MATH 4443/5443 - Introduction to Analysis I, Section 001
- Spring 2018
TR 10:30-11:45 a.m., 212 PHSC
Instructor:
Nikola Petrov, 1101 PHSC, (405)325-2748, npetrov AT math.ou.edu.
Office Hours:
Monday 12:30-1:30, Wednesday 11:00 a.m.-12:00 p.m., or by appointment, in 1101 PHSC.
First day handout
Course catalog description:
Prerequisite: 4433. Integration of functions of a single variable. Series of real numbers.
Series of functions. Differentiation of functions of more than one variable.
No student may earn credit for both 4443 and 5443. (Sp)
Texts:
All the books are feely available in pdf format for OU students from the OU library;
OU students can purchase a cheap paper copy through the OU library:
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[A]
Stephen Abbott, Understanding Analysis, Springer, 2nd ed., 2015
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[AK]
Asuman G. Aksoy, Mohamed A. Khamsi, A Problem Book in Real Analysis,
Springer, 2010
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[DD]
Kenneth R. Davidson, Allan P. Donsig,
Real Analysis and Applications,
Springer, 2010
-
[SV]
Satish Shirali, Harkrishan Lal Vasudeva,
Multivariable Analysis,
Springer, 2011
Homework [read the following useful
advice on writing proofs
and
advice from students]
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Homework 1, due January 25 (Thursday)
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Homework 2, due February 1 (Thursday)
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Homework 3, due February 8 (Thursday)
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Homework 4, due February 15 (Thursday)
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Homework 5, due February 27 (Tuesday) [please note the change in the due date!]
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Homework 6, due March 8 (Thursday)
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Homework 7, due March 15 (Thursday)
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Homework 8, due March 29 (Thursday)
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Homework 9, due April 5 (Thursday)
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Homework 10, due April 17 (Tuesday)
[please note the unusual due date!]
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Homework 11, not to be turned in.
Tentative course content:
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Infinite series:
definition, properties.
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Sequences and series of functions:
uniform convergence of a sequence of functions,
uniform convergence and differentiation,
series of functions, power series, Taylor series,
(Weierstrass Approximation Theorem).
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The Riemann integral:
definition of Riemann integral,
integrating functions with discontinuities,
properties of the integral,
the Fundamental Theorem of Calculus.
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Limits and continuity:
limits of functions, continuous functions,
Intermediate Value Theorem, (uniform continuity).
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Differentiation of functions of n variables:
topology of Rn,
norms and inner products,
derivative of a function of n variables.
Content of the lectures:
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Lecture 1 (Tue, Jan 16):
Review:
a brief review of some of the material from the
handout "Summary of results from Analysis I" by Prof. Chavez-Dominguez
- cardinality, supremum and infimum, completeness, Archimedean Principle,
density of the rationals and the irrationals;
definition of limit of a sequence (slightly modified):
an→L if ∀ε>0 ∃N s.t. |an−L|<ε ∀n>N;
an example of computing the limit of a concrete sequence directly from the definition.
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Lecture 2 (Thu, Jan 18):
Review (cont.):
more on limits: read parts G-L of the handout of Prof. Chavez-Dominguez
and think about the proofs of the statements.
