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[Analysis] Diff. Calc.
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\begin{document}
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\section{Linear Algebra}
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\input{parts/01_linalg.tex}
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\newpage
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\section{Differential Equations}
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\input{parts/01_diffeq.tex}
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\input{parts/02_diffeq.tex}
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\newpage
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\section{Differential Calculus in $\R^n$}
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\input{parts/02_diff.tex}
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\input{parts/03_diff.tex}
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\end{document}
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17
semester3/analysis-ii/cheat-sheet-rb/parts/01_linalg.tex
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17
semester3/analysis-ii/cheat-sheet-rb/parts/01_linalg.tex
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Relevant definitions used throughout Analysis II.
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\definition \textbf{Euclidian Norm} $||x|| := \displaystyle\sqrt{\sum_{i=1}^{n} x_i^2}$\\
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\subtext{Used to generalize $|x|$ in many Analysis I definitions}
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\lemma \textbf{Properties of} $||x||$
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\begin{center}
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$
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\begin{array}{ll}
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(i) & ||x|| \geq 0 \\
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(ii) & ||x|| \iff x = 0 \\
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(iii) & ||\alpha x|| = \alpha \cdot ||x|| \\
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(iv) & ||x + y|| \leq ||x|| + ||y||\quad \text{(Triangle Inequality)}
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\end{array}
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$
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\end{center}
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\subtext{$\forall x,y \in \R^n,\quad \alpha \in \R\\$}
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@@ -204,4 +204,18 @@ If $f(x)$ is replaced by $h(y) = f(g(y))$, then $h$ is a sol. too.\\
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\int \frac{1}{a(y)}\ \text{d}y = \int b(x) \dx + c
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$$
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\end{subbox}
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\subtext{Usually $\int 1/a(y)\ \text{d}y$ can be solved directly for $\ln|a(y)|+c$.}
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\subtext{Usually $\int 1/a(y)\ \text{d}y$ can be solved directly for $\ln|a(y)|+c$.}
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\subsection{Method Overview}
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\begin{center}
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\begin{tabular}{l|l}
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\textbf{Method} & \textbf{Use case} \\
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\hline
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Variation of constants & LDE with $\ord(F)=1$ \\
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Characteristic Polynomial & Hom. LDE w/ const. coeff. \\
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Undetermined Coefficients & Inhom. LDE w/ const. coeff. \\
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Separation of Variables & ODE s.t. $y' = a(y)\cdot b(x)$ \\
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Change of Variables & e.g. $y' = f(ax + by + c)$ \\
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\end{tabular}
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\end{center}
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121
semester3/analysis-ii/cheat-sheet-rb/parts/03_diff.tex
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121
semester3/analysis-ii/cheat-sheet-rb/parts/03_diff.tex
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\subtext{Treating functions $f: X \subset \R^n \to \R / \C / \R^m,\quad m,n \geq 1$}
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\notation $f(x)$ for $f: I \subset \R^n \to \R^m$ means:\\
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$x = (x_1, \ldots, x_n),\quad f(x) = f\bigl( f_1(x), \ldots, f_m(x) \bigr)$
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\subsection{Multivariate functions}
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\definition \textbf{Linear map} $f: \R^n \to \R^m$\\
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\subtext{In other words: $f(x) = \textbf{A}x,\quad \textbf{A} \in \C^{m \times n}$}
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Linear Maps are continuous
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\definition \textbf{Affine Linear map} $f(x) \mapsto \textbf{A}x + c$
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\definition \textbf{Quadratic form} $Q: \R^n \to \R$\\
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\subtext{In other words: $Q(x) = \sum_{i=0}^{n}\sum_{j=0}^{m}\left( a_{i,j}x_i x_j \right)$}
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\definition \textbf{Monomials} $M(x): \R^n \to \R \mapsto \alpha x_1^{d_1}\cdots x_n^{d_n}$\\
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\subtext{For example: $f(x, y, z) = 16x^2yz^5$}
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\definition $\deg(M) := e = \sum_{i=1}^{n} d_i$\\
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\subtext{For example: $\deg(16x^2yz^5) = 8$}
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\definition \textbf{Polynomials} $P(x) := \sum_{i=0}^{n} M_i(x)$\\
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\subtext{For example: $P(x,y,z) = x^3 + 25x^2y^6z + xy$}
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Polynomials are continuous.
