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Analysis
B. De Meyer
1
Contents
3
CHAPTER 1
Metric Spaces
1. Basic definitions
1.1. Distance. Let E be a set. A metric (or distance) d on E is a map
d : E × E → R+ satisfying:
1) ∀x, y ∈ E : d(x, y) = 0 ⇔ x = y.
2) ∀x, y ∈ E : d(x, y) = d(y, x).(symmetry)
3) ∀x, y, z ∈ E : d(x, y) ≤ d(x, z) + d(z, y). (Triangle inequality)
A set E endowed with a metric d is called a metric space.
Example 1.1.1.
(1) The discrete metric d on E is defined by ∀x, y ∈ E : d(x, y) = 0 if x = y,
otherwise d(x, y) = 1.
(2) On R, d(x, y) := |x − y| is a metric, referred to as the usual metric.
(3) (Euclidian metric)p For x = (x1 , x2 ) and y = (y1 , y2 ) in R2 , the euclidian
distance d(x, y) is (x1 − y1 )2 + (x2 − y2 )2 .
(4) (Manhattan metric) For x = (x1 , x2 ) and y = (y1 , y2 ) in R2 , let d(x, y) be
defined as d(x, y) := |x1 − y1 | + |x2 − y2 |. d is a metric on R2 sometimes
called the Manhattan metric.
(5) If k.k is a norm on a real vector space F (i.e. k.k : F → R+ satisfying
1) ∀x ∈ F : kxk = 0 ⇔ x = 0.
2) ∀x ∈ F, ∀α ∈ R : kα · xk = |α| · kxk.
3) ∀x, y ∈ F : kx + yk ≤ kxk + kyk.)
then d(x, y) := kx − yk is a distance on F .
(6) On the vector space Rk , one often consider the following norms:
Pk qP
k 2 k
kxk1 := i=1 |xi |; kxk2 := i=1 xi and kxk∞ := maxi=1 |xi |.
In case k = 2, the metrics associated with k.k1 and k.k2 are respectivly the
Manhattan and the Euclidian metric.
(7) A function f : E → R is bounded if kf k∞ := sup{|f (x)| : x ∈ E} < ∞.
Prove that the set B(E) of bounded functions on E is a vector space and
that k.k∞ is a norm on B(E).
Exercise 1.2.1.
(1) Draw the open ball B(0, 1) when d is the Euclidian metric on R2 . Same
exercise when d is the Manhattan metric.
(2) If d is the discrete metric on E and x ∈ E, what are the neighborhoods of
x.
(3) Is X := {(x, 0) : x ∈ R} an open or a closed set of R2 endowed with the
Euclidian metric? Find a set that is neither open nor closed in R2 .
(4) In a metric space (E, d) prove that E (resp ∅ ) is simultaneously open and
closed.
(5) In a metric space (E, d), prove that B(x, ) is an open set.
(6) Let {Ai , i ∈ I} be a family of open sets in a metric space. Prove that
∪i∈I Ai is still an open set. Assuming that I is a finite set, prove that
∩i∈I Ai is also open. Note that ∩i∈I Ai may fail to be an open set when
I is not finite. Find a counter example for this. What can be said about
the union and the intersection of a family of closed sets.
Exercise 1.2.2.
d(x,y)
(1) If (E, d) is a metric space, prove that d0 (x, y) := 1+d(x,y) is a metric on
0
E equivalent to d that is bounded: ∀x, y ∈ E : d (x, y) ≤ 1.
(2) Let d and d0 be two proportionally equivalent metrics on E (i.e. with the
property that ∃α, β > 0 : ∀x, y ∈ E : αd(x, y) ≤ d0 (x, y) ≤ βd(x, y).)
Prove that d and d0 are topologically equivalent.
Theorem 1.3.1.
1) In a metric space (E, d), a sequence {xn }n∈N has at most one limit.
2) All the subsequences of a converging sequence {xn }n∈N converge to the same
limit.
Proof: 1) If {xn }n∈N converges to a and b, then, ∀ > 0, it penetrates B(a, ) and
B(b, ). Therefore, there is an N such that xN ∈ B(a, )∩B(b, ). As a consequence:
d(a, b) ≤ d(a, xN ) + d(b, xN ) ≤ 2. Since this holds for all > 0 it must be the case
that d(a, b) = 0 or equivalently that a = b.
2) If {xn }n∈N converges to a, it penetrates all the neighborhoods of a, and so
does any sub-sequence {x0n }n∈N of {xn }n∈N . Therefore {x0n }n∈N also converges to
a.
Exercise 1.3.2.
1
(1) Prove that the sequence {xn }n∈N defined by xn = n+1 converges to 0 in
R for the metric d(x, y) = |x − y|.
(2) Analyze the convergence of the same sequence for the discrete metric on
R. More generally, characterize the convergent sequences for the discrete
metric.
(3) A point a is called an accumulation point of a sequence {xn }n∈N if there
is a subsequence {x0n }n∈N of {xn }n∈N converging to a.
Prove that if b is not an accumulation point of {xn }n∈N , then there exists
an open ball B(b, ) (with > 0) such that {n ∈ N : xn ∈ B(b, )} is
a finite set (i.e. the sequence {xn }n∈N penetrates the complementary of
B(b, ).
In R with the usual metric, find a sequence {xn }n∈N having no accumu-
lation point. Find a non converging sequence {yn }n∈N having a single
accumulation point.
If the sequence {xn }n∈N is bounded from above in R, give the definition
of lim sup xn . Prove that lim sup xn is an accumulation point of the se-
quence.
Theorem 1.3.3. A set G is closed iif it contains the limit a of all the converging
sequences {xn }n∈N with values in G.
Proof: Necessary condition: Let {xn }n∈N be a sequence with values in the closed
set G converging to a. If a were not in G, then a ∈ Gc which is by definition an
open set. Gc is thus a neighborhood of a, and as such Gc must be penetrated by
{xn }n∈N . This contradicts the fact the {xn }n∈N takes its values in G.
Sufficient condition: Assume that G contains the limit a of all the converging
sequences {xn }n∈N with values in G and let b ∈ Gc . If, for all n, there were a point
xn ∈ G ∩ B(b, n1 ), the sequence {xn }n∈N with values in G would converge to b, and
b would thus belong to G, which is impossible since b ∈ Gc . Therefore, there exists
an n such that G ∩ B(b, n1 ) = ∅. This is equivalent to B(b, n1 ) ⊂ Gc . Gc is thus a
neighborhood of b. Since this holds for all b in Gc , Gc results to be an open set and
G is thus closed.
Exercise 1.3.5.
(1) Prove that in a metric space, a point a ∈ A iif there exists a A valued
sequence converging to a.
1.4. Continuity. Let (E, dE ) and (F, dF ) be two metric spaces. A function
f : E → F is continuous at a point x ∈ E iif for all sequence {xn }n∈N in E
converging to x, the sequence {f (xn )}n∈N converges to f (x) in F .
The function f is continuous if it is continuous at any point x ∈ E.
The reciprocal image f −1 (A) by f of a set A ⊂ F is define as f −1 (A) := {x ∈
E : f (x) ∈ A}.
Theorem 1.4.1. The following claims are equivalent:
1) f : E → F is continuous at a point x ∈ E.
2) ∀ > 0 : ∃δ > 0 : ∀y ∈ E : dE (x, y) < δ =⇒ dF (f (x), f (y)) < .
3) The reciprocal image f −1 (V ) of any neighborhood V of f (x) is a neighborhood
of x.
