Publication # 457

457. D. A. B. Miller, "An introduction to functional analysis for science and engineering," arXiv:1904.02539 [math.FA] https://arxiv.org/abs/1904.02539

This article is a tutorial introduction to the functional analysis mathematics needed in many physical problems, such as in waves in continuous media. This mathematics takes us beyond that of finite matrices, allowing us to work meaningfully with infinite sets of continuous functions. It resolves important issues, such as whether, why and how we can practically reduce such problems to finite matrix approximations. This branch of mathematics is well developed and its results are widely used in many areas of science and engineering. It is, however, difficult to find a readable introduction that both is deep enough to give a solid and reliable grounding but yet is efficient and comprehensible. To keep this introduction accessible and compact, I have selected only the topics necessary for the most important results, but the argument is mathematically complete and self-contained. Specifically, the article starts from elementary ideas of sets and sequences of real numbers. It then develops spaces of vectors or functions, introducing the concepts of norms and metrics that allow us to consider the idea of convergence of vectors and of functions. Adding the inner product, it introduces Hilbert spaces, and proceeds to the key forms of operators that map vectors or functions to other vectors or functions in the same or a different Hilbert space. This leads to the central concept of compact operators, which allows us to resolve many difficulties of working with infinite sets of vectors or functions. We then introduce Hilbert-Schmidt operators, which are compact operators encountered extensively in physical problems, such as those involving waves. Finally, it introduces the eigenvectors or eigenfunctions for major classes of operators, and their powerful properties, and ends with the important topic of singular-value decomposition of operators. This article is written in a style that is complementary to that of standard mathematical treatments; by relegating longer proofs to a separate section, I have attempted to retain a clear narrative flow and motivation in developing the mathematical structure. Hopefully, the result is useful to a broader readership who need to understand this mathematics, especially in physical science and engineering.

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