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Mathematical Analysis Course
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Mathematical Analysis Course

Master the theoretical foundations of calculus through a rigorous, proof-driven Mathematical Analysis course. From the axioms of real numbers to metric spaces and Fourier series, every concept is developed with full mathematical precision. This course equips you with the analytic tools demanded by graduate programmes, research, and advanced applied mathematics.

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What you will learn:

You will develop a complete command of real analysis, starting from the axiomatic structure of real numbers and formal proof techniques. You will master epsilon-N and epsilon-delta arguments, then apply them to sequences, function limits, continuity, and differentiation. The course covers Riemann integration theory, infinite series, and uniform convergence of function sequences. Supplementary chapters extend your skills to multivariable calculus, Lebesgue measure, Fourier series, and ordinary differential equations. You will also build professional skills in writing rigorous proofs and reading advanced mathematical texts.

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Course content

8 Chapters • 37 LessonsDuration between 4 and 360 hours (you decide)

Chapter 1See details

Foundations of Real Numbers and Logic

  • Lesson 1 • Proof Techniques and Strategies

    Introduces direct proof, contradiction, contrapositive, and induction. Builds the toolkit students apply when verifying every analytic result.

  • Lesson 2 • Axiomatic Structure of Real Numbers

    Presents field axioms, order axioms, and the completeness axiom. These axioms underpin every theorem about limits, continuity, and integration.

  • Lesson 3 • Functions and Cardinality

    Defines injections, surjections, and bijections, then classifies infinite sets. Cardinality concepts reappear when studying countable unions and measure.

  • Lesson 4 • Logic, Sets, and Quantifiers

    Covers propositional logic, set operations, and quantified statements. Provides the formal language used throughout rigorous mathematical proofs.

Chapter 2See details

Sequences and Their Limits

  • Lesson 1 • Monotone Sequences and Subsequences

    Establishes the monotone convergence theorem and Bolzano-Weierstrass theorem. These results are foundational for series convergence and compactness arguments.

  • Lesson 2 • Limit Laws and Algebraic Operations

    Proves sum, product, and quotient rules for sequence limits. Enables efficient computation of limits without repeating epsilon-N arguments each time.

  • Lesson 3 • Convergence and the Epsilon-N Definition

    Formalizes what it means for a sequence to converge using epsilon-N. Connects intuitive notions of closeness to the completeness axiom introduced earlier.

  • Lesson 4 • Cauchy Sequences and Completeness

    Defines Cauchy sequences and proves their equivalence to convergence in the reals. Completeness is shown to be the property distinguishing reals from rationals.

Chapter 3See details

Limits and Continuity of Functions

  • Lesson 1 • Continuity and Types of Discontinuity

    Defines pointwise and uniform continuity and classifies removable, jump, and essential discontinuities. Prepares students for integration theory requiring continuity conditions.

  • Lesson 2 • Key Theorems on Continuous Functions

    Proves the intermediate value theorem and extreme value theorem. These results justify root-finding algorithms and optimisation methods used in applied chapters.

  • Lesson 3 • Uniform Continuity and Extensions

    Deepens uniform continuity with the Heine-Cantor theorem and extension results. Connects to integration by showing uniformly continuous functions are Riemann integrable.

  • Lesson 4 • Epsilon-Delta Definition of Function Limits

    Defines the limit of a function at a point and at infinity rigorously. Builds directly on epsilon-N sequence work, reinforcing the structural parallel.

Chapter 4See details

Differentiation of Real Functions

  • Lesson 1 • Taylor's Theorem and Approximation

    Derives Taylor's theorem with Lagrange and Peano remainder forms. Students use polynomial approximations to estimate function values and analyse local behaviour.

  • Lesson 2 • Differentiation Rules and Higher Derivatives

    Proves sum, product, quotient, and chain rules rigorously. Higher-order derivatives are introduced in preparation for Taylor series expansions.

  • Lesson 3 • Mean Value Theorems and Applications

    Proves Rolle's theorem, the mean value theorem, and Cauchy's generalised form. These theorems underlie monotonicity tests, error bounds, and L'Hôpital's rule.

  • Lesson 4 • L'Hôpital's Rule and Indeterminate Forms

    Proves L'Hôpital's rule using Cauchy's mean value theorem and applies it to all indeterminate forms. Reinforces the interplay between limits and derivatives.

  • Lesson 5 • The Derivative as a Limit

    Defines differentiability via the difference quotient limit and links it to continuity. Establishes the analytic foundation before introducing computational rules.

