Académique Documents
Professionnel Documents
Culture Documents
Dr A. J. Wassermann1
Lent term 1999
Contents
1 Introduction
2 Metric spaces
4
6
3 Normed spaces
13
2.1 Preliminaries . . . . . . . . . . . . . . . . . . . . . . . . . . .
2.2 Compactness and completeness . . . . . . . . . . . . . . . . .
3.1
3.2
3.3
3.4
3.5
3.6
3.7
3.8
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CONTENTS
50
Chapter 1
Introduction
ther electronic lecture notes are available from the Archimedeans. A list of
available courses, and the notes may be downloaded from
http://www.cam.ac.uk/CambUniv/Societies/archim/notes.htm
Chapter 2
Metric spaces
2.1 Preliminaries
Rn
kxk =
X
1=2
2
jxij :
3. C ([0; 1]),
d2(f; g) =
Z 1
jf (x) ; g(x)j2
1=2
For 3, we must still prove the triangle inequality. This follows from the
Cauchy-Schwarz inequality, proved later in a general inner product space.
6
A = fF : F closed; F Ag:
Proposition 2.1.6.
A = fx : 9(xn ) X s.t. xn ! xg;
i.e. the closure of A is the set of its limit points.
Proof.
Proof. The idea is to use the equivalence relation of path connectivity. Say
a b in U i the segment joining a and b lies entirely in U . (Note: don't
ask for a b.) Clearly is an equivalence relation. Claim: each class is an
open interval.
m = xinf
x; M = sup x:
2E
x2E
`(U ) =
`(In)
where U = In.
10
Lemma 2.2.4. Suppose f : X ! C is a continuous function on a sequentially compact metric space X . Then f is bounded in modulus, and attains
its bound.
Proof. If jf (x)j is unbounded then we can nd a sequence (xn ) in X such
that jf (xn)j ! 1 as n ! 1. Passing to a subsequence if necessary, we may
assume xn ! x. But then f (xn) ! f (x) by continuity. Contradiction.
In general, set M = sup jf (x)j, take (xn ) such that f (xn) ! M . Passing
to a subsequence if necessary we may assume xn ! x. By continuity jf (x)j =
M.
Remark . If f is real-valued, a similar argument shows f attains its upper
and lower bounds in X .
Lemma 2.2.5. Suppose f : X ! C is a continuous function on a sequentially compact metric space X . Then f is uniformly continuous, i.e. given
> 0 there sxists > 0 such that
Denition 2.2.7. A metric space (X; d) is totally bounded if, given > 0,
there are nitely many open -balls B (x; ) covering X .
11
2A
O;
X=
n
[
i=1
Oi :
Theorem 2.2.8 (Equivalent forms of compactness). Let (X; d) be a metric space. The following are equivalent:
1. X is sequentially compact;
2. X is complete and totally bounded;
3. X is compact.
Proof. 1 ) 2 :
Suppose X is sequentially compact. We already know X is complete. If
it is not totally bounded then there exists and (xn) such that d(xi; xj )
for i 6= j . Then (xn) manifestly has no convergent subsequence. #
2)1:
Let (xn ) X . We must produce a convergent subsequence. For each
n > 0, we can cover X by nitely many balls of radius 1=n. By the pigeonhole
principle, for each n we can inductively nd (xi(n) ), a subsequence of (x(in;1) )
lying wholly inside a ball of radius 1=n. Take the diagonal subsequence (x(nn) ),
plainly an allowed subsequence of (xn ). By construction, (yn) := (x(nn) ) lies
in a 1=m-ball for n m. So (yn) is a Cauchy sequence, since d(xi; yi) m2
for i; j m. So (yn) is a convergent subsequence of (xn) by completeness.
3)1:
Suppose (xn) has no convergent subsequence. Without loss of generality
all terms in (xn ) are distinct, because if not there would be a convergent
subsequence which would trivially be convergent. We can nd radii rm > 0
such that each B (xn ; rn) contains no other xm with m 6= n (because no xn is
a limit point of (xi )). Clearly fx1 ; x2; : : : g must be closed, since otherwise it
would have a limit point x 6= xi and hence a convergent subsequence.
X = X n fx1 ; x2 ; : : : g [
[
n1
B (xn; rn) :
12
This is plainly an open cover with no nite subcover. (If we want to cover
xn we need B (xn; rn).)
1)3:
X sequentially compact implies X totall bounded. So for each n we can
nd a nite subset Sn X such that every x 2 S
X the (1=n)-balls centred
at points of Sn cover X . But then, setting S = n1 Sn, S is a countable
set dense in X . (A metric space with a countable dense subset is called
separable.)
