WEBVTT

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[SQUEAKING]

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[RUSTLING]

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[CLICKING]

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CASEY RODRIQUEZ: So we're going
to continue with our discussion

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of the derivative.

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So now, let me
recall the definition

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we introduced at the end of
last time of the derivative.

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So let I be an interval,
meaning it could be open,

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closed, it could go
out to plus infinity,

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it could go out
to minus infinity.

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But you know what
an interval is.

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And let's take a function
from that interval to R.

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So we say, f is differentiable
at a point c in I.

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If this limit of f
of x minus f of c

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over x minus c, this difference
quotient, if this limit exists.

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If this limit exists, we also
denote it by f prime of c.

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And last time, we showed that--

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we gave a simple example,
that from last time,

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that if x equals alpha
times x to the n,

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then this function is
differentiable at every c,

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and its derivative is
equal to n times alpha x

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c to the n minus 1.

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Now, let's state this in an
equivalent way using sequences.

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Remember, we had
this characterization

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of limits of functions.

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And the function we're
looking at is f of x

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minus f of c over x minus c.

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We had this equivalence between
limits and limits of sequences

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from last time, that
the limit as, let's say,

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g of x as x goes to c
equals L, if and only

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if for every sequence x
sub n converging to c g

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if x sub n converges to
L as n goes to infinity.

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So we can restate what
it means for a function

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to be differentiable at a
point and its derivative

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to be L, say, if and only
if for every sequence

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x sub n, with x sub n
not equal to c for all n,

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and converging to c, we have
that L is equal to this limit

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as n goes to infinity of now
this sequence of numbers,

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f of xn minus f of c
over x of n minus c.

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So today, the theme of
today is the connection

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between differentiability
and continuity.

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And we have a very
easy implication,

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which is that if a function
is differentiable at a point,

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then it must be
continuous at that point.

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So that's a statement
of this theorem,

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if f going from an interval
to R is differential at c,

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then f is also continuous at c.

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So let me also add in here
that continuity at the point

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c in an interval is
equivalent to saying

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that the limit as x goes to
c of f of x equals f of c.

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Now, this is just a subtle
point that I want to make,

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is that for an interval,
open, closed, half open, half

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closed, whatever, any
point in that interval

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is a cluster point
of that interval.

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And therefore, this
definition I made up there

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is actually meaningful.

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And for continuity, something
being continuous at c

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is equivalent to--

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if c is a cluster point, which I
just said it is-- it always is,

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this limit equals the function
evaluated at the point.

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So that's just kind of a
subtle comment I want to make.

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So how do we prove this?

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We write the limit as x goes to
the c of f of x as in this way.

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So essentially, what I do is,
I add and subtract f of c.

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And then, the part that
is f of x minus f of c,

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I multiply by x
minus c and divide

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by x minus c, which
is perfectly fine.

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Because remember,
for a limit, I'm

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never actually looking at
points where x equals c.

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So that's fine.

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And so, I get this
expression here.

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Now, what we know about limits,
is that the limit of the sum

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is the sum of the limits as
long as all these limits exists.

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And the limit of the
product is a product

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of the limits, again, assuming
all of these limits exists.

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And the limit as x goes to
c of everything you see here

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do exist.

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So as x goes to c, this thing
in brackets, or in the--

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I guess these are brackets.

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I don't know what
those are called.

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This limit here is f prime of c.

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As x goes to c of x
minus c, that's just 0.

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And f of c is just a constant.

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There's nothing changing with x.

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So the limit of a
constant is that constant.

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So I just get f of c.

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So the limit of this
whole expression

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is f prime of c times 0 plus
f of c, which equals f of c.

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So we've just proven that the
limit as x goes to c of f of x

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is equal to f of c, which
is what we wish to prove.

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And therefore, a function which
is differentiable at a point

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must be continuous
at that point.

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So as beginning math students,
we're learning proofs,

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but we're also
learning questions,

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what types of questions to ask.

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And whenever you come
across a new theorem that

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has one implication, one
hypothesis, one conclusion,

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then you should ask yourself,
does the converse hold?

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Does the conclusion also
imply the hypothesis?

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So we've shown that
f differentiable at c

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implies f is continuous at c.

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So does the converse hold?

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Namely, if f is
continuous at a point,

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does this imply that f is
differentiable at that point?

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And as you can see already
there, the answer is, no.

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I think you've probably
covered this in calculus.

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But what's the function that
gives this counterexample that

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is continuous at c but
not differentiable at c?

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Well, let's take, for
example, c equals 0.

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And let's look at
the function f of x

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equals the absolute value of x.

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In this function here, this
is continuous at every point.

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So in particular, at c equals 0.

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But it's not differentiable
at c equals 0.

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And how do you come up with--

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and how do you do that?

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How do you show something's
not differentiable?

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The simplest way is to
use this remark up here

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by finding a sequence
converging to c,

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so that the difference
quotient does not have

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a limit as n goes to infinity.

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So that's what we'll
do here is, we'll

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find a sequence x sub
n, with x sub n not

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equal to 0 for all
n converging to 0,

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such that this limit
does not exist.

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Rather than write that, because
the limit does not exist,

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it doesn't make really sense
for me to even write that.

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Let me write this as saying,
as the sequence is divergent.

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Now, how are we going to come
up with this sequence, x of n,

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so that the difference
quotient does not converge?

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Well, what's the logic?

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So for f of x equals
the absolute value of x,

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it looks like this.

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It looks like x--

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it's equal to x over
here minus x over here.

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So if you were to
formally differentiate--

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well, I mean, you could actually
differentiate to the left of 0,

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you get the derivative
is equal to minus 1.

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To the right, the
derivative is 1.

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So that kind of
suggests maybe there's

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some funny business
going on at 0.

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So let's look at
a sequence which

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alternates between being
negative and positive,

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but it's converging
to 0, and see

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if that sequence will
provide us with this desired

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sequence which results in
the difference quotient being

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divergent.

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So let's just take a guess.

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Let xn be minus 1
to the n over n.

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It doesn't have to be this one,
just something that alternates

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back and forth would be enough.

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So this could be n
squared here, or 2n,

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or n to the 2020,
whatever you like.

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Then, this is clearly
always non-zero.

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And it converges to 0.

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And of course, why
it converges to 0?

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I mean, you could prove this
by epsilon m definition,

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but also if I take the
absolute value, that's

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less than or equal to 1 over n.

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And this one we know
converges to 0, 0.

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So by squeeze theorem,
the thing in the middle

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must converge to 0.

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And we're done.

00:10:46.530 --> 00:10:49.410 align:middle line:84%
So we have this sequence
x sub n equals minus 1

00:10:49.410 --> 00:10:54.410 align:middle line:84%
to the n over n, which is
alternating back and forth.

00:10:54.410 --> 00:10:59.330 align:middle line:84%
And we hope it's going to result
in this difference quotient

00:10:59.330 --> 00:11:01.920 align:middle line:84%
being divergent as
n goes to infinity.

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And so, we compute that.

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Let's look at the
difference quotient

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f of x sub n minus f of 0.

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F of 0, which is 0.

00:11:08.540 --> 00:11:10.580 align:middle line:84%
So I just get f
of x sub n, which

00:11:10.580 --> 00:11:13.940 align:middle line:84%
is the absolute value of
minus 1 to the n over n

00:11:13.940 --> 00:11:17.720 align:middle line:84%
over x sub n, which is
minus 1 to the n over n.

00:11:17.720 --> 00:11:19.055 align:middle line:90%
This is just equal to--

00:11:19.055 --> 00:11:27.250 align:middle line:90%


00:11:27.250 --> 00:11:30.970 align:middle line:84%
so this is just equal
to 1 over n over minus 1

00:11:30.970 --> 00:11:36.850 align:middle line:84%
to the n over n, which equals
minus 1 to the minus n.

00:11:36.850 --> 00:11:40.600 align:middle line:84%
But minus 1 to the
minus n, this is

00:11:40.600 --> 00:11:42.760 align:middle line:84%
equal to the same thing
as minus 1 to the n.

00:11:42.760 --> 00:11:45.820 align:middle line:90%


00:11:45.820 --> 00:11:50.780 align:middle line:84%
So this sequence here
of difference quotients,

00:11:50.780 --> 00:11:53.980 align:middle line:84%
so f of xn minus f
of 0 over xn minus 0,

00:11:53.980 --> 00:11:58.680 align:middle line:84%
this is just equal to
the sequence minus 1

00:11:58.680 --> 00:12:01.675 align:middle line:84%
to the n, which we
know is divergent,

00:12:01.675 --> 00:12:02.550 align:middle line:90%
doesn't have a limit.

00:12:02.550 --> 00:12:07.198 align:middle line:84%
That's one of the first
examples of a sequence

00:12:07.198 --> 00:12:08.365 align:middle line:90%
we proved does not converge.

00:12:08.365 --> 00:12:11.060 align:middle line:90%


00:12:11.060 --> 00:12:14.550 align:middle line:84%
So in summary, this
function f of x

00:12:14.550 --> 00:12:19.020 align:middle line:84%
equals the absolute value of
x is continuous at c equals 0,

00:12:19.020 --> 00:12:21.810 align:middle line:84%
but not differentiable
at c equals 0.

00:12:21.810 --> 00:12:29.760 align:middle line:84%
So now, a natural question that
people asked is, so a function

00:12:29.760 --> 00:12:32.400 align:middle line:84%
being continuous at a
point does not necessarily

00:12:32.400 --> 00:12:35.460 align:middle line:90%
imply that it's differentiable.

00:12:35.460 --> 00:12:36.990 align:middle line:84%
But let's take a
function which is

00:12:36.990 --> 00:12:40.240 align:middle line:84%
continuous on the
real number line.

00:12:40.240 --> 00:12:43.870 align:middle line:84%
Is there a point where
it's differentiable?

00:12:43.870 --> 00:12:47.170 align:middle line:90%
So it's already on the board.

00:12:47.170 --> 00:12:51.550 align:middle line:84%
But this is not completely
a crazy question to ask.

00:12:51.550 --> 00:12:53.350 align:middle line:84%
For example, let's
go back to f of x

00:12:53.350 --> 00:12:55.570 align:middle line:90%
equals the absolute value of x.

00:12:55.570 --> 00:12:59.350 align:middle line:84%
This function is differentiable
everywhere except 0.

00:12:59.350 --> 00:13:01.845 align:middle line:84%
So there's lots of points
where this function is

00:13:01.845 --> 00:13:02.470 align:middle line:90%
differentiable.

00:13:02.470 --> 00:13:05.300 align:middle line:84%
It's differentiable for c
positive and c negative.

00:13:05.300 --> 00:13:07.780 align:middle line:84%
So for this continuous
function, there

00:13:07.780 --> 00:13:10.480 align:middle line:84%
does exist points where
it's differentiable.

00:13:10.480 --> 00:13:13.390 align:middle line:84%
And you can imagine trying
to draw any kind of curve

00:13:13.390 --> 00:13:14.840 align:middle line:84%
that you can on
a piece of paper.

00:13:14.840 --> 00:13:16.000 align:middle line:84%
And you can probably
find a point

00:13:16.000 --> 00:13:17.425 align:middle line:84%
on that curve that
has a tangent.

00:13:17.425 --> 00:13:19.987 align:middle line:90%


00:13:19.987 --> 00:13:21.570 align:middle line:84%
I mean, if you sit
there with a pencil

00:13:21.570 --> 00:13:23.632 align:middle line:84%
and then try to draw
something very jagged,

00:13:23.632 --> 00:13:25.090 align:middle line:84%
I mean, there are
still going to be

00:13:25.090 --> 00:13:30.630 align:middle line:84%
little sections of your jagged
curve where it has a tangent.

