In mathematics, the branch of real analysis studies the behavior of real numbers, sequences and series of real numbers, and real functions.[1] Some particular properties of real-valued sequences and functions that real analysis studies include convergence, limits, continuity, smoothness, differentiability and integrability.
The real numbers have various lattice-theoretic properties that are absent in the complex numbers. Also, the real numbers form an ordered field, in which sums and products of positive numbers are also positive. Moreover, the ordering of the real numbers is total, and the real numbers have the least upper bound property:
Many of the theorems of real analysis are consequences of the topological properties of the real number line. The order properties of the real numbers described above are closely related to these topological properties. As a topological space, the real numbers has a standard topology, which is the order topology induced by order
A sequence is a function whose domain is a countable, totally ordered set.[2] The domain is usually taken to be the natural numbers,[3] although it is occasionally convenient to also consider bidirectional sequences indexed by the set of all integers, including negative indices.
The concept of limit was informally introduced for functions by Newton and Leibniz, at the end of the 17th century, for building infinitesimal calculus. For sequences, the concept was introduced by Cauchy, and made rigorous, at the end of the 19th century by Bolzano and Weierstrass, who gave the modern ε-δ definition, which follows.
The distinction between pointwise and uniform convergence is important when exchanging the order of two limiting operations (e.g., taking a limit, a derivative, or integral) is desired: in order for the exchange to be well-behaved, many theorems of real analysis call for uniform convergence. For example, a sequence of continuous functions (see below) is guaranteed to converge to a continuous limiting function if the convergence is uniform, while the limiting function may not be continuous if convergence is only pointwise. Karl Weierstrass is generally credited for clearly defining the concept of uniform convergence and fully investigating its implications.
This definition also holds for Euclidean space of any finite dimension, R n \displaystyle \mathbb R ^n , but it is not valid for metric spaces in general. The equivalence of the definition with the definition of compactness based on subcovers, given later in this section, is known as the Heine-Borel theorem.
This particular property is known as subsequential compactness. In R \displaystyle \mathbb R , a set is subsequentially compact if and only if it is closed and bounded, making this definition equivalent to the one given above. Subsequential compactness is equivalent to the definition of compactness based on subcovers for metric spaces, but not for topological spaces in general.
Compact sets are well-behaved with respect to properties like convergence and continuity. For instance, any Cauchy sequence in a compact metric space is convergent. As another example, the image of a compact metric space under a continuous map is also compact.
A function from the set of real numbers to the real numbers can be represented by a graph in the Cartesian plane; such a function is continuous if, roughly speaking, the graph is a single unbroken curve with no "holes" or "jumps".
Absolutely continuous functions are continuous: consider the case n = 1 in this definition. The collection of all absolutely continuous functions on I is denoted AC(I). Absolute continuity is a fundamental concept in the Lebesgue theory of integration, allowing the formulation of a generalized version of the fundamental theorem of calculus that applies to the Lebesgue integral.
The notion of the derivative of a function or differentiability originates from the concept of approximating a function near a given point using the "best" linear approximation. This approximation, if it exists, is unique and is given by the line that is tangent to the function at the given point a \displaystyle a , and the slope of the line is the derivative of the function at a \displaystyle a .
As a simple consequence of the definition, f \displaystyle f is continuous at a \displaystyle a if it is differentiable there. Differentiability is therefore a stronger regularity condition (condition describing the "smoothness" of a function) than continuity, and it is possible for a function to be continuous on the entire real line but not differentiable anywhere (see Weierstrass's nowhere differentiable continuous function). It is possible to discuss the existence of higher-order derivatives as well, by finding the derivative of a derivative function, and so on.
A series formalizes the imprecise notion of taking the sum of an endless sequence of numbers. The idea that taking the sum of an "infinite" number of terms can lead to a finite result was counterintuitive to the ancient Greeks and led to the formulation of a number of paradoxes by Zeno and other philosophers. The modern notion of assigning a value to a series avoids dealing with the ill-defined notion of adding an "infinite" number of terms. Instead, the finite sum of the first n \displaystyle n terms of the sequence, known as a partial sum, is considered, and the concept of a limit is applied to the sequence of partial sums as n \displaystyle n grows without bound. The series is assigned the value of this limit, if it exists.
