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Riemann-Stieltjes integrals
b
7.1 Prove that ; d) )b " )a , directly from Definition 7.1.
a
Proof: Let f 1 on ¡a, b¢, then given any partition P £a x 0 , . . . , x n b¤, then we
have
n
SP, 1, ) ! ft k ) k , where t k ¡x k"1 , x k ¢
k1
n
! )k
k1
)b " )a .
b
So, we know that ; d) )b " )a .
a
7.2 If f R) on ¡a, b¢ and if ; ab fd) 0 for every f which is monotonic on ¡a, b¢,
prove that ) must be constant on ¡a, b¢.
Proof: Use integration by parts, and thus we have
b
; a )df fb )b " fa )a
Given any point c ¡a, b , we may choose a monotonic function f defined as follows.
0 if x t c
f
1 if x c.
So, we have
b
; a )df )c )b .
So, we know that ) is constant on ¡a, b¢.
7.3 The following definition of a Riemann-Stieltjes integral is often used in the
literature: We say that f is integrable with respect to ) if there exists a real number A
having the property that for every / 0, there exists a - 0 such that for every partition
P of ¡a, b¢ with norm PPP - and for every choice of t k in ¡x k"1 , x k ¢, we have
|SP, f, ) " A| /.
b
(a) Show that if ; fd) exists according to this definition, then it is also exists according
a
to Definition 7.1 and the two integrals are equal.
Proof: Since refinement will decrease the norm, we know that if there exists a real
number A having the property that for every / 0, there exists a - 0 such that for every
partition P of ¡a, b¢ with norm PPP - and for every choice of t k in ¡x k"1 , x k ¢, we have
|SP, f, ) " A| /. Then choosing a P / with PP / P -, then for P P / ´ PPP -. So,
we have
|SP, f, ) " A| /.
b
That is, ; fd) exists according to this definition, then it is also exists according to
a
Definition 7.1 and the two integrals are equal.
(b) Let fx )x 0 for a t x c, fx )x 1 for c x t b,
b
fc 0, )c 1. Show that ; fd) exists according to Definition 7.1 but does not exist
a
by this second definition.
b b
Proof: Note that ; fd) exists and equals 0 according to Definition 7.1If ; fd) exists
a a
according to this definition, then given / 1, there exists a - 0 such that for every
partition P of ¡a, b¢ with norm PPP - and for every choice of t k in ¡x k"1 , x k ¢, we have
|SP, f, ) | 1. We may choose a partition P £a x 0 , . . . , x n b¤ with PPP - and
c x j , x j1 , where j 0, . . . , n " 1. Then
SP, f, ) fx ¡)x j1 " )x j ¢ 1, where x c, x j1
which contradicts to |SP, f, ) | 1.
7.4 If f R according to Definition 7.1, prove that ; ab fx dx also exists according to
definition of Exercise 7.3. [Contrast with Exercise 7.3 (b).]
b
Hint: Let I ; fx dx, M sup£|fx | : x ¡a, b¢. ¤ Given / 0, choose P / so that
a
UP / , f I //2 (notation of section 7.11). Let N be the number of subdivision points in
P / and let - //2MN . If PPP -, write
UP, f ! M k f xk S1 S2,
where S 1 is the sum of terms arising from those subintervals of P containing no points of
P / and S 2 is the sum of remaining terms. Then
S 1 t UP / , f I //2 and S 2 t NMPPP NM- //2,
and hence UP / , f I /. Similarly,
LP, f I " / if PPP - U for some - U .
Hence |SP, f " I| / if PPP min-, - U .
Proof: The hint has proved it.
Remark: There are some exercises related with Riemann integrals, we write thme as
references.
b
(1) Suppose that f u 0 and f is continuous on ¡a, b¢, and ; fx dx 0. Prove that
a
fx 0 on ¡a, b¢.
Proof: Assume that there is a point c ¡a, b¢ such that fc 0. Then by continuity of
fc
f, we know that given / 2 0, there is a - 0 such that as |x " c| -, x ¡a, b¢, we
have
fc
|fx " fc |
2
which implies that
fc
fx if x c " -, c - 9 ¡a, b¢ : I
2
So, we have
fc b
0 |I| t ; fx dx t ; fx dx 0, where 0 |I|, the length of I
2 I a
which is absurb. Hence, we obtain that fx 0 on ¡a, b¢.
(2) Let f be a continuous function defined on ¡a, b¢. Suppose that for every continuous
function g defined on ¡a, b¢ which satisfies that
b
; a gx dx 0,
we always have
b
; a fx gx dx 0.
Show that f is a constant function on ¡a, b¢.
b
Proof: Let ; fx dx I, and define gx fx " I
b"a
, then we have
a
b
; a gx dx 0,
which implies that, by hypothesis,
b
; a fx gx dx 0
which implies that
b
; a fx " c gx dx 0 for any real c.
So, we have
b
; a gx 2 dx 0 if letting c
b"a
I
I
which implies that gx 0 forall x ¡a, b¢ by (1). That is, fx b"a
on ¡a, b¢.
(3) Define
0 if x ¡0, 1¢ " Q
hx 1
n if x is the rational number m/n (in lowest terms)
1 if x 0.
Then h R¡0, 1¢ .
Proof: Note that we have shown that h is continuous only at irrational numbers on
¡0, 1¢ " Q. We use it to show that h is Riemann integrable, i.e., h R¡0, 1¢ . Consider the
upper sum UP, f as follows.
Given / 0, there exists finitely many points x such that fx u //2. Consider a
partition P / £x 0 a, . . . , x n b¤ so that its subintervals I j ¡x j"1 , x j ¢ for some j
containing those points and !|I j | //2. So, we have
n
UP, f ! Mk xk
k1
! !
1 2
//2 //2
/
where ! 1 ! 1 M j I j , and ! 2 , is the sum of others.
So, we have shown that f satisfies the Riemann condition with respect to )x x.
Note: (1) The reader can show this by Theorem 7.48 (Lebesgue’s Criterion for
Riemann Integrability). Also, compare Exercise 7.32 and Exercise 4.16 with this.
(2) In Theorem 7.19, if we can make sure that there is a partition P / such that
UP / , f, ) " LP / , f, ) /,
then we automatically have, for any finer P P / ,
UP, f, ) " LP, f, ) /
since the refinement makes U increase and L decrease.
(4) Assume that the function fx is differentiable on ¡a, b¢, but not a constant and that
fa fb 0. Then there exists at least one point 8 on a, b for which
b
|f U 8 | 4 ; a fx dx.
b " a 2
Proof: Consider sup x¡a,b¢ |f U x | : M as follows.
(i) If M ., then it is clear.
(ii) We may assume that M ..
Let x ¡a, ab
2
¢, then
fx fx " fa f U y x " a t Mx " a , where y a, x . *
ʳʳʳʳ
and let x ¡ ab
2
, b¢, then
fx fx " fb f U z x " b t Mb " x , where z x, b . **
ʳʳʳʳ
So, by (*) and (**), we know that
b ab b
; a fx dx ; a 2
fx dx ; ab fx dx
2
ab b
t M; x " a dx M ; ab b " x dx
2
a 2
2
M a"b
2
which implies that
b
Mu 4 ; fx dx.
b " a 2 a
Note that by (*) and (**), the equality does NOT hold since if it was, then we had
f U x M on ¡a, b¢ which implies that f is a constant function. So, we have
b
M 4 ; fx dx.
b " a 2 a
By definition of supremum, we know that there exists at least one point 8 on a, b for
which
b
|f U 8 | 4 ; a fx dx.
b " a 2
(5) Gronwall Lemma: Let f and g be continuous non-negative function defined on
¡a, b¢, and c u 0. If
x
fx t c ; gt ft dt for all x ¡a, b¢,
a
then
x
; a gt dt
fx t ce .
In particular, as c 0, we have f 0 on ¡a, b¢.
Proof: Let c 0 and define
x
Fx c ; gt ft dt,
a
then we have
(i). Fa c 0.
(ii). F U x gx fx u 0 ´ F is increasing on ¡a, b¢ by Mean Value Theorem
(iii). Fx u fx on ¡a, b¢ ´ F U x t gx Fx by (ii).
So, from (iii), we know that
x x
; a gt dt ; a gt dt
Fx t Fa e ce by (i).
For c 0, we choose c n 1/n v 0, then by preceding result,
x
; gt dt
fx t 1
ne a v 0 as n v ..
So, we have proved all.
(6) Define
x1
fx ;x sint 2 dt.
cosx 2 cos x 1 2
t 1 1 " 1
x x
2 x1 x1
1 1 " 1
x 1x 1
2 x1 x1
since no x makes |cosx | cos x 1 2
2 1
1/x.
(b) Prove that 2xfx cosx 2 " cos x 1 2 rx , where |rx | c/x and c is a
constant.
