An2 Lecture Notes

Notes for Analysis 2 (v 1.
0)
Anders Munk-Nielsen
October 2010
Notes for Analysis 2 (v 1.0)

These are the personal notes of Anders Munk-Nielsen taken during the lectures in Analysis 2 at the Department for Mathematical Sciences, University of Copenhagen during the fall of 2010. They are filled with typos and misunderstandings ye be warned! Feel free to email me if you have corrections (Ill email you the raw docx file then!) or a smart way to get ripped in 4 days for free. Keep it out there! Ghandi Disclaimer: The notes in this compendium are solely the portrait of the misguided dillusions of yours truly regarding the subject of mathematical analysis in particular, the lecturer (Mikael Rrdam), is in no way responsible for the abundance of errors that will presumably appear here. By reading these notes, you implicitly accept that said mistakes may defile your own mathematical understanding and that you in that case will contribute by further spreading the plague so that all students taking the subject will be equally dumb and they will be forced to lower the required levels for certain grades. Moreover, you accept to be a betteer person and to at least twice every day will say something nice to someone during your day. Abstract: The present lecture notes illustrates the imact on a modern individual of being put through an intense course in abstract mumbo-jumbo. We find that the test subjects were highly susceptible the type of brainwashing considered in this course. In particular, most subjects were turned into zombies from the ongoing direct exposition to high levels of mathematical brainwashing.
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Contents
1 1.1 1.2 First lecture ............................................................................................................................................... 7 Theorem 1.5 .......................................................................................................................................... 8 Something ......................................................................................................................................... 9 Proof, something about convergent .............................................................................................. 9
1.2.1 1.3
Norms ................................................................................................................................................. 10 Theorem 1.8: Proof that the norm is in fact a norm.................................................................... 10
1.3.1 1.4 2 2.1 2.2 2.3
Theorem 1.9: Cauchy-Schwartz.......................................................................................................... 11 Chapter 1 continued ................................................................................................................................ 12 Recap .................................................................................................................................................. 12 Theorem 1.11: Triangular inequality .................................................................................................. 12 Metric .................................................................................................................................................. 13 Proof of the triangle bandit (3) ................................................................................................... 13
2.3.1 2.4 2.5 3 3.1 3.2
Theorem 1.13: Parallelogram identity ................................................................................................ 13 Theorem 1.14: recovering the inner product from the norm ............................................................... 14 Chapter 2: Normed spaces ...................................................................................................................... 14 Example .............................................................................................................................................. 15 Continuity ........................................................................................................................................... 16 Theorem 2.5: Continuity of addition and scalar multiplication .................................................. 16
3.2.1 3.3 3.4
(Linear) subspaces .............................................................................................................................. 17 Theorem 2.13 ...................................................................................................................................... 17 Examples .................................................................................................................................... 17
3.4.1 4 4.1 4.2 4.3
Lecture 3 ................................................................................................................................................. 18 Recap .................................................................................................................................................. 18 Theorem 2.9 ........................................................................................................................................ 19 Ll ....................................................................................................................................................... 20 Ex 2.11 + thm 2.12 ..................................................................................................................... 20
4.3.1 4.4
Equivalent norms ................................................................................................................................ 21 Equivalent norms ........................................................................................................................ 21
4.4.1 4.5 5
Theorem 2.13 ...................................................................................................................................... 21 Chapter 3: Hilbert and Banach spaces .................................................................................................... 23 Page 2 of 85
Notes for Analysis 2 (v 1.0) 6 6.1
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Lecture 4 ................................................................................................................................................. 24 Lets roll.............................................................................................................................................. 24 New theorem .............................................................................................................................. 25
6.1.1 6.2 6.3
Hilbert spaces...................................................................................................................................... 26 The Hilbert space L2........................................................................................................................... 26 Reminder: the Riemann integral ................................................................................................. 27 Lebesgue integral........................................................................................................................ 27 Onwards...................................................................................................................................... 29 Summing up ............................................................................................................................... 29
6.3.1 6.3.2 6.3.3 6.3.4 6.4
Fishers completeness theorem ........................................................................................................... 29 Equality almost everywhere .................................................................................................... 30
6.4.1 7 7.1 7.2 8 8.1
5th lecture ............................................................................................................................................... 30 Convexity............................................................................................................................................ 30 Theorem; closest point property ......................................................................................................... 31 Chapter 4; orthogonal expansions ........................................................................................................... 32 Definition of orthogonality ................................................................................................................. 32 Examples .................................................................................................................................... 32
8.1.1 8.2 8.3 8.4
Fourier combo ..................................................................................................................................... 33 Theorem 4.4; Pythagoras theorem ..................................................................................................... 33 Lemma 4.5 .......................................................................................................................................... 33 Theorem 4.6; a form for the closest point .................................................................................. 34
8.4.1 8.5 8.6 8.7 8.8 9 9.1 9.2 9.3
Theorem; Bessels inequality.............................................................................................................. 34 Convergence of a series of vectors ..................................................................................................... 35 Theorem 4.11 ...................................................................................................................................... 35 Complete, orthonormal sequences. ..................................................................................................... 36 Orthonormal sequences ........................................................................................................................... 36 Theorem 4.4 ........................................................................................................................................ 37 Theorem 4.15 ...................................................................................................................................... 37 Hilbert spaces with an orthonormal sequence..................................................................................... 38 Theorem: isomorphism ............................................................................................................... 38 Theorem 4.19.............................................................................................................................. 38 Page 3 of 85
9.3.1 9.3.2
Notes for Analysis 2 (v 1.0) 9.4
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Orthogonal complements .................................................................................................................... 39 Theorem 4.22.............................................................................................................................. 39 Lemma 4.23 ............................................................................................................................... 40
9.4.1 9.4.2 9.5
Theorem 4.24: important theorem. ..................................................................................................... 40 Corollary 4.25 ............................................................................................................................ 41
9.5.1 9.6 10
Definition 4.26: Direct sum and orthogonal direct sum...................................................................... 41 Convergence in L2 (section 4.2) ............................................................................................................. 42 Kinds of convergence ..................................................................................................................... 42 Proving uniform => L2............................................................................................................... 43 L2 almost implies pointwise ....................................................................................................... 43 Example A .................................................................................................................................. 43 Example B .................................................................................................................................. 44
10.1 10.1.1 10.1.2 10.1.3 10.1.4 11
Fourier series........................................................................................................................................... 44 Lelenptz ...................................................................................................................................... 44 Reminders from AN1 ..................................................................................................................... 45 Results from AN1 ........................................................................................................................... 46 A remark on where your functions live ...................................................................................... 46 The new stuff in chapter 5 .............................................................................................................. 46 Idea about how the proof goes.................................................................................................... 47
11.1 11.2 11.3 11.3.1 11.4 11.4.1 12
Fourier ..................................................................................................................................................... 48 Recapping ....................................................................................................................................... 48 Theorem 5.1 e_n ON basis ............................................................................................................. 48 Theorem 5.5 (Fejr) ........................................................................................................................ 49 Recalling metic spaces ............................................................................................................... 49 Proving the griner ........................................................................................................................... 49 Calculating Fourier coefficients ..................................................................................................... 51 Proving thm 5.5 .............................................................................................................................. 52 Lemma 0: preeesenting the Fejr Kernel .................................................................................... 52 Lemma 5.2 .................................................................................................................................. 53 Lemma 5.3 .................................................................................................................................. 53
12.1 12.2 12.3 12.3.1 12.4 12.5 12.6 12.6.1 12.6.2 12.6.3 13
Fourier continued .................................................................................................................................... 54 Page 4 of 85
Notes for Analysis 2 (v 1.0) 13.1 13.1.1 13.1.2 13.1.3 13.2 13.3 13.4 13.5 14
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Recapping ....................................................................................................................................... 54 How far did we get in the proof.................................................................................................. 55 LEMMA 5.3 ............................................................................................................................... 56 Theorem 5.5................................................................................................................................ 56 Lemma ............................................................................................................................................ 58 Thm 5.6 + cor 5.7 ........................................................................................................................... 59 Theorem 5.8 .................................................................................................................................... 60 Dual spaces (chapter 6)................................................................................................................... 60
Kap 6 dual spaces................................................................................................................................. 61 St i gnag ....................................................................................................................................... 61 Theorem 6.3 .................................................................................................................................... 62 Norm of a bounded linear functional .............................................................................................. 63 Examples .................................................................................................................................... 64 Combojoe ....................................................................................................................................... 65 Climax: Thoerem 6.8 (Riesz-Frecht) ............................................................................................ 65 jesus ............................................................................................................................................ 66
14.1 14.2 14.3 14.3.1 14.4 14.5 14.5.1 15
Ch 7 Operators on Banach and Hilbert spaces ........................................................................................ 67 Lets go ........................................................................................................................................... 67 Thm 7.4........................................................................................................................................... 67 Continuity of linear maps ............................................................................................................... 68 Various examples ........................................................................................................................... 68 An operator interpretable as an infinitely dimensional matrix ....................................................... 69 Example integral operators ............................................................................................................. 70 Differential operators ...................................................................................................................... 71 blah ................................................................................................................................................. 72
15.1 15.2 15.3 15.4 15.5 15.6 15.7 15.8 16
Chapter 7 contd...................................................................................................................................... 73 Spectrum ......................................................................................................................................... 73 Theorem 7.22.............................................................................................................................. 73 Adjoint operator.............................................................................................................................. 74 Theorem (linAlg ......................................................................................................................... 74 Thoerem A** = A....................................................................................................................... 76 Page 5 of 85
16.1 16.1.1 16.2 16.2.1 16.2.2
Notes for Analysis 2 (v 1.0) 16.2.3 16.3 16.3.1 17 18
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Sammensatte operatorer ............................................................................................................. 77 Hermitian operators ........................................................................................................................ 77 Lemma ........................................................................................................................................ 78
On the exam ............................................................................................................................................ 79 Overview of the syllabus......................................................................................................................... 79 Normed spaces................................................................................................................................ 79 Inner product spaces ....................................................................................................................... 80 Orthonormal sets ........................................................................................................................ 81 Basis ........................................................................................................................................... 81 Combojuice ................................................................................................................................ 82 Fourier series .................................................................................................................................. 82 Linear functional............................................................................................................................. 83 Dual space .................................................................................................................................. 83 Operators ........................................................................................................................................ 84 Spectrum..................................................................................................................................... 84 Adjoint ........................................................................................................................................ 84 Hermitian operators .................................................................................................................... 85
18.1 18.2 18.2.1 18.2.2 18.2.3 18.3 18.4 18.4.1 18.5 18.5.1 18.5.2 18.5.3
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1 First lecture
vector space over DEFINITION inner procuct on A map; I.e. For all satisfies
(where means complex conjungation,
NOTE! Reformulation of If is a vector space over with inner product, then is an inner product space.
EXAMPLE
Let the inner product be
Why this definition? positivity See e.g. and (modulus, length of vector)
Scalar?
NOTE! in this setting, (since we generally have for that )
EXAMPLE infinite dimensional spaces We have
And now we define
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Lets look at the axioms that must be met
Actually,
1.1
Theorem 1.5
We are assuming that hold. Then the following statements are true
We start with
use assume
with
. consider so this is zero. . (holds for all, so specially or this)
first of all, is trivial.
But we assumed But then EXAMPLE little ell two
(since we think of functions from the natural numbers as series) NOTE is written ell.
DEFINITIONS We now introduce
(another question;
??)
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1.2
Something
is absolutely convergent if and only if is convergent
Suppose , DEFINITION We say, s.t.
THEN IT FOLLOWS that i.e.
Discount inequalities
PROOF first;
second; 1.2.1 Proof, something about convergent
Lets assume that
(since convergent)
means that
and
are square summable, i.e. the infinite sum of squared absolutes is
We may now check the axioms
Now lets check whether
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(fundamental property of taking modules that
1.3
Let
Norms
be an inner product space. Norm, , since the inner product is never negative
No worry about EXAMPLE Let Then ,
EXAMPLE
EXAMPLE
For instance
Since
is finite,
belongs to
, i.e.
1.3.1
Theorem 1.8: Proof that the norm is in fact a norm inner pr space,
The first is ok (ii): (iii): Page 10 of 85 by assumption on the inner product
Notes for Analysis 2 (v 1.0) FACT PROOF
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October 2010
(we take squares so we dont have to worry about the square root)
now we use the fact that for
we have
1.4
Theorem 1.9: Cauchy-Schwartz

