Handout 4. Inverse and Implicit Function Theorems.

Size: px
Start display at page:

Download "Handout 4. Inverse and Implicit Function Theorems."

Transcription

1 8.95 Hndout 4. Inverse nd Implicit Function Theorems. Theorem (Inverse Function Theorem). Suppose U R n is open, f : U R n is C, x U nd df x is invertible. Then there exists neighborhood V of x in U nd neighborhood W of f(x ) in R n such tht f hs C inverse g = f : W V. (Thus f(g(y)) = y for ll y W nd g(f(x)) = x for ll x V.) Moreover, dg y = (df g(y) ) nd g is smooth whenever f is smooth. for ll y W Remrk. The theorem sys tht continuously differentible function f between regions in R n is loclly invertible ner points where its differentil is invertible. Proof. Without loss of generlity, we my ssume tht x =, f(x ) = nd df x = I. (Otherwise, replce f with f(x) = df x (f(x + x ) f(x )). Note tht if the theorem holds with f,,, I nd function g in plce of f x, f(x ), df x nd g respectively, then it is esily verified tht the theorem s stted holds with g(y) = x + g (df (y f(x ))).) x Since df x is continuous in x t x (see Exercise ), there exists number r > such tht x B r () = df x I. 2 (Recll tht for liner trnsformtion A : R n R m we define the norm of A by A = sup { v } A(v).) Fix y B r/2 (). Define function φ by Note tht dφ x = I df x nd hence φ(x) = x f(x) + y. Thus dφ x /2 if x B r (). d φ(x) φ(x) y + y = φ(tx)dt + y dt = dφ tx xdt + y dφ tx x dt + y r/2 + r/2 = r ()

2 whenever x B r (). i.e. φ is mp from B r () into itself. For ny x, z B r (), φ(z) φ(x) = d φ(x + t(z x))dt dt dφ x+t(z x) (z x) dt dφx+t(z x) z x dt z x. 2 Thus φ : B r () B r () is contrction, nd hence φ hs unique fixed point x y B r (). i.e. there is unique point x y B r () with f(x y ) = y. In fct x y B r () since r 2 > y = f(x y ) x y x y f(x y ) x y 2 x y = 2 x y. Set W = B r/2 () nd V = f (W ) B r (). Note then tht V is open. Define g : W V by g(y) = x y. Then f(g(y)) = y for ll y W nd g(f(x)) = x for ll x V. Next we show tht g is differentible, with dg y = (df g(y) ). First note tht with ψ : B r () R n defined by ψ(x) = x f(x), we hve tht for x, x 2 B r (), x x 2 f(x ) f(x 2 ) (x x 2 ) (f(x ) f(x 2 )) ψ(x ) ψ(x 2 ) x x 2 2 where the lst inequlity follows by estimting s in (), using dψ x = I df x. Hence x x 2 f(x ) f(x 2 ) 2 for ny x, x 2 B r (), which implies g(y ) g(y 2 ) 2 y y 2 (2) for ny y, y 2 W = B r/2 (). In prticulr, g is continuous. 2

3 Now fix y W, nd let A = df g(y). Since W is open, there exists δ > such tht y + k W if k B δ (). Let h = g(y + k) g(y). Then k = y + k y = f(g(y + k)) f(g(y)) = f(g(y) + h) f(g(y)) nd hence, for k B δ () \ {}, g(y + k) g(y) A k A (Ah k) h = k h k A k Ah h h k 2 A f(g(y) + h) f(g(y)) Ah (3) h where the lst estimte follows from (2). Note tht since g(y+k) = g(y) = f(g(y + k)) = f(g(y)) = y + k = y = k =, we hve tht h if k =. Sice A = df g(y), it follows from the definition of differentibility of f tht the right hnd side of (3) tends to h s, nd hence, since h 2 k by (2), it follows tht i.e. g is differentible t y nd g(y + k) g(y) A k lim =. k k dg y = (df g(y) ). (4) Finlly, note tht the function y dg y is the composition of the function y df g(y) nd mtrix inversion A A. Mtrix inversion is smooth mp of the entries, nd the function y df g(y) is continuous since g is continuous nd f is C. Hence we conclude tht y dg y is continuous; i.e. tht g is C. Repetedly differentiting (4) shows tht g is smooth if f is smooth. Exercise. Let L(R n ; R n ) be the set of liner trnsformtions from into itself with the metric d(a, B) = A B. (cf. Exercise of hndout.) Let U R n be open nd f : U R n be C function. Show tht the mp x df x is continuous s mp from U into L(R n ; R n ). Exercise 2. Suppose g : [, b] R n is continuous. Show tht g(t)dt g(t) dt R n 3

4 where denotes the Eucliden norm. You my use without proof tht h(t)dt h(t) dt for sclr vlued function h. Exercise 3. Define f : R R by f(x) = 2 + x 2 sin x if x nd f() =. Compute f (x) for ll x R. Show tht f () >, yet f is not one to one in ny neighborhood of This. exmple shows tht in the Inverse Function Theorem, the hypothesis tht f is C cnnot be wekened to the hypothesis tht f is differentible. Exercise 4. Define f : R 2 R 2 by f(x, y) = (e x cos y, e x sin y). Show tht f is C nd tht df (x,y) is invertible for ll (x, ) y R 2 nd yet f is not one to one function globlly. Why doesn t this contrdict the Inverse Function Theorem? Next we prove the Implicit Function Theorem. This theorem gives conditions under which one cn solve, loclly, system of equtions f i (x, y) =, where x R m nd y R n, for y in terms of x. (Thus, y = (y,..., y n ) where y,..., y n re regrded s n unknowns, stisfying the n equtions f i (x, y) =, i =,..., n.) Geometriclly, the set of solutions (x, ) yto the system of equtions is the grph of function y = g(x). Note tht we hve from liner lgebr tht if for ech i, the function f i is liner with constnt coefficients ( ) in the vribles y j, then whenever the (constnt) n n mtrix f i is invertible, the system of equtions is solvble yfor in terms y j i,jn We shll use the following nottion: For Rn n vlued function f(x, y) = (f (x, y), f 2 (x, y),..., f n (x, y)) in domin U R m+n R m R n, where x R m, y R n, we ( shll ) denote by dx f the prtil differentil represented f by the n m mtrix i x j nd by d y f the prtil differentil in,jm ( ) represented by the n n mtrix x i =, 2,... n of x. Implicit function theorem sys tht whenever f i re C nd this mtrix is invertible t point (, b), then the system is solvble y in for terms of x loclly in neighborhood of (, b). f i y j i,jn. Theorem 2 (Implicit Function Theorem). Let U R m+n R m R n be n open set, f : U R n C function, (, b) U point such tht f(, b) = nd d y f (,b) invertible. Then there exists neighborhood V of 4

