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**November 23rd, 2012
**

1. (4 marks) Let [0, 1]2 = [0, 1] × [0, 1]. Let f : [0, 1]2 → R be deﬁned by setting f (x, y ) = 0 if y = x, and f (x, y ) = 1 if y = x. Show that f is integrable over [0, 1]2 . The ﬁrst thing that we note is that f is obviously bounded. The second is that this is a combinatorics question in disguise. Let S = [0, 1]2 be our square, and let P0 be the empty partition (so that we simply have the square). Now, divide the square into four equal parts (which will also be squares)—call this partition P1 . Divide each of these squares into four equal parts (so that now S is divided into 16 equal parts) and call this partition P2 . In general, Pn (for n > 1—assume this is the case in all that follows) is the partition that divides S into 4n equal parts. We are interested in the diagonal of S (the one going from (0, 0) to (1, 1))—call it D. How many subsquares of P1 contain a point of the main diagonal? All of them—it is a diagonal of two of them, and a corner of two of them. How about P2 ? Well, the two subsquares of P1 who had D as their diagonal, contribute 4 P2 -subsquares each (this is isomorphic to the P1 cutting of S ; so that again half of these subsquares have D as their diagonal, and the other half as their corner), while the two subsquares of P1 who had D as their diagonal contribute 1 P2 -subsquare each. The total is 10—out of them, 4 have D as their diagonal and 6 have D as their corner. Thus, P3 have 4 · 4 + 6 · 1 = 22 subsquares containing a point of D—out of them, 8 have D as their diagonal and 14 as their corner. Continuing in this manner it is easy to see that Pn has exactly 3 · 2n − 2 subsquares that contain a point of D. For subsquares containing a point of D we have MR = 1 and mR = 0; for the rest of them we have MR = mR = 0. Since Pn divides S into 4n 1

Now. P ) with both Thus since [L(f. we have for any choice of xR . then | f (xR )v (R) − A| < . ∃δ > 0 s. and if. there is a δ > 0 such that if P is any partition of mesh less than δ . where m is the number of subsquares containing a point of D. the Riemann condition is satisﬁed and f is integrable. U (f. P ) = R mR (f )v (R) ≤ R f (xR )v (R) ≤ R MR (f )v (R) = U (f . xR is a point of R. xR is a point of R. P ) ≤ Q f ≤ U (f. is equivalent to the statement that given > 0. for such partitions. ∀ > 0. for each subrectangle R determined by P . we have U (f . Pn ) − L(f . Pn ) = 0 for all n. P ) − L(f. Then the statement that f is integrable over Q. L(f . We have already calculated m. We also have L(f . with Q f = A. P ). for each subrectangle R determined by P . Let f : Q → R be bounded. 2 .congruent squares. ∀ partitions P with mesh less than δ . Pn ) = m/4n . L(f. Pn ) = m 3 · 2n − 2 3 2 = = − 4n 4n 2n 4n and since that expression obviously goes to 0 as n tends to +∞. 2. ⇒ Assume f is integrable. (6 marks) Use Exercise 6 to prove the following: Theorem. P )] is a interval of length < R f (xR )v (R) and Q f in it. we obviously have | R mR (f )v (R) − Q f| < which is what we wanted to prove ⇐ Assume ∀ > 0. P ) < . P ) As well. there is a δ > 0 such that if P is any partition of mesh less than δ . Then by Exercise 6. U (f. and so we have U (f .t. R Proof. then | R f (xR )v (R) − A| < . and if.

a cube is a special case of a rectangle. (3 marks) Show that no nontrivial open set in Rn has measure zero in Rn .Now U (f. it is impossible for A to have measure zero in Rn . P ) − L(f.1(d). there exists > 0 such that the -neighbourhood centered at x0 is contained in A. (3 marks) Show that if A has measure zero in Rn . According to theorem 11.1(b). ). An -neighbourhood in the sup metric is an open cube C = C (x0 . so according to theorem 11. |A − Q f | ≤ |A − U (f. P ) = R supXR (f (XR ))v (R) = supXR ( R f (XR )v (R)) So |U (f. A has measure zero. Thus. With that. P ) − Q f ≤ + U (f. It is a well-known fact that Q is countable. 3 . and that in fact Qn is countable for any ﬁnite n. f is integrable. Let A = Qn . Let A be a non-trivial open set in Rn . As well. By deﬁnition of openness. P ) − Q f | ≤ + U (f. There are countably many points in A. P )| + |U (f. which clearly does not have measure zero. P )−A| = | sup( XR R f (XR )v (R)−A)| ≤ sup | XR R f (XR )v (R)−A| ≤ Similarly |L(f. C does not have measure zero in Rn . if A has measure zero in Rn . We have found our counterexample. Thus.1(a). C ⊆ A. P ) ≤ + 2 = 3 so. P ) − A| ≤ so |U (f. However. So by the Riemann condition. it is also easy to see that Q2 is countable. On the other hand. we’ll use the sup-metric. A = Q f 3. 4. then so does C . since was arbitrary. and according to theorem 11. and we are done. P ) − L(f. the sets A and Bd A need not have measure zero. There must exist at least one point x0 ∈ A. it follows from the density of the rationals in the reals and the density of the reals in the rationals that A = Bd A = Rn . A single point in Rn has measure 0. P )| ≤ 2 by the triangle inequality. Since the sup and Euclidean metrics are topologically equivalent in Rn .

