From 2ed300e35e1cd4fb9dc2703ea48a32f7fdc31ef8 Mon Sep 17 00:00:00 2001 From: Trance-0 <60459821+Trance-0@users.noreply.github.com> Date: Tue, 25 Mar 2025 22:30:10 -0500 Subject: [PATCH] update --- pages/Math4121/Exam_reviews/Math4121_E2.md | 192 +++++++++++++++++++++ pages/Math416/Exam_reviews/Math416_E1.md | 7 + 2 files changed, 199 insertions(+) diff --git a/pages/Math4121/Exam_reviews/Math4121_E2.md b/pages/Math4121/Exam_reviews/Math4121_E2.md index 600d76c..7a4eeaf 100644 --- a/pages/Math4121/Exam_reviews/Math4121_E2.md +++ b/pages/Math4121/Exam_reviews/Math4121_E2.md @@ -4,6 +4,198 @@ Range: Chapter 2-4 of Bressoud's A Radical Approach to Lebesgue's Theory of Inte ## Chapter 2 +### The Riemann-Stieltjes Integral + +#### Definition of the Riemann-Stieltjes Integral + +Let $f$ be a bounded function on $[a,b]$ and $\alpha$ be a bounded function on $[a,b]$. + +We say that $f$ is Riemann-Stieltjes integrable with respect to $\alpha$ on $[a,b]$ if there exists a number $I$ such that for every $\epsilon > 0$, there exists a $\delta > 0$ such that for every partition $P = \{a = x_0, x_1, \ldots, x_n = b\}$ of $[a,b]$ with $||P|| < \delta$, we have + +$$ +\left| \int_a^b f \, d\alpha - I \right| < \epsilon +$$ + +If $f$ is Riemann-Stieltjes integrable with respect to $\alpha$ on $[a,b]$, we write + +$$ +\int_a^b f \, d\alpha = I +$$ + +#### Darboux Sums + +Let $P = \{a = x_0, x_1, \ldots, x_n = b\}$ be a partition of $[a,b]$. + +The upper Darboux sum of $f$ with respect to $\alpha$ is + +$$ +U(f, \alpha, P) = \sum_{i=1}^n M_i (x_i - x_{i-1}) +$$ + +where $M_i = \sup_{x \in [x_{i-1}, x_i]} f(x)$ and $\alpha_i = \sup_{x \in [x_{i-1}, x_i]} \alpha(x)$. + +The lower Darboux sum of $f$ with respect to $\alpha$ is + +$$ +L(f, \alpha, P) = \sum_{i=1}^n m_i (x_i - x_{i-1}) +$$ + +where $m_i = \inf_{x \in [x_{i-1}, x_i]} f(x)$ and $\alpha_i = \inf_{x \in [x_{i-1}, x_i]} \alpha(x)$. + +### Fail of Riemann-Stieltjes Integration + +#### Some integrable functions are not differentiable (violates the fundamental theorem of calculus) + +Solve: + +Define the oscilation of $f$ on $[x_{i-1}, x_i]$ as + +$$ +\omega(f, [x_{i-1}, x_i]) = \sup_{x,y \in [x_{i-1}, x_i]} |f(x) - f(y)|-\inf_{x,y \in [x_{i-1}, x_i]} |f(x) - f(y)| +$$ + +And define continuous functions as those functions that have oscilation 0 on every subinterval of their domain. + +that is, the function $f$ is continuous at $c$ if $\omega(f,c) = 0$. + +And we claim that the function is integrable on $[a,b]$ if and only if the outer measure of the set of discontinuities of $f$ is 0. + +> Finite cover: +> +> Given a set $S$, an **finite cover** of $S$ is a **finite** collection of open/ or closed/ or half-open intervals $\{I_1, I_2, \ldots, I_n\}$ such that $S \subseteq \bigcup_{i=1}^n I_i$. The set of all finite covers of $S$ is denoted by $\mathcal{C}_S$. + +> Length of a cover: +> +> The **length** of a cover $\ell(C)$ is the sum of the lengths of the intervals in the cover. (open/closed/half-open doesn't matter.) + +> Outer content: +> +> The **outer content** of a set $S$ is the infimum of the lengths of all finite covers of $S$. $c_e(S) = \inf_{C\in \mathcal{C}_S}\ell(C)$. (e denotes "exterior") + +Homework question: You cannot cover an interval $[a,b]$ with length $k$ with a finite cover of length strictly less than $k$. + +Proceed by counting the intervals $I_i = [l_i, r_i]$ in the cover, and $r_n-l_0$ is less than or equal to $c_e(S)$ and $l_0\leq a$ and $r_n\leq b$. + +#### Theorem 2.5 + +Given a bounded function $f$ defined on the interval $[a,b]$, let $S_\sigma$ be the points in $[a,b]$ with oscilation greater than $\sigma$. + +The function $f$ is Riemann-Stieltjes integrable over $[a,b]$ if and only if $\lim_{\sigma \to 0} |S_\sigma| = 0$. That is, for every $\sigma > 0$, the outer content of $S_\sigma$ is 0. + +Extra terminology: + +> Dense: +> +> A set $S$ is **dense** in the interval $I$ is every open subinterval of $I$ contains a point of $S$. +> +> This is equivalent to saying that $S$ is dense in $I$ if every point of $I$ is a limit point of $S$ or a point of $S$. (proved in homework) + +> Totally discontinuous: +> +> A discontinuous function is **totally discontinuous** in an interval if the set of points of