MATH2330: ANALYSISPROBLEMS

WADIM ZUDILIN
Date: 1st semester 2011.
MATH2330: ANALYSIS PROBLEMS 1
1. Real numbers and sequences (Problem Sheet 1)
Problem 1.1. (a) Deduce from the axioms for real numbers and the identity
x(y) = (xy) that the product of two negative numbers is positive.
(Note that the identity x(y) = (xy) itself should be deduced from the axioms
but you may assume it for the purpose of this question.)
(b) Use part (a) to show that x
2
> 0 for every non-zero real number x.
(c) Deduce from part (b) that 1 > 0.
Problem 1.2. Is 6 an upper bound for the set 1, 2, 3, 6, 7? Is it the least
upper bound? Is the least upper bound a maximum of the set?
Problem 1.3. For the following subsets S of R nd sup S and inf S:
(a) (1, 0); (b) (1, 0]; (c) 1/n : n N; (d) 3/2
m
+ 2/7
n
: m, n N;
(e) x Q : x
4
< 3; (f) x Q : 2x
2
3x 1 < 0; (g) y R : x
R satisfying y = tan
1
x.
Problem 1.4. Show that the set sin m : m N is bounded by giving upper and
lower bounds. By using your calculator to nd sin m for m = 1, . . . , 5, estimate
supsin m : m N and infsin m : m N to within 0.1. Guess the value of
supsin m : m N. What must be done in order to prove that your guess is
correct to within 0.001?
Hint. See Problem 1.6.
Problem 1.5. Show that if a subset S of R has a maximum element y (i.e., y S
and x y for all x S) then y = sup S (i.e., y is a least upper bound for S).
Deduce that if S has a minimum element z, then z = inf S.
Problem 1.6. Show that sup S x if and only if for every > 0 there is s S
such that s > x .
Problem 1.7. Let S and T be non-empty sets of real numbers and suppose that
s < t for every s S and every t T.
(a) Which of the following statements, if any, is true?
A. inf S inf T; B. inf S sup T; C. sup S sup T; D. sup S
inf T.
(b) Does the answer change if is replaced by < in these statements?
(c) Justify your answer to parts (a) and (b) by giving a counter-example in the
cases when the statement is false and a careful proof when the statement is
true.
Problem 1.8. Find (without proof) the limits of the following sequences x
n
; if
the sequence does not have a limit, say so:
(a) x
n
=
n 1
n + 2
; (b) x
n
=
n 1
n
2
+ 2
; (c) x
n
=
n + (1)
n
n + 2
;
(d) x
n
=
(1)
n
n + 1
n + 2
; (e) x
n
= sin
1
n
; (f) x
n
= sin n;
(g) x
n
= n
1/n
; (h) x
n
=
sin n
n
; (i) x
n
=
sin n
2
n
.
2 MATH2330: ANALYSIS PROBLEMS
Hint. (g) Take logs and recall that log n <

n.
Problem 1.9. Verify your answers to parts (a), (b) and (c) of Problem 1.8 by using
the squeeze principle, the algebra of limits, or a combination of both.
Problem 1.10. Verify your answers to parts (a), (b) and (c) of Problem 1.8 from
rst principles. Now try
(j) x
n
=
n 1
n 2
; (k) x
n
=
n + 2
n
3
4n 2
.
For a harder one, try to check your answer to Problem 1.8 (g) from rst principles.
Problem 1.11. x
n
as n means:
for each M R, there exists N N such that n N = x
n
> M.
Prove that if x
n
> 0 for all n and x
n
0 as n , then 1/x
n
.
Problem 1.12. (a) Prove that for all real numbers x and y we have

[x[ [y[

[x y[.
(b) Prove from rst principles that if x
n
x as n , then [x
n
[ [x[.
Hint. (a)

