WMS

MA244
Analysis III

Revision Guide

Written by Tim Sullivan and David McCormick

WMS
ii MA244 Analysis III

Contents

Introduction
Authors
Originally by T. J. Sullivan (t.j.sullivan@warwick.ac.uk)
Revised by D. S. McCormick (d.s.mccormick@warwick.ac.uk) and C. I. Midgley (c.i.midgley@warwick.ac.uk)
Based upon lectures given by Dr. Anthony Manning at the University of Warwick, 2001 and 2006.
Any corrections or improvements should be entered into our feedback form at http://tinyurl.com/WMSGuides
(alternatively email revision.guides@warwickmaths.org).

History
First Edition: March 10, 2002.
Second Edition: June 5, 2006.
Third Edition: March 9, 2007.
Current Edition: February 21, 2016.
MA244 Analysis III 1

1 Vector Spaces
Recall that a vector space over the real numbers R is a non-empty set of elements that can be added
together and multiplied by real numbers under certain axioms. It is important to remember that there
are far more examples of vector spaces than those given by Rn for some n ∈ N:
Examples 1.1. Here are some examples of infinite-dimensional vector spaces from analysis.
(i) The set of all real-valued sequences forms a vector space, V say, under the operations

(a + b)(n) = an + bn (λa)(n) = λan .

Here we are thinking of a sequence as a function a : N → R, and an := a(n). Furthermore, the

subset of V consisting of convergent sequences, U say, forms a vector subspace of V under the same
operations and lim : U → R, (xn )∞n=1 7→ limn→∞ xn is a linear map.

(ii) We need not restrict the domain of our functions to N. Changing the domain to the closed interval
[a, b], the set of functions f : [a, b] → R is a real vector space, W say. The bounded functions
B([a, b]) and the continuous functions C 0 ([a, b]) are vector subspaces of W , and

C 0 ([a, b]) ⊂ B([a, b]) ⊂ W

since every continuous function on a closed interval is bounded.

To do analysis on vector spaces, we need something like the absolute value function on R; such a
function is called a norm:
Definition 1.2. A norm on a vector space V over R is a function k · k : V → R satisfying the following
conditions:
(i) positive-definiteness: kvk = 0 ⇐⇒ v = 0 ∈ V
(ii) non-negativity: for all v ∈ V , kvk ≥ 0;
(iii) homogeneity: for all λ ∈ R and v ∈ V , kλvk = |λ|kvk;
(iv) triangle inequality: for all v, w ∈ V , kv + wk ≤ kvk + kwk.
We say (V, k · k) is a normed vector space.
  p1
n
X
Proposition 1.3. (i) For any 1 ≤ p < ∞, k · kp defined by kvkp :=  |vj |p  is a norm on Rn .
j=1

(ii) k · k∞ as defined by kvk∞ := max |vj | is also a norm on Rn ; we justify the notation by the fact
1≤j≤n
that kvk∞ = limp→∞ kvkp .
One very important example of a norm is as follows:
Proposition 1.4. On the vector space B([a, b]) of bounded functions from [a, b] → R, the sup norm 1 of
a function f ∈ B([a, b]) as defined by kf k∞ := sup |f (x)| is a norm on B([a, b]).
x∈[a,b]

This allows us to talk about the size of a function, and the next definition allows us to talk about
the distance between two functions:
Definition 1.5. If f, g : [a, b] → R are both bounded then the uniform distance 2 between them is defined
to be
d(f, g) := kf − gk∞ = sup |f (x) − g(x)|.
x∈[a,b]

1 The sup norm goes by many different names. It is sometimes called the “uniform norm” due to its role in uniform

convergence. Since it is somehow the natural norm on C 0 ([a, b]), it is often called C 0 -norm. In measure theory, it is known
as the L∞ -norm.
2 This d(·, ·) is an example of a metric. See MA222 Metric Spaces.
2 MA244 Analysis III

2 Integration of Step Functions

Our intuitive notion of “integral” is that of “area under the graph”: the easiest areas to calculate are
those that can be decomposed into a finite number of rectangles. This leads us to the notion of a step
function.

Definition 2.1. A partition of an interval [a, b] is a finite set P = {pj }kj=0 such that

a = p0 < p1 < · · · < pk−1 < pk = b.

Definition 2.2. Given two partitions P and Q of the same interval [a, b], we can take their common
refinement, P ∨ Q, defined to be P ∪ Q with the points re-numbered in order.

Definitions 2.3. A function ϕ : [a, b] → R is a step function if there exists a partition P = {pj }kj=0
of [a, b] such that ϕ is constant on (pj−1 , pj ) for j = 1, . . . , k. Unless otherwise stated we shall take
ϕ(x) = cj for x ∈ (pj−1 , pj ). Write

S([a, b]) := {ϕ : [a, b] → R | ϕ is a step function}.

Proposition 2.4 (Properties of step functions).

