Mathematics and Computing: Taught MSc

 
 M841 The Lebesgue Integral

M841

Assignment Booklet I

Contents Cut-off date

2 TMA M841 01 (Chapters 1–4 ) 13 April 2005
4 TMA M841 02 (Chapters 5–8 ) 8 June 2005
6 TMA M841 03 (Chapters 9–12 ) 3 August 2005
7 TMA M841 04 (Chapters 13–15 ) 14 September 2005

Please send all your answers to this tutor-marked assignment (TMA), together with
an appropriately completed assignment form (PT3), to reach your tutor on or before
the cut-off date shown above.
You will find instructions on how to fill in the PT3 form in the current Student
Handbook. Remember to fill in the correct Assignment Number and allow sufficient
time in the post for the assignment to reach its destination on or before the cut-off
date.
Each TMA is marked out of 100. The maximum number of marks allocated to each
part of each TMA question is indicated in brackets in the margin. Your overall
score for each TMA will be the sum of your marks for each question.
Your working should be shown, but most of the marks will be allocated for clear
and reasoned justification supported by references to results in the course.

Copyright
c 2005 The Open University SUP 80797 6
2.1
TMA M841 01 Cut-off date 13 April 2005

Please make sure that the assignment number is correctly entered on your PT3
form as
M841 01 .
This assignment assesses the material covered in Chapters 1–4.

Question 1 – 25 marks
Let A, B be two sets of real numbers. Define the sum of A and B to be the set
A + B = {x + y : x ∈ A, y ∈ B}.
(a) Prove that
(A + B) + C = A + (B + C). [5]
(b) Given that A and B are bounded non-empty sets of real numbers, prove that
A + B is bounded, and that
sup(A + B) = sup A + sup B. [5]
(c) Let A, B be two non-empty sets of real numbers with the property that x < y
for all x ∈ A and y ∈ B. Prove that sup A and inf B both exist, and that
sup A 6 inf B. [7]
Give an example to show that equality may occur.
(d) Show that if A and B are null sets, then A + B is also null. [8]

Question 2 – 15 marks
For any real number x, define x+ and x− by

x if x > 0,
x+ =
0 otherwise,

0 if x > 0,
x− =
−x otherwise.
P∞ P∞
The sequence {an } of real numbers is such that n=1 an converges, but n=1 |an |
diverges.
P∞ P∞ −
(a) Prove that the sequences n=1 a+ n and n=1 an both diverge. [5]
(b) Show that for any real number α it is possible to construct a re-arrangement
{bn } of the sequence {an } such that
∞
X
bn = α.
n=1

[The sequence {bn } is a re-arrangement of the sequence {an } if there is a one

to one onto mapping σ of the positive integers to itself such that bn = aσ(n) .] [10]

2
Question 3 – 20 marks
(a) Express the step function
χ[0,1] − 2χ(0,2) + 3χ(1,3] − χ[2,4]
as a linear combination of characteristic functions of disjoint intervals, and
sketch its graph. [5]
(b) The sequence {φn } of step functions is defined by
1
φn = nχ[1− n1 ,1+ n1 ] + n2 χ[0,n] , (n = 1, 2, . . .).
Determine the real numbers x for which limn→∞ φn (x) exists, and give the
value of the limit where it does exist.
Define the function f by
(
lim φn (x) if the limit exists,
f (x) = n→∞
0 otherwise.
R
Evaluate limn→∞ φn . RExpress f as a limit of an increasing sequence of step
functions, and evaluate f . [15]

Question 4 – 20 marks
(a) RGiven a function f ∈ L1 (R) and a sequence {φn } of step functions such that
|φn − f | → 0 as n → ∞, show that for any real number ε > 0, there is an
integer N such that whenever m > N , n > N
Z
|φm − φn | < ε. [7]

(b) For the step functions

1
φn = χ + nχ[n,n] (n = 1, 2, . . .),
n2 [n−1,n+1]
find f ∈ L1 (R) such that part (a) holds. [5]
(c) Construct a sequenceRof step functions {ψn } converging pointwise to a function
g ∈ L1 (R) such that |ψn − g| does not tend to zero as n → ∞. [8]

Question 5 – 20 marks
For each statement below, either prove it or give a counter example.
(a) A function f such that f χI is integrable for every bounded interval I is inte-
grable on R. [5]
(b) A function f that vanishes outside a bounded interval and which takes only
finitely many distinct values is a step function. [5]
(c) If the sequences {fn } and {gn } of functions on R satisfy fn = gn a.e. and
fn → f a.e. as n → ∞, then gn → f a.e. as n → ∞. [5]
(d) If there exists a sequence of step functions {φn } with bounded integrals and
φn → f a.e. as n → ∞, then f is integrable. [5]

3
TMA M841 02 Cut-off date 8 June 2005

Please make sure that the assignment number is correctly entered on your PT3
form as
M841 02 .
This assignment assesses the material covered in Chapters 5–8.