Proof: 1) =⇒ 2): If 2) does not hold, there exists > 0 such that for all δ > 0,
there exists yδ such that dE (x, yδ ) < δ and dF (f (x), f (yδ )) ≥ . The sequence
{y n1 }n∈N converges then to x but the sequence {f (y n1 )}n∈N does not penetrate the
ball B(f (x), ) and so, does not converge to f (x). Therefore claim 1) does not hold
either. So, if claim 1) holds, claim 2) must be satisfied.
2) =⇒ 3): If V is a neighborhood of f (x), it contains a ball B(f (x), )
for > 0. Claim 2) indicates then that there is a δ > 0 such that for all y ∈
B(x, δ) : f (y) ∈ B(f (x), ) ⊂ V . Therefore B(x, δ) ⊂ f −1 (V ). f −1 (V ) is thus a
neighborhood of x.
3) =⇒ 1): Assume that xn → x. According to claim 3), for all neighborhood
V of f (x), f −1(V ) is a neighborhood of x. The sequence {xn }n∈N must then
penetrate f −1(V ). Therefore {f (xn )}n∈N penetrates V . Since this holds for all
neighborhood V of f (x), we conclude that f (xn ) → f (x).
1. BASIC DEFINITIONS 9
Theorem 1.5.2.
1) A sequence {xn }n∈N is converging to a in (E, d) iif, for all i, the sequence
{pri (xn )}n∈N is converging to pri (a) in (E i , di ).
2) A function f : (F, dF ) → (E, d) is continuous iif, for all i, the function f i : F →
E i : y → f i (y) := pri (f (y)) is continuous.
Exercise 1.5.3.
(1) Prove the last theorem.
(2) Let (F, dF ) be a metric space, and let E be the product (F × F ) endowed
with the metric d as above. Prove that h : E → R : (x, y) → h(x, y) :=
dF (x, y) is Lipschitz from (E, d) to R with the usual metric. Prove that
if f, g are continuous maps from (G, dG ) to (F, dF ), then the set A :=
{x ∈ G : f (x) = g(x)} is a closed set. (Hint: consider s : G → R : x →
dF (f (x), g(x)). Prove that s is continuous and express A in terms of s.)
(3) With the above definition of neighborhood, the notion of converging se-
quence in a topological space (E, O) is the same as in a metric space. The
notions of interior, closure and adherence of a subset A of E are also
defined in the same way.
On R define O1 as the class of all subsets of R and O2 := {∅, R}. O1 and
O2 are two topologies on R. What are the convergent sequences for these
topologies?
If A := [0, 1[ find A◦ Cl(A) and A for both topologies.
2. Completeness
2.1. Complete spaces. A Cauchy sequence in a metric space (E, d) is a se-
quence {xn }n∈N such that ∀η > 0 : ∃N : ∀k, l ≥ N : d(xk , xl ) < η.
Theorem 2.1.1. A convergent sequence is a Cauchy sequence.
Proof: Let {xn }n∈N be a sequence converging to a. For all η > 0, the number
:= η/2 is strictly positive. According to the definition of a convergent sequence,
there exists thus a N such that ∀n ≥ N : d(xn , a) < . Therefore, ∀k, l ≥ N , we
have with the Triangle inequality: d(xk , xl ) ≤ d(xk , a) + d(xl , a) < + ≤ η.
Exercise 2.1.2.
(1) Prove that if a Cauchy sequence has an accumulation point a (see exercise
1.3.2-(3)), it converges to a.
(2) A sequence {xn }n∈N in a metric space (E, d) is bounded if it is valued in
a ball B(a, r) of finite radius r. Prove that a Cauchy sequence is bounded.
As shows the following example, there are non converging Cauchy sequences:
Consider E := R − {0} as a subspace of R with the usual metric d. The sequence
1
{ n+1 }n∈N is a sequence valued in E. As as sequence in (R, d) it converges to 0. It
is thus a Cauchy sequence. However, as a sequence in (E, dE ), it has no limit in E
and is thus not converging.
A metric space (E, d) is complete iif it has the property that all Cauchy sequence
in (E, d) is converging.
Theorem 2.1.3. R with the usual metric is a complete space.
Proof: First observe that a Cauchy sequence {xn }n∈N in R is bounded.
In the axiomatic defining R, the completeness axiom states that any set A in
R bounded from above has a supremum (least upper bound): sup(A). This axiom
allows the definition of lim sup xn for any bounded from above sequence {xn }n∈N .
As seen in exercise 1.3.2-(3); lim sup xn is an accumulation point of the sequence.
With exercise 2.1.2-(1), we conclude that {xn }n∈N converges to lim sup xn .
Theorem 2.1.4. The product (E, d) space of finitely many complete metric
spaces (E 1 , d1 ), . . . , (E k , dk ) is a complete space.
Proof: Let {xn }n∈N be a Cauchy sequence in E. It results from the definition of the
product metric d that di (pri (xk ), pri (xl )) ≤ d(xk , xl ). Since {xn }n∈N is a Cauchy
sequence, we infer that, ∀i, {pri (xn )}n∈N is a Cauchy sequence in (E i , di ). Since
this space is complete, the sequence {pri (xn )}n∈N has thus a limit ai in E i . Let a
12 1. METRIC SPACES
be the point a = (a1 , . . . , ak ) ∈ E. Since, ∀i, {pri (xn )}n∈N converges to pri (a) = ai ,
we conclude with theorem 1.5.2-1) that {xn }n∈N is converging in (E, d) to a.
A Banach space is a complete normed vector space. Since (Rk , k.k∞ ) is the
product space of k copies of the complete metric space (R, |.|), the previous theorem
indicates that (Rk , k.k∞ ) is complete and thus
Theorem 2.1.5. (Rk , k.k∞ ) is a Banach space.
Theorem 2.1.6. (B(E), k.k∞ ) (see example 1.1.1-(7)) is a Banach space.
Proof: Let {fn }n∈N be a Cauchy sequence in (B(E), k.k∞ ). Since, ∀x ∈ E, ∀k, l,
|fk (x) − fl (x)| ≤ kfk − fl k∞ , we get that ∀x ∈ E, {fn (x)}n∈N is a Cauchy Sequence
in the complete space (R, |.|). The sequence {fn (x)}n∈N is thus converging to a
limit that will be denoted f (x).
For all > 0, there exists N such that:∀k, l ≥ N : kfk − fl k∞ ≤ . Therefore
∀k, l ≥ N, ∀x ∈ E, |fk (x) − fl (x)| ≤ . Since f (x) = liml→∞ fl (x), we also get that
∀k ≥ N : ∀x ∈ E : |fk (x) − f (x)| ≤ . Therefore ∀k ≥ N : kfk − fl k∞ ≤ .
Theorem 2.1.7. If F is a closed set in a complete metric space (E, d), then
the subspace (F, d) is also complete.
Proof: Let {xn }n∈N be a Cauchy sequence in F . It is in particular a Cauchy
sequence in the complete space (E, d) and has thus a limit a in E. Since a is the
limit of a sequence {xn }n∈N valued in the closed set F , a must thus belong to F ,
and the sequence {xn }n∈N is thus converging in (F, d).
If (E, d) is a metric space, we will denote C(E) the space of continuous functions
from (E, d) to (R, |.|). It results from exercise 1.4.4-(5) that C(E) is a vector space.
We also set Cb (E) := C(E) ∩ B(E): Cb (E) is the space of bounded continuous
functions on E.
Theorem 2.1.8. (Cb (E), k.k∞ ) is a Banach space.
