Functional Analysis - Summer term 2012 (SoSe 2012)


Thomas Østergaard Sørensen


Content of the lecture


April 16th

Introduction; practical information; requirements for the grade. Please sign up for the Exercise class!

Motivation: Functional Analysis (FA) is 'infinite dimensional linear algebra' - the study of infinte dimensional vector spaces and of linear maps between them. It is a 'fusion' of Linear Algebra (LA) and Analysis.

(From LA, the following are assumed to be known: vector, matrix, linear (in)dependence, span, basis, linear map and its matrix, range, kernel, rank, Gauss elimination, scalar product, positive definite matrix, norm of a vector and a matrix, orthonormal basis, orthogonal and unitary matrix, orthogonal projection, change of basis formula.)

Both of these - LA and Analysis - are very much about studying equations and their solutions (example given: linear systems, eigenvalue eq, Intermediate Value Thm).

Lots of the motivation in FA comes from studying equations - mostly differential and integral eq's. Example of general ODE (Gewoehnliche Diff Gleichung) and of 'integral operators' (linear map K given by integrating (in t) function x(s) against a function k(t,s) of two variables (s,t)).

Chapter 1: Topological and metric spaces.

Start on recalling Euclidean topology on R^n (distance, open sets).

April 18th

Continuation of recalling Euclidean topology on R^n (continuity, by epsilon-delta, and by open sets).

Definition of topological space, Hausdorff space. Remarks (discrete, indiscrete topology). Definition of stronger and weaker topologies. The discrete is stronger, the indiscrete weaker than any other topology. Definition of relative/induced topology.

Definition of closed sets, the interior of a set, the closure of a set. The interior is open, the closure is closed. Discussion of what happens in discrete/indiscrete case.

Definition of neighbourhood of a point, inner point of a set, adherent point of a set, limit point of a set, boundary points of a set, boundary of a set.

Lemma: A set is open iff all its points are inner points. A set is closed iff it contains all its adherent points. The interior of a set is the set of all its inner points, and the closure of a set is the union of the set and its limit points.

Definition of convergence of a sequence (discussion next time).

Definition of continuity of a map between two topological spaces.

April 23rd

Discussion of convergence of a sequences. Definition of open map. Definition of homeomorphism, and homeomorphic top. spaces.

Definition of a neighbourhood basis of a point, and of first countable top. space. Definition of sequentially continuous.

A continuous map f:X -> Y is seq. cont. IF X is first countable, and f is seq. cont., then f is cont.

Let X be first countable, let A be subset of X, x adherent point of A. Then there is a sequence of points _in_ A, which converges to x. In particular, the closure of A equals the set of points which are limits of a sequence of points from A.

Definition of local basis for x (a point). Definition of how to use a local basis (one for _each_ x in X) to generate a topology.

April 25th

Definition of a topology generated by _any_ family of subsets. Definition of subbasis and basis. Definition of second countable. The Euclidean topology on R is second countable - the family of open intervals with rational endpoints is a countable basis.

Definition of a dense subset, and of a separable top. space. Definition of the product topology on X x Y. Comments, in particular: In the product topology, convergence is "coordinate wise".

Definition of metric d, and metric space (X,d). Some further inequalities (e.g. inverse triangle). Definition of the distance from a point to a subset, and between two subsets of X. Examples: Euclidean ('2-metric') on R^n, and the 'p-metrics' on R^n, the discrete metric, the induced metric on a subset, the French railroad metric. Definition of B_R(x), and K_R(x), of bounded sets, and of the topology T_d generated by {B_{1/k}(x)} for k in N.

Remark: The sets B_{1/k}(x) (and B_R(x)) are open. Any metric space is first countable - hence, a map is continuous iff it is sequentially continuous. Translation of convergence of sequences using the metric. Note, the closure of B_R(x) _might_ not be K_R(x) ! The metric (as a function of two variables) is continuous (proof next time).

April 30th

Proof of: The metric (as a function of two variables) is continuous.

Definition of Cauchy sequence, and of a complete metric space. Remark: Every convergent sequence is Cauchy, and every Cauchy sequence is bounded.

Lemma: (X,d) complete. Subset A of X is a complete metric space iff it is a closed subset of X.

