MAT257 Analysis II Homework Set 08 Solutions

November 23rd, 2012

1. (4 marks) Let [0, 1]2 = [0, 1] [0, 1]. Let f : [0, 1]2 R be dened by setting f (x, y ) = 0 if y = x, and f (x, y ) = 1 if y = x. Show that f is integrable over [0, 1]2 . The rst thing that we note is that f is obviously bounded. The second is that this is a combinatorics question in disguise. Let S = [0, 1]2 be our square, and let P0 be the empty partition (so that we simply have the square). Now, divide the square into four equal parts (which will also be squares)call this partition P1 . Divide each of these squares into four equal parts (so that now S is divided into 16 equal parts) and call this partition P2 . In general, Pn (for n > 1assume this is the case in all that follows) is the partition that divides S into 4n equal parts. We are interested in the diagonal of S (the one going from (0, 0) to (1, 1))call it D. How many subsquares of P1 contain a point of the main diagonal? All of themit is a diagonal of two of them, and a corner of two of them. How about P2 ? Well, the two subsquares of P1 who had D as their diagonal, contribute 4 P2 -subsquares each (this is isomorphic to the P1 cutting of S ; so that again half of these subsquares have D as their diagonal, and the other half as their corner), while the two subsquares of P1 who had D as their diagonal contribute 1 P2 -subsquare each. The total is 10out of them, 4 have D as their diagonal and 6 have D as their corner. Thus, P3 have 4 4 + 6 1 = 22 subsquares containing a point of Dout of them, 8 have D as their diagonal and 14 as their corner. Continuing in this manner it is easy to see that Pn has exactly 3 2n 2 subsquares that contain a point of D. For subsquares containing a point of D we have MR = 1 and mR = 0; for the rest of them we have MR = mR = 0. Since Pn divides S into 4n 1

congruent squares, we have U (f ; Pn ) = m/4n , where m is the number of subsquares containing a point of D. We also have L(f ; Pn ) = 0 for all n. We have already calculated m, and so we have U (f ; Pn ) L(f ; Pn ) = m 3 2n 2 3 2 = = 4n 4n 2n 4n

and since that expression obviously goes to 0 as n tends to +, the Riemann condition is satised and f is integrable. 2. (6 marks) Use Exercise 6 to prove the following: Theorem. Let f : Q R be bounded. Then the statement that f is integrable over Q, with Q f = A, is equivalent to the statement that given > 0, there is a > 0 such that if P is any partition of mesh less than , and if, for each subrectangle R determined by P , xR is a point of R, then | f (xR )v (R) A| < .
R

Proof. Assume f is integrable. Then by Exercise 6, > 0, > 0 s.t. partitions P with mesh less than , U (f, P ) L(f, P ) < . Now, for such partitions, we have for any choice of xR , L(f ; P ) =
R

mR (f )v (R)
R

f (xR )v (R)
R

MR (f )v (R) = U (f ; P )

As well, L(f, P )
Q

f U (f, P ) with both

Thus since [L(f, P ), U (f, P )] is a interval of length < R f (xR )v (R) and Q f in it, we obviously have |
R

mR (f )v (R)
Q

f| <

which is what we wanted to prove Assume > 0, there is a > 0 such that if P is any partition of mesh less than , and if, for each subrectangle R determined by P , xR is a point of R, then |
R

f (xR )v (R) A| < . 2

Now U (f, P ) =
R

supXR (f (XR ))v (R) = supXR (

R

f (XR )v (R))

So |U (f, P )A| = | sup(

XR R

f (XR )v (R)A)| sup |

XR R

f (XR )v (R)A|

Similarly |L(f, P ) A| so |U (f, P ) L(f, P )| 2 by the triangle inequality. So by the Riemann condition, f is integrable. As well, |A
Q

