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 (I’ll email you the raw docx file then!) or a smart way to get ripped in 4 days for free. “Keep it ℝ 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 Rørdam), 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.

Page 1 of 85

Notes for Analysis 2 (v 1.0)

Anders Munk-Nielsen

October 2010

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 Löl ....................................................................................................................................................... 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

Anders Munk-Nielsen

October 2010

Lecture 4 ................................................................................................................................................. 24 Let’s 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

Fisher’s 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; Bessel’s 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

Anders Munk-Nielsen

October 2010

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 Löelenpütz ...................................................................................................................................... 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 (Fejér) ........................................................................................................................ 49 Recalling metic spaces ............................................................................................................... 49 Proving the griner ........................................................................................................................... 49 Calculating Fourier coefficients ..................................................................................................... 51 Proving thm 5.5 .............................................................................................................................. 52 Lemma 0: preeesenting the Fejér 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

Anders Munk-Nielsen

October 2010

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 Sæt i gnag ....................................................................................................................................... 61 Theorem 6.3 .................................................................................................................................... 62 Norm of a bounded linear functional .............................................................................................. 63 Examples .................................................................................................................................... 64 Combojoe ....................................................................................................................................... 65 Climax: Thoerem 6.8 (Riesz-Frechét) ............................................................................................ 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 Let’s 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 cont’d...................................................................................................................................... 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

Anders Munk-Nielsen

October 2010

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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Notes for Analysis 2 (v 1.0)

Anders Munk-Nielsen

October 2010

1 First lecture
vector space over ℂ DEFINITION ∷ inner procuct on A map; I.e. For all satisfies ℂ ℂ

(where means complex conjungation,

) ℂ

NOTE! ℂ Reformulation of If is a vector space over ℂ with inner product, then ℂ ℂ is an inner product space. ℝ

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 ℂ that )

EXAMPLE ∷ infinite dimensional spaces ℂ We have

And now we define

Page 7 of 85

Notes for Analysis 2 (v 1.0)

Anders Munk-Nielsen

October 2010

Let’s look at the axioms that must be met

Actually,

1.1

Theorem 1.5
ℂ 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”

ℂ (since we think of functions from the natural numbers as series) NOTE is written “ell”.

DEFINITIONS ℂ We now introduce

(another question;

??)

Page 8 of 85

Notes for Analysis 2 (v 1.0)

Anders Munk-Nielsen

October 2010

1.2

Something…
ℂ is absolutely convergent if and only if is convergent

Suppose , DEFINITION We say, ℂ s.t.

THEN IT FOLLOWS that i.e.

“Discount inequalities”

PROOF first;

second; ∎ 1.2.1 Proof, something about convergent

Let’s 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 let’s check whether

Page 9 of 85

Notes for Analysis 2 (v 1.0)

Anders Munk-Nielsen

October 2010

(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 ℂ ,

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 ∷

Anders Munk-Nielsen

October 2010

(we take squares so we don’t have to worry about the square root)

now we use the fact that for

we have

,

1.4

Theorem 1.9: Cauchy-Schwartz
and

ℂ 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 ℂ for think e.g. of … polar decomposition , where has this structure; ℝ

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 IT’S POSITIVE! This means that the discriminant must be negative

Page 11 of 85

Notes for Analysis 2 (v 1.0)

Anders Munk-Nielsen

October 2010

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 ℂ⇒ → associates ∷ ok since if ℂ

vector space over ℂ

⇒ so that NOTE! Since we take of , we can’t 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 wouldn’t 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 ℂ 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 ∎

Anders Munk-Nielsen

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 Let’s 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 ℂ or ℝ Let ℝ ℂ denote the field and then let’s look at ℂ. over the field (Danish: field = “legeme”) But mostly we’ll be thinking of DEFINITION A norm on is a function

Page 14 of 85

Notes for Analysis 2 (v 1.0)

Anders Munk-Nielsen

October 2010

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 ℂ 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 ∷ doesn’t 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

Notes for Analysis 2 (v 1.0)

Anders Munk-Nielsen

October 2010

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 “originalmængde” 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

Let’s look at the animal and make some tricks

and we’ll 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

⇒ ∎ Page 16 of 85

Notes for Analysis 2 (v 1.0)

Anders Munk-Nielsen

October 2010

3.3
Let

(Linear) subspaces
be a normed vector space over ℂ

ℂ 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

ℝ what are subspaces? , o i.e. is not closed (in fact, , although ) - PROPOSITION ∷ PROOF - Consider , , ℝ