and
PROOF Assume and not lin.dep. , show
which is strictly positive for all values of . We need a trick o We need to get rid of for think e.g. of polar decomposition , where has this structure;
Consider now, the special case where
Note now, that then so the equation becomes
since
by creation
This is a quadratic equation in WE KNOW THAT ITS POSITIVE! This means that the discriminant must be negative
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2 Chapter 1 continued
2.1 Recap
inner product on for all Norm Defines We proved that And Cauchy-Schwarz Also, Angles between vectors Then we can define associates ok since if
vector space over
so that NOTE! Since we take of , we cant distinquish between acute and obtuse (spids / stump) angles This is because we are taking absolute values BUT otherwise we might risk that was complex and then we wouldnt know what the angle was AHA this is the price for working with complex numbers.
2.2
Theorem 1.11: Triangular inequality
PROOF Surprisingly non-trivial to prove. We will start by squaring (which we showed last time) since . Now use, if then we can write and then and Page 12 of 85 and
Notes for Analysis 2 (v 1.0) this means that
Anders Munk-Nielsen which we will use as
October 2010
where we used Cauchy-Schwarz in the last step, ERGO
2.3
Metric
We have to use some axioms for this 1. 2. 3. 2.3.1 Proof of the triangle bandit (3) and
to be a metric
now we use a trick,
2.4
Theorem 1.13: Parallelogram identity
Why is this called the parallelogram identity?
(lengths of the arrows = norms of the vectors) PROOF
(since theorem 1.5 says
and
) Page 13 of 85
Notes for Analysis 2 (v 1.0) Now we sum them
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October 2010
REMARK the proof uses the rewriting which thus requires that be induced by an inner product.
2.5
Theorem 1.14: recovering the inner product from the norm
Or equivalently
so if you now the norm, you can recover the inner product in this way PROOF Lets go murphys! By expanding, we get; And
And where we want to use
And
Now we are ready to sum the equations
3 Chapter 2: Normed spaces