Proof: By (a), we have
cosx 2 cos x 1 2 x1 2
fx " "; cos u du
2x 2x 1 x 2 4u 3/2
which implies that
x1 2
2xfx cosx 2 " x cos x 1 2 x ; cos u du
x1 x2 2u 3/2
x1 2
cosx 2 " cos x 1 2
1 cos x 1 2 x ; cos u du
x1 x2 2u 3/2
where
x1 2
rx 1 cos x 1 2 x
x1 2
;x 2
cos u du
u 3/2
which implies that
x1 2
|cos u|
|rx | t 1 x
x1 2
;x 2 u 3/2
du
x1 2
1 x ; u "3/2 du
x1 2 x2
1 1
x1 x1
2
x.
Note: Of course, we can use the note in (a) to show it. We write it as follows.
Proof: Since
fx 1 " 1x 1 cosy 1x cosx 2 " 1 cos x 1 2
2 x1 x1
which implies that
2xfx x " 1 cosy cosx 2 " x cos x 1 2
x1 x1
2
cosx " cos x 1
2 1 cos x 1 2 x " 1 cosy
x1 x1
where
rx 1 cos x 1 2 x " 1 cosy
x1 x1
which implies that
|rx | t 1 1" x
x1 x1
2
x1
2/x.
(c) Find the upper and lower limits of xfx , as x v ..
Proof: Claim that lim sup xv. cosx 2 " cos x 1 2 2 as follows. Taking
x n 2= , where n Z, then
cosx 2 " cos x 1 2 " cos n 8= 1 . 1
ʳʳʳʳ
If we can show that n 8= is dense in ¡0, 2=¢ modulus 2=. It is equivalent to show that
n =2 is dense in ¡0, 1¢ modulus 1. So, by lemma £ar : a Z¤, where r Q c is dense
in ¡0, 1¢ modulus 1, we have proved the claim. In other words, we have proved the claim.
Note: We use the lemma as follows. £ar b : a Z, b Z¤, where r Q c is dense in
R. It is equivalent to £ar : a Z¤, where r Q c is dense in ¡0, 1¢ modulus 1.
Proof: Say £ar b : a Z, b Z¤ S, and since r Q c , then by Exercise 1.16,
there are infinitely many rational numbers h/k with k 0 such that |kr " h| 1k . Consider
x " -, x - : I, where - 0, and thus choosing k 0 large enough so that 1/k 0 -.
Define L |k 0 r " h 0 |, then we have sL I for some s Z. So,
sL o ¡sk 0 r " sh 0 ¢ S. That is, we have proved that S is dense in R.
.
(d) Does ; sint 2 dt converge?
0
Proof: Yes,
xU xU
; x sin 2 tdt 1
2
;x sin u du by the process of (a)
u
y xU
1
2
1
x ; x sin udu x1U ; y sin udu by Second Mean Value Theorem
1 2 2
x
2 xU
2x
which implies that the integral exists.
Note: (i) We can show it without Second Mean Value Theorem by the method of (a).
However Second Mean Value Theorem is more powerful for this exercise.
(ii) Here is the famous Integral named Dirichlet Integral used widely in the STUDY
of Fourier Series. We write it as follows. Show that the Dirichlet Integral
.
; 0 sinx x dx
converges but not absolutely converges. In other words, the Dirichlet Integral converges
conditionally.
Proof: Consider
xU y xU
;x sin x dx 1
x x ; x sin xdx x1U ; y sin xdx by Second Mean Value Theorem;
we have
xU
;x
sin x dx t 2 2 4 .
x x xU x
So, we know that Dirichlet Integral converges.
Define I n ¡ =4 2n=, =2 2n=¢, then
.
; 0 sinx x dx u ;In sinx x dx
2
u ;I =
2
2n=
dx
n 4
2
. =4
u ! =
2
2n=
v ..
n0 4
Note that the equality does NOT hold since if it was, then we have f U x kxfx . It
implies that
"kx 2
¡f U x " kxfx ¢e 2 0
which implies that
"kx 2 U
fe 2 0
which implies that
"kx 2
fx Ce 2 , a constant
which implies that
C 0 since fa 0.
That is, fx 0 on ¡a, b¢ which is absurb.
7.5 Let £a n ¤ be a sequence of real numbers. For x u 0, define
¡x¢
Ax ! an ! an,
ntx n1
where ¡x¢ is the largest integer in x and empty sums are interpreted as zero. Let f have a
continuous derivative in the interval 1 t x t a. Use Stieltjes integrals to derive the
following formula:
a
! a n fn " ; 1 Ax f U x dx Aa fa .
nta
Proof: Since
a a
; 1 Ax f U x dx ; 1 Ax dfx since f has a continous derivative on ¡1, a¢
a
" ; fx dAx Aa fa " A1 f1 by integration by parts
1
¡a¢
a
" ! a n fn Aa fa by ; 1 fx dAx ! a n fn and A1 a 1 ,
nta n2
we know that
a
! a n fn " ; 1 Ax f U x dx Aa fa .
nta
Proof:
n n
! k1s ; 1 x "s d¡x¢ 1
k1
n
" ; ¡x¢dx "s n "s ¡n¢ " 1 "s ¡1¢ 1
1
n
¡x¢
s; s1
dx n 1"s
1 x
n ¡x¢
1s"1 s ; s1 dx if s p 1.
n 1 x
n n x"¡x¢
(b) ! k1 1
k
log n " ; x2
1.
1
Proof:
n n
! 1k ;1 1 d¡x¢ 1
x
k1
n
" ; ¡x¢dx "1 n "1 ¡n¢ " 1 "1 ¡1¢ 1
1
n n n ¡x¢
; 1 x "1 dx " ; 1 x "1 dx ; 1 x2
dx 1
n x " ¡x¢
log n " ; 1.
1 x2
7.7 Assume that f U is continuous on ¡1, 2n¢ and use Euler’s summation formula or
integration by parts to prove that
2n 2n
!"1 k fk ; 1 f U x ¡x¢ " 2¡x/2¢ dx.
k1
Proof:
2n 2n n
!"1 fk " ! fk 2 ! f2k
k
Note: In (***), the formula is called Stirling formula. The reader should be noted that
Wallis formula is equivalent to Stirling formula.
7.10 If x u 1, let =x denote the number of primes p t x, that is,
=x ! 1,
ptx
where the sum is extended over all primes p t x. The prime number theorem states that
log x
lim
xv.
=x x 1.
This is usually proved by studying a related function G given by
Gx ! log p,
ptx
where again the sum is extended over all primes p t x. Both function = and G are step
functions with jumps at the primes. This exercise shows how the Riemann-Stieltjes integral
can be used to relate these two functions.
(a) If x u 2, prove that =x and Gx can be expressed as the following
Riemann-Stieltjes integrals:
x x
Gx ; log td=t , =x ; 1 dGt .
3/2 3/2 log t
Note. The lower limit can be replaced by any number in the open interval 1, 2 .
Proof: Since Gx ! ptx log p, we know that by Theorem 7.9,
x
Gx ; 3/2 log td=t ,
and =x ! ptx 1, we know that by Theorem 7.9,
x
=x ; 3/2 1 dGt .
log t
(b) If x u 2, use integration by parts to show that
x =t
Gx =x log x " ; t dt,
2
Gx x Gt
;
=x dt.
log x 2
2 t log t
These equations can be used to prove that the prime number theorem is equivalent to
Gx
the relation lim xv. x 1.
Proof: Use integration by parts, we know that
x x =t
Gx ; log td=t " ; t dt log x=x " log3/2 =3/2
3/2 3/2
x =t
"; t dt log x=x since =3/2 0
3/2
x =t 2 =t
=x log x " ; t dt since ; 3/2 t dt 0 by =x 0 on ¡0, 2 ,
2
and
x x Gt Gx G3/2
=x ; 3/2 1 dGt
log t
; 3/2 2
t log t
dt
log x
"
log3/2
x Gt Gx
; 3/2 2
t log t
dt
log x
since G3/2 0
Proof: Since ) is a continuous function of bounded variation on ¡a, b¢, and g R)
on ¡a, b¢, we know that *x is a continuous function of bounded variation on ¡a, b¢, by
Theorem 7.32. Hence, by Second Mean-Value Theorem for Riemann-Stieltjes
integrals, we know that
b x0 b
; a fd* fa ; a d*x fb ; d*x
x0
which implies that, by Theorem 7.26,
b x0 b
; a fd* fa ; a gd) fb ; gd).
x0
Proof: Since
b b
; a fd* ; a fx gx dx by Theorem 7.26,
we know that, by (a),
b x0 b
; a fx gx dx fa ; a gd) fb ; gd).
x0
if )x x.
7.15 Let £) n ¤ be a sequence of functions of bounded variation on ¡a, b¢. Suppose
there exists a function ) defined on ¡a, b¢ such that the total variation of ) " ) n on ¡a, b¢
tends to 0 as n v .. Assume also that )a ) n a 0 for each n 1, 2, . . . . If f is
continuous on ¡a, b¢, prove that
b b
lim
nv.
; a fx d) n x ; a fx d)x .
