Problems from the UNL real analysis workshop packet UNL real-analysis workshop. Day 1 of the packet is the May 2016 qualifying exam, UNL real-analysis Summer 2016. The remaining headings are the January, June, and May exam tags printed in Days 2–8 of the packet, including the Day 2 problem tagged May 2019, problem 1.
May 2016 qualifying exam
May 2016, 1
Consider the function $f(x) = \frac{x}{1-x^2}$, (Tag P-XEEUX)
Consider \[ f(x)=\frac{x}{1-x^2},\qquad x\in(0,1). \]
- Using only the \(\varepsilon\)–\(\delta\) definition, prove that \(f\) is continuous on \((0,1)\).
- Is \(f\) uniformly continuous on \((0,1)\)? Justify your answer.
Solution
<1>1. Prove continuity at an arbitrary \(x_0\in(0,1)\) directly from the definition.
Fix \(x_0\in(0,1)\) and \(\varepsilon>0\). For \(x\in(0,1)\), \[ \begin{aligned} |f(x)-f(x_0)| &=\left|\frac{x}{1-x^2}-\frac{x_0}{1-x_0^2}\right|\\ &=\frac{|x-x_0|\,|1+x x_0|}{(1-x^2)(1-x_0^2)}. \end{aligned} \] Choose \[ \delta :=\min\left\{\frac{1-x_0}{2},\frac{\varepsilon(1-x_0)^2}{4}\right\}. \] If \(|x-x_0|<\delta\), then \[ x<x_0+\frac{1-x_0}{2}=\frac{1+x_0}{2}, \] so \[ 1-x>\frac{1-x_0}{2}. \] Also \(1+x\ge1\), \(1+x_0\ge1\), and \(|1+x x_0|\le2\). Hence \[ (1-x^2)(1-x_0^2) =(1-x)(1+x)(1-x_0)(1+x_0) \ge \frac{(1-x_0)^2}{2}. \] Therefore \[ |f(x)-f(x_0)| \le \frac{4|x-x_0|}{(1-x_0)^2} <\varepsilon. \] Thus \(f\) is continuous at \(x_0\). Since \(x_0\) was arbitrary, \(f\) is continuous on \((0,1)\).
<1>2. \(f\) is not uniformly continuous on \((0,1)\).
For \(n\ge1\), set \[ x_n=\frac{n}{n+1}, \qquad y_n=\frac{n+1}{n+2}. \] Then \[ |x_n-y_n|=\frac{1}{(n+1)(n+2)}\longrightarrow0. \] On the other hand, \[ f(x_n)=\frac{n(n+1)}{2n+1}, \qquad f(y_n)=\frac{(n+1)(n+2)}{2n+3}, \] so \[ |f(y_n)-f(x_n)| =\frac{2(n+1)^2}{(2n+1)(2n+3)} \longrightarrow\frac12. \] If \(f\) were uniformly continuous, taking \(\varepsilon=1/4\) would force \[ |f(y_n)-f(x_n)|<\frac14 \] for all sufficiently large \(n\), because \(|x_n-y_n|\to0\). This contradicts the displayed limit. Therefore \[ \boxed{f\text{ is not uniformly continuous on }(0,1)}. \]
May 2016, 2
$\limsup a_k=\inf\{s:\text{only finitely many }a_k\ge s\}$ (Tag P-DQQUE)
Let \(\{a_k\}_{k=1}^\infty\) be a bounded sequence of real numbers and set \[ E:=\left\{s\in\mathbb R:\{k\in\mathbb N:a_k\ge s\}\text{ is finite}\right\}. \] Prove that \[ \limsup_{k\to\infty}a_k=\inf E. \]
Solution
Let \[ L:=\limsup_{k\to\infty}a_k =\lim_{N\to\infty}\sup_{k\ge N}a_k. \] Since \((a_k)\) is bounded above, \(E\ne\varnothing\): every number larger than \(\sup_k a_k\) lies in \(E\).
<1>1. \(L\le \inf E\).
Fix \(s\in E\). By definition of \(E\), there is \(N\) such that \[ a_k<s\qquad(k\ge N). \] Therefore \[ \sup_{k\ge N}a_k\le s. \] Since the tail suprema decrease to \(L\), \[ L\le \sup_{k\ge N}a_k\le s. \] Thus \(L\) is a lower bound for \(E\), and hence \(L\le\inf E\).
<1>2. \(\inf E\le L\).
Let \(\varepsilon>0\). Since \[ \sup_{k\ge N}a_k\downarrow L, \] there is \(N\) such that \[ \sup_{k\ge N}a_k<L+\varepsilon. \] Hence \[ a_k<L+\varepsilon\qquad(k\ge N), \] so only the finitely many indices \(k<N\) can satisfy \(a_k\ge L+\varepsilon\). Therefore \[ L+\varepsilon\in E. \] It follows that \[ \inf E\le L+\varepsilon. \] Letting \(\varepsilon\downarrow0\) gives \(\inf E\le L\).
Combining the two inequalities, \[ \boxed{\limsup_{k\to\infty}a_k=\inf E}. \]
May 2016, 3
A compact metric space is complete and separable, and sequences with summable consecutive distances converge (Tag P-CWJBS)
Assume \((X,d)\) is a compact metric space.
Prove that \(X\) is both complete and separable.
Suppose \(\{x_k\}_{k=1}^\infty \subseteq X\) is a sequence such that the series \(\sum_{k=1}^\infty d(x_k, x_{k+1})\) converges. Prove that the sequence \(\{x_k\}_{k=1}^\infty\) converges in \(X\).
Solution
Part 1a: completeness.
<1>1. Every sequence in \(X\) has a convergent subsequence.
compact metric spaces are sequentially compact.
<1>2. Every Cauchy sequence \((x_n)\) in \(X\) converges. <2>1. \((x_n)\) has a convergent subsequence \(x_{n_k} \to x\).
<1>1. <2>2. \(x_n \to x\).
for \(\eps > 0\), choose \(N\) with \(d(x_n, x_m) < \eps/2\) for \(n, m \ge N\) (Cauchy), and \(k\) with \(n_k \ge N\) and \(d(x_{n_k}, x) < \eps/2\); then \(d(x_n, x) \le d(x_n, x_{n_k}) + d(x_{n_k}, x) < \eps\) for \(n \ge N\).
<1>3. Q.E.D.: \(X\) is complete.
<1>2 is the definition.
Part 1b: separability.
<1>4. For each \(m \in \NN\), \(X\) has a finite \(1/m\)-net: finitely many points \(x^{(m)}_1, \ldots, x^{(m)}_{N_m}\) with \(X = \bigcup_j B(x^{(m)}_j, 1/m)\).
\(\{B(x, 1/m)\}_{x \in X}\) is an open cover of the compact space \(X\), so it has a finite subcover; take the centers.
<1>5. \(D = \bigcup_{m \in \NN}\{x^{(m)}_1, \ldots, x^{(m)}_{N_m}\}\) is countable and dense.
\(D\) is a countable union of finite sets, hence countable; given \(x \in X\) and \(\eps > 0\), choose \(m > 1/\eps\) and \(j\) with \(x \in B(x^{(m)}_j, 1/m)\); then \(d(x, x^{(m)}_j) < 1/m < \eps\).
Part 2.
<1>6. \((x_k)\) is Cauchy: for \(n < m\), \(d(x_n, x_m) \le \sum_{k=n}^{m-1} d(x_k, x_{k+1})\).
iterated triangle inequality.
<1>7. \(d(x_n, x_m) \to 0\) as \(n \to \infty\) uniformly in \(m > n\).
<1>6 bounds \(d(x_n, x_m)\) by the tail \(\sum_{k \ge n} d(x_k, x_{k+1})\) of a convergent series, which tends to \(0\).
<1>8. Q.E.D.: \((x_k)\) converges in \(X\).
<1>6 and <1>7 show \((x_k)\) is Cauchy; completeness (<1>3) gives convergence.
May 2016, 4
$f(0)=f(2)=0$ and $f(c)=1$ imply $|f'|>1$ somewhere on $(0,2)$ (Tag P-FPWLY)
Suppose that \(f \colon [0,2] \to \mathbb{R}\) is continuous on \([0,2]\) , differentiable on \((0,2)\), and such that \(f(0) = f(2) = 0\), \(f(c) = 1\) for some \(c \in (0,2)\). Prove that there exists \(x \in (0,2)\) such that \(|f'(x)| >1.\)
Proof. We will consider three cases. First, suppose \(c<1\). Then, by the mean value theorem, there exists \(x\in (0,c)\) such that \(f'(x)(c-0)=f(c)-f(0)\) so \(f'(x)=\frac{f(c)}{c}=\frac{1}{c}>1\) since \(c<1\). Similarly, if \(c>1\) then by the mean value theorem there exits \(y\in (c,2)\) such that \[|f'(y)|=\left\lvert\frac{f(2)-f(c)}{2-c}\right\rvert=\left\lvert \frac{-f(c)}{2-c}\right\rvert=\left\lvert\frac{-1}{2-c}\right\rvert>1\] since \(1<c<2\).
Now, suppose \(c=1\). If there exists \(x\in (0,1)\) such that \(x<f(x)\) then by the mean value theorem on the interval \((0,x)\) there exists \(s\in (0,x)\) such that \(f'(s)=\frac{f(x)}{x}>1\) since \(f(x)>x\). Likewise, if there exists \(x\in (0,1)\) such that \(x>f(x)\) then the mean value theorem on \((x,1)\) gives a point \(t\in (x,1)\) such that \(\left\lvert f'(t)\right\rvert=\left\lvert \frac{f(1)-f(x)}{1-x}\right\rvert=\left\lvert\frac{1-f(x)}{1-x}\right\rvert>1\) since \(x>f(x)\). So, on \((0,1)\), if the proposition does not hold then \(f(x)=x\). Similarly, if there exists \(x\in (1,2)\) such that \(f(x)>2-x\) then the mean value theorem yields a point \(u\in (x,2)\) such that \(|f'(u)|=\left\lvert \frac{f(2)-f(x)}{2-x}\right\rvert=\left\lvert \frac{-f(x)}{2-x}\right\rvert>1\) since \(f(x)>2-x\). If there exists \(y\in (1,2)\) such that \(f(y)<2-y\) then again by the mean value theorem there exists \(v\in (1,y)\) such that \(|f'(v)|=\left\lvert\frac{f(y)-f(1)}{y-1}\right\rvert=\left\lvert\frac{f(y)-1}{y-1}\right\rvert>1\) since \(f(y)<2-y\) so \(|f(y)-1|>|y-1|\). So, on \((1,2)\) if the proposition does not hold then \(f(x)=2-x\). However, notice that since \(f(x)\) is differentiable at \(x=1\) we cannot have \(f(x)=x\) on \((0,1)\) and \(f(x)=2-x\) on \((1,2)\). ◻
Solution
<1>1. Setup: \(f\) continuous on \([0,2]\), differentiable on \((0,2)\), \(f(0) = f(2) = 0\), and \(f(c) = 1\) for some \(c \in (0,2)\). (The card already contains a complete case-analysis proof; this solution restates it in structured form.)
given.
<1>2. If \(c < 1\): there is \(x \in (0, c)\) with \(f'(x) = \frac{f(c) - f(0)}{c - 0} = \frac{1}{c} > 1\).
Mean Value Theorem on \([0, c]\); since \(0 < c < 1\), \(1/c > 1\).
<1>3. If \(c > 1\): there is \(y \in (c, 2)\) with \(|f'(y)| = \left|\frac{f(2) - f(c)}{2 - c}\right| = \left|\frac{-1}{2-c}\right| = \frac{1}{2-c} > 1\).
Mean Value Theorem on \([c, 2]\); since \(0 < 2 - c < 1\), \(1/(2-c) > 1\).
<1>4. It remains to handle \(c = 1\). <2>1. If for some \(x \in (0,1)\), \(f(x) > x\): then \(f'(s) = \frac{f(x) - f(0)}{x - 0} = \frac{f(x)}{x} > 1\) for some \(s \in (0, x)\).
Mean Value Theorem on \([0, x]\); \(f(x) > x\) gives \(f(x)/x > 1\).
<2>2. If for some \(x \in (0,1)\), \(f(x) < x\): then \(|f'(t)| = \left|\frac{f(1) - f(x)}{1 - x}\right| = \left|\frac{1 - f(x)}{1 - x}\right| > 1\) for some \(t \in (x, 1)\).
Mean Value Theorem on \([x, 1]\) (note \(f(1) = f(c) = 1\)); \(f(x) < x\) implies \(1 - f(x) > 1 - x > 0\), so the ratio is \(> 1\).
<2>3. Hence, unless we are already done, \(f(x) = x\) for all \(x \in (0,1)\).
<2>1 and <2>2 exhaust \(f(x) > x\) and \(f(x) < x\).
<2>4. Similarly on \((1, 2)\): unless done, \(f(x) = 2 - x\) for all \(x \in (1,2)\).
if \(f(x) > 2 - x\) for some \(x \in (1,2)\), MVT on \([x,2]\) gives \(|f'(u)| = \left|\frac{f(2) - f(x)}{2-x}\right| = \frac{f(x)}{2-x} > 1\); if \(f(x) < 2 - x\), MVT on \([1, x]\) gives \(|f'(v)| = \left|\frac{f(x) - f(1)}{x - 1}\right| = \frac{|f(x) - 1|}{x-1} > 1\) since \(|f(x) - 1| > |x - 1|\).
<2>5. \(f(x) = x\) on \((0,1)\) and \(f(x) = 2 - x\) on \((1,2)\) contradict differentiability at \(1\).
the left derivative of \(x\) at \(1\) is \(1\), the right derivative of \(2 - x\) at \(1\) is \(-1\); they differ, so \(f\) is not differentiable at \(1\).
<1>5. Q.E.D.: in every case some \(x \in (0,2)\) has \(|f'(x)| > 1\).
<1>2, <1>3, and <1>4 (cases \(c < 1\), \(c > 1\), \(c = 1\)) are exhaustive.
May 2016, 5
Pointwise convergence of $n^\beta x(1-x^2)^n$ on $[0,1]$, uniform if and only if $\beta<\frac12$ (Tag P-6LWY3)
Let \(f_n(x) = n^\beta x(1-x^2)^n\), \(x \in [0,1]\), \(n \in \mathbb{N}\).
Prove that \(\{f_n\}_{n=1}^\infty\) converges pointwise on \([0,1]\) for every \(\beta \in \mathbb{R}\).
Show that the convergence in part (a) is uniform for all \(\beta < \frac{1}{2}\), but not uniform for any \(\beta \geq \frac{1}{2}\).
Solution
<1>1. \(f_n \to 0\) pointwise on \([0,1]\) for every \(\beta \in \RR\). <2>1. For \(x = 0\): \(f_n(0) = 0\) for all \(n\).
the factor \(x\) vanishes.
<2>2. For \(0 < x \le 1\): \(f_n(x) = n^\beta x(1 - x^2)^n \to 0\).
\((1 - x^2)^n\) decays exponentially in \(n\) for \(x > 0\) (\(1 - x^2 \in [0,1)\)), which beats the polynomial growth \(n^\beta\); more precisely \(n^\beta(1-x^2)^n = n^\beta e^{n\ln(1-x^2)} \to 0\) since \(\ln(1 - x^2) < 0\).
<2>3. Q.E.D.
<2>1 and <2>2.