[x[ [y[

is either [x[ [y[ or ([x[ [y[), so you just need to prove that
[x[ [y[ [x y[ and [y[ [x[ [x y[.
Problem 1.13. Suppose x
n
x.
(a) Prove that if x
n
M for all n, then x M also.
(b) Is it true that, if x
n
< M for all n, then we must have x < M also? Prove
it or give a counter-example.
Problem 1.14. (a) Prove that if x
n
x and x
n
+ y
n
z, then y
n
z x.
(b) Prove that if x
n
x, x
n
y
n
z and x ,= 0, then y
n
converges. What is the
limit?
Problem 1.15. Dene a sequence inductively by
x
1
= 1, x
n+1
=
1
5
(x
2
n
+ 6) for n 1.
Show that x
n
is an increasing sequence such that x
n
2 for all n. Deduce that
x
n
converges, and nd the limit (being careful to fully justify your argument).
Problem 1.16. (a) Find the roots of the polynomial x
3
7x + 6, and sketch its
graph.
(b) Dene a sequence x
n
by
x
1
= 0, x
n+1
=
1
7
(x
3
n
+ 6) for n 1.
Show that 0 x
n
1 for all n, and deduce from (a) that x
n
is an increasing
sequence, and hence that it converges. What is the limit?
(c) Repeat (b) with x
0
= 3 and x
0
= 2.5. How do you think that the answer
might change if x
0
= 4, 2, 1.99, 2 and 2.5?
MATH2330: ANALYSIS PROBLEMS 3
Problem 1.17. Dene a sequence inductively by
x
1
= 7, x
n+1
=

3x
n
+ 4 for n 1.
Prove that 4 < x
n
< 10 for all n 1, and that x
n
is a decreasing sequence. Deduce
that x
n
converges. Identify the limit, being careful to justify your argument.
Problem 1.18. (a) What is
lim
n
1

n + 1 +

n
?
Use this and the identity

b = (

b)

a +

a +

b
=
a b

a +

b
to compute
lim
n
_
n + 1

n
_
.
(b) What is wrong with using the algebra of limits to deduce that
lim
n
_
n + 1

n
_
= lim
n

n + 1 lim
n

n = = 0?
(To see that the argument cannot be correct, apply it to
lim
n
_
(n + 1) n
_
,
which is obviously equal to 1.)
(c) Modify the argument of part (a) to show from rst principles that if x > 0
and x
n
x, then

x
n


x.
Problem 1.19. Newtons method may be used to approximate
3

7 by solving the
equation x
3
7 = 0.
(a) Prove that the method converges if we start with a rst approximation of
x
1
= 1.
(b) Does the method converge if we start with an approximation of x
1
= 1?
Problem 1.20. (a) Prove that Newtons method converges to 2 if an initial approx-
imation x
1
>

2 is chosen as a solution to the equation x

4
4x
2
= 0.
(b) What happens when x
1
is chosen between 0 and

2?
Problem 1.21. Prove
(a) using results from the course, and
(b) from rst principles,
that (2n 1)/n is a Cauchy sequence.
4 MATH2330: ANALYSIS PROBLEMS
2. Functions and continuity (Problem Sheet 2)
Problem 2.1. Given that f(x) = x/(x + 1) for x ,= 1, and g(x) = 1/(x 2) for
x ,= 2, nd explicit forms for the following functions, and specify their domains:
(a) (f + g)(x), (b) (fg)(x), (c) (2f)(x),
(d) f(x), (e) (f g)(x), (f) (g f)(x),
(g) (f/g)(x), (h) (f
2
)(x), (i) (f f)(x).
Problem 2.2. Sketch the graphs of the following functions f:
(a) f(x) =
_

x for x 0,
f(x) for x < 0;
(b) f(x) =
_
[x[ if 1 x 1,
f(x + 2) if [x[ > 1;
(c) f(x) = [g[, where g(x) = x
2
1 for all x; (d) f(x) = [x
3
7x + 6[.
Problem 2.3. Guess the values of each of the following limits (but be careful
some of them do not exist):
(a) lim
x0
x
2
; (b) lim
x2
x
2
4
x 2
; (c) lim
x2
x
2
2
x 2
;
(d) lim
x1
x
2
+ x 2
x
2
1
; (e) lim
x4