(i) A step function ϕ ∈ S([a, b]) with partition {pj }kj=0 is bounded and can take at most 2k + 1 values.

(ii) S([a, b]) is an infinite-dimensional vector space over R.

(iii) If ϕ, ψ ∈ S([a, b]) then ϕ · ψ ∈ S([a, b]). (Recall that (ϕ · ψ)(x) := ϕ(x)ψ(x).)

We define the integral of a step function in the obvious way, as the sum of the areas of the rectangular
strips between its graph and the axis:

Definition 2.5. If ϕ ∈ S([a, b]) with partition {pj }kj=0 and values {cj | 0 ≤ j ≤ k} as above, then the
integral of ϕ is defined by
Z b X k
ϕ := cj (pj − pj−1 ).
a j=1

Proposition 2.6 (Properties of the integral). Let ϕ ∈ S([a, b]).

Rb
(i) a ϕ is independent of the choice of partition for ϕ.
Rw Rv Rw
(ii) Additivity: If a ≤ u ≤ v ≤ w ≤ b then u ϕ = u ϕ + v ϕ.
Rb
(iii) Linearity: The integral functional : S([a, b]) → R is a linear map of vector spaces, i.e. given two
aRb Rb Rb
functions f, g ∈ S([a, b]) and λ, µ ∈ R, a (λf + µg) = λ a f + µ a g.
Rb Rb
(iv) Comparison: If f (x) ≤ g(x) for all x ∈ [a, b], then a
f≤ a
g.

Proof. (i) Suppose that P and Q are two suitable partitions: take R to be their common refinement. It
Rb
suffices to show that a ϕ is the same for P and R. Moreover, it suffices to show the addition of one
Rb Rb
point to P does not change a ϕ. Take pj−1 < r < pj . Applying the definition of a ϕ gives the required
result. (The proofs of (ii) and (iii) are omitted.)

The following result, the Fundamental Theorem of Calculus (FTC), is immediately obvious, almost
trivial, for step functions. However, when we look at more general regulated functions we shall see that
it is a powerful tool of analysis. Without it and its generalisations, it is not clear how we will go about
computing integrals.

Theorem 2.7 (FTC for Step Functions). If ϕ ∈ S([a, b]) with partition {pj }kj=0 then Φ : [a, b] → R :
Rx Sk
x 7→ a ϕ is differentiable on j=1 (pj−1 , pj ) with Φ0 (x) = ϕ(x).
MA244 Analysis III 3

3 Regulated Functions
Definitions 3.1. f : [a, b] → R is regulated 3 if for all ε > 0 there is a step function ϕ ∈ S([a, b]) such that
kf − ϕk∞ < ε. Equivalently, f is regulated if there is a sequence of step functions (ϕn )∞ n=1 in S([a, b])
such that kf − ϕn k∞ → 0 as n → ∞. Write

R([a, b]) := {f : [a, b] → R | f is a regulated function}.

It is important to understand why these two definitions are equivalent, even though they are phrased
slightly differently, and how to translate between them. In some proofs, one works with a single step
function ϕ that is within ε of f ; in other proofs, one may need a whole sequence of step functions (ϕn )
that converge to f uniformly.
In order to show that a continuous function is regulated, we need the concept of uniform continuity:

Definition 3.2. A function f : E → R is uniformly continuous on E ⊆ R if

∀ε > 0, ∃ δ > 0 s.t. (x, y ∈ E and |x − y| < δ) =⇒ |f (x) − f (y)| < ε,

that is, the function is continuous and the choice of δ does not depend on the point at which we are
testing continuity.

Uniform continuity is a strictly stronger condition on a function than ordinary continuity at a point:
every uniformly continuous function is continuous, but a continuous function may fail to be uniformly
continuous. For example, consider f : (0, 1) → R, f (x) := x1 . However,

Theorem 3.3. A continuous function on a closed, bounded interval4 is uniformly continuous.

Using this, we get the following:

Proposition 3.4 (Properties of regulated functions).

(i) A regulated function f ∈ R([a, b]) is bounded.

(ii) Every continuous function is regulated, i.e. C 0 ([a, b]) ( R([a, b]), since there are regulated functions
which are not continuous.

(iii) R([a, b]) is an infinite-dimensional vector space over R.

(iv) If f, g ∈ R([a, b]) then f · g ∈ R([a, b]).

