FUNCTIONAL ANALYSIS

With Applications in Numerical Analysis

(Lecture notes for AMa 204)

Michael Holst
von Kármán Instructor
Caltech Applied Mathematics

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 Contents of the Lecture Notes
1. Why Functional Analysis?

(a) A partial differential equation from (bio)physics

(b) Existence and uniqueness of solutions – well-posedness?
(c) Discretization by the finite element method – what is the error?
(d) Convergence of the multigrid method – how do we analyze this?

2. Basic Set Theory, Real Analysis, and Topology

(a) Set theory, orderings, Zorn’s lemma, and all that
(b) Functions, surjections, injections, bijections
(c) Sequences, series, limits, continuous functions, compact sets, uniform continuity
(d) Differentiation, (Riemann) integration, Inverse and Implicit Function Theorems
(e) Fields, Topologies, topological spaces, Hausdorff spaces, metrics, metric spaces
(f) Cauchy sequences, closed sets, complete spaces
(g) Completion of an arbitrary metric space
(h) Linear (vector) spaces, topological vector spaces
(i) Norms, equivalent norms, normed spaces, Banach spaces
(j) Inner-products, induced norms, inner-product spaces, Hilbert spaces
(k) A fundamental tool in analysis: the Contraction Mapping Theorem
(l) Brouwer, Schauder, and Leray-Schauder Fixed-point Theorems
(m) Some applications of fixed-point theorems
(n) Lipshitz continuity, Lipshitz-continuous boundaries of open sets, and the cone test
(o) Pointwise, uniform, strong, and weak convergence of functions

3. Hilbert Space Geometry

(a) The fundamental Cauchy-Schwarz and triangle inequalities
(b) The Pythagorean formula and the parallelogram law
(c) Orthogonality and and orthogonal complements
(d) Closed subspaces of a Hilbert (or Banach) space
(e) The Orthogonal Complement Theorem
(f) Convex sets and The Closest Point Theorem
(g) The (Hilbert Space) Projection Theorem
(h) The Riesz Representation theorem
(i) The dual space of a Hilbert space and the dual norm
(j) The Characterization Theorem
(k) Orthogonal and orthonormal systems, orthonormal sequences
(l) The Extended Pythagorean formula and Bessel’s inequality
(m) Generalized Fourier series and the Series Convergence Theorem
(n) Complete sequences and the Complete Sequence Theorem
(o) Separable Hilbert Spaces
(p) The Countable Dense Subset Theorem
(q) The associated scalar field and “real” Hilbert spaces

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4. Linear and Nonlinear Operators
(a) Mappings of spaces and the four fundamental subspaces
(b) Linear operators as mappings of spaces, inverse mappings
(c) Continuity of the norm and inner-product as operators on normed and inner-product spaces
(d) Continuity and linear operators; boundedness, continuity at a point
(e) The bound of a linear operator and the operator norm
(f) The (Hilbert) adjoint operator, self-adjoint operators
(g) Identity, null, invertible, isometric, and positive operators
(h) Compact operators
(i) Projection operators
(j) Bounded and unbounded operators
(k) An example of a bounded linear operator: an integral operator
(l) An example of an unbounded linear operator: a differential operator
(m) Linear and bilinear forms: continuity (boundedness), coercivity, symmetry, positivity
(n) The operator norm of linear and bilinear forms
(o) Quadratic forms and the Polarization Identity
(p) The Equality of Forms Theorem
(q) The Bounded Bilinear Form Theorem
(r) The Bounded Operator Theorem
(s) The Lax-Milgram Theorem
(t) The Lions-Stampachia Theorem, and the relationship to Lax-Milgram and minimization
(u) Nonlinear operators: first variation, G(Gateaux)-variation, G-differential, G-derivative
(v) The F(Frechet)-differential, F-derivative, Gradients and potential mappings
(w) Calculating G-derivatives and F-derivatives of nonlinear operators
(x) Euler Conditions
(y) Monotone operators and the Nonlinear Lax-Milgram Theorem

