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EE510

Summary of topics

Set Theoretic Structure

Definitions

  • set
    • eg: numbers, sequences, functions
  • elements of set
  • defining a set
    • list all elements
    • rule
  • finite/infinite
  • countable/uncountable
  • equality
  • subsets
    • contained in a set
  • proper subset/superset
  • disjoint

Basic set operations

  • union
  • intersection
  • difference/symmetric difference
  • universal set
  • complement of a set
  • demorgan's law
  • cartesian products/ordered pairs
  • ordered n-tuple
  • useful sets
    • N - natural numbers
    • Z - integers
    • Q - rational
    • R - real
      • extended real set (includes -/+ infinity)
    • C - complex
    • (more from notes) - TODO
  • bounded from above/below
  • upper bound/lower bound
  • maximum/minimum
  • least upper bound
  • greatest lower bound
  • supremum
  • infimum

Partition & Equivalence

  • Partition of X
    • cutting into disjoint subsets of x
    • two rules (TODO)
  • Relation on X
    • xRy
      • x is related to y under relation R
    • reflexive
      • xRx
    • symmetric
      • xRy -> yRx
    • transitive
      • xRy & yRz -> xRz
    • equivalence
      • all the above properties
      • x~y
  • Relation and Partition
    • "equivalence relation is one way of partitioning a set"
    • equivalence class
      • Cx, [x]
      • {y in X: y~x}
    • if R is an equivalent relation of X, then the family of {Cx} forms a partition on X for all x in X
    • Any partition on X defines an equivalence relation on X

Functions

  • other names
    • mapping, transformation, operator
    • f:X->Y
  • Real valued functions of real variable
  • generalized definition of functions
    • function between 2 sets
  • f, f()
    • function
  • f(x)
    • element of Y assigned to x in X
  • equality of functions vs. equal representation of function
  • domain of f
    • D(f)
  • extension of f
  • restriction of f
  • image of x/value of f at x
  • pre-image of y
  • range of f
    • R(f)
  • mapping into Y
    • R(f) contained in Y
  • mapping onto Y
    • R(f) = Y
  • constant function
  • identity mapping on X
  • one-to-one mapping on X
    • f(x1) = f(x2) -> x1 = x2
    • "has only one pre-image"
  • composition of g and f
    • (gf)(x) = g(f(x))
    • "mapping from x to z"
    • exists if D(g) is contained in R(f)
  • graph of f
    • all ordered pairs (x,y) such that y = f(x)
    • subset of X x Y (cartesian product)
  • set function
    • function for subsets??
    • TODO
  • inverse set function
    • TODO
    • not the same as inverse of f
  • Inverse
    • g is inverse of f if (gf)(x) is identity mapping on x and (fg)(y) is identity mapping on y
    • inverse of f is unique
    • f is invertible IFF it's one-on-one mapping and R(f) = Y (onto)
  • Inverse set function vs. Inverse function
    • TODO
  • Left invertible
    • G = F-1e
    • TODO
  • Right invertible
    • TODO

System Types

  • Time invariance
    • only effect of translation in time of an input is same translation in time of the output
    • discrete case
      • set closed under translation
      • right-shift operator/composition of right-shift operators
    • continuous case
      • shift operator
  • Causality
    • output independent of future inputs
    • discrete case
    • continuous case
  • Anti-causality
    • TODO

Topological Structure

Introduction to Topology

  • Topology in mathematics
  • point set/general topology
    • i.e. topology of metric spaces
  • closeness <-> metric

Metric Spaces

  • Metric space
    • set and metric (X,d)
      • underlying set X
      • metric, real valued function of x,y in X
    • conditions
      • positive
      • strictly positive
      • symmetry
      • triangle inequality
    • unlimited number of metrics can be defined
  • Distance between x and subset A
    • d(x,A) = inf{d(x,y): y in A}
  • Diameter of subset A
    • diam(A) = sup{d(x,y): x,y in A}
    • Bounded subset

Examples

  • metrics on R^2
    • dp(x,y) = {|x1-y1|^p + |x2-y2|^p}^1/p
    • Manhattan norm
      • p = 1
    • Euclidean norm
      • p = 2
    • Infinity norm
      • p = inf.
      • max{|x1-y1|, |x2-y2|}
    •  {d = 0 if x=y, d = 1 if x!=y}
  • metrics on R^n
    • same ideas above extended to n-dimension
  • more, TODO

