Handout MATH F244 2 2024-1

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BIRLA INSTITUTE OF TECHNOLOGY AND SCIENCE, Pilani

Pilani Campus
AUGS/ AGSR Division

SECOND SEMESTER 2023-24


COURSE HANDOUT
Date: 10.01.2024

In addition to part I (General Handout for all courses appended to the Time table) this portion gives
further specific details regarding the course.
Course No : MATH F244
Course Title : Measure and Integration
Instructor-in-Charge : RAHUL KUMAR

1. Scope and Objective of the Course: The objective of this course is to give a comprehensive and sound
introduction to measure theory and integration that includes Riemann integration. It includes Lebesgue
measure and integrations, absolutely continuous functions and functions of bounded variation, Lp spaces.
Lebesgue theory of integration is base for study of theory of partial differential equations and in numerical
solution of partial differential and integral equations

2. Text Books: P. K. Jain, V. P. Gupta and P. Jain; Lebesgue Measure and Integration, New Age
International (P) Limited, New Delhi, II Edition, 2011
3. Reference Books:
R1. G De Barra: Measure Theory and Integration, New Age International (P) Limited, New
Delhi, II Edition, 2003.
R2. H. Royden and P. Fitzpatrick: Real Analysis, Pearson, IV Edition, 2017.
R3. E . J . McShane: Integration, Princeton University Press, 2016.
4. Course Plan:
Module No. Lecture Session Reference Learners outcome
-- 1 Introduction to measure theory --- What is the need for study of
Lebesgue measure
1 2 - 7 Outer measure and measurable sets 3.1--3.6 Generalization of Concept of length
and their properties of interval to arbitrary subsets of
real numbers
2 8 - 10 Characterization of measurable sets 3.7--3.8 Characteristic properties of
and Construction of non-measurable sets measurable sets and existence of
and axiom of choice, non-measurable sets,

3 11 - 14 Step function , Characteristic 4.1--4.8 Characteristic functions are


Function, Measurable functions, Sets of building blocks of Lebesgue theory
measure zero of integration

4 15 - 16 Sequences of functions, Different 4.11--4.13 Comparing different type of


type of convergences Convergences for sequence of
functions
5 17 - 21 Review of R-integrable functions 5.1--5.4 Every R-integrable function is
and Lebesgue integration for bounded Lebesgue integrable
functions and properties. Bounded
convergence theorem
6 22 - 23 Integral of nonnegative measurable 5.5 Unbounded functions can be
function, Fatou Lemma, Monotone Lebesgue integrable
Convergence Theorem
1
BIRLA INSTITUTE OF TECHNOLOGY AND SCIENCE, Pilani
Pilani Campus
AUGS/ AGSR Division

7 24 - 26 General Lebesgue integral, 5.6--5.7 Class of L integrable functions,


Dominated Convergence theorem, Concept of improper integrals
Improper Integrals
8 27 - 30 Functions of bounded variation 6.2--6.3, Derivative exist for such functions
absolutely continuous functions and 6.6 except on set of measure zero
differentiation
9 31 - 35 Differentiation of an integral and 6.4--6.5, Generalization of results of R
integral of derivative 6.7 integrable functions
10 36 - 40 Theory of Lp-spaces 7 Lp-spaces are base for theory of
partial differential equations

5. Evaluation Scheme:
Component Duration Weightage Date & Time Nature of component
(%) (Closed Book/ Open
Book)
Mid-Semester 90 35% 11/03/2024 FN1* Closed Book
Minutes
Comprehensive 3 Hours 45% 06/05/2024 FN* Closed Book/ Open
Book
6 Quizzes (the best 20 Minutes 20% Unannounced Open Book
4 scores will be
considered for
grading)
*or as announced by AUGSD

6. Regular Problem Sets: will be uploaded on NALANDA for type of the problems to be done

7. Chamber Consultation Hours: To be announced in the class.

8. Notices: Notices if any, will be posted on the NALANDA website, normally information will be conveyed in
the class.

9. Make UP Policy:

Make up of evaluation components will be granted only in genuine cases. Permission must be taken in advance
except in extreme cases. No requests for make-make-up will be entertained. Quizzes will not have any make-
ups.

Instructor-in-charge
MATH F244

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