Math.Comput.Sci.

https://doi.org/10.1007/s11786-019-00435-2 Mathematics in Computer Science

Familiarizing Students with Definition of Lebesgue Outer

Measure Using Mathematica: Some Examples of Calculation
Directly from Its Definition
Włodzimierz Wojas · Jan Krupa ·
Jarosław Bojarski

Received: 30 November 2018 / Revised: 10 April 2019 / Accepted: 12 April 2019

© The Author(s) 2019

Abstract In this paper we present some examples of calculation the Lebesgue outer measure of some subsets of
 following2subsets of R : {(x, y) ∈ R : 0 ≤ y ≤ x , x ∈2 [0, 1]},
R2 directly from definition 1. We will consider the 2 2 2

{(x, y) ∈ R : 0 ≤ y ≤ exp(−x), x ≥ 0}, (x, y) ∈ R : ln x ≤ y ≤ 0, x ∈ (0, 1] , (x, y) ∈ R : 0 ≤

2

y ≤ 1/x, x ≥ 1 , {(x, y) ∈ R2 : 0 ≤ y ≤ sin x, x ∈ [0, π/2]}, {(x, y) ∈ R2 : 0 ≤ y ≤ exp(x), x ∈ [0, 1]},
{(x, y) ∈ R2 : 0 ≤ y ≤ ln(1 − 2r cos x + r 2 ), x ∈ [0, π ]}, r > 1 and some others. We could not find any analogical
examples in available literature (except for rectangle and countable sets), so this paper is an attempt to fill this gap.
We calculate sums, limits and plot graphs and dynamic plots of needed sets and unions of rectangles sums of which
volumes approximate Lebesgue outer measure of the sets, using Mathematica. We also show how to calculate the
needed sums and limits by hand (without CAS). The title of this paper is very similar to the title of author’s article
(Wojas and Krupa in Math Comput Sci 11:363–381, 2017) which deals with definition of Lebesgue integral but
this paper deals with definition of Lebesgue outer measure instead.

Keywords Higher education · Lebesgue measure · Application of CAS · Mathematica · Mathematical didactics

Mathematics Subject Classification 97R20 · 28A12 · 97B40

Electronic Supplementary material The online version of this article (https://doi.org/10.1007/s11786-019-00435-2) contains
supplementary material, which is available to authorized users.

W. Wojas · J. Krupa (B) · J. Bojarski

Department of Applied Mathematics, Warsaw University of Life Sciences (SGGW), ul. Nowoursynowska 159, 02-776 Warsaw,
Poland
e-mail: [email protected]; [email protected]
W. Wojas
e-mail: [email protected]
J. Bojarski
e-mail: [email protected]
 W. Wojas et al.

“Young man, in mathematics you don’t understand things. You just get used to them”

John von Neumann

“I hear and I forget. I see and I remember. I do and I understand”

Chinese Quote
1 Introduction

The following definitions and lemmas we will use in our paper (compare [2,9]):
Rectangles. A closed rectangle R in Rd is given by the product of d one-dimensional closed and bounded
intervals: R = [a1 , b1 ] × [a2 , b2 ] × · · · × [ad , bd ], where a j ≤ b j are real numbers, j = 1, 2, . . . , d. In other
words, we have R = {(x1 , . . . , xd ) ∈ Rd : a j ≤ x j ≤ b j for all j = 1, 2, . . . , d}. We remark that in our definition,
a rectangle is closed and has sides parallel to the coordinate axis. In R, the rectangles are precisely the closed
and bounded intervals, while in R2 they are the usual four-sided rectangles. In R3 they are the closed rectangular
parallelepipeds.
An open rectangle is the product of open intervals, and the interior of the rectangle R is then
(a1 , b1 ) × (a2 , b2 ) × · · · × (ad , bd ).
We say that the lengths of the sides of the rectangle R (open or closed) are b1 − a1 , . . . , bd − ad . The volume
of the rectangle R (open or closed) is denoted by vol (R), and is defined to be vol (R) = (b1 − a1 ) · · · (bd − ad ).
A union of rectangles is said to be almost disjoint if the interiors of the rectangles are disjoint. In this paper,
coverings by rectangles play a major role, so we isolate here five important lemmas.
Lemma 1.1 If a closed rectangle is the almost disjoint union of finitely many other closed rectangles, say R =
N N
k=1 Rk , then vol (R) = k=1 vol(Rk ).
N
Lemma 1.2 If R, R1 , . . . , R N are closed rectangles, and R ⊂ k=1 Rk , then
N
vol(R) ≤ vol(Rk ).
k=1

Proof of the Lemmas 1.1, 1.2 can be found in [5,9,10].

Lemma 1.3 If R1 , . . . , R N are almost disjoint closed rectangles, Q 1 , . . . , Q M are some other almost disjoint
N M N M
closed rectangles and k=1 Rk ⊂ k=1 Q k , then k=1 vol(Rk ) ≤ k=1 vol(Q k ).
The proof of 1.3 can be found in [5].
The ideas of the presented below proofs of lemmas are well known but we could not find the sources of the
proofs.
Lemma
N If R1 , . . . , R N 
1.4  are almost disjoint
 closed rectangles, Q 1 , . . . , Q M are some closed rectangles and
M N M
k=1 R k ⊂ k=1 Q k , then k=1 vol(R k ) ≤ k=1 vol(Q k ).