Suppose S = (xn) and U = fU : 2 Ag is an open cover of X . For
S each
i, take Ui 2 U such that xi 2 Ui . Then, since S is dense in X , X = i1 Ui.
We have found a countable subcover U1; U2 ; : : : . If this has no nite
subcover then we can take (xnk ) such that xnk 2= U1 [ [ Un. Passing to a
subsequence if necessary, we may assume xnk ! x by sequential
compactness.
S
But then
= n1 Un, contradicting
S xnk 2 X n (U1 [ [ Uj ) for all j , i.e. x 2
X = n1 Un.
Usually one just says a metric space is compact if it has one of the above
properties.
Corollary 2.2.9. A subset of R n (or C n = R 2n ) is compact i closed and
bounded.
Proof. We use compact = complete and totally bounded. A subset of R n is
totally bounded i it is bounded (it is enough to show a cuboid is totally
bounded, and this is easily seen with a grid); it is complete i closed.
Chapter 3
Normed spaces
In this course we'll be considering norms on vector spaces of functions, e.g.
C ([0; 1]), usually given by things of form
kf k1 = sup jf (x)j
kf kp =
Z
1=p
jf (x)jp dx
We'll see that C ([a; b]) is complete for the metric d1(f; g) := kf ; gk1, but
not for dp := kf ; gkp. Abstract completions can be dened using trickery such as spaces of Cauchy sequences, orthonormal bases, or embedding
in abstract dual spaces, but to obtain concrete completions we'll need the
Lebesgue integral.
Denition 3.0.10. A normed space over C (or R ) is a vector space V with
a function k k : V ! R such that
1. kxk 0 with equality i x = 0;
2. kxk = jj kxk for 2 C (or R );
3. kx + yk kxk + kyk.
Dene a metric d by d(x; y) = kx ; yk. This makes V into a metric
space. (As usual, only the triangle inequality could be non-trivial, and
d(x; y) = kx ; yk = kx ; z + z ; yk kx ; zk + kz ; yk = d(x; z)+ d(z; y).)
All notions from metric spaces now apply, e.g. continuity, compactness, completeness. Norms are essential for carrying over ideas from nite-dimensional
algebra (e.g. the statement that every self-adjoint matrix can be diagonalized) to the innite-dimensional settings that appear naturally in the real
13
14
d + V (x)
; dx
2
is the innite-dimensional analogue of a self-adjoint matrix (see Hilbert Spaces
course).
In particular, we say xn ! x if kxn ; xk ! 0. A map f : V ! X is
continuous i xn ! x ) f (xn) ! f (x).
3.2 Completeness
on C (X ) by
kf k1 = sup jf (x)j:
x2X
15
Proof. The rst two axioms for normed spaces are obviously satised. For
the triangle inequality,
kf + gk1 = sup jf (x) + g(x)j
sup(jf (x)j + jg(x)j)
sup jf (y)j + sup jg(z)j
y2X
z 2X
= kf k1 + kgk1 :
To check completeness, suppose (fn) is a Cauchy sequence in C (X ). So,
given > 0 there exists n0 such that
jfm (x) ; fn(x)j 8n; m n0 8x 2 X:
In particular, for each x 2 X; (fn(x)) is a Cauchy sequence and hence has a
limit f (x). Letting m ! 1,
jf (x) ; fn(x)j 8n; m n0 8x 2 X:
Hence fn ! f uniformly, i.e. kfn ; f k1 ! 0. It remains to show that f is
continuous; we must show
xn ! x ) f (xn) ! f (x):
Given > 0 choose N so that
f ; f N
1 < . Then
jf (xn) ; f (x)j jf (xn) ; fN (xn)j + jfN (xn) ; fN (x)j + jfN (x) ; f (x)j
+ jfN (xn) ; fN (x)j +
3
`2 := (x1; x2 ; : : : ) :
We have already seen that in C n
n
X
i=1
xi y i
X
1=2
2
jxi + yij
jxi j2
X
jxij2 < 1 :
1=2 X
jyij2
1=2
1=2 X
1=2
2
2
jxij +
jyij :
16
i=1
X
jaijp
1=p X
jbijq
1=q
x y1; x + (1 ; )y:
To prove this one can just use calculus to show that
x x + (1 ; ):
y
y
Alternatively, applying the AM-GM inequality to the numbers
x;
: : : ; x; y; : : :; y
| {z } | {z }
n
yields
1
+ my ;
(xn ym) n+m nxn +
m
so
n
m
x n+m y n+m n +n m x + n +m m y:
Thus the claim holds for = n +n m , i.e 2 Q . By continuity we are done.