continuity is not dense in that interval. +> +> In other words, there exists an open interval $I$ such that the set of points of continuity of $f$ in $I$ is empty. + +> Pointwise discontinuity: +> +> A discontinuous function is **pointwise discontinuous** if the set of points of discontinuity is dense in the domain of $f$. + +> Accumulation point (limit point): +> +> A point $p$ is an **accumulation point** of a set $S$ if every neighborhood of $p$ contains a point of $S$ other than $p$ itself. (That is, there exists a convergent sequence $\{p_n\}_{n=1}^\infty$ in $S$ such that $\lim_{n\to\infty} p_n = p$ and $p_n \neq p$ for all $n \in \mathbb{N}$. Proved in Rudin) + +> Derived set: +> +> The **derived set** of a set $S$ is the set of all accumulation points of $S$. $S' = \{p \in \mathbb{R} \mid \forall \epsilon > 0, \exists x \in S \text{ s.t. } 0 < |x-p| < \epsilon\}$. + +> Type 1 set: +> +> A set $S$ is a **type 1 set** if $S'\neq \emptyset$ and $S''=\emptyset$. + +> Type $n$ set: +> +> A set $S$ is a **type $n$ set** if $S'$ is a type $n-1$ set. + +> First species: +> +> A set $S$ is of **first species** if it is type $n$ for some $n\geq 0$, otherwise it is of **second species**. + +$\mathbb{Q}$ is not first species since it is dense in $\mathbb{R}$ and $\mathbb{Q}' = \mathbb{R}$. + +$\mathbb{R}$ is not first species. + ## Chapter 3 +### Topology of $\mathbb{R}$ + +> Open set: +> +> A set $S$ is **open** if for every $x \in S$, there exists an $\epsilon > 0$ such that $B_\epsilon(x) \subseteq S$. + +> Closed set: +> +> A set $S$ is **closed** if its complement is open. +> +> Equivalently, a set $S$ is closed if it contains all of its limit points. That is $S' \subseteq S$. + +> Interior of a set: +> +> The **interior** of a set $S$ is the set of all points in $S$ such that there exists an $\epsilon > 0$ such that $B_\epsilon(x) \subseteq S$. $S^\circ = \{x \in S \mid \exists \epsilon > 0 \text{ s.t. } B_\epsilon(x) \subseteq S\}$. (It is also the union of all open sets contained in $S$.) + +> Closure of a set: +> +> The **closure** of a set $S$ is the set of all points that for every $\epsilon > 0$, $B_\epsilon(x) \cap S \neq \emptyset$. $\overline{S} = \{x \in \mathbb{R} \mid \forall \epsilon > 0, B_\epsilon(x) \cap S \neq \emptyset\}$. + +> Boundary of a set: +> +> The **boundary** of a set $S$ is the set of all points in $S$ that are not in the interior of $S$. $\partial S = \overline{S} \setminus S^\circ$. + +#### Missing Thoerem 3.4 + +Bolzano-Weierstrass Theorem: + +Every bounded infinite set has an accumulation point. + +Proof: + +Let $S$ be a bounded infinite set. Cut the interval $[a,b]$ into two halves, and let $I_1$ be one with infinitely many points of $S$. (such set exists since $S$ is infinite.) + +Let $I_2$ be the one half with infinitely many points of $I_1$. + +By induction, we can cut the interval into two halves, and let $I_{n+1}$ be the one half with infinitely many points of $I_n$. + +By the nested interval property, there exists a point $c$ that is in all $I_n$. + +$c$ is an accumulation point of $S$. + +QED + +#### Theorem 3.6 (Heine-Borel Theorem) + +For any open cover of a compact set, there exists a finite subcover. + +> Compact set: +> +> A set $S$ is **compact** if every open cover of $S$ has a finite subcover. In $\mathbb{R}$, this is equivalent to being closed and bounded. + +> Cardinality: +> +> The **cardinality** of $\mathbb{R}$ is $\mathfrak{c}$. +> +> The **cardinality** of $\mathbb{N}$, $\mathbb{Z}$, and $\mathbb{Q}$ is $\aleph_0$. + ## Chapter 4 + +### Nowhere Dense set + +A set $S$ is **nowhere dense** if there are no open intervals in which $S$ is dense. + +That is equivalent to $S'$ contains no open intervals. + +### Perfect Set + +A set $S$ is **perfect** if $S'=S$. + + + + diff --git a/pages/Math416/Exam_reviews/Math416_E1.md b/pages/Math416/Exam_reviews/Math416_E1.md index 653d5ad..3bcb4ae 100644 --- a/pages/Math416/Exam_reviews/Math416_E1.md +++ b/pages/Math416/Exam_reviews/Math416_E1.md @@ -208,6 +208,13 @@ $$ \int \frac{1}{x^2+a^2} dx=\frac{1}{a}\arctan(\frac{x}{a}) $$ +$$ +\int \frac{1}{\sqrt{x^2-a^2}} dx=\ln|x+\sqrt{x^2-a^2}| +$$ + +$$ +\int \frac{1}{\sqrt{x^2+a^2}} dx=\ln|x+\sqrt{x^2+a^2}| +$$ ## Chapter 1 Complex Numbers