5 (, b) in U, neighborhood W of in R m nd C function g : W such tht R n {(x, y) V : f(x, y) = } = {(x, g(x)) : x W }. Moreover, dg x = (d y f) d x f (x,g(x)) (x,g(x)) nd g is smooth if f is smooth. Proof. Define F : U by F (x, y) = (x, f(x, y)). Then F is C in U, F(, b) = (, ) nd det df (,b) = det d y f (,b) =. Hence by the Inverse Function Theorem, F hs C inverse F : W V for neighborhoods V of (, b) ndw of (, ) in R m R n. Set W = {x R m : (x, ) W }. Then W is open in R m. Note then tht if x W, then (x, ) W so tht (x, ) = F (x, y ) where (x, y ) V is uniquely determined by x. (In fct, by the definition of F, x = x.) Define g : W R n by setting y = g(x). Thus g(x) is defined by F (x, ) = (x, g(x)); i.e. by g(x) = π F (x, ) where π : R m R n R n is the projection mp π(x, y) = y. Then {(x, y) V : f(x, y) = } = {(x, y) V : F (x, y) = (x, )} = {(x, g(x)) : x W }. Since π is smooth mp nd F is C, it follows tht g is C. The formul for dg x follows by differentiting the identity R m+n f(x, g(x)) on W using the chin rule. By repetedly differentiting this identity, it follows tht g is smooth if f is smooth. 5

(4.1) D r v(t) ω(t, v(t))

(4.1) D r v(t) ω(t, v(t)) 1.4. Differentil inequlities. Let D r denote the right hnd derivtive of function. If ω(t, u) is sclr function of the sclrs t, u in some open connected set Ω, we sy tht function v(t), t < b, is solution

More information

UNIFORM CONVERGENCE MA 403: REAL ANALYSIS, INSTRUCTOR: B. V. LIMAYE

UNIFORM CONVERGENCE MA 403: REAL ANALYSIS, INSTRUCTOR: B. V. LIMAYE UNIFORM CONVERGENCE MA 403: REAL ANALYSIS, INSTRUCTOR: B. V. LIMAYE 1. Pointwise Convergence of Sequence Let E be set nd Y be metric spce. Consider functions f n : E Y for n = 1, 2,.... We sy tht the sequence

More information

Chapter 3. Vector Spaces

Chapter 3. Vector Spaces 3.4 Liner Trnsformtions 1 Chpter 3. Vector Spces 3.4 Liner Trnsformtions Note. We hve lredy studied liner trnsformtions from R n into R m. Now we look t liner trnsformtions from one generl vector spce

More information

Lecture 1. Functional series. Pointwise and uniform convergence.

Lecture 1. Functional series. Pointwise and uniform convergence. 1 Introduction. Lecture 1. Functionl series. Pointwise nd uniform convergence. In this course we study mongst other things Fourier series. The Fourier series for periodic function f(x) with period 2π is

More information

STUDY GUIDE FOR BASIC EXAM

STUDY GUIDE FOR BASIC EXAM STUDY GUIDE FOR BASIC EXAM BRYON ARAGAM This is prtil list of theorems tht frequently show up on the bsic exm. In mny cses, you my be sked to directly prove one of these theorems or these vrints. There

More information

Best Approximation in the 2-norm

Best Approximation in the 2-norm Jim Lmbers MAT 77 Fll Semester 1-11 Lecture 1 Notes These notes correspond to Sections 9. nd 9.3 in the text. Best Approximtion in the -norm Suppose tht we wish to obtin function f n (x) tht is liner combintion

More information

ODE: Existence and Uniqueness of a Solution

ODE: Existence and Uniqueness of a Solution Mth 22 Fll 213 Jerry Kzdn ODE: Existence nd Uniqueness of Solution The Fundmentl Theorem of Clculus tells us how to solve the ordinry differentil eqution (ODE) du = f(t) dt with initil condition u() =

More information

g i fφdx dx = x i i=1 is a Hilbert space. We shall, henceforth, abuse notation and write g i f(x) = f

g i fφdx dx = x i i=1 is a Hilbert space. We shall, henceforth, abuse notation and write g i f(x) = f 1. Appliction of functionl nlysis to PEs 1.1. Introduction. In this section we give little introduction to prtil differentil equtions. In prticulr we consider the problem u(x) = f(x) x, u(x) = x (1) where

More information

The Banach algebra of functions of bounded variation and the pointwise Helly selection theorem

The Banach algebra of functions of bounded variation and the pointwise Helly selection theorem The Bnch lgebr of functions of bounded vrition nd the pointwise Helly selection theorem Jordn Bell jordn.bell@gmil.com Deprtment of Mthemtics, University of Toronto Jnury, 015 1 BV [, b] Let < b. For f

More information

MA Handout 2: Notation and Background Concepts from Analysis

MA Handout 2: Notation and Background Concepts from Analysis MA350059 Hndout 2: Nottion nd Bckground Concepts from Anlysis This hndout summrises some nottion we will use nd lso gives recp of some concepts from other units (MA20023: PDEs nd CM, MA20218: Anlysis 2A,