N 
M
Proof Because Rk ⊂ Q k and R1 , . . . , R N are almost disjoint we have:
k=1 k=1

M
Ri ⊂ Ri ∩ Q j for i = 1, 2, . . . N and
j=1

N
Qj ⊃ Ri ∩ Q j for j = 1, 2, . . . M.
i=1
Familiarizing Students with Definition of Lebesgue Outer Measure

By Lemma 1.2 we have:


M
vol(Ri ) ≤ vol(Ri ∩ Q j ) for i = 1, 2, . . . N . (1.1)
j=1

We see that for each j = 1, 2, . . . M the set {Ri ∩ Q j : i = 1, 2, . . . n} is collection of almost disjoint rectangles
so by Lemma 1.3 we have:


N
vol(Q j ) ≥ vol(Ri ∩ Q j ) for j = 1, 2, . . . M. (1.2)
i=1

Finally from Eqs. 1.1 and 1.2 we have:


N 
N 
M 
M 
N 
M
vol(Ri ) ≤ vol(Ri ∩ Q j ) = vol(Ri ∩ Q j ) ≤ vol(Q j )
i=1 i=1 j=1 j=1 i=1 j=1


In the last proof instead of Lemma 1.3 we could use simpler
 Nlemma: If a closed
rectangle R contains the almost
N
disjoint union of finitely many other closed rectangles, say k=1 Rk ⊂ R, then k=1 vol(Rk ) ≤ vol (R) which
can be proved by modifying the proof of the Lemma 1.1 from [9] or its proof can be found in [10]. The Lemma 1.4
could also be proved directly by modifying the proof of the Lemma 1.3 from [5].
Applying the previous Lemma 1.4 we can prove (see [9]):
Lemma
N 1.5 If R1 , . . . , R N are
 Nalmost disjointclosed rectangles, Q k , k = 1, 2, . . . are some closed rectangles and
∞ ∞
k=1 R k ⊂ k=1 Q k , then k=1 vol(R k ) ≤ k=1 vol(Q k ).
N
Proof Let A = k=1 Rk . For a fixed ε > 0 we choose for each k an open rectangle Pk which contains Q k

(Q k ⊂ Pk ), and such that vol(Pk ) ≤ (1 + ε) vol(Q k ). From the open covering ∞ k=1 Pk of the compact set A, we
M
may select a finite subcovering which, after possibly renumbering the rectangles, we may write as A ⊂ k=1 Pk .
Taking the closure of the rectangles Pk , we may apply Lemma 1.4 to conclude that for any ε we have:
N M M ∞
k=1 vol(Rk ) ≤ 
 k=1 vol(Pk ) ≤ (1 + ε) k=1 vol(Q k ) ≤ (1 + ε) k=1 vol(Q k ). Since ε is arbitrary, we find
N
that k=1 vol(Rk ) ≤ ∞ k=1 vol(Q k ).

Definition 1 (Lebesgue outer measure) (see [1,2,4,6,8,9]) The outer measure m ∗ for any A ⊂ Rd is defined by
the following formula:


∞ ∞

m ∗ (A) = inf vol (R j ) : A ⊂ R j , R j is closed rectangle in Rd , j ∈ N . (1.3)
j=1 j=1

Definition 2 (Lebesgue measure) (see [1,2,4,6,8,9]) Let (Rd , M, m) be measure space, where M is σ -algebra of
Lebesgue measurable subsets in Rd , and m-Lebesgue measure on Rd . The measure m for any A ∈ M is defined
by the formula 1.3 (m(A) = m ∗ (A)).

 
2 Example 1: A = (x, y) ∈ R2 : 0 ≤ y ≤ x 2 , 0 ≤ x ≤ 1

Let A be the set in R2 bounded by curves: y = x 2 , y = 0, x = 1, which means that A = (x, y) ∈ R2 : 0 ≤

y ≤ x 2 , 0 ≤ x ≤ 1 . Let us calculate Lebesgue outer measure of A using only formula (1.3) from Definition 1 and
Lemma 1.5.
 W. Wojas et al.

2 ( j−1)2
For n ∈ N define: R̄ nj = [ j−1 j j j−1 j
n , n ] × [0, n 2 ], j = 1, 2, . . . n and R j = [ n , n ] × [0, n 2 ], j = 1, 2, . . . n.
n


n 
n
1 j2 1  2
n
1 n(n + 1)(2n + 1) 1 (n + 1)(2n + 1) 1
Step 1. vol( R̄ nj ) = 2
= 3
j = 3 = 2 → .
nn n n 6 n 6 3
j=1 j=1 j=1
We can check our hand calculation using Wolfram Mathematica (see [7,12]) :

Listing 1 Mathematica code:

1  n 
In[1]:= Simplify 3 j2
n
j=1
1 (n + 1)(2n + 1)
Out[1]= 2
n 6

In[2]:= Limit[%, n → ∞]
Out[2]= 13

n
Hence because A ⊂ j=1 R̄ nj , we have:
⎧ ⎫
⎨∞ ∞
 ⎬
m ∗ (A) = inf vol(R j ) : A ⊂ R j , R j is closed rectangle in R2 , j ∈ N
⎩ ⎭
j=1 j=1
(2.1)

n 1
≤ inf vol( R̄ nj ) :n∈N ≤ .
3
j=1

Step 2. Note that:


n 
n
1 ( j − 1)2 1  2
n−1
vol(R nj ) = = j
n n2 n3
j=1 j=1 j=1 (2.2)
1 (n − 1)n(2n − 1) 1 (n − 1)(2n − 1) 1
= 3 = 2 → .
n 6 n 6 3

