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Therefore proofs are only sketched in some cases, and some of the easier propositions are stated without proof. However, the reader who has become familiar with the tech- niques used in the preceding chapters will certainly find no difficulty in supply- ing the missing steps. The theory of the Lebesgue integral can be developed in several distinct ways. Only one of these methods will be discussed here. For alternative Procedures we refer to the more specialized treatises on integration listed in the Bibliography. SET FUNCTIONS If A and B are any two sets, we write A — B for the set of all elements x such that xe 4, x¢B. The notation A — B does not imply that Bc A. We denote the empty set by 0, and say that A and Bare disjoint if An B = ‘THE LEBESGUE THEORY 301 M11 Definition A fami A Of sets is called a ring if A € ® and Be'® implies a) AUBE®, A-BER. Since An B= A ~(A — B), we also have Am Be @ if @ isa ring. A ring 2 is called a o-ring if ® U46@ whenever A, €# (n= 1,2,3,...). Since we also have ita ao-ring. 11.2 Definition We say that ¢ is a set function defined on & if @ assigns to every A # a number $(A) of the extended real number system, @ is additive if A9 B=0 implies Q) $A U B) = $A) + (8), and @ is countably additive if A, A; = 0 (i # j) implies ” # (U4) = ¥ 04 ‘We shall always assume that the range of @ does not contain both +00 and —0o; for if it did, the right side of (3) could become meaningless. Also, we exclude set functions whose only value is +00 or — co. Its interesting to note that the left side of (4) is independent of the order in which the A,'s are arranged. Hence the rearrangement theorem shows that the right side of (4) converges absolutely if it converges at all; if it does not converge, the partial sums tend to +00, or to —00. If ¢ is additive, the following properties are easily verified: 1o} $(0) = 0. © AU VA) = OCA) +> + $(4,) if A, A; = 0 whenever i # j. Q HAL V Aa) + b(Ay 0 Az) = HAY) + $1AD)- If $(A) > 0 for all A, and A, < Ay, then (8) (41) < $(4)). Because of (8), nonnegative additive set functions are often called monotonic. oe $(A ~ B) = $(A) ~ (8) if Be A, and |($B)| < + 0. 11.3 Theorem Suppose ¢ is countably additive on a ring #. Suppose A, (n=1,2,3,...), 4, © Ap Ay 7", AE Band 4=U4, Then, asn +10, $(A,) + $4). Proof Put B, Ay, and B, Then B; 0B; = 0 fori #j, A, = By UU B,, and A, B,. Hence (Ay) Soe and ¥ ay. CONSTRUCTION OF THE LEBESGUE MEASURE 11.4 Definition Let R” denote p-dimensional euclidean space. By an interral in RP we mean the set of points x = (x,, ..., x,) such that (10) asxisbp i so Py or the set of points which is characterized by (10) with any or all of the < signs replaced by <. The possibility that a, = 6, for any value of iis not ruled ‘out; in particular, the empty set is included among the intervals If Ais the union of a finite number of intervals, A is said to be an elemen- tary set. If Lis an interval, we define m(l) =F], a), no matter whether equality is included or excluded in any of the inequalities (10). If 4=hU-+'Ud,, and if these intervals are pairwise disjoint, we set ay (A) = mh) +--+ Udy. We let & denote the family of all elementary subsets of R?. At this point, the following properties should be verified : (12) 6 isa ring. but not a o-ring. (13) If Ae, then A is the union of a finite number of disjoint intervals. (4) If As, m(A) is well defined by (11); that is. if two different decompo- sitions of 4 into disjoint intervals are used, each gives rise to the same value of m(a), (15)_nris additive on 6. Note that if p = 1, 2.3, then nr is length, area, and volume, respectively, 115 Definition A nonnegative additive set function ¢ defined on & is said to be regular if the following is true: To every Ae and to every ¢ >0 there exist sets Fe 6. Ge 6 such that Fis closed, Gis open, Fe 4 ¢ G, and (16) HG) — 6 < H(A) < GF) +. 11.6 Examples (a) The set function m is regular. If A is an interval, it is trivial that the requirements of Definition 11.5 are satisfied. The general case follows from (13). (b) Take R’=R', and let 2 be a monotonically increasing func- tion, defined for all real x. Put (la, b)) = a(6—) = x(a—), W(a, 6) = (6+) — a(a-), H((a, b)) = (6+) — x(a+), H(a, b)) = a(6—) — (a+). Here [a,6) is the set a 0 for all £ and that (18) w(E,) s n(E) if E, cE. 11.8 Theorem (a) For every Ac E, u*(A) = uA). (0) HE=JE,, then as) WE) < YE. Note that (a) asserts that x* is an extension of pt from é to the family of all subsets of R?. The property (19) is called subadditicity. Proof Choose A € & and ¢ > 0. ‘The regularity of shows that A is contained in an open elementary set G such that 4(G) n(A) — ¢; and since Fis compact, we have Fea Udy for some N. Hence WA) < WF) 46S (A, UU AS) EES Y MA,) + 6S HMA) + De. In conjunction with (20), this proves (a). Next, suppose £ = UE,. and assume that °(E,) < + 99 for all m. Given ¢>0, there are coverings {Aq}, k = 1.2,3,..-. of £, by open elementary sets such that en Y WAw) SHE) + 27%. Then WES Y ¥ WAws Ee 5 and (19) follows. In the excluded case, ic.. if p1°(E,) = +2 for some 1m, (19) is of course trivial, 11.9 Definition For any 4 R?. Bc R?, we define (22) S(A, B) = (A ~ BU (B~ A), 3) (KA, B) = (SUA, B)). We write A, -+ 4 if lim (A. A,) = 0. If there is a sequence {4,} of elementary sets such that 4, -» 4. we say that A is finitely pemeasurable and write A&W, (1). If A is the union of a countable collection of finitely -measurable sets. we say that A is jemeasurable and write A © 3(y0). ‘S(A_ B) is the so-called “symmetric difference” of A and B. We shall see that d(A, B) is essentially a distance function ; The following theorem will enable us to obtain the desired extension of 11.10 Theorem Wj.) is a a-ring, and y* is countably additive on Q(H), Before we turn to the proof of this theorem. we develop some of the properties of S(A, B) and d(A, B). We have 306 PRINCIPLES OF MATHEMATICAL ANALYSIS: (24) S(A. B) = S(B, A), S(A, A) = 0. (25) S(A, B) < S(A, C) uv S(C, B). S(Ay U Ag, By U Ba) (26) SUA, 0 Ap. By 0 By)} © S(Ay, By) U SCA; By), S(Ay ~ Az, By ~ B2) (24) is clear, and (25) follows from (A~B)c(A—-C)u(C~B), (BAe (C— ANU (B- ©). The first formula of (26) is obtained from (Ay U Ad) = (By, U Ba) < (Ay — By) U (Ay — By). Next, writing E° for the complement of E, we have S(A, 9 Az, B, 0B) = SUAS WAS. BYU BS) © SUAG, BA U SUAS. BS) = S(A,. B,) U S(A2, By): and the last formula of (26) is obtained if we note that AA, =A OAS By (23), (19), and (18), these properties of S(4, B) imply ey dA, B)= M(B, A). dA, A) =0, (28) (A, B) < d(A, C) + KC. B), dA, Az, By B,)) (29) A, 0 A, By OB) < dtAy, By) + Ay, By): MA, ~ Az, By — By} The relations (27) and (28) show that d(4, B) satisfies the requirements, of Definition 2.15, except that d(A, B) = 0 does not imply A if 1 =m, Ais countable, and B is empty, we have B. For instance, A, B) = m*(A) = to see this, cover the th point of A by an interval J, such that 0; my) < 27%. But if we define two sets A and B to be equivalent, provided d(A, B)=0. we divide the subsets of R? into equivalence classes, and d(A, B) makes the set of these equivalence classes into a metric space. ‘Dt,(j!) is then obtained as the closure of &. This interpretation is not essential for the proof, but it explains the underlying idea. EEE EE We need one more property of d(4, B), namely, G0) |u*(A) — #*(B)| s d(A, BD, if at least one of *(A), n*(B) is finite. For suppose 0 < n*(B) < p*(4). ‘Then (28) shows that d(A,0) BA), and y*(A) < + 0 since d(4,. A) +0. By G1) and (33), p(w) is a ring. By (7), H(A,) + H(B,) = BA, U By) + H(A, 0 By) Letting n +20, we obtain, by (34) and Theorem 11.8(a), (A) + p(B) = p(A UB) + (A 0B). If Am B=0, then p*(A 9 B)=0. It follows that ,* is additive on (1). Now let A 9(). Then A can be represented as the union of a countable collection of disjoint sets of M(x). For if A=() A; with Ale My(y), write A, = Aj, and A,= (Ai Then 09 an VAN (AZU UAL) (0 =2,3,4,. is the required representation. By (19) (36) 308 PRINCIPLES OF MATHEMATICAL ANALYSIS On the other hand, A> 4, U---U A,; and by the additivity of Ht on My) we obtain en nA) > XA, UU A, Equations (36) and (37) imply WAY) + + WAY) (8) way =F 9) Suppote p1*(A) is finite. Put B, = 4, U +++ UA,. Then (38) shows that aA, B)= WU) A as m—co. Hence B, +A; and since B,€ Dt,(u), it is easily seen that Ae Del), We have thus shown that A € p(y) if A © My) and j"(A) < + 00. It is now clear that p* is countably additive on W(j). For if A=UAn where {A,} is a sequence of disjoint sets of Mj), we have shown that (38) holds if y*(A,) < + 00 for every n, and in the other case (38) is trivial. Finally, we have to show that IX(y) is a a-ring, If 4, Du), n =I, 2,3,..., itis clear that U A, € M(u) (Theorem 2.12). Suppose A € M(y), Be My), and 4-04, 3-08, where A,, B, €Dy(u). Then the identity A, B= J (4,0 B) shows that A, 0 B € DX); and since H(A, AB) < UMA,) < + 0, A, OBE). Hence A,—BeMy(u), and A—BeMGi) since A-B= U2, (4-8). We now replace *(A) by (A) if A © 9R(x). Thus p,, originally only de- fined on 6, is extended to a countably additive set function on the o-ring 2DWX(xi). This extended set function is called a measure. The special case w= m is called the Lebesgue measure on R?. wat G9) (0) THE LEBESGUE THEORY 309 Remarks (a) If A is open, then A € Dy). For every open set in R? is the union of a countable collection of open intervals. To see this. it is sufficient to construct a countable base whose members are‘open intervals. By taking complements, it follows that every closed set is in N(u). ()_ If A eM) and e > 0, there exist sets F and G such that FoacG, Fis closed, G is open, and WG—A) a} is measurable for every real a. 11.14 Example If X= R? and M=M(i) as defined in Definition 11.9, every continuous f is measurable, since then (42) is an open set. ‘THE LEBESGUE THEORY 311 11.15 Theorem Each of the following four conditions implies the other three: (43) {xL/() > a) is measurable for every real a. (44) {x|f(x) = a) is measurable for every real a. (45) {x f(x) a— (xLf@) = a) (xLf@) a) =X G1/O) = 0). 11.17 Theorem Ler {f,} be a sequence of measurable functions. For x € X, put G(x) = sup fi) (= 1,23...) A(x) = lim sup f,() Then g and h are measurable. ‘The same is of course true of the inf and lim inf. Proof tla > a) = 0 iso}, A(x) = inf g(x), where gn(x) = sup f(x) (nm). 