Skip to content

Introduction to Analysis II

Notes for Introduction to Analysis II. The screenshots are from the lecture notes of Prof. MC Li.

week 1-1 (3/3/2020)

Reimann Intergral

partition and refinement

  • refinement = add points to partition
  • definition of Reimann sum (\(U_f(P), L_f(P), R_f(P)\))
    • show \(L_f(P) \le L_f(Q)\) and \(U_f(P) \ge U_f(Q)\)
    • hint : \(Q = P \cup (Q-P)\)
  • Reimann intergral
  • Reimann intergrability :::info Proof of Prop. 31.3

31.3.1 since f is \(bounded\), by the \(completeness\) of \(R\), \(m_i \le f(x_i) \le M_i\) are all well defined.

31.3.2

:::

Week 1-2

Reimann Intergrability

  • http://home.iitk.ac.in/~psraj/mth101/lecture_notes/lecture15-16.pdf
  • inf and suf and reimann intergral definition

refinement

Note: proof of equivalence part use the property of inf and sup

boundedness and monotonicity => integrability

  • P = \(\{a=x_0<x_1<...<x_n=b\}\) where \(x_i = a+i\frac{b-a}{n}\)
  • \(U_f(P) - L_f(P) = \frac{b-a}{n}[f(b)-f(a)]\)
  • Q.E.D
  • end of class

Week 1-3(3/5/2020)

part 1 (pdf 32)

Theorem 32.4 : continuity on a closed interval => integrability

  • closed and bounded on \(R\) \(\implies\) compact
  • teacher hint : continuity and compact relation
  • review: compact - f(cont.) -> compact
    • not used here
  • Theorem 11.3 says f is continuous on a compact space then it is uniformly continuous
  • \(f\) is \(uniformly\ continuous\) on \([a, b]\)
  • the left is trivial
  • let P be a partition with \(|x_{i+1}-x_i|\lt\delta\)
  • then \(M_i-m_i \le \epsilon\ \forall i\) by uniform continuouity
  • (actually) \(\forall \epsilon\ \exists \delta\)
  • then \(U_f(P) - L_f(P) = \sum (M_i-m_i)*(x_i-x_{i-1})\)
  • \(\le \epsilon \sum (x_i-x_{i-1})\)
  • \(= \epsilon (b-a)\)
  • then for more formal proof replace \(\epsilon\) with \(\frac{\epsilon}{3*(b-a)}\)
  • \(Q.E.D.\)

Theorem 32.5 (the Intergrability Theorem)

  • \(If\ f\ :\ [a, b]\rightarrow\mathbb{R}\ be\ continous\ at\ all\ except\ finite\ many\ points\ in\ [a,b]\)
  • \(then\ f\ is\ Reimann\ integrable\ on\ [a,b]\)
  • proof:
  • key idea : remove not continous points
  • let M, m be global \(suf\) \(inf\)
  • reduce to \(((M-m)+(b-a))*\epsilon\)
  • To review, when will \(Min, Max\) exist
    • compact in \(\mathbb{R}\), closed and bounded
    • idea : proof \(I\) bounded + \(sup/inf \in I\)?

Definition 32.6 (content zero and measure zero)

  • see pdf definition
  • show \(\{\frac{1}{n}\mid n\in\mathbb{N}\}\) is content zero
    • only finite elements out of \(epsilon\) range
  • show Q is measure zero
    • show that length of \({\bigcup^{\infty}_{0}}I_i\) is finite(by \(\epsilon(1+\frac{1}{2}+\frac{1}{4}+...)\) trick

Theorem 32.7 (contious except content zero implies integrability)

  • similar method with 32.5
  • sketch of proof
  • try to remove the points like we did in Theorem 32.5
  • use definition of content zero
  • show \([a,b]-{\bigcup^{k}_{0}}I_i\) is compact by removing boundary of \(I_i\)

Theorem 32.8 (the Riemann-Lebesgue theorem in one variable: Lebesgue’s criterion for Riemann-integrability)

  • mentioned, will cover if have time
  • Theorem 32.9 : my guess by substraction and 32.5
  • Theorem 33.1 (the fundamental theorem of calculus)

Week 2-1(03/10/2020)

