diff --git a/pages/Math4121/Math4121_L1.md b/pages/Math4121/Math4121_L1.md index 86ca7e1..e68fd8f 100644 --- a/pages/Math4121/Math4121_L1.md +++ b/pages/Math4121/Math4121_L1.md @@ -1,4 +1,4 @@ -# Lecture 1 +# Math4121 Lecture 1 ## Chapter 5: Differentiation diff --git a/pages/Math4121/Math4121_L10.md b/pages/Math4121/Math4121_L10.md index 4e5dc83..f34a66b 100644 --- a/pages/Math4121/Math4121_L10.md +++ b/pages/Math4121/Math4121_L10.md @@ -1,4 +1,4 @@ -# Lecture 10 +# Math 4121 Lecture 10 ## Recap diff --git a/pages/Math4121/Math4121_L13.md b/pages/Math4121/Math4121_L13.md index 1282ee9..c1d49d4 100644 --- a/pages/Math4121/Math4121_L13.md +++ b/pages/Math4121/Math4121_L13.md @@ -1 +1,103 @@ -# Lecture 13 \ No newline at end of file +# Math4121 Lecture 13 + +## New book Chapter 2 + +Riemann's motivation: Fourier series + +$$ +F(x) = \frac{a_0}{2} + \sum_{k=1}^{\infty} a_k \cos(kx) + b_k \sin(kx) +$$ + +$a_k = \frac{1}{\pi} \int_{-\pi}^{\pi} f(x) \cos(kx) dx$ + +$b_k = \frac{1}{\pi} \int_{-\pi}^{\pi} f(x) \sin(kx) dx$ + +To study the convergence of the Fourier series, we need to study the convergence of the sequence of partial sums. (Riemann integration) + +Why Riemann integration? + +Let + +$$ +((x)) = \begin{cases} +x-\lfloor x \rfloor & x \in [\lfloor x \rfloor, \lfloor x \rfloor + \frac{1}{2}) \\ +0 & x=\lfloor x \rfloor + \frac{1}{2}\\ +x-\lfloor x \rfloor - 1 & x \in (\lfloor x \rfloor + \frac{1}{2}, \lfloor x \rfloor + 1] \end{cases} +$$ + +We define + +$$ +f(x) = \sum_{n=1}^{\infty} \frac{((nx))}{n^2}=\lim_{N\to\infty}\sum_{n=1}^{N} \frac{((nx))}{n^2} +$$ + +(i) The series converges uniformly over $x\in[0,1]$. + +$$ +\left|f(x)-\sum_{n=1}^{N} \frac{((nx))}{n^2}\right|\leq \sum_{n=N+1}^{\infty}\frac{|((nx))|}{n^2}\leq \sum_{n=N+1}^{\infty} \frac{1}{n^2}<\epsilon +$$ + +As a consequence, $f(x)\in \mathscr{R}$. + +(ii) $f$ has a discontinuity at every rational number with even denominator. + +$$ +\begin{aligned} +\lim_{h\to 0^+}f(\frac{a}{2b}+h)-f(\frac{a}{2b})&=\lim_{h\to 0^+}\sum_{n=1}^{\infty}\frac{((\frac{na}{2b}+h))}{n^2}-\sum_{n=1}^{\infty}\frac{((\frac{na}{2b}))}{n^2}\\ +&=\lim_{h\to 0^+}\sum_{n=1}^{\infty}\frac{((\frac{na}{2b}+h))-((\frac{na}{2b}))}{n^2}\\ +&=\sum_{n=1}^{\infty}\lim_{h\to 0^+}\frac{((\frac{na}{2b}+h))-((\frac{na}{2b}))}{n^2}\\ +&>0 +\end{aligned} +$$ + +### Back to the fundamental theorem of calculus + +Suppose $f$ is integrable on $[a,b]$, then + +$$ +F(x)=\int_a^x f(t)dt +$$ + +$F$ is continuous on $[a,b]$. + +if $f$ is continuous at $x_0$, then $F$ is differentiable at $x_0$ and $F'(x_0)=f(x_0)$. + +#### Theorem (Darboux's theorem) + +If $\lim_{x\to a^-}f(x)=L^-$, then $\lim_{h\to 0} \frac{f(a+h)-f(a)}{h}=L^-$. + +Proof: + +$$ +h\sup_{x\in [0,h]}f(x)\geq F(a+h)\geq \inf_{x\in [0,h]}f(x)h +$$ + +Consequently, + +$$ +f(x)=\sum_{n=1}^{\infty} \frac{((nx))}{n^2} +$$ + +then + +$$ +F(x)=\int_0^x f(t)dt +$$ + +is continuous on $[0,1]$. + +However, since $\lim_{x\to 0^+}f(x)\neq \lim_{x\to 0^-}f(x)$ holds for all the rational numbers with even denominator, $F$ is not differentiable at all the rational numbers with even denominator. + +Moral: There exists a continuous function on $[0,1]$ that is not differentiable at any rational number with even denominator. (Dense set) + +#### Weierstrass function + +$$ +g(x)=\sum_{n=0}^{\infty} a^n \cos(b^n \pi x) +$$ + +where $01+\frac{3}{2}\pi$. + +$g(x)$ is continuous on $\mathbb{R}$ but nowhere differentiable. + +_If we change our integral, will be differentiable at most points?