More information

f(x)dx . Show that there 1, 0 < x 1 does not exist a differentiable function g : [ 1, 1] R such that g (x) = f(x) for all

f(x)dx . Show that there 1, 0 < x 1 does not exist a differentiable function g : [ 1, 1] R such that g (x) = f(x) for all 3 Definite Integrl 3.1 Introduction In school one comes cross the definition of the integrl of rel vlued function defined on closed nd bounded intervl [, b] between the limits nd b, i.e., f(x)dx s the

More information

440-2 Geometry/Topology: Differentiable Manifolds Northwestern University Solutions of Practice Problems for Final Exam

440-2 Geometry/Topology: Differentiable Manifolds Northwestern University Solutions of Practice Problems for Final Exam 440-2 Geometry/Topology: Differentible Mnifolds Northwestern University Solutions of Prctice Problems for Finl Exm 1) Using the cnonicl covering of RP n by {U α } 0 α n, where U α = {[x 0 : : x n ] RP

More information

Fundamental Theorem of Calculus

Fundamental Theorem of Calculus Fundmentl Theorem of Clculus Recll tht if f is nonnegtive nd continuous on [, ], then the re under its grph etween nd is the definite integrl A= f() d Now, for in the intervl [, ], let A() e the re under

More information

Notes on length and conformal metrics

Notes on length and conformal metrics Notes on length nd conforml metrics We recll how to mesure the Eucliden distnce of n rc in the plne. Let α : [, b] R 2 be smooth (C ) rc. Tht is α(t) (x(t), y(t)) where x(t) nd y(t) re smooth rel vlued

More information

The Riemann Integral

The Riemann Integral Deprtment of Mthemtics King Sud University 2017-2018 Tble of contents 1 Anti-derivtive Function nd Indefinite Integrls 2 3 4 5 Indefinite Integrls & Anti-derivtive Function Definition Let f : I R be function

More information

a n = 1 58 a n+1 1 = 57a n + 1 a n = 56(a n 1) 57 so 0 a n+1 1, and the required result is true, by induction.

a n = 1 58 a n+1 1 = 57a n + 1 a n = 56(a n 1) 57 so 0 a n+1 1, and the required result is true, by induction. MAS221(216-17) Exm Solutions 1. (i) A is () bounded bove if there exists K R so tht K for ll A ; (b) it is bounded below if there exists L R so tht L for ll A. e.g. the set { n; n N} is bounded bove (by

More information

Analytical Methods Exam: Preparatory Exercises

Analytical Methods Exam: Preparatory Exercises Anlyticl Methods Exm: Preprtory Exercises Question. Wht does it men tht (X, F, µ) is mesure spce? Show tht µ is monotone, tht is: if E F re mesurble sets then µ(e) µ(f). Question. Discuss if ech of the

More information

7 - Continuous random variables

7 - Continuous random variables 7-1 Continuous rndom vribles S. Lll, Stnford 2011.01.25.01 7 - Continuous rndom vribles Continuous rndom vribles The cumultive distribution function The uniform rndom vrible Gussin rndom vribles The Gussin

More information

MAA 4212 Improper Integrals

MAA 4212 Improper Integrals Notes by Dvid Groisser, Copyright c 1995; revised 2002, 2009, 2014 MAA 4212 Improper Integrls The Riemnn integrl, while perfectly well-defined, is too restrictive for mny purposes; there re functions which

More information

Phil Wertheimer UMD Math Qualifying Exam Solutions Analysis - January, 2015

Phil Wertheimer UMD Math Qualifying Exam Solutions Analysis - January, 2015 Problem 1 Let m denote the Lebesgue mesure restricted to the compct intervl [, b]. () Prove tht function f defined on the compct intervl [, b] is Lipschitz if nd only if there is constct c nd function

More information

INDIAN INSTITUTE OF TECHNOLOGY BOMBAY MA205 Complex Analysis Autumn 2012

INDIAN INSTITUTE OF TECHNOLOGY BOMBAY MA205 Complex Analysis Autumn 2012 Lecture 6: Line Integrls INDIAN INSTITUTE OF TECHNOLOGY BOMBAY MA205 Complex Anlysis Autumn 2012 August 8, 2012 Lecture 6: Line Integrls Lecture 6: Line Integrls Lecture 6: Line Integrls Integrls of complex

More information

Math 6455 Oct 10, Differential Geometry I Fall 2006, Georgia Tech

Math 6455 Oct 10, Differential Geometry I Fall 2006, Georgia Tech Mth 6455 Oct 10, 2006 1 Differentil Geometry I Fll 2006, Georgi Tech Lecture Notes 12 Riemnnin Metrics 0.1 Definition If M is smooth mnifold then by Riemnnin metric g on M we men smooth ssignment of n

More information

Main topics for the First Midterm

Main topics for the First Midterm Min topics for the First Midterm The Midterm will cover Section 1.8, Chpters 2-3, Sections 4.1-4.8, nd Sections 5.1-5.3 (essentilly ll of the mteril covered in clss). Be sure to know the results of the

More information

Math Theory of Partial Differential Equations Lecture 2-9: Sturm-Liouville eigenvalue problems (continued).