Theorem 33.1 (the fundamental theorem of calculus)

  • part1
  • proof sketch:
    • Riemann integrable \(\implies\) bounded on \([a,b]\)
    • \(\exists M > 0 \ni |f(t)| \le M \forall t \in (a,b)\)
    • then uniform continuity on \([a, b]\) is trivial
      • \(\forall x,y \in [a,b] \ni |x-y|<\delta\)
      • \(|\int_{a}^{x}f(t)dt - \int_{a}^{y}f(t)dt| \le M*\delta\)
      • \(\epsilon - \delta\) trick, M is constant
    • def of f continuous
    • \(for\ x \in [a,b] \ni x > x_0\)
    • express \(f(x_0)\) as \(f(x_0)\frac{\int_{x0}^{x}1dt}{x-x_0} = \frac{\int_{x0}^{x}f(x_0)dt}{x-x_0}\)
    • we have \(\frac{\int_{a}^{x}f(t)dt - \int_{a}^{x0}f(t)dt}{x-x_0} - f(x_0) = \frac{\int_{a}^{x}f(t)dt - \int_{a}^{x0}f(t)dt}{x-x_0} - \frac{\int_{x0}^{x}f(x_0)dt}{x-x_0}\)
    • thus if \(x \in [a,b] \ni x_0<x<x_0+\delta\)
    • then \(|\frac{\int_{a}^{x}f(t)dt - \int_{a}^{x0}f(t)dt}{x-x_0} - \frac{\int_{x0}^{x}f(x_0)dt}{x-x_0}| = |\frac{\int_{x_0}^{x}f(t)-f(x_0)dt}{x-x_0}| \le \frac{\int_{x_0}^{x}|f(t)-f(x_0)|dt}{|x-x_0|}\)
    • since f is continuous
    • \(\frac{\int_{x_0}^{x}|f(t)-f(x_0)|dt}{|x-x_0|} < \frac{\int_{x_0}^{x} \epsilon dt}{x-x_0} = \epsilon\)
    • \(x < x_0\) case can be done similarly
    • above proves \(\(\frac{d}{dt}(\int_{a}^{x}f(t)dt)\mid_{x=x_0} = f(x_0)\ \forall x_0\ at\ which\ f\ is\ continous\)\)
  • part2 : \(\int_{a}^{b}f(t)dt = F(b)-F(a)\)
  • proof sketch:
    • by def \(\forall \epsilon \exists\ partition\ P \ni U_f(P)-L_f(P) < \epsilon\)
    • make a refinement Q of P to exlude finite indifferentiable points
    • apply MVT(mean value theorem) to intervals
      • \(F(b)-F(a) = \sum F(x_i)-F(x_{i-1})\)
      • = \(\sum F^{'}(t_i)(x_i-x_{i-1})\)
      • = \(\sum f(t_i)(x_i-x_{i-1})\)
    • \(L_f(Q) \le F(b)-F(a) \le U_f(Q)\)
    • \(L_f(P) \le \int_{a}^{b}f(t)dt \le U_f(P)\)
    • then \(|\int_{a}^{b}f(t)dt-(F(b)-F(a))| < \epsilon\)

Week 2-2

  • pass

the Generalized Mean Value Theorem for Integrals

Integration by parts

advanced practice problem

Week 2-3(2020/3/12)

Several variables

  • rectangle
    • def is similar with 2d rectangle partition
  • for general bounded region
    • for such S, use rectangle "disk" \(D\supseteq S\) + characteristic function \(\chi_S(x, y)\)
    • def characteristic function \(\chi_S(x, y) : \mathbb{R}^2 \rightarrow \{0,1\}\)
    • then can define \(\iint_SfdA = \iint_D(f_{\chi _S})dA\)
  • fact : \(S1 \cup S2\) is Reimann intergrable doesnt \(\implies\) \(S1\ and\ S2\) are
    • consider s1 + s2 = 0