Proof: According to the previous theorem, we just have to prove that Cb (E) is
a closed set in (B(E), k.k∞ ). With theorem 1.3.3, we just have to prove that the
limit f in (B(E), k.k∞ ) of any sequence {fn }n∈N in Cb (E) is continuous.
Let x be a point of E and let be strictly positive. Since {fn }n∈N converges
to f , we get: ∃N : ∀n ≥ N : kf − fn k∞ ≤ /3.
Since fN is continuous at x, there exists a δ > 0 such that
∀y ∈ B(x, δ) : |fN (x) − fN (y)| ≤ /3.
Therefore ∀y ∈ B(x, δ) :
|f (x)−f (y)| ≤ |f (x)−fN (x)|+|fN (x)−fN (y)|+|fN (y)−f (y)| ≤ /3+/3+/3 = .
Since > 0 is arbitrary in the above reasoning, we have proved that ∀ > 0 : ∃δ >
0 : ∀y ∈ B(x, δ) : |f (x) − f (y)| ≤ . and f is thus continuous at x. Since x is
arbitrary in E, we conclude as announced that f is continuous.
Since αn → 0, we get at once that {xn }n∈N is a Cauchy sequence. Since (E, d)
is complete, this sequence converges thus to a limit x∗ . Since inequality (2) holds
αn
for all m > n, we get letting m go to ∞: d(x∗ , xn ) ≤ d(x1 , x0 ) · 1−α as announced.
∗
We next prove that x is a fixed point for f : inequality (1) indicates that
limn→∞ d(f (xn ), xn ) = 0. Since f is continuous, this limit is just d(f (x∗ ), x∗ ).
Therefore f (x∗ ) = x∗ as announced.
Let y be a fixed point. We prove now that it must coincide with x∗ . Indeed,
we have then d(x∗ , y) = d(f (x∗ ), f (y)) ≤ α · d(x∗ , y). Since d(x∗ , y) ≥ 0 and α < 1,
this inequality can only be satisfied if d(x∗ , y) = 0, which entails x∗ = y.
The previous theorem is quite powerful. It is used for instance to prove that
differential equation have a solution: Let F : R → R be a Lipschitz function with
Lipschitz constant α. Let y0 ∈ R. The next exercise aim to prove the existence of
a continuous solution y to the following differential problem:
d
∀t > 0 : dt y(t) = F (y(t))
y(0) = y0
Exercise 2.2.2.
(1) For a function f : [0, ∞[→ R, define []f [] as []f [] := sup{|e−2αt f (t)| : t ∈
[0, ∞[}. Let V be the set of continuous function f : [0, ∞[→ R satisfying
[]f [] < ∞. Prove that (V, [].[]) is a Banach space.
(2) For f ∈ V let us define the function T (f ) : [0, ∞[→ R by
Z t
∀t ∈ [0, ∞[: T (f )(t) := y0 + F (f (s))ds.
0
2.3. Uniform continuity. Let (E, dE ) and (F, dF ) be two metric spaces. As
it results from the definition of continuity, if {xn }n∈N is a converging sequence in
(E, dE ), the image {f (xn )}n∈N of this sequence by a continuous function f : E → F
is still convergent. It is thus a natural question to rise wether the image of a Cauchy
sequence by a continuous function is still a Cauchy sequence. The answer is no as
indicates the following example: The function f : (]0, 1], |.|) → (R, |.|) : x → f (x) :=
sin( x1 ) is continuous and the sequence { n+1
1
}n∈N is clearly a Cauchy sequence. Its
image by f is the sequence {sin(n + 1)}n∈N that keeps oscillating between − 1 and
1 and is thus neither convergent nor a Cauchy sequence.
To preserve the Cauchy property, the function f must satisfy a stronger re-
quirement than continuity: uniform continuity.
A function f : (E, dE ) → (F, dF ) is uniformly continuous iif ∀ > 0 : ∃δ > 0 :
∀x, y ∈ E : dE (x, y) ≤ δ =⇒ dF (f (x), f (y)) < .
It is useful to compare this definition with that of continuity: The function
f is continuous iif ∀x ∈ E, ∀ > 0 : ∃δ > 0 : ∀y ∈ E : dE (x, y) ≤ δ =⇒
dF (f (x), f (y)) < . In the definition of continuity, the δ that is claimed to exist
depends on and x. In the definition of uniform continuity however, δ only depends
on : it is a “uniform” δ, the same for all x. Observe that a uniformly continuous
function is in particular continuous.
Exercise 2.3.1.
(1) Prove that a Lipschitz function f : (E, dE ) → (F, dF ) is uniformly contin-
uous.
(2) Prove that the image of a Cauchy sequence by a uniformly continuous
function is afresh a Cauchy sequence.
Theorem 2.3.2. Let A be a subset of a metric space (E, d) and the A be its
adherence. If f is a uniformly continuous function from the subspace (A, d) to
a complete metric space (F, dF ), then there exists a unique continuous function
f : (A, d) → (F, dF ) such that ∀x ∈ A : f (x) = f (x).
f is called the extension by continuity of f . It is furthermore uniformly continuous.
Proof: Let us first prove the uniqueness of such an extension: If g and h are
two continuous function from A to F that coincide with f on A, then the set
Q := {x ∈ A|g(x) = h(x)} contains A. Q is a closed set in (A, d) as it results from
exercise 1.5.3-(2). Therefore A ⊂ Q, and thus g and h coincide on A.
Let us next prove the existence of such an extension: Let a be a point of
A. According to exercise 1.3.5, there exists a A-valued sequence {xn }n∈N that
converges to a. It is in particular a Cauchy sequence, and so is its image by
f . Since (F, dF ) is a complete space, we conclude that {f (xn )}n∈N is convergent.
Now, observe that if {yn }n∈N is another A-valued sequence that converges to a, then
limn→∞ f (xn ) = limn→∞ f (yn ). Indeed, the sequence {xn }n∈N defined by z2n :=
xn and z2n+1 := yn is still a sequence converging to a. Therefore {f (zn )}n∈N is
converging, and all its subsequences— in particular {f (xn )}n∈N and {f (yn )}n∈N —
have the same limit.
Let us then denote f (a) the common limit of the image by f of the A-valued
sequences converging to a.
We now argue that f coincide with f on A. Indeed, if a ∈ A, the constant
sequence {xn }n∈N , where ∀n : xn := a, is A-valued and converges to a. Therefore
f (a) = limn→∞ f (xn ) = f (a).
2. COMPLETENESS 15
limn→∞ d(xn , x0 n) = d(a, a0 ) < δ, we infer that there exists N such that ∀n ≥ N :
d(xn , x0 n) < δ. Therefore ∀n ≥ N : dF (f (xn ), f (x0n )) ≤ . Since {f (xn )}n∈N and
{f (x0n )}n∈N converge respectively to f (a) and f (a0 ), we conclude that
dF (f (a), f (a0 )) = lim dF (f (xn ), f (x0n )) ≤ .
n→∞
We thus have proved that
∀ > 0 : ∃δ > 0 : ∀a, a0 ∈ A : d(a, a0 ) < δ =⇒ dF (f (a), f (a0 )) ≤
f is thus uniformly continuous, as announced.
This last theorem is quite important in mathematics. Here are two examples
of application:
Example 2.3.3.
(1) How is the function 2x defined on R? An integer power of a number has
an easy definition in terms of repeated product of that number. So 2x
is well defined for x ∈ Z. This definition can be extended to x ∈ Q as
follows: if x = nk , 2x is the unique number y such that y n = 2k . So 2x is
well defined as a function from Q to R. The function 2x : R → R is then
defined as the extention by continuity of the previous one.
