Real and Functional Analysis

Master Degree Program in Mathematical Engineering, a.y. 2025/26, group M-Z

Prof. Fabio Punzo

(*) theorem with proof; (**) theorem with a partial proof

Tentative Program

Measure. Measure, finite measure, σ−finite measure, measure space. Properties of a measure (addi-
tivity, monotonicity, σ−additivity, continuity). Sets of zero measure, negligible sets, properties true
almost everywhere. Complete measure space, Completion of a measure space (**). Outer measure
µ∗ . Generation of an outer measure (*). Carathéodory’s condition and µ∗ −measurable sets, its
equivalent form (*). If a set has zero outer measure, then it is µ∗ −measurable (*). Measure induced
by an outer measure. Lebesgue measure in R. Every countable set is Lebesgue-measurable (*), every
Borel set is Lebesgue measurable (*).

Excision property (*). Regularity of the Lebesgue measure (**). Non-measurable set (Vitali set).
Measurable functions. Lusin’s theorem. Measurability of supn fn , inf n fn , max{f, g}, min{f, g},
lim sup fn , lim inf fn (*). Measurability of f + g, f g.
n n

The ternary Cantor set and its properties. The Vitali-Lebesgue function. Existence of a Lebesgue
measurable set which is not a Borel set. (R, B(R), λ) is not complete. Measurability of f ± and of
|f | (*). Simple functions, step functions. The simple approximation theorem (**); esssup f, essinf f,
their properties, essentially bounded functions, L∞ .

The Lebesgue Integral. Integral of nonnegative simple functions, properties. Measure defined by
the integral of a nonnegative simple function (*). Integral of nonnegative measurable functions,
properties. Chebychev’s inequality. Finite integral and a.e. finite functions (*). Vanishing lemma
for nonnegative measurable functions (*). Monotone convergence theorem (*). Fatou’s lemma (*).
Integration of series of nonnegative functions (*). Measure defined by the integral of a nonnegative
measurable function (*). Integrals and sets of zero measure (*). Integrable functions, the Lebesgue
integral. The set L1 . Membership to L1 of f, f ± , |f | (*). L1 is a vector space (*). Vanishing
lemma for L1 functions (*). Functions equal a.e. have the same integral (*). Lebesgue’s dominated
convergence theorem (*). Integration of series (*). Comparison between Riemann and Lebesgue
integrals. The spaces L1 and L∞ . L1 and L∞ are metric spaces (*).

Types of Convergence. Various types of convergence for sequence of functions: point-wise conver-
gence, uniform convergence, a.e. convergence, convergence in L1 and in L∞ , convergence in measure.
Convergence in measure implies convergence a.e. up to subsequences. On space of finite measure,
convergence a.e. implies convergence in measure. the converse implication is not true. Convergence
in L1 implies convergence in measure (*), the converse implication is not true.

Differentiation and Integration. Differentiability of monotone function. Lebesgue points. First fun-
damental theorem of calculus (*). AC functions, second fundamental theorem of calculus. Absolute

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continuity of the integral (*), absolute continuity of the integral function (*). Characterization of
absolutely continuous functions in terms of integration by parts formula (*). Weak derivative. The
Sobolev spaces W 1,1 and W 1,p . W 1,1 ([a, b]) = AC([a, b])(∗). Derivative of a measure. Radon-
Nikodym’s theorem.

Metric Spaces. Distance function, metric spaces. Examples. Balls, interior, boundary and exterior
points, open and closed sets, accumulation points (or cluster points), closure of a set.

Sequences, bounded sequences, Cauchy sequences, convergent sequences. Completeness. Dense

set, separable space. C 0 ([a, b]) is separable. Compact metric spaces. Sequentially compact metric
spaces, totally bounded metric spaces. Characterization of compact metric spaces. Ascoli-Arzelà
theorem, corollary (*).

