Real analysis
Encyclopedia
Real analysis, is a branch of mathematical analysis
dealing with the set of real number
s and functions of a real variable. In particular, it deals with the analytic
properties of real functions
and sequences
, including convergence
and limit
s of sequence
s of real numbers, the calculus
of the real numbers, and continuity
, smoothness
and related properties of real-valued functions.
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 or negative infinity.
, in which addition and multiplication preserve positivity. Moreover, the ordering of the real numbers is total, and the real numbers have the least upper bound property. These order-theoretic
properties lead to a number of important results in real analysis, such as the monotone convergence theorem, the intermediate value theorem
and the mean value theorem
.
However, while the results in real analysis are stated for real numbers, many of these results can be generalized to other mathematical objects. In particular, many ideas in functional analysis and operator theory generalize properties of the real numbers --- such generalizations include the theories of Riesz space
s and positive operators. Also, mathematicians consider real and imaginary parts of complex sequences, or by pointwise evaluation
of operator sequences.
, 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, expressability 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.
Techniques from the theory of analytic functions of a complex variable are often used in real analysis --- such as evaluation of real integrals by residue calculus
.
s, or by completion of Cauchy sequence
s. Key concepts in real analysis are filter
s, net
s, real sequence
s and their limit
s, convergence, continuity
, differentiation
, and integration
. Real analysis is also used as a starting point for other areas of analysis, such as complex analysis
, functional analysis
, and harmonic analysis
, as well as for motivating the development of topology
, and as a tool in other areas, such as applied mathematics
.
Important results include the Bolzano-Weierstrass and Heine-Borel theorems, the intermediate value theorem
and mean value theorem
, the fundamental theorem of calculus
, and the monotone convergence theorem.
Various ideas from real analysis can be generalized from real space to general metric spaces
, as well as to measure spaces, Banach space
s, and Hilbert space
s.
Mathematical analysis
Mathematical analysis, which mathematicians refer to simply as analysis, has its beginnings in the rigorous formulation of infinitesimal calculus. It is a branch of pure mathematics that includes the theories of differentiation, integration and measure, limits, infinite series, and analytic functions...
dealing with the set of real number
Real number
In mathematics, a real number is a value that represents a quantity along a continuum, such as -5 , 4/3 , 8.6 , √2 and π...
s and functions of a real variable. In particular, it deals with the analytic
Mathematical analysis
Mathematical analysis, which mathematicians refer to simply as analysis, has its beginnings in the rigorous formulation of infinitesimal calculus. It is a branch of pure mathematics that includes the theories of differentiation, integration and measure, limits, infinite series, and analytic functions...
properties of real functions
Function (mathematics)
In mathematics, a function associates one quantity, the argument of the function, also known as the input, with another quantity, the value of the function, also known as the output. A function assigns exactly one output to each input. The argument and the value may be real numbers, but they can...
and sequences
Séquences
Séquences is a French-language film magazine originally published in Montreal, Quebec by the Commission des ciné-clubs du Centre catholique du cinéma de Montréal, a Roman Catholic film society. Founded in 1955, the publication was edited for forty years by Léo Bonneville, a member of the Clerics...
, including convergence
Limit of a sequence
The limit of a sequence is, intuitively, the unique number or point L such that the terms of the sequence become arbitrarily close to L for "large" values of n...
and limit
Limit of a function
In mathematics, the limit of a function is a fundamental concept in calculus and analysis concerning the behavior of that function near a particular input....
s of sequence
Sequence
In mathematics, a sequence is an ordered list of objects . Like a set, it contains members , and the number of terms is called the length of the sequence. Unlike a set, order matters, and exactly the same elements can appear multiple times at different positions in the sequence...
s of real numbers, the calculus
Calculus
Calculus is a branch of mathematics focused on limits, functions, derivatives, integrals, and infinite series. This subject constitutes a major part of modern mathematics education. It has two major branches, differential calculus and integral calculus, which are related by the fundamental theorem...
of the real numbers, and continuity
Continuous function
In mathematics, a continuous function is a function for which, intuitively, "small" changes in the input result in "small" changes in the output. Otherwise, a function is said to be "discontinuous". A continuous function with a continuous inverse function is called "bicontinuous".Continuity of...
, smoothness
Smooth function
In mathematical analysis, a differentiability class is a classification of functions according to the properties of their derivatives. Higher order differentiability classes correspond to the existence of more derivatives. Functions that have derivatives of all orders are called smooth.Most of...
and related properties of real-valued functions.