-

CLAIM ∷ (hence not closed) We need to look at the norms Page 17 of 85

Notes for Analysis 2 (v 1.0)

Anders Munk-Nielsen

October 2010

∎(

is not closed)

4 Lecture 3
4.1 Recap
over ℂ (or ℝ) with a norm can’t come from any inner product EX ∷ inner product space then also normed with doesn’t fulfill parallelogram identity)

A normed space is a vector space

BUT ∷ doesn’t 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 ⇒ ℂ⇒ 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 couldn’t 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 . Let’s 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

Anders Munk-Nielsen

October 2010

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 we’ve 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

ℂ then Page 19 of 85

Notes for Analysis 2 (v 1.0)

Anders Munk-Nielsen

October 2010

(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

Löl
, 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 (fællesmængde af lukkede mængder = 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 lecturer’s 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 ρ) 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

define the same topology on

In conclusion; EXAMPLE 4.4.1

and

define the same topology on

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 didn’t hold because it was infinite dimensional) PROOF Choose basis Define “Euclidian norm” on for . by

ℂ INDSKUD - In ℂ we have

ℂ Page 21 of 85

Notes for Analysis 2 (v 1.0) -

Anders Munk-Nielsen

October 2010

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 Let’s 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 ℂ NOTICE is continuous (proof omitted… to prove it use sequential mappings that are each continuous) Given a ⇒ this means that ⇒ ⇒ for some

NOTICE ℂ , such that ℂ (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

Anders Munk-Nielsen

October 2010

(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 doesn’t necessarily) REMARK is convergent ⇒ is Cauchy DEFINITION is complete (=fuldstændig) if and only if all Cauchy sequences are convergent. EXAMPLE ℝ is complete (with ). Page 23 of 85 convergent if ,

is a Cauchy sequence if

Notes for Analysis 2 (v 1.0) -

Anders Munk-Nielsen

October 2010

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 ℝ and thus Cauchy. But then it’s Cauchy both in ℝ and , is only convergent in ℝ. .

6 Lecture 4
6.1 Let’s roll
metric space DEFINITION ∷ DEFINITION ∷ EXAMPLE ℝ is complete is not complete IDEA ∷ you have a space, , but it has holes in it , missing values. This is why we invent ℝ in is Cauchy if ⇒ is complete (fuldstændigt) if all Cauchy sequences are convergent.

THEOREM (@analysis 1) - All compact spaces are complete - (but not opposite, ℝ is not compact!) THEOREM complete. .

⇒ implies that any open subsets of the real line are incomplete. THEOREM ℂ is complete PROOF (indication) Suppose Then ⇒ Now put Then check that is Cauchy in ℂ , if ℝ . are Cauchy in ℝ since similarly for ℝ and ℂ and you’re done. ∎ Then we can write

ℝ is complete

Page 24 of 85

Notes for Analysis 2 (v 1.0) 6.1.1 New theorem

Anders Munk-Nielsen

October 2010

THEOREM ∷ ℂ and

are complete wrt metric coming from norm coming from inner product ℂ

PROOF for Take Given , a Cauchy sequence in so that and each ℂ so that for all we have , i.e.

we can choose so that ;

PROBLEM ∷ find First, CLAIM; For every fixed The sequence Let’s write it out  

is Cauchy in ℂ

-

  …  here, each column is Cauchy Proof of the claim    since and are Cauchy take ,

-

 ∎ This means, that each column has a limit since ℂ is complete. ⇒ ℂ, 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   

Notes for Analysis 2 (v 1.0)   

Anders Munk-Nielsen

October 2010

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, it’s 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) wasn’t closed

DEFINITION ∷ A Hilbert space is an inner product space (typically over ℂ) which is complete Example ∷ ℂ , 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

Anders Munk-Nielsen

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 can’t be the limit of

POSSIBLE DEFINITION of Analogous to ℝ being “ where with all the holes” ℂ

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. , , , ℝ , 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

Notes for Analysis 2 (v 1.0)

Anders Munk-Nielsen

October 2010

where

PROBLEM ∷ do all -

ℝ have a length?