312 PRINCIPLES OF MATHEMATICAL ANALYSIS. Corollaries (a) Iffandg are measurable, then max (f, 9) and min (f, g) are measurable. of 47) S* =max(f,0), = min(f,0), it follows, in particular, that {* andf~ are measurable. (6) The limit of a convergent sequence of measurable functions is measurable. 11.18 Theorem Let f and g be measurable real-valued functions defined on X, Jet F be real and continuous on R?, and put AG) = FU@) 9) (xe X). Then h is measurable. In particular, f + g and fg are measurable. Proof Let G, = {(u, v)| Flu, v) > a}. Then G, is an open subset of R*, and we can write Un ¥, where {J,} is a sequence of open intervals: 1,= (Dla, a} 9 (If) a} = (x (FG), o@)) € G,} = 0, 1409, 92) «1. Summing up, we may say that all ordinary operations of analysis, includ~ ing limit operations, when applied to measurable functions, lead to measurable functions; in other words, all functions that are ordinarily met with are measur- able. That this is, however, only a rough statement is shown by the following example (based on Lebesgue measure, on the real line): If h(x) = f(g(X)), where ‘THE LEBESGUE THEORY 313 J is measurable and g is continuous, then h is not necessarily measurable. (For the details, we refer to McShane, page 241.) The reader may have noticed that measure has not been mentioned in our discussion of measurable functions. In fact, the class of measurable func- tions on X depends only on the o-ring 9R (using the notation of Definition 11.12). For instance, we may speak of Borel-measurable functions on R?, that is, of function f for which fxIf(@) > a} is always a Borel set, without reference to any particular measure. SIMPLE FUNCTIONS 11.19 Definition Let s be a real-valued function defined on X. If the range of s is finite, we say that sis a simple function. Let Ee X, and put L[l @ee) oS KQ)=\0 (ee), Kis called the characteristic function of E. Suppose the range of s consists of the distinct numbers ¢),.-..¢q. Let Ey= Eels) Then (49) s=) Ke, that is, every simple function is a finite linear combination of characteristic functions. It is clear that s is measurable if and only if the sets ,,..., E, are measurable. It is of functions: interest that every function can be approximated by simple 11.20 Theorem Let f be a real function on X. There exists a sequence {s,} of simple functions such that s(x) f(x) as n+ 00, for every x € X. If fis measur- able, {5,} may be chosen to be a sequence of measurable functions. If f > 0, {5,) ‘may be chosen 10 be a monotonically increasing sequence. Proof If f> 0, define F=f) 2n} ‘314° PRINCIPLES OF MATHEMATICAL ANALYSIS for n=1,2,3,. (50) In the general case, let f= f* —f~, and apply the preceding construction tof* and tof~ It may be noted that the sequence (s,} given by (50) converges uniformly to f if f is bounded. INTEGRATION ‘We shall define integration on a measurable space X, in which M is the o-ring of measurable sets, and y is the measure. The reader who wishes to visualize a more concrete situation may think of X as the real line, or an interval, and of was the Lebesgue measure m. 11.21 Definition Suppose oy sQ)= FS eKe) (eX e,>0) is measurable, and suppose E €5R. We define (52) TAs) x eu(E rn EB). If fis measurable and nonnegative, we define (53) ‘dy (3) Sf where the sup is taken over all measurable simple functions s such that 0 <5 $(4,). Suppose $(4,) < +00 for every n. Given €>0, we can choose a measurable function s such that 0 A, U +" U Ay, (61) implies ©) oA) 2 Yd, and (58) follows from (59) and (62). Corollary If A € Wt, Bc A, and p(A — B)= =f sau J fan= | fae Since A = Bu (A — B), this follows from Remark 11.23(e). , then 11.25 Remarks The preceding corollary shows that sets of measure zero are negligible in integration. Let us write f~ g on E if the set (x1f@) ¥ g()} OE has measure zero. Then f~ f;f~g implies g~fy-and.f~g, g~h implies f~ h. That is, the relation ~ is an equivalence relation. If f~g on E, we clearly have J fan= J odu, provided the integrals exist, for every measurable subset A of E. Ifa property P holds for every x ¢ E — A, and if (A) = 0, it is customary to say that P holds for almost all x € E, or that P holds almost everywhere on E. (This concept of “almost everywhere” depends of course on the particular measure under consideration. In the literature, unless something is said to the contrary, it usually refers to Lebesgue measure.) Iffe P(u) on E, itis clear that f(x) must be finite almost everywhere on E. In most cases we therefore do not lose any generality if we assume the given functions to be fini alued from the outset. 11.26 Theorem If fe L(y) on E, then |f| € L(y) on E, and 3) Ife au 0 on A and f(x) <0 on B. By Theorem 11.24, J idw= fides J dem foo? dat fo dn < +00, so that |f| €2(). Since f-< |f| and —f< |f|, we see that [fees] lew, ~ J fds f isl da, and (63) follows. Since the integrability of f implies that of |f|, the Lebesgue integral is often called an absolutely convergent integral. It is of course possible to define nonabsolutely convergent integrals, and in the treatment of some problems it is essential to do so. But these integrals lack some of the most useful properties of the Lebesgue integral and play a somewhat less important role in analysis. 11.27 Theorem Suppose f is measurable on E, |f| co. Then (66) Jf f fae (a0). Proof By (64) it is clear that, as n > co, 7) Jaane for some a; and since ff, < [f, we have (68) as J, Sdp. ——— Choose ¢ such that 0 0, f, 20. Iff, and f, are simple, (73) follows trivially from (52) and (54). Otherwise, choose monotonically increasing sequences {5%}, {s{} of nonnegative measurable simple functions which converge to f,,f,. Theorem 11.20 shows that this is possible. Put 5, = 5, + 8,. Then Jd Jisidu+ J shaw, and (73) follows if we let n+ co and appeal to Theorem 11.28. 320. PRINCIPLES OF MATHEMATICAL ANALYSIS. Next, suppose f, > 0, f; <0. Put A=(O)20, B= (x//() <0). ‘Then f, f,, and —f, are nonnegative on A. Hence 74) J fidw= J Sous J pda fF ~f iam. Similarly, —f, f,, and —f, are nonnegative on B, so that Sd J fans | Dan, or (75) = ~ (75) J fide= J fae— J fade, and (73) follows if we add (74) and (75). In the general case, E can be decomposed into four sets E, on each of which f(x) and /,(x) are of constant sign. The two cases we have proved so far imply du = fy, dpe + (, dy i=1,2,3,4) jo m= | fide Jam 0-12.34, and (73) follows by adding these four equations. We are now in a position to reformulate Theorem 11.28 for series. 11.30 Theorem Suppose Ee Dt. If tf) is.a sequence of nonnegative measurable functions and (76) 10) =f) web). then = . fsa S [tote Proof The partial sums of (76) form a monotonically increasing sequence. 11.31 Fatou's theorem Suppose EEN. If lf) is a sequence of nonnegative ‘measurable functions and S(x)=lim inte) (eB), then (1) J fet stim int ff dy ‘THE LenescUE THEORY 321 Strict inequality may hold in (77). An example is given in Exercise 5. Proof Forn 3, ...and xe E, put G(x) = inf f(x) i=). Then g, is measurable on E, and (78) OS(X) (no). By (78), (80), and Theorem 11.28, du du, i) Jigncve> fra so that (77) follows from (79) and (81). 11.32 / Lebesgue’s dominated convergence theorem Suppose EN. Let {f,) a sequence of measurable functions such that (82). - SAX) f(x) (EE) as n+ oz. If there exists a fimetion g € P(t) on E, such that (83) VOL so) r= +x E), then (84) J, Sau, Because of (83). {f,} is said to be dominated by g. and we talk about dominated convergence. By Remark 11.25, the conclusion is the same if (82) holds almost everywhere on E. Proof First. (83) and Theorem 11.27 imply that f, € 2(u) and fe #(u) on E. Since f, + = 0, Fatou’s theorem shows that JF ord stim int f (f+ 99d, or (85) J fds tim int J, Sud. 322 PRINCIPLES OF MATHEMATICAL ANALYSIS. Since 9 —f, > 0, we see similarly that J,@—D au s him int | (9) dn, so that ~ J Se stim [-f, 44]. which is the same as (86) J Sap > lim sup f S dp. E mew de The existence of the limit in (84) and the equality asserted by (84) now follow from (85) and (86). Corollary If p(E) < +00, {f,} is uniformly bounded on E, and f,(x) -+ f(x) on E, then (84) holds. ‘A uniformly bounded convergent sequence is often said to be boundedly convergent. COMPARISON WITH THE RIEMANN INTEGRAL ‘Our next theorem will show that every function which is Riemann-integrable on an interval is also Lebesgue-integrable, and that Riemann-integrable func- tions are subject to rather stringent continuity conditions. Quite apart from the fact that the Lebesgue theory therefore enables us to integrate a much larger class of functions, its greatest advantage lies perhaps in the ease with which many limit operations can be handled; from this point of view, Lebesgue’s convergence theorems may well be regarded as the core of the Lebesgue theory. One of the difficulties which is encountered in the Riemann theory is that limits of Riemann-integrable functions (or even continuous functions) may fail to be Riemann-integrable. This difficulty is now almost eliminated, since limits of measurable functions are always measurable. Let the measure space X be the interval [a,b] of the real line, with y= m (the Lebesgue measure), and Dt the family of Lebesgue-measurable subsets of (a, b]. Instead of J fan it is customary to use the familiar notation five ‘THE LEBESGUE THEORY 323 for the Lebesgue integral of f over [a, 8]. To distinguish Riemann integrals from Lebesgue integrals, we shall now denote the former by af fax. 11.33. Theorem (@ If fe on [a,b], then fe # on [a, b), and @ firac=a ff ras. (6) Suppose f is bounded on (a, 6}. Then f € & on (a, b) if and only if fis continuous almost everywhere on (a, 8]. Proof Suppose fis bounded, By Definition 6.1 and Theorem 6.4 there is a sequence (P,} of partitions of fa, b], such that Py, is a refinement of Py, such that the distance between adjacent points of P, is less than Yk, and such that (88) lim, = 8 fds, im UP = aj fas. (In this proof, all integrals are taken over [a, b].) If Py = (0, Xi, --- Sah With Xo = a, x, = b, define Ua) = L,(a) = f(a); put U(x) = M, and L(x) =m, for x; 0, there is a function g, continuous on [a, 6), such that if-al- {[v-9 al" 0 and fe L?, let (s,} be a monotonically increasing sequence of simple nonnegative measurable. functions such that s(x) +/(). Since |f — 54]? <7, Theorem 11.32 shows that |f—s,l| +0. The general case follows, 11.39 Definition We say that a sequence of complex functions (9,} is an orthonormal set of functions on a measurable space X if Jtdade= (Tem Jar, we must have }, ¢ 27(u). If fe 2*(u) and if com f Fue (=1,2,3, we write S~ ¥ cabar as in Definition 8.10. 