Proof. (ii) Let f ∈ C 0 ([a, b]; R) and fix ε > 0. We construct ϕ ∈ S([a, b]) with kf − ϕk∞ < ε. Since f
is continuous on a closed, bounded interval, it is uniformly continuous, so choose δ > 0 so that for all
x, y ∈ [a, b], |x−y| < δ =⇒ |f (x)−f (y)| < ε. Let {pj }kj=0 be any partition of [a, b] so that |pj −pj−1 | < δ
for j = 1, . . . , k. Define ϕ ∈ S([a, b]) by ϕ(pj ) := f (pj ) and ϕ|(pj−1 ,pj ) (x) := f ((pj−1 + pj )/2). (You
might like to sketch the graphs of f and ϕ.) Clearly kf − ϕk∞ ≤ 2ε < ε, so f is regulated. (The proofs
of (i), (iii) and (iv) are omitted.)
∞
Theorem 3.5. If f ∈ R([a, b]) Rand (ϕ
∞n )n=1 is a sequence of step functions in S([a, b]) with kf −ϕn k∞ → 0
b
as n → ∞ then the sequence a ϕn converges in R. If (ψn )∞n=1 is another sequence of step functions
n=1 Rb Rb
in S([a, b]) satisfying kf − ψn k∞ → 0 as n → ∞ then limn→∞ a ϕn = limn→∞ a ψn .

Proof. Fix ε > 0. ∃ N1 ∈ N so that n ≥ N1 =⇒ kf − ϕn k∞ < ε. So for m, n ≥ N1 and x ∈ [a, b] we

have f (x) − ε < ϕm (x), ϕn (x) < f (x) + ε, so |ϕm (x) − ϕn (x)| < 2ε. Thus,
Z Z b  Z b 
 b 
ϕm − ϕn  =  (ϕm − ϕn ) < 2ε(b − a),
   

 a a   a 
3 In
the language of metric spaces, S([a, b]) is “dense” in R([a, b]) with respect to the uniform metric.
4 More
generally, a closed, bounded interval is an example of a compact metric space, and this theorem holds in that
more general case.
4 MA244 Analysis III

R ∞
b
so a
ϕn is Cauchy, and hence convergent, in R.
n=1
Since uniformly to f , ∃ N2 ∈ N so that n ≥ N2 ,x ∈ [a, b] =⇒ f (x) − ε < ψn (x) <
ψn converges
R b Rb 
f (x) + ε. So if n ≥ max{N1 , N2 }, |ϕn (x) − ψn (x)| < 2ε, and so  a ϕn − a ψn  < 2ε(b − a). Taking
Rb Rb
limits as n → ∞ and noting that ε is arbitrary gives limn→∞ a ϕn = limn→∞ a ψn .
Rb Rb
Definitions 3.6. For f ∈ R([a, b]), the (definite) integral of f is a f := limn→∞ a ϕn for any sequence
of step functions (ϕn )∞
n=1 in S([a, b]) with kf − ϕn k∞ → 0 as n → ∞. RBy the previous result, this is
x
well-defined. The indefinite integral of f is F : [a, b] → R where F (x) := a f .
Proposition 3.7 (Properties of the integral). Let f ∈ R([a, b]).
Rw Rv Rw
(i) Additivity: If a ≤ u ≤ v ≤ w ≤ b then u f = u f + v f .
Rb
(ii) Linearity: The integral functional a : R([a, b]) → R is a linear map of vector spaces, i.e. given two
Rb Rb Rb
functions f, g ∈ R([a, b]) and λ, µ ∈ R, a (λf + µg) = λ a f + µ a g.
Rb
(iii) Comparison: If m ≤ f (x) ≤ M for all x ∈ [a, b], then m(b − a) ≤ a f ≤ M (b − a).
Proposition 3.8. If f ∈ R([a, b]) then F : [a, b] → R is continuous.
Rb
Unfortunately, the definition of a f for f ∈ R([a, b]) is not very easy to work with if we wish to
compute the value of the integral of a given function. The FTC offers an easy way to calculate integrals;
so, we now generalize the FTC to regulated functions. There are two main ways of phrasing the result:
both are important, and both are stated and proved here.
Theorem 3.9 (FTC Version I). If f ∈ R([a, b]) is continuous at c ∈ [a, b] then F is differentiable at c
with F 0 (c) = f (c).
R c+h
Proof. Let h > 0 and write F (c + h) − F (c) = c f . Since f is continuous at c, ∀ε > 0, ∃ δ > 0 such
that |x − c| < δ =⇒ |f (x) − f (c)| < ε. Hence, for h < δ,
Z c+h
h(f (c) − ε) < f < h(f (c) + ε),
c

and similarly for h < 0. Thus, as required,

 
 F (c + h) − F (c) 
|h| < δ =⇒  − f (c) < ε
h
Theorem 3.10 (FTC Version II). If f ∈ R([a, b]) and if g : [a, b] → R is differentiable with g 0 = f then
Rb
a
f = g(b) − g(a).
Proof. Fix ε > 0 and pick ϕ ∈ S([a, b]) with partition {pj }kj=0 and kf − ϕk∞ < ε. Apply the Mean Value
Theorem to g|[pj−1 ,pj ] to get a point xj ∈ (pj−1 , pj ) with

g(pj ) − g(pj−1 )
g 0 (xj ) = f (xj ) = .
pj − pj−1
Since cj − ε < f (xj ) < cj + ε for each j,
(cj − ε)(pj − pj−1 ) < g(pj ) − g(pj−1 ) < (cj + ε)(pj − pj−1 ).
Sum over j to get
   
