Analysis notes
Sections
Analysis Refresher in the Style of PMA
Purpose of this section This section reviews the analysis background used in differential geometry: limits, metric spaces, compactness, continuity, differentiation, integration, uniform convergence, several-variable calculus, and the analytic foundations of differential forms. It is written as a refresher for someone who has seen rigorous analysis before.
Ordered fields, completeness, and the real numbers
An ordered field is a field with a total order compatible with addition and multiplication:
and
A set is bounded above if there exists such that for all . A least upper bound, or supremum, is an upper bound such that for every upper bound .
The real numbers are characterized as a complete ordered field: every nonempty subset of bounded above has a supremum.
Sequences and limits
A sequence in a set is a map , written . In a metric space , the sequence converges to if for every there exists such that
A sequence in a metric space is Cauchy if for every there exists such that
Completeness means every Cauchy sequence converges.
For a real sequence , define
The ordinary limit exists if and only if .
Numerical series
A series is an expression
whose meaning is the limit of partial sums
It converges if converges.
Absolute convergence means
Absolute convergence implies convergence in or .
Useful tests include comparison, ratio, root, alternating series, and Cauchy condensation tests. The conceptual point is that convergence is always about the sequence of partial sums.
Metric spaces and compactness
A metric space is a set with a distance function . An open ball is
The metric topology is generated by open balls.
A metric space is compact if every open cover has a finite subcover. In metric spaces, compactness is equivalent to sequential compactness:
It is also equivalent to completeness plus total boundedness. Total boundedness means that for every , finitely many -balls cover .
Continuity and uniform continuity
A function between metric spaces is continuous at if for every there exists such that
It is continuous if it is continuous at every point.
The topological definition is equivalent:
A function is uniformly continuous if can be chosen independently of .
Theorem 19. A continuous function from a compact metric space to a metric space is uniformly continuous.
Connectedness and the intermediate value theorem
A subset of is connected if and only if it is an interval. If is connected and is continuous, then is connected.
The intermediate value theorem follows: if is continuous and lies between and , then there exists such that
Differentiation in one variable
For , the derivative at is
when the limit exists. Differentiability implies continuity.
The mean value theorem states that if is continuous on and differentiable on , then there exists such that
Taylor’s theorem with remainder says that if has derivatives, then
where one possible form of the remainder is
for some between and .
Riemann and Riemann-Stieltjes integration
Let be bounded. A partition is
Upper and lower sums use suprema and infima on subintervals. The Riemann integral exists if the upper and lower integrals agree.
For a monotone increasing function , the Riemann-Stieltjes integral
weights the interval by
When , this is the Riemann integral. When has jumps, the integral includes point-mass contributions.
Sequences and series of functions
A sequence of functions converges pointwise to if
for every . It converges uniformly if for every there exists such that
for every .
Uniform limits preserve continuity:
For a series of functions , the Weierstrass -test says that if
and
then converges uniformly and absolutely.
Power series and special functions
A power series centered at is
There is a radius of convergence such that the series converges absolutely for and diverges for . Inside its interval of convergence, a power series can be differentiated and integrated term by term.
The exponential function can be defined by
It satisfies
The trigonometric functions are encoded by
Differentiation in several variables
Let be open and . The derivative of at is the linear map
such that
In coordinates, is the Jacobian matrix
The chain rule is
This is the analytic origin of pushforward maps on tangent spaces.
Inverse and implicit function theorems
Theorem 20 (Inverse function theorem). Let be continuously differentiable. If is invertible, then there exist neighborhoods of and of such that
is a diffeomorphism.
Theorem 21 (Implicit function theorem). Let be continuously differentiable. Write variables as . If
and the derivative with respect to ,
is invertible, then near the equation can be solved uniquely as
for a continuously differentiable function .
These theorems justify treating regular level sets as manifolds.
Contraction mapping theorem
A map on a metric space is a contraction if there exists such that
for all .
Theorem 22 (Banach fixed point theorem). If is a complete metric space and is a contraction, then has a unique fixed point , and the iterates converge to for every initial .
This theorem is a workhorse behind existence and uniqueness results for ordinary differential equations, including local flows of vector fields.
