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MA244-Analysis-III-Revision

Personal revision on MA244 Analysis III, learn from tutorial sheet and past papers.

This repository will mainly focus on two parts, support class questions and past papers. I will provide the pdf made by myself so there will not be any problems about license.

Lecture notes

The most important part is of course the lecture notes, feel free to download the 2022 version.

Notes-Analysis-III-JLR-2022.pdf

Support Class questions

Below are all the support class questions I have done, and it is divided into weekly sections, feel free to download the complete version created by myself.

Week 2

MA244_Analysis_III_week2.pdf

In week 2's support class questions, the most important concept is Riemann integrable.

Riemann integrable

  • Let $f:\left[a,b\right]\to\mathbb{R}$ be a bounded function. Then $f$ is integrable if and only if for every $\varepsilon > 0$, there exists a partition $P$ of $\left[a,b\right]$ such that $$U(f,P) - L(f,P) < \varepsilon.$$
  • Intuitively, $$L(f,P)\leq \int_{a}^{b}f\leq U(f,P).$$

Don't forget refinement as well!!!

Refinement

  • A partition $Q = \set{J_{1},...,J_{l}}$ of $\left[a,b\right]$ is a refinement of a partition $P = \set{I_{1},...,I_{n}}$ if every interval $I_{k}$ in $P$ is the union of one or more intervals $J_{k}$ from the partition $Q$.

Week 3

MA244_Analysis_III_week3.pdf

In week 3's support class questions, there are some theorems that is worth investigating.

Intermediate Value Theorem

  • If $f:[a,b]\to\mathbb{R}$ is continuous, then if $u$ is a number between $f(a)$ and $f(b)$, that is $$\min (f(a),f(b))\leq u\leq\max((f(a),f(b)),$$ then there exists a $c\in[a,b]$, such that $$f(c) = u.$$

Uniform continuity

  • A function $f:\Omega\subset\mathbb{R}\to\mathbb{R}$ is uniformly continuous if for every $\varepsilon>0$, there exists a $\delta = \delta(\varepsilon)$, such that $$\left|x-y\right|<\delta\implies\left|f(x)-f(y)\right|<\varepsilon.$$

Something really obvious but needs to be remembered:

Reverse Triangle Inequality

  • Consider two elements $a,b$, we have $$\left|\left|a\right|-\left|b\right|\right|\leq\left|a-b\right|.$$

Triangle Inequality

  • Consider two elements $a,b$, we have $$\left|a+b\right|\leq\left|a\right|+\left|b\right|.$$

Week 4

MA244_Analysis_III_week4.pdf

In week 4's support class questions, the topic is more about improper integrals.

Improper integral

  • Let $f:(a,b]\to\mathbb{R}$ be a Riemann integrable function for every $[c,b]$ with $a < c$. Then the improper integral of $f$ on $[a,b]$ is defined as $$\int_{a}^{b}f(x)\mathrm{d}x = \lim_{\varepsilon\to0^{+}}\int_{a+\varepsilon}^{b}f(x)\mathrm{d}x.$$

Logarithm inequalities

  • For $x \geq 1$, we have $$\log (x) \leq x-1.$$

Week 5

MA244_Analysis_III_week5.pdf

In week 5's support class questions, there are two main focuses: pointwise convergence and uniform convergence.

Pointwise convergence

  • Let $\left(f_{n}\right)$ be a sequence of functions with $f_{n}$ : $\Omega \to \mathbb{R}$. We say that $(f_{n})$ or $f_{n}$ converges pointwise to $f:\Omega\to\mathbb{R}% if and only if for every $x\in\Omega$, we have $$\lim_{n\to\infty}f_{n}(x) = f(x).$$

Uniform convergence

  • Let $f_{n}:\Omega\to\mathbb{R}$ be a sequence of functions. We say that $(f_{n})$ converges uniformly to $f:\Omega\to\mathbb{R}$ if and only if for every $\varepsilon>0$ there exists $N(\varepsilon)$ such that $$\left|f_{n}(x) - f(x)\right|<\varepsilon$$ for every $x\in\Omega$ and for all $n>N(\varepsilon).$
  • Its notation is $$f_{n}\rightrightarrows f.$$
  • Also, we can have a simplier version: $$f_{n}\rightrightarrows f \leftrightarrow \forall\varepsilon > 0,\exists N(\varepsilon), s.t. \sup_{x\in\Omega}\left|f_{n}-f\right|<\varepsilon , \forall n> N(\varepsilon).$$

Relationship between pointwise and uniform convergence

  • Uniform convergence implies pointwise convergence. The converse if false and the example is given in Page 22 in Notes and 2(a) in Support class problems.

Week 6

MA244_Analysis_III_week6.pdf

In week 6's support class questions, we need to remember the following theorems we learnt in 1st year.

