索引
函数极限的基本概念与性质
函数极限的定义
定义1.1 函数极限
若函数 f ( x ) f\left ( x \right ) f(x)在去心邻域 U ˚ ( x 0 , δ ) \mathring{U}\left ( x_{0},\delta \right ) U˚(x0,δ)内有定义, ∀ ε > 0 \forall \varepsilon > 0 ∀ε>0, ∃ δ > 0 \exists \delta >0 ∃δ>0: ∀ x ( 0 < ∣ x − x 0 ∣ < δ ) \forall x\left ( 0<\left | x-x_{0} \right | <\delta \right ) ∀x(0<∣x−x0∣<δ), ∣ f ( x ) − A ∣ < ε \left | f\left ( x \right )-A \right |<\varepsilon ∣f(x)−A∣<ε,则称函数 f ( x ) f\left ( x \right ) f(x)以实数 A A A为极限,或函数 f ( x ) f\left ( x \right ) f(x)收敛于极限 A A A,符号化表述为 lim x → x 0 f ( x ) = A \lim_{x\to x_{0} } f\left ( x \right ) =A limx→x0f(x)=A或 f ( x ) → A ( x → x 0 ) f\left ( x \right )\to A ( x\to x_{0}) f(x)→A(x→x0)。
函数极限的性质
定理1.1 函数极限的唯一性
若 lim x → x 0 f ( x ) = A \lim_{x\to x_{0}} f\left ( x \right )=A limx→x0f(x)=A, lim x → x 0 f ( x ) = B \lim_{x\to x_{0}} f\left ( x \right )=B limx→x0f(x)=B,则 A = B A=B A=B。
由极限定义,
∀
ε
>
0
\forall \varepsilon > 0
∀ε>0,
∃
δ
1
>
0
\exists \delta_{1} >0
∃δ1>0:
∀
x
(
0
<
∣
x
−
x
0
∣
<
δ
1
)
\forall x\left ( 0<\left | x-x_{0} \right | <\delta _{1} \right )
∀x(0<∣x−x0∣<δ1),
∣
f
(
x
)
−
A
∣
<
ε
2
\left | f\left ( x \right )-A \right |<\frac{\varepsilon }{2}
∣f(x)−A∣<2ε,
同理,
∀
ε
>
0
\forall \varepsilon > 0
∀ε>0,
∃
δ
2
>
0
\exists \delta_{2} >0
∃δ2>0:
∀
x
(
0
<
∣
x
−
x
0
∣
<
δ
2
)
\forall x\left ( 0<\left | x-x_{0} \right | <\delta _{2} \right )
∀x(0<∣x−x0∣<δ2),
∣
f
(
x
)
−
A
∣
<
ε
2
\left | f\left ( x \right )-A \right |<\frac{\varepsilon }{2}
∣f(x)−A∣<2ε,
取
δ
=
min
{
δ
1
,
δ
2
}
\delta =\min \left \{ \delta _{1},\delta _{2} \right \}
δ=min{δ1,δ2},则以上结论均成立,根据三角不等式有:
∣
A
−
B
∣
<
∣
A
−
f
(
x
)
∣
+
∣
f
(
x
)
−
B
∣
<
ε
2
+
ε
2
=
ε
\left | A-B \right |< \left | A-f\left ( x \right ) \right |+\left |f\left ( x \right ) -B \right | < \frac{\varepsilon }{2}+\frac{\varepsilon }{2}=\varepsilon
∣A−B∣<∣A−f(x)∣+∣f(x)−B∣<2ε+2ε=ε
由于
ε
\varepsilon
ε是任意小的正实数,所以只有当
A
=
B
A=B
A=B时不等式才恒成立。
定理1.2 函数极限的局部保序性