f | |A U (f, P )| + |U (f, P )
Q

f | + U (f, P )
Q

+ U (f, P ) L(f, P ) + 2 = 3 so, since was arbitrary, A =

Q

3. (3 marks) Show that if A has measure zero in Rn , the sets A and Bd A need not have measure zero. It is a well-known fact that Q is countable. With that, it is also easy to see that Q2 is countable, and that in fact Qn is countable for any nite n. Let A = Qn . A single point in Rn has measure 0. There are countably many points in A, so according to theorem 11.1(b), A has measure zero. On the other hand, it follows from the density of the rationals in the reals and the density of the reals in the rationals that A = Bd A = Rn , which clearly does not have measure zero. We have found our counterexample. 4. (3 marks) Show that no nontrivial open set in Rn has measure zero in Rn . Let A be a non-trivial open set in Rn . There must exist at least one point x0 A. By denition of openness, there exists > 0 such that the -neighbourhood centered at x0 is contained in A. Since the sup and Euclidean metrics are topologically equivalent in Rn , well use the sup-metric. An -neighbourhood in the sup metric is an open cube C = C (x0 ; ). Thus, C A. According to theorem 11.1(a), if A has measure zero in Rn , then so does C . However, a cube is a special case of a rectangle, and according to theorem 11.1(d), C does not have measure zero in Rn . Thus, it is impossible for A to have measure zero in Rn , and we are done. 3

5. (3 marks) Show that Rn1 0 has measure zero in Rn . First, we cover R by the set S of rectangles [m, m + 1] for m Z. Since S is countable, S n is also countable for any nite n. Write S n1 = {S1 , S2 , S3 , . . .}, and dene Am = Sm [ , ] 2m+2 2m+2

Since S n1 covers Rn1 and [ 2m+2 , 2m+2 ] covers 0, the set of Am s cover Rn1 0. v (Am ) = 2m+1 and so

v (Am ) =
m=1 m=1

2m+1

= /2 <

which proves that Rn1 0 has measure zero. 6. Let Q = A B , where A is a rectangle in Rk and B is a rectangle in Rn . Let f : Q R be a bounded function. (a) (3 marks) Let g be a function such that f (x, y ) g (x)
y B y B

f (x, y )

for all x A. Show that if f is integrable over Q, then g is integrable over A, and Q f = A g . We know from monotonicity in Exercise 1 that g (x)
A A y B

f (x, y ) f , so that we

From Fubinis theorem, the second integral is have g (x)

A Q

By an exactly parallel argument, we have that f

Q A

g (x)

so that f
Q A

g (x)
A

g (x)
Q

which implies that g (x) =

A A A

g (x) =
Q Q

so g is integrable with

g (x) =

f
Q

(b) (4 marks) Give an example where ated integrals f (x, y )

xA y B

f exists and one of the iter-

and
y B x A

f (x, y )

exists but the other does not. Let A = B = [0, 1] and consider the following function: f (x, y ) = y 0 if x is irrational and y is of the form 1/n for some n N, otherwise.

Now, an analogous proof to that of exercise 11.3 above will show that R {1/n} is of measure zero in R2 for all n N. Since there are countably many numbers of the form 1/n, according the theorm 11.1(b) the set of discontinuities of f is of measure zero. Thus, according to theorem 11.2, f is integrable over Q; and in fact, according to theorem 11.3, the integral is 0. Let us examine yB f (x, y ). If x is rational, then f (x, y ) = 0 and the integral is 0. If x is irrational, then f (x, y ) = y 0 if y is of the form 1/n for some n N, otherwise.

Thus, the set of discontinuities is countable, and again yB f (x, y ) exists and is equal to 0. According to Fubinis theorem, xA yB f (x, y ) exists and equals 0. How about xA f (x, y )? If y = 1/n for some n N then f (x, y ) = 0 and so does the integral. However, if y = 1/n for some n N, then the we have f (x, y ) = 1/n 0 if x is irrational, otherwise.

which is obviously unintegrable (e.g., see example 2 on p. 86). Thus, xA f (x, y ) is not even dened in (countably) innitely many points, and so yB xA f (x, y ) obviously does not exist. This completes our counterexample. 5

(c) (4 marks) Find an example where both the iterated integrals of (b) exist, but the integral Q f does not. Let Q = [0, 1]2 and S = {( m n , ); p is prime and 0 < m, n < p} p p f (x, y ) = 1 0 if (x, y ) S , otherwise.

Then, for any particular x = r, if x is not of the form m/p, we have f (x, y ) = 0 everywhere, and if it is, then we have f (x, y ) = 0 except at p 1 points. In either case, the set of discontinuities has measure 0 and yB f (x, y ) = 0 and thus xA y Bf (x, y ) = 0. Since the function is symmetric, the same argument can be made for the other integral. On the other hand, note that S is dense in Q by the density of numbers of the form m/p in R (this can be proved analogously to the proof that the rationals are dense, using the innitude of primes instead of the innitude of natural numbers). The complement of S is also dense (by the denisty of irrationals), so that f will be discontinuous on all of Q. In particular, this implies that the integral Q f cannot exist.