Proof: Use Exercise 7.14, we then have
b
; a fx d) " ) n x t MV n b v 0 as n v .
b b b 2
;a f 2 x d)x ;a g 2 x d)x " ; a fx gx d)x .
b b
1
2
; a ; a fx gy " fy gx 2 d)y d)x
b b
1
2
; a ; a f 2 x g 2 y " 2fx gy fy gx f 2 y g 2 x d)y d)x
b b
1
2
; a f 2 x d)x ; a g 2 y d)y
b b
" ; fx gx d)x ; fy gy d)y
a a
b b
; g 2 x d)x ; f 2 y d)y
a a
b b b 2
; a f 2 x d)x ; a g 2 y d)y " ; a fx gx d)x ,
b b b 2
;a f 2 x d)x ;a g 2 y d)y " ; a fx gx d)x
which implies that
b 2 b b
; a fx gx d)x t ; a f 2 x d)x ; a g 2 x d)x .
b b
Remark: (1) Here is another proof: Let A ; f 2 x d)x , B ; fx gx d)x , and
a a
b
C ; g 2 x d)x . From the fact,
a
b
0t ; a ¡fx z gx ¢ 2 dx for any real z
Az 2 2Bz C.
It implies that
B 2 t AC.
That is,
b 2 b b
; a fx gx d)x t ; a f 2 x d)x ; a g 2 x d)x .
Note: (1) The reader may recall the inner product in Linear Algebra. We often
consider Riemann Integral by defining
b
f, g : ; a fx gx dx
where f and g are real continuous functions defined on ¡a, b¢. This definition is a real case.
For complex case, we need to preserve its positive definite. So, we define
b
f, g : ; a fx g x dx
where f and g are complex continuous functions defined on ¡a, b¢, and g means its
conjugate. In addition, in this sense, we have the triangular inequality:
Pf " gP t Pf " hP Pf " hP, where PfP f, f .
(2) Suppose that f R) on ¡a, b¢ where ) { on ¡a, b¢ and given / 0, then there
exists a continuous function g on ¡a, b¢ such that
Pf " gP /.
Proof: Let K sup x¡a,b¢ |fx |, and given / 0, we want to show that
Pf " gP /.
Since f R) on ¡a, b¢ where ) { on ¡a, b¢, given 1 / U 0, there is a partition
P £x 0 a, . . . , x n b¤ such that
n
UP, f, ) " LP, f, ) !¡M j f " m j f ¢ ) j / U 2 . 1
ʳʳʳʳ
j1
t 4/ U ! ) j by / U 1
A
U
4/ ¡)b " )a ¢
and
! ;¡x j"1 ,x j ¢
2
|ft " gt | d) t ! 4K 2 )j
B B
t 4K 2 / U by (2).
Hence,
b
; a |ft " gt | 2 d) t 4/ U ¡)b " )a ¢ 4K 2 / U
/2
if we choose / U is small enough so that 4/ U ¡)b " )a ¢ 4K 2 / U / 2 . That is, we have
proved that
Pf " gP /.
P.S.: The exercise tells us a Riemann-Stieltjes integrable function can be approximated
(approached) by continuous functions.
(3)There is another important result called Holder’s inequality. It is useful in Analysis
and more general than Cauchy-Schwarz inequality. In fact, it is the case p q 2 in
Holder’s inequality. We consider the following results.
Let p and q be positive real numbers such that
1 1 1.
p q
Prove that the following statements.
(a) If u u 0 and v u 0, then
p p
uv t up vq .
Equality holds if and only if u p v q .
p p
Proof: Let fu up vq " uv be a function defined on ¡0, . , where 1
p 1
q 1,
p 0, q 0 and v u 0, then f U u u p"1 " v. So, we know that
1 1
f U u 0 if u 0, v p"1 and f U u 0 if u v p"1 , .
1
which implies that, by f v p"1 0, fu u 0. Hence, we know that fu u 0 for all u u 0.
1
up vp
That is, uv t p q . In addition, fu 0 if and only if u v p"1 if and only if u p v q .
So, Equality holds if and only if u p v q .
Note: (1) Here is another good proof by using Young’s Inequality, let fx be an
strictly increasing and continuous function defined on £x : x u 0¤, with f0 0. Then
we have, let a 0 and b 0,
a b
ab t ; 0 fx dx ; 0 f "1 x dx, where f "1 is the inverse function of f.
And the equality holds if and only if fa b.
Proof: The proof is easy by drawing the function f on x " y plane. So, we omit it.
So, by Young’s Inequality, let fx x ) , where ) 0, we have the Holder’s
inequality.
(2) The reader should be noted that there are many proofs of (a), for example, using the
concept of convex function, or using A. P. u G. P. along with continuity.
(b) If f, g R) on ¡a, b¢ where ) { on ¡a, b¢, f, g u 0 on ¡a, b¢, and
b b
; a f p d) 1 ; a g q d),
then
b
; a fgd) t 1.
Proof: By Holder’s inequality, we have
fp gq
fg t p q
b b
which implies that, by ) { on ¡a, b¢, and ; f p d) 1 ; g q d),
a a
b b b
fp gq
; a fgd) t ; a p d) ; a
1 1
q d) p q 1.
(c) If f and g are complex functions in R) , where ) { on ¡a, b¢, then
b b 1/p b 1/q
;a fgd) t ;a |f| p d) ;a |g| q d) . *
ʳʳʳʳ
(d) Show that Holder’s inequality is also true for the ”improper” integrals.
Proof: It is clear by (c), so we omit the proof.
7.17 Assume that f R) , g R) , and f g R) on ¡a, b¢. Show that
b b
1
2
; a ; a fy " fx gy " gx d)y d)x
b b b
)b " )a ; fx gx d)x " ; a fx d)x ; a gx d)x .
a
If ) { on ¡a, b¢, deduce the inequality
b b b
; a fx d)x ; a gx d)x t )b " )a ; fx gx d)x
a
when both f and g are increasing (or both are decreasing) on ¡a, b¢. Show that the reverse
inequality holds if f increases and g decreases on ¡a, b¢.
Proof: Since
b b
1
2
; a ; a fy " fx gy " gx d)y d)x
b b
1
2
; a ; a fy gy " fy gx " fx gy fx gx d)y d)x
b b b
)b " )a ; fy gy d)y " ; a fx d)x ; a gx d)x
a
which implies that, (let ), f, and g { on ¡a, b¢),
b b
0 t 1 ; ; fy " fx gy " gx d)y d)x
2 a a
and (let ), and f { on ¡a, b¢, g | on ¡a, b¢),
b b
0 u 1 ; ; fy " fx gy " gx d)y d)x ,
2 a a
we know that, (let ), f, and g { on ¡a, b¢)
b b b
; a fx d)x ; a gx d)x t )b " )a ; fx gx d)x
a
and (let ), and f { on ¡a, b¢, g | on ¡a, b¢)
b b b
; a fx d)x ; a gx d)x u )b " )a ; fx gx d)x .
a
Riemann integrals
7.18 Assume f R) on ¡a, b¢. Use Exercise 7.4 to prove that the limit
n
lim b"a !f akb" a
nv. n n
k1
b
exists and has the value ; fx dx. Deduce that
a
n n
lim ! n = , lim !n 2 k 2 "1/2 log 1 2 .
nv. k2 n2 4 nv.
k1 k1
Proof: Since f R) on ¡a, b¢, given / 0, there exists a - 0 such that as
PPP -, we have
b
SP, f " ; fx dx /.
a
b"a b"a
For this -, we choose n large enough so that n -, that is, as n u N, we have n -.
So,
b
SP, f " ; fx dx /
a
which implies that
n b
b"a
n !f akb"
n
a " ; fx dx /.
a
k1
That is,
n
lim b"a !f akb" a
nv. n n
k1
b
exists and has the value ; fx dx.
n a n
Since ! k1 k 2 n
n
2 n ! k1
1
k
1
2 , we know that by above result,
n 1
n n
lim
nv. ! n
k2 n2
lim 1
nv. n ! k
1
2
k1 k1 1
n
1
;0dx
1 x2
arctan 1 " arctan 0
=/4.
n n
Since ! k1 n 2 k 2 "1/2 1
n ! k1 1
2 1/2
, we know that by above result,
1 k
n
n n
lim
nv. !n 2 k 2 "1/2 lim 1
nv. n ! 1
2 1/2
k1 k1 1 nk
1
;0 dx
1/2
1 x 2
=/4
;0 sec 2d2, let x tan 2
=/4
;0 sec 2 sec 2 tan 2 d2
sec 2 tan 2
1 2
;1 du , let sec 2 tan 2 u
u
log 1 2 .
7.19 Define
x 2 1
fx ; 0 e "t dt
2
, gx ;0 e "x 2 t 2 1 dt.
t2 1
(a) Show that g U x f U x 0 for all x and deduce that fx gx =/4.
