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SOLUTION 9

Proof. (a) For partition P = {0 = t0 < t1 < t2 < < tn = b} of [0, b], we

compute the upper and lower Darboux sum of P . Since M (f, [tk1 , tk ]) = tk and

m(f, [tk1 , tk ]) = 0, we have

n

X n

X

U (f, P ) = M (f, [tk1 , tk ]) (tk tk1 ) = tk (tk tk1 )

k=1 k=1

and

n

X n

X

L(f, P ) = m(f, [tk1 , tk ]) (tk tk1 ) = 0 (tk tk1 ) = 0.

k=1 k=1

t +t t2 t2 t2 t2 2

Since U (f, P ) > nk=1 k 2k1 (tk tk1 ) = nk=1 k 2k1 = n 2 0 = b2 for any

P P

2

partition P , so we have that the upper Darboux integral U (f ) b2 . Actually, for

n

the decomposition given by tk = kb

P

n , we have U (f, P ) = k=1 tk (tk tk1 ) =

2

b (n+1)

Pn kb b b2 P n b2

k=1 n n = n2 k=1 k = 2n , which goes to 2 when n goes to infinity, so the

2

Darboux integral U (f ) equals b2 .

For the lower Darboux integral, since each partition has lower Darboux integral

equals 0, we have the lower Darboux integral L(f ) equals 0.

b2

(b) Since U (f ) = 2 and L(f ) = 0 which are not equal to each other, so f is not

integrable on [0, b].

Proof. We can first suppose that f and g only differ by one point x0 [a, b], then

the proof for the general case follows by induction.

Since f is integrable on [a, b], f is bounded on [a, b], so there exists M > 0 such

that |f (x)| < M for any x [a, b]. Since g only differs from f at one point, we can

also enlarge M such that |g(x)| < M also holds for any x [a, b].

For any > 0, since f is integrable on [a, b], we can find a partition P of [a, b]

such that U (f, P ) L(f, P ) < . By adding x0 to the partition P , we get a finer

partition P P . Let P = {a = t0 < < tk1 < tk = x0 < tk+1 < < tn = b},

and let = 4M . If tk+1 x0 (or x0 tk1 ) is greater than , then we add a new

point in (x0 , x0 ) (or a point in (x0 , x0 + )) to P to get a new partition P P ,

with U (f, P ) L(f, P ) U (f, Q) L(f, Q) < .

Now we estimate the upper and lower Darboux sums for g about P . We still

denote the partition P by {a = t0 < < tk1 < tk = x0 < tk+1 < < tn = b}

1

with tk+1 x0 , x0 tk1 < . Then

X n

|U (g, P ) U (f, P )| = M (g, [tm1 , tm ]) M (f, [tm1 , tm ]) (tm tm1 )

m=1

M (g, [tk1 , tk ]) M (f, [tk1 , tk ]) (tk tk1 ) + M (g, [tk , tk+1 ]) M (f, [tk , tk+1 ]) (tk+1 tk )

<2M + 2M = .

So we have that |U (g, P ) U (f, P )| < and the same estimation implies that

|L(g, P ) L(f, P )| < . So we have that U (g, P ) L(g, P ) < U (f, P )

L(f, P ) + 2 < 3, which implies that g is integrable on [a, b]. Moreover, we

Rb Rb

have that a f a g U (f, P ) L(g, P ) < U (f, P ) L(f, P ) + < 2 and

Rb Rb

Rb Rb

a f a g L(f, P )U (g, P ) L(f, P )U (f, P ) > 2. So | a f a g| <

Rb Rb

2 holds for any > 0, so a f = a g holds.

Proof. We need only to show that for any > 0, there is a partition P of [c, d] such

that U (f, P ) L(f, P ) < .

Since f is integrable on [a, b], there is a partition Q of [a, b] such that U (f, Q)

L(f, Q) < . By adding c and d to the partition Q, we get a finer partition Q such

that Q Q , and U (f, Q ) L(f, Q ) U (f, Q) L(f, Q) < .

Let Q = {a = t0 < < tm = c < < tn = d < < tk = b}, then

P = {tm = c < < tn = d} is a partition of [c, d]. Then we have

k

X

> U (f, Q ) L(f, Q ) = M (f, [tl1 , tl ]) m(f, [tl1 , tl ]) (tl tl1 )

l=1

n

X

M (f, [tl1 , tl ]) m(f, [tl1 , tl ]) (tl tl1 ) = U (f, P ) L(f, P ).

l=m+1

Then U (f, P ) L(f, P ) < implies that f is integrable on [c, d].

Proof. Let f : [0, 1] R be defined by

1 x [0, 1] Q

f (x)

1 x [0, 1] \ Q

Then |f |(x) = 1 for any x [0, 1], which is a continuous function. So |f | is

integrable on [0, 1].

However, for any partition P = {0 = t0 < < tn = 1}, we have M (f, [tk1 , tk ]) =

1 and m(f,P [tk1 , tk ]) = 1. So we can compute the Pn upper and lower Darboux sums:

U (f, P ) = P nk=1 M (f, [tk1 , tk ]) (tk tk1 ) =

P k=1 (tk tk1 ) = tn t0 = 1 and

L(f, P ) = nk=1 m(f, [tk1 , tk ]) (tk tk1 ) = nk=1 (1) (tk tk1 ) = (tn t0 ) =

1. Then the upper and lower Darboux integrals are U (f ) = 1 and L(f ) = 1,

which are not equal. So f is not integrable on [0, 1].

(a) We first show that

Proof. for any interval [c, d] [a, b], M (f 2 , [c, d])m(f 2 , [c, d])

2B M (f, [c, d]) m(f, [c, d]) holds.

For any > 0, there exists x, y [c, d], such that f 2 (x) > M (f 2 , [c, d]) and

f 2 (y) < m(f 2 , [c, d]) + . So we have M (f 2 , [c, d]) < f 2 (x) + and m(f 2 , [c, d]) <

f 2 (y) + , which implies

M (f 2 , [c, d]) m(f 2 , [c, d]) < f 2 (x) f 2 (y) + 2

|f (x) + f (y)| |f (x) f (y)| + 2 2B M (f, [c, d]) m(f, [c, d]) + 2.

Since

the inequality holdsfor any > 0, we have M (f 2 , [c, d]) m(f 2 , [c, d])

2B M (f, [c, d]) m(f, [c, d]) .

So for P = {a = t0 < t1 < < tn = b}, we have

Xn

2 2

U (f , P ) L(f , P ) = M (f 2 , [tk1 , tk ]) m(f 2 , [tk1 , tk ]) (tk tk1 )

k=1

n

X

2B M (f, [tk1 , tk ]) m(f, [tk1 , tk ]) (tk tk1 ) = 2B U (f, P ) L(f, P ) .

k=1

(b) For any > 0, since f is integrable on [a, b], there exists a partition P of

[a, b] such that U (f, P ) L(f, P ) < . Then the previous inequality implies that

U (f 2 , P ) L(f 2 , P ) < 2B, so f 2 is also integrable on [a, b].

Proof. For any > 0, since (fn ) uniformly converges to f on [a, b], there exists N

such that for any n > N , we have |fn (x) f (x)| < for any x [a, b]. We fix an

n > N , since fn is integrable on [a, b], there is a partition P = {t0 = a < t1 < <

tk = b} such that U (fn , P ) L(fn , P ) < .

Now we estimate |U (fn , P ) U (f, P )| and |L(fn , P ) L(f, P )|. Since |fn (x)

f (x)| < for any x [a, b], we have that M (fn , [tk1 , tk ]) M (f, [tk1 , tk ]) <

and m(fn , [tk1 , tk ]) m(f, [tk1 , tk ]) < for any k {1, , n}. So

n

X

|U (fn , P ) U (f, P )| M (fn , [tk1 , tk ]) M (f, [tk1 , tk ]) (tk tk1 )

k=1

n

X

(tk tk1 ) = (b a).

k=1

The same estimation gives that |L(fn , P ) L(f, P )| (b a).

So we have that U (f, P ) L(f, P ) < U (fn , P ) L(fn , P ) + (b a) + (b a) =

(1 + 2(b a)), so f is integrable on [a, b].

Since f and fn are both integrable on [a, b], |fn f

R | is also integrable

R on [a, b]. Since

b b

|fn (x)f (x)| < for any x [a, b], we have that a (fn f ) a |fn f | (ba).

Rb Rb

So limn a fn = a f holds.

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