Xk Xk
 cj (pj − pj−1 ) − ε(b − a) < g(b) − g(a) <  cj (pj − pj−1 ) + ε(b − a).
j=1 j=1
 R b   R b 
Hence, (g(b) − g(a)) − a ϕ < ε(b − a), and so (g(b) − g(a)) − a f  < 2ε(b − a). Since ε > 0 is
 
arbitrary, we are done.
MA244 Analysis III 5

4 Normed Vector Spaces and Open Sets

Having a norm on a vector space allows us to do analysis in much the same way as we do on R, simply
by substituting the norm k · k for the absolute value function | · |.

Definition 4.1. In a vector space V with a norm k · k, a sequence of points vn ∈ V , n ∈ N, is said to

converge to v ∈ V if kvn − vk → 0 as a sequence in R. Equivalently, vn converges to v if

∀ε > 0, ∃ N = N (ε) ∈ N s.t. n ≥ N =⇒ kvn − vk < ε.

If we wish to emphasise the norm used, we can say that vn → v in the k · k norm.

Definition 4.2. Let (V, k · kV ) and (W, k · kW ) be normed vector spaces. A function f : V → W is said
to be (k · kV , k · kW )-continuous at x ∈ V , or just continuous at x ∈ V , if

∀ε > 0, ∃ δ = δx (ε) > 0 s.t. (y ∈ V and kx − ykV < δ) =⇒ kf (x) − f (y)kW < ε.

If f is continuous at each x ∈ V , we say that f is continuous. Furthermore, if δ can be chosen to depend

on ε but not on x, then we say that f is uniformly continuous.

We do not do analysis at points, we do it on sets; in R these sets are usually intervals. The natural
generalisation of an open interval is an open ball :

Definition 4.3. In a vector space V with norm k · k, the open ball with centre v and radius r is defined
by
B(v, r, k · k) := {w ∈ V | kw − vk < r}.
We might omit the k · k and just write B(v, r).5

In particular, an open interval (a, b) = B( a+b b−a

2 , 2 , | · |). Even more general than an open ball is an
open subset:

Definition 4.4. In a vector space V with norm k · k, a subset U ⊂ V is said to be open if

∀x ∈ U, ∃ r = rx > 0 s.t. B(x, r, k · k) ⊂ U.

Proposition 4.5. An open ball B(x, r) is open in (V, k · k).

Proof. For any y ∈ B(x, r), we have ky − xk < r by definition, so r − ky − xk > 0. Let δy = r − ky − xk.
Then, for any point z ∈ B(y, δy ), we have kz − yk < δy and so

kz − xk ≤ kz − yk + ky − xk < δy + ky − xk = r,

i.e. z ∈ B(x, r). So B(y, δy ) ⊆ B(x, r), and hence B(x, r) is open in (V, k · k).

Proposition 4.6. The set U of open subsets of V with norm k · k satisfies6

(i) ∅, V ∈ U (i.e. ∅ and V are open in V );

(ii) U1 , U2 ∈ U =⇒ U1 ∩ U2 ∈ U (i.e. the intersection of two open sets is open);

S
(iii) ∀i ∈ I, Ui ∈ U =⇒ i∈I Ui ∈ U (i.e. the union of any collection of open sets is open).

Proof. (i) For ∅ there is nothing to prove; for any x ∈ V we can take B(x, 1) ⊂ V , so V is open in V .

(ii) For x ∈ U1 ∩ U2 , ∃ r1 , r2 > 0 s.t. B(x, r1 ) ⊂ U1 and B(x, r2 ) ⊂ U2 , so B(x, min{r1 , r2 }) ⊂ U1 ∩ U2 .

S S
(iii) For x ∈ i∈I Ui , ∃ j s.t. x ∈ Uj . Hence ∃ rj > 0 s.t. B(x, rj ) ⊂ Uj ⊂ i∈I Ui .

Proposition 4.7. U ⊂ V is open in (V, k · k) if and only if U is a union of open balls B(x, δx ).
5 In some texts the notation Br (v) is used to refer to B(v, r).
6U is called the topology of (V, k · k) induced by k · k. See MA222 Metric Spaces.
6 MA244 Analysis III

Proof. A union of open balls is a union of open sets and hence open. Conversely, if U is open in (V, k · k),
for any x ∈ U take δx such that B(x, δx ) ⊂ U . Then taking the union over all such balls gives
then S
U ⊆ x∈U B(x, δx ) ⊆ U .
Open sets give us useful ways of talking about continuity. First we rephrase the original definition in
the language of open balls:
Lemma 4.8. Let (V, k·kV ) and (W, k·kW ) be normed vector spaces. A function f : V → W is continuous
if and only if, given ε > 0 and x ∈ V , there is a δ = δx (ε) > 0 such that

f (B(x, δ, k · kV )) ⊆ B(f (x), ε, k · kW )

Using preimages, we can in fact remove all dependence on ε and δ and simply talk about continuity
in terms of open sets:
Definition 4.9. Let (V, k · kV ) and (W, k · kW ) be normed vector spaces. If A ⊆ W , then we define the
preimage of A under the function f : V → W to be

f −1 (A) := {a ∈ V | f (a) ∈ A}.

