Calculus: Limits and Sequences
Calculus: Limits and Sequences
In the next few chapters we shall investigate several concepts from calculus, all of which
are based on the notion of a limit. In the normal sequence of mathematics courses that
students encounter, courses like algebra, geometry and trigonometry, calculus is the first
course in which the notion of limit occurs. The notion of a limit is central to the development
of calculus and there are two types of limit we will discuss. The first is the notion of a
sequence limit and we will then use the ideas developed from sequence limits to consider a
second concept, that of function limits.
Sequences provide a convenient setting in which to introduce the notion of limit, and so,
we begin this chapter developing the properties of sequences. In particular, we define what
it means for a sequence to converge to a limit and we present a number of theorems which
can be used to tell whether a given sequence does or does not converge. Finally, we
introduce the important Cauchy criterion for convergence which allows a given sequence to
be classified as convergent or not convergent without reference to the limit of the sequence.
A knowledge of sequence limits aids in the subsequent development of function limits
and the second part of the chapter is devoted to seeing how sequence limits lead naturally
to the definition of a function limit. Many of the properties of function limits can be related to
corresponding properties of sequence limits and the question of whether a given function
limit does or does not exist can be often handled using sequence limits.
In the next chapter we will use both sequence limits and function limits in defining the
concept of continuity for a function of a single variable. In later chapters, the notion of a limit
is fundamental is considering derivatives and integrals.
Example Sequences
a) The sequence 2, 4, 6, 8, . . . can be described by writing a n 2n, n 1, 2, . . . or, it can be
defined recursively as a n 1 a n 2.
b) The sequence 12 , 34 , 78 , 15
16
, . . . is defined by a n 1 2 n , n 1, 2, . . .
c) The sequence 1, 1, 1, 1, 1, . . . can be defined by a n 1 n 1 or, recursively by
1
an 1 an.
d) The definition a n n 3 generates the sequence 1, 18 , 271 , 641 , . . . Note that in each of these
examples, the domain of the sequence is N so n begins at the value 1.
Example Convergence
a) The sequence 1n is convergent with limit L 0. To see this, let 0 be given and let
denote an integer that is larger than 1 . Then
1 0 for every n .
n
b) Let r 1 be given. Then the sequence r n is convergent with limit L 0. In this case, it
is clear that for any , 0 1,
| r n 0|
Log
if n Log r Log i. e. , n
Log r
Log
Then | r n 0| if n .
Log r
c) The sequence a n 1 n is divergent. To see this note that a n 1 when n is even and
1
an 1 when n is odd. Clearly the only possible values for L are 1 and 1. But for 2
,
n
there is no integer for which it is true that | 1 1| for all n , nor is it true that
| 1 n 1| for all n . Then a n does not remain in any neighborhood of either 1
or 1 for all large n.
d) A sequence a n is said to tend to if, for every positive B, there exists N such that
n
a n B for every n ; e.g., if r 1, a n r tends to . A sequence a n is said to tend to
if the sequence a n tends to .
2
Subsequences and Limit Points
Let f x be a well defined function having domain dom f and range rng f . Any function g x
such that dom g is a subset of dom f and g x f x for all x in dom g , is said to be a
restriction of f to the domain dom g dom f . Now suppose a n is a sequence (a function
defined on N ) and let N denote a subset of N. A sequence b n defined for n N , is said
to be a subsequence of a n if b n a n for n N ; i.e., b n is just a restriction of a n to
the domain N N. In loose terms, we might say b n is a subsequence of a n if b n is
obtained from a n by deleting some of the terms from a n and keeping the remaining
terms in the original order. The notion of a subsequence is useful in discussing
convergence for sequences.
Theorem 2.6 If the sequence a n converges to limit L, then every subsequence of a n must
also converge to L.
Like theorem 2.1, this theorem is most useful in proving that a sequence is not convergent.
In particular, if a n contains subsequences converging to different limits then a n is not
convergent. In connection with any discussion of subsequences we can define the following
notion.
Note that if a n is convergent to L, then L is necessarily a limit point for a n . On the other
hand, a sequence a n may have more than one limit point but in this case the sequence
cannot be convergent.
Theorem 2.7 If the sequence a n has more than one limit point, then a n diverges.
