Mathematical analysis is the systematic study of real- and complex-valued functions. A large part of mathematics can be considered as mathematical analysis, including differentiation, integration, dynamical system, series and functional analysis.

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Handouts:

Real Analysis

Real function $f: \mathbb{R} \mapsto \mathbb{R}$ is a mapping between (subsets of) the real line. Real-valued function $f: X \mapsto \mathbb{R}$ is a mapping whose codomain is the real line. Function of a real variable $f: \mathbb{R} \mapsto X$ is a mapping whose domain is the real line.

Real analytic function (解析函数) is a real function such that at every point in the domain there is a power series that converges to the function on a neighborhood of the point: $\forall x_0 \in U$, $\exists (a_n)_{n \in \mathbb{N}}$, $\exists U(x_0)$: $\sum_{n=0}^\infty a_n (x - x_0)^n = f|_{U(x_0)}$. Real-valued analytic function in k variables is a real-valued function on an open subset of the Euclidean k-space such that at every point in the domain there is a series of homogeneous polynomials that converges to the function on a neighborhood of the point: $\forall x_0 \in U$, $(P_n)_{n \in \mathbb{N}} \subset \mathbb{R}[x_i]_{i=1}^k$, $P_n(x_i)_{i=1}^k = \sum_{I \in \mathbb{N}^k}^{\|I\|_1 = n} a_I \prod_{i=1}^k (x_i - x_{0,i})(x_i)^{I_i}$: $\sum_{n=0}^\infty P_n = f|_{U(x_0)}$. The set of all analytic functions on a set is denoted as $C^\omega(X)$. Every analytic function is smooth: $C^\omega(X) \subset C^\infty(X)$; however, smooth real functions may not be analytic. Flat function is a smooth real function all of whose derivatives vanish at a given point. Nonconstant flat functions are non-analytic; for example, $f(x) = e^{-1/x^2}$, $f(0) = 0$.

Zero set $f^{-1}(0)$ of a real/vector-valued function is the preimage of zero. Sublevel set $f^{-1}(-\infty, c]$ of a real-valued function on a set is the preimage of an upper-bounded interval.

Extremal point of a continuous real function on an interval is a point that maximizes the absolute function: $f \in C([a, b])$, $x_0 \in \arg\max_{x \in [a, b]} |f(x)|$.

Partial derivative $\frac{\partial f}{\partial x^j}(a)$ of a real-valued function on an open subset of a Euclidean space at a point is its ordinary derivative w.r.t. a coordinate while the other coordinates are fixed: $\frac{\partial f}{\partial x^j}(a) = \lim_{h \to 0} [f(a + h e_j) - f(a)] / h$. Jacobian matrix $(\partial F^i / \partial x^j)$ of a map between (open subsets of) Euclidean spaces is the matrix of the partial derivatives of its component functions.

Continuously differentiable function $f \in C^1(U, \mathbb{R}^m)$ between (open subsets of) Euclidean spaces is one such that all the partial derivatives of its component functions exist and are continuous at each point in its domain. Smooth function $f \in C^\infty(U, \mathbb{R}^m)$ between (open subsets of) Euclidean spaces is one such that all the partial derivatives of all orders of its component functions exist and are continuous at each point in its domain: $\forall i \in \{i\}_{i=1}^m$, $\forall J \in n^k$, $\forall k \in \mathbb{N}$, $\partial^k F^i / \partial x^J \in C^0(U)$. Smooth function between subsets of Euclidean spaces is one that admits a smooth extension in a neighborhood of each point in its domain; a global extension is unnecessary.

Total derivative $DF(a)$ of a map $F: U \mapsto W$ between (open subsets of) finite-dimensional normed vector spaces that is differentiable at an interior point $a$ of its domain is the linear map $DF(a) \in \mathcal{L}(V, W)$ that satisfies $F(a+v) = F(a) + DF(a) v + R(v)$, $\lim_{v \to 0} |R(v)|/|v| = 0$. The total derivative of a function between (open subsets of) Euclidean spaces that is differentiable at an interior point of its domain is the linear map whose standard matrix representation is the Jacobian of the map at that point: $DF(a) = (\partial F^i / \partial x^j)(a)$. Directional derivative $D_v f(a)$ of a smooth real-valued function on an open subset of a Euclidean space at a point $a$ in the direction $v$ is the ordinary derivative of the composite function $g(t) = f(a + t v)$ at zero: $D_v f(a) = d f(a + t v) / d t |_{t=0}$; by chain rule, we have $D_v f(a) = Df(a) v$.

Complex Analysis

Holomorphic function (全纯函数) is a complex function on an open subset that is differentiable everywhere. A complex function is holomorphic if and only if it is analytic.

Misc

Vector calculus:

Curvilinear coordinates:

References

  • [@Lax1966] Functional Analysis;
  • [@Kolmogorov and Fomin, 1970] Introductory Real Analysis;
  • [@Kreyszig1978] Introductory Functional Analysis with Applications;
  • [@Paulsen and Raghupathi, 2016] An Introduction to the Theory of Reproducing Kernel Hilbert Spaces;

🏷 Category=Analysis