We can check our hand calculation using Wolfram Mathematica:

Listing 2 Mathematica code:

1 n−1 
In[3]:= Simplify 3 j2
n
j=1
1 (n − 1)n(2n − 1)
Out[3]= 3
n 6

In[4]:= Limit[%, n → ∞]
1
Out[4]=
3

The dynamic versions of the Figs. 1 and 2 can be found in the Electronic supplementary material.
Familiarizing Students with Definition of Lebesgue Outer Measure

Fig. 1 Approximation of y
n 20
Lebesgue outer measure
 of 20 f x x2
A by rectangles nj=1 R nj vol Ri 0.308750
for Example 1 1.0 i 1

0.8

0.6

0.4

0.2

0.2 0.4 0.6 0.8 1.0 x

Fig. 2 Approximation of y
n 20
Lebesgue outer measure
 of
20 f x x2
A by rectangles nj=1 R̄ nj vol Ri 0.358750
for Example 1 1.0 i 1

0.8

0.6

0.4

0.2

0.2 0.4 0.6 0.8 1.0 x


We consider an arbitrary countable covering A ⊂ ∞ j=1 R j by closed rectangles.
n 
Hence because j=1 R nj ⊂ A ⊂ ∞ R
j=1 j from Lemma 1.5 we have that for any n:
n ∞
j=1 vol(R j ) ≤ j=1 vol(R j ).
n
 W. Wojas et al.

∞ n
j=1 vol(R j ) ≥ limn→∞ j=1 vol(R j ) = 13 . Consequently,
Applying the formula 2.2 we have: n


∞ ∞
 1
m ∗ (A) = inf vol(R j ) : A ⊂ R j , R j is closed rectangle in R2 , j ∈ N ≥ . (2.3)
3
j=1 j=1

From inequalities (2.1) and (2.3) we have m ∗ (A) = 13 directly from formula (1.3) from Definition 1. The set A is
Lebesgue measurable because A is closed, so m(A) = 13 .

 
3 Example 2: A = (x, y) ∈ R2 : 0 ≤ y ≤ exp(−x), x ≥ 0

Let A be the set in R2 bounded by curves: y = exp(−x), y = 0 for x ∈ [0, ∞), which means that A = (x, y) ∈

R2 : 0 ≤ y ≤ exp(−x), x ≥ 0 . Let us calculate Lebesgue outer measure of A using only formula (1.3) from
Definition 1 and Lemma 1.5.
For n ∈ N define: R̄ njk = [k + 2jn , k + j+1 j
2n ] × [0, exp(−k − 2n )], j = 0, 1, 2, . . . , 2 − 1, k = 0, 1, 2, . . . ∞,
n

and R nj = [ 2jn , j+1 j+1

2n ] × [0, exp(− 2n )], j = 0, 1, 2, . . . n2 − 1.
n

Step 1. Using Wolfram Mathematica:

Listing 3 Mathematica code:

2
n −1 ∞
 1
 j 
In[5]:= Simplify n
Exp − k − n
2 2
j=0 k=0
−n
2−n e2
Out[5]= 2−n
e −1

In[6]:= Limit[%, n → ∞]
Out[6]= 1

we get:

n −1 ∞
2 
n −1 ∞
2    −n
1 j 2−n e2
vol( R̄ njk ) = exp −k − = −n → 1. (3.1)
j=0 k=0 j=0 k=0
2n 2n e2 − 1

2n −1 ∞
Hence because A ⊂ j=0 k=0 R̄ njk , we have:


∞ ∞

m ∗ (A) = inf vol(R j ) : A ⊂ R j , R j is closed rectangle in R2 , j ∈ N
j=1 j=1
(3.2)
 2
n −1 ∞

≤ inf vol( R̄ njk ) : n ∈ N ≤ 1.
j=0 k=0

Step 2. Using Wolfram Mathematica:

Familiarizing Students with Definition of Lebesgue Outer Measure

Listing 4 Mathematica code:

n2
n −1
1  j + 1 
In[7]:= Simplify n
Exp −
2 2n
j=0
(2e)−n (en − 1)
Out[7]= −n
e2 − 1

In[8]:= Limit[%, n → ∞]
Out[8]= 1

We get that:


n2 n −1

n2 n −1  
1 j +1 (2e)−n (en − 1)
vol(R nj ) = exp − = −n → 1. (3.3)
j=0 j=0
2n 2n e2 − 1


n
1 − q n+1 exp x − 1
Of course, we could use the following formulae: (q = 1) and lim
qk = = 1 instead of
1−q x→0 x
k=0
the code in Listings 3 and 4 to get the results in formulae (3.1) and (3.3).

We consider an arbitrary countable covering A ⊂ ∞ j=1 R j by closed rectangles.
n −1
n2 ∞

Hence because R nj ⊂ A ⊂ R j from Lemma 1.5 we have that for any n:
j=0 j=1
n2n −1 ∞
j=0 vol(R nj ) ≤ j=1 vol(R j ).
∞ n2n −1
Applying the formula 3.3 we have: j=1 vol(R j ) ≥ limn→∞ j=0 vol(R nj ) = 1. Consequently,


∞ ∞

m ∗ (A) = inf vol(R j ) : A ⊂ R j , R j is closed rectangle in R2 , j ∈ N ≥ 1. (3.4)
j=1 j=1

From inequalities (3.2) and (3.4) we have m ∗ (A) = 1 directly from formula (1.3) from Definition 1. The set A is
Lebesgue measurable because A is closed, so m(A) = 1.
The dynamic versions of the Figs. 3 and 4 can be found in the Electronic supplementary material.

