A Review on Set Theory and Basic Calculus

1 Set Theory

This section aims to introduce some fundamental notions in set theory, which are
often used in all branches of mathematics.
Definition 1. A set is a well-defined collection of objects.
The keyword here is “well-defined”.
• The set of numbers 1, 2, 3, 4, and 5.
• The set of all cities in Europe.
Clearly there is no ambiguity of what or who belongs to the sets defined. How
about the following sets?
• The set of all beautiful pictures?
• The set of all young people?
Since “beauty” or “youth” are only in the eyes of the beholders, it is not clear who
should belong to those sets. The objects of these “sets” are NOT well-defined
here though they can be studied using fuzzy set theory.
1
1.1 Elements

Definition 2. The objects in a given set are called its elements.

Thus in the set of numbers 1, 2, 3, 4 and 5, the elements are precisely 1, 2, 3, 4 and 5.

For example, we may use the letter S to denote the set of numbers 1, 2, 3, 4 and 5.

We say that x is an element of S, or equivalently, x belongs to S, if x =

1, 2, 3, 4, or 5.

We denote this membership by using the symbol “∈”.

Thus 2 ∈ S and 4 ∈ S.

The symbol “∈”

/ means “is not an element of”, or equivalently, “does not
belong to”.

Thus 6 ∈
/ S.

2
1.2 Three methods to specify the elements of a given set

1. Listing Method: In this method, we simply write down all the elements
explicitly and enclose them by braces. Take for example,
A = {2, 4, 6, 8, 10} and B = {Alan, Anita, Leon, Gigi, Jacky, Simon}.

2. Statement Method: In this method, the elements are specified by a descrip-

tive sentence. For example A is the set of all even numbers between 2 and 10,
or C is the set of all my students.
3. Rule Method: In this method, we specify the properties that the objects in
the set must satisfy. For instance,
A = {x : x is even and 2 ≤ x ≤ 10} = {x | x is even and 2 ≤ x ≤ 10}
where the symbol “:” (or equivalently “|”) means “such that”. Here the
letter x is irrelevant and one may use some other symbols. The last equation
above is read as “A is a set containing all x such that x is even and is between
2 and 10”.

3
1.3 Equality of sets

Definition 3. Two sets are said to be equal if they have the same elements.
We remark that we say “the same elements” and not “the same number
of elements”.

Thus if
A = {2, 4, 6, 8, 10},
B = {x : 0 < x ≤ 10 and x is even}
and
C = {2, 4, 6, 8, 11}
then we have
A=B
but
A ̸= C.
We have
{2, 2, 3, 3} = {2, 3} = {3, 2}.

4
1.4 The Cardinality of a Set

Definition 4. Given a set A, the number of elements in the set is called the
cardinality of A and is denoted by |A|.
If a set has finite number of elements, then it is called a finite set, otherwise it is
called an infinite set.

Example 1.
|{2, 2, 3, 3}| = |{2, 3}| = |{3, 2}| = 2.
On the other hand, the sets N, Z, Q, I, R and C are all infinite sets of numbers.
1. N = N = {1, 2, 3, . . . , }.
2. Z = Z = {. . . , −2, −1, 0, 1, 2, . . .}.
3. Q = Q = {p/q : p ∈ Z, q ∈ Z, q ̸= 0}.
4. R = R = {x : x is a real number}.
5. I = I = {x : x ∈ R but x ∈
/ Q}.
6. C = C = {x + yi : x ∈ R, y ∈ R, i2 = −1}.
5
1.5 The Empty Set

Definition 5. The empty set is the set containing no elements, i.e., the
cardinality of the set is 0.
Examples of the empty set are the followings
D = {x : x ∈ R and x > 10 and x < 0}
and
E = {x : x is a man with four legs and eight arms}.
The empty set is usually denoted by
ϕ or {}.
Thus we may write ϕ = D = E.

Remark 1. However, we note that the set {ϕ} is NOT an empty set, but a set
with the only ONE element, namely the empty set.

Exercise 1. How about the set {{ϕ}}?

6
1.6 The Universal Set

Definition 6. The universal set denoted by U is the set that contains all the
objects under consideration.
The words “under consideration” are put here to avoid the famous Russell’s
paradox.

There is a well-known paradox of the atheistic Russell:

“no gods can be omnipotent, as he cannot create a stone that he cannot bear”.

7
1.7 The Concept of Subsets

Definition 7. A set A is a subset of a set B if all elements of A are also

elements of B. In this case we write A⊆B.
If A ⊆ B, but A ̸= B, then we say A is a proper subset of the set B and we
denote the relation by A⊂B. For example, we have {1, 2} ⊂ {1, 2, 3}.