x; (f) lim
x0

x;
(g) lim
x0
+

x; (h) lim
x1
1
x 1
; (i) lim
x1

1
x 1
;
(j) lim
x0
x sin
1
x
.
Problem 2.4. Prove from rst principles that
(a) lim
x2
x
1 + x
=
2
3
; (b) lim
x2
x + 3
x 1
= 5; (c) lim
x0
x
2
[x[
= 0;
(d) lim
x1
x
2
3x + 2
x 1
= 1; (e)
x
x
2
2
1 as x 2.
Problem 2.5. For the following functions f dened near 2, compute lim
x2
f(x):
(a) f(x) =
x
2
4
x 2
;
(b) f(x) =
_
_
_
x
2
4
x 2
for x ,= 2,
6 for x = 2;
(c) f(x) =
_
_
_
x
2
4
x 2
for x ,= 2,
4 for x = 2;
(d) f(x) =
_
_
_
4 for x 2,
x
2
4
x 2
for x > 2;
(e) f(x) =
_
_
_
2 for x 2,
x
2
4
x 2
for x > 2.
MATH2330: ANALYSIS PROBLEMS 5
Problem 2.6. Decide where each of the following functions is continuous, and
explain which theorems you need to justify your answers.
(a) f(x) =
x + 3
x
2
1
for x ,= 1; (b) f(x) =
_
1 +
1
x + 2
_
10
for x ,= 2;
(c) f(x) =
_

_
x
2
+ 1 if x < 1,
2x if 1 x 3,
7x
3
if x > 3;
(d) f(x) =
_

_
x
4
1
x
2
1
if x ,= 1,
2 if x = 1,
2 if x = 1;
(e) f(x) =
_
[x 1[ if x 0,
f(x) if x < 1;
(f) f(x) = sin
x
2
1
x 1
;
(g) f(x) =
_
_
_
sin x
x
if x ,= 0,
1 if x = 1;
(h) f(x) =
_
_
_
x sin
1
x
if x ,= 0,
0 if x = 0.
Problem 2.7. Prove from rst principles that the function f(x) =

x is continuous
on (0, ).
Problem 2.8. Suppose that f(x) M as x a.
(a) Prove that if f(x) L for all x near a, then M L.
(b) Is it true that, if f(x) < L for all x near a, then we must have M < L also?
Prove it or give a counter-example.
Problem 2.9. Recall that f(x) as x a means that, for each M there exists
such that 0 < [x a[ < = f(x) > M.
(a) Prove that if f(x) as x a, and g(x) f(x) for all x near a, then
g(x) as x a.
(b) Is it true that, if f(x) L as x a, and g(x) as x a, then
g(x)/f(x) ? How about f(x)/g(x) 0? Explain.
(c) Formulate precise denitions of the statements f(x) as x
and f(x) L as x . Prove that, if f(x) as x , then
1/f(x) 0 as x .
Problem 2.10. Prove carefully that the equation e
2x
2
sin
2
(x)
= 5 has a solution in
(0, 1).
Problem 2.11. Let x| be the greatest integer which is less than or equal to x, and
f(x) = x x|. Show that f(x) is bounded in [0, 2], but has no maximum in [0, 2].
Where is f not continuous on [0, 2]?
Problem 2.12. Show that if f : [0, 1] R is a continuous function with range in
[0, 1] (i.e., 0 f(x) 1 for all x [0, 1]), then the equation f(x) = x has at least
one solution x in [0, 1].
Hint. Consider the function g(x) = x f(x).
6 MATH2330: ANALYSIS PROBLEMS
Problem 2.13. Suppose f : [0, 2] R is a continuous function satisfying f(0) =
f(2). Show that there is a number c [0, ] such that f(c) = f(c + ). Deduce
that at any given time there is at least one pair of antipodal points on the equator
with the same temperature.
Hint. Use the same strategy as in the previous question.
Problem 2.14. Recall that a function f is one-to-one if f(x) = f(y) implies x = y.
Prove that if f : [a, b] R is continuous, one-to-one, and satises f(a) < f(b), then
f(x) < f(y) whenever x, y [a, b] and x < y.
Problem 2.15. Let f : [0, 3] [0, 3] be a continuous function and suppose that
f(x) x for every x [0, 3]. Dene a sequence inductively by putting x
0
= 0 and
x
n+1
= f(x
n
), n 0.
(a) Show that x
n
is a non-decreasing sequence and deduce that lim
n
x
n
exists.
(b) Show that x

