Fundamental program of the calculus

230 Pages·2007·0.983 MB·English

by  Smithee A.

The Fundamental Program of the Calculus
February 5, 2007. BETA Version 0.1
Alan Smithee
Direct correspondence to Alan Smithee
E-mail address: [email protected]
1991 Mathematics Subject Classification. Primary 26A06, 26A24, 26A39, 26A42;
Secondary 26A45, 26A46,
Key words and phrases. derivative, Dini derivatives, fundamental theorem of the
calculus, Lebesgue integral, Henstock-Kurzweil integral, Stieltjes integral,
variation of a function, Lebesgue measure, variational measures, Vitali covering
theorem.
(cid:13)cwww.classicalrealanalysis.com (2007). All rights reserved.
Abstract. Submitted, for your consideration, a set of calculus notes from
some unlikely future, covering the essential elements of the theory of the de-
rivative,integral,andmeasureontherealline.
Contents
Preface i
Comments of the Reviewer iii
History v
Chapter 1. Real Numbers 1
1.1. Real numbers 1
1.2. Bounds 1
1.3. Sequences of real numbers 2
1.4. Subsequences 3
1.5. Monotonic sequences 3
1.6. Limits of monotonic sequences 3
1.7. Limits of arbitrary sequences 4
1.8. Limit superior and inferior 4
1.9. Metric properties of sequence limits 5
1.10. Series 6
Chapter 2. Real Sets 9
2.1. Displaying a real set as a sequence 9
2.2. Open intervals 9
2.3. Dense sets 10
2.4. Open sets 10
2.5. Properties of open sets 11
2.6. Measure of arbitrary sets 13
2.7. Closed sets 13
2.8. Compact sets 14
2.9. Compact interval 15
Chapter 3. The Fundamental Covering Lemma of the Calculus 17
3.1. Covering Lemmas 17
3.2. Full covers and Cousin covers 17
3.3. Partitions and subpartitions 19
3.4. Cousin covering lemma 19
3.5. Compactness arguments 20
3.6. Covering arguments and measure theory 22
3.7. Null sets 24
3.8. Portions 25
3.9. Language of meager/residual subsets 26
Chapter 4. Real Functions 29
iii
iv CONTENTS
4.1. Functions, increments, oscillations 29
4.2. Growth of a function 30
4.3. Full characterization of Lebesgue’s measure 31
4.4. Properties of the variation 32
4.5. Functions that do not grow on a set 33
4.6. Some properties of growth 33
4.7. Continuity and absolute continuity 33
4.8. Functions uniformly continuous throughout an interval 34
4.9. Vitali’s condition 35
4.10. Continuous functions map compact intervals to compact intervals 36
4.11. Discontinuities 37
4.12. Extension of continuous functions 38
4.13. Convergent sequences map to convergent sequences 38
4.14. Limits of continuous functions 39
4.15. Local Continuity of limits 40
4.16. Bernstein polynomials 41
Chapter 5. The Derivative 45
5.1. Growth of a function 45
5.2. Lipschitz number at a point 46
5.3. The Derivative 46
5.4. Growth on a set 47
5.5. Growth on an interval 48
5.6. Growth using upper or lower derivates 48
5.7. Mean values 49
Chapter 6. The Integral 51
6.1. Descriptive characterization of the integral 51
6.2. The relation between a function and its indefinite integral 52
6.3. Upper and lower integrals 52
6.4. Integration of derivatives 54
6.5. Estimates from Cauchy sums 55
6.6. Estimates of integrals from derivates 56
6.7. Elementary properties of the integral 57
6.8. Summing inside the integral 58
6.9. Integration of Null functions 61
Chapter 7. Littlewood’s Three Principles 63
7.1. Null sets 63
7.2. Null functions 64
7.3. Almost everywhere 64
7.4. Almost closed sets 64
7.5. Properties of almost closed sets 65
7.6. Measure properties of derivates 65
7.7. Measure computations with almost closed sets 66
7.8. Testing for null 68
7.9. Measure estimates for almost closed sets 68
7.10. Almost continuous functions 69
7.11. Egorov-Taylor Theorem 70
CONTENTS v
7.12. Characterizations of almost continuity 74
Chapter 8. Measure and Integral: Lebesgue’s Program 77
8.1. Measure of compact sets 77
8.2. Measure of almost closed sets 78
8.3. Integral of simple functions 79
8.4. Integral of nonnegative almost continuous functions 79
8.5. Limitations of the Lebesgue program 80
8.6. Derivatives of monotonic functions 80
8.7. The Lebesgue “integral” 81
8.8. Some measure estimates for Lebesgue’s “integral” 82
8.9. Absolute continuity property of Lebesgue’s “integral” 83
Chapter 9. Theory for the Integral 85
9.1. Integrability criteria 85
9.2. Absolutely integrable functions 87
9.3. Continuous functions are absolutely integrable 88
9.4. Bounded, almost-continuous functions are absolutely integrable 88
9.5. Henstock’s integrability criterion 89
9.6. Absolute continuity of the indefinite integral 91
9.7. Riemann’s integrability criterion 91
Chapter 10. Dini Derivatives 93
10.1. The Dini derivatives 93
10.2. Theorem of Grace Chisolm Young 93
10.3. Theorem of William Henry Young 94
10.4. Theorem of Anthony P. Morse 96
10.5. Measure properties of Dini derivatives 97