<1>2. \(\sup_{x \in [0,1]}|f_n(x)| = n^\beta \cdot \frac{1}{\sqrt{2n+1}}\left(\frac{2n}{2n+1}\right)^n\). <2>1. Maximize \(g(x) = x(1 - x^2)^n\): \(g'(x) = (1 - x^2)^{n-1}(1 - (2n+1)x^2)\), so the maximum on \([0,1]\) is at \(x_n = 1/\sqrt{2n+1}\).
derivative computation; \(g' > 0\) for \(x < x_n\) and \(g' < 0\) for \(x > x_n\); \(g(0) = g(1) = 0\).
<2>2. \(g(x_n) = \frac{1}{\sqrt{2n+1}}\left(1 - \frac{1}{2n+1}\right)^n = \frac{1}{\sqrt{2n+1}}\left(\frac{2n}{2n+1}\right)^n\).
\(1 - x_n^2 = 1 - \frac{1}{2n+1} = \frac{2n}{2n+1}\).
<2>3. Q.E.D.
\(\|f_n\|_\infty = n^\beta g(x_n)\).
<1>3. Uniform convergence holds iff \(\beta < \frac{1}{2}\). <2>1. \(\|f_n\|_\infty \asymp n^{\beta - 1/2}\): \(\|f_n\|_\infty = n^\beta \cdot \frac{1}{\sqrt{2n+1}}\left(\frac{2n}{2n+1}\right)^n\), and \(\left(\frac{2n}{2n+1}\right)^n = \left(1 - \frac{1}{2n+1}\right)^n \to e^{-1/2} > 0\).
\(\frac{1}{\sqrt{2n+1}} \sim \frac{1}{\sqrt 2}n^{-1/2}\); the factor \(\left(\frac{2n}{2n+1}\right)^n\) has a positive limit \(e^{-1/2}\).
<2>2. If \(\beta < 1/2\): \(\|f_n\|_\infty \to 0\), so \(f_n \to 0\) uniformly.
\(n^{\beta - 1/2} \to 0\).
<2>3. If \(\beta \ge 1/2\): \(\|f_n\|_\infty \not\to 0\), so the convergence is not uniform.
\(n^{\beta - 1/2} \not\to 0\) (it diverges for \(\beta > 1/2\) and is bounded away from \(0\) for \(\beta = 1/2\)), and uniform convergence to the pointwise limit \(0\) would force \(\|f_n\|_\infty \to 0\).
<2>4. Q.E.D.
<2>2 and <2>3.
May 2016, 6
Riemann–Stieltjes integral against a jump, and vanishing of $g$ against $x^{3k+2}$ (Tag P-BDFPC)
Suppose \(f:[-1,1]\to\mathbb R\) is bounded and continuous at \(0\). Let \[ \alpha(x)= \begin{cases} -1,&x\in[-1,0],\\ 1,&x\in(0,1]. \end{cases} \] Prove that \(f\in\mathcal R(\alpha)[-1,1]\) and \[ \int_{-1}^1 f\,d\alpha=2f(0). \]
Let \(g:[0,1]\to\mathbb R\) be continuous and suppose \[ \int_0^1 g(x)x^{3k+2}\,dx=0 \qquad(k=0,1,2,\ldots). \] Prove that \(g\equiv0\).
Solution
<1>1. Prove the Riemann–Stieltjes assertion.
The integrator \(\alpha\) is nondecreasing and has a single jump of size \(2\) immediately to the right of \(0\).
Fix \(\varepsilon>0\). By continuity of \(f\) at \(0\), choose \(r\in(0,1)\) such that \[ |f(x)-f(0)|<\frac{\varepsilon}{4} \qquad(0\le x\le r). \] Take any partition containing the points \[ -1<0<r<1. \] All increments of \(\alpha\) are zero except the one on the subinterval \([0,r]\), where \[ \alpha(r)-\alpha(0)=1-(-1)=2. \] Consequently, if \(M\) and \(m\) are the supremum and infimum of \(f\) on \([0,r]\), then \[ U(f,P,\alpha)-L(f,P,\alpha)=2(M-m). \] Since \(|f(x)-f(0)|<\varepsilon/4\) on \([0,r]\), \[ M-m<\frac{\varepsilon}{2}, \] and hence \[ U(f,P,\alpha)-L(f,P,\alpha)<\varepsilon. \] Thus \(f\in\mathcal R(\alpha)[-1,1]\).
Moreover, \[ 2m\le \int_{-1}^1f\,d\alpha\le2M, \] and both \(m\) and \(M\) can be made arbitrarily close to \(f(0)\) by shrinking \(r\). Therefore \[ \boxed{\int_{-1}^1f\,d\alpha=2f(0)}. \]
<1>2. Extend the moment identities from monomials to polynomials in \(x^3\).
For every polynomial \(p\), \[ x^2p(x^3) \] is a finite linear combination of the functions \(x^{3k+2}\). Hence the hypothesis gives \[ \int_0^1 g(x)x^2p(x^3)\,dx=0. \]
<1>3. Approximate \(g\) by polynomials in \(x^3\).
Define \[ h(t):=g(t^{1/3}),\qquad t\in[0,1]. \] Then \(h\) is continuous. By the Weierstrass approximation theorem there are polynomials \(p_n\) such that \[ p_n\to h \] uniformly on \([0,1]\). Substituting \(t=x^3\) gives \[ p_n(x^3)\to g(x) \] uniformly on \([0,1]\).
Since \(x^2g(x)\) is bounded, we may pass to the limit in the identities from Step 2: \[ 0 =\lim_{n\to\infty}\int_0^1 g(x)x^2p_n(x^3)\,dx =\int_0^1x^2g(x)^2\,dx. \] The integrand is continuous and nonnegative, so it vanishes identically. Thus \(g(x)=0\) for every \(x\in(0,1]\), and continuity gives \(g(0)=0\). Hence \[ \boxed{g\equiv0}. \]
Metric spaces and topology
May 2019, 1
The sum metric $d_M+d_N$ on $M\times N$, and compactness of a product of compact sets (Tag P-I73ZD)
Let \((M, d_M)\), \((N, d_N)\) be metric spaces. Define \(d_{M \times N} \colon (M \times N) \times (M \times N) \to \mathbb{R}\) by \[d_{M \times N}((x_1, y_1), (x_2, y_2)) := d_M(x_1, x_2) + d_N(y_1, y_2).\]
Prove that \((M \times N, d_{M \times N})\) is a metric space.
Let \(S \subseteq M\) and \(T \subseteq N\) be compact sets in \((M, d_M)\) and \((N, d_N)\), respectively. Prove that \(S \times T\) is a compact set in \((M \times N, d_{M \times N})\).
Proof. To prove that \((M \times N, d_{M \times N})\) is a metric space we must prove that \(d_{M\times N}\) is a metric on \(M \times N\).
- Positive Definite-
Let \((x_1,y_1), (x_2,y_2) \in M \times N\). Then since \(d_M\) is a metric on \(M\), then \(d_M(x_1,x_2)\geq 0\) for all \(x_i,x_j \in M\) and \(d_N\) is a metric on \(N\) and likewise \(d_N(y_1,y_2)\geq 0\) for any \(y_i,y_j \in N.\)
Then by definition \(d_{M\times N}((x_1,y_1),(x_2,y_2))=d_M(x_1,x_2)+d_N(y_1,y_2)\geq 0 + 0 =0.\) Hence since \((x_1,y_1),(x_2,y_2)\) are arbitrary, \(d_{M\times N}((x_1,y_1),(x_2,y_2))\geq 0\) for all \((x_i,y_i),(x_j,y_j)\in M \times N\).
Suppose that \(d_{M \times N}((x_1,y_1),(x_2,y_2))=0.\) By definition \(d_{M \times N}((x_1,y_1),(x_2,y_2))=d_M(x_1,x_2)+d_N(y_1,y_2)\). Therefore \(d_M(x_1,x_2)+d_N(y_1,y_2)=0\), since \(d_M, d_N\) are metrics, then \(d_M(x_1,x_2)\geq 0, d_N(y_1,y_2)\geq 0\), which implies that \(d_M(x_1,x_2)=d_N(y_1,y_2)=0\) and also since they are metrics we have that \(x_1=x_2, y_1=y_2.\) Hence, \((x_1,y_1)=(x_2,y_2).\)
Now suppose that \((x_1,y_1)=(x_2,y_2).\) Then \(x_1=x_2, y_1=y_2\) and for the metrics \(d_M, d_N\) we would have \(d_M(x_1,x_2)=0, d_N(y_1,y_2)=0.\) Thus \(d_{M \times N}((x_1,y_1),(x_2,y_2))=d_M(x_1,x_2)+d_N(y_1,y_2)=0+0=0\).
Therefore \(d_{M \times N}((x_1,y_1),(x_2,y_2))=0\) if and only if \((x_1,y_1)=(x_2,y_2).\)
- Symmetric
Let \((x_1,y_1), (x_2,y_2) \in M \times N\). Then since \(d_M\) is a metric on \(M\), then \(d_M(x_1,x_2)=d_M(x_2,x_1)\) for all \(x_i,x_j \in M\) and \(d_N\) is a metric on \(N\) and likewise \(d_N(y_1,y_2)=d_N(y_2,y_1)\) for any \(y_i,y_j \in N.\) Therefore, \[\begin{aligned} d_{M \times N}((x_1,y_1),(x_2,y_2))&=d_M(x_1,x_2)+d_N(y_1,y_2)\\ &=d_M(x_2,x_1)+d_N(y_2,y_1)\\ &=d_{M \times N}((x_2,y_2),(x_1,y_1)). \end{aligned}\]
- Triangle Inequality
Since \(d_M, d_N\) are metrics then for all \(x_1,x_2,x_3 \in M, y_1,y_2,y_3 \in N\) we have that \(d_M(x_1,x_2)\leq d_M(x_1,x_3)+d_M(x_3,x_2)\) and that \(d_N(y_1,y_2)\leq d_N(y_1,y_3)+d_N(y_3,y_2).\) Therefore, \[\begin{aligned} d_{M \times N}((x_1,y_1),(x_2,y_2))&=d_M(x_1,x_2)+d_N(y_1,y_2)\\ d_M(x_1,x_2)+d_N(y_1,y_2) &\leq d_M(x_1,x_3)+d_M(x_3,x_2)+d_N(y_1,y_3)+d_N(y_3,y_2)\\ d_M(x_1,x_3)+d_M(x_3,x_2)+d_N(y_1,y_3)+d_N(y_3,y_2) &=d_M(x_1,x_3)+d_N(y_1,y_3)+d_M(x_3,x_2)+d_N(y_3,y_2)\\ d_M(x_1,x_3)+d_N(y_1,y_3)+d_M(x_3,x_2)+d_N(y_3,y_2)&=d_M((x_1,y_1),(x_3,y_3))+d_M((x_3,y_3),(x_2,y_2)). \end{aligned}\]
Hence \(d_{M \times N}((x_1,y_1),(x_2,y_2))\leq d_M((x_1,y_1),(x_3,y_3))+d_M((x_3,y_3),(x_2,y_2)).\)
Therefore \(d_{M \times N}\) is a metric on \(M \times N\) and \((M \times N, d_{M\times N})\) is a metric space. ◻
Proof. By part a we showed that \((M \times N, d_{M \times N})\) is a metric space. Let \(\{s_n,t_n\}\) be a sequence in \(S \times T.\) Since \(\{s_n\}\) is a sequence on a compact set \(S\) in a metric space \((M,d_M)\) then it has a convergent subsequence \({s_{n_k}}.\) Let \(\lim_{k \to \infty}{s_{n_k}}=s_0.\)
Since \(\{t_{n_k}\}\) is a sequence on a compact set \(T\) in a metric space. Thus \(\{t_{n_k}\}\) has a convergent subsequence \(\{t_{n_{k_j}}\}.\) Let \(\lim_{j\to \infty} t_{n_{k_j}}=t_0.\) Thus \(\{s_{n_{k_j}}\}\) is a subsequence of \(\{s_{n_k}\}.\) And since \(\{s_{n_k}\}\) converges to \(s_0\), then any subsequence also converges to \(s_0.\)
Let \(\epsilon >0\) be given. Then for \(\epsilon/2\) there exists \(N_1, N_2\in \mathbb{N}\) such that for all \(n_{k_j}\geq N_1, d_M(s_{n_{k_j}},s_0)<\epsilon/2\), and for all \(n_{k_j}\geq N_2, d_N(t_{n_{k_j}},t_0)<\epsilon/2\). Choose \(N=\text{Max}(\{N_1,N_2\}).\)
Then \(d_{M \times N}((s_{n_{k_j}},t_{n_{k_j}}),(s_0,t_0))=d_M(s_{n_{k_j}},s_0)+d_N(t_{n_{k_j}},t_0)<\epsilon/2 + \epsilon/2 = \epsilon.\)
Therefore \(d_{M \times N}((s_{n_{k_j}},t_{n_{k_j}}),(s_0,t_0))< \epsilon.\)
Hence \(\{(s_{n_{k_j}},t_{n_{k_j}})\) converges to \((s_0,t_0).\) Therefore \(S \times T\) is sequentially compact and \(S \times T\) is therefore compact. ◻
Solution
Part 1: \(d_{M \times N}\) is a metric.
<1>1. \(d_{M\times N} \ge 0\), and \(d_{M\times N}((x_1,y_1),(x_2,y_2)) = 0\) iff \((x_1,y_1) = (x_2,y_2)\).
\(d_{M\times N} = d_M(x_1,x_2) + d_N(y_1,y_2) \ge 0\) with equality iff both \(d_M = 0\) and \(d_N = 0\), i.e. \(x_1 = x_2\) and \(y_1 = y_2\) (metrics separate points).
<1>2. Symmetry: \(d_{M\times N}(p, q) = d_{M\times N}(q, p)\) for all \(p, q \in M \times N\).
\(d_M, d_N\) are symmetric, so the sum is.
<1>3. Triangle inequality: for \(p_i = (x_i, y_i)\), \(d_{M\times N}(p_1, p_3) \le d_{M\times N}(p_1, p_2) + d_{M\times N}(p_2, p_3)\).
\(d_{M\times N}(p_1,p_3) = d_M(x_1,x_3) + d_N(y_1,y_3) \le (d_M(x_1,x_2) + d_M(x_2,x_3)) + (d_N(y_1,y_2) + d_N(y_2,y_3))\) by the triangle inequalities in \(M\) and \(N\); regroup.
<1>4. Q.E.D.
<1>1–<1>3 are the metric axioms.
Part 2: \(S \times T\) is compact.
<1>5. Every sequence \(((s_k, t_k)) \subseteq S \times T\) has a convergent subsequence. <2>1. \((s_k)\) has a convergent subsequence \(s_{k_j} \to s \in S\).
\(S\) is compact (metric, hence sequentially compact).
<2>2. \((t_{k_j})\) has a further convergent subsequence \(t_{k_{j_l}} \to t \in T\).
\(T\) is compact.
<2>3. \((s_{k_{j_l}}, t_{k_{j_l}}) \to (s, t) \in S \times T\) in \(d_{M\times N}\).
\(d_{M\times N}((s_{k_{j_l}},t_{k_{j_l}}),(s,t)) = d_M(s_{k_{j_l}}, s) + d_N(t_{k_{j_l}}, t) \to 0\).
<1>6. Q.E.D.: \(S \times T\) is compact.
<1>5 is sequential compactness, equivalent to compactness in metric spaces. (Alternatively: \(S \times T\) is closed and bounded in the product of complete spaces, or use the open-cover/finite-subcover argument.)
June 2003, 1(b,c)
Infinite unions of compact sets and attainment of distance to a compact set (Tag P-VACDU)
- Show by example that the union of infinitely many compact subsets of a metric space need not be compact. (c) If \((X,d)\) is a metric space and \(K\subset X\) is compact, define \(d(x_0,K)=\inf_{y\in K} d(x_0,y)\). Prove that there exists a point \(y_0\in K\) such that \(d(x_0,K)=d(x_0,y_0)\).
