Analysis. Foundations, differentiation, integration theory, differential equations, variational methods (Q385974)

The textbook provides a comprehensive overview of the foundations of mathematical analysis. Primarily intended for students of mathematics at universities, it may also be used by students of non-mathematical fields using mathematics. Its eight chapters are dedicated to differential and integral calculus of one and several variables, ordinary differential equations, one-dimensional variational calculus, Lebesgue measure and integral. The problems to solve at the end of each chapter are valuable parts of the textbook. The first chapter defines real numbers as equivalent classes of Cauchy sequences of rational numbers. Further their limits, topology of space, sequences and series of complex numbers, and criteria of convergence of power series are studied. Chapter 2 begins by studying mappings from \(\mathbb{R}^n\) to \(\mathbb{R}^m\), for which limits, continuity and uniform continuity, convergence criteria of sequences and series (Cauchy test, Weierstrass test) are investigated. In Paragraph 3, rules are derived for differentiating real and complex functions giving theorems on real continuous functions on a closed interval. Paragraph 4 deals with the Riemann integral for continuous functions and integration methods extending the concept of integral to complex functions. Conditions are also formulated for differentiating and integrating power series. The last part of the chapter is devoted to Taylor series, curvature of curves, and the osculating circle. Introducing complex functions using power series, Chapter 3 then easily derives the basic properties of real and complex functions. The logarithm and the power functions in the complex plane are studied in more detail. The complex exponential function is thoroughly studied by its power series and lifted onto a universal covering of the pointed complex plane. Then its inverse mapping is considered and the complex logarithm function on its associate Riemann surface is obtained explicitly. Using complex functions, the fundamental theorem of algebra is proved. At the end of the chapter, the decomposition of a rational function into partial fractions is explained, first in the complex and then in the real domain. Chapter 4 begins again by studying the functions \(f: \mathbb{R}^n\to \mathbb{R}^m\), defining their partial derivatives, gradient, and directional derivatives. The Cauchy-Riemann conditions are also given for holomorphic functions. Partial derivatives and differentials of higher orders are defined and Taylor's theorem is derived. Using the notion of definiteness of quadratic forms, necessary and sufficient conditions for the existence of local and relative extrema are investigated. With the Jacobi determinant defined, conditions are thoroughly investigated in regard to the existence of inverse mappings and implicit functions. At the end of the chapter, \(m\)-dimensional manifolds embedded in \(\mathbb{R}^n\) and their orientations are studied. Chapter 5 first gives basic transformations for the one-dimensional integral generalizing the definition of the Riemann integral to an \(n\)-dimensional case and investigating problems of integrability of functions and the properties of integrals defined on \(n\)-dimensional blocks (the mean value theorem, the theorem on iterated integration). Then, a generalization of the integral to Jordan and normal domains is introduced. In Paragraph 5, improper integrals in \(\mathbb{R}^n\) are studied as well as questions of their existence and convergence. A multidimensional transformation theorem of integrals follows introducing problems of the length of a curve and the area of a surface. Stokes and Gauss theorems are given using differential forms and manifolds. Finally, the Cauchy integral theorem for holomorphic functions and the Weierstrass approximation theorem for \(C^n\) functions are explained. Chapter 6 deals with ordinary differential equations. First an overview of first-order differential equations (exact equation, integrating factor, equations with separable variables, homogeneous, linear, Bernoulli and Riccati differential equations) is given. Then, the conditions of the existence, uniqueness, and stability of solutions are analysed. Paragraphs 7 and 8 investigate homogeneous and non-homogeneous linear systems of differential equations and differential equations of higher orders presenting the variation of constants method. The chapter is closed by analyzing the solutions of an \(m\)th order linear differential equation with constant coefficients. Chapter 7 is devoted to one-dimensional variational calculus. It studies Euler-Lagrange equations for regular variational functionals and their regular transformation to a Hamilton system using canonical variables. The field of extremals is defined and some of its properties are derived. Then, the energy functional in the Riemann space is studied and compared with the functional of the length defining the geodesics. With the help of the Weierstrass field theory and Hilbert's invariant integrals, the minimizing nature of geodesics is proved. Further, the chapter deals with curvatures using covariant derivatives in the Riemann space giving finally the Jacobi theory of conjugate points on geodetics. Chapter 8 defines a class of Lebesgue integrable functions using the Daniell integral, deriving the properties of the Lebesgue integral, in particular, the convergence theorems (Levi, Fatou, Lebesgue). Lebesgue measurable sets are defined using characteristic functions. It is shown that the finite measurable subsets of a set \(X\) form an \(\sigma\)-algebra and that the measure defined by the integral of the characteristic function is \(\sigma\)-additive. Comparison theorems for Riemann and Lebesgue integrals are given. Fubini and Toneli integration theorems are formulated for Lebesgue measurable functions. It is also shown that the space of the functions which are Lebesgue integrable with \(p\)th power is a Banach space. As, in some chapters, the textbook can be characterized by its rather general approach to problems, it may be seen as a challenging first reading. However, the reader will be rewarded by obtaining a very good overview of the basic methods and results of mathematical analysis.