Mathematics Comprehensive Exams University of Kentucky

CONTENTS CONTENTS
Contents
1 Winter PDE 2
1.1 Laplace and Poisson . . . . . . . . . . . . . . . . . . . . . . . . 2
1.2 Heat Equation . . . . . . . . . . . . . . . . . . . . . . . . . . . . 10
1.3 Wave Equation . . . . . . . . . . . . . . . . . . . . . . . . . . . . 20
1.4 Characteristic Equation . . . . . . . . . . . . . . . . . . . . . . . 29
1.5 Cauchy-Kovalevskaya . . . . . . . . . . . . . . . . . . . . . . . . 38
1.6 Real analytic functions . . . . . . . . . . . . . . . . . . . . . . . 40
1.7 First Semester random . . . . . . . . . . . . . . . . . . . . . . . 41
2 Summer PDE 51
2.1 Sobolev Spaces . . . . . . . . . . . . . . . . . . . . . . . . . . . 51
2.2 Second Order Elliptic Equations . . . . . . . . . . . . . . . . . 76
3 Winter Analysis 113
3.1 Basic Topology . . . . . . . . . . . . . . . . . . . . . . . . . . . 113
3.2 Continuity . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 116
3.3 Differentiation . . . . . . . . . . . . . . . . . . . . . . . . . . . . 134
3.4 Numerical sequences and series . . . . . . . . . . . . . . . . . 147
3.5 Sequences & series of functions . . . . . . . . . . . . . . . . . 156
3.6 Riemann integration . . . . . . . . . . . . . . . . . . . . . . . . . 177
4 Summer Analysis 187
4.1 Measure theory . . . . . . . . . . . . . . . . . . . . . . . . . . . 187
4.2 Integration theory . . . . . . . . . . . . . . . . . . . . . . . . . . 218
4.3 Differentiablity of functions . . . . . . . . . . . . . . . . . . . . . 264
5 320
1 A Michael Rababerg Production
1 WINTER PDE
1 Winter PDE
1.1 Laplace and Poisson
S08
win
???
fail
Let B(x, r} = |y |y x| < r| whenever x R
n
and r > 0. A function u is
said to be strongly subharmonic in B(0, 1}, if u has continuous second
partials in B(0, 1} and
u =
n
u=1
u
x
i
x
j
> 0 at each x in B(0, 1}.
(a) Show that strongly subharmonic functions in B(0, 1} have the
following mean value property: If x B(0, 1} and 0 < r < 1|x|, then
u(x} <
1
(S}
S
u(x +r}d(}
where S = | || = 1| and is surface area on S.
Hint: Use Greens formula
B(x,)
udx =
n1
S
u
(x+}d(} whenever

B(x, } B(0, 1}.
(b) Use (a) to show that u does not have a local maximum in B(0, 1}.
1.1 Laplace and Poisson 1 WINTER PDE

W07
win
???
fail
Let u be harmonic in B(0, 1} = |x |x| < 1| R
n
. Thus, all the second par-
tial derivartives of u are continuous in B(0, 1} and u = 0 in B(0, 1}.
(a) State and prove the mean value property for u in B(0, 1}.
(b) Use this mean value property to show that if u has an absolute
maximum in B(0, 1} then u constant.
W07
win
???
fail
Given that derivatives of harmonic functions are harmonic.
(a) Show that if v is harmonic in B(0, 1) = x x < 1, with v 1 in
B(0, 1), then v(0) c where c is an absolute constant and v
denotes the gradient of v.
(b) Use your result in (a) and the translation and dilution invariance of
harmonic functions to show that the only bounded harmonic
functions in R
n
are constants.
-integral rep
-look at origin
-should bound it.
W04
win
???
fail
Let f (x} = |x| for |x| 1 and f (x} = 1 for |x| 1.
(a) Express in terms of a Poisson integral the solution u to the
Dirichlet problem for harmonic functions in H = |(x, y} y > 0| R
2
with u = f continuously on the boundary of H.
(b) Use your answer to (a) to show that lim
y0
u(0, y}]y (so u
y
does not extend boundedly to the closure of H).
S04
win
???
fail
Let B = |x |x| < 1| R
n
. Suppose u is twice continuously differentiable on
B, continuous on the closure of B, u = 1 in B, and u 0 on B. Show
that
1
2n
(1|x|
2
} u(x} max|u(y} |y| = 1|+
1
2n
(1|x|
2
}
for all x B (as usual u denotes the Laplacian of u).

S05
win
???
fail
If n 3 let (x} = |x|
2n
, when x R
n
.
(a) Show for an appropriate constant, c
n
, that
c
n
f (x} =
(x y}f (y}dy
when f is innitely differentiable with compact support in R
n
(f C
0
(R
n
}}. Here denotes the Laplacian, the integral is over
R
n
, and dy is Lebesgue measure on R
n
.
(b) What is c
n
?

S05
win
???
fail
Let u be bounded and a solution to the heat equation (i.e. u
t
= u
xx
) in
the rectange
I = (1, 1} (0, 1} = |(x, t} 1 < x < 1, 0 < t < 1| R
2
with lim
x1
u(x, t} = 0 for 0 < t < 1 and lim
t0
u(x, t} = 1 for 1 < x < 1.
Assuming that u has a sufciently smooth extension to the rectange:
(2, 2} (0, 1},
(a) Show that

1
0

1
1
u
2
x
(x, t}dxdt 1.
(b) What is, sup|u(x, t} (x, t} (1, 1} (0, 1}|? Justify your answer
1.2 Heat Equation 1 WINTER PDE

1.2 Heat Equation
S09
win
???
fail
Let u C
2
(R|0, }} solve the IVP for the heat equation in 1-d:
u
t
u
xx
= (t}u in R(0, }
u = g on Rt = 0}.
If
(t} =
R
u
2
x
(x, t}dx
R
g
2
(x}dx
prove that I(t} =
R
u
2
(x, t}dx is constant for t > 0. You may assume that
u decays fast enough on each time slice so that integration by parts can
be used.

S08
win
???
fail
The fundamental solution to the heat equation
u(x, t} =
u
t
(x, t}
is
(x, t} = (4t}
n2
exp_
|x|
2
4t
_
and has the properties that
R
n
(x, t}dx = 1
lim
t0

x>
(x, t}dt = 0
Show that if f C
0
(R
n
} L
(R
n
}, then the function
v(x, t} =
R
n
(x y, t}f (y}dy
obeys
lim
(x,t)(x
0
,0)
xR
n
,t>0
v(x, t} = f (x
0
}.
W07 S04
win
???
fail
Given u(x, t} = xt
32
exp{x
2
]4t) when x > 0, t > 0.
(a) Prove that u
t
= u
xx
when x > 0, t > 0.
(b) Find lim
x0
+ u(x, t} when t > 0 and lim
t0
+ u(x, t} when x > 0.
(c) Does the BVP
v
t
= v
xx
when x > 0, t > 0
v(x, 0} = 0 when x > 0, t = 0
v(0, t} = 0 when x = 0, t > 0
have a unique solution? Why or why not?

W06
win
???
fail
Consider the Cauchy problem
u
t
u = 0 in R
n
(0, }
u(x, 0} = g(x} x R
n
where g C(R
n
} L
(R
n
}. Dene u by
u(x, t} =
R
n
(x y, t}g(y}dy (x R
n
, t > 0}
where (x, t} is the fundamental solution of the heat equation
(x, t}
1
4t
n2
e
x
2
4t
(x R
n
, t > 0}.
(a) Show that we may compute derivative u]x
1
by differentiating
under the integral.
(b) Show that
lim
(x,t)(x
0
,0)
u(x, t} = g(x
0
}.
W04
win
???
fail
Let (x, t} = (4t}
n2
e
x
2
4t
when t > 0 and (x, t} = 0 otherwise
when (x, t} R
n
R 0, . . . , 0, 0} and that

R
n
(x, t}dx = 1 ( dx =
Lebesgue n measure) whenever t > 0. Show that is a fundamental
solution to the heat equation with pole at (0, . . . , 0, 0} in the sense that
R
n
R
(+
t
}(x, t}dxdt = (0, . . . , 0, 0}
whenever is innitely differentiable with compact support.
W05
win
???
fail
Let (x, t} = (4t}
n2
exp(|x|
2
]4}, t > 0 and x R
n
. If f is continuous
and bounded on R
n
, dene u by
u(x, t} =
R
n
(x y, t}f (y}dy.
It is obviously that u is innitely differentiable on R
n
(0, }. Show u
extended continuously to the closure of this set. That is, show
lim
(y,s)(x,0)
u(y, s} = f (x} whenever x R
n
.
You may use the fact that
R
n
exp(|x|
2
}]4dx = (4}
n2
.
1.3 Wave Equation 1 WINTER PDE
1.3 Wave Equation
W10
win
???
fail
Suppose that is a bounded open subset of R
3
with smooth boundary
and let u be a C
2
(

|0, T}} solution of the IBVP
u
tt
(x, t} u(x, t} = u
t
(x, t} (x, t} |0, T}
u(x, t} = 0 (x, t} |0, T}
Dene the energy of a solution by
E(t} =
1
2
u
t
(x, t}
2
+|u(x, t}|
2
dx.
Show that
E(t} exp(2t}E(0}, t |0, T}
S07
win
???
fail
Let u C
2
(R|0, } solve the IVP for the one-dimensional wave equa-
tion:
u
tt
u
xx
= 0 in R(0, }
u = g, u
t
= h on Rt = 0}.
Suppose that g, h have compact support. Set k(t} =
R
u
2
t
(x, t}dx and
p(t} =
R
u
2
x
(x, t}dx. Prove that
(a) k(t} +p(t} is constant in t,
(b) k(t} = p(t} for all large enough t.
W06
win
???
fail
Consider the wave equation in one spatial dimentional, u
tt
c
2
u
xx
= 0,
where c is a positive constant.
(a) By introducing the variables = x ct and = x +ct, nd all smooth
solutions of the one-dimensional wave equation in R
2
.
(b) Consider the IVP
u
tt
c
2
u
xx
= 0 x > 0, t > 0
u(0, t} = 0 t > 0
u(x, 0} = f (x} x > 0u
t
(x, 0} = 0 x > 0
Use part (a) to nd the solution u. You will need to choose an
appropriate extension of f to the real line
(c) Give conditions on f which imply that u is C
2
(|0, } |0, }}. Pay
particular attention to the behavior of f at 0.
W06
win
???
fail
Suppose that u is in C
(|0, 1||0, }} and is a solution of the equation

u
tt
u
xx
= 0 (x, t} (0, 1} (0, }
u
t
(1, t} = u
x
(1, t} t > 0
u(0, t} = 0 t > 0
Give a condition on the sign of which guarantees that the energy
E(t} =
1
2
1
0
|u
x
(x, t}|
2
+|u
t
(x, t}|
2
dx
is non-increasing.
For this choice of sign, prove that the energy is non-increasing.
W04
win
???
fail
Given u(x, t} =
t
4
=1
h(x + t}dS where x = (x
1
, x
2
, x
3
} R
3
, t
(0, }, dS = surfaceface area on the unit sphere in R
3
. Show that
(a) If t > 0, then u(y, t} 0 and u
t
(y, t} h(x} as (y, t} (x, 0}.
(b) The function u is a solution to the wave equation in U = R
3
(0, }
(i.e. u
tt
= u in U where is the Laplacian of u in the space
variable x). Hint: In (b) use the identity
B(x,t)
udx =
B(x,t)
u
dS
where B(x, t} = |y |y x| < t| dx is Lebesgue three measure,
dS = surface area, and is the outer unit normal to B(x, t}.
S04
win
???
fail
Let U = |(x, t} x R
3
, t (0, }| and suppose that u C
2
(U} C
1
(

