Analysis II: Several Variables (401-1262-07L) Spring 2024

General Rules and Information

Who
Joaquim Serra (lecturer), Federico Franceschini (coordinator), 562 students
Lectures

Mon 08:15 - 10:00 in ETA F 5

Wed 08:15 - 10:00 in HG F 7 with Livestream in HG F 5

Thu 16:15 - 18:00 in ETA F 5

Exercise Classes
In order to have your homework graded and to attend exercise classes, you must enrol to one of the Exercise classes on the MyStudies portal. Exercise classes schedule depends on your group, see below.
Starting date
Lectures: Mon, Feb 19, Exercises classes: Mon, Feb 26.
Communication
Use the DMATH forum for all queries (logistic questions, math questions, exam questions, notes typos, etc). Only in case of strictly individual-specific problems send an email to the Coordinator and CC the Lecturer.
Recordings
After the course is finished, recordings will be available at Videoportal. The password will be sent to all students at the end of May.
Exam & Grade
Final written exam in August, further information in due time. Up to +.25 bonus on top of the exam grade if you solve 60% of the Bonus Problems (rules below). UPDATE: in fact, 50% will be enough get you the full +.25 bonus.
Study Center
The study center offers help for this class. You coordinator there is Céline Wallart.
Lecture Notes
Lecture Notes, we will try to update them every Friday. Here a link to Analysis I notes.

Problem sets and Bonus

Schedule
Problem Set #N will be posted on Monday of week #N of the semester and it is due by Monday of week #N+1 at 13:00 (with the exception of Easter week). The index N runs from 1 to 13.
Bonus Problems
In Problem Set #N, with N=3,4,...,12, there will be a Bonus Problem, whose solution you can submit within the same deadline of Problem Set #N. Each Bonus Problem is worth 2pts. If you cumulate at least 10pts out of 20, you will be granted the +.25 bonus on top of your final exam grade.
Hand-in of Problem Sets Solutions
To hand in your solutions, use the upload links in the table below (guide), you must be connected to an ETH-WiFi or use a VPN (guide). Your uploads can be accessed exclusively by the tutor of your exercise group, so it is crucial that you choose a group on myStudies.
Hand-in of Bonus Problems Solutions
Use the corresponding upload links in the table below. Attention: This link is different from the one used for submitting Problem Set solutions! Only solutions submitted through this link will be eligible for consideration for the Bonus Problem.
Problem set Due by 1pm of Upload Problem Set Solutions Upload Bonus Problem Solutions (!) Official Solutions
Problem set 1 26.02 Submit PS solutions No bonus problem this week! Solutions 1
Problem set 2 (DE) 04.03 Submit PS solutions No bonus problem this week! Solutions 2 (DE)
Problem set 3 (DE) 11.03 Submit PS solutions Submit BP solution Solutions 3 (DE)
Problem set 4 (DE) 18.03 Submit PS solutions Submit BP solution Solutions 4 (DE)
Problem set 5 (DE) 25.03 Submit PS solutions Submit BP solution Solutions 5 (DE)
Problem set 6 (DE) 08.04 Submit PS solutions Submit BP solution Solutions 6 (DE)
Problem set 7 (DE) 15.04 Submit PS solutions Submit BP solution Solutions 7 (DE)
Problem set 8 (DE) 22.04 Submit PS solutions Submit BP solution Solutions 8 (DE)
Problem set 9 (DE) 29.04 Submit PS solutions Submit BP solution Solutions 9 (DE)
Problem set 10 (DE) 06.05 Submit PS solutions Submit BP solution Solutions 10 (DE)
Problem set 11 (DE) 13.05 Submit PS solutions Submit BP solution Solutions 11 (DE)
Problem set 12 (DE) 20.05 Submit PS solutions Submit BP solution Solutions 12 (DE)
Problem set 13 (DE) 27.05 Submit PS solutions No bonus problem this week! Solutions 13 (DE)