Banach Spaces. Normed spaces. Series. Completeness, Banach spaces. Examples: RN , C k ([a, b]), L1 ,
L∞ , `p , AC([a, b]), W 1,1 ([a, b]). Completeness and convergence of series. Equivalent norms. In finite
dimension, all norms are equivalent, all vector subspaces are closed. The Riesz lemma (*). Riesz
theorem (*).

Lebesgue Spaces. The sets Lp and Lp , Lp is a vector space (*), Young’s inequality (*), Hölder’s
inequality (*), Minkowski inequality (*). Lp is a normed space (*). Inclusion of Lp spaces (*).

Interpolation inequality (*). Lp is a Banach space (Riesz-Fisher theorem) (*). Convergence in Lp

implies convergence in measure (*). Cc0 (R) is dense in Lp (R) for p ∈ [1, +∞), Lp is separable for
p ∈ [1, +∞). L∞ (R) is not separable (*).

Linear Operators. Linear operators, bounded operators, continuous operators. Characterization of

linear bounded operators (*). L(X, Y ), operator norm, equivalent definitions (*), L(X, Y ) is a Banach
space (*). Isometries, injections. Banach-Steinhaus theorem (or uniform boundedness principle) (*),
corollary (*). Open mapping theorem, bounded inverse mapping theorem (*), corollary (*). Closed
operators, closed operators and closed graph (*), closed graph theorem (*).

Duality and Reflexivity. Dual space of a normed space. Characterization of linear functionals. Duality
of Lp spaces for p ∈ [1, +∞). Hahn-Banach theorem, corollaries (*). Dual space and separability.
The dual of Lp (*), the dual of L∞ (RN ) is not L1 (RN ) (*). Bidual space, canonical (or evaluation)
map. The canonical map is linear, injective and preserves the norm (*). Reflexivity of Lp spaces.

Weak Convergence and Compact Operators. Weak convergence in Banach spaces. Weak convergence
in Lp and in `p . Strong convergence implies weak convergence (*), the weak limit is unique (*), weak
convergent sequences are bounded. Lower semicontinuity of the norm w.r.t. weak convergence (*),
convergence of the composition of strongly convergent operators with weakly convergent arguments
(*), linear bounded operators are weak-weak continuous (*). Weak∗ convergence and its properties.
Relation between weak and weak* convergence (*).

Banach-Alaoglu theorem, corollary (*). Compact operators. Linear compact operators are bounded
(*). Finite-rank operators and compact operators. Compact operators and surjectivity (*). Charac-
terization of compact operators through weak-strong continuity (*).

Hilbert spaces. Examples: L2 , `2 , W 1,2 . Convex subsets. The projection theorem (*), the projection
theorem in Lp . Corollary (*) and orthogonal projection.

The dual of a Hilbert space. Riesz representation theorem for a Hilbert space (*) and for Lp .

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Orthonormal bases. Abstract Fourier series and Parseval’s identity. In a separable Hilbert space, an
orthonormal basis converges weakly, but not strongly (*). The Lax-Milgram theorem (*).

Linear Operators on Hilbert spaces. Symmetric operators, their norm. Fredholm’s alternative. Sol-
vability of certain equations in Hilbert spaces. Resolvent set, spectrum, eigenvalue, eigenspace, point
spectrum. Basic properties of the spectrum. Structure of the spectrum of compact operators. The
spectral theorem.

Bibliography

Exercises

• M. Muratori, F. Punzo, N. Soave, Esercizi Svolti di Analisi Reale e Funzionale, Esculapio, 2021

Theory - Real Analysis

• H.L. Royden, P. Fitzpatrick, Real Analysis, Pearson, 2010

• A. Tesei, Istituzioni di Analisi Superiore, Bollati Boringhieri, 1997

Theory - Functional Analysis

• H. Brézis, Functional Analysis. Sobolev Spaces and Partial Differential Equations, Springer,
2010

• E. Kreiszig, Introductory Functional Analysis with Applications, Wiley, 1989.