Theorem 4.10. Let (V, k · kV ) and (W, k · kW ) be normed vector spaces. A function f : V → W is (k · kV ,
k · kW )-continuous if and only if for every subset U ⊂ W open in (W, k · kW ), f −1 (U ) ⊂ V is open in
(V, k · kV ).
Thus, a function is continuous if and only if it “pulls” open sets back to open sets, i.e. the preimage
of an open set is open.7
Proof. (=⇒) Fix a subset U ⊆ W open
in (W, k · kW ). As U is open, for any point x ∈ f −1 (U ),
∃ εf (x) > 0 s.t. B f (x), εf (x) , k · kW ⊆ U . Since f is continuous at x, there is a δx > 0 such that
f (B(x, δx , k · kV )) ⊆ B(f (x), εf (x) , k · kW ), and hence B(x, δx , k · kV ) ⊆ f −1 (U ). As there is one of these
open balls for each x, f −1 (U ) is a union of open balls and hence open.
(⇐=) Given x ∈ V and ε > 0, B(f (x), ε, k · kW ) is open in (W, k · kW ). So f −1 (B(f (x), ε, k · kW ))
is open in (V, k · kV ). Now clearly x ∈ f −1 (B(f (x), ε, k · kW )), so as this preimage is open there is a
radius δ > 0 such that B(x, δ, k · kV ) ⊆ f −1 (B(f (x), ε, k · kW )). Thus this δ satisfies f (B(x, δ, k · kV )) ⊆
B(f (x), ε, k · kW ), so we have that f is continuous at x; and as x was arbitrary, f is continuous.

5 Equivalent Norms and Linear Maps

Sometimes when we use different norms, they deliver the same answers when we ask questions of con-
vergence and continuity. If they do, we say they are equivalent:
Definition 5.1. Let V be a real vector space and let k · k and k · k0 be two norms on V . The two norms
k · k and k · k0 are said to be equivalent (or topologically equivalent 8 ) if there exists a real constant K
such that for all v ∈ V ,
K −1 kvk ≤ kvk0 ≤ Kkvk.
This defines an equivalence relation on the set of norms on V .
Theorem 5.2. Let V be a finite-dimensional vector space. Then any two norms on V are equivalent.
Remark 5.3. WARNING! The same is not true in infinite-dimensional vector spaces. For example,
we can define a norm k · kL1 on C 0 ([a, b]) as follows:
Z b
kf kL1 = |f |.
a

Then the norms k · kL1 and k · k∞ on C 0 ([a, b]) are not equivalent.
7 This is taken to be the definition of continuity in general topological spaces, where we simply have a set with a topology

and not necessarily a norm or even a metric. See MA222 Metric Spaces.
8 This is because equivalent norms induce the same topology on a normed vector space. See MA222 Metric Spaces.
MA244 Analysis III 7

Lemma 5.4. Let V be a real vector space and let k · k and k · k0 be two equivalent norms on V . Then
a subset U ⊂ V is open in V with k · k if and only if it is open in V with k · k0 .

Proposition 5.5. Let (vn )∞ 0

n=1 be a sequence in a real vector space V , and let k · k and k · k be two
0
equivalent norms on V . Then vn → v in the k · k norm if and only if vn → v in the k · k norm.

Proposition 5.6. Let V and W be real vector spaces, let k · kV1 and k · kV2 be two equivalent norms on
V and let k · kW1 and k · kW2 be two equivalent norms on W . Then f is (k · kV1 , k · kW1 )-continuous if
and only if it is (k · kV2 , k · kW2 )-continuous.

Linear maps are particularly important in many areas of mathematics, so it is natural to ask the
question: when is a linear map continuous?

Definitions 5.7. Let T : V → W be a linear map between two normed vector spaces (V, k · kV ) and
(W, k · kW ). The operator norm of T is defined9 by

kT kop := sup{kT (v)kW | v ∈ V, kvkV = 1}.

If kT kop < ∞, then T is called a bounded linear map; in the case W = R, T is called a bounded linear
functional (on V ).

Proposition 5.8. Let (V, k · kV ) and (W, k · kW ) be normed vector spaces, and let L(V, W ) denote the
set of bounded linear maps V → W . Then L(V, W ) is a vector space and the operator norm k · kop is a
norm on L(V, W ).