若 A < B A<B A<B, lim x → x 0 f ( x ) = A \lim_{x\to x_{0}} f\left ( x \right )=A limx→x0f(x)=A, lim x → x 0 g ( x ) = B \lim_{x\to x_{0}} g \left ( x \right )=B limx→x0g(x)=B,则 ∀ ε > 0 \forall \varepsilon > 0 ∀ε>0, ∃ δ > 0 \exists \delta >0 ∃δ>0: ∀ x ( 0 < ∣ x − x 0 ∣ < δ ) \forall x\left ( 0<\left | x-x_{0} \right | <\delta \right ) ∀x(0<∣x−x0∣<δ), f ( x ) < g ( x ) f\left ( x \right ) <g\left ( x \right ) f(x)<g(x)。
由极限定义,
∀
ε
>
0
\forall \varepsilon > 0
∀ε>0,
∃
δ
1
>
0
\exists \delta_{1} >0
∃δ1>0:
∀
x
(
0
<
∣
x
−
x
0
∣
<
δ
1
)
\forall x\left ( 0<\left | x-x_{0} \right | <\delta _{1} \right )
∀x(0<∣x−x0∣<δ1),
∣
f
(
x
)
−
A
∣
<
ε
\left | f\left ( x \right )-A \right |<\varepsilon
∣f(x)−A∣<ε,
同理,
∀
ε
>
0
\forall \varepsilon > 0
∀ε>0,
∃
δ
2
>
0
\exists \delta_{2} >0
∃δ2>0:
∀
x
(
0
<
∣
x
−
x
0
∣
<
δ
2
)
\forall x\left ( 0<\left | x-x_{0} \right | <\delta _{2} \right )
∀x(0<∣x−x0∣<δ2),
∣
g
(
x
)
−
B
∣
<
ε
\left | g \left ( x \right )-B \right |< \varepsilon
∣g(x)−B∣<ε,
取
δ
=
min
{
δ
1
,
δ
2
}
\delta =\min \left \{ \delta _{1},\delta _{2} \right \}
δ=min{δ1,δ2},则以上结论均成立,同时令
ε
=
B
−
A
2
\varepsilon = \frac{B-A}{2}
ε=2B−A,使得:
A
−
ε
<
f
(
x
)
<
A
+
ε
=
B
−
ε
<
g
(
x
)
<
B
+
ε
A-\varepsilon <f\left ( x \right )<A+ \varepsilon =B-\varepsilon <g\left ( x \right )<B+\varepsilon
A−ε<f(x)<A+ε=B−ε<g(x)<B+ε
即
f
(
x
)
<
g
(
x
)
f\left ( x \right ) <g\left ( x \right )
f(x)<g(x)。
其逆命题——函数极限的局部保不等号性也成立。
定理1.3 函数极限的局部有界性
lim x → x 0 f ( x ) = A \lim_{x\to x_{0}} f\left ( x \right )=A limx→x0f(x)=A, k ≤ A ≤ K k\le A\le K k≤A≤K,则 ∀ ε > 0 \forall \varepsilon > 0 ∀ε>0, ∃ δ > 0 \exists \delta >0 ∃δ>0: ∀ x ( 0 < ∣ x − x 0 ∣ < δ ) \forall x\left ( 0<\left | x-x_{0} \right | <\delta \right ) ∀x(0<∣x−x0∣<δ), ∃ 0 ≤ m ≤ M \exists 0\le m \le M ∃0≤m≤M: m ≤ f ( x ) ≤ M m\le f\left ( x \right ) \le M m≤f(x)≤M。
若函数
f
(
x
)
f\left ( x \right )
f(x)在点
x
0
x_{0}
x0处无定义,则令
k
=
g
(
x
)
k=g\left ( x \right )
k=g(x),
K
=
h
(
x
)
K=h\left ( x \right )
K=h(x),即
g
(
x
)
≤
A
≤
h
(
x
)
g\left ( x \right ) \le A\le h\left ( x \right )
g(x)≤A≤h(x),
根据函数极限的局部保序性,
∀
ε
>
0
\forall \varepsilon > 0
∀ε>0,
∃
δ
>
0
\exists \delta >0
∃δ>0:
∀
x
(
0
<
∣
x
−
x
0
∣
<
δ
)
\forall x\left ( 0<\left | x-x_{0} \right | <\delta \right )
∀x(0<∣x−x0∣<δ),
k
=
g
(
x
)
≤
f
(
x
)
≤
h
(
x
)
=
K
