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**Let f, α : [a, b] → R be two monotone increasing functions. Suppose that f ∈ R (α). Show that α ∈ R (f ) and that
**

b b

f dα +

a a

αdf = f (b)α(b) − f (a)α(a).

3. Rudin, Exercise 3 on p.138. 4. Rudin, Exercise 8 on p.138. 5. Rudin, parts (a), (b), (c) of Exercise 10 on p.139. 6. Rudin, Exercise 11 on p.140. 7. Rudin, Exercise 13 on p.140.

α). f. f. c] and [c. f. f. f. f ∈ R (α) on [a. α) + U (R2 . f. f. f. f. f. b]. b] such that U (P. f. 2) such that U (Q1 . α) − inf (U (R. f. α)) = inf (U (R. f. c] and [c. α) = U (Q1 . α) − L(Q. f. α) + U (R. f. f. Then. Then. Let > 0 and let P be a partition of [a. α)) + (U (R. f. α)) = inf (U (Q. α) − L(P. f. f. α)) P P P P where we have identied P = Q ∪ R as above. α) = U (Q. f. the partition formed from all the points of P and the point c. f. α)) < P Then. and we have U (P . α) − L(P. f. we have inf U (P . that is. α) + U (R. f. α) = (U (Q. R is a partition of [c. c]. Now. α)) = P R b f dα c (which I will not prove here) from which the result follows. Let P = P ∪{c}. f. f. R2 be partitions of [a. let Q. α) < . f. f. f. α)) + inf (U (R. f. if P is such a partition. U (P . inf U (P . f.Homework 1 Solutions that 1. α) < as P is a renement of P . Hence. α)) from which it follows that U (Q. α)) < P and U (R2 . f. α)) = P Q ˆ a c f dα ˆ and inf (U (R. To compute the integral. inf (U (Q. α)) P P P let > 0 and let Q1 . α) < as both of these quantities are nonnegative. α) − L(R. Hence. f. f. (Theorem 6. α) ≤ U (P. α) < inf (U (Q. f. f. f. [c. b] and a < c < b. f. f. b]. α)) + 2 P P P so inf U (P . f. f. we note that ˆ a b f dα = inf(U (P. α)) ≤ inf (U (Q. To prove that inf (U (Q. c]. f. Lastly. α)) where P ranges over all partitions of [a. α) − L(P . b] arising from P1 and P2 (ie Pj = Qj ∪ Rj for j = 1. f. b]. Write P = Q ∪ R where Q = {x ∈ P : x ≤ c} and R = {x ∈ P : x ≥ c}. α) ≤ U (P. f. α)−L(P . α) < and U (R. α) ≤ U (P . α)) + inf (U (R. α)) where P ranges over all partitions of [a. α) − L(Q. R be as above (so P = Q ∪ R) and note U (P . b] and ˆ a b ˆ f dα = a c ˆ f dα + c b f dα Solution. α). Show f ∈ R (α) on [a. 1 . α)) ≥ inf (U (Q. b] containing c as to every P we can associate P = P ∪{c} with U (P . Q is a partition of [a. f. α) ≤ inf (U (Q. α)) P P P as > 0 was arbitrary. α) = inf (U (Q. f. α) − L(R. f. f. α) + U (R.12(c)) Let f ∈ R (α) on [a. α)) + inf (U (R. This can be replaced by inf(U (P . α)) + inf (U (R. if P = Q1 ∪ R2 . f. α) − inf (U (Q. f.