Epsilon-delta definition of limits

  • We say a function f has a limit at infinity, if there exists a real number $L$ such that for all $ε>0$, there exists $N>0$ such that $$\left|f(x)−L\right|<ε$$ for all $x>N$. In that case, we write $$\lim_{x\to\infty}f(x)=L.$$

Mean Value Theorem

  • If $f$ is a continuous function on a closed interval $\left[a,b\right]$ and differentiable on the open interval $(a,b)$, then there exists a point $c\in(a,b)$ such that $$f'(c) = \frac{f(b)-f(a)}{b-a}.$$

Convergence

  • Remember $$\sum_{n=1}^{\infty}\frac{1}{n^{p}}$$ converges when $p>1$.

Weierstrass M-test

Suppose that $(fn)$ is a sequence of real or complex-valued functions defined on a set A, and that there is a sequence of non-negative numbers $(M_{n})$ satisfying the following conditions:

  • $\left|f_{n}(x)\right|\leq M_{n}$, for all $n\geq 1$ and $x\in A.$
  • $\displaystyle\sum_{n=1}^{\infty} M_{n}$ converges.

Then the series $$\sum_{n=1}^{\infty}f_{n}(x)$$ converges abosultely and uniformly on $A$.

Uniform convergence imply continuity

  • Assume that $f_{n}$ converges uniformly to $f$ on $C$ and that each $f_{n}$ is uniformly continuous on $C$, then $f$ is uniformly continuous on $C$.

The proof is easy. $$\left|f(x)-f(y)\right|\leq\left|f(x)-f_{n}(x)\right|+\left|f_{n}(x)-f_{n}(y)\right|+\left|f_{n}(y)-f(y)\right|.$$

Uniformly Cauchy

  • A sequence $(f_{n})$ of functions in $\Omega$ is called uniformly Cauchy if and only if for every $\varepsilon > 0$, there exists $N(\varepsilon)$ such that $\left||f_{n}-f_{m}\right||_{\infty} < \varepsilon$ for all $n,m>N(\varepsilon)$.
  • A sequence $(f_{n})$ is uniformly covergent if and only if it is uniformly Cauchy.

Continuity and uniformly convergence

  • Let $(f_{n})$ be a sequence of $C^{1}$ functions on $[a,b]$. Assume $f_{n}\to f$ in the pointwise sense and $f_{n}'\rightrightarrows g$. Then $f$ is $C^{1}$ and $g = f'$ or $f_{n}'\rightrightarrows f'$.

Week 7

MA244_Analysis_III_week7.pdf

In week 7's support class, these two theroems are still need to be mainly focused on.

Weierstrass M-test

Suppose that $(fn)$ is a sequence of real or complex-valued functions defined on a set A, and that there is a sequence of non-negative numbers $(M_{n})$ satisfying the following conditions:

  • $\left|f_{n}(x)\right|\leq M_{n}$, for all $n\geq 1$ and $x\in A.$
  • $\displaystyle\sum_{n=1}^{\infty} M_{n}$ converges.

Then the series $$\sum_{n=1}^{\infty}f_{n}(x)$$ converges abosultely and uniformly on $A$.

Continuity and uniformly convergence

  • Let $(f_{n})$ be a sequence of $C^{1}$ functions on $[a,b]$. Assume $f_{n}\to f$ in the pointwise sense and $f_{n}'\rightrightarrows g$. Then $f$ is $C^{1}$ and $g = f'$ or $f_{n}'\rightrightarrows f'$.

Week 8

MA244_Analysis_III_week8.pdf

In week 8's support class, we are entering Complex Analysis and the main focus is Cauchy-Riemann equation and Series convergence.

Cauchy - Riemann equations

  • Assume that $f(z) = u(x,y)+iv(x,y)$ for $z = x+ iy$. Then the Cauchy-Riemann equations are given by $$u_{x} = v_{y},\qquad u_{y} = -v_{x}.$$

Series Convergence test

  • Given a sequence $(a_{n})$, there exists $R\in\left[0,\infty\right]$ called the radius of convergence such that $$\sum_{n=0}^{\infty}a_{n}z^{n}$$ converges for all $\left|z\right| < R$ and diverges for $\left|z\right| > R$.
  • There is a formula for finding such $R$, $$R = \frac{1}{\displaystyle\lim_{n\to\infty}\sup\left|a_{n}\right|^{\frac{1}{n}}}.$$
  • Ratio test (first version): Consider $\displaystyle\sum_{n=0}^{\infty}a_{n}$ and assume that $a_{n}\ne 0$ for all $n$. Then 1. If $\lim\sup\frac{|a_{n}+1|}{|a_{n}|} < 1$, then $\displaystyle\sum_{n=0}^{\infty}a_{n}$ is convergent; 2. If $\frac{|a_{n+1}|}{|a_{n}|}\geq 1$ for all $n>N$, then $\displaystyle\sum_{n=0}^{\infty}a_{n}$ is divergent.
  • Ratio test (second version): Let $a_{n}\ne 0$ for all $n\geq N$, and assume that $\displaystyle\lim_{n\to\infty}\frac{|a_{n+1}|}{|a_{n}|}$ exists. Then $\displaystyle\sum_{n=0}^{\infty}a_{n}z^{n}$ has radius of convergence $$R = \lim_{n\to\infty}\frac{|a_{n}|}{|a_{n+1}|}.$$

