P1.

Let g : R → R be a continuous, bounded function satisfying

Z x+1
g(x) = g(t) dt
x

for all x. Prove g is constant.

Proof. Let Mn and mn denote the max and min of g on [n, n + 1]. Note
that g does not attain its max or min at the endpoints unless its constant
on the interval, in which case we’re done. Also, Mn is strictly increasing
and mn is strictly decreasing. This is clear since we are assuming g is not
constant, in which case on the interval [xn , xn + 1], where g(xn ) = Mn with
xn in (n, n + 1), there is an x for which g(x) > Mn . By assumption, this
x > n + 1, so Mn+1 > Mn . Similarly, mn+1 < mn .
Hence the sequences of maxima and minima have limits (since they are
bounded and monotonic), say M and m. Let M − m = c > 0. For any ,
there exists N such that M − Mn <  and mn − m <  for all n > N . Now let
xn attain Mn and yn attain mn . WLOG yn > xn (opposite works similarly).
First suppose that xn + 1 − yn ≥ 1/2. Because
Z xn +1
g(t) − g(xn ) dt = 0 and g(t) < M,
xn

we have for any T1 < T2 ∈ [xn , xn + 1] that

Z T2
g(t) − g(xn ) dt < (T2 − T1 )
T1
Z T1 Z xn +1
=⇒ g(t) − g(xn ) dt + g(t) − g(xn ) dt > −(T2 − T1 ).
xn T2

In particular this (by taking T1 = xn , T2 = yn ) implies that

Z xn +1
− g(t) − g(xn ) dt < (yn − xn ).
yn

Since g(xn ) − g(yn ) = Mn − mn > c − 2, we have

Z xn +1
g(t) − g(yn ) dt > (c − 2)(xn + 1 − yn ) − (yn − xn ) ≥ c/2 −  − /2.
yn

1
As a result, Z yn +1
g(t) − g(yn ) < 3/2 − c/2.
xn +1

But since g(t) > m, this last integral is at least −. So choosing  < c/5 gives
a contradiction.
On the other hand, if xn + 1 − yn < 1/2, then yn − xn > 1/2, and we can
do a similar argument. For any T1 < T2 ∈ [yn , yn + 1], we have
Z T2
g(t) − g(yn ) dt > −(T2 − T1 ),
T1

so in particular
Z xn +1 Z yn +1
g(t)−g(yn ) dt > −(xn +1−yn ) =⇒ g(t)−g(yn ) dt < (xn +1−yn )
yn xn +1

By assumption, n < xn < yn , so g(xn ) is a local max, whence

g 0 (xn ) = g(xn + 1) − g(xn ) = 0 =⇒ g(xn + 1) = g(xn ).

Now, from g(xn + 1) − g(yn ) = g(xn ) − g(yn ) > c − 2, we have

Z yn +1
− g(t) − g(xn + 1) dt > (c − 2)(yn − xn ) − (xn + 1 − yn ) > c/2 − 3/2.
xn +1
Z xn +2
Then since g(xn + 1) = g(t) dt,
xn +1
Z xn +2
g(t) − g(xn + 1) > c/2 − 3/2.
yn +1

But again, g(xn + 1) = g(xn ) > M − , so this last integral is smaller than
(xn + 1 − yn ), a contradiction for  sufficiently small.
P2. Let f : [0, ∞} → R be a continuously differentiable function satisfying
Z x
f (x) = f (t) dt
x−1

for all x ≥ 1. Prove or disprove that f 0 ∈ L1 ([1, ∞)).

2
Proof. Proceed similarly as in the first part. Let Mn and mn denote the max
of f in [n, n + 1], and note that these are both not attained at the endpoints
(except possibly for n = 0 at the left endpoint), unless f is constant. If f
is not constant, it’s easy to see that Mn and mn are strictly decreasing and
increasing, respectively. Denote by dn the difference Mn − mn , and note that
dn is decreasing. We will show that for all n ≥ 2, dn < 12 dn−2 .
Suppose n ≥ 2 and we have xn , yn ∈ (n, n + 1) with f (xn ) = Mn and
f (yn ) = mn . WLOG let xn < yn (the other case works similarly) and suppose
yn − xn < 1/2. Then by definition
Z xn Z yn
f (xn ) − f (yn ) = f (t) dt − f (t) dt
xn −1 yn −1
Z yn −1 Z yn
= f (t) dt − f (t) dt
xn −1 xn
Mn−1 − mn−1 dn−2
≤ (yn − xn )(Mn−1 − mn ) < < .
2 2
On the other hand, if |xn −yn | > 1/2, then xn −(yn −1) < 1/2. By assumption,
yn is a local minimum, so f 0 (yn ) = 0 = f (yn ) − f (yn − 1) (by differentiating
the integral equation). As above, we thus have
Z xn Z yn −1
f (xn ) − f (yn − 1) = f (t) dt − f (t) dt
xn −1 yn −2
Z xn Z xn −1
= f (t) dt − f (t) dt
yn −1 yn −2
Mn−2 − mn−2 dn−2
≤ (xn − (yn − 1))(Mn−1 − mn−2 ) < = .
2 2
Hence, in either case dn < 12 dn−2 .
Now, if bxc = m ≥ 1, we have
|f 0 (x)| = |f (x) − f (x − 1)| ≤ max(Mn − mn−1 , Mn−1 − mn ) < dn−1 .
In particular this implies that if x ∈ [2k + 1, 2k + 2),
 k
1
|f 0 (x)| < d2k < d0 ,
2
and if x ∈ [2k + 2, 2k + 3),
 k  k
0 1 1
|f (x)| < d2k+1 < d1 < d0 .
2 2
3
Combining these two,
 b(x−1)/2c
1
|f 0 (x)| < d0 .
2

Finally,
Z ∞ Z ∞ b(x−1)/2c ∞  k
0 1 X 1
|f (x)| < d0 · dt = 2d0 · = 4d0 < ∞.
1 1 2 2
k=0