U} is a
solution to the following wave equation:
u
tt
u = f in U
u(x, 0} = (x} for x R
3
u
t
(x, 0} = (x} for x R
3
.
Here f C
0
(U} and , C
0
(R
3
}. Assuming appropriate decay of u
on time slices in a neighborhood of , use the energy method to derive
the following estimate:
E(t}
12
E(0}
12
+t
12
_
R
3
[0,t]
|f (x, s}
2
| dxds_
where if u = (u
x
1
, u
x
2
, u
x
3
} then
E(t} =
R
3
{||
2
+|u
t
|
2
dx)
and
E(0} =
R
3
{||
2
+||
2
)(x}dx
W05
win
???
fail
For a given smooth function f C
0
(R |0, }} with compact support,
suppose that u C
2
0
(R|0, }} is a C
2
-solution, with compact support of
the following one dimensional non-homoheneous wave equation:
u
tt
u
xx
= f , (x, t} R|0, }.
Set E(t} =
R
|u
t
|
2
+|u
x
|
2
(x, t}dx for t 0. Show that
E(t} e
t
E(0} +e
t
t
0
_e
s
R
|f |
2
(x, s}dx_ ds
holds for all t 0.

S05
win
???
fail
Given an open set U R
2
, let C
2
(U} denote functions with continuous
second partials in U. The function u is said to be a weak solution to the
wave equation in U if u is continuous in U and
U
(
xx
tt
u}dxdt = 0
whenever C
0
(U}.
(a) Show that if u is a classical solution to the wave equation (i.e.
u C
2
(U} and u
xx
= u
tt
pointwise ) in U, then u is a weak solution
to the wave equation in U.
(b) Show that if u C
2
(U} and u is a weak solution to the wave
equation in U, then u is a classical solution to the wave equation.
(c) Show that if u(x, t} = g(x t} where g is a continuous function on
R, then u is a weak solution to the wave equation in R
2
. Hint: Put
= t +x, = t x, and change variables in the integral dening a
weak solution.
S02
win
???
fail
Suppose 0 < T < and u(x, t) is a smooth solution of
u
tt
u = f in
T
= (0, T)
u = 0 on [0, T)
u = u
t
= 0 on {0}
Show that
sup
0<t<T
u
t
2
+D
x
u
2
dx C
T
f
2
L
2
(
T
)
1.4 Characteristic Equation

W10
win
???
fail
Find a solution of the IVP
u
t
+uu
x
= 0 t > 0, x R
u(x, 0} = x
2
, x R
Explain why there is only one smooth solution of this IVP.
1.4 Characteristic Equation 1 WINTER PDE
S09
win
???
fail
Use the characteristic method to nd an explicit solution to the rst or-
der PDE:
u
x
1
+u
x
2
= u
2
in R
2
+
u = g on R
2
+
where R
2
+
is the upper half-plane, and g is a continuous function.
W09
win
???
fail
(a) Using the method of characteristics nd the solution u(x
1
, x
2
} to
(x
1
1}u
x
1
+(x
2
+1}u
x
2
= 5u
u(x
1
, 1} = 8(x
1
1}
2
.
(b) Explain why u
x
1
+u
x
2
= x
2
, u(x
1
, x
1
} = 3x
2
1
has no solution by the
method of characteristics.
S08
win
???
fail
Use the method of characteristics to nd a solution u(x, y} (x, y} R
2
of
the rst order equation
(y +u}u
x
+yu
y
= x y
u(x, 1} = 1+x
for all x R. Indicate the domain of the solution!
W06
win
???
fail
Use the method of characteristics to nd the solution of the IVP
u
t
+uu
x
= 0, x R, t > 0
u(x, 0} = x x R
W04
win
???
fail
Use the method of characteristics to solve the quasilinear PDE:
u
x
+2yu
y
= u
2
, u(0, y} = y.
S04
win
???
fail
Use the method of characteristics sto solve (locally) the rst order
Hamilton-Jacobi PDE:
u
x
1
u
x
2
= u in V = |(x
1
, x
2
} x
1
(0, }, x
2
R|
u(0, x
2
} = x
2
2
on V.
W05
win
???
fail
Solve the following 1
st
order PDE by the method of characteristics
u
x
+u
y
= u
2
(y > 0}
u(x, 0} = g(x} (x R},
where g RR is a given positive C
2
function.
S05
win
???
fail
For (x, y} R
2
consider the rst-order equation xw
y
yw
x
= w with initial
condition w(x, 0} = h(x} for a given h C
0
(R}.
(a) Write down the characteristic ODEs for the above.
(b) Using the method of characteristics and your answer from part(a),
nd a solution to the above PDE with the prescribed initial values.
(c) What does the method of characteristics say (if anything) about
global existence and uniqueness in this problem?
1.5 Cauchy-Kovalevskaya 1 WINTER PDE
1.5 Cauchy-Kovalevskaya
W09
win
???
fail
(a) Show that if P, Q are polynomials in x R
n
,then the local solution u
to the wave equation u
tt
= u guaranteed by Cauchy-Kowalevski
about (x, t} = 0 satisfying u(x, 0} = P(x}, u
t
(x, 0} = Q(x}, is a
polynomial in x, t.
(b) Find a solution to the above problem when Q(x} = |x|
2
+x
3
1
and
P 0
1.5 Cauchy-Kovalevskaya 1 WINTER PDE
S08
win
???
fail
(a) Prove or disprove: For some positive > 0 there exists a function
u(x, y} harmonic in the half-disk,
H = |(x, y} y > 0, o < x
2
+y
2
<
2
| R
2
and continuous in the closure
of H with boundary values:
u(x, 0} = 0 < x < ,

u
y
(x, 0} = exp(
1
x
2
}, < x < , x 0.
(b) Does there exist > 0 such that u(x, y} = x y is the unique
nonzero solution to the wave equation, u
xx
= u
yy
, in
O = |(x, y} y > x, x
2
+y
2
<
2
| which is continuous on the closure of
O with boundary values: u(x, x} = 0, u
x
(x, x} = u
y
(x, x}, < x < .
(c) Can the theorem of Cauchy-Kovalevski be used to answer either
(a) or (b)? Give reasons for your answers to (a), (b), and (c).
1.6 Real analytic functions 1 WINTER PDE
1.6 Real analytic functions
S08
win
???
fail
(a) Dene the concept(s): the domain U R
n
has a C
boundary/real
analytic boundary U.
(b) Show that the unit disk in R
2
, x
2
+y
2
1, has a C
-boundary/a real
analytic-boundary.
(c) Give an example of a curve in the plane that is C
, but not real

analytic, at least at one point on the curve.
1.7 First Semester random 1 WINTER PDE
1.7 First Semester random
S09
win
???
fail
Let u
k
} be a sequence of harmonic functions in a smooth domain .
Suppose that u
k
} converges to a harmonic function u uniformly on ev-
ery compact subset of . Show that u
k
} also converges to u uni-
formly on every compact subset of .
W09
win
???
fail
Let n 3. Suppose that u is harmonic in |x R
n
0 < |x| < 1| and continu-
ous in |x R
n
0 < |x| 1|. Set
M = max|u(x} |x| = 1|.
If limsup
x0
|x|
n2
|u(x}| = 0, show that u(x} M for 0 < |x| < 1.
W09
win
???
fail
Let be a bounded domain with smooth boundary in R
n
. Let
T
=
(0, T} and let

T
be the closure of
T
. Show that there is at most
one real valued function u C
2
(

T
} which satises
t
u u = u
3
in
u(x, 0} = 0 x
u(x, t} = 0 x , t > 0
W07
win
???
fail
Let f C
0
(R
2
} where C
0
(R
2
} is the collection of functions which are
smooth and compactly supported in R
2
.
Dene u by
u(x, t} =

0

0
f (x y, t s}dyds.
Show that u is a solution of the equation
u
xt
= f .
S03
win
???
fail
Suppose is a bounded, open, connected subset of R
n
. Suppose u
L
1
(} and
u
x
i
dx = 0
for each C
1
c
(} and 1 i n.
Show that there is a constant c R such that u = c a.e. in .
S03
win
???
fail
Given that functions of the form a|x|
2n
+ b are harmonic in R
n
0},
where a, b are constants, n > 2, x = (x
1
, . . . , x
n
} and |x| =
_
x
2
1
++x
2
n
. Let
u > 0 be harmonic in |x |x| < 1| and continuous in |x |x| 1|. Suppose
for some x
0
with |x
0
| = 1 that u(x
0
} = 0. Prove the Hopf boundary maxi-
mum principle:
lim
r1
u(rx
0
}
1r
> 0.
S03
win
???
fail
Let D = |(x, y} x
2
+y
2
< 1|.
(a) Suppose u C(

D}

C
2
(D} and
2
u
x
2
+

2
u
y
2
= u
3
in D.
show that w that u cannot obtain a positive maximum at a point of
D.
(b) Show that the problem
2
u
x
2
+

2
u
y
2
= u
3
in D
u = 0 on D = |(x, y} x
2
+y
2
= 1|
(c) Let S = |(x, y} R
2
|x| < 1, |y| < 1|. Suppose u C(
S}

