Afa Hkbu

Applied Functional Analysis
Mila Nikolova
Functional analysis is concerned with the study of spaces of functions. It offers a unifying framework
and a set of tools for solving problems stemming from different areas of mathematics and knowledge.
The course will present some “abstract” results (existence) and then “concrete” results (e.g. approxima-
tion, games, sampling, PDEs) solved using “abstract” tools. Examples and exercises will illustrate the
important concepts and convey the feeling of the variety of applications.
1 Introduction (2h)
1.1 Vector spaces
• Subspace, linear independence, basis and dimension
• Metric spaces, open and closed subsets, convergence, complete spaces, denseness, separability
1.2 Normed linear spaces

• Definitions and examples
• Banach spaces - definition and examples
• lp and Lp , the Holder inequality, the Minkowski inequality
2 Convexity (4h)
2.1 Generalities
• Convex functions
• Convex set, convex cone, epigraph, support functional
2.2 The Hahn-Banach theorems

• Extension of linear continuous operators
• Separation of convex sets
2.3 Applications
• The Kuhn-Tucker Theorem
• The Minimax theorem
3 Projection in Hilbert spaces (5h)

3.1 Hilbert spaces
• Inner product, orthogonality, the Schwarz inequality
• Continuous linear and bilinear operators
1
3.2 Orthogonal Projection
• Projection onto convex sets, projection onto a linear subspace
• Properties of the projection operator
• The fixed point theorem and the method of successive projections
3.3 Orthogonal bases

• The Gram-Schmidt procedure
• Approximation: normal equations and Gram matrices
• Complete orthonormal sequences
4 Linear transforms on Banach spaces (7h)

4.1 Sets of linear operators
• Baire’s theorem
• Uniform boundedness (the Banach-Steinhaus theorem)
• The open mapping theorem
• The closed graph theorem
• Left and right invertible operators
4.2 Dual spaces

• The concept of duality, identification, examples
• Bi-duals, reflexive spaces
• Orthogonality relations in reflexive spaces
• Transposed operators, geometric interpretation
4.3 Duality in Hilbert spaces

• The Riesz representation theorem
• The theorem of Stampacchia
• The theorem of Lax-Milgram
4.4 Some applications

• Pseudo-inverse operators
• Convex conjugate functions, bi-conjugates, the theorem of Fenchel-Rockafellar
5 Elementary Spectral Theory (5h)

5.1 Compact operators
• Definition and basic properties
• Application: Approximation of continuous transforms using finite rank operators
• Compact unit balls
• Range and null space of a compact operator
2
5.2 Spectrum of a compact operator
• Definition and basic properties
• Spectral decomposition of self-transposed operators

• Application: Best approximation processes
6 Convolution of functions (3h)

6.1 Convolution
• Definition
• Localization and other important properties
6.2 Applications
• Approximation by convolution (regularization)
• Convolution for characteristic functions
7 Fourier Transform (9h)

7.1 Test functions and distributions
• Spaces D, S and their duals
• Calculus with distributions
7.2 Classical analysis

• Definition of the Fourier transform (FT)
• Inverse formula
• Properties of the FT, Plancharel and Parseval theorems
7.3 FT in the distribution sense

• The Poisson formula
• FT of important distributions (Dirac, step, sinusoid)
• Unifying viewpoint (discrete and periodic functions or spectra, discrete FT)
• Application: sampling and reconstruction (Shannon theorem)
7.4 Application of the FT to differential equations

• Fundamental solutions
• Elliptic equations
8 Sobolev spaces (5h)

8.1 Motivation
• Weak solutions of boundary value problems
3
8.2 The Sobolev space W 1,p
• Important properties of functions on W 1,p
• Extension operation. Density.
8.3 The space W01,p

• The inequalities of Poincaré, Poincaré-Wirtinger and Hardy.
• The dual of W01,p
8.4 Examples of boundary value problems.

• Dirichlet (non) homogeneous boundary condition
• Neumamn (non) homogeneous boundary condition

• The maximum principle
References
1. J.-P. Aubin, Applied Functional Analysis, 2nd edition, Willey 2000
2. A. V. Balakrishnan, Applied Functional Analysis, 2nd edition, Springer-Verlag 1981
3. H. Brezis, Analyse fonctionnelle, Masson 1992 (Collection mathématiques appliquées pour la maı̂trise)
4. C. Gasquet and P. Witomski, Fourier Analysis and Applications: Filtering, Numerical Computation,
Wavelets, Springer-Verlag, 1998.
5. J.-B. Hiriart-Urruty and C. Lemaréchal, Convex analysis and Minimization Algorithms, vol. I,
Springer-Verlag 1996.
6. D. G. Luenberger, Optimization by Vector Space Methods, Wiley 1969

7. W. Rudin, Functional Analysis, 2nd edition, McGraw-Hill 1991
8. L. Schwartz, Méthodes mathématiques, Hermann 1998

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Applied Functional Analysis

1.2 Normed linear spaces

• lp and Lp , the Holder inequality, the Minkowski inequality

2.2 The Hahn-Banach theorems

3 Projection in Hilbert spaces (5h)

3.3 Orthogonal bases

4 Linear transforms on Banach spaces (7h)

4.2 Dual spaces

4.3 Duality in Hilbert spaces

4.4 Some applications

5 Elementary Spectral Theory (5h)

• Spectral decomposition of self-transposed operators

6 Convolution of functions (3h)

7 Fourier Transform (9h)

• Calculus with distributions

7.2 Classical analysis

7.3 FT in the distribution sense

7.4 Application of the FT to differential equations

8 Sobolev spaces (5h)

• Extension operation. Density.

8.3 The space W01,p

• The dual of W01,p

8.4 Examples of boundary value problems.

• Neumamn (non) homogeneous boundary condition

6. D. G. Luenberger, Optimization by Vector Space Methods, Wiley 1969

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