Theorem 2.7 says essentially the same thing as theorem 2.6 but in terms of limit points
instead of subsequences.
An equivalent way of stating the B-W theorem is the assertion: Every bounded sequence
must have a limit point. Of course both statements are equivalent to the original statement
of the B-W theorem: Every bounded infinite set has an accumulation point.
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sequence is not convergent. Alternatively, by definition, L 1 and L 2 are limit points of the
original sequence, and since there are two limit points, the sequence 1 n must diverge
by theorem 2.7.
c) The sequence a n n 1 1 n produces the terms 2, 0, 6, 0, 8, 0, 10, 0, . . . and hence it is
clear that a 2n 0 is a subsequence. Obviously the subsequence converges to 0 and it is
not hard to see that this is the only limit point for the original sequence a n . However this
sequence is not convergent since it is also clear that it is not bounded. Alternatively, a 2n 1
is also a subsequence of a n but it does not converge to the limit of the subsequence a 2n
so a n is divergent by theorem 2.6.
Properties of Sequences
Using the definition to decide if a series is convergent or divergent is usually not the most
efficient way to proceed. Instead it is often easier to observe certain properties of the
sequence that are sufficient to imply convergence or divergence. We will list now several
important facts about sequences that can be used for this purpose.
This theorem is most frequently used in its contrapositive form; i.e., if a sequence is not
bounded then it is divergent.
Note that for a sequence that is not monotone, boundedness does not imply convergence.
It is only for monotone sequences that boundedness implies convergence.
Theorem 2.3 (Uniqueness of limits) The limit L of a convergent sequence is unique (i.e., a
convergent sequence cannot have distinct limits L and M )
The previous three theorems only tell if a sequence is convergent or divergent. The next
few theorems can be used to find the limit to which a sequence converges.
Theorem 2.4 (Squeeze play for sequences) Let a n be a convergent sequence with limit L.
Suppose b n is a sequence satisfying either L b n a n or, a n b n L for all
n N. Then b n is a convergent sequence with limit L.
Theorem 2.5 (Arithmetic with sequences) Let a n and b n be convergent sequences with
limits L. and K respectively. Then
4
bn 0 n.
Sequence Limits
Problem 2.1 (A constant sequence) Show that the sequence 1, 1, 1, . . . converges and
find the limit.
Solution:This sequence has a n 1 for every n and is therefore called a constant sequence.
Since |a n 1| 0 for every n, it is clear that for every 0 and 1 we have |a n 1| for
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every n . Then by the definition of convergence, this sequence converges to L 1.
Problem 2.2 (An eventually constant sequence) Show that the sequence
1, 2, 3, 4, 4, 4, 4, . . . converges and find the limit.
Solution:This sequence has a n 4 for every n 4. This is an example of what we call an
eventually constant sequence. Since |a n 4| 0 for every n 4, it is clear that for every
0 and 4 we have |a n 1| for every n . Then by the definition of convergence,
this sequence converges to L 4.
1 3 7
Problem 2.3 Find the limit of the sequence 2
, 4
, 8
,... .
Solution: After some thought it can be seen that this is the sequence of terms,
1 n
an 1 2
, n 1, 2, . . . and by computing several terms for large values of n, it seems
that a n is converging to L 1. To prove that a n converges to L 1, we write
1 n 1 n
| a n 1| 1 2
1 2
2 n.
Now we can prove by induction that, 2 n 1 , for all n N. Then it follows that for every
n
0, we have | a n 1| for all n 1
and we can show that a n and b n are both convergent with limits L a 1 and L b 3,
respectively. Since b n is different from 0 for all n, it follows from the arithmetic for
sequences theorem, part (c), that c n converges to 13 .
6
Problem 2.8 Find the limit of the sequence c n 3n 2 5n 4 .
n 2 3n 2
Solution: For each n N,
4 3 5
3n 2 5n 4 n 2 an . n
cn
n 2 3n 2 1 2 bn 3
n2 n
It is not hard to see that a n converges to 3 and b n converges to 1 and using the same
argument used in the previous problem, then we obtain the result that c n converges to 3.
Alternatively, we could write
cn 3n 2 5n 4
n 2 3n 2
3n 2 3n 2n 4
n 1 n 2
3n n 1 2n 4
n 1 n 2 n 1 n 2
and
cn 3n 2
n 2 n 1
3 2
1 2 n 1
n
3p n 2q n .