:= lim
n
x
n
[0, 3] and that f(x

) = x

.
(c) Apply this result with f(x) =

2x + 3 and nd x

in this case. (Do not

forget that you must check that the function satises the conditions stated
at the beginning of the question.)
(d) Repeat for the function f(x) = x + 0.1 sin
2
(2x/3). What if x
0
= 1?
Problem 2.16. Let f be a function dened at and near a. Suppose that, for
every sequence x
n
R such that x
n
a, we have f(x
n
) f(a). Show that f is
continuous at a.
Hint. Show that, if f is not continuous at a, then there is an > 0 and a sequence
x
n
R such that for every n we have [x
n
a[ < 1/n and [f(x
n
) f(a)[ > .
MATH2330: ANALYSIS PROBLEMS 7
3. Series (Problem Sheet 3)
Problem 3.1. Show that the series

n=0
r
n
converges to 1/(1 r) if [r[ < 1 and
diverges if [r[ 1.
Problem 3.2. Show that the series

n=1
1
n
p
converges if p > 1 and diverges if p 1.
(The function
(p) =

n=1
1
n
p
, p > 1,
is called the Riemann zeta function. The extension of this function to the complex
domain is very important in number theory.)
Problem 3.3. Say whether each of the following series is convergent, absolutely
convergent or divergent and justify your answer:
(a)

n=1
10; (b)

n=1
_
2
n
+
5
n
2
_
; (c)

n=110
1
3
n
n
3
; (d)

n=1
(1)
n
3
n
+ n
3
;
(e)

n=7
2
n
n
3
; (f)

n=2
1
nln n
; (g)

n=2
1
nln
2
n
; (h)

n=0
n
3
(2)
n
3
n
;
(i)

n=2
1
n
n
; (j)

n=1
(1)
n
n
; (k)

n=2
(1)
n
nln n
; (l)

n=0
(1)
n
.
Proof. (f) & (g) Although you can argue as in Problem 3.2 (see also Proposition 4.1
in the lectures), the standard method here is using the integral test: If f : [a, )
[0, ) is a continuous monotone decreasing to 0 as x function, then the series

na
f(n) converges if and only if the limit
lim
M
_
M
a
f(x) dx
exists. Of course, this test is of help in Problem 3.2 as well.
Problem 3.4. Show that, if

n=1
a
n
is a convergent series, then
lim
n
a
n
= 0.
Is the converse true?
Problem 3.5. Let 0 a
n
b
n
for all n N and suppose that

n=0
b
n
converges.
Explain why

n=0
a
n
converges and

n=0
a
n

n=0
b
n
.
Problem 3.6. Replacing the sequence
x
n
= 1 +
1

2
+ +
1

n
2

n, n = 1, 2, . . . ,
by the corresponding series investigate its convergence.
8 MATH2330: ANALYSIS PROBLEMS
Hint. Take a
1
= x
1
and a
n
= x
n
x
n1
for n > 1. Then x
n
is a sequence of partial
sums for

k=1
a
k
. Use an explicit formula for a
n
and the comparison in limit test
to show that the series converges.
Problem 3.7. Investigate convergence of the following positive-term series:
(a)

n=1

n + 2

n 2
n
; (b)

n=1
n
2
e

n
;
(c)

n=1
_
cos
1
n
_
n
3
; (d)

n=1
_
1

n
sin
1

n
_
.
Problem 3.8. Investigate convergence of the following alternating series:
(a)

n=1
(1)
n

n
n + 100
; (b)

n=1
sin(

n
2
+ 1 );
(c)

n=1
(1)
n
n

n
; (d)

n=2
ln
_
1 +
(1)
n

n
_
.
Problem 3.9. Show that for m > n:
m

j=n+1
jr
j1
=
(n + 1)r
n
nr
n+1
(m + 1)r
m
+ mr
m+1
(1 r)
2
.
Deduce that, if r > 0, then
m

j=n+1
jr
j1
<
(n + 1)r
n
+ mr
m+1
(1 r)
2
and that, if 0 < r < 1, then

j=1
jr
j1
=
1
(1 r)
2
.
MATH2330: ANALYSIS PROBLEMS 9
4. Differentiation (Problem Sheet 4)
Problem 4.1. Decide where the following functions are continuous, where they are
dierentiable, and where they are C
2
:
(a) f(x) = [x
2
3x + 2[; (b) f(x) = [4x 4 x
2
[;
(c) f(x) = [x
3
+ 2x
2
+ x[; (d) f(x) =
_
x
3/2
if x 0,
0 if x < 0;
(e) f(x) = x
3/2
; (f) f(x) = [x[
5/4
; (g) f(x) =
_
x
3
/[x[ if x ,= 0,
0 if x = 0;
(h) f(x) =
_
sin x if x /2,
1 if x > /2;
(i) f(x) =
_
(sin x)/x if x ,= 0,
1 if x = 0.
Problem 4.2. For each n N, let f
n
(x) = [x[
n
. Say whether f
n
is a C