Math Theory of Partial Differential Equations Lecture 2-9: Sturm-Liouville eigenvalue problems (continued). Mth 412-501 Theory of Prtil Differentil Equtions Lecture 2-9: Sturm-Liouville eigenvlue problems (continued). Regulr Sturm-Liouville eigenvlue problem: d ( p dφ ) + qφ + λσφ = 0 ( < x < b), dx dx β 1 φ()

More information

The Regulated and Riemann Integrals

The Regulated and Riemann Integrals Chpter 1 The Regulted nd Riemnn Integrls 1.1 Introduction We will consider severl different pproches to defining the definite integrl f(x) dx of function f(x). These definitions will ll ssign the sme vlue

More information

Math Advanced Calculus II

Math Advanced Calculus II Mth 452 - Advnced Clculus II Line Integrls nd Green s Theorem The min gol of this chpter is to prove Stoke s theorem, which is the multivrible version of the fundmentl theorem of clculus. We will be focused

More information

Lecture 3. Limits of Functions and Continuity

Lecture 3. Limits of Functions and Continuity Lecture 3 Limits of Functions nd Continuity Audrey Terrs April 26, 21 1 Limits of Functions Notes I m skipping the lst section of Chpter 6 of Lng; the section bout open nd closed sets We cn probbly live

More information

Section 3.3: Fredholm Integral Equations

Section 3.3: Fredholm Integral Equations Section 3.3: Fredholm Integrl Equtions Suppose tht k : [, b] [, b] R nd g : [, b] R re given functions nd tht we wish to find n f : [, b] R tht stisfies f(x) = g(x) + k(x, y) f(y) dy. () Eqution () is

More information

UNIFORM CONVERGENCE. Contents 1. Uniform Convergence 1 2. Properties of uniform convergence 3

UNIFORM CONVERGENCE. Contents 1. Uniform Convergence 1 2. Properties of uniform convergence 3 UNIFORM CONVERGENCE Contents 1. Uniform Convergence 1 2. Properties of uniform convergence 3 Suppose f n : Ω R or f n : Ω C is sequence of rel or complex functions, nd f n f s n in some sense. Furthermore,

More information

Fourier series. Preliminary material on inner products. Suppose V is vector space over C and (, )

Fourier series. Preliminary material on inner products. Suppose V is vector space over C and (, ) Fourier series. Preliminry mteril on inner products. Suppose V is vector spce over C nd (, ) is Hermitin inner product on V. This mens, by definition, tht (, ) : V V C nd tht the following four conditions

More information

SOLUTIONS FOR ANALYSIS QUALIFYING EXAM, FALL (1 + µ(f n )) f(x) =. But we don t need the exact bound.) Set

SOLUTIONS FOR ANALYSIS QUALIFYING EXAM, FALL (1 + µ(f n )) f(x) =. But we don t need the exact bound.) Set SOLUTIONS FOR ANALYSIS QUALIFYING EXAM, FALL 28 Nottion: N {, 2, 3,...}. (Tht is, N.. Let (X, M be mesurble spce with σ-finite positive mesure µ. Prove tht there is finite positive mesure ν on (X, M such

More information

Problem Set 4: Solutions Math 201A: Fall 2016

Problem Set 4: Solutions Math 201A: Fall 2016 Problem Set 4: s Mth 20A: Fll 206 Problem. Let f : X Y be one-to-one, onto mp between metric spces X, Y. () If f is continuous nd X is compct, prove tht f is homeomorphism. Does this result remin true

More information

A BRIEF INTRODUCTION TO UNIFORM CONVERGENCE. In the study of Fourier series, several questions arise naturally, such as: c n e int

A BRIEF INTRODUCTION TO UNIFORM CONVERGENCE. In the study of Fourier series, several questions arise naturally, such as: c n e int A BRIEF INTRODUCTION TO UNIFORM CONVERGENCE HANS RINGSTRÖM. Questions nd exmples In the study of Fourier series, severl questions rise nturlly, such s: () (2) re there conditions on c n, n Z, which ensure

More information

Math Calculus with Analytic Geometry II

Math Calculus with Analytic Geometry II orem of definite Mth 5.0 with Anlytic Geometry II Jnury 4, 0 orem of definite If < b then b f (x) dx = ( under f bove x-xis) ( bove f under x-xis) Exmple 8 0 3 9 x dx = π 3 4 = 9π 4 orem of definite Problem

More information

A REVIEW OF CALCULUS CONCEPTS FOR JDEP 384H. Thomas Shores Department of Mathematics University of Nebraska Spring 2007

A REVIEW OF CALCULUS CONCEPTS FOR JDEP 384H. Thomas Shores Department of Mathematics University of Nebraska Spring 2007 A REVIEW OF CALCULUS CONCEPTS FOR JDEP 384H Thoms Shores Deprtment of Mthemtics University of Nebrsk Spring 2007 Contents Rtes of Chnge nd Derivtives 1 Dierentils 4 Are nd Integrls 5 Multivrite Clculus

More information

LECTURE. INTEGRATION AND ANTIDERIVATIVE.

LECTURE. INTEGRATION AND ANTIDERIVATIVE. ANALYSIS FOR HIGH SCHOOL TEACHERS LECTURE. INTEGRATION AND ANTIDERIVATIVE. ROTHSCHILD CAESARIA COURSE, 2015/6 1. Integrtion Historiclly, it ws the problem of computing res nd volumes, tht triggered development

More information

Math Solutions to homework 1

Math Solutions to homework 1 Mth 75 - Solutions to homework Cédric De Groote October 5, 07 Problem, prt : This problem explores the reltionship between norms nd inner products Let X be rel vector spce ) Suppose tht is norm on X tht

More information

MTH 5102 Linear Algebra Practice Exam 1 - Solutions Feb. 9, 2016

MTH 5102 Linear Algebra Practice Exam 1 - Solutions Feb. 9, 2016 Nme (Lst nme, First nme): MTH 502 Liner Algebr Prctice Exm - Solutions Feb 9, 206 Exm Instructions: You hve hour & 0 minutes to complete the exm There re totl of 6 problems You must show your work Prtil

More information

W. We shall do so one by one, starting with I 1, and we shall do it greedily, trying

W. We shall do so one by one, starting with I 1, and we shall do it greedily, trying Vitli covers 1 Definition. A Vitli cover of set E R is set V of closed intervls with positive length so tht, for every δ > 0 nd every x E, there is some I V with λ(i ) < δ nd x I. 2 Lemm (Vitli covering)

More information

1 Techniques of Integration

1 Techniques of Integration November 8, 8 MAT86 Week Justin Ko Techniques of Integrtion. Integrtion By Substitution (Chnge of Vribles) We cn think of integrtion by substitution s the counterprt of the chin rule for differentition.

