Course Policy for MTH-607A

Instructor: S Kumaresan

We shall try to be as faithful as possible to the title of the course “Differential Calculus on
Rn ". We shall start with basic results and go up to the inverse and implicit function theorems.
Up to this point, we shall be working in the context of Banach spaces. After a brief review
of integration on Rn , we shall prove the change of variable formula. We shall outline the
modern approach to the Stokes theorem. Depending on the interest of the audience we shall
either discuss submanifolds of Rn or the degree theory.
There will be periodical assignments. You are expected to submit it on or before the
deadline. You may consult any book or discuss with anybody on the assignments, but you
are to write on your own. No shoddy submission will be accepted and it will be treated as
non-submission.
Out of the total 100 marks for the course, 40 will be earmarked for the assignments.
There will be two oral examinations: one midsemester and the other final. Each will carry
30 marks each. The oral examination will focus on your understanding of the subject, will
assess how honest you have been in the assignments and on your problem solving abilities.
We may replace one oral examination by a seminar.

Grading policy:

A Star 90 and above

A 80 and above but less than 90
B 70 and above but less than 80
C 60 and above but less than 70
D 50 and above but less than 60
F Less than 50

As references for the course, we suggest:

1) Lang: Real Analysis
2) Munkres: Analysis on manifolds
3) Kumaresan: A course in Differential Geometry and Lie groups.

1
 Assignment 1

1. Let X and Y be Banach spaces and f : X → Y be a function. Define differentiability of

f at a ∈ X . Prove that the ‘derivative’ is unique.

2. With the notation as above, let p (resp. q) be equivalent norms on X (resp. on Y ). Prove
that f : (X , k k) → (Y, k k) is differentiable at a iff f : (X , p) → (Y, q) is differentiable
at a with the same derivative.

3. Define the directional derivative Dv f (a). Show that if f is differentiable, the directional
derivatives exists for any v ∈ X . State and prove the relation between D f (a) and
Dv f (a).

4. Prove that the following functions are differentiable:

(a) A 7→ A2 on B L(X ).
(b) A 7→ A−1 on G L(X ). (You also need to show that G L(X ) is open.)

What are their derivatives?

5. Let g : R → R be C 2 . Let F : C[a, b] → C[a, b] be defined by F ( f ) := g ◦ f . Prove that

F is differentiable and compute its derivative.

The assignment is due on 8 August 2019. Write your name, Id etc., legibly along with the
date. Staple the pages before submission. Make sure that the submission is not shoddy and
that you are proud of it.

2
 Assignment 2

1. Let X , Y and Z be normed linear spaces. Let f : X × Y → Z be bilinear. Find a necessary

and sufficient condition for f to be continuous. If f is continuous, prove that f is
differentiable and find its derivative.

2. Let H be a (real) Hilbert space. Consider the map f (x) := 〈x, x〉. Prove that f is
differentiable and find its gradient at v ∈ H.
More generally, let A ∈ B L(H) be self-adjoint. Let g(x) := 〈Ax, x〉. Prove that g is
differentiable and find its gradient at any point.

3. State and prove the chain rule.

4. Let f : Rm → Rn be differentiable at a ∈ Rm . Explain how to get the Jacobian matrix of

D f (a).
Interpret the Chain rule using the entries of the Jacobian matrices.

5. Let X be a normed linear space. Let f , g : X → R be differentiable. Prove that f + g

and f g are differentiable.

6. Let Hbe a Hilbert space. Let γ: R → H be a function such that 〈γ(t), γ(t)〉 = 1 for
t ∈ R. How are γ0 (t) and γ(t) are related? What does it mean if H = Rn ?

7. Let X and Y be Hilbert spaces. Let f : U ⊂ H1 → H2 be differentiable. Assume that

x, y ∈ U are such that the line segment [x, y] ⊂ U. State and prove the mean value
theorem in this context.
How will you generalise it to arbitrary Banach spaces?

8. State and prove the mean value inequality.

9. Let f : U ⊂ X → Y be differentiable. Assume that D f (a) is continuous at a ∈ U and

that it is invertible. Prove that f is locally invertible around a.

The assignment is due on 18 August 2019.

3
 Assignment 3

1. Let f : G L(n, R) → R be defined by f (A) := det(A). Compute D f (A)(H), for H ∈

M (n, R).

2. Let A be a real, symmetric square matrix of size n. Consider f : Rn \ {0} → R be defined

〈Ax,x〉
by f (x) := 〈x,x〉 . Compute its gradient. Note that f is completely determined by its
restriction to the unit sphere, where it attains in extrema. These are also local extrema
for f on the domain of f . Hence the derivatives at these points vanish. What are the
implications of these observations?