DEPENDS ∷ on the choice of set theoretical axioms Axiom of choice ⇒ possible to create strange subsets that don’t have lengths. Let ℝ be the smallest family of subsets of ℝ satisfying A ℝ ⇒ℝ ℝ ⇒ THEOREM ∷ uniqueness of the measure(?) ℝ ℝ ℝ ℝ SOLUTION ∷

ℝ DEFINITION

Page 28 of 85

Notes for Analysis 2 (v 1.0) ℂ THEOREM ∷ i) If -

Anders Munk-Nielsen ℂ is defined

October 2010 ℝ

ℝ is measurable, then (as a Lebesgue integral)

NOTE ∷ If both the Riemann integral and the Lebesgue integral exist, they are equal. NOTE ∷ if ℝ by definition. ** IMPORTANT ** is continuous and is open, then is open and ℝ contains all open subsets of

ii) If

and by this, think e.g. of ℂ is measurable and if then ℂ is defined (as a

Lebesgue integral) 6.3.3 Onwards

DEFINITION ∷ ℂ ℂ 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 we’ve 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

Fisher’s completeness theorem
is complete and hence a Hilbert space.

THEOREM ∷ THEOREM

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October 2010

-

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 ℝ. ℝ 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

Page 30 of 85

Notes for Analysis 2 (v 1.0) the usual line between heart’s shape)

Anders Munk-Nielsen and on which all elements should remain in

October 2010 (so that e.g. can’t 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

Notes for Analysis 2 (v 1.0)

Anders Munk-Nielsen ⇒

October 2010

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 ℂ , the standard basis is an orthonormal system

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Notes for Analysis 2 (v 1.0) In ,

Anders Munk-Nielsen

October 2010

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 doesn’t 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 ℂ 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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October 2010

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; Bessel’s 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.

Notes for Analysis 2 (v 1.0)

Anders Munk-Nielsen

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 ℂ.

PROOF “⇒” Suppose is convergent with sum . For we consider

The

inner

product

is

continuous,

and

thus

letting

we

obtain

Bessel’s 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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October 2010

8.8

Complete, orthonormal sequences.
converges when the coordinates. is

From Bessel’s 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 doesn’t 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 doesn’t 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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October 2010

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

Notes for Analysis 2 (v 1.0)

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 ∷ ℂ 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 ℂ 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 ℂ 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 ℂ be ℂ 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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October 2010

∎ 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 It’s also closed. Let , and assume that Let an arbitrary

be given, we need to prove that

should be zero

since Thus .

for all .

Page 39 of 85

Notes for Analysis 2 (v 1.0) This proves closedness. ∎ 9.4.2 Let Let Lemma 4.23

Anders Munk-Nielsen

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 ℂ, ⇒ 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 ℂ s.t. where

for all and

ℂ.

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 ℝ . 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 doesn’t 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

Anders Munk-Nielsen

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”

ℂ 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?

Anders Munk-Nielsen

October 2010

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 you’re done. ∎

L2 almost implies pointwise

THEOREM (MI) CLAIM ∷ If And in , then

IDEA ∷ it doesn’t 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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October 2010

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 = rækker = 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 Löelenpütz
Consider ℂ

Page 44 of 85

Notes for Analysis 2 (v 1.0) DEFINITION , let

Anders Munk-Nielsen

October 2010

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 it’s complete)

11.2 Reminders from AN1
Fourier coefficients ℂ Bessel’s inequality (AN1 + ch. 4)

(Later, we want to prove that there holds equality) FACT ∷ QUESTION ∷ Is (anser; yes) Rephrasing; (since it’s 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

Anders Munk-Nielsen

October 2010

11.3 Results from AN1
THEOREM A (sætning 3.2) If Moreover, if ℂ is continuous and (i.e. -periodic), then and pointwise. , then ℂ 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 ℂ is cts and piecewise uniformly. (e.g. ) and

as in thm. B. Then

(equality in Bessel’s bandit) 11.3.1 A remark on where your functions live ℂ ℝ 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. ℂ

11.4 The new stuff in chapter 5
THEOREM 5.1 is an orthonormal basis for . - (we already know that it’s an orthonormal set → the new thing is that it’s complete) Hence, the following holds

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October 2010

(complete = you can’t add another vector to the set so that it’s 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 (Fejér) 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 it’s 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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October 2010

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

)

ℂ are the Fourier coefficients for . Fourier series for

-

Why is the series in

? insuring the required by theorem converges if .

Since Bessel’s 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);

E

P

-

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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October 2010

(i.e. convergence by two norm)

12.3 Theorem 5.5 (Fejér)
ℝ ℂ 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) ℝ ℂ coninuous, REMARKS -

-periodic and piecewise

NEW ∷ The new theorem doesn’t 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 ℂ is dense (tæt) 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. ℂ . 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 ℂ 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 it’s first Fourier coefficients, which might take less resources. , then , hence

sequence in ℂ such that determines a function.