More information

MA123, Chapter 10: Formulas for integrals: integrals, antiderivatives, and the Fundamental Theorem of Calculus (pp.

MA123, Chapter 10: Formulas for integrals: integrals, antiderivatives, and the Fundamental Theorem of Calculus (pp. MA123, Chpter 1: Formuls for integrls: integrls, ntiderivtives, nd the Fundmentl Theorem of Clculus (pp. 27-233, Gootmn) Chpter Gols: Assignments: Understnd the sttement of the Fundmentl Theorem of Clculus.

More information

Review of basic calculus

Review of basic calculus Review of bsic clculus This brief review reclls some of the most importnt concepts, definitions, nd theorems from bsic clculus. It is not intended to tech bsic clculus from scrtch. If ny of the items below

More information

Jim Lambers MAT 280 Spring Semester Lecture 26 and 27 Notes

Jim Lambers MAT 280 Spring Semester Lecture 26 and 27 Notes Jim Lmbers MAT 280 pring emester 2009-10 Lecture 26 nd 27 Notes These notes correspond to ection 8.6 in Mrsden nd Tromb. ifferentil Forms To dte, we hve lerned the following theorems concerning the evlution

More information

Lecture notes. Fundamental inequalities: techniques and applications

Lecture notes. Fundamental inequalities: techniques and applications Lecture notes Fundmentl inequlities: techniques nd pplictions Mnh Hong Duong Mthemtics Institute, University of Wrwick Emil: m.h.duong@wrwick.c.uk Februry 8, 207 2 Abstrct Inequlities re ubiquitous in

More information

Section 6.1 INTRO to LAPLACE TRANSFORMS

Section 6.1 INTRO to LAPLACE TRANSFORMS Section 6. INTRO to LAPLACE TRANSFORMS Key terms: Improper Integrl; diverge, converge A A f(t)dt lim f(t)dt Piecewise Continuous Function; jump discontinuity Function of Exponentil Order Lplce Trnsform

More information

Summary: Method of Separation of Variables

Summary: Method of Separation of Variables Physics 246 Electricity nd Mgnetism I, Fll 26, Lecture 22 1 Summry: Method of Seprtion of Vribles 1. Seprtion of Vribles in Crtesin Coordintes 2. Fourier Series Suggested Reding: Griffiths: Chpter 3, Section

More information

Partial Derivatives. Limits. For a single variable function f (x), the limit lim

Partial Derivatives. Limits. For a single variable function f (x), the limit lim Limits Prtil Derivtives For single vrible function f (x), the limit lim x f (x) exists only if the right-hnd side limit equls to the left-hnd side limit, i.e., lim f (x) = lim f (x). x x + For two vribles

More information

Advanced Calculus: MATH 410 Uniform Convergence of Functions Professor David Levermore 11 December 2015

Advanced Calculus: MATH 410 Uniform Convergence of Functions Professor David Levermore 11 December 2015 Advnced Clculus: MATH 410 Uniform Convergence of Functions Professor Dvid Levermore 11 December 2015 12. Sequences of Functions We now explore two notions of wht it mens for sequence of functions {f n

More information

0.1 Properties of regulated functions and their Integrals.

0.1 Properties of regulated functions and their Integrals. MA244 Anlysis III Solutions. Sheet 2. NB. THESE ARE SKELETON SOLUTIONS, USE WISELY!. Properties of regulted functions nd their Integrls.. (Q.) Pick ny ɛ >. As f, g re regulted, there exist φ, ψ S[, b]:

More information

x = b a n x 2 e x dx. cdx = c(b a), where c is any constant. a b

x = b a n x 2 e x dx. cdx = c(b a), where c is any constant. a b CHAPTER 5. INTEGRALS 61 where nd x = b n x i = 1 (x i 1 + x i ) = midpoint of [x i 1, x i ]. Problem 168 (Exercise 1, pge 377). Use the Midpoint Rule with the n = 4 to pproximte 5 1 x e x dx. Some quick

More information

Best Approximation. Chapter The General Case

Best Approximation. Chapter The General Case Chpter 4 Best Approximtion 4.1 The Generl Cse In the previous chpter, we hve seen how n interpolting polynomil cn be used s n pproximtion to given function. We now wnt to find the best pproximtion to given

More information

Section 6.1 INTRO to LAPLACE TRANSFORMS

Section 6.1 INTRO to LAPLACE TRANSFORMS Section 6. INTRO to LAPLACE TRANSFORMS Key terms: Improper Integrl; diverge, converge A A f(t)dt lim f(t)dt Piecewise Continuous Function; jump discontinuity Function of Exponentil Order Lplce Trnsform

More information

MATH 174A: PROBLEM SET 5. Suggested Solution

MATH 174A: PROBLEM SET 5. Suggested Solution MATH 174A: PROBLEM SET 5 Suggested Solution Problem 1. Suppose tht I [, b] is n intervl. Let f 1 b f() d for f C(I; R) (i.e. f is continuous rel-vlued function on I), nd let L 1 (I) denote the completion

More information

Theoretical foundations of Gaussian quadrature

Theoretical foundations of Gaussian quadrature Theoreticl foundtions of Gussin qudrture 1 Inner product vector spce Definition 1. A vector spce (or liner spce) is set V = {u, v, w,...} in which the following two opertions re defined: (A) Addition of

More information

Physics 116C Solution of inhomogeneous ordinary differential equations using Green s functions

Physics 116C Solution of inhomogeneous ordinary differential equations using Green s functions Physics 6C Solution of inhomogeneous ordinry differentil equtions using Green s functions Peter Young November 5, 29 Homogeneous Equtions We hve studied, especilly in long HW problem, second order liner