3. Let f : C → C be analytic. Write f = u+ iv and let F : R2 → R2 be defined as F (x, y) :=

(u(x, y), v(x, y)). Discuss the relations between the differentiability of f and that of F
as we did in the class.
More specifically, prove that f is analytic if F is differentiable and the CR equations
hold.

The assignment is due on 23 August 2019.

4
 Assignment 4
newpage Assignment-6

1. Let U ⊂ Rn be a star-shaped open set containing 0. Establish 2nd order Taylor expan-
sion for C 3 functions f : U → R

2. State and prove the 2nd derivative test for local extrema. Apostol may be use here! ,

3. Formulate and prove the basic existence and uniqueness theorem for initial value prob-
lems of an ODE. (The version should talk of the existence of integral curves for any
x ∈ B(x 0 , r) with a common domain in R.)

4. Identify Tp S where (i) S is an open set in Rn , (ii) S is the plane defined by 〈x, a〉 = b
where a ∈ Rn is a fixed nonzero vector and b ∈ R, and (iii) S is a graph surface of a
C 1 -function.

5. Do as above where S := f −1 (0) where Let f : Rn+k → Rk be C 1 of maximal rank with

0 ∈ Image f . Let S := f −1 (0). Find Tp S.

6. State and prove the Lagrange multiplier rule.

7. Use Lagrange multiplier rule to prove the AM-GM Pinequality. Consider the function
f (x) := (x 1 x 2 · · · x n ) with the constraint g(x) := k x k − 1 = 0.
2 2

 ‹
a b
8. Find out the minimum of f (A) := a + b + c + d where A :=
2 2 2 2
∈ S L(2, R).
c d

9. Prove the spectral theorem for symmetric linear maps on Rn .

10. Let An×m be a real matrix. Consider it as a linear map from Rm to Rn . Assume that the
spaces are equipped with Euclidean norm. Then the operator norm kAk is the square
root of (necessarily nonnegative) maximum eigenvalue of the m × m symmetric matrix
AT A.

The due date is 4 October 2019.

1. State and prove the inverse function theorem (as was done in the class). To start with
write down the mean value inequality (without proof) which is needed often in the
proof. Do not consult any book for writing the statement of the theorem. If you have
understood it well, you should be able to write it on your own.

2. Compare your proof with the one in Rudin’s Principles of Mathematical Analysis. There
will be certainly some questions related to this during the Oral exams.

3. Give an example to show how the inverse function theorem is used.

5
4. Let f : Rn → Rn be C 1 . Assume that k f (x) − f ( y)k ≥ k x − y k. Prove that f is a C 1 -
diffeomorphism of Rn onto itself. Hint: It is clear that f is one-one. Let B := f (Rn ). It is
easy to show that B is closed. Use the ‘expansive’ property of f and the differentiabilty
of f to prove that for each x ∈ Rn , there exists δ > 0 such that k D f (x)hk ≥ 12 khk for
khk < δ. Hence D f (x) is nonsingular and we can invoke IMT to conclude that B is
open.
Note that this argument works for any finite dimensional normed linear space.

5. State and prove the implicit function theorem. Compute the derivative of “g”.

This assignment is due on 30 August 2019.

6
 Assignment 5

1. Let X := C 1 [0, 1] with norm k f kC 1 = k f k∞ + k f 0 k∞ . Let X := C[0, 1] with k k∞ .

Consider the map F : X → Y defined by F ( f ) := f 0 + f 3 . Show how the inverse function
theorem helps us to solve this problem.

2. Let k ∈ C(I × I) where I := [0, 1]. Then the operator K defined by

Z 1

K f (x) := k(x, y) f ( y) d y
0

is a continuous linear map on the Banach space C(I). Assume that λ ∈ / spec(K) := {λ ∈
C : (K − λI) ∈
−1
/ B L(C(I))}. Prove that there exists an " > 0 such that the nonlinear
equation
Z1


λ f (x) = k(x, y) f ( y) + [ f ( y)]2 d y + g(x) (1)
0

has a solution in C(I), for all g ∈ C(I) with k g k < ".

3. Let f ∈ C 1 (R) such that f (0) 6= 0. Consider the equation

Z x
y f (x) = f ( y t) d t. (2)
0

Prove that there exist U and V neighbourhoods of 0 such that for each y ∈ V , there
exists a unique x ∈ U with the following properties:
(i) x is a solution of the equation (2)
(ii) y 7→ x( y) is C 1
(iii) x 0 (0) = 1.

4. Let f : Rn → Rn be C 1 . Assume that k f (x) − f ( y)k ≥ k x − y k. Prove that f is a C 1 -

diffeomorphism of Rn onto itself. Hint: It is cleat that f is one-one. Let B := f (Rn ). It
is easy to show that B is closed. Use the ‘expansive’ property of f and its differentiabilty
of f to prove that for each x ∈ Rn , there exists δ > 0 such that k D f (x)hk ≥ 12 khk for
khk < δ. Hence D f (x) is nonsingular and we can invoke IMT to conclude that B is
open.
Note that this argument works for any finite dimensional normed linear space.