00:13:30.630 --> 00:13:34.320 align:middle line:84%
So I imagine this is
why people thought

00:13:34.320 --> 00:13:37.380 align:middle line:84%
this was the case, that
a continuous function has

00:13:37.380 --> 00:13:40.600 align:middle line:84%
to have at least one point
where it's differentiable.

00:13:40.600 --> 00:13:44.380 align:middle line:84%
And Weierstrass, the godfather
of analysis, said, no.

00:13:44.380 --> 00:13:47.830 align:middle line:84%
He came up with a whole class
of examples of functions, which

00:13:47.830 --> 00:13:52.770 align:middle line:84%
are continuous on
the real number line,

00:13:52.770 --> 00:13:55.820 align:middle line:90%
but are differentiable nowhere.

00:13:55.820 --> 00:14:03.530 align:middle line:84%
And this was a really surprising
set of examples and result

00:14:03.530 --> 00:14:04.640 align:middle line:90%
to the community.

00:14:04.640 --> 00:14:17.200 align:middle line:84%
And to me, it's also one of
the few results in this class

00:14:17.200 --> 00:14:21.340 align:middle line:84%
that you really didn't see
in your calculus class.

00:14:21.340 --> 00:14:23.380 align:middle line:84%
So we're going to go
through this example.

00:14:23.380 --> 00:14:25.570 align:middle line:84%
Although in most
analysis classes,

00:14:25.570 --> 00:14:29.390 align:middle line:90%
it's reserved for later.

00:14:29.390 --> 00:14:30.820 align:middle line:90%
But I think we can do it now.

00:14:30.820 --> 00:14:33.920 align:middle line:90%


00:14:33.920 --> 00:14:34.460 align:middle line:90%
And so.

00:14:34.460 --> 00:14:35.710 align:middle line:90%
What we're going to prove is--

00:14:35.710 --> 00:14:49.623 align:middle line:90%


00:14:49.623 --> 00:14:52.040 align:middle line:84%
so we're going to construct a
function which is continuous

00:14:52.040 --> 00:14:54.920 align:middle line:84%
everywhere but is
differential nowhere,

00:14:54.920 --> 00:14:57.170 align:middle line:84%
so a continuous nowhere
differentiable function.

00:14:57.170 --> 00:15:00.400 align:middle line:90%


00:15:00.400 --> 00:15:04.870 align:middle line:84%
And I'll even write down
the function for you.

00:15:04.870 --> 00:15:07.330 align:middle line:84%
So what's the idea
that Weierstrass had?

00:15:07.330 --> 00:15:10.067 align:middle line:90%
It was, let me--

00:15:10.067 --> 00:15:12.400 align:middle line:84%
well, I'm not going to write
down the function just yet.

00:15:12.400 --> 00:15:15.640 align:middle line:84%
But the idea of the
constructing such a function

00:15:15.640 --> 00:15:19.798 align:middle line:84%
is that it should be
highly oscillatory.

00:15:19.798 --> 00:15:21.340 align:middle line:84%
Imagine, again,
you're trying to draw

00:15:21.340 --> 00:15:23.712 align:middle line:84%
a picture of the graph
of a function that's

00:15:23.712 --> 00:15:24.670 align:middle line:90%
nowhere differentiable.

00:15:24.670 --> 00:15:27.850 align:middle line:84%
You would sit there and
break your pencil trying

00:15:27.850 --> 00:15:33.440 align:middle line:84%
to draw just a highly
oscillating function so

00:15:33.440 --> 00:15:36.970 align:middle line:90%
that it never has a tangent.

00:15:36.970 --> 00:15:42.000 align:middle line:84%
And that's his idea, is
to build a function which

00:15:42.000 --> 00:15:46.980 align:middle line:84%
is highly oscillatory
but too oscillatory so

00:15:46.980 --> 00:15:49.020 align:middle line:84%
that it's still
continuous at every point.

00:15:49.020 --> 00:16:17.500 align:middle line:90%


00:16:17.500 --> 00:16:21.080 align:middle line:84%
So to start with the
construction of this function,

00:16:21.080 --> 00:16:23.240 align:middle line:84%
which is continuous but
nowhere differentiable,

00:16:23.240 --> 00:16:28.030 align:middle line:84%
we're going to need a few
simple facts to start off with.

00:16:28.030 --> 00:16:33.800 align:middle line:90%
So again, let me write out--

00:16:33.800 --> 00:16:34.550 align:middle line:90%
state our goal.

00:16:34.550 --> 00:16:45.490 align:middle line:84%
We're going to construct a
continuous function from R

00:16:45.490 --> 00:16:58.560 align:middle line:84%
to R, which is
nowhere differentiable

00:16:58.560 --> 00:17:02.920 align:middle line:84%
Not differentiable, it's
differentiable at no point.

00:17:02.920 --> 00:17:09.859 align:middle line:84%
So let's start off with a
few simple facts about--

00:17:09.859 --> 00:17:12.470 align:middle line:84%
so I said that we're going
to build a function which

00:17:12.470 --> 00:17:15.109 align:middle line:90%
is oscillating quite a lot.

00:17:15.109 --> 00:17:18.170 align:middle line:84%
There's two functions you know
that oscillate cosine and sine.

00:17:18.170 --> 00:17:20.970 align:middle line:90%


00:17:20.970 --> 00:17:37.540 align:middle line:84%
So those are going to
be our building blocks.

00:17:37.540 --> 00:17:39.190 align:middle line:90%
We'll choose one of them.

00:17:39.190 --> 00:17:44.290 align:middle line:84%
Let's choose cosine, say,
as to be our building block.

00:17:44.290 --> 00:17:47.080 align:middle line:84%
But anyway, so let's start
off with some elementary facts

00:17:47.080 --> 00:17:48.310 align:middle line:90%
about cosine.

00:17:48.310 --> 00:17:56.740 align:middle line:84%
So first is that for all x, y,
and R, cosine x minus cosine y

00:17:56.740 --> 00:17:59.410 align:middle line:84%
is less than or equal to the
absolute value of x times

00:17:59.410 --> 00:18:01.980 align:middle line:90%
x minus y.

00:18:01.980 --> 00:18:13.390 align:middle line:84%
The second is that for
every real number c,

00:18:13.390 --> 00:18:26.000 align:middle line:84%
and for all k natural number,
there exist a y in c plus pi

00:18:26.000 --> 00:18:33.950 align:middle line:84%
over k, c plus 3 pi
over k, such that--

00:18:33.950 --> 00:18:36.440 align:middle line:84%
and let me label
this as theorem one--

00:18:36.440 --> 00:18:39.360 align:middle line:90%


00:18:39.360 --> 00:18:43.110 align:middle line:90%
such that cosine of kc--

00:18:43.110 --> 00:18:50.600 align:middle line:84%
that's funny--
minus cosine of ky

00:18:50.600 --> 00:18:52.130 align:middle line:90%
is greater than or equal to 1.

00:18:52.130 --> 00:19:00.810 align:middle line:90%


00:19:00.810 --> 00:19:10.180 align:middle line:84%
So both of these are
simple facts about cosine.

00:19:10.180 --> 00:19:14.140 align:middle line:84%
Really, this one just follows
from the angle sum formula.

00:19:14.140 --> 00:19:18.670 align:middle line:84%
This one follows from the
periodicity of cosine.

00:19:18.670 --> 00:19:21.710 align:middle line:90%
But so, why are these true?

00:19:21.710 --> 00:19:23.950 align:middle line:84%
So first off, we did
prove-- and maybe I

00:19:23.950 --> 00:19:26.540 align:middle line:84%
should have used sine instead
of cosine in all of this.

00:19:26.540 --> 00:19:38.220 align:middle line:84%
But if you recall from
our continuity section,

00:19:38.220 --> 00:19:43.770 align:middle line:84%
we proved that for all x
and y, sine x minus sine y

00:19:43.770 --> 00:19:46.680 align:middle line:84%
is less than or equal to
the absolute value of x

00:19:46.680 --> 00:19:49.560 align:middle line:90%
minus y for all x and y.

00:19:49.560 --> 00:19:55.110 align:middle line:84%
And there was a simple relation
between cosine x and sine

00:19:55.110 --> 00:19:55.740 align:middle line:90%
of something.

00:19:55.740 --> 00:19:59.820 align:middle line:84%
And that's just a
shift by pi over 2.

00:19:59.820 --> 00:20:07.060 align:middle line:84%
Then cosine of x
minus cosine of y,

00:20:07.060 --> 00:20:11.740 align:middle line:84%
this is equal to
sine x plus pi over 2

00:20:11.740 --> 00:20:16.870 align:middle line:90%
minus sine y plus pi over 2.

00:20:16.870 --> 00:20:20.860 align:middle line:84%
And if you like, let me
instead of using x and y here,

00:20:20.860 --> 00:20:22.180 align:middle line:90%
let me use a and b.

00:20:22.180 --> 00:20:28.220 align:middle line:90%


00:20:28.220 --> 00:20:31.760 align:middle line:84%
So then, this is less than
or equal to x plus pi over 2

00:20:31.760 --> 00:20:38.850 align:middle line:84%
minus y plus pi over 2
using this inequality.

00:20:38.850 --> 00:20:41.650 align:middle line:90%


00:20:41.650 --> 00:20:43.900 align:middle line:90%
So that proves number one.

00:20:43.900 --> 00:20:51.100 align:middle line:84%
For number two, it's just
a simple fact about cosine

00:20:51.100 --> 00:20:54.700 align:middle line:90%
being 2 pi periodic.

00:20:54.700 --> 00:21:05.350 align:middle line:84%
So function g of x
equals cosine k of x.

00:21:05.350 --> 00:21:06.640 align:middle line:90%
This is also periodic.

00:21:06.640 --> 00:21:07.840 align:middle line:90%
But now, what's the period?

00:21:07.840 --> 00:21:10.390 align:middle line:90%
It's 2 pi over k.

00:21:10.390 --> 00:21:21.870 align:middle line:90%


00:21:21.870 --> 00:21:25.660 align:middle line:84%
Now, this interval
has link 2 pi,

00:21:25.660 --> 00:21:28.810 align:middle line:84%
except it's missing the
point c plus pi over 2

00:21:28.810 --> 00:21:31.210 align:middle line:90%
and c plus 3 pi over k.

00:21:31.210 --> 00:21:44.670 align:middle line:90%


00:21:44.670 --> 00:21:56.710 align:middle line:84%
Thus, if I look
at the image of--

00:21:56.710 --> 00:22:02.110 align:middle line:90%


00:22:02.110 --> 00:22:04.250 align:middle line:90%
OK.

00:22:04.250 --> 00:22:07.340 align:middle line:84%
Then, so this function g
of x equals cosine k of x.

00:22:07.340 --> 00:22:22.070 align:middle line:84%
If I look at the image
of this interval,

00:22:22.070 --> 00:22:28.370 align:middle line:84%
this will contain all of the
real numbers between minus 1

00:22:28.370 --> 00:22:28.940 align:middle line:90%
and 1.

00:22:28.940 --> 00:22:32.240 align:middle line:90%


00:22:32.240 --> 00:22:34.070 align:middle line:90%
So this is a period.

00:22:34.070 --> 00:22:37.730 align:middle line:84%
This is a interval
of link 2 pi over k.

00:22:37.730 --> 00:22:40.460 align:middle line:84%
Cosine kx is 2 pi
over k periodic.

00:22:40.460 --> 00:22:43.280 align:middle line:84%
So I should get
everything between minus 1

00:22:43.280 --> 00:22:48.150 align:middle line:84%
and one except possibly
the value at the endpoints.

00:22:48.150 --> 00:22:54.600 align:middle line:84%
So take away-- and the
value at the endpoints

00:22:54.600 --> 00:22:59.490 align:middle line:90%
is minus cosine ck.

00:22:59.490 --> 00:23:05.950 align:middle line:90%


00:23:05.950 --> 00:23:10.630 align:middle line:84%
Because cosine of k times
c plus pi is equal--

00:23:10.630 --> 00:23:13.960 align:middle line:84%
pi over k is equal to
cosine of kc plus pi.