Solution
<1>1. (b) The union of infinitely many compact sets need not be compact.
in \(\RR\) (a metric space), the singletons \(K_n = \{n\}\) are compact (finite, hence compact). Their union \(\cup_n K_n = \NN\) is not compact: the open cover \(\{(n - 1/2, n + 1/2) : n \in \NN\}\) has no finite subcover, since each open interval contains exactly one point of \(\NN\). (Equivalently, \(\NN\) is closed but unbounded, hence not compact.)
<1>2. (c) Setup: the function \(x \mapsto d(x_0, x)\) is continuous.
by the triangle inequality, \(|d(x_0,x) - d(x_0,y)| \le d(x,y)\), so the map is \(1\)-Lipschitz.
<1>3. (c) The distance to \(K\) is attained.
\(K\) is compact and \(d(x_0, \cdot)\) is continuous (<1>2), so \(d(x_0,\cdot)\) attains its minimum on \(K\): there is \(y_0 \in K\) with \(d(x_0, y_0) = \min_{y \in K} d(x_0, y) = d(x_0, K)\), where the last equality is the definition of \(d(x_0,K)\) as an infimum, attained by compactness.
<1>4. Q.E.D.
January 2009, 4a
Consider the metric space $(\mathbb{Q},d)$ (Tag P-YACKS)
Consider the metric space \((\mathbb{Q},d)\) where \(\mathbb{Q}\) denotes the rational numbers and \(d(x,y)=|x-y|\). Let \(E=\{x\in\mathbb{Q}:x>0,\,2<x^2<3\}\). Is \(E\) closed and bounded in \(\mathbb{Q}\)? Is \(E\) compact in \(\mathbb{Q}\)?
Solution
<1>1. \(E = \QQ \cap (\sqrt2, \sqrt3)\), in particular \(E\) is bounded.
\(E = \{q \in \QQ : q > 0,\ 2 < q^2 < 3\} = \{q \in \QQ : \sqrt2 < q < \sqrt3\}\), and \(\sqrt3 < 2\), so \(E \subseteq (0,2)\) is bounded.
<1>2. \(E\) is closed in \(\QQ\).
\(E = \QQ \cap (\sqrt2, \sqrt3) = \QQ \cap [\sqrt2, \sqrt3]\), since \(\sqrt2, \sqrt3 \notin \QQ\).
The set \([\sqrt2, \sqrt3]\) is closed in \(\RR\), so its intersection with the subspace \(\QQ\) is closed in \(\QQ\). <1>3. \(E\) is NOT compact.
choose rationals \(q_n\) with \(\sqrt2 < q_n < \sqrt2 + 1/n\) (possible by density of \(\QQ\)); then \(q_n \in E\) for all \(n\), and \(q_n \to \sqrt2\) in \(\RR\).
The sequence \((q_n)\) is Cauchy in the metric space \((\QQ, d)\): \(|q_n - q_m| < 1/n + 1/m \to 0\). But it does not converge in \(\QQ\): any limit would have to be \(\sqrt2\) (uniqueness of limits in \(\RR\)), and \(\sqrt2 \notin \QQ\). Hence \(E\) is not complete. In a metric space, compact \(\Rightarrow\) complete, so \(E\) is not compact. (Alternatively: compactness implies every sequence has a convergent subsequence, and no subsequence of \((q_n)\) converges in \(\QQ\).) <1>4. Q.E.D.
January 2011, 3a
A compact set and a disjoint closed set in a metric space are positively separated (Tag P-PUYFS)
Let \((X,d)\) be a metric space, \(K\subset X\) be compact, and \(F\subset X\) be closed. If \(K\cap F=\emptyset\), prove that there exists an \(\epsilon>0\) so that \(d(k,f)\geq \epsilon\) for all \(k\in K\) and \(f\in F\).
Proof. We prove this by contrapositive. Suppose for all \(\epsilon >0\), there exists \(k \in K\), \(f \in F\) such that \(d(k,f)< \epsilon\). Then for all \(n \in \mathbb{N}\), we can choose \(k_n \in K\), \(f_n \in F\) such that \(d(k_n, f_n) < \frac{1}{n}\).
Since \(k_n\) is a sequence in \(K\), which is compact (and therefore sequentially compact), there exists a subsequence \(k_{n_j} \subseteq k_n\) with the property that \(k_{n_j}\) converges to some \(k_0 \in K\). Find \(N \in \mathbb{N}\) such that for \(n \geq N\), \(d(k_{n_j}, k_0) < \frac{\epsilon}{2}\) and \(\frac{1}{n} < \frac{\epsilon}{2}\). Then \[d(f_{n_j}, k_0) \leq d(f_{n_j}, k_{n_j}) + d(k_{n_j}, k_0) < \frac{\epsilon}{2} + \frac{\epsilon}{2} = \epsilon\]
Thus, \(f_{n_j}\) also converges to \(k_0\), and since \(F\) is closed, \(k_0 \in F\). So \(K \cap F \neq \emptyset\). ◻
Solution
<1>1. The function \(\delta(x) \da d(x,F) = \inf_{f\in F} d(x,f)\) is \(1\)-Lipschitz, hence continuous.
for \(x, x' \in X\) and any \(f \in F\), \(d(x,f) \le d(x,x') + d(x',f)\), so \(\delta(x) \le d(x,x') + \delta(x')\); symmetrically \(\delta(x') \le d(x,x') + \delta(x)\), hence \(|\delta(x) - \delta(x')| \le d(x,x')\).
<1>2. \(\delta\) attains its minimum on the compact set \(K\).
\(\delta\) is continuous (<1>1), and a continuous function on a compact set attains its minimum: choose \(k_n \in K\) with \(\delta(k_n) \to \inf_K \delta\); a subsequence \(k_{n_j} \to k \in K\) (sequential compactness in the metric space), and continuity gives \(\delta(k) = \inf_K\delta\).
<1>3. \(\inf_{k\in K} d(k,F) > 0\).
by <1>2 the infimum is \(\delta(k)\) for some \(k \in K\).
If \(\delta(k) = 0\), then there is a sequence \(f_n \in F\) with \(d(k, f_n) \to 0\), so \(f_n \to k\); since \(F\) is closed, \(k \in F\), contradicting \(K \cap F = \emptyset\). Hence \(\delta(k) > 0\). <1>4. There is \(\eps > 0\) with \(d(k,f) \ge \eps\) for all \(k \in K\), \(f \in F\).
take \(\eps \da \inf_{k\in K} d(k,F) > 0\) from <1>3; then \(d(k,f) \ge d(k,F) \ge \eps\) for all \(k \in K\), \(f \in F\).
<1>5. Q.E.D.
(The card already contains a proof by contrapositive using sequential compactness; the argument above is the direct version via continuity of the distance function.)
Day 2, problem 10
$\{x:d(x,x_0)=r\}$ is nonempty in an unbounded connected metric space (Tag P-HOUMA)
Let \((X,d)\) be an unbounded and connected metric space. Prove that for each \(x_0 \in X\), the set \(\{x \in X \, \colon \, d(x,x_0) = r\}\) is nonempty.
Solution
<1>1. Fix \(x_0 \in X\) and \(r > 0\); the map \(d_{x_0} : X \to [0, \infty)\), \(x \mapsto d(x, x_0)\), is continuous.
the triangle inequality gives \(|d(x, x_0) - d(y, x_0)| \le d(x, y)\).
<1>2. \(d_{x_0}\) is unbounded: for every \(M\) there is \(x \in X\) with \(d(x, x_0) > M\).
\(X\) is unbounded, so no ball \(B(x_0, M)\) contains all of \(X\).
<1>3. \(d_{x_0}(X)\) is an interval containing \(0\): if \(u, v \in d_{x_0}(X)\) with \(u \le w \le v\), then \(w \in d_{x_0}(X)\).
\(d_{x_0}(X)\) is the continuous image of the connected space \(X\), hence connected; the connected subsets of \(\RR\) are exactly the intervals; \(0 = d(x_0, x_0) \in d_{x_0}(X)\).
<1>4. \(r \in d_{x_0}(X)\) for every \(r \ge 0\).
\(0 \in d_{x_0}(X)\) (<1>3) and \(d_{x_0}\) is unbounded (<1>2), so the interval \(d_{x_0}(X) \supseteq [0, \infty)\); in particular \(r\) lies in the image.
<1>5. Q.E.D.: \(\{x \in X : d(x, x_0) = r\} = \inverseof{d_{x_0}}(r) \neq \varnothing\) for every \(r \ge 0\).
<1>4 says \(r\) has a preimage under \(d_{x_0}\), which is exactly a point at distance \(r\) from \(x_0\).
Sequences and series
June 2013, 1a
$\sqrt{n}(\sqrt{n+1}-\sqrt{n})\to\frac12$ (Tag P-MCFQT)
Let \(a_n =\sqrt{n}\left(\sqrt{n+1}-\sqrt{n}\right)\). Prove that \(\lim_{n\to\infty}a_n=1/2\).
Solution
<1>1. \(a_n = \sqrt{n}(\sqrt{n+1} - \sqrt{n}) = \sqrt{n}\cdot\frac{(n+1) - n}{\sqrt{n+1} + \sqrt{n}} = \frac{\sqrt{n}}{\sqrt{n+1} + \sqrt{n}}\).
rationalize: \(\sqrt{n+1} - \sqrt{n} = \frac{(n+1)-n}{\sqrt{n+1}+\sqrt{n}}\).
<1>2. \(a_n = \dfrac{1}{\frac{\sqrt{n+1}}{\sqrt{n}} + 1} = \dfrac{1}{\sqrt{1 + 1/n} + 1}\).
divide numerator and denominator by \(\sqrt{n}\).
<1>3. \(\sqrt{1 + 1/n} \to 1\) as \(n \to \infty\).
continuity of the square root and \(1 + 1/n \to 1\) (or the standard squeeze \(1 \le \sqrt{1+1/n} \le 1 + 1/(2n)\)-style bound).
<1>4. Q.E.D.: \(a_n \to \dfrac{1}{1 + 1} = \dfrac{1}{2}\).
<1>2 and <1>3, by the quotient law for limits.
January 2014, 2
Produce sequences $\{a_n\},\,\{b_n\}$ of (Tag P-RAYX2)
Produce sequences \(\{a_n\},\,\{b_n\}\) of positive real numbers such that \[\liminf_{n\to\infty}(a_nb_n)>\left(\liminf_{n\to\infty} a_n\right) \left(\liminf_{n\to\infty} b_n\right).\]
If \(\{a_n\},\,\{b_n\}\) are sequences of positive real numbers and \(\{a_n\}\) converges, prove that \[\liminf_{n\to\infty}(a_nb_n)=\left(\lim_{n\to\infty}a_n\right)\left(\liminf_{n\to\infty}b_n\right).\]
Solution
<1>1. (Part 1) Take \(a_n = 2 + (-1)^n\) and \(b_n = 2 - (-1)^n\).
\(a_n = 3, 1, 3, 1, \ldots\) and \(b_n = 1, 3, 1, 3, \ldots\), both positive.
Then \(\liminf a_n = 1\) and \(\liminf b_n = 1\), so the right-hand side is \(1\). But \(a_n b_n = (2+(-1)^n)(2-(-1)^n) = 4 - 1 = 3\) for all \(n\), so \(\liminf(a_n b_n) = 3 > 1\). <1>2. (Part 2) Let \(a_n \to a\) with \(a_n, b_n > 0\). Then \(\liminf(a_n b_n) = a \liminf b_n\).
\(a > 0\) since \(a_n > 0\) for all \(n\) (the limit of positive numbers is \(\ge 0\); if \(a = 0\) then \(0 \le \liminf a_n b_n\), and for any subsequence \(a_n b_n\) along it tends to \(0\) because \(a_n \to 0\) and \(b_n\) is bounded below by \(0\), so \(\liminf a_n b_n = 0\)). For \(a > 0\): since \(a_n \to a\), for any \(\eps\) with \(0 < \eps < a/2\) there is \(N\) with \(a - \eps \le a_n \le a + \eps\) for \(n \ge N\).
Hence for \(n \ge N\), \((a-\eps)b_n \le a_n b_n \le (a+\eps)b_n\). Taking liminf (which ignores the finite initial segment), \[ (a-\eps)\liminf b_n \le \liminf(a_n b_n) \le (a+\eps)\liminf b_n . \] Letting \(\eps \to 0\) gives the claim. (Finite \(\liminf\): if \(\liminf b_n = \infty\) the inequality is read in the extended sense and both sides are \(\infty\).) <1>3. Q.E.D.
May 2011, 4a
Convergence of $\sum_{n=1}^\infty \frac{x^n}{1+n|x|^n}$ (Tag P-C3MKZ)
Determine the values of \(x\in\mathbb{R}\) for which \(\displaystyle\sum_{n=1}^\infty \frac{x^n}{1+n|x|^n}\) converges, justifying your answer carefully.
Solution
<1>1. For \(|x| < 1\): the series converges absolutely.
\(\left|\dfrac{x^n}{1 + n|x|^n}\right| \le |x|^n\) (denominator \(\ge 1\)), and \(\sum |x|^n\) is a convergent geometric series.
<1>2. At \(x = 1\): the series diverges to \(+\infty\).
every term is positive and \(\dfrac{1}{1+n} \ge \dfrac{1}{2n}\), so the series dominates a divergent harmonic tail.
<1>3. At \(x = -1\): the series converges.
\(\sum \dfrac{(-1)^n}{1+n}\) is an alternating series whose terms decrease to \(0\); Leibniz’s test applies.
<1>4. For \(x > 1\): the series diverges to \(+\infty\).
every term is positive and \(\dfrac{x^n}{1 + nx^n} = \dfrac{1}{n + x^{-n}} \ge \dfrac{1}{n+1}\), so the series dominates \(\sum \dfrac{1}{n+1} = \infty\).
<1>5. For \(x < -1\): the series converges (conditionally). <2>1. Write the terms as \((-1)^n a_n\) with \(a_n = \dfrac{|x|^n}{1 + n|x|^n} = \dfrac{1}{n + |x|^{-n}}\).
\(x^n = (-1)^n|x|^n\); divide numerator and denominator by \(|x|^n\).
<2>2. \(a_n \downarrow 0\).
\(n + |x|^{-n} \uparrow \infty\); the increment \(\big((n+1) + |x|^{-(n+1)}\big) - \big(n + |x|^{-n}\big) = 1 - |x|^{-n}(1 - 1/|x|) > 0\) since \(|x|^{-n}(1 - 1/|x|) < 1\) for \(|x| > 1\).
<2>3. \(\sum (-1)^n a_n\) converges.
alternating series test with <2>2. <2>4. The convergence is not absolute.
\(a_n \ge \dfrac{1}{n+1}\) (by <2>1), so \(\sum a_n\) diverges.
<1>6. Q.E.D.: the series converges for \(x \in (-\infty, 1)\) — absolutely for \(|x| < 1\), conditionally for \(x \le -1\) — and diverges for \(x \ge 1\).
<1>1–<1>5 cover all real \(x\).
June 2005, 3b
If the series $\sum_{n=0}^\infty a_n$ converges (Tag P-PJY52)
If the series \(\sum_{n=0}^\infty a_n\) converges conditionally, show that the radius of convergence of the power series \(\sum_{n=0}^\infty a_nx^n\) is 1.
Solution
<1>1. \(a_n \to 0\).
\(\sum_{n\ge 0} a_n\) converges, so its terms tend to \(0\).