(2) The definition of the Riemann integral is another example of extension
Rb
by continuity: The integral a f (x)dx is first defined on the space of step
Rb
functions f . The map f → a f (x)dx is then proved to be uniformly
continuous with respect to the uniform norm. This allows to extend the
definition of the integral to the adherence of the set of step functions.
3. Compactness
3.1. Compact precompact and sequentially compact sets. A subset K
of a metric space (E, d) is compact iif any open covering of K (i.e. a family {Oi }i∈I
of open sets such that K ⊂ ∪i∈I Oi ) contains a finite subcovering (i.e. a finite set
J ⊂ I such that K ⊂ ∪i∈J Oi ).
Exercise 3.1.1.
(1) Prove that K is compact iif for all family {Fi }i∈I of closed sets such that
∩i∈I Fi ∩K = ∅ there is a finite sub-family J ⊂ I such that ∩i∈J Fi ∩K = ∅.
A subset K of E is sequentially compact iif all K-valued sequence has an accu-
mulation point in K.
Theorem 3.1.2. In a metric space (E, d), a compact set is sequentially com-
pact.
Proof: Let K be a compact set and let {xn }n∈N be a K-valued sequence. We
want to prove that {xn }n∈N has an accumulation point in K. Assume on the
contrary that no point x in K is an accumulation point of {xn }n∈N . Then, according
to exercise 1.3.2-(3), ∀x ∈ K, there exists (x) > 0 and N (x) ∈ N such that
∀n > N (x) : xn 6∈ B(x, (x)). Since x ∈ B(x, (x)), we get that K ⊂ ∪x∈K B(b, ).
Therefore {B(b, )}x∈K is an open covering of K. There exists thus a finite set
J ∈ K such that K ⊂ ∪x∈J B(b, ). But this is impossible: Indeed, if we set
M := max{N (x), x ∈ J}, then M < ∞ and ∀n > M : xn 6∈ ∪x∈J B(x, (x)) ⊃ K,
which contradicts the fact that {xn }n∈N is K-valued.
A subset K of a metric space (E, d) is precompact iif, for all > 0, K has a
finite covering by open balls of radius . (i.e. ∀ > 0 : ∃N ∈ N : ∃x1 , . . . , xN ∈ E :
K ⊂ ∪N i=1 B(xi , ). )
Exercise 3.1.4.
(1) Prove that K is precompact iif ∀ > 0 : ∃N ∈ N : ∃x1 , . . . , xN ∈ K : K ⊂
∪N
i=1 B(xi , ).
In other words, the centers of the balls can be chosen in K itself.
(2) Prove that [0, 1] is a precompact set of (R, |.|)
Theorem 3.1.5. A sequentially compact set is precompact
Proof: Let indeed K be a sequentially compact set. Would there be no finite
covering of K by open balls of radius > 0, we could construct recursively a
sequence {xn }n∈N as follows. Pick x0 ∈ K. Once x0 , . . . , xn have been chosen,
observe that K − ∪nj=0 B(xj , ) is a non empty set. Select then xn+1 in this set.
Clearly ∀m 6= n : d(xn , xm ) ≥ . Therefore, the sequence {xn }n∈N could’nt have a
converging sub-sequence, which would contradict the sequential compactness of K.
Theorem 3.1.7. Let K be a subset of a metric space (E, d). Then the following
claims are equivalent:
(1) K is a compact set.
(2) K is a sequentially compact set.
(3) K is precompact and the subspace (K, d) is complete.
Proof: (1) =⇒ (2) was poven in theorem 3.1.2. Theorems 3.1.3 and 3.1.5 indicate
that (2) =⇒ (3).
A: Let us now prove that (3) =⇒ (2). Let K satisfy (3). For all m ≥ 1
there exists a finite covering Cm := {B1m , . . . , BN
m
m
} of K by open balls of radius
18 1. METRIC SPACES
1
m+1 . Let then {x0n }n∈N be a K-valued sequence. We will prove that it has an
accumulation point in K.
To do so, we will extract recursively subsequences of {x0n }n∈N . Once selected
the subsequence {xm−1 n }n∈N , the subsequence {xm n }n∈N is selected as follows: Since
m−1
∀n : xn belongs to K, there must exists at least one ball Bjmm in Cm that is
visited infinitely many times by {xm−1 n }n∈N . In other words Am := {n ∈ N : n >
0 and xm−1n ∈ B m
jm } is not a finite set. Let then nm (k) denotes the k-th smallest
m−1
element in Am . We then define xm k := xnm (k) .
Next define ym := x0 . We claim that {yn }n∈N is a subsequence of {x0n }n∈N :
m
m−1 m−2
indeed ym := xm 0
0 = xnm (0) = xnm−1 (nm (0)) = · · · = xn(m) , where n(m) :=
n1 (n2 (· · · (nm (0)) · · · )). So, we just have to prove that n(m) is strictly increasing
in m. Observing that nm+1 (0) > 0 since 0 6∈ Am+1 , and that k → nq (k) is strictly
increasing, we get successively: nm (nm+1 (0)) > nm (0), nm−1 (nm (nm+1 (0))) >
nm−1 (nm (0)), · · · and thus
n(m + 1) = n1 (n2 (· · · (nm (nm+1 (0))) · · · )) > n1 (n2 (· · · (nm (0)) · · · )) = n(m).
n(m) is thus strictly increasing in m.
We next claim that {yn }n∈N is a Cauchy sequence in (K, d). Indeed, for all
> 0, there exists N such that N2+1 < . For all n, m ≥ N , yn and ym are elements
of the subsequence {xN N
k }k∈N . Therefore, they both belong to the ball BjN of radius
1 2
N +1 . We infer therefore that d(ym , yn ) ≤ N +1 < and {yn }n∈N is, as announced,
a Cauchy sequence in (K, d).
Since (K, d) is complete, we conclude that {yn }n∈N converges to a point y in
K which is thus an accumulation point of {x0n }n∈N .
B: We next prove that (2) =⇒ (1): Let K satisfy (2). Possibly by replacing d
d
by the topologically equivalent distance δ := 1+d , we may assume without loss of
generality that d is a bounded metric on E.
Let {Oi }i∈I be an open covering of K. We must prove that it contains a finite
subcovering.
For all i ∈ I, we may assume that E 6= Oi , otherwise {Oi } would be the
required finite subcovering. We may thus define gi : E → R : x → gi (x) :=
inf{d(x, a) : a 6∈ Oi } which is a finite Lipschitz function with constant 1 as it
follows from exercise 1.4.4-(4). Since Oi is open, this exercise also indicates that
Oi = {x ∈ E : gi (x) > 0}.
Let us then define g(x) := supi∈I gi (x) (since d is bounded, g(x) is a finite
number). g is also a Lipschitz function with constant 1: Indeed, ∀x, y ∈ E : ∀ >
0 : ∃i ∈ I : g(x) ≤ gi (x) + ≤ gi (y) + d(x, y) + ≤ g(y) + d(x, y) + . Since this holds
for all > 0, we get: ∀x, y ∈ E : g(x) ≤ g(y) + d(x, y). Interchanging x and y, we
obtain ∀x, y ∈ E : g(y) ≤ g(x) + d(x, y), and so: ∀x, y ∈ E : |g(x) − g(y)| ≤ d(x, y).
Let next α denote α := inf{g(x) : x ∈ K}. It results from theorem 3.1.6 there
exists a∗ ∈ K such that g(a∗ ) = α. But {Oi }i∈I is a covering of K. Therefore,
there exists i ∈ I such that a∗ ∈ Oi . So α = g(a∗ ) ≥ gi (a∗ ) > 0.
