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Problem Set 11 Solution Set

Anthony Varilly
Math 112, Spring 2002

1. End of Chapter 8, Exercise 24. Give an example to show that the following is not equivalent
to the integrability of f . For any  > 0, there is a > 0 such that if P is any partition into
rectangles S1 , . . . , SN with sides < , there exist x1 S1 , . . . , xN SN such that

n
X



f (xi ) v (Si ) I < .



i=1

Solution. Assume that the condition is equivalent to the integrability of f . Consider the
function f : [0, 1] R, where f (x) = 0 if x is irrational and f (x) = 1 if x is rational. Then
for any partition P into rectangles S1 , . . . , SN with sides < , there exist irrational points
xi Si at which f (xi ) = 0. Thus
n
X

f (xi ) v (Si ) = 0

i=1

Then



n
X



f (xi ) v (Si ) I = |I| < ,



i=1

for any  > 0, if and only if I = 0. This implies that f is integrable with integral zero. But as
we showed in class, f is not Riemann integrable since L(f, P ) = 0 whereas U (f, P ) = 1.
2. End of Chapter
8, Exercise 36. Prove that limn (n!)1/n /n = e1 by considering Riemann
R1
sums for 0 log xdx based on the partition 1/n < 2/n < < 1.
Solution. We first rewrite
(n!)1/n
n


n (n 1) (n 2) 1 1/n
=
=
n n n
 
 


1
2
1 1/n
=
1 1
1

n
n
n
!


n1
k
1X
= exp
log 1
n
n


n!
nn

1/n

k=0

If we let f (x) = log (1


 x) and let Pn = 1/n < 2/n < < 1, then we recognize
Pn1
k
(1/n) k=0 log 1
as the lower Riemann sum L (f, Pn ) on [0, 1]. Now let us evalun
R1
ate 0 log(1 x)dx:
Z

log(1 x)dx =

log y dy = lim

0 

log y dy

= lim 1 ( log  )
0

Using lHopitals Rule, we find that


1/
log 
= lim
= lim () = 0
0 1/
0 1/2
0

lim  log  = lim

0

R1
Therefore 0log(1
 x)dx = 1. Since f (x) = log(1 x) is integrable on [0, 1], L (f, Pn ) =
P
1 n1
k
log 1
must approach 1 as n . Hence we conclude that
n k=0
n
(n!)1/n
= e1
n
n
lim

as desired.
3. End of Chapter 8, Exercise 38. Let f : [0, 1] R be defined by

0 if x is irrational
f (x) =
1/q if x = p/q
where p, q 0 with no common factor. Show that f is integrable, and compute

R1
0

f.

Solution. We first show that f is discontinuous at every rational number in [0, 1]. Let x
[0, 1] Q and choose  < 1/q. There exists an irrational number y such that |x y| < ,
which implies that
|f (x) f (y)| = |1/q 0| = |1/q| < 
Thus we have produced an  for which there is no such that |f (x) f (y)| <  when
|x y| < .
We now show that f is continuous at every irrational number in [0, 1]. Let c be an irrational
number in [0, 1] and  > 0. Then there is a natural number n such that 1/n < . If we choose
small enough that the interval (c , c + ) contains no rational numbers with denominator
less than n, then it follows that for x in this interval we have |f (x) f (c)| = |f (x)| 1/n < .
Thus we have shown that f is discontinuous on D(f ) = [0, 1] Q Q. Since Q is countable,
we know that D(f ) is also countable. Since the interval [0, 1] is bounded and has volume,
and since f is bounded by 1/1 = 1, we have satisfied the conditions of Corollary 8.3.3, from
which it follows that f is integrable.

R1
Finally we show that 0 f = 0. Take any partition Pn = {x0 , x1 , . . . xn } and consider dj =
inf {f (x) : x [xj1 , xj ]}. Since every subinterval [xj1 , xj ] must contain irrational numbers,
it follows that dj = 0. Then
Z 1
f = sup {L (f, Pn )} = 0
0

and since f was shown to be integrable, the upper and lower integrals must agree.
4. Exercise 10.1.2. Show that
Z b
2
Z b




f (x)dx (b a)
|f (x)|2 dx,

a

and deduce that a square integrable function on [a, b], continuous on (a, b), is also integrable.
Is the converse true?
Solution. We apply the Cauchy-Schwarz inequality to functions f, g : [a, b] C, and we take
g(x) = 1 for all x [a, b]. Then
|hf, gi| kf k kgk
implies
Z

f (x)g(x)dx

2

Z

|f (x)| dx

 Z

|g(x)| dx

which leads to
Z

2
Z b
 Z b 
2
f (x)dx

|f (x)| dx
dx

= (b a)

|f (x)|2 dx

Thus if f is square integrable on [a, b], then


as well by the above inequality.