00:23:13.960 --> 00:23:16.890 align:middle line:90%


00:23:16.890 --> 00:23:18.680 align:middle line:84%
And cosine of
something plus pi is

00:23:18.680 --> 00:23:20.630 align:middle line:84%
equal to minus
cosine of that thing.

00:23:20.630 --> 00:23:23.430 align:middle line:90%


00:23:23.430 --> 00:23:28.800 align:middle line:84%
So the image of the
set by cosine kc

00:23:28.800 --> 00:23:32.040 align:middle line:84%
contains everything
between minus 1 and 1,

00:23:32.040 --> 00:23:35.520 align:middle line:84%
except for possibly
the endpoint.

00:23:35.520 --> 00:23:44.056 align:middle line:84%
This really only happens at if
cosine of k times E equals 1.

00:23:44.056 --> 00:23:48.550 align:middle line:90%


00:23:48.550 --> 00:23:53.080 align:middle line:90%
So OK.

00:23:53.080 --> 00:24:01.200 align:middle line:90%


00:24:01.200 --> 00:24:19.570 align:middle line:84%
Then, if cosine of kc is
bigger than or equal to 0,

00:24:19.570 --> 00:24:32.260 align:middle line:84%
then we choose y in this
interval c plus pi over kc

00:24:32.260 --> 00:24:34.440 align:middle line:90%
plus 3 pi over k.

00:24:34.440 --> 00:24:53.050 align:middle line:90%


00:24:53.050 --> 00:24:55.160 align:middle line:90%
Let's write it this way.

00:24:55.160 --> 00:24:57.910 align:middle line:84%
So if this thing is
bigger than or equal to 0,

00:24:57.910 --> 00:24:59.040 align:middle line:90%
then we choose y--

00:24:59.040 --> 00:25:03.540 align:middle line:90%


00:25:03.540 --> 00:25:05.810 align:middle line:90%
why am I confusing myself?

00:25:05.810 --> 00:25:08.160 align:middle line:90%
So this is simple enough.

00:25:08.160 --> 00:25:14.750 align:middle line:84%
We choose y in this interval
so that cosine of ky equals

00:25:14.750 --> 00:25:15.440 align:middle line:90%
minus 1.

00:25:15.440 --> 00:25:18.170 align:middle line:90%


00:25:18.170 --> 00:25:25.310 align:middle line:84%
And if cosine kc is
less than 0, then we

00:25:25.310 --> 00:25:38.430 align:middle line:84%
choose y so that
cosine of ky equals 1.

00:25:38.430 --> 00:25:44.170 align:middle line:90%


00:25:44.170 --> 00:25:48.220 align:middle line:90%
So again, here's-- so forget--

00:25:48.220 --> 00:25:49.570 align:middle line:90%
just to get an idea.

00:25:49.570 --> 00:25:53.230 align:middle line:84%
So I'm quibbling over
a minor point, the fact

00:25:53.230 --> 00:25:56.515 align:middle line:84%
that we have to take away
possibly the point where--

00:25:56.515 --> 00:25:59.090 align:middle line:90%


00:25:59.090 --> 00:26:02.000 align:middle line:90%
possibly the value of cosine kc.

00:26:02.000 --> 00:26:05.540 align:middle line:84%
Anyways, that's erase
this for a minute.

00:26:05.540 --> 00:26:09.650 align:middle line:84%
And let's imagine that
the range of this guy--

00:26:09.650 --> 00:26:13.620 align:middle line:84%
I mean, it's a 2 pi over
k periodic interval.

00:26:13.620 --> 00:26:15.380 align:middle line:84%
So this should basically
cover all values

00:26:15.380 --> 00:26:17.090 align:middle line:90%
between minus 1 and 1.

00:26:17.090 --> 00:26:20.360 align:middle line:84%
So cosine of kc will
either be plus or minus.

00:26:20.360 --> 00:26:24.860 align:middle line:84%
So if it's not negative, then I
can find a y in this interval,

00:26:24.860 --> 00:26:26.690 align:middle line:90%
since it's 2 pi over k periodic.

00:26:26.690 --> 00:26:29.330 align:middle line:84%
So that cosine of
ky equals minus 1.

00:26:29.330 --> 00:26:31.910 align:middle line:90%


00:26:31.910 --> 00:26:36.710 align:middle line:84%
And since this is not negative
and this is equal to minus 1,

00:26:36.710 --> 00:26:39.290 align:middle line:84%
the difference between
these two in absolute value

00:26:39.290 --> 00:26:43.440 align:middle line:84%
will be greater
than or equal to 1.

00:26:43.440 --> 00:26:47.160 align:middle line:84%
Now, if cosine of
kc is less than 0,

00:26:47.160 --> 00:26:51.030 align:middle line:84%
then again, since this
interval contains minus 1 to 1,

00:26:51.030 --> 00:26:54.630 align:middle line:84%
it's 2 pi over k periodic, we
choose a y so that cosine of ky

00:26:54.630 --> 00:26:55.740 align:middle line:90%
equals 1.

00:26:55.740 --> 00:26:57.510 align:middle line:90%
And then, this is negative.

00:26:57.510 --> 00:26:58.510 align:middle line:90%
This is 1.

00:26:58.510 --> 00:27:01.500 align:middle line:84%
So the difference between
something negative and 1

00:27:01.500 --> 00:27:03.370 align:middle line:90%
is greater than or equal to 1.

00:27:03.370 --> 00:27:05.910 align:middle line:90%


00:27:05.910 --> 00:27:08.950 align:middle line:90%
And that's the proof.

00:27:08.950 --> 00:27:10.870 align:middle line:90%
I made a kind of a mess of it.

00:27:10.870 --> 00:27:17.410 align:middle line:84%
But this is very easy to
understand if you just

00:27:17.410 --> 00:27:18.595 align:middle line:90%
draw a picture really.

00:27:18.595 --> 00:27:22.710 align:middle line:90%


00:27:22.710 --> 00:27:25.770 align:middle line:90%
So let's continue.

00:27:25.770 --> 00:27:29.910 align:middle line:90%


00:27:29.910 --> 00:27:34.350 align:middle line:84%
And again, what these two
parts of this theorem say

00:27:34.350 --> 00:27:39.660 align:middle line:84%
is that cosine can
be quite oscillatory

00:27:39.660 --> 00:27:42.900 align:middle line:90%
if you insert a k here.

00:27:42.900 --> 00:27:47.460 align:middle line:84%
Because the difference
between this interval

00:27:47.460 --> 00:27:50.580 align:middle line:90%
is actually quite small.

00:27:50.580 --> 00:27:52.650 align:middle line:84%
The length of this
interval is 2 pi over k.

00:27:52.650 --> 00:27:55.410 align:middle line:84%
If k is very large, that's
a very small interval.

00:27:55.410 --> 00:27:57.150 align:middle line:84%
Yet somehow, we
can find two points

00:27:57.150 --> 00:27:59.970 align:middle line:84%
which differ by at
least 1 in value

00:27:59.970 --> 00:28:02.880 align:middle line:84%
if we plug them
into the function.

00:28:02.880 --> 00:28:06.060 align:middle line:84%
But cosine is not
too wild, because it

00:28:06.060 --> 00:28:07.620 align:middle line:90%
satisfies this bound.

00:28:07.620 --> 00:28:09.600 align:middle line:84%
So these two are
kind of-- they're

00:28:09.600 --> 00:28:15.040 align:middle line:84%
going to be the ingredients in
that idea I said at the start,

00:28:15.040 --> 00:28:18.700 align:middle line:84%
that we're going to build a
function which oscillates,

00:28:18.700 --> 00:28:23.020 align:middle line:84%
which is quite oscillatory,
but it's not too oscillatory

00:28:23.020 --> 00:28:26.440 align:middle line:90%
that it's still continuous.

00:28:26.440 --> 00:28:34.252 align:middle line:84%
And we're going to build our
function out of cosine kx,

00:28:34.252 --> 00:28:35.585 align:middle line:90%
where k is going to be changing.

00:28:35.585 --> 00:28:38.160 align:middle line:90%


00:28:38.160 --> 00:28:40.950 align:middle line:84%
So I'm going to need one
more very simple fact.

00:28:40.950 --> 00:28:45.960 align:middle line:84%
So this one, I won't
mess up too much.

00:28:45.960 --> 00:28:47.710 align:middle line:90%
Which is the following.

00:28:47.710 --> 00:28:53.460 align:middle line:84%
For all a, b, c, and R, the
absolute value of a plus

00:28:53.460 --> 00:28:57.150 align:middle line:84%
b plus c, this is bigger than
or equal to the absolute value

00:28:57.150 --> 00:29:00.180 align:middle line:84%
of a, minus the
absolute value of b,

00:29:00.180 --> 00:29:04.160 align:middle line:90%
minus the absolute value of c.

00:29:04.160 --> 00:29:06.710 align:middle line:84%
And the proof of this is just
to use the triangle inequality

00:29:06.710 --> 00:29:08.090 align:middle line:90%
twice.

00:29:08.090 --> 00:29:09.470 align:middle line:90%
We have the absolute value of a.

00:29:09.470 --> 00:29:19.310 align:middle line:84%
This is equal to a plus
b plus c, minus b plus c.

00:29:19.310 --> 00:29:24.530 align:middle line:84%
And this is less than or equal
to, by the triangle inequality,

00:29:24.530 --> 00:29:28.200 align:middle line:84%
the absolute value
of a, plus b, plus c,

00:29:28.200 --> 00:29:31.350 align:middle line:84%
plus the absolute value
of minus times b plus c.

00:29:31.350 --> 00:29:33.600 align:middle line:84%
But that minus goes away
with the absolute value.

00:29:33.600 --> 00:29:37.080 align:middle line:90%


00:29:37.080 --> 00:29:39.570 align:middle line:84%
And then, I use a triangle
inequality one more time here

00:29:39.570 --> 00:29:40.140 align:middle line:90%
to get--

00:29:40.140 --> 00:29:47.330 align:middle line:90%


00:29:47.330 --> 00:29:49.842 align:middle line:90%
and then if I subtract--

00:29:49.842 --> 00:29:51.050 align:middle line:90%
oh, I didn't want to do that.

00:29:51.050 --> 00:29:58.080 align:middle line:90%


00:29:58.080 --> 00:30:04.610 align:middle line:84%
And so, if I subtract this
side over to the other side

00:30:04.610 --> 00:30:12.610 align:middle line:84%
of this inequality, I get
the statement of the theorem.

00:30:12.610 --> 00:30:19.280 align:middle line:90%


00:30:19.280 --> 00:30:21.590 align:middle line:84%
So now, we're going
to introduce--

00:30:21.590 --> 00:30:22.640 align:middle line:90%
call this theorem two--

00:30:22.640 --> 00:30:25.250 align:middle line:90%


00:30:25.250 --> 00:30:31.970 align:middle line:84%
now let me introduce
the guest of honor.

00:30:31.970 --> 00:30:35.800 align:middle line:84%
So first, I have
the following claim.

00:30:35.800 --> 00:30:44.880 align:middle line:84%
For all x in R, the
series given by sum from n

00:30:44.880 --> 00:30:46.740 align:middle line:90%
equals 0 to infinity--

00:30:46.740 --> 00:30:52.350 align:middle line:84%
and instead of n, I'm going
to use k, cosine 160 kx.

00:30:52.350 --> 00:30:58.530 align:middle line:84%
So here's our very
oscillatory guy over 4

00:30:58.530 --> 00:31:04.690 align:middle line:84%
to the k is
absolutely convergent.

00:31:04.690 --> 00:31:08.700 align:middle line:90%


00:31:08.700 --> 00:31:11.900 align:middle line:84%
So for each x in R, this
series converges absolutely.

00:31:11.900 --> 00:31:13.530 align:middle line:90%
So it spits out a real number.

