\documentclass[12pt,letterpaper]{article} \usepackage[utf8]{inputenc} \usepackage[english]{babel} \usepackage{amsthm} \usepackage{cancel} \usepackage{mathtools} \usepackage{amsmath} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{graphicx} \usepackage{array} \usepackage[left=2cm, right=2.5cm, top=2.5cm, bottom=2.5cm]{geometry} \usepackage{enumitem} \usepackage{mathrsfs} \newcommand{\st}{\ \text{s.t.}\ } \newcommand{\abs}[1]{\left\lvert #1 \right\rvert} \newcommand{\R}{\mathbb{R}} \newcommand{\N}{\mathbb{N}} \newcommand{\Q}{\mathbb{Q}} \newcommand{\C}{\mathbb{C}} \newcommand{\Z}{\mathbb{Z}} \newcommand{\dotp}{\dot{\mathcal{P}}} \newcommand{\dotq}{\dot{\mathcal{Q}}} \newcommand{\dist}{\text{dist}} \DeclareMathOperator{\sign}{sgn} \newtheoremstyle{case}{}{}{}{}{}{:}{ }{} \theoremstyle{case} \newtheorem{case}{Case} \newtheorem{case*}{Case} \theoremstyle{definition} \newtheorem{definition}{Definition}[section] \newtheorem{theorem}{Theorem}[section] \newtheorem*{theorem*}{Theorem} \newtheorem{corollary}{Corollary}[section] \newtheorem*{corollary*}{Corollary} \newtheorem{lemma}[theorem]{Lemma} \newtheorem*{lemma*}{Lemma} \newtheorem*{remark}{Remark} \setlist[enumerate]{font=\bfseries} \renewcommand{\qedsymbol}{$\blacksquare$} \author{Alexander J. Tusa} \title{Real Analysis II Homework 2} \begin{document} \maketitle \begin{enumerate} \item \textbf{Section 7.4} \begin{enumerate} \item[1.] Let $f(x):=|x|$ for $-1 \leq x \leq 2$. Calculate $L(f;P)$ and $U(f,P)$ for the following partitions: \begin{enumerate} \item[(a)] $\mathcal{P}_1 :=(-1,0,1,2)$ \\\\Our terms are: \[x_0:= -1,\ \ x_1:=0,\ \ x_2:=1,\ \ x_3:=2\] and our intervals are: \[I_1:=[-1,0],\ \ I_2:=[0,1],\ \ I_3:=[1,2]\] thus $L(f,\mathcal{P}_1)$ is: \begin{align*} L(f,\mathcal{P}_1) &= \sum_{i=1}^{n} m_i(x_i-x_{i-1}) \\ &= \sum_{i=1}^{n} \left(\inf\{f(x):x \in [x_{i-1},x_i]\}\right) (x_i-x_{i-1}) \\ &= (\inf \{|x|:x \in [-1,0]\})(0-(-1))\\ &+ (\inf \{|x|: x \in [0,1]\})(1-0)\\ &+(\inf \{|x|: x\in [1,2]\})(2-1) \\ &= 0 \cdot 1 + 0 \cdot 1 + 1 \cdot 1 \\ &= 0+0+1 \\ &= 1 \end{align*} and \begin{align*} U(f,\mathcal{P}_1) &= \sum_{i=1}^{n} M_i (x_i-x_{i-1}) \\ &= \sum_{i=1}^{n} sup \{f(x): x \in [x_{i-1},x_i]\} (x_i-x_{i-1}) \\ &= \sum_{i=1}^{n} \sup \{|x|: x \in [x_{i-1},x_i]\} (x_i-x_{i-1}) \\ &= (\sup \{|x|:x \in [-1,0]\})(0-(-1)) \\ &+ (\sup \{|x| : x \in [0,1]\})(1-0) \\ &+ (\sup \{|x|: x \in [1,2]\})(2-1) \\ &= 1 \cdot 1 + 1 \cdot 1 + 2 \cdot 1 \\ &= 1 + 1 +2 \\ &= 4 \end{align*} So, $L(f,\mathcal{P}_1)=1$ and $U(f,\mathcal{P}_1)=4$\\ \item[(b)] $\mathcal{P}_2 := (-1,-1/2,0,1/2,1,3/2,2)$. \\\\Our terms are: \[x_0:=-1,\ \ x_1:=-\frac{1}{2},\ \ x_2:=0,\ \ x_3:=\frac{1}{2},\ \ x_4:= 1,\ \ x_5:=\frac{3}{2},\ \ x_6:=2\] and our intervals are: \[I_1:=\left[-1,-\frac{1}{2}\right],\ \ I_2:=\left[-\frac{1}{2},0\right],\ \ I_3:=\left[0,\frac{1}{2}\right],\ \ I_4:=\left[\frac{1}{2},1\right],\ \ I_5:=\left[1,\frac{3}{2}\right],\ \ I_6:=\left[\frac{3}{2}, 2\right]\] So $L(f,\mathcal{P}_2)$ is \begin{align*} L(f,\mathcal{P}_2) &= \sum_{i=1}^{n} m_i(x_i-x_{i-1}) \\ &= \sum_{i=1}^{n} \inf \{f(x): x \in [x_{i-1}, x_i]\}(x_i-x_{i-1}) \\ &= \inf\left\{|x|: x \in \left[-1,-\frac{1}{2}\right]\right\}\left(-\frac{1}{2}-(-1)\right) \\ &+ \inf\left\{|x|: x \in \left[-\frac{1}{2}, 0\right]\right\} \left(0-\left(-\frac{1}{2}\right)\right) \\ &+ \inf\left\{|x|: x \in \left[0,\frac{1}{2}\right]\right\}\left(\frac{1}{2}-0\right) \\ &+ \inf \left\{|x|: x \in \left[\frac{1}{2}, 1\right]\right\}\left(1-\frac{1}{2}\right) \\ &+ \inf\left\{|x|: x \in \left[1,\frac{3}{2}\right]\right\}\left(\frac{3}{2}-1\right) \\ &+ \inf \left\{|x|: x \in \left[\frac{3}{2}, 2\right]\right\}\left(2 - \frac{3}{2}\right) \\ &= \frac{1}{2} \cdot \frac{1}{2} + 0 \cdot \frac{1}{2} + 0 \cdot \frac{1}{2} + \frac{1}{2} \cdot \frac{1}{2} + 1 \cdot \frac{1}{2} + \frac{3}{2} \cdot \frac{1}{2} \\ &=\frac{1}{4} + 0 + 0+ \frac{1}{4} + \frac{1}{2} + \frac{3}{4} \\ &= \frac{7}{4} \end{align*} and \begin{align*} U(f,\mathcal{P}_2) &= \sum_{i=1}^{n} M_i(x_i-x_{i-1}) \\ &= \sum_{i=1}^{n} \sup \{f(x): x \in [x_{i-1},x_i]\}(x_i-x_{i-1}) \\ &= \sup \left\{|x|: x \in \left[-1,-\frac{1}{2}\right]\right\}\left(-\frac{1}{2}-(-1)\right) \\ &+ \sup\left\{|x|: x \in \left[-\frac{1}{2},0\right]\right\}\left(0-\left(-\frac{1}{2}\right)\right) \\ &+ \sup\left\{|x|: x \in \left[0,\frac{1}{2}\right]\right\}\left(\frac{1}{2}-0\right) \\ &+ \sup\left\{|x|: x \in \left[\frac{1}{2}, 1\right]\right\}\left(1-\frac{1}{2}\right) \\ &+ \sup\left\{|x|: x \in \left[1, \frac{3}{2}\right]\right\}\left(\frac{3}{2}-1\right) \\ &+ \sup\left\{|x|: x \in \left[\frac{3}{2}, 2\right]\right\}\left(2-\frac{3}{2}\right) \\ &= 1 \cdot \frac{1}{2} + \frac{1}{2} \cdot \frac{1}{2} + \frac{1}{2} \cdot \frac{1}{2} + 1 \cdot \frac{1}{2} + \frac{3}{2} \cdot \frac{1}{2} + 2 \cdot \frac{1}{2} \\ &= \frac{1}{2} + \frac{1}{4} + \frac{1}{4}+ \frac{1}{2} + \frac{3}{4} + 1 \\ &= \frac{13}{4} \end{align*} So $L(f,\mathcal{P}_2) = \frac{7}{4}$ and $U(f,\mathcal{P}_2) = \frac{13}{4}$\\ \end{enumerate} \item[2.] Prove if $f(x):=c$ for $x \in [a,b]$, then its Darboux integral is equal to $c(b-a)$. \begin{proof} Let $\mathcal{P} := (x_0, x_1, \dots, x_n)$ be a partition of $[a,b]$ where \[a=x_0 < x_1 < x_2 < \dots < x_n=b\] then $M_i:= \sup f(x)=c$ since $f$ is constant, for all $x \in [x_{i-1}, x_i]$, and $m_i:= \inf f(x)=c$ again since $f$ is constant, for all $x \in [x_{i-1},x_i]$. \\\\Then we have that \begin{align*} U(f, \mathcal{P}) &= \sum_{i=1}^{n} M_i (x_i-x_{i-1}) \\ &= \sum_{i=1}^{n} c (x_i-x_{i-1}) \\ &= c \sum_{i=1}^{n} (x_i-x_{i-1}) \\ &= c (x_n-x_0) \\ &= c (b-a), &\text{as both $b$ and $a$ were defined for $\mathcal{P}$} \end{align*} So $U(f,\mathcal{P}):= c(b-a)$. As for $L(f,\mathcal{P})$: \begin{align*} L(f,\mathcal{P}) &= \sum_{i=1}^{n} m_i (x_i-x_{i-1}) \\ &= \sum_{i=1}^{n} c (x_i-x_{i-1}) \\ &= c \sum_{i=1}^{n} (x_i-x_{i-1}) \\ &= c (x_n-x_0) \\ &= c(b-a), &\text{as both $b$ and $a$ were defined for $\mathcal{P}$} \end{align*} and thus $L(f,\mathcal{P}) = c(b-a)$. \\\\Now we must find the Darboux integral of $f(x)$. So we have that the upper Darboux integral of $f(x)$ is \begin{align*} U(f) &= \inf \{U(f,\mathcal{P}): \mathcal{P} \in \mathscr{P}[a,b]\} \\ &= \inf \{c(b-a): \mathcal{P} \in \mathscr{P}[a,b]\} \\ &= c(b-a) \end{align*} and the lower Darboux integral is \begin{align*} L(f) &= \sup \{L(f, \mathcal{P}): \mathcal{P} \in \mathscr{P}[a,b]\} \\ &= \sup \{c(b-a) : \mathcal{P} \in \mathscr{P}[a,b]\} \\ &= c(b-a) \end{align*} Thus we have that $U(f)=L(f)$, which yields that $f$ is Darboux integrable on $[a,b]$ and the Darboux integral of $f$ is $c(b-a)$. \end{proof} \item[3.] Let $f$ and $g$ be bounded functions on $I:=[a,b]$. If $f(x) \leq g(x)$ for all $x \in I$, show that $L(f) \leq L(g)$ and $U(f) \leq U(g)$. \begin{proof} Let $f,g$ be bounded on $I:=[a,b]$ such that $f(x) \leq g(x)\ \forall\ x \in I$, and let $\mathcal{P}:=(x_0,x_1,\dots, x_n)$ be a partition of $[a,b]$ where \[a=x_0 0$ be given, and let $\mathcal{P}:= (0, \frac{2}{n}, \frac{4}{n}, \dots, \frac{2n-1}{n}, 2)$, and we note that $\Delta x_i := \frac{2}{n}$. \\\\Since $f$ is increasing on $[0,2]$, then on $[x_{i-1},x_i] = \left[\frac{2i-1}{n}, \frac{2i}{n}\right]$, $M_i$ occurs at the right endpoint, and is thus $f\left(\frac{2i}{n}\right)=\frac{4i^2}{n^2}+1$. Also, $m_i$ occurs at the left endpoint and is thus $f\left(\frac{2i-1}{n}\right)=\left(\frac{4i^2-4i+1}{n^2}+1\right)$. \begin{align*} U(f,\mathcal{P}_n) &= \sum_{i=1}^{n} M_i \Delta x_i \\ &= \sum_{i=1}^{n} \left(\frac{4i^2}{n^2}+1\right) \cdot \left(\frac{2}{n}\right) \\ &= \sum_{i=1}^{n} \frac{8i^2}{n^3} + \frac{2}{n} \\ &= \frac{8}{n^3}\ \sum_{i=1}^{n} i^2 + \frac{2}{n}\ \sum_{i=1}^{n} 1 \\ &= \frac{8}{n^3} \cdot \frac{n(n+1)(2n+1)}{6} + \frac{2 \cancel{n}}{\cancel{n}} \\ &= \frac{8}{n^3} \cdot \frac{2n^3+3n^2+n}{6} + 2 \\ &= \frac{16n^3+24n^2+8n}{6n^3} + 2 \\ &= \lim\limits_{n \to \infty}\frac{16n^3+24n^2+8n}{6n^3} + 2 \\ &= \frac{16}{6} + 2 \\ &= \frac{8}{3} + 2 \\ &= \frac{14}{3} \\ &\geq U(f) \end{align*} and \begin{align*} L(f,\mathcal{P}_n) &= \sum_{i=1}^{n} m_i \Delta x_i \\ &= \sum_{i=1}^{n} \left(\frac{4i^2-4i+1}{n^2}+1\right) \cdot \left(\frac{2}{n}\right) \\ &= \sum_{i=1}^{n} \frac{8i^2-8i+2}{n^3} + \frac{2}{n} \\ &= \sum_{i=1}^{n} \frac{2(2i-1)^2}{n^3} + \frac{2}{n}\ \sum_{i=1}^{n} 1 \\ &= \frac{8}{3}-\frac{2}{3n^2} + \frac{2 \cancel{n}}{\cancel{n}} \\ &= \lim\limits_{n \to \infty} \frac{8}{3} -\frac{2}{3n^2} + 2 \\ &= \frac{8}{3} -0 + 2 \\ &= \frac{8}{3} + 2 \\ &= \frac{14}{3} \\ &\leq L(f) \end{align*} So $\frac{14}{3} \leq L(f) \leq U(f) \leq \frac{14}{3}$. So $L(f)=U(f)=\frac{14}{3}$ \end{enumerate} \item \begin{enumerate} \item Prove that if $f,g:[a,b] \to \R$ are bounded, then $U(f+g, \mathcal{P}) \leq U(f,\mathcal{P})+U(g,\mathcal{P})$ for every partition $\mathcal{P}$ of $[a,b]$. \begin{proof} Since $f$ and $g$ are bounded, we know that $\sup(f+g) \leq \sup (f) + \sup(g)$. Then $M_{f+g,i}:=\sup \{f+g:x \in [x_{i-1},x_i]\}$. And so $M_{f+g,i} \leq M_{f,i} + M_{g,i}$, and thus \[U(f+g,\mathcal{P}):=\sum_{i=1}^{n} M_{f+g,i}\Delta x_i \leq \sum_{i=1}^{n} M_{f,i}\Delta x_i +\sum_{i=1}^{n} M_{g,i}\Delta x_i=U(f,\mathcal{P})+U(g,\mathcal{P})\] \end{proof} \item Find examples of bounded functions $f,g:[a,b] \to \R$ such that $U(f+g,\mathcal{P}) < U(f, \mathcal{P}) + U(g,\mathcal{P})$ for some partition of $[a,b]$. \\\\Consider the functions $f,g:[a,b] \to \R$ given by $f(x):=\begin{cases} 1, &x \in \R\setminus\Q \\ 0, &x \in \Q \end{cases}$ and $g(x):=\begin{cases} -1, &x \in \R\setminus\Q \\ 0, &x \in \Q \end{cases}$ \\Thus, we have that $(f+g)(x) = 0\ \forall\ x$, and thus $U(f+g)=0$. However, we note that $U(f,\mathcal{P})+U(g,\mathcal{P})=1+0 = 1$. Thus, $0=U(f+g,\mathcal{P}) 0$, there exists a partition $P$ of $[a,b]$ such that $L(f,P) > U(f,P)-\varepsilon$. \\\\This is a true statement. \begin{proof} Let $f \in \mathcal{R}[a,b]$. Recall the \textit{Equivalence Theorem}: \begin{theorem*}{\textbf{Equivalence Theorem}} A function $f$ on $I=[a,b]$ is Darboux integrable if and only if it is Riemann integrable. \end{theorem*} Thus by the \textit{Equivalence Theorem}, $f$ is also Darboux integrable. \\\\Also, recall the \textit{Integrability Criterion}: \begin{theorem*}{\textbf{Integrability Criterion}} Let $I:=[a,b]$ and let $f:I \to \R$ be a bounded function on $I$. Then $f$ is Darboux integrable on $I$ if and only if for each $\varepsilon > 0$ there is a partition $\mathcal{P}_\varepsilon$ of $I$ such that \[U(f;\mathcal{P}_\varepsilon)-L(f;\mathcal{P}_\varepsilon)<\varepsilon\] \end{theorem*} Note that we can rewrite the inequality as follows: \begin{align*} U(f,\mathcal{P}_\varepsilon) -L(f,\mathcal{P}_\varepsilon) < \varepsilon &\equiv -L(f,\mathcal{P}_\varepsilon) < \varepsilon-U(f,\mathcal{P}_\varepsilon) \\ &\equiv L(f,\mathcal{P}\varepsilon) > U(f,\mathcal{P}_\varepsilon) -\varepsilon \end{align*} Thus by the \textit{Integrability Criterion}, we have that $L(f,\mathcal{P})>U(f,\mathcal{P})-\varepsilon$. \end{proof} \end{enumerate} \end{enumerate} \end{document}