C
2
(S} and
2
u
x
2
+

2
u
y
2
= 1 in S
u = 0 on S
Find a bound for u(0, 0}.
S03
win
???
fail
Given that a function is harmonic in an open set U R
n
if and only if
it statises the mean value property, show that w that the limit of a se-
quence of harmonic functions converging uniformly on compact subsets
of U is harmonic in U.
W05
win
???
fail
Let B = |x R
n
|x| < 1|. Suppose
u C
2
(B} C
1
(

B}
u = 0 on B
|| M on B
where M is a positive constant.
Show that
_
u
_
M
n
on B
where, for x B,
u
denotes the directional derivative of u at x in the

direction of the inward normal to B. Hint: Note that if w(x} = 1 |x|
2
,
then w= 2n on B and w= 0 on B.
2 SUMMER PDE
2 Summer PDE
2.1 Sobolev Spaces
This section contains chapter 5 material. Denitions and estimates.
2.1 Sobolev Spaces 2 SUMMER PDE
S09
win
???
fail
Suppose that u C
1
(

} C
2
(} where is a bounded smooth domain.
Show that if u = 0 in , then
|u|
2
< x, > dS =
{2 < u, x > +(n2}u)dS,

where x = (x
1
, . . . , x
n
}, is the outer normal to and dS is the surface
area on .
S09
win
???
fail
Let u W
1,p
(R
n
} for some p, 1 p < . If u R
n
and r > 0 set B(y, r} =
|y |y x| < r|. Given that for almost every x B(y, r},
|u(x} u
B(y,r)
| c
B(y,r)
|Du|(x}
|x z|
n1
dz
, where c = c(n}, and u
B(y,r)
is the average of u on B(y, r}.
(a) If p > n use the above equation to prove Morreys theorem:
For almost every x, y 1R
n
,
|u(x} u(y}| c
|x y|
1
n
p
||Du||
L
p
(R
n
)
,
where c
= c
(p, n}.
(b) Use the same equation to prove Poincaires inequality for B(y, r}
when p = 1 :
B(y,r)
|u(x} u
B(y,r)
| dx c
B(y,r)
|Du(x}| dx
where c depends only on n.
S09
win
???
fail
Let u L
2
(R
n
} and let e
k
be the point on the positive k
th
coordinate axis,
1 k n, with |e
k
| = 1. Set
D
h
k
u(x} =
u(x +he
k
} u(x}
h
whenever x R
n
, 0 < h 1, and 1 k n. Prove that u W
1,2
(R
n
} if and
only if ||D
h
k
u||
L
2
(R
n
)
< for 0 < h 1 and 1 k n.
W09
win
???
fail
Let S be the strip x R
n
0 < x
1
< 1}. Suppose that u lies in the Sobolev
space W
1,2
0
(S}. Show that there is a constant C which is independent of
u so that ||u||
L
2
(S)
C||Du||
L
2
(S)
W09
win
???
fail
Let B = |y |y| < 1| R
n
.
(a) Find all > 0 for which |x|
W
1,2
(B}.
(b) Find all (0, 1} for which x
1
W
1,2
0
(B|y y
1
> 0|}.
W08
win
???
fail
For h 0 and i = 1, . . . , n, let
h
i
u denote the difference quotient
i
h
u(x} =
1
h
(u(x +he
i
} u(x}}.
If we have
h
i
u
L
2
(R
n
)
1 for h 0 and i = 1, . . . , n, show that the weak
gradient, u exists and lies in L
2
(R
n
}.
W08
win
???
fail
Let A be a n n matrix-valued function on R
n
and suppose that the en-
tries of A are real-valued bounded measurable functions and that there
is constant > 0 so that we have the ellipticity condition.
A(x} ||
2
, R
n
and a.e. x R
n
.
Let u be a function in the Sobolev space, W
1,2
loc
(R
n
} which is a weak
solution of the equation div Au = 0 in R
n
.
Show that there is a constant C so that for all r > 0, we have
xx<r
|u|
2
dx
C
r
2
xx<2ru
2
dx.
If, in addition, we assume that u is in L
2
(R
n
}, conclude that u is costant.
W08
win
???
fail
Let 1 p < and suppose that u belongs to the Sobolev space
W
1,p
(R
n
}. We write points x R
n
as x
, x
n
with x
R
n1
and x
n
R.Show
that there is a constant C = C(p} which depends only on p so that
R
n1
|u(x
, 0}|
p
dx
R
n
|u(x}|
p
+|u(x}|
p
dx.
W07
win
???
fail
Let B = B(0, 1} = |x R
3
| |x| 1 be the unit ball in R
3
.
(a) For 1 p < , give the denition of the Sobolev space W
1,p
0
(B}.
(b) If f is in W
1,2
0
(B} and g is in W
1,2
(B}, show that f g lies in
W
1,2
0
(B}.
W06
win
???
fail
(a) For a domain R
n
, state the denition of the Sobolev space
W
1,2
(} for 1 p < .
(b) Prove the following interpolation inequality:
R
n
|u|
2
dx _
R
n
|u|
2
dx_
1
2
_
R
n
|
2
u|
2
dx_
1
2
where u W
2,2
(R
n
}. Here, |
2
u| = [
n
i,j=1
|D
i
D
j
u|
2
)
12
.
Partial credit will be given for proofs of an estimate of this form
with a constant larger than 1.
W10
win
???
fail
Let u W
1,p
(R
n
} for some p, 1 p < . Let B(x, r} = |y R
n
|y x| < r|
and let C
0
B(0, 1} with

R
n
dx = 1. Set
(x} =
n
(x} for x R
n
and > 0. Put
u
(x} =
u(x} =
R
n
(x y}u(y}dy, (x R
n
}.
(a) Use the Lebesgue differentiation theorem and/or H olders
inequality to show that u
u pointwise almost everywhere and in

the norm of W
1,p
(R
n
}.
(b) Use (a) to show that if C
0
(R
n
}, then u W
1,p
(R
n
}.
(c) Use (a) and (b) to show that there exists a sequence
j
where
j = 1, 2, . . . of innitely differentiable functions with compact support
and ||u
j
||
W
1,p 0 as j .
W10
win
???
fail
Let u C
1
(R
n
} and let B(x, r} = |y R
n
|y x| < r|.
(a) Prove that
|u(y} u
B(x,r)
| c
B(x,r)
|Du|(z}
|y z|
n1
dz (y B(x, r}} (1)
where c = c(n}, and u
B(x,r)
is the average of u on B(x, r}.
(b) If p > n and v W
1,p
(R
n
}, use the above to prove Morreys theorem:
For almost every x, y R
n
,
|v(x} v(y}| c
|x y|
1
n
p
||Dv||
L
p
(R
n
)
where c
= c
(p, n}. You may assume the conclusion of 5(c) (Label

this!!)
S03
win
???
fail
Suppose U R
n
is a bounded, smooth domain. Let the operator L be
dened as
L =
n
i,j=1
x
i
a
ij
(x}
u
x
j
x U.
Use the difference quotient method to prove: if f L
2
(U} and u H
1
(U}
is a weak solution of Lu = f in U them if fact, u H
2
loc
(U} and for any
open subset V U
D
2
u
L
2
(V)
C_f
L
2
(U)
+u
L
2
(U)
_
W04
win
???
fail
Suppose u H
1
(} where is a bounded open set in R
n
. Show that
Du Ddx = 0
for each C
0
(} if and only if
|Du|
2
dx
|Dv|
2
dx
for each v H
1
(} such that u v H
1
0
(}.
W04
win
???
fail
For a domain R
n
,
(a) State the denition of the Sobolev space W
1,p
(} for 1 p <
and
(b) use the integration by parts to prove the following interpolation
inequality:
R
n
|u|
p
C(n}_
R
n
|u|
p
_
1
2
_
R
n
|
2
u|
1
2
_
where u W
2,p
(R
n
} and C(n} > 0 depends only on n.
S04
win
???
fail
Given f L
2
(R
n
, u H
1
(R
n
} with compact support, b C
1
(, } with
b(0} = 0, and b
0 on (, }. Also suppose that u is a weak solution

on R
n
to
Lu(x} = u(x} +b(u(x}} = f (x} (x R
n
}.
Use the method of difference quotients to prove that u H
2
(R
n
}.
S04
win
???
fail
Suppose u H
1
(} where is a bounded open set in R
n
. Show that
Du Ddx = 0
for each C
0
(} if and only if
|Du|
2
dx
|Dv|
2
dx
for each v H
1
(} such that u v H
1
0
(}.
S04
win
???
fail
Let B
r
= |y R
n
|y| < r| and suppose that u W
1,1
(B
r
}

C
1
(B
r
}.
(a) Show there exists c, 1 c < such that
|u(x} u
Br
| c
Br
|u|(y}
|x y|
n1
dy (x B
r
}.
Here u
Br
= |B
r
|
1
Br
udy is the average of u over B
r
and
u = (u
x
1
, . . . , u
xn
}.
(b) Given that smooth functions in B
r
are dense in W
1,1
(B
r
}. Use (a)
to prove Poincair es inequality for B
r
and p = 1 : If v W
1,1
(B
r
},
then for some c
, 1 c
< ,
v v
Br
L
1
(Br )
c
rv
L
1
(Br )
.
(c) Prove or disprove: There exists a c for 1 c < such that if
v W
1,1
(B
r
}, then
v
L
1
(Br )
crv
L
1
(Br )
W05
win
???
fail
Given that C
(} is dense in W
1,p
(} whenever R
n
is an open set
and 1 p < . Let u W
1,p
(} for xed p, 1 p < .
(a) If F C
1
(R} with F(0} = 0 and |F
| M < show that

