Introduction to Optimization Techniques
|
|
- Abel Cain
- 6 years ago
- Views:
Transcription
1 Itroductio to Optimizatio Techiques Basic Cocepts of Aalysis - Real Aalysis, Fuctioal Aalysis 1
2 Basic Cocepts of Aalysis Liear Vector Spaces Defiitio: A vector space X is a set of elemets called vectors together with two operatios. The first operatio is additio which associates with ay two vectors x, y X a vector x y X, the sum of x ad y. The secod operatio is scalar multiplicatio which associates with ay vector x X ad ay scalar a vector x ; the scalar multiple of x by. The set X ad the operatios of additio ad scalar multiplicatio are assumed to satisfy the followig axioms: 1. x y yx. (commutative law) 2. ( x y) z x( yz). (associative law) 3. There is a ull vector i X such that x x for all x i X. 2
3 Basic Cocepts of Aalysis 4. ( x y) xy. (distributive laws) 5. ( ) xxx. 6. ( ) x ( x). (associative law) 7. 0 x, 1 x x. Propositio: I ay vector space, the followig properties hold: 1. x y xz implies y z. 2. xy ad 0 imply x y. (cacellatio laws) 3. xx ad x imply. 4. ( ) xxx. 5. ( x y) xy (distributive laws) 3
4 Basic Cocepts of Aalysis Examples of liear vector spaces Let R ( C ): -dimesioal real (complex) coordiate space xv, x(,,,, ) { } 1 2 k k k 1 The collectio of all ifiite sequeces of real umbers forms a vector space. V Cab [, ]: Vector space of real-valued cotiuous fuctios o [ ab, ] with a orm x max x( t) a t b l p, L p spaces (see pages 13 & 14) 4
5 Basic Cocepts of Aalysis Norm, Ier product Defiitio: A ormed liear vector space is a vector space X o which there is defied a real-valued fuctio which maps each elemet x i X ito a real umber x called the orm of x. The orm satisfies the followig axioms: 1. x 0 for all xx, x 0 iff x (Null vector) 2. x y x + y for each x, yx 3. x x for all scalar ad each xx 5
6 Basic Cocepts of Aalysis Defiitio: A pre-hilbert space is a liear vector space X together with a ier product defied o X X. Correspodig to each pair of vectors x, y i X the ier product [ xy, ] of x ad y is a scalar. The ier product satisfies the followig axioms: 1. [ x, y] [ y, x]: cojugate of [ y, x] 2. [ x y, z] [ x, z] [ y, z] 3. [ xy, ] [ xy, ] 4. [ xx, ] 0 ad [ xx, ] 0 iff x 6
7 7 C s 7 C s 1. Covexity 2. Closedess 3. Covergece 4. Cotiuity 5. Cauchy sequece 6. Completeess 7. Compactess 7
8 7 C s 1. Covexity Defiitio : A set K i a liear vector space is said to be covex if, give x1, x2 K, all poit of the form x1 (1 ) x2k for all 0,1 2. Closedess x X P 0 p P x p P P P Defiitio : A poit is said to be a closure poit of a set if, give, there is a poit satisfyig. The collectio of all closure poits of is called the closure of ad is deoted. Defiitio : A set P is said to be closed if P P. 8
9 7 C s P X p P P 0 x x p P P P Defiitio : Let be a subset of a ormed space. The poit is said to be a iterior poit of if there is a such that all vectors satisfyig are also members of. The collectio of all iterior poits of is called the iterior of ad is deoted. P P P Defiitio : A set is said to be ope if. P S( x, ) : ope sphere cetered at x with radius Sx (, ) { y: x y } 9
10 A poit is a iterior poit S( x, ) P 3. Covergece 7 C s x P 0 if there is such that Defiitio : I a ormed liear space a ifiite sequece of vectors is said to coverge to a vector if the sequece { x } x x x x. write of real umbers coverges to zero. I this case, we x Defiitio : A trasformatio from a vector space ito the space of real (or complex) scalars is said to be a fuctioal o X X 10
11 7 C s 4. Cotiuity T 0 Y x0 X 0 xx0 T( x) T( x ). Defiitio : A trasformatio mappig a ormed space ito a ormed space is cotiuous at if for every there is a such that implies that If is cotiuous at each poit, we say is cotiuous. 0 T x0 X T X 11
12 7 C s 5. Cauchy sequece Defiitio: A sequece { x } i a ormed space is said to be a Cauchy sequece if x x 0 as m, ; i.e., give 0, there is a iteger such that x x for all m, N. Every coverget sequece m N m Cauchy sequece 12
13 7 C s 6. Completeess Defiitio: A ormed liear vector space X is complete if every Cauchy sequece from X has a limit i X. A complete ormed liear vector space is called a Baach space. Examples of Baach spaces: C[0,1], l, L p p cosists of all sequeces of scalars {,, } for which lp 1 2 p p, x i i p i1 i1 1/ p 13
14 7 C s L [ cosists of those real-valued measurable fuctios o p a, b ] x the iterval [ ab, ] for which xt () p is Lebesque itegrable. The orm o this space is defied as b p 1/ () a x x t dt p 7. Compactess Defiitio: A set K i a ormed space X is said to be compact if, give a arbitrary sequece { x i } i K, there is a subsequece { } covergig to a elemet x K. p x i I fiite dimesios, compactess closed ad boudedess 14