00:31:13.530 --> 00:31:17.930 align:middle line:84%
So I can define a function
in terms of this series.

00:31:17.930 --> 00:31:22.260 align:middle line:90%


00:31:22.260 --> 00:31:30.700 align:middle line:84%
Let f from R to R be
defined by a prime--

00:31:30.700 --> 00:31:39.920 align:middle line:84%
f of x is just the
number that I get when

00:31:39.920 --> 00:31:41.270 align:middle line:90%
I stick in x to the series.

00:31:41.270 --> 00:31:48.180 align:middle line:90%


00:31:48.180 --> 00:31:50.100 align:middle line:84%
Which is meaningful,
because for all x,

00:31:50.100 --> 00:31:51.780 align:middle line:84%
this series
converges absolutely.

00:31:51.780 --> 00:31:53.670 align:middle line:90%
So this is just a function.

00:31:53.670 --> 00:31:55.620 align:middle line:90%
I put in x.

00:31:55.620 --> 00:31:57.090 align:middle line:90%
I get out a real number.

00:31:57.090 --> 00:32:09.700 align:middle line:84%
Then the claim is, f is
bounded and continuous.

00:32:09.700 --> 00:32:12.160 align:middle line:90%


00:32:12.160 --> 00:32:13.910 align:middle line:84%
So this is going to
be our function, which

00:32:13.910 --> 00:32:17.630 align:middle line:84%
is continuous but
nowhere differentiable.

00:32:17.630 --> 00:32:21.200 align:middle line:84%
As you can see, it's
built out of a bunch

00:32:21.200 --> 00:32:25.850 align:middle line:84%
of very oscillatory
functions, cosine of 160 kx,

00:32:25.850 --> 00:32:29.160 align:middle line:84%
this is just a really
big number here.

00:32:29.160 --> 00:32:31.610 align:middle line:84%
And as I said, when we were
talking about this theorem

00:32:31.610 --> 00:32:34.670 align:middle line:84%
here, each one of those
pieces is very oscillatory.

00:32:34.670 --> 00:32:39.530 align:middle line:84%
On a very small interval, it
oscillates between two values

00:32:39.530 --> 00:32:40.895 align:middle line:90%
that differ by at least 1.

00:32:40.895 --> 00:32:47.340 align:middle line:90%


00:32:47.340 --> 00:32:50.820 align:middle line:84%
And so, all of these
guys are oscillatory.

00:32:50.820 --> 00:32:54.390 align:middle line:84%
And they're oscillatory on
smaller and smaller intervals.

00:32:54.390 --> 00:32:56.640 align:middle line:84%
And somehow, we're
adding them all up

00:32:56.640 --> 00:33:00.000 align:middle line:84%
in a way to get a function
that's oscillatory

00:33:00.000 --> 00:33:01.890 align:middle line:90%
on arbitrarily small intervals.

00:33:01.890 --> 00:33:04.265 align:middle line:84%
And therefore, it will
not be differentiable.

00:33:04.265 --> 00:33:07.930 align:middle line:90%


00:33:07.930 --> 00:33:20.110 align:middle line:84%
So the proof of
one is very easy.

00:33:20.110 --> 00:33:22.050 align:middle line:84%
We just use the
comparison principle.

00:33:22.050 --> 00:33:24.570 align:middle line:90%


00:33:24.570 --> 00:33:29.820 align:middle line:84%
Cosine of 160 k times
x over 4 to the k,

00:33:29.820 --> 00:33:32.130 align:middle line:84%
this is less than or
equal to-- because cosine

00:33:32.130 --> 00:33:35.070 align:middle line:84%
of no matter what you
plug in is bounded by 1.

00:33:35.070 --> 00:33:38.820 align:middle line:84%
This is always bounded
by 1 over 4 to the k.

00:33:38.820 --> 00:33:45.410 align:middle line:84%
And therefore, by the
comparison principle,

00:33:45.410 --> 00:33:58.190 align:middle line:84%
we get that this
series is convergent.

00:33:58.190 --> 00:34:00.890 align:middle line:84%
And therefore, the
original series

00:34:00.890 --> 00:34:04.790 align:middle line:90%
is absolutely convergent.

00:34:04.790 --> 00:34:08.060 align:middle line:84%
So each of these is bounded
by 1 over 4 to the k.

00:34:08.060 --> 00:34:10.310 align:middle line:90%
This series converges.

00:34:10.310 --> 00:34:12.320 align:middle line:90%
This is a geometric series.

00:34:12.320 --> 00:34:15.500 align:middle line:84%
Therefore, by the
comparison principle,

00:34:15.500 --> 00:34:18.489 align:middle line:90%
this series converges.

00:34:18.489 --> 00:34:24.270 align:middle line:84%
So now, we have this function
defined by this series.

00:34:24.270 --> 00:34:25.830 align:middle line:84%
Note, this is not
a power series,

00:34:25.830 --> 00:34:29.750 align:middle line:84%
because a power series
involves polynomials in x.

00:34:29.750 --> 00:34:33.449 align:middle line:84%
This is cosine of x,
or a number times x.

00:34:33.449 --> 00:34:35.400 align:middle line:90%
So let's show it's bounded.

00:34:35.400 --> 00:34:38.775 align:middle line:84%
The same proof actually that we
gave here shows it's bounded.

00:34:38.775 --> 00:34:41.345 align:middle line:90%


00:34:41.345 --> 00:34:48.290 align:middle line:84%
Let x be in R then,
f of x equals--

00:34:48.290 --> 00:34:56.260 align:middle line:90%


00:34:56.260 --> 00:35:16.360 align:middle line:84%
this is equal to the limit as
n goes to infinity of this sum.

00:35:16.360 --> 00:35:25.460 align:middle line:84%
And now, for our absolute
values, this limit pulls out.

00:35:25.460 --> 00:35:31.820 align:middle line:84%
Whenever the limit exists, the
limit of the absolute value

00:35:31.820 --> 00:35:34.340 align:middle line:84%
equals the absolute
value of the limit.

00:35:34.340 --> 00:35:43.290 align:middle line:90%


00:35:43.290 --> 00:35:46.440 align:middle line:84%
And this is less than
or equal to the limit

00:35:46.440 --> 00:35:50.880 align:middle line:84%
as n goes to infinity of
bringing the [INAUDIBLE]..

00:35:50.880 --> 00:35:55.240 align:middle line:84%
So by the triangle inequality,
this is just a finite sum.

00:35:55.240 --> 00:35:58.230 align:middle line:84%
So I can bring the
absolute values in.

00:35:58.230 --> 00:36:06.030 align:middle line:84%
And I get sum from a equals 0
to m of cosine 160 k, x over 4

00:36:06.030 --> 00:36:08.140 align:middle line:90%
to the k, absolute value.

00:36:08.140 --> 00:36:10.740 align:middle line:84%
And this is less than
or equal to limit

00:36:10.740 --> 00:36:16.080 align:middle line:84%
as n goes to infinity
of sum k equals

00:36:16.080 --> 00:36:20.920 align:middle line:84%
0 to m of 4 to the
minus k, again,

00:36:20.920 --> 00:36:23.840 align:middle line:84%
because cosine of
anything is bounded by 1.

00:36:23.840 --> 00:36:26.600 align:middle line:90%


00:36:26.600 --> 00:36:30.950 align:middle line:90%
And this equals 4/3.

00:36:30.950 --> 00:36:37.930 align:middle line:84%
This is just a sum from k equals
0 to infinity 4 to the minus k.

00:36:37.930 --> 00:36:40.060 align:middle line:84%
So this function is
always bounded by 4/3.

00:36:40.060 --> 00:36:47.810 align:middle line:90%


00:36:47.810 --> 00:36:49.430 align:middle line:90%
So the function is bounded.

00:36:49.430 --> 00:36:52.240 align:middle line:90%
Let's now show it's continuous.

00:36:52.240 --> 00:37:04.950 align:middle line:84%
So to show a
function's continuous,

00:37:04.950 --> 00:37:09.510 align:middle line:84%
remember, we have that other
characterization of continuity

00:37:09.510 --> 00:37:11.760 align:middle line:84%
that a function is
continuous at a point

00:37:11.760 --> 00:37:13.680 align:middle line:84%
if and only if for every
sequence converging

00:37:13.680 --> 00:37:20.170 align:middle line:84%
to that point f of
xn converges to c.

00:37:20.170 --> 00:37:30.820 align:middle line:84%
So before I start writing
all this down, let c be in R,

00:37:30.820 --> 00:37:34.040 align:middle line:84%
and let xn be a sequence
converging to c.

00:37:34.040 --> 00:37:39.850 align:middle line:84%
So what we want to
show is that limit

00:37:39.850 --> 00:37:46.270 align:middle line:84%
as n goes to infinity of f of xn
minus f of c in absolute value

00:37:46.270 --> 00:37:47.620 align:middle line:90%
equals 0.

00:37:47.620 --> 00:37:49.690 align:middle line:84%
That's the same as
saying the limit

00:37:49.690 --> 00:37:52.300 align:middle line:84%
as n goes to infinity of
f of xn equals f of c.

00:37:52.300 --> 00:37:56.440 align:middle line:90%


00:37:56.440 --> 00:38:00.560 align:middle line:90%
Now, f as a bounded function.

00:38:00.560 --> 00:38:04.750 align:middle line:84%
So this sequence, f of xn
minus f of c in absolute

00:38:04.750 --> 00:38:09.880 align:middle line:90%
is a bounded sequence.

00:38:09.880 --> 00:38:11.980 align:middle line:90%
So it has a lim sup.

00:38:11.980 --> 00:38:14.680 align:middle line:84%
And we did an exercise
on the assignment

00:38:14.680 --> 00:38:17.770 align:middle line:84%
that the limit of a
sequence equals 0 if

00:38:17.770 --> 00:38:23.470 align:middle line:84%
and only if the
lim sup equals 0.

00:38:23.470 --> 00:38:42.420 align:middle line:84%
So equivalently, we'll show
that lim sup of f of x sub

00:38:42.420 --> 00:38:47.860 align:middle line:90%
n minus f of c equals 0.

00:38:47.860 --> 00:38:51.520 align:middle line:84%
This thing always exists
for a bounded sequence.

00:38:51.520 --> 00:38:53.260 align:middle line:84%
Which is one of
the reasons which

00:38:53.260 --> 00:39:01.080 align:middle line:84%
is what makes lim sup so useful,
is that they do always exist.

00:39:01.080 --> 00:39:04.130 align:middle line:84%
So if we show that
this lim sup equals 0,

00:39:04.130 --> 00:39:10.103 align:middle line:84%
then this is equivalent to
showing this limit equals 0.

00:39:10.103 --> 00:39:11.520 align:middle line:84%
Again, this was
an exercise, where

00:39:11.520 --> 00:39:14.857 align:middle line:84%
you can take it as the
lim inf of something

00:39:14.857 --> 00:39:17.190 align:middle line:84%
that's non-negative is always
bigger than or equal to 0.

00:39:17.190 --> 00:39:20.525 align:middle line:84%
So if we show this is equal to
0, we would have 0 is less than

00:39:20.525 --> 00:39:22.650 align:middle line:84%
or equal to the lim inf of
this thing, is less than

00:39:22.650 --> 00:39:24.870 align:middle line:84%
or equal to the lim
sup, which equals 0.

00:39:24.870 --> 00:39:29.160 align:middle line:84%
And therefore, the lim inf
equals the lim sup equals 0.

00:39:29.160 --> 00:39:31.470 align:middle line:84%
So that's another way
of saying that this

00:39:31.470 --> 00:39:34.200 align:middle line:90%
is equivalent to this.

00:39:34.200 --> 00:39:37.680 align:middle line:84%
So we're going to show this
at the lim sup of f of x

00:39:37.680 --> 00:39:40.350 align:middle line:90%
sub n minus f of c equals 0.

