Calculus And Analysis

This self-contained textbook gives a thorough exposition of multivariable calculus. It can be viewed as a sequel to the one-variable calculus text, A Course in Calculus and Real Analysis, published in the same series.

From the reviews: "Volume 1 covers a basic course in real analysis of one variable and Fourier series. It is well-illustrated, well-motivated and very well-provided with a multitude of unusually useful and accessible exercises. (…) There are three aspects of Courant and John in which it outshines (some) contemporaries: (i) the extensive historical references, (ii) the chapter on numerical methods, and (iii) the two chapters on physics and geometry. The exercises in Courant and John are put together purposefully, and either look numerically interesting, or are intuitively significant, or lead to applications. It is the best text known to the reviewer for anyone trying to make an analysis course less abstract. (…)" The Mathematical Gazette (75.1991.471)

The new Chapter 1 contains all the fundamental properties of linear differential forms and their integrals. These prepare the reader for the introduction to higher-order exterior differential forms added to Chapter 3.

From the Preface: (…) The book is addressed to students on various levels, to mathematicians, scientists, engineers. It does not pretend to make the subject easy by glossing over difficulties, but rather tries to help the genuinely interested reader by throwing light on the interconnections and purposes of the whole. Instead of obstructing the access to the wealth of facts by lengthy discussions of a fundamental nature we have sometimes postponed such discussions to appendices in the various chapters. Numerous examples and problems are given at the end of various chapters. Some are challenging, some are even difficult; most of them supplement the material in the text. In an additional pamphlet more problems and exercises of a routine character will be collected, and moreover, answers or hints for the solutions will be given. This first volume of concerned primarily with functions of a single variable, whereas the second volume will discuss the more ramified theories of calculus (…).

Biography of Richard Courant
Richard Courant was born in 1888 in a small town of what is now Poland, and died in New Rochelle, N.Y. in 1972. He received his doctorate from the legendary David Hilbert in Göttingen, where later he founded and directed its famed mathematics Institute, a Mecca for mathematicians in the twenties. In 1933 the Nazi government dismissed Courant for being Jewish, and he emigrated to the United States. He found, in New York, what he called "a reservoir of talent" to be tapped. He built, at New York University, a new mathematical Sciences Institute that shares the philosophy of its illustrious predecessor and rivals it in worldwide influence.

This book gives a somewhat unconventional introduction to stochastic analysis. Although most of the material coveredhere has appeared in other places, this book attempts to explain the core ideas on which that material is based. As a consequence, the presentation is more an extended mathematical essay than a ``definition,lemma, theorem'' text. In addition, it includes several topics that are not usually treated elsewhere. For example,Wiener's theory of homogeneous chaos is discussed, Stratovich integration is given a novel development and applied to derive Wong and Zakai's approximation theorem, and examples are given of the application ofMalliavin's calculus to partial differential equations. Each chapter concludes with several exercises, some of which are quite challenging. The book is intended for use by advanced graduate students and researchmathematicians who may be familiar with many of the topics but want to broaden their understanding of them.