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(eBook PDF) Fundamental Concepts in

Modern Analysis:An Introduction to


Nonlinear Analysis 2nd Edition
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Preface to the Second Edition

The second edition opens with a new chapter (Chapter 1)


describing a geometrical approach to the system of real numbers.
The focus is on the limit operations of quantities measured by
numbers, which are crucial in mathematical analysis. In the
following three chapters (Chapters 2-4), the basic material on
topology in the first edition, has been reorganized and revised with
Poul G. Hjorth.
The fundamental concept of compactness in metric and
topological spaces is treated in Chapter 3, and in more detail than
in the first edition. In the theory of metric spaces, the notion of a
sequentially compact space is defined by a convergence property
of sequences in the space. In the theory of topological spaces, the
more general notion of a compact space is defined through a
refinement property of coverings of the space with open sets. In
the second edition, the two notions of compactness are developed
with independent proofs of the main results. Thereby the material
on compactness is apt for applications also in functional analysis,
where the notion of sequentially compactness prevails.
The material on differentiability in normed vector spaces in the
first edition, has also been reorganized. Chapter 5 concentrates
on the first derivative of a differentiable mapping, and a new
section on partial derivatives has been added. Higher order
derivatives are treated in Chapter 6, where new material has been
added to make a more complete account. The additions include
proofs of symmetry of higher order derivatives and of Taylor’s
formula.
In Chapter 7, the theory developed in the preceding chapters
is applied to the foundations of differentiable manifolds with a view
towards global analysis and differential geometry and topology. In
Chapter 8 we offer an elementary introduction to singularity theory
in finite dimensions, and in Chapter 9 to Morse theory in infinite
dimension. The material in Chapters 7-9 is, except for minor

7
revisions, identical to the material in the last three chapters of the
first edition.
Most of the figures in the book have been redrawn and more
descriptive captions have been added to the figures.
The exercise material has been reorganized from a collection
of problem sets at the end of the book to a section at the end of
each chapter with exercises and further results. Several new
exercises have been added.
In the layout of the book, the text has been marked with
various symbols to clarify the structure. The completion of a Proof
has been marked with a , the end of an Example with a , and
the end of a Remark with a .
I am grateful to my colleagues Jens Gravesen, Steen
Markvorsen, Michael Pedersen, Morten Brøns, Andreas Aabrandt
and Kristoffer Jon Albers for constructive remarks, technical
assistance and helpful comments over the years.
In a recent class based on material from the first edition of the
book and conducted by Hjorth, a number of students have
supplied valuable comments and minor corrections to the text. In
particular Hjorth and I would like to thank Tobias Boklund, Lukas
Kluge, Lasse Mohr Mikkelsen, Asger Limkilde and Aksel Kaastrup
Rasmussen.

Technical University of Denmark, August 2019

Vagn Lundsgaard Hansen

8
9
Preface to the First Edition

Many advanced mathematical disciplines, such as global


differential geometry, the calculus of variations, dynamical
systems and the theory of Lie groups, have a common foundation
in general topology and analysis in normed vector spaces. The
purpose of this book is to introduce students to basic parts of this
foundation and to give them a firm basis for further studies of
mathematics.
This book derives from a course at the advanced
undergraduate or beginning graduate level offered to engineering
students at the Technical University of Denmark. The intention of
the course is to give the mathematically inclined and interested
engineering students an opportunity to go into some depth with
fundamental mathematical notions from analysis that are
important not only from a mathematical point of view but also
occur frequently in theoretical parts of the engineering sciences,
and to introduce them to proofs in mathematics and to
mathematical reasoning. It is my hope that the book will also
appeal to university students in mathematics and in the physical
sciences.
The book opens with a study of fundamental concepts from
general topology: metric spaces, topological spaces,
compactness, connectedness, function spaces. Then follows a
study of fundamental concepts in analysis: normed vector spaces,
differentiability in normed vector spaces, and the Inverse Function
Theorem in Banach spaces. The theory developed is applied to
lay the foundations of differentiable manifolds with a view towards
global analysis and differential geometry. In the last two chapters
we offer elementary introductions to singularity theory in finite
dimensions, respectively Morse theory in infinite dimension.
Major parts of the book are a translation and revision of the
lecture notes “Grundbegreber i den Moderne Analyse” for the
above-mentioned course, published in 1986 by the Department of