Week 9

MA244_Analysis_III_week9.pdf

In week 9's support class, the main focus is still about Cauchy-Riemann equations and its applications. Apart from that, there are still some more theorems to check.

Cauchy's Theorem

  • Let $f:\Omega\to\mathbb{C}$ be an analytic function, with $\Omega$ an open, simply connected domain. Let $\gamma$ be a $C^{1}$ closed curve in $\Omega$. Then $$\int_{\gamma}f(z)\mathrm{d}z = 0.$$

Parametrisation of a line

  • Techniques: Since we are in complex analysis area, remember the parametrisation of $z$ always sticks to $z = x+iy$. For example, when you are trying to parametrise a line $y = x$, we rewrite $z$ as $e^{i\theta}$. Note when $t\in[0,1]$, $\left|z\right|$ should move from 1 to 0 (assume counter-clockwise). Hence the first part of the parametrisation should be $(1-t)$ (the choice of $\theta$ would not affect $\left|z\right|$ as $\left|e^{i\theta}\right| = 1$.).
  • For $y = x$, the line makes $\frac{\pi}{4}$ to the $x$-axis, so $\theta = \frac{\pi}{4}$ in this case.
  • Therefore, the final parametrisation is $z = (1-t)e^{i\frac{\pi}{4}}$.

Parametrisation of a circle

  • Techniques: This is fairly straightforward, the parametrisation should be $$z = Re^{it},\quad t\in[0,2\pi].$$
  • If the question is asking to calculate $$I = \frac{1}{2\pi i}\int_{\partial B_{r}(0)} f(z)\mathrm{d}z,$$ where $f:z\to\displaystyle \sum_{n=0}^{\infty}a_{n}z^{n},$ subsutitute the parametrisation and do the normal integral. Note there might be a involve of Kroneck Delta.

Kroneck Delta

  • The Kroneck Delta is defined as when $i\ne j$, $$\delta_{ij} = 1, $$ when $i = j$, $$\delta_{ij} = 0.$$

Week 10

MA244_Analysis_III_week10.pdf

In week 10's support class, the main focus is still Cauchy's formula. However there are more to look at.

Cauchy's formula

  • Let $\gamma:\left[a,b\right]\to\mathbb{C}$ be a positively oriented simple closed $C^{1}$ curve. Assume that $f$ is analytic in $\gamma$ and on the interior of $\gamma$, $I(\gamma)$. Then $$f(z) = \frac{1}{2\pi i}\int_{\gamma}\frac{f(w)}{w-z}\mathrm{d}w,\qquad \forall z\in I(\gamma).$$

Maximum modulus principle

The following is only a small part of the principle:

  • Let $f$ be an analytic function in $B_{r}(z)$ for some $r>0$ and $z\in\mathbb{C}$, and we parametrise $z = a+re^{it}$, then $$\int_{0}^{2\pi} \left|f(z+re^{i\theta})\right|\mathrm{d}\theta \leq \max_{\theta}\left|f(z+re^{i\theta})\right|\int_{0}^{2\pi}\mathrm{d}\theta.$$
  • The reason for the above inequality is although $\displaystyle\max_{\theta}\left|f(z+re^{i\theta})\right|$ involves $\theta$ which should be integrated, it is a constant so we can put it outside the integral.

Taylor Series Expansion Theorem

  • Let $f$ be an analytic function on $B_{R}(a)$ for $a\in\mathbb{C}$, $R>0$. Then there exists unique constants $c_{n}, n\in\mathbb{N}$ such that $$f(z) = \sum_{n=0}^{\infty}c_{n}(z-a)^{n}\qquad\forall z\in B_{R}(a).$$ Moreover, the coefficients $c_{n}$ are given by $$c_{n} = \frac{1}{2\pi i}\int_{\gamma}\frac{f(w)}{(w-a)^{n+1}}\mathrm{d}w = \frac{f^{(n)}(a)}{n!}.$$

Liouville's Theorem

  • Let $f:\mathbb{C}\to\mathbb{C}$ be an analytic, bounded function. Then $f$ is constant.

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