All Integrals

Author:              Zhiming Ou

                         Mattermatics Learning Center

Publisher:       3265 Public Way

ISBN: 978-1-0677109-5-8

Summary

Calculus studies functions with “good” properties, such as continuity, differentiability, integrability. The cardinality of continuous functions is equal to the continuum c; but the set of real valued functions f: ℝ → ℝ has a cardinality of 2c, that is, the cardinality of the power set of continuous functions. Can we calculate the mean values for all real-valued functions?

Lebesgue developed a different kind of integral. In Rieman Integrals, one partition the domain [a, b] into subintervals and sum up the function values over the subintervals. Lebesgue partitioned the range of the function, multiplied by the measure of the corresponding independent variables, and then summed up.

This book summarized all known kinds of integrals, such as Rieman-Stiltjes integral, Feynman integral, etc. We still need a united definition for all integrals; and also, the integral should be related to the “derivative” of some function. Also, there is no formula for the reciprocal of a complicated integrand. Is there an integral transform so that its reciprocal can be expressed as an integral? Study needs to continue.

Content

Chapter 1 Set Theory          5

  • 1.1 Concepts 6

Operations on Sets

Construction of Sets      8

  • 1.2 Structures of Sets 9

Ordered Sets1

Minima/Maxima, Infimum and Supremum

Cardinality

Countability

Relation between Two Sets

  • 1.3 Set of Real Numbers 13

Dedekind Cut and Dedekind’s Principle

The Archimedean Principle

Cantor’s Principle

Weierstrass’ Principle

Infimum and Supremum

Cauchy’s Principle

Bolzano-Weierstrass Principle

Heine-Borel Theorem (finite open cover)

Representation of a real number in base p        17

The Continuous Ordinal Number c, Cantor’s Theorem

 

Chapter 2 Measure Theory          19

  • 1 Set of Points in R1

Closed, Open and Compact Subsets

Cantor’s Ternary Set

  • 2 Lebesgue Measure in R1 22

Outer Measure, Properties of the Outer Measure        23

Inner Measure        25

Caratheodory Condition        27

Approximating Measurable Sets       

Properties of the Lebesgue Measure

Other Measures: Hausdorff measure, Probability measure.

 

Chapter 3 Sets of Points in a Metric Space        32

  • 1 Point Sets in the Complex Plane 32
  • 2 Complete Sets 36

Concept of distance, convergence by distance

Fixed-Point Theorem        39

  • 3 Compact Sets 40

Sequentially Compact Set         42

Dense Set        42

Compact Set      42

Continuous Mapping          43

  • 4 Distances between Subsets 44

 

Chapter 4 Riemann-Stieltjes Integrals        45

  • 1 Functions of Bounded Variation 46
  • 2 Riemann–Stieltjes Integral 48

2.1 Definition

2.2 Existence of RS-Integral           49

Darboux Sums

2.3 Relation to the Riemann integral

2.4 Properties

 

Chapter 5 Measurable Functions          52

  • 5.1 Definition

Positive part and negative part of a function

Simple Functions      57

  • 5.2 Egorov Theorem: Uniform Convergence 58

Luzin's version      60

Korovkin's version

  • 3 Lusin’s Theorem: Continuity of a Measurable Function 62
  • 4 Convergence by Measure 63

Riesz Theorem    63

 

Chapter 6 Lebesgue Integral        64

  • 1 Review of Riemann Integral

Cauchy’s Criteria for Riemann Integrability     65

Convergence for Riemann Integrable functions       66

  • 2 Lebesgue Integral 67
  • 3 Approach by Simple Functions 70

Young’s Approach: Similar to Riemann Integral

Lebesgue Integral for General Measurable Function      74

  • 4 Convergence Theorems 77

 

Chapter 7 Generalized Derivatives       80

  • 1 Derivatives of a Function 80

Dini Derivatives      81

Lebesgue’s Differentiation Theorem      

Functions of Bounded Variation

Absolutely Continuous Functions

  • 2 Fundamental Theorems of Lebesgue Integrals 85

Other Fundamental Theorems          89

 

Chapter 8 Schrodinger’s Equation and The Feynman Integral       92

  • 1 Probability amplitude 92
  • 2 Feynman’s Path Integral 95
  • 3 Solution from Functional analysis 97
  • 4 my solution

 

Chapter 9 Transforms of Integrals      97

  • 1 Laplace Transform 97
  • 2 Fourier Transform 101
  • 3 Mellin Transform 103

Unsolved problems in the theory for integrals     105