P
P
Since aibi jaijjbij we may assume ai; bi 0. If a = 0 or b = 0
the inequality is trivial; if not, by scaling we may set
X
api =
bqi = 1:
17
X
X
ai bi p1 api + 1q bqi = 1p + 1q = 1:
Z b
1=p Z b
jf jp dx
1=q
jg(x)jq dx
Corollary 3.5.2.
kxkp = sup
jxiyij:
jxiyij:
kykq =1
kxkp sup
We may assume kxkp = 1, i.e.
kykq =1
kx + ykp = sup
j(xi + yi)zi j
sup
jxiuij + sup
kzkq =1
kukq =1
= kxkp + kykp :
kvkq =1
jyivi j
18
xn + ynp =
xn(xn + yn)p;1 +
X
xpn
X
1=p X
ynp
yn(xn + yn)p;1
(xn + yn)p
1=p X
(p;1)=p
(xn + yn)p
(p;1)=p
` p = f(x1; x2 ; : : : ) :
jxi + yijp
!1=p
n
X
i=1
jxi jp
!1=p
n
X
i=1
jyijp
!1=p
Now let n ! 1, rst on the RHS, then on the LHS. We deduce that x+y 2 `p
if x; y 2 `p, and kx + ykp kxkp + kykp.
When p = 1: kxkp ! kxk1 = supi jxij. Thus
The (trivial) argument used for C (X ) shows that `1 is a normed space, even
complete.
Theorem 3.5.4. `p is a Banach space for 1 p < 1.
Proof. The key
is to choose
the correct notation. Let (x(n) ) `p be a Cauchy
sequence. Say
x(in) ; x(im)
p for n; m n0 , i.e.
N
X
i=1
jx(in) ; x(im) jp p
19
for all N and n; m n0 . This implies that each cordinate gives a Cauchy
sequence (x(im) ), with limit xi , say. Hence for all N and n n0 ,
N
X
i=1
Letting N ! 1,
Hence xn ; x 2 `p with
1
X
i=1
x(n)
jx(in) ; xi jp p:
jx(in) ; xi jp p:
; x for n n0 . Finally
kf kp :=
Z b
1=p
jf (x)jp dx
Z b
f
(
x
)
g
(
x
)
dx
2.
Z b
1=p Z b
jf jp dx
kf kp = sup
Z b
kgkq =1 b
3.
jg(x)jq dx
1=q
jfgj dx;
kf + gk kf kp + kgkp :
20
Lp([a; b]) can be described as the space of all measurable functions on [a; b]
such that
Z b
1=p
p
jf (x)j dx < 1;
a
with
Z b
1=p
p
kf kp =
jf (x)j dx :
a
Thus we work with an enlarged class of functions.
21
X
1=2
2
jaij ;
the usual Euclidean norm. We show that any other norm k k is equivalent
to k k2 . In fact,
X
a
e
i i
jaij keik
X
1=2 X
jaij2
kei k2
X
= constant
ai ei
2
1=2
ixi (xi 2 S ):
22
kxk ) kTxk :
Set y = x=. Then kyk 1 ) kTyk =. But then, taking y = x , we
kxk
get
kTxk kxk :
Conversely, T bounded ) kTx ; Tyk K kx ; yk so xn ! x ) Txn ! Tx,
i.e. T is continuous.
Let E; F be normed spaces and let B (E; F ) be the space of bounded
operators T : E ! F . Set B (E ) = B (E; E ). When F = C , B (E; F ) is just
the space of bounded linear maps E ! C , called bounded linear functionals,
and we write
E = B (E; C );
the dual of E . (This denition is similar to that in linear algebra, but with
the extra continuity condition thrown in.)
Proposition 3.8.3. Let E; F be normed spaces. Then
1. B (E; F ) is a normed linear space with respect to the operator norm.
2. If T : E ! F and S : F ! G are bounded linear maps, so too is
ST : E ! G, and kST k kS k kT k.
3. If F is complete (a Banach space) then B (E; F ) is complete. In particular, if E is any normed space, E is complete.
Proof. 1. If S; T 2 B (E; F ) dene S + T by
(S + T )(x) = S (x) + T (x):
This gives a vector space structure on B (E; F ). Clearly
kS k = jj kS k :
kS k 0, and kS k = 0 ) Sx = 0 8x ) S = 0. Triangle inequality:
k(S + T )xk kSxk + kTxk kS k kxk + kT k kxk = (kS k + kT k) kxk :
Hence S + T is bounded and kS + T k kS k + kT k.