Now p n converges to 3 and q n converges to 0 so it follows from the arithmetic for sequences
theorem, part (a), that c n converges to 3.
Properties of Sequences
Problem 2.9 Prove theorem 2.1, that convergence implies boundedness. Prove that for
monotone sequences, boundedness implies convergence.
Solution: Suppose a n converges to limit L. Then for 1 there is N such that
| a n L| 1 for n . This implies that |a n | L 1 for n . Now let M denote the largest of
the 1 numbers, | a 1 |, | a 2 |, | a 3 |, , | a |, L 1. Then it is clear that | a n | M for all n N. This
implies that all convergent sequences must be bounded.
It is only for monotone sequences that boundedness implies convergence. Suppose
a n is monotone increasing and bounded. In particular, this means
a1 a2 B
for some B. Then the set of sequence values S a 1 , a 2 , . . . is bounded above and
therefore has a least upper bound, say we call it L. Then for any 0, L is not an upper
bound for S, which means there is some a M S such that L a M L. But a n is
monotone increasing so L a n L for every n M which is to say,
for every 0, M such that |a n L| for every n M.
The proof in the case that the sequence is monotone decreasing is completely similar.
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convergence assumptions imply there exists N such that | a n L| and
| a n M| for n . But this is the statement that for n , a n belongs to the disjoint sets
N L and N M . Since this is clearly not possible, the assumption that there are two limits
must be false.
Problem 2.11 Prove theorem 2.4, the squeeze play theorem for sequences.
Solution: Suppose a n converges to limit L and that b n is such that L b n a n for all n.
Now for every 0 there exists N such that | a n L| for all n . But L b n a n
implies that | b n L| | a n L| and it follows that | b n L| for all n ; i.e., b n
converges to L.
c 2n 2 for n 1 4
n
8
Now (4) together with (1) and (2) imply the result.
1 n
Problem 2.14 Show that the sequence e n 1 n converges to a limit, e, whose value is
between 2 and 3.
Solution:We can compute the first few terms of this sequence e 1 2,
e 2 2. 25, e 3 2. 37, e 4 2. 441 which suggests that this is an increasing sequence. If we
can prove that the sequence is increasing and prove also that it is bounded above by 3,
then the result will follow from corollary 2.2.
The binomial theorem implies
nn 1 1 nn 1 n 2 1 nn 1 2 1 1
e n 1 n 1n
2! n 2 3! n 3 n! nn
1 1 1 1 1 1 1 1 1 2 1
2! n 3! n n
1 1 1 1 2n 1 n 1
n! n n
Evidently e n consists of a sum of n 1 terms. In the same way, we can show that
en 1 1 1 1 1 1 1 1 1 1 2
2! n 1 3! n 1 n 1
1 1 1 1 2 1 n .
n 1! n 1 n 1 n 1
Then en 1 en 1 1 1 1 2 1 n ,
n 1! n 1 n 1 n 1
i.e., e n is an increasing sequence. To show the sequence is bounded, note first that
1 k 1 for k 1, 2, . . . , n 3
n
and, by mathematical induction,
k! 2k 1
for k 1, 2, . . . 4
Using (3) and (4) in (1) leads to
1 2 n 1
2 en 1 1 2 2 2 .
n
But 1 2 1
2 2
2 n 1 1 2 2 2 n 1
1 12
and
n 1
2 en 3 2 3, for every n N.
Then e n is an increasing sequence, bounded above by 3 so it follows from corollary 2.2
that the sequence converges to a limit we will denote by e. Since 2 e n 3 for every n N,
it follows that 2 e 3.
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Cauchy Sequences
Problem 2.15 Prove that every convergent sequence is a Cauchy sequence.
Solution: Suppose a n is a convergent sequence with limit L. Then for every 0 there
exists N such that | a n L| for all n . Then
2
| a m a n | | a m L L a n | | a m L| | L a n | for all m, n .
2 2
But this is the assertion that a n is a Cauchy sequence.