More information

INTRODUCTION TO INTEGRATION

INTRODUCTION TO INTEGRATION INTRODUCTION TO INTEGRATION 5.1 Ares nd Distnces Assume f(x) 0 on the intervl [, b]. Let A be the re under the grph of f(x). b We will obtin n pproximtion of A in the following three steps. STEP 1: Divide

More information

Euler, Ioachimescu and the trapezium rule. G.J.O. Jameson (Math. Gazette 96 (2012), )

Euler, Ioachimescu and the trapezium rule. G.J.O. Jameson (Math. Gazette 96 (2012), ) Euler, Iochimescu nd the trpezium rule G.J.O. Jmeson (Mth. Gzette 96 (0), 36 4) The following results were estblished in recent Gzette rticle [, Theorems, 3, 4]. Given > 0 nd 0 < s

More information

Line Integrals. Partitioning the Curve. Estimating the Mass

Line Integrals. Partitioning the Curve. Estimating the Mass Line Integrls Suppose we hve curve in the xy plne nd ssocite density δ(p ) = δ(x, y) t ech point on the curve. urves, of course, do not hve density or mss, but it my sometimes be convenient or useful to

More information

Overview of Calculus I

Overview of Calculus I Overview of Clculus I Prof. Jim Swift Northern Arizon University There re three key concepts in clculus: The limit, the derivtive, nd the integrl. You need to understnd the definitions of these three things,

More information

1.9 C 2 inner variations

1.9 C 2 inner variations 46 CHAPTER 1. INDIRECT METHODS 1.9 C 2 inner vritions So fr, we hve restricted ttention to liner vritions. These re vritions of the form vx; ǫ = ux + ǫφx where φ is in some liner perturbtion clss P, for

More information

f(x) dx, If one of these two conditions is not met, we call the integral improper. Our usual definition for the value for the definite integral

f(x) dx, If one of these two conditions is not met, we call the integral improper. Our usual definition for the value for the definite integral Improper Integrls Every time tht we hve evluted definite integrl such s f(x) dx, we hve mde two implicit ssumptions bout the integrl:. The intervl [, b] is finite, nd. f(x) is continuous on [, b]. If one

More information

Prof. Girardi, Math 703, Fall 2012 Homework Solutions: 1 8. Homework 1. in R, prove that. c k. sup. k n. sup. c k R = inf

Prof. Girardi, Math 703, Fall 2012 Homework Solutions: 1 8. Homework 1. in R, prove that. c k. sup. k n. sup. c k R = inf Knpp, Chpter, Section, # 4, p. 78 Homework For ny two sequences { n } nd {b n} in R, prove tht lim sup ( n + b n ) lim sup n + lim sup b n, () provided the two terms on the right side re not + nd in some

More information

1. On some properties of definite integrals. We prove

1. On some properties of definite integrals. We prove This short collection of notes is intended to complement the textbook Anlisi Mtemtic 2 by Crl Mdern, published by Città Studi Editore, [M]. We refer to [M] for nottion nd the logicl stremline of the rguments.

More information

MORE FUNCTION GRAPHING; OPTIMIZATION. (Last edited October 28, 2013 at 11:09pm.)

MORE FUNCTION GRAPHING; OPTIMIZATION. (Last edited October 28, 2013 at 11:09pm.) MORE FUNCTION GRAPHING; OPTIMIZATION FRI, OCT 25, 203 (Lst edited October 28, 203 t :09pm.) Exercise. Let n be n rbitrry positive integer. Give n exmple of function with exctly n verticl symptotes. Give

More information

Advanced Calculus: MATH 410 Notes on Integrals and Integrability Professor David Levermore 17 October 2004

Advanced Calculus: MATH 410 Notes on Integrals and Integrability Professor David Levermore 17 October 2004 Advnced Clculus: MATH 410 Notes on Integrls nd Integrbility Professor Dvid Levermore 17 October 2004 1. Definite Integrls In this section we revisit the definite integrl tht you were introduced to when

More information

Part I. Some reminders. Definition (Euclidean n-space) Theorem (Cauchy s inequality) Definition (Open ball) Definition (Cross product)

Part I. Some reminders. Definition (Euclidean n-space) Theorem (Cauchy s inequality) Definition (Open ball) Definition (Cross product) Prt I ome reminders 1.1. Eucliden spces 1.2. ubsets of Eucliden spce 1.3. Limits nd continuity Definition (Eucliden n-spce) The set of ll ordered n-tuples of rel numbers, x = (x1,..., xn), is the Eucliden

More information

u(t)dt + i a f(t)dt f(t) dt b f(t) dt (2) With this preliminary step in place, we are ready to define integration on a general curve in C.

u(t)dt + i a f(t)dt f(t) dt b f(t) dt (2) With this preliminary step in place, we are ready to define integration on a general curve in C. Lecture 4 Complex Integrtion MATH-GA 2451.001 Complex Vriles 1 Construction 1.1 Integrting complex function over curve in C A nturl wy to construct the integrl of complex function over curve in the complex

More information

Functions of Several Variables

Functions of Several Variables Functions of Severl Vribles Sketching Level Curves Sections Prtil Derivtives on every open set on which f nd the prtils, 2 f y = 2 f y re continuous. Norml Vector x, y, 2 f y, 2 f y n = ± (x 0,y 0) (x

More information

Homework 4. (1) If f R[a, b], show that f 3 R[a, b]. If f + (x) = max{f(x), 0}, is f + R[a, b]? Justify your answer.

Homework 4. (1) If f R[a, b], show that f 3 R[a, b]. If f + (x) = max{f(x), 0}, is f + R[a, b]? Justify your answer. Homework 4 (1) If f R[, b], show tht f 3 R[, b]. If f + (x) = mx{f(x), 0}, is f + R[, b]? Justify your nswer. (2) Let f be continuous function on [, b] tht is strictly positive except finitely mny points

More information

The final exam will take place on Friday May 11th from 8am 11am in Evans room 60.

