Real Analysis - Problem Sheet

(*) = Harder

1
1.1

Infs and Sups

Using inspection, write down the inma and suprema of the following sets. In each cse say whether the inma and suprema are minimum and maximum elements.
1 (a) { 2 , 1 , 1 , . . .} 3 4 3n (b) { 4n+1 : n Z+ }

(c) Q (0, 1)

(d) {x Q : x2 < 7} 1.2

(e) {sin n : n Z+ }.

Verify carefully from the denition of supremum that (a) sup{ 3n1 : n Z+ } = 4n
3 4 1 (a) sup{cos n + (1)n : n Z+ } = 2.

1.3

Let X, Y be non-empty sets of real numbers. Show from the deition of supremum that: (a) sup(X Y ) = max{sup X, sup Y } (b) sup(X + Y ) = sup X + sup Y where X + Y = {x + y : x X, y Y }. Find a counter-example to show that sup(XY ) = sup X sup Y is generally false, where XY = {xy : x X, y Y }.

2
2.1

Convergence of sequences

Show, from the denition of convergence, that (a) 2 2n2 + 1 2+2 3n 3 (b) 2n + sin n 2 n+2 (c) n+1 n0

2.2

Let xn x and yn y. Show from the denition of convergence that 3xn 2yn 3x 2y. 1

2.3 2.4 2.5

Let xn be a bounded sequence (ie |xn | M for all n for some constant M ) and let yn 0. Show that xn yn 0. Prove that if xn x then |xn | |x|. [Hint: Use the reverse triangle inequality ||x| |y|| |x y|.] Consider the sequence dened by x1 = 1, 1 xn+1 = xn + 2 3 (n = 1, 2, 3, . . .).

Show by induction that xn is increasing and bounded above. Conclude that xn is convergent and hence nd its limit 2.6 2.7 2.8 2.9 Let 0 < r < 1 and let xn be a sequence such that |xn+1 xn | rn 1, 2, 3, . . .). Show that xn is a Cauchy sequence. What can you conclude? (n =

Show that if xn is a convergent sequence then xn+1 xn 0. Show by means of a counter example that the converse of this is false. Let a > 1. Show that a1/n 1 as n . (Can you do this without using logarithms?) (*) Let xn x. Show that x1 + x2 + + xn x n as n .

3
3.1

Continuous functions

Show from the denition of continuity that the following functions are continuous. (a) f : [0, 1] R given by f (x) = 1/(1 + x2 ). (b) f : R R given by f (x) = |x|. (b) f : R R given by f (x) = x3 .

3.2 3.3

Show (a) from the denition of continuity and (b) using sequences that, if f, g : [a, b] R are continuous at c, then 2f + 3g is continuous at c. (a) Let f : R R be continuous. Show that g : R R dened by g(x) = |f (x)| is continuous. (b) Give an example of a function f : R R that is discontinuous at all x R such that g(x) = |f (x)| is continuous for all x. [Hint: Split R into Q and R \ Q]. 2

3.4

Let c > 0 and let f : R R satisfy |f (x) f (y)| c|x y| Show that f is continuous. Deduce that cos is a continuous function. for all x, y R.

3.5

Let f, g : R R be continuous. Dene h : R R by h(x) = max{f (x), g(x)}. 1 Show that h is continuous. [Hint: Note max{a, b} = 2 (|a + b| + |a b|) and use question 3.3.] Let f : R R be continuous, with f (x) = 0 for x Q. Show that f (x) = 0 for all x R. (*) Dene f : [0, 1] R by f (0) = f (1) = 1, f (x) = 1 q if x = f (x) = 0 if x Q /

3.6 3.7

p with p and q coprime positive integers. q

Show that f is continuous at x if x Q and f is not continuous at x if x Q / Intermediate value theorem: 3.8 3.9 3.10 3.11 Let f : [0, 1] [0, 1] be continuous. Show that f (x) = x has at least one solution in [0, 1]. Let f : [a, b] R be continuous and such that f (a)f (b) < 0. Show that there exists c (a, b) with f (c) = 0. Let f : [0, 1] R be continuous with f (x) Q for all x R. Show that there exists q Q such that f (x) = q for all x [0, 1]. Show that f : R R given by f (x) = x4 + 7x3 + sin x 9 has at least two real roots. Bounds of functions: 3.12 Give an example of each of the following: (a) a continuous f : R R that is bounded but does not attain its bounds, (b) a continuous f : (0, 1) R that is unbounded, (c) a continuous f : (0, 1) R that is bounded but does not attain its bounds, (d) a function f : [0, 1] R that is bounded but does not attain its bounds, (e) a function f : [0, 1] R that is unbounded. 3

