Mathematics 3 Honours Analysis 2022/23

Workshop 10 – The space L2 – Solutions (full)

Definition. Define L2 = L2 ([a, b]) as the set of measurable functions f : [a, b] → C so that
the function x 7→ |f (x)|2 is Lebesgue integrable, i.e.
Z b
∥f ∥22 := |f (x)|2 dx < ∞.
a

The quantity ∥f ∥2 is called the L2 -norm of f .

Note: You do not need to prove measurability in this workshop, since that is non-
examinable material (but if you are interested in continuing to study analysis, you are
strongly recommended not to ignore measurability!).

1. Show that L2 forms a vector space: if f, g ∈ L2 and λ ∈ C, then f + λg ∈ L2 .

Hint: Theorem 4.15 from the notes is useful to show integrability. Also, |z|2 = zz for
z ∈ C (recall if z = a + ib, then z = a − ib is its complex conjugate) and the inequality
xy ≤ 12 (x2 + y 2 ) for x, y ≥ 0.
Solution. The function f + λg is measurable, because f and g are measurable (in
the real-valued case consider level sets; in the complex-valued case decompose into real
and imaginary parts).

|f (x) + λg(x)|2 = |f (x)|2 + f (x)λg(x) + f (x)λg(x) + |g(x)|2

The functions |f |2 , |g|2 are integrable by assumption. The functions f (x)λg(x) and
f (x)λg(x)f (x) are integrable by Theorem 4.15, because they are measurable (see Ex-
ercise 4.20 in the notes) and using ab ≤ 12 (a2 + b2 ), their absolute values are bounded
by
|λ|
(|f (x)|2 + |g(x)|2 ),
2
which is an integrable function, because f, g ∈ L2 .

2. Let f : [0, 1] → C and a ∈ R. For each of the following, decide if f is necessarily in L2

(prove or disprove, the answer may depend on a):

(a) f (x) = e2πiax

(b) f (x) = xa χ(0,1] (x)
(c) f continuous
(d) f step function
(e) f Lebesgue integrable

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 Solution. (a) In L2 for all a ∈ R: f is measurable because it is continuous, and in L2
because |f |2 = 1.
(b) In L2 if and only if a > −1/2: f is measurable because it is continuous (up to
potentially at zero). For x ∈ (0, 1], |f (x)|2 = x2a , which is integrable if and only if
2a > −1 by a previous worksheet.
(c) In L2 because f is measurable (by continuity) and |f |2 is integrable (again by
continuity).
(d) In L2 because step functions are measurable and |f |2 is also a step function and
therefore integrable.
(d) Not necessarily in L2 , consider the example in (b) for a = −1/2.
Rb
Definition. If f, g ∈ L2 ([a, b]), then their inner product is defined by ⟨f, g⟩ := a
f (x)g(x)dx.
The notation should remind you of the inner product for vectors in Rn and indeed, the
inner product plays a similar role in L2 .
3. Let us prove one of the most important inequalities in analysis: the Cauchy–Schwarz
inequality: for f, g ∈ L2 we have |⟨f, g⟩| ≤ ∥f ∥2 ∥g∥2 .
Rb
(a) Show that the integral a f (x)g(x)dx exists, i.e. that x 7→ f (x)g(x) is integrable
on [a, b].
Hint: Use Theorem 4.15 from the notes (and again, you can but should not ignore
the measurability assumption in that theorem).
Rb λ
Rb 1
Rb
(b) Let λ > 0. Show that a
|f (x)g(x)|dx ≤ 2 a
|f (x)|2 dx + 2λ a
|g(x)|2 dx.
(c) By using calculus or otherwise, find the value of λ that minimizes the right hand
side of the previous inequality (holding f, g fixed) and finish the proof.
(d) By examining the proof, determine when equality holds in the Cauchy–Schwarz
inequality.
Solution. (a) Since f, g are measurable, so is x 7→ f (x)g(x) (see proof of Exercise
4.20 in the notes for the real-valued case; for the complex-valued case decompose into
real and imaginary part). By Theorem 4.15 it now suffices to note that |f (x)g(x)| ≤
1
2
|f (x)|2 + 21 |g(x)|2 and that 12 |f (x)|2 + 21 |g(x)|2 is integrable, because |f |2 , |g|2 are
integrable.
(b) Again using xy ≤ 21 (x2 + y 2 ), we have
Z b Z b
λ b
Z Z b
1/2 −1/2 2 1
|f (x)g(x)|dx = |λ f (x)||λ g(x)|dx ≤ |f (x)| dx + |g(x)|2 dx.
a a 2 a 2λ a