00:39:40.350 --> 00:39:46.280 align:middle line:84%
But we don't-- so that
might be a little tough.

00:39:46.280 --> 00:39:51.740 align:middle line:84%
But what we can show,
and what we will show,

00:39:51.740 --> 00:39:55.010 align:middle line:84%
is we'll give ourself
a little room.

00:39:55.010 --> 00:39:59.150 align:middle line:84%
We'll show that for
all epsilon positive,

00:39:59.150 --> 00:40:05.590 align:middle line:84%
the lim sup of f
of x sub n, minus f

00:40:05.590 --> 00:40:11.220 align:middle line:84%
of c, which is a non-negative
number, is less than epsilon.

00:40:11.220 --> 00:40:14.310 align:middle line:84%
So this is a fixed number,
non-negative number,

00:40:14.310 --> 00:40:17.430 align:middle line:90%
which is always smaller than--

00:40:17.430 --> 00:40:19.020 align:middle line:84%
put less than or
equal to there--

00:40:19.020 --> 00:40:21.640 align:middle line:84%
which is smaller than
any number that I want.

00:40:21.640 --> 00:40:23.070 align:middle line:90%
And therefore, it has to be 0.

00:40:23.070 --> 00:40:26.890 align:middle line:90%


00:40:26.890 --> 00:40:30.360 align:middle line:90%
And proving thus, lim sup.

00:40:30.360 --> 00:40:38.210 align:middle line:90%


00:40:38.210 --> 00:40:41.930 align:middle line:84%
So just to recap,
we want to show--

00:40:41.930 --> 00:40:44.210 align:middle line:84%
we have a sequence
converging to c.

00:40:44.210 --> 00:40:48.320 align:middle line:84%
We want to show that f of
xn converges to f of c.

00:40:48.320 --> 00:40:50.240 align:middle line:84%
Another way of stating
that is that this limit

00:40:50.240 --> 00:40:51.890 align:middle line:90%
of the absolute value between--

00:40:51.890 --> 00:40:54.080 align:middle line:84%
of the difference between
these two converges to 0.

00:40:54.080 --> 00:40:56.930 align:middle line:84%
That's again a equivalent
way of stating the limit.

00:40:56.930 --> 00:41:00.170 align:middle line:90%


00:41:00.170 --> 00:41:05.150 align:middle line:84%
And in another
assignment, we proved

00:41:05.150 --> 00:41:09.740 align:middle line:84%
that for a sequence of
non-negative numbers,

00:41:09.740 --> 00:41:13.530 align:middle line:84%
or if you like, just for
a sequence of numbers,

00:41:13.530 --> 00:41:17.650 align:middle line:84%
it converges to 0 if
and only if the lim sup

00:41:17.650 --> 00:41:19.510 align:middle line:84%
of the absolute
value converges to 0.

00:41:19.510 --> 00:41:21.760 align:middle line:84%
But this is a sequence
of non-negative numbers,

00:41:21.760 --> 00:41:24.670 align:middle line:84%
this absolute value of
f of xn minus f of c.

00:41:24.670 --> 00:41:29.000 align:middle line:90%
So this is equivalent to this.

00:41:29.000 --> 00:41:34.250 align:middle line:84%
So this thing we want to show
is equivalent to this thing

00:41:34.250 --> 00:41:36.450 align:middle line:90%
right below it.

00:41:36.450 --> 00:41:40.400 align:middle line:84%
Now, rather than show directly
that this limit lim sup equals

00:41:40.400 --> 00:41:42.995 align:middle line:84%
0, we're going to show that
for all epsilon positive

00:41:42.995 --> 00:41:44.870 align:middle line:84%
it's less than or equal
to that small number.

00:41:44.870 --> 00:41:46.328 align:middle line:84%
And therefore,
proving that it's 0,

00:41:46.328 --> 00:41:48.530 align:middle line:84%
because it's a
non-negative number smaller

00:41:48.530 --> 00:41:54.020 align:middle line:90%
than every positive number.

00:41:54.020 --> 00:41:57.500 align:middle line:84%
So this is our goal,
to show this lim

00:41:57.500 --> 00:41:58.595 align:middle line:90%
sup is less than epsilon.

00:41:58.595 --> 00:42:01.850 align:middle line:90%


00:42:01.850 --> 00:42:08.530 align:middle line:90%
So let epsilon be positive.

00:42:08.530 --> 00:42:11.090 align:middle line:90%


00:42:11.090 --> 00:42:12.770 align:middle line:84%
We're now going to
prove that that lim

00:42:12.770 --> 00:42:14.360 align:middle line:90%
sup is less than epsilon.

00:42:14.360 --> 00:42:21.570 align:middle line:90%


00:42:21.570 --> 00:42:32.640 align:middle line:84%
So first off, let m0 be
a natural number such

00:42:32.640 --> 00:42:39.000 align:middle line:84%
that the sum from k equals
m0 plus 1 to infinity of 4

00:42:39.000 --> 00:42:43.980 align:middle line:84%
to the minus k is less
than epsilon over 2.

00:42:43.980 --> 00:42:48.750 align:middle line:84%
So this series here, right
this is a convergent series

00:42:48.750 --> 00:42:52.980 align:middle line:84%
if I go from k
equals 0 to infinity.

00:42:52.980 --> 00:42:58.360 align:middle line:84%
And we have this
Cauchy criterion

00:42:58.360 --> 00:43:02.050 align:middle line:84%
for convergent series, which
can be equivalently stated

00:43:02.050 --> 00:43:05.920 align:middle line:84%
as for all m0 and natural
number, there exists--

00:43:05.920 --> 00:43:08.910 align:middle line:84%
or for all epsilon,
there exist--

00:43:08.910 --> 00:43:11.690 align:middle line:84%
so first off, rather
than go through all

00:43:11.690 --> 00:43:13.370 align:middle line:84%
that, we can actually
just compute this.

00:43:13.370 --> 00:43:16.250 align:middle line:90%


00:43:16.250 --> 00:43:30.320 align:middle line:84%
That the left-hand side equals
4 to the minus m0 minus 1,

00:43:30.320 --> 00:43:34.410 align:middle line:84%
times sum from L
equals 0 to infinity,

00:43:34.410 --> 00:43:40.380 align:middle line:84%
4 to the minus L,
which equals 4/3.

00:43:40.380 --> 00:43:45.990 align:middle line:84%
4 to the minus m0 not minus
1, which equals one 1/2,

00:43:45.990 --> 00:43:47.190 align:middle line:90%
4 to the minus m0.

00:43:47.190 --> 00:43:49.940 align:middle line:90%


00:43:49.940 --> 00:43:53.750 align:middle line:90%
So if m0 is chosen very large--

00:43:53.750 --> 00:43:55.730 align:middle line:90%
this is 4 to the minus m0.

00:43:55.730 --> 00:43:58.550 align:middle line:90%
So this is--

00:43:58.550 --> 00:44:00.920 align:middle line:84%
I can write this
as 1/2 over 1/4.

00:44:00.920 --> 00:44:03.926 align:middle line:90%


00:44:03.926 --> 00:44:06.830 align:middle line:84%
And as long as m0 is
chosen very large,

00:44:06.830 --> 00:44:09.787 align:middle line:84%
I can always make
this very small.

00:44:09.787 --> 00:44:11.120 align:middle line:90%
That's the left side over there.

00:44:11.120 --> 00:44:14.540 align:middle line:84%
So I can always find m0
so that this is the case.

00:44:14.540 --> 00:44:25.950 align:middle line:90%


00:44:25.950 --> 00:44:36.870 align:middle line:84%
And now, we compute the lim
sup of f of xn minus f of x.

00:44:36.870 --> 00:44:38.590 align:middle line:84%
We split this up
into two pieces.

00:44:38.590 --> 00:44:47.400 align:middle line:84%
This is equal to lim sup
then of two parts, sum from k

00:44:47.400 --> 00:44:56.640 align:middle line:84%
equals 0 to m0 of cosine
of 160 k xn minus--

00:44:56.640 --> 00:45:01.490 align:middle line:84%
so each of these is
defined in terms of a sum.

00:45:01.490 --> 00:45:04.670 align:middle line:84%
So I'm going to break
the sum up to m0.

00:45:04.670 --> 00:45:06.380 align:middle line:84%
And then, everything
past m0, this

00:45:06.380 --> 00:45:13.760 align:middle line:84%
is equal to 1 over
4k times cosine 160 k

00:45:13.760 --> 00:45:26.700 align:middle line:84%
xn minus cosine 160 kx, plus
sum from k equals 0 to m0

00:45:26.700 --> 00:45:46.150 align:middle line:84%
plus 1 to infinity, 1 over 4
k, same thing, absolute value.

00:45:46.150 --> 00:45:52.310 align:middle line:84%
And now, we use the triangle
inequality and the fact

00:45:52.310 --> 00:45:55.980 align:middle line:84%
that lim sups
preserve inequality.

00:45:55.980 --> 00:45:58.070 align:middle line:84%
So the absolute
value of this thing

00:45:58.070 --> 00:46:00.650 align:middle line:84%
is less than or equal to the
sum of the absolute values.

00:46:00.650 --> 00:46:02.660 align:middle line:84%
And the lim sup
of those sequences

00:46:02.660 --> 00:46:04.970 align:middle line:84%
is less than or equal to
the sum of the lim sups.

00:46:04.970 --> 00:46:08.960 align:middle line:84%
That was another exercise
from an assignment,

00:46:08.960 --> 00:46:11.180 align:middle line:84%
or you did something
similar with the lim int.

00:46:11.180 --> 00:46:17.170 align:middle line:84%
So this is less than or
equal to lim sup of--

00:46:17.170 --> 00:46:19.300 align:middle line:84%
now I use the
triangle inequality,

00:46:19.300 --> 00:46:32.210 align:middle line:84%
sum from k equals 0 to m0, 4
minus k, cosine 160 k x of n

00:46:32.210 --> 00:46:35.150 align:middle line:90%
minus cosine 160 k--

00:46:35.150 --> 00:46:38.152 align:middle line:90%


00:46:38.152 --> 00:46:41.330 align:middle line:90%
oh dear.

00:46:41.330 --> 00:46:45.270 align:middle line:90%


00:46:45.270 --> 00:46:46.630 align:middle line:90%
So I've been writing x.

00:46:46.630 --> 00:46:48.550 align:middle line:90%
I meant to write c.

00:46:48.550 --> 00:46:51.340 align:middle line:90%
Sorry about that.

00:46:51.340 --> 00:47:00.390 align:middle line:90%
c, c, c, c.

00:47:00.390 --> 00:47:00.890 align:middle line:90%
OK.

00:47:00.890 --> 00:47:16.320 align:middle line:90%


00:47:16.320 --> 00:47:20.730 align:middle line:84%
And then, same thing
in these brackets here.

00:47:20.730 --> 00:47:25.410 align:middle line:90%


00:47:25.410 --> 00:47:29.300 align:middle line:84%
Now, [INAUDIBLE]
might keep that.

00:47:29.300 --> 00:47:32.220 align:middle line:90%


00:47:32.220 --> 00:47:36.870 align:middle line:84%
So we have that this lim sup
of f of x sub n minus f of c

00:47:36.870 --> 00:47:39.630 align:middle line:84%
is less than or equal to
the lim sup of this guy,

00:47:39.630 --> 00:47:41.670 align:middle line:90%
plus the lim sup of this guy.

00:47:41.670 --> 00:47:45.480 align:middle line:84%
And now, I'm going to use the
triangle inequality, again,

00:47:45.480 --> 00:47:50.910 align:middle line:84%
bringing the absolute values
inside of the sums, which

00:47:50.910 --> 00:47:56.210 align:middle line:84%
is perfectly valid, even
for the infinite sum

00:47:56.210 --> 00:47:58.490 align:middle line:84%
by the same argument I
used basically over there.