-function
or nd r such that f
n
is a C
r
-function but not a C
r+1
-function.
Problem 4.3. Let
f(x) =
_
0 if x = 0,
e
1/x
2
if x ,= 0.
Show that f is a C

-function and that f

(r)
= 0 for every r 0.
Problem 4.4. (a) Use Rolles theorem and the intermediate value theorem to prove
that the polynomial x
3
+ x 9 has exactly one real root.
(b) Prove that the equation x
6
+x
4
1 = 0 has precisely one real solution between
0 and 1. How many real solutions does it have?
(c) Give an example of a function which is dened on [0, 1], dierentiable on (0, 1)
and satises f(0) = f(1) = 0, but for which there is no c (0, 1) with f

(c) = 0.
Problem 4.5. (a) Let f C[a, b] be dierentiable on (a, b). Show that if f

(x) > 0
for all x (a, b), then f is strictly increasing on [a, b].
(b) Show that
(i) x sin x 0 for x [0, ); (ii) x log(x + 1) <
x
2
2
for x (0, );
(iii) e
arcsin x
1 + x for x [0, 1].
Problem 4.6. (a) Suppose f is C
2
on (a, b). Show that if f

(c) = 0 and f

(c) > 0
at some point c (a, b), then f has a local minimum at c.
(b) Give examples to show that if f

(c) = 0 and f

(c) = 0, then f can have a

local minimum at c, a local maximum at c, or neither.
(c) Show that if f is dierentiable at a and f

(a) > 0, then there exists x > a

such that f(x) > f(a).
Problem 4.7. (a) Suppose that g : [1, 1] R is continuous at 0, and dene
f(x) = xg(x) for x [1, 1]. Show that f is dierentiable at 0, and nd the
derivative.
10 MATH2330: ANALYSIS PROBLEMS
(b) Suppose that f : [1, 1] R is dierentiable at 0, and that f(0) = 0. Show
that there is a function g : [1, 1] R which is continuous at 0 and satises f(x) =
xg(x) for x [1, 1].
Problem 4.8. What is wrong with the following repeated use of lH opitals rule?
lim
x2
x
2
4x + 4
2x
2
2x 4
= lim
x2
2x 4
4x 2
= lim
x2
2
4
=
1
2
.
Problem 4.9. Compute the following limits where they exist:
(a) lim
x1
ln x
x 1
; (b) lim
x0
x sin x
x
3
; (c) lim
x0
_
2
sin x

2
x
_
;
(d) lim
x1
x 1
sin(x/2)
; (e) lim
x0
sin x
x
3
; (f) lim
t0
sinh t sin t
sin
3
t
;
(g) lim
x
_
1 +
1
x
_
x
; (h) lim
A
_
1 +
1
A
_
A
; (i) lim
x0
(1 + x)
2/x
.
Problem 4.10. Show that if f and g are dierentiable functions on (0, ) such
that f(x) 0 and g(x) 0 as x , g

(x) ,= 0 for all suciently large x and

f

(x)/g

(x) L as x , then f(x)/g(x) L as x .

Hint. You may quote the version of lH opitals rule proved in lectures.
In the next question you will prove another variant of lH opitals rule.
Problem 4.11. Suppose that f and g are dierentiable on (0, ), that f(x)
and g(x) as x and that
lim
x
f

(x)
g

(x)
= L.
(a) Let x > a > 0 be real numbers. Apply the mean value theorem to the
function h(t),
h(t) =
_
f(x) f(a)
__
g(t) g(a)
_

_
f(t) f(a)
__
g(x) g(a)
_
,
to show that there is t between a and x such that
f(x) f(a)
g(x) g(a)
=
f

(t)
g

(t)
.
(b) Deduce that for each > 0 there is M R such that

f(x) f(a)
g(x) g(a)
L

< whenever x > a > M.