Definition of isometry and of isometric metric spaces. Remarks. Theorem: Completion of a metric space (unique up to isometry).

Discussion of fixpoint equations, and fixpoints. Definition of Lipschitz continuous, Lipschitz constant, contraction. Definition of uniformly continuous. Remarks: Lipschitz implies uniformly implies continuous. Hence, contraction is continuous.

Formulation and discussion of Banach's Fixpoint Theorem (proof next time).

May 2nd

Proof of Banach's Fixpoint Theorem. (Application to ODE's later.)

Definition of compact, sequentially compact, relative compact subsets of a topological space. Discussion: In R^n compact equivalent to closed & bounded, in general NOT.

Lemma: A continuous real map on a sequentially compact space attains its minimum (and maximum).

If a space is first countable and compact, then it is sequentially compact.

A compact subset of a Hausdorff space is closed. A closed subset of a compact space is compact. Hence, in a compact Hausdorff space, subsets are compact iff they are closed. (Proofs next time).

May 7th

Proof of: A compact subset of a Hausdorff space is closed. A closed subset of a compact space is compact.

Proposition: A sequentially compact metric space is complete. (Lemma: A Cauchy sequence with a convergent subsequence, is itself convergent, with same limit).

Definition of pre-compact.

Theorem: Let (X,d) be complete metric space. A subset A is compact iff it is sequentially compact. A _closed_ subset A is pre-compact iff it is compact. (End of proof next time).

May 9th

End of proof from last time.

Theorem: Any compact metric space is separable. Theorem: X, Y topological spaces, f: X-> Y map. If X is compact and if f is continuous, then f(X) is compact (in Y). Corollary: A continuous real-valued function on a compact topological space attains its maximum and minimum. Discussion.

Theorem: (X,T) compact Hausdorff space. If T_w is any topology strictly weaker than T, then (X,T_w) is not Hausdorff. If T_s is any topology strictly stronger than T, then (X,T_s) is not compact.

For more on general topology, see for example
W. A. Sutherland: Introduction to metric and topological spaces, Oxford University Press.
J. L. Kelley: General Topology, Springer Verlag.
G. K. Pedersen: Analysis Now, Springer Verlag.

Chapter 2: Banach and Hilbert spaces.

Definition of norm, normed space, semi-norm. Remarks: Definition of metric given by norm. The norm is continuous (from X to R) (with respect to topology given by metric). Any convergent sequence is bounded. The linear structure (vector addition and scalar multiplication) is continuous. The balls {B_{1/k}(0)}_{k in N} form a countable neighbourhood basis of 0 (the zero-vector in X). One gets a countable neighbourhood basis of any x in X by translation: B_R(x) = x + B_R(0).

Definition: A complete normed space is called a Banach space.

Examples: R^n with usual Euclidean norm. R^n with p-norm. (Continued next time).

May 14th

Example: l_p, with p-norm (p in [1,infinity]), is a normed space. It is a Banach space.

Definition: Equivalent norms on a normed space. Example: Different l_p - norms on R^n.

Theorem: Any two norms on a finite dimensional normed vector space are equivalent. Any finite dimensional normed vector space is a Banach space. Any finite dimensional linear subspace of a normed vector space is a closed subset, and is complete (even if larger space is not).

Riesz' Lemma: X Banach space, U prober closed linear subspace, lampda in (0,1). There exists vector x of norm 1, such that ||x-u|| >= lambda for all u in U. (Proof next time.)

May 15th

Proof of Riesz' Lemma. (NOTE: The space need NOT to be Banach - can be left out in assumption - it was assumed in lecture).

Theorem: The closed unit ball in a normed space is compact iff the space is finite dimensional. (NOTE: The space need NOT to be Banach - can be left out in assumption - it was assumed in lecture).

Definition of linear maps between normed spaces, and of their kernel and range (which are linear subspaces). The kernel is closed if the map is continuous. Theorem: A linear map is continuous iff it is continuous at 0 iff it is a bounded linear operator (there exists C>0 sucht that ||Tx|| <= C ||x|| ). Definition of operator "norm", and of B(X,Y). Lemma on facts on the operator "norm".

Any linear map between two finite dimensional normed spaces is bounded/continuous.