 
4 Example 3: A = (x, y) ∈ R2 : ln x ≤ y ≤ 0, x ∈ (0, 1]

Let A be the set in R2 bounded
 by curves: y = ln x, y = 0 for x ∈ (0, 1], which means that A = (x, y) ∈ R2 :
ln x ≤ y ≤ 0, x ∈ (0, 1] . Let us calculate Lebesgue outer measure of A using only formula (1.3) from Definition
1 and Lemma 1.5.
For n ∈ N define: R̄ nj = [ 2jn , j+1 j
2n ] × [ln 2n , 0], j = 1, 2, . . . , 2 − 1, Q̄ k = [ 2k+1 , 2k ] × [ln 2k+1 , 0], k =
n n 1 1 1

n, n + 1, . . . , ∞, and R nj = [ nj , j+1 j+1

n ] × [ln n , 0], j = 1, 2, . . . , n − 1.
Step 1.
We can see that
∞
 ∞
  
1 1 (n + 2)
vol( Q̄ nk ) = − ln = ln 2 → 0. (4.1)
2k+1 2k+1 2n
k=n k=n
 W. Wojas et al.

Fig. 3 Approximation of y
n 3
Lebesgue outer measure of f x e x
 n −1 n 3 23 1
A by rectangles n2
j=0 R j vol Ri 0.892062
for Example 2 1.0 i 0

0.8

0.6

0.4

0.2

0.5 1.0 1.5 2.0 2.5 x

Fig. 4 Approximation of y
n 3; k 0,1,2,3,4,5
Lebesgue outer measure of 23 1 5
A by rectangles vol R jk 1.063802
2n −1 ∞ x
j=0
n
k=0 R̄ jk for 1.0 j 0 k 0 f x e
Example 2

0.8

0.6

0.4

0.2

1 2 3 4 x

n −1
2 2n −1   √ n
1  j 2n
(2 )! √
2n
vol( R̄ nj ) =− n ln n = − ln n
+ ln 2n → 1, (4.2)
2 2 2
j=1 j=1
Familiarizing Students with Definition of Lebesgue Outer Measure

√
n ∞ 2n −1
because from calculus we know that n
n!
→ 1/e. Hence, because A ⊂ k=n Q̄ nk ∪ j=1 R̄ nj , we have:


∞ ∞

m ∗ (A) = inf vol(R j ) : A ⊂ R j , R j is closed rectangle in R2 , j ∈ N
j=1 j=1
(4.3)

∞ 2n −1

≤ inf Q̄ nk + vol( R̄ nj ) : n ∈ N ≤ 1.
k=n j=1

Step 2.
We get that:

  √

n−1
1
n−1
j +1 n
n!
vol(R nj ) =− ln = − ln → 1. (4.4)
n n n
j=1 j=1


We consider an arbitrary covering A ⊂ ∞ j=1 R j by closed rectangles.

n−1 ∞

Hence, because R nj ⊂ A ⊂ R j from Lemma 1.5 we have that for any n:
j=1 j=1
n−1 ∞
j=1 vol(R j ) ≤j=1 vol(R j ).
n
 n−1
Applying the formula 4.4 we have: ∞ j=1 vol(R j ) ≥ lim n→∞ j=1 vol(R j ) = 1. Consequently,
n


∞ ∞
 
m ∗ (A) = inf vol(R j ) : A ⊂ R j , R j is closed rectangle in R2 , j ∈ N ≥ 1. (4.5)
j=1 j=1

From inequalities (4.3) and (4.5) we have m ∗ (A) = 1 directly from formula (1.3) from Definition 1. The set A
is Lebesgue measurable because A is Borel set, so m(A) = 1.
Of course, we could use almost the same R̄ njk and R nj like in example 2 in Sect. 3.

 
5 Example 4: A = (x, y) ∈ R2 : 0 ≤ y ≤ 1/x, x ≥ 1

Let A be the set in R2 bounded by curves: y = 1/x, y = 0 for x ∈ [1, ∞), which means that A = (x, y) ∈ R2 :
0 ≤ y ≤ 1/x, x ≥ 1 . Let us calculate Lebesgue outer measure of A using only formula (1.3) from Definition 1
and Lemma 1.5.
For n ∈ N define:
R nk = [k, k + 1] × [0, k+1
1
], k = 1, 2, . . . n.
We can see that


n 
n
1
vol(R nk ) = → ∞. (5.1)
k+1
k=1 k=1


We consider an arbitrary covering A ⊂ ∞ j=1 R j by closed rectangles.
n ∞
Hence, because R nk ⊂ A ⊂ R j from Lemma 1.5 we have that for any n:
k=1 j=1
n ∞
k=1 vol(R k ) ≤ j=1 vol(R j ).
n
 W. Wojas et al.

∞ n
j=1 vol(R j ) ≥ limn→∞ k=1 vol(R k ) = ∞. Consequently,
Applying the formula 5.1 we have: n


∞ ∞

m ∗ (A) = inf vol(R j ) : A ⊂ R j , R j is closed rectangle in R2 , j ∈ N ≥ ∞. (5.2)
j=1 j=1

From inequality (5.2) we have m ∗ (A) = ∞ directly from formula (1.3) from Definition 1. The set A is Lebesgue
measurable because A is closed, so m(A) = ∞. 
Similarly,
 we can prove directly from formula (1.3) from Definition 1 that m ∗ ( (x, y) ∈ R2 : 0 ≤ y ≤ 1/x, x ∈
(0, 1] ) = ∞.


