Limit: Difference between revisions

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Full timed transcript: <toggledisplay>
0:00:15.940,0:00:20.740
Vipul: In this talk, I'm going to give definitions
of one-sided limits.
0:00:20.740,0:00:25.650
So it is going to be the left hand limit and
the right hand limit, and I'm going to basically
0:00:25.650,0:00:42.650
compare it with the definition of two-sided limit which was in
a previous video. Let's just write this down--left-hand limit.
0:00:44.110,0:00:48.679
Let me first remind you what the definition
of two-sided limit says.
0:00:48.679,0:00:57.679
So here's what it says. It says limit as x approaches
c, f(x) = L
0:00:58.469,0:01:03.140
so f has to be defined on the immediate left and
the immediate right of c.
0:01:03.140,0:01:07.960
It says that this is true if the following
holds so for every epsilon greater than zero
0:01:07.960,0:01:13.960
there exists a delta > 0 such that for all
x which are within delta of c
0:01:14.000,0:01:22.771
either delta on the left of c or within a delta on the
right of c we have that f(x) is within an epsilon
0:01:23.650,0:01:30.530
distance of L.
Okay. Now with the left and right hand limit
0:01:30.530,0:01:37.460
what we are trying to do we are trying to
consider only one-sided approaches on the, on the x
0:01:39.000,0:01:41.510
What will change when we do the left-hand limit,
0:01:42.001,0:01:44.641
what will be different from this definition?
[ANSWER!]
0:01:45.710,0:01:48.330
Rui: We approach c from the left.
0:01:48.330,0:01:52.790
Vipul: We'll approach c from the left so
what part of this definition will change? [ANSWER!]
0:01:52.790,0:01:54.880
Rui: From the fourth line?
0:01:54.880,0:01:56.890
Vipul: You mean this line?
0:01:56.890,0:02:06.810
Rui: Oh for all x within c distance, within delta distance of c
0:02:06.810,0:02:08.700
Vipul: So what will change?
0:02:08.700,0:02:14.020
Rui: We will not have (c, c + delta).
0:02:14.020,0:02:18.390
Vipul: This part won’t be there. We will
just be concerned about whether when x is
0:02:18.390,0:02:23.000
delta close on the left side of c, f(x) is here...
0:02:23.000,0:02:28.000
Will we change this one also to only include the left? [ANSWER!]
0:02:28.000,0:02:30.000
Or this one will remain as it is?
0:02:30.300,0:02:31.500
Rui: I think it will remain.
0:02:31.500,0:02:33.460
Vipul: It will remain as it is because we
0:02:33.460,0:02:35.340
are just saying as x approaches c from the left
0:02:35.340,0:02:36.340
f(x) approaches L.
0:02:36.340,0:02:43.340
We are not claiming that f(x) approaches L
from the left, okay? Let me make a number line picture.
0:02:51.750,0:02:56.130
We will do a full geometric understanding
of the thing later. Right now it's just very [formal].
0:02:56.130,0:03:00.850
So the function is defined on the immediate left
of c, maybe not defined at c. It is defined
0:03:00.850,0:03:01.920
on the immediate left of c.
0:03:01.920,0:03:06.410
We don’t even know if the function
is defined on the right of c and what we are
0:03:06.410,0:03:13.410
saying is that for any epsilon, so any epsilon
around L you can find a delta such that  if you restrict
0:03:13.800,0:03:20.800
attention to the interval from c minus delta
to c [i.e., (c- delta, c) in math notation]
0:03:21.450,0:03:23.130
then the f value there is within the epsilon distance of L.
0:03:24.130,0:03:28.959
Now the f value could be epsilon to the left
or the right so we take left hand limit on
0:03:28.959,0:03:33.840
the domain side it doesn’t have to approach
from the left on the other side.
0:03:33.840,0:03:40.690
Let me just write down the full definition. We want to keep this on the side.
0:03:40.690,0:04:03.690
What it says that for every epsilon > 0 there
exists
0:04:05.180,0:04:16.680
by the way, the understanding of the what this definition
really means will come in another video you may have seen before this or after this
0:04:16.680,0:04:21.209
... for all x ... [continuing definition]
0:04:21.209,0:04:26.500
Now we should also change it if we are writing
in this form so how will it read now?
0:04:26.500,0:04:28.030
Rui: For all x ...
0:04:35.000,0:04:38.000
Vipul: So will you put x – c or c – x? [ANSWER!]
0:04:38.330,0:04:40.990
Rui: It will be x – c, oh c – x.
0:04:41.000,0:04:46.760
Vipul: c – x. Because you want c to be bigger
than x. You want x to be on the left of c.
0:04:46.850,0:05:01.850
What would this read, i.e. x is in (c – delta,c).
Okay.
0:05:05.000,0:05:11.460
What do we have? We have the same thing. This part doesn’t change.
0:05:13.000,0:05:19.000
Rui: f(x) is within epsilon distance of L.
0:05:34.400,0:05:40.400
Vipul: Why do I keep saying this thing about the
L approach doesn’t have to be from the left?
0:05:41.000,0:05:44.350
What’s the significance of that? Why is that important?
[ANSWER!]
0:05:45.000,0:05:51.000
Rui: It’s important because we don’t know
whether the function is decreasing or increasing
0:05:51.620,0:05:52.370
