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Real Analysis II: 1 Spaces of Functions

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Real Analysis II

John Loftin
April 15, 2015

Spaces of functions

1.1

Banach spaces

Many natural spaces of functions form infinite-dimensional vector spaces.


Examples are the space of polynomials and the space of smooth functions.
If we are interested in solving differential equations, then, it is important to
understand analysis in infinite-dimensional vector spaces (over R or C).
First of all, we should recognize the following straightforward fact about
finite-dimensional vector spaces:
Homework Problem 1. Let x = (x1 , . . . , xm ) denote a point in Rm , and
m
let {xn } = {(x1n , . . . , xm
n )} be a sequence of points in R . Then xn x if
and only if xin xi for all i = 1, . . . , m.
m
(Recall the standard
p metric on R is given by |x y|, where the norm
| | is given by |x| = (x1 )2 + + (xm )2 .)
Thus for taking limits in Rm , we could even dispense with the notion of
the taking limits using the metric on Rm , and simply define the xn x
by xin xi for each i = 1, . . . , m. This reflects the fact that there is only
one natural topology on a finite-dimensional vector space: that given by the
standard norm.
For infinite-dimensional vector spaces, say with a countable basis, so that
x = (x1 , x2 , . . . ), it is possible to define a topology by xn x if and only
if each xin xi . It turns out that this is not usually the most useful way

partially supported by NSF Grant DMS0405873

to define limits in infinite-dimensional spaces, however (though a related


construction is used in defining the topology of Frechet spaces).
Finite-dimensional vector spaces are also all complete with respect to
their standard norm (in other words, they are all Banach spaces). Given a
norm on an infinite dimensional vector space, completeness must be proved,
however. There are many examples of Banach function spaces: On a measure
space, the Lp spaces of functions are all Banach spaces for 1 p . Also,
on a metric space X, the space of all bounded continuous functions C 0 (X)
is a measure space under the norm
kf kC 0 (X) = sup |f (x)|.
xX

The Lp and C 0 form the basis of most other useful Banach spaces, with extensions typically provided by measuring not just the functions themselves, but
also their partial derivatives (as in Sobolev and C k spaces) or their difference
quotients (Holder spaces).
Completeness of a metric space of course means that any Cauchy sequence
has a unique limit. More roughly, this means that any sequence that should
converge, in that its elements are becoming infinitesimally close to each other,
will converge to a limit in the space. As we will see, taking such limits is
a powerful way to construct solutions to analytic problems. Unfortunately,
many of the most familiar spaces of functions (such as smooth functions) do
not have the structure of a Banach space, and so it is difficult to ensure that
a given limit of smooth functions is smooth. In fact we have the following
theorem, which we state without proof:
Theorem 1. On Rn equipped with Lebesgue measure, the space C0 (Rn ) of
smooth functions with compact support is dense in Lp (Rn ) for all 1 p < .
In other words, completion of the space of smooth functions with compact
support on Rn with respect to the Lp norm, is simply the space of all Lp
functions for 1 p < .
If we are working in L2 , for example, it is possible for the limit of smooth
functions to be quite non-smooth: there are many L2 functions which are
discontinuous everywhere. This poses a potential problem if the limit we
have produced is supposed to be a solution to a differential equation. In
particular, such a limit may be nowhere differentiable. Some of our goals then
are to understand (1) how to make sense of taking derivatives of functions
which are not classically differentiable (the theory of distributions and weak
2

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