6 Example 5: A = (x, y) ∈ R2 : 0 ≤ y ≤ f (x), 0 ≤ x ≤ 1}, where f (x) is Function Defined in (6.1)


x if x ∈ [0, 1] ∩ Q,
f (x) = xχ[0,1]∩Q (x) = (6.1)
0 if x ∈ [0, 1]\Q.

Let A = (x, y) ∈ R2 : 0 ≤ y ≤ f (x), 0 ≤ x ≤ 1}, where f (x) is function defined in (6.1). Let us calculate
Lebesgue outer measure of A using only formula (1.3) from definition 1.
Let ri , i = 1, 2, 3, . . . be a sequence of all rational numbers from the interval [0, 1].
For n ∈ N define:
 1 1 
R0 = [0, 1] × {0}, Ri = ri − n+i+1 , ri + n+i+1 × [0, 1] for i = 1, 2, 3, . . .
2 2
One can see that for n ∈ N we have:
∞
A ⊂ R0 ∪ Ri , (6.2)
i=1
∞ ∞
 1 1
vol(R0 ) + vol(Ri ) ≤ 0 + = n →0 as n → ∞. (6.3)
2n+i 2
i=1 i=1
From (6.2), (6.3) and properties of the greatest lower bound we have m ∗ (A) = 0 directly from formula (1.3)
from Definition 1. The set A is Lebesgue measurable because m∗ (A) = 0, so m(A) = 0.
Similarly we can calculate Lebesgue outer measure of A = (x, y) ∈ R2 : 0 ≤ y ≤ g(x), 0 ≤ x ≤ 1}, where
g(x) is function defined in (6.4), using only formula (1.3) from Definition 1.
⎧
⎨1 if x = 0,
⎪
g(x) = q1 if x = qp ∈ [0, 1] ∩ Q, p
is in the lowest terms, (6.4)
⎪
⎩
q
0 if x ∈ [0, 1]\Q.


7 Example 6: A = (x, y) ∈ R2 : 0 ≤ y ≤ f (x), x ∈ [0, ∞)}, where f (x) is Function Defined in (7.1)


e x if x ∈ [0, ∞) ∩ Q,
f (x) = e χ[0,∞)∩Q (x) =
x
(7.1)
0 if x ∈ [0, ∞)\Q.

Let A = (x, y) ∈ R2 : 0 ≤ y ≤ f (x), x ∈ [0, ∞)}, where f (x) is function defined in (7.1). Let us calculate
Lebesgue outer measure of A using only formula (1.3) from Definition 1.
Let ri , i = 0, 1, 2, 3, . . . be a sequence of all rational numbers from the interval [0, ∞).
Familiarizing Students with Definition of Lebesgue Outer Measure

For n ∈ N define:
 1 1 
Rin = ri − r n+3+i , ri + r n+3+i × [0, eri ] for i = 0, 1, 2, 3, . . . and
e 2
i e 2
i
Q nk = [k, k + 1] × [0, 2n+k+2
1
], k = 0, 1, 2, . . .
One can see that for n ∈ N we have:
∞
 ∞

A⊂ Q nk ∪ Rin (7.2)
k=0 i=0
∞
 ∞ ∞
 ∞

1 1 1
vol(Q nk ) + vol(Rin ) = + = →0 as n → ∞. (7.3)
2n+k+2 2n+i+2 2n
k=0 i=0 k=0 i=0

From (7.2), (7.3) and properties of the greatest lower bound we have m ∗ (A) = 0 directly from formula (1.3)
from Definition 1. The set A is Lebesgue measurable because m ∗ (A) = 0, so m(A) = 0.

8 Example 7: A = [0, 1] × [0, 1]\Q × Q

Let us calculate Lebesgue outer measure of A using only formula (1.3) from Definition 1.
Let ri = ( pi , qi ) ∈ A, i = 1, 2, 3, . . . be a sequence of all points of A with both rational coordinates.
Because A ⊂ [0, 1] × [0, 1] and vol([0, 1] × [0, 1]) = 1 we have that m ∗ (A) ≤ 1.
∞
 ∞
Suppose there exist rectangles Ri ⊂ R2 such that A ⊂ Ri and vol(Ri ) = 1 − ε for some ε > 0.
√ √ i=1 √ i=1 √
ε ε ε ε
Let Q i = [ pi − (i+1)/2+1 , pi + (i+1)/2+1 ] × [qi − (i+1)/2+1 , qi + (i+1)/2+1 ] for i = 1, 2, 3, . . ..
2 2 2 2
One can see that

∞
 ∞

[0, 1] × [0, 1] ⊂ Qi ∪ Ri (8.1)
i=1 i=1

and

∞
 ∞
 ∞
 1
vol(Q i ) + vol(Ri ) = ε i+1
+ 1 − ε = 1 − ε/2 < 1 (8.2)
2
i=1 i=1 i=1

but vol([0, 1] × [0, 1]) = 1 which contradicts Lemma 1.5 so m ∗ (A) = 1.