10.6. Quasi-Cousin covers 98
10.7. Quasi-Cousin Covering Lemma 99
10.8. Growth properties from Dini derivatives 100
10.9. Estimates of integrals from Dini derivatives 100
10.10. Growth lemmas on compact sets 101
10.11. The Lebesgue differentiation theorem 103
10.12. Differentiation of the integral 104
Chapter 11. The Vitali Covering Theorem 107
11.1. Full and fine covers 107
11.2. Variation over covering relations 109
11.3. Variational Measures 109
11.4. Subadditive property of the variation 110
11.5. Measure properties of the variation 110
11.6. The Vitali covering theorem 111
11.7. Full and fine versions of Lebesgue measure 111
11.8. Rad´o Covering Lemma 111
11.9. Vitali Covering Theorem 113
11.10. Fundamental Limit Theorems 115
11.11. Fundamental theorem of the calculus 116
11.12. Variational characterization of Lebesgue’s measure 117
11.13. The Density theorem 118
vi CONTENTS
11.14. Approximate continuity 119
11.15. s-dimensional measures 120
Chapter 12. Jordan variation of a real function 121
12.1. Integration of interval functions 121
12.2. Henstock criterion 122
12.3. Differentiation of the integral 123
12.4. Integrability of subadditive, continuous functions 123
12.5. Jordan variation 124
12.6. Jordan decomposition 125
12.7. Absolute continuity in sense of Vitali 126
12.8. Mutually singular functions 128
12.9. Properties of the Jordan decomposition 129
12.10. Singular functions 130
12.11. Length of curves 131
12.12. The Indicatrix 133
Chapter 13. Variational Measures 135
13.1. Variational measures 135
13.2. Variational estimates 136
13.3. Lipschitz numbers 137
13.4. Six growth lemmas 138
13.5. Variational classifications of real functions 138
13.6. Local behaviour of functions 140
13.7. Derivates and variation 141
13.8. Continuous functions have σ-finite fine variation 143
13.9. Functions having σ-finite full variation 143
13.10. Variation on compact sets 145
13.11. L-absolutely continuous functions 146
13.12. Vitali property and differentiability 146
13.13. Differentiability properties from the Vitali property 147
13.14. The Vitali property and variation 148
13.15. Characterization of the Vitali property 149
13.16. Characterization of L-absolute continuity 150
13.17. Mapping properties 150
13.18. Lusin’s conditions 151
13.19. Banach-Zarecki Theorem 152
Chapter 14. The Integral 155
14.1. Rudimentary properties of the integral 155
14.2. Properties of the indefinite integral 158
14.3. McShane’s criterion and the absolute integral 159
14.4. Local absolute integrability 161
14.5. Expression of the integral as a measure 161
14.6. Riemann’s criterion 162
14.7. Freiling’s criterion 164
14.8. Limits of integrable functions 165
14.9. Local absolute integrability conditions 168
14.10. Continuity of upper and lower integrals 171
CONTENTS vii
14.11. A characterization of the integral 171
Chapter 15. The Stieltjes Integral 175
15.1. Reduction theorem 175
15.2. Variational properties 176
15.3. Derivative of the integral 177
15.4. Existence of the Stieltjes integral 178
15.5. Helley’s first theorem 178
15.6. Helley’s second theorem 180
15.7. Linear functionals 180
15.8. Representation of positive linear functionals on C[a,b] 182
15.9. Representation of bounded linear functionals on C[a,b] 184
15.10. Hellinger integrals 184
15.11. Bounded linear functionals on AC [a,b] 186
0
APPENDIX: Formal Theory of the Calculus 189
15.12. Covering Relations 189
15.13. Functions defined on covering relations 189
15.14. Partitions 190
15.15. Full and fine covers 190
15.16. Differentiation bases 190
15.17. Nature of the duality 191
15.18. Properties of full/fine covers 191
15.19. Variation 192
15.20. The measures 192
15.21. Vitali property 193
15.22. Kolmogorov equivalence 193
15.23. The Integral 194
15.24. Integrability of subadditive, continuous functions 194
15.25. Two summation lemmas 195
15.26. Metric characterizations of integral 195
15.27. Rudimentary properties of the integral 195
15.28. Henstock’s criterion 196
15.29. Limit properties of integrals 197
15.30. Limits 197
15.31. Limits and Measures 199
15.32. Kolmogorov equivalence from a limit 199
15.33. Limit from a Kolmogorov equivalence 200
15.34. The Lebesgue differentiation theorem 200
15.35. The fundamental theorem of the calculus 200
Afterword 203
Index 207

Preface
Onaholiday(toViennaandtheCzechRepublic)Iencounteredatime-travelling
student from the 22nd century who was taking his spring break in our era before
returning to resume his calculus studies. This fact might not have arisen were it
not for a situation, embarrassing to me, in which I offered to help him with his
calculus homework and found that I was entirely unfamiliar with the material, this
in spite of many years of teaching the subject.