Proof: Since
x
f U x 2 ; 0 e "t dt2
e "x
2
"x 2 t 2 1
and note that if hx, t e t 2 1 , we know that h is continuous on ¡0, a¢ ¡0, 1¢ for any
real a 0, and h x "2xe "x 2 t 2 1 is continuous on ¡0, a¢ ¡0, 1¢ for any real a 0,
1
g U x ; 0 h x dt
1
; 0 "2xe "x t 1 dt 2 2
1
"2e "x
2
; 0 xe "xt dt 2
x
"2e "x 2 ; e "u 2 du,
0
we know that
g U x 0 for all x. Hence, we have fx gx C for all x,
f U x
1 dt
constant. Since C f0 g0 ; 1t 2 =/4, fx gx =/4.
0
Remark: The reader should think it twice on how to find the auxiliary function g.
(b) Use (a) to prove that
x
lim
xv.
; 0 e "t dt
2 1 =.
2
Proof: Note that
"x t 1 2 2
hx, t e 2 t |e "x 2 t 2 1 | t 1 for all x 0;
t 1 x 2 t 2 1
we know that
1 1
;0 e "x 2 t 2 1 dt t
t2 1
1
x2
;0 dt
1 t2
v 0 as x v ..
Remark: (1) There are many methods to show this. But here is an elementary proof
with help of Taylor series and Wallis formula. We prove it as follows. In addition, the
reader will learn some beautiful and useful methods in the future. For example, use the
application of Gamma function, and so on.
Proof: Note that two inequalities,
.
! xk!
2k
1 x2 t e x2 for all x
k0
and
. .
! x 2k t
k!
! x 2k 1 if |x| 1
1 " x2
k0 k0
which implies that
1 " x 2 t e "x 2 if 0 t x t 1 ´ 1 " x 2 n t e "nx 2 1
ʳʳʳʳ
and
n
2
e "x t 1 if x t 0 ´ e "nx 2 t 1 . 2
ʳʳʳʳ
1 x2 1 x2
So, we have, by (1) and (2),
1 1 . . n
; 0 1 " x 2 n dx t ; 0 e "nx dx t ; 0 e "nx dx t ; 0
2 2 1
1 x2
dx. 3
ʳʳʳʳ
Note that
. .
; 0 e "nx dx
2 1
n
; 0 e "x dx :
2 K .
n
Also,
1 =/2 2 4 6 2n " 2 2n
; 0 1 " x 2 n dx ; 0 sin 2n1 tdt
1 3 5 2n 1
and
. n =/2 1 3 5 2n " 3 =
;0 1
1 x2
dx ;0 sin 2n"2 tdt
2 4 6 2n " 2 2
,
so
2 4 6 2n " 2 2n 1 3 5 2n " 3 =
n tKt n
1 3 5 2n 1 2 4 6 2n " 2 2
which implies that
n ¡2 4 6 2n " 2 2n ¢ 2 n ¡1 3 5 2n " 3 ¢ 2 2n " 1 = 2
t K 2 t 4
ʳʳʳʳ
2n 1 ¡1 3 5 2n " 1 ¢ 2 2n 1 2n " 1 ¡2 4 6 2n " 2 ¢ 2 2
By Wallis formula, we know that, by (4)
=
K .
2
That is, we have proved that Euler-Possion Integral
. =
; 0 e "x dx
2
2
.
(2) Here is another exercise from Hadamard’s result. We Write it as follows. Let
f C k R with f0 0. Prove that there exists an unique function g C k"1 R such that
f xgx on R.
Proof: Consider
fx fx " f0
1
; 0 dfxt
1
; 0 xf U xt dt
1
x ; f U xt dt;
0
1
we know that if gx : ; f U xt dt, then we have prove it.
0
p
!|c
k x k " x k"1 |
k1
t UP, |g|
which imply that
x
V f a, b t ; a |gt |dt
since / is arbitrary.
Therefore, from above discussion, we have proved that
x
V f a, b ; a |gt |dt.
7.21 If f f 1 , . . . , f n be a vector-valued function with a continuous derivative f U on
¡a, b¢. Prove that the curve described by f has length
b
" f a, b ; a Pf U t Pdt.
Proof: Since f U f U1 , . . . , f Un is continuous on ¡a, b¢, we know that
n 2 1/2
! j1 f Uj t Pf U t P is uniformly continuous on ¡a, b¢. So, given / 0, there exists
a - 1 0 such that as |x " y| - 1 , where x, y ¡a, b¢, we have
|Pf U x P " Pf U y P| / . 1
ʳʳʳʳ
3b " a
Since Pf U t P R on ¡a, b¢, for the same /, there exists - 2 0 such that as PP 1 P - 2 ,
where P 1 £x 0 a, . . . , x n b¤we have
b n
SP 1 , Pf U P " ; Pf U t Pdt //3, where SP 1 , Pf U P !Pf U t j P xj 2
ʳʳʳʳ
a
j1
and " f a, b exists by Theorem 6.17, for the same /, there exists a partition
P 2 £s 0 a, . . . , s m b¤ such that
m
" f a, b " //3 !Pfs k " fs k"1 P
k1
m n 1/2
k1 j1
q n 1/2
Note: The reader should give it a try to show it. Since it is not hard, we omit the detail.
3. The remainder term as an integral is useful; the reader should see the textbook in
Ch9, pp242-244.
4. There is a good exercise related with an application of Taylor’s Remainder. We write
it as a reference.
Let u UU t ft ut 0, where ft is continuous and non-negative on ¡0, c¢ If u is
defined and not a zero function on ¡0, c¢ and
b
; a b " t a " t ft b " a for all a, b ¡0, c¢, where a b. *
ʳʳʳʳ
Then u at most has one zero on ¡0, c¢.
Proof: First, we note that u has at most finitely many zeros in the interval ¡0, c¢ by
uniqueness theorem on O.D.E. So, let ua ub 0, where a, b ¡0, c¢ with a b,
and no point y a, b such that uy 0. Consider ¡a, b¢ and by Taylor’s Theorem with
Remainder Term as an integral, we have
x
ux ua u U a x " a ; x " t u UU t dt
a
x
u U a x " a ; x " t u UU t dt
a
x
u U a x " a " ; x " t ut ft dt. **
ʳʳʳʳ
a
Note that ux is positive on a, b ( Or, ux is negative on a, b ) So, we have
|ux | t |u U a |x " a . ***
ʳʳʳʳ
By (**),
b
0 ub u U a b " a " ; b " t ut ft dt
a
which implies that
b
u U a b " a ; a b " t ut ft
which implies that by (***), and note that u U a p 0,
b
b"a t ; a b " t t " a ft dt
which contradicts to (*). So, u at most has one zero on ¡0, c¢.
Note: (i) In particular, let ft e "t , we have (*) holds.
Proof: Since
b
; a b " t t " a e "t dt e "a "2 b " a e "b 2 b " a
by integration by parts twice, we have, (let b " a x),
e "a "2 b " a e "b 2 b " a " b " a
e "a "2 x e "x"a 2 x " x
xe "a " 1 e "a"x "2e x x 2
0 since a b and e x 1 x.
(ii) In the proof of exercise, we use the uniqueness theorem: If px and qx are
continuous on ¡0, a¢, then
y UU px y U qx y 0, where y0 y 0 , and y U 0 y U0
has one and only one solution. In particular, if y0 y U 0 0, then y 0 on ¡0, a¢ is the
only solution. We do NOT give a proof; the reader can see the book, Theory of Ordinary
Differential Equation by Ince, section 3.32, or Theory of Ordinary Differential
Equation by Coddington and Levison, Chapter 6.
However, we need use the uniqueness theorem to show that u (in the exercise) has at
most finitely many zeros in ¡0, c¢.
Proof: Let S £x : ux 0, x ¡0, c¢¤. If #S ., then by Bolzano-Weierstrass
Theorem, S has an accumulation point p in ¡0, c¢. Then up 0 by continuity of u. In
addition, let r n v p, and ur n 0, then
ux " up ur n " up
u U p lim
xvp x"p lim
nv. rn " p 0.
(Note that if p is the endpoint of ¡0, c¢, we may consider x v p or x v p " ). So, by
uniqueness theorem, we then have u 0 on ¡0, c¢ which contradicts to the hypothesis, u
is not a zero function on ¡0, c¢. So, #S ..
7.23 Let f be continuous on ¡0, a¢. If x ¡0, a¢, define f 0 x fx and let
x
f n1 x 1 ; x " t n ft dt, n 0, 1, 2, . . .
n! 0
(a) Show that the nth derivative of f n exists and equals f.
Proof: Consider, by Chain Rule,
x
f Un 1
n " 1 !
; 0 x " t n"1 ft dt f n"1 for all n N,
we have
f n
n f.
That is, nth derivative of f n exists and equals f.
Remark: (1) There is another proof by Mathematical Induction and Integration by
parts. It is not hard; we omit the proof.