Subspaces & Product Spaces

  • Subspaces
    • topological structure on subset A inherited from (X,d)
    • if A is subset of X, then (A,d) is a metric space
    • proper subspace if A!=X
  • Product spaces
    • metric on Z = X x Y in terms of dx and dy
      • where (X,dx) and (Y,dy) are metric spaces
      • (X,dx) x (Y,dy)
    • Examples
      • {dx(x1,x2)^p + dy(y1,y2)^p}^1/p
      • d1(u,v), d2(u,v), dinf(u,v)
    • n-tuple product spaces
      • same idea above extended to n-dimension

Continuous functions

  • continuity on F:R->R
    • continuity at x0: for every e>0, d exists such that when |x-x0| < d, then |F(x) - F(x0)| < e
    • F continuous if above statement is true for all x in domain
    • uniform continuity in d(x0,e) -> d(e)
  • continuity on F:(X,d1) -> (Y,d2)
    • same as above: when d1(x,x0) < d, then d2(y,y0) < e
  • Invertibility
    • there's no relation between invertibility and continuity

Convergent functions

  • Convergence for sequence of real numbers
    • x0: limit of sequence {xn} = {x1, x2, ...}
    • for each e>0, N exists such that n>=N -> |xn-x0|<e
  • Convergence for sequence {xn} in (X,d)
    • same idea as above
    • x0 exists in (X,d), for each e>0, n>=N -> d(xn,x0)<e
    • then we can say that lim(n->inf) xn = x0
  • Only one limit exists for a convergent sequence

Continuity and Convergence

Interchanging limits and function
  • sequence {xn} with limit x0
    • lim(F(xn)) = F(lim(xn)) IFF F is continuous at x0
  • convergent sequences {xn} in (X,d1)
    • F(lim xn) = lim F(xn) IFF F is continuous
    • i.e. mapping is contineous IFF it preserves convergent sequences

Local Neighborhoods

Continuity and convergence are "independent" of the metric used. defined in terms of set-theoretic terminology

Definitions

  • Open ball
    • centered at x0 of radius r=(0,inf)
    • Br(x0) = {x in (X,d): d(x,x0) < r}
  • Closed ball
    • centered at x0 of radius r=[0,inf)
    • Br[x0] = {x in (X,d): d(x,x0) <= r}
  • Sphere
    • centered at x0 of radius r=[0,inf)
    • Sr[x0] = {x in (X,d): d(x,x0) = r}
  • Example X = R3 with euclidian d(x,y) and x0 = (0,0,0)
    • boundary of ball - Sr[x0]
    • interior of ball - Br(x0)
    • boundary + interior - Br[x0]
  • Local neighborhood of x0 in (X,d)
    • subset N where N = Br(x0) or Br[x0]
      • open local neighborhood
      • closed local neighborhood
    • radius r != 0
  • Local neighborhood system of x
    • N(x): all open and closed balls of nonzero radius centered at x
  • {xn} eventually in subset A contained in X
    •  N exists such that xn is in A for n>=N

Properties

  • for every x in Br(x0)
    • There exists an Nx that's contained in Br(x0)
      • Nx = local neighborhood of x
    • Not necessarily true for closed local neighborhoods
  • continuity of F:(X,d1) -> (Y,d2) at x0
    • IFF inverse image of every local neighborhood of F(x0) contains a local neighborhood of x0
      • inverse image - using inverse set function
    • IF inverse image of every local neighborhood of F(x0) contains a local neighborhood of x0
  • convergence of {xn} in (X,d) to x0
    • IFF {xn} is eventually in every local neighborhood of x0
    • IF {xn} is eventually in each local neighborhood of x0

Open Sets

asf

Closed Sets

adf

Completeness

  • examples of sequences {xn} that have a limit not in the metric space X
    • {xn} is a cauchy sequence
    • metric space is not complete
      • has a "hole", the limit is "missing"
  • Cauchy sequence
    • {xn} in (X,d)
    • N exists such that for a given e>0
      • n,m>= N ---> d(xn,xm)<=e
    • lim as n,m->inf of d(xn,xm) = 0
  • convergent sequence in (X,d) --> cauchy sequence in (X,d)
    • converse is not necessarily true
  • Complete (X,d)
    • each cauchy sequence in space is a convergent sequence in space
    • if we have a complete space, then proving sequence is cauchy is enough to prove that sequence converges
  • Examples

Contraction Mapping

a

Algebraic Structure

Introduction

  • Concept of linear spaces/ vector spaces
    • Not Euclidean geometry stuff seen in math problems
  • Other algebraic spaces of interest