Theorem 5.9. Let (V, k · kV ) and (W, k · kW ) be normed vector spaces, and let T : V → W be linear,
i.e. T ∈ L(V, W ). Then the following are equivalent:

(i) T is continuous at 0 ∈ V ;

(ii) T is continuous;

(iii) T is a bounded linear map.

Example 5.10. With respect to the norms k · k∞ on R([a, b]) and | · | on R, the integral functional
Rb
a
: R([a, b]) → R is a bounded linear functional with operator norm |b − a|.

6 Completeness and Contractions

Definition 6.1. In a normed vector space (V, k · k), a sequence (vn ) is called Cauchy if

∀ε > 0, ∃ N = N (ε) ∈ N s.t. n, m ≥ N =⇒ kvn − vm k < ε.

Definition 6.2. A normed vector space (V, k · k) is called complete if every Cauchy sequence in V is
convergent to some point of V . A complete normed vector space is also known as a Banach space.

Proposition 6.3. Rn is a Banach space with respect to any of its (equivalent) norms.

Definition 6.4. A subset Z ⊂ V of a normed vector space (V, k · k) is closed if V \ Z is open.

Lemma 6.5. If Z is closed in (V, k · k), then given a sequence (xn )∞

n=1 in Z which converges to some
point a ∈ V , we have a ∈ Z.

Proof. If a ∈ V \ Z which is open, then ∃ r > 0 s.t. ky − ak < r =⇒ y ∈ V \ Z and hence y ∈

/ Z. This
contradicts kxn − ak < r for n ≥ N (r).
9 There are a number of equivalent ways of defining the operator norm; for example
 
kT (v)kW
kT kop = sup{kT (v)kW | v ∈ V, kvkV ≤ 1} = sup |v∈V
kvkV
are two other common ways of defining it.
8 MA244 Analysis III

Definition 6.6. A function f : V → W is Lipschitz continuous if ∃q such that |f (x) − f (y)| ≤ q|x − y|,
for all x, y ∈ V
Theorem 6.7 (Contraction Mapping Theorem). Let (V, k · k) be a Banach space, let Z ⊂ V be a
non-empty closed subset, and suppose f : Z → Z satisfies

x, y ∈ Z =⇒ kf (x) − f (y)k ≤ Kkx − yk

for some 0 < K < 1. Then there exists a unique point z ∈ Z such that f (z) = z. Moreover, for any
x ∈ Z, the sequence (f n (x))∞ n
n=1 → z as n → ∞, where f (x) = f (f
n−1
(x) and f 1 (x) = f (x).
Proof. Uniqueness is easy: if f (x) = x, f (y) = y for x, y ∈ Z, then kx − yk = kf (x) − f (y)k ≤ Kkx − yk,
hence kx − yk = 0 and hence x = y by positive definiteness.
To prove existence, choose x0 ∈ Z and set xn+1 = f (xn ). Then

kxj+1 − xj k = kf (xj ) − f (xj−1 )k ≤ Kkxj − xj−1 k ≤ · · · ≤ K j kx1 − x0 k.

If m > n, the triangle inequality gives

m−1 m−1
X X Kn − Km Kn
kxm − xn k ≤ kxj+1 − xj k ≤ K j kx1 − x0 k = kx1 − x0 k ≤ kx1 − x0 k → 0
j=n j=n
1−K 1−K

as n → ∞. Hence (xn )∞ n=1 is Cauchy and so converges to some z ∈ V , and as Z is closed z ∈ Z. Now
ε
f is continuous, since given ε we can pick δ = K ; hence f (xn ) → f (z). But f (xn ) = xn+1 → z. Hence
f (z) = z by uniqueness of limits.

7 Convergence of Sequences of Functions

We have several notions of convergence of sequences of functions:
Definitions 7.1. Let f : [a, b] → R and fn : [a, b] → R for each n ∈ N.
(i) (fn )∞
n=1 converges pointwise to f if ∀x ∈ [a, b], fn (x) → f (x) as n → ∞. This is our first idea of
convergence, and it is very weak. It turns out that we need a far stronger kind of convergence to
be able to deduce properties of the limit function from properties of the functions in the sequence
(continuity, for example).
(ii) (fn )∞
n=1 converges uniformly to f if d(fn , f ) = kfn − f k∞ → 0 as n → ∞. Pictorially, imagine
drawing a “ribbon” of width 2ε around the graph of f . Eventually, the graphs of the fn must all lie
within this ribbon. As we have already noted, regulated functions are uniform limits of sequences
of step functions.
(iii) (fn )∞
n=1 is uniformly Cauchy if d(fm , fn ) = kfn − fm k∞ → 0 as m, n → ∞, or equivalently if
∀ε > 0, ∃ N = N (ε) ∈ N s.t. n, m ≥ N =⇒ kfn − fm k < ε.
Lemma 7.2. A uniformly Cauchy sequence of functions (fn )∞
n=1 is uniformly convergent.