Brief Lecture Journal

Week # Lecture # Date Topics Notes
1 1 19.02 Rules and Webpage. Euclidean structure of \(\mathbb{R}^n\). Definition and Examples of Metric Spaces. Limits of sequences in Metric Spaces. 9.1.1
2 21.02 Subsequences in Metric Spaces. Convergence in \(\mathbb{R}^n\). Cauchy sequences and complete metric spaces. 9.1.3
3 22.02 Open and closed sets, interior, boundary, closure in metric spaces. Characterization of open and closed sets with sequences. Continuity in metric spaces: three equivalent definitions. 9.2.1, 9.2.2
2 4 26.02 Proof of the equivalence of the three continuity definitions. Lipschitz and uniformly continuous functions. Banach's fixed point theorem. Compactness: three equivalent definitions. 9.2.2, 9.2.3, 9.2.4
5 28.02 Proof of the equivalence of the three compactness definitions. 9.2.4
6 29.02 Closedness VS Compactness. In \(\mathbb{R}^n\) a set is compact if and only if it is closed and bounded (Heine-Borel theorem). Continuous functions map compact sets to compact sets. Weierstrass theorem. Definition of connected set and path-connected set. A subset of \(\mathbb{R}\) is connected if and only if it is an interval. Continuous functions map connected sets to connected sets. 9.2.4, 9.2.5, 9.2.6
3 7 04.03 Path connected sets are connected. Equivalence between connectedness and path-connectedness for open subsets of \(\mathbb{R}^n\). Continuous functions are uniformly continuous on compact sets (Heine-Cantor Theorem). Normed vector spaces. Example: the \(p\) norm in \(\mathbb{R}^n\). Norms induced by scalar products. Cauchy-Schwarz inequality. Definition of equivalent norms. Theorem: all norms in \(\mathbb{R}^n\) are equivalent (only statement). 9.2.6, 9.3.1, 9.3.2, 9.3.3
8 06.03 Functions of several variables. Heuristics: four interpretations of the derivative of a function of one variable. Definition of differential and directional derivative. Differentiable implies existence and linearity of directional derivatives. Existence and continuity of all directional derivatives implies differentiability. 10.1.1, 10.1.2
9 07.03 Notation \(C^1(U),C^1(U,\mathbb{R}^m)\). Jacobi matrix. Interlude: the Hilbert-Schmidt norm of a matrix. Theorem: the chain rule. The mean value theorem. Locally, differentiable functions are Lipschitz continuous. Functions with vanishing differential. 10.1.2, 10.1.3, 10.1.4
4 10 11.03 Higher order derivatives. Notation \(C^k(U),C^k(U,\mathbb{R}^m)\). Schwarz's Theorem. Multi-indeces notation. Taylor's forumla in several variables. 10.2.1, 10.2.2
11 13.03 Proof of the Taylor's formula from the one from Analysis I. Practical computation of Taylor expansions. Real-analytic functions in several variables: estimate on the derivative and proof of the convergence of the series. 10.2.3, 10.2.4
12 14.03 Unique continuation for analytic functions. Gradient of a function. The gradient vanishes at local extrema. Constrained minimisation, Lagrange multipliers. 11.1.1, 11.1.2
5 13 18.03 The spectral Theorem for symmetric matrices, proof with Lagrange multipliers. The Hessian matrix and the Hessian test at a critical point. 11.2, 11.3
14 20.03 Variational proof of the fundamental Theorem of Algebra. Convex sets and convex functions. Convexity for \(C^2\) and \(C^1\) functions. General Jensen inequality. 11.4, 11.5
15 21.03 Lipschitz perturbation of the identity and other preliminary Lemmas for the inverse function theorem. 12.1