Theorem: B(X,Y) with the operator "norm" is a normed space (ie, the operator "norm" is a norm). If Y is Banach, then so is B(X,Y) with the operator norm. (Rest of proof next time).

May 21st

Rest of proof from last time (see above).

Definition of the dual space of a normed vector space and its norm. The dual space is always a Banach space (with the operator norm).

Examples: The dual of any finite dimensional normed space is (isometrically isomorpic to) itself.

The dual of l_p (1 < p < infinity) is (isometrically isomorphic to) l_q (q the conjugate exponent) (including proof).

Theorem: X, Y normed spaces, Y Banach, M dense linear subspace of X, T:M -> Y linear and bounded. Then T has a unique extension to a linear bounded map T-tilde:X -> Y, with the same operator norm (proof: next time).

May 23rd

Proof from last time (see above).

Definition of a compact map between normed spaces, and of a compact operator, and of K(X,Y). A compact operator is bounded, so K(X,Y) subset B(X,Y). Definition of continuous, compact, and dense embeddings. Discussion. The composition of a compact and a bounded operator is again compact.

Definition of inner product/scalar product, inner product space. Remarks. Cauchy-Schwarz-Bunyakowski's inequality. The inner product generates a norm. The inner product is continuous in this norm. The Parallelogram Identity. Definition of a Hilbert space.

May 30th

Examples: R^n,C^n (usual scalar products), R^n with _any_ scalar product, l_2, C[0,1] with < f,g >=int \overline{f(x)} g(x) dx (NOT Hilbert space).

The scalar product with a fixed vector y defines a bounded linear functional. Conversely: Riesz' representation theorem: Every bounded linear functional f on a Hilbert space is given in this way. The vector y also minimizes F(z)= < z,z > - 2 Re f(z).

Definition of orthogonal vectors, and orthogonal complement of a set.

The Projection Theorem (proof next time).

June 4th

Proof of the projection theorem (from last time).

Definition of boundedness and coercivity of a sesqui linear form on a normed space.

Lax-Milgram's Theorem: For any bounded, coercive sesquilinear form b on a Hilbert space there is a bounded linear bijection R such that b(Rx,y) = < x, y > for all x,y in H.

Discussion of algebraic basis for a vector space: Definition of algebraic (Hamel) basis. Theorem: Every vector space has a Hamel basis. Proof follows from Zorn's Lemma. Proposition: Let X be a Banach space which is NOT finite dimensional, and let B be any Hamel basis for X. Then B is uncountable. This makes the concept of a Hamel basis useless (for us!).

June 5th

For general index set I, and Banach space X: Defintion of family x:I -> X, and of absolutely summable families. Definition of support of an absolutely summable family (a countable subset of I). Definition of square absolutely summable families, and of the Hilbert space l_2(I).

Definition of an orthonormal systen (ONS) and a maximal ONS, in inner product space. Examples. Definition of Fourier-coefficients x^(i) of an element x in H with respect to an ONS.

Lemma: Pythagoras. Bessel's Inequality.

Given an ONS (indexed over I) for H, and an element x in l_2(I), definition of sum x_i e_i, as element in H.

Definition of the Fourier-map, taking x in H into the family of its Fourier coefficients (an element of l_2(I)). It is linear, bounded, surjective, with operator norm less or equal 1.

Theorem: An ONS is maximal iff the Fourier map is injective iff the Fourier map is an isometry iff the linear span of the ONS is dense in H iff Parseval's Identity holds iff for all x, the element sum x^(i) e_i equals x. (Proof: Next time).

June 11th

Proof of the equivalent characterizations of an ONB. Every Hilbert space has an ONB and is isometrically isomorphic to l_2(I), but this is constructive only if the space is separable.

Chapter 3: (Some) function spaces.

The space C(X) of continuous functions over a compact metric space X. Theorem: C(X) equipped with the supremum norm is a Banach space. The proof is a "3epsilon argument" (useful trick).

What could prevent us from selecting a convergent subsequence from a family in C(X)? Essentially two mechanisms: the sequence spikes up to infinity or goes wild oscillating to death. Then if we constrain the family to be bounded and equicontinuous it is expected that a convergent subsequence do exist. This is precisely Ascoli-Arzela'.