Since (2) ⇒ (3), K is precompact. According to exercise 3.1.4-(1), there exists
thus a finite covering {B(x1 , α2 ), · · · , B(xN , α2 )} of K by balls of radius α2 such that
x1 , . . . , xN ∈ K.
From the definition of α, we get thus ∀k : g(xk ) ≥ α > α2 , and from the
definition of g, we thus conclude that ∀k : ∃ik ∈ I : gik (xk ) > α2 . So, since gik is
3. COMPACTNESS 19
Theorem 3.2.3. In a metric space (E, d), a closed subset A of a compact set
K is a compact set.
Proof: Let C := {Oi }i∈I be an open covering of A. Clearly C 0 := C ∪ {Ac } is an
open covering of K. C 0 contains thus a finite covering of K. There exists thus a
finite set J ⊂ I such that K ⊂ ∪i∈J Oi ∪Ac . Since A ⊂ K, we get then A ⊂ ∪i∈J Oi .
So {Oi }i∈I is the required finite subcovering of A.
Theorem 3.2.4. Let (E i , di )i=1,...,m be a family of metric spaces and, for all
i, let Ki be a compact subset of Ei . Then the set K := K1 × · · · Km is compact in
the product space (E, d) introduced in section 1.5.
Proof: Let {xn }n∈N be a K-valued sequence. The sequence {pr1 (xn )}n∈N is thus
K1 -valued. Since K1 is compact, there exists a subsequence {x1n }n∈N of {xn }n∈N
such that {pr1 (x1n )}n∈N converges to x1 ∈ K1 .
The sequence {pr2 (x1n )}n∈N is K2 -valued, there exists thus a subsequence {x2n }n∈N
of {x1n }n∈N such that {pr2 (x2n )}n∈N converges to x2 ∈ E2 .
20 1. METRIC SPACES
Exercise 3.2.5.
(1) Theorem 3.2.2 indicates that, in any metric space, compact sets are closed
and bounded. The next theorem states that in (Rn , k.k∞ ), any closed and
bounded set is compact. The aim of this exercise is to prove that in other
metric space, there are bounded closed sets that are not compact.
Let fn be defined as
1 if x ≥ n
fn : R → R : x → fn (x) :=
0 otherwise
Let A be the set A := {fn : n ∈ N}. It is clearly a bounded subset of
(B(R), k.k∞ ). Observe that if n 6= m, then kfn − fm k∞ = 1. Conclude
therefore that a A-valued Cauchy sequence must be constant after some
rank (i.e. it must penetrate a singleton {f } ⊂ A.) Use this fact to prove
that A is closed and not compact.
Theorem 3.2.6. In (Rn , k.k∞ ), a set K is compact iif it is bounded and closed.
Proof: Theorem 3.2.2 indicates that a compact set is necessarily bounded and
closed. We next prove that this is also a sufficient condition for compactness: Let
then K be a closed bounded set in (Rn , k.k∞ ). Since K is bounded, it is contains in
a closed ball B[a, r]. We just have to prove that the set B[a, r] is compact. Indeed,
theorem 3.2.3 indicates that a closed subset of a compact set is itself compact. Since
(Rn , k.k∞ ) is the product space of n copies of (R, |.|), and
B[a, r] = [a1 − r, a1 + r] × · · · × [an − r, an + r],
we just have to prove that bounded closed intervals are compact in (R, |.|) to get
with theorem 3.2.4 the compactness of B[a, r].
Since a bounded closed interval I can always be covered by finitely many open
intervals of length 2 > 0 (which are the open balls of radius ), I is clearly a
precompact set. As a closed subset of the complete space (R, |.|), (I, |.|) is itself a
complete space according to theorem 2.1.7. We thus conclude with theorem 3.1.7
that I is compact in (R, |.|).
One important feature of compact sets is that a ”local property” on this set is
often a ”uniform property”. The next theorem is an illustration of this.
Theorem 3.2.7. Let K be a compact set in (E, d). Then a continuous function
f : (K, d) → (F, dF ) is uniformly continuous.
Proof: Let f be a continuous function on a compact set K. For a given > 0, for
all x ∈ K, there exists δ(x) > 0 such that
(3) ∀y ∈ B(x, δ(x)) : dF (f (x), f (y)) ≤ .
3
Let us then consider the open covering {B(x, δ(x)
3 )}x∈K of K. There exists thus a
δ(x)
finite set J ⊂ K such that K ⊂ ∪x∈J B(x, 3 ). Let δ denote δ := minx∈J δ(x).
4. CONNECTED SETS 21
Then η := δ
3 > 0. For all x, y ∈ K such that d(x, y) ≤ η there exists x0 , y 0 ∈ J such
0 0
that x ∈ B(x0 , δ(x3 ) ) and y ∈ B(y 0 , δ(y3 ) ). With (3), we have thus dF (f (x), f (x0 )) ≤
0
3 and dF (f (y), f (y )) ≤ 3 .
Next, the triangle identity gives us
δ(x0 ) + δ + δ(y 0 )
d(x0 , y 0 ) ≤ d(x0 , x) + d(x, y) + d(y, y 0 ) ≤ ≤ max(δ(x0 ), δ(y 0 )).
3
Therefore either x0 ∈ B(y 0 , δ(y 0 )) or y 0 ∈ B(x0 , δ(x0 )). In any case, with inequality
(3), we get: dF (f (x0 ), f (y 0 )) ≤ 3 .
So we have proved that ∀ > 0 : ∃η > 0 : ∀x, y ∈ K such that d(x, y) ≤ η, we
have:
++
dF (f (x), f (y)) ≤ dF (f (x), f (x0 ))+dF (f (x0 ), f (y 0 ))+dF (f (y 0 ), f (y)) ≤ = .
3
f is thus uniformly continuous on K.
4. Connected sets
4.1. Basic definitions. Let E1 , E2 be two non-empty disjoint closed sets in
a metric space (E, d) such that E = E1 ∪ E2 . Since E1 , E2 are also open sets,
a sequence in E will converge iif it penetrates one of these sets Ei and if the
corresponding Ei -valued subsequence converges in (Ei , d).
In the same way, a function f : (E, d) → (F, dF ) will be continuous iif the
restrictions fi of f on Ei are continuous from (Ei , d) to (F, dF ).
Therefore, analyzing the properties of the space (E, d) comes essentially to
analyzing the properties of its two pieces (E1 , d), (E2 , d).
A space (E, d) that can not be separated in two such pieces is called connected.
More precisely, a metric space (E, d) is connected iif the only sets that are both
open and closed in (E, d) are E and ∅.
Theorem 4.1.1. ([0, 1], |.|) is a connected space.
Proof: Assume that [0, 1] = E1 ∪ E2 where E1 , E2 are two non-empty disjoint
closed sets in ([0, 1], |.|). We will prove that this leads to a contradiction: Indeed,
the point 1 must then belong to one of the Ei ’s— say 1 ∈ E2 . Define then α as
α := sup E1 . Since E1 is closed, we get α ∈ E1 . Since E1 and E2 are disjoint, we
get thus that α 6∈ E2 and thus α < 1. It also follows the definition of α that no
point x > α belongs to E1 , and thus ]α, 1] ⊂ E2 . Since E2 is closed, α must then
belong to E2 . This is the contradiction: α ∈ E1 ∩ E2 , and E1 and E2 can therefore
not be disjoint.
22 1. METRIC SPACES
Theorem 4.1.3. If A is a connected set in the metric space (E, d), A is also
connected.
