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solución de ejercicios

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(1) Let f : [a, b] → R be a bounded function. Assume that f has a finite number of discontinuities, i.e.

assume there exists a finite subset E of [a, b] so that f is continuous at all x ∈ [a, b] \ E. Prove that

f is integrable on [a, b].

Proof. Define the set E1 = E ∪ {a, b}, and label the elements of E1 by

a = q0 < q1 < · · · < qn = b.

and define a quantity

∆q = min qj − qj−1

j∈{1,...,n}

so that ∆q gives the smallest distance between successive qj ’s. Since f is assumed to be bounded on

[a, b], there is an M > 0 so that

−M ≤ f (x) ≤ M for all x ∈ [a, b].

Let ε > 0, and define δ > 0 by

ε ∆q

δ = min , .

8M n 4

Define a partition Q = {x0 , . . . , x2n+1 } of [a, b] by x0 = a, x2n+1 = b,

x2j+1 = qj + δ if j ∈ {0, . . . , n − 1},

and

x2j = qj − δ if j ∈ {1, . . . , n}.

Since we chose δ ≤ ∆q/4 it follows that xj > xi for j > i. Note that by construction qj ∈ (x2j , x2j+1 )

if j ∈ {1, . . . , n − 1}, while q0 ∈ [x0 , x1 ) and qn ∈ (x2n , x2n+1 ]. Hence f is continuous, and therefore

integrable, on each of the intervals [x2j−1 , x2j ] for j ∈ {1, . . . , n}. Therefore we can choose a partition

Pj of [x2j−1 , x2j ] so that

ε

U (f, Pj ) − L(f, Pj ) <

2n

for each j ∈ {1, . . . , n}. Defining, P = Q ∪ ∪nj=1 Pj , we then have that

U (f, P ) − L(f, P ) = [sup f ([a, x1 ]) − inf f ([a, x1 ])](x1 − a)

+ [sup f ([x2n , b]) − inf f ([x2n , b])](b − x2n )

n−1

X

+ [sup f ([x2j , x2j+1 ]) − inf f ([x2j , x2j+1 ])](x2j+1 − x2j )

j=1

Xn

+ U (f, Pj ) − L(f, Pj )

j=1

n−1 n

X X ε

< 2M δ + 2M δ + 2M (2δ) +

j=1 j=1

2n

ε

= 4M nδ +

2

ε ε

≤ 4M n + = ε.

8M n 2

We therefore can conclude that f is integrable on [a, b].

(2) (a) Consider a function f : [a, b] → R, and assume that there is a single point at which f is nonzero,

i.e. assume that there is a point c ∈ [a, b] so that f satisfies f (x) = 0 for all x ∈ [a, b] \ {c}.

Rb

Prove that f is integrable on [a, b] and that a f (x) dx = 0.

Proof. Since f ([a, b]) = {0, f (c)} by assumption, it follows that f is bounded on [a, b]. Further-

more, since f (x) = 0 for x ∈ [a, b] \ {c}, it follows that f is continuous on [a, b] \ {c}. Therefore

by Problem (1), f is integrable on [a, b].

Rb

To prove that a f (x) dx = 0, we initially assume that f (c) ≥ 0. Let P = {x0 , . . . , xn } be a

partition of [a, b]. We claim that L(f, P ) = 0. Indeed, if c ∈ / [xj−1 , xj ] then f (x) is identically

zero on [xj−1 , xj ] so

mj (f ) := inf f ([xj−1 , xj ]) = inf {0} = 0.

On the other hand if c ∈ [xj−1 , xj ] then f ([xj−1 , xj ]) = {0, f (c)}, and since we are assuming

f (c) ≥ 0, we again have that

mj (f ) = inf f ([xj−1 , xj ]) = inf {0, f (c)} = 0.

Thus L(f, P ) = 0 as claimed. Since we have already shown that f is integrable on [a, b] we have

Z b Z b

f (x) dx = (L) f (x) dx

a a

= sup {L(f, P ) | P a partition of [a, b]}

= sup {0}

= 0.