Remark 2. There are alternative notations: sometimes people use A(B to rep-
resent A is a proper subset of B and A⊂B to represent A is a subset of B.
The set of all women in Hong Kong is a proper subset of the set of all people in
Hong Kong and
N ⊂ Z ⊂ Q ⊂ R ⊂ C.
For any set A, we obviously have A ⊆ A, ϕ ⊆ A and A ⊆ U .

However, unlike numbers, not all the sets can be compared.

Example 2. {1, 2} ̸⊆ {2, 3} and {2, 3} ̸⊆ {1, 2}.

8
1.8 The Venn Diagram

In a Venn diagram, sets are represented by any enclosed regions such as circles,
ovals or rectangles.

Elements in a set are represented by dots in the corresponding enclosed region.

Thus a ∈ A is represented as follows in Figure 1.1.

Since all sets are subsets of a universal set, we usually enclose all circles by a large
rectangle representing the universal set U .


•a A


Figure 1.1.

9
Subsets of a given set are represented by inner circles.

Figure 1.2 shows that a ∈ A ⊆ B and b ∈ B but b ∈

/ A.

'$

b •

•aA
&%
B
Figure 1.2.
If two sets have common elements, but are not equal, then we draw them as two
overlapping circles with the common elements listed in the overlapping area.

'$
'$
A B
&%
&%

Figure 1.3.

10
For example, let
A = {1, 2, 3} and B = {2, 4, 6}.
Here A and B have a common element 2.

Then we have the representation in Figure 1.4.

'$
'$
A 1 2 4 B
3 &%
&%
6

Figure 1.4.

11
1.9 Set Operations

The union of two given sets A and B, denoted by A ∪ B, is the set of all elements
that are either in set A or in set B, i.e.,
A ∪ B = {x : x ∈ A or x ∈ B} = B ∪ A.
Example 3. If
A = {1, 2, 3, 4} and B = {2, 4, 6, 8},
then
A ∪ B = {1, 2, 3, 4, 6, 8}.
In fact, the set of all real numbers is just the union of the sets of rational
and irrational numbers, i.e.,
R = Q ∪ I.
In particular, a real number is either a rational number or an irrational number.

12
From the definition, one can see that given any set A, we have
A∪U =U and A ∪ ϕ = A.
The union of two sets can be depicted by using the Venn diagrams.

We just shade the interior of the circles representing A and B respectively.

Then the resulting shaded region is the union of the sets A and B.
'$
'$
A B
&%
&%

Figure 1.5.

13
1.9.1 Intersection

The intersection of two given sets A and B, denoted by A ∩ B, is the set of all
elements that are common to both sets, i.e.,
A ∩ B = {x : x ∈ A and x ∈ B} = B ∩ A.
Example 4. If
A = {1, 2, 3, 4} and B = {2, 4, 6, 8}
then A ∩ B = {2, 4}. Furthermore, if we let C = {1, 3, 5, 7}, then B ∩ C = ϕ.
Two sets A and B are said to be disjoint if A ∩ B = ϕ, i.e., the two sets have no
element in common.

The set of all rational numbers and set of all irrational numbers are disjoint as no
number can be both rational and irrational. In set notations, we have Q ∩ I = ϕ.

Remark 3. For any set A, we clearly have A ∩ ϕ = ϕ and A ∩ U = A.

14
The intersection of two sets can also be described using Venn diagrams.

We shade the interiors of the circles representing A and B by two different shading.

Then the region shaded with both kinds of shading will be the intersection of A
and B.
'$
'$
@
A @@ B
@ @ @
@@ @
&%@@
&%

Figure 1.6.

Exercise 2. (Distributive Laws for Sets) Use Venn diagrams to demon-

strate that for any three non-empty sets A, B, C, we have
A ∩ (B ∪ C) = (A ∩ B) ∪ (A ∩ C)
and
A ∪ (B ∩ C) = (A ∪ B) ∩ (A ∪ C).
We remark that Venn diagrams can only serve as a demonstration but not a proof.

15
1.9.2 Complement

Given a set A, the complement of A, denoted by Ā or A′, is the set of all elements
that are in the universal set U but not in A, i.e.,
Ā = A′ = {x : x ∈ U and x ∈
/ A}.
If U = R, then Q̄ = I, as any real numbers that are not rational must be irrational.

The complement of a set A can also be described by using Venn diagrams as follows:

'$
A Ā
&%

Figure 1.7.

16
1.9.3 Relative complement

Now we are ready to define subtraction of sets. The relative complement of A

in B, denoted by B − A (or equivalently B\A), is defined as
B − A = B ∩ Ā = {x : x ∈ B and x ∈
/ A}.
Example 5. If
A = {1, 2, 3, 4} and B = {2, 4, 6, 8},
then
A − B = {1, 3} and B − A = {6, 8}.
'$
'$
B A
&%
&%

Figure 1.8.