328 PRINCIPLES OF MATHEMATICAL ANALYSIS. The definition of a trigonometric Fourier series is extended in the same way to ? (or even to ¥) on [—1, 1]. Theorems 8.11 and 8.12 (the Bessel inequality) hold for any fe (uy). The proofs are the same, word for word. We can now prove the Parseval theorem. 11.40 Theorem Suppose (99) I) ~ Ye, where fe £7 on [~n, 1}, Let s, be the nth partial sum of (99). Then (100) lim If - 5,1 = 0, (ion ElaP=2f ea Proof Let e>0 be given. By Theorem 11.38, there is a continuous function g such that ‘ ~9<5- ral <5 Moreover, it is easy to see that we can arrange it so that g(x) = g(—). Then g can be extended to a periodic continuous function. By Theorem 8.16, there is a trigonometric polynomial T, of degree N, say, such that -T1 <5. Ig-TI <5 Hence, by Theorem 8.11 (extended to £7), n > N implies Is, fils IT —fll 0 there is an integer N such that n = WN, m > N implies We —Snll $& 11.42 Theorem If {f,} is @ Cauchy sequence in #*(u), then there exists a function f € L(t) such that (f,) converges to f in 2%(u). “This says, in other words, that #7(j) is a complete metric space. Proof Since {/;} is a Cauchy sequence, we can find a sequence {n,}, k=1,2,3,..., such that Choose a function g ¢-¥7(y0). By the Schwarz inequality, ; tl flat adhe sh. Hence (102) [lala fae Dd aie = U9 F By Theorem 11.30, we may interchange the summation and integration in (102). It follows that (103) Io 01 S Uale) Sas <0 almost everywhere on X. Therefore (108 F Via) Lal < + & ‘almost everywhere on X. For if the series in (104) were divergent on a set E of positive measure, we could take g(x) to be nonzero on a subset of E of positive measure, thus obtaining a contradiction to (103). ‘Since the kth partial sum of the series AE, Une) Sale which converges almost everywhere on X, is Sons 2) ~ Sn 330 PRINCIPLES OF MATHEMATICAL ANALYSIS. we see that the equation Se) aa Sul) defines f(x) for almost all x € X, and it does not matter how we define S(2) at the remaining points of X. We shall now show that this function f has the desired properties. Let £>0 be given, and choose N as indicated in Definition 11.41. If n, > N, Fatou’s theorem shows that Soll S ining Was Soul S 8 Thus f—f,, € £7(u), and since f= (f—f,,) +Sy,. We see that fe 2?(y). Also, since ¢ is arbitrary, lim If. ee Finally, the inequality (105) US SWS Faull + Whe all shows that (f,} converges to fin 27(u); for if we take m and my large enough, each of the two terms on the right of (105) can be made arbi- trarily small. 11.49/ The Riesz-Fiseher theorem Let (4,} be orthonormal on X. Suppose Eleq|? converges, and put 5, = cy, + + Cy. Then there exists a function S€ L(y) such that {s,} converges to f in £7(), and such that S~S caby- Proof Forn>m, ~ Sal? = lem? oo Me so that {s,} is a Cauchy sequence in (ji). By Theorem 11.42, there is a function f ¢ 27(y) such that lim If — s,l) Now, for m > k, [ede fade f dedi THE LEBESGUE THEORY 331 so that |f, ear ol Letting n+ 0, we see that SIS —sull “Wall + LF = sal =f Pete (ke 1,2,3,..), and the proof is complete. 11.44 Definition An orthonormal set {¢,} is said to be complete if, for Se *(y), the equations f Sb,qu=0 (n=1,2,3,...) imply that [if] = 0. In the Corollary to Theorem 11.40 we deduced the completeness of the trigonometric system from the Parseval equation (101). Conversely, the Parseval equation holds for every complete orthonormal set: 11.45 Theorem Let {4,} be a complete orthonormal set. If fe £*(u) and (106) I~¥ cabs. then co) JU? de= ¥ lol? Proof By the Bessel inequality, E|c,|? converges. Putting Se= br to + abe the Riesz-Fischer theorem shows that there is a function g ¢ £7(y) such that (108) o~S cbs and such that ig — s,l| +0. Hence ls,ll -> gil. Since BsI? = Jeg]? 0° + eal? we have (108) Jf lol? a= ¥ hey. 332 PRINCIPLES OF MATHEMATICAL ANALYSIS ‘Now (106), (108), and the completeness of {#,} show that [[f — gll = 0, so that (109) implies (107). Combining Theorems 11.43 and 11.45, we arrive at the very interesting conclusion that every complete orthonormal set induces a 1-1 correspondence between the functions fe £7(u) (identifying those which are equal almost everywhere) on the one hand and the sequences {c,} for which E|¢,|? converges, ‘on the other. The representation f~ Y Abe together with the Parseval equation, shows that 77() may be regarded as an infinite-dimensional euclidean space (the so-called “Hilbert space”), in which the point f has coordinates c,, and the functions ¢, are the coordinate vectors. EXERCISES 1. I-20 and fe fd = 0, prove that f(x) = Oalmost everywhere on E. Hint: Let Ey be the subset of Eon which f(x) > I/n. Write A= UEx. Then n(4)~Oifand only if p(E,) = 0 for every n. 2. If fu fds =0 for every measurable subset 4’of'a measurable Set E, then f(x) = 0 almost everywhere on E. 3. If Uf) is a sequence of measurable functions, prove that the set of points x at which (/.(2)} converges is measurable. 4, If fe L(n) on E and g is bounded and measurable on E, then fg € L(y) on E. 5. Put _f O. Then f,(x) +0 uniformly on R', but [se (We write [24 in place of fxs.) Thus uniform convergence does not imply domi- nated convergence in the sense of Theorem 11.32. However, on sets of finite ‘measure, uniformly convergent sequences of bounded functions do satisfy Theo- rem 11.32, Find a necessary and sufficient condition that fe ®(2) on (a, 6}. Hint: Consider Example 11.6(6) and Theorem 11.33. 8. If fe H on (a,b) and if Fox) = fz fdr, prove that F’(x) = f(x) almost every where on [a,b]. 9. Prove that the function F given by (96) is continuous on [2, b} 40. If p(X) < +a and fe £%(u) on X, prove that fe Lu) on X. I 2) (yin as3 WX)= +20, this is false, For instance, if Slay= V+ [x] then fe 2? on R', but f¢ ¥ on R A. IF fg € L{p) on X, define the distance between fand g by [eat de. Prove that (js) is a complete metric space. 12. Suppose @ [fp S1if0cxs1,0sysl, (b) for fixed x, f(x, ») is a continuous function of y, (0) for fixed y, f(x, ») is a continuous function of x. Put [randy O the prose portant ox a S aman of cif goventied equations puch as R= AX wilh xe RY ds the sek og all cclubion curves ot we AX tr The amical Sysbern The dyrestanl Syeter olagineel » the diner bene x = Ax as & meppl PERK —e Ro dadivenl by the we, BLD hae bg 20,2 the plese Spat ae st Ko BS e2t rr os gre og tet” _ ple, ED bole eee : fo a Tt cleseribes motion oy points in. the phase. Spare! . - aaah & Guetion 4 C24 4 segires om mopping 4° R 7 > RR tea rag: olefines a Yeskor yeld on RK Exc fo: : orp a Comstcloy uncouplesl eneary sptem anR m= >, ee Mya = ¢ ~ 7 om, CEE GUE r & Me CE) =. Gre ata lt) = G e& The %,, %. ~ Plane is © ae sae te Unstable dubspare a the eae and the. Ag ous is called “stable aedespa a °¥ the. sysbem : > Ria sgolaizatien : ere NEY the etgen values A dn O% vent and ols bnck ar pxn matrin Aan we then “J seb o¢ Conepapricelin) egen “taka IM Vey mY tors a . Fests fer R The medtyix Pea Ly, Na pele vy, | “is. inveyb'be and -. PAP . dy Pa ag An Expleiration Fy The TEeeen: / TH a diveny trontolor mn tton / TR +R” ie reprerentesl the PXn mebrin with vespat ty the © Slarclare posts Ce, 0+, En) fer R™ then” with vespect ts any basg @ Of vecto gS Spe ete £ Move, 7 v3 , T a xe presen eol ty & The ctiogeral * ppeabed y eiges Velises dig [Ay au. dn) Note* Tn oder ty veokire tte sythem Bea fe en Uncouplad Linear Blom, dapine the Lineaiy pias a aaeies aK Coorcimatel < Y= PIX, whee EP an invertible matrix X= PY Consiicley | ee ye pix © = Pp! Ax : =a P Y A = Pas Aa ee aR) Y Cky Thaeren | Yee) = Pokle> ete) = Peed xc = P ai Pavan. Any Wy x(t) = {P ding Pavan. a pTR eco “CO =LP ECD PU] xte) chee Eta) = di ale se : a ot bao, 7) Selve X= 4A | whee A= (2 2] , 2 Coy aR Xs Te Hal! Te cigen vale: JA-AZ} 2 Jer-a- -3 a. ° | Sek -ClA)Qa-a-0 = -2t\-2\ +) =O A?» -2 =0° e) Aso a2 2 @ 5 Th Te Find = The eigen vetor AS ~I asad Av = 3 A > O%, —32A%Ar =o oxy + 3X2 =O @) t220 DE - «fh ] ° =. £3} whee om, i a) aol Al The eigen vector Rae to de -3%, — 3% =o * Ay =- mt, «” : ; Vo = ae) 5 = os bale Le = - a ‘nl erg arbi oa ~~ Ww fanaa ue Loy iE > ete) = PEGDPT x, where ceo afe “| Note ' The subepoua — Apavinad by ciyen etwas ¥, ond ve e{ the rabrix A. Debewnive Te Stable ard Unstble Aubypuies of the Line, ve D Seppose pwn “ webrin A tes K negative eigen Values Ar oa, ee Tare P-K pasion eigen Velues Ay oa Bn een eee Hee ¢ ’ - Cen Nelues are distinct i g bet Vio, vA be he Covretpodin Set od Eigen Vee tors The stible art tunchable Aebspaws 3 v ee @. Ve YS oi the ae oe x= AX, ae the” Lineay paws od : ¢ Meer ce, va), rerpertively +e w A panned s Eo = Span Tu oe “ey eo Spor Cen, ve vai ce 3) Te retin A tas poe ayy een Valves | Hen there % “aho a centye Subspore. ES, wi Exponenbiols Of Operators ie be an laehes a opevator - het oh a linear Pegivition For In Cperatoy Newm a a a dafinedd ty The operator norm ITN= Max ITCa))) where 1x1 clenotes the tes} =) . n equchicds Euclidean norm Ou xe R 2D Ue apa Bepenties Of a Navn: tek S$ ant Te £(R ® Wry so and NTN =o et ‘T= rE R KTH = TeP nT gon GO yseTi = VSM +VTI Note: Feprerentel Ly a matin A TeELOR™ be With vespect to the Starclard basis Xr R Then AN 4 ¥0 4 where Lo ty the maaimuwn Jongitt xy the Yous xy “4 Oo f Convergence O¥ Sequente Ox , Qperators : - De invHony ‘y : A Sqpsama oY Linemy operators Te €M0i) ts Batd tp ceed by a Linear opewatoy TeHC(R”) as K —+-0 tw) LE OT, = TO 4 Edo, k>co - Nr. THe “ear, he there extale N Auch teat 7 / n Lemme: For s,TELCR”) . and xe R t(D ITCxd) 4 THX) (pyre 2 wrt ust my yren 2 WTHE | apr KeOt2, _ Prog gov 12: acer the wesult -6 obi vious kek: % A: o Deging “Unit véy “VEX . Vx) By the ala fini on 4 operator Parm uth = IT7Oy)) . « {7 Ga) = [4 TCO] i IK} wW ee 1x) px} rl 2 1700) a) Tool = Wnt 00: WTecK = WT Gsex) N 2 emt 1s3¢x)) <4 por sex 2 ny sn i) Ware =, Max Its¢x ] pele) yr) sil i rsh Ss NT NSM Prom, yer Gd! Chowe S= Tan (20 Wren = vr uss = bru Tr ga. pores yera® Theerem: Grves TELCRN) and toPO> Pn roe : 5 = fy abiodubely” al seniferrly the Series Conve ygent yr all bt} 2 es 1% comengent fe Prooy Lek NTH = a ‘ew bd cords For thle ba we love. Hered = 1 TEL || z irye rer) ke Lx at S&S be6 =o aE yk The series S T+ nae. kzo =K? Terolidely ord ct oral, by Weieyelrass—M- Test fer all Jue, Note: ev 4th, me IP wl : le & ‘woleTh £e"™ | . i (@ het Abe an nxn rmabrin - Then for ‘| 2. kak teR AE. S At ‘ te Kk Note: erty es cr ee Wa = 1TH J bin and T 4 the. Hinear bra nederine | FP and T are Linear bonsyorml, “1 a) pee ee ere ae oot £ ee 2 s prp-! oF : i (ered 2 2 (pre!) © (pr PEPE | Bee x! = PTC PTP)TP = = pT* pl - epT2p! Keo ke [eo K a = le Tt \ pp" Eee K! f= PetP™ Note then ef © op anf eV] p™ Theovem : 7 Sant T ave linear $47 whith Commules . The, © = a7 Given Sand T Commabe. e = +S Cory. + (S#T)” L i co 7 i = Ss (s+) _ nee bb - j ‘ ae stot - fF 3S Ss ieee nas : oe 3s Ss y _ 7 Bs = el ko Lk - © OQ S47 S | ° @- Now, & =b I~ "A ob fa ?