Undergraduate Texts in Mathematics

Undergraduate Texts in Mathematics

Series Editors:

Sheldon Axler
San Francisco State University, San Francisco, CA, USA

Kenneth Ribet
University of California Berkeley, CA, USA

Advisory Board:

Colin Adams, Williams College

David A. Cox Amherst College
Pamela Gorkin, Bucknell University
Roger E. Howe, Yale University
Michael E. Orrison, Harvey Mudd College
Lisette G. de Pillis, Harvey Mudd College
Jill Pipher, Brown University
Fadil Santosa, University of Minnesota

Undergraduate Texts in Mathematics are generally aimed at third- and fourth-

year undergraduate mathematics students at North American universities. These
texts strive to provide students and teachers with new perspectives and novel
approaches. The books include motivation that guides the reader to an appreciation
of interrelations among different aspects of the subject. They feature examples that
illustrate key concepts as well as exercises that strengthen understanding.

More information about this series at http://www.springer.com/series/666

Miklós Laczkovich Vera T. Sós
•

Real Analysis
Series, Functions of Several Variables,
and Applications

123
Miklós Laczkovich Vera T. Sós
Department of Analysis Alfréd Rényi Institute of Mathematics
Eötvös Loránd University—ELTE Hungarian Academy of Sciences
Budapest Budapest
Hungary Hungary

Translated by Gergely Bálint

ISSN 0172-6056 ISSN 2197-5604 (electronic)

Undergraduate Texts in Mathematics
ISBN 978-1-4939-7367-5 ISBN 978-1-4939-7369-9 (eBook)
https://doi.org/10.1007/978-1-4939-7369-9
Library of Congress Control Number: 2017949163

Mathematics Subject Classification (2010): MSC2601, MSC26BXX, MSC2801, MSC28AXX

© Springer Science+Business Media LLC 2017

Translation from the second Hungarian language edition: Valós Analízis II by Miklós Laczkovich and
Vera T. Sós, © Laczkovich Miklós, T. Sós Vera, Typotex, 2013
1st edition: Analízis II by Laczkovich Miklós and T. Sós Vera, © Laczkovich Miklós, T. Sós Vera, Nemzeti
Tankönykiadó Zrt., Budapest, 2007
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Preface

Analysis forms an essential basis of both mathematics and statistics, as well as most
of the natural sciences. Moreover, and to an ever increasing extent, mathematics has
been used to underpin our understanding of the social sciences. It was Galileo’s
insight that “Nature’s great book is written in the language of mathematics.” And it
is the theory of analysis (specifically, differentiation and integration) that was
created for the express purpose of describing the universe in the language of
mathematics. Working out the precise mathematical theory took almost 300 years,
with a large portion of this time devoted to creating definitions that encapsulate the
essence of limit and continuity. This task was neither easy nor self-evident.
In postsecondary education, analysis is a foundational requirement whenever
mathematics is an integral component of a degree program. Mastering the concepts
of analysis can be a difficult process. This is one of the reasons why introductory
analysis courses and textbooks introduce the material at many different levels and
employ various methods of presenting the main ideas. This book is not meant to be
a first course in analysis, for we assume that the reader already knows the funda-
mental definitions and basic results of one-variable analysis, as is discussed, for
example, in [7]. In most of the cases we present the necessary definitions and
theorems of one-variable analysis, and refer to the volume [7], where a detailed
discussion of the relevant material can be found.
In this volume we discuss the differentiation and integration of functions of
several variables, infinite numerical series, and sequences and series of functions.
We place strong emphasis on presenting applications and interpretations of the
results, both in mathematics itself, like the notion and computation of arc length,
area, and volume, and in physics, like the flow of fluids. In several cases, the
applications or interpretations serve as motivation for formulating relevant mathe-
matical definitions and insights. In Chapter 8 we present applications of analysis in
apparently distant fields of mathematics.
It is important to see that although the classical theory of analysis is now more
than 100 years old, the results discussed here still inspire active research in a broad
spectrum of scientific areas. Due to the nature of the book we cannot delve into such

v
vi Preface

matters with any depth; we shall mention only a small handful of unsolved
problems.
Many of the definitions, statements, and arguments of single-variable analysis
can be generalized to functions of several variables in a straightforward manner,
and we occasionally omit the proof of a theorem that can be obtained by repeating
the analogous one-variable proof. In general, however, the study of functions of
several variables is considerably richer than simple generalizations of one-variable
theorems. In the realm of functions of several variables, new phenomena and new
problems arise, and the investigations often lead to other branches of mathematics,
such as differential geometry, topology, and measure theory. Our intent is to present
the relevant definitions, theorems, and their proofs in full detail. However, in some
cases the seemingly intuitively obvious facts about higher-dimensional geometry
and functions of several variables prove remarkably difficult to prove in full gen-
erality. When this occurs (for example, in Chapter 5, during the discussion of the
so-called integral theorems) with results that are too important for either the theory
or its applications, we present the facts, but not the full proofs.
Our explicit intent is to present the material gradually, and to develop precision
based on intuition with the help of well-designed examples. Mastering this material
demands full student involvement, and to this end we have included about 600
exercises. Some of these are routine, but several of them are problems that call for
an increasingly deep understanding of the methods and results discussed in the text.
The most difficult exercises require going beyond the text to develop new ideas;
these are marked by ðÞ. Hints and/or complete solutions are provided for many
exercises, and these are indicated by (H) and (S), respectively.