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\definition $\deg(P) := d \geq \max \{ \deg(M_i) \sep M_i \text{ in } P \}$\\
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\subtext{For example: $\deg(x^3 + 25x^2y^6z + xy) = 9$}
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Visualisations for some function types:
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\definition \textbf{Graph} $G_f := \{(x,y,z) \in \R^3 \sep z = f(x,y) \}$\\
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\subtext{Only for $f: \R^2 \to \R$. Visually, this is a surface in $\R^3$}
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\definition \textbf{Vector Plots} for $f: \R^2 \to \R^2$\\
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\subtext{Points in $(x,y) \in \R^2$ are displayed as vectors $f(x,y)$}
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\newpage
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\subsection{Sequences in $\R^n$}
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\definition \textbf{Sequences in $\R^n$}\\
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$(x_k)_{k \geq 1}$ s.t. $x_k \in \R^n$ where $x_k = \bigl( x_{k,1},\ldots x_{k,n} \bigr)$
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\definition \textbf{Convergence in $\R^n$}\\
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$$
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\lim_{k \to \infty} \Bigl( x_k \Bigr) = y \iff \forall \epsilon > 0, \exists N \geq 1: \forall k \geq N:\quad || x_k - y || < \epsilon
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$$
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Using this definition preserves many familiar results:
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\lemma \textbf{Equivalent conditions to Convergence}\\
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$
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\begin{array}{ll}
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(i) & \forall i \text{ s.t. } 1 \leq i \leq n:\quad \underset{k \to \infty}{\lim} \Bigl(x_{k,i}\Bigr) = y_i \\
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(ii) & \underset{k \to \infty}{\lim} \Big\| x_k - y \Big\| = 0
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\end{array}
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$
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\definition \textbf{Continuity in $\R^n$}\\
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$f \text{ continuous at } x_0 \in X \iffdef \forall \epsilon > 0, \exists \delta > 0:\\$
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$$
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\big\| x - x_0 \big\| < \delta \implies \big\| f(x) - f(x_0) \big\| < \epsilon\\
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$$
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$f$ continuous $\iffdef \forall x \in X: f$ continuous at $x$\\
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\subtext{$X \subset \R^n,\quad f:X \to \R^m$}
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\lemma \textbf{Continuitiy using Sequences}\\
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$f$ continuous at $x_0$ if and only if:
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$$
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\forall (x_k)_{k \geq 1}:\quad \underset{k \to \infty}{\lim} \Bigl( x_k \Bigr) = x_0 \implies \underset{k \to \infty}{\lim}\Bigl(f(x_k)\Bigr) = f(x_0)
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$$
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\subtext{$X \subset \R^n,\quad f:X \to \R^m$}
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\definition \textbf{Limits at points}
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\begin{align*}
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& \underset{x \neq x_0 \to x_0}{\lim} \Bigl( f(x) \Bigr) = y \iffdef \forall \epsilon > 0, \exists \delta > 0: \\
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& \forall x \neq x_0 \in X: \big\| x - x_0 \big\| < \delta \implies \big\| f(x) - y \big\| < \epsilon
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\end{align*}
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\subtext{$X \subset \R^n,\quad f:X \to \R^m,\quad x_0 \in X,\quad y \in \R^m$}
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The sequence test for Continuity works for point-limits too.
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\lemma \textbf{Continuity of Compositions}\\
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$f: X \to Y,\ g: Y \to \R^p \text{ continuous } \implies g \circ f \text{ continuous}$\\
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\subtext{$X \subset \R^n,\quad Y \subset \R^m,\quad p \geq 1$}
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\lemma \textbf{Continuity using Coordinate Functions}\\
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$f: \R^n \to \R^m$ continuous $\iff \forall i \leq m: f_i$ continuous
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\subsection{Subsets of $\R^n$}
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\definition \textbf{Bounded}\\
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$X \subset \R^n$ bounded $\iffdef \Bigl\{ \big\| x \big\| \sep x \in X \Bigr\} \subset \R$ bounded.\\
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\subtext{Example: The open disc $D = \{ x \in \R^n \sep \big\| x - x_0 \big\| < r \}$ is bounded.}
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\definition \textbf{Closed}\\
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$X \subset \R^n$ closed $\iffdef \forall (x_k)_{k\geq 1} \in X:\quad \underset{x \to \infty}{\lim}\Bigl( x_k \Bigr) \in X$\\
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\subtext{Example: $\emptyset$, $\R^n$ are closed.}
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\definition \textbf{Compact} if closed and bounded.\\
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\subtext{Example: The closed Disc $\Lambda = \{ x \in \R^n \sep \big\| x - x_0 \big\| \leq r \}$ is compact.}
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\lemma The Cartesian Product preserves these properties.
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\lemma \textbf{Continous functions preserve closedness}
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$$
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\forall \text{ closed } Y:\quad f^{-1}(Y) = \bigl\{ x \in \R^n \sep f(x) \in Y \bigr\} \text{ is closed.}
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$$
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\subtext{$f: \R^n \to \R^m$ is continuous,$\quad Y \subset \R^m$}
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\begin{subbox}{Min-Max Theorem}
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\smalltext{For compact, non-empty $X \subset \R^n$, continuous $f: X \to \R$:}
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$$
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\exists x_1,x_2 \in X :\quad f(x_1) = \underset{x \in X}{\sup} f(x),\quad f(x_2) = \underset{x \in X}{\inf} f(x)
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$$
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\end{subbox}
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\subsection{Partial Derivatives}
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\def \notation{\colorbox{lightgray}{Notation} }
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\def \remark{\colorbox{lightgray}{Remark} }
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\def \theorem{\colorbox{lightgray}{Th.} }
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\def \lemma{\colorbox{lightgray}{Lem.} }
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\def \method{\colorbox{lightgray}{Method} }
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% For intuiton and less important notes
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