Hewasequallyembarrassedsinceitwasconsidered,naturally,anethicalbreach
to be travelling with copies of time-sensitive material. Nonetheless, he graciously
gave me a copy of his classroom notes and it is these notes that I present here as
being of some possible interest to the mathematical community in general and the
designers of calculus curricula in particular.
Not fully confident in my ability to assess the notes correctly, I approached
several of my colleagues. The first, a young woman in whom I had the greatest
confidence, took them from me and returned them later in the afternoon. “Curi-
ous,” she said. I could elicit no further opinions from her and she wandered off
deep in thought, about something else no doubt. I could not help but agree with
this one word commentary and my confidence in the notes was somewhat shaken.
I considered then that I needed to find a more outspoken, but equally distin-
guished colleague. I approached one, timidly with the notes in hand, and asked for
his assessment. He glanced impatiently at his watch but agreed to take a look at
them.
As he read some passages from the notes, he began sputtering and grew incan-
descentwithrage. “What...what? Riemann’sunfortunateintegral! TheLebesgue
integral? Not the correct integral? Correct integral indeed!”
He then threw the notes at me and yelled “The writer is an ignoramus. The
Lebesgue integral is the correct version of the integral, as anyone who knows any-
thingatallaboutmathematicswouldsurelyrealize. Doesheknownothingofmod-
ernprobabilitytheory,functionalanalysis,harmonicanalysis, ....” Hestormedoff
continuing to list applications of the Lebesgue integral as he disappeared from
view. Icouldnothelpbutagreewithhimandmyconfidenceinthenoteswasquite
shaken.
I decided then that, since these were in fact calculus notes, I should approach
my good friend who was recognized as the best teacher in the department and
who had spoken at numerous conferences on mathematical education and calculus
reform. He was pleased to be consulted and agreed to read the notes overnight.
The next morning he returned them to me with an indulgent smile.
“Rather interesting, but seriously flawed. This is no way to teach the calculus!
The most important idea to get across is the mean-value theorem of course. Look
i
ii PREFACE
here ...no fanfare, and the theorem is never used. Never used! Imagine. Granted
we never give a full proof, but to treat it this way ...well!
“Then these covering relations. I confess to being absolutely baffled by these
things, full covers, fine covers and so on. But really ...partitions are covering rela-
tions? These covering relation things really obscure the true nature of a partition.
You see really what the partition is, is the set of points where the subdivisions are
made. In studies students have been videotaped in small group settings and the
consensus has emerged that partitions are clearly understood if presented in this
way, especially with appropriate teaching aids.”
Hethenrushedtoablackboardwherehedescribedtomewithvariouspictures
how partitions were sets of points, and then there were associated points too, and
the fineness of the partition was given by certain distances, not at all the strange
notion of “fineness” in the notes, and so on. I could not follow the argument and
got lost in the maze of pictures, but I could not help but agree that his was by
far the better way to teach the subject. He ambled off continuing to list further
pedagogical defects. By now my confidence in the notes was entirely shattered.
NotknowingwhattodonextIconsidereddestroyingallofthematerial. ButI
reasoned that, just as historians are always searching for documents from the past
toanalyse,sotootheremightbeadualversionofhistoryinwhichdocumentsfrom
the future play a role. Thus I offer the notes here, with only some minor editing to
make the language sound rather more contemporary.
I thought for a time that I could perform an historically useful function and
track the source of the ideas and refer to the authors of these ideas. I have been
assuredbyanexpertthat, whiletheideasarewell-known, theauthorshipismurky
andmanyarecertaintotakeoffense. Mostlikely,hesaid,alloftheintegrationand
variationalideascanbefoundatleastinthepapers(publishedandunpublished)of
RalphHenstockfromthe1950sand1960s. Thetask,however,ofreadingthemany
papers and finding which ideas are not so attributable would take more dedication
to the project than I can imagine applying.
Alan Smithee
Direct correspondence to Alan Smithee at [email protected].