Finally, to deal with the case that f (c) < 0, we can apply the previous argument to the

Rb Rb

function −f to conclude that a [−f (x)] dx = 0 and thus a f (x) dx = 0 as well.

(b) Let f : [a, b] → R be an integrable function. Let g : [a, b] → R be a function which agrees with

f at all points in [a, b] except for one, i.e. assume there exists a c ∈ [a, b] so that g(x) = f (x)

Rb Rb

for all x ∈ [a, b] \ {c}. Prove that g is integrable on [a, b] and that a g(x) dx = a f (x) dx.

Proof. Define h(x) = f (x) − g(x). According to our assumptions h(x) = 0 on [a, b] \ {c}.

Therefore part (a) implies that h is integrable on [a, b] and that

Z b

h(x) dx = 0.

a

Then, since g(x) = f (x) − h(x) it follows from Theorem 5.19 that g is integrable on [a, b] and

that

Z b Z b

g(x) dx = f (x) − h(x) dx

a a

Z b Z b

= f (x) dx − h(x) dx

a a

Z b

= f (x) dx.

a

2

(c) (5.1.6) Let f : [a, b] → R be an integrable function, and assume that g : [a, b] → R agrees

with f except on a finite set, i.e. assume there exists a finite set E so that g(x) = f (x) for all

Rb Rb

x ∈ [a, b] \ E. Prove that g is integrable on [a, b] and that a g(x) dx = a f (x) dx.

Proof. Assume that E = {x1 , . . . , xn }. For k ∈ {1, . . . , n − 1}, define functions gk on [a, b] by

(

f (x) if x ∈ [a, b] \ {x1 , . . . , xk }

gk (x) =

g(x) if x ∈ {xk+1 , . . . , xn },

and define g0 = f and gn = g. Then, it follows immediately from this definition that

gk (x) = gk−1 (x) for all x ∈ [a, b] \ {xk }.

We will argue by induction to prove that for all k ∈ {0, 1, . . . , n} that gk is integrable on [a, b]

and that Z b Z b

gk (x) dx = f (x) dx. (1)

a a

Since g = gn , this will prove the desired result. As our base case, we take k = 0, in which case

(1) holds trivially. For our inductive step, we assume that for some k ≥ 0 that gk is integrable

on [a, b] and that (1) holds. Then, since gk+1 agrees with gk except for at xk+1 , we can use part

(b) to conclude that gk+1 is integrable on [a, b] and that

Z b Z b Z b

gk+1 (x) dx = gk (x) dx = f (x) dx.

a a a

3

(3) (5.2.5) Prove that if f is integrable on [0, 1] and β > 0, then

Z 1/nβ

lim nα f (x) dx = 0

n→∞ 0

for all α < β.

Proof. Since f is assumed integrable on [a, b], f must be bounded, i.e. there exists an M > 0 so that

|f (x)| ≤ M for all x ∈ [a, b].

Using Theorem 5.22, and the comparison theorem (Theorem 5.21), we can conclude for n > 0 that

Z

1/nβ Z 1/nβ

α α

n f (x) dx ≤ n |f (x)| dx

0 0

Z 1/nβ

≤ nα M dx

0

= M n (1/nβ − 0)

α

= M nα−β ,

so Z

1/nβ

α

0 ≤ n f (x) dx ≤ M nα−β . (2)

0

Since we assume β > α, we know that nα−β → 0 as n → ∞, it follows from (2) and the squeeze

theorem that

Z 1/nβ

lim nα f (x) dx = 0.

n→∞ 0

4

(4) (5.2.8) Let f be continuous on a closed, nondegenerate interval[a, b], let

M = sup |f (x)|,

x∈[a,b]

(a) Prove that if p > 0, then for every ε ∈ (0, M ) there is a nondegenerate interval Iε ⊂ [a, b] such

that Z b

(M − ε)p |Iε | ≤ |f (x)|p ≤ M p (b − a) (3)

a

where |Iε | denotes the length of the interval Iε .

|f (x)| ≤ sup |f (x)| = M for all x ∈ [a, b],

x∈[a,b]

and since xp is an increasing function on [0, ∞), we can raise each term to the p power to

conclude that

|f (x)|p ≤ M p for all x ∈ [a, b].