| - a 7 = a J Le a la _ (ce -ab-ab abtab ~bi+ ar = (fe? -20b | 205 lames | 2 Ms vib) . a = BLP 4atab = Re(t) +tm(*) aw) * “y- Re = ep Ae ee Im ? Re A* | ata aAttb ts = he ain € atib arib | | Im Reo & J A a ihb ge <@ Cask Sinb cosb 2 Note: ) se aeo b , eo . \ cos b —Sih bb ee ib i. Sink Cos b. - 4 “4 Ck a. vedabion Ahregh “bh rvediams uv ets e. e ['. =| ee af+B al 8 =@ e B Te Cobedate . € & 3 e oe oe eer ce ee 2 a pat 12 [2 an rs) . n Dw ° v mS o G 4 Oo ey eS} oo C2) — °° en) ‘then gr ae whee K2>2 , 7 a B j o bl. e -T7+8 as . : eo l o O° Now, et. a + 2h > . u Kx -r+3tyaeT yy a a u z ie K eoli+ Si. 4 Mp tHe ~] ke u {a use = a e =22-e A ar B i} a a LF] D To Calenlobe 1 where Ao Oy mabnix There iy an invert'abla 222 matrix P whose cédtimns constets a poonkacd é eigen vectors of A Auch Bok B=P oP Whee. B Pas Ore ox te glo” ors B- (* ©} “A = ee a S nd [2 s] = a " BL At wae | est -sht e = Sink Gost “ee X= AX “4 bhee x24 x “(se 2 Siok cast - en2t cost Sint KCL) = |S] ee (st (st %, =e mores =( et =P ete AX ‘west 26 : “a —> ( ; _ : 1 the cue Sphols- into. the oan 5. Lineay tems a es . eS etediche © Corsidey Ye Ltnear syle % = oe whee XER* ad A a A 2x2 = We ave to discuss matyin - Aboot Phase porémit of the above systen. ita for Oak : ~ Copsicles k= Bx wiee B= P 4P —-@® The phase, por matt tee Lines Syston fer if O & chhained fren the phase. portvack yo @ urcley te Lreay freansiforon bon 2 ¥he fe erdinake x= PY ter = [2 0) Te solution x fhe Heat Vale problem 2 At RlMa ye giver by KC) = |< me BE ° Lo oe vere e*® I. | x, Oo ) ‘The phase por Bros E . LL te the. ae Gye given it Re ore } 3 ty ay A System @4 A Sadolele ot Me Baid te Dove % . ong Socldte at the eae TE MeO <4, the orrOWs + te. eye Gy owe reversed Wherever A Bos tno veal ' . 2 ee Valices dy opposite si Azo : H : avert r the Ginedy agpter Cc The plose port vou! “f © Hreaxdy eqral to tee phase port rat pre Pal t7 ave, 9) Db 2 lteroenlt for M9 oD 4 a. Liners terdormatton a Ile Orhan Os The Stable Ard Unetable Subeprus oy a ane hobeymined by the yao Wele bore oo A. “The. fer pon- S2¥O brag ectovies Hot SP pocorel the equtbibrivm pourts at te cin Oe eee teamed Sepavatyies. ° “ the Syshem Case aD" +9 oy A Stable hede at ovgin Ye phase parts fer Me linens Systeme @ are Gia “5 vivid ony Te ongin 6 regderredl be oe stable rede in ench a these cores - Tt 6 coltesl a pepe, rela when A= K ard on improper pacle tn Othey tos cases Ty Ae Bre areca - i Aso th Case Gy Yhe arrows th ig ave weveysed ond the ogee +s Calbed an Unste ble rola - Wherever A Pas tivo rope etyen Values 4 neo He. phase por brart “x the Linear ae ® % Limon vty equal one Gs the pes por boat gee tr Pe. €y tn. {Ee 2. he stabil: oY the ronda AF dabey mined’ by te sign of te eigen. value Stable * \sH2o Unstable ASM Se Each bepestory ths Ay Ci) Approeres the equillbyn port at tha og soa a well inet tangent line O= ©, Arkermined by et Vectors og A bt +0 . 7 - 3 as Case cid’ Be beo b do , $a 5 A Stable qocus ab fhe omizim “he phase ported “y te dineoy pie Qi uw pre in ¥9 cg Ongan il referved b&w a Akabde ees ay Asko the bryetory ( 2 fhe. origin with ieee spral. a te : oS kb -aod ong aay called an bane feos Wherever 4 das & paty o Complex copugate etyen Vales wal part e+rib, es aces ee por tracts * The. ays tem © 4 vo equivalent to ee of pee plese por eae Gre > 49 uii> Here, the brerhe bor res well - logic with. r-r0 clo nok approach He ogre alow Aarpent Lune ww Blaey &) We-angle oft) that fhe vector XC) Pokes with Xi wr ds cloes hot approach — coddant 8, a tee, bul Jou) oo tw avd Jo) seo \ \ i --o- fose_ dy): ele ~He Spi (Gc ee XQ 2] , 3 LoS ) Gv ~ A contre at ite over” “he prose pov trait “fer the Dineoy oyster ® ms gre ay 69 aw ‘the sytem BD is dard to hove 9 Coulve: alt ttle origin bbereves A has paty ~ Pare complerc cepgete ay values tub “The joa portrait & the -Lmeay op i== D { Lrearh; eqivalant to me aN the phose por brett gen 4 » 5g bo Te Readies ke 07, a cirela [x ce) = constant 7 pas Forel, ‘tHe Prepectovies “YX ellepses "an the soludion xt) oy &) will Sabety O72 a 5 vy t eR 3a ats: cng ede) Aobiies lewlss as boy PR one. or both og The elon Values A is 2end &) if cet 4 =o, the origin cabled a degenerate eo wibdorium froin ov © 4) bx ple: a the System wih Centre ® = ~ / . at the ongin) a A bineay sptem ke Ax with , oes —_ Sel: To Fard: Eigen Noles \4 -AZ) =o ae A =2i Te fed’, Me ee valor covesppnditg Z 33 _ AX =AXK CDC -224,-422 =O MN ~214%, =O a> mH, = Aix, el ("7") =+ (7) me %, X.Y a whee x 2 As arbi beers YC) Wo=u,4i4y, brhee = =(%) ‘andl v, =f2 CS) The. 2oh.bon of Ke Hiner aptem xe Ax . ~ Sina} xCb) = P eat pa * Sinrh tos2t EPR oo cos2- Sina} Ko. x, [ oy Simrp Gert 1 ° ef Rear -asitek] ye siozk Co8.- = xe) = cose -2.Slno2b & sinre Cos2 s> ~2sin2. C KOE) = mm . e ei ‘) , My ysinat Cosat Ga trbere Xo =/% <) HA, = C, cosrzt —2C, Cin2t A, = Sip sina “bh Cy Cosa Hr Cy Cost — 262 5imMob _»O DX = C)Sinr2h + 2c Car2k eaee oy 2 SY 44 = CP bet Ce x7 Neth pt . + " cm 2 oo Pt4 GC co ce | e 7 : © whith ts an ellipse Thenver, « aad fo ow” heb Sie dab'q and’ Ta bare A. Coeicley a . linear sys tem ke ae q fi TY Seo, He, © ‘Las ‘a Salle ae : oagin . (b) ag 60, anal Geatsso we Oo Bas & racla at He ofyin Ab Gs, Stable TY Te ad wna fable i4 Tr ce) a4 gro, UV -48 Ko, ad UCto, ber ® Losea fee ot “anim | Ms a Stable i~ % “9 ard unstable Y tro (dy BY $>o and Uso, Her © fos ee ee —_ eee: : ‘ : ofa & heb Xe Ax whee a-(t J) JA] = ad-be =§ : we chee A alavedys a “To Find: las eigen values 4 -Azl = \s° b | | — fe. Au. os a= : : (a-A)Cd- A) - be =O adsaxeda pyr abe sat AF C& ad) V4 (aed ebed 6 3s“ LAU tS =O, (37 NH = et t*-4¢ oe Thus (a) - 1 sco , Bere are toys veal et gen values os opporite signs Cb) ry & so a) Vr 4h20 , then a ny or ee ee the. Jarre “yr “¢ as vw (> a, §dro, V7 48 <9, and Tto, thin tHeve are two Compe conpug eigen Wolees Aaahab Pas 2 foots nt the, origin. Here A= wy ard ats Akabde 1 Tae and tins table i¢ CAD a S>0 and E=o | then there an pee. dragon “eonplon ye een Velrees. A eS. tn Eis cose ee Lo od ab fre. one . nition » . A. stable proola. cre OF fos aa beax wy called 2 sek O Be. foe Sip tern ans ah wrstible: -nocles oF fees, 3 RecA % Goel callecl a Source j a The Dine x ela Ate (as SHR g Sou vte, 3 Legorersle | Gittel Bet 7 me Saolelle 6 Cormrplece pater Yolues | Theorem: TE anwan veal rrabine 4A has An olishrek Complex yy 2% - iby cud the corverpordlig aati eigen Values 45 ag compen eigen * vectors wi aap ee “ ard oe Vj fon, 30 Then wy = Hy a “38 d ¢ 2 on fa, “, . “ad oh 8. basis Fe R She mecha =([, uy, Ve Us a ay Lh invenHbte . and PUAP = ay (2 : a veal wr anKX ean matwx with 2x, fb hocks a¢ “tins beavh % the mabrix Po ne. > Wag we the -inverthle — malsDe @=[m en Hen oe g Q ‘en c (3 QA @ dix] Hi Hi Corolla ee au = wed bop eat 2 | Onder the! Dapottesrts “the hove themrem , he. colt tton of fhe IvP ROAM py x =X, Bed ie ee) EP ding VE eet Wo sinlat | P oc, a7, —Leretye | oye Neoke: pot fas cCosbk sipbt) Te matric Riz Sinbt — cost. vepvesents i Set" “sy a-of{a 2). F@-d carey revo s 2) 3 2{@» G-aye2§ SGeaytay =o. es {a-#) Arte F Lo veaa +24 ne SS agtastsy { rr-2at2} ize. Bite, AP 4A +E set Or” 7 Ay 2) +2 (e At-4 ATS So Azadi V te =4 ls) Zp Nola : (4 Ae 2+ V4-4Q) HHO Vee dts os ie a (2 “4)%, -24, =5 -~© Hy fy cole @>. a, 2 ary ° i OS (224) i x4 244 H8 Sy Ca@-ai -2} =o @) %, 20 W, = [ % con ran a: = fs acy Saf) M o ° hy © mona, yen A orb bay oO “ ; . ‘ . f af a uaey, ° 3 - 3 ' i Miefio \ , 2 », : 9 “ a ° 8 : u se Te Finds) The een verter covvetparding | Ate bia ne WwW = 4, -2y, . + To Find: Le eigen yeitor ovat pont Ape2ad AxzAX Died - } ° \ Hy ) as 2 ° ame a © \-t 0-2 *s a 1 ra ott w (peda. %a FP eT Gow: (43° By ~ (144) Aa =0 —® : @ = 4 = (+4) Xe Bd -(t+i)*ay - % > wusoarury se Ms om a) A, =0 u-4) X%_ —-2%4+ 70 —@ Xz — (144) Hy = O —© Osa %s e (t+ x, oO - We. = a ; la 5° ° Se 1 = ita ; + , \ ~ ° ! t = Ut Avy ’ ; Nee ce no oN t a4 08 . Tfowd eo t 1 0° d °o oO \ al ° ° s —z 5 0 @ ot Soo to v oO ° = oO ' ° 5 o 8 i : a o 8 o .l e/a -l > oO ’ ° ° 1 | ° ° ot ° a r ° ° 2 =k 2 2 ' Py 1 1 ° °° ° ' © \ B= 1 al ° se) = , 1 o 0 ° ° 2 -t 6 ow 4 a ee) p efcost -ebgink ° eo 4 = etsint eb eost bo © ° Oost et ink S S og k ett eost -! ‘ Pol og : af om fF ® etvar nek, 0 ae = . B (tb) o 1 2 8 oe ' eee ° & 2 Page ee Vi © 56 0 > oo eth Shee |! T ° ° ° = t > 8 coo IA is © o ©» I FE a im fe toast -EGMrt © ° _ ib 1S ba Gh Kegnt * eto . \ e cert telus © 0 se | 2b ° Oo eet eo Ca eo Oh -tiy 38inb) —sint) ) S oOo } ° ° Sreint ast . : 5 - oO xl) = efost —etaint oO etgint ek eost ie ° . % Pt. ist o & *Ceont-s sint) -€ sink © ° et sme eo Ceast -sin)} boo ee oiNer ne are ae eigen Yalos vy bP FLE ke Bnd Babin comple ef dues dy eey-ekby TH A tas distinct | veal eigen Values A; and A; = eias bj ard corctopordiy eigen Vectoys j+ivye are, wy = 47 - 4%e j.ckn, RHA Then Re matrix Te Fired: Be ie a Mekpy’ Coren ps Ay s58 or : AX .= Ax ‘ ae boo mt, 6 . °o 6 -2 Aas = ee. eo; 4+ As (:) . 6%, 425%, so ee 2H, Pte =a + = © Mo + 4%, =o —® Oxy = 2X, - 44, 6 5 DS MM 449% = ® theve. 