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A ProblemText in Advanced Calculus

A ProblemText in Advanced Calculus

John M. Erdman

Portland State University

Version July 1, 2014

E-mail address:erdman@pdx.edu

ii

To Argentina

Contents

PREFACExi

FOR STUDENTS: HOW TO USE THIS PROBLEMTEXT

xv

Chapter 1. INTERVALS

1

1.1. DISTANCE AND NEIGHBORHOODS

1

1.2. INTERIOR OF A SET

2

Chapter 2. TOPOLOGY OF THE REAL LINE

5

2.1. OPEN SUBSETS OFR5

2.2. CLOSED SUBSETS OFR7

Chapter 3. CONTINUOUS FUNCTIONS FROMRTOR9

3.1. CONTINUITY|AS A LOCAL PROPERTY

9

3.2. CONTINUITY|AS A GLOBAL PROPERTY

10

3.3. FUNCTIONS DEFINED ON SUBSETS OFR13

Chapter 4. SEQUENCES OF REAL NUMBERS

17

4.1. CONVERGENCE OF SEQUENCES

17

4.2. ALGEBRAIC COMBINATIONS OF SEQUENCES

19

4.3. SUFFICIENT CONDITION FOR CONVERGENCE

20

4.4. SUBSEQUENCES

23
Chapter 5. CONNECTEDNESS AND THE INTERMEDIATE VALUE THEOREM 27

5.1. CONNECTED SUBSETS OFR27

5.2. CONTINUOUS IMAGES OF CONNECTED SETS

29

5.3. HOMEOMORPHISMS

30
Chapter 6. COMPACTNESS AND THE EXTREME VALUE THEOREM 33

6.1. COMPACTNESS

33

6.2. EXAMPLES OF COMPACT SUBSETS OFR34

6.3. THE EXTREME VALUE THEOREM

36

Chapter 7. LIMITS OF REAL VALUED FUNCTIONS

39

7.1. DEFINITION

39

7.2. CONTINUITY AND LIMITS

40
Chapter 8. DIFFERENTIATION OF REAL VALUED FUNCTIONS 43

8.1. THE FAMILIESOANDo43

8.2. TANGENCY

45

8.3. LINEAR APPROXIMATION

46

8.4. DIFFERENTIABILITY

47

Chapter 9. METRIC SPACES

51

9.1. DEFINITIONS

51

9.2. EXAMPLES

52
v vi CONTENTS

9.3. STRONGLY EQUIVALENT METRICS

55

Chapter 10. INTERIORS, CLOSURES, AND BOUNDARIES

57

10.1. DEFINITIONS AND EXAMPLES

57

10.2. INTERIOR POINTS

58

10.3. ACCUMULATION POINTS AND CLOSURES

58

Chapter 11. THE TOPOLOGY OF METRIC SPACES

61

11.1. OPEN AND CLOSED SETS

61

11.2. THE RELATIVE TOPOLOGY

63

Chapter 12. SEQUENCES IN METRIC SPACES

65

12.1. CONVERGENCE OF SEQUENCES

65

12.2. SEQUENTIAL CHARACTERIZATIONS OF TOPOLOGICAL PROPERTIES

65

12.3. PRODUCTS OF METRIC SPACES

66

Chapter 13. UNIFORM CONVERGENCE

69

13.1. THE UNIFORM METRIC ON THE SPACE OF BOUNDED FUNCTIONS

69

13.2. POINTWISE CONVERGENCE

70

Chapter 14. MORE ON CONTINUITY AND LIMITS

73

14.1. CONTINUOUS FUNCTIONS

73

14.2. MAPS INTO AND FROM PRODUCTS

77

14.3. LIMITS79

Chapter 15. COMPACT METRIC SPACES

83

15.1. DEFINITION AND ELEMENTARY PROPERTIES

83

15.2. THE EXTREME VALUE THEOREM

84

15.3. DINI'S THEOREM

85
Chapter 16. SEQUENTIAL CHARACTERIZATION OF COMPACTNESS 87

16.1. SEQUENTIAL COMPACTNESS

87

16.2. CONDITIONS EQUIVALENT TO COMPACTNESS

88

16.3. PRODUCTS OF COMPACT SPACES

89

16.4. THE HEINE-BOREL THEOREM

90