The final exam will take place on Friday May 11th from 8am 11am in Evans room 60. Mth 104: finl informtion The finl exm will tke plce on Fridy My 11th from 8m 11m in Evns room 60. The exm will cover ll prts of the course with equl weighting. It will cover Chpters 1 5, 7 15, 17 21, 23

More information

Chapter 3 MATRIX. In this chapter: 3.1 MATRIX NOTATION AND TERMINOLOGY

Chapter 3 MATRIX. In this chapter: 3.1 MATRIX NOTATION AND TERMINOLOGY Chpter 3 MTRIX In this chpter: Definition nd terms Specil Mtrices Mtrix Opertion: Trnspose, Equlity, Sum, Difference, Sclr Multipliction, Mtrix Multipliction, Determinnt, Inverse ppliction of Mtrix in

More information

Math 360: A primitive integral and elementary functions

Math 360: A primitive integral and elementary functions Mth 360: A primitive integrl nd elementry functions D. DeTurck University of Pennsylvni October 16, 2017 D. DeTurck Mth 360 001 2017C: Integrl/functions 1 / 32 Setup for the integrl prtitions Definition:

More information

Definite integral. Mathematics FRDIS MENDELU

Definite integral. Mathematics FRDIS MENDELU Definite integrl Mthemtics FRDIS MENDELU Simon Fišnrová Brno 1 Motivtion - re under curve Suppose, for simplicity, tht y = f(x) is nonnegtive nd continuous function defined on [, b]. Wht is the re of the

More information

1.2. Linear Variable Coefficient Equations. y + b "! = a y + b " Remark: The case b = 0 and a non-constant can be solved with the same idea as above.

1.2. Linear Variable Coefficient Equations. y + b ! = a y + b  Remark: The case b = 0 and a non-constant can be solved with the same idea as above. 1 12 Liner Vrible Coefficient Equtions Section Objective(s): Review: Constnt Coefficient Equtions Solving Vrible Coefficient Equtions The Integrting Fctor Method The Bernoulli Eqution 121 Review: Constnt

More information

Review on Integration (Secs ) Review: Sec Origins of Calculus. Riemann Sums. New functions from old ones.

Review on Integration (Secs ) Review: Sec Origins of Calculus. Riemann Sums. New functions from old ones. Mth 20B Integrl Clculus Lecture Review on Integrtion (Secs. 5. - 5.3) Remrks on the course. Slide Review: Sec. 5.-5.3 Origins of Clculus. Riemnn Sums. New functions from old ones. A mthemticl description

More information

Calculus II: Integrations and Series

Calculus II: Integrations and Series Clculus II: Integrtions nd Series August 7, 200 Integrls Suppose we hve generl function y = f(x) For simplicity, let f(x) > 0 nd f(x) continuous Denote F (x) = re under the grph of f in the intervl [,x]

More information

63. Representation of functions as power series Consider a power series. ( 1) n x 2n for all 1 < x < 1

63. Representation of functions as power series Consider a power series. ( 1) n x 2n for all 1 < x < 1 3 9. SEQUENCES AND SERIES 63. Representtion of functions s power series Consider power series x 2 + x 4 x 6 + x 8 + = ( ) n x 2n It is geometric series with q = x 2 nd therefore it converges for ll q =

More information

Exam 2, Mathematics 4701, Section ETY6 6:05 pm 7:40 pm, March 31, 2016, IH-1105 Instructor: Attila Máté 1

Exam 2, Mathematics 4701, Section ETY6 6:05 pm 7:40 pm, March 31, 2016, IH-1105 Instructor: Attila Máté 1 Exm, Mthemtics 471, Section ETY6 6:5 pm 7:4 pm, Mrch 1, 16, IH-115 Instructor: Attil Máté 1 17 copies 1. ) Stte the usul sufficient condition for the fixed-point itertion to converge when solving the eqution

More information

1.1. Linear Constant Coefficient Equations. Remark: A differential equation is an equation

1.1. Linear Constant Coefficient Equations. Remark: A differential equation is an equation 1 1.1. Liner Constnt Coefficient Equtions Section Objective(s): Overview of Differentil Equtions. Liner Differentil Equtions. Solving Liner Differentil Equtions. The Initil Vlue Problem. 1.1.1. Overview

More information

Section 17.2 Line Integrals

Section 17.2 Line Integrals Section 7. Line Integrls Integrting Vector Fields nd Functions long urve In this section we consider the problem of integrting functions, both sclr nd vector (vector fields) long curve in the plne. We

More information

Properties of the Riemann Integral

Properties of the Riemann Integral Properties of the Riemnn Integrl Jmes K. Peterson Deprtment of Biologicl Sciences nd Deprtment of Mthemticl Sciences Clemson University Februry 15, 2018 Outline 1 Some Infimum nd Supremum Properties 2

More information

Stuff You Need to Know From Calculus

Stuff You Need to Know From Calculus Stuff You Need to Know From Clculus For the first time in the semester, the stuff we re doing is finlly going to look like clculus (with vector slnt, of course). This mens tht in order to succeed, you

More information

Review of Riemann Integral

Review of Riemann Integral 1 Review of Riemnn Integrl In this chpter we review the definition of Riemnn integrl of bounded function f : [, b] R, nd point out its limittions so s to be convinced of the necessity of more generl integrl.