Linear Spaces and Subspaces

Linear Spaces

  • Linear space
    • set + scalar field + structure
      • underlying set
      • scalar field: R or C in general
      • structure: addition, scalar multiplication, etc.
    • (X,F,+,*)
  • Properties of Linear spaces
    • addition mapping
    • Multiplication mapping
  • Conditions to be met for Linear spaces
    • TODO p161

Linear Subspaces

  • Linear subspaces
    • Y is subspace of X if
      • subset Y of linear space X
      • for x1, x2 in Y, x1+x2 and ax should be in Y
    • Also, Y itself is a linear space

Linear Transformation

"special case of transformations similar to how continuous transformations played a role in metric spaces"
Note: infinite series not meaningful here (based on linearity alone)
  • Transformation L:X->Y, where X, Y are linear spaces over field F
  • Properties of L
    • L(ax) = aL(x)
    • L(x1+x2) = L(x1) + L(x2)
    • "operation in x -- operation in y"
  • Null space of L
    • subset of X: Lx=0
    • linear subspace of X
  • Range space of L
    • subset of Y: Lx=y
    • linear subspace of Y
  • Linear transformation IFF principle of superposition holds

Inverse Transformation

  • Linear transformation is one-to-one IFF nullspace is trivial
  • If inverse of linear transformation exists, then it's linear

Isomorphism

  • Linear spaces X,Y over field F are isomorphic if there exists
    • a one-to-one linear mapping T of X onto Y
    • T: isomorphism of X onto Y
  • Concept of one-to-one correspondence + preservation of structure
  • "central topic for equivalence of mathematical structures"
  • TODO
more TODO

Combined Structure

Introduction

  • contineous mapping + linear mapping
    • addition & scalar mult. are contineous
  • orthogonality, hilbert spaces (generalzation of Euclidian geometry)

Banach Spaces

  • Real Euclidian plane
    • euclidian length
      • ||x||
    • euclidian distance between x and y
      • ||x-y||
    • ||.|| is a distance function or metric
      • here, its a "norm" on linear space
  • Norm on X
    • concept of above discussed function to linear spaces in general
    • real valued function defined on linear space X that satisfies:
      • positivity
      • triangle inequality
      • homogeneity
      • positive definiteness
  • Normed linear space
    • (X,||.||)
      • X is a linear space
      • ||.|| is norm defined on X
    • ||x-y||
      • = d(x,y), a metric defined on X
      • axioms of norms satisfy axioms of metrics
        • i.e. norm is a metric
    • equivalent norms
      • different norms that have equivalent metrics
    • norm is a continuous function from X to R
      • therefore, addition and scalar mult. operation in X are continuous
  • Banach space
    • a normed linear space that is complete
Examples
examples from metric spaces that are also normed linear spaces
  • norm on Rn and (Cn)
    • ||x||p
    • ||x||inf
    • banach spaces
  • lp set of sequences
    • usual norm
    • banach space
  • BC(T,R)
    • sup-norm
    • banach space
  • Lp
    • ||.||p TODO
    • usual norm
    • banach space
    • Linf
      • essential supremum
  • V(f)
    • Function of bounded variation
    • total variation of f
  • more examples
    • TODO

Sequences and Series

deal with concept of infinite series
  • {xn} sequence in (X,||.||)
    • infinite series
      • sum(n = 1 to inf){xn}
  • {ym} sequence in (X,||.||)
    • sequence of partial sums
      • sum(n = 1 to m){xn}
  • convergence of sequence {ym}
    • ym->y as m->inf
      • IFF ||ym - y||->0 as m->inf
  • convergence of infinite series
    • if y exists, then infinite series converges
      • y = sum(n = 1 to inf){xn}
    • otherwise, infinite series is divergent
  • convergence of infinite series in banach spaces
    • use cauchy test for convergence
      • this way we don't need to know what y is
    • converges IFF for every e>0, N exists such that (n,m>=N)
      • sum(i = n to m){xi}<=e
  • absolute convergence of infinite series
    • def: series of absolute values sum(n = 1 to inf){||xn||} is convergent
      • ||xn|| is an element of R
      • R is complete
    • absolute convergence IFF for every e>0, N exists such that (n,m>=N)
      • sum(i = n to m){||xi||}<=e
  • convergence and absolute convergence in banach spaces
    • if series is absolutely convergent, then it's convergent
  • Examples
    • 1
    • 2

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