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Applied Analysis
Definitions, Theorems and Problems
SUBRATA PAUL
FALL - 2014
Contents
1. Real Number System
2. Basic Topology
3. Problems on Basic Topology
3.1. Rudins Solution
4. Metric Space
5. Problems on Metric Space
6. Numerical Sequences and Series
6.1. Sequences
6.2. Series
7. Rudins Solution:
7.1. Problems from other sources
8. Compactness
8.1. Problems
9. Continuity
9.1. Completing a Metric Space with an Isometry
9.2. Continuous Function on Compact Sets
9.3. Proofs of the Theorems
9.4. Problems:
10. Differentiation of Single Variable
10.1. Some Problems
11. Sequences and Spaces of Continuous Functions
11.1. Space of Continuous Functions
11.2. Compact Subset of Continuous Function Space
11.3. Proof of the Theorems:
11.4. Problems on Sequence of Functions
12. Differential Calculus and Banach Space
13. Problems on Differentiation
14. List of Problems
14.1. Problems in Norm and Metric
14.2. Cauchy and Compactness
14.3. Compactness
14.4. Continuity
14.5. Sequence of Functions
14.6. Differentiation
1
3
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5
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46
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58
71
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91
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125
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143
145
148
x = y,
y<x
is true.
(ii) If x, y, z S, if x < y and y < z then x < z
An order set is a set S in which an order is defined.
Definition 1.2. Suppose S is an order set, and E S. If there exists an S such
that x for every x E, we say that E is bounded above, and call an upper bound
of E. Lower bounds are defined in the same way.
Definition 1.3. Suppose S is an ordered set, E S, and E is bounded above. Suppose
that there exists an S with the following properties:
(i) is an upper bound of E.
(ii) If < then is not an upper bound of E. Then is called the least upper
bound of E or the supremum of E, and we write,
= sup E
The greatest lower bound, or infimum, of aset E which is bounded below is defined
in the same manner: The statement
= inf E
means that is a lower bound of E and that no with > is a lower bound
of E.
Definition 1.4. An ordered set S is said to have the least-upper-bound property if the
following is true:
If E S, E is not empty, and E is bounded above, then sup E exists in S.
Theorem 1.1. Suppose S is an ordered set with the least-upper-bound property, B S,
B is nonempty, and B is bounded below. Let L be the set of all lower bounds of B. Then,
= sup L
exists in S, and = inf B. In particular inf B exists in S.
Theorem 1.2. There exists an ordered field R which has the least-upper-bound property.
Moreover, R contains Q as a subfield.
1
Theorem 1.3.
(a) Archimedean property: If x R, y R and x > 0, then there is
a positive integer n such that
nx > y
(b) If x R, y R, and x < y, then there exists a p Q such that x < p < y
Theorem 1.4. For every real x > 0 and every integer n > 0 there is one and only one
real y such that y n = x.
2. Basic Topology
Definition 2.1. If there exists a 1-1 mapping of A onto B, we say that A and B can be
put in 1-1 correspondence, or that A and B have the same cardinal number, or briefly,
that A and B are equivalent, and we write A B. This relation clearly has the following
properties
It is reflexive: A A
It is symmetric: If A B, then B A
It is transitive: If A B and B C, then A C.
Any relation with these properties is called an equivalent relation.
Definition 2.2. For any positive integer n let Jn be the set whose elements are integers
1, 2, . . . . . . , n; let J be the set consisting of all positive integers. For any set A, we say:
(a)
(b)
(c)
(d)
A
A
A
A
is
is
is
is
En
n=1
Then S is countable.
Corollary 1. Suppose A is at most countable, and, for evey A, B is at most
countable. Put
[
T =
B
A
Theorem 2.4. Let A be the set of all sequences whose elements are the digits 0 and 1.
This set A is uncountable.
Proof 1. Let E be a countable subset of A, and let E consist of the sequence s1 , s2 , . . . . . . .
We construct a sequence s as follows. If the nth digit sn is 1, we let the nth digit of s be
0, and vice versa. Then the sequence s differs from every member of E in at least one
place; hence s
/ E. But clearly s A, so that E is a proper subset of A.
We have shown that every countable subset of A is a proper subset of A. It follows
that A is uncountable (for otherwise A would be a proper subset of A, which is absurd.)
Theorem 2.5. If p is a limit point of a set E, then every neighborhood of p contains
infinitely many points of E.
Corollary 3. A finite point set has no limit point.
Theorem 2.6. A set E is open if and only if its complement is closed.
1
1
1
A = { } {1 + } + {2 + }
n
n
n
The set A is bounded. The only limit points are 0, 1, 2. 0 is a limit point because any
neighborhood of 0 contains a real number and by Archimedean property there is N such
that 1/n 6= 0 is in the neighborhood. Similarly 1 and 2 are also limit points. Now we
claim that any other point can not be a limit point. Take any point a + m1 in A where
1
a = 0, 1 or 2. Take r = m1 m+1
and observe that the neighborhood Br (a + m1 ) does
not contain any point from A other than itself and hence a + m1 can not be a limit point.
Since the point was chosen arbitrarily, we can conclude that the only three limit points
of A are 0,1,2.
Problem 3.4. Let E 0 be the set of all limit points of a set E. Prove that E 0 is closed.
Prove that E and E have the same limit points. Do E and E 0 always have the same limit
points?
Solution. See Problem 16
5
4. Metric Space
Definition 4.1. Let X be an arbitrary nonempty set. A metric on X is a function
d:X X R
with the following properties
(a) d(x, y) 0 for all x, y X and d(x, y) = 0 if and only if x = y.
(b) d(x, y) = d(y, x) for all x, y X
(c) d(x, y) d(x, z) + d(z, y) for all x, y, z X
A metric space (X, d) is a set X equipped with a metric d.
Definition 4.2. Let (X, dX ) be a metric space and Y X. The metric subspace (Y, dY )
or (X, dX ) is defined by setting dY to be the restriction of dX to the points in Y .
Definition 4.3. If X and Y are sets then the Cartesian product X Y is the set of
ordered pairs (x, y) with x X and y Y . If dX and dY are metrics on X and Y
respectively, then the product metric dXY on X Y is defined by
dXY ((x1 , y1 ), (x2 , y2 )) = dX (x1 , x2 ) + dY (y1 , y2 )
for all x1 , x2 X and y1 , y2 Y .
Definition 4.4. A norm on a linear space X (over a scalar field F) is a function kk :
X R with the following properties:
(a)
(b)
(c)
(1)
is a metric space (X, d) with the normTheorem 4.1. A normed linear space (X, kk)
induced metric
d(x, y) = kx yk
for x, y X. Moreover, the metric is translation invariant and homogeneous i.e. for any
x, y, z X, d(x + z, y + z) = d(x, y) and for any scalar F, d(x, y) = || d(x, y)
Definition 4.5. A sequence (xn ) in metric space (X, d) converges to x X if for every
> 0 there is an N N such that d(xn , x) < for all n N . The sequence is Cauchy if
for every > 0 there is an N N such that d(xm , xn ) < for all m, n N
Definition 4.6. A metric space (x, d) is complete if every Cauchy sequence in X converges to a limit in X. A subset Y of X is complete if the metric subspace (Y, d) is
complete. A normed linear space that is complete with respect to the norm-induced
metric is called a Banach space.
7
Definition 4.7. Let X be a normed linear space. If (xn ) is a sequence in X, then the
n
P
P
xk
converges to x X if the sequence of partial sum (sn ) given by sn =
series
n=1
k=1
converges to x.
Definition 4.8. Let A be a nonempty subset of metric space (X, d). The diameter of A
is
diamA = sup{d(x, y) : x, y A}.
The set A is bounded if its diameter is finite. The distance (x, A) of a point x X from
the set A is d(x, A) = inf{d(x, y) : y A}
Definition 4.9. A topology of a nonempty set X is a collection T of subsets of X such
that
(a) , X T ;
(1) if G T for A, then A G T ;
(2) if Gi T for i = 1, 2, . . . . . . , n, then ni=1 Gi T
We call the pair (X, T ) a topological space.
Definition 4.10. A subset A of (X, T ) is a closed set if and only if its complement,
Ac = X \ A, is open.
Definition 4.11. Let (X, d) be a metric space. The open ball, Br (a), of radius r > 0
and center a X is the set
Br (a) = {x X : d(x, a) < r}.
The closed ball B r , is the set
B r (a) = {x X : d(x, a) r}.
Definition 4.12. A subset G of a metric space X is open if for every x G there exists
an r > 0 such that Br (x) G. A subset F of X is closed if its complement F c = X \ F
is open.
Theorem 4.2. Let (X, d) be a metric space. The set of all open sets is a topology on X
called the metric topology.
Theorem 4.3. Let (X, d) be a metric space.
(a)
(b)
(c)
(d)
(e)
The empty set and the whole set X are both open and closed.
A finite intersection of open sets is open.
An arbitrary union of open sets is open.
A finite union of closed sets is closed.
An arbitrary intersection of closed sets is closed.
P
x=
cn x n .
n=1
10
11
d1 (x, y) = (x y)2 ,
p
d2 (x, y) = |x y|,
d3 (x, y) = |x2 y 2 |,
d4 (x, y) = |x 2y|,
d5 (x, y) = |x y| /[1 + |x y|].
Solution.
d1 (x, y) = (5 + 5)2 = 25 and , d1 (x, z) = d1 (y, z) = 25, and d1 (x, y) d1 (x, z) + d1 (y, z)
That is triangle inequality does not hold. Hence d1 is not a metric.
p
(b) d2 (x, y) 0 and d2 (x, y) = 0 |x y| = 0 |x y| = 0 x = y.
Commutativity is trivial because d2 (x, y) =
p
p
|x y| = |y x| = d2 (y, x)
The triangle inequality comes from the triangle inequality of the absolute value
function,
|x y| |x z| + |y z|
p
p
|x y| |x z| + |y z| + 2 |x z| |y z|
p
p
2
p
|x y|
|x z| + |y z|
d2 (x, y)2 (d2 (x, z) + d2 (y, z))2
d2 (x, y) d2 (x, z) + d2 (y, z)
(c) Assume x = 5 and y = 5 then d3 (x, y) = |52 (5)2 | = 0 though x 6= y. Hence
d3 is not a metric.
(d)
12
Problem 5.3. For f, g : [0, 1] R, let d1 (f, g) = supx[0,1] {x2 |f (x) g(x)|}, d2 (f, g) =
R1
supx[0,1] |f (x) g(x)|, and d3 (f, g) = 0 |f (x) g(x)| dx. Prove that d1 , d2 , and d3 define metrics on the linear space of C([0, 1]) of continuous functions f : [0, 1] R.
x[0,1]
x [0, 1]
Let h(x) = |f (x) g(x)| and so, h(x) 0 for all x [0, 1]. If d3 (f, g) 0 then
R1
h(x)dc = 0. If h(x) 6= 0 for at least one point by the continuity of h in [0, 1] and the
0
R1
property of Riemann Integral 0 h(x)dc > 0 and hence h(x) = 0 for all x [0, 1] which
implies f = g.
Commutativity is obvious because of commutativity of real numbers with usual metric.
Let h C([0, 1]). By the triangle inequality of real numbers under usual metric we know,
for all x [0, 1]
|f (x) g(x)| |f (x) h(x)| + |h(x) g(x)| .
13
Therefore,
Z
Z
|f (x) g(x)| dx
Z
|f (x) h(x)| dx +
14
Problem 5.4. Show that Rn with d(x, y) = kx yk is a metric space, where kxk =
supxi |xi | for i = 1, 2, . . . , n.
Solution. Since |xi | 0 the supremum is also greater than or equal to 0 and hence
d(x, y) 0.
If d(x, y) = 0 then sup i = 1, . . . n |xi yi | = 0. Since |xi yi | 0 for all i = 1, 2, . . . . . . n
we have xi yi = 0 and so xi = yi for all i. Therefore x = y. |xi yi | = |yi xi | implies
d(x, y) = d(y, x)
a =d(x, z) + d(z, x) for some z Rn
= sup |xi zi | + sup |zi yi |
i
|xi zi | + |zi yi | ,
|xi yi | ,
i = 1, 2, . . . . . . n
i = 1, 2, . . . . . . n
15
Problem 5.5. Consider the convergence of sequences (xn ) = (n,1 , n,2 , n,3 , ) to a
point y = (1 , 2 , 3 , ) in `2 . Show that if xn y, then n,i i for i = 1, 2, 3, .
But, construct an example that shows that n,i i for i = 1, 2, 3, does not imply
that xn y. (This is similar to the idea of pointwise convergence not guaranteeing
metric-convergence for sequences of functions.) Consider the Hilbert Cube subspace of
`2 defined by,
H = x = (1 , 2 , 3 , ) : x `2 and |i | 1/i, i = 1, 2, 3, .
Show that a sequence (xn ) in H converges to a point y = (1 , 2 , 3 , ) if and only if
n,i converges to i for i = 1, 2, 3, .
Solution. Solution to 1(a) Let > 0 be given. Since xn y, there exists N N such
that d(xn , y) for all n N .
d(xn , y)
v
u
uX
t
|n,i i |2
i=1
|n,i i |2 2
i=1
|n,i i |2 2 ,
i = 1, 2, 3, . . . . . .
|n,i i |
i = 1, 2, 3, . . . . . .
From above we conclude that, for any given > 0 there is N such that |n,i i |
whenever n > N for all i = 1, 2, 3, . . . . . . and hence n,i i for i = 1, 2, 3, . . . . . .
Solution to 1(b) Consider the sequence (xn ) such that
1 if n = i
n,i =
0 if n 6= i
Fix an i, then n,i 0 because for any , |n,i 0| = 0 < for all n > i. But d(xn , 0) = 1
for all n and hence xn does not converge to 0.
Solution to 1(c) Since Hilbert space is also an `2 space by the proof in 1(a) we know
if xn y then n,i i for all i = 1, 2, 3, . . . . . . .