3.13 3.14

Let f : R R be continuous and such that f (x) = 0 for all x [a, b]. Show that there exists a number m such that |f (x)| m for all x [a, b]. Let f, g : R R be continuous and such that f (x) = 0, g(x) = 0 for all x [a, b]. Show that there exists numbers m and M such that m | f (x) | M g(x) for all x [a, b]. Give an alternative proof that a continuous f : [a, b] R is bounded above as follows. Suppose not, nd a sequence xn with f (xn ) n, nd a convergent subsequence and use continuity at the limit to get a contradiction. Show from the denition that the following functions are uniformly continuous: (a) f : R R given by f (x) = 1/(2 + x2 ), (b) f : R R given by f (x) = sin(cos x).

3.15

3.16

3.17

Show from the denition that the following functions are not uniformly continuous: (a) f : R R given by f (x) = x2 , (b) f : R R given by f (x) = sin(x2 ).

3.18

(*) A function f : R R is called a convex function if for all [0, 1] and x, y R we have f (x + (1 )y) f (x) + (1 )f (y) (why is such an f called convex?). Show that every convex function is continuous on R.

4
4.1

Dierentiation

(a) Show from the denition that f : R+ R given by f (x) = x1/2 is dierentiable, with f (x) = 1 x1/2 . 2
d (b) use the product rule and that dx xn = nxn1 (n Z+ ) to show that f : R+ R given by f (x) = xn+1/2 (n Z+ ) is dierentiable, and nd f (x).

4.2

0 if x < 0 . Show that f is dierentiable. x2 if x 0 dy Thus nd two solutions to the dierential equation dx = 2|y|, y(0) = 0. Can you nd innitely many other solutions? Dene f : R R by f (x) = 0 if x = 0 . Verify that f is dierentiable 1 x sin x if x = 0 for all x R, but that f (x) is not continuous at 0. [Use the denition of f at 0, use the standard formula for x = 0.] Dene f : R R by f (x) =
2

4.3

4.4

Let f, g : R R be n-times dierentiable. Prove Leibnitz formula: that f g is n-times dierentiable, with
n

(f g)(n) =
k=0

n k

f (k) g (nk) ,

where

n k

n! . [Hint: use induction on n.] k!(n k)!

Rolles Theorem, Mean Value Theorem: 4.5 4.6 Let f : R R be dierentiable and have n distinct roots (i.e. solutions of f (x) = 0). Show that f has at least n 1 distinct roots. Show using the mean value theorem that | sin a sin b| |a b| and | cos a cos b| |a b| for all a, b R. 4.7 Let f : R R be dierentiable with |f (x)| M for all x, for some number M . Show, using MVT, that f is uniformly continuous on R. Deduce that f (x) = x/(1 + x2 ) is uniformly continuous on R. (*) Let f : R R be dierentiable with f (x) c as x for some c R. (That is, given > 0 there exists N such that |f (x) c| < for all x > N ). Show, using MVT, that f (x)/x c as x . 5

4.8

4.9

() (Darbouxs theorem) Let f be dierentiable on [a, b] (including at a and b with one sided limits). Show that f (x) takes all values between f (a) and f (b). [Hint: If f (a) < k < f (b) consider the minimum of g(x) = f (x) kx. Note that you cannot apply IVT to f (x), since by examples such as in Q4.3, f need not be continuous.]

4.10

Let f : R R satisfy |f (x) f (y)| |x y|2 for all x, y R. Show that f is a constant function.

