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Part of the book series: Texts in Applied Mathematics ((TAM,volume 63))

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Abstract

This chapter covers the necessary concepts from linear functional analysis on Hilbert and Banach spaces: in particular, we review here basic constructions such as orthogonality, direct sums and tensor products.

Dr. von Neumann, ich möchte gern wissen, was ist dann eigentlich ein Hilbertscher Raum?

David Hilbert

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Notes

  1. 1.

    To be more precise, as with the Lebesgue L p spaces, Sobolev spaces consist of equivalence classes of such functions, with equivalence being equality almost everywhere.

  2. 2.

    Or even just a topological vector space.

  3. 3.

    Completions of normed spaces are formed in the same way as the completion of \(\mathbb{Q}\) to form \(\mathbb{R}\): the completion is the space of equivalence classes of Cauchy sequences, with sequences whose difference tends to zero in norm being regarded as equivalent.

  4. 4.

    Of course, Fourier did not use the modern notation of Hilbert spaces! Furthermore, if he had, then it would have been ‘obvious’ that his claim could only hold true for L 2 functions and in the L 2 sense, not pointwise for arbitrary functions.

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Sullivan, T.J. (2015). Banach and Hilbert Spaces. In: Introduction to Uncertainty Quantification. Texts in Applied Mathematics, vol 63. Springer, Cham. https://doi.org/10.1007/978-3-319-23395-6_3

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