Theorem (Ascoli-Arzela'): a bounded and equicontinuous subset of C(X) is relatively compact. In the equivalent language of sequential compactness a uniformly bdd and equicont. family of continuous functions on X admits a subsequence that converges uniformly. The proof is a "diagonal trick" (another useful trick).

[[ folklore: Ascoli came first and proved the sufficient condition for pre-compactness. Arzela' then showed that it is also necessary. This is why French and Italian maths literature report Ascoli-Arzela'. Anglo Saxon literature adopts instead the alphabetical order. ]]

Hoelder spaces. These are spaces of functions with some prescribed regularity. Program: need first to formalize their domain, as well as the notion of regularity. Then the norm-space structure and their completeness.

Definition of: domain in R^n, compactly contained subset of a domain, support of a C(X)-function.

Definition of C^m and C^infinity functions on a domain Omega, and their counterpart with compact support. Definition of spaces of bounded and uniformly cont. functions on a domain, with their natural norm. A useful notation enters the def: multi-indices.

June 13th

Definition of Hoelder continuous functions with exponent gamma (Lipschitz when gamma=1) with their natural norm. Notice: such a norm captures both the sup of the function and all its derivatives, and the smallest possible incremental ratio with exponent gamma.

Theorem: Hoelder cont. functions form a Banach space. The proof of completeness has the usual scheme: we pick a Cauchy sequence and we show that it converges. Since it is Cauchy also uniformly, we first show that the sequence and all its derivatives converge uniformly. This gives us a pointwise convergence to control the incremental ratio.

If the domain is bounded we can claim something more: Theorem: the spaces of gamma-Hoelder continuous functions embed compactly into each other when gamma increases. (They are nested, the larger the gamma the smaller the space.)

Overview of L^p spaces. We shall make systematic reference to Prof. Mueller's Analysis III lecture as well as to Prof. Griesemer's survey notes. Notions assumed to be well-known: sigma-algebras, measurable functions, def of integration. In the following we shall recall the L^p theory without proofs.

Definition of: measurability and integrability of a complex-valued function, p-seminorms for p between 1 and infinity, endpoint included. The case p=infinity involves the essential supremum.

Theorem: the p-seminorms satisfy the generalised Hoelder as well as the Minkowski inequality. If the measure space has finite measure, the q-seminorm controls the p-seminorm if q is larger than p. Therefore the embedding is continuous. The finiteness of the measure of the measure space is clearly essential.

Taking equivalence classes with respect to equality of functions almost everywhere, we turn the p-seminorm into a norm. We thus define the normed vector spaces L^p. Rigorously speaking they consists of equivalence classes. We will allow ourselves a standard abuse of notation.

Definition: absolutely continuous measure. Radon-Nikodyn derivative (or density) of an absolutely continuous measure.

Theorem of Radon-Nikodyn.

June 18th

If mu(X) < infinity, and p < q, then L^q is dense in L^p (in p-norm).

Riesz-Fischer: L^p with p-norm is a Banach space. In particular, L^2 with the scalar product < f,g > = int \overline{f} g is a Hilbert space.

For all p (also p = infinity) and all k in N, C_0^infinity(R^n) subset C_0^k(R^n) subset C_0(R^n) subset L^p(R^n) (with Lebesgue measure). If p < infinity, then C_0^infinity(R^n) is dense in L^p(R^n). (This is NOT the case for p=infinity.) L^p(R^n) is separable. (Repetition: Definition: absolutely continuous measure. Radon-Nikodyn derivative (or density) of an absolutely continuous measure. Theorem of Radon-Nikodyn.)

Dual of L^p(X,mu) is isometrically isomorphic to L^q(X,mu), with q the conjugate exponent WHEN 1<= p < infinity AND (X,mu) is sigma-finite. That is, any bounded linear functional on L^p is simply integration against some L^q-function. (End of proof next time).

June 20th

End of proof from last time.

Remark on PDE, regularity, the motivation for Hoelder-spaces, and why sometimes not good enough. Motivation for weak derivatives.

Definition of weak derivatives. Weak derivatives are unique, and, if classical derivative exist, they coincide (as L^1_loc functions!). Uses the Fundamental Lemma of Calculus of Variations (not proved).

