Lecture

Advanced Analysis II: Riemann Integrability and Jordan Measure

Graph Chat

Chat with Graph Search

Ask any question about EPFL courses, lectures, exercises, research, news, etc. or try the example questions below.

DISCLAIMER: The Graph Chatbot is not programmed to provide explicit or categorical answers to your questions. Rather, it transforms your questions into API requests that are distributed across the various IT services officially administered by EPFL. Its purpose is solely to collect and recommend relevant references to content that you can explore to help you answer your questions.

Description

This lecture covers the concepts of Riemann integrability and Jordan measure, exploring the conditions under which a bounded set is negligible and the properties of Riemann-integrable sets. The instructor presents the criteria for a set to be negligible and provides examples to illustrate these concepts.

This video is available exclusively on Mediaspace for a restricted audience. Please log in to MediaSpace to access it if you have the necessary permissions.

Watch on Mediaspace

Official source

Related concepts (25)

Riemann integral

In the branch of mathematics known as real analysis, the Riemann integral, created by Bernhard Riemann, was the first rigorous definition of the integral of a function on an interval. It was presented to the faculty at the University of Göttingen in 1854, but not published in a journal until 1868. For many functions and practical applications, the Riemann integral can be evaluated by the fundamental theorem of calculus or approximated by numerical integration, or simulated using Monte Carlo Integration.

Integral

In mathematics, an integral is the continuous analog of a sum, which is used to calculate areas, volumes, and their generalizations. Integration, the process of computing an integral, is one of the two fundamental operations of calculus, the other being differentiation. Integration started as a method to solve problems in mathematics and physics, such as finding the area under a curve, or determining displacement from velocity. Today integration is used in a wide variety of scientific fields.

Bounded set

In mathematical analysis and related areas of mathematics, a set is called bounded if it is, in a certain sense, of finite measure. Conversely, a set which is not bounded is called unbounded. The word "bounded" makes no sense in a general topological space without a corresponding metric. Boundary is a distinct concept: for example, a circle in isolation is a boundaryless bounded set, while the half plane is unbounded yet has a boundary. A bounded set is not necessarily a closed set and vice versa.

Signed measure

In mathematics, signed measure is a generalization of the concept of (positive) measure by allowing the set function to take negative values. There are two slightly different concepts of a signed measure, depending on whether or not one allows it to take infinite values. Signed measures are usually only allowed to take finite real values, while some textbooks allow them to take infinite values. To avoid confusion, this article will call these two cases "finite signed measures" and "extended signed measures".

Itô calculus

Itô calculus, named after Kiyosi Itô, extends the methods of calculus to stochastic processes such as Brownian motion (see Wiener process). It has important applications in mathematical finance and stochastic differential equations. The central concept is the Itô stochastic integral, a stochastic generalization of the Riemann–Stieltjes integral in analysis. The integrands and the integrators are now stochastic processes: where H is a locally square-integrable process adapted to the filtration generated by X , which is a Brownian motion or, more generally, a semimartingale.

Related lectures (64)

Calculus of Variations: Ground States in Quantum Mechanics

Covers the Calculus of Variations to find ground states in quantum mechanics by minimizing energy, discussing the Euler Lagrange equation and the Fundamental Theorem of Young Measure Theory.

Multivariable Integral Calculus

Covers multivariable integral calculus, including rectangular cuboids, subdivisions, Douboux sums, Fubini's Theorem, and integration over bounded sets.

Integral Calculus: Introduction and Summary

Provides an overview of integral calculus, including Darboux sums, closed box subdivisions, and integrability of continuous functions.

Integral Calculus: Techniques and Formulas

Covers fundamental concepts and techniques in integral calculus.

Integral Applications: Revolution Surfaces