LYNN H.LOOMIS and SHLOMO STERNBERG Department of Mathematics, Harvard University ADVANCED CALCULUS REVISED EDITION ® JONES AND BARTLETT PUBLISHERS. nEditorial, Sales, and Customer Service Offices: Jones and Bartlett Publishers, Inc. (One Exeter Plaza Boston, MA 02116 Jones and Bartlett Publishers International PO Box 1498 London W6 7RS England Copyright © 1990 by Jones and Bartlett Publishers, Ine. Copyright © 1968 by Addison-Wesley Publishing Company, Inc. All rights reserved. No part of the material protected ky this copyright notice may he reproduced or utilized in any form, electronic or mechanical, including photocopying, recording, or by any information storage and retrieval system, without written permission from the copyright owner. Printed in the Us W987 6 rary of Congress Cataloginy in-Publication Data Loomis, Lynn H. Advanced calculus / Lynn H. Loomis and Shlomo Sternberg. —Rev. ed. poem. Originally published: Reading, Ma: ISBN 0-86720-122-3, 1. Caleulus. I. Sternberg, Shlomo, II. Title QA303.L87 1990 515--de20 89-15620 Cie Addison-Wesley Pub, Co., 1968.PREFACE ‘This books based on an honors course in advanced ealeulus that we gave in the 1960's. The foundational material, presented in the unstarred sections of Chap- ters I through 11, was normally covered, but different applications of this basic material were stressed from year to year, and the book therefore contains more material than was covered in any one year. It ean accordingly be used (with omissions) as a text for a year's course in advanced caleulus, or as a text for & three-semester introduction to analysis. ‘These prerequisites are a good grounding in the ealeulus of one variable from a méthematically rigorous point of view, together with some acquaintance with linear algebra. The reader should be familiar with limit and continuity type arguments and have a certain amount of mathematical sophistication. As possi ble introductory texts, we mention Differential and Integral Calculus by R. Cou rant, Caleulus by T. Apostol, Caleulus by M. Spivak, and Pure Mathematics by G. Hardy. The reader should also have some experience with partial derivatives, In overall plan the book divides roughly into a first half which develops the calculus (principally the differential calculus) in the setting of normed vector spaces, and a second half which deals with the calculus of differentiable manifolds. Vector space calculus is treated in two chapters, the differential caleulus in Chapter 3, and the basic theory of ordinary differential equations in Chapter 6 ‘The other early chapters are auxiliary. The first two chapters develop the neces- sary purely algebraic theory of vector spaces, Chapter 4 presents the material (on compactness and completeness needed for the more substantive results 0° the calculis, and Chapter 5 contains a brief account of the extra structure en: countered in sealar product spaces. Chapter 7 is devoted to multilinear (tensori algebra and is, in the main, a reference chapter for later use. Chapter 8 deals with the theory of (Riemann) integration on Euclidean spaces and includes (in exercise form) the fundamental faets about the Fourier transform. Chapters § and 10 develop the differential and integral caleulus on manifolds, while Chapter 11 treats the exterior caleulus of E. Cartan, ‘The fist eleven chapters form a logical unit, each chapter depending on the results of the preceding chapters. (Of course, many chapters contain material that ean be omitted on first reading; this is generally found in starred sections.‘On the other hand, Chapters 12, 13, and the latter parts of Chapters 6 and 11 are independent of each other, and are to be regarded as illustrative apolieations of the methods developed in the earlier chapters. Presented here are elementary Sturm-Liouville theory and Fourier series, elementary differential geometry, potential theory, and classical mechanics. We usually covered only one or two of these topies in our one-year course. We have not hesitated to present the same material more than once from different points of view. For example, although we have selected the eontraction, ‘mapping fixed-point theorem as our basic approach to the implicit-funetion theorem, we have also outlined a “Newton's method” proof in the text and have sketched still a third proof in the exercises. Similarly, the ealculus of variations is encountered twwiee—onee in the context of the differential ealeulus of an infinite-dimensional vector space and later in the context of classical mechanics. ‘The notion of a submanifold of a vector space is introduced in the early chapters, while the invariant definition of a manifold is given later on. In the introductory treatment of vector space theory, we are more eareful ‘and precise than is customary. In fact, this level of precision of language is not ‘maintained in the later chapters. Our feeling is that in linear algebra, where the concepts are so clear and the axioms s0 familiar, it is pedagogieally sound to illustrate various subtle points, such as distinguishing between spaces that are normally identified, discussing the naturality of various maps, and so on, Later oon, when overly precise language would be more cumbersome, the reader should be able to produce for himself a more preeise version of any assertiors that he finds to be formulated too loosely. Similarly, the proofs in the first few chapters ‘are presented in more formal detail. Again, the philosophy is that once the student has mastered the notion of what constitutes a formal mathematical proof, itis safe and more convenient to present arguments in the usual mathe- matical colloquialisms. While the level of formality decreases, the level of mathematical sophist cation does not. ‘Thus inereasingly abstract and sophisticated matiematical ‘objects are introduced. It has been our experience that Chapter 9 contains the concepts most difficult for students to absorb, especially the notions of the tangent space to a manifold and the Lie derivative of various objects with respect to a veetor field.‘There are exercises of many different. kinds spread throughout the book. Some are in the nature of routine applications. Others ask the reader to fill in or extend various proofs of results presented in the text. Sometimes whole topics, such as the Fourier transform or the residue calculus, are presented in exercise form. Due to the rather abstract nature of the textual material, the stu- dent is strongly advised to work out as many of the exercises as he possibly can, Any enterprise of this nature owes much to many people besides the authors, but we particularly wish to acknowledge the help of L. Ahifors, A. Gleason, R. Kulkarni, R. Rasala, and G. Mackey and the general influence of the book by Dieudonné. We also wish to thank the staff of Jones and Bartlett for their invaluable help in preparing this revised edition. Cambridge, Massachusetts LHL. 1968, 1989 SS.hapter 1 Chapter 2 CONTENTS Loxie: quantifiers ‘The logical connectives Negations of quantifiers Sets Restricted variables Ordered pairs and relations Funetions and mappings Product sets; index notation Composition Duality ‘The Boolean operations Partitions and equivalence relations ‘Vector Spaces Fundamental notions Veetor spaces and geometry Product spaces and Hom(V, 1") Affine subspaces and quotient spaces Direot sums Bilinearity Finite-Dimensional Vector Spaces Bases Dimension ‘The dual space Matrices ‘Trace and determinant Matis computations ‘The diagonalization of a quadratic form “The Ditreremtial Cal Review in R Norms Continuity a 36 43 56 or 102 a 17 121 126Chapter 5 ‘Equivalent norms Tnfinitesimals ‘The differential Directional derivatives; the mean-value theorem, ‘The differential and product spaces ‘The differential and R* . . Elementary applications ‘The implicit-funetion theorem. Submanifolds and Lagrange multipliers Functional dependence ce Uniform continuity and function-valued mappings ‘Tho caleulus of variation ‘The second differer The Taylor formula wctness and Completeness spaces; open and closed sets ‘Topology bio Sequential convergence Sequential compactness ‘Compaetness and unifon Equicontinuity Completeness: ‘A first look at Banach algebras ‘The contraction mapping fixed-point theorem ‘The integral of a parametrized are ‘The complex number system ‘Weak methods Scalar Product Spaces Scalar products Orthogonal projection Self-adjoint transforms Orthogonal transforms Compact transformations nd the elassifcation of critical points 132 136 140 M6 152 156 161 164 12 15 179 182 186 191 195 201 202 210 215 216 223 228 236 248 252 257 262 264