Introduction to Functional Analysis Daniel Daners School of Mathematics and Statistics University of Sydney, NSW 2006 Australia Semester 1, 2017 Copyright ©2008–2017 The University of Sydney Contents I Preliminary Material1 1 The Axiom of Choice and Zorn’s Lemma...............1 2 Metric Spaces..............................4 3 Limits..................................6 4 Compactness.............................. 10 5 Continuous Functions.......................... 12 II Banach Spaces 17 6 Normed Spaces............................. 17 7 Examples of Banach Spaces...................... 20 7.1 Elementary Inequalities.................... 20 7.2 Spaces of Sequences...................... 23 7.3 Lebesgue Spaces........................ 25 7.4 Spaces of Bounded and Continuous Functions......... 26 8 Basic Properties of Bounded Linear Operators............. 27 9 Equivalent Norms............................ 31 10 Finite Dimensional Normed Spaces.................. 33 11 Infinite Dimensional Normed Spaces.................. 34 12 Quotient Spaces............................. 36 III Banach algebras and the Stone-Weierstrass Theorem 41 13 Banach algebras............................. 41 14 The Stone-Weierstrass Theorem.................... 42 IV Hilbert Spaces 47 15 Inner Product Spaces.......................... 47 16 Projections and Orthogonal Complements............... 52 17 Orthogonal Systems........................... 58 18 Abstract Fourier Series......................... 62 V Linear Operators 69 19 Baire’s Theorem............................. 69 20 The Open Mapping Theorem...................... 70 21 The Closed Graph Theorem....................... 73 i 22 The Uniform Boundedness Principle.................. 74 23 Closed Operators............................ 79 24 Closable Operators and Examples................... 81 VI Duality 85 25 Dual Spaces............................... 85 26 The Hahn-Banach Theorem....................... 89 27 Reflexive Spaces............................ 93 28 Weak convergence........................... 94 29 Dual Operators............................. 95 30 Duality in Hilbert Spaces........................ 97 31 The Lax-Milgram Theorem....................... 99 VIISpectral Theory 101 32 Resolvent and Spectrum........................ 101 33 Projections, Complements and Reductions............... 106 34 The Ascent and Descent of an Operator................ 110 35 The Spectrum of Compact Operators.................. 112 Bibliography 117 ii Acknowledgement Thanks to Fan Wu from the 2008 Honours Year for providing an extensive list of mis- prints. iii iv Chapter I Preliminary Material In functional analysis many different fields of mathematics come together. The objects we look at are vector spaces and linear operators. Hence you need to some basic linear algebra in general vector spaces. I assume your knowledge of that is sufficient. Second we will need some basic set theory. In particular, many theorems depend on the axiom of choice. We briefly discuss that most controversial axiom of set theory and some equivalent statements. In addition to the algebraic structure on a vector space, we will look at topologies on them. Of course, these topologies should be compatible with the algebraic structure. This means that addition and multiplication by scalars should be continuous with respect to the topology. We will only look at one class of such spaces, namely normed spaces which are naturally metric spaces. Hence it is essential you know the basics of metric spaces, and we provide a self contained introduction of what we need in the course. 1 The Axiom of Choice and Zorn’s Lemma Suppose that A is a set, and that for each Ë A there is a set X . We call .X / ËA a family of sets indexed by A. The set A may be finite, countable or uncountable. We then consider the Cartesian product of the sets X : Ç X ËA ± consisting of all “collections” .x / ËA, where x Ë X . More formally, ËA X is the set of functions Í x: A → X ËA such that x. /Ë X for all Ë A. We write x for x. / and .x / ËA or simply .x / for a given such function x. Suppose now that A ≠ ç and X ≠ ç for all Ë A. Then there is a fundamental question: ± Is ËA X nonempty in general? Here some brief history about the problem, showing how basic and difficult it is: 1 • Zermelo (1904) (see [14]) observed that it is not obvious from the existing axioms of set theory that there is a procedure to select a single x from each X in general. As a consequence he introduced what we call the axiom of choice, asserting that ± ËA X ≠ ç whenever A ≠ ç and X ≠ ç for all Ë A. It remained open whether his axiom of choice could be derived from the other axioms of set theory. There was