at that point.
0:05:52.370,0:05:55.750
Vipul: Yeah, so if your function is actually
increasing than L will also be approached
0:05:55.750,0:06:01.590
from the left, and if it’s decreasing it
will be approached from the right, but sometimes
0:06:01.590,0:06:07.590
it’s neither increasing nor decreasing, but it's still
true it approaches from one side, so that’s a
little complicated but the way
0:06:07.590,0:06:12.150
this comes up is that when you are dealing
with composition of functions, so when you
0:06:12.150,0:06:16.710
are doing one function and then applying another function to that and you have some results
0:06:16.710,0:06:18.440
with one-sided limits.
0:06:18.440,0:06:30.440
Let me just write this down. If you have one-sided
limits and you have composition,
0:06:31.610,0:06:39.550
so you are doing one function and then doing another
you have to be very careful.
0:06:45.050,0:06:48.350
You need to be very careful when you are doing
one-sided limits and composition.
0:06:48.360,0:06:57.360
Why? Because if you have g of f(x) and x approaches
to c from the left, f(x) approaches L but
0:06:57.850,0:06:59.280
not necessarily from the left.
0:06:59.280,0:07:03.560
You then you have another thing which is as
f(x) approaches L from the left, g of that
0:07:03.560,0:07:09.280
approaches something you just need to be careful
that when you compose things the sidedness
0:07:09.280,0:07:10.930
could change each time you compose.
0:07:10.930,0:07:14.590
Rui: Can you write a composition of the function
out?
0:07:14.590,0:07:17.870
Vipul: Not in this video. We will do that
in another video.
0:07:17.870,0:07:23.800
That’s something we will see in a subsequent
video but this is just something to keep in
0:07:23.800,0:07:27.770
mind so when you see that it will ring a bell.
0:07:30.770,0:07:31.880
Let us do... what other side is left? [pun unintended!]
Rui: Right?
Vipul: Right!
0:07:31.880,0:07:36.690
Vipul: By the way, you probably already know
this if you have seen limits intuitively so
0:07:36.690,0:07:42.300
I'm not stressing this too much but left hand
limit is really the limit as you approach
0:07:42.300,0:07:49.300
from the left. You are not moving toward the
left you are moving from the left to the point.
0:07:50.160,0:07:55.940
Right hand limit will be approach from the
right to the point so it is right, moving from
0:07:55.940,0:07:59.330
the right, so the words left and right are
describing where the limit is coming *from*,
0:07:59.330,0:08:06.330
not the direction which it is going to.
0:08:12.569,0:08:17.650
Now you can just tell me what will be the
corresponding thing. To make sense of this
0:08:17.650,0:08:19.819
notion we need f to be defined where? [ANSWER!]
0:08:19.819,0:08:21.699
Rui: On its right.
0:08:21.699,0:08:29.199
Vipul: On the immediate right of c. If it
is not defined on the immediate right it doesn’t
0:08:29.389,0:08:36.389
even make sense to ask this question what
the right hand limit is.
0:08:37.280,0:08:38.550
How will that be defined?
0:08:38.550,0:08:44.240
Rui: For every epsilon greater than zero
0:08:44.240,0:08:51.240
Vipul: The epsilon is the interval on which
you are trying to trap the function value.
0:08:51.500,0:08:54.279
Rui: There exists epsilon
0:08:54.279,0:08:55.890
Vipul: No, delta
0:08:55.890,0:09:14.890
Rui: delta> 0 such that for all x
with x – c > 0
0:09:15.040,0:09:22.040
Vipul: The general one is for all x with 0<|x-c|<delta
because you want to capture both the intervals.
0:09:23.170,0:09:29.270
In this one, the left hand limit one, we just
captured the left side interval.
0:09:29.270,0:09:39.270
Now in the right one we just want to capture
the right side interval, so as you said 0< x- c < delta.
0:09:44.180,0:09:51.480
In the picture, the function is defined, say c
to c + t and you are really saying you can
0:09:52.290,0:10:00.290
find delta if x is in here [between c and c + delta] which
actually... this is not including c, it is all the points
0:10:00.390,0:10:05.390
in the immediate right of c. We have? [ANSWER!]
0:10:06.000,0:10:13.000
Rui: The absolute value of f(x) – L is less
than epsilon.
0:10:20.010,0:10:22.010
Vipul: So f(x) is? Are we here? We have everything?
0:10:23.010,0:10:23.260
Rui: Yes.
0:10:26.190,0:10:30.890
Vipul: We have both of these here? So do you
see what’s the main difference between these
0:10:30.890,0:10:37.430
two and the actual [two-sided limit] definition?
0:10:37.430,0:10:42.930
For every epsilon there exists delta... the
first second and fourth line remain the same.
0:10:42.930,0:10:47.440
It is this line where you are specifying where
the x are that’s different.
0:10:47.440,0:10:53.000
In the two-sided thing the x could be either place.
0:10:53.300,0:10:55.200
For the left hand limit the x,
0:10:55.720,0:10:59.000
you just want x here [in (c - delta, c)] and
0:10:59.000,0:11:07.000
for the right hand limit you just want x in (c,c + delta).
0:11:07.000,0:11:09.000
Okay? [END!]</toggledisplay>