10
| am an | | am am 1 | | am 1 am 2 | | an 1 an | 2
Then, combining 1 and 2 , leads to
m n 1
| am an | Cm 2
Cm 3
Cn 1
| a2 a1 | Cn 1
Ck | a2 a1 | 3
k 0
N
For 0 C 1, Ck 1 CN 1 ,
k 0 1 C
and combining this with (3) gives the result that for all integers m, n, m n,
| am an | Cn 1 1 CN 1 | a2 a1 | Cn 1 | a a1 | (4)
1 C 1 C 2
Since 0 C 1, C n 1
tends to zero as n tends to infinity. Then for any 0, there exists an
integer such that
Cn 1 | a2 a1 | for n
1 C
and this, in turn, implies | a m a n | for m n . Thus every contraction is a Cauchy
sequence. Since a Cauchy sequence is convergent, we can let m tend to infinity in (4) to get
|L an | Cn 1 | a2 a1 | for all n N,
1 C
where we have denoted the limit of the sequence by L.
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equivalent.
A set of real numbers that is closed and bounded is sometimes referred to as a compact
set. Then (b) is an alternative way of defining compactness.
12
Now it is evident that b B.
Exercises Sequences
13
b. If an and b n are both divergent then so is a n b n
c. If an and a n b n are both convergent then so is b n
d. If an and a n b n are both convergent then so is b n
e. If an is convergent then so is a 2n
f. If an is convergent then so is 1/a n
g. If a 2n is convergent then so is a n
15. Either give an example of a sequence with the following property or else state a
theorem that shows why no such example is possible.
a. a sequence that is monotone increasing but is not bounded
b. a sequence that converges to 6 but contains infinitely many terms that
are not equal to 6 as well as infinitely many terms that are equal to 6
c. an increasing sequence that is bounded but is not convergent
d. a sequence that converges to 6 but no term of the sequence actually
equals 6.
e. a sequence that converges to 6 but contains a subsequence converging
to 0.
f. a convergent sequence with all negative terms whose limit is not
negative
g. an unbounded increasing sequence containing a convergent
subsequence
h. a convergent sequence whose terms are all irrational but whose limit is
rational.
16. How are the notions of accumulation point of a set and limit point of a sequence
related? How does this relate to the two formulations of the Bolzano-Weierstrass
theorem?
17. Prove: If the Cauchy sequence a n contains a subsequence a n k which
converges to limit L, then the original sequence must also converge to L.
19. Let s n be such that |s n s n | 2 n for all n N. Prove that this is a Cauchy
1
sequence. Is this result true under the condition |s n 1 s n | 1?
n
1
20. Let s 1 1 and s n 1 3
s n 1 for n 1. Find the first few terms of this sequence.
1
Use induction to show that s n 2
for all n. Show that this sequence is
nonincreasing. Prove that the sequence converges and find its limit.
14
convergence/divergence:
a. a n n 1/3
b. a n n2 3
n 2
c. a n 2 10 n 1 1 n
d. a n 1
n 2 3n 2
e. a n 1 2 n
f. a n n 1
g. a n
n 1 (hint: show that a 2n a n does not tend to 0 as n )
k 1 k
h. an 1, 12 , 1, 13 , 1, 14 , 1, 15 ,
23. Let
a 1 0. 1, a 2 0. 101, a 3 0. 101001, a 4 0. 1010010001, a 5 0. 101001000100001, ...
Show that this is a sequence of rational numbers that converges to a limit L. Is
the limit L rational?
24. Which statements are true?:
a. a sequence is convergent if and only if all its subsequences are
convergent.
b. a sequence is bounded if and only if all its subsequences are bounded.
c. a sequence is monotone if and only if all its subsequences are
monotone.
d. a sequence is divergent if and only if all its subsequences are divergent.
25. The sequence a n has the property, 0, N such that |a n 1 an | when
n N . Is the sequence necessarily a Cauchy sequence?
29. Let a n denote a bounded but divergent sequence. Prove, by stating theorems
from these notes, that the sequence must contain at least two subsequences
which converge to different limits.
30. For each of the following sequences, use theorems rather than the definition of
convergence to establish their convergence/divergence:
a. a n log n
b. an n2 3
n3 2
c. an n 1 1n
n 1
15
1 1 1
d. an 1, 2
, 2, 3
, 3, 4
, 4, . . .