6 16 25.03 The inverse function theorem. Diffeomorphisms beween open sets in \(\mathbb{R}^n\). Implicit function Theorem and definition of submanifolds of \(\mathbb{R}^n\). 12.1
17 27.03 Three equivalent ways to give a submanifold: parametric, cartesian, graphical. Example of the sphere and the torus. 12.2
18 28.03 Dyadic cubes and itervals and their refinements. The measure of dyadic sets. Inner and outer measure of general sets and Jordan-measurable sets. Null sets in the sense of Jordan and Lebesgue, equivalence of the two notions for compact sets. 13.1
Holidays Holiday 01.04 - -
Holiday 03.04 - -
Holiday 04.04 - -
7 19 08.04 Bounded sets ar eJordan measurable if and only if their boundary is Lebesgue null. ``Sandwich'' criterion for Jordan measurability. Lipschitz maps preserve null sets. Graphs of (uniformly) continuous functions are Jordan measurable. Theorem: the Jordan measure is additive, it assigns 1 to the unit cube and has the expected value on rectangles with sides parallel to the coordinate axis. 13.1
20 10.04 The unit ball is Jordan measurable. Theorem: the Jordan measure is invariant under rotation. Proof via polar decomposition of linear maps and homogeneity/scaling considerations. 13.1
21 11.04 Lecture cancelled -
8 22 15.04 Riemann-integrable-functions, linearity of the integral, positive and negative parts, integral as area of the hypograph. Proposition: Uniformly continuous functions are Riemann-integrable. Theorem: Change of Variables formula in multiple integrals (with proof). 13.2
23 17.04 Slicing formula for Jordan measurable sets. Fubini's Theorem for continuous functions. 13.3
24 18.04 Theorem: Differentiation under the integral sign. Examples of computations: change of variables and Fubini. Spherical coordinates in 3D. Definition of improper integrals for non-negative functions, well-posedness of the definition. 13.3, 13.4,13.5
9 25 22.04 Length of a curve. Lemma: length as total variation (no proof). Definition: Isometries of the Euclidean and Gram determinants. Definition: m-Volume of a parametrized submanifold. Heuristic motivation. Lemma: this definition is well-posed (i.e., invariant by reparametrisations). Example: the formula for the 2-volume of surfaces in 3D (relationship with the vector product). 13.6
26 24.04 Example: the 2-volume of the round sphere. Integration of functions on manifolds: the case of functions supported in one parametrisation. Lemma: the definition is well-posed in this case. Lemma: the m-volume of a manifold when parametrised graphically. Lemma: \(C^\infty\) partitions of unity. 13.6, 13.7
27 25.04 Definition: graphical covers of a manifold and partitions of unity subordinated to such a cover. Integration of functions on manifolds: the general case. (not the proof of well-posedness). Definition of tangent and normal vectors to a manifold. Definition of bounded domain with \(C^k\) boundary. 13.7, 14.4.1
10 28 29.04 Proposition: formula of the unit normal to a graph. Lemma: Fubini Theorem for graphical domains (no proof). Integration by parts formula: the case of local graphs. 14.1.1, 14.1.2
Holiday 01.05 - -
29 02.05 Integration by parts formula: the general case. Proof using the local version for graphs and partitions of unity. Definition: divergence of a vector field and the the Divergence Theorem and its equivalence to the integration by parts formula. 14.1.3
11 30 06.05
31 08.05
Holiday 09.05
12 32 13.05
33 15.05
34 16.05
13 Holiday 20.05
35 22.05
36 23.05
14 37 27.05
38 29.05
39 30.05