Theorem 7.3. Let (fn )∞ n=1 be a sequence of functions in R([a, b]) with fn → f uniformly as n → ∞.
Rb Rb
Then f ∈ R([a, b]) and a fn → a f as n → ∞, i.e. “the uniform limit of a sequence of regulated
functions is regulated and the limit of the integrals is the integral of the limit”.
Proof. Fix ε > 0 and pick N ∈ N so that n ≥ N =⇒ kf − fn k∞ < 2ε . Pick a step function ϕ ∈ S([a, b])
with kfN − ϕk∞ < 2ε . By the triangle inequality, kf − ϕk∞ < ε, so f ∈ R([a, b]). So, for n ≥ N ,
Z Z b  Z b 
 b  ε(b − a)
fn − f  =  (fn − f ) < .
   
2

 a a   a 
Rb Rb
Since ε > 0 is arbitrary, a
fn → a
f as n → ∞.
MA244 Analysis III 9

Theorem 7.4 (Dini’s Theorem). Let (fn )∞ 0

n=1 be a sequence of functions in C ([a, b]) with fn → f
0
pointwise as n → ∞, with f ∈ C ([a, b]). Additionally, let f1 ≤ f2 ≤ . . . or f1 ≥ f2 ≥ . . . for all x ∈ [a, b].
Rb Rb
Then fn converges to f uniformly and hence a fn → a f as n → ∞.
Theorem 7.5. Let (fn )∞ 0
n=1 be a sequence of functions in C ([a, b]) with fn → f uniformly as n → ∞.
0
Then f ∈ C ([a, b]), i.e. “the uniform limit of a sequence of continuous functions is continuous”.
Proof. Fix c ∈ [a, b] and ε > 0, and choose N ∈ N so that n ≥ N =⇒ kf − fn k∞ < 3ε . Since fN is
continuous at c, ∃ δ > 0 such that |x − c| < δ =⇒ |fN (x) − fN (c)| < 3ε . Then, for |x − c| < δ,

|f (x) − f (c)| ≤ |f (x) − fN (x)| + |fN (x) − fN (c)| + |fN (c) − f (c)| < ε.

Corollary 7.6. C 0 ([a, b]) is complete with respect to k · k∞ .

Theorem 7.7. Let (fn )∞ 1
n=1 be a sequence of functions in C ([a, b]) (i.e. each fn : [a, b] → R has continuous
0
derivative) with fn → f : [a, b] → R pointwise and fn → g : [a, b] → R uniformly as n → ∞. Then
f ∈ C 1 ([a, b]) and f 0 = g, i.e. “when the derivatives converge uniformly, the pointwise limit is differentiable
and its derivative is equal to the limit of the derivatives”.
Rx Rx
Proof. Fix x ∈ [a, b]. Since (fn0 ) → g uniformly, a fn0 → a g, and g is continuous. By the FTC Version
Rx 0 Rx
II and the pointwise convergence of the fn , a fn = fn (x) − fn (a) → f (x) − f (a). So a g = f (x) − f (a)
Rx
for all x ∈ [a, b]. By the FTC Version I, the map x 7→ f (x) = f (a) + a g is differentiable with derivative
g, as required.

8 Series of Functions
By the limit of a series of functions we mean the limit of the sequence of partial sums, just as with
series of real numbers. The following result, the Weierstrass M -test, is a very useful test for uniform
convergence of series of functions. The idea is to bound each term, where these bounds form a convergent
series in R.
Theorem 8.1 (WeierstrassP∞ M -test). Let fr : [a, b] → R for each r ∈ N and suppose that there
P∞ are
bounds Mr ∈ R with r=1 Mr < ∞ and |fr (x)| < Mr for all x ∈ [a, b] and r ∈ N. Then r=1 fr
converges uniformly to some f : [a, b] → R.
Pn Pn
Proof. Take sn := r=1 fr and tn := r=1 Mr . By assumption, (tn )∞ n=1 converges, and so is Cauchy.
So, given ε > 0, ∃ Q ∈ N so that m ≥ n ≥ Q =⇒ |tm − tn | < ε. So, for any m ≥ n ≥ Q and x ∈ [a, b],
 m  m m
 X  X X
|sm (x) − sn (x)| =  fr (x) ≤ |fr (x)| ≤ Mr = tm − tn < ε.
 
 
r=n+1 r=n+1 r=n+1

So (sn )∞
n=1 is uniformly Cauchy, and hence uniformly convergent.

Theorem 8.2 (A continuous, nowhere-differentiable function). Let f (x) := min{x−bxc,

P∞ dxe−x}, i.e. the
distance from x to the nearest integer. Let fn (x) := 4−n f (4n x) and F (x) := n=1 fn (x). Then F is
everywhere continuous but nowhere differentiable.
This is a useful exercise that applies much of what we have learned so far. Hints: Use the Weierstrass
M -test to prove continuity. Observe that each fn contributes ±1 to the slope of the graph of F . Assume
that F is differentiable at an arbitrary x ∈ R and use this observation to derive a contradiction.