vector spaceover or Let denote the field and then lets look at . over the field (Danish: field = legeme) But mostly well be thinking of DEFINITION A norm on is a function
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A normed space is a vector space with a norm. METRIC The norm gives a metric We verified earlier that is a metric
PROPERTY Translation invariance; PROOF
3.1
Let
Example
be a compact metric space, e.g. Consider continuous functions We could define
NOTE
will hold since
continuous on the compact space will have a min/max )
( then the supremum theorem states that CLAIM NOTE Take then Why? on
PROOF of the triangle equality
Now we can say
NICE2KNOW as an exercise, we will show that there is no inner procduct on that norm (unless consists of only one point) -
so that
comes from
IDEA for the proof doesnt satisfy the parallelogram identity which any norm induced by an inner product must (this is used in the proof of the parallelogram identity). Page 15 of 85
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3.2
Continuity
If we have two metric spaces, and , and we have a function is an open subset of . , then we say that
RECALL
- i.e. for all open subsets of , the originalmngde by THEOREM (more useful way of thinking about it) 3.2.1
Theorem 2.5: Continuity of addition and scalar multiplication normed vector space the addition is continuous scalar multiplication is continuous
i) ii)
Actually, ii is more difficult than i PROOF OF ii Show that CLARIFYING What does it mean that It means that Or that and and then
Lets look at the animal and make some tricks
and well prove that this becomes a small number for
large
BUT our assumption is that PROBLEM we only know that SOLUTION o o The map means that
and but not that
is continuous
o THEN
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3.3
Let
(Linear) subspaces
be a normed vector space over
NOTATION Let the closure of with respect to metric DEFINITION a point is in clos(A) if it is the limit of a sequence entirely in A. GRINER In other news A is closed if Closed linear subspace DEFINITION , is a closed linear subspace if and is a subspace in , and , then
3.4
Theorem 2.13
normed vector space. Then all finite dimensional linear subspaces are automatically closed.
3.4.1
Examples
what are subspaces? , o i.e. is not closed (in fact, , although ) - PROPOSITION PROOF - Consider , ,
CLAIM (hence not closed) We need to look at the norms Page 17 of 85
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is not closed)
4 Lecture 3
4.1 Recap
over (or ) with a norm cant come from any inner product EX inner product space then also normed with doesnt fulfill parallelogram identity)
A normed space is a vector space
BUT doesnt necessarily go the other way, e.g. (proof @
EX Continuous functions gives a metric Then we can define Linear subspace linear subspace (or just subspace) if Closure closed subspace if the closure of is closed ( ) and is a subspace. and let a subset of this be a basis for , call it , ok by theorem 2.13. , where since of only EXAMPLE This shows that In fact Page 18 of 85 and . But then , and is not closed . . But then since otherwise we couldnt have , and this means that for . But , and implies on .
Theorem (an exercise) All finite dimensional subspaces of a normed space are closed. Proof (illustration) use a basis for . Lets consider convergence by with
this means that all the coordinates
can be written as a lincomb
We saw last time CAN BE SHOWN
Notes for Analysis 2 (v 1.0) EXAMPLE , with
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Here we can define
Now consider is a subspace (think about it!) Contains 0, sums / scalar prods of functions are also continuous functions (and defined on the same interval) is not closed Proof @ contradiction Consider , which is clearly Consider Here, but More rigourusly and note that
Proposition: -
(where weve used; EXAMPLE Here, is not closed ,
, for
(<))
is closed wrt
- Recall Note that from the example before, since the difference evaluated at will always be 1, and this is the largest difference. CONCLUSION Different norms will have very different implications for convergence
4.2
Theorem 2.9
is (still) a (closed) subspace
subspace, then PROOF We must show If If then
then Page 19 of 85
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(it is clear that the closure of the subspace is closed) FIRST Then Since Now, is a subspace, continuity; where , so . such that and
Since + is continuous,
4.3
Let
Ll
, Want to define linear subspace generated by closed linear subspace generated by , family of subspaces of Then ii) is a subspaces of family of closed subspaces of Then is a closed linear subspace of (fllesmngde af lukkede mngder = lukket) (think of )
FACT i)
DEFINE (( THINK if , Similaryly, NOW DEFINE
then
is the smallest, closed set containing . Put more rigorously)) s.t. s.t.
family of all subspaces of
(define a family which indexes all the sets that contain ) family of all closed subspaces of
INTUITION If then lin(A) is the smallest linear subspace that conatains , then is the smallest closed subspaces that contains Similarly, if 4.3.1
Ex 2.11 + thm 2.12
i) ii) NOW hear this Consider So
has zeros everywhere but 1 on the th coordinate
Now let Page 20 of 85
Notes for Analysis 2 (v 1.0) EXERCISE is open (idea for the proof if
Anders Munk-Nielsen (not proved, but lecturers proposition)
October 2010
is a subspace is open
4.4
Equivalent norms
vector space; and and we had the two norms and are our two norms (sorry, strange notation ) The norms map
Suppose
EXAMPLE in WE SAY and Equivalently, we have and
define the same topology on
if they define the same open sets. if and only if for all sequences in and all
In conclusion; EXAMPLE 4.4.1
and
iff
in ;
Previously, we saw how Equivalent norms and are equivalent if
but
Note that
equivalent norms define the same topology (and actually also the converse)
4.5
Theorem 2.13
Any two norms on a finite dimensional vector space are equivalent. (the example previously didnt hold because it was infinite dimensional) PROOF Choose basis Define Euclidian norm on for . by
INDSKUD - In we have
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Notes for Analysis 2 (v 1.0) -
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The proposition is now, any other norm,
on
is equivalent to instead
(which means that in respect to convergence, we might always just use NOTE some claims in the proof are not actually proven - e.g. the claim that Lets now set is a norm on
Now take
We have to show that
Now we want to use Cauchy-Schwarz it gives us that
WHICH PROOVES THE FIRST INEQUALITY We now want show that Define a mapping NOTICE is continuous (proof omitted to prove it use sequential mappings that are each continuous) Given a this means that for some
NOTICE , such that (basically, NOTE that is a high-dimensional sphere) is closed and bounded is compact Page 22 of 85
Notes for Analysis 2 (v 1.0) Now, put Now
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(since a continuous function achieves max and min on any compact set on which it is defined) NOW show a) , , for all
since was the inf over the b) GENERAL CASE
set.
5 Chapter 3: Hilbert and Banach spaces

Inner product spaces and normed spaces are metric spaces. Workings; or from the inner product DEFINITION metric space. Sequence 1. 2. sequence in . such that , i.e. Meaning the points in the sequence get closer and closer to each other means that the sequence really wants to converge (but doesnt necessarily) REMARK is convergent is Cauchy DEFINITION is complete (=fuldstndig) if and only if all Cauchy sequences are convergent. EXAMPLE is complete (with ). Page 23 of 85 convergent if ,
is a Cauchy sequence if
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Opposed to , which is not complete Proof take a sequence of rational numbers converging to an irrational number E.g. Here, Hence BUT since is convergent in and thus Cauchy. But then its Cauchy both in and , is only convergent in . .
6 Lecture 4
6.1 Lets roll
metric space DEFINITION DEFINITION EXAMPLE is complete is not complete IDEA you have a space, , but it has holes in it , missing values. This is why we invent in is Cauchy if is complete (fuldstndigt) if all Cauchy sequences are convergent.
THEOREM (@analysis 1) - All compact spaces are complete - (but not opposite, is not compact!) THEOREM complete. .
implies that any open subsets of the real line are incomplete. THEOREM is complete PROOF (indication) Suppose Then Now put Then check that is Cauchy in , if . are Cauchy in since similarly for and and youre done. Then we can write
is complete
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Notes for Analysis 2 (v 1.0) 6.1.1 New theorem
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THEOREM and
are complete wrt metric coming from norm coming from inner product
PROOF for Take Given , a Cauchy sequence in so that and each so that for all we have , i.e.
we can choose so that ;
PROBLEM find First, CLAIM; For every fixed The sequence Lets write it out
is Cauchy in
here, each column is Cauchy Proof of the claim since and are Cauchy take ,
This means, that each column has a limit since is complete. , as is square summable, 2) , i.e. and look at the sums up to , since Now make an innocently looking bandit , Page 25 of 85 for , where Then we just define BUT we need to check 1) CLAIM PROOF take
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Now we have For IMPORTANT DETOUR WHY FINITE Q: Why did we only look at a finite A: To be able to interchange TRUE o (since the sum of two convergent series is convergent to the sum of the limits) For one, its not sure that the new thing is convergent, and if it is, to the simple sums. Example but , and so , so ? ? and . since
FALSE o o
CLAIM PROOF take Claim Proof . in hence
6.2
-
Hilbert spaces
(complete wrt the metric @ the norm @ the inner product) are Hilbert spaces. , with is not a Hilbert space (i.e. not complete). is complete if and only if it is closed) wasnt closed
DEFINITION A Hilbert space is an inner product space (typically over ) which is complete Example , Example why? because
(a subset of a complete space
DEFINITION A Banach space is a normed space that is complete. Example all Hilbert spaces are Banach spaces - All Hilbert spaces are normed (norm induced from inner prod) and they are complete. with is a Banach space. (the proof uses that the uniform limit of a continuous function is again continuous)
6.3
The Hilbert space L2
The Hilbert space EXAMPLE with
Here, is not complete (problem 3.2) SPOILER for the solution; Page 26 of 85
Notes for Analysis 2 (v 1.0) Consider Problem 3.2 Each For each consider; for
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October 2010
is the straight line connecting for for is Cauchy in . and
and for
in that interval (getting steeper and steeper)
but not convergent.
Careful with the second statement. is continuous (albeit pointwise and not differentiable) . is discontinuous and thus cant be the limit of
POSSIBLE DEFINITION of Analogous to being where with all the holes
and the inner product
DOES IT WORK? The problem is that is not always well-defined with the Riemann integral. SOLUTION Lebesgue proposed a new type of integral. 6.3.1 Reminder: the Riemann integral
The Riemann integral Integral area between x-axis and the curve Idea in Riemann partition into rectangular aras, so that
where If is well-behaved (piecewise continuous), then the integral converges. , , , , of the column Example of problematic function, The problem the height, 6.3.2 Lebesgue integral
Instead of deviding the x-axis, we devide the y-axis then the rectangles have fixed height. - we then just multiply with the length on the x-axis, which is (almost surely, though pathalogicalities) well-defined Page 27 of 85
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where
PROBLEM do all -
have a length?
DEPENDS on the choice of set theoretical axioms Axiom of choice possible to create strange subsets that dont have lengths. Let be the smallest family of subsets of satisfying A THEOREM uniqueness of the measure(?) SOLUTION
DEFINITION
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Notes for Analysis 2 (v 1.0) THEOREM i) If -
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October 2010
is measurable, then (as a Lebesgue integral)
NOTE If both the Riemann integral and the Lebesgue integral exist, they are equal. NOTE if by definition. ** IMPORTANT ** is continuous and is open, then is open and contains all open subsets of
ii) If
and by this, think e.g. of is measurable and if then is defined (as a
Lebesgue integral) 6.3.3 Onwards
DEFINITION REMARK If are measurable, then is also measurable. (recall measurable means that preimages of open sets are not too bad)
Then it follows that
(where weve used that integrals preserve order (inequalities)) These two values are finite if the functions are from 6.3.4 Summing up as the functions that are limits of sequences of functions in by the 2-norm. , and hence the inner product is defined.
We define
6.4
Fishers completeness theorem