Jordan Measurable sets and Riemann Intergrability

content zero and Jordan measurable sets

content zero
  • bounded and \(\subset \mathbb{R}^k\)
  • if for any \(\epsilon\) > 0 there exists a finite collection of k-dimensional rectangular boxes \(D_1, D_2, ..., D_n \ni Z \subseteq \cup_{i=1}^{n}D_i\) and \(\sum volume(D_i)<\epsilon\)
! Jordan measurable
  • A bounded set \(S \subset \mathbb{R}\)
  • \(\mathbb{\delta} S\) is content zero
Case study

consider \(\mathbb{Q}\) / Cantor Set / Fat Cantor Set / set bounded by Sierpinski Curve all of them are not Jordan measurable

continuity except content zero implies Riemann integrability on a rectangle

sufficient conditions for content zero

  • set relationship
    • subset => ok
    • finite union => ok
    • countable union => content X, measure V
  • let \(f : (a,b)\rightarrow \mathbb{R}^2\ be\ C^1\ function\)
  • \(f([c,d])\) is content zero when \([c,d] \in (a,b)\) ::: info \(C^1 \implies M = max\{|f'(x)| \mid x \in [c,d]\}\) exists let \(\epsilon>0\), Take \(n \in \mathbb{N} \ni \frac{?}{n} \lt \epsilon\) partition [c, d] to n equal-length parts let \(f = (f_1,f_2)\), by MVT to \(f_1\) and \(f_2\) \(|f_k(x)-f_k(x_i)| \le M*(x_{i}-x) \forall x \in [x_{i-1}, x]\) \(|f_k(x)-f_k(x_i)| \le M*\frac{d-c}{n}\) Hence \(f([x_{i-1},x_i])\) is contained in the rectangle \(D_i\) centered at \(\vec{f(x_i)}\) with side length \(\frac{2M(d-c)}{n}\) then volume of cover is \((\frac{2M(d-c)}{n})^2*n \lt \epsilon\) :::

  • case for \(C^0\) not holds

sufficient conditions for Riemann integrability on a bounded region
zero Riemann integral and its corollaries
Inter and Outer Areas

HW1

Reference

My part - Theorem 32.7 - Continuity except content zero -> intergrability

:::info proof: by the definition of content zero proof by content zero intergral = 0 not the cutting technique \(\int_{[a,b]}f = \int_{S}f + \int_{S^{'}}f\) where \(S^{'}\) is the content zero part proof each part of S' is intergrable and sum of them abs <= 0 , hint : use \(max(|M|, |m|)\epsilon\) => \(\int_{[a,b]}f\) is well defined Q.E.D. :::

:::spoiler the picture solution is not that correct should deal with closed interval more carefully and use \(max(|M|, |m|)\epsilon\) to proof eq 0 :::

Week 3-1

Practice Class

! 35.4 sufficient conditions for Riemann integrability on a bounded region

  • union of 2 content zero is content zero
  • the discontinuous parts are \(\delta S\) and \(Z\) so \(D\) is still intergrable

35.5 zero Reimann intergral

content zero and f bounded => intergrable and intergral = 0

  • end of class

Week 3-2

Inner Area and Outer Area

  • concept : lattice

!Theorem 33.3 norm Partition can bound difference to U, L, R

  • will be useful for future proof
  • \(\forall \epsilon >0 \exists \delta > 0\) s.t. if P is a partition with \(norm( P ) < \delta\), \(max\{|\int_a^bf(x)dx - R_f(P)|, \int_a^bf(x)dx - U_f(P)|, \int_a^bf(x)dx - L_f(P)|\} < \epsilon\)
  • proof sketch(U part)
    • by theorem 32.1 equivalent condition for Riemann integrability
    • => get a partition \(Q\) s.t. \(U-L < \frac{\epsilon}{2}\)
    • let the norm-limited partition be \(P\)
    • \(\lambda\) for \(P\) can be generated from \(\epsilon\) and \(|Q|\)
    • key
      • refer to P's refinement \(P\cup Q\), and the fact that \(|Q|\) is finitely given by \(\epsilon\)
      • see \(P\cup Q\) as \(Q\) injected to \(P\)
    • make \(\delta\) bounded by \(\frac{\epsilon}{4*M*|Q|}\)(teacher's version) or \(\frac{\epsilon}{2*(M-m)*|Q|}\)
    • \(U_f(P) - U_f(P\cup Q) \le (M-m)\delta*|Q|\)
    • \(U_f(P) \le U_f(P\cup Q) + \frac{\epsilon}{2}\)
    • \(U_f(P) \le \int_a^bf(x)dx + \frac{\epsilon}{2} + \frac{\epsilon}{2}\)
      • by choice of \(Q\) and \(P\cup Q\) is refinement
    • \(U_f(P) \ge \int_a^bf(x)dx - \epsilon\) by definition of intergral
    • \(|\int_a^bf(x)dx - U_f(P)| \le \epsilon\)