Integrating on [a, b] and using the comparison theorem (Theorem 5.21), we conclude that

Z b Z b

|f (x)|p dx ≤ M p dx = M p (b − a). (4)

a a

Since f is assumed to be continuous, |f | is also continuous, so the extreme value theorem

let’s us conclude that there is an x0 ∈ [a, b] satisfying |f (x0 )| = supx∈[a,b] |f (x)| = M . Let ε > 0.

Again using continuity of |f |, there exists a δ > 0 so that for x ∈ [a, b] satisfying |x − x0 | < δ,

we will have that ||f (x)| − M | = ||f (x)| − |f (x0 )|| < ε. If we choose a closed nondegenerate

interval1 I = [c, d] ⊂ (x0 − δ, x0 + δ) ∩ [a, b] then

||f (x)| − M | < ε for all x ∈ I

which implies that f (x) ≥ M − ε ≥ 0 for all x ∈ I. Again using that xp in increasing on [0, ∞)

we can conclude that

|f (x)|p > (M − ε)p for all x ∈ I

Using the comparison theorem, it then follows that

Z d Z d

p

|f (x)| dx ≥ (M − ε)p dx = (M − ε)p (d − c) = (M − ε)p |I| . (5)

c c

Moreover, using Theorem 5.20 we have that

Z b Z c Z d Z b

p p p

|f (x)| dx = |f (x)| dx + |f (x)| dx + |f (x)|p dx

a a c d

Z d

≥ |f (x)|p dx.

c

Rc

Here we’ve used the comparison theorem with |f (x)|p ≥ 0 to conclude that a

|f (x)|p dx ≥ 0

Rb

and d |f (x)|p dx ≥ 0. This with (5) yields

Z b

|f (x)|p dx ≥ (M − ε)p |I| . (6)

a

Together (4) and (6) yield (3).

1 If x ∈ (a, b) we can choose I = [x − δ 0 , x + δ 0 ] where δ 0 > 0 is δ 0 = min {δ/2, b − x , x − a}. If x = a we can choose

0 0 0 0 0 0

I = [a, a + δ 0 ] where δ 0 = min {δ/2, b − a} > 0, and if x0 = b we can choose I = [b − δ 0 , b] where δ 0 = min {δ/2, b − a} > 0.

5

R 1/p

b

(b) Prove that limp→∞ a

|f (x)|p dx exists and that

!1/p

Z b

lim |f (x)|p dx = M.

p→∞ a

R 1/p

b

Proof. Let ε > 0. According to the definition of limp→∞ a |f (x)|p dx = M , we must show

that we can find a P ∈ R so that

!1/p

Z b

p

|f (x)| dx − M < ε for p > P . (7)

a

From part (a) we can find a nondegenerate interval I = Iε/2 ⊂ [a, b] so that

Z b

ε p p

M− |I| ≤ |f (x)| dx ≤ M p (b − a).

2 a

Raising each term above to the 1/p power and using that x1/p is an increasing function on

[0, +∞), we can conclude that

Z b !1/p

ε 1/p p

M− |I| ≤ |f (x)| dx ≤ M (b − a)1/p . (8)

2 a

that ε

(b − a)1/p − 1 < for p > P1

M

from which we can conclude

ε M +ε

(b − a)1/p < 1 + = for p > P1 . (9)

M M

1/p

Similarly, since |I| > 0, we know that limp→∞ |I| = 1 so consequently, there exists a

P2 ∈ R so that

1/p

ε/2

|I| − 1 < for p > P2

M − ε/2

from which we can conclude

1/p ε/2 M −ε

|I| >1− = for p > P2 . (10)

M − ε/2 M − ε/2

Defining P = max {P1 , P2 } and combining (8), (9), and (10) let’s us conclude that

Z b !1/p

p

M −ε< |f (x)| dx <M +ε for p > P ,

a

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