MATH 174A: PROBLEM SET 5

Suggested Solution
Problem 1. Suppose that I = [a, b] is an interval. Let f
1
=
_
b
a
|f(x)| dx for f C(I; R)
(i.e. f is a continuous real-valued function on I), and let L
1
(I) denote the completion of
C(I; R) with respect to .
1
.
(1) Show that the Riemann integral
_
: C(I; R) R,
_
f =
_
b
a
f(x) dx, extends to a
bounded linear map
_
: L
1
(I) R (which would be called the Lebesgue integral).
(2) Suppose f L
1
(I), i.e. f is the equivalence class of a Cauchy sequence {f
n
} of
continuous functions. We say that f 0 if there exists a Cauchy sequence {f
n
}
representing f such that f
n
0 or all n. Show that if f 0 and g 0 then
f +g 0, and if c R, c 0 then cf 0. Show also that if f 0 then
_
f 0.
(Thus, it makes sense to say whether an element of L
1
(I) is non-negative on I.
We also say f g if f g 0, so it makes sense to say that an element of L
1
(I)
is greater than another element of L
1
(I).)
(3) Show that if f 0 and f 0 then f = 0. Use this to conclude that is a
partial order on L
1
(I), i.e. f g and g h implies f h, and f g and g f
implies f = g.
(4) Suppose that {f
(k)
}

k=1
is a sequence in L
1
(I) and f
(k)
f in L
1
(I). Show that
if f
(k)
0 for all k then f 0. (Hint: Consider

f
(k)
C(I; R) such that

f
(k)
0
and

f
(k)
is close to f
(k)
.)
(5) Suppose x I. Show that there is no continuous linear map E
x
: L
1
(I) R such
that E
x
(f) = f(x) for all f C(I; R). That is, evaluating continuous functions at
x cannot be extended in a reasonable manner to L
1
(I), i.e. elements of L
1
(I) do
not have values at any given point. (Hint: If such a map existed, and f L
1
(I)
were represented by a Cauchy sequence {f
n
}, what would E
x
(f) be? Now nd
dierent Cauchy sequences representing the same f.)
Solution.
(1) Recall the B.L.T. theorem: Suppose T is a bounded linear transformation from a
normed vector space (V
1
, .
1
) to a complete linear space (V
2
, .
2
). Then T can
be uniquely extended to a bounded linear transformation (with the same bound),

T, from the completion of V

1
to (V
2
, .
2
).
Note that (C(I; R), .
1
) is a normed vector space with completion L
1
(I) and R
is a complete vector space. We only need to show that the Riemann integral
_
: C(I; R) R is a bounded linear transformation, then we can apply the
B.L.T. theorem above to extend it to a bounded linear map on L
1
(R). Linearity
of the Riemann integral is a well-known result from elementary analysis. For
2
boundedness, simply note that

_
f

_
|f| = f
1
.
So f is a bounded linear transformation with
_
1 (actually equality holds).
(2) Suppose f 0 and g 0. By denition, there are Cauchy sequences {f
n
} and
{g
n
} representing f and g respectively with f
n
, g
n
0 for all n. Then {f
n
+ g
n
}
is a non-negative Cauchy sequence representing f + g. Thus, f + g 0. On the
other hand, if c R and c 0, then {cf
n
} is a non-negative Cauchy sequence
representing cf, hence cf 0.
Now, assume that f 0 and let {f
n
} be a non-negative Cauchy sequence
representing f. By denition of the Lebesgue integral in part (1), we have
_
f =
lim
_
f
n
. Since each f
n
is non-negative,
_
f
n
0. This implies that
_
f 0.
(3) Assume that f 0 and f 0. Then there exist two non-negative Cauchy
sequences {f
n
} and {f

n
} for f and f respectively. Note that {f

n
} is a non-
positive Cauchy sequence representing f, therefore, limf
n
+f

1
= 0. Since both
f
n
and f

n
are non-negative, f
n
+f

1
= f
n

1
+f

1
. Hence limf
n

1
= 0 and
therefore {f
n
} also represents 0. We conclude that f = 0.
Next, we show that is a partial order on L
1
(I). For transitivity, suppose f g
and g h. Then f g 0 and g h 0. Since addition preserves non-negativity
(see (2)), f h = (f g) + (g h) 0, i.e. f h. For antisymmetry, assume
f g and g f, then f g 0 and g f 0. Apply the result we have just
proved, we have f g = 0, in other words, f = g.
(4) Let {f
(k)
}