Week 3-2

MVTs

Theorem 36.1

  • proof sketch:
    • f is continuouson S and S compact
    • Extreme Value Theorem => Max and Min Exists
      • i.e. \(\exists p, q \in S \ni f(p) = sup, f(q) = inf\)
      • https://en.wikipedia.org/wiki/Extreme_value_theorem
      • see the generalized version
    • \(mg(x) \le f(x)g(x) \le Mg(x)\)
    • since both f and g are continuous on S and S is Jordan measurable
    • so \(m\int_Sg(x)d^kx \le \int_S f(x)g(x)d^kx \le M\int_Sg(x)d^kx)\)
    • if \(\int_Sg(x)d^kx = 0\) always hold, take any \(c \in S\)
    • else by corollary 10.4 (IVT for several variables)
    • S is connected, f is continous on S
    • \(m \le \frac{\int_S f(x)g(x)d^kx}{\int_S g(x)d^kx} \le M\)

Iterated Intergral and Funini's Theorem

definition of iterated intergrals

Week 4-1

IIS meeting => not attended

Week 4-2

Change of Valriables

Lebesgue's Criterion for integrablility(go back)

::: success - definition of oscillation of f of an interval/at a point x - \(\omega f(I) = sup\{|f(a)-f(b)|:a,b\in I\}\) - \(\omega _f(x) = inf\{\omega f(B(x, \delta)):\delta>0\}\) - trivial to see \(\omega _f(x)=0\) when f is continuous - exercise :::

::: info (integrable => measure 0 discontinuous points) - let discontinuous set be \(D\) - let \(N(\alpha) = \{x\in[a,b] : \omega f(x) \ge \alpha\}\) - since \(D = \cup_{k=1}^{\infty}N(\frac{1}{k})\) - the left is to proof \(N(\alpha)\) is \(measure\ zero\) - then by integrability for \(\alpha\) exist partition that \(diff \le \alpha\epsilon/2\) - done by definition of \(N(\alpha)\) - can show \(len(N(\alpha)) \lt \epsilon\) (integrable <= measure 0 discontinuous points) - let discontinuous set be D - let \(\epsilon = len(D)\) - let - devide into two parts - E, \(\omega f(J) >= \epsilon\) - still measure zero by subset - compact by closed and bounded - K = [a, b]\E, \(\omega f(J) < \epsilon\) - compact - both part is compact - => has finite subcover - by \(len(E) < \epsilon\) and \(\omega f(K) < \epsilon\)

:::

Week 4-3 (X)

Week 5-1 5-2

Change of Variables

Theorem 39.1

- part2 proof - \(\forall\ \bar{x} \in S,\ \exists\ r > 0 \ni B_r(\bar{x}) \subset S\) - \(h_i = (0, ... ,|h_i|, ...0)\) s.t. \(h_i < r\) - for each \(y \in T\), \(f(x, y)\) is \(C^1\), apply MVT - \(\exists t_i \ni f(\bar{x}+h, y) - f(\bar{x},y) = \nabla f(\bar{x}+t_ih,y)h\) - uniform continuity of \(\frac{\partial f(x, y)}{\partial x_i}\) on \(\bar{B_r(\bar{x})} \times T\)

39.2

  • proof, apply chain rule directly, y is i.d. variable, view as constant

39.3 the bounded convergence theorem(wait, graduate level class content)

39.4

  • apply 39.3

ch 40, 41 Improper Itergral

  • Type 1 : infinity
  • Type 2 : undefined
  • tests:
    • comparison test

The course turn online


Week 9 - 2020/4/28 TA class

proof of 42.1

  • link
    • MVT-2 of integral

Patition to 2 part need theorem


Week 12(2020/5/20) - Self study for exam 2


Ch40. - Inproper Integral I (S is not bounded)