Scope
Real analysis is an area of analysisMathematical analysis
Mathematical analysis, which mathematicians refer to simply as analysis, has its beginnings in the rigorous formulation of infinitesimal calculus. It is a branch of pure mathematics that includes the theories of differentiation, integration and measure, limits, infinite series, and analytic functions...
that studies concepts such as sequences and their limits, continuity, differentiation
Derivative
In calculus, a branch of mathematics, the derivative is a measure of how a function changes as its input changes. Loosely speaking, a derivative can be thought of as how much one quantity is changing in response to changes in some other quantity; for example, the derivative of the position of a...
, integration
Integral
Integration is an important concept in mathematics and, together with its inverse, differentiation, is one of the two main operations in calculus...
and sequences of functions. By definition, real analysis focuses on the real numbers, often including positive or negative infinity.
Order properties of the real numbers
The real numbers have several important lattice-theoretic properties that are absent in the complex numbers. Most importantly, the real numbers form an ordered fieldOrdered field
In mathematics, an ordered field is a field together with a total ordering of its elements that is compatible with the field operations. Historically, the axiomatization of an ordered field was abstracted gradually from the real numbers, by mathematicians including David Hilbert, Otto Hölder and...
, in which addition and multiplication preserve positivity. Moreover, the ordering of the real numbers is total, and the real numbers have the least upper bound property. These order-theoretic
Partially ordered set
In mathematics, especially order theory, a partially ordered set formalizes and generalizes the intuitive concept of an ordering, sequencing, or arrangement of the elements of a set. A poset consists of a set together with a binary relation that indicates that, for certain pairs of elements in the...
properties lead to a number of important results in real analysis, such as the monotone convergence theorem, the intermediate value theorem
Intermediate value theorem
In mathematical analysis, the intermediate value theorem states that for each value between the least upper bound and greatest lower bound of the image of a continuous function there is at least one point in its domain that the function maps to that value....
and the mean value theorem
Mean value theorem
In calculus, the mean value theorem states, roughly, that given an arc of a differentiable curve, there is at least one point on that arc at which the derivative of the curve is equal to the "average" derivative of the arc. Briefly, a suitable infinitesimal element of the arc is parallel to the...
.
However, while the results in real analysis are stated for real numbers, many of these results can be generalized to other mathematical objects. In particular, many ideas in functional analysis and operator theory generalize properties of the real numbers --- such generalizations include the theories of Riesz space
Riesz space
In mathematics a Riesz space, lattice-ordered vector space or vector lattice is an ordered vector space where the order structure is a lattice....
s and positive operators. Also, mathematicians consider real and imaginary parts of complex sequences, or by pointwise evaluation
Strong operator topology
In functional analysis, a branch of mathematics, the strong operator topology, often abbreviated SOT, is the weakest locally convex topology on the set of bounded operators on a Hilbert space such that the evaluation map sending an operator T to the real number \|Tx\| is continuous for each vector...
of operator sequences.
Relation to complex analysis
Real analysis is closely related to complex analysisComplex analysis
Complex analysis, traditionally known as the theory of functions of a complex variable, is the branch of mathematical analysis that investigates functions of complex numbers. It is useful in many branches of mathematics, including number theory and applied mathematics; as well as in physics,...
, which studies broadly the same properties of complex numbers. In complex analysis, it is natural to define differentiation
Derivative
In calculus, a branch of mathematics, the derivative is a measure of how a function changes as its input changes. Loosely speaking, a derivative can be thought of as how much one quantity is changing in response to changes in some other quantity; for example, the derivative of the position of a...
via holomorphic functions, which have a number of useful properties, such as repeated differentiability, expressability 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
Fundamental theorem of algebra
The fundamental theorem of algebra states that every non-constant single-variable polynomial with complex coefficients has at least one complex root...
are simpler when expressed in terms of complex numbers.
Techniques from the theory of analytic functions of a complex variable are often used in real analysis --- such as evaluation of real integrals by residue calculus
Residue theorem
The residue theorem, sometimes called Cauchy's Residue Theorem, in complex analysis is a powerful tool to evaluate line integrals of analytic functions over closed curves and can often be used to compute real integrals as well. It generalizes the Cauchy integral theorem and Cauchy's integral formula...
.
Key concepts
The foundation of real analysis is the construction of the real numbers from the rational numbers. This is usually carried out by Dedekind-MacNeille completion, Dedekind cutDedekind cut
In mathematics, a Dedekind cut, named after Richard Dedekind, is a partition of the rationals into two non-empty parts A and B, such that all elements of A are less than all elements of B, and A contains no greatest element....
s, or by completion of Cauchy sequence
Cauchy sequence
In mathematics, a Cauchy sequence , named after Augustin-Louis Cauchy, is a sequence whose elements become arbitrarily close to each other as the sequence progresses...
s. Key concepts in real analysis are filter
Filter (mathematics)
In mathematics, a filter is a special subset of a partially ordered set. A frequently used special case is the situation that the ordered set under consideration is just the power set of some set, ordered by set inclusion. Filters appear in order and lattice theory, but can also be found in...
