Themes

This page lists the main definitions, propositions, examples and skills that are relevant for the course. It is intended as a check list.

Do not forget the problem sets.

Sets and functions

Definitions

  • of a set; cardinality (for finite and countable sets)
  • unions, intersections, (relative) complements; cartesian products
  • \(\mathbb N\), \(\mathbb Z\), \(\mathbb R\), \(\mathbb C\).
  • of a function (domain, codomain, graph); range of a function
  • surjectivity (onto), injectivity (one-to-one) and bijectivity (invertibility)
  • the inverse of an invertible function

Skills/Methods

  • to express a set using curly bracket-notation (\(\{ \}\)); to find the cardinality of a set; to determine intersections, unions and complements.
  • to be able to use basic quantifiers.
  • to understand functional notation; differences between domain/codomain, the function itself, and its values (\(f\colon X \to Y, x \mapsto f(x)\))
  • to determine the range of a function.
  • to determine whether a function, or some restriction of it, can be inverted (in reasonable cases: to find its inverse).

Examples

  • A bijection \(\mathbb N \to \mathbb Z\); \(\mathbb N \to \mathbb N^2\).
  • The operators \(1 \pm \partial_x^2\) on \(C_{2\pi-\text{per}}^\infty(\mathbb R, \mathbb R)\).

Metric spaces

Definitions

  • of a metric; metric space
  • induced metric; metric subspace
  • \(B_r(x_0)\), \(S_r(x_0)\); the closed ball \(\tilde B_r(x_0)\)
  • interior points, boundary points, closures; open and closed sets
  • limits (continuous, sequential); accumulation points
  • Cauchy sequences; completeness
  • Isometries; embeddings
  • Dense sets and separability
  • Continuous mappings; contractions.

Theorems/propositions

  • Normed spaces are metric spaces
  • (Open) balls are open
  • Uniqueness of limits; Sequential limits are as zero-limits for the distance function; Continuous and sequential limits agree
  • Characterization of closures in terms of limits
  • Convergent sequences are Cauchy; Cauchy sequences are bounded
  • Characterization of complete subspaces of complete metric spaces
  • The completion theorem

Skills/methods

  • to understand the difference between a norm and a metric; between a normed space and a metric space.
  • to determine whether a function defines a distance on some set \(X\).
  • to determine whether a sequence is convergent; whether a sequence is Cauchy.
  • to find the boundary of a set; to determine whether a set is open/closed.
  • to know the main steps in the completeness proof for \(BC(I,\mathbb R)\).

Examples

  • The discrete metric
  • A metric space that is not a normed space
  • To know that \(BC(I,\mathbb K)\) and \(l_p\) are complete.
  • A non-trivial isometry
  • To know that polynomials and \(C^k\)-functions are dense in \(BC\)-spaces (Stone–Weierstrass).
  • A non-separable and some separable spaces.
  • Completion of \(\mathbb Q\) in \(\mathbb R\); of \(C^\infty\)-functions in \(BC\)-spaces; of continuous functions in \(L_2\)-spaces.

Vector spaces

Definitions

  • of a real (complex) vector space, subspace
  • isomorphisms, embeddings
  • linear combinations, spans, dependence, independence
  • (Ordered) Hamel bases; dimension of a vector space
  • Change-of-basis matrices
  • Linear systems, (reduced) row echelon form, upper/lower triangular matrices, diagonal matrices; augmented matrix
  • Linear transformations; the vector spaces \(L(X,Y)\) and \(L(X)\)
  • Kernels and ranks; the null space, columns space and row space of a matrix
  • Direct sums
  • Nilpotent operators/matrices
  • Convex sets