Hence \((a_n)\) is bounded: \(|a_n| \le C\) for all \(n\). <1>2. \(R \ge 1\).
for \(|x| < 1\), \(|a_n x^n| \le C|x|^n\), and \(\sum_n C|x|^n\) is a convergent geometric series; so \(\sum_n a_n x^n\) converges absolutely for every \(|x| < 1\).
<1>3. \(R \le 1\).
if \(R > 1\), the power series converges absolutely for every \(|x| < R\), in particular at \(x = 1\), so \(\sum_n |a_n| < \infty\), contradicting conditional convergence.
<1>4. \(R = 1\).
<1>2 and <1>3. <1>5. Q.E.D.
January 2011, 5
A divergent series of positive terms with $a_n\to 0$ has a subseries summing to any $x>0$ (Tag P-A4O6K)
Suppose \(\{a_n\}\) is a sequence of
positive real numbers such that \(\lim_{n\to\infty}a_n=0\) and \(\sum a_n\) diverges. Prove that for all
\(x>0\) there exist integers \(n(1)<n(2)<\ldots\) such that \(\sum_{k=1}^\infty a_{n(k)}=x\).
(Note: Many variations on this problem are possible including more general rearrangements. You may also wish to show that if \(\sum a_n\) converges conditionally then given any \(x\in\mathbb{R}\) there is a rearrangement of \(\{b_n\}\) of \(\{a_n\}\) such that \(\sum b_n=r\). See Rudin Thm. 3.54 for a further generalization.)
Solution
<1>1. Construction: fix \(x > 0\); define \(n(1)\) as the smallest index with \(a_{n(1)} \le x\), and inductively \(n(k)\) as the smallest index \(> n(k-1)\) with \(a_{n(k)} \le x - \sum_{j<k}a_{n(j)}\) (stop if the sum equals \(x\)).
such indices exist at every step: if no index \(\ge n(k-1) + 1\) had \(a_n \le x - s_{k-1} > 0\), then all remaining terms would be \(> x - s_{k-1} > 0\), contradicting \(a_n \to 0\).
<1>2. The partial sums \(s_k = \sum_{j \le k}a_{n(j)}\) are nondecreasing and bounded above by \(x\).
each added term satisfies \(a_{n(k)} \le x - s_{k-1}\), so \(s_k \le x\); hence \(s_k \uparrow s^* \le x\).
<1>3. \(s^* = x\).
suppose \(s^* < x\); let \(\eta = x - s^* > 0\).
Since \(a_n \to 0\), eventually \(a_n < \eta\); and since \(s_k \to s^*\), eventually \(x - s_{k-1} > x - s^* = \eta\)… more precisely \(x - s_{k-1} \ge \eta/2 > \eta/2\) for \(k\) large. Then every term \(a_n\) beyond that point satisfies \(a_n < \eta/2 \le x - s_{k-1}\), so the greedy construction adds all remaining terms: \(s_k = s_N + \sum_{n=N}^{n(k)}a_n \to \infty\) (as \(\sum a_n\) diverges), contradicting \(s_k \le x\). Hence \(s^* = x\).
<1>4. Q.E.D.
<1>2 and <1>3 give \(\sum_{k=1}^\infty a_{n(k)} = x\).
June 2008, 4b
$\sum\frac{a_n}{\beta+a_n}$ diverges whenever $\sum a_n$ diverges, for $a_n>0$ and $\beta>0$ (Tag P-GGJ5N)
Assume \(\beta >0\), \(a_n>0\), \(n=1,2,\ldots\), and the series \(\sum a_n\) is divergent. Show that \(\displaystyle \sum \frac{a_n}{\beta + a_n}\) is also divergent.
Solution
<1>1. Claim: \(\sum \frac{a_n}{\beta + a_n}\) diverges.
we show its partial sums are unbounded, using the divergence of \(\sum a_n\).
<1>2. Two-case bound: if \(a_n \le \beta\) then \(\frac{a_n}{\beta + a_n} \ge \frac{a_n}{2\beta}\); if \(a_n > \beta\) then \(\frac{a_n}{\beta + a_n} > \frac{1}{2}\).
\(a_n \le \beta \Rightarrow \beta + a_n \le 2\beta\); \(a_n > \beta \Rightarrow \beta + a_n < 2a_n \Rightarrow \frac{a_n}{\beta + a_n} > \frac{1}{2}\).
<1>3. Hence \(\frac{a_n}{\beta + a_n} \ge \frac{1}{2}\min\left\{\frac{a_n}{\beta}, 1\right\}\) for every \(n\).
<1>2 covers both cases uniformly: for \(a_n \le \beta\) the min is \(a_n/\beta\) and the RHS is \(a_n/(2\beta)\); for \(a_n > \beta\) the min is \(1\) and the RHS is \(1/2\).
<1>4. \(\sum \min\left\{\frac{a_n}{\beta}, 1\right\}\) diverges.
let \(I = \{n : a_n \ge \beta\}\).
If \(\sum_{n \in I} 1 = \infty\) we are done. Otherwise \(I\) is finite, so for all but finitely many \(n\), \(\min\{a_n/\beta, 1\} = a_n/\beta\), and \(\sum a_n/\beta = \infty\) (as \(\sum a_n\) diverges). Either way the sum diverges.
<1>5. Q.E.D.
<1>3 and <1>4 give \(\sum \frac{a_n}{\beta + a_n} \ge \frac12 \sum \min\{a_n/\beta, 1\} = \infty\).
Differential calculus
June 2005, 1a
The derivative as a limit of difference quotients (Tag P-VO7MI)
Use the definition of the derivative to prove that if \(f\) and \(g\) are differentiable at \(x\), then \(fg\) is differentiable at \(x\).
Solution
<1>1. Write the difference quotient of \(fg\).
for \(h \neq 0\), \[ \frac{(fg)(x+h) - (fg)(x)}{h} = \frac{f(x+h)g(x+h) - f(x)g(x)}{h} = \frac{f(x+h) - f(x)}{h}\,g(x+h) + f(x)\,\frac{g(x+h) - g(x)}{h}. \] <1>2. \(g\) is continuous at \(x\).
\(g\) is differentiable at \(x\), hence continuous at \(x\): \(g(x+h) \to g(x)\) as \(h \to 0\).
<1>3. Pass to the limit.
as \(h \to 0\), \(\frac{f(x+h)-f(x)}{h} \to f'(x)\), \(g(x+h) \to g(x)\) (<1>2), and \(\frac{g(x+h)-g(x)}{h} \to g'(x)\); substituting into <1>1, \[ \lim_{h\to 0}\frac{(fg)(x+h)-(fg)(x)}{h} = f'(x)g(x) + f(x)g'(x), \] so \(fg\) is differentiable at \(x\) with derivative \(f'(x)g(x) + f(x)g'(x)\).
<1>4. Q.E.D.
Product rule from the definition, and Riemann integrability with finitely many discontinuities (Tag P-8RB01)
Use the definition of the derivative to prove that if \(f\) and \(g\) are differentiable at \(x\), then \(fg\) is differentiable at \(x\).
Use the definition of the Riemann integral to prove that if \(f\) is bounded on \([a,b]\) and is continuous everywhere except for finitely many points in \((a,b)\), then \(f\in\mathscr{R}\) on \([a,b]\).
Solution
<1>1. If \(f\) and \(g\) are differentiable at \(x\), then \(fg\) is differentiable at \(x\) with \((fg)'(x)=f'(x)g(x)+f(x)g'(x)\).
Assume that \(f\) and \(g\) are differentiable at \(x\). For \(h\ne0\), \[ \frac{f(x+h)g(x+h)-f(x)g(x)}{h} = f(x+h)\frac{g(x+h)-g(x)}{h} + g(x)\frac{f(x+h)-f(x)}{h}. \] Differentiability of \(f\) at \(x\) implies continuity there, so \[ f(x+h)\to f(x). \] Also, \[ \frac{g(x+h)-g(x)}{h}\to g'(x), \qquad \frac{f(x+h)-f(x)}{h}\to f'(x). \] Therefore \[ \lim_{h\to0} \frac{f(x+h)g(x+h)-f(x)g(x)}{h} = f(x)g'(x)+g(x)f'(x). \] Thus \(fg\) is differentiable at \(x\), with \[ \boxed{(fg)'(x)=f'(x)g(x)+f(x)g'(x).} \]
For part (b), let \(f\) be bounded on \([a,b]\) and continuous except at finitely many points of \((a,b)\).
<1>2. For every \(\varepsilon>0\) there are pairwise disjoint open intervals \(I_1,\dots,I_N\) around the discontinuities such that, for any partition \(P\) containing their endpoints, the partition intervals inside \(\bigcup_j I_j\) contribute less than \(\varepsilon/2\) to \(U(f,P)-L(f,P)\).
Let the discontinuity points of \(f\) in \((a,b)\) be \[ c_1,\dots,c_N. \] Because \(f\) is bounded, choose \(M>0\) such that \[ |f(x)|\le M \qquad(x\in[a,b]). \] Fix \(\varepsilon>0\).
Choose pairwise disjoint open intervals \(I_j\) around \(c_j\) whose total length is less than \[ \frac{\varepsilon}{4M} \] (if \(M=0\), the conclusion is immediate). The contribution to any upper-minus-lower Darboux sum from subintervals contained in these neighborhoods is at most \[ 2M\sum_{j=1}^N |I_j|<\frac\varepsilon2. \]
<1>3. \(f\in\mathscr R\) on \([a,b]\).
Remove the chosen neighborhoods from \([a,b]\). The remaining set is a finite union of compact intervals on each of which \(f\) is continuous, hence uniformly continuous.
Therefore there exists \(\delta>0\) such that whenever \(x,y\) lie in the same remaining compact component and \(|x-y|<\delta\), one has \[ |f(x)-f(y)|<\frac{\varepsilon}{2(b-a)}. \] Choose a partition \(P\) containing all endpoints of the intervals \(I_j\) and subdividing every complementary compact interval into pieces of length less than \(\delta\).
On each complementary partition interval \(J\), the oscillation of \(f\) is less than \(\varepsilon/(2(b-a))\). Hence the total contribution of all such intervals to \[ U(f,P)-L(f,P) \] is at most \[ \frac{\varepsilon}{2(b-a)}(b-a)=\frac\varepsilon2. \] Combining this with step <1>2 gives \[ U(f,P)-L(f,P)<\varepsilon. \] Since \(\varepsilon>0\) was arbitrary, the Darboux criterion for Riemann integrability implies \[ \boxed{f\in\mathscr R([a,b]).} \]
January 2006, 2b
$\lim_{x\to a}\frac{a^n f(x)-x^n f(a)}{x-a}=a^n f'(a)-na^{n-1}f(a)$ (Tag P-FUPZQ)
Assume that \(f\) is differentiable at \(a\). Evaluate \[\lim_{x\to a}\frac{a^nf(x)-x^nf(a)}{x-a},\quad n\in\mathbb{N}.\]
Solution
<1>1. Rewrite the numerator: \(a^n f(x) - x^n f(a) = a^n(f(x) - f(a)) - f(a)(x^n - a^n)\).
\(a^n f(x) - x^n f(a) = a^n f(x) - a^n f(a) + a^n f(a) - x^n f(a) = a^n(f(x) - f(a)) - f(a)(x^n - a^n)\).
<1>2. \(f\) is differentiable at \(a\), so \(\frac{f(x) - f(a)}{x - a} \to f'(a)\) as \(x \to a\).
definition of the derivative.
<1>3. \(\frac{x^n - a^n}{x - a} = x^{n-1} + x^{n-2}a + \cdots + a^{n-1} \to n a^{n-1}\) as \(x \to a\).
factorization of \(x^n - a^n\); or the derivative of \(x \mapsto x^n\) at \(a\).
<1>4. Hence \[\lim_{x \to a}\frac{a^n f(x) - x^n f(a)}{x - a} = a^n f'(a) - f(a)\,(n a^{n-1}) = a^n f'(a) - n a^{n-1} f(a).\] Proof: <1>1 splits the quotient as \(a^n\frac{f(x) - f(a)}{x-a} - f(a)\frac{x^n - a^n}{x-a}\), and <1>2, <1>3 give the two limits.
June 2007, 3a
Differentiable $f\le g$ with $f(x_0)=g(x_0)$ satisfy $f'(x_0)=g'(x_0)$ (Tag P-UKIC7)
Suppose that \(f,g:\mathbb{R}\to\mathbb{R}\) are differentiable, that \(f(x)\leq g(x)\) for all \(x\in\mathbb{R}\), and that \(f(x_0)=g(x_0)\) for some \(x_0\). Prove that \(f'(x_0)=g'(x_0)\).
Solution
<1>1. Reduce to a non-negative function with a minimum at \(x_0\).
set \(h = g - f\); then \(h \ge 0\), \(h(x_0) = 0\), and \(h\) is differentiable with \(h' = g' - f'\).
It suffices to show \(h'(x_0) = 0\). <1>2. Right-hand difference quotients of \(h\) at \(x_0\) are non-negative.
for \(x > x_0\), \(h(x) \ge 0 = h(x_0)\), so \((h(x) - h(x_0))/(x - x_0) \ge 0\); hence the right derivative \(h'_+(x_0) = \lim_{x \to x_0^+}\frac{h(x)-h(x_0)}{x-x_0} \ge 0\).
<1>3. Left-hand difference quotients are non-positive.
for \(x < x_0\), \(x - x_0 < 0\) and \(h(x) - h(x_0) \ge 0\), so \((h(x)-h(x_0))/(x-x_0) \le 0\); hence \(h'_-(x_0) \le 0\).
<1>4. \(h'(x_0) = 0\), hence \(f'(x_0) = g'(x_0)\).
\(h\) is differentiable at \(x_0\), so \(h'(x_0) = h'_+(x_0) = h'_-(x_0)\); by <1>2 and <1>3 this common value satisfies \(0 \le h'(x_0) \le 0\), so \(h'(x_0) = 0\).
Since \(h' = g' - f'\), the claim follows. <1>5. Q.E.D.
June 2008, 3a
A bounded derivative on $(a,b]$ implies $\lim_{x\to a^+}f(x)$ exists (Tag P-AUACU)
Prove that if \(f'\) exists and is bounded on \((a,b]\), then \(\lim_{x\to a^+}f(x)\) exists.
Solution
<1>1. \(f\) is continuous on \((a, b]\) and differentiable on \((a, b)\).
differentiability on \((a,b]\) implies continuity at every point of \((a,b]\), including \(b\).
<1>2. \(f\) is Lipschitz on \((a, b]\) with constant \(M = \sup_{(a,b]}|f'| < \infty\): for \(a < x < y \le b\), \(|f(x) - f(y)| \le M|x - y|\).
the Mean Value Theorem applied to \(f\) on \([x, y] \subset (a, b]\) gives \(f(x) - f(y) = f'(\xi)(x - y)\) for some \(\xi \in (x, y)\), and \(|f'(\xi)| \le M\).
<1>3. \(f\) satisfies the Cauchy criterion at \(a^+\): for every \(\eps > 0\) there is \(\delta > 0\) such that \(a < x, y < a + \delta\) implies \(|f(x) - f(y)| < \eps\).
by <1>2, \(|f(x) - f(y)| \le M|x - y| < M\delta\); choose \(\delta = \eps/M\).
<1>4. \(\lim_{x \to a^+} f(x)\) exists.
the Cauchy criterion <1>3 is equivalent to the existence of the limit (pick a sequence \(x_n \to a^+\); <1>3 makes \((f(x_n))\) Cauchy in the complete space \(\RR\), so it converges, and the limit is independent of the sequence by <1>3 again).