  • Inproper Integral I (S is not bounded)
    • comparison test
    • 40.2 proof sketch:
      • two part(g>=f and limitied)
    • 40.3 use definition of limit
    • poly functions
      • by direct calculation
  • Care:
    • condition, >0

Ch 41. - Inproper Integral II (f(S) is not bounded)

  • Inproper Integral II (f(S) is not bounded)
    • silmilar to 40
  • Care:
    • different conclusion on \(cx^{-p}\) at x -> 0

Ch 42. - Dirichlet's test / Absolute convergence / Cauchy principle value

  • 42.1 Dirichlet's test for improper integral
    • bounded and decay to 0
  • 42.2 Define improper integral to Complex number
    • absolute convergence for C
      • \(\sqrt{Re^2 + Im^2}\)
  • 42.3 Absolute convergence implies convergence
    • counter example for opposite direction
      • sinx/x
  • 42.4 Cauchy principle value (P.V.) definition
    • \(+- \infty\)
    • \(|f(x->c)| = \infty\) and want \([a,c) \cup (c,b]\)
  • 42.5 how to use
    • If improper integral is convergent, P.V. = its value
    • It's possible that improper integral is convergent but P.V. is not
  • 42.6
    • Let a < 0 < b and f ∶ [a,b] → R be continuous on [a,b] and differentiable at 0,
    • then P.V.∫baf(x)/xdx exists

Ch 43. - Improper Integral on \(R^k\)

  • 43.1 Limit indeppendent of choice of \(K_n\)
    • may converge or diverge(only has case \(+\infty\))
  • 43.2 Definition
    • 43.1 shows 43.2 well-defined
  • 43.3 Higher order 1/|x|^p
  • evaluation of function with no anti-derirative by higher dimension improper intergral + fubini

Ch 44. - Lebesgue measure / Lebesgue measurable (Definition)(Key!)

  • Key: cut in range not domain
  • Key: Preimage, Tiled
  • Key: closed/open/general/for Rk
  • Key: Countable(seq of)
  • See as a extension of Jordan measurable
  • Jordan measurable - Reimann Integrability <=> Lebesgue measurable - Lebesgue Integrability
  • Review of Jorndan Measurable

Lebesgue measurable but not Jordan measurable

Review of Jorndan Measurable

- Note: Riemann-Lebesgue Theorem

Ch 45. - Lebesgue Integral

  • define on function
    • if for all integral I, pre-image(I) is L.M.
  • continous => f is lebesgue measurable
  • (similar to ) bounded convergence theorem (\(\forall x, f(x) = lim f_i(x)\))

45.5.2 Comment is important for complete understanding

  • https://drive.google.com/file/d/1-YLPdabFXtcVg3-nxqRzJbtVwzWPYGEN/view
    • around 45:00

banach tarski paradox(supplement)

  • search => related to A.C. (Axiom of Choice)

Ch 46. - Riemann-Stieltjes integral

  • Noun: finer(is improvement of)
  • Key Concept: S(f, g, P)
  • EQ criterien (similar to R.I.)
  • cases (Step function, Bounded Variant)
  • intergrant f , inegrator g, partition P, dummy variable x

Ch 47-48

Arc Length / Work

  • C1 curve (vector-valued function)
  • dr = dg'(t), ds = d|g'(x)|

Line Integral / Work

  • real function \(f : U \supset C \to R~and~C1 curve C\)
    • \(U~open\)
    • \(C\subset U\subset R^k\)
    • \(f:U \to R continous\)
  • vector function f
  • field f
    • use dot product

differential form (a way to write work??)

  • Q

Rectifiable (48.4)

  • contious, not necissarily injective
  • define on C1 curve, Reiemann similar sum + sup
  • proof https://drive.google.com/file/d/1UzJXLamXOVOZJ_bJlGczmPjAc9w7DhLi/view

Review of FTC


Ch 49. - Green's theorem(2D proj.)