Rb
a

|f (x)|2 dx converges and so

Rb
a

f (x)dx converges

The converse, however, is not true. Consider the function f (x) = 1/ x. Then f is continuous
on (0, 1), and
Z 1
Z 1
1
dx = 2.
f (x)dx =
x
0
0
But
Z 1
Z 1
dx
|f (x)|2 dx =
= lim (log 1 log ) =
0
0
0 x
Therefore f is not square integrable even though f is integrable.
5. Exercise 10.2.2. Let g0 , g1 , g2 , . . . be linearly independent vectors in an inner product space.
Inductively define
n1

h0 = g0 , 0 =

X
hn
h0
, . . . , hn = gn
hgn , k ik , n =
....
kh0 k
khn k
k=0

Show that 0 , 1 , 2 , . . . are orthonormal. Why must we assume that the gs are linearly
independent?
3

Solution. Without loss of generality, let 0 k < j. Then


*
+
Pj1
gn n=0
hgj , n in
hj , k i =
, k
P
kgn j1
n=0 hgj , n in k
hgj , k i hgj , k i hk , k i
P
kgn j1
n=0 hgj , n in k
= 0
=

since
hk , k i =

hk
hk
,
khk k khk k

hhk , hk i
=1
khk k2

Thus hj , k i = jk , so 0 , 1 , 2 , . . . are orthonormal.


We assume that the gs are linearly independent so that gj cannot be written as a linear
combination of {g1 , . . . , gj1 }. This implies that gj cannot be written as a linear combination
of {1 , . . . , j1 }, since each i is a linear combination of {g1 , . . . , gj1 }. Hence
khj k = kgn

j1
X

hgj , n in k =
6 0

n=0

and so each j is well-defined.


6. Exercise 10.2.3.
(a) Suppose 0 (x), 1 (x), . . . are orthonormal functions on [0, 2]. Show that the functions
r


2
2x
n
n (x) =
`
`
are orthonormal on [0, `].
Solution. We have to show that hn , m i = nm . From the definition of the s, we have




Z
2 `
2x
2x
hn , m i =
n
m
dx
` 0
`
`
Z
2 2
`
n (u) m (u)du
=
` 0
2
Z 2
=
n (u) m (u)du = nm
0

since 0 (x), 1 (x), . . . are orthonormal functions on [0, 2].

(b) Write the family


obtained by modifying 1/ 2, (sin nx) / , (cos mx) / , or, alter
natively, einx / 2 to [0, `] as in (a).

r
sin nx
1
2 1
1

Solution. The function


becomes
= . The functions
become
`

2
`
r
r
r 2
2 1
2n
2
2n
cos mx
2 1
2m
sin
cos
x=
sin
x. The functions
become
x=
`
`
`
`
`
`

r
2
2m
cos
x.
`
`
(c) Write the Fourier series of f for the families obtained in (b).
Solution.
f

* r
+r


X
1
1
2
2n
2
2n
+
=
f,
f,
sin
x
sin
x
`
`
`
`
`
` n=1
* r
+r

X
2
2m
2
2m
+
f,
cos
x
cos
x
`
`
`
`
m=1




1
1
2X
2n
2n
+
=
f,
f, sin
x sin
x
`
`
`
` ` n=1


2X
2m
2m
+
f, cos
x cos
`
`
`


m=1

(d) Show that if the n in (a) are complete, so are the n .


Solution. We will use Parsevals Theorem to establish completeness. Consider the quantity hf, n i.
r Z `


Z `
2
2x
hf, n i =
f (x)n (x)dx =
f (x)n
dx
` 0
`
0
r
Z `  
2 `
`u
=

f
n (u)du
` 2 0
2
r Z
r
`
`
`
=
g(u)n (u)du =
hg, n i
2 0
2
If the n in (a) are complete, then by Parsevals relation, we have

|hg, n i|2 = kgk2 = hg, gi

n=0

=
=

  2
Z `


f `u du = 2
|f (y)|2 dy


2
`
0
0
2
2
2
hf, f i =
kf k
`
`

Putting these ideas together yields

n=0

` X
` 2
|hf, n i| =
|hg, n i|2 =

kf k2 = kf k2
2
2 `
2

n=0

Thus the n are complete by Parsevals Theorem.