Propositions and theorems

  • Linear span of a set is a subspace (smallest one containing the set).
  • Finite-dimensional vector spaces are isomorphic to \(\mathbb R^n\) (\(\mathbb C^n\) if complex).
  • Invertible matrices correspond to bases.
  • \(L(X,Y)\) is a vector space.
  • Linear transformations are determined by their action on any basis; finite-dimensional linear transformations correspond to matrices.
  • The kernel and range of a linear transformation are vector spaces; a linear transformation is injective exactly if it has a trivial kernel.
  • The rank–nullity theorem (algebraic and geometric version)
  • Characterization of invertible linear transformations on a finite-dimensional vector space
  • The Fredholm alternative

Skills/methods

  • to understand the difference between a real and complex vector space.
  • to know how to construct a vector space; determine whether a set is a subspace
  • to determine linear dependence/independence
  • to be able to switch from one basis to another (expressing vectors and linear transformations/matrices in the new basis).
  • Gaussian elimination, LU-decompositions, Gauss-Jordan elimination.
  • To calculate the determinant of a matrix.

Examples

  • \(\mathbb R^n, \mathbb C^n\)
  • \(C(I,\mathbb R), C(I,\mathbb C)\)
  • \(P_n(\mathbb R)\), \(P(\mathbb R)\)
  • \(P_n(\mathbb R) \cong \mathbb{R}^{n+1}\)
  • \(P_n(\mathbb R) \hookrightarrow \mathbb{R}^{m}\) for \(m \geq n+1\); \(C^{m}(I,\mathbb R) \hookrightarrow C^n(I,\mathbb R)\) for \(m \geq n\).
  • Linearly independent sets in \(\mathbb R^n\), \(\mathbb C^n\), \(l_2\) (real or complex), \(L_2((-\pi,\pi),\mathbb K)\) (real and complex), and \(P(\mathbb R)\).
  • Canonical (standard) bases
  • Dimensions of standard spaces
  • The kernel and range of \(d/dx\) as an operator between different vector spaces.

Normed spaces

Definitions

  • of a norm; normed space
  • equivalence of norms
  • of a Banach space
  • isometrical isomorphisms
  • (Ordered) Schauder bases
  • Bounded linear transformations, the operator norm, and the space \(B(X,Y)\).
  • Bounded linear functionals and the dual of a normed space.

Theorems and propositions

  • Any two norms on \(\mathbb R^n\) are equivalent.
  • Equivalent expressions for the operator norm.
  • \(B(X,Y)\) is a normed space, Banach for \(Y\) Banach.
  • A linear operator between normed spaces is continuous if and only if it is bounded.
  • The kernel of a bounded linear operator is closed.

Skills/methods

  • To determine whether a function is a norm.
  • To use the axioms of a norm.
  • To determine whether a sequence (vector) is in \(l_p\); a function is in \(BC(I,\mathbb R)\).
  • To determine whether two norms are equivalent.

Examples

  • \(l_p\)-spaces (including their norms; especially \(p=1,2, \infty\))
  • \(BC(I,\mathbb R)\) (including the definition of the supremum norm \(\|\cdot\|_\infty)\)
  • Standard Schauder bases for \(l_p\), and \(L_2\) on the interval \((-\pi,\pi)\)
  • Integral operators as bounded linear transformations
  • The dual of \(\mathbb R^n\); of \(L_2(I,\mathbb R)\).
  • Finite-dimensional linear transformations are continuous.

Differential equations and spectral theory

Definitions

  • Initial-value problems
  • Lipschitz continuity (at least uniform Lipschitz continuity)
  • Contractions
  • Eigenvalues, eigenvectors and eigenspaces; spectrum and resolvent set.
  • Characteristic polynomials; algebraic and geometric multiplicities; simplicity and semi-simplicity of eigenvalues.
  • Fundamental systems/matrices.
  • The matrix exponential; nilpotent matrices.
  • Generalized eigenvectors and generalized eigenspaces; the maximal generalized eigenspace; the Riesz index.
  • The transpose and conjugate transpose of a matrix; Hermitian (self-adjoint) matrices.