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October 2010

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) ⇒ Let’s try to apply Parseval’s

And the other side

PARSEVAL now gives

EXAMPLE

Page 51 of 85

Notes for Analysis 2 (v 1.0) Take ℝ

Anders Munk-Nielsen

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
ℝ ℂ is continuous and -periodic.

THEOREM ∷ PROOF 12.6.1

uniformly as

.

Lemma 0: preeesenting the Fejér Kernel

Put

. Then

where

PROOF

(the integral

is called a convolution (da: foldning))

is called the Fejér kernel. Page 52 of 85

Notes for Analysis 2 (v 1.0) Consider at a point,

Anders Munk-Nielsen

October 2010

We start by looking at a part of the sum in

gather the bandits

and since

is just constant wrt x

Now, we’re ready to take some sums

Then

∎ 12.6.2 Lemma 5.2 ℝ , then

CLAIM ∷

PROOF Tedious calculations. REMARKS 12.6.3 Lemma 5.3

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October 2010

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 isn’t 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

Notes for Analysis 2 (v 1.0)

Anders Munk-Nielsen

October 2010

(If seen in

, then we have

, since

consists of ækvivalensklasser, i.e. = almost everywhere)

or equivalently

or

(since DEFINE

)

Theorem 5.5 (Fejér) ℝ 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 ℂ continuous and -periodic. Then

LEMMA 0 , Then ,

where

The proof now reduces to examining the properties of the Fejér Kernel LEMMA 5.2 ℝ, , then

NOW Page 55 of 85

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October 2010

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

Anders Munk-Nielsen

October 2010

(using substitution NOW note that

and

and

)

Now use that

-periodic, then

for any

ℝ.

Now we can insert

∎ Thus,

Now, again use

-periodicity and integrate over another interval of same length

Now put ℝ 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

Notes for Analysis 2 (v 1.0)

Anders Munk-Nielsen

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 (don’t get confused that now,

NOW ∷

Here, uset hat

o

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

)

Page 58 of 85

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October 2010

(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 they’re the same”)

ℂ 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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October 2010

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) Let’s 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 , , ℂ,

Enough to show that HURRAY! We now that

can be approximated by polynomials (the rest is simply linear combinations) can be approximated by it’s 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 ℂ (or ℝ or ) A linear functional on EXAMPLE Then consider ℂ ( ℂ is a Hilber space) EXAMPLE ℂ (set of all -touples) If EXAMPLE Page 60 of 85 ℂ, consider ℂ given by is a linear map ℂ ℂ ℂ

Notes for Analysis 2 (v 1.0) Hilbert space, , consider

Anders Munk-Nielsen ℂ 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 Sæt i gnag
DEFINITION ∷ Let vector space over ℂ ℂ. A linear functional [lineær functional] is a linear map NOTE ∷ EXAMPLE ℂ , so (and is linear) EXAMPLE Hilbert space, ℂ 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 ℂ ℂ ℂ

(a “function” but generalized to come from any vector space )

Notes for Analysis 2 (v 1.0)

Anders Munk-Nielsen

October 2010

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 ℂ linear functional ⇒ E ⇒ ℂ ℂ 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 don’t 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 we’re 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 (

Anders Munk-Nielsen

October 2010

) ℂ ⇒

the book also proves that the norm on this space is in fact a norm. 14.3.1 Examples

Hilber space, ℂ (where the inequality is by Cauchy-Schwarz, my homies) Hence CLAIM ∷ PROOF We already have Assume Put Then ∎ EXAMPLE , Is 1. 2. ( Let’s 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

Page 64 of 85

Notes for Analysis 2 (v 1.0)

Anders Munk-Nielsen

October 2010

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-Frechét)
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 We’ve 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 we’re 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

.

ℂ 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) ℂ 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

Page 66 of 85

Notes for Analysis 2 (v 1.0)

Anders Munk-Nielsen

October 2010

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 Let’s go
vector spaces over ℂ. A mapping, is linear if ℂ , i.e. we almost view it as a product of for some

NOTE ∷ we often write EXAMPLE ℂ , ℂ

and . matrix

ℂ 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

Anders Munk-Nielsen

October 2010

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 it’s input.