n U (P. f. ˆ a b ˆ f dα + a b αdf = inf U (P. Then. f. β1 ) − L(P. 3 as follows: set βj (x) = 0 if x < 0 and βj (x) = 1 if 1 .2. α) + L(P. Put δ = xp+1 − xp . Proof. Then. If P is a partition of [a. β2 (0) = 1. 2. Now. α. α. f.xp+1 ] inf f (x)) as β1 (xj ) − β1 (xj −1 ) is 0 if j = p + 1 and 1 if j = p + 1. α. f. f. f ) P P We see. so α ∈ R (f ). α.xj ] α(x) = α(xj ) and x∈[xj −1 . By the above. set β1 (0) = 0. 1]. there is a partition P with 0 ∈ P (eg take a renement if necessary) and U (P. f. Suppose f ∈ R (α).3) Dene functions βj for j = 1.xp+1 ] f (x) − x∈[xp . α) − L(P. Then. we see this expression is as claimed. ´1 −1 f dβ1 = f (0). Let > 0. Let f be a bounded function on [−1. we have |f (x) − f (0)| ≤ ( sup x∈[xp . β1 ) − L(P. Let f. α) + supP L(P. β1 ) < . Rm a maximizing sequence of partitions for the sup. Then. f. α. f. we can nd P such that U (P. then see sup x∈[xj −1 .xp+1 ] inf f (x)) = U (P.xj ] f (x) = f (xj ) and x∈[xj −1 . that n n U (P. 0 = xp ). α. f ) = j =1 n f (xj )(α(xj ) − α(xj −1 )) + j =1 α(xj −1 )(f (xj ) − f (xj −1 )) = j =1 f (xj )α(xj ) − f (xj −1 )α(xj −1 ) = f (b)α(b) − f (a)α(a) As we may take common renements in evaluating inf P U (P. in that case. if P is notated as above. f. α) + sup L(P. f. α) − L(P. Let P be a partition of [−1. then we may evaluate this expression by taking the limit as m → ∞ with the partitions Pm = Qm ∪ Rm ). f ) (ie if Qm is a minimizing sequence of partitions for the inf. α) < . f ) − L(P. f. 3. f ∈ R (β1 ) if and only if f (0+) = f (0) and. α : [a. α) = j =1 (f (xj ) − f (xj −1 ))(α(xj ) − α(xj −1 )) = U (P. b] → R be two increasing functions.xj ] inf α(x) = α(xj −1 ) Thus. if 0 ≤ x < δ . 1] given by −1 = x0 < x1 < · · · < xn = 1 and suppose 0 ∈ P (say U (P. f ) < . f. f. f ) Let > 0. x > 0 for all j . Suppose f ∈ R (β1 ). f ) − L(P. b] given by a = x0 < x1 < · · · < xn = b. and β3 (0) = 2 (a) Claim. (Exercise 6. Show that α ∈ R (f ) and that ˆ a b ˆ f dα + a b αdf = f (b)α(b) − f (a)α(a) Solution. As f ∈ R (α). β1 ) − L(P. β1 ) = ( sup f (x) − x∈[xp .xp+1 ] x∈[xp .xj ] inf f (x) = f (xj −1 ) and similarly sup x∈[xj −1 . β1 ) < 2 . for this P we also have U (P. α.

f.xp ] x∈[xp−1 . Then. β3 ) − L(P. f. β3 ) − L(P. 0 = xp ). δ Then. Put δ = min(xp − xp−1 . f.xp ] inf f (x)) as β1 (xj ) − β1 (xj −1 ) is 0 if j = p and 1 if j = p. f. Then.xp ] inf f (x)) = U (P. Then. f ∈ R (β3 ) if and only if f is continuous at 0. β2 )−L(P. xp+1 − xp ). 0.xp ] (c) Claim. f. Let > 0 and let δ ∈ (0.xp+1 ] f (x)) = f (0+) = f (0) (b) Claim.xp+1 ] inf f (x)) ≤ 2 so f ∈ R (β1 ). β3 ) = as β1 (xj ) − β1 (xj −1 ) is 0 if j = p.xp+1 ] x∈[xp . β2 ) − L(P. β2 ) < so f (0−) = f (0).xp+1 ] x∈[xp−1 . Let > 0. Let P be a partition of [−1. U (P. f. f. β1 ) = inf ( P P sup x∈[xp . f. we have |f (x)−f (0)| ≤ ( sup f (x)− x∈[xp−1 . β2 ) − L(P. Then. f. f. Put δ = xp − xp−1 . β1 )−L(P. suppose f (0+) = f (0). f. if −δ < x ≤ 0. we have U (P. we have Then.xp+1 ] inf f (x)) = 2(U (P. Let > 0 and let δ ∈ (0. δ .xp ] inf f (x))+( sup f (x)− x∈[xp . 1] given by −1 = x0 < x1 < · · · < xn = 1 and suppose 0 ∈ P (say 0 = xp ).xp+1 ] 1 2 U (P. if |x| < δ . Then. − 2 . f. in that case. β3 )) < 2 3 . for P given by −1.xp+1 ] inf f (x)) = ( sup f (x)−f (0)+f (0)− x∈[xp . β2 ) = ( sup f (x)− x∈[xp−1 . Now.xp ] inf f (x)) = ( sup f (x)−f (0)+f (0)− x∈[xp−1 . f.xp ] x∈[xp−1 . Let > 0. 1. 2 U (P. β2 ) < . p + 1. f.xp ] x∈[xp .xp ] f (x) − x∈[xp−1 . β1 ) = ( sup f (x)− x∈[xp .xp ] x∈[xp−1 . f. ´1 −1 f dβ2 = f (0). Then. In this case we see inf U (P. β2 ) = ( sup x∈[xp−1 . 1. we have |f (x) − f (0)| ≤ ( sup f (x) − x∈[xp−1 . for P given by −1. 0. 1) be such that 0 ≤ x < δ =⇒ |f (x) − f (0)| < . there is a partition P with 0 ∈ P (eg take a renement if necessary) and U (P.xp ] inf f (x)) ≤ 2 so f ∈ R (β2 ). p + 1 and if j = p.xp+1 ] x∈[xp . f. f. f ∈ R (β2 ) if and only if f (0−) = f (0) and. Suppose f ∈ R (β2 ). 1) be such that −δ < x ≤ 0 =⇒ |f (x) − f (0)| < . Let P be a partition of [−1. Suppose f ∈ R (β3 ). Now. β2 ) − L(P.xp ] 2 x∈[xp . f.xp ] x∈[xp−1 .so f (0+) = f (0). there is a partition P with 0 ∈ P (eg take a renement if necessary) and U (P. Proof. β2 ) = inf ( P P sup f (x)) = f (0−) = f (0) x∈[xp−1 . 1] given by −1 = x0 < x1 < · · · < xn = 1 and suppose 0 ∈ P (say 1 1 ( sup f (x) − inf f (x)) + ( sup f ( x) − inf f (x)) 2 x∈[xp−1 . In this case we see inf U (P. suppose f (0−) = f (0). β3 ) < . β3 )−L(P.xp+1 ] x∈[xp .

xp+1 ] 2 2 x∈[xp−1 . f. 1∞ f (x)dx converges if and only if 1A f (x)dx is bounded above uniformly in A. ´ We note by denition that 1∞ f (x)dx converges if and only if limA→∞ 1A f (x)dx converges. In this case we see 1 1 inf U (P. x) = k=1 f (xk )(xk − xk−1 ) = k=2 f (k ) > M Thus. m. Chose m ∈ Z such that n=2 f (n) > M . f is decreasing in u until the critical point f (u0 ) = 0 and then increasing for −1 u ≥ u0 . Let p. . x) for any partition P of [1. f. ∞). 1) be such that |x| < δ =⇒ |f (x) − f (0)| < . Suppose ∞ n=1 m m m ∞ U (P. ∞ n=1 4. 1 Then. β3 ) = inf ( ( sup f (x)) + ( sup f (x)) = f (0) P P 2 x∈[xp−1 . suppose limx→0 f (x) = f (0). we have U (P.8) Claim. . ∞) is monotonically decreasing. 1 f (x)dx ≤ ´ m+1 f (x)dx ≤ U (P. ´A ´ ´ Now. If u ≥ 0.xp ] x∈[xp . f. 0. ∞) → [0. Then. p q Fix v ≥ 0 and consider the function f (u) = up + vq − uv dened on [0. m. Now.xp ] 2 x∈[xp . Proof. f. β3 )−L(P. Let A > 1 and suppose m ≤ A < m +1 where m ∈ Z. This is up = v . m Now. β3 ) = 1 1 1 1 ( sup f (x)− inf f (x))+ ( sup f (x)− inf f (x)) ≤ 2 + 2 = 2 2 x∈[xp−1 . we see p > 1. Thus. . ´A f (n) converges. so to show the result we evaluate f at u0 where f (u0 ) = 0. then uv ≤ + vq q . as f is decreasing. 1 p 5. ´∞ 1 f (x)dx converges if and only if ´ f (n) converges.xp+1 ] so f ∈ R (β3 ).so limx→0 f (x) = f (0). Suppose f : [1. For u = 0. 1. we have f (u) = up−1 − v . − 2 . . so ´∞ 1 f (x)dx converges. Let P be the partition of [1. x) = k=1 f (xk−1 )(xk − xk−1 ) = k=1 f ( x k −1 ) = k=1 f (k ) ≤ k=1 f (k ) Thus. (Exercise 6. f. Let M ∈ R. ∞ k=1 f (k ) is an upper bound for ´A 1 f (x)dx independent of A. . namely u0 = v p−1 . so this is increasing in u.10 a-c) (a) Claim. as f is decreasing. 1 f (x)dx is an increasing function of A as f ≥ 0. (Exercise 6.xp ] 2 x∈[xp . ˆ 1 m+1 m m f (x)dx ≥ L(P. which has a unique 0 1 solution for u0 ≥ 0. for P given by −1. Moveover equality occurs if and only if up = v q . we see vq 1 this is q ≥ 0. Consider P given by xk = k + 1 for k = 0. We have f (u0 ) = 1 up vq v p−1 vq 0 + − u0 v = + − v p−1 v p q p q p 4 . Dierentiating with respect to u. .xp+1 ] (d) This was proven above. Proof. m + 1] given by xk = k + 1 for k = 0. 2 . δ δ Then. q > 0 be such that up p + 1 q = 1. . m + 1]. Let > 0 and let δ ∈ (0. Then. From p +1 q = 1. as M was arbitrary. . v ≥ 0. Thus. suppose ∞ n=1 f (n) diverges. f. ´A 1 f (x)dx is not bounded above independent of A and so does not converge.