9 Power Series
P∞
We consider power series of the form n=0 an xn with an ∈ R.
P∞ n
Theorem
P∞ 9.1. Suppose that n=0 Pa∞n x converges for some x = x0 6= 0 and that 0 < b < |x0 |. Then
n n−1
a
n=0 n x and the derived series n=1 na n x both converge uniformly on [−b, b].
10 MA244 Analysis III

P∞
Proof. Since n=0 an xn0 converges, an xn0 → 0 as n → ∞. P∞ Choose K > 0 so that |an xn0 | ≤ K for
Pall n ∈ N.
∞
If |x| < b then |an x | ≤ |an b | ≤ K| x0 | . The series n=0 K| xb0 |n = K/(1 − | xb0 |) and so n=0 an xn0
n n b n
P∞ b n−1
converges uniformly on [−b, b] by the Weierstrass M -test. By the Ratio Test,
P∞ n=1 Kn| x0 | also
n−1
converges. So, by the Weierstrass M -test, n=1 nan x also converges uniformly on [−b, b].

P∞
Definition 9.2. The radius of convergence of the power series n=0 an xn is
 ∞
( )
X
n
R := sup |x0 |  an x0 converges .


n=0

P∞
We know that the power series n=0 an xn converges within the radius of convergence (|x| < R)
and diverges outside it (|x| > R). However, we cannot be certain what will happen at the radius of
convergence (|x| = R) without further examination.
P∞ n
Theorem 9.3. P∞Let nn=0 an x converge pointwise on (−R, R). Then the 0functionPf∞: (−R, R) → R
n−1
where x 7→ a
n=0 n x is continuous and differentiable on (−R, R) with f (x) = n=1 na n x . If
[c, d] ⊂ (−R, R) then f |[c,d] is regulated and

d ∞
an (dn+1 − cn+1 )
Z X
f= .
c n=0
n+1

Definitions 9.4. The following functions C → C are defined by power series:

∞
X xn
exp(x) = ,
n=0
n!
∞ ∞
X x2n X x2n+1
cosh(x) = , sinh(x) = ,
n=0
(2n)! n=0
(2n + 1)!
∞ ∞
X (−1)n x2n X (−1)n x2n+1
cos(x) = , sin(x) = .
n=0
(2n)! n=0
(2n + 1)!

Proposition 9.5. exp0 = exp, cosh0 = sinh, sinh0 = cosh, cos0 = − sin, sin0 = cos.

Proposition 9.6. For all x ∈ C,

exp(x) + exp(−x) exp(x) − exp(−x)

cosh(x) = , sinh(x) = ,
2 2
exp(ix) + exp(−ix) exp(ix) − exp(−ix)
cos(x) = , sin(x) = .
2 2i

For all x, y ∈ C,

exp(x + y) = exp(x) exp(y),

cos(x + y) = cos(x) cos(y) − sin(x) sin(y),
sin(x + y) = sin(x) cos(y) + cos(x) sin(y).

Theorem 9.7. There is a (smallest) real number π > 0 such that cos(x + π) = − cos(x) and sin(x + π) =
− sin(x).

We say that cos and sin are 2π-periodic; exp is 2πi-periodic.

MA244 Analysis III 11

10 Solutions to ODEs
An application of the Contraction Mapping Theorem leads to the existence and uniqueness of solutions
dy
to differential equations of the form dx = F (x, y).
Theorem 10.1. Fix a rectangle P = [x0 − a0 , x0 + a0 ] × [y0 − b0 , y0 + b0 ] with centre (x0 , y0 ). If for some
M ∈ R, the function F : P → R satisfies

|F (x, y) − F (x0 , y 0 )| ≤ M (|x − x0 | + |y − y 0 |)

for all (x, y), (x0 , y 0 ) ∈ P , then there exists a ∈ (0, a0 ) and a unique C 1 function g : [x0 − a, x0 + a] → R
with g(x0 ) = y0 satisfying g 0 (x) = F (x, g(x)) for all x ∈ [x0 − a, x0 + a].

11 Matrix Norms
For a Linear Map/Operator, A, defined on normed spaces, we define the operator norm, kAkop , as the
”maximal stretch factor”:

kAkop := sup{kAvk : v ∈ V with kvk = 1} (1)

 
kAvk
= sup : v ∈ V with v 6= 0 . (2)
kvk

For continuous linear maps, we know that the supremum over the unit sphere must exist (it is closed
and bounded). The operator norm exists iff A is bounded. Sometimes it can be difficult to calculate,
but not for diagonal matrices. The operator norm is indeed a norm (check!) and satisfies:

kBAkop ≤ kBkop kAkop