Definition of Sobolev spaces, and their norms.

June 25th

Completeness of Sobolev spaces W^{m,p}. W^{m,2} are Hilbert spaces. Remarks.

For bounded domains: The smooth Sobolev functions (intersection smooth with W^{m,p}) form a dense subset of W^{m,p} (independent of the regularity of the boundary of the domain).
Definition of regularity of domains (rather, their boundary). For C^0-domains, the restriction of C_0^infinity(R^n) - functions is dense in W^{m,p}.

Sobolev embeddings: W^{m,p} embed continuously into L^{np/(n-mp)} when 1 <= mp < n (_bounded_ domain). W^{1,p} embed compactly into L^q for any q < np/(n-p) (also _bounded_ domain).

Remark on PDE, integral operators, choice of spaces/norms etc.

Chapter 4: The cornerstones of Functional Analysis

Definition of no-where dense and meagre sets, and of sets of first and second category.

Baire's category theorem: The intersection of countably many open and dense subsets of a complete metric space is itself dense. (End of proof next time).

June 27th

End of proof of Baire's Category Theorem. Corollary: A complete metric space is of second category (in itself). Corollary: In a complete metric space, if the union of countably many closed sets contains an open ball, then at least one of the sets must contain an open ball too.

Principle of Uniform Boundedness / Banach - Steinhaus Theorem: For X Banach, Y normed, and a subset H of B(X,Y) which is _pointwise_ bounded, H is in fact uniformly bounded. Corollary: The pointwise limit of a sequence of bounded linear operators is a bounded linear operator.

Open Mapping Theorem / Inverse Mapping Theorem: X, Y Banach, T in B(X,Y) surjectiv. Then T is an open map. In particular, if T is a bijection, then T^{-1} is bounded (ie in B(Y,X)). (Re-cap and end of proof next time).

July 2nd

Re-cap and end of proof of Open Mapping Theorem. Corollary: If two norms on a space X both makes X a Banach space, and if one is bounded by the other, then they are equivalent.

Definition of graph G(T) of a map T, and of norm on X x Y for X, Y normed spaces. If X, Y are Banach, so is X x Y (seen earlier). Closed Graph Theorem: A linear map T:X -> Y (X, Y Banach) is bounded iff G(T) is closed (in X x Y). Discussion of the connection and difference between proving "T continuous" and "G(T) closed".

Definition of sublinear functionals.

Hahn-Banach Theorem (extension version): X a _real_ vector space, p a sublinear functional on X, M linear subspace of X, f linear functional on M, bounded pointwise (on M) by p. Then there exists an extension F (of f) to X, F a linear map, bounded by p (on X).(End of proof next time).

July 4th

End of proof last time (applying Zorn's Lemma).

Theorem: X K-vector space, M linear subspace, p semi-norm on X, f linear map on M, with |f| =< p on M. Then there exists extension F (of f) to X, F linear, with |F| <= p.

Corollary: X normed K-vector space, M linear subspace, f:M -> K linear and bounded. Then there exists F in X' which extends f, and the norms ||f||_{B(M,K)} and ||F||_{B(X,K)} are equal.

Theorem (Hahn-Banach separation theorem): X normed K-vector space, A,B disjoint convex subsets of X, A open. Then there exist F in X', and real number gamma so that Re F(x) < gamma <= Re F(y) for all x in A, y in B. Discussion: The set where F(z) = gamma (an affine subspace of co-dimension 1) separates A and B.

July 9th

End of proof of Hahn-Banach separation theorem.

Theorem: X Banach, M closed linear subspace, x not in M. Then there exists F in X' with norm 1, value at x equal dist(x,M)>0, and F restricted to M is zero. Consequence: For all non-zero vectors x in a Banach space, there is an element in X' with norm one such that F(x) = ||x||. Therefore, X' separates points in X.

Definition of bi-dual X'' of normed space X. The bi-dual is always Banach. Examples. Definition of canonical embedding: isometric embedding of X into X'' (via X', using H-B). Discussion of completion of non-Banach X via X'' and canonical embedding.

Definition: weakly bounded. Proposition: Weakly bounded implies norm-bounded (via Banach-Steinhaus).