15.3 Continuity of linear maps
Are all ℂ ℂ continuous? → YES! Because ℂ is finitely dimensional - (can be proven to hold for any finitely dimensional vector space) Onwards Given ℂ ℂ , - No simple formula One (stupid) estimate: matrix. What is ? (since is finite)

15.4 Various examples
EXAMPLE (i) ℂ Let ℂ

Here, CLAIM ∷ PROOF Hence, This gives . ∎ EXAMPLE (ii), the Fibonacci map ℂ ℂ Now, Tak ℂ arbitrary, ℂ 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 , ℂ, such that is an orthonormal basis for ℂ . . 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 ℂ. Since ⇒ is a basis, we can write any such vector as .

THE RESULT ∷ the maximum eigenvalue must be the norm of EXAMPLE (iii) ℂ ℂ

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 , ℂ (pointwise multiplication, linear, bounded and . ) linear. , hence, . We want it to satisfy ℂ such that is measurable and .

Clearly measurable (?!) But finite integral? Page 69 of 85

Notes for Analysis 2 (v 1.0)

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 Fejér 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 ℝ ℂ .

Notes for Analysis 2 (v 1.0) And the function

Anders Munk-Nielsen

October 2010

at a given value, is

-

Fejér 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 ℝ . ℝ contains many functions which are not differentiable. ℝ . ℝ ) . . ℝ . ℝ (the book write )

However, this is not generally possible since and even if it is, it’s not sure that domain of ℝ (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

Notes for Analysis 2 (v 1.0)

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

Notes for Analysis 2 (v 1.0)

Anders Munk-Nielsen

October 2010

16 Chapter 7 cont’d
16.1 Spectrum
Banach space (or Hilbert space) ℂ ℂ ℂ (where .) ℂ ⇒ ℂ 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 ℂ is a continuous mapping. Now we can define the spectrum of ℂ ∎ PROOF Take ℂ 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 . ℂ is closed (omvendte af åben) (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 ℂ ℂ linear, ℂ

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 ℂ 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 , ℂ (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 it’s 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 , ℂ, 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 ℂ . 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 ℝ 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 . ℂ, then , ℝ.

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 (åmgwtf?) THEOREM ∷ THEOREM ∷ EXAMPLE , multiplication operator The thing is ℝ We can almost see this fact because Page 78 of 85 , then ℝ , hermetian, then ℝ

Notes for Analysis 2 (v 1.0)

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) ℝ

INDICATION OF WHY THIS HERE HOLDS

ℝ, this means that ℝ . Show that , ℝ and ℝ. if . ℝ.

ℝ and want to show that

Now by the first part of the proof, But we now that By lemma, this means that ∎

ℝ 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 there’s no proof for them (if they’re in a bisætning) 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 ℂ 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 ℂ with inner product Linear in frist variable, conjugate linear in second variable. NOTE ∷ inner product norm metric ℂ.

HILBERT SPACE ∷ Inner product space that is complete. CAUCHY SCHWARZ Also, equality holds if and only if ℂ , In In Hilbert space ∷ with norm Not Hilbert space  I.e. there are Cauchy sequences in ℂ 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 aren’t convergent. ∷ , , Hilbert space with (and this will converge since ⇒ for a ℂ.

EXAMPLES of inner product spaces In ℂ ∷

-

Intuitive understanding ∷ as well”.

i.e. “take all Cauchy sequences in Sort of like ℝ 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 ℂ , here the orthonormal basis is or (instead of using an arbitrary index set, , we will be using the natural numbers)

,

Since we may write ℂ 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… (didn’t 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 ∷ Fejér Then for , (or ℝ ℂ continuous and -periodic) we have

18.4 Linear functional
normed vector space. LINEAR FUNCTIONAL on ∷ ℂ. Let ℂ linear functional. Then we may define OPERATOR NORM NOTE ∷ BOUNDED OPERATOR ∷ THEOREM If is bounded if

ℂ 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 ℂ Page 83 of 85

Notes for Analysis 2 (v 1.0) -

Anders Munk-Nielsen

October 2010

From Cauchy-Schwarz (more or less) we get Since C-S gives bounded linear functional ℂ, and compare it with

THEOREM (Riesz-Frechét) 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 ℂ Properties of the spectrum 18.5.2 closed ⇒ Generalizes the notion of eigenvalues from linear algebra Adjoint Hilbert spaces, ⇒ Page 84 of 85 ℂ ∷ and then we can associate

Notes for Analysis 2 (v 1.0)

Anders Munk-Nielsen

October 2010

- We used Riesz-Frechét to prove this PROPERTIES -

18.5.3

Hermitian operators Hilbert space,

ℝ Consider the Hilbert space then we associate an operator and by

Page 85 of 85

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