(2) The reader should note that the exercise tells us that given any continuous function f
on ¡a, b¢, there exists a function g n on ¡a, b¢ such that g n
n f, where n N. In fact, the
function
x
g n 1 ; x " t n ft dt, n 0, 1, 2, . . .
n! a
(3) The reader should compare the exercise with 7.22. At the same time, look at two
integrands in both exercises.
(b) Prove the following theorem of M. Fekete: The number of changes in sign of f in
¡0, a¢ is not less than the number of changes in sign in the ordered set of numbers
fa , f 1 a , . . . , f n a .
Hint: Use mathematical induction.
Proof: Let Tf denote the number of changes in sign of f on ¡0, a¢ and S n f the
number of changes in sign in the ordered set of numbers
fa , f 1 a , . . . , f n a .
We prove Tf u S n f for each n by Mathematical Induction as follows. Note that
S n f t n.
As n 1, if S 1 f 0, then there is nothing to prove it. If S 1 f 1, it means that
fa f 1 a 0. Without loss of generality, we may assume that fa 0, so f 1 a 0
which implies that
a
0 f 1 a 1 ; ft dt
0! 0
which implies that there exists a point y ¡0, a such that fy 0. Hence, Tf u S 1 f
holds for any continuous functions defined on ¡0, a¢.
Assume that n k holds for any continuous functions defined on ¡0, a¢, As n k 1, .
we consider the ordered set of numbers
fa , f 1 a , . . . , f k a , f k1 a .
Note that
f n1 a f 1 n a for all n N,
so by induction hypothesis,
Tf 1 u S k f 1
Suppose S k f 1 p, and f 1 0 0, then f U1 f at least has p zeros by Rolle’s
Theorem. Hence,
Tf u Tf 1 u S k f 1 p *
ʳʳʳʳ
We consider two cases as follows.
(i) fa f 1 a u 0 :With help of (*),
Tf u S k f 1 S k1 f .
(ii) fa f 1 a 0 :Claim that
Tf S k f 1 p
as follows. Suppose NOT, it means that Tf Tf 1 p by (*). Say
fa 1 fa 2 . . . fa p 0, where 0 a 1 a 2 . . . a p 1.
and
f 1 b 1 f 1 b 2 . . . f 1 b p 0, where 0 b 1 b 2 . . . b p 1.
By fa f 1 a 0, we know that
fx f 1 x 0 where x 0, c , c mina 1 , b 1
which is impossible since
fx f 1 x fx ¡f 1 x " f 1 0 ¢ by f 1 0 0
fx f U1 y , where y 0, x 0, c
fx fy
0 since fx and fy both positive or negative.
So, we obtain that Tf S k f 1 p. That is, Tf u S k f 1 1 S k1 f .
From above results, we have proved it by Mathmatical Induction.
(c) Use (b) to prove the following theorem of Feje’r: The number of changes in sign of
f in ¡0, a¢ is not less than the number of changes in sign in the ordered set
a a a
f0 , ; ft dt, ; tft dt, . . . , ; t n ft dt.
0 0 0
Proof: Let gx fa " x , then, define g 0 x gx , and for n 0, 1, 2, . . . ,
a
g n1 a 1 ; a " t n gt dt
n! 0
a
1 ; u n fu du by change of variable (u a " t).
n! 0
So, by (b), the number of changes in sign of g in ¡0, a¢ is not less than the number of
changes in sign in the ordered set
ga , g 1 a , . . . , g n1 a .
That is, the number of changes in sign of g in ¡0, a¢ is not less than the number of changes
in sign in the ordered set
a a a
f0 , ; ft dt, ; tft dt, . . . , ; t n ft dt.
0 0 0
Note that the number of changes in sign of g in ¡0, a¢ equals the number of changes in
sign of f in ¡0, a¢, so we have proved the Feje’r Theorem.
7.24 Let f be a positive continuous function in ¡a, b¢. Let M denote the maximum
value of f on ¡a, b¢. Show that
b 1/n
lim
nv.
;a fx n dx M.
Proof: Since f is a positive continuous function in ¡a, b¢, there exists a point c ¡a, b¢
such that fc M sup x¡a,b¢ fx 0. Then given M / 0, there is a - 0 such
that as x Bc, - 9 ¡a, b¢ : I, we have
0 M " / fx M /.
Hence, we have
1/n b 1/n
|I| 1/n M " / t ;I f n x dx t ; a fx n dx t b " a 1/n M
Remark: There is good exercise; we write it as a reference. Let fx and gx are
continuous and non-negative function defined on ¡a, b¢. Then
b 1/n
lim
nv.
; a fx gx dx
n
max fx .
x¡a,b¢
x
Since the proof is similar, we omit it. (The reader may let )x ; gt dt).
a
7.25 A function f of two real variables is defined for each point x, y in the unit square
0 t x t 1, 0 t y t 1 as follows:
1 if x is rational,
fx, y
2y if x is irrational.
1 1
(a) Compute ; fx, y dx and ; fx, y dx in terms of y.
0 0_
Proof: Consider two cases for upper and lower Riemann-Stieltjes integrals as
follows.
(i) As y ¡0, 1/2¢ : Given any partition P £x 0 0, . . . , x n 1¤, we have
sup fx, y 1, and inf fx, y 2y.
x¡x j"1 ,x j ¢ x¡x j"1 ,x j ¢
1 1
Hence, ; fx, y dx 1, and ; fx, y dx 2y.
0 0_
(ii) As y 1/2, 1¢ : Given any partition P £x 0 0, . . . , x n 1¤, we have
sup fx, y 2y, and inf fx, y 1.
x¡x j"1 ,x j ¢ x¡x j"1 ,x j ¢
1 1
Hence, ; fx, y dx 2y, and ; fx, y dx 1.
0 0_
1 t
(b) Show that ; fx, y dy exists for each fixed x and compute ; fx, y dy in terms of x
0 0
and t for 0 t x t 1, 0 t t t 1.
Proof: If x Q 9 ¡0, 1¢, then fx, y 1. And if x Q c 9 ¡0, 1¢, then fx, y 2y. So,
for each fixed x, we have
1 1
; 0 fx, y dy ; 0 1dy 1 if x Q 9 ¡0, 1¢
and
1 1
; 0 fx, y dy ; 0 2ydy 1 if x Q c 9 ¡0, 1¢.
In addition,
t t
; 0 fx, y dy ; 0 1dy t if x Q 9 ¡0, 1¢
and
t t
; 0 fx, y dy ; 0 2ydy t 2 if x Q c 9 ¡0, 1¢.
1 1
(c) Let Fx ; fx, y dy. Show that ; Fx dx exists and find its value.
0 0
Proof: (i) fx is monotonic decreasing on ¡0, 1¢. (ii) x : f is discontinuous at x has
measure zero.
Remark: We compute the value of the integral as follows.
Solution: Consider the interval I n ¡2 "n , 1¢ where n N, then we have f R on I n for
each n, and
1 n 2 "k1
;2 "n
fx dx ! ;2 "k
fx dx
k1
n 2 "k1
! 2 "k1 ;2 "k
dx
k1
n
!2 "k1 2 "k
k1
1 n
4
1 " 14
2
1 " 14
n
2 1" 1 v 2 as n v ..
3 4 3
1
So, th integral ; fx dx 2
3
.
0
Note: In the remark, we use the following fact. If f R on ¡a, b¢, then
b b
; a fx dx lim ;
nv. a
n
fx dx
where £a n ¤ is a sequence with a n v a, and a n u a for all n.
Proof: Since a n v a, given / 0, there is a positive integer N such that as n u N, we
have
|a n " a| //M, where M sup |fx |
x¡a,b¢
So,
b b an
; a fx dx " ; a n
fx dx ;a fx dx
t M|a n " a|
/.
b b
That is, ; fx dx lim nv. ; fx dx.
a an
x
(b) Let Fx ; ft dt. Show that for 0 x t 1 we have
0
1n 2n n " 1 v 0 as n v ..
2 2
So, f satisfies the Riemann’s condition on ¡0, 1¢.
Note: (1) The reader should give it a try to show that the set of discontinuities of f has
measure zero. Thus by Theorem 7.48 (Lebesgue’s Criterion for Riemann Integral), we
know that f R on ¡0, 1¢. In addition, by the fact, the lower Riemann integral equals the
Riemann integral, we know that its integral is zero.
(2) For the existence of Riemann integral, we summarize to be the theorem: Let f be a
bounded function on ¡a, b¢. Then the following statements are equivalent:
(i) f R on ¡a, b¢.
(ii) f satisfies Riemann’s condition on ¡a, b¢.
b b
(iii) ; fx dx ; fx dx
a a"
(iv) the set of discontinuities of f on I has measure zero.
P.S.: The reader should see the textbook, pp 391; we have the general discussion.
7.27 Assume f has a derivative which is monotonic decreasing and satisfies
f U x u m 0 for all x in ¡a, b¢. Prove that
b
; a cos fx dx 2.
t m
Hint: Multiply and divide the integrand by f U x and use Theorem 7.37(ii).
