MATHEMATICAL METHODS: INTRODUCTION TO FUNCTIONAL

ANALYSIS

PROF SIMONETTA ABENDA

A.A. 2018/2019

Normed spaces and continuous functions between normed spaces: Definitions of lin-
ear space, subspace, norm, normed space. Examples: Rn , Cn , spaces of functions (bounded,
continuous, integrable). ∞-norm, L1 norm.
Sequences in normed spaces: definitions of bounded sequence, convergent sequence, Cauchy
sequence. Convergence in ∞-norm (uniform convergence). Uniform convergence vs pointwise
convergence. Characterization of continuity using sequences. Completeness of normed space
(Banach space). Examples.

Hilbert spaces: Definition linear space X with inner product ≺ ., . . Examples: Rn , Cn ,

L2 spaces. Norm associated to the inner product. Cauchy–Schwarz inequality and geometrical
interpretation. Theorem: Hölder inequality in L2 space. Definition of Hilbert space H. L2 is
Hilbert. Orthogonal complement A⊥ to a subset A of a Hilbert space. A⊥ is closed.

Linear Functions: Definition of continuous function between normed spaces. Definition of

linear function between normed spaces Examples. Kernel and Image of a linear function. The
kernel and the image of a linear operators are subspaces. Theorem on the characterization
of linear continuous operators. Examples of continuous and discontinuous linear functions in
infinite dimensional normed spaces: differentiation, shift and integral kernel operators.
The space of linear continuous functions L(X, Y ) as a normed space. Theorems: Y Banach
implies L(X, Y ) Banach; Theorem on the norm of the composition of linear operators. The dual
space L(X, C). Examples. Riesz Theorem (characterization of L(X, C) when X Hilbert).

Orthogonal sequences, projections and Fourier coefficients: Definition: orthogonal (or-

thonormal) system in a linear space with inner product (LSIP). Examples in l2 , L2 . Pythagorean
Theorem in finite dimensional vector spaces. Theorem on the orthogonal projection on a finite
dimensional subspace of a LSIP. Bessel inequality.
Fourier coefficients and Fourier expansion of a point in a LSIP with respect to a given or-
thonormal system. Theorem on the convergence of Fourier series in Hilbert spaces.
Complete orthonormal systems. Theorem of Riesz-Fisher on the characterization of com-
plete orthonormal systems (Parsevals identity). Examples. Gram-Schmidt orthogonalization
procedure. Separable Hilbert spaces are complete. Examples. Theorem (projection on a closed
subspace).
Projection operators on closed subspaces of a Hilbert space: definition, characterization (lin-
earity, continuity, idempotency, self-adjointness).

Applications of Fourier series to ODEs: Piecewise continuous and piecewise regular func-
tions. Theorem on necessary conditions for pointwise and for uniform convergence of Fourier
series.
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2 PROF SIMONETTA ABENDA A.A. 2018/2019

Linear ordinary differential equations (LODE): homogeneous and inhomogeneous LODES,

domain of existence and regularity of solutions to a LODE. The set of solutions of a homoge-
neous LODE of order n is an n–dimensional vector space, Wronskian method to detect linear
independence of solutions to a homogeneous LODE. The form of the general solution to a inho-
mogeneous LODE, the Laplace method for the construction of a solution to a inhomogeneous
LODE.
Sturm-Liouville (SL) problems: SturmLiouville equation, regular and singular SL problems,
periodic boundary conditions; sufficient conditions for reality of eigenvalues, theorem on or-
thogonality of eigenfunctions; generalized Fourier series arising from solutions of SL problems;
solution of the SL problem for the vibrating string.
Generalities on partial differential equations (PDEs). Application of Fourier series to linear
homogeneous PDEs: theorem of superposition of solutions, the method of separation of variables.
Examples: regular solutions of the zero BC-IV problem for the one-dimensional wave equation;
regular solutions of the zero BC- IV problem for the one–dimensional heat equation; solution to
a Dirichlet BC problem in the rectangle for the 2-dimensional Laplace equation.
Introduction to Fourier integral representation, DFT and FFT and basics of wavelets:
Fourier integral representation of piecewise regular L1 functions. The Gibbs phenomenon. The
sine Fourier transform of odd functions, the cosine Fourier transform (FT) of even functions,
the Fourier transform of L1 functions; examples. Theorem of RiemannLebesgue. Sufficient con-
ditions for the existence of the inverse Fourier transform. Linearity of FT, FT of the derivative
and of a convolution.
The discrete Fourier transform (DFT) and the fast Fourier transform (FFT).
Introduction to wavelet transforms: time-scale analysis, the continuous wavelet transform,
examples of wavelets, the scaling function, the discrete wavelet transform.