The Monotone Convergence Theorem and a first look at infinite series:
definition of increasing, decreasing, and monotone sequences;
Monotone Convergence Theorem ([A], Theorem 2.4.2);
(infinite) series, partial sums, convergence of a series;
examples: telescoping series, proof that the series
∑k k−2 converges;
proof of the divergence of the harmonic series
[[A], pages 56-58 of Sec. 2.4]
Reading assignment:
read the Cauchy Condensation Test with its complete proof
[[A], page 59 of Sec. 2.4]
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Lecture 3 (Tue, Jan 23):
Properties of infinite series:
Algebraic Limit Theorem for series;
Cauchy Criterion for series;
Comparison Test;
geometric series;
Absolute Convergence Test;
Alternating Series Test;
absolutely and conditionally convergent series;
rearrangements;
an example of a rearrangement of the alternating harmonic series
that changes its sum to half of its sum;
Riemann's Theorem of existence of a rearrangement
of a conditionally convergent series that makes it
converge to any number given in advance
[[A], page 71-75 of Sec. 2.7]
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Lecture 4 (Thu, Jan 25):
Properties of infinite series (cont.):
any rearrangement of an absolutelu convergent series
converges to the same limit (Theorem 2.7.10);
Cauchy product of two series;
an example of a (conditionally convergent) series
whose Cauchy product with itself diverges;
Mertens Theorem: if two series are convergent
and (at least) one of them converges absolutely,
then their Cauchy product converges
[[A], page 75, 76 of Sec. 2.7]
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Lecture 5 (Tue, Jan 30):
Uniform convergence of a sequence of functions:
pointwise convergence of a sequence of functions;
examples of computing the pointwise limits of functions;
examples of sequences of differentiable functions whose limit
is not differentiable or not even continuous;
an unsuccessful attempt to prove a theorem
that the pointwise limit of a sequence of continuous functions is continuous;
modification of the definition of convergence of a sequence of functions
- uniform convergence
[[A], pages 173-177 of Sec. 6.2]
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Lecture 6 (Thu, Feb 1):
Uniform convergence of a sequence of functions (cont.):
more examples of sequences of functions and their limits;
Cauchy criterion for uniform convergence (Theorem 6.2.5),
Continuous Limit Theorem (Thereom 6.2.6);
uniform continuity of a function - a motivating example (Example 4.4.3)
and a definition (Definition 4.4.4);
more facts about uniform convergence (Theorems 4.4.5 and 4.4.7);
Cantor set and Cantor function.
Just for fun:
Banach-Tarski paradox
(see also this video);
a Math joke:
question: "What's an anagram of Banach-Tarski?", answer: "Banach-Tarski Banach-Tarski."
:)
[[A], pages 177-179 and Example 6.2.12 on page 182 of Sec. 6.2;
[A], pages 130-133 of Sec. 4.4;
[A], pages 85, 86 of Sec. 3.1]
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Lecture 7 (Tue, Feb 6):
Uniform convergence and differentiation:
statement and proof of the Differentiable Limit Theorem (Theorem 6.3.1);
examples and counterexamples
[[A], Sec. 6.3]
Series of functions:
definition of poitnwise and uniform convergence of series of functions;
Term-by-termp Continuity Theorem;
Term-by-termp Differentiability Theorem;
Cauchy Criterion for Uniform Convergence of Series;
Weierstrass M-Test
[[A], Sec. 6.4]
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Lecture 8 (Thu, Feb 8):
Power series:
defintion of a power series;
convergence of a power series at x0 implies
its convergence at all x satisfying |x|<|x0|
(Theorem 6.5.1),
so that the interval of convergence is symmetric about 0
(except maybe at the endpoints);
radius of convergence of a power series;
if a power series converges absolutely at x0,
then it converges uniformly on [−|x0|,|x0|]
(Theorem 6.5.2);
corollary: if R is the radius of convergence of a power series,
then the power series is continuous on the interval (−R,R);
Abel's Lemma (Lemma 6.5.3)
[[A], pages 191-193 of Sec. 6.4]
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Lecture 9 (Tue, Feb 13):
Power series (cont.):
Abel's Theorem (Theorem 6.5.4);
for a power series, pointwise convergence on a set A
implies uniform convergence on any compact subset of A (Theorem 6.5.5);
if a power series converges on (−R,R),
then the term-by-term differentiated series also converges on (−R,R)
(Theorem 6.5.6); summary of results on power series (Theorem 6.5.7)
Taylor series:
examples of Taylor series - formula for the sum of a geometric series,
series obtained by differentiating the formula for the geometric series,
series expansion of 1/(1+x2)
and of arctan(x).