1
Proof: Since f U x u m 0, and fU
is monotonic increasing on ¡a, b¢, we consider
b b cos fx U
; a cos fx dx ; a f U x
f x dx
b
1
f U b
; c ¡cos fx ¢f U x dx, by Theorem 7.37(ii)
fb
1 ; cos udu, by Change of Variable
f U b fc
sin fb " sin fc
f U b
which implies that
b
; a cos fx dx 2.
t m
7.28 Given a decreasing seq uence of real numbers £Gn ¤ such that Gn v 0 as
n v .. Define a function f on ¡0, 1¢ in terms of £Gn ¤ as follows: f0 1; if x is
irrational, then fx 0; if x is rational m/n (in lowest terms), then fm/n Gn .
Compute the oscillation F f x at each x in ¡0, 1¢ and show that f R on ¡0, 1¢.
Proof: Let x 0 Q c 9 ¡0, 1¢. Since lim nv. Gn 0, given / 0, there exists a
positive integer K such that as n u K, we have |Gn | /. So, there exists a finite number
of positive integers n such that Gn u /. Denote S £x : |fx | u /¤, then #S ..
Choose a - 0 such that x 0 " -, x 0 - ¡0, 1¢ does NOT contain all points of S. Note
that fx 0 0. Hence, we know that f is continuous at x 0 . That is, F f x 0 for all
x Q c 9 ¡0, 1¢.
Let x 0 0, then it is clear that F f 0 1 f0 0. So, f is not continuous at
0. Q 9 ¡0, 1¢.
Let x 0 Q 9 0, 1¢, say x 0 M N
(in lowest terms). Since £Gn ¤ is monotonic
decreasing, there exists a finite number of positive integers n such that Gn u GN .
Denote T £x : |fx | u GN ¤, then #T .. Choose a - 0 such that
x 0 " -, x 0 - 9 ¡0, 1¢ does NOT contain all points of T. Let h 0, - , then
sup£fx " fy : x, y x 0 " h, x 0 h 9 ¡0, 1¢¤ fx 0 GN .
So, F f x 0 GN . That is, F f x fx for all x Q 9 0, 1¢.
Remark: (1) If we have proved f is continuous on Q c 9 ¡0, 1¢, then f is automatically
Riemann integrable on ¡0, 1¢ since D Q 9 ¡0, 1¢ Q , the set of discontinuities of f has
measure zero.
(2) Here is a good exercise. We write it as a reference. Given a function f defined on
a, b , then the set of continuities of f on a, b is G - set.
Proof: Let C denote the set of continuities of f on a, b , then
C £x : F fx 0¤
9 .k1 £x : F f x 1/k¤
and £x : F fx 1/k¤ is open. We know that C is a G - set.
Note: (i) We call S a G - set if S 9 .n1 O n , where O n is open for each n.
(ii) Given y £x a, b : F f x 1/k¤ : I, then F f y 1/k. Hence, there exists a
d 0, such that
( f By, d 1/k, where By, d a, b
For z By, d , consider a smaller - so that Bz, - By, d . Hence,
( f Bz, - 1/k
which implies that
F f z 1/k.
Hence, By, d I. That is, y is an interior point of I. That is, I is open since every point
of I is interior.
7.29 Let f be defined as in Exercise 7.28 with Gn 1/n. Let gx 1 if
0 x t 1, g0 0. Show that the composite function h defined by hx g¡fx ¢ is not
Riemann-integrable on ¡0, 1¢, although both f R and g R on ¡0, 1¢.
Proof: By Exercise 7.28, we know that
0 if x Q c 9 ¡0, 1¢
hx
1 if x Q 9 ¡0, 1¢
which is discontinuous everywhere on ¡0, 1¢. Hence, the function h (Dirichlet Function) is
not Riemann-integrable on ¡0, 1¢.
7.30 Use Lebesgue’s theorem to prove Theorem 7.49.
(a) If f is of bounded variation on ¡a, b¢, then f R on ¡a, b¢.
Proof: Since f is of bounded variation on ¡a, b¢, by Theorem 6.13 (Jordan Theorem),
f f 1 " f 2 , where f 1 and f 2 are increasing on ¡a, b¢. Let D i denote the set of discontinuities
of f i on ¡a, b¢, i 1, 2. Hence, D, the set of discontinuities of f on ¡a, b¢ is
D D1 : D2.
Since |D 1 | |D 2 | 0, we know that |D| 0. In addition, f is of bounded on ¡a, b¢ since f
is bounded variation on ¡a, b¢. So, by Theorem 7.48, f R on ¡a, b¢.
(b) If f R on ¡a, b¢, then f R on ¡c, d¢ for every subinterval ¡c, d¢ ¡a, b¢, |f| R
and f 2 R on ¡a, b¢. Also, f g R on ¡a, b¢ whenever g R on ¡a, b¢.
Proof: (i) Let D ¡a,b¢ and D ¡c,d¢ denote the set of discontinuities of f on ¡a, b¢ and ¡c, d¢,
respectively. Then
D ¡c,d¢ D ¡a,b¢ .
Since f R on ¡a, b¢, and use Theorem 7.48, |D ¡a,b¢ | 0 which implies that |D ¡c,d¢ | 0.
In addition, since f is bounded on ¡a, b¢, f is automatically is bounded on ¡c, d¢ for every
compact subinterval ¡c, d¢. So, by Theorem 7.48, f R on ¡c, d¢.
(ii) Let D f and D |f| denote the set of discontinuities of f and |f| on ¡a, b¢, respectively,
then
D |f| D f .
Since f R on ¡a, b¢, and use Theorem 7.48, |D f | 0 which implies that |D |f| | 0. In
addition, since f is bounded on ¡a, b¢, it is clear that |f| is bounded on ¡a, b¢. So, by
Theorem 7.48, |f| R on ¡a, b¢.
(iii) Let D f and D f 2 denote the set of discontinuities of f and f 2 on ¡a, b¢, respectively,
then
D f2 D f .
Since f R on ¡a, b¢, and use Theorem 7.48, |D f | 0 which implies that D f 2 0. In
addition, since f is bounded on ¡a, b¢, it is clear that f 2 is bounded on ¡a, b¢. So, by
Theorem 7.48, f 2 R on ¡a, b¢.
(iv) Let D f and D g denote the set of discontinuities of f and g on ¡a, b¢, respectively.
Let D fg denote the set of discontinuities of fg on ¡a, b¢, then
D fg D f : D g
Since f, g R on ¡a, b¢, and use Theorem 7.48, |D f | |D g | 0 which implies that
|D fg | 0. In addition, since f and g are bounded on ¡a, b¢, it is clear that fg is bounded on
¡a, b¢. So, by Theorem 7.48, fg R on ¡a, b¢.
(c) If f R and g R on ¡a, b¢, then f/g R on ¡a, b¢ whenever g is bounded away
from 0.
Proof: Let D f and D g denote the set of discontinuities of f and g on ¡a, b¢, respectively.
Since g is bounded away from 0, we know that f/g is well-defined and f/g is also bounded
on ¡a, b¢. Consider D f/g , the set of discontinuities of f/g on ¡a, b¢ is
D f/g D f : D g .
Since f R and g R on ¡a, b¢, by Theorem 7.48, |D f | |D g | 0 which implies that
|D f/g | 0. Since f/g is bounded on ¡a, b¢ with |D f/g | 0, f/g R on ¡a, b¢ by Theorem
7.48.
Remark: The condition that the function g is bounded away from 0 CANNOT omit.
For example, say gx x on 0, 1¢ and g0 1. Then it is clear that g R on ¡0, 1¢, but
1/g R on ¡0, 1¢. In addition, the reader should note that when we ask whether a function
is Riemann-integrable or not, we always assume that f is BOUNDED on a COMPACT
INTERVAL ¡a, b¢.
(d) If f and g are bounded functions having the same discontinuities on ¡a, b¢, then
f R on ¡a, b¢ if, and only if, g R on ¡a, b¢.
Proof: (´) Suppose that f R on ¡a, b¢, then D f , the set of discontinuities of f on ¡a, b¢
has measure zero by Theorem 7.48. From hypothesis, D f D g , the set of discontinuities
of g on ¡a, b¢, we know that g R on ¡a, b¢ by Theorem 7.48.
(²) If we change the roles of f and g, we have proved it.
(e) Let g R on ¡a, b¢ and assume that m t gx t M for all x ¡a, b¢. If f is
continuous on ¡m, M¢, the composite function h defined by hx f¡gx ¢ is
Riemann-integrable on ¡a, b¢.
Proof: Note that h is bounded on ¡a, b¢. Let D h and D g denote the set of dsicontinuities
of h and g on ¡a, b¢, respectively. Then
Dh Dg.
Since g R on ¡a, b¢, then |D g | 0 by Theorem 7.48. Hence, |D h | 0 which implies that
h R on ¡a, b¢ by Theorem 7.48.
Remark: (1) There has a more general theorem related with Riemann-Stieltjes
Integral. We write it as a reference.