k=1
be a sequence in L
1
(I) with f
(k)
f in L
1
(I). Suppose further
that f
(k)
0 for all k. We want to prove that f 0. For each k, let {f
(k)
n
} be a
non-negative Cauchy sequence in C(I; R) representing f
(k)
. Note that f
(k)
n
f
(k)
in L
1
(I) as n goes to innity, we can choose n(k) such that f
(k)
n(k)
f
(k)

1

1
k
.
Therefore, {f
(k)
n(k)
} is a non-negative Cauchy sequence representing f and f 0.
(5) Suppose x I. Assume the contrary that there exists a continuous linear map
E
x
: L
1
(I) R such that E
x
(f) = f(x) for all f C(I; R). Suppose f
L
1
(I) is represented by a Cauchy sequence {f
n
}. By continuity of E
x
, E
x
(f) =
limE
x
(f
n
) = limf
n
(x). Consider the Cauchy sequence of functions f
n
C(I; R)
dened by
f
n
(x) =
_
n(x a) + 1 , x [a, a +
1
n
]
0 , otherwise
.
Then it is not hard to see that f
n
converges to 0 in L
1
(I) but f
n
(a) = 1 for all n.
Therefore, limf
n
(a) = 1 = 0, which is a contradiction.
Problem 2. Suppose that V is an inner product space, D is a linear subspace, and
A : D V is a linear operator (not necessarily continuous). We say that A is symmetric
if (Au, v) = (u, Av) for all u, v D. We say that a non-zero vector v D is an eigenvector
of A with eigenvalue C if Av = v.
3
(1) Show that if A : D V is symmetric, then all eigenvalues of A are real, and all
eigenvectors corresponding to dierent eigenvalues are orthogonal, i.e. Av = v,
Aw = w, = implies (v, w) = 0.
(2) Let A =
1
i
d
dx
on D = {f C
1
([0, 2]) : f(0) = f(2)}, with V = C([0, 2]).
Show that A is symmetric, and the functions e
inx
are orthogonal to each other on
[0, 2].
(3) Let V = C([a, b]), and let D be a subspace of C
2
([a, b]). Under what conditions
on D is A, given by Af = f

, symmetric? (Hint: Calculate (Af, g) (f, Ag).)

(4) Show that the functions sin nx, n 1 integer, are orthogonal to each other on
[0, ].
(5) Show that the functions sin(n +
1
2
)x, n = 0, 1, 2, . . . are orthogonal to each other
on [0, ].
Solution. Note that we adopt the convention that an inner product is conjugate linear
in the second slot.
(1) Suppose A : D V is symmetric and is an eigenvalue of A with an eigenvector
v D, i.e. Av = v and v = 0. By symmetry of A, we have
(v, v) = (v, v) = (Av, v) = (v, Av) = (v, v) = (v, v).
Since (v, v) = 0, dividing through gives = . Hence is real. All eigenvalues of
a symmetric operator is real.
Suppose , are two distinct eigenvalues of A and Av = v, Aw = w. We have
to show that v and w are orthogonal, i.e. (v, w) = 0. We have already proved that
and are real. Note that by symmetry again,
(v, w) = (v, w) = (Av, w) = (v, Aw) = (v, w) = (v, w) = (v, w).
Therefore, ( )(v, w) = 0 and = 0, hence (v, w) = 0.
(2) Note that for any f, g V , we dene
(f, g) =
_
2
0
f(x)g(x) dx
to be the inner product on V . Note that D is a linear subspace of V and for all
f, g D,
(Af, g) = (
1
i
df
dx
, g) =
1
i
_
2
0
df
dx
gdx =
1
i
fg|
2
0