Proof: Let E1 , E2 be two closed sets in (E, d) satisfying A ⊂ E1 ∪ E2 and A ∩ E1 ∩
E2 = ∅. Then A ⊂ E1 ∪ E2 and A ∩ E1 ∩ E2 = ∅. Since A is connected, this implies
that A ∩ Ei = ∅ for i = 1 or 2. Assume that A ∩ E2 = ∅, then A ⊂ E1 . Since E1 is
closed, we thus also have A ⊂ E1 , and thus A ∩ E2 = ∅. A is thus connected, since,
for any pair of closed sets E1 , E2 satisfying A ⊂ E1 ∪ E2 and A ∩ E1 ∩ E2 = ∅,
either A ∩ E1 = ∅ or A ∩ E2 = ∅.
The next theorem indicates that the connected sets in (R, |.|) are the intervals
(open, closed, semi open, bounded or unbounded)
Theorem 4.2.2. If A is a connected set in (R, |.|) that contains x and y, with
x < y then [x, y] ⊂ A.
In particular, in (R, |.|), A is connected iif A is path-connected.
Proof: Let z ∈]x, y[, and assume that z 6∈ A. Then E1 :=]−∞, z] and E2 := [z, ∞[
are closed sets that satisfy A ⊂ E1 ∪E2 and A∩E1 ∩E2 = ∅. However x ∈ A∩E1 6= ∅
and y ∈ A ∩ E2 6= ∅. A could therefore not be connected. Therefore z must belong
to A. In other words: ]x, y[⊂ A. Since x, y ∈ A, this also implies [x, y] ⊂ A as
announced.
We next prove the second claim. According to the previous theorem, we just
have to prove that a connected set A is path-connected. But this follows from the
previous claim since if x, y ∈ A, the continuous function f : [0, 1] → R : t → f (t) :=
tx + (1 − t)y is an [x, y]-valued path joining x and y. f is thus also A-valued.
In general metric spaces however there are connected sets that are not path-
connected.
Exercise 4.2.3.
(1) Let I := {(0, y) : y ∈ [−1, 1]}, J := {(x, sin( x1 )) : x > 0} and A := I ∪ J.
a) Prove that I and J are connected.
b) Prove that I ⊂ J.
c) Prove that A is connected. (Hint: Let E1 , E2 be two closed sets in
(R2 , k.k∞ ) satisfying A ⊂ E1 ∪ E2 , A ∩ E1 ∩ E2 = ∅, A ∩ E1 6= ∅ and
A ∩ E2 6= ∅. Using a), prove J must then be included in one of the Ei ,
i = 1, 2—say E1 . With b) conclude that I ⊂ E1 and thus A ⊂ E1 . Find
then a contradiction.)
e) Prove that there is no path joining (0, 0) and (1, sin(1)). (Hint: let
f (t) := (f1 (t), f2 (t)) be such a path. Let α := sup{t ∈ [0, 1] : f (t) ∈ I}.
Prove that f (α) ∈ I and that ∀t > α : f (t) ∈ J. Let {βn }n∈N be a
decreasing sequence in ]0, 1] that converges to 0 and such that {sin( β1n )}n∈N
does not converge. Prove that there exists a decreasing sequence {tn }n∈N
that converges to α such that f1 (tn ) = βn , for all n. Conclude that f2 can
not be continuous at α.
Theorem 4.2.4. Let f be a continuous function from a connected space (E, d)
to (R, |.|). If there exist a, b ∈ E such that f (a) > 0 and f (b) < 0 then there exists
c ∈ E such that f (c) = 0.
Proof: f (E) is a connected set according to theorem 4.1.4. According to theorem
4.2.2, 0 ∈ [f (a), f (b)] ⊂ f (E). Therefore, there exists c ∈ E such that f (c) = 0.
1.2. Main properties. The previous discussion indicates that the topological
properties proved in the first chapter for (Rn , k.k∞ ) also apply to finite dimensional
vector spaces:
Corollary 1.2.1. A finite dimensional normed vector space is a Banach space.
25
26 2. LINEAR NORMED SPACES
2. Linear maps
2.1. Continuous linear maps. Let (E, k.kE ) and (F, k.kF ) be two real normed
spaces. We will denote L(E, F ) the vector space of the linear maps from E to F
and Lc (E, F ) the subspace of continuous linear maps from (E, k.kE ) to (F, k.kF ).
2. LINEAR MAPS 27
Theorem 2.1.1. Let f be in L(E, F ). Then f ∈ Lc (E, F ) iif []f [] < ∞. In this
case f is Lipschitz with constant []f [].
L(E, F ) = Lc (E, F ).
Proof: As mentioned in the section 1.1, (E, k.kE ) is isometric to (Rn , ν) for an
appropriate norm ν. Since this norm is equivalent to k.k∞ , we just have to prove
that any linear map f on (Rn , k.k∞ ) is continuous. If {u1 , . . . , un } is the canonical
basis of Rn , then forall x = (x1 , . . . , xn ) ∈ Rn :
n
X n
X n
X
kf (x)kF = k xk f (uk )kF ≤ |xk |kf (uk )kF ≤ kxk∞ ( kf (uk )kF ).
k=1 k=1 k=1
Pn
This implies in particular that []f [] ≤ ( k=1 kf (uk )kF ) < ∞.
2.2. The dual space. If (E, k.kE ) is a normed space, the dual space, denoted
E ∗ , is the space E ∗ := Lc (E, R) endowed with the norm [].[].
We just will consider in this course the dual space E ∗ of an Hilbert space E:
A scalar product h., .i on a real vector space E is a map h., .i : E × E → R that
satisfies:
1) ∀x ∈ E, x 6= 0 : hx, xi > 0
2) ∀x, y ∈ E : hx, yi = hy, xi.
3) ∀x, y, z ∈ E, ∀α, β ∈ R : hαx + βy, zi = αhx, zi + βhy, zi.
Exercise 2.2.1.
(1) Let x, y be two points of E. Using the fact that the quadratic map λ →
hx + λy, x + λyi is positive for all λ ∈ R, prove the Cauchy Schwartz
inequality:
p p
∀x, y ∈ E : hx, yi ≤ hx, xi hy, yi
p
(2) Prove that kxk := hx, xi is a norm on E.
This norm is said to be derived from the scalar product. An Hilbert space is a
vector space E endowed with a scalar product that is complete for the corresponding
norm. An Hilbert space is thus a particular case of Banach space.
Theorem 2.2.2 (Riez representation theorem). Let (E, h.; .i) be an Hilbert
space. Then for all f ∈ E ∗ there exists a point af ∈ E such that ∀x ∈ E :
f (x) = haf , xi.
The map f → af is a linear isometric bijection between (E, k.kE ) and (E ∗ , [].[]).
Exercise 2.2.3. Proof of theorem 2.1.3
(1) If f = 0, the first claim holds with af = 0. Let f 6= 0 be in E ∗ . Let K be
the kernel of f : K := {x ∈ E : f (x) = 0}. Prove that K is a closed vector
space.
Let a belong to E − K. ∀x ∈ E : x = z + ff (x) f (x)
(a) a where z := (x − f (a) a).
Prove that z ∈ K.
(2) Prove that in a Hilbert space, the parallelogram relation holds:
∀u, v ∈ E : ku + vk2E + ku − vk2E = 2(kuk2E + kvk2E )
(3) Let α be α := inf{kx − akE : x ∈ K}. Let {xn }n∈N be a sequence of
points in K such that kxn − akE converges to α. With u := xn − a and
v := xm − a in the parallelogram relation, prove that
xn + xm 2
kxn − xm k2E = 2ka − xn k2E + 2ka − xm k2E − 4ka − kE
2
Prove that {xn }n∈N is a Cauchy sequence.