The word "sum" is used here in a metaphorical sense as a shorthand for taking the limit of a sequence of partial sums and should not be interpreted as simply "adding" an infinite number of terms. For instance, in contrast to the behavior of finite sums, rearranging the terms of an infinite series may result in convergence to a different number (see the article on the Riemann rearrangement theorem for further discussion).
Fourier series decomposes periodic functions or periodic signals into the sum of a (possibly infinite) set of simple oscillating functions, namely sines and cosines (or complex exponentials). The study of Fourier series typically occurs and is handled within the branch mathematics > mathematical analysis > Fourier analysis.
Integration is a formalization of the problem of finding the area bound by a curve and the related problems of determining the length of a curve or volume enclosed by a surface. The basic strategy to solving problems of this type was known to the ancient Greeks and Chinese, and was known as the method of exhaustion. Generally speaking, the desired area is bounded from above and below, respectively, by increasingly accurate circumscribing and inscribing polygonal approximations whose exact areas can be computed. By considering approximations consisting of a larger and larger ("infinite") number of smaller and smaller ("infinitesimal") pieces, the area bound by the curve can be deduced, as the upper and lower bounds defined by the approximations converge around a common value.
The spirit of this basic strategy can easily be seen in the definition of the Riemann integral, in which the integral is said to exist if upper and lower Riemann (or Darboux) sums converge to a common value as thinner and thinner rectangular slices ("refinements") are considered. Though the machinery used to define it is much more elaborate compared to the Riemann integral, the Lebesgue integral was defined with similar basic ideas in mind. Compared to the Riemann integral, the more sophisticated Lebesgue integral allows area (or length, volume, etc.; termed a "measure" in general) to be defined and computed for much more complicated and irregular subsets of Euclidean space, although there still exist "non-measurable" subsets for which an area cannot be assigned.
The Riemann integral is defined in terms of Riemann sums of functions with respect to tagged partitions of an interval. Let [ a , b ] \displaystyle [a,b] be a closed interval of the real line; then a tagged partition P \displaystyle \cal P of [ a , b ] \displaystyle [a,b] is a finite sequence
Lebesgue integration is a mathematical construction that extends the integral to a larger class of functions; it also extends the domains on which these functions can be defined. The concept of a measure, an abstraction of length, area, or volume, is central to Lebesgue integral probability theory.
Distributions (or generalized functions) are objects that generalize functions. Distributions make it possible to differentiate functions whose derivatives do not exist in the classical sense. In particular, any locally integrable function has a distributional derivative.
Real analysis is an area of analysis that studies concepts such as sequences and their limits, continuity, differentiation, integration and sequences of functions. By definition, real analysis focuses on the real numbers, often including positive and negative infinity to form the extended real line. Real analysis is closely related to complex analysis, which studies broadly the same properties of complex numbers. In complex analysis, it is natural to define differentiation via holomorphic functions, which have a number of useful properties, such as repeated differentiability, expressibility as power series, and satisfying the Cauchy integral formula.
In real analysis, it is usually more natural to consider differentiable, smooth, or harmonic functions, which are more widely applicable, but may lack some more powerful properties of holomorphic functions. However, results such as the fundamental theorem of algebra are simpler when expressed in terms of complex numbers.
Various ideas from real analysis can be generalized from the real line to broader or more abstract contexts. These generalizations link real analysis to other disciplines and subdisciplines. For instance, generalization of ideas like continuous functions and compactness from real analysis to metric spaces and topological spaces connects real analysis to the field of general topology, while generalization of finite-dimensional Euclidean spaces to infinite-dimensional analogs led to the concepts of Banach spaces and Hilbert spaces and, more generally to functional analysis. Georg Cantor's investigation of sets and sequence of real numbers, mappings between them, and the foundational issues of real analysis gave birth to naive set theory. The study of issues of convergence for sequences of functions eventually gave rise to Fourier analysis as a subdiscipline of mathematical analysis. Investigation of the consequences of generalizing differentiability from functions of a real variable to ones of a complex variable gave rise to the concept of holomorphic functions and the inception of complex analysis as another distinct subdiscipline of analysis. On the other hand, the generalization of integration from the Riemann sense to that of Lebesgue led to the formulation of the concept of abstract measure spaces, a fundamental concept in measure theory. Finally, the generalization of integration from the real line to curves and surfaces in higher dimensional space brought about the study of vector calculus, whose further generalization and formalization played an important role in the evolution of the concepts of differential forms and smooth (differentiable) manifolds in differential geometry and other closely related areas of geometry and topology.
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