January 2012, 4b, extended
$\lim_{x\to\infty}f'(x)=0$ whenever $\lim f$ and $\lim f'$ exist at infinity; a counterexample when $\lim f'$ fails to exist (Tag P-SKT7G)
Let \(f:\mathbb{R}\to\mathbb{R}\) be a differentiable function with \(f'\in C(\mathbb{R})\). Assume that there are \(a,b\in\mathbb{R}\) with \(\lim_{x\to\infty}f(x)=a\) and \(\lim_{x\to\infty}f'(x)=b\). Prove that \(b=0\). Then, find a counterexample to show that the assumption \(\lim_{x\to\infty}f'(x)\) exists is necessary.
Solution
<1>1. \(b = 0\).
by the mean value theorem applied to \(f\) on \([x, x+1]\), for each \(x\) there is \(\xi_x \in (x, x+1)\) with \[ f(x+1) - f(x) = f'(\xi_x) . \] As \(x \to \infty\), the left side tends to \(a - a = 0\) (both \(f(x+1)\) and \(f(x)\) tend to \(a\)). Also \(\xi_x \to \infty\), so \(f'(\xi_x) \to b\) (since \(\lim_{x\to\infty} f'(x) = b\)). Hence \(b = 0\).
<1>2. The assumption that \(\lim_{x\to\infty} f'(x)\) exists is necessary.
\(f(x) = \sin(x^2)/x\) tends to \(0\) as \(x \to \infty\), but \[ f'(x) = 2\cos(x^2) - \frac{\sin(x^2)}{x^2}, \] whose limit as \(x \to \infty\) does not exist (the term \(2\cos(x^2)\) oscillates between \(-2\) and \(2\) while the second term tends to \(0\)). So \(f\) is differentiable, \(\lim f = 0\), yet \(\lim f'\) fails to exist.
<1>3. Q.E.D.
June 2012, 1a
$f:\mathbb{R}\to\mathbb{R}$ with $f(0)=0$ is differentiable at $0$ if and only if $f(x)=xg(x)$ for a function $g$ continuous at $0$ (Tag P-NXMNQ)
Suppose that \(f:\mathbb{R}\to\mathbb{R}\) satisfies \(f(0)=0\). Prove that \(f\) is differentiable at \(x=0\) if and only if there is a function \(g:\mathbb{R}\to\mathbb{R}\) which is continuous at \(x=0\) and satisfies \(f(x)=xg(x)\) for all \(x\in\mathbb{R}\).
Solution
<1>1. (\(\Leftarrow\)) If \(f(x) = xg(x)\) with \(g\) continuous at \(0\), then \(f\) is differentiable at \(0\) with \(f'(0) = g(0)\).
\(\frac{f(x) - f(0)}{x - 0} = \frac{xg(x)}{x} = g(x) \to g(0)\) as \(x \to 0\) (continuity of \(g\) at \(0\); also \(f(0) = 0\cdot g(0) = 0\)).
<1>2. (\(\Rightarrow\)) If \(f\) is differentiable at \(0\) (and \(f(0) = 0\)), define \(g(x) = \frac{f(x)}{x}\) for \(x \neq 0\) and \(g(0) = f'(0)\).
then \(f(x) = xg(x)\) for all \(x\) (for \(x = 0\) both sides are \(0\)).
<1>3. \(g\) is continuous at \(0\): \(\lim_{x \to 0} g(x) = \lim_{x \to 0}\frac{f(x)}{x} = \lim_{x \to 0}\frac{f(x) - f(0)}{x - 0} = f'(0) = g(0)\).
<1>2 and the definition of the derivative (using \(f(0) = 0\)).
<1>4. Q.E.D.
<1>1 and <1>3 give both directions.
Integral calculus
January 2006, 4b
A continuous nonnegative $f$ on $[0,1]$ with $f(0)>0$ has $\int_0^1 f>0$ (Tag P-R4EGZ)
Suppose that \(f\) is continuous and \(f(x)\geq 0\) on \([0,1]\). If \(f(0)>0\), prove that \(\int_0^1 f(x)dx>0\).
Solution
<1>1. Since \(f(0) > 0\) and \(f\) is continuous, there is \(\delta \in (0,1)\) with \(f(x) > f(0)/2\) for all \(x \in [0,\delta]\).
continuity at \(0\) with \(\eps = f(0)/2 > 0\) gives \(|f(x) - f(0)| < f(0)/2\) for \(|x| < \delta\), hence \(f(x) > f(0) - f(0)/2 = f(0)/2\).
<1>2. \(\int_0^1 f \ge \int_0^\delta f \ge \delta \cdot f(0)/2 > 0\).
\(f \ge 0\) on \([0,1]\) gives \(\int_0^1 f \ge \int_0^\delta f\); and on \([0,\delta]\), \(f \ge f(0)/2\) by <1>1, so \(\int_0^\delta f \ge \delta f(0)/2 > 0\).
<1>3. Q.E.D.
June 2005, 1b
The Riemann integral from the defining sums (Tag P-2B2T5)
Use the definition of the Riemann integral to prove that if \(f\) is bounded on \([a,b]\) and is continuous everywhere except for finitely many points in \((a,b)\), then \(f\in\mathscr{R}\) on \([a,b]\).
Solution
<1>1. Setup: \(f\) is bounded, say \(|f| \le M\), and discontinuous only at finitely many points \(c_1 < \cdots < c_k\) in \((a,b)\).
hypothesis.
<1>2. Given \(\eps > 0\), cover the discontinuity points by open intervals \(J_1, \ldots, J_k\) of total length \(< \frac{\eps}{4M}\).
possible since there are finitely many of them.
<1>3. On the compact set \(K = [a,b] \setminus \bigcup_i J_i\), \(f\) is uniformly continuous.
\(K\) is closed and bounded, hence compact, and \(f\) is continuous on \(K\) (all discontinuities lie in the removed open intervals).
<1>4. Choose \(\delta > 0\) such that \(|f(x) - f(y)| < \frac{\eps}{2(b-a)}\) whenever \(x, y \in K\) with \(|x - y| < \delta\).
uniform continuity on \(K\) (<1>3).
<1>5. Build a partition \(P\) containing the endpoints of the \(J_i\) and with every sub-interval that lies inside \(K\) of length \(< \delta\); then \(U(P) - L(P) < \eps\). <2>1. The sub-intervals inside \(K\) contribute at most \(\frac{\eps}{2(b-a)}\sum \Delta x \le \eps/2\).
on each such sub-interval the oscillation is \(< \frac{\eps}{2(b-a)}\) by <1>4, and the total length of the good sub-intervals is \(\le b - a\).
<2>2. The sub-intervals overlapping the bad set contribute at most \(2M \cdot \frac{\eps}{4M} = \eps/2\).
on each, the oscillation is \(\le 2M\) (\(f\) bounded by \(M\)), and their total length is the total length of the \(J_i\), \(< \eps/(4M)\).
<2>3. Q.E.D.
<2>1 and <2>2 give \(U(P) - L(P) < \eps/2 + \eps/2 = \eps\).
<1>6. Q.E.D.
by the Riemann criterion, \(U(P) - L(P) \to 0\) over fine partitions (<1>5 for every \(\eps\)) implies \(f\) is Riemann integrable on \([a,b]\).
January 2010, 5
$\lim_{p\to\infty}\bigl(\int_a^b f^p\bigr)^{1/p}=\sup f$ for continuous $f\ge 0$ on $[a,b]$ (Tag P-QXYTV)
Suppose that \(f:[a,b]\to\mathbb{R}\) is continuous, \(f\geq 0\) on \([a,b]\), and put \(M=\sup\{f(x):x\in[a,b]\}\). Prove that \[\lim_{p\to\infty}\left(\int_a^b f(x)^p\,dx\right)^{1/p}=M.\]
Solution
<1>1. Upper bound: \((\int_a^b f^p)^{1/p} \le M\,(b-a)^{1/p}\).
\(0 \le f \le M\) on \([a,b]\), so \(\int_a^b f^p \le M^p (b-a)\), and \((b-a)^{1/p} \to 1\).
<1>2. Hence \(\limsup_{p\to\infty}(\int_a^b f^p)^{1/p} \le M\).
<1>1 and \((b-a)^{1/p} \to 1\).
<1>3. Lower bound: for each \(0 < \eps < M\), \(\liminf_{p\to\infty}(\int_a^b f^p)^{1/p} \ge M - \eps\).
since \(f\) is continuous, it attains \(M\) at some \(x_0 \in [a,b]\).
The set \(\{f > M - \eps\}\) is open (continuity) and contains \(x_0\), so it contains an interval of length \(\delta > 0\). Hence \[ \int_a^b f^p \ge (M-\eps)^p \delta, \qquad \text{so} \qquad \Big(\int_a^b f^p\Big)^{1/p} \ge (M-\eps)\,\delta^{1/p} \to M - \eps . \] <1>4. \(\lim_{p\to\infty}(\int_a^b f^p)^{1/p} = M\).
<1>2 and <1>3 (letting \(\eps \to 0\)). <1>5. Q.E.D.
January 2009, 4b
$\int_0^1 x^4 f(x)\,dx=\frac15 f(\xi)$ for continuous $f$ on $[0,1]$ (Tag P-YIC3K)
Let \(f\) be a continuous real-valued function on \([0,1]\). Prove that there exists at least one point \(\xi\in[0,1]\) such that \(\int_0^1 x^4 f(x)\,dx=\frac{1}{5}f(\xi)\).
Proof. Assume that \(f\) is a continuous real-valued function on \([0,1]\). Then, by the Intermediate Value Theorem we have that \(f\) attains its maximum and minimum on \([0,1]\). That is, for some \(a,b\in[0,1]\),
\[f(a)=\min\limits_{[0,1]}f(x) \qquad \text{and} \qquad f(b)=\max\limits_{[0,1]}f(x).\]
We now have \(f(a)\leq f(x)\leq f(b)\) for all \(x\in[0,1]\). This gives \[f(a)\int_0^1 x^4dx\leq \int_0^1 x^4f(x)dx\leq f(b)\int_0^1 x^4dx.\]
By the Fundamental Theorem of Calculus we know that
\[\int_0^1x^4dx=\frac{1}{5}.\]
Thus, it follows that
\[\frac{1}{5}f(a)\leq\int_0^1 x^4f(x)dx\leq \frac{1}{5}f(b)\] giving
\[f(a)\leq 5\int_0^1 x^4f(x)dx\leq f(b).\]
By the Intermediate Value Theorem, there exists \(\xi\in[0,1]\) such that
\[f(\xi)=5\int_0^1 x^4f(x)dx.\]
Therefore, we have that there exists \(\xi\in[0,1]\) such that \(\int_0^1 x^4 f(x)dx=\frac{1}{5}f(\xi)\). ◻
Solution
<1>1. Let \(m = \min_{[0,1]} f\) and \(M = \max_{[0,1]} f\).
\(f\) is continuous on the compact set \([0,1]\), so it attains its extrema.
<1>2. \(m/5 \le \int_0^1 x^4 f(x)\,dx \le M/5\).
\(m \le f(x) \le M\) for all \(x\), and \(x^4 \ge 0\), so \(m x^4 \le x^4 f(x) \le M x^4\); integrating and using \(\int_0^1 x^4\,dx = 1/5\) gives the claim.
<1>3. \(5\int_0^1 x^4 f \in [m, M] = f([0,1])\).
by <1>2, \(5\int_0^1 x^4 f \in [m, M]\).
Since \(f\) is continuous, its image \(f([0,1])\) is the interval \([m, M]\) (intermediate value theorem / connectedness). <1>4. There is \(\xi \in [0,1]\) with \(\int_0^1 x^4 f(x)\,dx = \frac15 f(\xi)\).
by <1>3, \(5\int_0^1 x^4f = f(\xi)\) for some \(\xi \in [0,1]\).
<1>5. Q.E.D.
June 2009, 5b
$\int_0^1\cos x\frac{x\phi'(x)-\phi(x)+\phi(0)}{x^2}\,dx<\frac{3}{2}\|\phi''\|_\infty$ (Tag P-VG7GK)
Let \(\phi\) be a real-valued function defined on \([0,1]\) such that \(\phi\), \(\phi'\), and \(\phi''\) are continuous on \([0,1]\). Prove that \[\int_0^1 \cos x \frac{x\phi'(x)-\phi(x)+\phi(0)}{x^2}\,dx<\frac{3}{2}||\phi''||_\infty,\] where \(||\phi''||_\infty = \sup_{[0,1]}|\phi''(x)|.\) Note that \(3/2\) may not be the smallest possible constant.
Solution
<1>1. Rewrite the numerator as an integral.
let \(N(x) \da x\phi'(x) - \phi(x) + \phi(0)\). Differentiating, \[ \frac{d}{dx}\big(x\phi'(x) - \phi(x) + \phi(0)\big) = \phi'(x) + x\phi''(x) - \phi'(x) = x\phi''(x), \] and \(N(0) = 0\cdot\phi'(0) - \phi(0) + \phi(0) = 0\). Hence by the fundamental theorem of calculus, \[ N(x) = \int_0^x y\,\phi''(y)\,dy . \]
<1>2. Bound \(|N(x)|\).
by <1>1, \[ |N(x)| \le \int_0^x y\,|\phi''(y)|\,dy \le \norm{\phi''}_\infty \int_0^x y\,dy = \norm{\phi''}_\infty \frac{x^2}{2} . \]
<1>3. Bound the integrand.
for \(x > 0\), \[ \Big|\cos x \cdot \frac{N(x)}{x^2}\Big| \le \frac{|N(x)|}{x^2} \le \frac{\norm{\phi''}_\infty}{2}, \] using \(|\cos x| \le 1\) and <1>2. (The integrand is bounded as \(x \to 0^+\) by the same estimate, so it extends continuously to \(0\).)
<1>4. Conclude.
integrating <1>3 over \([0,1]\), \[ \int_0^1 \cos x \,\frac{x\phi'(x) - \phi(x) + \phi(0)}{x^2}\,dx \le \int_0^1 \frac{\norm{\phi''}_\infty}{2}\,dx = \frac{1}{2}\norm{\phi''}_\infty < \frac{3}{2}\norm{\phi''}_\infty . \] (The constant \(3/2\) in the problem is not optimal; \(1/2\) suffices.)
<1>5. Q.E.D.
Sequences and series of functions
June 2010, 6a
$f(x^n)$ does not converge uniformly on $[0,1]$ when $f$ is continuous and $f(0)\neq f(1)$ (Tag P-7P5F5)
Let \(f:[0,1]\to\mathbb{R}\) be continuous with \(f(0)\neq f(1)\) and define \(f_n(x)=f(x^n)\). Prove that \(f_n\) does not converge uniformly on \([0,1]\).
Solution
<1>1. \(f_n \to g\) pointwise, where \(g(x) = f(0)\) for \(x \in [0,1)\) and \(g(1) = f(1)\).
\(x^n \to 0\) for \(0 \le x < 1\) and \(1^n = 1\); \(f\) is continuous, so \(f(x^n) \to f(0)\) for \(x < 1\) and \(f(1^n) = f(1)\).
<1>2. \(g\) is discontinuous at \(1\).
\(g(1) = f(1) \ne f(0) = \lim_{x \to 1^-}g(x)\) by hypothesis \(f(0) \ne f(1)\).
<1>3. If \(f_n\) converged uniformly, its limit would be continuous.
the uniform limit theorem — a uniform limit of continuous functions (\(f_n\) continuous since \(x \mapsto x^n\) and \(f\) are continuous) is continuous.
<1>4. Q.E.D.
the pointwise limit \(g\) of \(f_n\) is unique, and it is discontinuous by <1>2, contradicting <1>3; hence the convergence is not uniform.