23
2. We have
p q
Proof. We know that in C N
kxkp = sup
kykq =1
jxiyij = sup
kykq =1
jxi yij
(the last two expressions are equal because yk can be replaced by eik yk so
that eik xk yk = jxk yk j and kykq is unchanged). Letting N ! 1 we see that
this equation also holds in `p. P
If y 2 `q set fy (x) = x y = xi yi. Then fy 2 (`p) and
kfy k = sup jfy (x)j = sup jx yj = kykq :
kxkp =1
kxkp =1
24
(`1) 6= `1 :
`1 is `bad' since it is not separable, e.g. the set of sequences with all entries
0 or 1 is uncountable by the Cantor argument, but any two such sequences
x; y satisfy kx ; yk1 = 1. To describe (`1) one needs ultralters and the
Axiom of Choice. However, the weak topology is more natural for stuying
`1. The same applies to B (E; F ), also non-separable.
Why does the above proof go wrong in `1? Because
x(N ) = (x1 ; : : : ; xN ; : : : ; ) 6! x:
Chapter 4
Inner product spaces
Denition 4.0.5. Let E be a complex (or real) vector space. An inner
product on E is a map E E ! C (or R ); (x; y) 7! hx; yi such that
(a) hx; xi 0 with equality i x = 0;
(b) hx; yi = hy; xi;
(c) hx + y; zi = hx; yi + hy; zi.
Theorem 4.0.6 (Cauchy-Schwarz inequality).
jhx; yij kxk kyk :
Proof.
Parallelogram rule.
kx + yk2 + kx ; yk2 = 2(kxk2 + kyk2 ):
26
n;1
X
1
hx; yi = n !k
x + !k y
2 :
k=0
(This corresponds to averaging over a cyclic group of nth roots of unity.)
Letting n ! 1,
Z 2
1
hx; yi = 2 ei
x = ei y
2 d:
0
R
Examples. C ([a; b]) with hf; gi = ab f (x)g (x) dx:
C (S 1), identied
with the space of continuous periodic functions on [0; 2],
R
with hf; gi = 21 02 f (x)g(x) dx:
If E1 ; : : : ; En are inner product spaces then
Pso is E1 En = f(x1 ; : : : ; xn ) :
xi 2 Eig with h(x1; ; xn); (y1; : : : ; yn)i = hxi; yii:
27
But yn + ym 2 C by convexity of C . So
2
kym ; ynk2 2 kx ; ynk2 + kx ; ymk2 ; 42
since kx ; yk 8y 2 C . As n; m ! 1,
2 kx ; ynk2 + 2 kx ; ymk2 ; 42 ! 22 + 22 ; 42 = 0;
hence (yn) is Cauchy.
So by completeness of C , (yn) ! some a 2 C . By continuity, kx ; ak = .
(Observe that since any sequence yn such that kyn ; xk ! is a Cauchy
sequence, this already proves uniquencess of a. We'll see this more directly
below.)
To prove the hyperplane property set b = y ; a. Then
kx ; yk = kx ; a ; bk :
More generally,
Re hx ; a; a1 ; ai 0;
Re hx ; a1 ; a ; a1i 0:
Adding, ka ; a1 k2 0, so a = a1.
Corollary 4.1.2. Suppose M is a complete linear subspace of an inner product space E . Then, if x 2 E n M there is a unique point a 2 M minimizing
kx ; ak, uniquely characterized by the property
x ; a ? M:
This is essentially the same as the familiar fact that the closest point to
a subspace is obtained by dropping a perpendicular. If a is taken to be the
foot of the perpendicular, it must be closest to x by Pythagoras.
28
E = M M ? ) M ?? = M:
The operation M 7! M ? has the following properties.
(a) A B ) A? B ?.
(b) If S E then S ?? = lin S . (Note that S is just a subset of E .)
29
;
S ? = (lin S )? = lin S ?
;
since xn ? y; xn ! x ) x ? y. But then S ?? = lin S ?? =
lin S .
(c) (A + B )? = A? \ B ?:
(d) (A \ B )? = A? + B ?:
Proof. By c,
(A? + B ?)? = A?? \ B ?? = A \ B:
Now, using b,
A? + B ? = (A? + B ?)?? = (A \ B )?:
2. If M is a nite-dimensional subspace of an inner product space E then
M is automatically complete (as all norms on it are equivalent). Projection onto nite-dimensional subspaces will lead to the Gram-Schmidt
orthonormalization process.
3. Compact convex subsets of R n .
Let C R n be compact and convex. Call x 2 C an extreme point if it
doesn't lie in the interior of a line segment in C .
Theorem 4.1.5 (Krein-Milman). Every compact convex set C R n has
an extreme point. If E is the set of extreme points then
C = conv E;
where P
conv S denotes the P
set of convex combinations of elements of S , i.e. of
sums isi with 0; i = 1.