Theorems and propositions

  • Higher-order ordinary differential equations can be reformulated as first-order systems.
  • Lipschitz continuity is uniform on bounded and closed sets in \(\mathbb R^n\).
  • The Banach fixed-point theorem (Picard iteration)
  • The Picard–Lindelöf theorem
  • The solution space of \(\dot x = Ax\) in \(\mathbb K^n\) is isomorphic to \(\mathbb K^n\).
  • Properties of the matrix exponential
  • The exponential solution formula for \(\dot x = Ax\), \(x(0) = x_0\).
  • The Cayley–Hamilton theorem
  • Each eigenvalue has a maximal generalized eigenspace.

Skills/methods

  • To transform an ordinary differential equation into a first-order system
  • To apply the Banach fixed-point theorem to solve fixed-point problems (such as the initial-value problem); to perform Picard iteration.
  • To calculate the matrix exponential for a given matrix.
  • To express a matrix in Jordan normal form.
  • To solve the initial-value problem \(\dot x = A x\), \(x(t_0) =x_0\) in \(\mathbb R^n\).

Examples

  • Examples showing that \(C^1(\mathbb R) \subsetneq Lip(\mathbb R) \subsetneq C^0(\mathbb R)\).
  • On the spectral and Jordan decompositions.

Inner-product spaces

Definitions

  • Inner products; inner-product spaces
  • Hilbert spaces
  • Orthogonality and orthogonal complements
  • Orthogonal direct sums (\(\oplus\)) in Hilbert spaces
  • For sequences and finite sets (systems): orthogonal, orthonormal, complete; Fourier coefficients and Fourier series
  • Orthonormal bases
  • Adjoints (transposes and conjugate transposes for matrices); self-adjoint operators (symmetric and Hermitian matrices).
  • Unitary operators (unitary and orthogonal matrices)
  • Positive definite and semi-definite matrices

Theorems and propositions

  • The Riesz representation theorem
  • Properties of an inner product (apart from the axiomatic properties)
  • The Cauchy–Schwarz inequality
  • Inner-product spaces are normed spaces.
  • Relations between inner products and norms (the parallelogram law and polarization identity).
  • The minimal distance theorem
  • The projection theorem (corollary: strict subspace characterization)
  • Fourier coefficients are best possible (corollary: closest point)
  • The Fourier series theorem
  • Properties of adjoints
  • Self-adjoint operators have real spectrum and orthogonal eigenspaces.
  • Unitary operators preserve inner products.
  • Orthogonal matrices describe ortonormal bases.
  • Characterization of positive definite matrices

Skills/methods

  • To determine inner products, and whether a norm comes from an inner product
  • To apply the Cauchy–Schwarz inequality
  • To determine minimal distances and minimizing elements
  • To understand and determine orthogonality in different inner-product spaces
  • To apply the projection theorem and its corollary
  • To determine/construct finite orthonormal sets.
  • Gram–Schmidt orthogonalization and QR-decomposition

Examples

  • Standard inner products on \(\mathbb R^n\) and \(\mathbb C^n\)
  • Pythagoras theorem
  • The Hilbert spaces \(l_2(\mathbb K)\) and \(L_2(I,\mathbb K)\).
  • Pre-Hilbert spaces constructed using the \(L_2\)-norm (there are different ones, depending on which functions one starts with).
  • Linear subspaces are convex sets.
  • Minimization of distances in \(L_2((-\pi,\pi),\mathbb C)\) using the standard Fourier basis \(\{e^{ikx}\}_{k\in \mathbb Z}\)
  • The Rank–nullity theorem in light of the projection theorem
  • \(\overline{l_0} = l_2\) in \(l_2\).
  • The duals of \(\mathbb R^n\), \(\mathbb C^n\) and \(L_2(I,\mathbb R)\)
  • Orthonormal sequences and bases in standard Hilbert spaces
  • Finding closest points using Fourier coefficients
2012-11-26, Mats Harald Andreas Ehrnström