January 2005, 4; June 2010, 6b
Equicontinuity of $\bigl\{\frac{x}{1+nx^2}\bigr\}_{n\ge 1}$ on compact intervals (Tag P-XQRCI)
Let \(f_n(x) = \frac{x}{1+nx^2}\) for \(n \in \mathbb{N}\). Let \(\mathcal{F} := \{f_n \, \colon \, n = 1, 2, 3, \ldots\}\) and \([a,b]\) be any compact subset of \(\mathbb{R}\). Is \(\mathcal{F}\) equicontinuous? Justify your answer.
Solution
<1>1. Compute the derivative.
\(f_n(x) = \frac{x}{1+nx^2}\), so \[ f_n'(x) = \frac{(1+nx^2) - 2nx^2}{(1+nx^2)^2} = \frac{1 - nx^2}{(1+nx^2)^2}. \]
<1>2. \(|f_n'(x)| \le 1\) for all \(n\) and all \(x\).
let \(u = nx^2 \ge 0\); then \(|f_n'(x)| = \frac{|1-u|}{(1+u)^2}\). For \(0 \le u \le 1\): \(\frac{1-u}{(1+u)^2} \le \frac{1}{(1+u)^2} \le 1\). For \(u > 1\): \(\frac{u-1}{(1+u)^2} \le \frac{u}{(1+u)^2} \cdot \frac{u}{u} \le 1\) (indeed \(u-1 < u \le (1+u)^2\)). Hence \(|f_n'| \le 1\) everywhere.
<1>3. \(\mathcal{F}\) is equicontinuous on \(\RR\), hence on every compact \([a,b]\).
by the mean value theorem and <1>2, for all \(n\) and all \(x, y\), \[ |f_n(x) - f_n(y)| \le \sup |f_n'| \cdot |x - y| \le |x - y|. \] So the family is uniformly \(1\)-Lipschitz: given \(\eps > 0\), take \(\delta = \eps\) independently of \(n\) and \(x\). In particular \(\mathcal{F}\) is equicontinuous on any compact \([a,b]\) (and in fact on all of \(\RR\)).
<1>4. Q.E.D.
January 2005, 4; June 2010, 6b
If $f:[0,1]\to\mathbb{R}$ is (Tag P-AITX4)
If \(f:[0,1]\to\mathbb{R}\) is continuous, prove that \[\displaystyle\lim_{n\to\infty}\int_0^1 f(x^n)\,dx=f(0).\]
Solution
<1>1. \(f(x^n) \to f(0)\) pointwise for every \(x \in [0,1)\).
\(x^n \to 0\) for \(0 \le x < 1\); \(f\) is continuous, so \(f(x^n) \to f(0)\).
<1>2. \(f(x^n) \to f(0)\) for almost every \(x \in [0,1]\).
<1>1 covers all \(x\) except \(x = 1\), a null set.
<1>3. The family is dominated: \(|f(x^n)| \le \|f\|_\infty\) for all \(n\) and all \(x\).
\(f\) is continuous on the compact interval \([0,1]\), hence bounded; \(x^n \in [0,1]\).
<1>4. Q.E.D.
dominated convergence (<1>2, <1>3) gives \(\lim_n\int_0^1 f(x^n)\,dx = \int_0^1 f(0)\,dx = f(0)\).
January 2005, 3b
Equicontinuity on $[a,b]$ of differentiable functions with $|f(a)|\le M$ and $|f'|\le M$ (Tag P-5UQSK)
Let \(M<\infty\) and \(\mathcal{F} \subseteq C[a,b]\). Assume that each \(f \in \mathcal{F}\) is differentiable on \((a,b)\) and satisfies \(|f(a)| \leq M\) and \(|f'(x)| \leq M\) for all \(x \in (a,b)\). Prove that \(\mathcal{F}\) is equicontinuous on \([a,b]\).
Solution
<1>1. Every \(f \in \mathcal F\) is Lipschitz with constant \(M\): \(|f(x) - f(y)| \le M|x - y|\) for all \(x, y \in [a,b]\).
mean value theorem — for \(x \ne y\), \(f(x) - f(y) = f'(c)(x - y)\) for some \(c\) between \(x\) and \(y\), and \(|f'(c)| \le M\).
<1>2. \(\mathcal F\) is equicontinuous on \([a,b]\). <2>1. Given \(\eps > 0\), set \(\delta = \eps/M\).
\(M < \infty\) by hypothesis.
<2>2. For \(|x - y| < \delta\): \(|f(x) - f(y)| \le M|x - y| < \eps\) for every \(f \in \mathcal F\).
<1>1 and <2>1. <2>3. Q.E.D.
<2>2 is exactly the definition of equicontinuity (\(\delta\) independent of \(x, y\), and \(f\)).
<1>3. (Remark) each \(f \in \mathcal F\) is also uniformly bounded: \(|f(x)| \le M + M(b - a)\).
\(|f(x)| \le |f(a)| + |f(x) - f(a)| \le M + M|x - a| \le M + M(b - a)\) by <1>1.
June 2005, 5
A continuous function on $[0,1]$ orthogonal to $x^n$ for all $n\ge 99$ vanishes (Tag P-AIDWR)
Suppose that \(f\in C([0,1])\) and
that \(\displaystyle \int_0^1
f(x)x^n\,dx=0\) for all \(n=99,100,101,\ldots\). Show that \(f\equiv 0\).
Note: Many variations on this problem exist. See June 2012 6b and others.
Solution
<1>1. The hypotheses give \(\int_0^1 f(x)\,x^{99}p(x)\,dx = 0\) for every polynomial \(p\).
\(x^{99}p(x)\) is a finite linear combination of powers \(x^{99}, x^{100}, \ldots\), each of which integrates to \(0\) against \(f\).
<1>2. Consequently \(\int_0^1 f(x)\,x^{99}h(x)\,dx = 0\) for every \(h \in C([0,1])\). <2>1. Polynomials are dense in \(C([0,1])\) (Weierstrass), so \(p_k \to h\) uniformly.
Weierstrass approximation theorem.
<2>2. \(x^{99}p_k \to x^{99}h\) uniformly.
\(|x^{99}p_k - x^{99}h| \le \|p_k - h\|_\infty \to 0\).
<2>3. Q.E.D.
\(\int f\,x^{99}h = \lim_k \int f\,x^{99}p_k = 0\) by uniform convergence under the integral.
<1>3. Take \(h = f\): \(\int_0^1 x^{99}f(x)^2\,dx = 0\).
<1>2 with \(h = f \in C([0,1])\).
<1>4. \(f \equiv 0\).
\(x^{99}f(x)^2 \ge 0\) is continuous with integral \(0\), hence identically \(0\); so \(f = 0\) on \((0,1]\), and continuity at \(0\) gives \(f(0) = 0\).
January 2005, 3b
$\lim_{n\to\infty}\int_{1/n}^1 f_n=\int_0^1 f$ for uniform limits of continuous functions on $[0,1]$ (Tag P-KZZ7M)
Suppose \(f_n:[0,1]\to\mathbb{R}\) are continuous functions converging uniformly to \(f:[0,1]\to\mathbb{R}\). Either prove that \(\displaystyle\lim_{n\to\infty}\int_{1/n}^1 f_n(x)\,dx=\int_0^1 f(x)\,dx\) or give a counterexample.
Solution
<1>1. Claim: \(\lim_{n\to\infty}\int_{1/n}^1 f_n(x)\,dx = \int_0^1 f(x)\,dx\).
split the difference into the convergence part (uniform) and the endpoint part (small interval).
<1>2. \(\int_{1/n}^1 f_n = \int_{1/n}^1 f + \int_{1/n}^1 (f_n - f)\), and \(\left|\int_{1/n}^1 (f_n - f)\right| \le \|f_n - f\|_\infty \cdot 1 \to 0\).
uniform convergence \(f_n \to f\) means \(\|f_n - f\|_\infty \to 0\); the interval has length \(\le 1\).
<1>3. \(\int_{1/n}^1 f \to \int_0^1 f\).
\(f\) is continuous on \([0,1]\) (uniform limit of continuous functions), hence bounded, \(|f| \le M\); then \(\left|\int_0^{1/n} f\right| \le M/n \to 0\), so \(\int_{1/n}^1 f = \int_0^1 f - \int_0^{1/n} f \to \int_0^1 f\).
<1>4. Q.E.D.
<1>2 and <1>3 combine: \(\int_{1/n}^1 f_n = \int_{1/n}^1 f + o(1) \to \int_0^1 f\).
Miscellaneous topics
Bounded variation
January 2018
A function of bounded variation is the difference of two increasing functions (Tag P-DX6EM)
Let \(f \colon [a,b] \to \mathbb{R}\). Suppose \(f \in \text{BV}[a,b]\). Prove \(f\) is the difference of two increasing functions.
Solution
<1>1. Define the total variation \(V(x) = \sup \sum_{i=1}^n |f(x_i) - f(x_{i-1})|\) over all partitions \(a = x_0 < \cdots < x_n = x\) of \([a, x]\), for \(a \le x \le b\).
\(V\) is well-defined and finite because \(f \in \text{BV}[a,b]\) (so \(V(b) < \infty\)), and \(V(a) = 0\).
<1>2. \(V\) is increasing on \([a,b]\): for \(a \le x < y \le b\), \(V(y) \ge V(x)\).
partitions of \([a,x]\) extend to partitions of \([a,y]\) by adding the point \(y\), so the sup over the larger interval is \(\ge\).
<1>3. \(V + f\) and \(V - f\) are increasing on \([a,b]\). <2>1. For \(a \le x < y \le b\): \(V(y) - V(x) \ge |f(y) - f(x)|\).
\(V(y) \ge V(x) + |f(y) - f(x)|\): a partition of \([a,x]\) achieving within \(\eps\) of \(V(x)\), extended by \(y\), gives a partition of \([a,y]\) with variation \(\ge V(x) + |f(y)-f(x)| - \eps\); let \(\eps \to 0\).
<2>2. \((V + f)(y) - (V + f)(x) = (V(y) - V(x)) + (f(y) - f(x)) \ge |f(y)-f(x)| + (f(y)-f(x)) \ge 0\).
<2>1 and \(|u| + u \ge 0\).
<2>3. \((V - f)(y) - (V - f)(x) = (V(y) - V(x)) - (f(y) - f(x)) \ge |f(y)-f(x)| - (f(y)-f(x)) \ge 0\).
<2>1 and \(|u| - u \ge 0\).
<1>4. Q.E.D.: \(f = \frac12(V + f) - \frac12(V - f)\) is a difference of two increasing functions.
<1>2 and <1>3 show both \(V + f\) and \(V - f\) are increasing (multiplying by \(1/2\) preserves monotonicity), and the identity \(f = \frac12(V+f) - \frac12(V-f)\) is a direct algebraic rearrangement.
January 2007, 6a
$1/f$ has bounded variation on $[a,b]$ when $f$ does and $|f|\ge c>0$ (Tag P-I6PEO)
Let \(f\) be a function of bounded variation on \([a,b]\). Furthermore, assume that for some \(c>0\), \(|f(x)| \geq c\) on \([a,b]\). Show that \(g(x) = 1/f(x)\) is of bounded variation on \([a,b]\).
Solution
<1>1. For \(x, y \in [a,b]\): \(\left|\frac{1}{f(x)} - \frac{1}{f(y)}\right| = \frac{|f(x) - f(y)|}{|f(x)f(y)|} \le \frac{1}{c^2}|f(x) - f(y)|\).
\(\frac{1}{f(x)} - \frac{1}{f(y)} = \frac{f(y) - f(x)}{f(x)f(y)}\); and \(|f(x)f(y)| \ge c^2\) by the hypothesis \(|f| \ge c > 0\).
<1>2. For any partition \(a = x_0 < \cdots < x_n = b\): \(\sum_{i=1}^n \left|\frac{1}{f(x_i)} - \frac{1}{f(x_{i-1})}\right| \le \frac{1}{c^2}\sum_{i=1}^n |f(x_i) - f(x_{i-1})| \le \frac{1}{c^2}V_{[a,b]}(f)\).
<1>1 applied term by term; the last inequality is the definition of total variation.
<1>3. Q.E.D.: \(g = 1/f\) is of bounded variation on \([a,b]\), with \(V(g) \le V(f)/c^2\).
<1>2 bounds every partition sum of \(g\) uniformly, so the total variation of \(g\) is finite.
January 2017, 2a
Bounded variation of x sin(1/x) on the unit interval (Tag P-FTV4U)
Define \(f \colon [0,1] \to [-1,1]\) by \[f(x):= \begin{cases} x\sin\big({\frac{1}{x}}\big) & 0 < x \leq 1 \\ 0 & x = 0 \end{cases}\] Determine, with justification, whether \(f\) is if bounded variation on the interval \([0,1]\).
Solution
<1>1. \(f\) is NOT of bounded variation on \([0,1]\).
show the total variation is infinite by evaluating at a sequence of points with large accumulated oscillation.
<1>2. Consider the points \(t_k = \frac{2}{(2k+1)\pi} \in (0, 1]\), \(k = 0, 1, 2, \ldots\) (the critical points where \(\sin(1/t_k) = \pm 1\)).
\(1/t_k = (2k+1)\pi/2\), so \(\sin(1/t_k) = \pm 1\) alternating with \(k\); and \(t_k \downarrow 0\).
<1>3. At these points \(|f(t_k)| = t_k\) (since \(|\sin(1/t_k)| = 1\)), and \(f\) alternates sign: \(f(t_k) = (-1)^k t_k\).
\(f(t_k) = t_k \sin((2k+1)\pi/2) = t_k \cdot (-1)^k\).
<1>4. For the partition \(0 = t_{K} < t_{K-1} < \cdots < t_1 < t_0 = 2/\pi\) (with \(f(0) = 0\)), the variation sum is \(\sum_{k=0}^{K-1}|f(t_{k+1}) - f(t_k)| = \sum_{k=0}^{K-1}(t_k + t_{k+1})\).
\(f(t_k) = (-1)^k t_k\) and \(f(t_{k+1}) = (-1)^{k+1} t_{k+1}\) have opposite signs (and \(f(0) = 0\)), so \(|f(t_k) - f(t_{k+1})| = t_k + t_{k+1}\) exactly; write \(t_K = 0\).
<1>5. \(V(f) \ge \sum_{k=0}^{K-1}(t_k + t_{k+1}) = t_0 + 2\sum_{k=1}^{K-1} t_k + t_K \ge 2\sum_{k=1}^{K-1} t_k\); and \(\sum_{k=1}^{K-1} t_k = \frac{2}{\pi}\sum_{k=1}^{K-1}\frac{1}{2k+1} \to \infty\).
the harmonic tail \(\sum \frac{1}{2k+1}\) diverges.
<1>6. Q.E.D.: \(V_{[0,1]}(f) = \infty\), so \(f \notin \text{BV}[0,1]\).
<1>4 and <1>5 give arbitrarily large finite-variation lower bounds; \(f\) is continuous (including at \(0\)) but has unbounded variation.
January 2020, 6a
A function with absolutely summable spikes on $[0,1]$ has bounded variation (Tag P-UFRBU)
Let \(\{a_n\}_{n=1}^\infty \subseteq \mathbb{R}\) and a strictly increasing sequence \(\{x_n\}_{n=1}^\infty \subseteq (0,1)\) be given. Assume that \(\sum_{n=1}^\infty a_n\) is absolutely convergent, and define \(\alpha \colon [0,1] \to \mathbb{R}\) by \[\alpha(x):= \begin{cases} a_n & x=x_n \\ 0 & \text{otherwise} \end{cases}.\] Prove or disprove: \(\alpha\) has bounded variation on \([0,1]\).