===Relation between the limit notions===
===Relation between the limit notions===

Revision as of 20:16, 22 December 2012

ORIGINAL FULL PAGE: Limit
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Motivation

Quick summary

The term "limit" in mathematics is closely related to one of the many senses in which the term "limit" is used in day-to-day English. In day-to-day English, there are two uses of the term "limit":

  • Limit as something that one approaches, or is headed toward
  • Limit as a boundary or cap that cannot be crossed or exceeded

The mathematical term "limit" refers to the first of these two meanings. In other words, the mathematical concept of limit is a formalization of the intuitive concept of limit as something that one approaches or is headed toward.

For a function f, the notation:

limxcf(x)

is meant to say "the limit, as x approaches c, of the function value f(x)" and thus, the mathematical equality:

limxcf(x)=L

is meant to say "the limit, as x approaches c, of the function value f(x), is L." In a rough sense, what this means is that as x gets closer and closer to c, f(x) eventually comes, and stays, close enough to L.

Graphical interpretation

The graphical interpretation of "limxcf(x)=L" is that, if we move along the graph y=f(x) of the function f in the plane, then the graph approaches the point (c,L) whether we make x approach c from the left or the right. However, this interpretation works well only if f is continuous on the immediate left and immediate right of c.

This interpretation is sometimes termed the "two finger test" where one finger is used to follow the graph for x slightly less than c and the other finger is used to follow the graph for x slightly greater than c.