(Theorem)Suppose g R) on ¡a, b¢, m t gx t M for all x ¡a, b¢. If f is
continuous on ¡m, M¢, the composite function h defined by hx f¡gx ¢ R) on
¡a, b¢.
Proof: It suffices to consider the case that ) is increasing on ¡a, b¢. If )a )b ,
there is nothing to prove it. So, we assume that )a )b . In addition, let
K sup x¡a,b¢ |hx |. We claim that h satisfies Riemann condition with respect to ) on
¡a, b¢. That is, given / 0, we want to find a partition P such that
n
UP, h, ) " LP, h, ) !¡M k h " m k h ¢ ) k /.
k1
/
Since f is uniformly continuous on ¡m, M¢, for this / 0, there is a 2K1 - 0 such
that as |x " y| - where x, y ¡m, M¢, we have
|fx " fy | / . 1
ʳʳʳʳ
2¡)b " )a ¢
Since g R) on ¡a, b¢, for this - 0, there exists a partition P such that
n
UP, g, ) " LP, g, ) !¡M k g " m k g ¢ )k -2. 2
ʳʳʳʳ
k1
Let P A : B, where A £x j : M k g " m k g -¤ and
B £x j : M k g " m k g u -¤, then
- ! )k t !¡M k h " m k h ¢ ) k t - 2 by (2)
B B
which implies that
! ) k t -.
B
So, we have
UA, h, ) " LA, h, ) t !¡M k h " m k h ¢ )k
A
t //2 by (1)
and
UB, h, ) " LB, h, ) t !¡M k h " m k h ¢ )k
B
t 2K ! ) k
B
t 2K-
//2.
It implies that
UP, h, ) " LP, h, ) UA, h, ) " LA, h, ) UB, h, ) " LB, h, )
/.
That is, we have proved that h satisfies the Riemann condition with respect to ) on ¡a, b¢.
So, h R) on ¡a, b¢.
Note: We mention that if we change the roles of f and g, then the conclusion does
NOT hold. Since the counterexample is constructed by some conclusions that we will learn
in Real Analysis, we do NOT give it a proof. Let C be the standard Cantor set in ¡0, 1¢ and
C U the Cantor set with positive measure in ¡0, 1¢. Use similar method on defining Cantor
Lebesgue Function, then there is a continuous function f : ¡0, 1¢ v ¡0, 1¢ such that
fC C U . And Choose g X C on ¡0, 1¢. Then
h g ( f X CU
which is NOT Riemann integrable on ¡0, 1¢.
(2) The reader should note the followings. Since these proofs use the exercise 7.30 and
Theorem 7.49, we omit it.
(i) If f R on ¡a, b¢, then |f| R on ¡a, b¢, and f r R on ¡a, b¢, where r ¡0, . .
(ii) If |f| R on ¡a, b¢, it does NOT implies f R on ¡a, b¢. And if f 2 R on ¡a, b¢, it
does NOT implies f R on ¡a, b¢. For example,
1 if x Q 9 ¡a, b¢
f
"1 Q c 9 ¡a, b¢
(iii) If f 3 R on ¡a, b¢, then f R on ¡a, b¢.
7.31 Use Lebesgue’s theorem to prove that if f R and g R on ¡a, b¢ and if
fx u m 0 for all x in ¡a, b¢, then the function h defined by
hx fx gx
is Riemann-integrable on ¡a, b¢.
Proof: Consider
hx exph log f ,
then by Theorem 7.49,
f R ´ log f R ´ h log f R ´ exph log f h R.
7.32 Let I ¡0, 1¢ and let A 1 I " 13 , 23 be the subset of I obtained by removing
those points which lie in the open middle third of I; that is, A 1 ¡0, 13 ¢ : ¡ 23 , 1¢. Let A 2
be the subset of A 1 obtained by removing he open middle third of ¡0, 13 ¢ and of ¡ 23 , 1¢.
Continue this process and define A 3 , A 4 , . . . . The set C 9 .n1 A n is called the Cantor set.
Prove that
(a) C is compact set having measure zero.
Proof: Write C 9 .n1 A n . Note that every A n is closed, so C is closed. Since A 1 p C
is closed and bounded, A 1 is compact and C A 1 , we know that C is compact by
Theorem 3.39.
n
In addition, it is clear that |A n | 23 for each n. Hence, |C| t lim nv. |A n | 0, which
implies that C has a measure zero.
.
(b) x C if, and only if, x ! n1 a n 3 "n , where each a n is either 0 or 2.
Proof: (´)Let x C 9 .n1 A n , then x A n for all n. Consider the followings.
(i) Since x A 1 ¡0, 13 ¢ : ¡ 23 , 1¢, then it implies that a 1 0 or 2.
(ii) Since x A 2 ¡0, 19 ¢ : ¡ 29 , 39 ¢ : ¡ 69 , 79 ¢ : ¡ 89 , 99 ¢ , then it implies that a 2 0
or 2.
.
Inductively, we have a n 0 or 2. So, x ! n1 a n 3 "n , where each a n is either 0 or 2.
.
(²) If x ! n1 a n 3 "n , where each a n is either 0 or 2, then it is clear that x A n for
each n. Hence, x C.
(c) C is uncountable.
Proof: Suppose that C is countable, write C £x 1 , x 2 , . . . ¤. We consider unique ternary
.
expansion: if x ! n1 a n 3 "n , then x : a 1 , . . . , a n , . . . . From this definition, by (b), we
have
x k x k1 , x k2 , . . . x kk, . . . where each component is 0 or 2.
Choose y y 1 , y 2 , . . . where
2 if x jj 0
yj
0 if x jj 2.
By (b), y C. It implies that y x k for some k which contradicts to the choice of y.
Hence, C is uncountable.
Remark: (1) In fact, C C U means that C is a perfect set. Hence, C is uncountable.
The reader can see the book, Principles of Mathematical Analysis by Walter Rudin, pp
41-42.
.
(2) Let C x : x ! n1 a n 3 "n , where each a n is either 0 or 2 . Define a new
function C : C v ¡0, 1¢ by
.
Cx ! a2n n /2 ,
n1
then it is clear that C is 1-1 and onto. So, C is equivalent to ¡0, 1¢. That is, C is
uncountable.
(d) Let fx 1 if x C, fx 0 if x C. Prove that f R on ¡0, 1¢.
Proof: In order to show that f R on ¡0, 1¢, it suffices to show that, by Theorem 7.48,
f is continuous on ¡0, 1¢ " C since it implies that D C, where D is the set of
discontinuities of f on ¡0, 1¢.
Let x 0 ¡0, 1¢ " C, and note that C C U , so there is a - 0 such that
x 0 " -, x 0 - 9 C C, where x 0 " -, x 0 - ¡0, 1¢. Then given / 0, there is a
- 0 such that as x x 0 " -, x 0 - , we have
|fx " fx 0 | 0 /.
Remark: (1) C C U :Given x C 9 .n1 A n , and note that every endpoints of A n
belong to C. So, x is an accumulation point of the set y : y is the endpoints of A n . So,
C C U . In addition, C U C since C is closed. Hence, C C U .
(2) In fact, we have
f is continuous on ¡0, 1¢ " C and f is not continuous on C.
Proof: In (d), we have proved that f is continuous on ¡0, 1¢ " C, so it remains to show
that f is not continuous on C. Let x 0 C, if f is continuous at x 0 , then given / 1/2, there
is a - 0 such that as x x 0 " -, x 0 - 9 ¡0, 1¢, we have
|fx " fx 0 | 1/2
which is absurb since we can choose y x 0 " -, x 0 - 9 ¡0, 1¢ and y C by the fact C
does NOT contain an open interval since C has measure zero. So, we have proved that f is
not continuous on C.
Note: In a metric space M, a set S M is called nonwhere dense if intclS C.
Hence, we know that C is a nonwhere dense set.
Supplement on Cantor set.
From the exercise 7.32, we have learned what the Cantor set is. We write some
conclusions as a reference.
(1) The Cantor set C is compact and perfect.
(2) The Cantor set C is uncountable. In fact, #C #R .
(3) The Cantor set C has measure zero.
(4) The Cantor set C is nonwhere dense.
.
(5) Every point x in C can be expressed as x ! n1 a n 3 "n , where each a n is either 0 or
2.
(6) X C : ¡0, 1¢ v £0, 1¤ the characteristic function of C on ¡0, 1¢ is Riemann integrable.
The reader should be noted that Cantor set C in the exercise is 1 "dimensional case. We
can use the same method to construct a n "dimensional Cantor set in the set
£x 1 , . . . , x n : 0 t x j t 1, j 1, 2, . . n¤. In addition, there are many researches on Cantor
set. For example, we will learn so called Space-Filling Curve on the textbook, Ch9, pp
224-225.
In addition, there is an important function called Cantor-Lebesgue Function related
with Cantor set. The reader can see the book, Measure and Integral (An Introduction to
Real Analysis) written by Richard L. Wheeden and Antoni Zygmund, pp 35.