Chapter 17. CONNECTEDNESS

93

17.1. CONNECTED SPACES

93

17.2. ARCWISE CONNECTED SPACES

94

Chapter 18. COMPLETE SPACES

97

18.1. CAUCHY SEQUENCES

97

18.2. COMPLETENESS

97

18.3. COMPLETENESS VS. COMPACTNESS

98

Chapter 19. APPLICATIONS OF A FIXED POINT THEOREM

101

19.1. THE CONTRACTIVE MAPPING THEOREM

101

19.2. APPLICATION TO INTEGRAL EQUATIONS

105

Chapter 20. VECTOR SPACES

107

20.1. DEFINITIONS AND EXAMPLES

107

20.2. LINEAR COMBINATIONS

111

20.3. CONVEX COMBINATIONS

112

Chapter 21. LINEARITY

115

21.1. LINEAR TRANSFORMATIONS

115

CONTENTS vii

21.2. THE ALGEBRA OF LINEAR TRANSFORMATIONS

118

21.3. MATRICES

120

21.4. DETERMINANTS

124

21.5. MATRIX REPRESENTATIONS OF LINEAR TRANSFORMATIONS

125

Chapter 22. NORMS

129

22.1. NORMS ON LINEAR SPACES

129

22.2. NORMS INDUCE METRICS

130

22.3. PRODUCTS

131

22.4. THE SPACEB(S;V)134

Chapter 23. CONTINUITY AND LINEARITY

137

23.1. BOUNDED LINEAR TRANSFORMATIONS

137

23.2. THE STONE-WEIERSTRASS THEOREM

141

23.3. BANACH SPACES

143

23.4. DUAL SPACES AND ADJOINTS

144

Chapter 24. THE CAUCHY INTEGRAL

145

24.1. UNIFORM CONTINUITY

145

24.2. THE INTEGRAL OF STEP FUNCTIONS

147

24.3. THE CAUCHY INTEGRAL

150

Chapter 25. DIFFERENTIAL CALCULUS

157

25.1.OANDoFUNCTIONS157

25.2. TANGENCY

159

25.3. DIFFERENTIATION

160

25.4. DIFFERENTIATION OF CURVES

163

25.5. DIRECTIONAL DERIVATIVES

165

25.6. FUNCTIONS MAPPING INTO PRODUCT SPACES

166
Chapter 26. PARTIAL DERIVATIVES AND ITERATED INTEGRALS 169

26.1. THE MEAN VALUE THEOREM(S)

169

26.2. PARTIAL DERIVATIVES

173

26.3. ITERATED INTEGRALS

177

Chapter 27. COMPUTATIONS INRn181

27.1. INNER PRODUCTS

181

27.2. THE GRADIENT

183

27.3. THE JACOBIAN MATRIX

187

27.4. THE CHAIN RULE

188

Chapter 28. INFINITE SERIES

195

28.1. CONVERGENCE OF SERIES

195

28.2. SERIES OF POSITIVE SCALARS

200

28.3. ABSOLUTE CONVERGENCE

200

28.4. POWER SERIES

202

Chapter 29. THE IMPLICIT FUNCTION THEOREM

209

29.1. THE INVERSE FUNCTION THEOREM

209

29.2. THE IMPLICIT FUNCTION THEOREM

213

Appendix A. QUANTIFIERS

219

Appendix B. SETS

221
viii CONTENTS

Appendix C. SPECIAL SUBSETS OFR225

Appendix D. LOGICAL CONNECTIVES

227

D.1. DISJUNCTION AND CONJUNCTION

227

D.2. IMPLICATION

228

D.3. RESTRICTED QUANTIFIERS

229

D.4. NEGATION

230

Appendix E. WRITING MATHEMATICS

233

E.1. PROVING THEOREMS

233

E.2. CHECKLIST FOR WRITING MATHEMATICS

234

E.3. FRAKTUR AND GREEK ALPHABETS

236

Appendix F. SET OPERATIONS

237

F.1. UNIONS237

F.2. INTERSECTIONS

239

F.3. COMPLEMENTS

240

Appendix G. ARITHMETIC

243
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