(c) Use the identity
f(x)
g(x)
=
f(x) f(a)
g(x) g(a)

f(x)
f(x) f(a)

g(x) g(a)
g(x)
and part (b) to show that
lim
x
f(x)
g(x)
= L.
MATH2330: ANALYSIS PROBLEMS 11
You need to ensure that f(x) f(a) ,= 0 and g(x) g(a) ,= 0 in the calculations.
How do you know that is the case?
Problem 4.12. Decide for which values of the constant c we have:
(a) lim
x
x
c
ln x = 0; (b) lim
x0
x
c
sin x = 0; (c) lim
x
x
c
e
x
= 0.
Problem 4.13. Suppose f is C
3
and there is a constant M such that [f

(x)[ M
for all x.
(a) Show that for each x,
f(x + h) 2f(x) + f(x h)
h
2
f

(x) as h 0.
(b) Show that there is a constant K such that

f(x + h) f(x h)
2h
f

(x)

Kh
2
for all x and h.
Problem 4.14. Go back and do Problems 4.5 (b) and 4.6 (a) again using Taylors
theorem.
Problem 4.15. Deduce that the function f(x) from Problem 4.3 is not an analytic
function.
Problem 4.16. Write down a power series for e
x
2
by substituting x
2
into the
power series for e
x
. By integrating this series, nd a power series for
_
x
0
e
t
2
dt.
What is the radius of convergence for this series?
Problem 4.17. Determine the Taylor series centred at 0 for the function f(x) =
1/(1x)
3
by twice dierentiating the Taylor series for 1/(1x). What is the radius
of convergence for this series?
Problem 4.18. Determine the Taylor series centred at 0 for ln(1x) by integrating
the Taylor series for 1/(1 x). What is the radius of convergence for this series?
Problem 4.19. Show that the error in computing ln 1.2 using the Taylor polynomial
of degree 2 about x = 1 is less than
8
3
10
3
. What Taylor polynomial would you
need to use to get the answer correct to 4 decimal places?
Problem 4.20. (a) Determine the Taylor series centred at 0 for the function
f(x) = arctan(x).
(b) What is the radius of convergence of this Taylor series? Does the series
converge when x = 1? Is this series absolutely convergent when x = 1?
(c) Show that if x = 1 is substituted into the series for arctan(x), then series
obtained converges to arctan(1).
Hint. (a) Find the Taylor series for 1/(1 + x
2
) rst.
12 MATH2330: ANALYSIS PROBLEMS
Problem 4.21. Determine the Taylor series centred at 0 for (1 x)
4
by dierenti-
ating the function. What is the radius of convergence for this series?
Problem 4.22. Determine the Taylor series centred at 0 for (1 x)
1/2
by dieren-
tiating the function. What is the radius of convergence for this series?
Problem 4.23. What are the rst 5 coecients of the Taylor series centred at 0 for
the function (1 x)
s
? Write down a formula for the coecient of x
n
in this Taylor
series. (These are known as the generalised binomial coecients. Can you explain
why?)
Problem 4.24. Determine the Taylor series centred at 0 for the function
f(x) =
_
x
0
ln(1 t)
t
dt.
Show that the series converges uniformly on [1, 1].
Problem 4.25. Show that a sequence f
n

n=0
of functions which converges uni-
formly to the function f on the interval [a, b] converges pointwise to f on that
interval.
Problem 4.26. Show that if f
n
is a sequence of bounded functions on [a, b] and
f
n
f uniformly on [a, b], then f is a bounded function.
Problem 4.27. Show that if f
n
is a sequence of continuous functions on [a, b]
and f
n
f uniformly on [a, b], then f is a continuous function.
Problem 4.28. For continuous functions f and g on the interval [a, b] dene
d

(f, g) = sup
_
[f(x) g(x)[ : x [a, b]
_
.
Then d

(f, g) is called the uniform distance between f and g. Verify that the
uniform distance d

satises the properties:

(1) d

(f, g) 0 and d

(f, g) = 0 if and only if f = g;

