Real analysis

Real analysis
Real analysis (traditionally, the theory of functions of a real variable) is a branch of mathematical analysis dealing with the real numbers and real-valued functions of a real variable. In particular, it deals with the analytic properties of real functions and sequences, including convergence and limits of sequences of real numbers, the calculus of the real numbers, and continuity, smoothness and related properties of real-valued functions.

Scope
Construction of the real numbers
There are several ways of defining the real number system as an ordered field. The synthetic approach gives a list of axioms for the real numbers as a complete ordered field. Under the usual axioms of set theory, one can show that these axioms are categorical, in the sense that there is a model for the axioms, and any two such models are isomorphic. Any one of these models must be explicitly constructed, and most of these models are built using the basic properties of the rational number system as an ordered field. These constructions are described in more detail in the main article.

Order properties of the real numbers

The first four partial sums of the Fourier series for a square wave. Fourier series are an important tool in real analysis.

The real numbers have several important lattice-theoretic properties that are absent in the complex numbers. Most importantly, the real numbers form an ordered field, in which addition and multiplication preserve positivity. Moreover, the ordering of the real numbers is total, and the real numbers have the least upper bound property. These order-theoretic properties lead to a number of important results in real analysis, such as the monotone convergence theorem, the intermediate value theorem and the mean value theorem. However, while the results in real analysis are stated for real numbers, many of these results can be generalized to other mathematical objects. In particular, many ideas in functional analysis and operator theory generalize properties of the real numbers such generalizations include the theories of Riesz spaces and positive operators. Also, mathematicians consider real and imaginary parts of complex sequences, or by pointwise evaluation of operator sequences.

Real analysis

Sequences
A sequence is usually defined as a function whose domain is a countable totally ordered set, although in many disciplines the domain is restricted, such as to the natural numbers. In real analysis a sequence is a function from a subset of the natural numbers to the real numbers. In other words, a sequence is a map f(n) : N R. To recover our earlier notation we might identify an = f(n) for all n or just write an : N R.

Limits
A limit is the value that a function or sequence "approaches" as the input or index approaches some value. Limits are essential to calculus (and mathematical analysis in general) and are used to define continuity, derivatives, and integrals. The concept of a limit of a sequence is further generalized to the concept of a limit of a topological net.

Continuity
A function from the set of real numbers to the real numbers can be represented by a graph in the Cartesian plane; such a function is continuous if, roughly speaking, the graph is a single unbroken curve with no "holes" or "jumps". There are several ways to make this intuition mathematically rigorous. These definitions are equivalent to one another, so the most convenient definition can be used to determine whether a given function is continuous or not. In the definitions below,

is a function defined on a subset I of the set R of real numbers. This subset I is referred to as the domain of f. Some possible choices include I=R, the whole set of real numbers, an open interval

or a closed interval

Here, a and b are real numbers. Uniform continuity If X and Y are subsets of the real numbers, a function f:XY is called uniformly continuous if for all >0 there exists a >0 such that for all x,yX, |xy|< implies |f(x)f(y)|<. The difference between being uniformly continuous, and being simply continuous at every point, is that in uniform continuity the value of depends only on and not on the point in the domain. Absolute continuity Let be an interval in the real line R. A function , there is a positive number of satisfies
[1]

is absolutely continuous on

if for every positive

number

such that whenever a finite sequence of pairwise disjoint sub-intervals

then

The collection of all absolutely continuous functions on I is denoted AC(I). The following conditions on a real-valued function f on a compact interval [a,b] are equivalent:[2] (1) f is absolutely continuous;

Real analysis (2) f has a derivative f almost everywhere, the derivative is Lebesgue integrable, and

for all x on [a,b]; (3) there exists a Lebesgue integrable function g on [a,b] such that

for all x on [a,b]. If these equivalent conditions are satisfied then necessarily g = f almost everywhere. Equivalence between (1) and (3) is known as the fundamental theorem of Lebesgue integral calculus, due to Lebesgue.

Series
Given an infinite sequence of numbers {an}, a series is informally the result of adding all those terms together: a1+a2+a3+. These can be written more compactly using the summation symbol . An example is the famous series from Zeno's dichotomy and its mathematical representation:

The terms of the series are often produced according to a certain rule, such as by a formula, or by an algorithm. Taylor series The Taylor series of a real or complex-valued function (x) that is infinitely differentiable at a real or complex number a is the power series

which can be written in the more compact sigma notation as

where n! denotes the factorial of n and (n)(a) denotes the nth derivative of evaluated at the point a. The derivative of order zero is defined to be itself and (x a)0 and 0! are both defined to be1. In the case that a = 0, the series is also called a Maclaurin series. Fourier Series A Fourier series decomposes periodic functions or periodic signals into the sum of a (possibly infinite) set of simple oscillating functions, namely sines and cosines (or complex exponentials). The study of Fourier series is a branch of Fourier analysis.

Differentiation
Formally, the derivative of the function f at a is the limit

If the derivative exists everywhere, the function is differentiable. One can take higher derivatives as well. One can classify functions by their differentiability class. The class C0 consists of all continuous functions. The class C1 consists of all differentiable functions whose derivative is continuous; such functions are called

Real analysis continuously differentiable. Thus, a C1 function is exactly a function whose derivative exists and is of class C0. In general, the classes Ck can be defined recursively by declaring C0 to be the set of all continuous functions and declaring Ck for any positive integer k to be the set of all differentiable functions whose derivative is in Ck1. In particular, Ck is contained in Ck1 for every k, and there are examples to show that this containment is strict. C is the intersection of the sets Ck as k varies over the non-negative integers. C is strictly contained in C.