k=g\left ( x \right ) \le f\left ( x \right ) \le h\left ( x \right )=K
k=g(x)≤f(x)≤h(x)=K。
若函数
f
(
x
)
f\left ( x \right )
f(x)在点
x
0
x_{0}
x0处有定义,则参照上文,
m
=
min
{
k
,
f
(
x
0
)
}
≤
f
(
x
)
≤
max
{
K
,
f
(
x
0
)
}
=
M
m=\min \left \{ k,f\left ( x_{0} \right ) \right \}\le f\left ( x \right ) \le \max \left \{ K,f\left ( x_{0} \right ) \right \}=M
m=min{k,f(x0)}≤f(x)≤max{K,f(x0)}=M。
定理1.4 函数极限的迫敛性
若 lim x → x 0 f ( x ) = lim x → x 0 h ( x ) = A \lim_{x\to x_{0}}f \left ( x \right ) =\lim_{x\to x_{0}} h \left ( x \right )=A limx→x0f(x)=limx→x0h(x)=A,又有 f ( x ) ≤ g ( x ) ≤ h ( x ) f \left ( x \right ) \le g \left ( x \right ) \le h \left ( x \right ) f(x)≤g(x)≤h(x),则 lim x → x 0 g ( x ) = A \lim_{x\to x_{0}} g \left ( x \right )=A limx→x0g(x)=A。
根据极限定义,
∀
ε
>
0
\forall \varepsilon >0
∀ε>0,
∃
δ
>
0
\exists \delta >0
∃δ>0:
∀
x
(
0
<
∣
x
−
x
0
∣
<
δ
)
\forall x\left ( 0<\left | x-x_{0} \right | <\delta \right )
∀x(0<∣x−x0∣<δ),
∣
f
(
x
)
−
A
∣
<
ε
⇒
A
−
ε
<
f
(
x
)
\left | f \left ( x \right ) -A \right | < \varepsilon \Rightarrow A-\varepsilon <f \left ( x \right )
∣f(x)−A∣<ε⇒A−ε<f(x),
同理
∀
ε
>
0
\forall \varepsilon >0
∀ε>0,
∃
δ
>
0
\exists \delta >0
∃δ>0:
∀
x
(
0
<
∣
x
−
x
0
∣
<
δ
)
\forall x\left ( 0<\left | x-x_{0} \right | <\delta \right )
∀x(0<∣x−x0∣<δ),
∣
h
(
x
)
−
A
∣
<
ε
⇒
h
(
x
)
<
A
+
ε
\left | h \left ( x \right ) -A \right | < \varepsilon \Rightarrow h \left ( x \right ) < A+\varepsilon
∣h(x)−A∣<ε⇒h(x)<A+ε。
根据数列极限的有界性,
A
−
ε
<
f
(
x
)
≤
g
(
x
)
≤
h
(
x
)
<
A
+
ε
A-\varepsilon <f \left ( x \right ) \le g \left ( x \right )\le h \left ( x \right ) < A+\varepsilon
A−ε<f(x)≤g(x)≤h(x)<A+ε,
lim
x
→
x
0
g
(
x
)
=
A
\lim_{x\to x_{0}} g \left ( x \right )=A
limx→x0g(x)=A。
定理1.5 函数极限的四则运算
lim
x
→
x
0
f
(
x
)
=
A
\lim_{x\to x_{0}} f\left ( x \right )=A
limx→x0f(x)=A,
lim
x
→
x
0
g
(
x
)
=
B
\lim_{x\to x_{0}} g\left ( x \right )=B
limx→x0g(x)=B,以下结论成立:
(1)
lim
x
→
x
0
(
f
(
x
)
±
g
(
x
)
)
=
lim
x
→
x
0
f
(
x
)
±
lim
x
→
x
0
g
(
x
)
=
A
±
B
\lim_{x\to x_{0}} \left ( f\left ( x \right ) \pm g\left ( x \right ) \right ) =\lim _{x\to x_{0} } f\left ( x \right ) \pm \lim _{x\to x_{0} } g\left ( x \right )=A\pm B