The set A is Lebesgue measurable because A is Borel set, so m(A) = 1.
Similarly consider set B = [0, 1]d \Qd . Because B ⊂ [0, 1]d and vol([0, 1]d ) = 1 we have that m ∗ (B) ≤ 1.
Let ti ∈ [0, 1]d ∩ Qn , i = 1, 2, 3, . . . be a sequence of all points of B with all rational coordinates.
∞ ∞
Suppose there exist rectangles Ri ⊂ Rd such that B ⊂ Ri and vol(Ri ) = 1 − ε for some ε > 0.
i=1 i=1
ε
For a fixed ε > 0 we choose for each i = 1, 2, . . . a rectangle Pi such that ti ∈ Pi and that vol(Pi ) = 2i+1
.
One can see that

∞
 ∞

[0, 1]d ⊂ Pi ∪ Ri (8.3)
i=1 i=1
 W. Wojas et al.

and

∞
 ∞
 ∞
 1
vol(Pi ) + vol(Ri ) = ε + 1 − ε = 1 − ε/2 < 1 (8.4)
2i+1
i=1 i=1 i=1

but vol([0, 1]d ]) = 1 which contradicts Lemma 1.5 so m ∗ (B) = 1.

The set B is Lebesgue measurable because B is Borel set, so m(B) = 1.

 
9 Example 8: A = (x, y) ∈ R2 : 0 ≤ y ≤ sin x, 0 ≤ x ≤ π/2

Let A be the set in R2 bounded by curves: y = sin x, y = 0 for x ∈ [0, π/2], which means that A = (x, y) ∈

R2 : 0 ≤ y ≤ sin x, 0 ≤ x ≤ π/2 . Let us calculate Lebesgue outer measure of A using only formula (1.3) from
Definition 1 and Lemma 1.5.
jπ ( j+1)π ( j+1)π jπ ( j+1)π
For n ∈ N define: R̄ nj = [ 2·2 n , 2·2n ] × [0, sin 2·2n ], j = 0, 1, 2, . . . 2 − 1 and R j = [ 2·2n , 2·2n ] ×
n n
jπ
[0, sin 2·2 n ], j = 0, 1, 2, . . . 2 − 1.
n

Step 1. Using Wolfram Mathematica:

Listing 5 Mathematica code:

π 2 n −1

( j + 1)π 
In[1]:= Simplify n+1 Sin
2 2n+1
j=0


Out[1]= 2−2−n π 1 + Cot 2−2−n π

In[2]:= Limit[%, n → ∞]
Out[2]= 1

we get:

n −1
2 n −1
2   

π ( j + 1)π
vol( R̄ nj ) = sin = 2−2−n π 1 + cot 2−2−n π → 1. (9.1)
2n+1 2n+1
j=0 j=0

2n −1
Hence, because A ⊂ j=0 R̄ nj , we have:


∞ ∞

m ∗ (A) = inf vol(R j ) : A ⊂ R j , R j is closed rectangle in R2 , j ∈ N
j=1 j=1
(9.2)

2n −1
≤ inf vol( R̄ nj ) : n ∈ N ≤ 1.
j=0

Step 2.
Using Wolfram Mathematica:
Familiarizing Students with Definition of Lebesgue Outer Measure

Listing 6 Mathematica code:

π 2 n −1

jπ 
In[3]:= Simplify n+1 Sin n+1
2 2
j=1


−2−n −2−n
Out[3]= 2 π −1 + Cot 2 π

In[4]:= Limit[%, n → ∞]
Out[4]= 1

We get that:

n −1
2
π
n −1
2
jπ  

−2−n −2−n
vol(R nj ) = sin = 2 π −1 + cot 2 π → 1. (9.3)
2n+1 2n+1
j=0 j=1


n
sin n+1
sin n2 x
2 x sin x
Of course, we could use the following formulae: sin(kx) = x and lim = 1 instead of the
sin 2
x→0 x
k=1
code in Listings 5 and 6 to get the results in formulae (9.1) and (9.3).

We consider an arbitrary covering A ⊂ ∞ j=1 R j by closed rectangles.
2n −1 n ∞
Hence, because j=0 R j ⊂ A ⊂ j=1 R j from Lemma 1.5 we have that for any n:
2n −1 ∞
j=0 vol(R j ) ≤ j=1 vol(R j ).
n
 2n −1
Applying the formula 9.3 we have: ∞ j=1 vol(R j ) ≥ lim n→∞ j=0 vol(R j ) = 1. Consequently,
n


∞ ∞

m ∗ (A) = inf vol(R j ) : A ⊂ R j , R j is closed rectangle in R2 , j ∈ N ≥ 1. (9.4)
j=1 j=1

From inequalities (9.2) and (9.4) we have m ∗ (A) = 1 directly from formula (1.3) from Definition 1. The set A is
Lebesgue measurable because A is closed, so m(A) = 1.

 
10 Example 9: A = (x, y) ∈ R2 : 0 ≤ y ≤ exp x, 0 ≤ x ≤ 1

Let A be the set in R2 bounded by curves: y = exp x, y = 0 for x ∈ [0, 1], which means that A = (x, y) ∈

R2 : 0 ≤ y ≤ exp x, 0 ≤ x ≤ 1 . Let us calculate Lebesgue outer measure of A using only formula (1.3) from
Definition 1 and Lemma 1.5.
For n ∈ N define: R̄ nj = [ 2jn , j+1 j+1 n n j j+1 j
2n ] × [0, exp 2n ], j = 0, 1, 2, . . . 2 − 1 and R j = [ 2n , 2n ] × [0, exp 2n ],
j = 0, 1, 2, . . . 2n − 1.
 W. Wojas et al.