Two key ideas

The concept of limit involves two key ideas, both of which help explain why the definition is structured the way it is:

  • Arbitrarily close: The limit depends on how things behave arbitrarily close to the point involved. The notion of "arbitrarily close" is difficult to quantify non-mathematically, but what it means is that any fixed distance is too much. For instance, if doing limx2f(x), we can take points close to 2 such as 2.1, 2.01, 2.001, 2.0001, 2.0000001, 2.000000000000001. Any of these points, viewed in and of itself, is too far from 2 to offer any meaningful information. It is only the behavior in the limit, as we get arbitrarily close, that matters.
  • Trapping of the function close by: For a function to have a certain limit at a point, it is not sufficient to have the function value come close to that point. Rather, for limxcf(x)=L to hold, it is necessary that for x very close to c, the function value f(x) is trapped close to L. It is not enough that it keeps oscillating between being close to L and being far from L.
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Definition for finite limit for function of one variable

Two-sided limit

Suppose f is a function of one variable and cR is a point such that f is defined to the immediate left and immediate right of c (note that f may or may not be defined at c). In other words, there exists some value t>0 such that f is defined on (ct,c+t){c}=(ct,c)(c,c+t).

For a given value LR, we say that:

limxcf(x)=L

if the following holds (the single sentence is broken down into multiple points to make it clearer):

  • For every ε>0 (the symbol ε is a Greek lowercase letter pronounced "epsilon")
  • there exists δ>0 such that (the symbol δ is a Greek lowercase letter pronounced "delta")
  • for all xR satisfying 0<|xc|<δ (explicitly, x(cδ,c)(c,c+δ)=(cδ,c+δ){c}),
  • we have |f(x)L|<ε (explicitly, f(x)(Lε,L+ε)).

The limit (also called the two-sided limit) limxcf(x) is defined as a value LR such that limxcf(x)=L. By the uniqueness theorem for limits, there is at most one value of LR for which limxcf(x)=L. Hence, it makes sense to talk of the limit when it exists.

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Note: Although the definition customarily uses the letters ε and δ, any other letters can be used, as long as these letters are different from each other and from the letters already in use. The reason for sticking to a standard letter choice is that it reduces cognitive overload.

Left hand limit

Suppose f is a function of one variable and cR is a point such that f is defined on the immediate left of c (note that f may or may not be defined at c). In other words, there exists some value t>0 such that f is defined on (ct,c).

For a given value LR, we say that:

limxcf(x)=L

if the following holds (the single sentence is broken down into multiple points to make it clearer):

  • For every ε>0
  • there exists δ>0 such that
  • for all xR satisfying 0<cx<δ (explicitly, x(cδ,c)),
  • we have |f(x)L|<ε (explicitly, f(x)(Lε,L+ε).

The left hand limit (acronym LHL) limxcf(x) is defined as a value LR such that limxcf(x)=L. By the uniqueness theorem for limits (one-sided version), there is at most one value of LR for which limxcf(x)=L. Hence, it makes sense to talk of the left hand limit when it exists.

Right hand limit

Suppose f is a function of one variable and cR is a point such that f is defined on the immediate right of c (note that f may or may not be defined at c). In other words, there exists some value t>0 such that f is defined on (c,c+t).

For a given value LR, we say that:

limxc+f(x)=L

if the following holds (the single sentence is broken down into multiple points to make it clearer):

  • For every ε>0
  • there exists δ>0 such that
  • for all xR satisfying 0<xc<δ (explicitly, x(c,c+δ)),
  • we have |f(x)L|<ε (explicitly, f(x)(Lε,L+ε).

The right hand limit (acronym RHL) limxc+f(x) is defined as a value LR such that limxc+f(x)=L. By the uniqueness theorem for limits (one-sided version), there is at most one value of LR for which limxc+f(x)=L. Hence, it makes sense to talk of the right hand limit when it exists.

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Relation between the limit notions

The two-sided limit exists if and only if (both the left hand limit and right hand limit exist and they are equal to each other).

Definition of finite limit for function of one variable in terms of a game

The formal definitions of limit, as well as of one-sided limit, can be reframed in terms of a game. This is a special instance of an approach that turns any statement with existential and universal quantifiers into a game.

Two-sided limit

Consider the limit statement, with specified numerical values of c and L and a specified function f:

limxcf(x)=L

Note that there is one trivial sense in which the above statement can be false, or rather, meaningless, namely, that f is not defined on the immediate left or immediate right of c. In that case, the limit statement above is false, but moreover, it is meaningless to even consider the notion of limit.