limx→x0(f(x)±g(x))=limx→x0f(x)±limx→x0g(x)=A±B
(2)
lim
x
→
x
0
(
f
(
x
)
⋅
g
(
x
)
)
=
lim
x
→
x
0
f
(
x
)
⋅
lim
x
→
x
0
g
(
x
)
=
A
⋅
B
\lim_{x\to x_{0}} \left ( f\left ( x \right ) \cdot g\left ( x \right ) \right ) =\lim _{x\to x_{0}} f\left ( x \right ) \cdot \lim _{x\to x_{0}} g\left ( x \right ) =A\cdot B
limx→x0(f(x)⋅g(x))=limx→x0f(x)⋅limx→x0g(x)=A⋅B
(3)
lim
x
→
x
0
(
f
(
x
)
g
(
x
)
)
=
lim
x
→
x
0
f
(
x
)
lim
x
→
x
0
g
(
x
)
=
A
B
(
B
≠
0
)
\lim_{x\to x_{0}} \left ( \frac{f\left ( x \right ) }{g\left ( x \right ) } \right ) =\frac{\lim _{x\to x_{0}} f\left ( x \right )}{\lim _{x\to x_{0}} g\left ( x \right ) } =\frac{A}{B}(B\neq 0)
limx→x0(g(x)f(x))=limx→x0g(x)limx→x0f(x)=BA(B=0)
函数极限定义的扩充
定义1.2 单侧极限
若函数
f
(
x
)
f\left ( x \right )
f(x)在去心邻域
U
˚
(
x
0
−
δ
,
x
0
)
\mathring{U}\left ( x_{0}-\delta,x_{0} \right )
U˚(x0−δ,x0)内有定义,
∀
ε
>
0
\forall \varepsilon > 0
∀ε>0,
∃
δ
>
0
\exists \delta >0
∃δ>0:
∀
x
(
−
δ
<
x
−
x
0
<
0
)
\forall x\left ( -\delta <x-x_{0} <0 \right )
∀x(−δ<x−x0<0),
∣
f
(
x
)
−
A
∣
<
ε
\left | f\left ( x \right )-A \right |<\varepsilon
∣f(x)−A∣<ε,则称函数
f
(
x
)
f\left ( x \right )
f(x)以实数
A
A
A为左极限,或函数
f
(
x
)
f\left ( x \right )
f(x)收敛于左极限
A
A
A,符号化表述为
lim
x
→
x
0
−
f
(
x
)
=
A
\lim_{x\to x^{-} _{0 } } f\left ( x \right ) =A
limx→x0−f(x)=A或
f
(
x
)
→
A
(
x
→
x
0
−
)
f\left ( x \right )\to A ( x\to x_{0}^{-})
f(x)→A(x→x0−)。
若函数
f
(
x
)
f\left ( x \right )
f(x)在去心邻域
U
˚
(
x
0
,
x
0
+
δ
)
\mathring{U}\left ( x_{0},x_{0}+\delta \right )
U˚(x0,x0+δ)内有定义,
∀
ε
>
0
\forall \varepsilon > 0
∀ε>0,
∃
δ
>
0
\exists \delta >0
∃δ>0:
∀
x
(
0
<
x
−
x
0
<
δ
)
\forall x\left ( 0 <x-x_{0} <\delta \right )
∀x(0<x−x0<δ),
∣
f
(
x
)
−
A
∣
<
ε
\left | f\left ( x \right )-A \right |<\varepsilon
∣f(x)−A∣<ε,则称函数
f
(
x
)
f\left ( x \right )
f(x)以实数
A
A
A为右极限,或函数
f
(
x
)
f\left ( x \right )
f(x)收敛于右极限
A
A
A,符号化表述为
lim
x
→
x
0
+
f
(
x
)
=
A
\lim_{x\to x^{+} _{0 } } f\left ( x \right ) =A
limx→x0+f(x)=A或
f
(
x
)
→
A
(
x
→
x
0
+
)
f\left ( x \right )\to A ( x\to x_{0}^{+})
f(x)→A(x→x0+)。