s, net
Net (mathematics)
In mathematics, more specifically in general topology and related branches, a net or Moore–Smith sequence is a generalization of the notion of a sequence. In essence, a sequence is a function with domain the natural numbers, and in the context of topology, the range of this function is...
s, real sequence
Sequence
In mathematics, a sequence is an ordered list of objects . Like a set, it contains members , and the number of terms is called the length of the sequence. Unlike a set, order matters, and exactly the same elements can appear multiple times at different positions in the sequence...
s and their limit
Limit of a sequence
The limit of a sequence is, intuitively, the unique number or point L such that the terms of the sequence become arbitrarily close to L for "large" values of n...
s, convergence, continuity
Continuous function
In mathematics, a continuous function is a function for which, intuitively, "small" changes in the input result in "small" changes in the output. Otherwise, a function is said to be "discontinuous". A continuous function with a continuous inverse function is called "bicontinuous".Continuity of...
, differentiation
Derivative
In calculus, a branch of mathematics, the derivative is a measure of how a function changes as its input changes. Loosely speaking, a derivative can be thought of as how much one quantity is changing in response to changes in some other quantity; for example, the derivative of the position of a...
, and integration
Integral
Integration is an important concept in mathematics and, together with its inverse, differentiation, is one of the two main operations in calculus...
. Real analysis is also used as a starting point for other areas of analysis, such as complex analysis
Complex analysis
Complex analysis, traditionally known as the theory of functions of a complex variable, is the branch of mathematical analysis that investigates functions of complex numbers. It is useful in many branches of mathematics, including number theory and applied mathematics; as well as in physics,...
, functional analysis
Functional analysis
Functional analysis is a branch of mathematical analysis, the core of which is formed by the study of vector spaces endowed with some kind of limit-related structure and the linear operators acting upon these spaces and respecting these structures in a suitable sense...
, and harmonic analysis
Harmonic analysis
Harmonic analysis is the branch of mathematics that studies the representation of functions or signals as the superposition of basic waves. It investigates and generalizes the notions of Fourier series and Fourier transforms...
, as well as for motivating the development of topology
Topology
Topology is a major area of mathematics concerned with properties that are preserved under continuous deformations of objects, such as deformations that involve stretching, but no tearing or gluing...
, and as a tool in other areas, such as applied mathematics
Applied mathematics
Applied mathematics is a branch of mathematics that concerns itself with mathematical methods that are typically used in science, engineering, business, and industry. Thus, "applied mathematics" is a mathematical science with specialized knowledge...
.
Important results include the Bolzano-Weierstrass and Heine-Borel theorems, the intermediate value theorem
Intermediate value theorem
In mathematical analysis, the intermediate value theorem states that for each value between the least upper bound and greatest lower bound of the image of a continuous function there is at least one point in its domain that the function maps to that value....
and mean value theorem
Mean value theorem
In calculus, the mean value theorem states, roughly, that given an arc of a differentiable curve, there is at least one point on that arc at which the derivative of the curve is equal to the "average" derivative of the arc. Briefly, a suitable infinitesimal element of the arc is parallel to the...
, the fundamental theorem of calculus
Fundamental theorem of calculus
The first part of the theorem, sometimes called the first fundamental theorem of calculus, shows that an indefinite integration can be reversed by a differentiation...
, and the monotone convergence theorem.
Various ideas from real analysis can be generalized from real space to general metric spaces
Metric space
In mathematics, a metric space is a set where a notion of distance between elements of the set is defined.The metric space which most closely corresponds to our intuitive understanding of space is the 3-dimensional Euclidean space...
, as well as to measure spaces, Banach space
Banach space
In mathematics, Banach spaces is the name for complete normed vector spaces, one of the central objects of study in functional analysis. A complete normed vector space is a vector space V with a norm ||·|| such that every Cauchy sequence in V has a limit in V In mathematics, Banach spaces is the...
s, and Hilbert space
Hilbert space
The mathematical concept of a Hilbert space, named after David Hilbert, generalizes the notion of Euclidean space. It extends the methods of vector algebra and calculus from the two-dimensional Euclidean plane and three-dimensional space to spaces with any finite or infinite number of dimensions...
s.
See also
- List of real analysis topics
- Time-scale calculus - a unification of real analysis with calculus of finite differences
External links
- Analysis WebNotes by John Lindsay Orr
- Interactive Real Analysis by Bert G. Wachsmuth
- A First Analysis Course by John O'Connor
- Mathematical Analysis I by Elias Zakon
- Mathematical Analysis II by Elias Zakon
- Earliest Known Uses of Some of the Words of Mathematics: Calculus & Analysis
- Basic Analysis: Introduction to Real Analysis by Jiri Lebl