2%) 4 x = [% fe = ; as ers £ = ee arbi bao igcn vector ‘arvegponda be a, = Bt 4 (= 5-2 )9, ec > [% se -()-i)a, -2%,=0 Aa - (t4i)ay =o DP Me = (14) xy xe =f % 1 * : 7 =f (ri z= 4 Was | = Ms tee ay ' Notoy “ ‘ sl where ay db arb iba W,o= iC ° Ss mt hata ae 1 ! oO Te Find! The eipey vector corres ponelé Ter Ete e wes ponclin , ~o™ d Ape once P a: ° aie pi plaP = ft ° Qt o 2 ee on 2 = , = (-3 fe © t xX(H) = P cs 1 2 ° t oo os > 1 20 -2 O.ur ls 5 07} -BE Post -eleint Saint — cose oat 6 as t Oo Cease -eaing i ek oe sink | CP cost adie ak. 3b -/e 5 ° eo Gastasint) eo (eset weet) o een F er teast: os x)= et ° ° * 2 (tastisicl) 2b bint xg ° etsint ate * The sable Sibeperre! + Eb! Be een aus ard ve turns Heb te. pease - -E° » the 9% ‘emma “he phase “ebbait vhs re v7 We. 9 Br Mult ple Ee Malices.. . Definition: . : “Jet be ope value of Ye, P#A rratria A y madlipity Im Er * Then Rov K sly, -+-..o oy nov 2ero 60dution 7 er ese ee (a- rity 20 43 ~ caltecl ot generaliz eal 2tgeh verter roe g enh fon | i ; An Wkn rill “potent . a, order k NK ao + Thesrem ' ap ee fee eat Jet A, deaa veal .Pxn makrix wtth on valiwe . An at an repeated cto Ombre NG satl t he ; c ke rf Al bo and veal ef ty” ety: raulbipplics bs Then, there esicsts a pasts radi mod weetow stor RB 7 ae gy, a se “! “a basis: of * Gerredi 3 x the Gorsatized et velprs Pe. Rg” motrin p's Ty, “S ES ter hile, Az a rhe ve = dig Cay, the. “abet A = A- s : nit polen t “4 ovcley Kk Aan, and | od AL commute a) SA ENS Corlleey : , Undey Fhe Hoss Me... «ebove. tesyem. be Lireny copter AeOE » * fog SPhoy CS AAY the! tab bal “end on 0% (2) = Xe Go, the sobibion 1.2 \o © © 9 oo Se ae . —tz =} ga i x & " epee aby 7 thE L A. ©. 09.0 : roy ° 2 08 go} oo ° ° ° °° 9 ° o 9° ° THe bey wat oe OTE ro & & ; 6 = . 8 © ee ee oe 8 a a a Xo oO oO o bE ar b-by t-7 L L 2 ay {K, en = HY } ~ oy -x@)=.%o. 7 wheve (rw ST tesa pte o- he (.-%) (2-A)? Nye dM, = 2, burt Ar=! Nia ogee “Ty find! the a Tenkoe ean. te Ar =) Axe ar ° ° > - {St at ° NCE . ee) t \ aan ‘ —X+%, =o A, =Ay ky Aa th =O Firel 1 The oye Vee bow carvespon lig AxX=A® ono : a. ° = eo to ae a i v ) oO ae °o -A, =o > 4 To ty 3ct2 +9 “EO © 1 Xe a ° 2 5 lo Ae = Ne a A%o( 1 |+ %y o XA /, : as — ° ) phew Yo and arbitrary ee in vecbor , MGR bet SLES bet he gered” age ctr Ao NET (:) @ - XO) =f \Pl = —™~ wae I eo 9 | t meee ti : i : ‘ 7o3 = e o° O° toe 2 ( . : * i. ef oO Cx 2 . 2 r ~ 1.0 { ia se) 6G ' (eae oO > 4 ° to KS bogs ys er eee e - [ee e . fe Ze a ae 2 e oO so ot C4 2 4 * o et Spy, =f ves ©, -O feet et. jo Ry ot at Creyrd* Eel ae ber), : foe ° oO x Ly) an ef zh e@ a -e xe qu “Te -2e yeh teat tert @ e i m8 pee Theorem: jek A te. @ yeok 2nxan gar with Coryolen ef) Velie Ape ately and Ay = tap dA Pe oe ™ 2 Then Wee entsts gored complen eng Vector wi = uy Lava ell Wy = ane iy J eben ae tok {My uy Ma} 7 -A -1 ° 2 : ._¢ by I —\ . oO ° =o ° a A nN 2 ° ! oe =A of Be -A 2 eo -A ay, to «© es, ° co =o a oi wy aal- Groat arf (Aen = (A* CO? ae te We Fanol * “The eigen yee for corres ponding ° fo} 1 =@ 6 'o _ 5 ° oO, =i A Aa, - ° . 2s, vo 2 ° 1 i 4 x S OO, Ree ae ey BS og oa ays 2O) days ' ain 2A, FAs -tny => 2X, 4 3%_ 1G SX =o =o ° ° ° 244] © 4 any he Q uhne t,o Ange . ®[x=q Xs m, XM - As Ye w,-/? oO a ' ‘ Ww, whie uj ef? ° ° « ’ To Find? Te i Wi = 4, -4¥ To Find. The tine ts As (A -AL)” Cx) no » vetoy ccorves pondiy fy A= i qererdbized verter rresponting oe oh eo ° a4 9, ' -2 2k © © i mM =2h, =2 oO . A _ ee 8 -2 24, . ~ Ay -42 3 al 2 . aL XK “2%,42i450 => pe = Ta) © 21, —24=0 SS yeas = “282 ~ 24 Ay --85y = 21, 20, 4d, Hae TO ee = - 3 Lo / 9 24, +4, 44%, He =O § Ar tits + te =a Grol £ Zi 2X. +4, -4%_ =O Ht, -1% =o Ea . we ae i 4 *. 7 2 xy = Ae os a? / {a \ we tf 4 ° oi +t Ag . ° ' thee oy 000) coo 5 fe Pe fy, u, Vy us] . . ’ p = ° ° 1 6 ° Oo ° ! 2 : i ° o ° , © i ° ) Ipt =. Jeo e 4 ° oO lo ° ) PE eo N o>» ° ' ° v ~ 5 ° Exporeli 4 means (rsh xe S a i on) » . « 7 = too. * ! ° ° o 1 ] Ipl Flo “1 - ne , ie Oris ts pus sel’ P dp) ' ~ © eee ee ae a compden eye vole ot A. Then - 2 ppm eS = eat PR RE Rye REM = RE... REN foe) O° ° a eee Rt LQ be eee OR Whee the yataton rubra Ra| Cosbt | t Sin bt Cosd Amen the Amyam mabetx & B= T, 0 ° On 0 Tn ° 7 . ° ry) © a, wa Mpolent | © 0 Ss ed — ordew ™ and NT -{ 0 ° Fy 6 i ooge 4, ° Ovo-+-.. 6 aa eee ea © o - oo ° No ta oe Each Coordinate 4, the Solufion og KO 4 te Ive Ye Ax ‘with Xl0) = xX, a the Drwcusy own tag Store “¥ Hee functions oy The “en ert cesbE or tf ettsinbe , here A= a+ib ban eigen valve af the matin A and of 2n- Lek A be an etgen Value “Y Te makin Cram) 1 og Smulhiplictpy >. The afiony indian f= dim kev(a-l2) » ‘The Kernal eu the Linear operator T- Rr p? Ker(T) = fF xe Rr] TU) 20} (7? Note» 0 he Aeficioney dndéces Sy can be yormed - Grasssian Reduction . . @) &, >be the rumbey x rows ° Sores hs Whe Gd valued Echelon “form oy (4- azy®. 2) She 5, oe Se He Dhet % te tte numbey of elementary Jonclan B hocks eh Sie Kx Rk tm He Sydtar! Canonccad, ere € o) O4 The matrix 4 by the theorem ant he een bb On ey le ficency inolices . SV teow, +¥, 3, = Sue ean Gene rary B= Brakes ~y nae Se a V: t2% Pad a op aR So = 2, 4 270 t Bt Pg ph O-Dh-) tO-D % ‘S,, 2 ¥, 4 243% BoA aie nh 2, 2s. 5) Yas 28) -$,-S, ee 28. ~Sey Sey Fer tk ) © O° b2 2 §, 22 betewe (4-aT)'= (C 9] Care Oi) Enompde :2 Pe oe a 2 The Upper Jordon Canonical ‘form fers 2x3 mabix with a veal ex value 4 3 and The corres poral ot mult plo yf at vend tpreli cos quer below . Case lr) A= G ° : ) © ° ° o A A -AI = o oo 2 ° eo o © © eee Core Gi) ae [? nn) 23 - ) on o AS, AoE Se), 2! 2) Seer ° “o ° jy 22 o $, 23 hi a basis dey QR? which reduces 5) Ts Fie: The efgen value o 7 |4-Aztl =e 2-A | ° eo 2-4 0 - Zo a) -t 9-4 ete ° : = Oo. =! 2-A 3 (a-A)~ =e Kae2 tru ae Te fird “the aan Veeloy Cornes poring f A=2 * (A-22)x =0 | (Cd wheve ave. arbi bray ard HX, Zot oe (:) a ¥ ».f 1 “These ive Vebors cave haars Kev(4-az) dees eee croee(S 2) (ny Oo a roy ( y 2 | or yo “= -9f *) 7 °o & &) et, “Xe EG o[e =e] &) Cc _ Bernice a= ey : GQ 43 arbibary os “S s UY x ee ' = 8 Ne u & go 5 N=, a To fm ~ 20 Ne a —~ Cie Ky rahere x, and x, ere cee Now the vector incleperden a Gt ASI ve the ‘Pree vectors are (SY (Jan 0 From a basis se Re, (4-\2)* fot us velabet OO). 1) (2) we rey cheose. , ° iy the basis , be. is ope the same (2 ° a) (4- 52) » co 00 sv oo © i ° =) o ae Ns pT exe ° o 2) Fine the basis {9 O a= Se . ty tts Jovan pt whch vedas (88 oo t ° | ° ' x | Canonccal tor ? o ann = Soh! : ee Ty Pind» The eye valves j4a-azl =2 => = a es t 2~A ' ' > So o 86 Ut ° ° 1 I » | ~) 2-A 1 1 =F -2 =} | ° = tr» 90 = | ° I-A og =a ° 1 Ia Shoat i ra 4 A) -A)* \Ay* =0 “= (ea) rt ON, ve) ze Cnxa)™ {47 ~2A ty =o (t-ASr=o =! , oir teres os ic = =I. ° se ° ° °° oo 0 ol ye DRER Ste cael: othe ye veetor Serres ponding to fr sto -Z@ =) ay ° oo 0.0 ao @ 90 az e qo NL =o Ay Xa 28 gy Arteta te Soli 4% 244 co a yO Lf “1 Pel © 5) = tl 9 these too Veehns oe ert 00 Span kex(A =I). = 0 oO Q ‘ ° ao a S —S_. — %) >A, -2%, -A =~ Ge z oo So ° ru o 8 °° 3, =2 ba = & ood ° AN, = 22) -¢4 (4 Y= 28, -S,-§, = 264) ~ 4-2 Ws =3) - ’ - Find a basis or Ro ahre A” vectuces PS -2 =I elk 42 ft .2 8 2 | te Abs Jord S 1 1 . Caner cad form © o 3° ) Sol Te Etnd "The. eigen Values. a (4-Atl =o Eo ! Q-\ (§ A?) Expand Y mpeon8 =~ lost: reo ° I P~4 aff aso) iF +2f-a) s SL. i (asf (2-3a rarays ta-2a Jee DUA -aCa%as +} -(24-)ee s -) [-aPssat-a an ar} a alia) (%-2)7424 1) a + (ta) CA -1? g > (aye * 4 al Leer tines { os ) c4A-AL 5 ) | ) ' ) 4 Oto ° oO ob An =I! -2 -) =) oO -I 5 ° 6 (oe R, DR AR, oO O° ° i) ° 2 ° ac Ras Rak, ° Ceo. “5 22 7 To Firdl: Me eigen veo.bor Sick ee &, >A! AX = AX <= = l \ ! ! z ° ' 2 ° He o- ° ° ° O° oes ° =) 25, Xt, ~Xy y+ . Aa tat ey a X) oe Heel / A, =0 Choose x, = - Ten » =| 7 t <= ° 7 ° + ° = ' ° oh ° r Xo . (xy 21) fed tt, +4, om fr (4 ie yi? . yin [2 \. ( hese ttoo = span Rey (A ~42z) , oT fe ‘ , wb 1 ' X t I ' ' ) my, =c é > Jet - t ° roe ° ty 1 [Gl o 6 8 © Sg “ = [-% -ey ° - CQ, C5 2%, -2%5 A, =H = -%, -C, —G Art Xs +AghI, To Find : The hext Vector (2) (A = Az) xe Y, et rm X,- 2%, -Ag-F4 = I M1 $42 ts FX 21 Xx, =o 1 thas ty =p (-% <2) Cheese 4,251 ard =X 50 To Sicel: Pia Vere fone 2 t Theor rs ov. 0 O° tf read [Pl = -l +0 p enists el . fro od 400 = © e oot P Poe Rel -o e(4t) =! +9 al te) -0 400) 0 -° to -C#) 40) PolaP ~o-~ Fo,- a= - ‘9 ae ~o0 0 0 _ ms - 7 0 0 ial o _ tr 0 G oo 0 S-~o 6 © NU’ To = 5 9 mo a al wa a 2 = 28, -5,-.8, 22(3)-4-2 Ja = 25, - Sa -5S, = 2(9)-4 -3 [5 =] Ty = Sp-Sy a Pers Note: — ~ KE AX To Find SoluHon oy ‘He 7VP 2 stool with Xe) =X, , whee A= ° > 24 Oo 1 r 5 oo 8 1 Bol _ oon AE Bt 4 xX(bE)= ee K, = Pe PX, =Ppet ( § tA © 1 ot kt o]P x, (8 Oot go "9 eo oOo | ep tt re &% Olfoord et PCP ofetly , boo So loo ! © 5 4 So. ot a Horne -O--o oO I © 0 8 ere Y Xo | \o ace oe ty -b +) - " £ €@ oO t t ° t t t/, ° © - fe ) J = , oo ° t oS ° boo 6 (ee sy Xo loo . o 7 iy 5m Or@ ~26 4, 50 Ap =o at, =o h i oO we (2) 20) 4 ay Whee ot, 2s cobra os 6) a las . lo He, Riel « Be aaa veboy carves poneling . 4 to A, 2 -atl ted Aka y* , vent -1 ° ity t regen CG x Ve = ° ° ° Suk ey 7 ~ 44%, ~aA, =o ==. A, iMz =O ---@® (5-1) %, =0 223] @O= —A, +4%, =o -© O4B vp THe -(*\ ps . Sl) ©. where 94, 5 “(Qe es V) pe ‘| ° ‘ ° We Wwyiv wee w= (") & . 1 Ve (2) ~ To. Find} The elyen veator C9 res pon dig bo Te-3 W =u-iv ; ~ arbibar on Qo] | | do 2 @e] Tee Stab fo Stabs poe e° the Quahicn KeAK in ite XX, phone crd ns.toct te Subsjore f°? oy the System as i" fey ants 2 Find tte conftre dane tnrtable dubepaess “h K=Ax whe 4 = [' aati t oOo 9 o> ¥ os Sol To Bind * “he eigen Vadices \A-Aaql =e —A -t ° ! a8 ° ae ° ° 2-4 Expand means °% fast yeu Gs) i 3 = le < ” B-aftayso , (tos (2-A)i 0 On Xtewd At =e Ac2 (0) Azra. Ts Find: The eigen vector corespordicg & Aca abhor Teo ae vertor Conres ponding & Aza = ~ oe i ik o 6 2 x nt} ° Ss a) %A=e xe (*\ (i \ cal? Xe = he 5 x ° whe Me ss tbe - (") ; (*) «(:) Heh jade oe (2) 4 ve(2) To Find: The etgen vector - Corresponding _ be Asi” Ws Us=4%y: al sy ej The cantre * Spa of he ae Ay @ 3%, — plane and unstable noe the peu Gem 4s ty — aads A=zfeo - ae 5 \ C ° ° ° 2 "y ay X= = % a -%, ) X +t%, co AE Bb mt 4) Fo (Os ‘og, 2 Ast + Beink % 2% ty 2 Asint — B Mose 2% 2 Aeeprace ?) Pi et Sig ea eee |-© The phase portmit Given t arg the a? . All the sodution a9 on the pircloy gre 7 @ 3+ Find He canbe ee ace e og ya iem ce a 2 Ax) Where 4a-[2 3] FG)-GICO) oa = ao = 824, hm, To Fil: The eigen walues of |A -At) =e -: =e gore valiezal een vecker corres porcting de Azo (4 -AE) uy = ( See, (C2) -O) U, “2 a vector Ar hepent °% te ee -(!) 3 Es Ae % 2 Gt tG Some Solutons ( wilh G0) Yemain Lowroloal trhile others do rot Refoition: (Flew of He Lreay The soliton 46 tHe EVP x2 Ax Ww KO) %e te -giwen by XC = ety. he Bef % matrix. e4*. RR be regarded h as deswiLi the. motion mp the point ER a a bapechries of x2 AX . This tee ok matrix iy Called te flee ox too near of 2 we AR. - Bexgin'Hon ( Hyperbotic Linear Sys tern’) T4; all efgen valices % Re hen Ted Al hoe hon zero veal part , “thes . Be flaw ets Mp RY a Collod o Yportad ff Fea led Spat finery ya Peinikicn (epeaact) A subspace ECR" pat ts be, Jovariant with yetpect 4, tle eft 2 pry pn ix ctr ck wteR Ss pu e EE af 6 x Be hem Bean RE invariant — tucles the L oat the Linea y °F Spann X= 4x al Dmg Sobation Starting oy BY Brome B° alkene | =a “semaine thE Ev ov EX respectively * all LeR. Lerma: bet E be Fereralised etpen space A Cor ves pordhing fo an eizen value. A + Then AECE- ——. Beef: Let c Vat Mey boa « as of neralisod eigen vectors %Y E a vols 2. 