10
Mathematics, Technical University of Denmark. The English
translation of the first three chapters has been prepared with the
very efficient help of Dan Erik Krarup Sørensen. The figures were
drawn by Beth Beyerholm.
I am grateful to several people for valuable comments on the
material in the book. In particular, I am indebted to the students
who tested the material in practice. Among them, Jonas Bjerg,
Peter Gross, Lars Gæde, Christian Henriksen, Jan Kristensen,
Jens Christian Larsen, Anders Høst-Madsen, Thomas Randrup,
Henrik Obbekær Rasmussen, Peter Røgen and Dan Erik Krarup
Sørensen deserve particular mentioning for detailed comments.
Jennifer Brockbank suggested many improvements in the
translation of the first chapters.
My late colleague Niels Vigand Pedersen was a most valued
discussion partner at the early stages of the Danish book.
It is a particular joy to thank my good colleague Poul Hjorth
who has lectured on the material in the book and has contributed
many valuable remarks. As a special favour, he has read most of
the text and has suggested several improvements in the
language. In this connection, I am also very grateful to Robert
Sinclair.

Lyngby, February 1999 Vagn Lundsgaard Hansen

11
12
Preliminary Notions

There are certain standard notations and terminologies used


throughout mathematics. In this explanatory note we list some of
these.

Logical symbols

∀ for all
∃ there exists
: such that
⇒ implies
⇔ if and only if
∧ and
∨ or
⊆ subset
⊇ proper subset
∈ belongs to
∉ does not belong to

Sets of numbers

the natural numbers


the integers
the rational numbers
the irrational numbers
the real numbers
+ positive numbers
non-negative numbers
the complex numbers

13
Notions from set theory

A set S can be declared by listing the elements. For example,


S = {x | x has property }
denotes a set S of elements x characterized by a given property
. The property will often be expressed in terms of logical
symbols.
Below we list some basic sets and constructions with sets.
the empty set
A⋃B the union of sets A and B, i.e. {x | x ∈ A ∨ x ∈ B}
A⋂B the intersection of sets A and B, i.e. {x | x ∈ A ∧ x ∈ B}
A⊔B the union of disjoint sets A and B, i.e. A ∩ B =
union of sets Aα indexed by α in an index set I
intersection of sets Aα indexed by α in an index set I
A×B the product set of A and B, i.e. {(x, y) | x ∈ A, y ∈ B}
S\A the set difference, i.e. {x ∈ S | x ∉ A}

Notions related to mappings


f:A a mapping of A into B
→B
f(A) the image of f, i.e. f (A) = {b ∈ B | ∃a ∈ A : f(a) = b}
f−1(C) the preimage of subset C ⊆ B under the mapping f : A
→ B, i.e. f−1(C) = {a ∈ A | f(a) ∈ C}

Relations and equivalence classes


A relation ~ in a set S is a subset R ⊆ S × S, i.e. a distinguished
set of ordered pairs of points x, y ∈ S. We write x ~ y if (x, y) ∈ R.
The relation ~ is called an equivalence relation if
(i) x ~ x (~ is reflexive)
(ii) x ~ y ⇒ y ~ x (~ is symmetric)
(iii) (x ~ y) ∧ (y ~ z) ⇒ x ~ z (~ is transitive).

14
If ~ is an equivalence relation in S, then S can be partitioned
into a corresponding system of disjoint subsets, so-called
equivalence classes Sα, indexed by α ∈ I, and defined by

If on the other hand,

then we can define a relation ~ in S by

Clearly ~ is an equivalence relation in S.


An equivalence relation in a set S and a partition of S into a
disjoint union of equivalence classes amounts in other words to
the same thing.
If ~ is an equivalence relation in S, the set of equivalence
classes is denoted by and denotes the mapping
which to an element x ∈ S associates its equivalence class
.