Exercise 3. What is the relation between A and B if B − A = ϕ?

17
2 A Quick Review on Differentiation and Integration

This section provides a quick review on the results of differentiation and integration
of a single variable function f (x).

2.1 Differentiation of a Function

The geometric meaning of the derivative of a function f (x) at a point x0, denoted
by 
′ df (x) 
f (x0) or  ,
dx x=x0
is the slope of the tangent line to the curve y = f (x) that passes through the
point (x0, f (x0)).

Since the derivative of f (x) at x = x0 is the instantaneous rate of change of f at

x0, we see that if the derivative is positive (negative), that means f (x) is increasing
(decreasing) when x is increased by a small amount at the point x0.

18
2.2 Some Rules for Differentiation

In the following, we present some useful rules without proofs. These rules can sim-
plify the calculations of derivatives.
dc
(i) = 0 for any constant c.
dx
dxn
(ii) = nxn−1 for any n.
dx
dex
(iii) = ex .
dx
d loge x 1
(iv) = .
dx x
d sin x
(v) = cos x.
dx
d cos x
(vi) = − sin x.
dx

19
2.3 Some Advanced Rules for Differentiation

(i) Product Rule:

d[u(x) · v(x)] du(x) dv(x)
= · v(x) + u(x) .
dx dx dx
In the “prime” notation, we have
(u(x)v(x))′ = u(x)′v(x) + u(x)v(x)′.
(ii) Quotient Rule:
h i
 ′ d u(x)
u(x) v(x) u(x)′v(x) − u(x)v(x)′
= = .
v(x) dx v(x)2
(iii) Chain Rule: Suppose that u = f (y) where y = y(x), i.e., u(x) = f (y(x)).
Then
du(x) df (y(x)) df dy
= = · .
dx dx dy dx

20
Example 6. (a) By product rule, we have
u z}|{
v
z}|{
v
z}|{ z}|{
u
d ex x2012 d ex z}|{
v
z}|{
u
x dx
2012
= ·x 2012
+ e = x2011ex(x + 2012).
dx dx dx
(b) By quotient rule, we have
 u  u′ v′
z}|{ z}|{ z}|{ z}|{
v
z}|{ x ′
u
2 ′  
d  e  (e ) x − e (x )
x 2 x
e x − e 2x
x 2 x
x x−2
 2  = 2 2 = 4
= e 3
.
dx |{z}
x (x ) x x
v
|{z}
v2
2012
(c) Using the chain rule with u = ex = ey(x) where y(x) = x2012, we have
2012 2012
dex dex dy dey dy 2012
= · = · = ey · 2012x2011 = 2012x2011ex .
dx dy dx dy dx
Or simply,
2012 2012
dex dex dx2012 x2012 2011 x2012
= 2012 · =e · (2012x ) = 2012x e
2011
.
dx dx dx

21
2.4 Definite Integrals

Let y = f (x) and a < b be two given real numbers such that
f (x) ≥ 0 for a ≤ x ≤ b.
The definite integral of y = f (x) between the points a and b is defined as the
area of the region bounded by the curve
y = f (x)
and the lines
x = a, x = b and y = 0
and is denoted by
Z b
f (x)dx.
a
Here we assume that if f (x) < 0, then the area is negative.

22
2.5 Some Rules of Definite Integral

(i) For any real constant c,

Z b Z b
c f (x)dx = c f (x)dx.
a a
Z b Z b Z b
(ii) (f (x) ± g(x))dx = f (x)dx ± g(x)dx.
a a a
(iii) For a ≤ b ≤ c,
Z c Z b Z c
f (x)dx = f (x)dx + f (x)dx.
a a b
Z a
(iv) f (x)dx = 0.
a
Z b Z a
(v) f (x)dx = − f (x)dx.
a b

23
How to find Z b
f (x)dx?
a
This can be answered by the following proposition.
Proposition 1. (The Second Fundamental Theorem of Calculus) For any dif-
ferentiable function g(x), we have
Z b b

g (x)dx = g(b) − g(a) ≡ g(x) .
′
a a
We note that
Z Z Z b
b b
dg(x) b 
′
g (x)dx = dx = dg(x) = g(x) .
a a dx a a
Thus if you are given f (x), then you need to find a function g(x) such that
g ′(x) = f (x).
This can be regarded as an “anti-derivative problem”.