F u W
1,p
(}.
(b) Use (a) to show that u
+
= maxu, 0 W
1,p
(}.
W05
win
???
fail
Givem an open set R
n
.
1,p
(} whenever
1 p < .
(b) Prove that if is bounded, then W
1,q
W
1,p
(} whenever
1 q p < .
(c) For a xed p, 1 < p < , show (by way of example) that there exists
u W
1,q
(B} for q < p but u W
1,p
(B}. Here B denotes the open ball
in R
n
with radius 1 and center 0.
S05
win
???
fail
Let L be a unifomrly elliptic operator dened by
L =
1i,jn
x
i
a
ij
(x}

x
j
.
prove the Caccioppoli inequality: if u H1(} is a weak solution of Lu =
0 in , then, for any ball B
r
, one has
Br
|u|
2
C
(Rr}
2
B
R
|u|
2
(0 < r R}
where C > 0 depends only on n.
S05
win
???
fail
Let R
n
be a bounded domain, and 1 p < +
.
1,p
(}.
(b) Show that u W
1,p
(} if and only if for any open subdomain
U , there exists a sequence u
k
} C
(U} such that u

k
u in
W
1,p
(U}.
(c) Suppose that F C
1
(R} and F
is bounded. Utilize (b) to prove

that for any u W
1,p
(} we have F(u} W
1,p
(}.
2.2 Second Order Elliptic Equations 2 SUMMER PDE
2.2 Second Order Elliptic Equations
Chapter 6 material: existance, regularity, maximum principles.
W10
win
???
fail
Let u W
1,2
(R
n
} have compact support and be a weak solution of the
semilinear pde
u(x} +b(u(x}} = f (x} (x R
n
},
where f L
2
(R
n
} and b C
1
(R} with b(0} = 0, while b
0 on R. Use
the method of difference quotients to show that u W
2,2
(R
n
}. You may
assume that Du L
2
(R
n
} if and only if D
h
k
u L
2
(R
n
} for 0 < h 1, where
D
h
k
u(x} =
u(x+he
k
)u(x)
h
, x R
n
, while e
k
, 1 k n is the point with 1 in the
k
th
coordinate position and 0s elsewhere.
W10
win
???
fail
Let u C
2
(B(0, 1}} C
1
(

B(0, 1}}, where B(x, r} = |y R
n
|y x| < r|. and
B(0, 1} is the closure of this set. Suppose also that u 0 is a classical

solution to
Lu =
n
i,j=1
a
ij
(x}u
x
i
x
j
(x} = 0 in B(0, 1},
u = 0 on B(0, 1}
Here (a
ij
} are continuous in

B(0, 1} and
||
2
i,j=1
a
i,j
(x}
i
j
||
2
, x

B(0, 1}
for some 0 < , < , and all R
n
. If m= min
B(0,12)
u show that
|Du(x}|
m
c
for x B(0, 1}
where c depends only on n, , .
S09
win
???
fail
Let U R
n
be a bounded domain and let u W
1,2
(U} be a bounded
weak solution in U to
Lu =
n
i,j=1
A
ij
(x}
i
j
||
2
for almost every x U,some 0 < , < and all R
n
.
(a) Dene what is meant by a weak solution/subsolution to the above
PDE
(b) Prove that if u is a bounded weak solution to Lu = 0 in U and
C
2
(, } is convex, then u is a weak subsolution in U.
You may assume that (
u} W
1,2
0
(U} with the usual
distributional derivatives for a product whenever C
0
(U}.
S09
win
???
fail
Let H be a Hilbert space and B(, } a bilinear form on H.
(a) State the Lax-Milgram theorem for B, H.
(b) Let U R
n
be a bounded connected open set. Then u W
1,2
(U}
is said to be a weak solution to Neumanns problem:
u = f in U (2)
u
= 0 on U (3)
provided that
U
Du Dv dx =
U
f v dx
for all v W
1,2
(U}. Use the Lax-Milgram theorem to show that if
f L
2
(U}, then (label) has a weak solution if and only if
U
f dx = 0. You may assume that Poincar es inequality holds for U
in the form
U
|u u
U
|
2
dx c
U
|Du|
2
dx
where u
U
denotes the average of u on U and c is a positive
constant depending only on U.
S08
win
???
fail
Suppose that u is a weak solution of
Lu
n
i,j=1
(a
ij
(x)u
x
i
)
x
j
= 0
in R
n
, i.e. U is all of R
n
. Show that if

R
n
u(x)
2
ddx < then u 0.
Hint: Use the test function u(x)(
x
R
)
2
, where C
c
(B(0, 1)), estimate
and then let R .
W09
win
???
fail
Let R
n
be a bounded domain and let u W
1,2
0
(} be a weak solu-
tion to
Lu =
n
i,j=1
x
i
A
ij
u
x
j
= f
where f L
2
(}, and (A
ij
(x} are bounded, measurable with
||
2
i,j=1
A
ij
(x}
i
j
for almost every x , some > 0 and all R
n
.
(a) Dene what is meant by a weak solution to the above PDE
(b) Using (a) prove for some positive c < that
||Du||
L
2
()
c||f ||
L
2
()
.
(c) Using (b) nd the largest p guaranteed by Sobolevs theorem for
which ||u||
L
p
()
c||f ||
L
2
()
.
W09
win
???
fail
Let B = |y |y| < 1| R
n
and let (a
ij
(x}, 1 i, j n} be uniformly elliptic and
continuous on

B = |y |y| 1|. Let v C
2
(B} C(
B
} be a solution to the
nondivergence form PDE:
Lv =
n
i,j=1
a
i,j
(x}v
x
i
x
j
= 0 for x B
(a) Show that if v M on B, then v M in B.
(b) Show that if C
2
(R} is convex, then w= v is a subsolution to
L. That is, show

Lw 0 in B.
S08
win
???
fail
Suppose u = u(x, t} is a weak solution to the problem
u
t
+Lu = f (x, t} for (x, t} U |0, T|
u(x, t} = 0 for(x, t} U |0, T|
u(x, t} = 0 for x U
Assume that

T
0

U
f (x, t}
2
dxdt is nite for the given U R
n
. Show
lim
t0
+
1
t

U
u(x, t}
2
dx = 0.
Hint: Get estimates on (t} =
U
u(x, t}
2
dx.
S08
win
???
fail
Let u H
1
0
(U} be a weak solution to
Lu +
n
i=1
b
i
(x}u
x
i
+c(x}u = 0
where |b
i
(x}|
n
i=1
and c(x} are bounded smooth coefcients on the
bounded domain U R
n
.
(a) Prove the Garding-type estimate
B(u, u} ||u||
2
H
1
0
(U)
k
0
||u||
2
L
2
(U)
for two positive constants and k
0
. Here B(u, v} ist he standard
bilinear form associated with the PDE given by (*) Label.
(b) Show that if c(x} divb(x} 0 on U then k
0
can be taken to be
zero. Why is this signicant?
W08
win
???
fail
Let be a bounded open set in R
2
with smooth boundary. Suppose
that f is in L
2
(}. Consider the boundary value problem
2
u
x
2
+

2
u
y
2
+
u
x
= f in
u = 0 on
(a) Give a weak formulation of this bvp.
(b) Show that you may use the Lax-Milgram theorem to establish the
existance of weak solutions to this bvp.
S07
win
???
fail
Dene
Lu =
n
i,j=1
x
j
_a
ij
u
x
i
_
where a
ij
= a
ji
L
(}. We assume that L is uniformly elliptic.

Let f L
2
(}.
(a) State the denition of weak solutions u H
1
0
(} to the BVP: = f in
and u = 0 on .
(b) Prove the existence and uniqueness of the weak solution to the
BVP in part (a). Also show that the solution satises
u
H
1
()
Cf
L
2
()
,
where C depends only on L, and n.
(c) Let u be the weak solution to the BVP in part (a). Suppose that
f = 0 in B(x
0
, r} . Show that
B(x
0
,r2)
|u|
2
dx
C
r
2
B(x
0
,r)
|u|
2
dx,
where Cdepends only on L and n.
S07
win
???
fail
Dene
Lu =
n
i,j=1
x
j
_a
ij
u
x
i
_
where a
ij
= a
ji
L

Show that
|u|
2
dx C_
|u|
2
dx_
12
_
|udx|_
12
,
for all u H
2
(} H
1
0
(}, where C depends only on n.
S07
win
???
fail
Dene
Lu =
n
i,j=1
x
j
_a
ij
u
x
i
_
where a
ij
= a
ji
L

Assume that a
ij
C
1
(

}. Let u be a smooth solution of Lu = 0 in .
Show that
u
L
()
Cu
L
()
+u
L
()
_,
where C depends only on L and n.
W07
win
???
fail
Let R
n
be a bounded open set. Let A be a symmetric matrix-valued
function A(x} = a
ij
(x} with each a
ij
L
(} and real valued. Assume

that the matrix A is uniformly positive denite in . Thus, there is a
1
>
0
so that
n
i,j=1
a
ij
(x}
i
j
||
2
(x , R
n
}.
Dene an operator by
L =
n
i,j=1
x
i
a
i,j
(x}

x
j
(x }.
(a) Let f H
1
(}, the dual of H
1
0
(} (or W
1,2
0
(}). Give the
denition of a weak solution to
Lu = f in .
(b) Use the difference quotient method to prove: If each a
ij
C
1
(}
and f L
2
(}, then any weak solution u H
2
(} to Lu = f in is
in H
2
loc
(}. Moreover, for any ball B ,
2
u
L
2
(B)
C(f
L
2
(} +u
L
2 (}}
where C depends only on n, L, dist (B, }. Here,
2
u is the
matrix of second derivatives.
W07
win
???
fail
Dene an operator by
L =
n
i,j=1
x
i
a
i,j
(x}

x
j
(x }.
Suppose that u is a weak solution of the equation
Lu u = 0
in B(0, 2}. (Note that we do not assume that u vanishes on the bound-
ary of B(0, 2}.)
Show that u satises the Caccioppoli inequality
B(0,12)
|u|
2
dx C
B(0,1)
u
2
dx.
The constant C depends only on the coefcients L and the dimension n.
W07
win
???
fail
Dene an operator by
L =
n
i,j=1
x
i
a
i,j
(x}

x
j
(x }
and dene R
2
. Assume the coefcients of L are smooth.
Let u C
(

|0, }} be a solution of
u
t
+Lu = 0 in (0, +}
u = 0 on |0, +}
u = g on t = 0}.
Prove the exponential decay estimate
u(, t}
L
2
()
e
Ct
g
L
2
(} (t > 0},
where C > 0 depends only on n, L, . Hint: Multiply by u, integrate on
, apply the ellipticity of L and the Poincar e inequality.
W06
win
???
fail
For any summetric matrix-valued function (a
ij
} C
0
(, R
nn
}, let
L =
n
i,j=1
x
i
a
ij
(x}}

x
j
(x }
(a) State the uniform ellipticity condition for L.
(b) Suppose that f H
1
}(}. Give the fenition of weak solution to
the BVP
Lu = f in
u = 0 on
and then prove that if L is uniformly elliptic, then there exists at
most one solution to this BVP.
(c) Use the difference quotient method to prove: If we assume
(a
ij
} C
1
(, R
nn
} and f L
2
(}, then any weak solution
u H
1
(} to the BVP in (b) is in H
2
loc
(}. Moreover, for any open
ball B ,
D
2
u
L
2
(B)
C(f
2
(} +u
L
2 (}},
where C depends on the dimension n, the distance from B to the
boundary, and the coefcients.
W06
win
???
fail
Let L be the operator
L =
n
i,j=1
x
i
a
ij
(x}}

x
j
(x }
and assume L is uniformly elliptic. Prove the Caccioppoli inequality: if
u H
1
(} is a weak solution to Lu = 0 on . Then, for any ball B
2R
,
one has
B
R
|u|
2
dx
C
R
2
inf
cR
B
2R
|u c|
2
dx.
W06
win
???
fail
Let L be the operator
L =
n
i,j=1
x
i
a
ij
(x}}

x
j
(x }
and assume L is uniformly elliptic. Assume that u H
1
(} is a bounded
weak solution to
Lu = 0 in .
Let C
(R} be convex. Set w = (u}. Show that w H