Definition: Reflexiv normed space. Examples and discussion. Definition of weak convergence (in normed space) and weak-* convergence (in a dual space), of weakly Cauchy, weak-* Cauchy, and of weakly sequentially compact and weak-* sequentially compact subsets. Discussion of difference between weak and weak-* convergence on the dual space X' (these two are the same if X is reflexive space).

July 11th

Recall: Definition of weak and weak-* convergence. Definition of the 'weak topology' (the topology giving rise to weak convergence). Discussion. 'Usual' (norm) convergence is called strong convergence.

Remarks: The weak limit is unique (via Hahn-Banach). So is the weak-* limit. Strong convergence imply weak convergence. The opposite is not true (take ONB in Hilbert space). If X is reflexive, V closed linear subspace, then also V is reflexive. X is reflexive iff X' is reflexive. If X' is separable, then X is separable (converse not true). The norm is lower (sequentially) semi-continous with respect to weak convergence, as well as with respect to weak-* convergence. Discussion: Importance for minimization. Weak-convergent, and weak-* convergent sequences are norm-bounded.

Theorem: X separable. Then the closed unit ball in X' is weak-* sequentially compact (ie, any bounded sequence in X' has a weak-* convergent subsequence).

Theorem (Banach-Alaoglu): X reflexive Banach space. Then any (norm-) bounded sequence in X has a weakly convergent subsequence (ie. the closed unit ball in X is weakly sequentially compact).

Chapter 5: Topics on bounded operators.

(This chapter contains less (!) proofs)

Recall: Definition of compact operators.

July 16th

Favorite examples of compact operators: compact embeddings; certain integral operators.

Definition of (Banach space) adjoint of a bounded operator. Definition of Hilbert space adjoint of bounded operator. Discussions, and algebraic properties. The inverse of a bounded exists iff the inverse of the adjoint exists.

Definition of resolvent set, spectrum, point spectrum, continuous spectrum, rest spectrum for bounded operator on a Banach space (T in B(X)). Discussions and remarks. Definition of eigenvalue (point spectrum) and eigenvector, and discussion of relation (similarities/differences) to finite dimensional case.

Definition of resolvent map. The resolvent map is a complex analytic map on the resolvent set (with values in B(X)).

Thm: If X Banach, T in B(X) with norm < 1, then I-T is invertible, and it is given by a convergent power series (the Neumann series) a la for the geometric series. Consequence: The set of invertible operators is an open subset of B(X,Y).

Definition of f(T) for T in B(X) and f monomial, polynomial, convergent (complex, complex valued) power series. Examples and discussion.

July 19th

Discussion of solutions to (linear) equations Tx - lambda x = y: Number of 'degrees of freedom' (possible number of independent solutions) and number of 'constraints'. Motivates: Definition of Fredholm operator and its index. Theorem: For T compact, I - T is Fredholm, with index zero. In particular, if I - T is injective, then it is surjective (no proof).

Theorem: Spectral Theorem for Compact operators (on complex Banach space) (Riesz-Schauder). Statement and discussion (no proof).

Corollary: For a compact operator T, the resolvent map has an isolated pole at the (isolated) non-zero eigenvalues. The order of the pole is the order of the eigenvalue.

Theorem (Fredholm alternative): For T compact, either Tx - lambda x = y has unique solution x for all y, or the equation Tx - lambda x =0 has non-trivial solutions (no proof).

Theorem (Fredholm): T compact on Banach space. Then Tx - lambda x = y has solution x, for y (fixed) iff x'(y) = 0 for all solutions x' in X' to T'x' - lambda x' = 0. Furthermore, the number of constraints on y is equal to the number of linearly independent solutions to Tz - lambda z=0 (no proof).

Theorem (Schauder): T in B(X,Y) is compact iff T' in B(Y',X') is compact (no proof).

Eksempel: 'Diagonal' operator on a Hilbert space (sum of weighted projections). The operator is normal (TT^* = T^*T). If the weights go to zero, the operator is compact.

Spectral Theorem for compact, normal operators on a Hilbert space (no proof): Any such operator is of the form in the example.


Last update: July 20th, 2012 by Thomas Østergaard Sørensen.