The game is between two players, a Prover whose goal is to prove that the limit statement is true, and a Skeptic (also called a Verifier or sometimes a Disprover) whose goal is to show that the statement is false. The game has three moves:

  1. First, the skeptic chooses ε>0, or equivalently, chooses the target interval (Lε,L+ε).
  2. Then, the prover chooses δ>0, or equivalently, chooses the interval (cδ,c+δ){c}.
  3. Then, the skeptic chooses a value x satisfying 0<|xc|<δ, or equivalently, x(cδ,c+δ){c}, which is the same as (cδ,c)(c,c+δ).

Now, if |f(x)L|<ε (i.e., f(x)(Lε,L+ε)), the prover wins. Otherwise, the skeptic wins (see the subtlety about the domain of definition issue below the picture).

We say that the limit statement

limxcf(x)=L

is true if the prover has a winning strategy for this game. The winning strategy for the prover basically constitutes a strategy to choose an appropriate δ in terms of the ε chosen by the skeptic. Thus, it is an expression of δ as a function of ε.

We say that the limit statement

limxcf(x)=L

is false if the skeptic has a winning strategy for this game. The winning strategy for the skeptic involves a choice of ε, and a strategy that chooses a value of x (constrained in the specified interval) based on the prover's choice of δ.

Slight subtlety regarding domain of definition: The domain of definition issue leads to a couple of minor subtleties:

  • A priori, it is possible that the x chosen by the skeptic is outside the domain of f, so it does not make sense to evaluate f(x). In the definition given above, this would lead to the game being won by the skeptic. In particular, if f is not defined on the immediate left or right of c, the skeptic can always win by picking x outside the domain.
  • It may make sense to restrict discussion to the cases where f is defined on the immediate left or right of c. Explicitly, we assume that f is defined on the immediate left and immediate right, i.e., there exists t>0 such that f is defined on the interval (ct,c+t){c}. In this case, it does not matter what rule we set regarding the case that the skeptic picks x outside the domain. To simplify matters, we could alter the rules in any one of the following ways, and the meaning of limit would remain the same as in the original definition:
    • We could require (as part of the game rules) that the prover pick δ such that (cδ,c+δ){c}domf. This pre-empts the problem of picking x-values outside the domain.
    • We could require (as part of the game rules) that the skeptic pick x in the domain, i.e., pick x with 0<|xc|<δ and xdomf.
    • We could alter the rule so that if the skeptic picks x outside the domain, the prover wins (instead of the skeptic winning).
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Non-existence of limit

The statement limxcf(x) does not exist could mean one of two things:

  1. f is not defined around c, i.e., there is no t>0 for which f is defined on (ct,c+t){c}. In this case, it does not even make sense to try taking a limit.
  2. f is defined around c, around c, i.e., there is t>0 for which f is defined on (ct,c+t){c}. So, it does make sense to try taking a limit. However, the limit still does not exist.

The formulation of the latter case is as follows:

For every

LR

, there exists

ε>0

such that for every

δ>0

, there exists

x

satisfying

0<|xc|<δ

and such that

|f(x)L|ε

.

We can think of this in terms of a slight modification of the limit game, where, in our modification, there is an extra initial move by the prover to propose a value L for the limit. The limit does not exist if the skeptic has a winning strategy for this modified game.

An example of a function that does not have a limit at a specific point is the sine of reciprocal function. Explicitly, the limit:

limx0sin(1x)

does not exist. The skeptic's winning strategy is as follows: regardless of the L chosen by the prover, pick a fixed ε<1 (independent of L, so ε can be decided in advance of the game -- note that the skeptic could even pick ε=1 and the strategy would still work). After the prover has chosen a value δ, find a value x(0δ,0+δ){0} such that the sin(1/x) function value lies outside (Lε,L+ε). This is possible because the interval (Lε,L+ε) has width 2ε, hence cannot cover the entire interval [1,1], which has width 2. However, the range of the sin(1/x) function on (0δ,0+δ){0} is all of [1,1].

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Conceptual definition and various cases

Formulation of conceptual definition

Below is the conceptual definition of limit. Suppose f is a function defined in a neighborhood of the point c, except possibly at the point c itself. We say that:

limxcf(x)=L

if:

  • For every choice of neighborhood of L (where the term neighborhood is suitably defined)
  • there exists a choice of neighborhood of c (where the term neighborhood is suitably defined) such that
  • for all xc that are in the chosen neighborhood of c
  • f(x) is in the chosen neighborhood of L.
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Functions of one variable case

The following definitions of neighborhood are good enough to define limits.

  • For points in the interior of the domain, for functions of one variable: We can take an open interval centered at the point. For a point c, such an open interval is of the form (ct,c+t),t>0. Note that if we exclude the point c itself, we get (ct,c)(c,c+t).
  • For the point +, for functions of one variable: We take intervals of the form (a,), where aR.
  • For the point , for functions of one variable: We can take interval of the form (,a), where aR.

We can now list the nine cases of limits, combining finite and infinite possibilities:

Case Definition
limxcf(x)=L For every ε>0, there exists δ>0 such that for all x satisfying 0<|xc|<δ (i.e., x(cδ,c)(c,c+δ)), we have |f(x)L|<ε (i.e., f(x)(Lε,L+ε)).
limxcf(x)= For every aR, there exists δ>0 such that for all x satisfying 0<|xc|<δ (i.e., x(cδ,c)(c,c+δ)), we have f(x)<a (i.e., f(x)(,a)).
limxcf(x)= For every aR, there exists δ>0 such that for all x satisfying 0<|xc|<δ (i.e., x(cδ,c)(c,c+δ)), we have f(x)>a (i.e., f(x)(a,)).
limxf(x)=L For every ε>0, there exists aR such that for all x satisfying x<a (i.e., x(,a)), we have |f(x)L|<ε (i.e., f(x)(Lε,L+ε)).
limxf(x)= For every bR, there exists aR such that for all x satisfying x<a (i.e., x(,a)), we have f(x)<b (i.e., f(x)(,b)).
limxf(x)= For every bR, there exists aR such that for all x satisfying x<a (i.e., x(,a)), we have f(x)>b (i.e., f(x)(b,)).
limxf(x)=L For every ε>0, there exists aR such that for all x satisfying x>a (i.e., x(a,)), we have |f(x)L|<ε (i.e., f(x)(Lε,L+ε)).
limxf(x)= For every bR, there exists aR such that for all x satisfying x>a (i.e., x(a,)), we have f(x)<b (i.e., f(x)(,b)).
limxf(x)= For every bR, there exists aR such that for all x satisfying x>a (i.e., x(a,)), we have f(x)>b (i.e., f(x)(b,)).
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Limit of sequence versus real-sense limit

Fill this in later

Real-valued functions of multiple variables case

We consider the multiple input variables as a vector input variable, as the definition is easier to frame from this perspective.

The correct notion of neighborhood is as follows: for a point c¯, we define the neighborhood parametrized by a positive real number r as the open ball of radius r centered at c¯, i.e., the set of all points x¯ such that the distance from x¯ to c¯ is less than r. This distance is the same as the norm of the difference vector x¯c¯. The norm is sometimes denoted |x¯c¯|. This open ball is sometimes denoted Br(c¯).

Suppose f is a real-valued (i.e., scalar) function of a vector variable x¯. Suppose c¯ is a point such that f is defined "around" c¯, except possibly at c¯. In other words, there is an open ball centered at c¯ such that f is defined everywhere on that open ball, except possibly at c¯.

With these preliminaries out of the way, we can define the notion of limit. We say that:

limx¯c¯f(x¯)=L

if the following holds:

  • For every ε>0
  • there exists δ>0 such that
  • for all x¯ satisfying 0<|x¯c¯|<δ (i.e., x¯ is in a ball of radius δ centered at c¯ but not the point c¯ itself -- note that the || notation is for the norm, or length, of a vector)
  • we have |f(x¯)L|<ε. Note that f(x¯) and L are both scalars, so the || here is the usual absolute value function.
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