Ordinary differential equations and flows
Let be a smooth vector field on an open set . An integral curve is a differentiable map
satisfying
The local existence and uniqueness theorem for ODEs says that if is sufficiently smooth, then for every initial point there is a unique integral curve with , at least for small time.
The flow is the map
where is the integral curve starting at . On a manifold, this definition is transported through charts.
Differential forms and Stokes theorem as analysis
On an open subset , a -form is a finite sum
If parametrizes a -dimensional surface, then the integral of over is defined by pulling back:
If
then
Thus differential forms are algebraic objects first, but integration is defined by pullback to coordinate domains where ordinary multivariable integration applies.
Theorem 23 (Stokes theorem, smooth version). If is an oriented smooth compact -manifold with boundary and , then
Functions of bounded variation
A function has bounded variation if
where the supremum is over all partitions . Every monotone function has bounded variation. Every function of bounded variation is a difference of two monotone increasing functions.
Bounded variation is the correct regularity class behind Riemann-Stieltjes integration.
Arzela-Ascoli theorem
A family of functions between metric spaces is equicontinuous if for every and every , there exists such that
for all .
Theorem 24 (Arzela-Ascoli, compact metric version). If is compact metric and is uniformly bounded and equicontinuous, then every sequence in has a uniformly convergent subsequence.
This theorem is one of the main compactness tools in analysis and differential equations.
Stone-Weierstrass theorem
Theorem 25 (Stone-Weierstrass, real version). Let be a compact Hausdorff space and let be a subalgebra containing the constant functions. If separates points, meaning for there exists with , then is dense in in the uniform norm.
For , polynomial functions are dense in continuous functions. This justifies approximating complicated functions by algebraically simple ones.
Fourier series
For a -periodic integrable function , define Fourier coefficients
The formal Fourier series is
For , the exponentials form an orthonormal basis and
Fourier analysis is the analytic background of Bloch theory: periodicity converts translation symmetry into momentum labels.
Differentiation under the integral sign
Let be a function depending on a parameter . A typical rigorous theorem says that if exists and is dominated by an integrable function independent of , then
In modern form, this is usually proved with dominated convergence.
Change of variables
Let be open and let be a diffeomorphism. Then for suitable functions ,
For differential forms, the Jacobian determinant is built into pullback. If
then
The absolute value disappears for oriented form integration because orientation keeps track of the sign.
Lagrange multipliers
Suppose are smooth functions on . To find critical points of subject to constraints
one solves
provided the differentials are independent. Geometrically, the derivative of must vanish on the tangent space to the constraint manifold.
Normed spaces and Banach spaces
A normed vector space is a vector space with a norm . It is a Banach space if it is complete in the metric induced by the norm. Examples include with the sup norm and spaces for .
The open mapping theorem, closed graph theorem, and uniform boundedness principle are the three basic structural theorems of Banach space theory. They explain why pointwise bounded families of bounded linear operators often have uniform bounds.
Implicit analytic assumptions in geometry
Differential geometry often hides analysis in phrases such as “smooth”, “flow”, and “integrate a form”. The analytic content is:
-
smooth maps are locally maps between open subsets of Euclidean spaces with all derivatives,
-
tangent maps are derivatives in charts,
-
flows are solutions of ODEs,
-
form integration is pullback plus ordinary integration,
-
Stokes theorem is a far-reaching generalization of the fundamental theorem of calculus.
Measure Theory and Real Analysis Refresher
Purpose of this section This section reviews measure-theoretic real analysis at the level needed to understand modern integration, spaces, convergence theorems, weak formulations, and functional-analytic background. The previous section discussed Riemann-style analysis; this section explains why Lebesgue integration is the more flexible framework.
Sigma-algebras and measurable spaces
Let be a set. A sigma-algebra on is a collection of subsets of such that:
-
,
-
if , then ,
-
if , then .
The pair is a measurable space. Elements of are measurable sets.
If is a topological space, the Borel sigma-algebra is the smallest sigma-algebra containing all open sets. Its elements are Borel sets.
Measures
A measure on is a function
such that
and for pairwise disjoint measurable sets ,
The triple is a measure space.
The measure is finite if , sigma-finite if
with , and complete if every subset of a measure-zero set is measurable.