Budapest, Hungary Miklós Laczkovich

February 2017 Vera T. Sós
Contents

1 Rp ! R functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1
1.1 Euclidean Spaces . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1
1.2 Real Functions of Several Variables and Their Graphs . . . . . . . . . 3
1.3 Convergence of Point Sequences . . . . . . . . . . . . . . . . . . . . . . . . . 5
1.4 Basics of Point Set Theory . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8
1.5 Limits . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 20
1.6 Continuity . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 24
1.7 Partial Derivatives . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 30
1.8 Differentiability . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 35
1.9 Higher-Order Derivatives . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 46
1.10 Applications of Differentiation . . . . . . . . . . . . . . . . . . . . . . . . . . . 52
1.11 Appendix: Tangent Lines and Tangent Planes . . . . . . . . . . . . . . . 63
2 Functions from Rp to Rq . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 67
2.1 Limits and Continuity . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 67
2.2 Differentiability . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 70
2.3 Differentiation Rules . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 74
2.4 Implicit and Inverse Functions . . . . . . . . . . . . . . . . . . . . . . . . . . . 79
3 The Jordan Measure . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 95
3.1 Definition and Basic Properties of the Jordan Measure . . . . . . . . . 95
3.2 The measure of a Few Particular Sets . . . . . . . . . . . . . . . . . . . . . 106
3.3 Linear Transformations and the Jordan Measure . . . . . . . . . . . . . . 115
3.4 Appendix: The Measurability of Bounded Convex Sets . . . . . . . . 119
4 Integrals of Multivariable Functions I . . . . . . . . . . ..... . . . . . . . . 123
4.1 The Definition of the Multivariable Integral . . . . ..... . . . . . . . . 123
4.2 The Multivariable Integral on Jordan Measurable Sets . . . . . . . . . 128
4.3 Calculating Multivariable Integrals . . . . . . . . . . ..... . . . . . . . . 135
4.4 First Appendix: Proof of Theorem 4.12 . . . . . . . ..... . . . . . . . . 146
4.5 Second Appendix: Integration by Substitution
(Proof of Theorem 4.22) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 148

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5 Integrals of Multivariable Functions II . . . . . . . ......... . . . . . . . 155

5.1 The Line Integral . . . . . . . . . . . . . . . . . . . . ......... . . . . . . . 155
5.2 Conditions for the Existence of the Primitive Function . . . . . . . . . 163
5.3 Green’s Theorem . . . . . . . . . . . . . . . . . . . . ......... . . . . . . . 175
5.4 Surface and Surface Area . . . . . . . . . . . . . . ......... . . . . . . . 183
5.5 Integral Theorems in Three Dimension . . . . ......... . . . . . . . 187
6 Infinite Series . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 193
6.1 Basics on Infinite Series . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 193
6.2 Operations on Infinite Series . . . . . . . . . . . . . . . . . . . . . . . . . . . . 197
6.3 Absolute and Conditionally Convergent Series . . . . . . . . . . . . . . . 202
6.4 Other Convergence Criteria . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 209
6.5 The Product of Infinite Series . . . . . . . . . . . . . . . . . . . . . . . . . . . 217
6.6 Summable Series . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 222
6.7 Appendix: On the History of Infinite Series . . . . . . . . . . . . . . . . . 227
7 Sequences and Series of Functions . . . . . . . . . . . . . . . . . . . . . . . . . . 229
7.1 The Convergence of Sequences of Functions . . . . . . . . . . . . . . . . 229
7.2 The Convergence of Series of Functions . . . . . . . . . . . . . . . . . . . 239
7.3 Taylor Series and Power Series . . . . . . . . . . . . . . . . . . . . . . . . . . 249
7.4 Abel Summation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 264
7.5 Fourier Series . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 268
7.6 Further Applications . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 283
7.7 First Appendix: The Cauchy–Hadamard Formula . . . . . . . . . . . . . 292
7.8 Second Appendix: Complex Series . . . . . . . . . . . . . . . . . . . . . . . 295
7.9 Third Appendix: On the History of the Fourier Series . . . . . . . . . . 297
8 Miscellaneous Topics . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 303
8.1 Approximation of Sums . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 303
8.2 Approximation of Definite Integrals . . . . . . . . . . . . . . . . . . . . . . . 311
8.3 Parametric Integrals . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 321
8.4 Sets with Lebesgue Measure Zero and the Lebesgue Criterion
for Integrability . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 339
8.5 Two Applications of Lebesgue’s Theorem . . . . . . . . . . . . . . . . . . 343
8.6 Some Applications of Integration in Number Theory . . . . . . . . . . 346
8.7 Brouwer’s Fixed-Point Theorem . . . . . . . . . . . . . . . . . . . . . . . . . 352
8.8 The Peano Curve . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 358
9 Hints, Solutions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 361
Notation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 383
References . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 385
Index . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 387
Functions of Several Variables

Functions of several variables are needed in order to describe complex processes.

A detailed meteorological relief map indicating the temperature as it changes during
the day needs four variables: three coordinates of the place (longitude, latitude,
altitude) and one coordinate of the time. The mathematical description of complex
systems, e.g., the motion of gases or fluids, may need millions of variables.
If a system depends on p parameters, then we can describe a quantity determined
by the system using a function that assigns the value of the quantity to the
sequences of length p that characterize the state of the system.
We say that f is a function of p variables if every element of the domain of f is
a sequence of length p. For example, if we assign to every date (year, month, day)
the corresponding day of the week, then we obtain a function of three variables, for
which f (2016, July, 18) = Monday.
In the sequel we will mainly consider functions that depend on sequences of real
parameters.

ix