This is an introduction to advanced analysis at the beginning graduate level that blends a modern presentation with concrete examples and applications, in particular in the areas of calculus of variations and partial differential equations. The book does not strive for abstraction for its own sake, but tries rather to impart a working knowledge of the key methods of contemporary analysis, in particular those that are also relevant for application in physics. It provides a streamlined and quick introduction to the fundamental concepts of Banach space and Lebesgue integration theory and the basic notions of the calculus of variations, including Sobolev space theory. The third edition contains new material on further important tool in analysis, namely cover theorems. Useful references for such results and further properties of various classes of weakly differential functions are added. And finally, misprints and minor inconsistencies have been corrected.