A ProblemText in Advanced Calculus John M. Erdman Portland State University Version October 15, 2009 (cid:13)c 2005 John M. Erdman E-mail address: [email protected] . ii To Argentina Contents PREFACE xi 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 OF R 5 2.2. CLOSED SUBSETS OF R 6 Chapter 3. CONTINUOUS FUNCTIONS FROM R TO R 9 3.1. CONTINUITY—AS A LOCAL PROPERTY 9 3.2. CONTINUITY—AS A GLOBAL PROPERTY 10 3.3. FUNCTIONS DEFINED ON SUBSETS OF R 13 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 OF R 27 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 OF R 34 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 FAMILIES O AND o 43 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. LIMITS 79 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 119 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 SPACE B(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. O AND o FUNCTIONS 157 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 IN Rn 181 27.1. INNER PRODUCTS 181 27.2. THE GRADIENT 183 27.3. THE JACOBIAN MATRIX 187 27.4. THE CHAIN RULE 189 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 OF R 225 Appendix D. LOGICAL CONNECTIVES 227 D.1. DISJUNCTION AND CONJUNCTION 227 D.2. IMPLICATION 228 D.3. RESTRICTED QUANTIFIERS 230 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. UNIONS 237 F.2. INTERSECTIONS 239 F.3. COMPLEMENTS 240 Appendix G. ARITHMETIC 243 G.1. THE FIELD AXIOMS 243 G.2. UNIQUENESS OF IDENTITIES 244 G.3. UNIQUENESS OF INVERSES 245 G.4. ANOTHER CONSEQUENCE OF UNIQUENESS 245 Appendix H. ORDER PROPERTIES OF R 247 Appendix I. NATURAL NUMBERS AND MATHEMATICAL INDUCTION 249 Appendix J. LEAST UPPER BOUNDS AND GREATEST LOWER BOUNDS 253 J.1. UPPER AND LOWER BOUNDS 253 J.2. LEAST UPPER AND GREATEST LOWER BOUNDS 253 J.3. THE LEAST UPPER BOUND AXIOM FOR R 255 J.4. THE ARCHIMEDEAN PROPERTY 256 Appendix K. PRODUCTS, RELATIONS, AND FUNCTIONS 259 K.1. CARTESIAN PRODUCTS 259 K.2. RELATIONS 260 K.3. FUNCTIONS 260 Appendix L. PROPERTIES OF FUNCTIONS 263 L.1. IMAGES AND INVERSE IMAGES 263 L.2. COMPOSITION OF FUNCTIONS 264 L.3. The IDENTITY FUNCTION 264 L.4. DIAGRAMS 265 L.5. RESTRICTIONS AND EXTENSIONS 265 Appendix M. FUNCTIONS WHICH HAVE INVERSES 267 M.1. INJECTIONS, SURJECTIONS, AND BIJECTIONS 267 M.2. INVERSE FUNCTIONS 269 Appendix N. PRODUCTS 271 Appendix O. FINITE AND INFINITE SETS 273 Appendix P. COUNTABLE AND UNCOUNTABLE SETS 277 Appendix Q. SOLUTIONS TO EXERCISES 281 CONTENTS ix Q.1. Exercises in chapter 01 281 Q.2. Exercises in chapter 02 281 Q.3. Exercises in chapter 03 282 Q.4. Exercises in chapter 04 284 Q.5. Exercises in chapter 05 285 Q.6. Exercises in chapter 06 286 Q.7. Exercises in chapter 07 286 Q.8. Exercises in chapter 08 287 Q.9. Exercises in chapter 09 289 Q.10. Exercises in chapter 10 290 Q.11. Exercises in chapter 11 290 Q.12. Exercises in chapter 12 291 Q.13. Exercises in chapter 13 291 Q.14. Exercises in chapter 14 293 Q.15. Exercises in chapter 15 295 Q.16. Exercises in chapter 16 295 Q.17. Exercises in chapter 17 296 Q.18. Exercises in chapter 18 298 Q.19. Exercises in chapter 19 300 Q.20. Exercises in chapter 20 302 Q.21. Exercises in chapter 21 304 Q.22. Exercises in chapter 22 309 Q.23. Exercises in chapter 23 311 Q.24. Exercises in chapter 24 314 Q.25. Exercises in chapter 25 318 Q.26. Exercises in chapter 26 322 Q.27. Exercises in chapter 27 327 Q.28. Exercises in chapter 28 332 Q.29. Exercises in chapter 29 339 Q.30. Exercises in appendix D 342 Q.31. Exercises in appendix F 343 Q.32. Exercises in appendix G 344 Q.33. Exercises in appendix H 345 Q.34. Exercises in appendix I 345 Q.35. Exercises in appendix J 346 Q.36. Exercises in appendix K 347 Q.37. Exercises in appendix L 348 Q.38. Exercises in appendix M 349 Q.39. Exercises in appendix N 351 Q.40. Exercises in appendix O 351 Q.41. Exercises in appendix P 352 Bibliography 355 Index 357