00:47:58.490 --> 00:48:01.220 align:middle line:90%


00:48:01.220 --> 00:48:03.290 align:middle line:84%
This is less than or
equal to the lim sup

00:48:03.290 --> 00:48:23.470 align:middle line:84%
as n goes to infinity of
minus cosine of 160 kc,

00:48:23.470 --> 00:48:36.690 align:middle line:84%
and sup plus lim sup of
sum from k equals m0 plus 1

00:48:36.690 --> 00:48:40.200 align:middle line:84%
to infinity of, now,
the absolute value

00:48:40.200 --> 00:48:42.000 align:middle line:90%
of the same thing.

00:48:42.000 --> 00:48:47.580 align:middle line:90%


00:48:47.580 --> 00:48:51.450 align:middle line:84%
Now, I applied the triangle
inequality to that.

00:48:51.450 --> 00:49:05.580 align:middle line:90%


00:49:05.580 --> 00:49:08.730 align:middle line:84%
Now, cosine of anything
is always bounded by 1.

00:49:08.730 --> 00:49:12.300 align:middle line:90%
So this is bounded by--

00:49:12.300 --> 00:49:18.250 align:middle line:84%
first off, let me come back to
this second one. m0 is fixed.

00:49:18.250 --> 00:49:20.010 align:middle line:84%
Remember, this is
not changing within.

00:49:20.010 --> 00:49:20.910 align:middle line:90%
It's just fixed.

00:49:20.910 --> 00:49:24.360 align:middle line:90%
It depended only on epsilon.

00:49:24.360 --> 00:49:26.580 align:middle line:90%
So m0 is fixed.

00:49:26.580 --> 00:49:30.870 align:middle line:84%
And this is less than or
equal to lim sup of int.

00:49:30.870 --> 00:49:36.120 align:middle line:84%
Now we use what we
know about cosine,

00:49:36.120 --> 00:49:39.270 align:middle line:84%
that cosine of something
minus cosine of something else

00:49:39.270 --> 00:49:42.520 align:middle line:84%
is bounded by the
difference in the argument.

00:49:42.520 --> 00:49:45.480 align:middle line:84%
So this is bounded by
minus 4 to the minus

00:49:45.480 --> 00:49:59.280 align:middle line:84%
k times 160 k xn minus
160 kc, plus lim soup

00:49:59.280 --> 00:50:11.850 align:middle line:84%
of k equals m0 plus 1 to
infinity, 4 minus k times 2.

00:50:11.850 --> 00:50:14.160 align:middle line:84%
As this is bounded by
1, that's bounded by 1.

00:50:14.160 --> 00:50:17.740 align:middle line:90%
Now, there's no n left here.

00:50:17.740 --> 00:50:22.570 align:middle line:84%
So this is really just
now equal to that.

00:50:22.570 --> 00:50:25.710 align:middle line:84%
And we chose m0 so
that this quantity here

00:50:25.710 --> 00:50:27.060 align:middle line:90%
is less than epsilon over 2.

00:50:27.060 --> 00:50:29.680 align:middle line:84%
So times 2, this is
less than epsilon.

00:50:29.680 --> 00:50:37.770 align:middle line:84%
So this is less than or
equal to lim sup, sum from k

00:50:37.770 --> 00:50:42.780 align:middle line:90%
equals 0 to m0 of 40 k.

00:50:42.780 --> 00:50:45.210 align:middle line:84%
Now, again, this is
just a fixed number.

00:50:45.210 --> 00:50:48.420 align:middle line:90%


00:50:48.420 --> 00:50:51.570 align:middle line:90%
The lim sup is in n.

00:50:51.570 --> 00:50:57.510 align:middle line:84%
This is just a fixed number
times x sub n minus c.

00:50:57.510 --> 00:51:00.540 align:middle line:84%
The difference in this is
just equal to 160 k times 4

00:51:00.540 --> 00:51:02.550 align:middle line:90%
to the minus k, that's 40 k.

00:51:02.550 --> 00:51:06.985 align:middle line:84%
And then, we chose m0 so
that this quantity over here

00:51:06.985 --> 00:51:07.860 align:middle line:90%
is less than epsilon.

00:51:07.860 --> 00:51:12.040 align:middle line:90%


00:51:12.040 --> 00:51:16.170 align:middle line:84%
And now, as n goes to infinity,
x sub n is converging to c.

00:51:16.170 --> 00:51:19.590 align:middle line:84%
So this thing here
converges to 0,

00:51:19.590 --> 00:51:32.580 align:middle line:84%
equals times 0 plus
epsilon equals epsilon.

00:51:32.580 --> 00:51:39.170 align:middle line:84%
So to me, this is
a real first proof

00:51:39.170 --> 00:51:41.390 align:middle line:84%
of analysis, where
you're using everything

00:51:41.390 --> 00:51:45.110 align:middle line:84%
that you've been exposed
to up to this point

00:51:45.110 --> 00:51:48.170 align:middle line:90%
to prove a really deep theorem.

00:51:48.170 --> 00:51:50.900 align:middle line:90%
So go through this slowly.

00:51:50.900 --> 00:51:54.650 align:middle line:90%
But there's not too much--

00:51:54.650 --> 00:51:59.640 align:middle line:90%


00:51:59.640 --> 00:52:01.860 align:middle line:84%
the estimates are
not all that tricky

00:52:01.860 --> 00:52:04.170 align:middle line:84%
once you have them
in front of you.

00:52:04.170 --> 00:52:07.170 align:middle line:84%
So we've shown that
for all epsilon,

00:52:07.170 --> 00:52:09.570 align:middle line:84%
this lim sup is less
than or equal to epsilon.

00:52:09.570 --> 00:52:14.040 align:middle line:84%
Because remember, we
ended with epsilon here.

00:52:14.040 --> 00:52:19.060 align:middle line:84%
But we started off
estimating this lim sup here.

00:52:19.060 --> 00:52:24.270 align:middle line:90%


00:52:24.270 --> 00:52:29.743 align:middle line:84%
Now we're in a position
to prove the final theorem

00:52:29.743 --> 00:52:30.660 align:middle line:90%
that we want to prove.

00:52:30.660 --> 00:52:32.310 align:middle line:90%
And this is due to Weierstrass.

00:52:32.310 --> 00:52:45.100 align:middle line:90%


00:52:45.100 --> 00:52:48.460 align:middle line:84%
The function which
we've been studying,

00:52:48.460 --> 00:52:55.510 align:middle line:84%
f of x equals sum from k equals
0 to infinity cosine 160 kx

00:52:55.510 --> 00:53:07.233 align:middle line:84%
over 4 to the k is
nowhere differentiable.

00:53:07.233 --> 00:53:12.890 align:middle line:90%


00:53:12.890 --> 00:53:16.320 align:middle line:84%
So with everything
we've done so far,

00:53:16.320 --> 00:53:18.680 align:middle line:84%
so we this function
is continuous.

00:53:18.680 --> 00:53:19.710 align:middle line:90%
We've proven that.

00:53:19.710 --> 00:53:23.810 align:middle line:84%
So this theorem provides
you with an example

00:53:23.810 --> 00:53:25.850 align:middle line:84%
of a function which is
continuous but nowhere

00:53:25.850 --> 00:53:28.650 align:middle line:90%
differentiable.

00:53:28.650 --> 00:53:33.960 align:middle line:84%
And with what we
have on the board,

00:53:33.960 --> 00:53:37.350 align:middle line:84%
namely the key parts
are going to be what's

00:53:37.350 --> 00:53:40.410 align:middle line:90%
in that first theorem there.

00:53:40.410 --> 00:53:45.073 align:middle line:84%
And with this triangle
inequality we have over here,

00:53:45.073 --> 00:53:46.240 align:middle line:90%
we'll be able to prove this.

00:53:46.240 --> 00:53:51.270 align:middle line:84%
So in fact, let me give
myself a little space.

00:53:51.270 --> 00:53:54.000 align:middle line:90%


00:53:54.000 --> 00:54:06.620 align:middle line:84%
And I'm going to state
theorem two from over there,

00:54:06.620 --> 00:54:08.810 align:middle line:84%
because I need some space
to right in a minute.

00:54:08.810 --> 00:54:14.330 align:middle line:84%
For all a, b, c, the absolute
value of a, plus b, plus c

00:54:14.330 --> 00:54:18.350 align:middle line:84%
is bigger than or
equal to a minus

00:54:18.350 --> 00:54:21.140 align:middle line:84%
the absolute value of b minus
the absolute value of c.

00:54:21.140 --> 00:54:32.750 align:middle line:90%


00:54:32.750 --> 00:54:34.054 align:middle line:90%
So let me re-summarize.

00:54:34.054 --> 00:54:42.045 align:middle line:90%


00:54:42.045 --> 00:54:43.420 align:middle line:84%
Since I've summarized
it already.

00:54:43.420 --> 00:54:45.410 align:middle line:84%
What we've done
up to this point,

00:54:45.410 --> 00:54:47.860 align:middle line:84%
we've shown that this
function here is well-defined.

00:54:47.860 --> 00:54:51.010 align:middle line:84%
Absolutely, the series is
always absolutely convergent.

00:54:51.010 --> 00:54:53.860 align:middle line:84%
And therefore, this
function is bounded,

00:54:53.860 --> 00:54:57.910 align:middle line:84%
and/or we also proved that
it's bounded and continuous.

00:54:57.910 --> 00:55:00.600 align:middle line:90%
That was the previous theorem.

00:55:00.600 --> 00:55:02.820 align:middle line:84%
So this function is
bounded and continuous.

00:55:02.820 --> 00:55:06.540 align:middle line:84%
And we're going to prove
it's nowhere differentiable.

00:55:06.540 --> 00:55:08.500 align:middle line:90%
And again, what's the idea?

00:55:08.500 --> 00:55:10.920 align:middle line:84%
The idea is that we've
built it out of functions

00:55:10.920 --> 00:55:15.660 align:middle line:84%
which are highly oscillatory
at smaller and smaller scales.

00:55:15.660 --> 00:55:18.750 align:middle line:84%
So somehow this
function is highly

00:55:18.750 --> 00:55:21.290 align:middle line:90%
oscillatory at every scale.

00:55:21.290 --> 00:55:23.040 align:middle line:84%
And if you have a
function which is highly

00:55:23.040 --> 00:55:25.080 align:middle line:84%
oscillatory of every
scale, if some of you

00:55:25.080 --> 00:55:32.090 align:middle line:84%
have heard of Brownian motion,
which is a function which is--

00:55:32.090 --> 00:55:38.680 align:middle line:84%
I mean, which is a path
which is highly oscillatory,

00:55:38.680 --> 00:55:43.873 align:middle line:84%
then that function will not
be differentiable anywhere.

00:55:43.873 --> 00:55:46.550 align:middle line:90%


00:55:46.550 --> 00:55:58.100 align:middle line:84%
So proof, let c be
any real number.

00:55:58.100 --> 00:55:59.840 align:middle line:84%
And what we're
going to do, just as

00:55:59.840 --> 00:56:02.780 align:middle line:84%
in when we looked at f of x
equals the absolute value of x,

00:56:02.780 --> 00:56:15.600 align:middle line:84%
we're going to construct
or find a sequence x sub n,

00:56:15.600 --> 00:56:26.200 align:middle line:84%
such that x sub n does not equal
c for all n, xn converges to c.

00:56:26.200 --> 00:56:33.650 align:middle line:84%
And the sequence, f of x
of n, minus f of c, over x

00:56:33.650 --> 00:56:38.050 align:middle line:84%
sub n minus c, in
fact, is divergent.

00:56:38.050 --> 00:56:44.170 align:middle line:84%
But we'll go even
further, is unbounded.

00:56:44.170 --> 00:56:46.980 align:middle line:90%


00:56:46.980 --> 00:56:48.870 align:middle line:84%
And therefore, the
sequence cannot converge.