7. Exercise 10.2.4. Assume for the moment that the functions 1/ 2, (sin nx) / , (cos mx) /
are complete on the interval [0, 2].
(a) Apply this to the function x to show that x = 2

n=1 (sin nx) /n.

Solution. By completeness, we can write


x=

1
x,
2





X
1
sin nx sin nx X
cos mx cos mx
+

x,
+
x,

2 n=1
m=1

We now calculate the Fourier coefficients:




Z 2
1
x
1 4 2
dx =
x,
=
2
2
2 2
0


Z 2
1 2
sin nx
1
x sin(nx)dx =
=
x,

0
n


Z 2
cos mx
1
x cos(mx)dx = 0
x,
=

0
It follows that

x =

X 1 2 sin nx
1 4 2
1

2 2
2 n=1 n

= 2

X
(sin nx)

n=1

2
(b) Using
P the 2Fourier coefficients found in (a), apply Parsevals relation to show that /6 =
n=1 1/n .

Solution. From Parsevals relation, we have




 2 X




1
sin nx 2



kxk = x,
+
x,
2
2

n=1

Since
2

kxk =

Z
0

x2 dx =

8 3
3

we obtain

8 3
4 4 X 1 4 2
=
+
3
2
n2
n=1

or

8 3
2 3 X 4 2
=
+
3
3
n2
n=1

which leads to

2 X 1
=
6
n2
n=1

(c) Use the same procedure on x2 to get 4 /90 =

n=1 1/n

4.

Solution. From Parsevals relation, we have



 2 X






2 sin nx 2 X
2 cos mx 2
1
+
x ,
+
x ,

kx2 k2 = x2 ,



2
n=1

m=1

We now compute the Fourier coefficients:




Z 2 2
1
x
1 8 3
2
dx =
x ,
=
2
2
2 3
0


Z 2
sin nx
1
x2 sin(nx)dx
x2 ,
=

0

2
1 2x
n2 x2 2
1 4 2

=
sin
nx

cos
nx
=

n3
n2
n
0


Z 2
cos mx
1
x2 cos(mx)dx
x2 ,
=

0
2

2x
m2 x2 2
1 4
1
=
cos mx +
sin mx
=
2
3
m
m2
m
0
Since
2 2

kx k =

x4 dx =

32 5
5

we obtain
32 5
5

1 8 3

2 3

2

2 X



X
1 4 2
1 4 2

+
+
n
m2
n=1
m=1

X
X
32 5
1
1
3
+ 16
+ 16
9
n2
m4
n=1

32 5
9

16 5
6

m=1

X
1
+ 16
m4
m=1

from which it follows that

4 X 1
=
.
90
m4

8. Exercise 10.2.5. Prove that


2

n
X

cos k =

k=1

by using

ei

ei2

+ +

ein

sin [(n + 1/2) ]


1
sin (/2)


ei 1 ein
=
.
1 ei

k
P
Solution. Since cos k = Re ei , we can rewrite nk=1 cos k as
" n
#
"
#
n
X
X  k
ei 1 ein
i
cos k = Re
e
= Re
1 ei
k=1

k=1

Multiply numerator and denominator by the complex conjugate of 1 ei to get


"

#
n
X
ei 1 ein 1 ei
cos k = Re
(1 ei ) (1 ei )
k=1
#
"
ei 1 + ein ei(n+1)
= Re
(1 ei ) (1 ei )
"
 #


ein 1 ei
1 ei
= Re
+ Re
(1 ei ) (1 ei )
(1 ei ) (1 ei )
"
#

ein 1 ei
1 cos
ei/2
=
+ Re

2 (1 cos )
(1 ei ) (1 ei ) ei/2
"
#
ei(n+1/2)
1
= + Re i/2
2
e
ei/2


cos (n + 1/2) + i sin (n + 1/2)
1
= + Re
2
2i sin (/2)


1
i cos (n + 1/2) + sin (n + 1/2)
= + Re
2
2 sin (/2)
1 1 sin (n + 1/2)
= +
2 2
sin (/2)
Therefore
2

n
X
k=1

cos k =

sin [(n + 1/2) ]


1
sin (/2)

as desired.

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