an even more fundamental question on whether the axiom is consistent with the other axioms! • Gödel (1938) (see [8]) proved that the axiom of choice is consistent with the other axioms of set theory. The open question remaining was whether it is independent of the other axioms. • P.J. Cohen (1963/1964) (see [4,5]) finally showed that the axiom of choice is in fact independent of the other axioms of set theory, that is, it cannot be derived from them. The majority of mathematicians accept the axiom of choice, but there is a minority which does not. Many very basic and important theorems in functional analysis cannot be proved without the axiom of choice. We accept the axiom of choice. There are some non-trivial equivalent formulations of the axiom of choice which are useful for our purposes. Given two sets X and Y recall that a relation from X to Y is simply a subset of the Cartesian product X ×Y . We now explore some special relations, namely order relations. 1.1 Definition (partial ordering) A relation Ç on a set X is called a partial ordering of X if • x Ç x for all x Ë X (reflexivity); • x Ç y and y Ç z imply x Ç z (transitivity); • x Ç y and y Ç x imply x = y (anti-symmetry). We also write x È y for y Ç x. We call .X; Ç/ a partially ordered set. 1.2 Examples (a) The usual ordering f on R is a partial ordering on R. (b) Suppose S is a collection of subsets of a set X. Then inclusion is a partial ordering. More precisely, if S;T Ë S then SÇT if and only if S ⊆ T . We say S is partially ordered by inclusion. (c) Every subset of a partially ordered set is a partially ordered set by the induced partial order. There are more expressions appearing in connection with partially ordered sets. 1.3 Definition Suppose that .X; Ç/ is a partially ordered set. Then 2 (a) m Ë X is called a maximal element in X if for all x Ë X with x È m we have x Ç m; (b) m Ë X is called an upper bound for S ⊆ X if x Ç m for all x Ë S; (c) A subset C ⊆ X is called a chain in X if x Ç y or y Ç x for all x; y Ë C; (d) If a partially ordered set .X; Ç/ is a chain we call it a totally ordered set. (e) If .X; Ç/ is partially ordered and x0 Ë X is such that x0 Ç x for all x Ë X, then we call x0 a first element. There is a special class of partially ordered sets playing a particularly important role in relation to the axiom of choice as we will see later. 1.4 Definition (well ordered set) A partially ordered set .X; Ç/ is called a well or- dered set if every subset has a first element. 1.5 Examples (a) N is a well ordered set, but Z or R are not well ordered with the usual order. (b) Z and R are totally ordered with the usual order. 1.6 Remark Well ordered sets are always totally ordered. To see this assume .X; Ç/ is well ordered. Given x; y Ë X we consider the subset ^x; y` of X. By definition of a well ordered set we have either x Ç y or y Ç x, which shows that .X; Ç/ is totally ordered. The converse is not true as the example of Z given above shows. There is another, highly non-obvious but very useful statement appearing in connection with partially ordered sets: 1.7 Zorn’s Lemma Suppose that .X; Ç/ is a partially ordered set such that each chain in X has an upper bound. Then X has a maximal element. There is a non-trivial connection between all the apparently different topics we dis- cussed so far. We state it without proof (see for instance [7]). 1.8 Theorem The following assertions are equivalent (i) The axiom of choice; (ii) Zorn’s Lemma; (iii) Every set can be well ordered. The axiom of choice may seem “obvious” at the first instance. However, the other two equivalent statements are certainly not. For instance take X = R, which we know is not well ordered with the usual order. If we accept the axiom of choice then it follows from the above theorem that there exists a partial ordering making R into a well ordered set. This is a typical “existence proof” based on the axiom of choice. It does not give us any hint on how to find a partial ordering making R into a well ordered set. This reflects Zermelo’s observation that it is not obvious how to choose precisely one 3 element from each set when given an arbitrary collection of sets. Because of the non- constructive nature of the axiom of choice and its equivalent counterparts, there are some mathematicians rejecting the axiom. These mathematicians have the point of view that everything should be “constructible,” at least in principle, by some means (see for instance [2]). 2 Metric Spaces Metric spaces are sets in which we can measure distances between points. We expect such a “distance function,” called a metric, to have some obvious properties, which we postulate in the following definition.