5. Additional Topics in Functional Analysis

(a) Dual spaces again, duality pairing, isomorphisms and isometries
(b) Gelfand Triples and the pivot space
(c) Extensions of operators and forms
(d) Continuous and compact operators (“completely continuous” operators)
(e) Continuous and compact imbeddings of abstract spaces, imbedding operators
(f) Compactly imbedded subspaces of a Hilbert spaces and density
(g) Intermediate spaces of Hilbert (or Banach) spaces
(h) Interpolation inequalities and interpolation spaces
(i) Hilbert scales of spaces
(j) The spectral theory of self-adjoint linear operators
(k) The Hilbert-Schmidt Theorem
(l) The Spectral Theorem
(m) The Hahn-Banach Theorem
(n) The Closed-Graph Theorem (and the Open Mapping Theorem)
(o) The Principle of Uniform Boundedness

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6. Measure and Integration
(a) Set functions and the Banach-Tarski Paradox
(b) Borel fields, σ-algebras, and measurable sets
(c) Measures and the Lebesgue measure in R and Rn
(d) Open sets Ω ∈ Rn as domains of functions
(e) Measurable functions
(f) Sets of measure zero and the “almost everywhere” (AE) notion
(g) Step functions, characteristic functions, simple functions
(h) The Lebesgue and Riemann integrals; Lebesgue and Riemann integrable functions
(i) Fatou’s lemma and the Monotone Convergence Theorem
(j) Lebesgue’s Dominated Convergence Theorem
(k) The Lp (Ω) spaces as equivalence classes of functions, and the Lp (Ω) norms
(l) Young’s inequality, Holder’s inequality, and Minkowski’s inequality
(m) The analogous discrete `p spaces and analogous inequalities
(n) The Lp (Ω) spaces are Banach spaces (the Riesz-Fischer Theorem)
(o) The special case of the Hilbert space L2 (Ω) and its inner-product

7. Distributions, Weak Derivatives, and Sobolev Spaces

(a) Some additional function spaces (C k (Ω), C̄ k (Ω), C0k (Ω), . . .) and their (Banach) norms
(b) The (Schwartz) Theory of Distributions
(c) “Test” functions and the spaces L1loc (Ω), D(Ω), D0 (Ω)
(d) Distributions as bounded linear functionals in D 0 (Ω) over the space D(Ω)
(e) Conditions for sets Ω: the cone condition, Lipshitz continuous boundaries, the “space” C 0,1
(f) The “weak derivative” and the space of k-times weakly differentiable functions W k (Ω)
(g) The Sobolev spaces W k,p (Ω) based on W k (Ω) and Lp (Ω)
(h) The norms and semi-norms in the spaces W k,p (Ω) and the myriad of common notations
(i) The spaces W k,p (Ω) are Banach spaces (no proof; pointers to Adams)
(j) The special Hilbert space case of p = 2: H k (Ω) = W k,2 (Ω), and the inner-product

8. The Sobolev Imbedding, Compactness, Density, Extension, and Trace Theorems

(a) Review of the the formal “completion” of an arbitrary metric space

(b) The Sobolev spaces H k,p (Ω) based on the completion of C k (Ω) in the W k,p (Ω) norm
(c) H k,p (Ω) = W k,p (Ω) (the Meyers-Serrin Theorem; no proof, pointer to Adams)
(d) Continuous and compact operators; continuous and compact imbeddings of abstract spaces
(e) The Sobolev Imbedding Theorems and implications for the finite element interpolant
(f) Compact Imbeddings, Density Theorems, and Extension Theorems
(g) The Sobolev Integral Identity and Poincaré-like inequalities
(h) Generalizing results (e.g., the Divergence Theorem) to Sobolev spaces using density arguments
(i) The Trace Theorem and fractional order Sobolev spaces
(j) Variational formulation of elliptic partial differential equations
(k) The problem of delta functions: bounded linear functionals and Sobolev imbedding theorems
(l) Extended Example: An analysis of the linearized and nonlinear Poisson-Boltzmann equations