(2) d

(f, g) = d

(g, f); and

(3) d

(f, g) d

(f, h) + d

(h, g).
The set of continuous functions on [a, b] is denoted by C[a, b]. The above shows that
C[a, b] with the uniform distance is a metric space.
Problem 4.29. (a) Formulate a denition of what it means for a sequence f
n

n=0
in C[0, 1] to be a Cauchy sequence with respect to the uniform distance.
(b) A metric space is said to be complete if every Cauchy sequence in the space
converges. Show that C[0, 1] is complete.
Hint. (b) You may assume the result from lectures that a uniformly convergent
sequence of continuous functions has continuous limit.
MATH2330: ANALYSIS PROBLEMS 13
5. Integration (Problem Sheet 5)
Problem 5.1. Suppose f : [a, b] R is bounded and that there is a sequence of
partitions T
n
of [a, b] such that
L(f, T
n
) L and U(f, T
n
) L as n .
Prove that f is integrable with
_
b
a
f(x) dx = L.
Problem 5.2. Compute the lower and upper Riemann sums L(f, T
n
), U(f, T
n
) for
the following functions f(x),
(a) f(x) = x + 3, (b) f(x) = e
x
, (c) f(x) = x
2
,
and the partition
T
n
=
_
0,
1
n
,
2
n
, . . . ,
n
n
= 1
_
of [0, 1]. Deduce from the preceding question that the function is integrable and nd
_
1
0
f(x) dx. (And check your answer, using standard methods!)
Hints. (a) You may use
n

k=1
k =
n(n + 1)
2
.
(b) You may want to sum a geometric series and compute
lim
x0
xe
x
e
x
1
.

Problem 5.3. Suppose f, g : [a, b] R are integrable over [a, b] and f(x) g(x)
for all x.
(a) Show that for each partition T of [a, b] we have
U(f, T) U(g, T),
and deduce that
_
b
a
f(x) dx
_
b
a
g(x) dx.
(b) Deduce that

_
b
a
f(x) dx

_
b
a
[f(x)[ dx.
(c) Draw a picture illustrating what this says about areas.
Problem 5.4. Let f be continuous on [a, b] and dierentiable on (a, b) and suppose
that [f

(x)[ K for all x (a, b). Let

T
n
=
_
a, a +
b a
n
, a +
2(b a)
n
, . . . , b
_
14 MATH2330: ANALYSIS PROBLEMS
be a partition of [a, b] into n equal subintervals. In this question you will nd an
estimate for the rate at which the lower Riemann sums L(f, T
n
) converge to
_
b
a
f dx.
(a) Let m = inff(x) : x [a, b] and let c [a, b] be such that f(c) = m. Show
that
0 f(x) m K[x c[ for every x [a, b].
Draw a picture illustrating this inequality.
(b) Deduce from (a) that
_
b
a
_
f(x) m
_
dx
K
2
(b a)
2
.
(c) By applying the result of (b) to each of the subintervals [x
i1
, x
i
], show that
0
_
b
a
f(x) dx L(f, T
n
)
K(b a)
2
2n
.
(d) Fix > 0. How many subintervals are needed to approximate
_
b
a
f dx to
within by lower sums?
Hints. (a) Use the mean value theorem.
Problem 5.5 (Trapezoidal rule). Let f be a C
2
-function on [a, b], and suppose that
[f

(x)[ K for every x (a, b). Let

T
n
=
_
a, a +
b a
n
, a +
2(b a)
n
, . . . , b
_
be a partition of [a, b] into n equal subintervals. The trapezoidal rule approximates
_
b
a
f dx by approximating f on each subinterval [x
i1
, x
i
] by the straight line from
(x
i1
, f(x
i1
)) to (x
i
, f(x
i
)). In this question you will nd an estimate for the rate
at which these approximations converge to
_
b
a
f dx.
(a) Assume to begin with that f(a) = 0 = f(b). Show that the function
h(x) =
K
2
(x a)(b x) f(x), x [a, b],
has non-positive second derivative on (a, b).
(b) Show that, if h is a C
2
-function on [a, b] such that h(a) = 0 = h(b) and
h