[[A], pages 193-196 of Sec. 6.4; pages 197-199 of Sec. 6.5]
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Lecture 10 (Thu, Feb 15):
Taylor series (cont.):
a digression: the reason for the series of the "nice" function
ƒ(x)=1/(1+x2)
to converge only on (−1,1) is that if we consider the function
ƒ(z)=1/(1+z2) as a function of the complex variable z,
then ƒ(z) is not defined for z=±i;
formula for the coefficients in the Taylor series (Theorem 6.6.2);
Lagrange Remainder Theorem (Theorem 6.6.3);
an example of application - estimating the number of terms
needed to find the value of cos(x) on (−π,π]
with a given tolerance;
Taylor series centered at a≠0;
an example of a function whose Taylor series does not converge to the function;
analytic (Cω) versus smooth (C∞) functions
[[A], pages 199-203 of Sec. 6.6]
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Lecture 11 (Tue, Feb 20):
The definition of the Riemann integral:
motivation of the concept of a definite integral;
a partition of an interval;
lower and upper sums of a function with respect to a partition;
refinement of a partition;
refining a partition increases the lower sums and decreases the upper sums
(Lemma 7.2.3)
[[A], Sec. 7.1, and pages 218, 219 of Sec. 7.2]
A digression:
Weierstrass Approximation Theorem,
Bernstein's constructive approach to polynomial approximation,
Bernstein polynomials;
interpolation of functions: piecewise-linear interpolation, cubic spline interpolation;
approximation of functions: linear regression, least squares;
a Numerical Analysis course offered by the Math Department -
MATH 4073.
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Lecture 12 (Thu, Feb 22):
Lecture cancelled due to weather.
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Lecture 13 (Tue, Feb 27):
The definition of the Riemann integral (cont.):
the lower sum of ƒ for any partition is no greater
than the upper sum ƒ for any other partition (Lemma 7.2.4);
lower and upper integrals;
lower integral of ƒ does not exceed the upper integral of ƒ
(Lemma 7.2.6, without proof);
definition of Riemann integrability;
Integrability Criterion (Theorem 7.2.8);
integrability of continuous functions (Theorem 7.2.9)
[[A], pages 219-222 of Sec. 7.2]
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Lecture 14 (Thu, Mar 1):
Exam 1
on Sections 2.4, 2.7, 6.2-6.6 (and parts of Sec. 3.1 and 4.4)
covered in Lectures 1-10 and Homework assignments 1-5.
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Lecture 15 (Tue, Mar 6):
Integrating functions with discontinuities:
motivating examples showing how to deal with
a finite number of finite jump discontinuities;
Dirichlet's function (Example 7.3.3).
Properties of the integral:
additivity of domain (Theorem 7.4.1);
linearity of definite integration (Theorem 7.4.2(i,ii))
[[A], pages 224-226 of Sec. 7.3 (omit the proof of Theorem 7.3.2);
[A], pages 228-230 of Sec. 7.4]
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Lecture 16 (Thu, Mar 8):
Properties of the integral (cont.):
bounds on the integral, monotonicity, integrability of |ƒ| (Theorem 7.4.2(iii-v);
defining integral over [a,b] when a>b,
defining integral over [c,c]
[[A], pages 229-231 of Sec. 7.4]
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Lecture 17 (Tue, Mar 13):
Properties of the integral (cont.):
Integrable Limit Theorem (Theorem 7.4.4)
[[A], pages 231-232 of Sec. 7.4]
The Fundamental Theorem of Calculus:
motivation: if A(x0) is the area under the graph
of a continuous function ƒ between the vertical lines
x=a and x=x0 (with a<x0),
then the derivative A'(x0) is approximately equal
to the area under the graph of ƒ and between the vertical lines
x=x0 and
x=x0+Δx0,
divided by Δx0,
i.e., A'(x0)≈ƒ(x0);
statement and proof of the first part of FTC (Theorem 7.5.1(i))
[[A], pages 234-235 of Sec. 7.5]
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Lecture 18 (Thu, Mar 15):
The Fundamental Theorem of Calculus (cont.):
statement and proof of the second part of FTC (Theorem 7.5.1(ii));
derivation of the formula for integration by parts
as a consequence of the Leibniz rule (Exercise 7.5.6);
derivation of the formula for change of variables in definite integrals
as a consequence of the Chain Rule (Exercise 7.5.10)
[[A], pages 234-238 of Sec. 7.5]
A digression: differentiation of an integral depending on a parameter;
computing integral of e−x2 over R
and using this result and the formula for differentiating an integral
depending on a parameter in order to compute integrals of
xne−x2 over R.