is complete and hence a Hilbert space.
THEOREM THEOREM
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This means that every element of is a limit of a sequence in (which was exactly what we tried to define it as)
6.4.1
Equality almost everywhere
NEW PROBLEM HAS ARISEN Consider BUT for and where , but for and for and for
- So NEW NOTION
DEFINITION almost everywhere
DEFINITION null set If We have . and ( has length 0), then is a null set.
is a null set if and only if
7 5th lecture
Important today The closest point property MOTIVATION - In a Eucledian space, take a closed surface. Then for any given point outside the surface, there is one unique point on the surface, which is closest to that point.
7.1
Let
Convexity
, real or complex vector space. and , then .
is convex if and only if for all MENTAL PICTURE
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Notes for Analysis 2 (v 1.0) the usual line between hearts shape)
Anders Munk-Nielsen and on which all elements should remain in
October 2010 (so that e.g. cant have a
7.2
Let
Theorem; closest point property

be a non-empty, closed, convex set in a Hilbert space, For there is a unique point in , which is closer to s.t. In other words there is a unique . than any other point in . .
FIRST recall the parallelogram identity
PROOF Let be a non-empty, closed, convex set in our Hilbert space, . Let since , For each . Then we should find a unique is finite (since such that we may find that fulfills the above. )
(just think of CLAIM PROOF -
as a small number, it should work for any is a Cauchy sequence we get
).
By the parallelogram law used on
Rearranging, we get
since
Using that So We now get
is convex,
, we see that , since
(with
was the smallest possible difference.
This proves that then
is Cauchy, and hence converges to some is closed .
NOW use the property that By definition of (since
by definition of closedness. , we have that , implies that for all ) Page 31 of 85
Using continuity of
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Now we prove uniqueness Suppose By convexity, , , so . , we get
Applying the parallelogram law to
But by a property of
DISCUSS Could we exclude some assumptions on ? Non-emptyness is needed for to be well-defined. Closedness is needed for uniqueness.
Hilbert space we used the parallelogram law, which holds for all inner product spaces (and thus for all Hilbert spaces) but not necessarily for normed spaces (and thus Banach spaces) unless the normed space is also an inner product space. It is the closest point property that enables us to work with projections in Hilbert spaces.
8 Chapter 4; orthogonal expansions

8.1
Let If A family If 8.1.1
Definition of orthogonality
, inner product space. we say that for all and are orthogonal (written ) whenever . of non-zero vectors is called an orthogonal system if we call it an orthonormal system. also can be indexed by by renumbering.
DEFINITION
If an orthonormal system can be indexed by , we call it and orthonormal sequence. Note that a system inexed by Examples
In , the standard basis is an orthonormal system
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Notes for Analysis 2 (v 1.0) In ,
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is an orthonormal sequence where
Consider
(or
with an inner product, though
is an orthonormal sequence where
since
8.2
.
Fourier combo
and we call the th Fourier coefficient of with respect to
For an orthonormal sequence The Fourier series of
is the formal sum
where we call it formal since it doesnt make sense to add infinitely many vectors.
8.3
If
Theorem 4.4; Pythagoras theorem

are pairwise orthogonal (i.e. is an orthogonal sequence) in an inner product space, then
IDEA for the proof Expand as an inner product ( Then observe that most terms cancel out. ) and use linearity.
8.4
Let
Lemma 4.5
be an orthonormal system in an inner product space, . Let and take . Then
where is the th Fourier coefficient. PROOF By theorem 4.4 (Pythagoras) we see that so the rest is just calculations. Page 33 of 85
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Let Then Since
and
s be fixed and let will cover all of
vary. . . occurs when for all .
is fixed, we see that we can only impact on the term
We now deduce from the lemma that the smallest value of From this, theorem 4.6 follows 8.4.1 Let Theorem 4.6; a form for the closest point be an orthonormal system. is given as the closet point of
to
is
And the distance,
Corollary If (of course;) then showing that , i.e. that is itself the closest point to itself
8.5
If
Theorem; Bessels inequality

is an orthonormal system in an inner product space, , . Then
(this expression makes sense since all the inner products that we are summing over are just numbers, and we learned in analysis 1 how to sum infinite series of numbers first with vectors does it become a problem). PROOF For let be the sum
By theorem 4.6,
so Now let Page 34 of 85 . Then we see that the shit converges.
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October 2010
8.6
Let
Convergence of a series of vectors

be a normed space and let , (a sequence of vectors). if the finite sums converge to (in is convergent with sum , written
We say that norm)
8.7
Let
Theorem 4.11
be an orthonormal sequence in a Hilbert space, Then converges if and only if with .
PROOF Suppose is convergent with sum . For we consider
The
inner
product
is
continuous,
and
thus
letting
we
obtain
Bessels inequality yields
Suppose Pythagoras theorem for and let .
(since the tail of an infinite, convergent sum will converge to zero) Thus is a Cauchy sequence, and since we are in a Hilbert space, it also converges.
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8.8
Complete, orthonormal sequences.

converges when the coordinates. is
From Bessels inequeality and the theorem we just proved (4.11) the series an orthonormal sequence. Q: But what is the limit? If it is we can say that are the basis vectors and A: NO! Not in general need further assumption we make a definition of completeness so that we really can be sure of this. DEFINITION complete orthonormal sequence. is complete iff the following holds;
9 Orthonormal sequences
Given ON (orthonormal) sequence and , we would like
(from last time, i.e. is convergent in .
makes sense.)
EXAMPLE where the infinite sum doesnt converge to . , Let Then For the standard ON seq, is also an ON seq. , with 1 on the th place. , then the infinite sum with the s as basis doesnt give the same.
IN GENERAL Let us consider
Then
From this we would like to infer that is zero. DEFINITION Let ON seq in Hilbert space.
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9.1
Let
Theorem 4.4
be a complete ON seq. in For any we have Hilbert space.
and
PROOF Part 1 already done Part 2 Use Pythagoras theorem (since all vectors in the sum are orthogonal)
Now let
and use that
is continuous.
9.2
Let
Theorem 4.15
be an ON seq in Hilbert space. TFAE (the following are equivalent)
PROOF We have already shown (theorems) But Suppose Let Each and hence closed linear subspace). Hence But then Page 37 of 85 . , so is complete. because . But this means that (by property of the and let , . . We must prove that is a closed subspace of . (we can prove it later). s and is a by contraposition. and so for all is false. . Then . Suppose and
(since clin is the smallest linear subspace containing all
inner product). Thus
Anders Munk-Nielsen
October 2010
9.3
Hilbert spaces with an orthonormal sequence

A Hilbert space is separable if it contains an orthonormal basis inexed by (or finite).
DEFINITION EXAMPLES DEFINITION A map - Linear - Bijective and . Actually no others! between Hilbert spaces is a unitary operator iff it is
Preserves the inner product, i.e. are isomorphic iff there is a unitary operator
for all
. , and we write .
IDEA the spaces are almost the same if we can move from one to another while preserving the structure. REMARK That there are no other separable Hilbert spaces than isomorphic to those. 9.3.1 CLAIM Let Then be linear, is unitary iff Hilbert spaces. for all . is surjective and Theorem: isomorphism and simply means that any other will be
- This means that bijectivity and preservance of the inner product needs not be checked. - Surjectivity is checked by finding the vectors that are sent to the zero vector. PROOF Polarization identity gives us that if the norm is preserved, so is the inner product. (wtf?) 9.3.2 Theorem 4.19 is isomorphic to for some or .
Let be a separable Hilbert space. Then PROOF When Suppose Hence, Hence any Let For any
is separable we have a basis that is either finite or infinite contains a finite orthonormal basis (ONB), , can be written be is orthogonal to each form an algebraic (the usual) basis for . with unique constants.. . and hence zero.
This is linear and bijective (think, if you want to hit
use
, and vectors in
have unique representations).
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Suppose contains an ONB . Define by
We have to prove some things first, by Thm. 4.15, Linearity is obvious. SURJECTIVITY Remarks Hence, we know all separable Hilbert spaces already or an isomorphic griner to them. We will see, that and are isomorphic. Let And be given. seq, then . converges., i.e. is in . so is surjective. Consider thm. 4.11: If you have an is unitary, and therefore , meaning that should be square summable. follows from thm. 4.15.
Thus
9.4
Orthogonal complements
, is an inner product space. The orthogonal complement of is
DEFINE
9.4.1
Theorem 4.22 , is a closed (linear) subspace of , inner product space.
For any set PROOF It is clear that
is a subspace. since . We must prove that . .
- If then also Its also closed. Let , and assume that Let an arbitrary
be given, we need to prove that
should be zero
since Thus .
for all .
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Notes for Analysis 2 (v 1.0) This proves closedness. 9.4.2 Let Let Lemma 4.23
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October 2010
subspace of an inner product space. . Then for alle .
REMARK this is a characterization of the orthogonal complement. PROOF Suppose Then (since Suppose Let For , must prove for all . ) . Must show that . and . Must show and thus we can use Pythagoras theorem )
(subspace) and so (with
Thus, Then choose Let Then s.t. where
for all and
Rearrange and divide by , then
where
. . for this to be able to hold for all . and it should still hold.
This inequality will hold for any Hence, we may let Hence, . Hence, the klemmelemma gives that
9.5
Let
Theorem 4.24: important theorem.