the set of Am ’s cover Rn−1 × 0. 6. . where A is a rectangle in Rk and B is a rectangle in Rn . v (Am ) = 2m+1 and so ∞ ∞ v (Am ) = m=1 m=1 2m+1 = /2 < which proves that Rn−1 × 0 has measure zero. We know from monotonicity in Exercise 1 that g (x) ≤ A A y ∈B f (x. Let Q = A × B . . Write S n−1 = {S1 . and deﬁne Am = Sm × [− . (a) (3 marks) Let g be a function such that f (x.}. S2 . Show that if f is integrable over Q. so that we From Fubini’s theorem. . S3 . we have that f≤ Q A g (x) so that f≤ Q A g (x) ≤ A g (x) ≤ Q f 4 . the second integral is have g (x) ≤ A Q Q f By an exactly parallel argument. then g is integrable over A. m + 1] for m ∈ Z. y ) f . we cover R by the set S of rectangles [m. S n is also countable for any ﬁnite n. and Q f = A g . y ) for all x ∈ A. Let f : Q → R be a bounded function. ] 2m+2 2m+2 Since S n−1 covers Rn−1 and [− 2m+2 .5. First. Since S is countable. 2m+2 ] covers 0. y ) ≤ g (x) ≤ y ∈B y ∈B f (x. (3 marks) Show that Rn−1 × 0 has measure zero in Rn .

y ) = 1/n 0 if x is irrational. Since there are countably many numbers of the form 1/n. Thus. according to theorem 11. which is obviously unintegrable (e. x∈A y∈B f (x. x∈A f (x.. y ) obviously does not exist. This completes our counterexample. and so y∈B x∈A f (x. y ) exists and is equal to 0. the integral is 0. y ) is not even deﬁned in (countably) inﬁnitely many points. If x is irrational. the set of discontinuities is countable. Thus. 5 . otherwise. Thus. otherwise. according to theorem 11.which implies that g (x) = A A A g (x) = Q Q f so g is integrable with g (x) = f Q (b) (4 marks) Give an example where ated integrals f (x. Now.1(b) the set of discontinuities of f is of measure zero. then the we have f (x. and again y∈B f (x. an analogous proof to that of exercise 11. y )? If y = 1/n for some n ∈ N then f (x. and in fact. 1] and consider the following function: f (x. y ) = y 0 if x is irrational and y is of the form 1/n for some n ∈ N. y ) x∈A y ∈B f exists and one of the iter- and y ∈B x∈ A f (x. then f (x.g. If x is rational.3. see example 2 on p. How about x∈A f (x. y ) = y 0 if y is of the form 1/n for some n ∈ N.3 above will show that R × {1/n} is of measure zero in R2 for all n ∈ N. y ) = 0 and so does the integral. y ). 86). according the theorm 11. According to Fubini’s theorem. f is integrable over Q. y ) = 0 and the integral is 0. Let us examine y∈B f (x. Let A = B = [0. However. y ) exists and equals 0. y ) exists but the other does not. otherwise. if y = 1/n for some n ∈ N.2. then f (x.

Let Q = [0. otherwise. y ) = 1 0 if (x. Since the function is symmetric. note that S is dense in Q by the density of numbers of the form m/p in R (this can be proved analogously to the proof that the rationals are dense. y ) = 0 and thus x∈A y ∈ Bf (x. 1]2 and S = {( m n . for any particular x = r. this implies that the integral Q f cannot exist. ). if x is not of the form m/p. the set of discontinuities has measure 0 and y∈B f (x. but the integral Q f does not. so that f will be discontinuous on all of Q. On the other hand. y ) ∈ S . In particular. y ) = 0. p is prime and 0 < m. The complement of S is also dense (by the denisty of irrationals). we have f (x. n < p} p p f (x. the same argument can be made for the other integral. In either case. y ) = 0 everywhere. y ) = 0 except at p − 1 points. then we have f (x. 6 . using the inﬁnitude of primes instead of the inﬁnitude of natural numbers). Then.(c) (4 marks) Find an example where both the iterated integrals of (b) exist. and if it is.

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