00:56:48.870 --> 00:56:51.120 align:middle line:84%
And therefore the function
is not differentiable at c.

00:56:51.120 --> 00:57:01.910 align:middle line:90%


00:57:01.910 --> 00:57:07.430 align:middle line:84%
So we're going to use theorem
one to find the sequence.

00:57:07.430 --> 00:57:14.780 align:middle line:90%


00:57:14.780 --> 00:57:22.260 align:middle line:84%
By theorem one, namely part two,
for all N, a natural number,

00:57:22.260 --> 00:57:28.440 align:middle line:84%
there exists the x
of n, such that what?

00:57:28.440 --> 00:57:31.330 align:middle line:84%
x sub n is in this
interval of the form.

00:57:31.330 --> 00:57:44.905 align:middle line:84%
So c plus pi over 160 n is
less than x, is less than c

00:57:44.905 --> 00:57:48.640 align:middle line:90%
plus plus 3 pi over 160 n.

00:57:48.640 --> 00:57:53.520 align:middle line:90%


00:57:53.520 --> 00:58:07.522 align:middle line:84%
And cosine of 160 n x of
n minus cosine of 160 nc

00:58:07.522 --> 00:58:08.730 align:middle line:90%
is bigger than or equal to 1.

00:58:08.730 --> 00:58:16.880 align:middle line:90%


00:58:16.880 --> 00:58:20.750 align:middle line:84%
So let me call these
two properties a and b.

00:58:20.750 --> 00:58:25.290 align:middle line:90%


00:58:25.290 --> 00:58:31.920 align:middle line:84%
So another way of writing
a is, we could have instead

00:58:31.920 --> 00:58:36.000 align:middle line:84%
written, by subtracting
c across the board,

00:58:36.000 --> 00:58:46.080 align:middle line:84%
that x sub n minus c is
between pi over 160 n and 3 pi

00:58:46.080 --> 00:58:48.890 align:middle line:90%
over 160 n.

00:58:48.890 --> 00:58:55.700 align:middle line:84%
So by a, for all
n, x sub n does not

00:58:55.700 --> 00:58:58.190 align:middle line:84%
equal to c, because their
difference is bounded below

00:58:58.190 --> 00:58:59.090 align:middle line:90%
by a positive number.

00:58:59.090 --> 00:59:02.753 align:middle line:90%


00:59:02.753 --> 00:59:04.670 align:middle line:84%
I mean, their difference
is actually positive,

00:59:04.670 --> 00:59:05.690 align:middle line:90%
and it's non-zero.

00:59:05.690 --> 00:59:18.750 align:middle line:84%
So-- and by the
squeeze theorem, again,

00:59:18.750 --> 00:59:22.090 align:middle line:84%
if you like putting
the c on both sides,

00:59:22.090 --> 00:59:24.960 align:middle line:84%
we get that x sub
n converges to c.

00:59:24.960 --> 00:59:27.150 align:middle line:90%
So this will be our sequence--

00:59:27.150 --> 00:59:29.880 align:middle line:84%
our bad sequence, for which
the difference quotient

00:59:29.880 --> 00:59:30.720 align:middle line:90%
is unbounded.

00:59:30.720 --> 00:59:37.760 align:middle line:90%


00:59:37.760 --> 00:59:43.000 align:middle line:84%
So in fact, let me write
this out a little bit more.

00:59:43.000 --> 00:59:50.650 align:middle line:84%
And x sub n minus c,
which is equal to x

00:59:50.650 --> 00:59:55.110 align:middle line:84%
sub n minus c, because
this is positive,

00:59:55.110 --> 01:00:00.730 align:middle line:90%
is less than 3 pi over 160 n.

01:00:00.730 --> 01:00:02.340 align:middle line:90%
And this goes to 0.

01:00:02.340 --> 01:00:06.220 align:middle line:84%
Therefore, the absolute value
of xn minus c converges to 0.

01:00:06.220 --> 01:00:08.110 align:middle line:84%
And therefore, x sub
n converges to c.

01:00:08.110 --> 01:00:19.430 align:middle line:90%


01:00:19.430 --> 01:00:21.230 align:middle line:84%
Now, to lessen the
number of times

01:00:21.230 --> 01:00:30.070 align:middle line:84%
I have to write cosine 160
k, let fk of x be cosine

01:00:30.070 --> 01:00:34.660 align:middle line:90%
160 kx over 4 to the k.

01:00:34.660 --> 01:00:43.030 align:middle line:84%
So f of x is equal to the sum
of k equal to 0 of fk of x.

01:00:43.030 --> 01:00:52.962 align:middle line:90%


01:00:52.962 --> 01:00:54.420 align:middle line:84%
And now, what we're
going to do is,

01:00:54.420 --> 01:00:57.120 align:middle line:84%
we're going to
find a lower bound

01:00:57.120 --> 01:01:00.900 align:middle line:84%
on the absolute value of f
of xn minus f of c over x sub

01:01:00.900 --> 01:01:02.160 align:middle line:90%
n minus c.

01:01:02.160 --> 01:01:16.840 align:middle line:90%
So now, find a lower bound on--

01:01:16.840 --> 01:01:29.480 align:middle line:90%


01:01:29.480 --> 01:01:32.000 align:middle line:84%
if I can find a lower bound
on this absolute value, which

01:01:32.000 --> 01:01:34.070 align:middle line:84%
is getting large,
as large as I wish,

01:01:34.070 --> 01:01:37.280 align:middle line:84%
then that proves that this
sequence is unbounded,

01:01:37.280 --> 01:01:38.240 align:middle line:90%
and I'm done.

01:01:38.240 --> 01:01:54.430 align:middle line:90%


01:01:54.430 --> 01:02:03.501 align:middle line:84%
So let's look at the absolute
value of f of xn minus f of c.

01:02:03.501 --> 01:02:07.190 align:middle line:90%


01:02:07.190 --> 01:02:11.843 align:middle line:84%
Let's just write this
in a few different ways.

01:02:11.843 --> 01:02:13.010 align:middle line:90%
Or not a few different ways.

01:02:13.010 --> 01:02:14.520 align:middle line:90%
But let's split it up as a sum.

01:02:14.520 --> 01:02:19.190 align:middle line:84%
So all of these guys are
equal to a sum of f sub k.

01:02:19.190 --> 01:02:28.960 align:middle line:90%
So I have the n'th one.

01:02:28.960 --> 01:02:31.848 align:middle line:84%
So remember, f sub
k, this is just one

01:02:31.848 --> 01:02:32.890 align:middle line:90%
of these building blocks.

01:02:32.890 --> 01:02:36.300 align:middle line:90%


01:02:36.300 --> 01:03:05.480 align:middle line:84%
Plus sum from k equals 0 to
n minus 1, plus I put x here.

01:03:05.480 --> 01:03:06.950 align:middle line:90%
I meant to write c.

01:03:06.950 --> 01:03:09.700 align:middle line:90%


01:03:09.700 --> 01:03:19.480 align:middle line:84%
And so, I'm going to let a
sub n be this first number,

01:03:19.480 --> 01:03:25.720 align:middle line:84%
b sub n be the second
number, including the sum.

01:03:25.720 --> 01:03:28.030 align:middle line:90%
And this will be c sub n.

01:03:28.030 --> 01:03:36.140 align:middle line:84%
So this is equal to a sub n
plus b sub n plus c sub n.

01:03:36.140 --> 01:03:38.640 align:middle line:84%
And now I'm, going to use that
triangle inequality I proved.

01:03:38.640 --> 01:03:41.890 align:middle line:90%


01:03:41.890 --> 01:03:50.020 align:middle line:84%
Then f of x sub n minus f
of c is greater than-- which

01:03:50.020 --> 01:03:54.855 align:middle line:84%
is equal to a sub n
plus c sub n plus c

01:03:54.855 --> 01:04:03.040 align:middle line:84%
sub n is bigger than or equal
to a sub n, minus b sub n,

01:04:03.040 --> 01:04:06.040 align:middle line:90%
minus c sub n.

01:04:06.040 --> 01:04:08.290 align:middle line:84%
Now, a sub n, this
is going to be--

01:04:08.290 --> 01:04:10.360 align:middle line:84%
this is just the difference
between these guys.

01:04:10.360 --> 01:04:13.360 align:middle line:90%
This is bounded below by 1.

01:04:13.360 --> 01:04:15.910 align:middle line:90%
So it's kind of large.

01:04:15.910 --> 01:04:18.700 align:middle line:90%
Not 1, but 1 over 4 to the n.

01:04:18.700 --> 01:04:20.770 align:middle line:84%
These other guys we'll
prove are very small

01:04:20.770 --> 01:04:22.900 align:middle line:90%
compared to the a sub n.

01:04:22.900 --> 01:04:24.700 align:middle line:90%
And then, this lower bound--

01:04:24.700 --> 01:04:26.980 align:middle line:84%
this upper bound we
have on x sub n minus c

01:04:26.980 --> 01:04:29.610 align:middle line:84%
will be the nail in
the coffin, as we say.

01:04:29.610 --> 01:04:34.510 align:middle line:84%
So our goal is now to estimate
from below a sub n-- remember,

01:04:34.510 --> 01:04:36.160 align:middle line:84%
we're trying to
find a lower bound

01:04:36.160 --> 01:04:39.070 align:middle line:84%
for this quantity
over x sub n minus c.

01:04:39.070 --> 01:04:43.120 align:middle line:84%
So we need to estimate
these things from below,

01:04:43.120 --> 01:04:45.010 align:middle line:90%
or this sum from below.

01:04:45.010 --> 01:04:47.290 align:middle line:84%
That means, we need to
estimate this from below,

01:04:47.290 --> 01:04:49.270 align:middle line:84%
and then b sub n and
c sub n, since they

01:04:49.270 --> 01:04:50.815 align:middle line:90%
have minus signs, from above.

01:04:50.815 --> 01:04:57.586 align:middle line:90%


01:04:57.586 --> 01:05:07.930 align:middle line:84%
Now, by b, a sub n, which
is equal to 4 to minus n,

01:05:07.930 --> 01:05:15.010 align:middle line:84%
cosine 160 nx of n, minus
cosine 160 to the nc.

01:05:15.010 --> 01:05:18.460 align:middle line:90%


01:05:18.460 --> 01:05:24.850 align:middle line:84%
This is-- remember how
we chose these x sub n's.

01:05:24.850 --> 01:05:30.580 align:middle line:84%
This is bounded above by
1, or bounded below by 1.

01:05:30.580 --> 01:05:39.650 align:middle line:84%
So this is bigger than or
equal to 4 to the minus n.

01:05:39.650 --> 01:05:42.170 align:middle line:90%
So that's a sub n.

01:05:42.170 --> 01:05:44.270 align:middle line:84%
Now, let's look at
how big b sub n is.

01:05:44.270 --> 01:05:47.157 align:middle line:90%


01:05:47.157 --> 01:05:48.740 align:middle line:84%
Now, we want to bound
this from above.

01:05:48.740 --> 01:05:50.900 align:middle line:84%
Because when it
hits the minus sign,

01:05:50.900 --> 01:05:52.670 align:middle line:84%
this will flip the
inequality, and we'll

01:05:52.670 --> 01:05:56.390 align:middle line:84%
have that this would be bounded
from below by something.

01:05:56.390 --> 01:06:01.790 align:middle line:84%
So the absolute value of B7,
that's equal to sum from k

01:06:01.790 --> 01:06:16.610 align:middle line:84%
equals 0 to n minus 1 of fk of
x of n minus f of c, k of c.

01:06:16.610 --> 01:06:19.240 align:middle line:90%


01:06:19.240 --> 01:06:21.580 align:middle line:84%
And bringing the
absolute values inside

01:06:21.580 --> 01:06:23.860 align:middle line:84%
by the triangle inequality,
this is less than or equal

01:06:23.860 --> 01:06:27.460 align:middle line:84%
to sum from k equals
n minus 1 of f

01:06:27.460 --> 01:06:32.080 align:middle line:90%
of fk x of n minus fk of c.