5. Develop a theory of integration of Banach space valued continuous functions of a real

variable.

This assignment is due on 16 September 2019.

7
 Assignment-6

1. Let U ⊂ Rn be a star-shaped open set containing 0. Establish 2nd order Taylor expan-
sion for C 3 functions f : U → R

2. State and prove the 2nd derivative test for local extrema. Look up Apostol! ,

3. Formulate and prove the basic existence and uniqueness theorem for initial value prob-
lems of an ODE. (The version should talk of the existence of integral curves for any
x ∈ B(x 0 , r) with a common domain in R.)

4. Identify Tp S where (i) S is an open set in Rn , (ii) S is the plane defined by 〈x, a〉 = b
where a ∈ Rn is a fixed nonzero vector and b ∈ R, and (iii) S is a graph surface of a
C 1 -function.

5. Let f : Rn+k → Rk be C 1 of maximal rank with 0 ∈ Image f . Let S := f −1 (0). Find Tp S.

6. State and prove the Lagrange multiplier rule.

7. Use Lagrange multiplier rule to prove the AM-GM Pinequality. Consider the function
f (x) := (x 1 x 2 · · · x n )2 with the constraint g(x) := k x k2 − 1 = 0.
 ‹
a b
8. Find out the minimum of f (A) := a + b + c + d where A :=
2 2 2 2
∈ S L(2, R).
c d

9. Prove the spectral theorem for symmetric linear maps on Rn .

10. Let An×m be a real matrix. Consider it as a linear map from Rm to Rn . Assume that the
spaces are equipped with Euclidean norm. Then the operator norm kAk is the square
root of (necessarily nonnegative) maximum eigenvalue of the m × m symmetric matrix
AT A.

The assignment is due on 4 October 2019.

8
 Assignment-7 & 8

1. Define the 1-form d f . Find an explicit expression for d f in terms of the basic 1-forms
d xi.

2. Fill in the blanks and prove it: ϕ ∧ ψ = − − − ψ ∧ ϕ.

3. Define the pull-back of forms. Let F : Rm → Rn be smooth and d y j a basic 1-form on

Rn . What is F ∗ (d y j )? Substantiate your claim.

4. Let f : R → R be smooth. What is f ∗ (d t)?

5. Let γ: [a, b]R → U ⊂ Rn be smooth. Let ϕ be a 1-form on U. What is γ∗ (ϕ)? How do

you define γ ϕ? Do you recognize it?

6. Let ϕ1 , . . . , ϕk be 1-forms. Prove that F ∗ (ϕ1 ∧ · · · ∧ ϕk ) = F ∗ (ϕ1 ) ∧ · · · ∧ F ∗ (ϕk ). Using

this, prove that F ∗ (ϕ ∧ ψ) = F ∗ (ϕ) ∧ F ∗ (ψ).

7. Define the exterior differenal operator d : Λk → Λk+1 . How does it genetralise the
classical vector analysis operators gradient, curl and divergence?

8. Prove that d ◦ d = 0.

9. What is F ∗ (dϕ)? Prove your claim.

10. Give an example of a closed 1-form on R2 \ {(1, 0)} which is not exact .

11. Let ϕ be a k-form. We define the interior multipliction of ϕ by a vector field X by setting

(i(X )ϕ) p (v1 , . . . , vk−1 ) := ϕ p (X p , v1 , . . . , vk−1 ), v1 , v j ∈ Tp U, 1 ≤ j ≤ k − 1.

Then i(X )ϕ is a k − 1-form.

Let ω = d x 1 ∧ · · · ∧ d x n be the volume form on Rn . Let X be the ‘idenity’ vector field:
Pn
X p = p. Prove that i(X )ω = ϕ := j=1 (−1) j d x 1 ∧ · · · dd
x j ∧ · · · ∧ d x n . Compute dϕ. Let
−n
ψ := k x k ϕ. Compute dψ.
Pn
12. Let z = (x, y) ∈ Rn × Rn . Let ϕ := i=1 yi d x i . Compute dϕ.

13. Let ϕ be a 1-form on U ⊂ Rn . We say a smooth function g : U → R is an integrating

factor of ϕ if f is nowhere zero on U and d(gϕ) = 0. If ϕ has an integrating factor,
prove that ϕ ∧ dϕ = 0.

14. If ϕ and ψ are closed, prove that ϕ ∧ ψ is closed.

15. We say that a form ϕ is exact if there exists a form η such that dη = ϕ. Prove that if ϕ
is exact and ψ is closed, then ϕ ∧ ψ is exact.

This assignment is due on 4 November 2019.