Real Analysis and Applications

Table of Contents

Part A

Analysis

1 Review 3
1.1 Calculus 3
1.2 Linear Algebra 5
1.3 Appendix: Equivalence Relations 7
2 The Real Numbers 9
2.1 An Overview of the Real Numbers 9
2.2 The Real Numbers and Their Arithmetic10
2.3 The Least Upper Bound Principle 13
2.4 Limits 15
2.5 Basic Properties of Limits 19
2.6 Monotone Sequences 20
2.7 Subsequences 23
2.8 Cauchy Sequences 27
2.9 Countable Sets 31
3 Series 35
3.1 Convergent Series 35
3.2 Convergence Tests for Series 39
3.3 Absolute and Conditional Convergence 44
4 The Topology of R^n 48
4.1 n-dimensional Space 48
4.2 Convergence and Completeness in R^n 52
4.3 Closed and Open Subsets of R^n 56
4.4 Compact Sets and the Heine-Borel Theorem 61
5 Functions 67
5.1Limits and Continuity 67
5.2Discontinuous Functions 72
5.3Properties of Continuous Functions 77
5.4Compactness and Extreme Values 80
5.5Uniform Continuity 82
5.6The Intermediate Value Theorem 88
5.7Monotone Functions 90
6 Differentiation and Integration 94
6.1Differentiable Functions 94
6.2The Mean Value Theorem 99
6.3Riemann Integration 103
6.4The Fundamental Theorem of Calculus 109
7 Norms and Inner Products 113
7.1Normed Vector Spaces 113
7.2Topology in Normed Spaces 117
7.3Finite-Dimensional Normed Spaces 120
7.4Inner Product Spaces 124
7.5Finite Orthonormal Sets 128
7.6Fourier Series 132
7.7Orthogonal Expansions and Hilbert Spaces 136
8 Limits of Functions 142
8.1Limits of Functions 142
8.2Uniform Convergence and Continuity 147
8.3Uniform Convergence and Integration 150
8.4Series of Functions 154
8.5Power Series 161
8.6Compactness and Subsets of C(K) 168
9 Metric Spaces 175
9.1Definitions and Examples 175
9.2Compact Metric Spaces 180
9.3Complete Metric Spaces 183

Part B

Applications

10 Approximation by Polynomials 189
10.1Taylor Series 189
10.2How Not to Approximate a Function 198
10.3Bernstein's Proof of the Weierstrass Theorem 201
10.4Accuracy of Approximation 204
10.5Existence of Best Approximations 207
10.6Characterizing Best Approximations 211
10.7Expansions Using Chebychev Polynomials 217
10.8Splines 223
10.9Uniform Approximation by Splines 231
10.10The Stone--Weierstrass Theorem 235
11 Discrete Dynamical Systems 240
11.1Fixed Points and the Contraction Principle 240
11.2Newton's Method 252
11.3Orbits of a Dynamical System 257
11.4Periodic Points 262
11.5Chaotic Systems 269
11.6Topological Conjugacy 277
11.7Iterated Function Systems and Fractals 285
12 Differential Equations 293
12.1Integral Equations and Contractions 293
12.2Calculus of Vector-Valued Functions 297
12.3Differential Equations and Fixed Points 300
12.4Solutions of Differential Equations 304
12.5Local Solutions 309
12.6Linear Differential Equations 316
12.7Perturbation and Stability of DEs 320
12.8Existence without Uniqueness 324
13 Fourier Series and Physics 328
13.1The Steady-State Heat Equation 328
13.2Formal Solution 332
13.3Convergence in the Open Disk 334
13.4The Poisson Formula 337
13.5Poisson's Theorem 341
13.6The Maximum Principle 345
13.7The Vibrating String (Formal Solution) 347
13.8The Vibrating String (Rigourous Solution353
13.9Appendix: The Complex Exponential 356
14 Fourier Series and Approximation 360
14.1The Riemann--Lebesgue Lemma 360
14.2Pointwise Convergence of Fourier Series 364
14.3Gibbs's Phenomenon 372
14.4Cesaro Summation of Fourier Series 376
14.5Least Squares Approximations 383
14.6The Isoperimetric Problem 387
14.7Best Approximation by Trig Polynomials 390
14.8Connections with Polynomial Approximation393
14.9Jackson's Theorem and Bernstein's Theorem397
15 Wavelets 406
15.1Introduction 406
15.2The Haar Wavelet 408
15.3Multiresolution Analysis 412
15.4Recovering the Wavelet 416
15.5Daubechies Wavelets 420
15.6Existence of the Daubechies Wavelets 426
15.7Approximations Using Wavelets 429
15.8The Franklin Wavelet 433
15.9Riesz Multiresolution Analysis 440
16 Convexity and Optimization 449
16.1Convex Sets 449
16.2Relative Interior 455
16.3Separation Theorems 460
16.4Extreme Points 464
16.5Convex Functions in One Dimension 467
16.6Convex Functions in Higher Dimensions 473
16.7Subdifferentials and Directional Derivatives477
16.8Tangent and Normal Cones 487
16.9Constrained Minimization 491
16.10The Minimax Theorem 498
References 505
Index 507

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