24
We have discussed the Second Fundamental Theorem of Calculus, then what is the
First Fundamental Theorem of Calculus?
Proposition 2. (The First Fundamental Theorem of Calculus) For any con-
tinuous function f , Z x
d
f (t)dt = f (x).
dx a
From the First Fundamental Theorem of Calculus, one can see that
Z x
dg(x)
if g(x) = f (x)dt, then = f (x).
a dx
Thus f (x) is the derivative of g(x). And we say that g(x) is an anti-derivative
of f (x) if g ′(x) = f (x). We note that if g(x) is an anti-derivative of f (x), then
for any real number c, g(x) + c is also an anti-derivative of f . Given f (x), the
anti-derivative of f (x) is denoted by
Z
f (x)dx

and it is sometimes called the indefinite integral of f (x). Here are some exam-
ples of indefinite integrals.
25
Example 7. (a) Z
2 x3
x dx = +c
3
because  3 
d x
+ c = x2 .
dx 3
(b) Z
exdx = ex + c
because
d x
(e + c) = ex + 0 = ex.
dx
(c) Z
1
dx = loge(x) + c.
x
because
d 1 1
(loge(x) + c) = + 0 = .
dx x x

26
We note that if Z
f (x)dx = g(x) + c
then Z b
b 
f (x)dx = g(x) = g(b) − g(a).
a a
Example 8. 1
Z 1 
x
e dx = e  = e1 − e0 = e1 − 1.
x
0 0

27
Example 9. It follows from
1
1 + x + x2 + · · · + = for |x| < 1
1−x
that for |t| < 1
Z t Z t
t2 t3 1
t + + + ···+ = 1 + x + x + · · · + dx =
2
dx = − loge(1 − t).
2 3 0 0 1 − x
So, we have
t2 t3
loge(1 − t) = −t − − − · · · − for |t| < 1
2 3
and therefore
loge(1 − t) ≈ −t
for very small t.
As a consequence, we have that for any fixed α, β ∈ R,
(1 + α/n)βn → eαβ ,
as n tends to infinity. To see this, note that for large n,
loge(1 + α/n)βn = βn loge(1 + α/n) ≈ βnα/n = αβ,
which immediately implies the desired convergence.
28
2.6 Integration by Substitution

In this section, we introduce the method of integration by substitution.

Basically the method is very simple and can be described as follows. Suppose that
x = g(u)
is a function of u, then
Z Z
f (x)dx = f (g(u))d(g(u))
Z
dg(u)
= f (g(u)) du
Z du
= f (g(u))g ′(u)du.

29
Example 10. The integral Z
(x + 1)3dx
can be computed as
Z
R 3 2 x 4
3 3 2
(x + 1)3dx = (x + 3x + 3x + 1)dx = + x + x + x + c1.
4 2
Using the substitution
u = x + 1 or x = u − 1
then
du
= 1,
dx
and we have
Z Z
3 u43 (x + 1)4
(x + 1) dx = u du = + c2 = + c2 .
4 4
We remark that the constant c1 can be different from the constant c2.

30
2.7 Integration by Parts

In this section, we are going to introduce another very useful integration technique,
integration by parts. Recall that the product rule of differentiation gives
d(f (x)g(x))
= f ′(x)g(x) + g ′(x)f (x). (2.1)
dx
Hence if we integrate both sides of (2.1), we get
Z Z
f (x)g(x) = f ′(x)g(x)dx + g ′(x)f (x)dx, (2.2)

or equivalently,
Z Z
f (x)g ′(x)dx = f (x)g(x) − f ′(x)g(x)dx. (2.3)
This is called the integration by parts formula. Very often, the formula is
written as Z Z
f (x)dg(x) = f (x)g(x) − g(x)df (x) (2.4)
or simply Z Z
f dg = f g − gdf. (2.5)

31
We remark for definite integral, from (2.3), we have
Z b b Z b

f (x)g (x)dx = f (x)g(x) −
′
f ′(x)g(x)dx. (2.6)
a a a

Let us see how this formula can help us in the calculation of integrals.
Example 11. Let us compute Z
xexdx
by integration by parts. We let
f (x) = x and g(x) = ex
then
f ′(x) = 1 and g ′(x) = ex.
Thus
Z Z Z
|{z} |{z} |{z} |{z} − −
x x x x x x
x
|{z} |{z} dx =
e x d e = x e e d x
|{z} |{z} = xe e + c.
f g′ f g f g g f

32
2.8 Taylor’s Series

For a given x0 ∈ R, a “nice” function f (x) has the so-called Taylor series
expansion as below:
f ′(x0) f ′′(x0) f ′′′(x0)
f (x) = f (x0) + (x − x0) + (x − x0) +
2
(x − x0)3 + · · ·
1! 2! 3!
Representative examples include:
x x2 x3 x4
e = 1 + + + + + ···
x
1! 2! 3! 4!

x2 x 4 x 6
cos(x) = 1 − + − + · · ·
2! 4! 6!
x x3 x5
sin(x) = − + + · · ·
1! 3! 5!

33