7 4 . ve 2 YY Then given vee. dineas Ei qf Memes Pes gay ge! . Kj Sina Vy sategres (Anas)! y =o fer Sere mihimal k Pe fave, 2 2 (4-Aan) yy Res 2 whave. \; « Ker 4-AZ Ck Thus ab fellas 4 ae Hoe Ay = AY +V, ¢ E Let A fe a veal nxn rrmbrin . Ben Rc E QE’ @ et whe EY EY and EC are the Stable, unstable and contr) Subspares 4 B x= 4% Aogethes cot the X(od< vespeckvey p * thermore, 2°, e? and EX aye anvarenk wilh vepet ts the fle ett ox xsae respetvely , Pros: Sine Be fu 2M tt Uy Una ede, 1 Ung, VnG § 4° the basis ye Paar By claginition. ES, EY Re EP @L OE mxch, x= Zo : S n, whe Vez y on anol {vy eB "3 a ee es = bee fore Alable subspace of ef. 4b We Daw @ Tex d dineariby oy eo | Ns Ak Al 2k 22 G © \ el Bar et Voc te [rs aera. 4 Aiily Kyo la uz fd s GE j S pine fOr J ela Ny 4 pee AN ek _— x and pire Sima E ay complate Tie. feral teR &xick 2 ett c® Et C7 15 invaviant role, He flew ett Simidardy we tan chev tal VU Anvarviant — Gnolar te. é ard EF are foe ett Depaitin (See arf Stras) ty al ot to ex values Ave. heg ahve ( positive) real parts | the ovdzin a S collet a shits (sesias) ci the dines y 4 o & ) Syston Xs AX. Exeun phe : Foomple for sink ab Re origin Consioter Me Liiacer, fete KE AX rhe re A= -2 El ° 1 v2 ° Nea oO -3) — So} To Etro The cgen Vekve s )4-A2) =0 -2-A° I ° ' ~2-A 6 =o ° ° -3-4 Expare) d means of “bee veo (3-4) (a@n)tH) =o AZZ (or) J*4 4445 =o A= 4h Viewaiy n ' x + To Finck: The ae & 33 Axa AX +1 a ° a ° | t - Ms t= ° e ° ° Ne a A -%s =O sy a, ox, A +%, =o D> yt =e 2x, 20 DS M20 Whee % +o Nes “( To Elmo : The ya vetor tovves ponding fe \ c-g+t The eigen vertor torres pordivg & V2 2) ON Ws oo plies e Filmy Cateme nts Mr Bui valane ‘Y For all KER ete 2g 2 Neo and x BR to Lt | et) ows Ch) All = ; eigen Valves A Bo , Ove hkoa fH ve weal On % g ) there . sve positive constant 4, CL mM al Duck tak or all XR | Abo ie moths fr F 2° ag Je4PX 1 Sm er rt 1) aL ef & 45 bho , Ey % pO 8k he. atgen Valices oe 4 A das zero veal park eg Acib. \Wq Then there enists Xe € RX to Buch teak ak foosk one com porent , °s tee Bolution 4 “% He orm © OF cake oy CER Sin be ay kK Eo Wo Le gat ze = bon o +O » Thue T4 pot all at eter vadives 4 howe E pegebive veal. pooyt , there enists = > Xe R Burk taf ett x, —h-o as fox @ (ay =s (ib) Prooy or (b Se)! T4 all og He eigen valves og A owe negative. veal pPuvt; Then by Torolan Caumontial © er tBesrem- Cutety ~ Hee Consents aes Mm os mM Awek “Heb for ll eR” fete ome ey fer Ezo and | ett all bk ia Freed The selitio 2 ven Klthe = PO) $e R, o's (2 $ Ce) By) ' c dav Diwrk % » We get - = $4) BO) Ba BO) FH BD { 5 + [slo BCH Bee) de RW t' VP Eom . Is @olve the fore —Poammontc osc Lletoy peblin 4 x = Yl). Ths equation Can be coviltle, as He non - howiegenous 9 vation A, eo - Ho Mee x, - XU) ear the above equation in The rmabrx gern, (YTD + Go) mee 4 (2), BOG) et _ (cS Sink \. ROE Sink vost 7 At t Sint fe ( ~ R¢-t) —Siek cost . t xy ce & + 4! fet*ecode _ 2 . = RUD) ea REY f cos U “oe ) “Sint as & (jr) ly |e - t = ROD Be no [ (HOR) a LE) coe 2 : UNIT - 0 \23 INTE = Non - diner Systems» Loca Teoy heb us A pon-Linery Ssyshers oy os. a q 4 bherenbed Quatio X = 4s Z) where qe Ea Ro and Ei an open subset oy R 2-1 Some Pri dereteey Concepts heb cus consicler od wales Pons < ordinasy di Bere Hal equeaé 7 —@ Arel Dexdint Hons ' altbonomus sys herns, Re Zw os spposecl te non- autonomes “9° berm f Re ACR hve the gener % can be claginenl on the incleperclant varied, FE on = Suiloncnaus a do Xe R™ corr be usilben ae oO wit ER autinomus system (3) ake i by Aner eE Rinse) oa Noke: o the. ents Loree of ee dolstion %& Pe s Clomentioryy ~obt : . . 4 Hgferen tral equation x= 4O jms | i ~ \r4 a a (Cb) = XCD + | etares 2 4 ts inhale a) th (eee, Soe $Cuo coll hane. on Fokution i 4 User uo 2)" The cantinadty the SfencHo> 46 mM = 4 le &) 2) prot Butgacent: to qorerter Unig wane ss “4 The Aolition Exorople | Ste EVP .% =~ 8x8, MOD =O 4 alae oe 2 3x ft” Sade ys f xe ala 2 9 fat al = 3k tc & 24 fae! XCo) =O 2 C=e Yeh First — Sodtron Serord Solubon See" ask (25) Veo Both satiety a= 3n% “4 The Aohutron Nola: 4s rot | unig » ‘the sferetion ACO = axe 4 Continiws at "X= ° Bak gL fy pet Atheren table at Had pein bt «wa ° 2) The solubon x (bb rag ak 4 Some Frite din & e bezdme unkay Pp &) The Solitron "34 ond Bore eocits t on propes Aubsinbenyfadk Cre BI ¢ R Centicay He IVP %ex™ » ~Cod =t mH = of An 2 o-— = ol oa . (4 Lew Sat es +e z as OF LoD wLoicad , +1 2£¢ slot -t Ey 1 3 fe C--0 DO Deve Be) We Should hel choose C1 20) because © 3 nok: a membeg: th. (1-0) The Sfrebion %: Re» RO Aifheventiahle at X, € Rr rE Mere ua tinea y rams pourra tion DECR E+ CR”) Tat” etise Le | eC REFN Be ain | 8 - DzCDz) | (42) Nota | DT ines frets Lormreabion DzCR) 4 called te clevivahve of 40%) v TE Gi RR ts clistforertindle then the pay Mal olavivatives ; all exist at © Los y Q and He ard forall % eR wr | DER) x 2 S Alay Teeobian rmatyix BD The cerivative DE 5 & Ds Uy Fotorople : Find -tHe clevivative. zis =f ea Sh ee aL J aluahe Ab ot Aa td x © =O) We — a ok oy | to 23g 7 DE (sr SE] [ vs 2% bt. Ye wore, BAe ae Cappete thak v, ond Vs ave buns non. lineay Spear with respect ty “howe I+} Then FE: Vix Vv ae 2€% +4 trtinuce is ar all € do , there exists SSo Suh Hal Ee ed \ WR- RN R 4 fever ties on E . Then Ze ete) 2:2 Furcamental Excitene - Unoueness “TLeoren Suppote “Thal ¥ € €6£) , ‘whee Ep” San open Awbeet 4 RR”. Ther R(4) a A0dsHon oy He clixferential equation Xe 4 on on interval Toy. kc) 4 iifpeventiabla, on = on a GE and and if &e alt ter, KC 5 in open hab Rie 3CRCO) ard oger Ff Kee RCH a 4 golution 2% te Typ XX CRUD, Rltad= ke en intewal “2 14 bo ET Kltd= % an! —_— RD Ba solution of Me FOR) VA Rexinition: (Aipsebite Larcli fon ) Let E be an open subset of R? A fanction €- E> R” dai te coed to balisty a Hpsehite conclition On E - TL there extebs a pasibve constant ko Auch that =p all XY €E, [¥cea-%ew] 2 & | X- 7) The. “freien % da said tb be Aocally Lipschita on E if there. Sets a point Kock Beye 5 on €- neighhavhe of & a) ae (%).C E ard a tonstant Koso Auch Hot KY © Ne CX) [Zw - FCP! € ko LX -¥] Pepiniters CE nepthouhown) Arn 6 € — netghbourhosd Y Ya point Xo € R” we ney mean th open ball Of vedas K Ne COD aL R eR Ie za Oo Viet 2 Lemme: —O kek be an open subset °¢ Ro and Let 4:E SR’. Then fig gece E' Za foveal Aipsehide On £ —_ Prooes Si > tre Fis an pen bubset x R Gren XE —o tee % an @>o buch Hat Ne (eC E heb Kz max ll DECI , Pe eto, IR Ree C¥ the tonbnues ton DE CR) on The % Los rction % Compock sek [Re] es So. Zet Ale clenote ey - reagtbawr hood a x, Ne, Ce). “Then ee X,Y EN. Lee a= V_x sd o4A4/ e > ~ a) X+ deem, Bina Ne iy Convex . Degme FF: Lo Jos eR” by Fis) = {(R4 sz) F's) « le aaa $i - £(D = Flo - FOI ot gat | = [ F) ds = f DE 40a) T do ° t | ECV) FC | 2 f ll DEC T+ oF) Il te ds ee lal fe] The. tnikal value problem 43 Gna vl “Ths jrittal value. problem tan be “Given a an tobe rah equab'on , : t F aCe ae +f $C (a) 4e- w= Z@) with Fos % a ig bee Used = ® & Uy (B= Xe + f qC U. (Aas, : : for Keo) 2,27 Problosry D selve He Typ %ean XCd=x, by Cugessive approsimation -me ool - —> Sol! Ul) = x Uy y, = Xe + fi . Cuts) 44 6 hes 2D, 1,2, °°: = © renee L He 40H) ujp(= tet 4 (2) ds | lod Ht, wh eve. flo aX ' E. Ul = 12 +f ts dx HAM ra aaye WO) = % Citrate) Usb = ora fx cae) ds > ts le Fs ( 4243} ds : 13% etx axe | Caesar das a $ ota, ¢ by ova yt Aor orn, ( 4 az) to Suet + ake | ft P * lay?2 Sinead a; 208% a ’ Ae "5 Pye, toh 14 aS + Gb, 4 (ap i “(va oem leat at t Uclt) = £le = ee bitte 8 Nee | Do The trom “on CC2) Where D=[-a, oJ “43 oe binedl oe kup = SP 1& Op) eae veres anes This poem 44 some integer {22 x} YFollons Peat | gr al beL 2, bling, (HU D| E ~ ae TAO cp] a (s))~ 3G, | (6 (9 - Golo ds b fy mr) teh x= ka. Cheese : * ocacly TE mdskK SN ancl béefaay met | &co- Uc] < — [G09 ~ a Ce] - SO fens 22H iP -FOV/ aay HP Jen + HMO aE, 09 J = _ s (ead & + Uy, By 0 = 3 c 3 ws, _ ; fen + CED UR, ib 2 = aE, ae, ane | oe rae y EAMES sete et ae LL i >} oO os N S20 (ve eke=D 2. For all €s5 Here eats oH V , Auch Pat mer SN = ll Bos * Ug I[= max Ca) 14 (0-%00) =e @) £4 aoa Baa Ree vance es Co Fiecrous Ferctions a a, (0 tenverges “te a” tin tibtlowty, frelon TW tenor ee ol & efo,4) od K—>-0- hws + (Ta . =X. a a a nw O) + J 4 (a, io) ea te Lit Ese, we ree —_ 7 € — ew. as f £ (aay) ote » TE tte integral: “equation @ 4% Ui floretiabed caste bE we get Bw = FC) ) GU Ie Belufo Sy tee drhegral equation and Lens Ib - Me (eda an fer Wee ENP : \34 Unagua usmhecs | “let ZH GQ) ad Vin be tee Acdubrons 4 the PVP. en the conrHrerous ae - VEU SY tp] achiver [ke mmasdman ot Bore point tb, €[-aa] ad) |p a-V UP = Bs J om Cer) = fa ha-vi a |) @ -¥ } where < ——__—~ng then Jt fellas Hat, for all & Loa Mm Jlb< c ekt — Pros: Roo tek GMs c 4 Kf gros, ger €€ [og ®) OCH 9+) * (by Te. given olaits, ) RE ge Cy te gi j Wek ge \ SO kg acrase OP ate eee , 8. 