Mathematics 315 Assignment 3

Due Fri 28 January 2011 1. Let F be a set of convex functions on the interval I and dene g(x) = supf F f (x), for all x I . Prove g is also convex. Proof. Let a, b I , 0 < t < 1, x = (1 t)a + tb. Then, for all f F , f (x) = (1 t)f (a) + tf (b) (1 t)g(a) + tg(b). Now take the supremum over all the f F to get g(x) (1 t)g(a) + tg(b), as required. 2. Give an example of a convex function on R which has exactly two points of nondierentiability. Soln. Let f (x) = x2 1, | x| 1 | x| < 1.

Then f is the pointwise maximum (hence supremum) of the two functions f1 : x x2 and f2 : x 1. Since these are both convex, so is f . For |x0 | > 1, f (x0 ) = f1 (x0 ) = 2x0 ; for x0 (1, 1), f (x0 ) = f2 (x0 ) = 0. At the point 1, )f (1) = f1 (1) = 2, whereas f (1) = 0, so f is not dierenf+ (1) = limx1+ f (xx 1 tiable at 1. In the same way, f (1) = 2 and f+ (1) = 0, so again f is not dierentiable at 1. Thus, f has exactly two points of non-dierentiability.

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3. Let S be a nite subset of [a, b], f : [a, b] R. Let f (x) = 0 if x / S . Using Riemanns denition directly, prove f is integrable with integral 0. Proof. Let S = {c1 , . . . cN } be the set of points where f is non-zero and let M = max{|f (x)| : x [a, b]} = maxj =1,...,N |f (cj )|. Let > 0. Choose > 0 with 2N M < . Let = {(t1 , I1 ), . . . , (tn , In ) be a tagged partition of [a, b] with < . We may assume each Ii non-degenerate, since an interval of length 0 adds nothing to the sum. Then tags ti can belong to S for at most 2N values of i. (The 2 comes from the possibility of a tag being the common endpoint of 2 of the intervals.) Thus,
n

|R(f, ) 0| =
i=1 n

f (ti )(Ii ) |f (ti )|(Ii )

i=1 N

|f (cj )| 2N M <
j =1

Therefore, for all > 0, there exists a > 0, such that for each tagged partition b of [a, b] with < , |R(f, ) 0| < ; that is, a f = 0. 4. Prove the homogeneity part of the linearity of the Riemann integral that is, the b b a kf = k a f part. Proof. Let f be Riemann integrable on [a, b]. Let > 0. Choose so that for each b tagged partition of [a, b] with < , |R(f, ) a f | < /(|k | +1). If a tagged partition of [a, b] with mesh <
n

R(kf, ) =
(t,I )

kf (t)(I ) = kR(f, ).

Thus, R(kf, ) k
b f a

kR(f, ) k

b a

f < |k |/(|k | + 1) < . =k

b a

This shows that kf is integrable on [a, b] with

b (kf ) a

f.

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MATHEMATICS 315 ASSIGNMENT 3

(Do for Monday, not to hand in) 5. Find all intervals where the following functions are convex or concave. (a) f : R R, dened by f (x) = (1 + x + x2 )1 . Soln. This function is everywhere twice dierentiable with f (x) = 6x(x + 1) . (1 + x + x2 )3

Since the polynomial function p : x R 1 + x + x2 is 1 at 0 and is never 0, it must be greater than 0 everywhere, by the Intermediate Value Theorem. Thus, f (x) 0 i x(x + 1) 0 i x 0 or x 1. This shows that f is convex on (, 1] and on [0, +). On the interval [1, 0], f (x) 0, so it is concave on this interval. Actually, on the interior of each of these three intervals f is not zero, so f is strictly convex on (, 1], strictly concave on [1, 0] and strictly convex on [0, +). (b) g : (0, +) R, dened by g(x) = xx. Soln. For all x, g(x) = exp(x ln x), so g (x) = exp(x ln x)(x(1/x) + ln(x)) = xx (1 + ln(x)); g (x) = xx(1/x) + (xx (1 + ln x)(1 + ln x) = xx((1 + ln x)2 + 1/x) > 0, for all x > 0, so g is (strictly) convex on (0, +). Notice that g < 0 on (0, 1/e) and g > 0 on (1/e, +), which conrms that 1 this convex function decreases to its minimum value of (e1 )e and increases thereafter. 6. If f and g are both convex on the interval I , then f + g is also convex on I . Proof. Let a, b I , 0 < t < 1. Since f and g are convex on I , we have f ((1 t)a + tb) (1 t)f (a) + tf (b) g((1 t)a + tb) (1 t)g(a) + tg(b) Adding gives (f + g)((1 t)a + tb) (1 t)(f + g)(a) + t(f + g)(b). Since a, b and t were arbitrary, f + g is convex.

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