Real Analysis HW 4

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Real Analysis HW 4

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Homework 9

Summer 2014

Due July 23th, 2014

Name:

Short Answers: (Grading: I will pick one exercise and grade it out of 10 points)

1. True or False. If false, give a counterexample. If true justify why.

(a) If f is monotone on [a, b] then f is integrable on [a, b]. (True)

Suppose f is increasing. Since f is defined at the end points, it is bounded and

there is k such that f (b) f (a) < k. Given > 0, pick a partition of [a, b] such

that (P ) < = /k. Then because f is increasing

n1

X

U (P, f ) L(P, f ) =

[f (xi+1 ) f (xi )](xi+1 xi ) < (f (b) f (a)) <

i=0

The function f : [1, 1] R, f (x) = 1 for x 0 and f (x) = 1 for x < 0 is not

continuous, but it is integrable.

(c) Let f is bounded on [a, b]. If P and Q are partitions of [a, b], then

L(P, f ) U (P, f ). (True)

Given a partition P = {x0 , x1 , , xn } of [a, b], the lower sums, L(P, f )

approximate the integral using the inf of the function on each interval [xi , xi+1 ]

and the upper sums U (P, f ) approximate the integral using the inf of the

function on each interval [xi , xi+1 ]. Therefore, L(P, f ) U (P, f ).

(d) If f is integrable on [a, b], then given any > 0 there exists a partition P of [a, b]

such that L(P, f ) > U (P, f ) . (True)

Since f is integrable, for every > 0 there is a partition P of [a, b] such that

U (P, f ) L(P, f ) < . Therefore,

U (P, f ) < L(P, f )

2. Use the Fundamental Theorem of Integral Calculus to compute the following:

Let us state the Fundamental

Theorem of Integral Calculus first: If F = f 0 and f 0 is

Rb

integrable on [a, b] then a F dx = f (b) f (a).

R3

(a) 0 (x2 x)dx.

2

3

Here F = x2 x and f = x3 x2 therefore

Z 3

9

(x2 x)dx = f (3) f (0) = (9 9/2) 0 = .

2

0

R4

(b) 2 (1 x3 x2 )dx

4

3

Here F = (1 x3 x2 ) and f = x x4 x3 therefore

Z 4

(1 x3 x2 )dx = f (4) f (2) = 78

2

MATH 4603

(c)

Homework 9

Summer 2014

R /2

x sin(x2 )dx

2)

Here F = x sin(x2 ) and f = cos(x

therefore

2

0

/2

cos( 2 /4) 1

+

2

2

3. Let f be a bounded function defined on the interval [a, b]. Mark each statement as

true or false, and justify your answer.

(a) The upper and lower sums of f always form a bounded set. (True)

Since f is bounded, there exists M R such that |f | < M . Therefore, given any

partition P of [a, b] we have that

M (b a) L(P, f ) U (P, f ) M (b a)

(b) If P and Q are partitions of [a, b], then P Q is a refinement of both P and Q.

(True)

Since P P Q and Q P Q, then P Q is a refinement of both P and Q.

Rb

(c) When a f dx exists, it is a unique number that lies between L(P, f ) and U (P, f )

for all partitions P of [a, b].(True)

If f is integrable, by definition we have that

Z

f dx =

f dx =

a

where

f dx

a

a

a

L(P, f ) A < B U (P, f )

for any given partition P , then

Rb

a

f dx 6=

Rb

a

f dx.

(d) f is Riemann integrable iff its upper and lower sums are equal.(False)

f is Riemann integrable iff its upper and lower integrals are equal, i.e.

Z

f dx =

a

f dx =

a

f dx

a

MATH 4603

Homework 9

Summer 2014

Proof: Provide a complete proof for the following exercises (Grading: I will pick two

exercises and grade them out of 10 points).

1. Use Theorem 5.2 to prove that the function f (x) = x3 is integrable on [0, 1].

Proof. Let > 0, define = /3, and pick a partition P = {x0 , x1 , , xn } such

that

max{(xi+1 xi ) : 0 i n 1} <

Then

n1

X

U (P, f ) L(P, f ) =

(x3i+1 x3i )(xi+1 xi )

i=0

n1

X

i=0

n1

X

(xi+1 xi )

< 3

i=0

< 3(1 0) = .

Therefore, f is integrable.

2. A set A [0, 1] is dense in [0, 1] iff every open interval that intersects [0, 1] contains a

point of A. Suppose f : [0,R1] R is integrable and f (x) = 0 for all x A with A

1

dense in [0, 1]. Show that 0 f dx = 0.

Proof. Suppose that

Z

Rb

a

b

f dx =

a

0 < A/2 < L(P, f ) A

Pn1

Moreover, we have that 0 < L(P, f ) S(P, f ), where S(P, f ) = i=0

f (ti )(xi+1 xi )

is the Riemann sum of f associated with the partition P , and ti is any number on the

interval [xi , xi+1 ]. In particular, since A is dense we can pick ti A [xi , xi+1 ]. In

this case, f (ti ) = 0 for every 0 i n 1, and we reach a contradiction:

0 < L(P, f ) S(P, f ) = 0.

Therefore,

Rb

a

f dx = A = 0.

MATH 4603

Homework 9

Summer 2014

bounded. Prove that g is Riemann integrable on [a, b].

Proof. Since f is bounded, then we do not have a vertical asymptote at x0 . We can

therefore consider g1 : [a, x0 ] R, where g1 (x) = g(x) for x 6= x0 and

g1 (x0 ) = limxx0 g(x). Now, this function is continuous on [a, x0 ] and it is therefore

Riemann integrable. A similar reasoning shows that g2 : [x0 , b] R, where

g2 (x) = g(x) for x 6= x0 and g2 (x0 ) = limxx0 g(x), is Riemann integrable.

To show that f is integrable, let P1 , P2 be any partitions of [a, x0 ] and [x0 , b]. Let

> 0 and consider P = (P1 P2 {x0 /2, x0 + /2}) \ {x0 } a partition of [a, b].

Define Q1 = P [a, x0 ] and Q2 = P [x0 + , b] and notice that we can write

L(P, f ) = L(Q1 , g1 ) + L(Q2 , g2 ) + mx0 (f ),

U (Q, f ) = U (Q1 , g1 ) + U (Q2 , g2 ) + Mx0 (f ),

where mx0 (f ) = inf{f (x) : x0 /2 x x0 + } and

Mx0 (f ) = sup{f (x) : x0 /2 x x0 + }. Since can be chosen as small as we

want then

Z x0

Z b

Z b

f dx =

g1 dx +

g2 dx

a

x0

x0

Z

f dx =

g1 dx +

a

g2 dx

x0

4. Suppose f is integrable on [a, b] and there exists k > 0 such that f (x) k for all

x [a, b]. Prove that 1/f is integrable.

Proof. Let > 0 and notice that

can find a partition P , such that

1

f (x)

1

k

n1

X

U (P, f ) L(P, f ) =

(Mi (f ) mi (f ))(xi+1 xi ) < 2 .

k

i=0

1

. With the above partition we have

f (x)

1

1

1

1

.

Mi (f )

f (x)

mi (f )

k

MATH 4603

Homework 9

Summer 2014

Moreover,

n1

X

1

1

U (P, g) L(P, g) =

(xi+1 xi )

m

(f

)

M

(f

)

i

i

i=0

n1

X

Mi (f ) mi (f )

=

(xi+1 xi )

M

(f

)m

(f

)

i

i

i=0

n1

X

Mi (f ) mi (f )

<

(xi+1 xi )

2

k

i=0

< k 2 (U (P, f ) L(P, f )) < .

Therefore, g =

1

is Riemann integrable.

f

5. Suppose f is integrable on [b, b] and f is even. Show using Theorem 5.5 that

Rb

Rb

f dx = 2 0 f dx.

b

Proof. We will need to refer to the function g : [0, b] R, g(x) = f (x). We first

show that this function is integrable: Since f is integrable, given > 0 there is a

partition P of [b, b] such that U (P, f ) L(P, f ) < 2. Let

Q = {xi , xi : xi P } {0} be a refinement of P , and notice that

U (Q, f ) L(Q, f ) < 2. Furthermore, because f is even, if we denote by

= Q [0, b],

Q

g) 2L(Q,

g) < 2.

U (Q, f ) L(Q, f ) = 2U (Q,

g) L(Q,

g) < .

= U (Q,

Therefore, g is Riemann integrable.

Let > 0. Since g is Riemann integrable there is a partition P of [0, b] such that for

any refinement Q of P , regardless of how it is marked,

Z b

gdx| < /2.

|S(Q, g)

0

that for any refinement Q0 of P 0 , regardless of how it is marked,

|S(Q0 , f ) A| < /2.

Let P = P 0 P {0} and consider Q0 = {xi , xi : xi P } = {y0 , y1 , , yn }. Then

Q0 is a refinement of P 0 and Q = Q0 [0, b] is a refinement of P . Moreover,

0

S(Q , f ) =

n1

X

i=0

MATH 4603

Homework 9

so that

Z

Z

gdx| = |2S(Q, g) 2

|S(Q , f ) 2

Rb

b

f dx = 2

Rb

0

gdx = 2

gdx| <

0

Therefore,

Summer 2014

Rb

0

f dx.

6. Prove that f is integrable on [a, b] iff there exists a number A such that for every

> 0 there is a > 0 such that |S(Q, f ) A| < for every Riemann sum S(Q, f )

associated with a partition Q with mesh, (Q) < .

Proof. See Theorem 5.6

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