diff --git a/chapters/FaN.tex b/chapters/FaN.tex index cd69aa1..fa3015c 100644 --- a/chapters/FaN.tex +++ b/chapters/FaN.tex @@ -4,6 +4,8 @@ \begin{document} \chapter{Fundamentals and Notation} + \vspace*{\fill}\par + \pagebreak \subfile{sections/logic.tex} \subfile{sections/sets_and_functions.tex} diff --git a/chapters/linear_algebra.tex b/chapters/linear_algebra.tex index 9787431..a15a2c1 100644 --- a/chapters/linear_algebra.tex +++ b/chapters/linear_algebra.tex @@ -4,6 +4,8 @@ \begin{document} \chapter{Linear Algebra} + \vspace*{\fill}\par + \pagebreak \subfile{sections/vector_spaces.tex} \subfile{sections/matrices.tex} diff --git a/chapters/measures_integrals.tex b/chapters/measures_integrals.tex new file mode 100644 index 0000000..0b79507 --- /dev/null +++ b/chapters/measures_integrals.tex @@ -0,0 +1,10 @@ +% !TeX root = ../script.tex +\documentclass[../../script.tex]{subfiles} + +\begin{document} + \chapter{Measures and Integrals} + \vspace*{\fill}\par + \pagebreak + + \subfile{sections/contents_measures.tex} +\end{document} \ No newline at end of file diff --git a/chapters/multivar_calc.tex b/chapters/multivar_calc.tex index f0fd494..cf99f13 100644 --- a/chapters/multivar_calc.tex +++ b/chapters/multivar_calc.tex @@ -3,8 +3,11 @@ \begin{document} \chapter{Multivariable Calculus} + \vspace*{\fill}\par + \pagebreak \subfile{sections/partial_total_diff.tex} \subfile{sections/higher_derivs.tex} \subfile{sections/functionseq_and_diff.tex} + \subfile{sections/banach_implicit.tex} \end{document} \ No newline at end of file diff --git a/chapters/real_analysis_1.tex b/chapters/real_analysis_1.tex index 48b6069..2f45d4e 100644 --- a/chapters/real_analysis_1.tex +++ b/chapters/real_analysis_1.tex @@ -4,6 +4,8 @@ \begin{document} \chapter{Real Analysis: Part I} + \vspace*{\fill}\par + \pagebreak \subfile{sections/elem_ineqs.tex} \subfile{sections/seq_and_lims.tex} diff --git a/chapters/real_analysis_2.tex b/chapters/real_analysis_2.tex index d815f57..80dffaf 100644 --- a/chapters/real_analysis_2.tex +++ b/chapters/real_analysis_2.tex @@ -3,6 +3,8 @@ \begin{document} \chapter{Real Analysis: Part II} + \vspace*{\fill}\par + \pagebreak \subfile{sections/lims_and_funcs.tex} \subfile{sections/diff_calc.tex} diff --git a/chapters/sections/banach_implicit.tex b/chapters/sections/banach_implicit.tex new file mode 100644 index 0000000..096c6ce --- /dev/null +++ b/chapters/sections/banach_implicit.tex @@ -0,0 +1,255 @@ +% !TeX root = ../../script.tex +\documentclass[../../script.tex]{subfiles} + +\begin{document} +\section[Banach Fixed-Point \& Implicit Functions]{The Banach Fixed-Point Theorem and the Implicit Function Theorem} + +\begin{thm}[Banach Fixed-Point Theorem] + Let $\metric$ be a complete metric space, and $\phi: X \rightarrow X$ strictly contractive, i.e. + \[ + \exists C \in (0, 1): ~~d(\phi(x), \phi(y)) \le C d(x, y) ~~\forall x, y \in X + \] + Then there exists exactly one fixed point $x$ of $\phi$, i.e. $\phi(x) = x$. +\end{thm} +\begin{proof} + First, $\phi$ is Lipschitz continuous, and thus continuous. + Let $x_0 \in X$, and recursively define $x_{n+1} = \phi(x_n)$. Then + \begin{equation} + d(x_{n+1}, x_n) = d(\phi(x_n), \phi(x_{n-1})) \le C d(x_n, x_{n-1}) + \end{equation} + and via induction + \begin{equation} + d(x_{n+k}, x_{n+k-1}) \le C^k d(x_n, x_{n-1}) ~~\forall k, n \in \natn + \end{equation} + Especially, + \begin{equation} + d(x_n, x_{n-1}) \le C^{n-1} d(x_1, x_0) + \end{equation} + Using the triangle inequality we can compute + \begin{equation} + \begin{split} + d(x_{n+k}, x_{n-1}) &\le d(x_{n+k}, x_{n+k-1}) + d(x_{n+k-1}, x_{n+k-2}) + \cdots + d(x_n, x_{n-1}) \\ + &\le (C^k + C^{k-1} + C^{k-2} + \cdots + 1) d(x_n, x_{n-1}) \\ + &\le \frac{1 - C^{k+1}}{1 - C} \cdot d(x_n, x_{n-1}) \\ + &\le \frac{1 - C^{k+1}}{1 - C} C^{n-1} d(x_1, x_0) \\ + &\le \frac{C^{n-1}}{1 - C} d(x_1, x_0) \conv{n \rightarrow \infty} 0 + \end{split} + \end{equation} + This means + \begin{equation} + \forall \epsilon > 0 ~\exists N \in \natn: ~~d(x_{n+k}, x_{n-1}) < \epsilon ~~\forall n > N ~\forall k \in \natn + \end{equation} + Which in turn means that $\seq{x}$ is a Cauchy sequence, and thus convergent. $\seq{x}$ converges to $x \in X$ + \begin{equation} + x = \limn x_n = \limn \phi(x_{n - 1}) = \phi(\limn x_{n-1}) = \phi(x) + \end{equation} + To prove the uniqueness, let $x, y$ both be fixed points. Then + \begin{equation} + d(x, y) = d(\phi(x), \phi(y)) \le C d(x, y) + \end{equation} + Since $C < 1$, we have + \begin{equation} + d(x, y) \implies x = y + \end{equation} +\end{proof} + +\begin{rem} +The Banach fixed-point theorem implies that every map that is within the area it is mapping, +will have a point on the map that lies directly on top of the point in the real world that it maps. +\end{rem} + +\begin{eg} + Consider the equation + \[ + x - y^2 = 0 + \] + with the solutions + \begin{align*} + y = \sqrt{x} && y = -\sqrt{x} + \end{align*} + on $(0, \infty)$. + For a point $(\xi, \eta)$ that solves the equation, there exists a neighbourhood $U$ and a function $f$ such that + all solutions of the equation on $U$ are of the form $(x, f(x))$. +\end{eg} + +\begin{rem} + Let $F: \realn^P \times \realn^Q \rightarrow \realn^Q$, and consider $x_1, \cdots, x_P \in \realn$ as independent variables, and + $y_1, \cdots, y_Q \in \realn$ as dependent variables of the equation system + \[ + F(x, y) = 0, ~~x = (x_1, \cdots, x_P), y = (y_1, \dots, y_Q) + \] + Let $(\xi, \eta)$ be a solution. The question is wether a $f: \realn^P \rightarrow \realn^Q$ exists, such that $(x, f(x))$ are solutions $\forall x \in U$, + where $U$ is a neighbourhood of $\xi$. + \[ + x \longmapsto F(x, f(x)) + \] + If $F$ is differentiable, then let $D_y F(x, \eta) \in \realn^{Q \times Q}$ denote the total derivative of the function. Analogously this works for $y$ as the variable. + We approximately have + \[ + F(x, y) \approx F(x, \eta) + D_y F(x, \eta)(y - \eta) = 0 + \] +\end{rem} + +\begin{thm}[Implicit Function Theorem] + Let $U \subset \realn^P, V \subset \realn^Q$ be open, and \[F: U \times V \rightarrow \realn^Q\] continuously differentiable. + Choose $\xi \in U, \eta \in V$ such that $F(\xi, \eta) = 0$, and $D_y F(\xi, \eta)$ invertible. + Then there exists a neighbourhood $\tilde{U} \subset U$ of $\xi$, a neighbourhood $\tilde{V} \subset V$ of $\eta$ and + a continuous function $f: \tilde{U} \rightarrow \tilde{V}$ such that $f(\xi) = \eta$ and \[F(x, f(x)) = 0 ~~\forall x \in \tilde{U}\]. +\end{thm} +\begin{proof} + Set $D = D_yF(\xi, \eta)$. Then consider + \begin{equation} + \begin{split} + \phi: \text{function} &\longrightarrow \text{function} \\ + \phi(g)(x) &\longmapsto g(x) - \inv{D}F(x, g(x)) + \end{split} + \end{equation} + where $g: \realn^P \rightarrow \realn^Q$. Then we have + \begin{equation} + \phi(g) = g \iff \inv{D}F(x, g(x)) = 0 \iff F(x, g(x)) = 0 + \end{equation} + Since this is a fixed point problem, our goal is to apply the Banach fixed-point theorem. + Let $I: \realn^Q \rightarrow \realn^Q$ be the identity mapping. Then the function + \begin{equation} + (x, y) \longmapsto \norm{I - \inv{D}D_yF(x, y)} + \end{equation} + is continuous and vanishes in $(\xi, \eta)$. + $\exists \delta, \epsilon > 0$ such that $\oball[\delta](\xi) \subset U$, and $\oball(\eta) \subset V$ and + \begin{equation} + \norm{I - \inv{D}D_yF(x, y)} \le \frac{1}{2} ~~\forall x \in \oball[\delta](\xi), y \in \oball(\eta) + \end{equation} + Because of the continuity of + \begin{equation} + x \longmapsto \norm{\inv{D} F(x, \eta)} + \end{equation} + we can choose a (possibly smaller) $\delta > 0$, such that + \begin{equation} + \norm{\inv{D}F(x, \eta)} \le \frac{\epsilon}{4} ~~\forall x \in \oball[\delta](\xi) = \tilde{U} + \end{equation} + Now let $X$ denote the set of all continuous functions $g: \tilde{U} \rightarrow \realn^Q$ + \begin{subequations} + \begin{equation}\label{eq:i} + g(\xi) = \eta + \end{equation} + \begin{equation}\label{eq:ii} + \norm{g(x) - \eta} \le \frac{\epsilon}{2} ~~\forall x \in \tilde{U} + \end{equation} + \end{subequations} + $\Cref{eq:ii}$ implies that $g(x) \in \oball(\eta) \subset V$. + Furthermore $X$ is a subset of $C_B(\tilde{U}, \realn^Q)$, which is a complete set with the norm + \begin{equation} + \supnorm{g} = \sup\set[x \in \tilde{U}]{\norm{g(x)}} + \end{equation} + $X$ is non-empty (for example, it contains $g(\xi) = \eta$) and bounded, which means $X$ is also complete. + Now, for a fixed $x \in \tilde{U}$ and $\tilde{V} \subset \oball(\eta)$ consider the mapping + \begin{equation} + \begin{split} + \Phi: \tilde{V} &\longrightarrow \realn^Q \\ + y &\longmapsto y - \inv{D}F(x, y) + \end{split} + \end{equation} + From the intermediate value theorem we can conclude + \begin{equation} + \begin{split} + \norm{\Phi(y) - \Phi(z)} &\le \sup_{y \in \tilde{V}} \underbrace{\norm{I - \inv{D}D_yF(x, y)}}_{D\Phi(x, y)} \norm{y - z} \\ + &\le \frac{1}{2} \norm{y - z} + \end{split} + \end{equation} + Now, for $g_1, g_2 \in X$ and $x \in \tilde{U}$ we can see that + \begin{equation} + \begin{split} + \norm{\phi(g_1)(x) - \phi(x_2)(x)} &= \norm{\Phi(g_1(x)) - \Phi(g_2(x))} \\ + &\le \frac{1}{2} \norm{g_1(x) - g_2(x)} + \end{split} + \end{equation} + and by choosing the supremum over all $x \in \tilde{U}$ we can see that + \begin{equation} + \supnorm{\phi(g_1) - \phi(g_2)} \le \frac{1}{2} \supnorm{g_1 - g_2} + \end{equation} + Thus $\phi$ is strictly contractive on $x$. It is only left to show that $\phi(X) \subset X$. + From the definition of $\phi$ we have $\forall g \in X$ + \begin{equation} + \phi(g)(\xi) = g(\xi) = \eta + \end{equation} + So $\phi(g)$ is continuous, and finally + \begin{equation} + \begin{split} + \norm{\phi(g)(x) - \eta} &\le \norm{\phi(g)(x) - \phi(\eta)(x)} + \norm{\phi(\eta)(x) - \eta} \\ + &\le \frac{1}{2} \underbrace{\norm{g(x) - \eta}}_{\le \frac{\epsilon}{2}} + \underbrace{\norm{\inv{D}F(x, \eta)}}_{\le \frac{\epsilon}{4}} \\ + &\le \frac{\epsilon}{2} + \end{split} + \end{equation} + Thus, $\phi$ maps $X$ to $X$, and the Banach fixed-point theorem tells us + \begin{equation} + \exists! f \in X: ~~\phi(f) = f \iff F(x, f(x)) = 0 ~~\forall x \in \tilde{U} + \end{equation} +\end{proof} + +\begin{rem}[About uniqueness] + We know there is exactly one function $f$ in $X$ such that + \[ + F(x, f(x)) = 0 ~~\forall x \in \tilde{U} + \] + $f(x)$ the only solution in $\tilde{V}$, for $x \in \tilde{U}$, because if $F(x, y) = 0$ for $y \in V$, then + \[ + \norm{y - f(x)} = \norm{\Phi(y) - \Phi(f(x))} \le \frac{1}{2} \norm{y - f(x)} + \] + which implies $y = f(x)$ +\end{rem} + +\begin{thm} + There is a possibly