be a Hilbert space, We want to split and closed, non-empty, linear subspace (and thus convex), and one in . Page 40 of 85 . such that . in two parts one in
CLAIM there are
Notes for Analysis 2 (v 1.0) INTUITION In . If We can write any PROOF then as
Anders Munk-Nielsen . .
October 2010
Inspired by the fantastic drawing (intuition above) take (last time we proved that this is possible to choose since Then define Of course For any (because Since (since 9.5.1 Corollary 4.25 Hilbert space, Then . (THINK ABOUT IT) From the definition, PROOF follows from the definition other way Let Since and write , Then which proves that is closed. . . where by showing that and . closed linear subspace. , . and so ) we see by lemma 4.23 that defines all vectors in ) . , but is in ?
to be the closest point of is closed, non-empty.)
to
We want to prove that
REMARK Important that
It doesnt hold in general that BUT IT ALWAYS HOLDS THAT
9.6
Let
Definition 4.26: Direct sum and orthogonal direct sum

and be subspaces of a vector space . and if Page 41 of 85
DEFINITION Then is the direct sum of
Notes for Analysis 2 (v 1.0) We write DEFINITION If
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October 2010
, an inner product space, is the direct sum of is the orthogonal direct sum.
and
and
, i.e.
when
then we say that
REMARKS Whenever we have a closed subspace in a Hilbert space, we can split it into a direct sum. Thus for any closed subspace in a Hilbert space,
cf. one of the theorems we proved earlier.
10 Convergence in L2 (section 4.2)

Convergence in will help us look at Fourier series in chapter 5. , Bounded interval, to this we knytter
Inner product
We use the 2-norm, Think of as the completion of the continuous functions. is a dense subset of (wrt. ). In other words,
10.1 Kinds of convergence

Let , in . are continuous. are bounded. Note that continuous on . bounded on ) Uniform convergence uniformly if Where Mostly used when (Definition naturally requires that ,
Pointwise convergence pointwise if
Pointwise convergence almost everywhere pointwise almost everywhere (a.e.) if is a null-set. convergence Page 42 of 85
Notes for Analysis 2 (v 1.0) in if How are they related?
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Uniform implies the two others but no other relations hold 10.1.1 However, pointwise almost holds (need a slight modification)
Proving uniform => L2 , uniformly THEN
CLAIM Hence PROOF
Now take 10.1.2
and youre done.
L2 almost implies pointwise
THEOREM (MI) CLAIM If And in , then
IDEA it doesnt work for the sequence it self, but the sequence has a subsequence for which it works. 10.1.3 Example A ,
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pointwise , so , uniformly in
10.1.4
Example B
Write One can show that Thus, Fact: Fact: so , , then we will have convergence in (towards 0). uniformly
BUT it is also clear, that if we just choose
11 Fourier series
Recall series = rkker = uendelige summer. In analyse 1, we proved pointwise convergence and talked about uniform convergence. We will now be looking at convergence, which happens for all functions.
11.1 Lelenptz
Consider
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Notes for Analysis 2 (v 1.0) DEFINITION , let
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FACT PROOF FACT PROOF is continuous and hence measurable. since is an orthonormal system ,
(find a anti-derivative @ cos/sin) We have used that In fact we have,
WE WANT to prove, that
is a basis (and that its complete)
11.2 Reminders from AN1

Fourier coefficients Bessels inequality (AN1 + ch. 4)
(Later, we want to prove that there holds equality) FACT QUESTION Is (anser; yes) Rephrasing; (since its not trivial what the = means) to clarify Put
Q: Does
- NOTE if there is convergence If yes, what kind of convergence (uni, point, L2)? Page 45 of 85
Notes for Analysis 2 (v 1.0) A: yes, we have convergence
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11.3 Results from AN1

THEOREM A (stning 3.2) If Moreover, if is continuous and (i.e. -periodic), then and pointwise. , then is piecewise cts and
i.e. if
is discontinuous in , then the Fourier series converges in that point to the average of the limits
from left and right. THEOREM B If Then THOEREM C is cts and piecewise uniformly. (e.g. ) and
as in thm. B. Then
(equality in Bessels bandit) 11.3.1 A remark on where your functions live CLAIM (intuition there is one and only one way to expand a -periodic function to the entire real line) where , so that and are actually the same. PROOF create a bijective mapping between them.
11.4 The new stuff in chapter 5

THEOREM 5.1 is an orthonormal basis for . - (we already know that its an orthonormal set the new thing is that its complete) Hence, the following holds
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(complete = you cant add another vector to the set so that its still an orthonormal set) ( means that is a null-set (e.g. differ only at finitely many points)
11.4.1
Idea about how the proof goes
Theorem 5.5 (Fejr) If is cts and put
(the average of the first uniformly.
partial sums)
Then REMARKS -
Previously, we had to assume piecewise Thm. 5.5 shows that we can retain uniform convergence if we use the average instead also when is not fulfilled.
piecewise One can show,
We are going to use thm. 5.5 to prove that 5.1 must follow (that TRICK We will be importing the following result THEOREM (MI) (hence, COROLLARY and is dense in wrt. such that .
is a basis)
or equivalently, there is a sequence of functions in is also dense in
that converges to .) for (but so that continuity is .
The idea is, we are almost home by using the function, , defined so that so that its the linear segment that goes to the endpoint maintained). Then the function is still cts. and it converges to our target for
. However, instead of just changing the end-point, we change the interval
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12 Fourier
12.1 Recapping
THEOREM
is a Hilbert space.
EASY FACT i.e.
is an orthonormal set in .
- TODAY prove that it is in fact a basis Fourier coefficients;
(since
are the Fourier coefficients for . Fourier series for
Why is the series in
? insuring the required by theorem converges if .
Since Bessels inequality gives that (something) in the book (which says that
12.2 Theorem 5.1 e_n ON basis

THEOREM is an orthonormal basis for . HneceHence, the following hold (cf. theorem from ch. 4);
equality in means that they are equal almost everywhere (recall that the Fourier series will at the end points be equal to the average of the limits in the end points) Page 48 of 85
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(i.e. convergence by two norm)
12.3 Theorem 5.5 (Fejr)

is continuous and -periodic.
Now define
It takes the averages of the fourier coefficients By comparison, in you apply weights of zero to all larger coefficients. . , then ! uniformly as . , i.e. weight 1 to all coefficients up until and
THEOREM uniformly as RECALL THEOREM (AN1) coninuous, REMARKS -
-periodic and piecewise
NEW The new theorem doesnt assume piecewise
NAJS2KNOW THEOREM (MI) i.e. COOL think of this as BUT definition of proven. the definition of as set of measurable, finitely square integrable functions makes it a theorem to be is dense in wrt
12.3.1
Recalling metic spaces metric space, , iff , ? , such that . . . .
Consider
What does it mean that there exists ALSO Corrollary is dense (tt) in
is also dense in
12.4 Proving the griner

BOOK proves is ONB, then says that uniformlly Page 49 of 85
Notes for Analysis 2 (v 1.0) HERE prove - that is, if PROOF we show this will imply that So we have to show that every Enough to show , , then
Anders Munk-Nielsen
October 2010 is ONB.
uniformly, then say that (with extras) it follows that uniformly then is dense in by definition of density. in can be approximated with by an s.t. . is an ONB for
CLAIM COR + THM 5.5 THM 5.1
in our clin.
Now the following corollary comes in handy
HOW? For any given we can approximate with a function from We can now apply thm. 5.5; NOW - we proved last time that uniform convergence implies convergence in two-norm For some , we have
Put this is clearly a finite, linear combination of the s Moreover,
REMARKS VIEW Fourier as an approximation, e.g. image processing is approximately remembered by the finite set of coefficients for large. so instead of sending all pixels in a picture, we could view it as a function, and then transmit its first Fourier coefficients, which might take less resources. , then , hence
sequence in such that determines a function.
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12.5 Calculating Fourier coefficients