Outer measure and Lebesgue measure
An outer measure on is a function
with , monotonicity, and countable subadditivity.
For , the Lebesgue outer measure is
A set is Lebesgue measurable if for every ,
The restriction of to measurable sets is Lebesgue measure.
Measurable functions
Let and be measurable spaces. A function is measurable if
for every .
For real-valued functions, it suffices to check sets of the form
for all .
A simple function is a finite linear combination of indicator functions:
Simple functions are the measure-theoretic analogue of step functions.
Lebesgue integration
For a nonnegative simple function
define
For a nonnegative measurable function , define
For a general measurable function , write
If at least one of and is finite, define
The function is integrable if
Almost everywhere statements
A property holds almost everywhere if it holds outside a measurable set of measure zero. For example,
means
In spaces, functions equal almost everywhere are identified.
Convergence theorems
Theorem 26 (Monotone convergence theorem). If and pointwise, then
Theorem 27 (Fatou lemma). If , then
Theorem 28 (Dominated convergence theorem). If pointwise a.e. and there exists an integrable function such that
for all , then is integrable and
These theorems are the main reason Lebesgue integration is more powerful than Riemann integration.
Product measures, Tonelli, and Fubini
Given sigma-finite measure spaces and , there is a product measure
on the product sigma-algebra, characterized by
Theorem 29 (Tonelli theorem). If is measurable, then
Theorem 30 (Fubini theorem). If is integrable on , then the iterated integrals exist for almost every slice and equal the product integral.
spaces
For , define
The space consists of equivalence classes of measurable functions with finite -norm. For ,
Theorem 31 (Holder inequality). If and
then
Theorem 32 (Minkowski inequality). For ,
Theorem 33 (Completeness). For , is a Banach space.
The case is special because
makes a Hilbert space.
Signed and complex measures
A signed measure is a countably additive function
that does not take both and . A complex measure takes values in and is countably additive.
The total variation of a complex measure is
where the supremum is over finite measurable partitions .
Theorem 34 (Hahn decomposition). For a signed measure , there are disjoint measurable sets with such that is nonnegative on subsets of and nonpositive on subsets of .
Theorem 35 (Jordan decomposition). A signed measure can be written uniquely as
where and are mutually singular positive measures.
Absolute continuity and Radon-Nikodym theorem
Let and be measures on . We say is absolutely continuous with respect to , written
if
They are mutually singular, written , if there exist disjoint measurable sets with , concentrated on , and concentrated on .
Theorem 36 (Radon-Nikodym theorem). If and is sigma-finite, then there exists a measurable function such that
for every measurable set . The function is unique up to equality a.e. and is denoted
Lebesgue decomposition
Theorem 37 (Lebesgue decomposition). If and are sigma-finite measures, then
where
This theorem separates a measure into the part described by a density and the singular part.
Weak convergence and distributions of measures
A sequence of finite measures on a topological space converges weakly to if
for all bounded continuous test functions in the chosen class. Weak convergence is central in probability and in functional analysis because it tests measures through observables rather than pointwise densities.
Differentiation of measures and absolute continuity on the line
A function is absolutely continuous if for every there exists such that for any finite collection of disjoint intervals ,
Theorem 38. A function is absolutely continuous if and only if there exists such that
In that case almost everywhere.
Approximation and density
On , smooth compactly supported functions are dense in for :
One standard tool is convolution with a mollifier. A mollifier is a nonnegative smooth compactly supported function with
Set
Then is smooth and approximates in suitable senses as .
Hilbert spaces
A Hilbert space is a complete inner-product space. The norm is
Orthogonality, projections, Fourier series, quantum states, and spectral theory are Hilbert-space ideas.
Theorem 39 (Projection theorem). Let be a Hilbert space and let be a closed convex subset. For every , there exists a unique minimizing .
If is a closed subspace, then
Bounded linear operators
A linear map between normed spaces is bounded if there exists such that
for all . Boundedness is equivalent to continuity.
The operator norm is
The bounded operators on a Hilbert space form an algebra. In quantum mechanics, observables are typically represented by self-adjoint operators, often unbounded; handling unbounded operators requires domain care beyond this section.