1
(} and w is
a weak subsolution, i.e.
B|w, | 0, H
1
0
(} with 0
where B|, cdot| is the bilinear form associated with L.
W10
win
???
fail
Suppose that u C
2
(} C
0
(

} solves the equation
(u}(x} +
n
k=1
a
k
(x}
u
x
k
+c(x}u = 0
where c(x} < 0 in R
n
. Show that u = 0 on implies that u = 0 in .
Hint: show that maxu 0 and minu 0.
S03
win
???
fail
Let
L =
n
i,j=1
x
i
a
ij
(x}
u
x
j
x U
where the a
ij
(x} are bounded and measurable, a
ij
= a
ji
, and L is uni-
formly elliptic. Assume that u H
1
(U} is a bounded weak solution to
Lu = 0 in U
Let C
(R} be convex. Set w = (u}. show that w that w H

1
(U}
and w is a weak subsolution, i.e.
B|w, | 0 for each H
1
0
(U} with 0
where B|, | is the bilinear form associated with L.
S03
win
???
fail
Let Lu = u +
n
i=1
b
i
(x}D
i
u + c(x}u. Prove that if c < 0 is bounded in a
bounded open set U R
n
and u C
2
(U}

C
0
(

U} satises Lu = f in U
then
sup
U
|u| sup
U
|u| +sup
U
_
f
c
_ .
S03
win
???
fail
A function u is said to be weakly harmonic in R
n
if u is continuous in
R
n
and

udx = 0 whenever is innitely differentiable on R
n
with
compact support. Show that weakly harmonic functions are harmonic.
That is, show u is harmonic in R
n
.
W04
win
???
fail
Let L be the uniformly elliptic operator given by
L =
n
i,j=1
x
i
a
ij
(x}
u
x
j
x .
Prove the Caccioppoli inequality: if u H
1
(} is a weak solution to Lu =
0 on . Then, for any ball B
R
, one has
Br
|Du|
2
C
(Rr}
2
inf
cR
B
R
|u c|
2
for any 0 < r < R.
W04
win
???
fail
For 1 i, j n, let a
ij
C
0
(} and dene
L =
n
i,j=1
x
i
a
ij
(x}
u
x
j
x
(a) Sate the uniform ellipticity condition for L.
(b) Suppose that f H
1
(}. State the denition of u H
1
0
(} being
a weak solution of the boundary value problem:
Lu = f in
u = 0 on
and prove that if L is uniformly elliptic, then there exists at most
one solution u H
1
0
(} of the problem.
(c) Use the difference quotient method to prove: if a
ij
C
1
(} and
f L
2
(}, then any weak solution u H
1
(} of the equation
Lu = f is in H
loc
2
()
. Moreover, for any open subset U ,
D
2
u
L
2
(U)
C_f
L
2
()
+u
L
2
()
_
where C does not depend on u or f .
S04
win
???
fail
Let (a
ij
(x}} , 1 i, j n} be an n n symmetric matrix with coefcients
in C
1
(

U}, where U R
n
is a bounded open set.
(a) What is meant by the phrase, (a
ij
} are uniformly elliptic on U?
(b) Show that w that if w C
2
(I}

C(

U} is a solution to
Lw(x} =
n
i=1
a
ij
(x}w
x
i
x
j
(x} = 0 for all x U,
where (a
ij
} are uniformly elliptic on U, then max

U
w= max
U
w.
W05
win
???
fail
Let R
n
be a bounded open set, n > 2, and f L
2
(R
n
}. Put
u(x} =
f (y}|x y|
2n
dy whenever x .
(a) Show that u H
1
(}.
(b) Prove for some constant c that
u dx = c
f dx whenever C
0
(},
where denotes the gradient of .
W05
win
???
fail
For 1 i, j n, let (a
ij
(x}} be positive denite a.e. in the open set
R
n
and a
ij
L
(}. Put
L =
n
i,j=1
x
i
a
i,j
(x}

x
j
(x }.
(a) Given u, v H
1
(}, what is meant by u is a weak solution and v a
weak subsolution to L in ?
(b) Show that if a
ij
C
1
(} and u C
2
(} is a weak solution to Lu = 0
in , then Lu = 0 pointwise in .
(c) Show that if u, L are as in (b) and C
(R} is convex (i.e.
0), then v = u is a weak subsolution to L in .

S05
win
???
fail
For a bounded domain R
n
, f L
2
(}. Let De be the standard
Laplace operator.
(a) Prove the following Dirichlet principle: u H
1
0
(} is a weak
solution to: Deu = f in if and only if
I(u}
1
2
|u|
2
f u I(v} =
1
2
|v|
2
f v
for all v H
1
0
(}.
(b) Prove the following estimate:
|u|
2
C
|f |
2
for some universal positive constant C. (Hint: You may need to
use both the H older ineq and the Poincair e ineq).
S05
win
???
fail
For a bounded domain R
n
, assume that {a
ij
)
1i,j,n
L
(} is sym-
metric. Consider the second order operator
L =
1i,jn
x
i
a
ij
(x}

x
j
Answer the following questions.

(a) State the denition of uniform ellipticity of L.
(b) Suppose that L is uniformly elliptic. Then prove the following two
inequalities:
|B
L
|u, v|| C
1
U
H
1
()
v
H
1 (} u, v H
1
0
(},
and
B|u, u| C
2
u
2
H
1
()
where C
1
, C
2
are two positive constants depending only on n and
L, and B is the bilinear form associated with L.
(c) Assuming that L is uniformly elliptic and f L
2
(}. State the dfn
for a u H
1
0
(} to be a weak solution of the equation Lu = f , in .
Is the Dirichlet problem uniquely solvable in H
1
0
(}? Provide the
reasons (e.g. the name of the theorem) to support your
conclusion.
eof
I stopped at summer 03. The questions seemed to be on repeat at that
point.
3 WINTER ANALYSIS
3 Winter Analysis
3.1 Basic Topology
- metric spaces, compact sets, connected sets
W01
win
???
fail
Suppose X is a metric space and f X R. Show that the following two
statements are either both true or are both false:
a. For each a R the set |x f (x} > a| is open. b. For each x X and
each sequence x
n
}
n=1
converging to x,
f (x} liminf
n
f (x
n
}.
3.1 Basic Topology 3 WINTER ANALYSIS
S01
win
???
fail
If E is a subset of R
n
, then we dene dist(x, E} by
dist(x, E} = inf
yE
|x y|.
If E
1
and E
2
are two sets, dene dist(E
1
, E
2
} by
dist(E
1
, E
2
} = inf
xE
1
dist(x, E
2
}.
a. If F and K are disjoint subsets of R
n
with F closed and K compact
prove that dist(K, F} is non zero and hence positive. b. If F
1
and F
2
are
two closed sets, do we still have that dist(F
1
, F
2
} is strictly positive?
3.1 Basic Topology 3 WINTER ANALYSIS
S06o
win
???
fail
Suppose that A is an nn matrix with real entries and let
f (x} = x Ax
for vectors x R
n
with |x| 1. Show that there exists a vector y with
|y| 1 and
f (y} = inf|f (x} |x| 1|.
3.2 Continuity 3 WINTER ANALYSIS
3.2 Continuity
- limits of functions, continuity and compactness, Continuity and connect-
edness, monotonic functions
W01
win
???
fail
Suppose f RR is continuous. Show that
lim
h0
b
a
f (x+h)f (x)
h
dx = f (b} f (a} whenever a < b.
W94
win
???
fail
Let f (x} = x
2
|sin
1
x
| and g(x} = x
12
for 0 < x 1 with f (0} = g(0} = 0.
a. Show that f g is absolutely continuous on |0, 1|
b. But that g f is not absolutely continuous on |0, 1|.
W00
win
???
fail
Suppose that f |0, 1| R is an increasing function.
a. Show that f has right and left limits at every point on (0, 1}.
b. Show that f has at most contably many discontinuities.
c. Show that f may have innitely many discontinuities.
S 00
win
???
fail
Let f |0, 1| R be a function.
a. Dene what it means for f to be uniformly continuous on[0,1].
b. Prove that if f is continuous on |0, 1|, then it is uniformly continuous
on |0, 1|.
W02
win
???
fail
Can you construct a nondecreasing function f |0, 1| R which is dis-
continuous at each x |0, 1| Q and continuous at each x |0, 1| Q?
Can you construct a nondecreasing function f |0, 1| R which is dis-
continuous at each x |0, 1| Q and continuous at each x |0, 1| Q?
W03
win
???
fail
a. Dene what it means for a function f to be uniformly continuous on
the real line.
b. Show that f (t} = sint is uniformly continuous on the real line.
c. Prove or disprove: The limit of a uniformly convergent sequence of
uniformly continuous functions on the real line is uniformly continuous
on the real line.
W03
win
???
fail
a. Give the open cover denition of a compact set on the real line.
b. Use the denition of part (a) to show that the interval (0, 1} is not
compact.
c. Using that the interval |0, 1| is compact, show that every innite sub-
set of this interval has a limit point.
S03
win
???
fail
Suppose f is a real polynomial of degree n satisfying
b
a
f (x}x
k
dx = 0 k = 0, . . . , n1
a. Show that any polynomial with these properties is a constant multiple
of f . b. Show that any real root of f lies in (a, b}.
S03
win
???
fail
Let r
n
} be a sequence of rational numbers where each rational number
appears exactly once. Dene
f (x} =
rn<x
1
r
2
n
+2
n
for real numbers x. Prove each of the following:
a. f is well dened and strictly increasing on (, }. b. f is discontin-
uous at the rational numbers. c. f is continuous at the irrational num-
bers.
S03
win
???
fail
Let f be a real function on a metric space X. Suppose f is continuous
on X and X is compact. Show that f is uniformly continuous on X.
W04
win
???
fail
Let f R
2
R
2
be continuous. Let U be an open set in R
2
and let K be
a compact set in R
2
.
a. Use the denition of continuity to prove that f
1
(U} is open.
b. Use the open cover denition of a compact set to prove that f (K} is
compact.
S04
win
???
fail
Let f |0, 1| be a continuous function.
a. Prove that there exists a point x |0, 1| such that f (x} = x.
b. Suppose that f

(x} exists for x (0, 1} and that |f

(x}| < 1 for x (0, 1}.
Show that there exists a unique x
0
|0, 1| such that f (x
0
} = x
0
.
S04 W07
win
???
fail
A function f R R is said to be upper semi-continuous if the set
|x R f (x} < | is open for each real . Show that, if f R R is upper
semi-continuous and x
n
y as n , then
limsup
n
f (x
n
} f (y}.
S04
win
???
fail
Let f R
2
R
2
be continuous. Let U be an open set in R
2
and let K be
a compact set in R
2
.
a. Use the denition of continuous to prove that f
1
(U} is open.
b. Use the open cover denition of a compact set to prove that f (K} is
compact.
W06
win
???
fail
Suppose that f is continuous on |0, 1|, and f is nonnegative, and
1
0
f (x}dx = 0. Show that f (x} = 0 for all x |0, 1|.
W07
win
???
fail
Prove that if f is a real-valued continuous function on a compact metric
space, then f is uniformly continuous.
S07
win
???
fail
Let K be a compact subset of a metric space X and f X X a contin-
uous function. Show that f (K} is a compact set.
S07o
win
???
fail
Let f X X be a continuous function dened on a metric space X, with
metric d. Let A be a subset of X. If x

A, show that f (x}

f (A}.
3.3 Dierentiation 3 WINTER ANALYSIS
3.3 Dierentiation
- Mean value theorem, continuity of derivatives, Lhospital, Taylors theorem
W00
win
???
fail
a. Prove for n = 0, 1, 2. . . If f has n+1 continuous derivatives, then
f (x} =
n
k=0
f
(k)
(0}
x
k
k!
+
x
0
f
n+1
(t}
(x t}
n
n!
dt
Hint: integrate by parts. b. Use the result in (a} to prove that for x R,
| sin(x} x|
|x|
3
6
.
S 01
win
???
fail
Suppose f R R is differentiable and |f

(x}|
1
2
for all x in the real
line. Put x
0
= 0 and then x
n+1
= f (x
n
} for n = 1, 2, . . .. Show that
lim
n
x
n
exists.
S01
win
???
fail
a. State Taylors theorem.
b. Let f be a function on the real line for which all derivatives exist and
set
M
k
= sup
xR
|f
(k)
(x}|.
Here the zeroth derivative f
0
refers to the function f . Suppose that
M
0
, M
1
and M
2
are nite. Prove that
M
2
1
4M
0
M
2
.
Hint: Apply Taylors theorem on the interval (x, x +h}, rearrange to ob-
tain an inequality for f

(x} and then make a clever choice of h.
W02
win
???
fail
Let K R
n
be a compact set and for given p R
n
dene d(p} =
inf||p q| q K|. Prove that d is Lipschitz on R
n
with constant 1. That
is, show |d(p} d(q}| |p q| whenever p, q R
n
.
W 02
win
???
fail
If f
n
, n = 1, 2, 3, . . . is a sequence of differentiable real-valued functions
dened on the real line, R and f is a function with
lim
n
f
n
(x} = f (x}
for each x R. Do we have
lim
n
f

n
= f

(x}?
S02
win
???
fail
Let
e
1x
, x > 0
0, x 0
. Prove that g has derivatives of all orders.
S02
win
???
fail
Suppose that f R R is a twice-differentiable function and f

(x} 0 for
all x R. Prove that
f _
x +y
2
_
1
2
{f (x} +f (y}) (x, y R}.
Hint: Use Taylors theorem.
W03
win
???
fail
a. Show that Taylors theorem with the derivative form of the remainder.
b. Use Taylors theorem to prove the second derivative test for local ex-
trema. Specically, let f be a real function having a continuous second
derivative in a neighborhood of a point x
0
on the real line. Prove that if
f

(x
0
} = 0 and f

(x
0
} > 0, then f has a local minimum at x
0
.
S03
win
???
fail
Dene a real-valued function f to be smooth at a point x R if it is de-
ned in a neighborhood of x and
lim
h0
f (x +h} +f (x h} 2f (x}
h
= 0.
a. Show that if f is differentiable at x, then f is smooth at x.
b. Find a continuous function that is smooth at all points of R, but is not
everywhere differentiable.
c. Suppose f is continuous in |a, b| and smmoth at each point of (a, b},
where a < b. Show that f

(x
0
} exists for some point x
0
in (a, b}.Hint:
First consider the case where f (a} = f (b} = 0.
S05
win
???
fail
a. Let I be any open interval of the real line and let a be a point in I.
Prove that if f is differentiable on I and if f

(a} exists, then
f

(a} = lim
h0
f (a +h} +f (a h} 2f (a}
h
2
.
b. Give an example to show that the limit in part (a) may exist even
when f

(a} does not exist.
c. Suppose a function as in part (a) satises
f ((1t}x
1
+tx
2
} (1t}f (x
1
} +tf (x
2
}
whenever 0 < t < 1 and x
1
, x
2
I. Show that f

(a} 0.
S05
win
???
fail
Let C|a, b| denote the set of all continuous functions on |a, b|. We say
that a function f C|a, b| has a Lipschitz bound L at a point x
0
in |a, b| if
L is a real number and |f (x} f (x
0
}| L|x x
0
| whenever a x b.
a. Show that if f is differentiable at a point x
0
in |a, b|, then f has a Lip-
schitz bound at x
0
.
b. Let L be a xed positive real number and let S be the set of all func-
tions in C|a, b| that have Lipschitz bound L at some point in |a, b|. (the
mentioned point can be different for different functions.) Show that the
limit of a uniformly convergent sequence of functions in S lies in S.
W06o
win
???
fail
A function f (a, b} R is called convex if for each x, y (a, b} and
|0, 1|, the inequality
f (x +(1}y} f (x} +(1}f (y}
holds. Show that if f is convex on (a, b} then f is continuous on (a, b}.
S08o
win
???
fail
Suppose that f is a continuous real-valued function dened on the in-
terval (1, 1}. If f is differentiable except possibly at 0 and lim
x0
f

(x}
exists, does it follow that f is differentiable at 0?
3.4 Numerical sequences and series 3 WINTER ANALYSIS
3.4 Numerical sequences and series
W02
win
???
fail
Consider the sequence a
n
, n = 1, 2, 3, . . . dened by
a
1
= 2, a
n+1
=
1
3a
n
.
a. Show that this sequence is decreasing and has a limit.
b. Find the limit.
W02
win
???
fail
Suppose that f
n
(n = 1, 2, 3, . . .) is a sequence of real-valued functions on
the real line which converges uniformly to a function f . Suppose that for
each n,
lim
x
f
n
(x} = 42.
Prove that
lim
x
f (x} = 42.
S02
win
???
fail
Suppose that the sequence of real numbers a
1
, a
2
, a
3
, . . . has
lim
n
a
n
= 0.
Set
b
n
=
1
n
n
k=1
a
k
.
What is lim
n
b
n
? Justify your answer.
S02
win
???
fail
Find
lim
n
1
0
sin(x]n}e
x
4
dx.
Justify your answer.
W 03
win
???
fail
Dene a sequence by a
1
= 1 and a
n+1
=
1+a
n
for n 1.
a. Show that lim
n
a
n
exists.
b. Find the value of lim
n
a
n
.
W03
win
???
fail
a. Give the denition of limsup
n
x
n
for any sequence x
n
}
n=1
of real
numbers.
b. Show that if limsup
n
x
2
n
= 0 then lim
n
= 0.
c. If
n=1
a
n
converges and a
n
> 0 for all n , prove that
n=1
an
n
34
con-
verges.
W04
win
???
fail
Let y
1
and y
2
be any two given numbers. Dene a sequence |y
n
| re-
cursively by y
n
=
1
3
y
n1
+
2
3
y
n2
for n > 2.
a. Find an explicit expression for y
n+1
y
n
that involves only y
1
and y
2
.
Prove this expression is correct.
b. Show that |y
n
| converges and nd the limit.
S05
win
???
fail
Let f be a continuous decreasing nonnegative function on the interval
|1, | and let
a
n
=
n
k=1
f (k}
n
1
f (t}dt.
Show that the sequence a
n
} is a decreasing sequence of nonnegative
real numbers.
S08o
win
???
fail
Let x
n
}
n=1
be a sequence of real numbers which converges to a nite
limit L. Set y
n
= infx
k
k n}. Show that L = sup|y
n
n 1|.
3.5 Sequences & series of functions 3 WINTER ANALYSIS
3.5 Sequences & series of functions
uniform convergence and continuity, uniform convergence and integration,
uniform convergence and differentiation, equicontinuous functions, Stone-
Weierstra.
S 00
win
???
fail
If r
k
} denotes the rational numbers in |0, 1| and a
k
} satises |a
k
| <
, show that
k
a
k
|x r
k
|
12
converges absolutely a.e. in |0, 1|.
W00
win
???
fail
a. Let f
n
|a, b| R be a sequence of functions. Dene what it means
for f
n
to converge uniformly to a function f (x} on the interval |a, b|.
b. Suppose that f
n
(x} is a uniformly convergent sequence of continuous
functions on |a, b|. Assume that for each x,
lim
n
f
n
(x} = f (x}.
Show that f is continuous on |a, b|.
c. Show that if we only assume that lim
n
f
n
(x} = f (x}, for each x in
|a, b|, then the limit f may not be a continuous function.
W00
win
???
fail
Suppose that f (x} is continuous on |0, 1| and that f (1} = 0, prove that
x
n
f (x} converges to zero uniformly on |0, 1| as n .
S 00
win
???
fail
Suppose a
n
} is a sequence of nonnegative real numbers satisfying
a
n+1
a
n
for n = 1, 2, . . .. Show that if
n=0
2
n
a
2
n converges, then so does
n=1
a
n
. Deduce that
n=1
1
n
p
converges for p > 1.
S00
win
???
fail
Suppose |f
n
| is a sequence of functions differentiable at each point of
|0, 1| such that
a. lim
n
f
n
(r} exists for each rational number r |0, 1| and
b. |f