4.11

Let f : R R be twice dierentiable on R. (a) For a xed h > 0, dene g : R R by g(x) = h2 [f (h) f (x) (h x)f (x)] (h x)2 [f (h) f (0) hf (0)]. By applying Rolles theorem to g on [0, h], show that there is a number x (0, h) such that 1 f (h) = f (0) + f (0)h + f (x)h2 . (1) 2 (b) Suppose that there are positive numbers M0 and M2 such that |f (x)| M0 and |f (x)| M2 for all x R. Prove that |f (0)| 2 M0 M2 . [Hint: Use (1) to estimate |f (0)| and choose a suitable value of h.]

5
5.1

Integration
1 0

Show from the denition that n 1 2 3 2 i=1 i = 4 n (n + 1) . ] Show from the denition that

x3 dx exists, and evaluate the integral. [Recall:

5.2 5.3 5.4

2 x 0 e dx

exists, and evaluate the integral.

Show that if f : [a, b] R is integrable, and R, then f is integrable, and b b a (f )dx = a f dx. Let 0 < c1 < c2 < . . . < ck < 1. Dene f : [0, 1] R by f (ci ) = 1 (i = 1, 2, . . . , k) and f (x) = 0 if x = ci for all i. Show that 01 f dx exists, and evaluate the integral. Suppose that f : [a, b] R is integrable. Let D be a dissection of [a, b], and write S(D) and S(D) for the lower/ upper sums of f and S (D) and S (D) for the lower/ upper sums of |f |. Show that S (D) S (D) S(D) S(D). Deduce that if f is integrable, then |f | is also integrable.

5.5

5.6

Show that if f, g : [0, 1] R are integrable, then f g is integrable, using the following steps. (a) Let |f (x)| M for x [0, 1]. Show that S f 2 (D) S f 2 (D) 2M (S f (D) S f (D)) for any dissection D, where S f , S f 2 are the sums corresponding to f, f 2 respectively, etc. Deduce that f 2 is integrable.
1 (b) Noting that f g = 4 [(f + g)2 (f g)2 ] deduce from results on sums, etc, that f g is integrable.

5.7

Dene log x =

x dx 1 x

for x > 0.

(a) Why is this a rigorous denition of log ? (b) Show that log(xy) = log x + log y. [Hint: Substitution] (c) Show that for all > 0, log x < x if x is large enough. [Hint: Consider x1 .] 5.8 Let f : [a, b] R be continuous. Suppose that f (x) 0 for all x [a, b], and b f (c) > 0 for some c (a, b). Show that a f > 0. Deduce that if g : [a, b] R is continuous and x [a, b]. 7
b a

g 2 = 0 then g(x) = 0 for all

6
6.1

Uniform convergence

Dene fn , f : [0, ) R by fn (x) = x/(x + n) and f (x) = 0. Show that: (a) fn f pointwise, (b) fn f uniformly on [0, 2], (c) for all a > 0, fn f uniformly on [0, a], (d) fn does not converge uniformly to f on [0, ).

6.2

Dene fn , f : [0, ) R by fn (x) = nx/(1+nx) and f (x) = 1 (x > 0), f (0) = 0. Show that: (a) fn f pointwise, (b) fn f uniformly on [1, ), (c) for all a > 0, fn f uniformly on [a, ), (d) fn does not converge uniformly to f on [0, ). [Hint: use a standard result on uniform convergence.]

6.3 6.4

Let fn , f, gn , g : [0, 1] R. Show from the denition that if fn f uniformly and gn g uniformly, then 2fn 5gn 2f 5g uniformly. Construct fn , f : [0, 1] R such that for all n, fn (x) is discontinuous at all x [0, 1], such that f (x) is continuous on [0, 1], and such that fn f uniformly on [0, 1]. [Hint: consider functions that dier on the rationals and irrationals.] Let 0 < a < 1 and dene fn (x) = 1 x + x2 x3 + . . . + (1)n1 xn1 .
a

6.5

Show that fn 1/(1 + x) uniformly on [0, a]. By considering a as n . 6.6 6.7 a2 a3 an + . . . + (1)n1 log(1 + a) 2 3 n

fn deduce that

Dene fn , f : R R by fn (x) = x + 1/n and f (x) = x. Show that fn f 2 uniformly. Show that fn f 2 pointwise, but not uniformly. Let f : R R be uniformly continuous. For each n dene fn : R R by
1

fn (x) = f (x + 1/n). Show that fn f uniformly. Deduce that

1

f (x + 1/n)dx
0

f (x)dx. 8