32. Tell which of the following statements is true and explain your answer:
a. a sequence a n is convergent if and only if every subsequence of a n
converges
b. a sequence a n is bounded if and only if every subsequence of a n is
bounded
c. a sequence a n is monotone if and only if every subsequence of a n
is monotone
d. a sequence a n is divergent if and only if every subsequence of a n is
divergent
Function Limits
In the previous sections we considered limits of sequences. Now we introduce the related
notion of a function limit. Let f x denote a real valued function with domain D in R and let c
denote an accumulation point for D.
Definition The limit of f x as x approaches c exists and equals L if, for every 0 there
exists 0 such that |f x L| whenever 0 |x c| . We indicate this
by writing lim
x c
fx L
Note that c is an accumulation point for D but need not belong to D. Therefore, we allow x to
approach c but it is not necessary that x ever equal c for the limit to exist.
16
Moreover,
1 1 1 1 for all x 0, 10 .
11 1 x 1 1 1 1 2
Then
x 1 1 1 |x 0| whenever |x 0| 2 .
2
This proves that the limit, lim x 1 , exists and equals 1. Note that c 0 does not belong
x 0
1
to D. Note also that the value of L is what you obtain when the value zero is substituted
2
into the function f x . Aside from the fact that c 0 is not in the domain of f x , this is not a
valid way of evaluating the limit of f x in general. It is valid if it is known that c is in the
domain and that f x is continuous at c. We will explain this further when discussing
continuity in the next chapter.
(b) Consider the function
fx 81 x 2 on D 1 |x 9| 0 .
x 9
i.e, D 8, 9 9, 10 and the point c 9 is not in D. In order to evaluate
2
lim f x lim 81 x ,
x 9 x 0 x 9
we write
81 x 2 9 x 9 x
9 x.
x 9 x 9
This suggest that L 18 and that
81 x 2 18 |9 x 18| |x 9|.
x 9
This last string of equalities implies that
81 x 2 18 |f x L|
x 9
whenever
|x 9| |x c| .
As in the previous example, it is not acceptable to evaluate this limit by simply substituting
x 9 into the simplified formula for f x , even though this does produce the correct result.
We will see shortly that if c belongs to the domain of f, and if f is continuous at x c, then it
is the case that lim
x c
f x exists and equals f c . In example (b), we do not know at this point if
f is continuous at x 9 nor do we know at the beginning of the example that the limit exists.
Therefore to jump to the conclusion that the limit is equal to f 9 is incorrect.
We can also define the notion of the limit of f x as x tends to infinity.
Definition The limit of f x as x tends to infinity exists and equals L if, for every 0 there
exists B 0 such that |f x L| whenever x B. We write then, lim x
f x L. The
definition of the limit of f x as x tends to negative infinity is defined similarly.
17
The notion of function limit is closely related to the notion of the limit of a sequence. The
sequence a n converges to the limit L if a n gets close to L as n gets large (i.e. n gets close
to ), while lim
x c
fx L if f x gets close to L as x gets close to c. The following theorem
relates the two notions.
Theorem 2.10 Suppose f x is a real valued function with domain D in R and let c denote an
accumulation point for D. Then the following assertions are equivalent:
(a) lim
x c
fx L.
This theorem is often most useful for proving that certain function limits fail to exist. To do
so requires us to find a sequence in D converging to c while the sequence of function values
fails to converge to L.
1 if 1 x 0
fx
1 if 0 x 1
with D 1, 1 . We can use theorem 2.10 to show that f x tends to no limit as x tends to 0
for this function. For this purpose, note that the sequence
an 1 n 1n , n N
tends to c 0 as n tends to infinity. However, the sequence of function values
1 if n is odd
f an
1 if n is even
Since this sequence has two limit points, it is divergent. Then we have found a sequence a n
such that assertion b of the theorem is false and since the two assertions are equivalent, it
follows that assertion a must also then fail.
(b) Consider the function f x 1 with D 0, . Then c 0 is an accumulation point of D
x
and we can use theorem 2.10 to show that f x tends to no limit as x tends to c 0. In this
case, the sequence a n 1 is a sequence in D that tends to 0 as n tends to infinity but the
n
sequence of function values f a n n is an unbounded, and hence divergent, sequence.
Then it follows from the theorem that no limit exists as x tends to 0.
