Analysis I

Math 413 Winter 2007

Professor Ben Richert

Exam 1
Solutions

Problem 1. (20pts) Definitions: state precisely each of the following. You should use the definition, and
not an equivalent statement.
(a10pts) If f : [a, b] R, and : [a, b] R is monotone increasing, state precisely what it means for f
to be Riemann-Stieltjes integrable with respect to on [a, b].
Solution. Given a partition P = {p0 , . . . , pk } of [a, b], let
Mj = sup{f (x) | x [pj1 , pj ]},
mj = inf{f (x) | x [pj1 , pj ]},
and
j = ((pj ) (pj1 ))
for all j = 1, . . . , k, and let
U(f, P, ) =

k
X

Mj j

j=1

and
L(f, P, ) =

k
X

mj j .

j=1

Denote the infimum of the set

{U(f, P, ) | P is a partition of [a, b]}

by I (f ) and the supremum of the set

{L(f, P, ) | P is a partition of [a, b]}
by I (f ). We say that f is Riemann-Stieltjes integrable with respect to on [a, b] if I (f ) =
I (f ).

(b10pts) If : [a, b] R, state precisely what it means for to be of bounded variation.

Solution. For x [a, b], let

V (x) = sup

( k
X
j=1


)


|(pj ) (pj1 )|  P = {p0 , . . . , pk } is a partition of [a, x] .


We say that is of bounded variation if V (b) < .

Problem 2. (30pts) Examples: answer each of the following with one or two sentences. Be sure to state
any theorems or facts you use.
(a10pts) Give an example of a monotone function f : [0, 1] R which is not Riemann integrable, or
state why no such example exists.
Solution. We know (by a theorem in the book) that if f : [a, b] R is monotone, and :
[a, b] R is monotone increasing and continuous, then the Riemann-Stieltjes integral with
respect to on [a, b] exists; we also know that f is Riemann integrable on [a, b] if and only
if f is Riemann-Stieltjes integrable with respect to = x on [a, b]. Since x is continuous and
monotone increasing on [0, 1], we conclude that any monotone function f must be Riemann
integrable on [0, 1] (since it is Riemann-Stieltjes integrable with respect to x there), and hence
that no such example exists.

(b10pts) Give an example of a function f : [0, 1] R0 which is Riemann integrable, but such that
is not Riemann integrable, or state why no such example exists.

Solution. If f is Riemann integrable and positive, then it is boundedand hence has image
contained in some
p compact interval I R0 ; note also that g(x) = x is continuous on I,
and g(f (x)) = f . We conclude that there does not exist a function f with the requested
properties because we have a theorem stating that f integrable on [a, b] and g(x) continuous
on a compact interval containing the range of f implies that g(f (x)) is integrable on [a, b]. 
(
0 0 x < 1/2
(c10pts) Suppose that f (x) =
, and = x2 . Give an example of a partition P of [0, 1]
1 1/2 x 1
such that U(f, P, ) L(f, P, ) < 1/4, or state why no such example exists.


2 3
Solution. Consider the partition P = 0, , , 1 . We have that
5 5




2

M1 = sup f (x)  x 0,
=0
5




2 3

=1
M2 = sup f (x)  x ,
5 5




3

M3 = sup f (x)  x , 1
=1
5




2

m1 = inf f (x)  x 0,
0
5




2 3

=0
m1 = inf f (x)  x ,
5 5




3

m1 = inf f (x)  x , 1
=1
5
and

1
2
2

 2
2
= (2/5) (0) =
(0)2 = 4/25
5
 2  2
2
3

= 5/25 = 1/5
= (3/5) (2/5) =
5
5
 2
3
2
= (1) (3/5) = (1)
= 16/25
5

so
U(f, P, ) L(f, P, ) =

3
X
j=1

3
X

Mj j

3
X

mj j

j=1

(Mj mj )j = (0 0)(4/25) + (1 0)(1/5) + (1 1)(16/25) = 1/5 < 1/4

j=1

as required.

Problem 3. (10 pts) Suppose that f : [0, 1] R is continuous, f (0) = 0 and |f 0 (x)| x for all x (0, 1).
Give an upper bound for f on [0, 1].

Solution. Since f is continuous on [0, 1] and differentiable on (0, 1) (the latter implied by the hypothesis
that |f 0 (x)| x for all x (0, 1)), the mean value theorem holds. Thus, for each b [0, 1], there is
c (0, 1) such that
f (b) f (0)
f (b)
=
= f 0 (c).
b
b0
We conclude that f (b) = bf 0 (c) b|f 0 (c)| 1 c 1 since b, c 1. Thus 1 is an upper bound for f (x) on
[0, 1].

Problem 4. (15 pts) Suppose that f : [a, b] R is continuous and : [a, b] R is monotone increasing.
Z b
Prove that
f (x) d exists.
a

Solution. By Riemanns Lemma, it is enough to show that, given  > 0, there is a partition P such that
U(f, P, ) L(f, P, ) < .
So let  > 0 be given. The function f is continuous on the compact set [a, b], and hence uniformly

.
continuous. Thus there is > 0 be such that s, t [a, b], and |st| < implies |f (s)f (t)| <
(b) (a)
Let P = {p0 , . . . pk } be any partition with m(P ) < , and for each j = 1, . . . , k, let
Ij = [pj1 , pj ],
tj be such that f (tj ) = Mj := sup{f (x) | x Ij }, and
sj be such that f (sj ) = mj := inf{f (x) | x Ij }
(tj and sj exist because f is continuous, and hence takes its absolute max and min on a compact set).
Note that

|f (tj ) f (sj )| <
(b) (a)
since tj , sj Ij and the length of Ij is less than m(P ) which is strictly less that .
We now compute that
U(f, P, ) L(f, P, ) =

k
X

Mj j

j=1

k
X
j=1

<

(f (tj ) f (sj ))j

k
X
j=1

k
X

mj j =

k
X

(Mj mj )j

j=1

|f (tj ) f (sj )|j

j=1

k
k
X
X



j =
j =
((pj ) (pj1 ))
(b)

(a)
(b)

(a)
(b)

(a)
j=1
j=1
j=1



=
(p1 ) (p0 ) + (p2 ) (p1 ) + + (pk ) (pk1 )
(b) (a)


=
((pk ) (p0 )) =
((b) (a)) = ,
(b) (a)
(b) (a)

k
X

as required.

Problem 5. (15 pts) Suppose that f is Riemann integrable on [a, b]. Prove that f is bounded. Do not use
any facts about Riemann-Stieltjes integration.
Z b
Solution. Write l to denote
f (x) dx, let  > 0. Then there is a partition P = {p0 , . . . , pk } such that for
all choices of

{s1 , . . . , sk } [p0 , p1 ] [pk1 , pk ],

we have



k
X



f (sj )j l < 



j=0

(this because f is integrable by hypothesis, and hence there is > 0 such that if P is any partition with
m(P ) < , then |R(f, P ) l| < ).
Now we suppose that f is not bounded, and find a contradiction. It must be that there is {1, . . . , k}
such that f is unbounded on I (else
 [a, b]). For j = 1, . . . 1, + 1, . . . , k, fix
 f is certainly bounded on
k
1

X
X


f (sj )j . For each s I , we have that
elements sj in Ij , and write T = 
f (sj )j +


j=1
j=+1




k
k
1

X

X
X




f (sj )j  |l| 
f (sj )j l < ,
|f (s ) | T |l| = |f (s ) | 
f (sj )j +




j=1

j=+1

j=1

and it follows that for each s I ,

 + |l| + T
,

that is, that f is bounded on I , a contradiction. This completes the proof.

|f (s )| <