Chapter 5See details

Riemann Integration Theory

  • Lesson 1 • Properties of the Riemann Integral

    Establishes linearity, monotonicity, and additivity of the integral over subintervals. These properties are used repeatedly in series and improper integral chapters.

  • Lesson 2 • Classes of Integrable Functions

    Proves that continuous and monotone functions are Riemann integrable. Identifies functions with finitely many discontinuities as integrable, expanding the applicable class.

  • Lesson 3 • Improper Integrals and Convergence

    Extends the Riemann integral to unbounded intervals and unbounded integrands. Convergence tests for improper integrals prepare students for series and Fourier analysis.

  • Lesson 4 • Partitions, Upper and Lower Sums

    Defines partitions, Darboux sums, and the Riemann integral through the sup-inf construction. Grounds integration in the completeness of the reals established earlier.

  • Lesson 5 • Fundamental Theorem of Calculus

    Proves both parts of the fundamental theorem, linking differentiation and integration. Students apply the theorem to evaluate definite integrals and construct antiderivatives.

Chapter 6See details

Infinite Series and Convergence Tests

  • Lesson 1 • Series, Partial Sums, and Basic Tests

    Defines series convergence via partial sums and proves the divergence test and geometric series formula. Connects series to sequence convergence studied in Chapter 2.

  • Lesson 2 • Absolute and Conditional Convergence

    Distinguishes absolute from conditional convergence and proves the Riemann rearrangement theorem. Highlights the structural difference between the two convergence types.

  • Lesson 3 • Ratio, Root, and Alternating Series Tests

    Establishes ratio and root tests using limsup and proves the alternating series test. Students learn to select the most efficient test for a given series.

  • Lesson 4 • Power Series and Radius of Convergence

    Defines power series, computes radii of convergence, and proves term-by-term differentiation and integration. Lays the groundwork for the analytic functions chapter.

  • Lesson 5 • Comparison and Integral Tests

    Proves the comparison, limit comparison, and integral tests for positive-term series. Provides systematic tools for determining convergence of series with known benchmarks.

Chapter 7See details

Sequences and Series of Functions

  • Lesson 1 • Preservation Theorems Under Uniform Convergence

    Proves that uniform limits of continuous functions are continuous and that limits and integrals interchange. These theorems justify term-by-term operations on series.

  • Lesson 2 • Pointwise and Uniform Convergence

    Defines pointwise and uniform convergence and contrasts them with examples. Uniform convergence is identified as the condition needed to interchange limits and operations.

  • Lesson 3 • Weierstrass Approximation Theorem

    States and proves the Weierstrass approximation theorem using Bernstein polynomials. Demonstrates that continuous functions on closed intervals are uniformly approximable by polynomials.

  • Lesson 4 • Taylor and Analytic Functions

    Defines analytic functions as those equal to their Taylor series and identifies conditions for Taylor series validity. Extends differentiation theory to infinitely differentiable functions.

  • Lesson 5 • Uniformly Convergent Series of Functions

    Applies the Weierstrass M-test and Abel-Dirichlet test to series of functions. Connects to power series by showing uniform convergence on compact subsets of the disk.

Chapter 8See details

Metric Spaces and Topology

  • Lesson 1 • Compactness in Metric Spaces

    Characterises compactness via sequential compactness and total boundedness. Proves the Heine-Borel theorem in Euclidean space as a special case.

  • Lesson 2 • Connectedness and Contraction Mappings

    Defines connected and path-connected metric spaces and proves the Banach fixed-point theorem. The contraction mapping principle has direct applications in differential equations.

  • Lesson 3 • Metric Spaces: Definitions and Examples

    Introduces the metric space axioms and surveys key examples including Euclidean, discrete, and function spaces. Provides the abstract framework that subsumes real-line analysis.

  • Lesson 4 • Convergence and Completeness in Metric Spaces

    Extends Cauchy sequences and completeness to metric spaces and proves the Baire category theorem. Completeness is shown to be a metric, not topological, property.

  • Lesson 5 • Open Sets, Closed Sets, and Topology

    Defines open and closed sets, interior, closure, and boundary in metric spaces. These topological concepts generalise the interval-based arguments used in earlier chapters.

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This course is for you:

  • Undergraduate math major: needs rigorous theory to advance toward graduate study.

  • Physics or engineering student: wants the analytic backbone behind applied techniques.

  • Computer science student: seeks formal reasoning skills for algorithm analysis work.

  • Working professional: returning to mathematics to fill gaps left by applied training.

  • Self-taught mathematician: ready to move beyond textbook calculus into formal proofs.

  • Prospective PhD applicant: preparing for qualifying exams in real analysis topics.

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