_ diff --git a/pages/Math4121/Math4121_L14.md b/pages/Math4121/Math4121_L14.md index 873d41d..11919a3 100644 --- a/pages/Math4121/Math4121_L14.md +++ b/pages/Math4121/Math4121_L14.md @@ -1 +1,19 @@ -# Lecture 14 \ No newline at end of file +# Math 4121 Lecture 14 + +## Recap + +### Hankel developedn Riemann's integrabilty criterion. + +#### Definition + +Given an interval $I\subset[a,b]$, $f:[a,b]\to\mathbb{R}$ the oscillation of $f$ at $I$ is + +$$ +\omega(f,I) = \sup_I f - \inf_I f +$$ + +#### Theorem + +A bounded function $f$ is Riemann integrable if and only if + + diff --git a/pages/Math4121/Math4121_L2.md b/pages/Math4121/Math4121_L2.md index c2002c8..ebd1f2b 100644 --- a/pages/Math4121/Math4121_L2.md +++ b/pages/Math4121/Math4121_L2.md @@ -1,4 +1,4 @@ -# Lecture 2 +# Math4121 Lecture 2 ## Chapter 5: Differentiation diff --git a/pages/Math4121/Math4121_L3.md b/pages/Math4121/Math4121_L3.md index d24c491..c36d182 100644 --- a/pages/Math4121/Math4121_L3.md +++ b/pages/Math4121/Math4121_L3.md @@ -1,4 +1,4 @@ -# Lecture 3 +# Math4121 Lecture 3 ## Continue on Differentiation diff --git a/pages/Math4121/Math4121_L4.md b/pages/Math4121/Math4121_L4.md index 842e727..b470168 100644 --- a/pages/Math4121/Math4121_L4.md +++ b/pages/Math4121/Math4121_L4.md @@ -1,4 +1,4 @@ -# Lecture 4 +# Math4121 Lecture 4 ## Chapter 5. Differentiation diff --git a/pages/Math4121/Math4121_L5.md b/pages/Math4121/Math4121_L5.md index 1a399f5..5e8d202 100644 --- a/pages/Math4121/Math4121_L5.md +++ b/pages/Math4121/Math4121_L5.md @@ -1,4 +1,4 @@ -# Lecture 5 +# Math4121 Lecture 5 ## Continue on differentiation diff --git a/pages/Math4121/Math4121_L6.md b/pages/Math4121/Math4121_L6.md index 94e57ce..8c6bcc2 100644 --- a/pages/Math4121/Math4121_L6.md +++ b/pages/Math4121/Math4121_L6.md @@ -1,4 +1,4 @@ -# Lecture 6 +# Math4121 Lecture 6 ## Chapter 6: Riemann-Stieltjes Integral diff --git a/pages/Math4121/Math4121_L7.md b/pages/Math4121/Math4121_L7.md index f8f848b..ab6de3a 100644 --- a/pages/Math4121/Math4121_L7.md +++ b/pages/Math4121/Math4121_L7.md @@ -1,4 +1,4 @@ -# Lecture 7 +# Math4121 Lecture 7 ## Continue on Chapter 6 diff --git a/pages/Math4121/Math4121_L8.md b/pages/Math4121/Math4121_L8.md index a4e76ab..0a3eb2c 100644 --- a/pages/Math4121/Math4121_L8.md +++ b/pages/Math4121/Math4121_L8.md @@ -1,4 +1,4 @@ -# Lecture 8 +# Math4121 Lecture 8 ## Continue on Riemann-Stieltjes Integral diff --git a/pages/Math4121/Math4121_L9.md b/pages/Math4121/Math4121_L9.md index 1e528d2..6d5b94e 100644 --- a/pages/Math4121/Math4121_L9.md +++ b/pages/Math4121/Math4121_L9.md @@ -1,4 +1,4 @@ -# Lecture 9 +# Math 4121 Lecture 9 Exam next week.