0B. 2, S dud fer eel RYe Ne A), [Fi)-%] = kK ]x-Y¥)., Let No =f Re R” | aR- Bre ny LetiM, be the. maximuis [ROI on AN, and fat M, be He maximuns od UDF op A, : bek S$ = by and yer Y eNg (4%) Dedine ‘the uccessive ap porimection BeCE gw Wwlbg=g 1 GeO = ¥ + (FCG laizZ)) de 5 Assume Hot Ue ly 7) i clafinad corel Con tno sor cll Ce) €.6n = Fa x Ng(%) atrcl shok | i all Fe nye) I) a, (Ly- x lle % —@® Where Well cterate he mranimer’ spor oll te Lala) has ty Ae yer bas (( meens au» Assuming “Ret - th is bra ber it Xellaos rat Uy, CED, Ahineal by duceessive Spprovamablos ts continues on Gr. Sine a. Contin furebion ~ ve cantina sfarction iy erdinunes ancl ina te dnkegred x fea conkinerces Yenction : $C (4,9) corttrenn Eye ‘irclamental heovem oh ceils onal ‘ alio un 7 2 _ ; ~ 4 Gen, CLG) “gil < P13 0uo9y)] ao | = MM, aD a te (=a) ore FEN CRICN, | “Thing Sov Lef- a, al and Ye N, Ce) wot = ‘ ty, Perle 7) Ke MEL CLA)- File We xo z= Mia 4 =¢€é eae 7 where Meo 2 eA LE Aq Mac o cy lat bet glt)=| BCR) ( tF48) + BCLZ 3} Fron @ and © Zo For all Ee (pala) and ge My, CXe) art TEI < mh 8 64 Le Dave < t Say IO! MS Fsdd5 4 Clelaek? Aeon FY Cryamwall's _ Presta defy GlOts € (Btace® Mm & al t € Fa,ay ard [2 | A Men’ the. . Theorem 24 The Maximal sbewal Of Luister Br trodire Hor : / A ave B= ECR), Kl = % Las a one eile tion + claginedl on ome Inbewval. - Cala) - ‘The. vartg up. Aotation Kr) & ef real on te — interval og existene (a, B) -eenol 1% .P <0 orof ny Lk Bim RK (rb) Cnc ls Then # x b> Pp mek tHe bourclary x Ez. The bowrale ny of an oper Act E ELE. a “ =E~E , whye Ei a chowe wy £ TY fe above Lnit ent eal we AEE, then Reco, ¥ CX) = cd i Be eptllirrem point = He in'al value prohle Dome BYP HX (oy =] —> AX =7? dt ja fat a> 4 —-lt ctre -—s ~~ ore x lo) “led 7 a - - a 2 con) Ao 2 de ete bt Loo a a mm oO € (0,1) es ae et o We coun choose ‘tHe franck (<1) ) & p) = Gen ' Cur theymoe 2 Ab CH) = Lt 2 eS IK Bate to (1-4) atk Ran & = co _— 2) the PVP Xe 73 4 (od=} eh gle) = ote fw=c) Kem ea 1-t Ae a The memimal thhnral a eds Pence &&p)= Cd GUO = at ec’ CED where Es a ial - E- Le att) = Lb Vf t-U-2) bre wp Aony, Ab VE Ao aot Geansicley the PvP eens - 2d oN Vege. Me, ts) 3 7 T (L)= Co, 9%) Or : - : L719 a The renin. th texval ot. entsPene (x, Pp) = Ce.) The ave length is 9; by t oe + [ lkcpats [ GORE | fans x aaa Ve x Cr) & a ~ an * = *1L yz 7 yee Aad $+ O+ 7 Lerma Aet EF ibe an oper Ackee af R” Con fae ni Sand duppora Mat qe cle) - Zek T(t cord VCE) be bedubions ox the, DNP KU, Flo) = & on tte tee ee T, » “Then 9 £07, and i TO val open dnterval tond inte © ArrJ totained th F,%, , ft ello that GED =u CE) | y tert. _—_ Sima 9, Uh) ancl 4,00) ave doh he. es th af the. — - of » TYP X= + CR) poith Kw) KO 2, anf? | 7 _ $9 a spipeelnvehy Hee i “hen jhe Tribal. point tae € beth TZ, os well as Ty oeT, 0 Ba Tw en open in bev val tenbetn ig O card cokeined dh DPT “The. sfunclamenta Lo euhetbenca ~ conteyreones theorem fmplies that te, (0 = “alk) om Bore Open Mhewabl (-a2,a)¢ # Let 2% be the union “og all ‘ntexvelen, tpytotred 45 0 - jn LevvoL a Cb = 4,Cb) Ach open Hen DF La &% Joryen &. open tontainad +» Ton which De x I* ty & proper Aubset E ete ione! tsl jhe ena! apaintatasncy Aree Ai Lontloined in T,2T, 4 a oy Ui, Cb) anol & (4) Or D we have, . be Ty ty = Le Sled eG (se Cy tse. ¢ =) _ Fy wndyueness ap the solutions tent GLEE UA (LE) On Some: Interved. T= CK-% tots XN tt Ths a, Ct) = a, Cb) on he ‘Inte vol ptour, Cf cone) re es Prepey dubsek rus, Pat Thes cortraclich He foot that gr ye Havgast open interval Contained -» Lo om which Hl) = a.) ye. GW) We hae U,lt) = Ul) ¥ ter lek E fe oh oper Aubaee od R” and assume That g< Cle) - Shen ee B- eee a! bop Then MeKCES “tina so ag tomrperet - Deine lt) on CLP by Bed Te Le) = Le om eT : \ x, & te B. Then Blt) «@ Aippeven table én, Ge, B) — t Ub =< x + J 4( wi) ds B' = Zale) &) utp = ¥CalAY a) TCE) bs & 4odution ef THe TVP oom (~,B) The sfincbion TC4) fs called Te Costiniation Of, “the Aolution FLO fa Cx, Al Sine FEE , it “fllact som Me sferclermentat enistema —uniquancrs ‘theorem Hak fhe PVP X= ZO Papeltae wort lp = Pos oC pntgue telation Fly on Some. in Fev vou! (p-%, Bt) “e na By Aemma Rb) = W(t) & (pap) ard XA = WlA= & Dex re iad Yolboy Felons Y=) BD qr be C~, 2 Ce) er te [R, Bra) then WO) Wa a Golubion of te IvP won. (x pra) . Rut thes Corbredicks he fee that Gp) 3, He metximal” Interval Of ext tence. Si the IvpP ip olloss that Hen i B<-o , £ ere exp a Fee pp) duck * at Rb) ¢ k- TY (x, p>) 4 He animal interval 4 atts hence. e the IvP , then of ep) Te intel Cop) wed Gc] ave Collesl He ight ard aft — maximal in tewel og Cnts hence. Lemma Rema : eee oy Aro Leb A be a tonpaet Sebeok Ee Then if fg. e wR 4S soy Lipschitz. on AE it follows Rak g ASM Beso 7 Aipechite Cadi hon ~~ AY a i Let M he the manimal value og Con hues fortion 4 on the Comppaet Alt A Feppose. Fhak 4 cboes rot Aadiiy the Mipsekite cardi timn on 4 Then for every KPO, There enists (V6 A fuck we LZcy - Fle] ak 1Y-* There eis Beg ease | Xp cura Yn an A sail tal 12 ~ ECD > 1% GI be P=Y2,3 a Sine A compact | there. ave tonvergent Aubeeagrnces Called Them %% Hd | Hatch tel XS. ®* on VOY? tot we Ps chal: Yt in A Bt olan tal FT. TY / Ps Ainw. for all peut LY Rt] eth IK Dee
    positwe tolstank kK Auch thak ¥ TENCE) the TYP R= FCF), X(o = _@ has a solution & (HY) define on Lab) wheek dalisdes . PCE - RCE) | So |e By eRIEDS, and Lb x > = - . ae XCbkly)y) = FC x) tent omy vbé Tas). : Ls re! te Se s Simo Tob) i comprek snd ® Cex.) Hferretion of eo “a ee en Fre Kime RR] Re Ci my Sd 8 teaby 4a a com poet Aubeet ot E E +s open there €xishe Sina an €>o Such Hat the compmck set Ac f xe ra” | [e- FOL &) | sé and ae heb} ‘ Aubeot of EF As & bee 4 Sime fe CCE | * 43 Aocallys : Y Apscdike on E Cy ema) | datisfres a Aipschitz Condition 1Z0%)- ¥CP]-< nl RX ¥ Fe YEA Cheose §>0., #2 small that 8¢E cord $2 cx hh-® Let YEA (%) wd tet (ey Bet the Aodutron ey yee Eve © er its interval of ents ténia (% BD motnimat.’ Claim! [a,u) ¢ Cur) Suppose Bab Zi pea, ¥ tele wd, because S| Fe this were hol, tre | then these coarld Bry ee) Ee (Gasp) eee arte tale ances Yor belay ad FCM VIE A But then | elt, VI-® Ct, ¥od] = ic é \Y- Fol {| ecw a, 99 ° (24%) | 8 t 2 19-%l + Kf p RAI Ra Fo) ae wte crt % Grravunll’s In eqeality re hawe | Lx) -— RCH ed) = | Y-Xe) eklel kCb-) <5e Zé The, * CE7Y) is an Inbesior pont od Ale contradiction 7 Ths, RCEYIEA , ¥ be (xp) 2 hea! ' 2 eB) a nok, manimal interval nis rence ah ROLY) cont vadlécton b Fevval Lo, i) The AoluHon ®CE) can he bxkenclod 4s on interval Co +e] & Aone, G0. P(A) is dle fined on the closed johey veil Ci-€, t4e)- Ther, theve Ng D> such tae Choe, Prigshs Q petgh bourhowed CL Y) 2 oleginecl > betel x ALCOR) a e eS DC bse) bred a AL CRS op OA open un Rat Then bec'Ce) | whare Gs (ec-e, +E) VAL UR) A aim lay Procy Can he we ~ t.f0 Sina ey, &) an ar bide y poinb Of 2 » we lewe, pe cl¢-a) Theorem Let EF be on open set oy R” - and Lek $6 CCE) - Then fer oll Roce, if Fe KY and SE T( 4%). 2h Zollase Mal srt e2(Z) ond $45 Fe) = $.( $,(&>) —_ Prog. Sq » hak Aro e xf x, Tere ‘ppose _ (%) dé cc) ee & a Let the manimal (ohervel FC) = (_ ~ Kine the Ye nekion Ree T ble), ig << ¥EE Lob (r-t $(%)) if teresa 7 t (ej b+b) suk Hat % (x) SDE Weer XC) 2a) = solution 4 tha ive xX =€(D with xXleye Xe on (ex, art) d Heme” 64t € CX) and yy Udiguene/s | < the Aodihion 5 Cm) = Xl64b) | : = (4 41a) = $0, (%)) TE Are, Te theorem fellas ry Aa) = XY Fev and bf b (P=) ,¥ Ye v Pedini Hon » CImvaviant.) heb F be On open subset oy RR | tek ge CCE). Let pre E be te oo oF Be LU fperen tal egtatio Xa4R Ak real yor all LeR- Then the sek See * 45 codled Fraviant with respet ta the fellas Scere fos reve oe eel ree | 6 colbed posi tive (2 ngetvely) ipvaricunt -wift, meet te Hsbvo $e fer tro C oy Ei) . aye X Example Constoley oe hon-Ainecry aa ee 8 ae coon gael * | with Kloet Ag +O, = ¢, ef "FG ety iy (et_ ek cz Te set Saf Fe Re] = 3 aa er Imfaviant urder tHe ‘flee 6, etal wae s ee ee ep ea Ce) = cee S z) = g ren gab oo Ts oO © S 4 teR : | 2:6 -Lnearizahion : Dp troduction: Consiclay a ron- Ithea y agp ben a #2) The Cquilibyim pomk of Ha aheye equation is clobermined qualibiakvely by the bebawionay Rte La captors Re AX, where ADECR) rear the. a Alote: The Aineas rnetion AR = DEK Called The Limeery xi a pest of F ob & 115 | 4 powt KER” & called an Suet libriceen Point mer a cribank point ox FOF, i$ {OR)= 5, an eSulebyiun point Xo 6 called. a Ryperhabee eqeulobritien porre oY X= 4? {nme oy He ei Values og the matrix PRY Las Zero veal fdaxt . Aleit : D Sie, Miseo a égstem Xe AR hye Fe, * \ sos A=DZCH) 2 called a Lnearization _ oy Fa at 2D An eauilibetun point Xe og R= 99) oy Salled «a Apk "% all 4, her cae Valles Of The mabye DER) Fave negative veal part Be 4 colled a Kouree ir all “4 fe eigen values DP FLR) hove. Positive veal Pore ee ae cee oem ae Saddle ; PS a Ttytecholec eguclibrium point anal PZB) tas atteait one ier vale with padt've veal past arol at east re with negative read part: - i < - \) Example . YD Clas the a uilibrim ‘point dineay Aye rer. 40%) = eT 7 - Had |. od} orl + =6 anes DE_CR) = 7 a ab Ot on; “DH, OY Fre -% @) where avog(2) - S “| o 2 CLD G4 a dSourie, became the. /& Values ase pasihve CA 22 bute) (1.0) 4 4 Aaolelle , becuse €A,52 ) 7 york ad Ato 2D Considey Contineros , mo]? . yi on wheck maps Re ook, Re Y= ue Woy) = 24, + 4,7 FA, ey” d- eel (on a4 ~ ay, yoy) 2 & tonHnupas - R* onto Rg Sel Fusttey, the PPG H Arantgeers a pon - Lneny oye Ke ee worth Cz) = 7, . es * hin ayster, to a eae Ge RAK with | 4= D ¥ C8) 1 To colewlabe | D xo) DRA =f | 2% ' "te Fe HD vans {He Tg. \% . Me ot? mh LF ef * yet) Hat bay | ds Ey C oO] | o78 OU a4 We Shi. Mani folel Theorem - ae e : This theorem shass tat rear ~ hype balic. equilibrium porate Xe he... non — dincas ont x = gz) a Bas Stabdte ard retubte Manizolla S|) al Ute be ~ Re Aracrmpdes 4 2 * A= Ay, A, > 7 tA, ; my = Mar MH — ——— a | _ ot, DECR) = omy a aa, 2 On e|.-T iad aa, 7 2K, © w{(@) =4\") Koy keeawe ¥ (4) = We only %2-% chee, ar” {ae a-lete mM Log, Sith SE, ah DAy rAd Be Ort, “Ma hy ) Ny + x, 2 Wy = -Ar + MH L em tO € ak Pe eo* poe Ea, 2 Ks t Setter enor ok, + OG ee < Ra = GF GS + co -(2 +S) et _ ie 2 + Cre °> 4 & ‘ - es 2 2 wf ceR fc, eg red The salable od uwiehtth mevrigel ven belxo- er this, Cs tte o ae . The surface S cs Aargert fb F &) x, ,%.- plane of the origin 4 teugient to & EF : Ue ek Pedinitvon: “spate and Let A dence a het *X be a metric A cond B be. Aubsets -% xX: ~homecomenphicm ot A ont RB Con Hrucus &elp awe-ore MAP OK A ont B pA A BAe Hat Bt: BA & Cofino - ai Ko ea . \ Te sets 4 ard B are called Romidornonplic Oe epelegically equivalent, If exe a a Aromeomonphism of A ert B Nolte ° a 2 maps A ty B da clenvtacl fy BA OB Paprition: An n-climensional cli Hewentiable manifol M (oy o mani vole! 4, the claw ch) Gg = Comeckeal rrebte Space. with an oper ae) £ Ux} . 