P
Lemma 1. If s =
i=1 xi converges then for given > 0 there exists an M such that
P
i=M +1 xi < .
P
Proof: The sum convergence if the sequence of partial sum sn = ni=1 xi converges to
s that is for given > 0 there is M such that |s sn | < for all n M . We take
P
|s sM | < which implies
i=M +1 si <
16
d(xn , y) =
2
6
and hence
|n,i i |2
i=1
4
i2
and 4
1
i=1 i2
converges.
P
i=M +1
|n,i i |2 <
2 2
+ = 2
2
2
17
2
.
2
.
2M
Problem 5.6. Let p 1 be a fixed real number. The real space `p is defined such that
P
p
x `p is a sequence of real numbers x = (j ) = (1 , 2 , 3 , ) such that
j=1 |j | < .
For x, y `p , where x = (j ) and y = (j ), let d(x, y) be defined by
!1/p
X
d(x, y) =
|j j |p
.
j=1
P
1/p
p
Show that `p with d defined above is a metric space. (Hint: If
|
|
is
j
j
j=1
finite, then d is a map to R and properties (a) and (b) are clearly satisfied. To show this is
finite, use Minkowskis inequality, which is also useful in proving the triangle inequality.
You do not need to prove Minkowskis inequality.)
P
P
p
p
Solution. Since y = (i ) `p ,
j=1 |j | < and hence
j=1 |j | < . Also
P
p
x = (j ) `p implies
j=1 |j | < . By Minkowski inequality we get,
!1/p
!1/p
!1/p
!1/p
X
X
X
X
p
p
p
p
d(x, y) =
|j (j )|
=
|j + j |
|j |
+
|j |
<
j=1
j=1
j=1
j=1
1/p
P
p
|
|
= 0 |j j | = 0 for all j and hence j = j
d(x, y) = 0 implies
j
j=1 j
for all j. Therefore x = y.
Commutativity of d follows from commutativity of real numbers under usual metric. Now
we will prove the triangle inequality. To do that let z = (j ) `p
d(x, y) =
inf
X
!1/p
|j j |p
j=1
inf
X
!1/p
p
|j j + j j |
j=1
inf
X
!1/p
||j j | + |j j ||p
j=1
inf
X
!1/p
p
|j j |
j=1
inf
X
!1/p
p
|j j |
j=1
=d(x, z) + d(z, y)
Another way to show this is to prove that
kxk =
!1/p
|j |p
j=1
Theorem 1: A normed linear space (X, k.k) is a metric space (X, d) with the norm-induced
metric d(x, y) = kx yk for x, y X. Moreover, the metric is translation invariant and
homogeneous, i.e. for any x, y, z X, d(x + z, y + z) = d(x, y) and for any scalar F,
d(x, y) = || d(x, y).
19
Problem 5.7. Let ` be the space defined by real-valued bounded sequences, i.e., x `
implies x = (i ) = (1 , 2 , ) such that |zetai | cx for all j N where cx 0 is some
real number that may depend on x but not on j. For x, y ` , where x = (i ) and
y = (i ), show that
d(x, y) = sup |j j |
jN
defines a metric on ` .
Solution. First we show that the metric maps to R. Observe that,
d(x, y) = sup |j j | sup(|j | + |j |) cx + cy <
jN
jN
Therefore,
d(x, z) + d(y, z) |j j | + |j j | |j j | ,
j.
20
Solution.
P
21
22
Problem 5.10. Let (xn ) and (yn ) be Cauchy sequences in a metric space (X, d). Show
that (d(xn , yn )) converges whether or not (xn ) and (yn ) converge.
Solution. Let > 0 be given, Since (xn ) is a Cauchy sequence, there exists an N1 N
such that d(xn , xm ) < 2 for all m, n > N1 .
Since (yn ) is a Cauchy sequence, there exists an N2 N such that d(yn , ym ) < 2 for all
n, m > N2 .
d(xn , yn ) d(xn , xm ) + d(xm , ym ) + d(yn , ym )
Which implies
d(xn , yn ) d(xm , ym ) d(xn , xm ) + d(yn , ym ) <
+ =
2 2
23
Problem 5.11. Let (X1 , d1 ) and (X2 , d2 ) be two complete metric spaces. Is the product
metric space X1 X2 complete?
Solution. Take a Cauchy sequence ((xn , yn )) in X Y . For given > 0 there exists an
M such that n, m M implies
dXY ((xn , yn ), (xm , ym )) .
Since dX (xn , xm ) 0 and dy (yn , ym ) 0 we get,
dXY ((xn , yn ), (xm , ym ))
dX (xn , xm ) + dY (yn , ym )
dX (xn , xm ) and dY (yn , ym )
Therefore, the sequences (xn ) and (yn ) in the metric space X and Y respectively are
Cauchy sequences. Since X and Y are complete theses sequences converge. Say xn x
and yn y for some x X and y Y .
Let > 0 be given. xn x implies there exists an N1 N so that dX (xn , x) 2
whenever n N1 . yn y implies that there exists an N2 N so that dY (yn , y) 2 .
Take N = max(N1 , N2 ).
dXY ((xn , yn ), (x, y)) = dx (xn , x) + dy (yn , y) + =
2 2
for all n N . Therefore the sequence (xn , yn ) converges to (x, y). Since (xn , yn ) was
chosen to be an arbitrary Cauchy sequence we can conclude that X Y is a complete
metric space.
24
Problem 5.12. Prove that a metric space X is complete if and only if the intersection
of every descending sequence of closed balls whose radii approach zero consists of a single
point.
Solution. Let (Bn ) be a descending sequence of closed balls and xn be the center of Bn
for all n N. Since diam(Bn ) 0, for given > 0 there exists N such that diam(Bn ) <
for all n N . For m > n > N , Bm Bn and so xm Bn and hence d(xn , xm ) .
So, (xn ) is a Cauchy sequence and hence converges to x X (say) since the space X is
complete.
Now we want to show that x Bn for all n. If not consider there is an m for which x
/ Bm .
Since we are considering a nested sequence of closed balls, xi Bm , i m. So the
subsequence (xi , i m) is contained in Bm . A subsequence of a convergent sequence
converges and since the subsequence is entirely contained in Bm and Bm is closed set, by
definition, the subsequence has to converge to a point in Bm which contradicts the fact
that subsequence of a convergence sequence converges to the same limit point. Hence
T
x Bn for all n and therefore x
n=1 Bn .
T
Suppose there is another point y 6= x in
n=1 Bn . But by the definition of descending
sequence of closed balls limn diam(Bn ) 0. If x 6= y, d(x, y) > 0 say = d(x, y) and
T
hence diam (
n=1 ) which contradicts the definition of descending sequence of closed
balls.
Now we consider that every descending sequence of closed balls whose radii approach
zero consists of a single point and want to prove that X is complete.
Let (xn ) be a Cauchy sequence in X. First we construct a descending sequence of closed
balls.
Since (xn ) is Cauchy there exists an N1 such that for all m, n1 N1 , d(xn1 , xm ) < 21 .
Consider a closed ball B1 = B(xn1 , 1) = {y X : d(y, xn1 ) 1}. So, xm B1 for all
m n1 .
Now take = 41 . So N such that d(xn2 , xm ) < 14 for all m > n2 N . Take N2 =
max(N1 , N ) and that gives, d(xn1 , xn2 ) < 12 and d(xn2 , xm ) < 41 for all m N2 . Construct
a closed ball B2 = B(xn2 , 12 ). We claim that B2 B1 . Take any point xk B2 and observe
that,
1 1
d(xn1 , xk ) d(xn1 , xn2 ) + d(xn2 , xk ) + < 1
2 4
which implies xk B1 and hence B2 B1 .
By induction we can contract such a sequence of closed balls. Suppose d(xnk , xm ) < 21k
1
for all m > nk Nk and consider the closed ball Bk = B xnk , 2k1
and so xm Bk for
25
all m > Nk . Again since (xn ) is Cauchy there is N so that m > nk+1 N we have
1
d(xnk+1 , xm ) < 2k+1
. Take Nk+1 = max(Nk , N ) to assert both d xnk , xnk+1 < 21k and
1
d(xnk+1 , xm ) < nk+1
for all m > Nk+1 . Now construct the closed ball Bk+1 = B(xnk+1 , 21k ).
We claim that Bk+1 Bk and it is direct consequence of the triangle inequality.
Therefore we have a descending sequence of closed balls Bk whose radii 21k approaches
zero and by the hypothesis the intersection of all the closed balls consists of a single point,
say (x X). We want to show now that x is the limit point of the subsequence (xnk ).
Since x Bk for all k and xnk is the center of Bk we can write d(xnk , x) < 21k . By
comparison d(xnk , x) 0 as k and hence xnk converges to x. From elementary
analysis we know if a subsequence of a Cauchy sequence converges then the sequence
itself converges to the same point (Proof as lemma is given bellow)
Since (xn ) is chosen to be arbitrary Cauchy sequence we can assert that any Cauchy
sequence in X converges and hence X is complete.
Lemma. If a subsequence of a Cauchy sequence converges then the sequence converges.
Proof: Let (xn ) is a Cauchy sequence in the metric space (X, d) and (xnk ) is a subsequence
that converges to x X. Let > 0 be given. Since the sequence is Cauchy, there exists
an N1 such that d(xn , xm ) < 2 for all m, n N1 . Also since the subsequence converges
to x, there is K such that d(xnk , x) 2 for all k K. Let N = max(N1 , K). By triangle
inequality,
d(xn , x) d(xn , xnk ) + d(xnk , x) <
since nk k > N . Therefore (xn ) converges to x.
26
Problem 5.13. For f, g : [0, 1] R, let d1 (f, g) = supx[0,1] {x2 |f (x) g(x)|}, d2 (f, g) =
R1
supx[0,1] |f (x) g(x)|, and d3 (f, g) = 0 |f (x) g(x)| dx. Prove that (C([0, 1]), d1 ) is
not complete but (C([0, 1], d2 ) is complete (this requires recalling some useful results from
elementary analysis that we will revisit in more generality in lecture 4). Since these
metrics can be defined by norms, one choice of norm produces a Banach space, while the
other does not (this happens on infinite dimensional spaces where norms are not always
equivalent). If we use d3 is the resulting metric space complete?
Solution.
(1) To show that (C([0, 1]), d1 ) is not complete we have to show that there
is a Cauchy sequence that does not converge in C([0, 1]).
Consider the sequence of (fn ) continuous functions
fn = (1 x)n
Then,
d(fn , fm ) = sup {x2 |(1 x)n (1 x)m |} = sup {x2 |(1 x)n |} = sup {x2 (1 x)n }
x[0,1]
x[0,1]
x[0,1]
x [0, 1]. If we can show that fn f uniformly, then from elementary analysis, f
is continuous on [0, 1] and d(fn , f ) has meaning. We use the result from example
1.25 in the text that says:
Example 1.25 If {xn, R|n N, A} is a set of real number indexed by the
natural numbers N and an arbitrary set A, then
h
i
sup lim inf xn, lim inf sup xn,
A
x[0,1]
m x[0,1]
x[0,1]
27
Since (fn ) is Cauchy in (C([0, 1]), d2 ), there exists N such that n, m > N implies
d2 (fn , fm ) < , which implies fn f uniformly. Moreover, this proves that
fn f in (C([0, 1])).
28
Problem 5.14. Prove that a discrete metric space X is separable if and only if X is
countable. (A discrete metric space is any set X with the discrete metric d(x, y) = 0 if
x = y and d(x, y) = 1 if x 6= y.)
Solution. By the definition of separable space X to be separable has to contain a countable, dense subset. In the discrete metric space no proper subset is dense in X because
if we take a proper subset A of X then there is a point a X \ A and since all the convergent sequence in discrete metric space are the constant sequence there is no sequence
in A that converges to a
/ A. So, the only dense subset of X is the space itself and by
definition, to be separable it has to be countable.
If X is countable then X is the countable dense subset of X and hence it is separable.
29
Problem 5.15. Prove that ` is not separable, but `p with 1 p < + is separable.
Prove that `p with 1 p + is complete.
Solution.
(1) Let y = (j ) be a sequence of 0s and 1s. Then y ` . With y we
associate the real number y with the decimal expansion of 0s and 1s given by
y = 0.1 2 3 . . . . . . . By the previous problem, there are an uncountable number
of such y ` . Furthermore, the metric on ` restricted the subset of such y is
the discrete metric, so by one of the examples from class ` cannot be separable.
(2) Let A denote the set of all sequences of the form y = (1 , 2 , . . . . . . , n , 0, 0, . . . . . . )
where i Q for each i. By the proposition that Cartesian product of countable
sets is countable we have that A is countable. We want to show that A is dense
P
p
in `p . Suppose x = (i ) be as sequence in `p . Therefore
i=1 |i | is finite. A
P
series converges if the sequence of the partial sum sn = nj=1 |j |p converges to
P
Pn
p
the sum of the series. Therefore the sequence
i=n+1 |i | = s
i=1 |i | P 0.
P
p
Therefore for any given > 0 there is N N such that i=n+1 |i |p < 2 for all
n N.
Consider a sequence y A such that y = (1 , 2 , . . . . . . , N , 0, 0, . . . . . . ) where
for all i = 1 . . . . . . N . Such a sequence exists because Q is dense
|i i | <
p
2pN
in R. Observe that,
!1/p
!1/p
1/p
X
X
X
p p
p
p
p
<
=
d(x, y) =
|i i |
=
|i i | +
|i i |
+
2
2
i=1
i=1
i=N +1
Therefore for any given , any ball B (x) contains a point y of A and hence A is
dense in `p .
We conclude that `p is separable.
(3) We consider two cases. First we will prove completeness of `p for 1 p < and
then we will prove for ` .
Let (xn ) be a Cauchy sequence in `p where xn = (n,i ). Let > 0 be given.
There exists an N N such that d(xn , xm ) < for all n, m N . That is
!1/p
X
|n,i m,i |p
<
i=1
Which implies,
(5.1)
i=1
i=1
Since the sum is finite and true for all m, n N we can take the limit m
to get,
k
X
(5.2)
|n,i i |p < p
i=1
Since the above inequality is true for every k we can take k and that
P
p
p
implies the sequence
i=1 |n,i i | < and hence xn y ` . Writing
y = (y xn ) + xn and using Minkowskis inequality we can write
|i |p <
i=1
p
and hence y ` .
Now we want to prove that xn y. To show that we use the equation (5.2).
!1/p
X
d(xn , y) =
|n,i i |p
<
i=1
Thus, for each fixed j N, and n, m > N , |m,j n,j | < , so for fixed j, (n,j )
is a Cauchy sequence of real numbers. By the completeness of R, these sequences
converge for each j. Let (j ) denote the sequence x defined by the term-wise limit
of each of these Cauchy sequences of real numbers. We show that x ` and
xn x. For each j, we have the following inequalities
|j | |n,j | |j n,j | |j m,j | + |j n,j | .
There exists an N such that for n, m > N we have |xij m,j | < 2 and |j n,j | <
, so |j | |n,j | . Fix any n > N , and observe that xn ` implies there
2
exists real number cn such that |n,j | < cn for each j, so
|j | + cn .
The bound does not depend on j, so x = (j ) ` . We also have that d(x, xn ) <
for n > N from the previous inequality since does not depend on j, which shows
xn x. Since (xn ) was an arbitrary Cauchy sequence, ` is complete.
31
Problem 5.16. Let E 0 be the set of all limit points of a set E X where (X, d) is a
metric space. Prove that E 0 is closed. Prove that E and E have the same limit points.
Do E and E 0 always have the same limit points?
Solution.
(1) If the set of limit point of E 0 is empty then we have nothing to prove.
Let x be a limit point of E 0 . For any given > 0 the open ball B (x) contains a
point y 6= x of E 0 . So y is a limit point of E. d(x, y) < and so d(x, y) > 0.
The ball centered at y and radius d(x, y) contains a point z E and so
d(y, z) < d(x, y). So,
d(x, z) d(x, y) + d(y, z) < d(x, y) + d(x, y) = .
Which implies that for any > 0 the open ball B (x) contains a point of E and
hence x is a limit point of E. Therefore we conclude that x E 0 and hence E 0 is
closed.
(2) Suppose x is a limit point of E. Then there is a sequence (xn ) E such that
xn x. Since E E we have (xn ) E and together with the fact that xn x
in E we conclude that x is a limit point of E.
Now assume x is a limit point of E. For any given > 0 the open ball B (x)
contains a point of y E. If y E then we have nothing to prove if not then
y E 0 . Similarly above we can show that there is a point zE such that d(x, z) <
and hence B (x) contains a point of E other than itself. Hence x is a limit point
of E. Therefore we conclude that E and E have the same limit points.
(3) NO! Consider X = R with usual metric and E = 1, 21 , . . . . . . n1 . . . then E 0 = {0}.
The limit only limit point of E is 0 and E 0 does not have any limit point.
32
(b) If B =
i=1 Ai , prove that i=1 Ai B. Show, by an example, that this inclusion can
be proper.
Solution.
33
Problem 5.18. Is every point of every open set E R2 a limit point of E? Answer the
same question for closed sets in R2 .
Solution: Every point of an open set is a limit point of E because for each x E and
there exists r > 0 such that Br (x) E and each of these balls contains an infinite number
of points on x2 .
It is not true for closed set. Consider the singleton set E = {(0, 0)}. It does not have
any limit point that is E 0 = and clearly E 6=
34
Problem 5.19. Let E o denote the set of all interior points of a set E.
(a)
(b)
(c)
(d)
(e)
Solution.
(1) If x E o then, by definition of interior point, there is an neighborhood
of x that is contained entirely in E. Assume that the ball B (x) E. Take
any point y B (x) and x 6= y. The open ball centered at y and radius =
d(x, y) > 0, written as B (y) is entirely contained in B (x) and hence B (y) E.
Since y is an arbitrary point, we conclude that all the point in B (x) are interior
points of E, so B (x) E o . This implies that x is an interior point of E o . Since
x was chosen to be arbitrary, we conclude that E o is an open set.
(2) First assume that E is open. By definition, for every point there is an open neighborhood that is entirely contained in E. Then all the points of E are interior
points that is if x E then x E o or in other words E E o and by definition
of a set of interior point E o E and hence E = E o .
Now assume that E = E o . By proof (a) E o is open and hence E.
(3) Take any x G. Since G is open there is a ball B (x) contained in G that
is B (x) G E. Which tell us that for every point of G there is a open
neighborhood that is entirely contained in E and hence all the points of G are
interior points of E and hence G E o .
(4) We have proved that E o is open. So in the topological space induced by the
metric, we can write E o as arbitrary union of open intervals G where A
S
where A is an index set. So, E o = A G by De-Morgans law,
\
(E o )c =
Gc .
A
35
36
Problem 5.21. Prove that every separable metric space has a countable base.
Solution. Let A = {xi }
i=1 denote a countable dense subset of X. For each n N and
r Q+ let Vn,r = Br (xn ). Note that {Vn,r } is countable.
Consider any nonempty open set G X. For each x G, there exists x > 0 such
that Bx G. The open ball B 2x (x) contains a point xm for some m, and there exists
r Q+ such that r < 2x implying Br (xm ) Bx G. Thus, G can be written as the
union of balls of rational radii centered at the points of a countable dense subset. This
implies {Vn,r } is a countable base for the metric-topology.
Problem 13.5 A metric space (X, d) is separable if and only if it is second countable.
Solution: Since a metric space is also a topological space, the above shows that separable implies second countable. Now we will prove that if X is second countable then it is
separable.
Since X is second countable, by definition, the metric topology has a countable base
S
B = G with G 6= . Now form a subset E taking one element from each G . So E is
countable. Let x X be any point and for any > 0, B be a neighborhood of x. Since
B (x) is open, by the definition of countable base there is a collection a B such that
S
B (x) = G . Therefore B (x) contains a point of E and hence E is a countable dense
subset of X and therefore X is separable.
37
Problem 5.22. Prove that any uncountable set with the discrete metric is not second
countable.
Solution. Let (X, d) be an uncountable metric space with the discrete metric. Every
point of X is also an open set, so every point is a neighborhood. So the metric topology
is uncountable and hence does not have a countable base implying that it is not second
countable.
38
39
Problem 5.24. Let E be the set of all x [0, 1] whose decimal expansion contains only
the digits 4 and 7. Is E countable? Is E dense in [0, 1]? Is E compact? Is E perfect?
Solution.
(1) E is not countable.
To see this we use same argument as cantor diagonalize argument. Assume that
E is countable. Then we have an ordering of the elements of E : {xn }nN . Write
out the decimal expansion of xn as y1n y2n . . . . . . yjn . . . where yjn represents the jth
digit of xn . Let z have the decimal expansion given by zj = 4 if yjj = 4 and zj = 7
if yii = 4. Then z E but z 6= xn for any n, contradiction.
(2) E is not dense in [0, 1]
0 [0, 1] however B0.1 (0) does not contain any point of E because B0.1 (0) =
(0, 0.1) and all the point inside the ball has decimal expansions beginning with a
0 and thus are not in E. Therefore 0 is not a limit point of E so E is not dense
in [0, 1].
(3) E is compact:
If x
/ [0, 1] then r = min{d(x, 0), d(x, 1)} > 0 then Nr (x) E = . Now suppose
x [0, 1] \ E. Then the decimal expansion of x has some digit which is not a 4 or
a 7. Let d1 d2 . . . . . . denote the decimal expansion of x. Let k be the lowest index
such that dk 6= 4 or 7.
1
Now let r = 10k+2
. Then Br (x) only contains elements which either have dk as
th
their k digit or they have 9 as their k + 1th digit. Both of these conditions ensure
that the element of Br (x) is not an element of E. Therefore x is not a limit point
of E. Therefore E contains all of its limit points and is closed.
Since E [0, 1], it is bounded. By Heine-Borel theorem E is compact.
(4) E is not perfect:
The answer to this question kinda depends on how one interpret E. If it is allowed
to have points like 0.4 = 0.4000000 . . . which can be written with or without 0s
then E is not perfect because 0.4 is not a limit point because B0.1 (0.4) does not
contain any points of E except for 0.4 because every point in (0.39, 0.41) either
has a 3 as its first digit or has a 0 as its second digit and has non-zero digits
following that 0 if it is not exactly 0.4. Therefore E is not perfect.
On the other hand, if you interpret this question such that 0.4000 . . . is not included in E and the only elements in E are infinite expansions where all of the
infinite decimal places are either 4 or 7 then every point in E is a limit point
because:
For every > 0 there exists an N such that 101N < . Then for a given x E we
want to find a y E such that y B (x) and y 6= x. We construct such a y by
letting its first N digits be the same in x. Then let the N + 1st digit be different
from x(if x has a 4 then y has a 7 and vice versa) and let all the other digits be
40
same. Then
1
<
10N +1
10N
so y B (x) so since was arbitrary, x is a limit point of E. So this proves that
all the points of E which are infinite sequence of 4s and 7s are limit points of E
so if this is all of E then E is perfect.
|x y| =
41
<
Problem 5.25. Below, A and B are sets in metric space (X, d).
(a) If A and B are disjoint closed sets prove that they are separated.
(b) Fix p X, > 0, define A = {q X : d(p, q) < } and B = {q X : d(p, q) > }.
Prove that A and B are separated.
(c) Prove that every connected space with at least two points is uncountable.
Solution.
(1) Since A and B are closed, A = A and B = B. Also given that
A B = . So, A B = A B = and A B = A B = . Hence A and B are
separated.
(2) Note that A and B are disjoint open sets. Let E = B c = X \ B. Since E is closed
and A E, by the definition that closure is the smallest closed subset containing
the set we have A E. Since E B = we have A B = . Similarly we can
show that A B = . Therefore, A and B are separated.
(3) Consider x, y X with x 6= y, and d(x, y) > 0. For (0, ), since X is
connected there exists z X such that d(x, z) = or else X is separated by (a)
and (b) with point p = x or y. Thus there exists some subset of X that can be put
with one -one correspondent with [0, ] R. Which implies X is uncountable.
42
44
Problem 5.27. Give an example of matrix space that is separable but not second countable.
Solution. The space R` defined by the topology to be the collection of set of the form
[a, b). R` is first countable because for any element x R consider the basis [x, n1 ) which
is countable. Also the set of rational number is dense in R` which is countable and hence
R` is separable. But we will show that R` is not second countable.
Let B be a basis for R` . Choose for each x, an element Bx B such that x Bx
[x, x + 1). If x 6= y, then Bx 6= By , since x = inf Bx and y = inf By . Therefore, B must
be uncountable.
Problem 5.28. Any open set in R can be written as countable union of open intervals.
Solution. Suppose O be an open subset of real numbers. For each rational number r,
define the interval Ir to be the largest open interval containing r that is a subset of O (it is
possible of course that if r is not in O then Ir is empty, so in this case we simply ignore this
r). More particularly, if we define ar = inf{x : [x, r] O} and br = sup{x : [r, x] O},
then Ir = (ar , br ). Since the rationals are a countable set, the collection {Ir : r Q} is a
countable collection of intervals.
Of course they need not be disjoint. However it is true that if s is rational and x Ir
then Is = Ir . This follows by noting that since Is is the largest open interval containing
s that is a subset of O, and since s Ir , an open interval that is a subset of O, Ir Is .
Since then we have that r Is the same argument shows that Is Ir . It is also true that
if s and r are rational and s
/ Ir then Is Ir = . To see this suppose that x Is Ir .
Since Is and Ir are both open intervals, so is Ir Is . Since Ir is the largest open interval
containing r and a subset of O, Ir Is Ir . But this implies that s Ir contradicting
our hypothesis. Therefore, we conclude that Is Ir = . Together, this implies that given
two intervals Is and Ir that they are either disjoint or identical.
By removing duplicates in {Ir : r A}, we arrive at a sequence of disjoint intervals
S
S
S
{Ik }
k=1 such that
k=1 Ik . Since
k=1 Ik . It remains only to show that O =
rQ Ir =
S
by construction, each Ik O, k=1 Ik O. Now let x O. Since O is open there is a
natural number n such that (x n1 , 1 + n1 ) O. By the density or the rationals in the
reals, there is a rational number r (x n1 , x+ n1 ), and so by construction the largest open
interval containing r that is a subset of O will have to include the interval (x n1 , x + n1 ).
S
S
Hence x Ir for this r, and so x
k=1 Ik , and we conclude that O =
k=1 Ik .
45
lim bn
if {xn }isboundedabove
lim sup xn = n
n
otherwise
Theorem 6.3. Let {xn } be a sequence of real numbers. Let E be the set of all y in R
such that y is a limit of a subsequence of {xn }. Then,
lim sup xn = sup Eand lim inf xn = inf E
Here inf E and sup E are in the extended metric R
Theorem 6.4. Let {xn } be a sequence of real numbers. xn x for some x R if
lim sup xn = x = lim inf xn
Theorem 6.5. If {xn } and {yn } are sequences in R such that xn yn for all n N
and some N N, then,
46
(3) lim n n = 1
Theorem 6.6.
n
n
(1+p)
n
=0
(6) If |x| > 0 then lim |x|n = if x > 1 and does not exists if x 1
n
6.2. Series
Definition 6.3. Let {an } be a sequence of complex numbers. The formal sum a1 + a2 +
P
a3 + . . . + an + . . . . . . which can be written as
k=1 ak is called an infinite series or
simply a series.
With the above infinite series we associate another sequence called the sequence of
P
partial sums of the series denoted by {sn } and defined by sn = nk=1 .
P
We say the series
k=1 ak converges to a real number s or has the sums iff the associated
sequence {sn } of partial sum converges to s. Otherwise that is if {sn } diverges we say
P
that the series
k=1 ak diverges.
P
Theorem 6.7. The series
n=1 an converges if and only if for every there is a positive
P
integer N such that if m > n > N then | m
j=n aj | < .
P
Theorem 6.8. If
an converges then an 0
Note that this theorem doesnt day if an 0 then the sum converges rather the contrapositive is true that is if an doesnt tends to zero then the sum doesnt converge.
Theorem 6.9. A series of non negative terms converges if and only if its sequence of
partial sums is bounded.
Theorem 6.10 (Comperison Test).
(1) Let |an | < cn , n N0 , where N0 is some
P
P
fixed integer, and if
cn converges, then
an converges.
P
P
(2) Let an dn 0, n N0 , and, if
dn diverges, then
an diverges.
P
k
Theorem 6.11. The series
k=0 x is convergent if and only if |x| < 1. If |x| < 1 then
P k
1
k=0 x = 1x
Theorem 6.12 (Cauchy Condensation Test). Suppose {an } is a non increasing sequence
P
n
of nonnegative terms then
n=1 an converges if and only if 2 a2n converges.
P 1
Theorem 6.13.
converges if p > 1 and diverges if p 1
np
47
X
n=2
1
n (log n)p
cn z n ,
n=0
is called a power series. The numbers cn are called the coefficients of the series; z is a
complex number.
P
Theorem 6.17 (Radius of convergence). Given the power series
cn z n , put
p
1
= lim sup n |cn |, R = ,
n
P
(If = 0, R = +; if = +, R = o.) Then
cn z n converges if |z| < R and
diverges if |z| > R
Theorem 6.18 (Summation by Parts). Given two sequences {an } and {bn }, put
An =
n
X
ak
k=0
an b n =
n=p
q1
X
n=p
7. Rudins Solution:
Problem 7.1. Prove that convergence of {sn } implies convergence of {|sn |}. Is the
converse true?
Solution. Let > 0 be given. Since {sn } converges, it is a Cauchy sequence and so there
exists natural number N such that n, m N implies |sn sm | < . We have
||sn | |sm || |sn sm | <
for all n, m N . Hence the sequence {|sn |} is also a Cauchy sequence and therefore
converges in the complete metric R.
Problem 7.2. Calculate lim
Solution.
n2 + n n
n2 + n n =
n
1
=q
n2 + n + n
1 + n1 + 1
1
2
2, and
sn+1 =
2+
sn ,
(n = 1, 2, 3, . . . . . . )
It is obvious that s1 = 2 < 2 + s1 = s2 . Now assume that s1 < s2 < . . . < sn < 2
then,
q
q
s2m =
s2m1
,
2
s2m+1 =
1
+ s2m .
2
We see the sequence have two subsequences corresponding to the even and odd numbered
terms
2m + 1
1 3 7 15
1
0, , , , , . . . s2m1 =
=1 m
m
2 4 8 16
2
2
2m 1
1
1 3 7 15
1
s2m = m+1 = m
0, , , ,
4 8 16 32
2
2 2
Solution: We shall prove by induction that
(7.1)
s2m =
1
1
m,
2 2
s2m+1 = 1
1
2m
lim sup sn = 1,
n
Problem 7.5. For any tow real sequences {an } and {bn } prove that
lim sup(an + bn ) lim sup an + lim sup bn
n
subsequence {ank } such that ank that is for every M R there is an integer N1
such that nk N1 implies ank M M1 . Therefore ank + bnk M M1 + M1 = M .
Which implies that ank + bnk and so lim sup(an + bn ) = .
n
Now suppose one of the term in the right side is then other term has to be bounded bellow by M1 (say). Without loss of generality assume that lim sup an = . So, there exists
n
a subsequence {ank } of {an } such that ank . Let M be any given real number. There
exists n N such that ank M M1 for all nk N . Hence ank +bnk M M1 +M1 = M .
So there is a subsequence of ank + bnk and hence lim sup(an + bn ) = .
n
50
lim sup bn = . Fix any > 0. There exist natural numbers N1 and N2 such that
n
n N1 implies an < +
Then n N implies
2
for all but finitely many n. Thus every sub-sequential limit of {an + bn } is bounded above
by lim sup an + lim sup bn , and in particular,
n
(a) an = n + 1 n;
n
(b) an = n+1
;
n
n
n
(c) an = ( n 1) ;
1
(d) an = 1+z
n , for complex values of z.
an if
Solution.
(a)
1
1
( n + 1 n)( n + 1 + n)
an =
=
( n + 1 + n)
( n + 1 + n)
2 n+1
P 1
P
diverges and so 1
1 . By the comparison test
We know that the series
2
n
n+1
P
the given series
an diverges.
(b)
1
1
1
|an | =
3/2
n
n2 n
n( n + 1 + n)
P
By comparison test
an converges.
(c) We use the root test. n an = n n 1 and thus lim sup n an = 0 < 1. So by the
n
an n1 0, it follows that
Solution. Since
an 1
1 1
1
n 2 an + n 2 = 2 an + n 2
P
P 1
Since
an and
both converges we conclude by the comparison test that the series
n2
P an
converges.
n
51
Problem 7.8. If
P
an bn converges.
b b if {b }ismonotonically increasing.
n
n
cn =
bn b if {bn }ismonotonically decreasing.
Then {cn } is monotonically decreasing sequence and lim cn = 0. Therefore
verges.
If {bn } is monotonically decreasing, we have, for all N N
N
X
an b n =
n=1
N
X
an c n + b
n=1
N
X
an cn con-
an .
n=1
an b n =
n=1
N
X
an c n b
n=1
N
X
an .
n=1
In both cases, both the term in the right side converge and hence
an bn converges.
P
Problem 7.9. Suppose that the coefficients of the power series
an z n are integers,
infinitely many of which are distinct form zero. Prove that the radius of convergence is
at most 1.
Solution. Since cn 1 which implies n cn 1 for all but finitely many n. So, =
lim sup 1 and therefore the radius of convergence R = 1 1
n
P
Problem 7.10. Suppose an > o, sn = a + 1 + + an , and
an diverges,
P an
(a) Prove that
diverges.
1+an
P an
aN +1
+k
(b) Prove that sN +1 +. . . + asNN+k
1 sNsN+k and hence deduce that
converges.
s2n
P an
an
1
1
converges.
(c) Prove that s2 sn1 sn and deduce that
s2n
n
(d) What can be said about
X an
X
an
, and
1 + nan
1 + n 2 an
P an
converges. That means that
Solution.
(a) We assume to the contrary that
1+an
an
1
0 which implies 1 +1 0 which is possible only if a1n an 0.
1+an
an
an
a2n
an
=
<
1 + an
1 + an
1 + an
which implies
an
.
1 + an
P
P an
So, by comparison test an converges which is a contradiction and hence
1+an
does not converge.
0 < an <
52
sN +1
sN +k
sN +k
sN +k sN
=
sN +k
sN
=1
sN +k
Since sn does not converge for a fixed N we can choose k large enough so that
NP
+k
ak
sN
1
and
so
the
partial
sum
12 which is true for any choice of N .
sN +k
2
sk
k=N +1
Therefore the sequence of partial sum of { asnn } does not form a Cauchy sequence
and so does not converge.
(c) We observe that for n 2,
1
sn1
Also,
1
sn sn1
an
an
=
=
2
sn
sn sn1
sn sn1
sn
X
1
1
1
1
1
= .
sn1 sn
s1 s
a1
n=2
1 + nan
1+
which implies,
an
1
1 + nan 1 + n .
Again, by comparison test the series does not converge.
P an
However the series
converges. For example let an = n12 if n is not a
1+nan
perfect square and an = 1n if n is a perfect square. For a nonsquare term,
an
1
= 2
1 + nan
n +n
53
1
1
2.
2
n
+n
P an
converges.
Hence by comparison test, the series
1+n2 an
1
an
an converges. Put
rn =
am .
m=n
am
an
rn
+ ... +
>1
rm
rn
rm
P an
if m < n, and deduce that
diverges.
rn
(b) Prove that
an
< 2( rn rn+1 )
rn
P an
Solution.
ak
rk
>
ak
.
rm
am
an
am + + an
rm rn
rn
+ ... +
>
=
=1
.
rm
rn
rm
rm
rm
P
P
Since the series an converges and suppose an = s, then the sequence of partial
sum sn converges to s. Fix an m N, there exists N such that |s sn1 | < r2m
for all n > N . But
rm
rn
1
< .
|s sn1 | <
2
rm
2
n
P
P an
an
Therefore, for any m we can find an n such that
> 21 . Hence
is not
rn
rn
k=m
convergent.
(b)
rn+1
an
an
< 2( rn rn+1 ).
rn
54
converges
n . Therefore
( rn rn+1 ) = r1 . Hence the series
rn
Since
n=1
P
sequence with limit 0, then the alternating series
(1)n+1 an converges. If S denotes
n=1
its sum and sn denotes its nth partial sum, we also have the inequalities
0 < (1)n (S sn ) < an+1
Proof 2. The subsequence of partial sum s2k is increasing because
s2k+2 s2k = a2k+1 a2k+2 > 0.
Similarly the subsequence of partial sums s2k1 is decreasing, because,
s2k+1 s2k1 = a( 2k) + a2k+1 < 0.
Observe that,
s2k = a1 (a2 a3 ) . . . . . . (a2k2 a2k1 ) a2k < a1
and so the sequence {s2k } is also bounded above by a1 . Therefore s2k converges. Now
s2k1 = s2k + a2k
and it follows that
lim s2k1 = lim s2k + lim ak = lim s2k .
and
k 1.
We have,
0 < S s2k s2k+1 s2k = a2k+1 |S s2k | a2k+1
55
and,
0 < s2k1 S s2k1 s2k = a2 k |S s2k1 | a2k .
Putting these last two equations together gives the result
|S sn | an+1 ,
n N.
P
the series
(1)n+1 an diverges.
n=1
if n is odd
if n is even
Obviously,
X
an =
X1
n
n
12
n
if n is odd
if n is even
56
8. Compactness
In this section we define compactness of a subset of a metric space. For subsets of real
number compactness is simply being closed and bounded. We start with definitions and
theorems.
Sequentially Compact: A subset K of a metric space (X, d) is sequentially compact if
every sequence in K has a convergent subsequence whose limit belongs to K. If K = X,
then X is said to be sequentially compact and every sequence in X has convergent subsequence.
8.1. Problems
Problem 8.1. Let f : A R R have the property that for every x A there is an
> 0 such that
f (t) > if t (x , x + ) A.
Show that if the set A is compact, then there is some c > 0 such that f (x) > c for all
x A.
S
Solution. Observe that xA (Bx (x)) covers A. Since A is compact there is a finite
S
subcover, say, ni=1 Bi (xi ). (Here we write xi as i for notational simplicity). In each
ball Bi = Bi (xi ) that for each 1 i n, we have, f (t) > i if t (xi i , xi + i ).
Take c = min{i }ni=1 . Let x be any point in A. x Bi for some 1 i n. Therefore,
f (x) > i c. So, we conclude that f (x) > c for all x A.
58
59
Problem 8.3. Let (X, d) be a metric space. Let {K1 , K2 , . . . , Kn } be a set of compact
subsets of X. Prove that ni=1 Ki is a compact subset of X. Let {K } be a set of compact
subsets of X. Prove that K is a compact subset of X.
S
S
Solution. Let G = G be a cover for Y = ni=1 Ki . Since Ki Y , for each
S
1 i n, the set G Ki is a cover for Ki . Since each Ki is compact there is a
Si
S
finite subcover Gi = kj=1
Ki Gj of Ki for each i. Take Gf = ni=1 Gi . We claim that
Gf is the finite subcover of Y corresponding to the cover G.
Let x Y , then x Ki for some 1 i n consequently x Gi and hence x Gf .
Therefore Y Gf showing that Gf is a cover.
Since each of Gi is a finite subcover, Gf being a finite union of them is also finite collection of sets that covers Y .
Hence Y =
Sn
i=1
Ki is compact.
60
Problem 8.4. Let (X, d) be a metric space with the discrete metric d. What subsets of
X are compact?
Solution. Only the finite subsets in a discrete metric are compact. A finite subset of
discrete metric is complete and also totally bounded because for any > 0 the net is
finite and hence compact.
Now we want to prove that a compact set A in discrete metric is finite. If not, let (xn )
be a sequence such that xn 6= xk for any n 6= k, infiniteness of the set A make it possible
to form such sequence. The sequence (xn ) has no convergent subsequence since only convergence subsequence in discrete metric is the constant sequence which is a contradiction.
Therefore we conclude that only a finite subset in a discrete metric is compact.
61
Problem 8.5. Describe an open cover of the open unit square {(x, y) : 0 < x < 1, 0 < y < 1}
that has no finite subcover.
Solution. The open cover
G=
B1
1
n+1
((0, 0))
nN
S
has no finite subcover. For an instant suppose it has a finite subcover Gf = nA B1 1 ((0, 0)).
n+1
1
Since A is finite there is a maximum say m. Any point in R2 , 1 m+2
distance away
from the origin does not contained in Gf and hence Gf can not be a cover.
62
Problem 8.6. Let (xn ) be a sequence in a metric space (X, d) that converges to a limit
x. Show the set {x1 , x2 , x3 , } is compact.
Solution.
63
Problem 8.7. Show that the product of two compact metric spaces with the product
metric is a compact metric space.
64
Problem 8.8. Let a, b R and a < b. Show that any closed ball in C([a, b]) is not compact with the metric d(f, g) = supx[a,b] |f (x) g(x)| for f, g C([a, b]). Hint: Sequential
compactness and compactness are the same on a metric space (theorem from lecture 2)
and there are some really nice examples of sequences with no convergent subsequence
within the unit ball centered at zero from which we can easily extend these examples to
any closed ball centered at any point (i.e., continuous function) by simply translating and
scaling these examples as necessary. The so-called tent functions of Example 2.13 are
one such sequence. The sequence {sin(2n x/(b a))} is another (easy) one (you can also
use {sin(nx)}). Also, the sequence {([x a]/b)n } works. None of these sequences converge with respect to this metric even though you can find the pointwise limits. Can you
prove this for each one? What this is saying is that a sequence of continuous functions
taken from a closed and bounded subset of continuous functions on a compact space is
not enough to guarantee that this subset is itself compact. Additionally, we can show that
C([a, b]) is complete (lecture 4), so the issue here is that the space is not totally bounded.
Once we show that C([a, b]) is complete, then any of the sequence examples shows the
space is not totally bounded (why? see a specific theorem in lecture 2).
65
Problem 8.9. Prove that every compact metric space K has a countable base, and that
K is therefore separable. Hint: For every positive integer n, there are finitely many
neighborhood of radius 1/n whose union covers K.
66
67
Problem 8.11. Let E be the set of all x [0, 1] whose decimal expansion contains only
the digits 4 and 7. Is E compact?
68
Problem 8.12. Let X be a metric space in which every infinite subset has a limit point.
Prove that X is separable and compact. Hint: Once we have that X is separable, then
from the lecture 1 examples, we have the existence of a countable base, so any open cover
of X has a countable subcover. Now prove by contradiction assuming that the countable
subcover does not have a finite subcover.
69
Problem 8.13.
(a) If X is a compact metric space and if {pn } is a Cauchy sequence
in X, then {pn } converges to some point of X
(b) In Rk every Cauchy sequence converges.
Solution. Supporting Materials
(a) If E is the closure of a set E in a metric space X, then
diam E = diam E.
(b) If Kn is a sequence of compact sets in X such that Kn Kn+1 (n = 1, 2, . . . . . . )
and if
lim diam Kn = 0,
n
T
then 1 Kn consists of exactly one point.
If {pn } is a sequence in X and if EN consists of the points pN , pN +! , pN +2 , . . . . . . , it is
clear from the definition of Cauchy sequence and diameter of a set that {pn } is a Cauchy
sequence if and only if
lim diam EN = 0
n
Proof
(a) Let {pn } be a Cauchy sequence in the compact space X. For N = 1, 2, 3, . . . . . . ,
let EN be the set consisting of pN , pN +1 , . . . . . . . Then
(8.1)
lim diam E N = 0.
70
9. Continuity
Continuous Function: Let (X, dX ) and (Y, dY ) be a metric spaces. Any function
f : X Y is continuous at x0 X if for every > 0 there is a > 0 such that
dX (x, x0 ) < implies dY (f (x), f (x0 )) < . The function f is continuous on X if it is
continuous at every point in X. If f is not continuous at x, then we say f is discontinuous
at x.
Continuity in Topological Space: Let (X, T ) and (Y, S) be topological spaces. A
function f : X Y is continuous at x X if for each neighborhood W of f (x) there
exists a neighborhood V of x such that f (V ) W . We say that f is continuous on X if
it is continuous at every x X
Sequential continuity in Topology: Let (X, T ) and (Y, S) be topological spaces. A
function f : X Y is sequentially continuous at x X if for every sequence (xn ) that
converges to x X, the sequence (f (xn )) to f (x) Y .
Continuity and Sequential Continuity are same:
Theorem Let (X, dX ) and (Y, dY ) be metric spaces. A function f : X Y is continuous
at x X if and only if it is sequentially continuous at x
Another way to state this theorem is same as Theorem 4.2 of Baby Rudin
Definition: Let (X, dX ) and (Y, dY ) be metric spaces; suppose E X, f maps E into
Y , and p is a limit point of E. We write f (x) q as x p, or
lim f (x) = q
xp
if there is a point q Y with the following property: For each > 0 there exists a > 0
such that dY (f (x), q) < for all points x E for which 0 < dX (d, p) < .
Theorem: Let (X, dx ) and (Y, dY ) be metric spaces; suppose E X, f maps E into Y ,
and p is a limit point of E. Then lim f (x) = q if and only if lim f (fn ) = q for every
xp
Proof: Suppose lim f (x) = q holds. Now choose any sequence {pn } so that pn 6= p
n
Let > 0 be given. Since lim f (x) = q, there exists a > 0 such that dY (f (x), q) <
xp
if x E and 0 < dX (x, p) < . Also since pn p, there exists an N N such that
dX (pn , p) < for all n > N . Thus for all n > N , we have dY (f (pn ), q) < , which implies
lim f (pn ) = q.
n
Conversely suppose lim f (fn ) = q for every sequence {pn } in E such that lim pn = p
n
where pn 6= p but lim f (x) 6= q. Then there exists some such that for every > 0 there
xp
exists a point x E (depending on ), for which dY (f (x), q) but 0 < dX (x, p) < .
Let n = n1 . Take a point p1 E such that 0 < dX (p1, p) < 1 but dY (f (p1 ), q) > 1 and
similarly choose p2 E such that 0 < d(p2 , p) < but dY (f (p1 ), q) > 2 . We construct a
sequence in this way. Note that we guarantee existence of such points pj because p is a
71
limit point of E. Now consider the sequence {pn } and note that pn p by construction
but d( f (pn ), q) > n for all n which is a contradiction to the fact that lim f (pn ) = q for
n
all {pn }.
Theorem: Let (X, T ) and (Y, S) be two topological spaces and f : X Y . Then f is
continuous on X if and only if f 1 (G) T for every G S.
Corollary: A function f is continuous if and only if the inverse image of closed sets is
closed.
Uniform Continuity: Let (X, dX ) and (Y, dY ) be metric spaces. A function f : X Y
is uniformly continuous on X if for every > 0 there exists > 0 such that, dX (x, y) <
implies dY (f (x), f (y)) < for all x, y X.
x1 , x2 X
72
73
x, y X
74
9.4. Problems:
Problem 9.1. Let X and Y be metric spaces and A X. Suppose f maps A into
Y and p is a limit point of A. We say that f has a limit at p and write f (x) q as
x p, or limxp f (x) = q if there is a point q Y with the property that for every
> 0 there exists a > 0 such that for all points x E with 0 < dX (x, p) < implies
dY (f (x), q) < . Prove the following theorems.
(a) limxp f (x) = q if and only if limn f (pn ) = q for every sequence (pn ) E such
that pn 6= p for all n and pn p.
(b) If f has a limit at p, then the limit is unique.
(c) The function f is continuous at p if and only if limxp f (x) = f (p).
Solution. Solution:(a) First assume that lim f (x) = q holds. Now choose any sequence
xp
Let > 0 be given. Since lim f (x) = q, there exists a > 0 such that dY (f (x), q) <
xp
if x E and 0 < dX (x, p) < . Also since pn p, there exists an N N such that
dX (pn , p) < for all n > N . Thus for all n > N , we have dY (f (pn ), q) < , which implies
lim f (pn ) = q.
n
Conversely suppose lim f (fn ) = q for every sequence {pn } in E such that lim pn = p
n
where pn 6= p but lim f (x) 6= q. Then there exists some such that for every > 0 there
xp
exists a point x E (depending on ), for which dY (f (x), q) but 0 < dX (x, p) < .
Let n = n1 . Take a point p1 E such that 0 < dX (p1, p) < 1 but dY (f (p1 ), q) > 1 and
similarly choose p2 E such that 0 < d(p2 , p) < but dY (f (p1 ), q) > 2 . We construct a
sequence in this way. Note that we guarantee existence of such points pj because p is a
limit point of E. Now consider the sequence {pn } and note that pn p by construction
but d( f (pn ), q) > n for all n which is a contradiction to the fact that lim f (pn ) = q for
n
all {pn }.
Solution (b): Since f has a limit at p is same as saying every sequence {pn } in X that
converges to p the sequence {f (pn )} converges to some point q Y . From elementary
analysis we know that limit of a convergent sequence is unique and hence limit of {f (pn )}
is unique and so limit of f at p is unique.
Solution (c): lim f (x) = f (p) holds if and only if for any > 0 there exists a > 0 such
xp
that dX (x, p) < implies dY (f (x), f (p)) < and this implies continuity of f at p E.
75
mx
mx
Solution. If x 6= 0 then f (x, mx) = x4 +m
2 x2 = x2 +m2 . If m = 0 then f(x,mx)=0. If
m 6= 0 then x2 + m2 m2 x, but mx 0 as x 0, which shows
x0
m R
However f (x, mx2 ) tells a different story. Assume m 6= 0 and x 6= 0, then (x, mx2 )
(0, 0) as x 0 but
m
f (x, mx2 ) =
1 + m2
and therefore
lim f (x, mx2 ) 6= 0.
x0
76
Problem 9.3. Let C 1 ([a, b]) be the metric space of continuously differentiable functions
on [a, b] with metric
d(f, g) = sup |f (x) g(x)| + sup |f 0 (x) g 0 (x)| .
axb
axb
Let D : C 1 ([a, b]) C([a, b]) be defined by D(f ) = f 0 . Prove that D is continuous.
Solution. Let > 0 be given. Fix a function f C 1 ([a, b]).
d0 (D(f ), D(g)) =d0 (f 0 , g 0 )
= sup |f 0 (x) g 0 (x)|
axb
axb
Therefore taking = we can conclude that, for given > 0, there exists a > 0 such
that d(f, g) < implies d0 (D(f ), D(g)) < . Since f was arbitrary it infers that D is
continuous.
77
Problem 9.4. Let C([a, b]) be the metric space of continuous functions on [a, b] with
metric
Z b
d(f, g) =
|f (t) g(t)| dt.
a
f (t) dt.
a
Which implies that the sequence T (fn ) converges to T (f ) and by definition, T is sequentially continuous and hence continuous by Theorem 1.
Solution (b): Let f be any continuous function in C([a, b]).Let > 0 be given. Since
|T (f ), T (g)| d(f, g) taking = we can conclude that d(f, g) < implies |T (f ), T (g)| <
. So, T is continuous at f C([a, b]). Since f is arbitrary we conclude that T is continuous in C([a, b])
78
Problem 9.5. Let f and g be continuous maps of a metric space X into a metric space
Y and let E be a dense subset of X.
(a) Prove that f (E) is dense in f (X).
(b) If g(x) = f (x) for all x in a dense subset E of X, prove that g(x) = f (x) for all
x X.
Solution. Solution (a): Take any y f (X). For any > 0 the ball B (y) is open in
Y and f 1 (B (y)) is open in X since f is continuous in X. Since E is dense in X there
exists x f 1 (B (y)) E. So f (x) B (y). So f (E) B (y) 6= and contains a point
of f (E), for any y f (X) and hence f (E) is dense in f (X).
Alternative: Lemma: For all A X, f (A) f (A)
Proof of Lemma: We only need to show that f (A0 ) f (A). Consider x A0 and we want
to show that f (x) f (A). Consider any neighborhood W of f (x). Since f is continuous
there exists a neighborhood of V of x in X such that V f 1 (W ). Since x is a limit
point of A there is a point y A V such that y 6= x which implies f (y) W f (A).
Since W was arbitrary we can conclude that every neighborhood of f (x) contains a point
of f (A) and hence f (x) f (A). Its prove the lemma.
Since E is dense in X, we have E = X and hence f (X) = f (E) f (E) showing that
f (E) is dense in f (X).
Solution(b): Consider the function h : X R defined by h(x) = dY (f (x), g(x)). First
we show that h is continuous. Let x0 X be any point and > 0 be given,
|h(x) h(x0 )| = |dY (f (x), g(x)) dY (f (x0 ), g(x0 ))|
= |dY (f (x), g(x)) + dY (f (x0 ), g(x)) dY (f (x0 ), g(x)) dY (f (x0 ), g(x0 ))|
|dY (f (x), g(x)) + dY (f (x0 ), g(x))| + |dY (f (x0 ), g(x)) + dY (f (x0 ), g(x0 ))|
|dY (f (x), f (x0 ))| + |dY (g(x), g(x0 ))|
Since f : X Y is continuous, for given there exists a 1 > 0 such that dX (x, x0 ) < 1
implies dY (f (x), f (x0 )) < 2 . Again since g : X Y is continuous there exists a 2 > 0
such that dX (x, x0 ) < 2 implies dY (g(x), g(x0 )) < 2 . Therefore, taking = min(1 , 2 )
we get, d( x, x0 ) < implies
|h(x) h(x0 )| < + = .
2 2
Therefore h is continuous.
Since f (x) = g(x) in E we have h(x) = 0 in E. Take any point y X \ E. For any
> 0, B (y) contains a point z E since E is dense in X. Assume that h(y) 6= 0 that
is h(y) y . So, we have |h(y) h(z)| > y which contradicts the fact that h is
continuous. So h(y) = 0 and since y was arbitrary we can conclude that h(x) = 0 for all
x X and therefore f (x) = g(x) for all x X.
79
Problem 9.6. Let A be a set and x a point in a metric space (X, d). Define the distance
from x to A to be
d(x, A) = inf d(x, y).
yA
(a) Show that for fixed A, the function f : X R (with the usual metric on R) given by
80
Problem 9.7. Suppose f is a mapping from metric space X to metric space Y . Prove
that a function is continuous if and only if f 1 (A) is closed in X for every closed set
AY.
Solution. First assume that f is continuous and we want to show that if A is closed
then f 1 (A) is closed. Since A is closed Ac is open and since f is continuous, f 1 (Ac ) is
open. But
c
f 1 (Ac ) = {x X|f (x) Ac } = {x X|f (x)
/ A} = {x X|x
/ f 1 (A)} = f 1 (A)
c
81
82
83
Problem 9.10. Let (X, d) be a metric space and F, G X with F closed, G open,
and F G. Show that there is a continuous function f : X R such that 0
f (x) 1, f (x) = 1 for x F , and f (x) = 0 for x Gc . Hint: Consider the function
f (x) = d(x, Gc )/[d(x, Gc ) + d(x, F )]. This result is called Urysohns lemma and is useful
in showing the existence of partitions of unity.
Solution. First we would see the construction. f (x) = 1 for x F and f (x) = 0 for
x Gc . So we can see this as a parallel line to x axis over F and the x axis itself over Gc .
To make it continuous we have to draw a line form (Gc , 0) (thinking Gc to be the corner
c)
c
point and) to (F, 1). The equation of the line would look like y = FxG
= d(x,Gd(x,G
c )+d(x,F ) .
Gc
Take
d(x, Gc )
d(x, Gc ) + d(x, F )
For all x F , d(x, F ) = 0 and we claim that d(x, Gc ) > 0. Since x F G and G
is open, there is such that B (x) G and so d(x, y) for all y Gc and hence
d(x, Gx ) > 0. Therefore we have
f (x) =
f (x) =
d(x, Gc )
d(x, Gc )
=
= 1,
d(x, Gc ) + d(x, F )
d(x, Gc )
x F
Now take x Gc . For any y F since y G and G is open using same argument above
we conclude that d(x, y) and hence d(x, F ) > 0. Therefore,
f (x) =
0
=0
d(x, F )
Now we want to show that f is continuous. (The idea is to use the fact that distance
metric is continuous and composition is also continuous but have to fill up with details
to show the denominator is not equal to zero)
84
Problem 9.11. Let f and g be continuous maps of a metric space X into a metric space
Y and let E be a dense subset of X. (a) Prove that f (E) is dense in f (X). (b) If
g(x) = f (x) for all x in a dense subset E of X, prove that g(x) = f (x) for all x X.
Explain why these results are important for our everyday experience with functions and
numbers.
85
Problem 9.12. (a) Show that the requirement in the definition of uniform continuity
can be rephrased as follows, in terms of diameters of sets: For every > 0 there exists a
> 0 such that diam(f (E)) < for all E X with diam(E) < . (b) Let E be a dense
subset of a metric space X, and let f be a uniformly continuous function into a complete
metric space Y defined on E. Prove that f has a continuous extension from E to X in
two ways using part (a) and then using Cauchy sequences.
86
87
Note that by an exercise from lecture 1 that this limit exists. Show that the number
(P, Q) is unchanged if (pn ) and (qn ) are replaced by equivalent sequences, and hence
into X.
if X is complete. By part (d),
(e) Prove that (X) is dense in X, and that (X) = X
we may identify X and (X) and thus regard X as embedded in the complete space
We call X
the completion of X.
X.
88
Problem 9.15. Let (X, d) be a metric space and suppose f is uniformly continuous on
the compact subsets E1 , . . . , En of X. (a) Prove that f is uniformly continuous on ni=1 Ei .
(b) Give an example of a function f that is continuous on R and a sequence of compact
intervals E1 , E2 , E3 , . . . on each of which f is uniformly continuous, yet f is not uniformly
continuous on
i=1 Ei .
89
90
f (t) f (x)
tx
(a < t < b, t 6= x)
and define
f 0 (x) = lim (t),
tx
h(t) = g (f (t))
then h is differentiable at x, and
as
xa
as
x a.
The consequence of the mean value theorem which is also valid for vector valued function is as follows:
Theorem 10.10. Suppose f is a continuous mapping of [a, b] into Rk and f is differentiable in (a, b). Then there exists x (a, b) such that
|f (b) f (a)| (b a) |f 0 (x)| .
10.1. Some Problems
Problem 10.1. content...
92
n xX
Theorem 11.5 (Arzela-Ascoli). Let K be a compact subset of metric space (X, d). A
subset of C(K) is compact if and only if it is closed, bounded, and equicontinuous.
94
d(xn , yn ) <
95
= 0 and so fn =
x
n+x2
converges pointwise to 0.
nx2
(n+x2 )2
n which gives
x
1
n + x2 2n
For given we can find N N such that 21N < by Archimedean property to conclude
x
< for all x R. Hence the given sequence is uniformly
that n N implies n+x
2
convergence.
96
Problem 11.2. (a) Define what it means for a sequence of functions to be uniformly
Cauchy and prove that a uniformly convergent sequence of functions is uniformly Cauchy.
(b) Prove that every uniformly convergent sequence of bounded functions is uniformly
bounded. Here, we say that a sequence of real-valued functions (fn ) is uniformly bounded
if there exists M > 0 such that kfn k M . (c) Show there exists a sequence of functions
that converges pointwise to the function that is identically 0, but each function in the
sequence is unbounded Hint: Consider the sequence {x/n} on [0, ).
Solution.
(a) A sequence of function (fn (x)) in a subset A of a metric space (X, d)
is called uniformly Cauchy if for any > 0 there exists N N such that n, m N
implies d(fn (x), fm (x)) < for all x A.
The another way of defining the uniform Cauchy criteria is using the natural
norm i.e. the infinity norm. A sequence of real valued function (fn ) on a metric
space (X, d) is said to be uniformly Cauchy Let the sequence (fn ) of functions
converges to f uniformly. Let > 0 be given. There exists an N N such that
d(fn (x), f (x)) < 2 for all x A whenever n N . Now take n, m N , then
d(fn (x), fm (x)) d(fn (x), f (x)) + d(fm (x), f (x)) < + =
2 2
for all x A. Therefore (fn ) is uniformly Cauchy.
(b) Since (fn ) is a sequence of bounded functions for each n there is Mn such that
kfn k M . Since the sequence is uniformly convergence it is uniformly Cauchy
and so for = 1 there is N N such that d(fm (x), fN (x)) < 1 for all m N .
Take M = 1 + max{M1 , . . . . . . MN }.
97
Problem 11.3.
(a) Prove that if the sequences of real-valued functions (fn ) and (gn ) converge uniformly
on A X, then (fn + gn ) converges uniformly on A. (b) If fn and gn are also bounded for
each n N, prove that (fn gn ) converges uniformly on A. (c) Show that the boundedness
is necessary in (b) by constructing an example where (fn gn ) does not converge uniformly
(although it must converge pointwise).
Solution. Let > 0 be given. Since (fn ) converges uniformly to f (say), there exists an
N1 N such that |fn (x) f (x)| < 2 for all n N1 and for all x A.
Also, since (gn ) converges uniformly to g(say), there exists an N2 N such that |gn (x) g(x)| <
for all n N2 and for all x A. Take N = max{N1 , N2 }, then n N implies
2
|(fn + gn ) (x) (f + g)(x)| |fn (x) f (x)| + |gn (x) g(x)| < + =
2 2
for all x A. Hence (fn + gn ) converges uniformly.
Since the function gn is bounded, there is Mn R such that |gn | Mn for all x A.
Then, |gN2 (x) g(x)| < implies |g(x)| |gN2 (x)| + MN2 + = Q(say). Since (fn ) is
a uniformly convergent sequence of bounded function, the sequence is uniformly bounded
(Rudin Problem 1) by P(say). Now, since fn f uniformly, there exists N1 N such
for all x A. Similarly, for gn g uniformly,
that n N1 implies |fn (x) f (x)| < 2Q
there exists N2 N such that |gn (x) g(x)| < 2P for all x A.
|(fn gn )(x) (f g)(x)| = |fn (x)gn (x) fn (x)g(x) + fn (x)g(x) f (x)g(x)|
|fn (x)| |gn (x) g(x)| + |g(x)| |fn (x) f (x)|
+Q
= ,
<P
2P
2Q
for all x A. Therefore, fn gn converges uniformly.
Let fn (x) = x1 and gn (x) = n1 for each n on the interval (0, 1). Then the sequences (fn )
converges to f (x) = 1/x uniformly because it is a constant sequence. Also (gn ) converges
uniformly to g(x) = 0 uniformly because the functions are independent of x. We claim
1
converges pointwise but not uniformly.
the the product hn = (fn gn )(x) = xn
(hn ) converge point wise because for a fixed x and for given > 0 by Archimedean
1
so that for all n N we have
Property we can pick N x
1
1
|hn (x) 0| = <
<
xn
Nx
So the sequence converges to 0 pointwise. However for any given N we can choose
0 < x < N1 so that
1
1
N x 0 = N x > 1,
so the convergence can not be uniform.
98
Problem 11.4. Let (X, dX ) and (Y, dY ) be metric spaces, A X, and (fn ) a sequence
of continuous functions from A to Y that converges to a function f : A Y uniformly on
A. Given any x A, prove that limn fn (xn ) = f (x) for every sequence (xn ) in A with
xn x. Construct an example showing the converse is not true, but if A is compact,
then the converse is true.
99
Problem 11.5. (General Arzel`a Ascoli Theorem) If X is a compact metric space, (fn )
C(K), (fn ) is pointwise bounded and equicontinuous on X, prove that
(a) (fn ) is uniformly bounded on X, and
(b) f (n) contains a uniformly convergent subsequence.
Hint: For (a) use compactness to get the uniform bound. For (b), use the fact that
a compact set is separable to extract a countable dense subset. Then prove that on the
countable set the sequence has a convergent subsequence. Prove this subsequence converges
uniformly on X.
Solution.
(a) Since (fn ) is an equicontinuous family of function on a compact metric
space it is uniformly equicontinuous. That is for given > 0 there is a > 0 such
that d(x, y) < implies dY (f (x), f (y)) < for all x X. Since X is compact
there is a finite net, say xi : 1 i m. Since (fn ) is pointwise bounded
f n(xi ) < Mi for 1 i m. Now take M = max(M1 , M2 , . . . . . . , Mm ) + . We
claim that M is a bound of fn (x) independent of x. Take any x X, there is xi
for some i so that d(x, xi ) < which implies dY (fn (x), fn (xi )) < and therefore
|fn (x)| |fn (xi )| + < M
(b) Since X is compact it is sequentially compact and hence is separable. Also X being
separable has a countable dense subset, say, E. Let the elements of the countable
set E are {x1 , x2 , . . . . . . }. The numerical sequence {fn (x1 )}
n=1 is bounded, so by
Bolzano-Weierstrass it has a convergent subsequence, say,
100
1
nx + 1
(0 < x < 1; n = 1, 2, 3, . . . . . . )
then fn (x) 0 monotonically in (0, 1), but the convergence is not uniform. To see that
take x = n1 and so fn (x) = 12 .
101
Problem 11.7. Is the set of functions x2 +
metric) equicontinuous on [0, 1]?
n
x n=1
1+n
Solution. .
n
Process 1 The set [0, 1] is compact. The sequence of function (fn ) = x2 + n+1
x is pointwise convergent to f = x2 + x as n 0. Also for a fixed x, fn is monotonically
decreasing. Hence according to above problem the sequence of function is uniformly convergent and hence equicontinuous.
Process 2
2
2
n
n
2
x +
x y 2 + n |x y|
x
y
n+1
n+1
n+1
|x y| |x + y| + |x y|
= (|x + y| + 1) |x y|
3 |x y|
Let > 0 be given. Taking < 3 we can conclude that, for any x [0, 1],
|x y| < implies |fn (x) fn (y)| < for all n. Hence (fn ) is equicontinuous.
102
Problem 11.8. Compute and plot the Bernstein polynomials for 1/(1 + x) on [0, 1] of
degrees 1, 2, and 3.
103
Problem 11.9. Assume that (fn ) is a sequence of functions with fn : [a, b] R for all
n where we take the usual metric on [a, b] and R.
(a) Assume that {fn } is uniformly Lipschitz continuous on [a, b] with constant L. Prove
that {fn } is equicontinuous on [a, b].
(b) Assume that {fn } is uniformly Lipschitz continuous on [a, b] with constant L and
further that (fn (x)) is a uniformly bounded sequence of numbers for some a x b.
(1) Prove that (fn ) has a subsequence that converges uniformly on [a, b]. (2) Prove
the second assumption is needed with an example.
(c) Assume that (fn ) is a bounded subset of C([a, b]). Show that the sequence of functions
(Fn ) from [a, b] into R defined by
Z x
Fn (x) =
fn (x) ds
a
contains a subsequence that converges uniformly on [a, b]. (This is quite a remarkable result when considering the sequence of functions (sin(nx)) as an example of a
bounded sequence in C([a, b]) that fails to have any convergent subsequence.)
Solution. Definition: A function f : X R on a metric space (X, d) is Lipschitz
continuous on X if there is a constant C 0 such that
|f (x) f (y)| Cd(x, y),
x, y X
(a) Since (fn ) is uniformly Lipschitz continuous there is a constant L 0 such that
|fn (x) fn (y)| Ld(x, y),
x, y X, n
So, if L = 0 then the functions are the constant functions and there is nothing to
prove. So we consider more interesting case L > 0.
Let > 0 be given. Taking 0 < < L we can conclude that, for any x [a, b],
d(x, y) < implies |fn (x) fn (y)| L L = for all n. Therefore (fn ) is equicontinuous.
(b) Since (fn ) is bounded equicontinuous family of functions, (fn ) is precompact and
hence has a convergent subsequence. The simple constant sequence (fn ) = (n)
has uniform Lipschitz constant 0, but clearly fails to converge even pointwise.
(c) Let M be the uniform bound for the set {fn }.
Z x
Z x
|Fn (x)| =
fn (s)ds
|fn (s)| ds M (x a) M (b a)
a
So, {Fn } is equicontinuous. Now by part (b), (Fn ) has a subsequence that converges uniformly.
104
Problem 11.10. Suppose K = {x1 , . . . , xn } is a finite space with the discrete metric d.
Show C(K) is linearly isomorphic to the finite-dimensional space Rn with the -norm
(which is just the maximum norm in finite dimensions). Hint: Any function f : K R
is just a mapping of each xi to some point yi R, so the function can be identified with
a point y = (y1 , . . . , yn ) Rn where f (xi ) = yi . This is a linear isometry that is also a
metric space isomorphism with the metric induced by the -norm.
105
106
107
Problem 11.13. Let X and Y be two metric spaces and A X. Let (fn ) be a sequence of
functions from A to Y that converges to f pointwise on A. Prove the following theorems.
(a) Let Mn = supxA dY (fn (x), f (x)). Prove that fn f uniformly if and only if Mn
0.
(b) If fn is continuous on A for each n, then f is continuous on A. This is a generalization
of the theorem in the notes.
(c) Suppose Y is complete, then fn converges uniformly on A if and only if for every > 0
there exists an integer N such that m N , n N , x E implies dY (fn (x), fm (x)) <
. Construct an example showing the necessity of Y being complete.
(d) Suppose Y is complete, and fn converges uniformly on A. Let x be a limit point of A
and suppose that limtx fn (t) = yn for each n. Then (yn ) converges and limtx f (t) =
limn yn . In other words, prove limtx limn fn (t) = limn limtx fn (t). Construct an example showing the necessity of Y being complete.
108
R1
Problem 11.14. Prove that if f C([0, 1]) and 0 f (x)xn dx = 0 for all n N, then
R1
f (x) = 0 on [0, 1]. Hint: If 0 f 2 (x) dx = 0, then a result from elementary real analysis
states that f 0. Consider a sequence of polynomials that converge uniformly to f and
take the product with f to get a uniformly convergent sequence to f 2 .
109
Problem 11.15. Let (X, d) be a metric space and pick any fixed but arbitrary a X.
Define the real-valued function fp for each p X by
fp (x) = d(x, p) d(x, a),
where x X.
(a) Prove that kfp k d(a, p) and fp C(X).
(b) Prove that
kfp fq k = d(p, q)
for all p, q X.
(c) Let (p) = f (p), so that is an isometry of X onto (X) C(X). Let Y be the
closure of (X) in C(X). Show that Y is complete which implies X is isometric to a
dense subset of a complete metric space Y . Note: This is a different proof of what we
previously showed in lecture 3 examples about defining the closure of a metric space.
110
P
(a) Show that
fn (x) converges uniformly on [0, 1].
(b) Show that
(1) Show that
n=1
P
n=1
n=1
Solution.
Theorem 11.7 (Leibnizs Rule for Alternating Series). If {an } is a monotonic decreasing
P
sequence with limit 0, then the alternating series
(1)n+1 an converges. If S denotes
n=1
its sum and sn denotes its nth partial sum, we also have the inequalities
0 < (1)n (S sn ) < an+1
(a) For each x [0, 1] the series
n=1
fn (x)
n=1
for each x [0, 1]. To show that the series converges uniformly we need to show
that the uniform norm
n
X
xj
k
(1)j F (x)k 0
j
j=1
as n . By the Leibnizs rule for alternating series we have,
n
X
j
x
j
F
(x)
(1)
< |fn (x)|
j
j=1
as n
as n
1
2
2m
2m
2m
X
X
xn
xn
1 X 1
1 X 1
1 1
1
>
>
>
=
m= .
n
n
2 n=m+1 n
2 n=m+1 2m
2 2m
4
n=m+1
n=m+1
P
n=m+1
xn
n
>
1
4
Problem 11.17 (Rudin 1). Prove that every uniformly convergent sequence of bounded
functions is uniformly bounded.
Solution. Let (fn ) be a uniformly convergent sequence of bounded functions on a metric
space X. So, by Cauchy Criteria, there exists an N N such that for all m, n N we
have
|fn (x) fm (x)| < 1
for all x X. Since each of the functions (fn ) are bounded there is Mn R such that
|fn (x)| < Mn for all x X. Thus if n N , then
|fn (x)| = |fn (x) fN (x) + fN (x)| |fn (x) fN (x)| + |fN (x)| < 1 + MN .
for all x X. Let M = max{1 + MN , M1 , . . . . . . MN 1 }. Then |fn (x)| M for all n N
and all x X.
112
Problem 11.18 (Rudin 2). If {fn } and {gn } converge uniformly on a set E, prove that
{fn + gn } converges uniformly on E. If in addition, {fn } and {gn } are sequences of
bounded functions, prove that {fn gn } converges uniformly on E.
Solution. See This Problem
Problem 11.19. Construct sequences {fn } and {gn } which converges uniformly on some
set E, but such that {fn gn } does not converge uniformly on E.
Solution. See This Problem
113
X
n=1
1
1 + n2 x
For what values of x does the series converge absolutely? On what intervals does it
converge uniformly? On what intervals does it fail to converge uniformly? Is f continuous
whatever the series converges? Is f bounded?
Where it converges: This series converges for all x except 0 and
P
x = n12 , n = 1, 2, . . . . . . . For x = 0, f (x) =
1 = . For x = n12 the nth
Solution.
n=1
term is not defined. For all other values of x the series converges.
By Weierstrass M-test the series converges uniformly on the interval [, ) if
> 0, since on that interval
1
1
2 .
2
1+n x
n
Likewise, the seriesqconverges uniformly on (, ] except at the points x =
n12 , since for n 2 we have,
114
x < n+1
0
1
fn (x) = sin2 x n+1
x
1
0
< x.
n
1
n
P
Show that {fn } converges to a continuous function, but not uniformly. Use the series fn
to show that absolute convergence, even for all x, does not imply uniform convergence.
Solution. The limit of fn (x) is zero. If x 0 or x 1, then fn (x) = 0 for all n, and so
this assertion is obvious. If 0 < x < 1, then fn (x) = 0 for all n x1 , and so once again
the assertion is obvious.
The convergence is not uniform, since, no matter how large n is taken, there is a point
1
x, namely x = 2n+
1 , for which fn (x) = 1.
2
The series converges to 0 for x 0 and x 1 and to sin2 x for 0 < x < 1. Since the
terms are nonnegative, the series obviously converges absolutely. Since the sum is not
continuous at 0, the series does not converge uniformly on any interval containing 0.
115
X
x2 + n
(1)n
n2
n=1
converges uniformly in every bounded interval, but does not converge absolutely for any
value of x.
Solution. The series is the sum of two series
n
X
(1)n X (1)n
x2
+
n2
n
n=1
n=1
The first of these converges both uniformly and absolutely on any bounded interval [a, b]
because by Weierstrass M test
2 (1)n M 2
x
n2
n2
P
M2
where M = max(|a| , |b|) and
converges.
n2
n=1
P
2
x. Being a sum of two uniformly convergence sequence the resulted sum
(1)n x n+n
2
n=1
also uniformly
converges
(Rudin Exercise 7.2).
P1
1
n x2 +n
Since (1) n2 n for any x, and
does not converge we conclude that the series
n
does not converge absolutely.
116
x
1 + nx2
Show that {fn } converges uniformly to a function f , and that the equation f 0 (x) =
lim fn0 (x) is correct if x 6= 0, but false if x = 0.
n
Solution. Since (1
if x 6= 0. Also note that fn (0) = 0 for all n. Therefore fn (x) tends to uniformly to 0.
1nx2
0
Now fn0 (x) = (1+nx
2 )2 , which tends to 0 if x 6= 0, though fn (0) = 1 for all n
117
0 x 0
I(x) =
1 x > 0
P
if {xn } is a sequence of distinct points of (a, b), and if
|cn | converges, prove that the
series
X
f (x) =
cn I(x xn ) (a x b)
n=1
m
m
X
X
cj I(x xj )
|cj | ,
j=n
x [a, b]
j=n
P
If x 6= xn for any n then each of the functions and hence the sum
cj I(yxj ) is continuj<N
P
P
ous at x, so there exists > 0 such that |x y| <
cj I(x xj )
cj I(x xj ) <
j<N
j<N
. Each of the functions cj I(x xj ) are continuous because the only discontinuity occurs
3
at xj .
Then we see that , if |x y| < ,
X
X
X
X
|f (x) f (y)|
cj I(x xj )
cj (y xj )+
cj I(x xj )+
cj I(y xj ) < .
j<N
j<N
jN
Thus, f is continuous at x.
118
jN
for every sequence of point xn E such that xn x and x E. Is the converse of this
true?
Solution. Let > 0 be given. Since fn converges uniformly on E, there exists an N1 N
such that for all n N1 , |fn (x) f (x)| < 2 for all x E. Also since fn is continuous for
all n, there exits > 0 such that |fn (x) fn (y)| < 2 whenever |x y| < . Now since
xn x, there exists an N2 N such that |xn x| < whenever n N2 . Now taking
N = max(N1 , N2 ) we get,
|fn (xn ) f (x)| |fn (xn ) fn (x)| + |fn (x) f (x)| <
for all n N and therefore lim fn (xn ) = f (x).
n
119
Problem 11.26. Let fn (x) = (1 + xn ) n for x 0. Does the sequence converge pointwise
on E = [0, )? If so, find the limit function. Check whether or not the convergence is
uniform on E.
Solution. If 0 x 1 then
1
(1 + xn+1 ) 1+n
fn+1 (x)
=
fn (x)
(1 + xn )1/n
1 + xn+1
1 + xn
n1
11/n = 1
Therefore {fn (x)} is monotonically decreasing for 0 x 1. Now if x > 1 then we write
n 1
fn (x) = x(1 + n1 ) n . Since 0 < x1 < 1 we conclude that
1
1
x(1 + xn+1
) n+1
fn+1
=
1
1
fn
x(1 + x1n ) n
d
(1 + xn )1/n xn
(1 + xn )1/n x = (1 + xn )1/n1 xn1 1 =
1
dx
x(1 + xn )
Observe that,
n
n n
n2
(1 + x ) = x +
(xn )n1 + . . . + 1
1
2
(1 + xn )n xn + (xn )n1
2
xn (1 + xn )n xn (xn + 1)
x(1 + xn ) xn (1 + xn )1/n
xn (1 + xn )1/n
1
x(1 + xn )
xn (1 + xn )1/n
1<0
x(1 + xn )
Therefore the function is decreasing and hence its maximum occurs at x = 1. Therefore
Mn = 21/n 1 0 and so fn x uniformly.
120
x if x 1
f (x) =
1 if 0 x 1
121
Problem 11.27. Let {fn } be a sequence of continuous real functions on R, and that
fn f uniformly on R. Let gn (x) = fn (x + n1 ) for all n = 1, 2, . . . . . . , and x R. Show
that {gn } converges uniformly to f on any bounded interval [a, b].
Solution. Since fn is continuous on a compact set [a, b], we can assert that fn is uniformly
continuous on [a, b]. Hence for given > 0 there is > 0 such that
|x y| < |fn (x) fn (y)| < /2
By Archimedean property for any > 0 there is N1 N such that
So,
1
1
|(x + ) x| < <
n N1
n
n
Hence for given > 0 there is N1 N such that,
1
n
1
1
) x| < |fn (x + ) f (x)| < /2
n
n
Since fn f uniformly there is N2 N such that
n N1 |(x +
n N2 , x [a, b]
122
X
n=1
(a)
(b)
(c)
(d)
1
.
1 + n2 |x|
Solution.
(a) For x = 0 the given series diverges.
For x 6= 0 we get
X
1
n=1
Since
1
1
n2 + |x|
<
1
n2
1 X
1
=
2
2
1 + n |x|
|x| n=1 n +
1
|x|
(b) For any intervals of the form [a, b] with either a > 0 or b < 0 we get,
|
1
1
1
|
2
2
2
1 + n |x|
1+n c
nc
P
1
Since
n=1 n2 c < by Weierstrass M test the series convergence uniformly.
Now consider the interval (0, b]
Suppose the series converges uniformly in (0, b]. Then the sequence of partial sum sn =
Pn
1
n=1 1+n2 |x| converges uniformly. By Cauchy criterion of uniform convergence there
exists N N such that
n
X
1
1
1
|sn sm | < |
|<
for n > m N, x (0, b]
2
3
1 + n |x|
3
k=m+1
But this is not true for x = N12 . Hence the series is not uniformly convergent on the
interval of the form (0, b].
(c) 1+n12 |x| is a sequence of continuous functions. So (by the corollary after the theorem
of uniform convergence and continuity) f is continuous on the intervals where the series
uniformly converges to f .
(d) The function f is not bounded. For example lim f (x) = .
x0
123
124
n
.
n2 +xn
f 0 (t) = lim
We call the map A the Frechet derivative and write A = f 0 (x). If f is differentiable at
each point of U , then f 0 : U B(X, Y ) is the map that assigns to each point x U
the bounded linear map f 0 (x) : X Y that approximates f near x. We say that f is
continuously differentiable at x if the map f 0 is continuous at x, where the domain U
is equipped with the norm on X and the range B(X, Y ) is equipped with the operator
norm.
Definition 12.7. Let X and Y be Banach spaces, and f : U X Y , where U is an
open subset of X. The directional derivative of f at x U in the direction h X is
given by
f (x + th) f (x)
.
f (x; h) = lim
t0
t
If this limit exists for every h X, and fG0 (x) : X Y defined by fG0 (x)h = f (x; h) is a
linear map, then we say that f is Gateaux differentiable at x, and we call fG0 the Gateaux
derivative of f at x.
Theorem 12.7. Suppose that f : U X Y is a Gateaux differentiable function from
an open subset U of a Banach space X to a Banach space Y . If x, y U , and the line
segment {tx + (1 t)y : 0 t 1} connecting x and y is contained in U , then
kf (x) f (y)kY M kx ykX where M = sup kfG0 (tx + (1 t)y)k .
0t1
126
127
(x,y)(0,0)
along x = y line is
1
.
2
128
Problem 13.2. Suppose that f : A Rn R where A is an open set and the partial
derivatives D1 f, . . . , Dn f are bounded in A. Prove that f is continuous in A.
Solution. Consider any > 0 and x = (x1 , x2 , . . . . . . , xn ) A Rn .
Since the derivatives are bounded, let
M=
Choose =
.
(M +1)n
max
yA,1in
|Di f (y)| .