Question 1 – 10 marks
Prove from the definition of null set that
Sn = {(x, y) ∈ R2 : y = x2 , |x| 6 n}
is a null set in R2 . Deduce that
S = {(x, y) ∈ R2 : y = x2 }
is a null set.

Question 2 – 20 marks
The interval Ir in R2 is defined by
Ir = {(x, y) ∈ R2 : |x| 6 r, |y| 6 2−r }.
(a) The sequence {φn } of step functions is defined by
n
X
φn = χIr . [8]
r=1
R
Evaluate φn .
(b) Define f to be the function
(
lim φn (x, y) if this limit exists,
f (x, y) = n→∞ [12]
0 otherwise.
Determine the set S of pointsR where limn→∞ φn (x, y) does not exist. Show
that f ∈ L1 (R2 ) and evaluate f .

Question 3 – 15 marks
Given that f : R2 → R is a continuous function, define F : R2 → R by
R
[0,u]×[0,v]
f if u > 0, v > 0,
F (u, v) =
0 otherwise.
(a) Show that
u
∂F
Z
(u, v) = f (x, v) dx. [7]
∂v 0

(b) Deduce that

∂2F
= f (u, v). [5]
∂u∂v
(c) Verify these statements for the function f : (x, y) 7→ xy sin(x + y). [3]

Question 4 – 10 marks
Find the measure of the sets A and B, where
A = {(x, y, z) ∈ R3 : x2 + y 2 < z −2 , 1 < z < 2},

B = {(x, y, z, t) ∈ R4 : x2 + y 2 + z 2 < t−2 , 1 < t < 2}

4
Question 5 – 20 marks
The function f : R2 → R is defined by
( xy
if 0 < x < y < 1,
f (x, y) = (x + y 2 )α
2
0 otherwise,
where α Ris a real number. Show that f is integrable if and only if α < 2, and
evaluate f when it exists.

Question 6 – 20 marks
R∞
Given a bounded continuous function f : R → R, show that 0 f (x) e−nx dx exists,
and evaluate
Z ∞
lim n f (x) e−nx dx.
n→∞ 1
Prove that the function
( x 
f e−x if 0 6 x 6 n,
gn = n
0 otherwise
R
is integrable and evaluate limn→∞ gn . Hence or otherwise show that
Z ∞
lim n f (x) e−nx dx = f (0).
n→∞ 0

Question 7 – 5 marks
The sequence {fn } of integrable functions converges a.e. to an integrable function
f , and the integrals satisfy
Z Z 
f < lim inf fn : n = 1, 2, . . . .

Show that a function g for which |fn | 6 g for all n = 1, 2, . . . cannot be integrable.

5
TMA M841 03 Cut-off date 3 August 2005

This assignment assesses the material covered in Chapters 9–12.

Question 1 – 15 marks
(a) Given that f : R → R is an increasing function, prove that f is measurable. [5]
(b) Given a continuous function f : R → R and a simple function φ : R → R,
prove that f ◦ φ is measurable. Deduce that if g is measurable, then f ◦ g
is measurable. [10]

Question 2 – 10 marks
Prove that a function f : Rk → R is measurable if and only if mid{−g1 , f, g2 } is
integrable for all positive integrable functions g1 , g2 : Rk → R.

Question 3 – 25 marks
Write out in full the solution to Weir, Section 6.3, question 6 case (ii) on page 160.
Explain briefly why in case (iii) the cubes must have strictly positive measure.
[Note that a half open interval in R2 is of the form [a, b) × [a, b). The definition in
Rk is similar.]

Question 4 – 10 marks
Prove that the orthogonal complement in L2 (−π, π) of the set of all polynomials of
odd degree is the set of even functions in L2 (−π, π).

Question 5 – 20 marks
The sequence {fn } of functions is defined by
 q −nx
n e if x > 0,
fn (x) =
0 otherwise,
where q > 0 is a fixed real number.
(a) Find kfn kp in terms of n, p, and q for all 1 6 p 6 ∞. [5]
(b) For which values of p does the sequence {fn } converge strongly in Lp ? [8]
1 p
(c) For p = 2 and q = 2 is {fn } a Cauchy sequence in L ? Justify your answer. [7]

Question 6 – 20 marks
Let H be a complete complex linear space with inner product ( · , · ). Suppose
that {en } is a complete orthonormal P∞sequence in H, and that {αn } is P
a sequence
∞
of complex numbers. Prove that n=1 αn en converges if and only if n=1 |αn |2
converges, and that if they both converge then
∞ 2 ∞
X X
αn en = |αn |2 .



n=1 n=1
Pm
[Hint: for the converse, prove that the sequence {xm = n=1 αn en } is a Cauchy
sequence.]

6
TMA M841 04 Cut-off date 14 September 2005

This assignment assesses the material covered in Chapters 13–15.

Question 1 – 20 marks
In this question, f : [a, b] → R is a continuous function. Write out a proof of the
Weierstrass Approximation Theorem in the following steps.
(a) Extend f to a continuous function f : R → R vanishing outside [a − 1, b + 1]. [4]
(b) Use the function σε , defined in Chapter 13, Section 3 of the Course Notes, and
Theorem T.13.2.1 to show for any δ > 0 there exists ε > 0 such that
 Z b+1 
 1 −(x−y)2 /ε2
 δ
sup f (x) − √ e f (y) dy  < . [6]
 
x∈[a,b]  ε π a−1  2
2
(c) By considering the Taylor expansion of e−t on the interval
[(a − b − 1)/ε, (b − a + 1)/ε],
show that supx∈[a,b] |f (x) − P (x)| < δ, where
N Z
1 X b+1 (−1)n (x − y)2n
P (x) = √ f (y) dy. [6]
ε π n=0 a−1 ε2n n!

(d) Show that P (x) is a polynomial of degree 2N . [4]

Question 2 – 20 marks
Writing H for the Heaviside function H = χ[0,∞) , show that H ∗ H is the function
x 7→ xχ[0,∞) . Calculate H ∗n , the convolution of H with itself n times. Show further
that if f ∈ L1 (R),
H(x) x
Z
((f H) ∗ H ∗n )(x) = f (x) (x − z)n dz.
n! 0

Question 3 – 20 marks
The function f : [0, π] → R is defined by
( sinh ax
sinh πx if x 6= 0,
f (x) =
a
π if x = 0.
Use the Residue theorem to show that
∞
fˆ(ξ) = 2i
X
(−1)n e−n|ξ| sinh ina.
n=1

Expressing sinh ina in terms of exponential functions, sum the series and deduce
that
sin a
fˆ(ξ) = .
cosh ξ + cos a

7
Question 4 – 20 marks
For any function f : Rk → C, define f [a] to be the function a 7→ f (ax), where
a is a real number. The function f is said to be homogeneous of degree r if
f [a] (x) = ar f (x) for all real a. The distribution u ∈ D′ is said to be homogeneous
k
of degree r if for all φ ∈ C∞ 0 (R ),

hu, φ[a] i = −a−k−r hu, φi.

(a) Prove that if f : Rk → R is locally integrable and homogeneous of degree r,
then the regular distribution uf is also homogeneous of degree r.
(b) Show also that if u is a homogeneous distribution of degree r, then for any
multi-index α, the distribution Dα u is homogeneous of degree r − |α|. Deduce
that Dα δ is homogeneous of degree −k − |α|.
(c) Prove that if u is a tempered distribution then û is homogeneous of degree
−k − r.

Question 5 – 20 marks
For any test function φ ∈ C∞
0 (R) define a function ψ by

 φ(t) − φ(0)
if t 6= 0,
ψ(t) = t
φ′ (0) if t = 0.


(a) Prove that the mapping φ 7→ ψ is linear.

(b) Let b be any real numberR such that b > sup supp φ. Defining Hadamard’s
∞
finite part of the integral 0 f (t) log t dt to be
Z ∞ Z b
Fp f (t) log t dt = ψ(t) log t dt + 12 φ(0)(log b)2 ,
0 0
prove that this is independent of the particular choice of b > sup supp φ, and
show that
Z ∞
u : φ 7→ Fp f (t) log t dt
0

is a linear map C∞
0 → C.

(c) Prove that u is continuous and hence a distribution.

[You may find Example 6 of Chapter 15 helpful.]

Now that you have completed your assignments for M841, please complete the
course evaluation sheet which was sent to you in an earlier mailing. Please
return it to the Courses Office, Faculty of Mathematics and Computing, as
directed. Thank you.

Printed in the United Kingdom.