15 7 C s f x0 X 0, 0 f( x) f( x0) x x0 Defiitio : A real valued fuctioal defied o a ormed space is said to be upper semicotiuous at if, give there is a such that for. Theorem: (Weierstrass) A upper semicotiuous fuctioal o a compact subset K of a ormed liear space X achieves a maximum o K. Defiitio : A complete pre-hilbert space is called a Hilbert space Defiitio : I a pre-hilbert space two vectors x, y are said to be orthogoal if [ xy, ] 0. We symbolize this by x y. A vector x is said to be orthogoal to a set S (writte x S ) if x s for each s S. X 15
16 Projectio Theorem Theorem : (The classical Projectio Theorem) Let H be a Hilbert space ad M a closed subspace of H. Correspodig to ay vector x H, there is a uique vector m0 M such that xm0 xm for all m M. Furthermore, a ecessary ad sufficiet coditio that m0 M be the uique miimizig vector is that x m0 be orthogoal to M x M x m 0 m 0 16
17 Projectio Theorem Defiitio : Give a subset S of a pre-hilbert space, the set of the all vectors orthogoal to S is called the orthogoal complemet of S ad is deoted S. Propositio : Let S ad T be subsets of a Hilbert space, the 1. S is a closed subspace. 2. S S. 3. If S T, the T S. 4. S S 5. S S, i.e., S is the smallest closed subspace cotaiig S 17
18 Gram-Schmidt Procedure Defiitio : A set S of vectors i a pre-hilbert space is said to be a orthogoal set if x y for each x, y S, x y. The set is said to be orthoormal if, i additio, each vector i the set has orm equal to uity. Propositio : A orthogoal set of ozero vectors is a liearly idepedet set. GSOP... Arbitrary liearly idepedet set orthoormal set. Theorem : (Gram-Schmidt) Let { x i } be a coutable or fiite sequece of liearly idepedet vectors i a pre-hilbert space X. The, there is a orthoormal sequece { e i } such that for each the space geerated by the first ei s is the space geerated by the first x i s ; i.e., for each we have S e, e,, e Sx, x,, x
19 Gram-Schmidt Procedure Proof. For the first vector, take e 1 x x S{ e} S{ x} e 2 Form i two steps. First, put z x x, e e z2 e2 z z 2 e 1, e2 e, 1 z2 S e e = Sx, x 1,
20 Gram-Schmidt Procedure z 2 x 2 x x, e e Gram-Schmidt procedure x, e e e 1 The remaiig s are defied by iductio. The vector is formed accordig to the equatio ad z e i 1 z x x, e e i i i1 e z z 20
21 Gram-Schmidt Procedure It is easily verified by direct computatio that i for all, ad sice it is a liear combiatio of idepedet vectors. S z e = Sx x x e1, e2,,,,, 1 2 z e i If the origial collectio of s is fiite, the process termiates; otherwise the process produces a ifiite sequece of orthoormal sequeces. x i 21
22 Approximatios We ivestigate the followig approximatio problem. y1, y2,..., y H Suppose, M = Sy y y x H,,..., 1 2 Give a arbitrary vector, we seek the ˆx M vector i which is closest to. x Let ˆ x y y y The problem is equivalet to that of fidig, mi x 1y1 2y2... y i 1,2,..., i 22
23 Normal Equatios ad Gram Matrices Accordig to the projectio theorem, there exists the uique miimizig vector ˆx : orthogoal projectio of x o M. such that x xˆ M x1y12y2... y, yi 0 for Or, Equivaletly i 1, 2,..., [ y1, y1] 1 [ y2, y1] 2 [ y, y1] [ x, y1] [ y1, y2] 1 [ y2, y2] 2 [ y, y2] [ x, y2] [ y, y ] [ y, y ] [ y, y ] [ x, y ]
24 Normal Equatios ad Gram Matrices These equatios i the coefficiets are kow as Normal equatios for the miimizatio problem. Gram matrix: traspose of the coefficiet matrix of the ormal equatios G G( y, y,..., y ) 1 2 i [ y1, y1] [ y1, y2] [ y1, y] [ y2, y1] [ y2, y2] [ y2, y] [ y, y1] [ y, y2] [ y, y] 24
Real Numbers R ) - LUB(B) may or may not belong to B. (Ex; B= { y: y = 1 x, - Note that A B LUB( A) LUB( B)
Real Numbers The least upper boud - Let B be ay subset of R B is bouded above if there is a k R such that x k for all x B - A real umber, k R is a uique least upper boud of B, ie k = LUB(B), if () k is
More informationIntroduction to Optimization Techniques. How to Solve Equations
Itroductio to Optimizatio Techiques How to Solve Equatios Iterative Methods of Optimizatio Iterative methods of optimizatio Solutio of the oliear equatios resultig form a optimizatio problem is usually
More informationChapter 3 Inner Product Spaces. Hilbert Spaces
Chapter 3 Ier Product Spaces. Hilbert Spaces 3. Ier Product Spaces. Hilbert Spaces 3.- Defiitio. A ier product space is a vector space X with a ier product defied o X. A Hilbert space is a complete ier
More informationDefinition 4.2. (a) A sequence {x n } in a Banach space X is a basis for X if. unique scalars a n (x) such that x = n. a n (x) x n. (4.