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 Reference Material
Below is a list of what I feel are some of the most important reference books for the “intersection” area
of functional analysis with numerical analysis and the modern theory elliptic partial differential equations.
• General numerical analysis: [10, 11, 22, 40, 48]
• General numerical treatment of elliptic equations: [18, 20, 43]
• Finite element theory: [3, 4, 6, 9, 18, 39, 42]
• Finite element implementation: [3, 5, 23]
• Iterative methods for linear problems: [19, 49, 50, 52]
• Iterative methods for nonlinear problems: [13, 25, 35, 41]
• Multigrid and domain decomposition methods: [8, 17, 46]
• Linear elliptic equations: [2, 15, 18, 34, 37, 44, 47]
• Nonlinear elliptic equations: [14, 15, 38]
• Real analysis: [24, 28, 36, 45]
• Functional analysis: [7, 12, 25, 27, 33, 51]
• Operator and matrix theory [16, 19, 21, 26, 29, 49]
• Sobolev and Besov spaces: [1, 30, 31, 32]

References
[1] R. A. Adams. Sobolev Spaces. Academic Press, San Diego, CA, 1978.
[2] J. Aubin. Approximation of Elliptic Boundary-Value Problems. John Wiley & Sons, New York, NY,
1972.
[3] O. Axelsson and V.A. Barker. Finite Element Solution of Boundary Value Problems. Academic Press,
Orlando, FL, 1984.
[4] A. K. Aziz. The Mathematical Foundations of the Finite Element Method with Applications to Partial
Differential Equations. Academic Press, New York, NY, 1972.
[5] K.-J. Bathe. Finite Element Procedures. Prentice-Hall, Inc., Englewood Cliffs, NJ, 1996.
[6] S. C. Brenner and L. R. Scott. The Mathematical Theory of Finite Element Methods. Springer-Verlag,
New York, NY, 1994.
[7] H. Brezis. Analyse fonctionnelle: Théorie et Applications. Masson, Paris, France, 1983.

[8] W. L. Briggs. A Multigrid Tutorial. SIAM, Philadelphia, PA, 1987.

[9] P. G. Ciarlet. The Finite Element Method for Elliptic Problems. North-Holland, New York, NY, 1978.
[10] L. Collatz. Functional Analysis and Numerical Mathematics. Academic Press, New York, NY, 1966.
[11] Conte and De Boor. Elementary Numerical Analysis. McGraw-Hill Book Company, New York, NY,
1980. Third.
[12] L. Debnath and P. Mikusinński. Introduction to Hilbert Spaces with Applications. Academic Press, New
York, NY, 1990.
[13] J. E. Dennis, Jr. and R. B. Schnabel. Numerical Methods for Unconstrained Optimization and Nonlinear
Equations. Prentice-Hall, Inc., Englewood Cliffs, NJ, 1983.

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[14] S. Fucik and A. Kufner. Nonlinear Differential Equations. Elsevier Scientific Publishing Company, New
York, NY, 1980.
[15] D. Gilbarg and N. S. Trudinger. Elliptic Partial Differential Equations of Second Order. Springer-Verlag,
New York, NY, 1977.
[16] G. H. Golub and C. F. Van Loan. Matrix Computations. The Johns Hopkins University Press, Baltimore,
MD, second edition, 1989.
[17] W. Hackbusch. Multi-grid Methods and Applications. Springer-Verlag, Berlin, Germany, 1985.
[18] W. Hackbusch. Elliptic Differential Equations. Springer-Verlag, Berlin, Germany, 1992.
[19] W. Hackbusch. Iterative Solution of Large Sparse Systems of Equations. Springer-Verlag, Berlin, Ger-
many, 1994.
[20] W. Hackbusch. Integral Equations. Birkhäuser Verlag, Berlin, Germany, 1995.
[21] P. R. Halmos. Finite-Dimensional Vector Spaces. Springer-Verlag, Berlin, Germany, 1958.
[22] E. Isaacson and H. B. Keller. Analysis of Numerical Methods. John Wiley & Sons, Inc., New York, NY,
1966.
[23] C. Johnson. Numerical Solution of Partial Differential Equations by the Finite Element Method. Cam-
bridge University Press, Cambridge, MA, 1987.
[24] F. Jones. Lebesgue Integration on Euclidean Space. Jones and Bartlett Publishers, Inc., Boston, MA,
1993.
[25] L. V. Kantorovich and G. P. Akilov. Functional Analysis. Pergamon Press, New York, NY, 1982.
[26] T. Kato. Perturbation Theory for Linear Operators. Springer-Verlag, Berlin, Germany, 1980.
[27] S. Kesavan. Topics in Functional Analysis and Applications. John Wiley & Sons, Inc., New York, NY,
1989.
[28] A. N. Kolmogorov and S. V. Fomin. Introductory Real Analysis. Dover Publications, New York, NY,
1970.