Theorem 2.11 (Arithmetic with function limits) Suppose f x and g x are two real valued
functions on domain D. Suppose also that c is an accumulation point for D and that
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lim
x c
fx L, lim
x c
gx K
(ii). lim
x c
fx gx LK
fx L
(iii) lim if K 0.
x c gx K
We also have a result for function limits that is analogous to theorem 2.5, the squeeze play
theorem for sequence limits.
Theorem 2.12 Suppose f x and g x are two real valued functions on domain D. Suppose
also that c is an accumulation point for D and that
lim
x c
fx L lim
x c
gx .
Then if h x is also defined on D with f x hx g x for all x in D, it follows that
lim
x c
hx L.
x 1 2 3x 1 2 x2 1 2x 1 x 1
1
x2 2 3 3 x2 2 3 x2 2
For |x 1| 1, i.e., 0 x 2 it is easy to see that |2x 1| 3 and |3 x 2 2 | 6 so it
follows from (1) that
2x 1 x 1 3 |x 1 |x
1| 1|
3 x2 2 6 2
hence
x 1 2 1 |x 1| if |x 1| 2 .
x2 2 3 2
Of course we already imposed the condition that |x 1| 1 so in order to have both 1
and 2 , we have to choose to equal the smaller of the two numbers, 1 and 2 . Note
that we were able to estimate the quotient by finding an upper bound for the numerator and
a lower bound for the denominator for x in D.
19
a lim 1 0 b lim x2 1
2
x 1 x x 1 x2
Solution: We will show first that 1x tends to zero as x tends to infinity. For any fixed 0
choose B 1 . Then it is easy to see that
1 whenever x B 1.
x
Now to show (a), note that
1 1 1 for x B.
x2
1 xx2
Then theorem 2.12 implies that 12 and 1 both must tend to zero as x tends to infinity.
x 1 x2
This includes the result (a). To show that (b) holds, write
x2 1
1 x2 1 1
x2
As a result of what was shown in part (a), we see that the denominator of this expression
tends to 1 as x tends to infinity. Then by part (iii) of theorem 2.11 we have the result (b).
Solution: In the following figure we see a circle of radius 1 and center O with angle POS
denoted by x. If PQ is perpendicular to the radius OR, then it follows that the length of PQ
equals Sin x while the lengths of OQ and QR equal Cos x and 1 Cos x , respectively.
For any positive x, the length of the straight line chord, PR is clearly less than the length of
the circular arc PR, and since the radius of the circle equals 1, the arc PR just equals the
angle x in radian measure. If we denote the length of the chord by |PR| then |PR| x. Then,
using the Pythagorean theorem,
|PQ| 2 |QR| 2 |PR| 2 x2;
i.e.,
2 2
Sin x 1 Cos x x2.
This last inequality implies that for x 0,
0 Sin x x and 0 1 Cos x x
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Then (a) and (b) follow by theorem 2.12.
Sin x
Solution: Since f x x is even i. e. , f x f x , it will be sufficient to consider
only positive values of x. Referring to the figure once again, note that PQ is perpendicular to
the radius OR and PS is perpendicular to the radius OP. Then it is evident from the figure
that the areas of the triangles OPQ, and OPS are related to the area of the circular sector,
OPR as follows:
Area of OPQ area of sector OPR Area of OPS.
We can express these area explicitly in terms of x, and write this last string of inequalities
as
1 Sin x Cos x 1x 1 Tan x
2 2 2
Now, dividing through by 1 Sin x , (which is valid so long as x 0 ), we obtain
2
x 1 Sin x 1 .
Cos x or Cos x x
Sin x Cos x Cos x
Now, using the result of the previous problem, together with theorem 2.12, the result
follows.
Exercises
1. Use both the definition of limit and a sequence approach to establish
21
lim 1 1
x 2 1 x
2
2. Use both the definition of limit and a sequence approach to establish lim x 0
x 0 |x|
x 1
10. Find lim or show the limit does not exist
x 1 x 1
1 2x 1 3x
11. Find lim or show the limit does not exist
x 0 x 2x 2
12. Find lim x sin 1x or show the limit does not exist
x 0
13. Find lim x sin 1x or show the limit does not exist
x 0
14. Find lim x 2 cos 1x or show the limit does not exist
x 0
15. Find lim x cos 1 or show the limit does not exist
x 0 x2
16. Given that x 1
6
x3 sin x x for x 0, find lim sin
x
x
x 0
22