15
16
Contents

Preface to the Second Edition


Preface to the First Edition
Preliminary Notions

Chapter 1: It Began with the Numbers


1.1 A geometric approach to the real numbers
1.1.1 Marking the rational numbers
1.1.2 Catching the real numbers
1.1.3 Digesting the real numbers
1.2 Supremum and infimum
1.2.1 Ordering relations
1.2.2 Existence of supremum and infimum
1.3 On the nature of proof in mathematics
1.3.1 Division with remainder
1.3.2 The isoperimetric problem
1.3.3 A surprising limit process
1.4 Aesthetics and the search for simplicity
1.4.1 An appealing proof
1.4.2 The importance of simplicity
1.5 Cardinality of sets of real numbers
Exercises and Further Results

Chapter 2: Basic Concepts in Topology


2.1 The classical setting for continuity
2.2 Continuity of mappings in metric spaces
2.3 The topology of a metric space
2.4 Topological spaces
2.5 Local theory in topological spaces
2.5.1 Neighbourhoods
2.5.2 Continuity at a point
2.5.3 Basis for a topology

17
2.6 Points in relation to a subset
2.7 Closed sets
2.8 The closure of a set
2.9 Limit points. Hausdorff spaces
Exercises and Further Results

Chapter 3: Advanced Concepts in Topology


3.1 Compact sets
3.2 Compact sets in Euclidean spaces
3.3 Infinite subsets of compact sets
3.4 Sequentially compact sets in Euclidean spaces
3.5 Completeness of metric spaces
3.6 Continuous mappings of compact sets
3.7 Homeomorphisms
3.8 Connected sets
Exercises and Further Results

Chapter 4: Metric Structures in Vector Spaces


4.1 Normed vector spaces and their metric properties
4.2 Linearity and continuity
4.3 The operator norm for a bounded linear operator
4.4 Completeness of normed vector spaces
4.5 Integration of functions with values in a Banach space
Exercises and Further Results

Chapter 5: Differentiation in Normed Vector Spaces


5.1 Differentiability in the classical setting
5.2 Differentiability in normed vector spaces
5.3 Interpretation of differentiability in special cases
5.3.1 Functions of one real variable
5.3.2 Real-valued functions of several variables
5.3.3 Vector-valued functions of several variables
5.4 Some important rules from calculus
5.5 The first derivative of a differentiable mapping
5.6 Mean value theorems
5.7 Partial differentials
5.8 Toplinear isomorphisms
5.9 The Inverse Function Theorem (C1 mappings)
Exercises and Further Results

18
Chapter 6: Higher Order Derivatives
6.1 Multilinear mappings
6.2 Banach spaces of multilinear mappings
6.3 Higher order derivatives
6.4 Higher order derivatives in finite dimensions
6.5 Higher order derivatives of multilinear mappings
6.6 Symmetry of higher order derivatives
6.7 Taylor’s formula
6.8 The Inverse Function Theorem
Exercises and Further Results

Chapter 7: Differentiable Manifolds


7.1 Solution sets for nonlinear equations
7.2 Manifolds
7.3 Differentiable mappings
7.4 Tangent spaces
7.5 The tangent bundle
7.6 Vector fields
7.7 Induced mappings
7.8 Immersions, submersions, embeddings, submanifolds
7.9 Transversality
Exercises and Further Results

Chapter 8: An Introduction to Singularity Theory


8.1 Equivalence of germs
8.2 Regular germs
8.3 Germs ( , 0) → ( , 0) of finite order
8.4 Morse germs
8.5 Whitney Ck-topology on function spaces
8.6 How to prove results about genericity?
8.6.1 The space of smooth mappings of into
8.6.2 Spaces of immersions
8.6.3 A space of Morse functions
Exercises and Further Results

Chapter 9: An Introduction to Geometric Variational Problems


9.1 Fermat’s principle for light propagation
9.2 Triangles as optimal figures
9.3 The isoperimetric problem for closed polygons

19
9.4 The general isoperimetric problem
9.5 Elements of the history of calculus of variations
9.6 Minima for rubber bands on rigid cylinders
9.6.1 The problem
9.6.2 Energy and degree of a circle map
9.6.3 Estimate of the energy of maps
9.6.4 Manifolds of maps
9.6.5 Final comments
Exercises and Further Results
Bibliography
List of Symbols
Index