EXAMPLE
Hence,
and we see that the Fourier series for
is finite and given above.
since Quite easy EXAMPLE
Fourier coefficients
(use integration by parts) Lets try to apply Parsevals
And the other side
PARSEVAL now gives
EXAMPLE
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Notes for Analysis 2 (v 1.0) Take
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October 2010
will hold, but which one?
(nice function)
Then L Then L EXAMPLE L
What about the derivative? (since
12.6 Proving thm 5.5

is continuous and -periodic.
THEOREM PROOF 12.6.1
uniformly as
Lemma 0: preeesenting the Fejr Kernel
Put
. Then
where
PROOF
(the integral
is called a convolution (da: foldning))
is called the Fejr kernel. Page 52 of 85
Notes for Analysis 2 (v 1.0) Consider at a point,
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October 2010
We start by looking at a part of the sum in
gather the bandits
and since
is just constant wrt x
Now, were ready to take some sums
Then
12.6.2 Lemma 5.2 , then
CLAIM
PROOF Tedious calculations. REMARKS 12.6.3 Lemma 5.3
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REMARKS Ad Note that this means that collapses like a distribution of sorts For no matter , all the area under the graph will end up being in the interval And do note that the total area is constantly so PROOF Clear, since each Difficult to see that BUT easy to see that BUT from the continuity we see that but it isnt defined as such for is continuous and then it must also be at is -periodic and is made up of these. extremely fast for .
Here,
only contributes when
13 Fourier continued
13.1 Recapping
Still considering , , Theorem 5.1 in particular, this implies I.e. Page 54 of 85 , , orthonormal basis Fourier coefficients for . is an orthonormal basis for
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October 2010
(If seen in
, then we have
, since
consists of kvivalensklasser, i.e. = almost everywhere)
or equivalently
or
(since DEFINE
Theorem 5.5 (Fejr) LAST TIME We proved that Theorem 5.5 + a result from MI theorem 5.1 TODAY we prove theorem 5.5 13.1.1 How far did we get in the proof continuous and -periodic. Then
LEMMA 0 , Then ,
where
The proof now reduces to examining the properties of the Fejr Kernel LEMMA 5.2 , , then
NOW Page 55 of 85
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Now we have two different ways of writing 13.1.2 LEMMA 5.3
is easy to see from the sin() expression is most easy shows from the double-sum expression has the interpretation that all the area under the graph of , will end up being in the interval PROOF of Take . for any . , , which is
Now make a vurdering
since
for
, we have that for
and
13.1.3 Theorem 5.5 , Let CLAIM PROOF
NOW we want to get
inside the integral, i.e. Page 56 of 85
Notes for Analysis 2 (v 1.0) CLAIM PROOF
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(using substitution NOW note that
and
and
Now use that
-periodic, then
for any
Now we can insert
Thus,
Now, again use
-periodicity and integrate over another interval of same length
Now put Since is continuous and is compact, we get that (extreme value theorem?) ) uniformly continuous on (reminder: Hence
Now we calculate
Hence We now want to prove that CLAIM , , , Page 57 of 85 .
First, we use that since
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October 2010
FIRST the
NOW remember how Thus for all
was chosen! is also in our interval since since we consider . -periodic functions) which is equiv to we have that )
(reminder: Hence (dont get confused that now,
NOW
Here, uset hat
Here, perform substitution with
. Also
(since we could choose NOW (but it is similar) This concludes the proof.
such that
.)
13.2 Lemma
Hilber space with orthonormal basis . Let . Then
(which resembles the formula PROOF
, just set
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(since
is an ONB)
We would like to use the linearity of the inner product but that only works for finite sums. But now use
NOW use the continiuityof the inner product (in each variable) (a fact that comes from Cauchy-Schwarz)
13.3 Thm 5.6 + cor 5.7
Suppose Then let THEN
or alternatively or alternatively
, where ,
AND
ALTERNATIVELY We have shown that (where Where means isomorphic to, i.e. for all practical bandits theyre the same)
WHY? Since and
AND the theorem above shows us the connection between the function and the sequence of Fourier coefficients. Page 59 of 85
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13.4 Theorem 5.8

Given there exists a polynomial such that i.e. all continuous functions can be approximated by polynomials. PROOF (flavor of it) Lets scale so that Here, we have that THE TASK approximate BEGIN The definition is and and uniformly with a polynomial! with (no big deal, just a scaling) , then for all and for all , , ,
Enough to show that HURRAY! We now that
can be approximated by polynomials (the rest is simply linear combinations) can be approximated by its Taylor series!
Here,
uniformly on
13.5 Dual spaces (chapter 6)

Very useful ways of analyzing spaces Easy to look at for Hilbert spaces DEFINITION vector space over (or or ) A linear functional on EXAMPLE Then consider ( is a Hilber space) EXAMPLE (set of all -touples) If EXAMPLE Page 60 of 85 , consider given by is a linear map
Notes for Analysis 2 (v 1.0) Hilbert space, , consider
Anders Munk-Nielsen linear functional by
October 2010
(linearity follows from the fact that the inner product is linear in the first coordinate) PURPOSE We want to show that almost any functional is an inner product form. EXAMPLE (again) for some so if then we must have that WOW!
14 Kap 6 dual spaces

Main object of interest in this chapter THEOREM 6.8 but also 6.3
14.1 St i gnag
DEFINITION Let vector space over . A linear functional [liner functional] is a linear map NOTE EXAMPLE , so (and is linear) EXAMPLE Hilbert space, This is linear since the inner product is linear in the first variable (and EXAMPLE If we want EXAMPLE , If EXAMPLE then is a linear functional Page 61 of 85 , then must be is fixed) always
(a function but generalized to come from any vector space )
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is a linear functional.
14.2 Theorem 6.3

POINT the focus of this course is not just vector spaces but vector spaces with a norm hence we are interested in whether linear functional are continuous. THOEREM 6.3 normed vector space linear functional E The following are equivalent (the book only has 3, we write 4).
where REMARKS PROOF CLAIM Assume Note, always true that subspace is also closed.
. is a linear subspace of by linearity of . The new thing is that this
is Exercise 6.8 (difficult!) is trivial (if continuous everywhere, then in particular continuous at continuous at . . )
We will use a different definition, namely the - definition of continuoity at True for CLAIM (the claim implies that PROOF Take Then We also have But now we have CLAIM Assume CLAIM PROOF . by with . Put . . . Hence .
which would finish our proof)
Page 62 of 85
Notes for Analysis 2 (v 1.0) We know, that if Now take Put Then Also, By Show continuous. Note . since and arbitrary but (ok since
Anders Munk-Nielsen then (if ) . (by definition of
October 2010 ). )
the original claim is already proved since
by the claim we just proved. Take a sequence But since CLAIM PROOF Since where is singleton and thus closed. The original def of continuity was that the preimage of a closed set is also closed. REMARKS Definition of preimage , in by definition. , we now have that which is the def of cont.!
NOTE we dont assume the existence of an inverted function. is said to continuous or bounded if condition in theorem 6.3 hold. (i.e. bounded = continuous)
NOTE A linear functional on a normed space -
14.3 Norm of a bounded linear functional

DEFINITION If THEOREM (=claim) (where the previous DEFINITION plays the role of in the proof from earlier so were just giving it a new name) is a bounded linear functional on , then put
normed vector space.
VERY important thing! Here, we will only be interested in the dual space of a Hilbert space. Page 63 of 85
Notes for Analysis 2 (v 1.0) THOEREM is a Banach space (
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the book also proves that the norm on this space is in fact a norm. 14.3.1 Examples
Hilber space, (where the inequality is by Cauchy-Schwarz, my homies) Hence CLAIM PROOF We already have Assume Put Then EXAMPLE , Is 1. 2. ( Lets look 1. This shows It is also true that (consider . , ). , . bounded in ? , so that since . is a particular vector of length 1 and is sup over such vectors is bounded (continuous)
IMPORTANT COMMENT He just said that is a Banach space but spaces where is not! (perhaps) it is the converse (??!?!?!?!) Recall the difference from measurability and
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14.4 Combojoe
FACT Hilbert space, closed subspace, , then RECALL Why the fact? , hence Another way, Pick , then and then Otherwise , then . . for and .
14.5 Climax: Thoerem 6.8 (Riesz-Frecht)

Let be a Hilbert space. The following holds Let where This means that every bounded linear functional on and Hence, the map , satisfies are of the inner product form be a bounded linear functional on
meaning that we can think of it as but unfortunately . REMARKS Weve already proved PROOF is already proved CLAIM PROOF holds
is only conjugated linear and not linear.
First we need theorem 1.5(iv): , (easy proof, follows from 1.5(iv)) CLAIM PROOF Take CASE 1 holds bounded linear functional
so that
Page 65 of 85
Notes for Analysis 2 (v 1.0) , now take CASE 2 . Then Since o , Put Then , (note . .
Anders Munk-Nielsen and were done
October 2010
is a closed linear subspace of . . Then so that where .
Now we have found a vector of length 1 in the orthogonal complement to Now take consider , and note
is just a number.
Hence, This means that Hence And deviding yields .
REMARK Lecturer THIS IS THE MOST FUNDAMENTAL PROOF OF THINKING (w00t??) 14.5.1 jesus
EXAMPLE , (not a Hilbert space) Easy to see Bounded? linear functional on . for some
Well, we can see that
- if we just set . Huzzah, this instantly gives us that And we now that which helps
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15 Ch 7 Operators on Banach and Hilbert spaces

