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The idea here is to start with a guarantee that something similar to (ah -1) /h does in fact converge, and leverage that to show the desired result. We begin by observing that

∫

0

x

a ds

s

≅

h ∑ a kh where h = x/n.

k =0

n −1

(3)

**This is nothing but the definition of the Riemann integral. We have h ∑ a kh = h (a nh – 1)/(a h – 1) = h/(ah – 1) * (ax – 1).
**

k =0 n −1

This equality comes from summing the geometric series in (3). Let c(x) = lim (ah – 1)/h h = x/n. h→ 0 Put (3) and (4) together and we have

x

(4)

∫

0

as ds = (ax -1)/c(x)

(5)

So c(x) must converge for every x (ecept possibly x = 0 and we’ll deal with that in a bit).. Aha, we have convergence. That is what we were after! So what are we missing now? Well, c(x) depends on x, and we need it to be a constant. We’re going to show that now, but notice what Lax has done here – he turned the problem on its head – set himself up to have convergence from the start, and then worked with the easier problem of showing c(x) is constant. [Very Lax-like]. Let p be any integer. Then c(x/p) = lim (a x/np – 1)/(x/np) = lim (a h/p – 1)/(h/p) = c(x). n→ ∞ h → 0 This implies that c(px/p) = c(px) But also c(px/p) = c(x) so we have c(px) = c(x). If q is any integer then c(px/q) = c(px) = c(x). (6)

We conclude that c(rx) = c(x) for all rational r. Now c(x) is defined for all real x, so if we can show it is continuous then (6) will imply that c(x) must be a constant C.

The continuity for x ≠ 0 follows immediately from (5). (Why?) Thus we now have that c(xk) = C for for every real value xk ≠ 0. Define c(0).= C. Then for every sequence {xk} going to zero, c(xk)= C, and so converges to c(0). We are done!. D. Now let’s define e - it’s the value of a in (3) which yields C = 1. Yeah? Are we guaranteed there is such an a? Yes. We will defer the proof of this until we have discussed the log functions, but it is written out below for your reading pleasure (and so I won’t lose it)... Proof. For each a we know there is a constant Ca such that d/dx(ax) = Ca ax., and in particular d/dx(2x) = C2 2x. Define log2(x) to be the inverse function of 2x. This inverse exists on the entire real line because 2x is monotonic (strictly increasing) there; and since 2x is both continuous and differentiable, so is log2(x). Since 2x is strictly increasing, so is log2(x). Now let a > 1 be any constant. We have ax = 2 xlog2 a and thus d/dx(ax) = log2(a)C2 2 xlog2 a = log2(a)C2 ax.= Ca ax. This means that Ca = log2(a)C2 -- and of course C2 is a constant. Since log2(a) is a continuous increasing function of a , so is Ca . Now if a = 1 we know Ca is 0, and we know Ca is monotonic increasing throughout the real axis, and so throughout (1, ∞ ). So if Ca is also unbounded on that interval, there has to be a value of a where it is equal to 1. (the Intermediate Value Theorem). There are no doubt many proofs that the logarithmic functions are unbounded as x goes to ∞ . We provide one in section IX F.

The Peter Lax Proof

The Peter Lax Proof

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