Distributions and weak derivatives
A test function is usually a smooth compactly supported function. A distribution is a continuous linear functional on a space of test functions. If , it defines a distribution by
The weak derivative is defined by
when such a distribution is represented by a function. This idea underlies Sobolev spaces and weak formulations of PDEs.
Measure-theoretic summary for geometry and physics
The main takeaways are:
Concept Why it matters
Measurable space Separates which sets are allowed to be measured Measure Assigns size, probability, volume, or spectral weight Lebesgue integral Stable under limits and compatible with spaces Almost everywhere Ignores measure-zero pathologies Dominated convergence Lets limits pass through integrals Product measure and Fubini Justifies iterated integrals and path-integral manipulations at a formal level Radon-Nikodym derivative Turns absolute continuity into densities Hilbert spaces Natural home for quantum mechanics and analysis Weak derivatives Let derivatives exist after ordinary derivatives fail
Caratheodory extension theorem
A premeasure is a countably additive set function defined on an algebra of sets. The Caratheodory extension theorem says that, under standard sigma-finiteness hypotheses, a premeasure extends uniquely to a measure on the generated sigma-algebra.
This is how Lebesgue measure is constructed from interval length and how product measures are constructed from rectangle measures.
Regular Borel measures
On a locally compact Hausdorff space , a Borel measure is inner regular if
for suitable measurable sets , and outer regular if
Regularity says that measurable sets can be approximated from inside by compact sets and from outside by open sets.
Theorem 40 (Riesz representation theorem, locally compact version). Positive linear functionals on , for locally compact Hausdorff, correspond to regular Borel measures on .
This theorem explains why measures can be studied through integrals of continuous test functions.
Modes of convergence
For measurable functions :
-
pointwise a.e. if outside a null set.
-
in measure if for every ,
- in if
For finite measure spaces,
A subsequence of a sequence converging in measure converges almost everywhere under suitable hypotheses.
Duality of spaces
Let and let be the conjugate exponent, . Under sigma-finiteness assumptions,
via
For , this identifies with its own dual using the Hilbert inner product.
Hahn-Banach theorem
Theorem 41 (Hahn-Banach). Let be a real vector space, let be sublinear, and let be a linear functional on a subspace such that . Then extends to a linear functional on with .
A key consequence is that normed spaces have enough continuous linear functionals to separate points.
Weak and weak-star topologies
Let be a normed space. The weak topology on is the coarsest topology making every continuous linear functional continuous. A sequence converges weakly to if
for every .
The weak-star topology on is the coarsest topology making evaluation maps
continuous for every .
Theorem 42 (Banach-Alaoglu). The closed unit ball in is compact in the weak-star topology.
This is a fundamental compactness theorem in functional analysis.
Sobolev spaces
For an open set , the Sobolev space consists of functions whose weak derivatives of order are also in . The norm is
For , one writes
Sobolev spaces are the natural setting for PDEs and variational problems.
Fourier transform on
For a sufficiently nice function , define
With normalization conventions adjusted appropriately, the inverse transform is
Differentiation becomes multiplication:
This is why Fourier analysis diagonalizes constant-coefficient differential operators and why momentum space is natural in band theory.
Spectral theorem, bounded self-adjoint case
Let be a Hilbert space and a bounded self-adjoint operator. The spectral theorem says that can be represented as multiplication by a real-valued function on an space, or equivalently through a projection-valued measure:
For finite-dimensional Hermitian matrices, this reduces to diagonalization by a unitary matrix. In quantum mechanics, the spectral theorem is the rigorous foundation for observables and measurement probabilities.
Probability language
A probability space is a measure space with . A random variable is a measurable function
Expectation is integration:
Independence of sigma-algebras or random variables is a multiplicativity condition on probabilities. Many statistical mechanics constructions can be phrased measure-theoretically, even when physicists use more formal path-integral notation.
What this section deliberately does not hide
Measure theory separates three logically different operations:
-
choosing measurable sets,
-
assigning size to those sets,
-
integrating measurable functions against that size assignment.
Differential forms add geometry and orientation to integration. Measures add limit stability and functional analysis. Both are needed in modern mathematical physics, but they solve different problems.