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Lecture 19 (Tue, Mar 27):
Topological and metric spaces:
topology, topological space;
example: R with the "standard" topology (consisting of all open sets);
convergence of a sequence in a topological space;
metric ρ:X×X→[0,∞), metric space (X,ρ);
example: R with ρ(x,y)=|x−y|,
the unit sphere S2 in R3
with ρ(x,y) given by the shortest distance
between the points x,y∈S2;
discrete metric d on X;
if ρ is a metric on X,
then ρ1 defined by
ρ1(x,y)=ρ(x,y)/(1+ρ(x,y))
is also a metric;
open ball Br(x) in a metric space;
definition of an open set in a metric space;
every metric ρ on a set X induces topology on X;
question: "when do two metrics ρ1 and ρ2
define the same topology on X?" - define equivalent metrics
and equivalence classes on the set of metrics on X;
convergence of a sequence in a metric space (X,ρ);
closed sets (two definitions), closure of a set;
Cauchy sequence in a metric space;
complete metric space - in which every Cauchy sequence converges (to an element of the space);
example: Q with the metric ρ(x,y)=|x−y|
is not complete;
example: (X,d) where d is the discrete metric
- B1/2(x)={x},
a sequence (xn) converges to x if eventually each term
of the sequence is equal to x, every subset of X is both open and closed,
(X,d) is a complete metric space
[[DD], pages 175-177 of Sec. 9.1]
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Lecture 20 (Thu, Mar 29):
Topological and metric spaces (cont.):
metrics ρ1, ρ2, ρ∞,
ρp for p∈[1,∞) in Rn
(considered as a set of points, not as a vector space);
metrics ρ1, ρ2, ρ∞,
ρp for p∈[1,∞) in R∞
(the set of infinite sequences);
metric ρ∞(ƒ,g)=supx∈[a,b]|ƒ(x)−g(x)|
on the space C([a,b]) of continuous functions on [a,b],
completeness of the metric space (C([a,b]),ρ∞);
metric ρ1(ƒ,g) equal to integral of |ƒ(x)−g(x)|
over [a,b]
on the space C([a,b]) of continuous functions on [a,b];
an example demonstrating that the metric space (C([a,b]),ρ1) is not complete;
continuity of a map from the metric space (X,ρ) to the metric space (Y,τ)
[[DD], Sec. 9.1]
Normed vector spaces:
norm || || on a vector space V;
normed vector space (V,|| ||);
norms || ||p for p∈[1,∞),
|| ||∞ on Rn;
sup norm on the set C(K) of continuous functions on a compact set K;
a sequence (xn) in a normed vector space
(V,|| ||) is said to converge to x∈V
if ||xn−x||→0 as n→∞;
a sequence (xn) in (V,|| ||)
is said to be Cauchy if for every ε>0 there exists an N such that
||xn−xm||<ε
for every n,m≥N;
a normed vector space (V,|| ||) is said to be complete
if every Cauchy sequence converges (to an element of V);
a Banach space is a complete normed vector space
[[DD], pages 113-115 of Sec. 7.1, pages 117-118 of Sec. 7.2]
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Lecture 21 (Tue, Apr 3):
Normed vector spaces (cont.):
open ball Br(x) in a normed vector space;
an open set A in a normed vector space - such that for each element
x∈A there exists a number r>0 such that
Br(x)⊂A;
closed sets in a normed vector space;
briefly about compact sets:
a compact set K in a normed vector space is defined as a set
such that every open cover of A has a finite subcover
(or, equivalently, such that each sequence in K has a convergent subsequence);
in finite-dimensional normed vector spaces a set is compact
if and only if it is closed and bounded
warning: in infinitely-dimensional normed vector spaces
it is not true that A is compact if and only if it is closed and bounded
- think about the sequence of vectors
(xn)=(0,0,...,0,1,0,...) (1 is at the nth position)
in R∞ that is in the unit ball but does not converge
(it is not Cauchy);
Cauchy-Schwarz inequality in Rn;
equivalence of any norm || || on any n-dimensional
vector space V and the norm || ||2 on Rn
(Theorem 7.3.1); if the norms || || and || ||'
on the same vector space V are equivalent,
then a sequence (xn) in V
converges in the norm || || exactly when it converges in the norm || ||'
- this can be stated by saying that equivalent norms on a vector space V
generate the same topology
[[DD], pages 117-118 of Sec. 7.2, pages 120-121 of Sec. 7.3; pages 49-50 of Sec. 4.1]
Inner product vector spaces:
definition of inner product 〈 , 〉 on a vector space V;
inner product vector space (V,〈 , 〉);
norm associated with an inner product; Cauchy-Schwarz inequality in an
inner product vector space;
each positive definite n×n matrix
(Qij) defines an inner product in Rn;
a nested sequence of spaces:
{inner product vector spaces}⊂{normed vector spaces}⊂{metric spaces}⊂{topological spaces}
[[DD], pages 124-125 of Sec. 7.4]
Reading assignment:
read Sections 7.1, 7.2, 7.3 (skip Corollaries 7.3.2, 7.3.4, and 7.3.5),
and pages 124-125 of Section 7.4 of [DD].
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Lecture 22 (Thu, Apr 5):
Inner product vector spaces (cont.):
Cauchy-Schwarz inequality in a general inner product space;
weighted inner product in the space C([a,b])
of continuous functions on [a,b]
defined by using a weight function w:[a,b]→[0,∞)
[[DD], pages 125-126 of Sec. 7.4]
Linear functions between Euclidean spaces:
linear maps betweeen linear spaces;
matrix (aαi)
of a linear map A:U→V
between the linear space U with basis ei
(i=1,2,...,dim(U))
and the linear space V with basis fα
(α=1,2,...,dim(V)):
aαi is the αth component of
Aei in the basis fα of V;
endowing the space L(U,V) with a structure of a linear space;
composition of linear operators
[[SV], pages 32-35 of Sec. 2-3]
Continuity:
definitions of continuity of a map between topological spaces,
of a map between metric spaces, and of a map between normed linear spaces;
definition of continuity through limits of sequences,
equivalence of the two definitions (Proposition 2-6.10);
to establish discontinuity of a function ƒ at x,
one can find two sequences (xn) and
(yn) that converge to x,
but such that ƒ(xn) is different from
ƒ(yn)
[[SV], pages 52, 54, 56 of Sec. 2-6]
Reading assignment:
read Corollaries 7.4.5, 7.4.5, and 7.4.7
on page 126 of Section 7.4 of [DD].
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Lecture 23 (Tue, Apr 10):
Norm of a linear map:
the operator norm of a linear map A:U→V
between the normed linear spaces (U,|| ||), (V,|| ||');
main inequality: ||Ax||≤||A||x||;
geometric meaning of ||A||;
example: if A:Rn→Rn
where Rn is endowed with the norm || ||∞,
then the operator norm is
||A||= max1≤j≤n∑1≤i≤n|aij| (exercise: this is easy to prove - try to prove it!)
[[SV], pages 62, 63 of Sec. 2-6]
Derivatives of functions between normed spaces:
reminder about the concepts of derivative, linearization, and differential
of a function ƒ:R→R, geometric meaning of ƒ'(x);
motivation and definition of the derivative of a map
f:Rn→Rm;
example: computing the derivative of the map
f:R2→R3 given by
f(x)=f(x1,x2)=(1+3x1, x12x2, x12/(1−x2)) - click
here
[[SV], pages 78, 79 of Sec. 3-2]
Reading assignment:
read Remark 3-2.2 and parts (a)-(c) of Example 3-2.3 of Shirali's book
[[SV], pages 79-81 of Sec. 3-2]
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Lecture 24 (Thu, Apr 12):
Derivatives of functions from Rn to Rm:
little o notation: a function r:R→R is said to be
o(h) if r(h)/h→0 as h→0;
more generally, a function r:Rn→Rm
is said to be o(h) if
||r(h)||/||h||→0 as h→0;
examples:
sin(h)−h=o(h),
exp(h)−h−h=o(h),
h3/2=o(h),
any smooth function whose Taylor expansion about 0 starts with h2 is o(h);
equivalent restatements of the definition of derivative of a function
f:Rn→Rm:
we say that f is differentiable at x and that
its derivative at x is
Df(x)∈L(Rn,Rm)
if
-
f(x+h)=f(x)+Df(x)⋅h+||h||u(h),
where u:R→R satisfies ||u(h)||→0 as h→0,
or, equivalently, if
-
f(x+h)=f(x)+Df(x)⋅h+o(h)
where o(h) stands for any function that is "little o" of h,
or, equivalently, if
-
||f(x+h)−f(x)−Df(x)⋅h||/||h||→0
as ||h||→0;
discussion of the concepts of derivative and differential from Calculus I
and their geometric meaning in the light of the new definition of derivative;
proof of the product fule for the product of two R-valued functions
[[SV], page 80 of Sec. 3-2]
The Chain Rule and a corollary:
statement and proof of the Chain Rule:
if f:Rn→Rm
and
g:Rm→Rp, then
D(g∘f)(x)∈L(Rn,Rp) is
D(g∘f)(x)=Dg(f(x))⋅Df(x)
[[SV], pages 85, 86 of Sec. 3-3]
Reading assignment:
read Examples 3-3.2(a,b) of Shirali's book [[SV], pages 86-88 of Sec. 3-3]
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Lecture 25 (Tue, Apr 17):
The Chain Rule and a corollary (cont.):
examples of application of the Chain Rule;
a corollary of the Chain Rule:
if E is a convex open subset of Rn
and f:E→Rm
with ||Df(x)||2≤M for each x∈E,
then, for any a∈E and b∈E, we have
||f(b)−f(a)||2≤M||b−a||2
and
||f(b)−f(a)||&infin≤n1/2M||b−a||∞ (Corollary 3-3.4)
warning: the Mean Value Theorem is not valid for functions with values in
Rm for m≥2,
example of this: Problem 3-3.P9(a)
[[SV], pages 86-88, 90, 95 of Sec. 3-3]
Directional derivative:
definition and examples of directional derivative
Dbf(x) of a function
f:E⊆Rn→Rm,
where b∈Rn;
expressing the directional derivative in terms of the (Frechet) derivative
for a differentiable function:
Dbf(x)=Df(x)⋅b;
an important observation: if f is differentiable at x,
then Dbf(x) is linear in b
[[SV], page 82 of Sec. 3-2]
Reading assignment (optional):
read the proof of Corollary 3-3.4 of Shirali's book [[SV], pages 90-91 of Sec. 3-3]
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Lecture 26 (Thu, Apr 19):
Exam 2
on Sections 7.1-7.5 of [A],
Sections 4.1, 7.1-7.4, 9.1 of [DD],
and Sections 2-6, 3-2, 3-3 of [SV],
covered in Lectures 11, 13, 15-24
and Homework assignments 6-10.
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Lecture 27 (Tue, Apr 24):
Partial derivatives:
definition of partial derivatives:
if ej is the standard basis in Rn,
then the jth partial derivative of a function
f:E⊆Rn→Rm
is defined as
Djf(x)=Dejf(x);
examples of calculations of partial derivatives;
if the ej (j=1,...,n)
and λα (α=1,...,m)
are the standard bases in
Rn and Rm respectively,
and if the components of
f:E⊆Rn→Rm
in the basis λα are the functions
ƒα:E⊆Rn→R,
then the matrix elements of the derivative Df(x) are
[Df(x)]αj=Dejƒα(x);
Jacobian matrix of a function
[[SV], pages 96-99 of Sec. 3-4]
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Lecture 28 (Thu, Apr 26):
A digression:
linearization of a function
f:E⊆Rn→Rm
at a point a∈E:
a function
La:Rn→Rm
given by
La(x)=f(a)+Df(a)⋅(x−a);
geometric meaning of the linearization for a function ƒ:E⊆R→R;
using linearization for approximate calculation of values of differentiable functions
Second partial derivatives:
for a function
ƒ:E⊆Rn→R,
the first partial derivatives are
Diƒ:E⊆Rn→R,
and the second partial derivatives are defined as the partial derivatives of the first partial derivatives:
Dijƒ:=Di(Djƒ):E⊆Rn→R;
under certain conditions, the partial derivatives
Dijƒ and Djiƒ are equal
- see the statements of Schwarz's Theorem (Theorem 3-5.3) and Young's Theorem (Theorem 3-5.4);
the Hessian Hess ƒ(x) of a function ƒ:E⊆Rn→R
at a point x∈E is the matrix of its second derivatives:
Hess ƒ(x)=[Dijƒ(x)];
for a function f:E⊆Rn→Rm
with component functions
ƒα:E⊆Rn→R,
one can similarly define the second partial derivatives as
Dijƒα:=Di(Djƒα);
let
f:E⊆Rn→Rm,
then the derivative of f at x∈E is the linear operator
Df(x)∈L(Rn,Rm),
where L(Rn,Rm)≅Rmn
is the space of linear operators from
Rn to Rm),
and, therefore, we can think of Df as a function
Df:E⊆Rn→L(Rn,Rm)≅Rmn;
the second derivative of f at x∈E is the derivative
of the first derivative, i.e., the derivative of
Df:E⊆Rn→L(Rn,Rm)≅Rmn,
therefore
D2f:=D(Df):E⊆Rn→L(Rn,L(Rn,Rm))≅Rmn2;
higher derivatives are defined inductively:
Dkf:=D(Dk−1f)
[[SV], pages 96-99 of Sec. 3-4]
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Lecture 29 (Tue, May 1):
Taylor's Theorem for vector-valued functions of many variables:
statement and proof of Taylor's Theorem for a function
f:E⊆Rn→Rm,
rewriting the Taylor series in several different ways.
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Lecture 30 (Thu, May 3):
Existence and uniqueness of solutions of ordinary differential equations:
statement and proof of the Theorem of existence and uniqueness of solutions of ODEs
based on the Contraction Mapping Theorem;
an example of an initial-value problem without solution:
dy/dx=ƒ(y), y(0)=0,
where ƒ(y)=−1 if y≥0
and ƒ(y)=1 if y<0;
an example of an initial-value problem with infinitely many solutions:
dV/dt=V2/3, V(0)=0
- this problem describes the formation and growth of water droplets
in oversaturated vapor and the non-uniqueness is related to the fact that
the droplet can start forming at any moment of time;
finally, some math magic: see, e.g., the book Mathematics, Magic and Mystery
of the Oklahoman Martin Gardner
(1914-2010) or find another of the over 100 books written by him;
the educational foundation
Gathering for Gardner (G4G)
which organizes bi-annual conferences for anybody excited about Math.
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Final Exam:
Thursday, May 10, 8:00--10:00 a.m. in PHSC 212
Good to know: