Table of Contents
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Part A | | Analysis | |
| 1 | Review | 3 |
| 1.1 | Calculus | 3 |
| 1.2 | Linear Algebra | 5 |
| 1.3 | Appendix: Equivalence Relations | 7 |
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| 2 | The Real Numbers | 9 |
| 2.1 | An Overview of the Real Numbers | 9 |
| 2.2 | The Real Numbers and Their Arithmetic | 10 |
| 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 |
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| 3 | Series | 35 |
| 3.1 | Convergent Series | 35 |
| 3.2 | Convergence Tests for Series | 39 |
| 3.3 | Absolute and Conditional Convergence | 44 |
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| 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 |
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| 5 | Functions | 67 |
| 5.1 | Limits and Continuity | 67 |
| 5.2 | Discontinuous Functions | 72 |
| 5.3 | Properties of Continuous Functions | 77 |
| 5.4 | Compactness and Extreme Values | 80 |
| 5.5 | Uniform Continuity | 82 |
| 5.6 | The Intermediate Value Theorem | 88 |
| 5.7 | Monotone Functions | 90 |
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| 6 | Differentiation and Integration | 94 |
| 6.1 | Differentiable Functions | 94 |
| 6.2 | The Mean Value Theorem | 99 |
| 6.3 | Riemann Integration | 103 |
| 6.4 | The Fundamental Theorem of Calculus | 109 |
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| 7 | Norms and Inner Products | 113 |
| 7.1 | Normed Vector Spaces | 113 |
| 7.2 | Topology in Normed Spaces | 117 |
| 7.3 | Finite-Dimensional Normed Spaces | 120 |
| 7.4 | Inner Product Spaces | 124 |
| 7.5 | Finite Orthonormal Sets | 128 |
| 7.6 | Fourier Series | 132 |
| 7.7 | Orthogonal Expansions and Hilbert Spaces | 136 |
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| 8 | Limits of Functions | 142 |
| 8.1 | Limits of Functions | 142 |
| 8.2 | Uniform Convergence and Continuity | 147 |
| 8.3 | Uniform Convergence and Integration | 150 |
| 8.4 | Series of Functions | 154 |
| 8.5 | Power Series | 161 |
| 8.6 | Compactness and Subsets of C(K) | 168 |
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| 9 | Metric Spaces | 175 |
| 9.1 | Definitions and Examples | 175 |
| 9.2 | Compact Metric Spaces | 180 |
| 9.3 | Complete Metric Spaces | 183 |
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Part B | | Applications | |
| 10 | Approximation by Polynomials | 189 |
| 10.1 | Taylor Series | 189 |
| 10.2 | How Not to Approximate a Function | 198 |
| 10.3 | Bernstein's Proof of the Weierstrass Theorem | 201 |
| 10.4 | Accuracy of Approximation | 204 |
| 10.5 | Existence of Best Approximations | 207 |
| 10.6 | Characterizing Best Approximations | 211 |
| 10.7 | Expansions Using Chebychev Polynomials | 217 |
| 10.8 | Splines | 223 |
| 10.9 | Uniform Approximation by Splines | 231 |
| 10.10 | The Stone--Weierstrass Theorem | 235 |
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| 11 | Discrete Dynamical Systems | 240 |
| 11.1 | Fixed Points and the Contraction Principle | 240 |
| 11.2 | Newton's Method | 252 |
| 11.3 | Orbits of a Dynamical System | 257 |
| 11.4 | Periodic Points | 262 |
| 11.5 | Chaotic Systems | 269 |
| 11.6 | Topological Conjugacy | 277 |
| 11.7 | Iterated Function Systems and Fractals | 285 |
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| 12 | Differential Equations | 293 |
| 12.1 | Integral Equations and Contractions | 293 |
| 12.2 | Calculus of Vector-Valued Functions | 297 |
| 12.3 | Differential Equations and Fixed Points | 300 |
| 12.4 | Solutions of Differential Equations | 304 |
| 12.5 | Local Solutions | 309 |
| 12.6 | Linear Differential Equations | 316 |
| 12.7 | Perturbation and Stability of DEs | 320 |
| 12.8 | Existence without Uniqueness | 324 |
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| 13 | Fourier Series and Physics | 328 |
| 13.1 | The Steady-State Heat Equation | 328 |
| 13.2 | Formal Solution | 332 |
| 13.3 | Convergence in the Open Disk | 334 |
| 13.4 | The Poisson Formula | 337 |
| 13.5 | Poisson's Theorem | 341 |
| 13.6 | The Maximum Principle | 345 |
| 13.7 | The Vibrating String (Formal Solution) | 347 |
| 13.8 | The Vibrating String (Rigourous Solution | 353 |
| 13.9 | Appendix: The Complex Exponential | 356 |
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| 14 | Fourier Series and Approximation | 360 |
| 14.1 | The Riemann--Lebesgue Lemma | 360 |
| 14.2 | Pointwise Convergence of Fourier Series | 364 |
| 14.3 | Gibbs's Phenomenon | 372 |
| 14.4 | Cesaro Summation of Fourier Series | 376 |
| 14.5 | Least Squares Approximations | 383 |
| 14.6 | The Isoperimetric Problem | 387 |
| 14.7 | Best Approximation by Trig Polynomials | 390 |
| 14.8 | Connections with Polynomial Approximation | 393 |
| 14.9 | Jackson's Theorem and Bernstein's Theorem | 397 |
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| 15 | Wavelets | 406 |
| 15.1 | Introduction | 406 |
| 15.2 | The Haar Wavelet | 408 |
| 15.3 | Multiresolution Analysis | 412 |
| 15.4 | Recovering the Wavelet | 416 |
| 15.5 | Daubechies Wavelets | 420 |
| 15.6 | Existence of the Daubechies Wavelets | 426 |
| 15.7 | Approximations Using Wavelets | 429 |
| 15.8 | The Franklin Wavelet | 433 |
| 15.9 | Riesz Multiresolution Analysis | 440 |
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| 16 | Convexity and Optimization | 449 |
| 16.1 | Convex Sets | 449 |
| 16.2 | Relative Interior | 455 |
| 16.3 | Separation Theorems | 460 |
| 16.4 | Extreme Points | 464 |
| 16.5 | Convex Functions in One Dimension | 467 |
| 16.6 | Convex Functions in Higher Dimensions | 473 |
| 16.7 | Subdifferentials and Directional Derivatives | 477 |
| 16.8 | Tangent and Normal Cones | 487 |
| 16.9 | Constrained Minimization | 491 |
| 16.10 | The Minimax Theorem | 498 |
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| | References | 505 |
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| | Index | 507 |