Proof. Existence: proceed by induction on n, the dimension of the ambient
space. Let H = fy : f (y) = g be a hyperplane intersecting C such that
f (x) 8x 2 C . Obtain such a hyperplane by using a separating hyperplane
coming from x1 2 E n C and the corresponding closest point a. Then C \ H
is a compact, convex set in H , and dim H = n ; 1, so inductively it has an
extreme point b. Claim: b is extreme in C . For, suppose b = tx + (1 ; t)y
with x; y 2 C; t 2 (0; 1). Apply f :
= f (b) = tf (x) + (1 ; t)f (y):
30
Proof.
n
X
xi
2
i=1
* n
X
i=1
xi;
n
X
i=1
kxi k2:
+
xi =
n
X
i=1
kxi k2 :
N
X
n=1
janj2 + f ;
1
X
n=1
N
X
n=1
janj2 kf k2 :
anen 2
31
Proof. Observe that a1e1 ; : : : ; anen and f ; Nn=1 anen are mutually perpendicular and sum to f , so just apply Pythagoras. Thus
N
X
n=1
Now let N ! 1.
janj2 kf k2 :
hf; gi = anbn
for all f; g 2 E , where an = hf; eni; bn = hg; eni;
P
d(f; En) =
f ;
since
PN
n=1 an en
N
X
n=1
anen
is closest. So
kf k2 =
N
X
n=1
janj2 + f ;
N
X
n=1
anen 2 :
(*)
32
i<n
and en =
Plainly (en) is an orthonormal system and lin(e1 ; e2; : : : ) =
lin(e1; e2 ; : : : ). So E = lin(e1 ; e2; : : : ).
Lemma 4.3.1. If e isPan inner product space with orthonormal
basis (en)
P
then E is complete i anen converges in E whenever janj2 < 1.
P
P
Proof. If E is complete and jan j2 < 1 then Nn=1 anen forms a Cauchy
sequence, hence converges.
Conversely, contemplate the map E ! ` 2; f 7! (an) = (hf; eni). This
map is linear, preserves inner products, and by assumption is surjective. SO
E can be identied with ` 2 as an inner product space, which we know to be
complete.
Now we show `there's only one (separable) Hilbert space!' Recall a Hilbert
space is separable if there is a sequence (vi) in E such that E = lin (v1; v2 : : : ).
33
1 1
(`p)
= `q ; p + q = 1;
so `2 is self-dual.
We'll give a direct geometric proof for any Hilbert space, much quicker
than the one passing through ` 2 identication.
Theorem 4.4.1. Let f : H ! C be a continuous linear functional of a
Hilbert space H . There exists a unique element 2 H such that
f ( ) = h; i:
Thus the dual of H may be identied, via the conjugate-linear map sending
f to , with H itself.
Proof. Consider ker f = f : f ( ) = 0g. Since f is continuous, ker f is a
closed subspace of H . So
H = ker f (ker f )?:
If ker f = H then f = 0 and we are done; if not, take 1 2 (ker f )? with
f (1 ) = 1. Then ; f ( )1 2 ker f; so
h ; f ( )1; 1 i = 0:
Hence
f ( ) = hh;;1ii = h; 12i = h; i;
k1k
1 1
where = 1 = k1k2 .
34
L2hol (D) := ff
:D!
C f
hf; gi =
holomorphic,
Z
jzj<1
jzj<1
jf (z)j2 dx dy < 1g
f (z)g(z) dx dy:
hf; gir =
Then
hfn; fmir =
jzj<r
fg dx dy =
jzj<r
fg dx dy:
Z r Z 2
= nm 2
ei(n;m) tn+m t dt d
Z 2pi
r2(n+1)
so kfnk =
= n + 1 nm
p
q
t2n+1 dt
n+1 :
n
2
2. If en(z) = n+1
z , then (en ) forms an orthonormal basis for Lhol (D).
We know (en) is an orthonormal system. To check it's a basis it is
enough to show that
X
kf k2 = jhf; enij2:
P
Clearly, hf; f ir " hf; f i as r ! 1. Say
f
=
anzn . This conveges
PN
uniformly for jzj r if r < 1. Thus n=0 an zn ! f in the uniform
norm on jzj r. But
kgk2r
jzjr
N
X
an zn
n=0
Hence
; f r ! 0:
N
X
anzn r2
2
r
n=0
So, by Pythagoras,
1
X
n=0
35
! kf k2r :
3. If
jan
j2 kzn k2
1
X
n=0
jhf; enij2:
bnen =
1 zn
bn n +
because
X
1=2 X (n + 1)
n
+
1
n
2
2n
jbn j
r
jbnj jzj
X
1=2
= p(11; r2)
jbnj2
1
X
n=0
(n + 1)xn
1=2
1
X
d
1 = 1 :
d
= dx xn = dx
1;x
(1 ; x)2
n=0
n
So jbnj n+1
z is uniformly convergent on jz j r < 1. Moreover
kPf k2r =2 P jbnj2r2(n+1) and hf; enir = rn+1bn. So, letting r " 1, kf k2 =
jbjn < 1 and hf; eni = bn .