7.33 The exercise
n
outlines a proof (due to Ivan Niven) that = 2 is irrational. Let
fx x n 1 " x /n!. Prove that:
(a) 0 fx 1/n! if 0 x 1.
Proof: It is clear.
(b) Each kth derivative f k 0 and f k 1 is an integer.
Proof: By Leibnitz Rule,
k
f k x 1
n! ! kj £¡n n " j 1 ¢x n"j ¤ "1 k"j ¡n n " k j 1 ¢1 " x n"kj
j0
(f) Use (a) in (e) to deduce that 0 F1 F0 1 if n is sufficiently large. This
contradicts (c) and show that = 2 (and hence =) is irrational.
Proof: By (a), and sin x ¡0, 1¢ on ¡0, =¢, we have
1 1
0 =a n ; fx sin =xdx t =a ; sin =xdx 2a v 0 as n v ..
n n
0 n! 0 n!
So, as n is sufficiently large, we have, by (d),
0 F1 F0 1
which contradicts (c). So, we have proved that = 2 (and hence =) is irrational.
Remark: The reader should know that = is a transcendental number. (Also, so is e). It
is well-known that a transcendental number must be an irrational number.
In 1900, David Hilbert asked 23 problems, the 7th problem is that, if )p 0, 1 is an
algebraic number and * is an algebraic number but not rational, then is it true that ) * is a
transcendental number. The problem is completely solved by Israil Moiseevic Gelfand in
1934. There are many open problem now on algebraic and transcendental numbers. For
example, It is an open problem: Is the Euler Constant
+ lim 1 1 . . . 1
n " log n
2
a transcendental number.
7.34 Given a real-valued function ), continuous on the interval ¡a, b¢ and having a
finite bounded derivative ) U on a, b . Let f be defined and bounded on ¡a, b¢ and assume
that both integrals
b b
; a fx d)x and ; a fx ) U x dx
exists. Prove that these integrals are equal. (It is not assumed that ) U is continuous.)
Proof: Since both integrals exist, given / 0, there exists a partition
P £x 0 a, . . . , x n b¤ such that
b
SP, f, ) " ; fx d)x //2
a
where
n
SP, f, ) ! ft j ) j for t j ¡x j"1 , x j ¢
j1
n
! ft j ) U s j x j by Mean Value Theorem, where s j x j"1 , x j *
ʳʳʳʳ
j1
and
b
SP, f) U " ; fx ) U x dx //2
a
where
n
SP, f) U ! ft j ) U t j x j for t j ¡x j"1 , x j ¢ **
ʳʳʳʳ
j1
/.
So, we have proved that both integrals are equal.
7.35 Prove the following theorem, which implies that a function with a positive
integral must itself be positive on some interval. Assume that f R on ¡a, b¢ and that
b
0 t fx t M on ¡a, b¢, where M 0. Let I ; fx dx, let h 12 I/M b " a , and
a
assume that I 0. Then the set T £x : fx u h¤ contains a finite number of intervals,
the sum of whose lengths is at least h.
n
Hint. Let P be a partition of ¡a, b¢ such that every Riemann sum SP, f ! k1 ft k x k
satisfies SP, f I/2. Split SP, f into two parts, SP, f ! kA ! kB , where
A £k : ¡x k"1 , x k ¢ T¤, and B £k : k A¤.
If k A, use the inequality ft k t M; if k B, choose t k so that ft k h. Deduce that
! kA x k h.
Proof: It is clear by Hint, so we omit the proof.
Remark: There is another proof about that a function with a positive integral must
itself be positive on some interval.
Proof: Suppose NOT, it means that in every subinterval, there is a point p such that
fp t 0. So,
n
LP, f ! mj x j t 0 since m j t 0
j1
From the definition, the reader should find that the definition is NOT stranger for us. When
we talk f f 1 , . . . , f n R) on ¡a, b¢, it suffices to consider each f j R) on ¡a, b¢ for
j 1, 2, . . . , n.
For example, if f R) on ¡a, b¢ where ) { on ¡a, b¢, then PfP R) on ¡a, b¢.
Proof: Since f R) on ¡a, b¢, we know that f j R) on ¡a, b¢ for j 1, 2, . . . , n.
Hence,
n
! f 2j R) on ¡a, b¢
k1
which implies that, by Remark (1) in Exercise 7.30,
n 1/2
b n
;a ! fjyj d)
j1
b
t ; a PfPPyPd)
b
PyP ; PfPd)
a
which implies that
b
PyP t ; a PfPd).
Note: The equality holds if, and only if, ft kt y.
Existence theorems for integral and differential equations
The following exercises illustrate how the fixed-point theorem for contractions.
(Theorem 4.48) is used to prove existence theorems for solutions of certain integral and
differential equations. We denote by C¡a, b¢ the metric space of all real continuous
functions on ¡a, b¢ with the metric
df, g Pf " gP max |fx " gx |,
x¡a,b¢
Proof: Consider
b
PTI 1 x " TI 2 x P 5 ; Kx, t ¡I 1 t " I2t ¢dt
a
b
t |5| ; |Kx, t ¡I 1 t " I2t ¢|dt
a
b
t |5|M ; |I 1 t " I2t |dt
a
t |5|Mb " a PI 1 t " I2t P. *
ʳʳʳʳ
"1 "1
Since |5| M "1 b " a , then there exists c such that |5| c M b " a . Hence, by
"1
Consider
|fx " b| t |fx " f N x | |f N x " b|
t Pfx " f N x P Pf N x " bP
/ Mc
which implies that
|fx " b| t Mc for all x
since / is arbitrary. So, f S. It means that S is closed.
(c) Prove that the function T defined on S by the equation
x
TI x b ; ft, It dt
a
maps S into itself.
Proof: Since
x
|TI x " b| ; a ft, It dt
x
t ; a |ft, It |dt
t x " a M
t Mc
we know that TI x S. That is, T maps S into itself.
(d) Now assume that f satisfies a Lipschitz condition of the form
|fx, y " fx, z | t A|y " z|
for every pair of points x, y and x, z in Q, where A 0. Prove that T is a contraction of
S if h 1/A. Deduce that for h 1/A the differential equation y U fx, y has exactly one
solution y Ix on a " c, a c such that Ia b.
Proof: Note that h 1/A, there exists 5 such that h 5 1/A. Since
PTI 1 x " TI 2 x P
x
t ; a |ft, I 1 t " ft, I 2 t |dt
x
t A ; |I 1 t " I 2 t |dt by |fx, y " fx, z | t A|y " z|
a
t Ax " a PI 1 t " I 2 t P
t AhPI 1 t " I 2 t P
+PI 1 t " I 2 t P
where 0 5A : + 1. Hence, T is a contraction of S. It implies that there exists one and
only one I S such that
x
Ix b ; ft, It dt
a
which implies that
I U x fx, Ix .
That is, the differential equation y U fx, y has exactly one solution y Ix on
a " c, a c such that Ia b.
Supplement on Riemann Integrals
1. The reader should be noted that the metric space R¡a, b¢ , d is NOT complete,
where
b
df, g ; a |fx " gx |dx.
We do NOT give it a proof. The reader can see the book, Measure and Integral (An
Introduction to Real Analysis) by Richard L. Wheeden and Antoni Zygmund, Ch5.
2. The reader may recall the Mean Value Theorem: Let f be a continuous function on
¡a, b¢. Then
b
; a fx dx fx 0 b " a
where x 0 ¡a, b¢. In fact, the point x 0 can be chosen to be interior of ¡a, b¢. That is,
x 0 a, b .
Proof: Let M sup x¡a,b¢ fx , and m inf x¡a,b¢ fx . If M m, then it is clear. So, we
may assume that M p m as follows. Suppose NOT, it means that x 0 a or b. Note that,
fx 1 m t fx 0 : r t M fx 2
by continuity of f on ¡a, b¢. Then we claim that
fx 0 m or M.
If NOT, i.e.,
fx 1 r fx 2
it means that there exists a point p x 1 , x 2 such that fp r by Intermediate Value
Theorem. It contradicts to p a or b. So, we have proved the claim. If fa m, then
b b
; a fx dx mb " a ´ 0 ; a ¡fx " m¢dx
which implies that, by fx " m u 0 on ¡a, b¢,
fx m forall x ¡a, b¢.
So, it is impopssible. Similarly for other cases.
Remark: (1) The reader can give it a try to consider the Riemann-Stieltjes Integral as
follows. Let ) be a continuous and increasing function on ¡a, b¢. If f is continuous on
¡a, b¢, then
b
; a fx d)x fc ¡)b " )a ¢
where c a, b .
Note: We do NOT omit the continuity of ) on ¡a, b¢ since
0 if x 0
fx x on ¡0, 1¢; )x .
1 if x 0, 1¢
(2) The reader can see the textbook, exercise 14.13 pp 404.
Exercise: Show that
=/2
=
2
;0 dx
1 2
= .
2
1" 2
sin x