01:06:32.080 --> 01:06:35.000 align:middle line:90%


01:06:35.000 --> 01:06:41.880 align:middle line:84%
And now, so this is
equal to sum from k

01:06:41.880 --> 01:06:48.870 align:middle line:84%
equals 0 to n minus 1, 4 to
the minus k, cosine 160 k,

01:06:48.870 --> 01:06:54.240 align:middle line:90%
x sub n minus cosine of 160 kc.

01:06:54.240 --> 01:07:01.470 align:middle line:84%
And now we use theorem
one, number two--

01:07:01.470 --> 01:07:02.630 align:middle line:90%
or number one.

01:07:02.630 --> 01:07:04.730 align:middle line:90%
I'm sorry, theorem one part one.

01:07:04.730 --> 01:07:08.000 align:middle line:90%


01:07:08.000 --> 01:07:12.240 align:middle line:90%
So this is theorem 1, 1.

01:07:12.240 --> 01:07:15.070 align:middle line:90%


01:07:15.070 --> 01:07:17.080 align:middle line:84%
The difference in
these is bounded

01:07:17.080 --> 01:07:20.140 align:middle line:84%
by 160 k times the
difference in those two.

01:07:20.140 --> 01:07:33.070 align:middle line:84%
So that's-- and now, these
things we can sum up in closed

01:07:33.070 --> 01:07:33.570 align:middle line:90%
form.

01:07:33.570 --> 01:07:36.690 align:middle line:84%
Well, actually, x sub
n minus c, we proved

01:07:36.690 --> 01:07:40.260 align:middle line:90%
is less than 3 pi over 160 n.

01:07:40.260 --> 01:07:44.020 align:middle line:90%


01:07:44.020 --> 01:07:55.480 align:middle line:84%
So this is less than a sum
from k equals 0, n minus 140 k.

01:07:55.480 --> 01:08:00.040 align:middle line:90%
And this equals 3 pi over 160 n.

01:08:00.040 --> 01:08:04.210 align:middle line:84%
Now, sum from k equals
0 to n minus 1 40k,

01:08:04.210 --> 01:08:10.450 align:middle line:84%
we used this formula for
summing a geometric sum.

01:08:10.450 --> 01:08:11.470 align:middle line:90%
This is equal to--

01:08:11.470 --> 01:08:14.240 align:middle line:90%


01:08:14.240 --> 01:08:15.310 align:middle line:90%
what was this equal to?

01:08:15.310 --> 01:08:18.750 align:middle line:90%


01:08:18.750 --> 01:08:22.094 align:middle line:90%
40 to the n minus 1 over 39.

01:08:22.094 --> 01:08:25.880 align:middle line:90%


01:08:25.880 --> 01:08:29.630 align:middle line:90%
And which is less than--

01:08:29.630 --> 01:08:32.090 align:middle line:90%
OK, so take away the one.

01:08:32.090 --> 01:08:40.670 align:middle line:84%
This is 1 over 13, four
to the minus n times pi.

01:08:40.670 --> 01:08:45.380 align:middle line:90%


01:08:45.380 --> 01:08:48.979 align:middle line:90%
And that's less than--

01:08:48.979 --> 01:08:50.240 align:middle line:90%
pi is less than 4.

01:08:50.240 --> 01:08:54.319 align:middle line:90%
So plus 1.

01:08:54.319 --> 01:08:59.000 align:middle line:90%
So let me summarize this.

01:08:59.000 --> 01:09:05.970 align:middle line:90%


01:09:05.970 --> 01:09:13.260 align:middle line:84%
It is less than or to 1 over
13 fours and minus n plus 1.

01:09:13.260 --> 01:09:23.390 align:middle line:90%


01:09:23.390 --> 01:09:27.500 align:middle line:84%
Now, for the last
box, this is less--

01:09:27.500 --> 01:09:29.430 align:middle line:90%
the absolute value of c sub n.

01:09:29.430 --> 01:09:31.534 align:middle line:84%
And absolute value is
less than or equal to--

01:09:31.534 --> 01:09:36.060 align:middle line:90%


01:09:36.060 --> 01:09:39.020 align:middle line:84%
now, we just kind of
do a brutal estimate.

01:09:39.020 --> 01:09:47.520 align:middle line:90%


01:09:47.520 --> 01:09:50.700 align:middle line:84%
We bring the absolute
values inside.

01:09:50.700 --> 01:09:53.700 align:middle line:84%
So this is equal-- so
just as we had before,

01:09:53.700 --> 01:09:56.340 align:middle line:84%
with the b sub n's,
except now we're

01:09:56.340 --> 01:09:58.320 align:middle line:84%
summing from k equals
n plus 1 to infinity.

01:09:58.320 --> 01:10:00.240 align:middle line:84%
We brought the
absolute values inside.

01:10:00.240 --> 01:10:02.910 align:middle line:84%
And then, let's use the
triangle inequality on that.

01:10:02.910 --> 01:10:14.960 align:middle line:84%
This is-- remember, fk is
equal to cosine of 160 k

01:10:14.960 --> 01:10:16.850 align:middle line:90%
times x over 4 to the k.

01:10:16.850 --> 01:10:18.860 align:middle line:84%
So that's no matter
what you plug-in,

01:10:18.860 --> 01:10:22.700 align:middle line:84%
that's bounded by
1 over 4 to the k.

01:10:22.700 --> 01:10:36.337 align:middle line:90%


01:10:36.337 --> 01:10:38.270 align:middle line:84%
And now this we
can actually sum.

01:10:38.270 --> 01:10:48.840 align:middle line:84%
This is equal to 4 to the minus
n minus 1, times sum from L

01:10:48.840 --> 01:10:56.930 align:middle line:84%
equals 0 to infinity of 4 to the
minus L. What does this equal?

01:10:56.930 --> 01:11:03.410 align:middle line:84%
This equals 2 times 4 to the
minus int minus 1 times 4/3

01:11:03.410 --> 01:11:06.520 align:middle line:90%
equals 2/3 4 to the minus n.

01:11:06.520 --> 01:11:13.740 align:middle line:90%


01:11:13.740 --> 01:11:18.720 align:middle line:84%
So, my board work's getting a
little shoddy, but it'll be OK.

01:11:18.720 --> 01:11:21.960 align:middle line:90%


01:11:21.960 --> 01:11:22.560 align:middle line:90%
I.e.

01:11:22.560 --> 01:11:24.630 align:middle line:84%
we've proven that the
absolute value of c sub n

01:11:24.630 --> 01:11:29.070 align:middle line:84%
is bounded by 2/3
4 to the minus n.

01:11:29.070 --> 01:11:38.520 align:middle line:90%


01:11:38.520 --> 01:11:42.720 align:middle line:84%
So combining everything
that we've done.

01:11:42.720 --> 01:11:49.530 align:middle line:84%
We've shown that f of
x sub n minus f of c.

01:11:49.530 --> 01:12:06.870 align:middle line:84%
Which remember, is bounded
below by a sub n-- remember,

01:12:06.870 --> 01:12:10.690 align:middle line:84%
so the first box is bounded
by 4 to the minus n.

01:12:10.690 --> 01:12:14.190 align:middle line:84%
So first off, everything,
the a sub n's, b sub n's,

01:12:14.190 --> 01:12:16.740 align:middle line:84%
c sub n's, they
have some forward

01:12:16.740 --> 01:12:21.966 align:middle line:90%
to the minus n involved.

01:12:21.966 --> 01:12:24.290 align:middle line:84%
What happened to
my estimate for b?

01:12:24.290 --> 01:12:26.840 align:middle line:90%
Oh, covering it up--

01:12:26.840 --> 01:12:27.890 align:middle line:90%
4 to the minus n.

01:12:27.890 --> 01:12:34.730 align:middle line:84%
So this is one coming from the
a sub n's, and minus 4 over 13

01:12:34.730 --> 01:12:44.820 align:middle line:84%
coming from the b sub n's, minus
2/3 coming from the c sub n's.

01:12:44.820 --> 01:12:49.880 align:middle line:90%


01:12:49.880 --> 01:12:55.100 align:middle line:84%
And if you do the
arithmetic, this

01:12:55.100 --> 01:12:59.285 align:middle line:90%
is 4 to the minus n, 1 over 39.

01:12:59.285 --> 01:13:02.660 align:middle line:90%


01:13:02.660 --> 01:13:06.290 align:middle line:84%
So f of x sub n
minus c is bounded

01:13:06.290 --> 01:13:10.130 align:middle line:84%
from below by 4 to the
minus n times 1 over 39.

01:13:10.130 --> 01:13:15.320 align:middle line:84%
Now I just divide by x sub
n minus c, which is bounded

01:13:15.320 --> 01:13:18.200 align:middle line:90%
above by 3 pi over 160 n.

01:13:18.200 --> 01:13:34.240 align:middle line:84%
And therefore, when I take
reciprocals, I get that.

01:13:34.240 --> 01:13:36.210 align:middle line:84%
I get that the
absolute value of f

01:13:36.210 --> 01:13:42.240 align:middle line:84%
of x of n minus f of
c over x of n minus c

01:13:42.240 --> 01:13:49.350 align:middle line:84%
is bounded from above by 1
over x of n minus C times 4

01:13:49.350 --> 01:13:55.710 align:middle line:84%
to the minus n, 1 over 39,
which is bounded below by now

01:13:55.710 --> 01:13:57.810 align:middle line:90%
inserting this estimate here.

01:13:57.810 --> 01:14:01.660 align:middle line:90%
I get 40 n over--

01:14:01.660 --> 01:14:05.630 align:middle line:90%
I think that's 1017 pi.

01:14:05.630 --> 01:14:06.130 align:middle line:90%
Yes.

01:14:06.130 --> 01:14:10.160 align:middle line:90%


01:14:10.160 --> 01:14:13.250 align:middle line:84%
And therefore,
the absolute value

01:14:13.250 --> 01:14:17.510 align:middle line:84%
of the difference quotient
is bounded below by 40

01:14:17.510 --> 01:14:20.480 align:middle line:90%
to the n over some fixed number.

01:14:20.480 --> 01:14:24.170 align:middle line:84%
And this thing on the right-hand
side is unbounded, as in,

01:14:24.170 --> 01:14:28.020 align:middle line:84%
I guess, as in varies
because from 1 to infinity.

01:14:28.020 --> 01:14:30.260 align:middle line:84%
And therefore,
the absolute value

01:14:30.260 --> 01:14:49.220 align:middle line:84%
of this difference
quotient is unbounded,

01:14:49.220 --> 01:14:50.620 align:middle line:90%
which finishes the proof.

01:14:50.620 --> 01:14:54.490 align:middle line:90%


01:14:54.490 --> 01:14:57.460 align:middle line:84%
So we've done some
things, maybe a few things

01:14:57.460 --> 01:14:59.710 align:middle line:84%
that you haven't seen
in calculus course.

01:14:59.710 --> 01:15:02.980 align:middle line:84%
Definitely haven't
seen this, most likely.

01:15:02.980 --> 01:15:04.480 align:middle line:84%
And really, this
is the first result

01:15:04.480 --> 01:15:09.280 align:middle line:84%
that involves a lot of math that
we've covered up to this point

01:15:09.280 --> 01:15:20.280 align:middle line:84%
to prove a very non-trivial
and deep theorem that

01:15:20.280 --> 01:15:25.110 align:middle line:84%
differentiability is
a bit of a miracle.

01:15:25.110 --> 01:15:26.460 align:middle line:90%
It's a miracle when it happens.

01:15:26.460 --> 01:15:28.970 align:middle line:90%
OK, we'll stop there. .

01:15:28.970 --> 01:15:35.438 align:middle line:90%