Solution
<1>1. \(\alpha\) is bounded: \(|\alpha(x)| \le \sum_n |a_n| < \infty\) for all \(x\).
\(\alpha(x) = a_n\) if \(x = x_n\) and \(0\) otherwise, so \(|\alpha(x)| \le \sup_n |a_n| \le \sum_n |a_n|\), and \(\sum_n |a_n|\) converges absolutely.
<1>2. Estimate the variation against a partition.
let \(0 = t_0 < t_1 < \cdots < t_m = 1\) be any partition.
The value \(\alpha\) takes on \(\{t_0, \ldots, t_m\}\) differs from \(0\) only at those \(t_j\) that coincide with some \(x_n\), where \(\alpha(t_j) = a_n\); each \(x_n\) can occur at most twice as a partition point adjacent pair boundary — precisely, the contribution of the single spike at \(x_n\) to \(\sum_j |\alpha(t_j) - \alpha(t_{j-1})|\) is at most \(2|a_n|\) (the two differences involving the interval containing \(x_n\), or the two differences at \(t_j = x_n\)). Hence \[ \sum_{j=1}^m |\alpha(t_j) - \alpha(t_{j-1})| \le 2\sum_n |a_n| . \] <1>3. \(\alpha\) has bounded variation.
by <1>2, every partition has variation \(\le 2\sum_n |a_n| < \infty\); taking the supremum, \(V(\alpha) \le 2\sum_n|a_n| < \infty\).
(In fact \(V(\alpha) = 2\sum_n|a_n|\): a partition through all \(x_1, \ldots, x_N\) with midpoints between consecutive spikes has variation \(2\sum_{n\le N}|a_n|\).) <1>4. Q.E.D.
Metric spaces and topology
A closed bounded noncompact subset of a metric space (Tag P-GR6TV)
Find an example of a metric space \(X\) and a subset \(E \subseteq X\) such that \(E\) is closed and bounded but not compact.
Solution
<1>1. Example: \(X = (0, 1)\) with the usual metric \(d(x,y) = |x - y|\), and \(E = (0, 1) = X\) itself.
explicit space and subset.
<1>2. \(E\) is closed in \(X\).
\(E = X\) is the whole space, and the whole space is always closed (its complement \(\varnothing\) is open).
<1>3. \(E\) is bounded.
\(E \subseteq B(x_0, 1)\) for any \(x_0 \in X\) (the diameter of \((0,1)\) is \(1\); e.g. \(E \subseteq B(1/2, 1)\)).
<1>4. \(E\) is not compact.
the sequence \(x_k = 1/(k+1) \in E\) has no convergent subsequence in \(X\): it converges to \(0 \notin X\), and any subsequence also converges to \(0\), so no subsequence converges to a point of \(X\).
(Compactness of metric spaces is equivalent to sequential compactness.)
<1>5. Q.E.D.
<1>2–<1>4 show closed + bounded \(\not\Rightarrow\) compact in general metric spaces; compactness needs completeness (or the ambient space must be \(\RR^n\)). Alternative example: \(X = \QQ\), \(E = \QQ \cap [0,1]\) (closed and bounded in \(\QQ\), not compact).
May 2017, 6
Continuity equivalent to lower and upper semicontinuity, and sequential characterization of lower semicontinuity (Tag P-US4ES)
Let \((X,d)\) be a metric space. A function \(f \colon X \to \mathbb{R}\) is said to be lower semi-continuous (l.s.c) if \(f^{-1}(a,\infty) = \{x \in X \, \colon \, f(x)> a\}\) is open in \(X\) for every \(a \in \mathbb{R}\). Analogously, \(f\) is upper semi-continuous (u.s.c) if \(f^{-1}(-\infty, b) = \{x \in X \, \colon \, f(x)<b\}\) is open in \(X\) for every \(b \in \mathbb{R}\).
Prove that a function \(f \colon X \to \mathbb{R}\) is continuous if and only if \(f\) is both l.s.c. and u.s.c.
Prove that \(f\) is lower semi-continuous if and only if \(\liminf_{n \to \infty} f(x_n) \geq f(x)\) whenever \(\{x_n\}_{n=1}^\infty \subseteq X\) such that \(x_n \to x\) in \(X\).
Solution
<1>1. Continuous \(\Rightarrow\) l.s.c. and u.s.c.
if \(f\) is continuous, then \(f^{-1}(a,\infty)\) and \(f^{-1}(-\infty,b)\) are preimages of open sets, hence open.
<1>2. l.s.c. and u.s.c. \(\Rightarrow\) continuous.
every open set \(U \subseteq \RR\) is a union of open intervals \((a,b)\); since \(f^{-1}(a,b) = f^{-1}(a,\infty) \cap f^{-1}(-\infty,b)\) is open, \(f^{-1}(U)\) is a union of open sets, hence open.
<1>3. (Part 2, \(\Rightarrow\)) If \(f\) is l.s.c. and \(x_n \to x\), then \(\liminf_n f(x_n) \ge f(x)\).
fix \(a < f(x)\).
Then \(x \in f^{-1}(a,\infty)\), which is open, so \(x_n \in f^{-1}(a,\infty)\) for all large \(n\), i.e. \(f(x_n) > a\) eventually; hence \(\liminf_n f(x_n) \ge a\). Since \(a < f(x)\) is arbitrary, \(\liminf_n f(x_n) \ge f(x)\). <1>4. (Part 2, \(\Leftarrow\)) If \(\liminf_n f(x_n) \ge f(x)\) whenever \(x_n \to x\), then \(f\) is l.s.c.
suppose \(f\) were not l.s.c.: some \(f^{-1}(a,\infty)\) is not open.
Then there is \(x\) with \(f(x) > a\) and a sequence \(x_n \to x\) with \(f(x_n) \le a\) for all \(n\) (points outside the set accumulating at \(x\)). Then \(\liminf_n f(x_n) \le a < f(x)\), contradicting the hypothesis. <1>5. Q.E.D.
January 2017, 3
Dini's theorem: monotone continuous functions decreasing to $0$ on a compact metric space converge uniformly (Tag P-U354O)
Let \((X,d)\) be a compact metric space. Suppose that \(f_n \colon X \to [0,\infty)\) is a sequence of continuous functions with \(f_n(x) \geq f_{n+1}(x)\) for all \(n \in \mathbb{N}\) and \(x \in X\), and such that \(f_n \to 0\) pointwise on \(X\). Prove that \(\{f_n\}_{n=1}^\infty\) converges uniformly on \(X\).
Solution
<1>1. Reduce to Dini’s theorem.
this is Dini’s theorem: a monotone pointwise-convergent sequence of continuous functions on a compact space converges uniformly.
We prove it directly for this statement (\(f_n \searrow 0\)). <1>2. For \(\eps > 0\) and each \(n\), the set \(U_n \da \{x : f_n(x) < \eps\}\) is open.
\(f_n\) is continuous, and \(U_n = f_n^{-1}(-\infty, \eps)\) is the preimage of an open set.
<1>3. The sets \(U_n\) increase and cover \(X\).
\(f_n \ge f_{n+1}\) gives \(U_n \subseteq U_{n+1}\).
For each \(x\), \(f_n(x) \to 0\), so \(f_n(x) < \eps\) eventually, i.e. \(x \in U_n\) for all large \(n\); hence \(X = \cup_n U_n\). <1>4. Some \(U_N\) already equals \(X\).
\(\{U_n\}\) is an open cover of the compact space \(X\) (<1>2, <1>3), so it has a finite subcover \(U_{n_1} \subseteq \cdots \subseteq U_{n_k}\); since the \(U_n\) are nested, \(X = U_{n_k}\), and taking \(N = n_k\) works.
<1>5. Uniform convergence: \(f_n \to 0\) uniformly on \(X\).
by <1>4, for \(\eps > 0\) there is \(N\) with \(f_N(x) < \eps\) for all \(x\); monotonicity gives \(0 \le f_n(x) \le f_N(x) < \eps\) for all \(n \ge N\) and all \(x\).
Thus \(\sup_X f_n \le \eps\) for \(n \ge N\). <1>6. Q.E.D.
Integral calculus
June 2009, 5b
Riemann–Stieltjes integral against a jump at $0$ (Tag P-3SSNK)
(June 2014 1)Define \(\alpha \colon [-1,1] \to \mathbb{R}\) by \[\alpha(x) := \begin{cases} -1 & x \in [-1,0] \\ 1 & x \in (0,1]. \end{cases}\] Let \(f \colon [-1,1] \to \mathbb{R}\) be a function that is uniformly bounded on \([-1,1]\) and continuous at \(x=0\), but not necessarily continuous for \(x \neq 0\). Prove that \(f\) is Riemann-Stieltjes integrable with respect to \(\alpha\) over \([-1,1]\) and that \[\int_{-1}^1 f(x)d\alpha(x) = 2f(0).\]
Solution
<1>1. \(\alpha\) has bounded variation and is constant on each side of its single jump at \(0\): \(\alpha \equiv -1\) on \([-1,0]\) and \(\alpha \equiv 1\) on \((0,1]\), with jump \(\alpha(0+) - \alpha(0-) = 2\).
definition of \(\alpha\); the value \(\alpha(0)\) is irrelevant to the Stieltjes integral.
<1>2. \(f\) is bounded and continuous at \(0\); let \(|f| \le M\).
hypothesis.
<1>3. For any partition \(P\) with \(0\) as a partition point, the Stieltjes sum depends only on the interval containing \(0\).
on intervals where \(\alpha\) is constant, the \(\alpha\)-increment is \(0\), so those terms contribute nothing to \(\sum f(t_i)\Delta\alpha_i\).
<1>4. Given \(\eps > 0\), choose \(\delta > 0\) with \(|f(x) - f(0)| < \eps\) for \(|x - 0| < \delta\) (continuity at \(0\)); then for any partition containing \(0\) whose interval around \(0\) has length \(< \delta\): <2>1. The upper and lower Stieltjes sums satisfy \(U(P) - L(P) \le 2\eps\) (the jump is \(2\)).
the only contributing interval \([x_j, x_{j+1}] \ni 0\) has \(\Delta\alpha = 2\) and oscillation of \(f\) on it \(\le 2\eps\); every other interval has \(\Delta\alpha = 0\).
<2>2. Hence \(f\) is Riemann–Stieltjes integrable with respect to \(\alpha\).
the Riemann–Stieltjes criterion: \(U(P) - L(P)\) can be made arbitrarily small by refining the partition.
<1>5. \(\int_{-1}^1 f\,d\alpha = 2f(0)\).
for partitions as in <1>4, \(\sum f(t_i)\Delta\alpha_i = f(t)(\alpha(0+) - \alpha(0-)) = 2f(t)\) for some \(t\) in the interval around \(0\), and \(|f(t) - f(0)| < \eps\), so the sums converge to \(2f(0)\) as the mesh tends to \(0\).
June 2017, 2
Riemann-Stieltjes integrability and additivity across a subdivision point (Tag P-DEYSQ)
Prove : \(f \in \mathcal{R}(\alpha)\) on \([a,b]\) if and only if for any \(a <c<b\), \(f \in \mathcal{R}(\alpha)\) on \([a,c]\) and on \([c,b]\). In addition, if either condition holds, then we have that \[\int_a^c fd\alpha + \int_c^b fd\alpha = \int_a^b fd\alpha.\]
Solution
<1>1. (\(\Rightarrow\)) If \(f \in \mathcal R(\alpha)\) on \([a,b]\) then \(f \in \mathcal R(\alpha)\) on \([a,c]\) and on \([c,b]\).
given partitions \(P_1, P_2\) of \([a,c], [c,b]\), their union \(P\) is a partition of \([a,b]\) with \(U(f,P,\alpha) - L(f,P,\alpha) = \big(U(f,P_1,\alpha) - L(f,P_1,\alpha)\big) + \big(U(f,P_2,\alpha) - L(f,P_2,\alpha)\big)\) (the \(\alpha\)-increments on the two subintervals add up to those on \([a,b]\); note \(f\) is bounded on \([a,b]\) by integrability).
Since integrability on \([a,b]\) lets \(U - L \to 0\) along such partitions, each subinterval’s difference tends to \(0\), giving integrability on each.
<1>2. (\(\Leftarrow\)) If \(f \in \mathcal R(\alpha)\) on \([a,c]\) and on \([c,b]\), then \(f \in \mathcal R(\alpha)\) on \([a,b]\). <2>1. Given \(\eps > 0\), choose partitions \(P_1\) of \([a,c]\) and \(P_2\) of \([c,b]\) with \(U(f,P_1,\alpha) - L(f,P_1,\alpha) < \eps/2\) and \(U(f,P_2,\alpha) - L(f,P_2,\alpha) < \eps/2\).
integrability on each subinterval.
<2>2. \(P = P_1 \cup P_2\) is a partition of \([a,b]\) with \(U(f,P,\alpha) - L(f,P,\alpha) < \eps\).
the upper/lower sums split over the two subintervals as in <1>1 (the boundary point \(c\) contributes its \(\Delta\alpha\) to exactly one of the two sums), so \(U - L = (U_1 - L_1) + (U_2 - L_2) < \eps\).
<2>3. Q.E.D.
<2>2 shows \(U - L\) can be made arbitrarily small, i.e. integrability on \([a,b]\) (Cauchy criterion).
<1>3. Additivity: \(\int_a^c f\,d\alpha + \int_c^b f\,d\alpha = \int_a^b f\,d\alpha\).
for the partitions of <2>2, Riemann–Stieltjes sums satisfy \(S(P) = S(P_1) + S(P_2)\); taking \(P_1, P_2\) with mesh making all three sums converge to the respective integrals gives \(\int_a^b = \int_a^c + \int_c^b\) (both sides are limits of the same telescoping sums).
<1>4. Q.E.D.
<1>1, <1>2, <1>3 establish both directions and the additivity formula.
Spring 2017, 7
$\int_a^b f\,d\alpha=\int_a^b f\alpha'\,dx$ when $f$ is Riemann integrable and $\alpha\in C^1[a,b]$ (Tag P-ZCPFV)
Prove that if \(f \in \mathcal{R}\) on \([a,b]\) and \(\alpha \in C^1[a,b]\), then the Riemann integral \(\int_a^b f(x)\alpha'(x)dx\) exists and \[\int_a^b f(x) d\alpha(x)= \int_a^b f(x)\alpha'(x)dx.\]
Solution
<1>1. \(\alpha'\) is continuous, hence uniformly continuous and bounded on \([a,b]\); \(\alpha\) is of bounded variation.
\(\alpha \in C^1[a,b]\), so \(\alpha'\) is continuous on the compact set \([a,b]\), hence uniformly continuous and bounded.
By the mean value theorem, for any partition the total variation of \(\alpha\) is at most \(\norm{\alpha'}_\infty (b-a) < \infty\). <1>2. \(f\alpha'\) is Riemann integrable on \([a,b]\).
\(f\) is Riemann integrable, hence bounded and continuous a.e.; \(\alpha'\) is continuous, hence Riemann integrable.
The product of two Riemann integrable functions is Riemann integrable, so \(f\alpha' \in \mathcal{R}[a,b]\). <1>3. Compare Riemann–Stieltjes sums to Riemann sums for \(f\alpha'\).
let \(P = \{a = x_0 < \cdots < x_n = b\}\) be a partition and pick tags \(\xi_k \in [x_{k-1}, x_k]\).