Chapter 5
Fourier series and the Dirichlet
problem
We start by approximating functions by trigonometric polynomials
N
X
n=;N
anein :
Later we'll interpret this in terms of Poisson integrals and the Dirichlet problem.
Proposition 5.0.3. Let Kn(x; y) be a kernel on [a; b] [a; b] such that
(a) Kn 0 and Kn is continuous;
Z
(b) Kn(x; y) dy ! 1 uniformly for x 2 [a; b];
(c)
jy;xj
Kn(x; y) dy :
jf (x) ; fn(x)j
+
Z
jy;xj
jy;xj
jf (x) ; f (y)jKn(x; y) dy
Kn(x; y) dy
Z
Kn(x; y) dy :
Kn(x; y) dy + 2 kf k1
R
jy;xj
1 1
Kn(x; y) dy + kf k
R
Since Kn(x; y) dy ! 1 uniformly in x, and jy;xj Kn(x; y) dy ! 0 uniformly in x, we get kf (x) ; fn(x)k1 ! 0.
To approximate f 2 C (T) uniformly by a trigonometric polynomial, we
proceed heuristically as follows. Assume
X
f (x) = aneinx:
So hf; eni = an, where
n2
Z 2
1
hf; gi = 2 f (x)g(x) dx:
0
i
Now for z = re with jrj < 1, let
X
F (z) = rjnjaneinx
n2
and
fr (x) = F (reix).
F (z ) =
So
X r jnj Z 2
2 0
Now, summing two G.P.s,
n
So
with
f (y)ein(x;y) dy =
Z 2 X
1 ; r2
rjnjein(x;y) = 1 ; 2r cos(
x ; y ) + r2 :
Z 2
1
fr (x) = 2
Kr (x; y)f (y) dy
0
1 ; r2
Kr (x; y) = 1 ; 2r cos(
x ; y ) + r2
Proposition 5.0.4. Let rn " 1 and set Kn(x; y) = Krn (x; y). Then
1. Kn =2 satises the conditions of Proposition 5.0.3;
2.
1 R 2 K (x; y )f (y ) dy
r
2 0
einx);
n2
3. kfn ; f k1 ! 0.
Proof. 1. (a) Manifestly Kn 0 are continuous.
P
(b) For r < 1 the sum Kr (x; y) = n2 rjnjan ein(x;y) is uniformly
convergent so we can exchange sum and integral. So
Z
Hence
(c)
1 R 2 K (x; y ) dy = 1
r
2 0
2
2
1
;
r
1
;
r
Kr (x; y) = 1 ; 2r cos(x ; y) + r2 = 2
sin (x ; y) + (r ; cos(x ; y))2
2
2
sin12 (;x r; y) 1sin;2r
if jx ; yj .
2. This now follows by uniform convergence, interchanging sum and integral.
3. This follows from 1.
an einx:
But each term einx is given by a uniformly convergent power series for
jxj 1. So truncating each of these series we see that g, and hence f , may
be approximated uniformly by polynomials.
Corollary 5.0.7. (en) isRan
orthonormal basis for C (T) with respect to the
2
1
inner product hf; gi = 2 0 f (x)g (x) dx.
Proof. It suces to show that the set of trigonometric polynomials, linfe1 ; e2 ; : : : g
is dense under the L2 norm. But this is clear, since
Z
1 2 jf (x)j2 dx sup jf j;
2 0
so kf k2 kf k1, i.e. `close in kk1 implies close in kk2 '.
Corollary 5.0.8. Let E be the space of piecewise continuous functions on
[0; 2] (i.e. nitely many jump discontinuities) with the same inner product.
Then (en ) is an orthonormal basis for E ; in particular,
kf k22 =
janj2
by Parseval's theorem.
Proof. Appproximate f linearly in neighbourhoods of the discontinuities to
obtain g 2 C (T) with kf ; gk2 =2. Then we can nd a trigonometric
polynomial h with kg ; hk2 =2. So kf ; hk2 and the result follows.
and in general
numbers).
P ;2m
n
n;2 = 6 ;
n;4 = 90
= 2m q for some q 2 Q (related to the Bernoulli
fr (x) = anrjnjeinx
X
X
= anrneinx + anr;neinx
=
n0
n0
anzn +
n<0
n<0
an(z );n:
n0 an z
monic in D. Then
be har-
max f = max
f;
@D
D
for f : D ! C .