1
i
_
2
0
f
dg
dx
dx = (f, Ag),
where the rst term drops out because f, g D. Thus, A is symmetric.
Since A(e
inx
) =
1
i
d
dx
(e
inx
) = ne
inx
, e
inx
is an eigenvector corresponding to the
eigenvalue n. By the result of part (1), e
inx
are orthogonal to each other on
[0, 2].
4
(3) Following the hint:
(Af, g) (f, Ag) = (f

, g) (f, g

)
= (f

, g) + (f, g

)
=
_
b
a
f

gdx +
_
b
a
fg

dx
=
_
b
a
f

g|
b
a

_
b
a
f

dx + fg

|
b
a
= fg

g|
b
a
Hence, in order to guarantee that A is symmetric, we need f(a)g

(a) f

(a)g(a) =
f(b)g

(b) f

(b)g(b) for all f, g D.

(4) Note that sin nx are smooth and A(sin nx) = (sin nx)

= n
2
sin nx. Let f(x) =
sin nx and g(x) = sin mx, where n, m are positive integers. Then f(0)g

(0)
f

(0)g(0) = 0 = f()g

() f

()g() since f(0) = g(0) = f() = g() = 0.

Therefore, sin nx are eigenvectors of the symmetric operator A with respect to the
eigenvlue n
2
. By part (1), they are orthogonal on [0, ].
(5) Similarly sin(n +
1
2
)x are smooth and A(sin(n +
1
)
x = (n +
1
2
)
2
sin(n +
1
2
)x. Let
f(x) = sin(n +
1
2
)x and g(x) = sin(m +
1
2
)x. Then f

(x) = (n +
1
2
) cos(n +
1
2
)x
and g

(x) = (m +
1
2
) cos(m +
1
2
)x. Moreover, f(0)g

(0) f

(0)g(0) = 0 since
f(0) = g(0) = 0, and f()g

()f

()g() = 0 since f

() = g

() = 0. Therefore,
they are orthogonal to each other on [0, ] by part (1).
Problem 3. (cf. Taylor 3.1.5, 3.1.6) Suppose f is a 2-periodic C
1
function on R, i.e.
f C
1
p
([0, 2]). Let c
n
= (f, e
inx
), b
n
= (f

, e
inx
), where
(f, g) = (2)
1
_
2
0
f(x) g(x) dx.
(1) Prove that

|b
n
|
2
< and conclude that

n
2
|c
n
|
2
< .
(2) Prove that

|c
n
| < .
(3) Prove that

M
n=M
c
n
e
inx
is uniformly convergent as M .
(4) Let S
N
(f)() =

N
n=N
c
n
e
in
. Prove that
(S
N
f)() =
1
2
_
2
0
f( + x)
sin(N +
1
2
)x
sin(x/2)
dx.
The 2-periodic function
D
N
(x) =
sin(N +
1
2
)x
sin(x/2)
=
N

n=N
e
inx
is known as the Dirichlet kernel.
5
(5) Using that
1
2
_
2
0
D
N
(x) dx = 1, show that for f C
1
p
([0, 2])
f() S
N
f() =
_

2 sin(N +
1
2
)x, g

_
,
g

(x) =
f(+x)f()

2 sin(x/2)
, g

C
0
([0, 2]).
(6) Using that

2 sin(N +
1
2
)x, N = 0, 1, 2, . . . is an orthonormal set in L
2
([0, 2]),
show that S
N
f() f(), and conclude that the Fourier series of f C
1
p
([0, 2])
converges uniformly to f.
Solution.
(1) We know that e
inx
/

2 is an orthonormal set in L
2
([0, 2]), and we know that
f

C
0
([0, 2]), so f

L
2
([0, 2]), so we have that
> f

2
2

|(e
inx
/

2, f

)|
2
=

|b
n
|
2
.
Moreover,
b
n
=
1

2
_
e
inx
f

(x)dx =
in

2
_
e
inx
f(x)dx = inc
n
,
so >

|b
n
|
2
=

|inc
n
|
2
=

n
2
|c
n
|
2
.
(2) Write c
n
=
1
n
nc
n
, then Cauchy-Schwarz gives:

|c
n
|
_

1
n
2
_
1/2 _

n
2
|c
n
|
2
_
1/2
< .
(3) C
0
([0, 2]) is a Banach space, so it is enough to show that c
n
e
inx
/

2 is absolutely
summable, but

c
n
e
inx
/

|c
n
|e
inx
/

2 =
1

|c
n
| < ,
so the sequence is summable and thus converges in C
0
, i.e. converges uniformly.
(4) First observe that
N

n=N
e
inx
= e
iNx
2N

n=0
e
inx
=
e
i(N+1)x
e
iNx
e
ix
1
=
e
i(N+
1
2
)x
e
i(N+
1
2
)x
e
ix/2
e
ix/2
=
sin(N +
1
2
)x
sin(x/2)
.
6
Then, using the above, and the substitution x x + ,
S
N
(f)() =
N

n=N
c
n
e
in
/

2
=
N

n=N
__
2
0
e
inx

2
f(x)dx
_
e
in
/

2
=
1
2
_
2
0
N

n=N
e
in(x)
f(x)dx
=
1
2
_
2
0
f(x)
sin(N +
1
2
)(x )
sin(x )/2
dx
=
1
2
_
2
0
f( + x)
sin(N +
1
2
)x
sin x/2
dx.
(5) First we show that the function g

C
0
([0, 2]). This is clearly C
0
, except possibly
at the endpoints. Using the relation that lim
x0
x
sin x
= 1, we see that
g

(0) = lim
x0
f( + x) f()

2 sin(x/2)
= lim
f(x + ) f()
x

x

2 sin(x/2)
=

2f

(),
and then we use the periodicity of f, and the fact that sin(x +) = sin x to see
g

(2) = lim
x2
f(x + ) f()

2 sin(x/2)
= lim
x0
f(x + 2 + ) f()

2 sin(x/2 + )
= lim
x0
f(x + ) f()
x

2x/2
sin(x/2)
=

2f

(),
so g C
0
([0, 2]). We have that f() =
1
2
_
2
0
f()D
N
(x)dx, so
f() S
N
f() =
1
2
_
2
0
(f() f( + x))D
N
(x)dx
=
1
2
_
2
0

2 sin(N + 1/2)x
f() f( + x)

2 sin(x/2)
dx
=
_

2 sin(N + 1/2)x, g

_
,
as desired.
(6) Note that the functions g

C
0
([0, 2]), so g

L
2
([0, 2]), so using the as-
sumption that

2 sin(N + 1/2)x is an orthonormal set (we can proved this by

7
problem (2), since they are eigenfunctions of Af = f

with boundary condition

f(0) = f(2) = 0), we have
g

2
2

n=0
|(

2 sin(N +
1
2
)x, g

)|
2
,
so in particular, (

2 sin(N +
1
2
)x, g

) 0, so f() S
N
f() 0.
We know, then, that S
N
f converges to f pointwise, and, from part (3), that
S
N
converges to some limit h uniformly. Uniform convergence implies pointwise
convergence, and pointwise limits are unique, so f = h, and so S
N
converges to f
uniformly.
Problem 4. (cf. Taylor 3.1.8.) Suppose now that f is piecewise C
1
and 2-periodic
on R, i.e. there exist a nite number of points x
j
[0, 2), j = 1, 2, . . . , n, such that
f(x
j
) = lim
xx
j

f(x) and lim

xx
j

(x) exist, but are not necessarily equal to each

other, and away from
S = {x
j
+ 2k : j = 1, . . . , n, k Z},
f is C
1
.
Show that at each x / S, the Fourier series converges to f(x), while at each x
j
, the
Fourier series converges to
1
2
(f(x
j
+) +f(x
j
)).
Hint: use that

2 sin(N +
1
2
)x, N = 0, 1, 2, . . . is an orthonormal set in L
2
([0, ]) with
inner product
(f, g)
L
2
([0,])
=
1
_

0
f(x) g(x) dx.
Solution. Recall the useful Riemann-Lebesgue Lemma: if f L
1
([0, 2]), then c
n
=
(f, e
inx
) 0 as |n| .
A proof of Riemann-Lebesgue lemma is as follows: note that if f C
1
([0, 2]), then
we have already proved in problem 3 (2). Next, we know that C
1
-functions are dense in
L
1
([0, 2]) (continuous functions are clearly dense in L
1
by completion, and any continuous
function on [0, 2] can indeed be approximated by smooth functions, say polynomials by
Stone-Weierstrass theorem) , so for any > 0, there exists g C
1
such that f g
L
1 <
/2. Since g C
1
, there exists N such that |(g, e
inx
)| < /2 for all n N. Hence for any
n N, we have |(f, e
inx
)| |(f g, e
inx
)| +|(g, e
inx
)| |f g|
L
1 +|(g, e
inx
)| < . So the
lemma is proved.
8
Let / S, then f is continuously dierentiable in a neighborhood of . Therefore,
g

(x) =
f(x+)f()

2 sin(x/2)
is in L
1
([0, 2]) as f L
1
and g

is continuous at 0. Apply Riemann-

Lebesgue lemma to g

, we get
1
2
_
2
0
g

(x)e
inx
dx 0
as |n| goes to innity. By the same calculations we did in the previous problem,
f() S
N
f() =
1
2
_
2
0

2 sin(N +
1
2
)x g

(x)dx.
We want to show that the right hand side converges to 0 as N . Observe that
sin(N + 1/2)x = sin Nxcos x/2 cos Nxsin x/2. Hence
_
sin(N +
1
2
)x g

(x)dx =
_
sin Nx (cos
x
2
g

(x))dx
_
cos Nx (sin
x
2
g

(x))dx.
Apply Riemann-Lebesgue lemma to the L
1
functions in brackets, we see that they converge
to 0 as N . Therefore, the Fourier series converges to f() when / S.
Now, consider those singular points x
j
, by doing a translation if necessary, we can assume
that x
j
= 0 (note that f is 2-periodic.) Note that S
N
f(0) =

N
n=N
(f, e
inx
) and
(f, e
inx
) + (f, e
inx
)
2
= (f, cos nx) =
1
2
_
2
0
f(x) cos nxdx.
Using periodicity,
_
2
0
f(x) cos nxdx =
_
0

f(x) cos nxdx+

_

0
f(x) cos nxdx =
_

0
(f(x)+f(x)) cos nxdx.
Hence S
N
f(0) only depends on the even part of f: f
even
(x) =
f(x)+f(x)
2
. More precisely,
S
N
f(0) =
1

_

0
f
even
(x)D
N
(x)dx
where D
N
is the Dirichlet kernel
sin(N+1/2)x
sin(x/2)
. Note that we can re-dene f
even
(0) =
f(0+)+f(0)
2
so that it is continuous at 0. Consider
S
N
f(0) f
even
(0) =
1

_

0
(f
even
(x) f
even
(0))D
N
(x) dx
=
_
f
even
(x) f
even
(0)

2 sin
x
2
,

2 sin(N +
1
2
)x
_
L
2
([0,])
which converges to 0 since

2 sin(N + 1/2)x, N = 0, 1, 2, . . . , is an orthonormal basis in

L
2
([0, ]) and
f
even
(x) f
even
(0)

2 sin
x
2
L
2
([0, ]).
9
(Note that
lim
x0
+
f
even
(x) f
even
(0)
x
=
f

(0+) f

(0)
2
exists, so the function above is bounded around 0.)
Alternative Solution:

2 sin(N + 1/2)x is an orthonormal set in L

2
([0, ]) since they are
eigenfunctions of the operator Af = f

with f(0) = f

() = 0 (see Problem 2). If f is

C
1
at x, then the same argument as in the previous problem shows that g

is L
2
, hence
the Fourier series converges to f(x). If f is singular at x, then
S
N
f(0) =
1

_

0
f()
2
D
N
()d +
1

_

0
f()
2
D
N
()d
by periodicity of f and change of variable. Therefore,
S
N
f(0)
f(0+) + f(0)
2
=
_
f() f(0+)
2

2 sin /2
,

2 sin(N +
1
2
)
_
+
_
f() f(0)
2

2 sin /2
,

2 sin(N +
1
2
)
_
.
Apply the argument in the previous problem with g

replaced by the functions

f()f(0+)
2

2 sin /2
and
f()f(0)
2

2 sin/2
respectively on [0, ]. This yields our desired conclusion.