Integration
Riemann integration The Riemann integral is defined in terms of Riemann sums of functions with respect to tagged partitions of an interval. Let [a,b] be a closed interval of the real line; then a tagged partition of [a,b] is a finite sequence

This partitions the interval [a,b] into n sub-intervals [xi1, xi] indexed by i, each of which is "tagged" with a distinguished point ti [xi1, xi]. A Riemann sum of a function f with respect to such a tagged partition is defined as

thus each term of the sum is the area of a rectangle with height equal to the function value at the distinguished point of the given sub-interval, and width the same as the sub-interval width. Let i = xixi1 be the width of sub-interval i; then the mesh of such a tagged partition is the width of the largest sub-interval formed by the partition, maxi=1n i. The Riemann integral of a function f over the interval [a,b] is equal to S if: For all > 0 there exists > 0 such that, for any tagged partition [a,b] with mesh less than , we have

When the chosen tags give the maximum (respectively, minimum) value of each interval, the Riemann sum becomes an upper (respectively, lower) Darboux sum, suggesting the close connection between the Riemann integral and the Darboux integral. Lebesgue integration Lebesgue integration is a mathematical construction that extends the integral to a larger class of functions; it also extends the domains on which these functions can be defined.

Distributions
Distributions (or generalized functions) are objects that generalize functions. Distributions make it possible to differentiate functions whose derivatives do not exist in the classical sense. In particular, any locally integrable function has a distributional derivative.

Relation to complex analysis

Real analysis is an area of analysis that studies concepts such as sequences and their limits, continuity, differentiation, integration and sequences of functions. By definition, real analysis focuses on the real numbers, often including positive and negative infinity to form the extended real line. Real analysis is closely related to complex analysis, which studies broadly the same properties of complex numbers. In complex analysis, it is natural to define differentiation via holomorphic functions, which have a number of useful properties, such as repeated differentiability, expressability as power series, and satisfying the Cauchy integral formula. In real analysis, it is usually more natural to consider differentiable, smooth, or harmonic functions, which are more widely applicable, but may lack some more powerful properties of holomorphic functions. However, results such as

Real analysis the fundamental theorem of algebra are simpler when expressed in terms of complex numbers. Techniques from the theory of analytic functions of a complex variable are often used in real analysis such as evaluation of real integrals by residue calculus.

Important results
Important results include the BolzanoWeierstrass and HeineBorel theorems, the intermediate value theorem and mean value theorem, the fundamental theorem of calculus, and the monotone convergence theorem. Various ideas from real analysis can be generalized from real space to general metric spaces, as well as to measure spaces, Banach spaces, and Hilbert spaces.

References
[1] ; ; . The interval I is assumed to be bounded and closed in the former two books but not the latter book. [2] ; also and .

Bibliography
Aliprantis, Charalambos D.; Burkinshaw, Owen (1998). Principles of real analysis (3rd ed.). Academic. ISBN0-12-050257-7. Browder, Andrew (1996). Mathematical Analysis: An Introduction. Undergraduate Texts in Mathematics. New York: Springer-Verlag. ISBN0-387-94614-4. Bartle, Robert G.; Sherbert, Donald R. (2000). Introduction to Real Analysis (3rd ed.). New York: John Wiley and Sons. ISBN0-471-32148-6. Abbott, Stephen (2001). Understanding Analysis. Undergradutate Texts in Mathematics. New York: Springer-Verlag. ISBN0-387-95060-5. Rudin, Walter. Principles of Mathematical Analysis. Walter Rudin Student Series in Advanced Mathematics (3rd ed.). McGrawHill. ISBN978-0-07-054235-8. Dangello, Frank; Seyfried, Michael (1999). Introductory Real Analysis. Brooks Cole. ISBN978-0-395-95933-6. Bressoud, David (2007). A Radical Approach to Real Analysis. MAA. ISBN0-88385-747-2. Kolmogorov, A. N.; Fomin, S. V. (1975). Introductory Real Analysis (http://store.doverpublications.com/ 0486612260.html). Translated by Richard A. Silverman. Dover Publications. ISBN0486612260. Retrieved 2 April 2013.

External links
A First Course in Analysis (http://www.worldscientific.com/worldscibooks/10.1142/8580) by Donald Yau Analysis WebNotes (http://www.math.unl.edu/~webnotes/contents/chapters.htm) by John Lindsay Orr Interactive Real Analysis (http://www.mathcs.org/analysis/reals/index.html) by Bert G. Wachsmuth A First Analysis Course (http://www-groups.mcs.st-andrews.ac.uk/~john/analysis/index.html) by John O'Connor Mathematical Analysis I (http://www.trillia.com/zakon-analysisI.html) by Elias Zakon Mathematical Analysis II (http://www.trillia.com/zakon-analysisII.html) by Elias Zakon Trench, William F. (2003). Introduction to Real Analysis (http://ramanujan.math.trinity.edu/wtrench/texts/ TRENCH_REAL_ANALYSIS.PDF). Prentice Hall. ISBN978-0-13-045786-8 Earliest Known Uses of Some of the Words of Mathematics: Calculus & Analysis (http://www.economics. soton.ac.uk/staff/aldrich/Calculus and Analysis Earliest Uses.htm)

Basic Analysis: Introduction to Real Analysis (http://www.jirka.org/ra/) by Jiri Lebl

Real analysis Topics in Real and Functional Analysis (http://www.mat.univie.ac.at/~gerald/ftp/book-fa/index.html) by Gerald Teschl, University of Vienna.

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