(c) Set G(λ) = λ2 A+ 2λ1

B where we set A = ∥f ∥22 and B = ∥g∥22 . Then G is differentiable
√
and G′ (λ) = A2 − 2λB2 . Setting G′ (λ) = 0 yields λ = BA−1 . Plugging this value in for
λ, the right hand side becomes
√
BA−1 √ 1 B 1/2 A1/2
2
A + 2 BA−1
B =2· 2
= ∥f ∥2 ∥g∥2 .

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 (d) The only equality we used was |f (x)g(x)| ≤ λ2 |f (x)|2 + 2λ 1
|g(x)|2 , where equality
holds if and only if λ|f (x)| = λ−1 |g(x)|. For equality to be preserved after integrating
over x ∈ [a, b] it is necessary that this holds for almost every x ∈ [a, b]. Thus, equality
holds in the Cauchy–Schwarz inequality if and only if f (x) = c · g(x) for almost every
x and some constant c.
Rb
4. For integrable f : [a, b] → C we write ∥f ∥1 = a |f |. Show that there exists a constant
C ∈ (0, ∞) such that ∥f ∥1 ≤ C∥f ∥2 for every f ∈ L2 . Does the converse hold? That
is, does there exist C ∈ (0, ∞) such that ∥f ∥2 ≤ C∥f ∥1 for every f ∈ L2 ? (Prove or
disprove.)
Solution. By the Cauchy–Schwarz inequality,
 Z b 1/2
∥f ∥1 = ⟨1, |f |⟩ ≤ 1 ∥f ∥2 = (b − a)1/2 ∥f ∥2 .
a

To see that the converse fails, say that [a, b] = [0, 1] (with no loss of generality). Let
ε ∈ (0, 1) and set f = χ[0,ε] . Then ∥f ∥1 = ε, whereas ∥f ∥2 = ε1/2 . Thus, if there would
exist a constant C ∈ (0, ∞) so that for all f ∈ L2 , ∥f ∥2 ≤ C∥f ∥1 , then we would have
ε1/2 ≤ Cε, i.e. ε ≥ C −2 which is a contradiction since we may choose ε < C −2 .
Definition. Let f, f1 , f2 , . . . be functions in L2 ([a, b]). We say that the sequence (fn )n con-
verges to f in L2 if the sequence
Z b 1/2
∥fn − f ∥2 = |fn (x) − f (x)|2 dx
a

converges to zero as n → ∞. We also write fn → f in L2 .

5. Show that if fn → f uniformly on [a, b], then fn → f in L2 .
Solution. By assumption we have supx∈[a,b] |fn (x) − f (x)| → 0 as n → ∞. Thus,
Z b
|fn (x) − f (x)|2 dx ≤ (b − a) sup |fn (x) − f (x)|2 → 0.
a x∈[a,b]

6. Suppose fn (x) → f (x) for every x ∈ [0, 1] for f, f1 , f2 , · · · ∈ L2 ([0, 1]).

(a) Show that not necessarily fn → f in L2 . Hint: Consider a growing multiple of a
characteristic function of a shrinking interval.
(b) Assume in addition that |fn (x)| ≤ 1 for all x ∈ [0, 1] and n = 1, 2, . . . . Show that
then fn → f in L2 .
√
Solution. (a) Let fn (x) = nχ(0,1/n) and f (x) = 0. Then fn (x) → f (x) for x ∈ [0, 1],
R1 R1
but 0 |fn − f |2 = 0 nχ(0,1/n) dx = 1.
(b) Estimate |fn (x) − f (x)|2 ≤ 2(|fn (x)|2 + |f (x)|2 ) ≤ 2 where we have used the
assumption. Constant function are integrable on [0, 1] and we have |fn (x) − f (x)|2 → 0
for almost every x ∈ [0, 1], so by the dominated convergence theorem it follows that
Z 1
|fn (x) − f (x)|2 dx → 0.
0