Step 1. Using Wolfram Mathematica:

Listing 7 Mathematica code:

1 2
n −1

( j + 1) 
In[5]:= Simplify n Exp
2 2n
j=0
−n
2−n (−1 + e)e2
Out[5]= −n
−1 + e2

In[6]:= Limit[%, n → ∞]
Out[6]= −1 + e

we get:

n −1
2 n −1
2
( j + 1) 1 −n −n
vol( R̄ nj ) = exp · n = 2−n (1 − e)e−2 /(−1 + e2 ) → e − 1 (10.1)
2n 2
j=0 j=0

2n −1
Hence, because A ⊂ j=0 R̄ nj , we have:


∞ ∞

∗
m (A) = inf vol(R j ) : A ⊂ R j , R j is closed rectangle in R2 , j ∈ N
j=1 j=1
(10.2)
 2
n −1

≤ inf vol( R̄ nj ) : n ∈ N ≤ e − 1.
j=0

Step 2. Using Wolfram Mathematica:

Listing 8 Mathematica code:

1 2
n −1

j 
In[7]:= Simplify n Exp n
2 2
j=0
2−n (−1 + e)
Out[7]= −n
−1 + e2

In[8]:= Limit[%, n → ∞]
Out[8]= −1 + e

We get that:

n −1
2 2n −1
1 
j  2−n (−1 + e)
vol(R nj ) = n exp n = −n → e − 1. (10.3)
j=0
2
j=0
2 −1 + e2


n
1 − q n+1 exp x − 1
Of course, we could use the following formulae: (q = 1) and lim
qk = = 1 instead of
1−q x→0 x
k=0
the code in Listings 7 and 8 to get the results in formulae (10.1) and (10.3).
Familiarizing Students with Definition of Lebesgue Outer Measure


We consider an arbitrary covering A ⊂ ∞ j=1 R j by closed rectangles.
2n −1 n ∞
Hence, because j=0 R j ⊂ A ⊂ j=1 R j from Lemma 1.5 we have that for any n:
n ∞
j=1 vol(R j ) ≤ j=1 vol(R j ). 
n
n
Applying the formula 10.3 we have: ∞ j=1 vol(R j ) ≥ lim n→∞ j=1 vol(R j ) = 1. Consequently,
n


∞ ∞

m ∗ (A) = inf vol(R j ) : A ⊂ R j , R j is closed rectangle in R2 , j ∈ N ≥ e − 1. (10.4)
j=1 j=1

From inequalities (10.2) and (10.4) we have m ∗ (A) = e − 1 directly from formula (1.3) from Definition 1. The set
A is Lebesgue measurable because A is closed, so m(A) = e − 1.

 
11 Example 10: A = (x, y) ∈ R2 : 0 ≤ y ≤ ln(1 − 2r cos x + r 2 ), 0 ≤ x ≤ π (r > 1)

Let A be the set in R2 bounded by curves: y = ln(1 − 2r cosx + r 2 ), y = 0 for x ∈ [0, π ], which means that
A = (x, y) ∈ R2 : 0 ≤ y ≤ ln(1 − 2r cos x + r 2 ), 0 ≤ x ≤ π (r > 1).
Let us calculate Lebesgue outer measure of A using only formula (1.3) from Definition 1 and Lemma 1.5.
Let f (x) = ln(1 − 2r cos x + r 2 ).  ( j+1)π 
For n ∈ N define: R̄ nj = [ 2jπn , ( j+1)π
2n ] × [0, f 2n ], j = 0, 1, 2, . . . , 2n − 1 and R nj = [ 2jπn , ( j+1)π
2n ] ×
 jπ 
[0, f 2n ], j = 0, 1, 2, . . . , 2 − 1.
n

Step 1.
In the Mathematica
 code below  we use the fact that if sk is a sequence of positive values with convergent sum,

then we have sk = ln exp( sk ) = ln exp(sk ) .
k k k

Using Wolfram Mathematica we get:

Listing 9 Mathematica code:

In[1]:= g[x_] = 1 − 2 r Cos[x] + r 2 ;

n−1
kπ !  
In[2]:= pr=Simplify g . n → 2n
n
 k=0 1+n 
(−1 + r ) −1 + r 2
Out[2]=
1 +
r
pr ∗ g[π ] 
In[3]:= pr1=Simplify
 g[0]
1+n
(1 + r ) −1 + r 2
Out[3]=
−1 + r
n+1
In[4]:= d = r 2 ;

π
pr1  
π 
In[5]:= Limit n Log , n → ∞, Assumptions → r > 1 +Limit n Log[d], n → ∞, Assumptions → r > 1
2 d 2
Out[5]= 2π Log[r ]

we get:

n −1
2 n −1
2  
( j + 1)π 1
vol( R̄ nj ) = f · π → 2π ln(r ). (11.1)
2n+1 2n
j=0 j=0
 W. Wojas et al.

2n −1
Hence, because A ⊂ j=0 R̄ nj , we have:


∞ ∞

m ∗ (A) = inf vol(R j ) : A ⊂ R j , R j is closed rectangle in R2 , j ∈ N
j=1 j=1
(11.2)
 2
n −1

≤ inf vol( R̄ nj ) : n ∈ N ≤ 2π ln(r ).
j=0

Step 2. Using Wolfram Mathematica:

Listing 10 Mathematica code:

π
pr  
π 
In[6]:= Limit n Log , n → ∞, Assumptions → r > 1 +Limit n Log[d], n → ∞, Assumptions → r > 1
2 d 2
Out[6]= 2π Log[r ]

We get that:
n −1
2 n −1
2  jπ  1
vol(R nj ) = f · n π → 2π ln(r ). (11.3)
2n+1 2
j=0 j=0