4. BASES I BAACH SPACES 39 4. BASES I BAACH SPACES Sice a Baach space X is a vector space, it must possess a Hamel, or vector space, basis, i.e., a subset {x γ } γ Γ whose fiite liear spa is all of X ad
More informationLecture Notes for Analysis Class
Lecture Notes for Aalysis Class Topological Spaces A topology for a set X is a collectio T of subsets of X such that: (a) X ad the empty set are i T (b) Uios of elemets of T are i T (c) Fiite itersectios
More informationPAPER : IIT-JAM 2010
MATHEMATICS-MA (CODE A) Q.-Q.5: Oly oe optio is correct for each questio. Each questio carries (+6) marks for correct aswer ad ( ) marks for icorrect aswer.. Which of the followig coditios does NOT esure
More informationHILBERT SPACE GEOMETRY
HILBERT SPACE GEOMETRY Defiitio: A vector space over is a set V (whose elemets are called vectors) together with a biary operatio +:V V V, which is called vector additio, ad a eteral biary operatio : V
More informationFUNDAMENTALS OF REAL ANALYSIS by
FUNDAMENTALS OF REAL ANALYSIS by Doğa Çömez Backgroud: All of Math 450/1 material. Namely: basic set theory, relatios ad PMI, structure of N, Z, Q ad R, basic properties of (cotiuous ad differetiable)
More informationA) is empty. B) is a finite set. C) can be a countably infinite set. D) can be an uncountable set.
M.A./M.Sc. (Mathematics) Etrace Examiatio 016-17 Max Time: hours Max Marks: 150 Istructios: There are 50 questios. Every questio has four choices of which exactly oe is correct. For correct aswer, 3 marks
More informationAbstract Vector Spaces. Abstract Vector Spaces
Astract Vector Spaces The process of astractio is critical i egieerig! Physical Device Data Storage Vector Space MRI machie Optical receiver 0 0 1 0 1 0 0 1 Icreasig astractio 6.1 Astract Vector Spaces
More informationMath Solutions to homework 6
Math 175 - Solutios to homework 6 Cédric De Groote November 16, 2017 Problem 1 (8.11 i the book): Let K be a compact Hermitia operator o a Hilbert space H ad let the kerel of K be {0}. Show that there
More informationLecture 10: Bounded Linear Operators and Orthogonality in Hilbert Spaces
Lecture : Bouded Liear Operators ad Orthogoality i Hilbert Spaces 34 Bouded Liear Operator Let ( X, ), ( Y, ) i i be ored liear vector spaces ad { } X Y The, T is said to be bouded if a real uber c such
More informationProperties of Fuzzy Length on Fuzzy Set
Ope Access Library Joural 206, Volume 3, e3068 ISSN Olie: 2333-972 ISSN Prit: 2333-9705 Properties of Fuzzy Legth o Fuzzy Set Jehad R Kider, Jaafar Imra Mousa Departmet of Mathematics ad Computer Applicatios,
More informationSolutions to home assignments (sketches)
Matematiska Istitutioe Peter Kumli 26th May 2004 TMA401 Fuctioal Aalysis MAN670 Applied Fuctioal Aalysis 4th quarter 2003/2004 All documet cocerig the course ca be foud o the course home page: http://www.math.chalmers.se/math/grudutb/cth/tma401/
More information} is said to be a Cauchy sequence provided the following condition is true.
Math 4200, Fial Exam Review I. Itroductio to Proofs 1. Prove the Pythagorea theorem. 2. Show that 43 is a irratioal umber. II. Itroductio to Logic 1. Costruct a truth table for the statemet ( p ad ~ r
More informationWe are mainly going to be concerned with power series in x, such as. (x)} converges - that is, lims N n
Review of Power Series, Power Series Solutios A power series i x - a is a ifiite series of the form c (x a) =c +c (x a)+(x a) +... We also call this a power series cetered at a. Ex. (x+) is cetered at
More informationCHAPTER 5. Theory and Solution Using Matrix Techniques
A SERIES OF CLASS NOTES FOR 2005-2006 TO INTRODUCE LINEAR AND NONLINEAR PROBLEMS TO ENGINEERS, SCIENTISTS, AND APPLIED MATHEMATICIANS DE CLASS NOTES 3 A COLLECTION OF HANDOUTS ON SYSTEMS OF ORDINARY DIFFERENTIAL
More informationMAS111 Convergence and Continuity
MAS Covergece ad Cotiuity Key Objectives At the ed of the course, studets should kow the followig topics ad be able to apply the basic priciples ad theorems therei to solvig various problems cocerig covergece
More information1 Introduction. 1.1 Notation and Terminology
1 Itroductio You have already leared some cocepts of calculus such as limit of a sequece, limit, cotiuity, derivative, ad itegral of a fuctio etc. Real Aalysis studies them more rigorously usig a laguage
More informationArchimedes - numbers for counting, otherwise lengths, areas, etc. Kepler - geometry for planetary motion
Topics i Aalysis 3460:589 Summer 007 Itroductio Ree descartes - aalysis (breaig dow) ad sythesis Sciece as models of ature : explaatory, parsimoious, predictive Most predictios require umerical values,
More informationRiesz-Fischer Sequences and Lower Frame Bounds
Zeitschrift für Aalysis ud ihre Aweduge Joural for Aalysis ad its Applicatios Volume 1 (00), No., 305 314 Riesz-Fischer Sequeces ad Lower Frame Bouds P. Casazza, O. Christese, S. Li ad A. Lider Abstract.