Two main reasons for studying Hilbert spaces; Fourier and Operators. Operators on Hilbert spaces; motivated as a correct mathematical formulation of Quantum Mechanics
15.1 Lets go
vector spaces over . A mapping, is linear if , i.e. we almost view it as a product of for some
NOTE we often write EXAMPLE ,
and . matrix
is linear if and only if
Thus,
15.2 Thm 7.4

Suppose and are normed spaces and is linear. The following are equivalent;
REMARK - The new thing in this course is that we work with metrics often (typically derived from the norm) DEFINITION is linear, then is bounded if
(we call the operator norm of .) REMARK - It looks like a theorem from last time (which also included that the kernel of something was closed) i.e. is not necessarily closed. PROOF Exactly analogous to that from last time. FURTHER Page 67 of 85
Notes for Analysis 2 (v 1.0) If is bounded, then
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GENERAL REMARK on notation and it all really depends on the input for the norm. The subscript merely emphasizes the obvious, that the norm must correspond to its input.
15.3 Continuity of linear maps

Are all continuous? YES! Because is finitely dimensional - (can be proven to hold for any finitely dimensional vector space) Onwards Given , - No simple formula One (stupid) estimate: matrix. What is ? (since is finite)
15.4 Various examples

EXAMPLE (i) Let
Here, CLAIM PROOF Hence, This gives . EXAMPLE (ii), the Fibonacci map Now, Tak arbitrary, First, . Hence .
By
(the stupid estimate),
CLAIM REMARK
the golden value
Page 68 of 85
Notes for Analysis 2 (v 1.0) Eigenvalues of ; There are eigenvectors, AND such that -
Anders Munk-Nielsen , , such that is an orthonormal basis for . . and
October 2010
EXTRA REMARK .
The reason is that is symmetric (or rather, something-something complex symmetric, but that is just like being symmetric when all elements are real) PROOF (incomplete similar to the previous) take . Since is a basis, we can write any such vector as .
THE RESULT the maximum eigenvalue must be the norm of EXAMPLE (iii)
gives that Eigenvalues of are (note that and is upper triangular) . is not equal to the All eigenvectors are
NOTE then the eigenvectors do not represent an orthonormal basis and hence largest eigenvalue.
15.5 An operator interpretable as an infinitely dimensional matrix

, , means that Now we want to define CLAIM PROOF LINEAR One must show . . Both sides are functions, so we evaluate at arbitrary , (pointwise multiplication, linear, bounded and . ) linear. , hence, . We want it to satisfy such that is measurable and .
Clearly measurable (?!) But finite integral? Page 69 of 85
Anders Munk-Nielsen
October 2010
Hence, Hence NOTE linear and BECAUSE EXAMPLE , Hence, Show i.e. find . .
st . . Note that .
then
. , and
this turns out to be impossible! But a little less might do if we can only find since then we would just take the Take one can now check that Now see that . and get what we want (sup = 2 2).
But this proves
so that
15.6 Example integral operators

Recall the Fejr kernel,
PURPOSE NOW - Input = , output - This is actually a linear map. More generally, Consider the two intervals Consider the function And Page 70 of 85 and in .
Notes for Analysis 2 (v 1.0) And the function
Anders Munk-Nielsen
October 2010
at a given value, is
Fejr kernel case is an example of this approach: Here
Then
Returning to the general case, we want to show that such a kernel operator is always linear and bounded CLAIM If then . Moreover, linear, bounded and
PROOF skipped here the book has all the details
15.7 Differential operators

EXAMPLE Define the operator We want to write . contains many functions which are not differentiable. . ) . . . (the book write )
However, this is not generally possible since and even if it is, its not sure that domain of (actually dense) NOTE INSTEAD, let Clearly, BUT,
is linear ( is unbounded;
CLAIM is unbounded; PROOF (outline)
Note, (since we get an down when we differentiate)
Page 71 of 85
Anders Munk-Nielsen
October 2010
15.8 blah
EXAMPLE
Again, we must restrict us to the domain of ,
Then Consider
is a dense subspace.
We can easily see
Hence, Aha, so for all , is an eigenvalue for with eigenvector . .
Moreover, we see that the set of eigenvectors, NOW Why does this show that It now follows that Finally, is unbounded?
, is an orthonormal basis for
Wow, have we now defined the derivateive of any well not exactly, it only works when function?
But this allows us to redefine the set .
Page 72 of 85
Anders Munk-Nielsen
October 2010
16 Chapter 7 contd
16.1 Spectrum
Banach space (or Hilbert space) (where .) A
EXAMPLE In physics, the spectrum of a operator is the set of numerical observations for that operator. 16.1.1 Theorem 7.22
Banach space,
equivalently, Ingredients for the proof We showed these last time. PROOF Consider Now define is a continuous mapping. Now we can define the spectrum of PROOF Take such that . Enough to show that This implies that (showing that the negation of RHS implies the negation of LHS) Here, note that By this show that is invertible. Hence it is also when multiplied by . Page 73 of 85 . is closed (omvendte af ben) (Kugle = Ball)
Notes for Analysis 2 (v 1.0) EXAMPLE
Anders Munk-Nielsen
October 2010
16.2 Adjoint operator
More generally
16.2.1
Theorem (linAlg linear,
Hermitian (self-adjoint) case, THEOREM Hilbert spaces, Then SPECIAL CASE , then it is formulated as MOREOVER LEMMA (not in book) Let . Then
PROOF of lemma Let ,
put (note that so
and note ) Page 74 of 85
Notes for Analysis 2 (v 1.0) Hence, Since
Anders Munk-Nielsen
October 2010
was defined to be the sup of such s when
was also allowed to move freely.
PROOF OF THE THEOREM existence (use the fact that
.)
PROOF OF THE THEOREM of the existence of the adjoint operator Take and define is linear since CLAIM PROOF is linear and is linear in the first variable. is bounded
Hence, (sicne qed By Riesz-Frechet Put Then Hence So we must show that CLAIM PROOF Take , (we still have Look at the following ) is linear is linear and that is bounded (and then we have proved existence) such that )
(SO FAR we have proved that a mapping exists we need to prove that its linear and bounded)
We now want to conclude that this implies that This is true because (chapter 1): qed CLAIM PROOF is bounded
Page 75 of 85
Notes for Analysis 2 (v 1.0) (now use
Anders Munk-Nielsen , and )
October 2010
qed Example CLAIM PROOF . Show (which implies )
From which we see that ANOTHER EXAMPLE
CALAIM PROOF Similar to above, write out each side, then they are both equal to and hence 16.2.2 is an adjoint operator and by the theorem from before, it is the unique.
Thoerem A** = A
THEOREM REMARKS Note that PROOF Take Hence, we have that Page 76 of 85 and . and look at for all and use that . is the adjoint.
, so by thm. from chapter 1
Notes for Analysis 2 (v 1.0) 16.2.3 sets, Then (note that THEOREM PROOF Take . and not ) Sammensatte operatorer
Anders Munk-Nielsen
October 2010
Now use the defining equation for the adjoint operator of Hence, is the adjoint operator of . By the theorem from earlier, it is the only adjoint operator, i.e. THEOREM , , then
(i.e. the adjoint-operator is conjungated linear)
16.3 Hermitian operators

Definition Hilbert space, .
Then is Hermetian (da: hermitesk) or self-adjoint (da: selv-adjungeret) if REMARKS In many senses, in a complex world, being hermitian means that you are real (have imaginary part zero) Also, you can make spectral theory from it (analogous to diagonalizing) EXAMPLE . Which of the following are Hermetian?
is is not Page 77 of 85
Notes for Analysis 2 (v 1.0) is not is. EXAMPLE We showed that
Anders Munk-Nielsen
October 2010
But now we can state the following i.e. that being hermetian is equal to being real. INSHOT (indskud) Take EXAMPLE , put CLAIM PROOF Take and , are hermetian and . . Now use that is conjugated linear . , then , .
Easy to see that
REMARK The conclusion is that if you have an operator, , that is not hermetian, then you can create a hermetian operator from it by using this recipe. 16.3.1 LEMMA Lemma , complex Hilbert space, then
NOTE! This does not hold for a real Hilbert space (mgwtf?) THEOREM THEOREM EXAMPLE , multiplication operator The thing is We can almost see this fact because Page 78 of 85 , then , hermetian, then
Anders Munk-Nielsen
October 2010
so PROOF OF THEOREM Assume Now since , We assume that This is so because for , .
for some
. (proves the theorem for multiplication operators)
INDICATION OF WHY THIS HERE HOLDS
, this means that . Show that , and . if . .
and want to show that
Now by the first part of the proof, But we now that By lemma, this means that
by the assumption and hence the imaginary part of this must be zero. and hence . Since , .
17 On the exam
If you write in hand, he recommends using a kuglepen end not a blyant. We are allowed to use facts stated in the book even if theres no proof for them (if theyre in a bistning) We are allowed to use problems that were proved during exercises. - However, in the true/false questions, less argument is required sometimes even just stating false; we proved this in an exercise.
18 Overview of the syllabus

18.1 Normed spaces
vector space over with then we get a metric, In this sense, . gets a topology (open/closed sets, continuity)
EXAMPLE subspaces - We have subspaces, but in particular we can talk about open and closed subspaces Page 79 of 85
Notes for Analysis 2 (v 1.0) Not all subspaces are closed, e.g.
Anders Munk-Nielsen is not closed (i.e. taken in is not equal to )
October 2010
EXERCISE Normed space, finite dimensional subspace, then is closed. COMPLETE SPACE BANACH SPACE complete if all Cauchy sequences are convergent. is a Banach space if normed space and complete.
18.2 Inner product spaces

INNER PRODUCT SPACES vector space over with inner product Linear in frist variable, conjugate linear in second variable. NOTE inner product norm metric .
HILBERT SPACE Inner product space that is complete. CAUCHY SCHWARZ Also, equality holds if and only if , In In Hilbert space with norm Not Hilbert space I.e. there are Cauchy sequences in Contains but also piecewise functions and even more exotic functions. is the completion of with respect to . , include it in and if their limit is not in that arent convergent. , , Hilbert space with (and this will converge since for a .
EXAMPLES of inner product spaces In
Intuitive understanding as well.
i.e. take all Cauchy sequences in Sort of like is the completion of .
Page 80 of 85
Notes for Analysis 2 (v 1.0) 18.2.1 Hilbert space
Anders Munk-Nielsen
October 2010
I.e. all functions in
is the limit of a sequence of functions in
Orthonormal sets
Relevant in Hilbert spaces. ORTHONORMAL SET Let Then be a Hilbert space. Let is an orthonormal set if , . . I.e. and .
FINITE CASE INFINITE CASE EXAMPLE , here the orthonormal basis is or (instead of using an arbitrary index set, , we will be using the natural numbers)
Since we may write as Orthonormal system (even ON basis)
18.2.2 Basis
, is an orthonormal set (even ON basis)
COMPLETE An orthonormal set is complete if i.e. is the maximal wrt being an ON set is an orthonormal basis for if it is an ON set and is complete ORTHONORMAL BASIS THEOREM Let be a Hilbert space, and let ON
be an orthonormal set. Then the following are equivalent
P Page 81 of 85
Notes for Analysis 2 (v 1.0) 18.2.3 By we mean that
Anders Munk-Nielsen
October 2010
Combojuice )
inner product space ( PARALLELOGRAM IDENTITY
THEOREM Closest point property (proved using parallelogram identity) Hilbert space, closed and conved. Then
- We say that is the closest point in to - Only works in Hilbert spaces (not Banach) since the parallelogram identity is used. THEOREM 4.6 Hilbert space, Put Let orthonormal set in to . is given by (which is also the closed linear span(!)) . Then the closest point, , in
ORTHOGONAL COMPLIMENT Let
closed subspace. Then define
THEOREM It works for all closed subsets, in particular subspaces hence it can be used somehow in relation to the closest point theorem (didnt quite hear that)
18.3 Fourier series
THEOREM 5.1 (with
is an orthonormal basis for .
COR , - NOTE! There may be confusion! COR Book: Lectures: , then
Page 82 of 85
Notes for Analysis 2 (v 1.0) Put We also say
Anders Munk-Nielsen
October 2010 or
, then we are saying that
PRACTICAL REMARK - Finding coefficients can be tedious since the inner product involves an integral - But for some nicer functions, it will be doable THEOREM Fejr Then for , (or continuous and -periodic) we have
18.4 Linear functional

normed vector space. LINEAR FUNCTIONAL on . Let linear functional. Then we may define OPERATOR NORM NOTE BOUNDED OPERATOR THEOREM If is bounded if
linear functional, then the following are equivalent
18.4.1
Dual space is
DUAL SPACE the dual space to is a Banach space - This holds even if EXAMPLE Hilbert space,
itself is not complete . Then we can define Page 83 of 85
Anders Munk-Nielsen
October 2010
From Cauchy-Schwarz (more or less) we get Since C-S gives bounded linear functional , and compare it with
THEOREM (Riesz-Frecht) Hilbert space, Then Or more precisely Also, (and )
18.5 Operators
normed spaces If linear, we can (in analogy to the functional norm) define the operator norm
BOUNDED THEOREM Notation Relation:
is bounded bounded continuous
Sammensatte operatorer - We get that INVERTIBILITY 18.5.1 invertible if Where Spectrum then we define Properties of the spectrum 18.5.2 closed Generalizes the notion of eigenvalues from linear algebra Adjoint Hilbert spaces, Page 84 of 85 and then we can associate
Anders Munk-Nielsen
October 2010
- We used Riesz-Frecht to prove this PROPERTIES -
18.5.3
Hermitian operators Hilbert space,
Consider the Hilbert space then we associate an operator and by
Page 85 of 85

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Notes for Analysis 2 (v 1.

Notes for Analysis 2 (v 1.0)

Notes for Analysis 2 (v 1.0)

1.3.1 1.4 2 2.1 2.2 2.3

2.3.1 2.4 2.5 3 3.1 3.2

3.2.1 3.3 3.4

3.4.1 4 4.1 4.2 4.3

Equivalent norms ................................................................................................................................ 21 Equivalent norms ........................................................................................................................ 21

Notes for Analysis 2 (v 1.0) 6 6.1

6.1.1 6.2 6.3

6.3.1 6.3.2 6.3.3 6.3.4 6.4

Fishers completeness theorem ........................................................................................................... 29 Equality almost everywhere .................................................................................................... 30

6.4.1 7 7.1 7.2 8 8.1

8.1.1 8.2 8.3 8.4

8.4.1 8.5 8.6 8.7 8.8 9 9.1 9.2 9.3

Notes for Analysis 2 (v 1.0) 9.4

9.4.1 9.4.2 9.5

Theorem 4.24: important theorem. ..................................................................................................... 40 Corollary 4.25 ............................................................................................................................ 41

10.1 10.1.1 10.1.2 10.1.3 10.1.4 11

11.1 11.2 11.3 11.3.1 11.4 11.4.1 12

Fourier continued .................................................................................................................................... 54 Page 4 of 85

14.1 14.2 14.3 14.3.1 14.4 14.5 14.5.1 15

15.1 15.2 15.3 15.4 15.5 15.6 15.7 15.8 16

16.1 16.1.1 16.2 16.2.1 16.2.2

Notes for Analysis 2 (v 1.0) 16.2.3 16.3 16.3.1 17 18

Notes for Analysis 2 (v 1.0)

(where means complex conjungation,

Let the inner product be

NOTE! in this setting, (since we generally have for that )

EXAMPLE infinite dimensional spaces We have

And now we define

Notes for Analysis 2 (v 1.0)

Lets look at the axioms that must be met

. consider so this is zero. . (holds for all, so specially or this)

first of all, is trivial.

But we assumed But then EXAMPLE little ell two

DEFINITIONS We now introduce

Notes for Analysis 2 (v 1.0)

Suppose , DEFINITION We say, s.t.

THEN IT FOLLOWS that i.e.

second; 1.2.1 Proof, something about convergent

Lets assume that

are square summable, i.e. the infinite sum of squared absolutes is

We may now check the axioms

Now lets check whether

Notes for Analysis 2 (v 1.0)

(fundamental property of taking modules that

No worry about EXAMPLE Let Then ,

The first is ok (ii): (iii): Page 10 of 85 by assumption on the inner product

Notes for Analysis 2 (v 1.0) FACT PROOF

now we use the fact that for

Theorem 1.9: Cauchy-Schwartz

PROOF Assume and not lin.dep. , show

Consider now, the special case where

Note now, that then so the equation becomes

Notes for Analysis 2 (v 1.0)

vector space over

Theorem 1.11: Triangular inequality

Notes for Analysis 2 (v 1.0) this means that

Anders Munk-Nielsen which we will use as

where we used Cauchy-Schwarz in the last step, ERGO

now we use a trick,

Theorem 1.13: Parallelogram identity

Why is this called the parallelogram identity?