In Listings 9, 10 we used the substitution rule (n → 2n ) because when we used directly 2n instead n, Mathematica
could not simplify the expression. We cannot calculate these limits in one step using Mathematica. But using other
CAS (wxMaxima, MuPAD) we cannot calculate these limits even in two steps in any way.
Of course, we could use the following formulae (see [3]:
n−1  
z 2n − 1 = (z 2 − 1) 1 − 2z cos(kπ/n) + z 2
k=1
instead of the code in Listings 9 and 10 to get
 the results in formulae (11.1) and (11.3).
We consider an arbitrary covering A ⊂ ∞ j=1 R j by closed rectangles.
2n −1 n ∞
Hence, because j=0 R j ⊂ A ⊂ j=1 R j from Lemma 1.5 we have that for any n:
2n −1 ∞
j=0 vol(R j ) ≤ j=1 vol(R j ).
n
 2n −1
Applying the formula 11.3 we have: ∞ j=1 vol(R j ) ≥ lim n→∞ j=0 vol(R j ) = 2π ln(r ). Consequently,
n


∞ ∞

m ∗ (A) = inf vol(R j ) : A ⊂ R j , R j is closed rectangle in R2 , j ∈ N ≥ 2π ln(r ). (11.4)
j=1 j=1

From inequalities (11.2) and (11.4) we have m ∗ (A) = 2π ln(r ) directly from formula (1.3) from Definition 1. The
set A is Lebesgue measurable because A is closed, so m(A) = 2π ln(r ).

 
12 Example 11: A = (x, y) ∈ R2 : 0 ≤ y ≤ x m , 0 ≤ x ≤ 1 (m ∈ N)

Let A be the set in R2 bounded by curve and

 lines: y = x , y = 0, x = 1 for x ∈ [0, 1], which means that
m

A = (x, y) ∈ R : 0 ≤ y ≤ x , 0 ≤ x ≤ 1 . Let us calculate Lebesgue outer measure of A using only formula

2 m

(1.3) from Definition 1 and Lemma 1.5.

Familiarizing Students with Definition of Lebesgue Outer Measure

 m  m
For n ∈ N define: R̄ nj = [ 2jn , j+1
2n ] × [0,
j+1
2n ], j = 0, 1, 2, . . . 2n − 1 and R nj = [ 2jn , j+1
2n ] × [0, j
2n ],
j = 0, 1, 2, . . . 2n − 1.
Step 1. Using Wolfram Mathematica:

Listing 11 Mathematica code:

1 2
n −1
 j + 1 m 
In[1]:= Limit n , n → ∞, Assumptions → m ∈ Integers & & m > 0
2 2n
j=0
1
Out[1]=
1+m

n −1
2 n −1
2  j + 1 m 1 1
we get: vol( R̄ nj ) = · n → .
2n 2 m+1
j=0 j=0
2n −1
Hence, because A ⊂ j=0 R̄ nj , we have:


∞ ∞

m ∗ (A) = inf vol(R j ) : A ⊂ R j , R j is closed rectangle in R2 , j ∈ N
j=1 j=1
(12.1)
 2
n −1
1
≤ inf vol( R̄ nj ) :n∈N ≤ .
m+1
j=0

Step 2.
Using Wolfram Mathematica:

Listing 12 Mathematica code:

1 2
n −1
 j m 
In[2]:= Limit n n
, n → ∞, Assumptions → m ∈ Integers & & m > 0
2 2
j=0
1
Out[2]=
1+m

We get that:
n −1
2 n −1
2  j m 1 1
vol(R nj ) = · n → . (12.2)
2n 2 m+1
j=0 j=0

Of course, we could use the Stolz and binomial theorems instead of the code in Listings 11 and 12 to get the results
in formulae (12.1) and (12.2).

We consider an arbitrary covering A ⊂ ∞ j=1 R j by closed rectangles.
 n −1 n 
Hence, because 2j=0 Rj ⊂ A ⊂ ∞ j=1 j from Lemma 1.5 we have that for any n:
R
2n −1 ∞
j=0 vol(R j ) ≤ j=1 vol(R j ).
n
 W. Wojas et al.

∞ 2n =1
j=1 vol(R j ) ≥ limn→∞ vol(R nj ) = 1
Applying the formula 12.2 we have: j=0 m+1 . Consequently,


∞ ∞
 1
m ∗ (A) = inf vol(R j ) : A ⊂ R j , R j is closed rectangle in R2 , j ∈ N ≥ . (12.3)
m+1
j=1 j=1

From inequalities (12.1) and (12.3) we have m ∗ (A) = m+1

1
directly from formula (1.3) from Definition 1. The set
A is Lebesgue measurable because A is closed, so m(A) = m+11
.

13 Conclusions

In this paper the authors presented several examples of Lebesgue outer measure calculated directly from its definition
using Mathematica.
We could not find any analogical examples in available literature, so this paper is an attempt to fill this gap.
Using Mathematica or other CAS programs for calculation Lebesgue outer measure directly from its definitions,
seems to be didactically useful for students because of the possibility of symbolic calculation of sums, limits and
plot graphs—checking our hand calculations. Moreover, we get students used not only to definition of Lebesgue
outer measure but also to CAS applications generally.

Open Access This article is distributed under the terms of the Creative Commons Attribution 4.0 International License (http://
creativecommons.org/licenses/by/4.0/), which permits unrestricted use, distribution, and reproduction in any medium, provided you
give appropriate credit to the original author(s) and the source, provide a link to the Creative Commons license, and indicate if changes
were made.

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