smaller neighbourhood $\tilde{U}$ around $\xi$ on which $f \in C^1(\tilde{U}, \tilde{V})$. The derivative is given by + \[ + D f(x) = -\inv{\left( D_y F(x, f(x)) \right)} Dx F(x, f(x)) + \] +\end{thm} +\begin{proof} + Without proof. +\end{proof} + +\begin{cor}[Inverse Function Theorem] + Let $U \subset \realn^n$ and $f: U \rightarrow \realn^m$ continuously differentiable. + If $Df(\xi)$ is invertible for some $\xi \in U$, then there exists a neighbourhood $\tilde{U}$ around $\xi$ and a neighbourhood + $\tilde{V}$ around $f(\xi) =: \eta$ such that $f$ bijectively maps $\tilde{U}$ to $\tilde{V}$, and the inverse function + \begin{align*} + g: \tilde{V} &\longrightarrow \tilde{U} \\ + y &\longmapsto \inv{f}(y) + \end{align*} + is continuously differentiable. Furthermore + \[ + Dg(\eta) = \inv{\left(Df(\xi)\right)} + \] +\end{cor} +\begin{hproof} + Use the implicit function theorem on the equation system + \begin{equation} + F(x, y) = f(x) - y = 0 + \end{equation} + and solve that for $x$. +\end{hproof} + +\begin{eg}[Inverse function of the complex exponential function] + Let + \begin{align*} + z \longmapsto \exp(z) + \end{align*} + be a function $\realn^2 \rightarrow \realn^2$, i.e. $z = x + yi$ and + \[ + \exp(z) = \exp(x) \exp(yi) = \exp(x) (\cos y + i\sin y) + \] + Consider + \begin{align*} + \phi: \realn^2 &\longrightarrow \realn^2 \\ + (x, y) &\longmapsto (\exp(x)\cdot\cos y, \exp(x)\cdot\sin y) + \end{align*} + This mapping is continuously differentiable (analytic even) and $D\phi(x, y)$ is invertible everywhere. + Thus $\phi$ has a locally differentiable inverse function on $\exp(\cmpln)$ (the logarithm). + + One can show that $\exp(\cmpln) = \cmpln \setminus \set{0}$. Typically, the main branch of the complex logarithm is defined as + \begin{align*} + \ln: &\cmpln \setminus \set[x \le 0]{x \in \realn} \\ + \implies \realn \times (-\pi, \pi) + \end{align*} + One can choose from many other domains, however there is no continuous logarithm on $\cmpln \setminus \set{0}$. +\end{eg} +\end{document} \ No newline at end of file diff --git a/chapters/sections/contents_measures.tex b/chapters/sections/contents_measures.tex new file mode 100644 index 0000000..61778cb --- /dev/null +++ b/chapters/sections/contents_measures.tex @@ -0,0 +1,14 @@ +% !TeX root = ../../script.tex +\documentclass[../../script.tex]{subfiles} + +\begin{document} +\section{Contents and Measures} + +\begin{defi} + A set $M$ is said to be countable if there exists a surjective mapping from $\natn$ to $M$, i.e. + \[ + \exists \seq{x} \subset M: ~~\forall y \in M ~\exists n \in \natn: ~~x_n = y + \] + A set $M$ is said to be countably infinite if it is countable and unbounded. +\end{defi} +\end{document} \ No newline at end of file diff --git a/chapters/topo_of_metr_spaces.tex b/chapters/topo_of_metr_spaces.tex index d0fc8c0..f6b0428 100644 --- a/chapters/topo_of_metr_spaces.tex +++ b/chapters/topo_of_metr_spaces.tex @@ -3,6 +3,8 @@ \begin{document} \chapter{Topology in Metric spaces} + \vspace*{\fill}\par + \pagebreak \subfile{sections/metr_and_normed.tex} \subfile{sections/seq_ser_limits.tex} diff --git a/script.pdf b/script.pdf index 846967d..cd762b4 100644 Binary files a/script.pdf and b/script.pdf differ diff --git a/script.tex b/script.tex index cba753a..bb9f9f3 100644 --- a/script.tex +++ b/script.tex @@ -170,5 +170,6 @@ \subfile{chapters/real_analysis_2.tex} \subfile{chapters/topo_of_metr_spaces.tex} \subfile{chapters/multivar_calc.tex} +\subfile{chapters/measures_integrals.tex} \end{document}