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7. Construct a sequence (fn )n of L2 functions on [0, 1] so that fn → 0 in L2 , but the
sequence (fn (x))n does not converge for any x ∈ [0, 1].
Hint: The L2 norm of the characteristic function of an interval only depends on the
length of the interval, not its location.
Solution. We’ll first prove the claim for the interval [1/2, 1] instead of [0, 1]. For
n = 1, 2, . . . set fn = χIn , where In = [n2−k , (n + 1)2−k ] and for each n, k is the unique
integer so that 2k−1 ≤ n < 2k (in particular, In ⊂ [ 21 , 1]). Then ∥fn ∥2 = 2−k/2 → 0 as
n → ∞. Fix x ∈ [1/2, 1]. We claim that for every N ≥ 1 there exist n1 , n2 ≥ N so
that so that x ∈ In1 and x ̸∈ In2 , so |fn1 (x) − fn2 (x)| = 1. This implies that (fn (x))n
is not a Cauchy sequence, so it does not converge as n → ∞.
To show the claim let N ≥ 1. Choose k ≥ 2 such that 2k−1 ≥ N . Then the intervals
I2k−1 = [1/2, 1/2 + 2−k ], I2k−1 +1 , . . . , I2k −1 = [1 − 2−k , 1] are pairwise disjoint (possibly
up to endpoints) and their union equals [1/2, 1]. Thus there must exist 2k−1 ≤ n1 < 2k
so that x ∈ In1 . Also, there are at most two such n1 so since k ≥ 2 there must exist
2k−1 ≤ n2 < 2k so that x ̸∈ In2 , which proves the claim.
Finally, by replacing the intervals In by 2In − 1 one achieves the same result for the
interval [0, 1] instead of [1/2, 1].

We say that two functions f, g ∈ L2 ([a, b]) are orthogonal (on [a, b]) if ⟨f, g⟩ = 0.

8. This exercise is to provide a first hint about why orthogonality is a powerful idea.
Suppose that f1 , f2 , . . . , fN are L2 functions on [a, b].
(a) Show that
X N N
X 1/2
1/2 2
fk ≤ N ∥fk ∥2


2
k=1 k=1

and give examples of f1 , . . . , fN to show that the constant N 1/2 cannot be improved.
(b) Suppose f1 , f2 , · · · , fN are pairwise orthogonal on [a, b]. Show that
XN N
X 1/2
fk = ∥fk ∥22


2
k=1 k=1

Hint: Use ⟨f, f ⟩ = ∥f ∥22 .

Solution. (a) By Cauchy-Schwarz applied to the summation in k,
XN  X N N
X 1/2
1
fk (x) ≤ 1 · |fk (x)| ≤ N 2 |fk (x)|2
 

k=1 k=1 k=1

Now take L2 norms on both sides and notice

N
 X 1/2 N
X 1/2
2
|fk (x)| = ∥fk ∥22 .


2
k=1 k=1

To see that N 1/2 cannot be improved, set f1 = · · · = fN = χ[a,b] . Then both sides are
equal to N (b − a)1/2 .

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(b) We compute
XN N
2 D X N
X E XN X
N
fk = fk , fj = ⟨fk , fj ⟩.


2
k=1 k=1 j=1 k=1 j=1

By orthogonality, ⟨fk , fj ⟩ = 0 unless k = j, so the previous is equal to

N
X N
X
⟨fk , fk ⟩ = ∥f ∥22 .
k=1 k=1