By the mean value theorem applied to \(\alpha\), there are \(\eta_k \in [x_{k-1}, x_k]\) with \(\alpha(x_k) - \alpha(x_{k-1}) = \alpha'(\eta_k)(x_k - x_{k-1})\). Hence the Stieltjes sum is \[ S_P = \sum_k f(\xi_k)\big(\alpha(x_k) - \alpha(x_{k-1})\big) = \sum_k f(\xi_k)\alpha'(\eta_k)(x_k - x_{k-1}), \] which is a Riemann sum for \(f\alpha'\) with tags \((\xi_k, \eta_k)\) in each subinterval. <1>4. Such sums converge to \(\int_a^b f\alpha'\).
since \(f\) is bounded (\(|f| \le B\)) and \(\alpha'\) is uniformly continuous, the difference between the sums in <1>3 and the ordinary Riemann sums \(\sum_k f(\xi_k)\alpha'(\xi_k)(x_k-x_{k-1})\) tends to \(0\) as the mesh goes to \(0\): \[ \Big|\sum_k f(\xi_k)\big(\alpha'(\eta_k) - \alpha'(\xi_k)\big)\Delta x_k\Big| \le B \sum_k |\alpha'(\eta_k)-\alpha'(\xi_k)|\Delta x_k \le B\,(b-a)\,\omega_\alpha'(\text{mesh}) \to 0. \] Both sums converge to \(\int_a^b f(x)\alpha'(x)\,dx\) (<1>2), so the Stieltjes sums converge to the same value.
<1>5. Conclude.
the Riemann–Stieltjes integral \(\int_a^b f\,d\alpha\) exists (as \(f\) is Riemann integrable and \(\alpha\) is of bounded variation, <1>1) and equals the limit of the Stieltjes sums, which by <1>4 is \(\int_a^b f(x)\alpha'(x)\,dx\).
<1>6. Q.E.D.
Sequences and series of numbers and functions
January 2006, 1
Power series $\sum a_n x^n$ and $\sum b_n x^n$ with radii of convergence $R_1$ and $R_2$ (Tag P-DFDX4)
Let the power series series \(\sum_{n=0}^\infty a_nx^n\) and \(\sum_{n=0}^\infty b_nx^n\) have radii of convergence \(R_1\) and \(R_2\), respectively.
Solution
<1>1. Cauchy–Hadamard formula: the radius of convergence of \(\sum a_n x^n\) is \(R = 1/\limsup_{n \to \infty} |a_n|^{1/n}\) (with \(1/0 = \infty\), \(1/\infty = 0\)).
By the root test, since \(\limsup |a_n x^n|^{1/n} = |x| \limsup |a_n|^{1/n}\), the series converges absolutely when \(|x| < R\) and diverges when \(|x| > R\), because then its terms do not tend to \(0\).
<1>2. If \(R_1 \neq R_2\), the radius of convergence of \(\sum (a_n + b_n) x^n\) is \(\min\{R_1, R_2\}\), and in general it is at least \(\min\{R_1, R_2\}\). See P-E4WZN.
<1>3. The radius of convergence of \(\sum a_n b_n x^n\) is at least \(R_1 R_2\). See P-FYGQ6.
Day 8, problem 1(a)
Radius of convergence of $\sum (a_n+b_n)x^n$ (Tag P-E4WZN)
If \(R_1 \neq R_2\), prove that the radius of convergence, \(R\), of the power series \(\sum_{n=0}^\infty (a_n+b_n)x^n\) is \(\min\{R_1, R_2\}\). What can be said about \(R\) when \(R_1 = R_2\)?
Solution
Here \(R_1\) and \(R_2\) are the radii of convergence of \(\sum a_n x^n\) and \(\sum b_n x^n\).
<1>1. \(R \ge \min\{R_1, R_2\}\).
For \(|x| < \min\{R_1, R_2\}\) both \(\sum a_n x^n\) and \(\sum b_n x^n\) converge absolutely, and \(|(a_n + b_n)x^n| \le |a_nx^n| + |b_nx^n|\).
<1>2. If \(R_1 < R_2\), then \(R \le R_1\).
Let \(R_1 < |x| < R_2\). Then \(\sum a_n x^n\) diverges and \(\sum b_n x^n\) converges. If \(\sum (a_n + b_n)x^n\) converged, then \(\sum a_n x^n\) would converge as the difference of two convergent series. So \(\sum (a_n + b_n)x^n\) diverges at points with \(|x| > R_1\) arbitrarily close to \(R_1\), and \(R \le R_1\).
<1>3. If \(R_1 = R_2\), then \(R \ge R_1\), and both \(R = R_1\) and \(R > R_1\) occur.
The inequality is step <1>1. With \(b_n = a_n\), the coefficients \(2a_n\) give \(R = R_1\). With \(b_n = -a_n\), the series is \(0\) and \(R = \infty\), which exceeds \(R_1\) whenever \(R_1 < \infty\).
<1>4. Q.E.D.
If \(R_1 \neq R_2\), steps <1>1 and <1>2, with the roles of the series exchanged if \(R_2 < R_1\), give \(R = \min\{R_1, R_2\}\). Step <1>3 is the case \(R_1 = R_2\).
Day 8, problem 1(b)
Radius of $\sum a_n b_n x^n$ at least the product of the radii of $\sum a_n x^n$ and $\sum b_n x^n$, strictly in an example (Tag P-FYGQ6)
Prove that the radius of convergence, \(R\), of \(\sum_{n=0}^\infty a_nb_nx^n\) satisfies \(R \geq R_1R_2\). Show by means of example that this inequality can be strict.
Solution
Here \(R_1\) and \(R_2\) are the radii of convergence of \(\sum a_n x^n\) and \(\sum b_n x^n\).
<1>1. For \(|x| < R_1 R_2\), \(\sum a_n b_n x^n\) converges absolutely.
<2>1. There are \(u < R_1\) and \(v < R_2\) with \(|x| < uv\).
The set \(\theset{uv : 0 \le u < R_1,\ 0 \le v < R_2}\) is the interval \([0, R_1R_2)\), with \(R_1R_2 = \infty\) if either radius is infinite and the other positive.
<2>2. \(|a_n|u^n \le 1\) and \(|b_n|v^n \le 1\) for all large \(n\).
\(\sum a_n u^n\) and \(\sum b_n v^n\) converge, since \(u < R_1\) and \(v < R_2\), so their terms tend to \(0\).
<2>3. Q.E.D.
By step <2>2, \(|a_n b_n x^n| = (|a_n|u^n)(|b_n|v^n)\left|\frac{x}{uv}\right|^n \le \left|\frac{x}{uv}\right|^n\) for large \(n\), and \(\sum_n |x/(uv)|^n\) is a convergent geometric series by step <2>1.
<1>2. \(R \ge R_1 R_2\).
Step <1>1.
<1>3. For \(a_n = 1\) (\(n\) even), \(a_n = 0\) (\(n\) odd), \(b_n = 0\) (\(n\) even), \(b_n = 1\) (\(n\) odd), \(R_1 = R_2 = 1\) and \(R = \infty\).
\(\limsup |a_n|^{1/n} = 1\) along the even indices and \(\limsup|b_n|^{1/n} = 1\) along the odd indices, so the Cauchy–Hadamard formula gives \(R_1 = R_2 = 1\). Every \(a_nb_n = 0\), so \(\sum a_nb_nx^n\) is the zero series and \(R = \infty > 1 = R_1R_2\).
<1>4. Q.E.D.
Step <1>2 is the inequality and step <1>3 shows that it can be strict.
Day 8, problem 2
Uniform convergence of $\sum_{n=0}^\infty x^n 2^{-nx}$ on $[0,B]$ and on $[0,\infty)$ (Tag P-4E6U3)
Show that the infinite series \(\sum_{n=0}^\infty x^n2^{-nx}\) converges uniformly on \([0,B]\) for any \(B > 0\). Does this series converge uniformly on \([0,\infty)\)?
Solution
<1>1. The terms are \(x^n2^{-nx} = (x2^{-x})^n\).
\(2^{-nx} = (2^{-x})^n\).
<1>2. \(\sup_{x \ge 0} x2^{-x} = \frac{1}{e\ln 2} < 1\). <2>1. The function \(h(x) = x2^{-x} = xe^{-x\ln 2}\) has its global maximum on \([0,\infty)\) at \(x = 1/\ln 2\).
\(h'(x) = e^{-x\ln 2}(1 - x\ln 2)\) vanishes only at \(x = 1/\ln 2\), where \(h\) changes from increasing to decreasing; \(h(0) = 0\) and \(h \to 0\) as \(x \to \infty\).
<2>2. \(h(1/\ln 2) = \frac{1}{e\ln 2} \approx 0.531 < 1\).
\(h(1/\ln 2) = \frac{1}{\ln 2}e^{-1} = \frac{1}{e\ln 2}\), and \(e\ln 2 > 1\).
<1>3. The series converges uniformly on \([0, B]\) for every \(B > 0\).
on \([0,B]\), \(x2^{-x} \le \max(h(B), h(1/\ln 2)) < 1\) by <1>2, so the Weierstrass M-test applies: \(\sum (x2^{-x})^n \le \sum r^n\) with \(r < 1\).
<1>4. The series converges uniformly on \([0, \infty)\) as well.
<1>2 gives a uniform ratio bound \(x2^{-x} \le \frac{1}{e\ln 2} < 1\) on all of \([0,\infty)\), so the M-test applies globally: \(\left|\sum_{n>N}(x2^{-x})^n\right| \le \frac{r^{N+1}}{1-r}\) with \(r = \frac{1}{e\ln 2}\), which \(\to 0\) as \(N \to \infty\) independent of \(x\).
January 2006, 4a
$\sum f_n$ with $f_n=\frac1n$ on $(2^{-(n+1)},2^{-n}]$ converges uniformly without the Weierstrass $M$-test (Tag P-XVHFQ)
Let \[f_n(x) = \begin{cases} \frac{1}{n} & x \in (\frac{1}{2^{n+1}}, \frac{1}{2^n}] \\ 0 & \text{ otherwise}.\end{cases}\]
Show that \(\sum_{n=1}^\infty f_n\) does not satisfy the Weierstrass M-test but that it nevertheless converges uniformly on \(\mathbb{R}\).
Solution
<1>1. The Weierstrass M-test does not apply.
the M-test requires \(\sum_n M_n < \infty\) where \(M_n = \sup_x |f_n(x)|\).
Here \(M_n = 1/n\) (the supremum of \(f_n\) on its support is \(1/n\)), and \(\sum_n 1/n = \infty\), so the hypothesis of the M-test fails and it cannot be used. <1>2. The supports \(\supp f_n = (2^{-(n+1)}, 2^{-n}]\) are pairwise disjoint.
the intervals \((2^{-(n+1)}, 2^{-n}]\) for \(n = 1, 2, \ldots\) are disjoint (they partition \((0, 1/2]\)), and \(f_n = 0\) elsewhere.
Hence for each \(x\), at most one of the values \(f_n(x)\) is nonzero. <1>3. Pointwise limit: \(S(x) = \sum_n f_n(x) = f_{n(x)}(x)\) where \(n(x)\) is the unique index with \(x \in (2^{-(n+1)}, 2^{-n}]\), and \(S(x) = 0\) otherwise.
by <1>2, at most one term is nonzero at each \(x\), so the series has at most one nonzero summand and converges.
<1>4. Uniform convergence on \(\RR\).
for the tail, \(S(x) - S_N(x) = \sum_{n>N} f_n(x)\), which by <1>2 is either \(0\) (if the support containing \(x\) has index \(\le N\)) or \(f_n(x) = 1/n \le 1/(N+1)\) (if its index is \(n > N\)). Hence \[ \sup_{x\in\RR}\big|S(x) - S_N(x)\big| \le \frac{1}{N+1} \to 0, \] so the series converges uniformly.
<1>5. Q.E.D.
Day 8, problem 4
Pointwise and locally uniform convergence of $\sum\frac{x^k}{1+x^k}$ on $[0,1)$, and differentiability of the sum (Tag P-XCE4G)
Let \(f_n \colon [0,1) \to \mathbb{R}\) be the function defined by \[f_n(x):= \sum_{k=1}^n \frac{x^k}{1+x^k}.\]
Prove that \(f_n\) converges to a function \(f \colon [0,1) \to \mathbb{R}\).
Prove that for every \(0 < a < 1\) the convergence is uniform on \([0,a]\).
Prove that \(f\) is differentiable on \((0,1)\).
Solution
<1>1. Pointwise convergence on \([0,1)\).
for \(x \in [0,1)\), \(0 \le \frac{x^k}{1+x^k} \le x^k\), and \(\sum_k x^k\) is a convergent geometric series; hence \(\sum_k \frac{x^k}{1+x^k}\) converges, defining \(f(x)\).
<1>2. Uniform convergence on \([0,a]\) for \(0 < a < 1\).
for \(x \le a\), \(\frac{x^k}{1+x^k} \le a^k\), and \(\sum_k a^k\) converges (geometric, \(a < 1\)); by the Weierstrass \(M\)-test the convergence is uniform on \([0,a]\).
<1>3. \(f\) is differentiable on \((0,1)\).
each term \(g_k(x) = \frac{x^k}{1+x^k}\) is differentiable with \(g_k'(x) = \frac{kx^{k-1}}{(1+x^k)^2}\).
Fix \(0 < a < 1\). For \(x \le a\), \[ |g_k'(x)| \le k a^{k-1}, \] and \(\sum_k k a^{k-1} < \infty\) (ratio test: \(\frac{(k+1)a^k}{ka^{k-1}} = \frac{k+1}{k}a \to a < 1\)). Hence \(\sum_k g_k'\) converges uniformly on \([0,a]\). By the term-by-term differentiation theorem, \(f\) is differentiable on \((0,a)\) with \(f' = \sum_k g_k'\); since \(a < 1\) is arbitrary, \(f\) is differentiable on all of \((0,1)\). <1>4. Q.E.D.
January 2019 qualifying exam
$|f'|\le k|f|$ and $f(0)=0$ imply $f\equiv 0$ on $[0,1]$ (Tag P-BKCZH)
Suppose that \(f:[0,1]\to\mathbb R\) is differentiable, \(f(0)=0\), and there is \(k>0\) such that \[ |f'(x)|\le k|f(x)| \qquad(x\in[0,1]). \] Prove that \(f(x)=0\) for all \(x\in[0,1]\).
Solution
<1>1. Obtain an integral inequality.
Since \(f\) is continuous on \([0,1]\), let \[ M:=\max_{[0,1]}|f|<\infty. \] The derivative bound gives \(|f'|\le kM\), so \(f\) is Lipschitz and hence absolutely continuous. Therefore, using \(f(0)=0\), \[ |f(x)| =\left|\int_0^x f'(t)\,dt\right| \le k\int_0^x |f(t)|\,dt \qquad(0\le x\le1). \]
<1>2. Iterate the inequality.
We claim that for every integer \(n\ge1\), \[ |f(x)|\le M\frac{(kx)^n}{n!} \qquad(0\le x\le1). \] For \(n=1\), Step 1 and \(|f(t)|\le M\) give \[ |f(x)|\le kMx. \] If the estimate holds for \(n\), then Step 1 gives \[ |f(x)| \le k\int_0^x M\frac{(kt)^n}{n!}\,dt =M\frac{(kx)^{n+1}}{(n+1)!}. \] Thus the claim follows by induction.
<1>3. Let the iteration order tend to infinity.
For each fixed \(x\in[0,1]\), \[ 0\le |f(x)|\le M\frac{(kx)^n}{n!}\longrightarrow0 \qquad(n\to\infty). \] Hence \(f(x)=0\). Since \(x\) was arbitrary, \[ \boxed{f\equiv0\text{ on }[0,1].} \]