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MIT OpenCourseWare

Real Analysis - Spring 2025

MIT OpenCourseWare via YouTube

Overview

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Learn rigorous mathematical analysis through this comprehensive MIT course that introduces fundamental concepts of real analysis while developing proof-writing skills. Master the theoretical foundations of calculus by exploring real numbers, limits, convergence, and series before progressing to metric spaces, differentiation, and Riemann integration. Develop proficiency in constructing mathematical proofs while examining the Archimedean property, monotone and Cauchy convergence theorems, and the Bolzano-Weierstrass theorem. Study continuous functions, the exponential function, and apply the extreme and intermediate value theorems within metric space frameworks. Investigate open and closed sets, compactness, and sequential compactness before advancing to derivatives and fundamental differentiation laws. Explore Rolle's theorem, the mean value theorem, L'Hôpital's rule, and Taylor expansions with remainder terms. Examine Riemann integrals, integrable functions, and the fundamental theorem of calculus while analyzing pointwise and uniform convergence. Conclude by studying the integration and differentiation of power series and applying analysis techniques to ordinary differential equations, including the Picard-Lindelöf existence and uniqueness theorem.

Syllabus

Lecture 1: Introduction to Real Numbers
Lecture 2: Introduction to Real Numbers (cont.)
Lecture 3: How to Write a Proof; Archimedean Property
Lecture 4: Sequences; Convergence
Lecture 5: Monotone Convergence Theorem
Lecture 6: Cauchy Convergence Theorem
Lecture 7: Bolzano–Weierstrass Theorem; Cauchy Sequences; Series
Lecture 8: Convergence Tests for Series; Power Series
Lecture 9: Limsup and Liminf; Power Series; Continuous Functions; Exponential Function
Lecture 10: Continuous Functions; Exponential Function (cont.)
Lecture 11: Extreme and Intermediate Value Theorem; Metric Spaces
Review for 18.100B Real Analysis Midterm
Lecture 12: Convergence in Metric Spaces; Operations on Sets
Lecture 13: Open and Closed Sets; Coverings; Compactness
Lecture 14: Sequential Compactness; Bolzano–Weierstrass Theorem in a Metric Space
Lecture 15: Derivatives; Laws for Differentiation
Lecture 16: Rolle’s Theorem; Mean Theorem; L’Hôpital’s Rule; Taylor Expansion
Lecture 17: Taylor Polynomials; Remainder Term; Riemann Integrals
Lecture 18: Integrable Functions
Lecture 19: Fundamental Theorem of Calculus
Lecture 20: Pointwise Convergence; Uniform Convergence
Lecture 21: Integrals and Derivatives under Uniform Convergence
Lecture 22: Differentiating and Integrating Power Series; Ordinary Differential Equations (ODEs)
Lecture 23: Existence & Uniqueness for ODEs: Picard–Lindelöf Theorem
Review for the 18.100B Real Analysis Final Exam

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