Content: This covers three topics: (1) Riemann integration, (2) convergence of sequences and series of functions, (3) introduction to complex valued functions.
The idea behind integration is to compute the area under a curve. The fundamental theorem of calculus gives the precise relation between integration and differentiation. However, integration involves taking a limit, and the deeper properties of integration require a precise and careful analysis of this limiting process. This module proves that every continuous function can be integrated, and proves the fundamental theorem of calculus. It also discusses how integration can be applied to define some of the basic functions of analysis and to establish their fundamental properties.
Many functions can be written as limits of sequences of simpler functions (or as sums of series): thus a power series is a limit of polynomials, and a Fourier series is the sum of a trigonometric series with coefficients given by certain integrals. The second part of the module develops methods for deciding when a function defined as the limit of a sequence of other functions is continuous, differentiable, integrable, and for differentiating and integrating this limit. Norms are used at several stages and finally applied to show that a Differential Equation has a solution.
The final part of module focuses on complex valued functions, starting with the notion of complex differentiability. The module extends the results from Analysis II on power series to the complex case. The final section focuses on contour integrals, where a complex valued function is integrated along a curve. Cauchy's integral formula will be developped and a series of applications presented (to compute integrals of real valued functions, Liouville's Theorem and the Fundamental Theorem of Algebra).
- To develop a good working knowledge of the construction of the Riemann integral;
- to understand the fundamental properties of the integral; main ones include: any continuous function can be integrated on a bounded interval and the Fundamental Theorem of Calculus (and its applications);
- to understand uniform and pointwise convergence of functions together with properties of the limit function;
- to study the continuity, differentiability and integral of the limit of a uniformly convergent sequence of functions;
- to study complex differentiability (Cauchy-Riemann equations) and complex power series;
- to study contou integrals: Cauchy's integral formulas and applications.