Exercise Classes

Tutor
Michaela Macakova
Mail
mmacakova@student.ethz.ch
Language
DE
Classes

Mon 10:15 - 12:00 in CAB G 56

Wed 16:15 - 17:00 in LEE C 114

Material
xxx

Tutor
Gian Vetsch
Mail
gvetsch@student.ethz.ch
Language
DE
Classes

Mon 10:15 - 12:00 in CHN D 42

Thu 15:15 - 16:00 in NO D 11

Material
Polybox Folder

Tutor
Aurélien Borgeaud
Mail
borgeaua@student.ethz.ch
Language
DE
Classes

Mon 10:15 - 12:00 in CHN D 46

Fri 13:15 - 14:00 in ML J 34.1

Material
xxx

Tutor
Tommaso Antonelli
Mail
tantonelli@student.ethz.ch
Language
EN
Classes

Mon 10:15 - 12:00 in ETZ E 8

Thu 15:15 - 16:00 in LEE D 105

Material
xxx

Tutor
Diego Alovisetti
Mail
dalovisetti@student.ethz.ch
Language
EN
Classes

Mon 10:15 - 12:00 in ETZ E 9

Tue 13:15 - 14:00 in CHN D 48

Material
xxx

Tutor
Derk Steffens
Mail
dsteffens@student.ethz.ch
Language
DE
Classes

Mon 10:15 - 12:00 in HG E 33.3

Fri 12:15 - 13:00 in HG G 26.5

Material
xxx

Tutor
Francesco Menga
Mail
fmenga@student.ethz.ch
Language
EN
Classes

Mon 10:15 - 12:00 in HG E 33.5

Thu 15:15 - 16:00 in CAB G 52

Material
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Tutor
Fabian Schulte
Mail
fschulte@student.ethz.ch
Language
DE
Classes

Mon 10:15 - 12:00 in HG G 26.3

Thu 15:15 - 16:00 in CAB G 56

Material
xxx

Tutor
Marco Belli
Mail
xxx
Language
EN (or IT on request)
Classes

Mon 10:15 - 12:00 in ML J 37.1

Thu 15:15 - 16:00 in CAB G 59

Material
xxx

Tutor
Jossi Schütt
Mail
joschuett@student.ethz.ch
Language
DE
Classes

Mon 10:15 - 12:00 in LFW E 13

Thu 15:15 - 16:00 in ML F 38

Material
xxx

Tutor
Joriaan Collombon
Mail
joriaan.collombon@inf.ethz.ch
Language
DE
Classes

Mon 10:15 - 12:00 in ML H 43

Thu 15:15 - 16:00 in HG G 26.3

Material
xxx

Tutor
Carl Wolter
Mail
cwolter@student.ethz.ch
Language
DE
Classes

Mon 10:15 - 12:00 in ML J 34.3

Thu 15:15 - 16:00 in LFW C 11

Material
Polybox folder

Tutor
Elias Tailor
Mail
etailor@student.ethz.ch
Language
DE
Classes

Mon 12:15 - 14:00 in CHN F 46

Thu 15:15 - 16:00 in LFW C 4

Material
xxx

Tutor
Niccolò Feci
Mail
nifeci@student.ethz.ch
Language
EN
Classes

Mon 16:15 - 18:00 in CAB G 59

Fri 12:15 - 13:00 in CLA E 4

Material
xxx

Tutor
Vinzenz Neuner
Mail
vneuner@student.ethz.ch
Language
DE
Classes

Mon 16:15 - 18:00 in LEE C 104

Tue 13:15 - 14:00 in HG G 26.5

Material
xxx

Tutor
Lucas Tavier Montoya
Mail
ltavier@student.ethz.ch
Language
EN
Classes

Mon 16:15 - 18:00 in CAB G 52

Fri 12:15 - 13:00 in CAB G 56

Material
xxx

Tutor
Alexander Gillmann
Mail
agillman@student.ethz.ch
Language
DE
Classes

Mon 16:15 - 18:00 in CHN E 42

Fri 12:15 - 13:00 in ML J 34.1

Material
xxx

Tutor
Cyrill von Flüe
Mail
cvonfluee@student.ethz.ch
Language
DE
Classes

Mon 16:15 - 18:00 in LFW C 11

Fri 13:15 - 14:00 in HG G 26.5

Material
xxx

Tutor
Nicolo Massari
Mail
nmassari@student.ethz.ch
Language
EN
Classes

Mon 16:15 - 18:00 in NO D 11

Fri 13:15 - 14:00 in ETZ E 7

Material
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Tutor
Alexander Jürgens
Mail
juergeal@student.ethz.ch
Language
DE
Classes

Mon 16:15 - 18:00 in ML J 37.1

Wed 16:15 - 17:00 in HG E 33.3

Material
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Tutor
Giovanbattista Favorito
Mail
gfavorito@student.ethz.ch
Language
EN
Classes

Mon 16:15 - 18:00 in LEE C 114

Fri 13:15 - 14:00 in ML F 38

Material
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Literature