More information

The Dirac distribution

The Dirac distribution A DIRAC DISTRIBUTION A The Dirc distribution A Definition of the Dirc distribution The Dirc distribution δx cn be introduced by three equivlent wys Dirc [] defined it by reltions δx dx, δx if x The distribution

More information

Definite integral. Mathematics FRDIS MENDELU. Simona Fišnarová (Mendel University) Definite integral MENDELU 1 / 30

Definite integral. Mathematics FRDIS MENDELU. Simona Fišnarová (Mendel University) Definite integral MENDELU 1 / 30 Definite integrl Mthemtics FRDIS MENDELU Simon Fišnrová (Mendel University) Definite integrl MENDELU / Motivtion - re under curve Suppose, for simplicity, tht y = f(x) is nonnegtive nd continuous function

More information

MatFys. Week 2, Nov , 2005, revised Nov. 23

MatFys. Week 2, Nov , 2005, revised Nov. 23 MtFys Week 2, Nov. 21-27, 2005, revised Nov. 23 Lectures This week s lectures will be bsed on Ch.3 of the text book, VIA. Mondy Nov. 21 The fundmentls of the clculus of vritions in Eucliden spce nd its

More information

Math 520 Final Exam Topic Outline Sections 1 3 (Xiao/Dumas/Liaw) Spring 2008

Math 520 Final Exam Topic Outline Sections 1 3 (Xiao/Dumas/Liaw) Spring 2008 Mth 520 Finl Exm Topic Outline Sections 1 3 (Xio/Dums/Liw) Spring 2008 The finl exm will be held on Tuesdy, My 13, 2-5pm in 117 McMilln Wht will be covered The finl exm will cover the mteril from ll of

More information

MATH34032: Green s Functions, Integral Equations and the Calculus of Variations 1

MATH34032: Green s Functions, Integral Equations and the Calculus of Variations 1 MATH34032: Green s Functions, Integrl Equtions nd the Clculus of Vritions 1 Section 1 Function spces nd opertors Here we gives some brief detils nd definitions, prticulrly relting to opertors. For further

More information

Sections 5.2: The Definite Integral

Sections 5.2: The Definite Integral Sections 5.2: The Definite Integrl In this section we shll formlize the ides from the lst section to functions in generl. We strt with forml definition.. The Definite Integrl Definition.. Suppose f(x)

More information

Improper Integrals, and Differential Equations

Improper Integrals, and Differential Equations Improper Integrls, nd Differentil Equtions October 22, 204 5.3 Improper Integrls Previously, we discussed how integrls correspond to res. More specificlly, we sid tht for function f(x), the region creted

More information

ODE: Existence and Uniqueness of a Solution

ODE: Existence and Uniqueness of a Solution Mth 22 Fll 213 Jerry Kzdn ODE: Existence nd Uniqueness of Solution The Fundmentl Theorem of Clculus tells us how to solve the ordinry dierentil eqution (ODE) du f(t) dt with initil condition u() : Just

More information

Convergence of Fourier Series and Fejer s Theorem. Lee Ricketson

Convergence of Fourier Series and Fejer s Theorem. Lee Ricketson Convergence of Fourier Series nd Fejer s Theorem Lee Ricketson My, 006 Abstrct This pper will ddress the Fourier Series of functions with rbitrry period. We will derive forms of the Dirichlet nd Fejer

More information

HW3, Math 307. CSUF. Spring 2007.

HW3, Math 307. CSUF. Spring 2007. HW, Mth 7. CSUF. Spring 7. Nsser M. Abbsi Spring 7 Compiled on November 5, 8 t 8:8m public Contents Section.6, problem Section.6, problem Section.6, problem 5 Section.6, problem 7 6 5 Section.6, problem

More information

Improper Integrals. Type I Improper Integrals How do we evaluate an integral such as

Improper Integrals. Type I Improper Integrals How do we evaluate an integral such as Improper Integrls Two different types of integrls cn qulify s improper. The first type of improper integrl (which we will refer to s Type I) involves evluting n integrl over n infinite region. In the grph

More information

c n φ n (x), 0 < x < L, (1) n=1

c n φ n (x), 0 < x < L, (1) n=1 SECTION : Fourier Series. MATH4. In section 4, we will study method clled Seprtion of Vribles for finding exct solutions to certin clss of prtil differentil equtions (PDEs. To do this, it will be necessry

More information

Kinematic Waves. These are waves which result from the conservation equation. t + I = 0. (2)

Kinematic Waves. These are waves which result from the conservation equation. t + I = 0. (2) Introduction Kinemtic Wves These re wves which result from the conservtion eqution E t + I = 0 (1) where E represents sclr density field nd I, its outer flux. The one-dimensionl form of (1) is E t + I

More information

MATH , Calculus 2, Fall 2018

MATH , Calculus 2, Fall 2018 MATH 36-2, 36-3 Clculus 2, Fll 28 The FUNdmentl Theorem of Clculus Sections 5.4 nd 5.5 This worksheet focuses on the most importnt theorem in clculus. In fct, the Fundmentl Theorem of Clculus (FTC is rgubly

More information

( dg. ) 2 dt. + dt. dt j + dh. + dt. r(t) dt. Comparing this equation with the one listed above for the length of see that

( dg. ) 2 dt. + dt. dt j + dh. + dt. r(t) dt. Comparing this equation with the one listed above for the length of see that Arc Length of Curves in Three Dimensionl Spce If the vector function r(t) f(t) i + g(t) j + h(t) k trces out the curve C s t vries, we cn mesure distnces long C using formul nerly identicl to one tht we

More information

Mathematical Analysis: Supplementary notes I

Mathematical Analysis: Supplementary notes I Mthemticl Anlysis: Supplementry notes I 0 FIELDS The rel numbers, R, form field This mens tht we hve set, here R, nd two binry opertions ddition, + : R R R, nd multipliction, : R R R, for which the xioms

More information

1 2-D Second Order Equations: Separation of Variables

1 2-D Second Order Equations: Separation of Variables Chpter 12 PDEs in Rectngles 1 2-D Second Order Equtions: Seprtion of Vribles 1. A second order liner prtil differentil eqution in two vribles x nd y is A 2 u x + B 2 u 2 x y + C 2 u y + D u 2 x + E u +

More information