8) M = U Mi atch Peek wve, Ue Domecronphte te Vee ore, Pe eel ee Re pehxe R° [ak < J, ade al) oe, There eutbts = 2 Romameomorphie oh ue mt B 5 AU > B (2 ssf YOU, 42 ond AU BS he Up—->B. ave Lromeomorphisms . then hf. Or Up) and bg { Uy 0 Up) ae dulsets of R™ ard Te rep 4 \e% © 0" : ae 1 5/7 The Sable Manifold Theeres: | Sk t | Sieberent . | : Lek E be an Open Aubcok ox ® Ceilain}y | the onigin. Let HE CCO and let , be the fee og the nen. dinecer apten x = fC) _. | Suppase thal 4(a=6 and that Dzelad th | ke eigen Vales with negalive veal part ard (h- &> £igen Valiies Mevith posi tive veal part Th Yheve @ust a k-dimendionl differerbaste marivoled ~S x te The Abable Aubepaes a a. E of the bem SB AX @ whe A=PECK) of F. Auch, Hot for all Lo 5 b(s) cS ad v¥ReSs Lt PG = 8: t ks trol There exists an (nok) ~ dimensional Ai fheren balls pmcirpald U tangent ke he unslebe bvtepau E ox @ “af F Auch Hot for all beo ® Cay eV and ¥ RE | Le Zia 5 ta 0%) 6 CCE) ane ¥(a)-5 andl the \ pee © corn be written as | Co : Ba Abie TCR Bey a anf DF(d)=6 Ero, there 0 a $ro ad (Wiad > LFCR-Fep} se [x-¥) thee. 4s an nxn nverbble -ratrix Such treet aA B= CA = Poo . ay | 2 (EE) tee tte “epee tate > kx kK wobrin ¥ Aa Ag Oo, te tove regative real parts at the ex Akar i an OF (o-k)% (n-k) matriy @ howe peitive veal parts! S| Cheese yo ausggiient Ly amoll that for devi ke Re ey) < - “<9 6 bet y =C'< whee He 4 tow the Yorn yeey+ GLY) _ & Ue BW= C1 F(CDE CCE) Were Fs Ce) are Gy Aatiesties Jipschite - re orale on @ ahove — D rox” ten @) Consicler | oa Fem \§6] Zek UCL) = fe = = oO va [2 sy then Us Vv = BY and oF uw eva + With Xdo Chasen ag i, ©) boo: Keo obtidenkly larye anol oa ne ebb ¢ 7 ey: MS Bfiden dy smell Hak i ucis|pake ¥eS ard i ¥LE I< kert yveso. Consider dhe vole! 29 uation Ce @)= Um a * fue. 2 GCaCsa)) ols ~ ( Vie & (Bleed) als —# ‘ aa ee re ete iene ei o¢ This integral , Yhen ab 4a & Loluhon ae the hitbeven tol. equahion @ Let us dolve dire intea zal eg uation bog The me thed O% Aucceasive. Opprorcimation oO a (L,ay= © WC ad anal _ rt ere = Yl) = +f uie-6) G (a%s, a) ds - fy vies) &( Ta andes t IndlacHon —@ Aiaume the Veclese Ba tee arth | This ~g 4 As tree (had a ed ie ee te f= ) provicled bSo | i by peolition CG) ¢ bregighby | ers Lipsehit e tape corolition GJ da 4 'Y | Gi. and the. abwe estinatec on | “ % ctor Hucey)) ancl ILNCHI we have from induction Pgpothents *r all E20 (m4) > . Lae Bape] Uo © ela, x)-WTaa)] eo 6] + Jivee-ayre] 2% Wa- rae E A} E (Ko) (b-4) Bp oi XS i 2 e “* klare dé + u Qe refed KALE AA t ek Ja) eb tt ek to — 5 \at Bet) : ~ ls , oo. | +.€k Ia ok-os_ ey ye 4 t b = ER owt (on , | mel Ss o co er l : eve AKI DA Ly mo? an i P = ERIS! 5 eek eek [= ems eK lS) et o-oo} ae _ Lee 2 = - = €k la) ett a — ene Diam = an “a a = €k* ta) ei e “4 ele ale IE fon ber pase mw ioe a < €'/4a) eae Ek LA) o-x Om met = Poe 2 amet o ong = kial eo" fens Kreg mr2 a 2” os tes 5 NAY a ae uw) provieled we these ©& < AK ‘To sahil the Lipschite Concli tion ty ' a 1a} <5, Le qoretion Gwe Dave to Choore K lA! “% ce) 1 < Shy Pt fellows by jroleclion Lypothess that | g | @® folate por all FH bMH oe ea ! : ; | Fer on emM>N_ anol ERs oo , Way 7 7 | aay PLD) ¢ SB |B thay -% Chart | a) En = Briel SS Sf jen 2 ( S= -«tal | data an Bo = BM wy as 1 er oe Thes Last qeorbly a tends to | = » “6 as N—->-0 =) * ce The Aequance + a © j a “y Keg monce. oF eon Finec ous forion= ee) = WGe ca) KR e eI eed ee eee Taki We Link of both ols o4 & ap fellas Hak by He weijerm Mat the continuous furction & (tb &) dabtepes te integral equation GQ) ard ee cl Goren bial equalion ©: By jrelucton, he A HW) 8 : Be CCE) tee Bea) 4% Lfterer Hable fertion 4 a i al t and la) < a So “hus if qollows for Lnidfown towegge Hat LEAD YB a ditberenHobla Beio aa a er all $20 wd Ie) < Se a ‘he eskrete (© limp lees Hhak ak er be and ia) <% —®@ 7 From @ , we heave Hat Be dact (n-k) Components O4 BR .clo mt cnter Re Computation and Ponte they wey be taken os Zero |&(e, a>) ¢2klale “Thus the components Uy (ha) od he. dolubbon Ulta) sabiegy “he ing tral CerdiHon uy ofa) = Gr we Jaleo anol “= | | w; (0, a)= | J V(-4) G CEloa, a 14, ou \ 2 = A olekine Cou, a2, 10, 7-50) | falisky Yo - YW (yy / y c he ey HN Oday a the) fer forts nn ee 4 © These equatons Fefine tte oft fifererbiabla : rrant cfolol fs ly fyayoo % aia Vaan ey? = jae : | Bw Yi, -° 4 ¥ CE) & Aodabton o4 tte Lifferential Equation © wih Vide S wn Fly= aloe) ten Ylry = ult, &) ty estimate (7 thot we get *£ Vo 4 aa) dolition oy O vE Vo es | cone ie ee fe eo ee | I Ja& TH FW) 4 « olution °4 © with Yi) gS ten YU) Heo ay to I Vide So Yavew , ¥ bea: any ey; cr 2225+. ang 29; fee oo G) The lif torertiadala ron tfaed So “ei doogent fo fe Atable pabraprces Bef R Heys cco} of te dineay system Y=BY at so “The existence OX Ha unstable mani tela UG oY © 4 establarsl te Fame acy by consiclening © Scr oor & ¥Y = -BY-Gcy) The Atak Le proni folel € Hebe cotll be onetabte mart Holl oO awe an Tox © we eg bd replace y by the vector Desi Ine Dts Ye th orl, Slebexmine the ©-k) climensronal meoen'Kole UO by The ccbove | calciaceme Hens the “Atokle moni xold Heorem we oe Enormphe + Consicley the % = Hw ey = atm” Rod te sfenction clascaibing tee stable Y, CAD — Sol : . at, ‘A a \" "4 aie Do Don ° 2 4, Ot = aaa } non-dincay Ay fom We Rave to mr itol SS: a- (La) = i) Gy, The deel appronimote Aolution o¥ tte in regrak equa on - 6 any) | mle a) = =Cbs) ow (" ys + | fs 2] “ : |p Oem : See t [.: “es a “ / U lbes) = [ fe ° ~ Successive Approcinen bron « = (ee | ; | ui(ta) = 0 / VC a)= . a a © dealf ‘thewedore ‘the Kortion Y lad= & (24, 3) a . = 9 approninn ted a YC) = thm + 0f4,8) aI aA SE Henn the Stable mranizold Ss 4 epprosion | 7 ear t Of aS) 4 a1 ho | She wabsix CH d “Te nse manizeld Ui ean be appresimated — by, deine Cxoretily TH Bam ea CCG | Proscture Xo te abwe apie uiki EF -£ cond MM, anol Hy in Ferchangaal : Nhe citable rong te tho wesulby ee ee eee eee remnant rroviifelel fer The origgmol phen, we ot | OL tie ~My o( 4S) as” +o I = 28 Te Verbran- Guebran Teorern: | Neay 2 fyperbolic aqeiltinn print Ke the non-linear Cp ies = {1D __. oO as Bos fee Aame qualifatve chuchore the dineas «ystem R= 4X _—@ with j Two cuitonomous opie oY Sif ferentio equations Auch as @ an © ae Bhindi fatd to be Aepolopnalty equivalent fn a netahbey herd Me onigin wr) fo. Bove TH Bore Gualibabve shuckave: Seay TL Ong a Here ts homeororphiem 4 ™epig n~ open Aet U. Contediin. the origin Oty an open. | oO J . Aet ov Con teins Re. onyin bohitch maps tafe vias % PO wv onto _brjecbories a @ wv ond | The Aense| co Pope | | | PECs TReiy cvtenbation by me tn oo ig a trajectory a3 Siveckwed yor ¥, Le G im Uy Then ibe meek de image “ eee ee Ct ry The. PRoreomorphisin H Presewes the poremeterieatio, 4 Aire 5 then the “gt tems @O ad © ee ratd ty be ; ‘ co tee her. 1 heool na Tod ‘ae - eee a Ca ee Sie BY = RAR i a KW sette 4 r, dolecton oy the ®@ Cp) tem oem cs ten Y= yORlp) = RRO) + | eRetts B=RAR | e x eft _p oP es, = = abby 5 % Ct) eR Xo, ete. gett & tite gofution ot Pre 27% us pore Paneer. Ro ey Avepectovies ie frst wo Onks the bepestor Fer of ta Seeonch pa tem, | Sel 3} preseyves He porametrisatios Aina | Mett . Bb, ; the ppg HOD2 RE OG a votaton Treugh 45° leg reo ad PE Go Arrmeomephisn @ © The Naw bran — Grrobman “Theorem UW A Shatement : Feb £ be om open ubect of R™ confaini Me opin, det Fe cle) and et Gh Ge the flow x the nom. Lhreas eater Xs ¥C ® Suppose EC B= 5 and that the rmabrin 4- Dy Has po efgen Values with zero veal pol Then “Bese entit deepen » ye : Open vet U containieg the oe nr orto the Open set V : pica, the origin Aub tha g . . 17 beave & eouhk xX, EU, there 43 on oper T5C-R ess The g" Auch , That ¥ &e | ‘andl LET He 6%) = en CD @ Prayes iegireteniea 4 X= 4 Peas the of BOD th te brovectories ae XL AX l nen, tte ovign and preserves the Porcumete risation by dime F _ . Out Le 4 The Boag & Considey the nn-Linear hem KA 4 ws Hh FBHEcle), Ae aS or 4 = DFls Steps cet—, be tee sphow OY “Heron Linen 1. 3 ee re a Ree ee Step.) Suppose tat the rebixaael E | . eo Q whee te ex valves of P hove pn hve veal po vt ore elyen yrodes us| ® hwe pos Eve veal part u Step:2 Let ’, be the jfile Of Ho re dreary dgstem Re 4c and write Ho dolution = z - KC ®e) = Op CRD = YOR Yo. Zo) 208%. 2Z.) C54 ; = Yo rs tee = | ole R Lek’ the stable “ubepree Jj - ; °F A, and Be EE tee unskabte Aukspare % A Degine the fotions VC Gi cos Yuu soe Sima ZECCE), yc yi) end 2% S) ave Corinseoty lt fherentiodale Thus WDYCR,2aN 4% wd WDEC% 2) 4% on he + . - 7 | fopmek sek PEI 4 tee at VS, The constank “Q” fein be taken 4 Arad! as wwe” lites by Cbaosin Be Bud ices, “PE YC% 83 end Ei) be v feerctions thich ave Sa ual to Y( Yr) as 2%, 3) Fer 1 Ise 18s (+z) and Bere tov Yul 4 Emp? d at By mean Value Beare [Ye Ye,%2| 2 = Ja ucas < a (1% io 1Zol) ard | 2 BIZ aV Gy Ey < a1 ¥er + (Bo) ) For oll CE, Ry'e R™ fet Boe? @ . 2 Wwe have, : : b= flen <, eof e= l)ehey “Step : 4 4ek us dine ico ten stowmation ro of (ie, z-(: a R” , obfine the. teane frets L(42)= (er sa Tegan? ° I LC 2 : . &) LOR)= es ard Aocally Tea & (2) Lermme: Theve enfisb a heme amorph" sm H oy on. Bea ongin onl oh oitecrig ir Open ¢ } ve tin origin sued that f sek \I um oar 2 q 2 eT = Lek Proc : = Fer RE RD fet HRD = eee] . Y,2) Wey fon = Her 6 equiva dant to the pair a} equatione pera. e+ Vaz), CF (72) ) Cpr) = YC8I+ Yori, C24 2.8) —@ Deine ee eee cepprenimabions ' e “ctles Bevercl ea uation bg YCY,2)> 2 = =t o > Y= Cw (eve Yous ¢ 2) Ee then ollews by inclicetion UIE Ment at, e = d % . ia at ber REO the hereb Cmtiniccns anc oP sia @.07,2) are, IVitl@i sag, “_© Wly =F doy B, frcluction we can prove lea yy ay} 2 Mre (19) 4157) ~ 4 doe Ed oe Y= Se, cw th S€ (a1), Where vel (which ieee turttecently small fe that J pantler sine Dey and L-¥ Me aca =) ¥ Foy és | YL 2)- Wy, 2] [CuO %rey cee zZoy 2 )-2 |eCee ye Bcyay 2]. te = |e 2¢95)] eel izerex) ats Can 1 39) . ( By mean value = My CasS (Cry 120) . + so SOM Cie 1B) C1914 11) y ®) i - = ty (Fra te)? (8) For d=, Gua © 4 bree, Albsume ‘at intuckion MGoo tests Bolte fo ie le=e area Considoy ! : e <.v [ 9,82) ~@(2]- Je wCe¥4 Yor, “Keay E 5 _ CE 7 ~C y, (OF, Vous), | ct. 2a] =lhe'y | Y (9 4 Yor) Cz+ 292 | ~¥ (894 Sey 2) Cé+ 00) Ny NI a ~<) Nv Aw $ ee myk Ty 874 VF yy ery 25.9] | RS Fertox ly Wit aa 1714 ie) 4 e121) $ “ee mv 9 Moat sbo)] C51 18))* = MP OF 4 1B) S | Y (9,2) “a @ Cel B29 Le me “ oF reo.) . forckions vanrel, cobverges tant sar eo | de A Contineaes Forebion PLease) © king dimits +» @© we Ge. . “LE Ga sakbon af He Fed uation an & The yar epuation & @ con be writen 2 fe as B'D(LD = C874 Tova), C e+ B02) ia where. ss ord Z, are. cb fineal 4 He invers ey Those = BY 4 CHES C+ Zi cvs) Fu © tan be calvecd for POLED le re thed % Successive approndinaki mS Oxta ly CS abeve with GY, =) = v, Anew =) BH< Heme we. get. Be contintus rap H(¥,E) = | Olv2) Hly,2 5) 4 wb a foreamorphésrn °% R” nb Feb We Ge the Parreomerpahicmn tepineol sboe - Leb a One Tie Po | V frvitics a trenetfowmak lens Lm) = et % ard T Cm) = Hl %: De) 5 = "9s fre He f eee rela a By lomo, Mere exists og age " which 7 t Las J a Reb Se at ag = ds Lecer Limit Get Opper Limit i z t a P he J Ley tas =i if i = J an yot ole 7 pon ly] a reig-bhewlaod J

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