@2g
@x2
> 0 or
@2g
@y2
f (x) =
1
X
n=;1
aneinx ! f
n=;N
anrjnjein ! f
uniformly as N ! 1.
Theorem 5.2.1. If f 2 C [0; 2] is periodic, with f 0 continuous and periodic,
then
1
X
f (x) =
aneinx
P
n=;1
with
The proof of this claim is the essential idea in Sobolev theory. Note that
bn = 21
Z 2
f 0(x)einx dx
0Z
2
1
=;
f
(x) d e;inx dx
2 0
dx
Z 2
= 2in
f (x)e;inx dx
0
= inan :
Z 2
0
P 2
n janj2 < 1.
X
But then
jf 0j2 dx =
jbnj2
In particular,
So then g(x) := aneinx as the RHS is uniformly convergent. Also hg; eni =
an (n = 1; 2; : : : ). So hg ; f; eni = 0. Thus g = f since (en ) is a basis.
Theorem 5.2.2. (The Poisson summation formula)
Suppose f and f 0 are continuous on R with (1 + x2 ) f , (1 + x2 ) f 0 uniformly bounded. Then
1
X
1
X
Z 1
1
f (2n) =
f
(x)e;inx dx:
n=;1
n=;1 2 ;1
This says that a sum can be computed by taking its Fourier transform.
Number theorists' version: set g (x) = f (2n). Then
1
X
n=;1
g(n) =
1 Z1
X
n=;1 ;1
f (x)e;2inx dx:
x2[0;2]
X 1
1
4
(x + 2n)2 + 1
n2 1:
0 n=;N
f 0(x + 2n) dx =
N
X
n=;N
f (t + 2n) ; f (2n);
Z
1
F (0) =
F (x)e;inx dx
2
0
n=;1
1
X
Z 1
1
;inx dx:
f
(
x
)
e
f (2n) =
n=;1
n=;1 2 ;1
Chapter 6
Application to theta, gamma
and zeta functions
6.1 Theta functions
Recall from Complex Methods that contour intgration shows that for a > 0,
Z 1
;1
2 e;t2 =2a2 :
a
This is a rescaled version of the statement for a = 1 that e;x2=2 is its own
Fourier transform. Apply the Poisson summation formula:
X 1
X
p e;t2 =2a2 = e;22 a2 n2 :
2a
n2
n2
Writing b = 2a,
Dene
n2
X
e;b2 n2 = 1b e;n2=b2 :
n2
(t) =
n2
Then
ein2
n2
qn2
n2
qn2 2n
;
;
1 ;
Y
n=1
;
1 ; q2n 1 + q2n;1
;X n2 n 2
q 2
n2
=1+4
;X n2 n 4
q 2
n2
n=1
More generally,
X
1 ;
Y
n0
=1+4
(;1)n
1 + 1 q2n;1 :
2
q2n;1
1 ; q2n;1
8qn
1 ; qn
n1;4 n
X
(6.3)
(6.4)
(6.5)
Elementary proofs are given in Hardy & Wright. Proofs follow more easily
by using the theory of Eisenstein series and modular forms. Both sides are
modular forms and can be identied in the space of modular forms.
n2
4
X
qn2 2n 4 =
n0 r(n)q
n.
n2i = ng
i=1
;(z) =
Z 1
One can show using Morera's theorem that ; is holomorphic in Rez > 0.
Integrating by parts,
;(z + 1) =
Z 1
;tz e;t 10 + z
0
tz;1e;t dt
= z;(z)
(a; b) =
Z 1
=2
ta;1 (1 ; t)b;1 dt
Z =2
Z 1
sb;1 ds:
0 (1 + s)a+b
The ; and functions are related by
;(a);(b) = (a; b):
;(a + b)
=
;(a);(b) =
Z 1
sa;1 e;s ds
Z 1
tb;1e;t dt:
;(a);(b) = 4
;1 ;1
Z 1 Z =2
=4
0
Z =2
2 2a+b
;
r
e r dr
(cos )2a;1 (sin )2b;1 d
0
0
Z 1
=4
Z 1
s;a ds
0
0 s+1
= sin a ( by integration round a keyhole contour).
Since ;(1) = 1, we obtain
;(z);(1 ; z) =
(z 2 (0; 1)):
sin z
This is the functional equation for the gamma function. By analytic continuation it holds for all z 2 C n Z.