n
| 2 for all natural numbers n and all x |0, 1|. Show that
lim
n
f
n
(x} exists for all x |0, 1|.
S01
win
???
fail
Consider the series
n=1
x
n(1+nx
2
}
.
a. For which x does the series converge?
b. Give the largest interval in R on thich the series converges uniformly.
S02
win
???
fail
Suppose g(x} is continuous on |0, 1| and g(1} = 0. Let f
k
(x} = x
k
g(x}, h =
1, 2, 3, . . .. Prove that the sequence of functions, |f
k
|
k=1
converges to
zero uniformly on |0, 1|.
W04 or
S04
win
???
fail
a. Let |f
n
(x}| be a sequence of continuous functions on |0, 1| such that
f
n+1
(x} f
n
(x} and suppose that lim
n
f
n
(x} = f (x} for some contin-
uous function f (x} on |0, 1|. Prove that |f
n
(x}| converges uniformly to
f (x}. (It is not sufcient only to cite a theorem.)
b. Show that the statement of part (a) is false when the condition
f
n+1
(x} f
n
(x} is removed.
S04
win
???
fail
Let f
n
|0, 1| R be a sequence of nonnegative, continuous functions
satisfying f
n+1
(x} f
n
(x}, and such that f
n
f pointwise on |0, 1|, with f
continuous. Prove that f
n
f uniformly on |0, 1| and that
lim
n
1
0
f
n
(x}dx =
1
0
f (x}dx.
S05
win
???
fail
Suppose that f
k
f uniformly on (0, 1}. Let 0 < x < 1. Suppose
that lim
tx
f
k
(t} = A
k
for k = 1, 2, . . .. Show that A
k
} converges and
lim
tx
f (t} = lim
k
A
k
. That is
lim
tx
lim
k
f
k
(t} = lim
k
lim
tx
f
k
(t}.
S05
win
???
fail
a. Give the denition of a Lebesgue measurable set
b. Use denition in part (a) to show that the countable union of
Lebesgue measurable sets is measurable.
W06
win
???
fail
Let X be a metric space and let E be a subset of X. Dene
E
(x} = inf|d(x, t} y E|
a. Show that
E
(x} = 0 if and only if x

E, where

E denotes the closure
of the set E.
b. Show that
e
is uniformly continuous by showing that
E
(x}
E
(y} d(x, y}
for any points x, y X.
W06o
win
???
fail
Suppose that |f
n
| is a sequence of functions on |0, 1| converging uni-
formly to a function f . Show that the function f is continuous.
S06
win
???
fail
a. Dene what it means for a series
n=1
f
n
(x} to converge uniformly on
R.
b. Suppose that a
n
} is a sequence of real numbers with the property
that
n=1
|a
n
| < . Show that the series
n=1
a
n
cos(nx} converges uni-
formly for x R.
S06o
win
???
fail
Let |f
n
| be a sequence of continuous functions on the interval |1, 1|
with x 0}f
n
(x} = 0 for each nonnegative integer n. Suppose that
f (x} =

n=0
f
n
(x}
converges for each x |1, 1|.
a. Prove that lim
x0
when the series for f converges uniformly on
|1, 1|.
b. Find a sequence |f
n
| satisfying the initial hypothesi9s where
lim
x0
f (x} does not exist or is not 0.
W07
win
???
fail
Let |f
n
| be a sequence of real-valued continuous functions on |a, b|.
Suppose that |f
n
| converges uniformly to f on |1, b|. Show that if x
n
}
is a sequence in |a, b| with limit x |a, b|, then
lim
n
f
n
(x
n
} = f (x}.
S07o
win
???
fail
Suppose the power series f (x} =
k=0
a
k
x
k
converges if x = 1. Show that
the series converges uniformly for |x|
1
2
.
W08
win
???
fail
Let (X, d} be a metric space and E X be a subset.
a. State the denition that a sequence of functions f
n
E R uniformly
converges to f E R on E.
b. Prove that if f
n
E R is continuous for n = 1, 2, . . . , and f
n
uniformly
converges to f on E, then f E R is continuous.
W08o
win
???
fail
Suppose that f |0, 1| R is continuous and f (1} = 0. Prove that
|x
n
f (x}| converges to zero uniformly on |0, 1| as n .
S08
win
???
fail
Letx
k
}
k=1
be a convergent sequence in a metric space (X, d}, with x
0
=
lim
k
x
k
. Show that the set x
0
, x
1
, x
2
, . . .} is a compact set in (X, d}.
S08
win
???
fail
For each pair of natural numbers (n, m}, let a
nm
R. Suppose that for
each m, we have
lim
n
a
nm
= 1.
If we x n, do we have
lim
m
a
nm
= 1?
(Give a proof, if you think it is true. Otherwise give a counterexample)
3.6 Riemann integration 3 WINTER ANALYSIS
3.6 Riemann integration
S00
win
???
fail
Let M > 0 and dene
I(u} =
M
0
e
ux
2
dx.
Show that
dI(u}
du
=
M
0
x
2
e
ux
2
dx.
Hint: Show that
I(u +h} I(u}
h
+
M
0
x
2
e
ux
2
dx 0 as h 0.
S 00 S04
win
???
fail
Throughout this problem, n will denote an integer. Let |x| denote the
greatest integer function, i.e.
|x| = n if n x < n+1.
a. For n 1, nd
n
1
1
x
d|x|. yes,
d[x]. . .
b. For n 1, nd
n
1
1
x
d(|x|}.
c. Let h(x} = |x| x and g(x} = |x| x. Show that for n 1,
n
1
1
x
dh(x} 0
n
1
1
x
dg(x}
and
n
1
1
x
dh(x}
n
1
1
x
dg(x} = 1
1
n
.
d. Show that

n
1
1
x
dh(x} is a bounded increasing sequence that there
converges as n .
S01
win
???
fail
For n = 1, 2, . . . let
n
=
1 x >
1
n
nx
1
n
x
1
n
1 x <
1
n
Suppose f is continuous on the real line. Find
lim
n
1
1
f (x}d
n
(x}.
S03
win
???
fail
Throughout this problem P denotes a partition of the interval |a, b| into
adjacent subintervals and P denotes the maximum length of these
subintervals. Further, if f |a, b| R is a function, then S(f , t
i
}, P} de-
notes the Riemann sum of f for the partition P where t
i
is an arbitrary
point in the i
th
subinterval of P.
a. Give explicit expressions for P and S(f , t
i
}, P} and dene what it
means for f to be Riemann integrable.
b. Suppose that for every > 0 there exists a > 0 such that
|S(f , t
i
}, P} S(f , s
i
}, Q}| <
whenever P and Q are partitions of |a, b| satisfying P < and Q < .
Show that f is Riemann integrable on |a, b|.
c. Suppose there exists a sequence |f
n
| of Riemann integrable func-
tions on |a, b| that converges uniformly to f on |a, b|. Deduce from part
(b) that f is Riemann integrable.
W04
win
???
fail
For x R let |x| denote the greatest integer function. That is, |x| = n if n
is an integer and x 1 < n < x.
a. Evaluate
x
1
1
|u|
du
for real x 1.
b. Show that

1
_
1
|x|

1
x
_ dx
is convergent. Hint: Compare
1
x1

1
x
to the integrand when x 2.
S06
win
???
fail
a. Dene what it means for a real-valued function f on |a, b| to be Rie-
mann integrable on |a, b|.
b. Show that if f is continuous on |a, b|, then f is Riemann integrable
on |a, b|.
W07
win
???
fail
Let f be a real-valued function on an interval |a, b|.
a. State the denition of the Riemann integral

b
a
f (x}dx.
b. Use the denition to show that if f is an increasing function on |a, b|,
then the Riemann integral exists.
S07
win
???
fail
Assume f is a real-valued continuous function on |0, 1|. Use the deni-
tion of the Riemann integral to show that

1
0
f (x}dx exists.
W08
win
???
fail
a. Given a bounded, real-valued function f |0, 1| R, state the deni-
tion that f is Riemann integrable on |0, 1|.
b. Prove that if f |0, 1| R is monotonically increasing, then f is Rie-
mann integrable on |0, 1|.
W08o
win
???
fail
Let E = |0, 1|. Set
f (x} =
0 x is irrational
1 x is rational
.
Since f is the characteristic function of the set Q of rational numbers in
E and m(Q} = 0, the Lebesgue integral