More information, then cv V. Differential Equations Elements of Lineaer Algebra Name: Consider the differential equation. and y2 cos( kx)
Cosider the differetial equatio y '' k y 0 has particular solutios y1 si( kx) ad y cos( kx) I geeral, ay liear combiatio of y1 ad y, cy 1 1 cy where c1, c is also a solutio to the equatio above The reaso
More informationMatrix Algebra from a Statistician s Perspective BIOS 524/ Scalar multiple: ka
Matrix Algebra from a Statisticia s Perspective BIOS 524/546. Matrices... Basic Termiology a a A = ( aij ) deotes a m matrix of values. Whe =, this is a am a m colum vector. Whe m= this is a row vector..2.
More informationApply change-of-basis formula to rewrite x as a linear combination of eigenvectors v j.
Eigevalue-Eigevector Istructor: Nam Su Wag eigemcd Ay vector i real Euclidea space of dimesio ca be uiquely epressed as a liear combiatio of liearly idepedet vectors (ie, basis) g j, j,,, α g α g α g α
More informationLECTURE 8: ORTHOGONALITY (CHAPTER 5 IN THE BOOK)
LECTURE 8: ORTHOGONALITY (CHAPTER 5 IN THE BOOK) Everythig marked by is ot required by the course syllabus I this lecture, all vector spaces is over the real umber R. All vectors i R is viewed as a colum
More informationlim za n n = z lim a n n.
Lecture 6 Sequeces ad Series Defiitio 1 By a sequece i a set A, we mea a mappig f : N A. It is customary to deote a sequece f by {s } where, s := f(). A sequece {z } of (complex) umbers is said to be coverget
More informationIntroduction to Functional Analysis
MIT OpeCourseWare http://ocw.mit.edu 18.10 Itroductio to Fuctioal Aalysis Sprig 009 For iformatio about citig these materials or our Terms of Use, visit: http://ocw.mit.edu/terms. LECTURE OTES FOR 18.10,
More informationFunctional Analysis I
Fuctioal Aalysis I Term 1, 2009 2010 Vassili Gelfreich Cotets 1 Vector spaces 1 1.1 Defiitio................................. 1 1.2 Examples of vector spaces....................... 2 1.3 Hamel bases...............................
More informationA NOTE ON SPECTRAL CONTINUITY. In Ho Jeon and In Hyoun Kim
Korea J. Math. 23 (2015), No. 4, pp. 601 605 http://dx.doi.org/10.11568/kjm.2015.23.4.601 A NOTE ON SPECTRAL CONTINUITY I Ho Jeo ad I Hyou Kim Abstract. I the preset ote, provided T L (H ) is biquasitriagular
More informationBrief Review of Functions of Several Variables
Brief Review of Fuctios of Several Variables Differetiatio Differetiatio Recall, a fuctio f : R R is differetiable at x R if ( ) ( ) lim f x f x 0 exists df ( x) Whe this limit exists we call it or f(
More informationHomework 2. Show that if h is a bounded sesquilinear form on the Hilbert spaces X and Y, then h has the representation
omework 2 1 Let X ad Y be ilbert spaces over C The a sesquiliear form h o X Y is a mappig h : X Y C such that for all x 1, x 2, x X, y 1, y 2, y Y ad all scalars α, β C we have (a) h(x 1 + x 2, y) h(x
More informationMathematical Foundations -1- Sets and Sequences. Sets and Sequences
Mathematical Foudatios -1- Sets ad Sequeces Sets ad Sequeces Methods of proof 2 Sets ad vectors 13 Plaes ad hyperplaes 18 Liearly idepedet vectors, vector spaces 2 Covex combiatios of vectors 21 eighborhoods,
More informationAlgebra of Least Squares
October 19, 2018 Algebra of Least Squares Geometry of Least Squares Recall that out data is like a table [Y X] where Y collects observatios o the depedet variable Y ad X collects observatios o the k-dimesioal
More informationABOUT CHAOS AND SENSITIVITY IN TOPOLOGICAL DYNAMICS
ABOUT CHAOS AND SENSITIVITY IN TOPOLOGICAL DYNAMICS EDUARD KONTOROVICH Abstract. I this work we uify ad geeralize some results about chaos ad sesitivity. Date: March 1, 005. 1 1. Symbolic Dyamics Defiitio
More information62. Power series Definition 16. (Power series) Given a sequence {c n }, the series. c n x n = c 0 + c 1 x + c 2 x 2 + c 3 x 3 +
62. Power series Defiitio 16. (Power series) Give a sequece {c }, the series c x = c 0 + c 1 x + c 2 x 2 + c 3 x 3 + is called a power series i the variable x. The umbers c are called the coefficiets of
More informationON THE FUZZY METRIC SPACES
The Joural of Mathematics ad Computer Sciece Available olie at http://www.tjmcs.com The Joural of Mathematics ad Computer Sciece Vol.2 No.3 2) 475-482 ON THE FUZZY METRIC SPACES Received: July 2, Revised:
More information5 Birkhoff s Ergodic Theorem
5 Birkhoff s Ergodic Theorem Amog the most useful of the various geeralizatios of KolmogorovâĂŹs strog law of large umbers are the ergodic theorems of Birkhoff ad Kigma, which exted the validity of the
More informationChapter 6 Infinite Series
Chapter 6 Ifiite Series I the previous chapter we cosidered itegrals which were improper i the sese that the iterval of itegratio was ubouded. I this chapter we are goig to discuss a topic which is somewhat
More informationDifferentiable Convex Functions
Differetiable Covex Fuctios The followig picture motivates Theorem 11. f ( x) f ( x) f '( x)( x x) ˆx x 1 Theorem 11 : Let f : R R be differetiable. The, f is covex o the covex set C R if, ad oly if for
More informationMath 61CM - Solutions to homework 3
Math 6CM - Solutios to homework 3 Cédric De Groote October 2 th, 208 Problem : Let F be a field, m 0 a fixed oegative iteger ad let V = {a 0 + a x + + a m x m a 0,, a m F} be the vector space cosistig
More informationMa 4121: Introduction to Lebesgue Integration Solutions to Homework Assignment 5
Ma 42: Itroductio to Lebesgue Itegratio Solutios to Homework Assigmet 5 Prof. Wickerhauser Due Thursday, April th, 23 Please retur your solutios to the istructor by the ed of class o the due date. You
More informationMetric Space Properties
Metric Space Properties Math 40 Fial Project Preseted by: Michael Brow, Alex Cordova, ad Alyssa Sachez We have already poited out ad will recogize throughout this book the importace of compact sets. All
More informationTheorem 3. A subset S of a topological space X is compact if and only if every open cover of S by open sets in X has a finite subcover.
Compactess Defiitio 1. A cover or a coverig of a topological space X is a family C of subsets of X whose uio is X. A subcover of a cover C is a subfamily of C which is a cover of X. A ope cover of X is
More informationON WELLPOSEDNESS QUADRATIC FUNCTION MINIMIZATION PROBLEM ON INTERSECTION OF TWO ELLIPSOIDS * M. JA]IMOVI], I. KRNI] 1.
Yugoslav Joural of Operatios Research 1 (00), Number 1, 49-60 ON WELLPOSEDNESS QUADRATIC FUNCTION MINIMIZATION PROBLEM ON INTERSECTION OF TWO ELLIPSOIDS M. JA]IMOVI], I. KRNI] Departmet of Mathematics
More informationAN EXTENSION OF SIMONS INEQUALITY AND APPLICATIONS. Robert DEVILLE and Catherine FINET
2001 vol. XIV, um. 1, 95-104 ISSN 1139-1138 AN EXTENSION OF SIMONS INEQUALITY AND APPLICATIONS Robert DEVILLE ad Catherie FINET Abstract This article is devoted to a extesio of Simos iequality. As a cosequece,
More information2 Banach spaces and Hilbert spaces
2 Baach spaces ad Hilbert spaces Tryig to do aalysis i the ratioal umbers is difficult for example cosider the set {x Q : x 2 2}. This set is o-empty ad bouded above but does ot have a least upper boud
More informationGeometry of LS. LECTURE 3 GEOMETRY OF LS, PROPERTIES OF σ 2, PARTITIONED REGRESSION, GOODNESS OF FIT
OCTOBER 7, 2016 LECTURE 3 GEOMETRY OF LS, PROPERTIES OF σ 2, PARTITIONED REGRESSION, GOODNESS OF FIT Geometry of LS We ca thik of y ad the colums of X as members of the -dimesioal Euclidea space R Oe ca
More informationINTEGRATION THEORY AND FUNCTIONAL ANALYSIS MM-501
INTEGRATION THEORY AND FUNCTIONAL ANALYSIS M.A./M.Sc. Mathematics (Fial) MM-50 Directorate of Distace Educatio Maharshi Dayaad Uiversity ROHTAK 4 00 Copyright 004, Maharshi Dayaad Uiversity, ROHTAK All
More informationSingular Continuous Measures by Michael Pejic 5/14/10
Sigular Cotiuous Measures by Michael Peic 5/4/0 Prelimiaries Give a set X, a σ-algebra o X is a collectio of subsets of X that cotais X ad ad is closed uder complemetatio ad coutable uios hece, coutable
More informationSequences and Series of Functions
Chapter 6 Sequeces ad Series of Fuctios 6.1. Covergece of a Sequece of Fuctios Poitwise Covergece. Defiitio 6.1. Let, for each N, fuctio f : A R be defied. If, for each x A, the sequece (f (x)) coverges
More informationAxioms of Measure Theory
MATH 532 Axioms of Measure Theory Dr. Neal, WKU I. The Space Throughout the course, we shall let X deote a geeric o-empty set. I geeral, we shall ot assume that ay algebraic structure exists o X so that
More informationA gentle introduction to Measure Theory
A getle itroductio to Measure Theory Gaurav Chadalia Departmet of Computer ciece ad Egieerig UNY - Uiversity at Buffalo, Buffalo, NY gsc4@buffalo.edu March 12, 2007 Abstract This ote itroduces the basic
More informationNBHM QUESTION 2007 Section 1 : Algebra Q1. Let G be a group of order n. Which of the following conditions imply that G is abelian?
NBHM QUESTION 7 NBHM QUESTION 7 NBHM QUESTION 7 Sectio : Algebra Q Let G be a group of order Which of the followig coditios imply that G is abelia? 5 36 Q Which of the followig subgroups are ecesarily
More informationA Characterization of Compact Operators by Orthogonality
Australia Joural of Basic ad Applied Scieces, 5(6): 253-257, 211 ISSN 1991-8178 A Characterizatio of Compact Operators by Orthogoality Abdorreza Paahi, Mohamad Reza Farmai ad Azam Noorafa Zaai Departmet
More informationTENSOR PRODUCTS AND PARTIAL TRACES
Lecture 2 TENSOR PRODUCTS AND PARTIAL TRACES Stéphae ATTAL Abstract This lecture cocers special aspects of Operator Theory which are of much use i Quatum Mechaics, i particular i the theory of Quatum Ope
More informationPRELIM PROBLEM SOLUTIONS
PRELIM PROBLEM SOLUTIONS THE GRAD STUDENTS + KEN Cotets. Complex Aalysis Practice Problems 2. 2. Real Aalysis Practice Problems 2. 4 3. Algebra Practice Problems 2. 8. Complex Aalysis Practice Problems
More informationMAT1026 Calculus II Basic Convergence Tests for Series
MAT026 Calculus II Basic Covergece Tests for Series Egi MERMUT 202.03.08 Dokuz Eylül Uiversity Faculty of Sciece Departmet of Mathematics İzmir/TURKEY Cotets Mootoe Covergece Theorem 2 2 Series of Real
More informationANSWERS TO MIDTERM EXAM # 2
MATH 03, FALL 003 ANSWERS TO MIDTERM EXAM # PENN STATE UNIVERSITY Problem 1 (18 pts). State ad prove the Itermediate Value Theorem. Solutio See class otes or Theorem 5.6.1 from our textbook. Problem (18
More informationLinear Elliptic PDE s Elliptic partial differential equations frequently arise out of conservation statements of the form
Liear Elliptic PDE s Elliptic partial differetial equatios frequetly arise out of coservatio statemets of the form B F d B Sdx B cotaied i bouded ope set U R. Here F, S deote respectively, the flux desity
More informationCommon Coupled Fixed Point of Mappings Satisfying Rational Inequalities in Ordered Complex Valued Generalized Metric Spaces
IOSR Joural of Mathematics (IOSR-JM) e-issn: 78-578, p-issn:319-765x Volume 10, Issue 3 Ver II (May-Ju 014), PP 69-77 Commo Coupled Fixed Poit of Mappigs Satisfyig Ratioal Iequalities i Ordered Complex
More informationMATH 205 HOMEWORK #2 OFFICIAL SOLUTION. (f + g)(x) = f(x) + g(x) = f( x) g( x) = (f + g)( x)
MATH 205 HOMEWORK #2 OFFICIAL SOLUTION Problem 2: Do problems 7-9 o page 40 of Hoffma & Kuze. (7) We will prove this by cotradictio. Suppose that W 1 is ot cotaied i W 2 ad W 2 is ot cotaied i W 1. The
More informationResearch Article Approximate Riesz Algebra-Valued Derivations
Abstract ad Applied Aalysis Volume 2012, Article ID 240258, 5 pages doi:10.1155/2012/240258 Research Article Approximate Riesz Algebra-Valued Derivatios Faruk Polat Departmet of Mathematics, Faculty of
More informationx x x Using a second Taylor polynomial with remainder, find the best constant C so that for x 0,
Math Activity 9( Due with Fial Eam) Usig first ad secod Taylor polyomials with remaider, show that for, 8 Usig a secod Taylor polyomial with remaider, fid the best costat C so that for, C 9 The th Derivative
More information5.1. The Rayleigh s quotient. Definition 49. Let A = A be a self-adjoint matrix. quotient is the function. R(x) = x,ax, for x = 0.
40 RODICA D. COSTIN 5. The Rayleigh s priciple ad the i priciple for the eigevalues of a self-adjoit matrix Eigevalues of self-adjoit matrices are easy to calculate. This sectio shows how this is doe usig
More informationTopologie. Musterlösungen
Fakultät für Mathematik Sommersemester 2018 Marius Hiemisch Topologie Musterlösuge Aufgabe (Beispiel 1.2.h aus Vorlesug). Es sei X eie Mege ud R Abb(X, R) eie Uteralgebra, d.h. {kostate Abbilduge} R ud
More informationHomework 4. x n x X = f(x n x) +
Homework 4 1. Let X ad Y be ormed spaces, T B(X, Y ) ad {x } a sequece i X. If x x weakly, show that T x T x weakly. Solutio: We eed to show that g(t x) g(t x) g Y. It suffices to do this whe g Y = 1.
More informationMathematical Methods for Physics and Engineering
Mathematical Methods for Physics ad Egieerig Lecture otes Sergei V. Shabaov Departmet of Mathematics, Uiversity of Florida, Gaiesville, FL 326 USA CHAPTER The theory of covergece. Numerical sequeces..
More informationLinearAlgebra DMTH502
LiearAlgebra DMTH50 LINEAR ALGEBRA Copyright 0 J D Aad All rights reserved Produced & Prited by EXCEL BOOKS PRIVATE LIMITED A-45, Naraia, Phase-I, New Delhi-008 for Lovely Professioal Uiversity Phagwara
More informationA brief introduction to linear algebra
CHAPTER 6 A brief itroductio to liear algebra 1. Vector spaces ad liear maps I what follows, fix K 2{Q, R, C}. More geerally, K ca be ay field. 1.1. Vector spaces. Motivated by our ituitio of addig ad
More information5. Matrix exponentials and Von Neumann s theorem The matrix exponential. For an n n matrix X we define
5. Matrix expoetials ad Vo Neuma s theorem 5.1. The matrix expoetial. For a matrix X we defie e X = exp X = I + X + X2 2! +... = 0 X!. We assume that the etries are complex so that exp is well defied o
More informationVECTOR SEMINORMS, SPACES WITH VECTOR NORM, AND REGULAR OPERATORS
Dedicated to Professor Philippe G. Ciarlet o his 70th birthday VECTOR SEMINORMS, SPACES WITH VECTOR NORM, AND REGULAR OPERATORS ROMULUS CRISTESCU The rst sectio of this paper deals with the properties
More informationFilter banks. Separately, the lowpass and highpass filters are not invertible. removes the highest frequency 1/ 2and
Filter bas Separately, the lowpass ad highpass filters are ot ivertible T removes the highest frequecy / ad removes the lowest frequecy Together these filters separate the sigal ito low-frequecy ad high-frequecy
More informationCHAPTER I: Vector Spaces
CHAPTER I: Vector Spaces Sectio 1: Itroductio ad Examples This first chapter is largely a review of topics you probably saw i your liear algebra course. So why cover it? (1) Not everyoe remembers everythig
More information1 lim. f(x) sin(nx)dx = 0. n sin(nx)dx
Problem A. Calculate ta(.) to 4 decimal places. Solutio: The power series for si(x)/ cos(x) is x + x 3 /3 + (2/5)x 5 +. Puttig x =. gives ta(.) =.3. Problem 2A. Let f : R R be a cotiuous fuctio. Show that
More informationMath 299 Supplement: Real Analysis Nov 2013
Math 299 Supplemet: Real Aalysis Nov 203 Algebra Axioms. I Real Aalysis, we work withi the axiomatic system of real umbers: the set R alog with the additio ad multiplicatio operatios +,, ad the iequality
More informationChapter 7 Isoperimetric problem
Chapter 7 Isoperimetric problem Recall that the isoperimetric problem (see the itroductio its coectio with ido s proble) is oe of the most classical problem of a shape optimizatio. It ca be formulated
More informationLinear Transformations
Liear rasformatios 6. Itroductio to Liear rasformatios 6. he Kerel ad Rage of a Liear rasformatio 6. Matrices for Liear rasformatios 6.4 rasitio Matrices ad Similarity 6.5 Applicatios of Liear rasformatios
More informationSequences and Series
Sequeces ad Series Sequeces of real umbers. Real umber system We are familiar with atural umbers ad to some extet the ratioal umbers. While fidig roots of algebraic equatios we see that ratioal umbers
More informationMa 530 Introduction to Power Series
Ma 530 Itroductio to Power Series Please ote that there is material o power series at Visual Calculus. Some of this material was used as part of the presetatio of the topics that follow. What is a Power
More informationREAL ANALYSIS II: PROBLEM SET 1 - SOLUTIONS
REAL ANALYSIS II: PROBLEM SET 1 - SOLUTIONS 18th Feb, 016 Defiitio (Lipschitz fuctio). A fuctio f : R R is said to be Lipschitz if there exists a positive real umber c such that for ay x, y i the domai
More informationOn n-collinear elements and Riesz theorem
Available olie at www.tjsa.com J. Noliear Sci. Appl. 9 (206), 3066 3073 Research Article O -colliear elemets ad Riesz theorem Wasfi Shataawi a, Mihai Postolache b, a Departmet of Mathematics, Hashemite
More informationMachine Learning Theory Tübingen University, WS 2016/2017 Lecture 11
Machie Learig Theory Tübige Uiversity, WS 06/07 Lecture Tolstikhi Ilya Abstract We will itroduce the otio of reproducig kerels ad associated Reproducig Kerel Hilbert Spaces (RKHS). We will cosider couple
More informationTERMWISE DERIVATIVES OF COMPLEX FUNCTIONS
TERMWISE DERIVATIVES OF COMPLEX FUNCTIONS This writeup proves a result that has as oe cosequece that ay complex power series ca be differetiated term-by-term withi its disk of covergece The result has
More informationConvergence of random variables. (telegram style notes) P.J.C. Spreij
Covergece of radom variables (telegram style otes).j.c. Spreij this versio: September 6, 2005 Itroductio As we kow, radom variables are by defiitio measurable fuctios o some uderlyig measurable space
More informationREGULARIZATION OF CERTAIN DIVERGENT SERIES OF POLYNOMIALS
REGULARIZATION OF CERTAIN DIVERGENT SERIES OF POLYNOMIALS LIVIU I. NICOLAESCU ABSTRACT. We ivestigate the geeralized covergece ad sums of series of the form P at P (x, where P R[x], a R,, ad T : R[x] R[x]
More informationThe value of Banach limits on a certain sequence of all rational numbers in the interval (0,1) Bao Qi Feng
The value of Baach limits o a certai sequece of all ratioal umbers i the iterval 0, Bao Qi Feg Departmet of Mathematical Scieces, Ket State Uiversity, Tuscarawas, 330 Uiversity Dr. NE, New Philadelphia,
More informationModern Algebra. Previous year Questions from 2017 to Ramanasri
Moder Algebra Previous year Questios from 017 to 199 Ramaasri 017 S H O P NO- 4, 1 S T F L O O R, N E A R R A P I D F L O U R M I L L S, O L D R A J E N D E R N A G A R, N E W D E L H I. W E B S I T E
More informationEquivalent Banach Operator Ideal Norms 1
It. Joural of Math. Aalysis, Vol. 6, 2012, o. 1, 19-27 Equivalet Baach Operator Ideal Norms 1 Musudi Sammy Chuka Uiversity College P.O. Box 109-60400, Keya sammusudi@yahoo.com Shem Aywa Maside Muliro Uiversity
More informationMath 341 Lecture #31 6.5: Power Series
Math 341 Lecture #31 6.5: Power Series We ow tur our attetio to a particular kid of series of fuctios, amely, power series, f(x = a x = a 0 + a 1 x + a 2 x 2 + where a R for all N. I terms of a series
More informationLecture 3 : Random variables and their distributions
Lecture 3 : Radom variables ad their distributios 3.1 Radom variables Let (Ω, F) ad (S, S) be two measurable spaces. A map X : Ω S is measurable or a radom variable (deoted r.v.) if X 1 (A) {ω : X(ω) A}
More informationIn number theory we will generally be working with integers, though occasionally fractions and irrationals will come into play.
Number Theory Math 5840 otes. Sectio 1: Axioms. I umber theory we will geerally be workig with itegers, though occasioally fractios ad irratioals will come ito play. Notatio: Z deotes the set of all itegers
More informationChapter 3. Strong convergence. 3.1 Definition of almost sure convergence
Chapter 3 Strog covergece As poited out i the Chapter 2, there are multiple ways to defie the otio of covergece of a sequece of radom variables. That chapter defied covergece i probability, covergece i
More informationThe second is the wish that if f is a reasonably nice function in E and φ n
8 Sectio : Approximatios i Reproducig Kerel Hilbert Spaces I this sectio, we address two cocepts. Oe is the wish that if {E, } is a ierproduct space of real valued fuctios o the iterval [,], the there
More informationSh. Al-sharif - R. Khalil
Red. Sem. Mat. Uiv. Pol. Torio - Vol. 62, 2 (24) Sh. Al-sharif - R. Khalil C -SEMIGROUP AND OPERATOR IDEALS Abstract. Let T (t), t
More informationAH Checklist (Unit 3) AH Checklist (Unit 3) Matrices
AH Checklist (Uit 3) AH Checklist (Uit 3) Matrices Skill Achieved? Kow that a matrix is a rectagular array of umbers (aka etries or elemets) i paretheses, each etry beig i a particular row ad colum Kow
More informationProduct measures, Tonelli s and Fubini s theorems For use in MAT3400/4400, autumn 2014 Nadia S. Larsen. Version of 13 October 2014.
Product measures, Toelli s ad Fubii s theorems For use i MAT3400/4400, autum 2014 Nadia S. Larse Versio of 13 October 2014. 1. Costructio of the product measure The purpose of these otes is to preset the
More informationChapter 2. Periodic points of toral. automorphisms. 2.1 General introduction
Chapter 2 Periodic poits of toral automorphisms 2.1 Geeral itroductio The automorphisms of the two-dimesioal torus are rich mathematical objects possessig iterestig geometric, algebraic, topological ad
More informationChapter 10: Power Series
Chapter : Power Series 57 Chapter Overview: Power Series The reaso series are part of a Calculus course is that there are fuctios which caot be itegrated. All power series, though, ca be itegrated because
More informationInfinite Series and Improper Integrals
8 Special Fuctios Ifiite Series ad Improper Itegrals Ifiite series are importat i almost all areas of mathematics ad egieerig I additio to umerous other uses, they are used to defie certai fuctios ad to
More informationIntegrable Functions. { f n } is called a determining sequence for f. If f is integrable with respect to, then f d does exist as a finite real number
MATH 532 Itegrable Fuctios Dr. Neal, WKU We ow shall defie what it meas for a measurable fuctio to be itegrable, show that all itegral properties of simple fuctios still hold, ad the give some coditios
More information