(x) 0 for every x (a, b), then h(x) 0 for every x [a, b].
(c) Deduce from the results in (a) and (b) that, if f(a) = 0 = f(b), then
[f(x)[
K
2
(x a)(b x) for every x [a, b].
Draw a picture illustrating this inequality.
(d) Use part (c) to show that, under the assumptions there,
_
b
a
[f(x)[ dx
K(b a)
3
12
.
MATH2330: ANALYSIS PROBLEMS 15
(e) Now allow f(a) and f(b) to be non-zero. Show that
_
b
a

f(x)
_
f(b) f(a)
b a
_
x
bf(a) af(b)
b a

dx
K(b a)
3
12
.
Note that
y =
f(b) f(a)
b a
x +
bf(a) af(b)
b a
is the equation of the line through the points (a, f(a)) and (b, f(b)).
(f) Denote the approximation to
_
b
a
f dx given by the trapezoidal rule with n
equal subintervals by T(f, T
n
). By applying the result of (e) to each of the
subintervals [x
i1
, x
i
] show that

_
b
a
f(x) dx T(f, T
n
)

K(b a)
3
12n
2
.
(g) Fix > 0. How many subintervals are needed to approximate
_
b
a
f dx to
within by the trapezoidal rule?
(h) In which circumstances is it better to use lower sums than the trapezoidal
rule to approximate an integral?
Does your calculator have a built-in numerical integration algorithm? If so, can you
nd out how it works?
Hints. (b) Suppose that h(c) < 0 for some x and deduce that there are s (a, c)
with f

(s) < 0 and t (c, b) with f

(t) > 0. Then show that there must be u (s, t)

with f

(u) > 0.
Problem 5.6. Let f
k
(x) = (k + 1)x
k
for k N, and for each n N let
T
n
=
_
0,
1
n
,
2
n
, . . . ,
n
n
= 1
_
be a partition of [0, 1].
(a) Find L(f
k
, T
n
). Compute
lim
k
L(f
k
, T
n
)
for each n and
lim
n
L(f
k
, T
n
)
for each k. Observe how the partition needed for lower sums to give a good
approximation to the integral of a function depends on the function.
(b) Find U(f
k
, T
n
). Compute
lim
k
U(f
k
, T
n
)
for each n and
lim
n
U(f
k
, T
n
)
for each k. Observe how the partition needed for upper sums to give a good
approximation to the integral of a function depends on the function.
16 MATH2330: ANALYSIS PROBLEMS
(c) Is
lim
n
lim
k
L(f
k
, T
n
) = lim
k
lim
n
L(f
k
, T
n
) ?
Is
lim
n
lim
k
U(f
k
, T
n
) = lim
k
lim
n
U(f
k
, T
n
) ?
Problem 5.7. Let, for k N,
f
k
(x) =
_
(k + 1)x
k
if 0 x < 1,
1 if x = 1.
(a) Find
_
1
0
f
k
(x) dx for each k and evaluate
lim
n
_
1
0
f
k
(x) dx.
(b) Let
f(x) = lim
k
f
k
(x)
and nd
_
1
0
f(x) dx.
(c) Is
_
1
0
lim
n
f
k
(x) dx = lim
n
_
1
0
f
k
(x) dx ?
The moral of the previous two problems is that care must be taken when inter-
changing the order of limiting processes. The next question asks you to show that
the order can be changed nevertheless under the right hypotheses.
Problem 5.8. Show that, if f
k

k=0
is a sequence of continuous functions on [a, b]
and f
k
f uniformly on [a, b], then
_
b
a
f(x) dx = lim
k
_
b
a
f
k
(x) dx.
A more sophisticated theory of integration, known as the Lebesgue integral, allows
us to say that the integral of the limit equals the limit of the integrals under weaker
hypotheses than this.
Problem 5.9. Calculate the derivatives of the following functions of x:
(a)
_
x
2
sin t dt, (b)
_
x
2
2
sin t dt, (c)
_
x
2
x
f(t) dt.
Problem 5.10. Suppose u, v are C
1
. Prove that uv

, vu

are integrable over any

interval [a, b], and
_
b
a
u(x)v

(x) dx =
_
u(b)v(b) u(a)v(a)bigr)
_
b
a
u

(x)v(x) dx.
MATH2330: ANALYSIS PROBLEMS 17
Problem 5.11. Consider the following calculation: 1/x is an antiderivative for
1/x
2
, so
_
1
1
dx
x
2
=
1
x

1
1
= 1 1 = 2.
This is clearly rubbish since 1/x
2
0 for all x. Explain which theorem has been
used incorrectly.