(a; 1 ; a) =
ta;1 (1 ; t) dt =
(s) = (1 ; s):
Let
(x) =
1
X
n=1
e;n2 x = (x)2; 1 :
1 + 1)
x
Summing,
;(s=2) (s) = Z 1 xs=2;1 (x) dx
s=2
0
Z 1
Z 1
xs=2;1 (x) dx
Z 1
1
1
1
1
1
s=
2
;
1
px x + 2px ; 2 dx + xs=2;1 (x) dx
= x
1
0
Z 1
Z 1
s;3
1
1
1
s=2;1 (x) dx
2 2
=
s ; 1 ; s +Z 0 x
x dx + 1 x
1 1
x 2 (1;s);1 xs=2;1 (x) dx
= s(1;;1 s) +
1
RHS is unchanged is s is replaced by 1 ; s. So the formula holds for all
values of s. Since ; has a meromorphic continuation with known poles, it
follows that has an analytic continuation to C n f0g with a simple pole at
s = 1.
Much more follows from the functional equation for the theta function,
e.g. it can be used to prove quadratic reciprocity (via Gauss sums).
=
0
Z
xs=2;1
(x) dx +
1
Chapter 7
The Stone-Weierstrass
Theorem
Let X be a compact metric space. Then C (X ), the set of continuous functions
X ! C is a complete normed space under the uniform norm
kf k1 = sup jf (x)j:
x2X
y 2X
50
z2X
51
N
X
f (k=n) Nk xk (1 ; x)N ;k
k=0
a polynomial of degree N . Then kfn ; f k1 ! 0. Thus every every continuous function on [0; 1] can be approximated uniformly by polynomials.
Remark.
;N k This isNa;kprobabilistic proof due to S. Bernstein. Polynomials
of form k x (1 ; x) are known as Bernstein polynomials. The; theorem
says that the binomial distribution which assigns a probability of Nk xk (1 ;
x)N ;k to the point k=N 2 [0; 1] tends to the point measure at x as N ! 1.
N
X
N
k=0
k
k t:
52
Nt(1 + t)N ;1
N
X
N
k k tk
k=0
N (N
N
X
k=0
k2
N tk :
k
Now simply set t = 1;x x and multiply these identities by (1 ; x)N . An easy
simplication gives (a), (b) and (c). Finally
N
X
k=1
(x ; k=n)2
proving (d).
Fix x 2 [0; 1]. Then
fN (x) ; f (x) =
with pNk (x) =
;N k
x (1
k=0
fN (x) ; f (x) =
so
N
X
N
X
k=0
N
X
k=0
53
A fortiori,
54
Y = fh : h 2 1 + A; h 0; khk1 Rg
p
55
(ii)
12 kh1 ; h2 k1 kh1 + h2 k1
Notes.
3.
4.
5.
6.
56
57
f; g 2 A ) fg 2 A
can be relaxed to the condition
f; g 2 A ) fg 2 A:
Proof. Apply the S-W theorem to A. We must check that A is closed under
multiplication: suppose (fn); (gn) are sequences in A; then
fn ! f; gn ! g ) fngn ! fg 2 A = A:
Claim. Any 2f 2 C0 (R ) can be uniformly approximated by an Hermite function p(x)e;x =2 with p a polynomial.
Remark. This is useful for deriving the properties of the Fourier transform, and for proving that Hermite functions
form a complete set of eigenfunctions for the harmonic oscillator ; dxd22 + x2 .
Rn = e;x ;
;x)k :
X(
k<n
k!
bn := sup xk Rn(x)e;x ! 0 as n ! 1:
x0
58
A distinguishes points: given x; y 2 R take p such that p(x) < 0; p(y) > 0.
Set f = p e;x2=2 . So f (x) < 0 < f (y).
A contains a nowhere-vanishing function:2 e;x2=2 . 2
f; g2 2 A )
fg 2 A : suppose f = p e;x =2; g = q e;x =2. By the2 lemma,
2
p q e;x =2e;x =2 2 A; for the lemma says that if you replace 2e;x 2 by the
start of its Taylor series, this will converge uniformly to p q e;x e;x . But
p q e;x2=2 e;x2 =2 ! p q e;x2
uniformly as ! 1. Hence p q e;x2 2 A = A.
Lemma 7.2.1. If X; Y are compact metric spaces, the linear span of products f (x)g (x) (f 2 C (X ); g 2 C (Y )) is uniformly dense in C (X Y ).
Proof. This linear span A satises the conditions of the S-W theorem, hence
A is unifomly dense in C (X Y ).
Theorem 7.2.2. 1. If f 2 C ([a; b] [c; d]) then
Z dZ b
2.
XX
f (x; y) dx dy =
janmj < 1 )
XX
Z bZ d
R2
f (x; y) dx dy =
f (x; y) dx dy:
anm =
R
XX
anm:
ZZ
f (x; y) dy dx:
RR
ZZ
f dx dy =
f dy dx =
X X Z m+1 Z n+1
m
n
Z
Z
X X n+1 m+1
m
f (x; y) dy dx
f (x; y) dx dy: