HW140B 2 Solutions
HW140B 2 Solutions
, f ) =
n
i =1
_
inf
x
i 1
xx
i
f (x)
_
x
i
f (y)
2
x
k
>0,
a contradiction.
2
Problem4 (WR Ch 6 #4). If f (x) =0 for all irrational x, f (x) =1 for all rational x, prove
that f R on [a, b] for any a <b.
Solution. For any partition P ={a =x
0
, x
1
, . . . , x
n1
, x
n
=b}, we have
L(P, f ) =
n
i =1
_
inf
x
i 1
xx
i
f (x)
_
x
i
=
n
i =1
(0)x
i
=0 by the density of Q
c
,
U(P, f ) =
n
i =1
_
sup
x
i 1
xx
i
f (x)
_
x
i
=
n
i =1
(1)x
i
=(b a) by the density of Q.
_
b
a
f =sup
P
L(P, f ) =0 =(b a) =inf
P
U(P, f ) =
_
b
a
f ,
so f R on [a, b].
Problem5 (WR Ch 6 #5). Suppose f is a bounded real function on [a, b], and f
2
Ron
[a, b]. Does it follow that f R? Does the answer change if we assume that f
3
R?
Solution. In the rst case, we have the following counterexample. Let
f (x) =
_
1 if x (Q
c
[a, b])
1 if x (Q[a, b])
.
Then by the previous proof with 1 in place of 0, f R on [a, b]. But f
2
1 R on [a, b]. So
it does not necessarily follow that if f
2
R on [a, b] then f R.
In the second case, it does necessarily follow that if f
3
R on [a, b] then f R by the
following proof. The reason this works for f
3
and not for f
2
is that the inverse of the cube
function on R is well-dened and is (x) =
3
y).
By Theorem 6.11, since is continuous on all of R, then
( f
3
(x)) =
3
_
f
3
(x) = f (x) is in R on [a, b].
Problem6 (WR Ch 6 #10). Let p and q be positive real numbers such that
1
p
+
1
q
=1.
3
Prove the following statements.
(a) If u 0 and v 0, then
uv
u
p
p
+
v
q
q
.
Equality holds if and only if u
p
=v
q
.
(b) If f R(), g R(), f 0, g 0, and
_
b
a
f
p
d=1 =
_
b
a
g
q
d,
then
_
b
a
f g d=1.
(c) If f and g are complex functions in R(), then
_
b
a
f g d
__
b
a
| f |
p
d
_
1/p
__
b
a
|g|
q
d
_
1/q
.
This is Hlders inequality. When p = q = 2 it is usually called the Schwarz
inequality.
(d) Showthat Hlders inequality is also true for the improper integrals described in
Exercises 6.7 and 6.8.
Solution.
Claim. f (x) =e
x
is a convex function.
Let x <t < y. By the Mean Value Theorem, there exists some a (x, t ) such that
f (t ) f (x) =(t x) f
(a) which means f
(a) =
f (t ) f (x)
t x
.
Once again, by the Mean Value Theorem, there exists some b (t , y) such that
f (y) f (t ) =(y t ) f
(b) which means f
(b) =
f (y) f (t )
y t
.
Notice that f
(x) =e
x
>0 for all x R. This means that f
(x) is strictly increasing. Therefore,
since a <b, we have f
(a) f
(b), so
f (t ) f (x)
t x
= f
(a) f
(b) =
f (y) f (t )
y t
.
Now for any (0, 1) we have x <(x +(1)y) < y, so letting t =(x +(1)y) the above
4
inequality becomes
f (t ) f (x)
(x +(1)y) x
f (y) f (t )
y (x +(1)y)
f (t ) f (x)
(1)
(y x)
f (y) f (t )
(y x)
f (t ) f (x) (1) f (y) (1) f (t )
f (t ) f (x) +(1) f (y)
f (x +(1)y) f (x) +(1) f (y),
so f (x) =e
x
is convex.
(a) From here, we let =
1
p
, so that (1) =
1
q
. The desired result is trivial if u =0 or v =0, so
assume they are both strictly positive. Letting x =logu
p
and y =logv
q
, the above inequality
becomes
e
1
p
logu
p
+
1
q
logv
q
1
p
e
logu
p
+
1
q
e
logv
q
e
logu+logv
u
p
p
+
v
q
q
uv
u
p
p
+
v
q
q
.
(b) By part (a), for every x [a, b] we have
f (x) g(x)
( f (x))
p
p
+
(g(x))
q
q
.
Therefore, taking integrals, we have
_
b
a
f g d
_
b
a
f
p
d
p
+
_
b
a
g
q
d
q
=
1
p
+
1
q
=1.
(c) If
_
b
a
| f | d=0 or
_
b
a
|g| d=0 the inequality is trivial. Otherwise, let A =
_
_
b
a
| f |
p
d
_
1/p
>
0 and let B =
_
_
b
a
|g|
q
d
_
1/q
>0, and let
F(x) =
| f (x)|
A
and G(x) =
|g(x)|
B
.
These functions satisfy the hypotheses of part (b), so
_
b
a
FGd1
_
b
a
| f |
A
|g|
B
d1
_
b
a
f g d
_
b
a
| f | |g| d AB =
__
b
a
| f |
p
d
_
1/p
__
b
a
|g|
q
d
_
1/q
.
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(c) Since x |x| and x x
1/p
and x x
1/q
are continuous functions (for x >0), we have
_
1
0
f g d
lim
c0
_
1
c
f g d
= lim
c0
_
1
c
f g d
lim
c0
_
__
1
c
| f |
p
d
_
1/p
__
1
c
|g|
q
d
_
1/q
_
=
_
lim
c0
__
1
c
| f |
p
d
_
1/p
_
_
lim
c0
__
1
c
|g|
q
d
_
1/q
_
=
_
lim
c0
_
1
c
| f |
p
d
_
1/p
_
lim
c0
_
1
c
|g|
q
d
_
1/q
=
__
1
0
| f |
p
d
_
1/p
__
1
0
|g|
q
d
_
1/q
,
assuming the integrals are all nonzero and nite. If they are not, the inequality is trivial. The
proof follows similarly for
_
a
.
6