for any xed P we must have L(P. we see ( inf |f (x)|)p = inf [xj −1 . b] this becomes ˆ b ˆ b f gdα ≤ a a fp gq 1 1 + dα = + = 1 p q p q as desired. G ≥ 0.Solving 1 p + 1 q = 1 for q gives q = p p−1 . so supP L(P. say 0 ≤ Now. g is bounded. α) = 0 (as |f |p ≥ 0). First. Integrating over q For x ∈ [a. | a f gdα| ≤ | a |f |M dα. We show | a ´b ´b ´b |g | ≤ M . Moreover. suppose f p = 0. (c) Suppose f. so by (b) we have a F Gdα ≤ 1. g ≥ 0. xj ] given by P . b] given by x0 < · · · < xn . Proof. Consider F = | f p and G = g q . f has a unique minimum (as f is strictly increasing) at u = v p−1 . we either have inf [xj −1 . Now. f gdα ≤ 1 f (x)p p ) + g (x q . which is the same as up = v q . f. Proof. b]. so by (a) we see f (x)g (x) ≤ [a. Then. g q > 1 f p ˆ g | q a b f gdα| ≤ ˆ 1 f p ˆ g q a b b F Gdα We see ´b p |f | dα |f |p a =1 F dα = p dα = ´ b f p a a |f |p dα a ´b q ´b and likewise a G dα = 1. α) = 0. ˆ b ˆ f gdα| ≤ ( a b |f | dα) p 1/p ˆ ( a b |g |q dα)1/q ´b = ( a |g |q dα)1/q . and ´b a ´b a f p dα = 1 = ´b a g q dα. we have 0 ≤ f (x). if f p = 0. With the above.xj ] (|f (x)|p ) = 0 or α(xj ) − α(xj −1 ) = 0 If P is a partition of [a. so it suces to show a |f |dα = 0. F. so |g | is bounded. g ∈ R (α) are complex functions. |f |p . We have | a Claim. ´ q p . Claim. and at this point it attains the value 0. then ´b p f p = a |f |p dα = 0.xj ] 5 . this gives ˆ b b p 1 f p ˆ g | q a b f gdα| ≤ 1 so | ´b a f gdα| ≤ f p g q as claimed. ´ b f gdα| = 0. so 1+p−1 vq vq + − v p−1 = v q − v q = 0 p q 1 f (u0 ) = Thus. g (x). suppose f ˆ |f g |dα = a b We use the notation f p = ( a |f |p dα)1/p and g f| |g | 0. g ∈ R (α). (b) Suppose f. Indeed. Hence. so this shows that for every [xj −1 . |f |p . Then.xj ] (|f (x)|p ) [xj −1 .

let u f −h ´b 1 = ( a |u|2 dα) 2 . ˆ a b |f |dα = sup L(P. so du = 2tdt and x+1 (x+1)2 sin(u) du 2u 2 ˆ 1 Integrating by parts. 2 + G 2 . h ∈ R (α). α)P = 0 p Likewise. Thus. By the above. α) = 0 for all P . (b) Claim. 1 1 |f (x)| < + + 2x 2(x + 1) ˆ (x+1)2 du 4u 3 2 = x2 1 1 −1 (x+1)2 1 1 1 1 1 + +( 1 )|u=x2 = + + − = 2x 2(x + 1) 2 x 2( x + 1) 2 x 2( x + 1) x 2 2u 1 4u 2 3 Note the inequality is strict here as both cos(u) 1 3 and 4u 2 are not the same (see exercise 6. Suppose f. on [xj −1 .13) (a) Claim. so the claim holds. we have Proof. ˆ Put r(x) = 2xf (x) − cos(x2 ) + cos((x + 1)2 ). (Exercise 6. 2 2 6. we have 2 F +G 2 2 ´b a |F ||G|dα ≤ 2 F 2 2 2 2 G 2 . from exercise 6.10. Show 2 ≤ f −g + g−h 2 Let F = f − h and G = g − h. g. xj ] we have inf [xj −1 . (Exercise 6. Dene f (x) = 1 x ´ x+1 x sin(t2 )dt for x > 0 ˆ ˆ sin(t )dt = x x2 2 Let u = t2 . |f |. so we have + G 2 2 ≤ F +2 F 2 G =( F 2 + G 2 )2 as claimed.Hence.xj ] |f (x)| = 0 or α(xj ) − α(xj −1 ) = 0 so we have L(P.11) For u ∈ R (α). ˆ (x+1)2 r ( x) = −2x cos((x + 1)2 ) + cos((x + 1)2 ) − 2x 2(x + 1) cos(u) x2 du 4u 2 3 = cos((x + 1)2 ) − 2x (x + 1) (x+1)2 cos(u) x2 du 4u 2 3 6 . so we wish to show F + G 2 ≤ F 2 to show F + G 2 2 ≤ ( F 2 + G 2 ) .2). For this. then | ´b a f gdα| = 0. this is − cos(u) 2u 1 2 |u=x2 − (x+1)2 ˆ (x+1)2 cos(u) x2 du 4u 3 2 = cos(x2 ) cos((x + 1)2 ) − − 2x 2(x + 1) (x+1)2 cos(u) x2 du 4u 2 3 Hence. x + 1] and these functions c x where |r(x)| < for some constant c. it suces ˆ a b ˆ |F + G| dα ≤ a 2 b ˆ |F | + 2|F ||G| + |G| dα = F 2 2 2 2 b +2 a |F ||G|dα + G 2 2 Now. if g q = 0. |f (x)| < Proof. |f |. 2xf (x) = cos(x2 ) − cos((x + 1)2 ) + r (x) Proof. are continuous on [x. From the left hand side. 7.

and so |r(x)| ≤ 1 + 2x x+1 ˆ (x+1)2 du 4u 3 2 = x2 1 1 1 1 x+1−x 2 + 2 x( − )= + x( )= x+1 2x 2(x + 1) x+1 x(x + 1) x+1 so c = 2 works. so this converges. ´∞ 1 A It suces to show ˆ sin(t2 )dt converges. 7 . We know that this has lower limit ≥ −1. | cos(2 2πn) + 1| < . (c) Claim. Thus. we have | cos(x) + 1| < √ by periodicity. Proof. Proof. if |x − (2m √ + 1)π | < δ . As above. √ ´∞ 0 sin(t2 )dt converges. Then. we see√ there is an x ≥ M with x = 2 2πn for some n ≥ N and |x − (2m + √1)π | < δ for some m ∈ Z. so it suces to show the upper limit of cos(x ) − cos((x + 1) lower limit √ ) is 2 and the 2 2 of cos(x ) − cos((x + 1) ) is −2. Hence. from which it follows that the lower limit of cos(2 2πn + 1) is −1. cos(A2 ) 2A → 0 as A → ∞. From (b). (d) Claim. We have √ √ 2 cos(x2 n ) − cos((xn + 1) ) = cos(2πn) − cos(2πn + 2 2πn + 1) = 1 − cos(2 2πn + 1) where we have used cos(A + B ) = cos(A) cos(B ) − sin(A) sin(B ). Then. The proof that √ the lower limit of xf (x) = −1 is similar with π (2n + 1) in place of 2πn. Let > 0. we need only show cos(2 2πn + 1) has lower limit −1. Let δ > 0 be such that |x − π | < δ =⇒ | cos(x) + 1| < . we have cos(1) cos(A2 ) − − 2 2A ˆ 1 A2 sin(t2 )dt = 1 cos(u) u2 3 du and ´ A2 1 cos(u) 3 u2 du is absolutely convergent. The upper and lower limits of xf (x) are 1 and −1 respectively. Consider the sequence formed by taking xn = 2πn for n ∈ Z+ . 1 We know x|f (x)| < 1 by (a). we have xf (x) = 2 (cos(x2 ) − cos((x + 1)2 ) + r(x)) where 2 2 r(x) → 0 as x → ∞. as 2 2πn → ∞as n → ∞. Let M > 0 and nd N > M such that 2 √2π (n + 1) − 2 2πn < δ for n ≥ N .

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