(Hint: prove that ka − xn +x 2
m
kE ≥ α.)
(4) Let x∗ be the limit of {xn }n∈N . Prove that x∗ ∈ K and ka − x∗ kE = α.
Let y ∗ be y ∗ := a − x∗ . Prove that for all x ∈ K : hy ∗ , xi = 0.
Prove that hy ∗ , ai = α > 0.
Prove that the first claim of the theorem holds for f with af := hyf ∗(a) ∗
,ai y .
(5) Use Cauchy Schwartz inequality to prove that []f [] = kaf kE .
.
4. THE SPACE (Cb (E), k.k∞ ) 29
P∞3.1. Series in a normed space. Let (E, k.kE ) be a normed space. A series
k=0 ak where ∀k : ak ∈ E is said to P be convergent to the sum A iif the sequence
n
{sn }n∈N converges
P∞ to A, where sn := k=0 ak .
P∞ A series a
k=0 k is said to be absolutely convergent iif the series of real numbers
k=0 ka k
k E is convergent in (R, |.|).
Theorem 3.1.1. In a Banach space (E, k.kE ), an absolutely convergent series
is convergent.
Exercise 3.1.2.
(1) Prove this theorem.
(2) Let {an }n∈N be a sequence of real numbers, and, for x ∈ R consider
P∞ k |an+1 |
the series k=0 ak x . Let γ denote γ := lim supn→∞ |an | . Prove
∞
that for all r < γ1 , the series k
P
k=0 ak x is absolutely convergent on
(Cb ([−r, r]), k.k∞ ).
Let g(x) denote the sum of this series.P Such a function is called analytic.
∞ k−1
(3) Consider next the derivative series: k=0 ak kx . Prove that this is
also an absolutely convergent series on (Cb ([−r, r]), k.k∞ ).
d
Let h(x) denote the sum of this series. Prove that dx g(x) = h(x) on
[−r, r].
Conclude that, ∀n, g has a continuous derivative of order n on [−r, r].
P∞ xk
(4) Define the function ex as the sum of the series k=0 k! . Prove that
this series converges uniformly on any bounded interval of R. Prove that
d x x
dx e = e .
(5) Let (E, k.kE ) be a Banach space. Let I denote the identity map on E:
∀x ∈ E : I(x) := x. Prove that I ∈ Lc (E, E).
If A, B ∈ Lc (E, E), the map A · B is defined by A · B : E → E : x →
A · B(x) := A(B(x)). Prove that A · B ∈ Lc (E, E) and []A · B[] ≤ []A[] · []B[].
If A ∈ Lc (E, E) and n ∈ N, the map An is defined inductively by A0 := I
and An := An−1 · A. ProveP that []An [] ≤ []A[]n .
∞
Consider the series g(x) = k=0 ak xk of points (2) and (3)Pabove. Prove
∞
that if A ∈ L (E, E) satisfies []A[] < γ1 then the series
c k
k=0 ak A is
c
absolutely convergent in L (E, E). Its sum is denoted g(A).
We may in this way define the map eA for any A ∈ Lc (E, E).
(6) A map C ∈ L(E, E) is said to be invertible if there exists B ∈ L(E, E)
such that A · B = I = B · A. B is the called the inverse of C and denoted
C −1 := B. Prove that C as at most one inverse.
Prove that if A ∈ Lc (E, E) is such that []A[] < 1Pthen (I − A) has an
∞
inverse in Lc (E, E) (Hint: consider the sequence k
k=0 A .)
.
since a closed subset of the complete space (Cb (E), k.k∞ ) is complete (see theorem
2.1.7).
It is in general relatively easy to determine wether a set is closed or not, so
the main problem is to determine wether a set is precompact or not. Ascoli Arzela
theorem completely solves this problem when E is a compact set.
A set A of functions f : E → R is equi-continuous at x ∈ E iif
∀ > 0 : ∃δ > 0 : ∀y ∈ E : d(x, y) < δ =⇒ ∀f ∈ A : |f (x) − f (y)| < .
Exercise 4.1.1.
(1) Prove that a finite set of continuous functions is equi-continuous.
(2) Adapt the proof of theorem 3.2.7 to prove that on a compact set E, an equi-
continuous set A of functions f : E → R is uniformly equi-continuous.
(3) Prove that, if all fonctions in A are Lipschitz with the same constant, then
A is uniformly equi-continuous.
Theorem 4.1.2 (Ascoli Arzela). If (E, d) is a compact metric space and if A is
a set of functions f : E → R, then A is precompact iif the two following conditions
are satisfied:
1) A is equi-continuous.
2) There exists a compact set K ⊂ R such that ∀x ∈ E : ∀f ∈ A : f (x) ∈ K.
Proof: Necessary condition: Let A be a precompact subset of Cb (E). Let us
first prove that 1) holds: For > 0, there exists a finite covering of A by open
balls {B(f1 , /3), . . . , B(fn , /3)} in (Cb (E), k.k∞ ). The finite set {f1 , . . . , fn } is
equi-continuous (see exercise 4.1.1-1).) Therefore, ∀x ∈ E, there exists δ > 0 such
that ∀y ∈ B(x, δ) : ∀k : |fk (x) − fk (y)| ≤ /3. Hence, if y ∈ B(x, δ) and f ∈ A,
there exists k such that f ∈ B(fk , /3) and so |f (x) − f (y)| ≤ |f (x) − fk (y)| +
|fk (x) − fk (y)| + |fk (x) − f (y)| ≤ : A is thus equi-continuous at x. This being true
for all x, 1) is proved.
We next prove that 2) holds: Let S be the set S := {f (x) : x ∈ E, f ∈ A}. Let
us prove that S is precompact: for all > 0, there exists a finite covering of A by
open balls {B(f1 , /2), . . . , B(fn , /2)} in (Cb (E), k.k∞ ). Therefore, all the points
f (x) ∈ S belong to some ball B(fk (x), /2) in R. Since fk is continuous, fk (E)
is compact and thus precompact: there exists a finite family {ak1 , . . . , akmk } of real
numbers such that {B(ak1 , /2), . . . , B(akmk , /2)} is a finite covering of fk (E) by
open balls of radius /2. Therefore the point f (x) ∈ S belongs to some B(akj , ):
{B(akj , ) : 1 ≤ k ≤ n, 1 ≤ j ≤ mk } is a finite covering of S by balls of radius . S is
thus precompact and so is its adherence S (Prove it!). S, as a closed subset of the
complete space (R, |.|), is also complete, and is thus a compact set that contains S:
Therefore 2) is proved with K := S.
Sufficient condition: Let A satisfy 1) and 2). According to exercise 4.1.1-
2), A is uniformly equi-continuous. Therefore, ∀ > 0 : ∃δ > 0 : ∀x, y ∈ E such
5. FRECHET DIFFERENTIAL 31
Exercise 4.1.3.
1
(1) Let fn be the function fn : R → [0, 1] : x → fn (x) := 1+(x−n) 2 . Let A be
5. Frechet Differential
5.1. Definition. Let f be a continuous function from R to R. The equation
of the straight line that interpolates f at two points a 6= b ∈ R is y = f (a) +
f (b)−f (a)
b−a (x − a). If b is getting closer and closer to a, the interpolating lines will
”converge” to the tangent line at the point a. The slope of this line should thus be
limb→a f (b)−fb−a
(a)
which is the derivative f 0 (a) of f at a.
32 2. LINEAR NORMED SPACES
Exercise 5.1.1.
(1) Let f be a function from the metric space (E, dE ) to the metric space
(F, dF ). The function f has a limit α at a ∈ E iif for all sequence {xn }n∈N
in E − {a} that converges to a, the image sequence {f (xn )}n∈N converges
to α. In this case we write limx→a f (x) = α.
Prove that f is continuous at a iif f (a) = limx→a f (x).
(2) Prove that, if the derivative f 0 (a) exists, f 0 (a) is the unique number α
such that limh→0 f (a+h)−f
|h|
(a)−αh
= 0.
So the notion of derivative is intimately related with that of tangent line. To
generalize these concepts to a function f : R2 → R, or more generally f : E → R,
where (E, k.kE ) is a vector space, the notion of tangent line must be replaced by
that of tangent hyperplane. The general equation of an hyperplane interpolating f
at a ∈ E is y = f (a)+L(x−a) where L ∈ L(E, R). So, inspired by exercise 5.1.1-(2),
the equation of the tangent hyperplane at a if it exists, should be y = f (a)+L(x−a)
where L ∈ L(E, R) is such that limh→0 f (a+h)−f (a)−L(h)
khk = 0.
Exercise 5.1.2.
(1) Prove that there is at most one such L
This leads us to the following definition: Let f be a function from an open set
U of a normed space E, k.kE to a normed space (F, k.kF ). F is Frechet differentiable
at a point a ∈ U iif there exists L ∈ Lc (E, F ) such that
kf (a + h) − f (a) − L(h)kF
lim = 0.
h→0 khkE
In this case, L is unique. It is called the Frechet differential of f at a and denoted
Df [a] (so L(x) = Df [a](x).)
Theorem 5.1.3. If f : (E, k.kE ) → (F, k.kF ) is differentiable at a point a ∈ E
and g : (F, k.kF ) → (G, k.kG ) is differentiable at f (a), then the map h : x → h(x) :=
g(f (x)) is differentiable at a and, ∀x ∈ E : Df [a](x) = Dg[f (a)](Df [a](x)).
Exercise 5.1.4.
(1) Prove this theorem.
(2) Prove that if f is differentiable at a then it is continuous at a. (Hint: use
the fact that Df [a] ∈ Lc (E, F ).)
(3) Let S : R2 → R : (x, y) → S(x, y) := x + y and P : R2 → R : (x, y) →
P (x, y) := xy. What are DS[(x, y)] and DP [(x, y)]?
(4) Prove that if f, g : E → F are differentiable at a then (f + g) and (f.g)
are differentiable at a. Furthermore D(f + g)[a] = Df [a] + Dg[a] and
D(f.g)[a] = g(a).Df [a] + f (a).Dg[a],
∂
The directional derivative − → f (a) of f : E → F at a point a ∈ E in the direction
∂b
b ∈ E is defined as the derivative at 0 of the function g : R → F : t → g(t) :=
∂ f (a+tx)−f (a)
f (a + tx). In other words: − → f (a) := limt→0 t
∂b
n
If f is a map from R to R, and ei denotes the i-th element of the canonical basis
∂
of Rn , the partial derivative ∂x i
f (x1 , . . . , xn ) is defined as the directional derivative
of f in the direction ei : ∂xi f = −∂→ f . The gradient of f at x is then defined as the
∂
∂ei
∂
vector ∇f (x) := ( ∂x 1
f (x), . . . , ∂x∂n f (x)). Theorem 5.1.3 has as corollary:
5. FRECHET DIFFERENTIAL 33
Pk−1
∂
∂xk f (a + i=1 hi ei + xek ). In particular, gk0 (x) is continuous on ] − r, r[. Since
|hk | < r, we infer with the Mean Value theorem that there exists θk ∈]0, 1[ such
that gk (hk ) − gk (0) = gk0 (θk hk )hk . Therefore
n k−1
X ∂ X
f (a + h) − f (a) = f (a + hi ei + θk hk ek )hk
∂xk i=1
k=1
Pn
We next prove that L(h) := k=1 ∂x∂ k f (a)hk is the differential of f :
Pn Pk−1
|f (a + h) − f (a) − L(h)| =| k=1 ∂x∂ k f (a + i=1 hi ei + θk hk ek ) − ∂x∂ k f (a) ·hk |
Pn Pk−1
≤khk∞ k=1 | ∂x∂ k f (a + i=1 hi ei + θk hk ek ) − ∂x∂ k f (a)|.
|f (a+h)−f (a)−L(h)|
The continuity of ∂x∂ k f implies then clearly that limh→0 khk∞ = 0 and
the theorem is proved.
fixed points of Tx are the roots y of g(x, y) = 0. For f ∈ Hu,v , let us define T (f )
as the map x ∈ Uu → Tx (f (x)).
Since g is differentiable at (x0 , y0 ), there exists δ1 > 0 such that
∂
| ∂y g(x0 , y0 )|
(4) ∀(x, y) ∈ B((x0 , y0 ), δ1 ) : |η(x, y)| ≤ k(x − x0 , y − y0 )k∞ ,
2
where
η(x, y) := g(x, y) − g(x0 , y0 ) − Dg[(x0 , y0 )]((x − x0 , y − y0 )).
5. FRECHET DIFFERENTIAL 35
∂
Since ∂y g(x, y) is continuous at (x0 , y0 ), there exists δ2 > 0 such that ∀(x, y) ∈
B((x0 , y0 ), δ2 ) :
∂
∂ ∂ | ∂y g(x0 , y0 )|
(5) | g(x, y) − g(x0 , y0 )| ≤ .
∂y ∂y 2
∂
0 0 g(x ,y )
So, let u, v be two numbers in ]0, min(δ1 , δ2 )[ such that v ≥ (2| ∂x
∂
g(x ,y )
| + 1)u.
∂y 0 0
So, all together, for all η > 0, there exists > 0 such that
|φ(x)| +
max(1, ) < η.
1−
For this > 0, we have proved that there exists δ5 > 0 such that ∀h ∈ R:
|h| < δ5 =⇒ |f (x + h) − f (x) − φ(x)h| ≤ η|h|.
Therefore limh→0 |f (x+h)−f|h|(x)−φ(x)h| = 0, and we thus have proved that f is dif-
ferentiable at x and that f 0 (x) = φ(x). Since f is continuous, so is φ, and f is thus
C 1 on Uu◦ . The theorem is thus proved.
Exercise 5.2.3.
∂
(1) In the one dimensional implicit function theorem, the hypothesis ∂y g(x0 , y0 ) 6=
2 2
0 is fundamental: consider the case g(x, y) := x + y , x0 = −1, y0 = 0,
∂
where ∂y g(x0 , y0 ) = 0. Prove that it is impossible to find a neighborhood
U of x0 and a function f : U → R such that ∀x ∈ U : g(x, f (x)) = 0
(2) Adapt the proof of the dimensional implicit function theorem to prove the
general one.
5. FRECHET DIFFERENTIAL 37
(3) Prove the next corollary, which is a particular case of the general implicit
function theorem. (Hint consider the map g(x, y) = x − h(y).)
Corollary 5.2.4 (Inverse function theorem). Let h : Rk → Rk be a C 1
mapping on a neighborhood of y0 ∈ Rk . If Dh[y0 ] is invertible, then there ex-
ists an open neighborhood W of h(y0 ), and a C 1 function f : W → Rk such that
∀x ∈ W : h(f (x)) = x.
In particular: V := f (W ) is an open neighborhood of y0 and h is a bijection
between V and W .