By the Mean Value Theorem for 1-D functions, we have that there exists ci in the
interval defined by xi and yi such that
f y (i) f (y i1 ) = |f (y1 , . . . , yi1 , xi , . . . , xn ) f (y1 , . . . , yi , xi+1 , . . . , xn )| = |Di f (ci )(xi yi )| < M
Since the bound is independent of i we get,
|f (y) f (x)| <
Therefore f is continuous.
129
M
< .
M +1
130
131
ex cos y
ex sin y
!
.
132
ex sin y = y1
133
134
135
Rb
a
Problem 13.9. Let p and q be positive real numbers such that 1/p + 1/q = 1. Prove
the following statements.
(a) If u 0 and v 0, then
up v q
+ ,
p
q
p
q
and equality holds if and only if u = v .
Rb
Rb
Rb
(b) If f, g R([a, b]), f, g 0, and a f p = 1 = a g q , then a f g 1.
(c) If f, g, R([a, b]), then
Z b Z b
1/p Z b
1/q
p
q
f g
|f |
|g|
.
uv
136
hR
b
a
|f |
i1/2
137
(2) Show that for any f R([a, b]) and > 0 that there exists g C([a, b]) such that
kf gk2 < .
138
d1 (x, y) = (x y)2 ,
p
d2 (x, y) = |x y|,
d3 (x, y) = |x2 y 2 |,
d4 (x, y) = |x 2y|,
d5 (x, y) = |x y| /[1 + |x y|].
Problem 3 For f, g : [0, 1] R, let d1 (f, g) = supx[0,1] {x2 |f (x) g(x)|}, d2 (f, g) =
R1
supx[0,1] |f (x) g(x)|, and d3 (f, g) = 0 |f (x) g(x)| dx. Prove that d1 , d2 , and d3 define metrics on the linear space of C([0, 1]) of continuous functions f : [0, 1] R.
Problem 4 Show that Rn with d(x, y) = kx yk is a metric space, where kxk =
supxi |xi | for i = 1, 2, . . . , n.
Problem 5 Consider the convergence of sequences (xn ) = (n,1 , n,2 , n,3 , ) to a point
y = (1 , 2 , 3 , ) in `2 . Show that if xn y, then n,i i for i = 1, 2, 3, . But,
construct an example that shows that n,i i for i = 1, 2, 3, does not imply that
xn y. (This is similar to the idea of pointwise convergence not guaranteeing metricconvergence for sequences of functions.) Consider the Hilbert Cube subspace of `2 defined
by,
H = x = (1 , 2 , 3 , ) : x `2 and |i | 1/i, i = 1, 2, 3, .
Show that a sequence (xn ) in H converges to a point y = (1 , 2 , 3 , ) if and only if
n,i converges to i for i = 1, 2, 3, .
Problem 6 Let p 1 be a fixed real number. The real space `p is defined such that
P
p
x `p is a sequence of real numbers x = (j ) = (1 , 2 , 3 , ) such that
j=1 |j | < .
For x, y `p , where x = (j ) and y = (j ), let d(x, y) be defined by
!1/p
X
d(x, y) =
|j j |p
.
j=1
y = (i ), show that
d(x, y) = sup |j j |
jN
defines a metric on ` .
Problem 8 Clearly `1 ` . Is `1 dense in ` ? Is `1 closed in ` ? Justify your answers.
(b) If B =
i=1 Ai , prove that i=1 Ai B. Show, by an example, that this inclusion can
be proper.
Problem 18 Is every point of every open set E R2 a limit point of E? Answer the same
question for closed sets in R2 .
Problem 19 Let E o denote the set of all interior points of a set E.
(a)
(b)
(c)
(d)
(e)
Problem 28 Any open set in R can be written as countable union of open intervals.
14.3. Compactness
Problem 1 Let f : A R R have the property that for every x A there is an > 0
such that
f (t) > if t (x , x + ) A.
Show that if the set A is compact, then there is some c > 0 such that f (x) > c for all
x A.
Problem 2
Use compactness to show that if a function f : R R is locally increasing at every
point in R, then f must be increasing. Here, locally increasing at a point x means there
exists > 0 such that f (s) < f (x) < f (t) whenever x < s < x < t < x + .
Problem 3 Let (X, d) be a metric space. Let {K1 , K2 , . . . , Kn } be a set of compact
subsets of X. Prove that ni=1 Ki is a compact subset of X. Let {K } be a set of compact
subsets of X. Prove that K is a compact subset of X.
Problem 4 Let (X, d) be a metric space with the discrete metric d. What subsets of
X are compact?
Problem 5 Describe an open cover of the open unit square {(x, y) : 0 < x < 1, 0 < y < 1}
that has no finite subcover.
Problem 6 Let (xn ) be a sequence in a metric space (X, d) that converges to a limit
x. Show the set {x1 , x2 , x3 , } is compact.
Problem 7 Show that the product of two compact metric spaces with the product metric
is a compact metric space.
Problem 8 Let a, b R and a < b. Show that any closed ball in C([a, b]) is not compact
with the metric d(f, g) = supx[a,b] |f (x) g(x)| for f, g C([a, b]).
Problem 9 Prove that every compact metric space K has a countable base, and that
K is therefore separable.
Problem 10 Prove that if {K } is a collection of compact subsets of a metric space
X such that the intersection of every finite subcollection of {K } is nonempty, then K
is nonempty. (Hint: Try a proof by contradiction by assuming there is some member of
{K }, say K1 , such that no point in K1 belongs to every K , then create an open cover
142
of K1 using complements of K . Show that this becomes false (in R, for example) if the
word compact is replaced by either closed or by bounded.
Problem 11 Let E be the set of all x [0, 1] whose decimal expansion contains only
the digits 4 and 7. Is E compact?
Problem 12 Let X be a metric space in which every infinite subset has a limit point.
Prove that X is separable and compact.
Problem 13
14.4. Continuity
Problem 1 Let X and Y be metric spaces and A X. Suppose f maps A into Y and p
is a limit point of A. We say that f has a limit at p and write f (x) q as x p, or
limxp f (x) = q if there is a point q Y with the property that for every > 0 there
exists a > 0 such that for all points x E with 0 < dX (x, p) < implies dY (f (x), q) < .
Prove the following theorems.
(a) limxp f (x) = q if and only if limn f (pn ) = q for every sequence (pn ) E such
that pn 6= p for all n and pn p.
(b) If f has a limit at p, then the limit is unique.
(c) The function f is continuous at p if and only if limxp f (x) = f (p).
Problem 2 Let f : R2 R be defined
axb
Let D : C 1 ([a, b]) C([a, b]) be defined by D(f ) = f 0 . Prove that D is continuous.
Problem 4 Let C([a, b]) be the metric space of continuous functions on [a, b] with metric
Z b
d(f, g) =
|f (t) g(t)| dt.
a
T (f ) =
f (t) dt.
a
143
(a) Show that for fixed A, the function f : X R (with the usual metric on R) given by
Note that by an exercise from lecture 1 that this limit exists. Show that the number
(P, Q) is unchanged if (pn ) and (qn ) are replaced by equivalent sequences, and hence
into X.
if X is complete. By part (d),
(e) Prove that (X) is dense in X, and that (X) = X
we may identify X and (X) and thus regard X as embedded in the complete space
We call X
the completion of X.
X.
Problem 15 Let (X, d) be a metric space and suppose f is uniformly continuous on the
compact subsets E1 , . . . , En of X. (a) Prove that f is uniformly continuous on ni=1 Ei .
(b) Give an example of a function f that is continuous on R and a sequence of compact
intervals E1 , E2 , E3 , . . . on each of which f is uniformly continuous, yet f is not uniformly
continuous on
i=1 Ei .
Problem 16 Prove that if f is a continuous mapping of a metric space X into a metric space Y and E X is connected, then f (E) is connected.
14.5. Sequence of Functions
x
Problem 1 Prove the sequence ( n+x
2 ) converges uniformly on R with the usual metric.
Problem 2 (a) Define what it means for a sequence of functions to be uniformly Cauchy
and prove that a uniformly convergent sequence of functions is uniformly Cauchy. (b)
Prove that every uniformly convergent sequence of bounded functions is uniformly bounded.
145
Here, we say that a sequence of real-valued functions (fn ) is uniformly bounded if there
exists M > 0 such that kfn k M . (c) Show there exists a sequence of functions that
converges pointwise to the function that is identically 0, but each function in the sequence
is unbounded Hint: Consider the sequence {x/n} on [0, ).
Problem 3 (a) Prove that if the sequences of real-valued functions (fn ) and (gn ) converge
uniformly on A X, then (fn + gn ) converges uniformly on A. (b) If fn and gn are also
bounded for each n N, prove that (fn gn ) converges uniformly on A. (c) Show that
the boundedness is necessary in (b) by constructing an example where (fn gn ) does not
converge uniformly (although it must converge pointwise).
Problem 4 Let (X, dX ) and (Y, dY ) be metric spaces, A X, and (fn ) a sequence of
continuous functions from A to Y that converges to a function f : A Y uniformly on
A. Given any x A, prove that limn fn (xn ) = f (x) for every sequence (xn ) in A with
xn x. Construct an example showing the converse is not true, but if A is compact,
then the converse is true.
Problem 5 (General Arzel`a Ascoli Theorem) If X is a compact metric space, (fn ) C(K),
(fn ) is pointwise bounded and equicontinuous on X, prove that
(a) (fn ) is uniformly bounded on X, and
(b) f (n) contains a uniformly convergent subsequence.
Problem 6 Let (X, d) be a metric space and suppose K X is compact, fn f on K
(and all functions are real-valued and continuous), and fn (x) fn+1 (x) for all x K and
n N. Prove that fn f uniformly on K. Construct an example showing the necessity
of compactness.
Problem 7 Is the set of functions x2 +
equicontinuous on [0, 1]?
n
x
1+n
n=1
Problem 8 Compute and plot the Bernstein polynomials for 1/(1 + x) on [0, 1] of degrees 1, 2, and 3.
Problem 9 Assume that (fn ) is a sequence of functions with fn : [a, b] R for all n
where we take the usual metric on [a, b] and R.
(a) Assume that {fn } is uniformly Lipschitz continuous on [a, b] with constant L. Prove
that {fn } is equicontinuous on [a, b].
(b) Assume that {fn } is uniformly Lipschitz continuous on [a, b] with constant L and
further that (fn (x)) is a uniformly bounded sequence of numbers for some a x b.
(1) Prove that (fn ) has a subsequence that converges uniformly on [a, b]. (2) Prove
the second assumption is needed with an example.
146
(c) Assume that (fn ) is a bounded subset of C([a, b]). Show that the sequence of functions
(Fn ) from [a, b] into R defined by
Z x
fn (x) ds
Fn (x) =
a
contains a subsequence that converges uniformly on [a, b]. (This is quite a remarkable result when considering the sequence of functions (sin(nx)) as an example of a
bounded sequence in C([a, b]) that fails to have any convergent subsequence.)
Problem 10 Suppose K = {x1 , . . . , xn } is a finite space with the discrete metric d. Show
C(K) is linearly isomorphic to the finite-dimensional space Rn with the -norm (which
is just the maximum norm in finite dimensions).
Problem 11 Suppose f is a real-valued continuous function with dom(f ) = R. Let
fn (x) = f (nx) for n N and any x R. If {fn } is equicontinuous, prove that f must be
a constant function.
Problem 12 Suppose that (fn ) is an equicontinuous sequence of functions on a compact set K and (fn ) converges pointwise on K. Prove that (fn ) converges uniformly on
K.
Problem 13 Let X and Y be two metric spaces and A X. Let (fn ) be a sequence
of functions from A to Y that converges to f pointwise on A. Prove the following theorems.
(a) Let Mn = supxA dY (fn (x), f (x)). Prove that fn f uniformly if and only if Mn
0.
(b) If fn is continuous on A for each n, then f is continuous on A. This is a generalization
of the theorem in the notes.
(c) Suppose Y is complete, then fn converges uniformly on A if and only if for every > 0
there exists an integer N such that m N , n N , x E implies dY (fn (x), fm (x)) <
. Construct an example showing the necessity of Y being complete.
(d) Suppose Y is complete, and fn converges uniformly on A. Let x be a limit point of A
and suppose that limtx fn (t) = yn for each n. Then (yn ) converges and limtx f (t) =
limn yn . In other words, prove limtx limn fn (t) = limn limtx fn (t). Construct an example showing the necessity of Y being complete.
R1
Problem 14 Prove that if f C([0, 1]) and 0 f (x)xn dx = 0 for all n N, then f (x) = 0
R1
on [0, 1]. Hint: If 0 f 2 (x) dx = 0, then a result from elementary real analysis states that
f 0. Consider a sequence of polynomials that converge uniformly to f and take the
product with f to get a uniformly convergent sequence to f 2 .
Problem 15 Let (X, d) be a metric space and pick any fixed but arbitrary a X. Define
147
14.6. Differentiation
Problem 1 Define the discontinuous real-valued function f : R2 R by
f1 (x, y)
f2 (x, y)
!
=
ex cos y
ex sin y
!
.
(c) Let (
x, y) = (0, /3) and (
u, v) = f (
x, y). Let g = f 1 denote the continuous inverse
of f defined in a neighborhood of (
u, v) such that g(
u, v) = (
x, y). Find an explicit
formula for g, compute f 0 (
x, y), g 0 (
u, v) and show that g 0 (f (x))f 0 (x) = IR2 .
Problem 6 If X = Y = Z = R in the implicit function theorem, interpret the theorem
and its proof graphically.
Rb
a
Problem 9 Let p and q be positive real numbers such that 1/p + 1/q = 1. Prove the
following statements.
(a) If u 0 and v 0, then
up v q
+ ,
p
q
p
q
and equality holds if and only if u = v .
Rb
Rb
Rb
(b) If f, g R([a, b]), f, g 0, and a f p = 1 = a g q , then a f g 1.
(c) If f, g, R([a, b]), then
Z b Z b
1/q
1/p Z b
q
p
.
|f |
|g|
f g
uv
149