[29] E. Kreyszig. Introductory Functional Analysis with Applications. John Wiley & Sons, Inc., New York,
NY, 1990.
[30] A. Kufner. Weighted Sobolev Spaces. John Wiley & Sons, Inc., New York, NY, 1985.
[31] A. Kufner, O. John, and S. Fucik. Function Spaces. Noordhoff International Publishing, Leyden, The
Netherlands, 1977.
[32] A. Kufner and A Sandig. Some Applications of Weighted Sobolev Spaces. TEUBNER-TEXTE zur
Mathematik, Prague, Czechoslovakia, 1987.
[33] S. Lang. Real and Functional Analysis. Springer-Verlag, New York, NY, third edition, 1993.
[34] J. L. Lions and E. Magenes. Non-Homogeneous Boundary Value Problems and Applications, volume I.
Springer-Verlag, New York, NY, 1972.
[35] D. G. Luenberger. Introduction to Linear and Nonlinear Programming. Addison-Wesley, Reading, MA,
1973.
[36] J. E. Marsden. Elementary Classical Analysis. W. H. Freeman and Company, New York, NY, 1974.
[37] J. Nečas. Méthodes Directes en Théorie des Équations Elliptiques. Academia, Prague, Czechoslovakia,
1967.
[38] J. Nečas. Introduction to the Theory of Nonlinear Elliptic Equations. TUBNER-TEXTE zur Mathe-
matik, Berlin, Bermany, 1984.

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[39] J. T. Oden and J. N. Reddy. An Introduction to The Mathematical Theory of Finite Elements. John
Wiley & Sons Ltd, New York, NY, 1976.
[40] J. M. Ortega. Numerical Analysis: A Second Course. Academic Press, New York, NY, 1972.
[41] J. M. Ortega and W. C. Rheinboldt. Iterative Solution of Nonlinear Equations in Several Variables.
Academic Press, New York, NY, 1970.
[42] P. Oswald. Multilevel Finite Element Approximation. B. G. Teubner, Stuttgart, Germany, 1994.
[43] A. Quarteroni and A. Valli. Numerical Approximation of Partial Differential Equations. Springer-Verlag,
New York, NY, 1991.
[44] M. Renardy and R. C. Rogers. An Introduction to Partial Differential Equations. Springer-Verlag, New
York, NY, 1993.
[45] H. L. Royden. Real Analysis. Macmillan Publishing, New York, NY, 1968.
[46] U. Rüde. Mathematical and Computational Techniques for Multilevel Adaptive Methods, volume 13 of
SIAM Frontiers Series. SIAM, Philadelphia, PA, 1993.
[47] R. E. Showalter. Hilbert Space Methods for Partial Differential Equations. Pitman Publishing, Marsh-
field, MA, 1979.
[48] J. Stoer and R. Bulirsch. Introduction to Numerical Analysis. Springer-Verlag, New York, NY, second
edition, 1993.
[49] R. S. Varga. Matrix Iterative Analysis. Prentice-Hall, Englewood Cliffs, NJ, 1962.
[50] E. L. Wachspress. Iterative Solution of Elliptic Systems and Applications to the Neutron Diffusion
Equations of Reactor Physics. Prentice-Hall, Englewood Cliffs, NJ, 1966.
[51] K. Yosida. Functional Analysis. Springer-Verlag, Berlin, Germany, 1980.
[52] D. M. Young. Iterative Solution of Large Linear Systems. Academic Press, New York, NY, 1971.