  • regular region
    • is its interior's closure
      • i.e. remove single point
  • simple closed curve
  • piecewise smooth boundary with positive orientation(D on the left)

Use Green's to proof corollaries

  • \(e^{i\pi}\) rotation or (-b, a) of g => (-Q, P)

convervative filed

  • g is C2
  • gradient of g is f
  • results

proof of greens (Case)

https://drive.google.com/file/d/1N1tIY2vqZo4K9mbXG6-wf6WlJKmjP_aP/view?pli=1

Ch 50-51. - Surface Area and Surface Integral

Area

  • D->E
  • cross dg(x,y)dx dg(x,y)dy (D1)
  • special case of g(x,y) = (x,y,h(x))

Integral

  • integral>
    • f: D->E->Real

Vector-valued

  • orientation of E
  • n
  • physic meaning : flux

Ch 52. - Vector derivatives

  • gradient
    • apply for each dimension
  • curl
    • cross
  • divergence
    • dot
  • laplace
  • propositions

Ch 53. Gauss' Divergence Theorem

  • jordan measurable for low to high dimension
  • remark: divergence can be given a phiysic meaning by small ball and divergence theorem

Ch 54. Stroke's Theorem

  • cosistent positive orientatio
  • Right Hand Princile

Ch 55-56. Higher Dimension

  • skip

Week 12 - Exam 2


Week 15 - for exam 3


Week 15 - Series

  • https://www.math.ucdavis.edu/~hunter/intro_analysis_pdf/ch4.pdf

Definition of Convergence

  • definition is always important

Cauchy Criterien

  • a nice eq form

linearity of c. series

Absolute convergence(a.c.) and a+, a-

  • introduce a+, a-

Comparison Test / Ratio Test / Root Test (for a.c.)

  • comparison
  • ratio/root is to compare to geometric seq

Raabe’s test

Test Conclusion

Conditional convergence c.c.

Alternating sequence

  • convergence to 0 if
    • decreasing
    • alternating
    • a_n to 0 b

Dirichlet’s test

  • bi be a bounded above complex sery
  • ai be a decrease to 0 sery
  • aibi is c.

Abel’s test

  • bi be a c. sery
  • ai be a decrease to 0 sery
  • aibi is c.

Rearrangement

  • definition
    • bijection of indices
  • magic!
  • Note: Q, the statement that not abs convegent is not formal
    • i.e. why \(a^+, a^-\), one diverge another dont => diverge

Rearrangement of a.c. series

  • prove by \(sup(\sigma^{-1}(\{1...n\}))\) exist as m
  • use this + cauchy

Rearrangement of c.c. series

  • any sum

Double Series!!!

  • define absolute convergence of double series
    • by an ordering is a.c.
  • if a.c.(an ordering is )
    • a.c. <=> all ordering is a.c.
    • a.c. <=> iterated sum is a.c.
  • if not a.c. ( a+, a- discussion)
    • \(a+ = \infty, a- \lt \infty\)
      • diverge to \(\infty\)
    • \(a+ = \infty, a- = \infty\)
      • various ordering can converge to any real number
        • my proof(by expand to 1 d, use + - part to make S(if cannot => c.), and \(\sigma^{-1}\) can find k to dominate 0,0 to N,N)

Product of a.c. series is a.c.

Cauchy Product

  • ai, bi c. to A, B
  • if one of ai, bi is a.c.
    • Cauchy product is c. with sum AB
  • else
    • Cauchy product may d.

Week 15 - Sequence of functions

pt. uni. uni cauchy.

eq def of uni. conv

uni + cont. => target cont.

  • lim f uni and all fn cont. => cont.
  • cont. [] for all delta for above => () f cont.

Weierstrass approximation

  • cont. has poly seq uni. approx
  • http://www.math.univ-toulouse.fr/~lassere/pdf/2012INPsuitesD1bis.pdf

Dini's

  • for each x , fx is bounded monotone
  • x to lim f x is well defined and cont.
  • then lim f is uni approx

Sery of function

  • pt.
  • abs.
  • uni.

cauchy for uni conv

condition of swapping

  • limit and int/de
    • R.I. uni.
    • fn pt. C1, fn' uni.
  • seri
    • same

Hint of final

  • one mutant one time proof (1/2)

abel

Arzela-Ascoli theorem, the Heine-Borel theorem for functional spaces

S compact C0 F closed bounded uni equconti


Last update: 2023-09-15