函数极限存在当且仅当左右极限存在且相当。
变化趋势的扩充
函数的自变量可有以下的趋向:
(1)
x
→
x
0
+
x\to x_{0}^{+}
x→x0+
(2)
x
→
x
0
−
x\to x_{0}^{-}
x→x0−
(3)
x
→
x
0
x\to x_{0}
x→x0
(4)
x
→
+
∞
x\to +\infty
x→+∞
(5)
x
→
−
∞
x\to -\infty
x→−∞
(6)
x
→
∞
x\to \infty
x→∞
极限取值的扩充
函数的极限可有以下的取值:
(1)
A
A
A有穷量
(2)
A
=
+
∞
A=+\infty
A=+∞
(3)
A
=
−
∞
A=-\infty
A=−∞
(4)
A
=
∞
A=\infty
A=∞
极限趋向于无穷大时的定义可参考数列极限中无穷大量的定义,本系列专栏中极限收敛仅限于极限存在且有限的情形,而本系列专栏中极限存在可进一步扩充实数域,统一将无穷大和有穷实数接纳为有意义的极限,一般情况下根据语境和实际应用判断是否应将无穷大也视为极限存在。
函数极限的Cauchy收敛原理
Cauchy收敛原理
f ( x ) f(x) f(x)收敛(极限存在且有限)当且仅当 ∀ ε > 0 \forall \varepsilon >0 ∀ε>0, ∃ X ∈ R \exists X\in \mathbb{R} ∃X∈R: ∀ x ′ \forall x^{\prime } ∀x′, x ′ ′ > X x^{\prime \prime }>X x′′>X, ∣ f ( x ′ ) − f ( x ′ ′ ) ∣ < ε \left | f\left ( x^{\prime } \right ) -f\left ( x^{\prime \prime } \right ) \right |<\varepsilon ∣f(x′)−f(x′′)∣<ε。
<1>必要性
由函数极限的定义,
∀
ε
>
0
\forall \varepsilon > 0
∀ε>0,
∃
X
\exists X
∃X:
∀
x
′
>
X
\forall x^{\prime }>X
∀x′>X,
∣
f
(
x
′
)
−
A
∣
<
ε
2
\left | f\left ( x^{\prime } \right ) -A \right |<\frac{\varepsilon}{2}
∣f(x′)−A∣<2ε,
同理,
∀
ε
>
0
\forall \varepsilon >0
∀ε>0,
∃
X
\exists X
∃X:
∀
x
′
′
>
X
\forall x^{\prime\prime }>X
∀x′′>X,
∣
f
(
x
′
′
)
−
A
∣
<
ε
2
\left | f\left ( x^{\prime \prime } \right ) -A \right |<\frac{\varepsilon}{2}
∣f(x′′)−A∣<2ε,
根据三角不等式:
∣
f
(
x
′
)
−
A
∣
+
∣
A
−
f
(
x
′
′
)
∣
=
∣
f
(
x
′
)
−
f
(
x
′
′
)
∣
<
ε
2
+
ε
2
=
ε
\left | f\left ( x^{\prime } \right ) -A \right |+\left | A-f\left ( x^{\prime \prime } \right ) \right |=\left | f\left ( x^{\prime } \right )-f\left ( x^{\prime \prime } \right ) \right |<\frac{\varepsilon }{2}+\frac{\varepsilon }{2}=\varepsilon
∣f(x′)−A∣+∣A−f(x′′)∣=∣f(x′)−f(x′′)∣<2ε+2ε=ε
<2>充分性
取正无穷大量数列
{
x
n
}
\left \{ x_{n} \right \}
{xn},
∀
ε
>
0
\forall \varepsilon >0
∀ε>0,
∃
X
\exists X
∃X,
∀
x
m
\forall x_{m}
∀xm,
x
n
>
X
x_{n} >X
xn>X,
∣
f
(
x
n
)
−
f
(
x
m
)
∣
<
ε
\left | f\left ( x_{n} \right ) -f\left ( x_{m} \right ) \right |<\varepsilon
∣f(xn)−f(xm)∣<ε,
根据数列极限的Cauchy收敛原理,数列
{
f
(
x
n
)
}
\left \{ f\left ( x_{n} \right ) \right \}
{f(xn)}收敛,
根据Heine定理,函数
f
(
x
)
f \left ( x \right )
f(x)也收敛。