20
21
Chapter 1

It Began with the Numbers

The development of mathematical analysis is intimately related to


developing a system of numbers where in harmony with
arithmetical operations like addition, multiplication and division
you can also perform appropriate limit operations of quantities
measured by the numbers.
Numbers originated in the early needs of mankind for counting
and for measuring in relation to both quantities and spatial
objects. A particularly interesting early mathematical artefact is the
Ishango bone found in 1960 on the shores of Lake Edward on the
border of Uganda and Zaire. The bone is named after a small
settlement living at this location in prehistoric times and it is
generally supposed to be about 11,000 years old. There is
evidence that the Ishango man has carved the bone according to
some kind of pattern. The carvings could indicate that some
arithmetic was done. Other observations suggest that the bone
could have been a lunar calendar, but it all remains speculations.
There is evidence of mathematical activities in Africa more than
30,000 years ago, and after the Ishango bone was found in 1960,
it has generally been accepted that mathematics in ancient Egypt
in relation to the pyramids and surveying have an African
background. From Egypt mathematics found its way to
Mesopotamia, where the mathematical source material is known
from about 1800 BC.
Neither in the above-mentioned early cultures nor in ancient
China, with known mathematical sources from about 300 BC, is
there any evidence of systematic formal mathematical theories or
proofs of mathematical results. Such activities began with the
Greeks around 600 BC.
The Greeks discovered to their dismay the existence of
irrational quantities, which could not be measured by fractions of

22
whole numbers, and hence turned to develop a geometric theory
of proportions. With this theory they could measure irrational
quantities such as the area of a circle by approximating it with
regular polygons - the beginnings to limiting processes. But there
was still a long way to go to develop an abstract number system in
which such limiting processes could be formalized.
It took humankind more than 2,000 years after the Greek
contributions before the real number system as we know it today
was finally developed shortly before 1900. We begin this chapter
by sketching a geometric approach to the real number system.

1.1 A geometric approach to the real numbers


The real number system is a highly abstract structure, the
understanding of which can be eased by linking the numbers to
points on an oriented line -a number axis. It has to be admitted at
once that one of the deep basic difficulties in the foundations of
mathematics, consists in formally linking the real numbers to
points on a (mathematical) line, which in itself is a highly abstract
construct. A geometric approach offers a good intuitive feeling,
however, and provides a path to more rapid progress in the early
stages without being stuck with deep philosophical and set
theoretical questions. And a geometric approach can even help to
illuminate the profound nature of the philosophical problems in the
foundations of mathematics.
Choose an oriented axis: a line with a preferred sense of
direction; cf. Figure 1.1. The choice of the axis is arbitrary but
once chosen, it is kept fixed. Furthermore, we choose a fixed
subdivision of the oriented axis into intervals of equal lengths.

1.1.1 Marking the rational numbers


We can mark the integers (whole numbers) ,

along the division points, by choosing one of the division points as


0 and marking the positive integers in the positive direction
according to the chosen orientation of the axis, and the negative
integers in the opposite direction from 0. The positive integers,

23
called the natural numbers , have been employed by humans in
an intuitive and non-conceptual manner, even in the oldest
cultures; some cultures did not go beyond 2, though. Much later,
the negative integers were introduced by Hindu mathematicians to
represent ‘deficits’; the first use of negative numbers is often
ascribed to Brahmagupta about 628, but it goes back to about 400
AD. It was also around that time the Hindus began to use the
number ‘zero’ as a usual number; earlier the Egyptians and the
Greeks (sources from about 300 BC) had used ‘zero’ only as a
‘place-holder’ to indicate the absence of a number.
If we subdivide each of the intervals of equal length on the
oriented axis marked by the integers, in q subintervals of equal
length, we get a set of division points along which we can mark all
fractions with a denominator q and an arbitrary integer p as
numerator, the numbers p/q. By letting q run through all the
natural numbers we can thereby mark all fractions, representing
the so-called rational numbers , along the oriented axis.

Fig. 1.1 On the real number axis, the number can clearly be located by a
simple geometrical construction. The number is, however, not a rational
number.

1.1.2 Catching the real numbers


We now realize that there are points on the axis that have not yet
been included: there are ‘holes’ in the axis. For example, the
Greeks discovered that the diagonal of the unit square is a
quantity that cannot be represented by a rational number. If we lay
down this length from 0 we arrive at a new point, ; cf. Figure 1.1.
Before long we realize that there are many more ‘holes’ in the axis
than points corresponding to rational numbers: examples include
and π.
We now introduce the real numbers as the magnitudes
represented by the lengths of intervals with one of the endpoints
at 0 and the other endpoint at an arbitrary point on the given

24
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