E
f (x}dx = 0. By considering
upper and lower Riemann sums, show that the Riemann integral does
not exist.
4 SUMMER ANALYSIS
4 Summer Analysis
4.1 Measure theory
W 00
win
???
fail
a. Give the denition of the outer Lebesgue meaure, |E|
e
of a set E R.
b. Prove, direcly from the denition, that the rationals, Q, satisfy |Q|
e
= 0.
4.1 Measure theory 4 SUMMER ANALYSIS
S 00
win
???
fail
If E (0, 1} is Lebesgue measurable, we know that
m(E} = sup|m(K} K E and k is compact|.
Use this to show that for any Lebesgue measurable set E (0, 1},
m(E} = inf|m(U} E U and U is open|.
W 01
win
???
fail
Let f be a function that is monotonically increasing on an interval |a, b|.
It is known that f

exists a.e. in |a, b|. Prove that f

is measurable and
that
b
a
f

dx f (b} f (a}.
Hint: Apply Fatous Lemma. Give an example where strict inequality
holds.
W 01
win
???
fail
Let f R R be a continuous function and let G = |(x, f (x}} x R| be
the graph of f . Show that G has two dimensional meaure zero. (Hint:
First consider the part of the graph above the interval |n, n| and use
uniform continuity.)
W 01
win
???
fail
Let E
n
}
n=1
be a sequence of measurable subsets of R
n
such that
n=1
m(E
n
} converges. (Here m denotes Lebesgue meaure.) Let E be
the set of all points that lie in innitely many E
n
s. Show that m(E} = 0.
W 01
win
???
fail
Suppose X is a metric space and f X R. Show that the following two
statements are either both true or are both false:
a. For each a R the set |x f (x} > a| is open.
b. For each x X and each sequence x
n
}
n=1
converging to x,
f (x} liminf
n
f (x
n
}.
S 01
win
???
fail
Suppose f is a real-valued Lebesgue measurable function on R. As-
sume f does not take the values . Show that there exists a se-
quence |f
k
|
k=1
of Lebesgue measurable simple functions such that
|f
k
| |f | and the sequence ||f
k
f ||
k=1
is nonincreasing and converge
pointwise to zero a.e.
S 01
win
???
fail
Suppose f |1, 1| R.
a. Show that |x |1, 1| f (x} | is closed for each R if and only if
f (x} liminf
k
f (x
k
}
whenever x
k
is a sequence in |1, 1| converging to x |1, 1|.
b. Show that if the condition in (a} holds, then f is bounded below and
there exists a point x
0
|1, 1| such that
f (x
0
} = inf|f (x} x |1, 1||.
S 01
win
???
fail
Let f and f
1
, f
2
, . . . be Lebesgue measurable functions mapping |0, 1|
into R. Suppose that each subsequence of |f
k
|
k=1
has a subsequence
which converges a.e. to f . Show that the sequence |f
k
|
k=1
con-
verges to f in meaure.
S 02
win
???
fail
Show that a sequence |f
k
|
k=1
of measurable functions on a set E of
nite meaure converges in meaure to f if and only if each subsequence
of |f
k
|
k=1
has a sequence which converges a.e. to f on E.
S 02
win
???
fail
Show that if f L
1
(R} then, given any > 0 there exists a measurable
set E such that
RE
|f | d <
and
(E} < .
S02
win
???
fail
Give an example of a family of Lebesgue measurable functions whose
(pointwise) supremum is not Lebesgue measurable.
S 02
win
???
fail
Does there exist a measurable subset E of (0, 1} such that
|(E (a, b}}|
((a, b}}
=
1
2
for each 0 < a < b < 1? Support your answer.
S 02
win
???
fail
If Z is a subset of R and the meaure of Z is zero, prove that
|x
3
x Z|
is also a set of meaure zero.
S 02
win
???
fail
Suppose that E
1
, E
2
, . . . is a sequence of measurable sets in the real line.
Prove that
|
k=1
j=k
E
j
| liminf
k
|E
k
|.
S 02
win
???
fail
a. Let f be a function dened on R and taking values in the extended
reals, R}. Give a denition of measurability of f .
b. Suppose that f
1
, f
2
, f
3
, . . . is a sequence of real-valued measurable
functions on the real line and dene g(x} by
g(x} = sup
k1
f
k
(x}.
Prove that g is measurable.
S 03
win
???
fail
Let f , g be two continuous functions on an open subset of R
n
. Sup-
pose f = g a.e. on . Show that f = g everywhere on .
W04
win
???
fail
a. State the denition of the outer meaure on R.
b. State the denition of the Lebesgue measurable subsets of R.
c. Use denition in part (b) to show that a countable union of Lebesgue
measurable sets is measurable.
S04
win
???
fail
a. Suppose that E R
n
is a Lebesgue measurable set with Lebesgue
measure |E| > 0. Then, there exists x E such that for all > 0 we have
|B
(x} E| > 0. Gere, B

R
(w} is the Euclidean ball of radius R centered at
W R
n
.
b. Suppose that F |a, b| is a Lebesgue measurable, closed subset
of the nite interval |a, b| with Lebesgue measure zero: |F| = 0. Is the
characteristic function
F
of the set F Riemann integrable? State clearly
why or why not and provide justication for your response.
S04
win
???
fail
a. State the denition of outer measure on R
n
.
b. State the denition of the Lebesgue measurable subsets of R
n
.
c. Suppose Z R
n
has outer measure zero: |Z|
e
= 0. Then for any > 0,
there exists an open set O R
n
such that E O and |O|
e
< .
W06
win
???
fail
a. State the denition of a Lebesgue measurable function on R
n
.
b. Use the denition in part (a} to show that if f , g are Lebesgue mea-
surable functions on R
n
and are nite a.e., then f +g is Lebesgue mea-
surable.
W06
win
???
fail
Let f be a measurable function on E. Suppose |E| < and f (x} is nite
for a.e. x E. Prove that for any > 0, there exists a closed set F E
such that f is bounded on F and |E F| <
W06o
win
???
fail
Let E be a measurable subset of R
2
. Suppose that E has a R
2
-
measure zero. Show that for a.e. y R
1
, E
y
= |x R
1
(x, y} E| has
R
1
measure zero.
W06o
win
???
fail
Let f be a Lebesgue integrable function on R
n
. Show that for any > 0,
there exists > 0 such that

E
|f | < whenever |E| < .
S06
win
???
fail
Suppose that f E R is measurable and nite almost everywhere. The
distribution function of f is the function
(} = | |x E f (x}| > |.
a. Show that lim
0
( +} = (}.
b. Show that lim
0
( } = | |x f (x}| |.
c. Show that (
+
} (
} = | |x f (x} = ||.
S06o
win
???
fail
Let f be a positive integrable function on R with

R
f (}d = 1. Let
G(x} =

n=1
f (2
n
x}.
Given that G is Lebesgue measurable, nd

R
G(x}dx. (Be sure to jus-
tify your computaitons and to give a number for your answer).
W07
win
???
fail
Let f E R R be a Lebesgue measurable function. Suppose that
|E| < . Show that given any > 0, there is a closed set F E and a
nite M such that |E F| < and |f (x}| M for all x F.
S07
win
???
fail
Suppose that E
k
} is a sequence of measurable sets with |E
k
| = 2
k
.
Dene E =
k=1
j=k
E
j
. Show that |E| = 0.
S07o
win
???
fail
If f (x} = sin(x} and E R is a set of measure zero, show that f (E} is a
set of measure zero.
S07o
win
???
fail
A real-valued function f R R is said to be Lebesgue measureable if
the set |x R f (x} > | is measureable for every real . Use this de-
nition to show that f R R is Lebesgue measurable if and only if the
set |x R f (x} < | is measurable fo revery real .
S08
win
???
fail
For a given Lebesgue measurable set E R
n
, answer the following two
questions:
a. State the denition that f E R is Lebesgue measurable.
b. Suppose that |E| < + and f E is Lebesgue measurable, prove
that for any > 0 there exists a closed subset F E such that
|E F| < , sup
xF
|f (x} < +|.
4.2 Integration theory 4 SUMMER ANALYSIS
4.2 Integration theory
W 00
win
???
fail
Let f
n
and g
n
be sequences of meaureable functions which both sat-
isfy f
n
f and g
n
g a.e. in |0, 1|. Suppose there exists a function
h L
1
|0, 1| and a constant M such that |f
n
| h for all n and |g| M. Sup-
pose also that lim
n
1
0
h|g g
n
| dx = 0. Prove that
lim
n
1
0
f
n
g
n
dx =
1
0
f g dx
W95
win
???
fail
Give examples of the following
a. A sequence |f
n
| of measurable functions on |0, 1| that converges to
a measurable function f such that
lim
n
f
n

f .
b. A sequence |f
n
| of bounded measurable functions on the positive
real numbers that converges to a bounded measurable function f with
f
n
1 for eachn n and such that lim
n
f
n

f .
c. In (a) and (b) does it necessarily follow that

f
n
e
fn
f e
f
?
S93
win
???
fail
Let
f
n
(x} = x
12n
(1+x}
n
, x > 0.
a. Find lim
n
f
n
(x}.
b. Determine whether
lim
n

0
f
n
(x}dx =

0
lim
n
f
n
(x}dx.
W93
win
???
fail
Let f
n
(x} = nx
n
(1x} for 0 x 1.
a. Does |f
n
| converge pointwise on |0, 1|?
b. Does |f
n
| converge uniformly on |0, 1|?
c. Does lim
n
1
0
f
n
(x}dx =
1
0
{lim
n
f
n
)(x}dx?
d. Does lim
n
f

n
(x} = {lim
n
f
n
)
(x}?
Be sure to give reasons for your answers!
S94
win
???
fail
Let f (x} be a Lebesgue measurable function on R and let
f
n
(x} =
f (x} if |f (x}| n
0 if |f (x}| > n
a. Prove that lim
n
R
|f
n
|
2
dx =
R
|f |
2
dx
b. If

R
|f |
2
< show that
lim
n
R
|f
n
f |
2
dx = 0.
W94
win
???
fail
Show that if |f
k
| is a sequence of integrable functions on the nite in-
terval |a, b|, f integrable on |a, b|, then the following two conditions ((i)
and (ii) ) imply
lim
k
b
a
|f
k
f | dx = 0
(i) f
k
tends to f pointwise a.e. on |a, b|;
(ii) for any > 0 there exists a = (} > 0 such that
E
|f
k
| dx <
whenever E |a, b| and |E| < , uniformly for all k.
b. Does this remain true if |a, b| is replaced by (, }? Explain.
S97
win
???
fail
Let |f
k
| be a sequence of measurable functions dened on a measur-
able set E. Suppose that, for some p > 0,

E
|f f
k
|
p
0 and

E
|f
k
|
p
< M
for all k, where f is a measurable function. Show that

E
|f |
p
M.
S97
win
???
fail
Let |f
k
| be a sequence of integrable functions on |0, 1| such that f
k
f
a.e. on |0, 1| with f integrable. Show that if

1
0
|f
k
|
1
0
|f |, then

1
0
|f
k

f | 0. Hint : Use Egoroffs theorem
W97
win
???
fail
a. Give the denition of the Riemann integral

b
a
f (x}dx.
b. Use the definition to show that if f is bounded and increasing on
|0, 1|, then the Riemann integral

1
0
f (x}dx exists.
W97
win
???
fail
Give an example of the following:
a. A sequence |f
n
| of nonnegative integrable functions on |0, 1| such
that f
n
(x} f (x} for all x |0, 1|, but
lim
n
1
0
f
n
(x}dx
1
0
f (x}dx.
b. A function f that is continuous everywhere on |0, 1| and differentiable
a.e. on |0, 1|, but

1
0
f

(x}dx f (1} f (0}.
S97
win
???
fail
Let f L(0, 1} i.e. f is an integrable function on the interval (0, 1}. Sup-
pose that

1
0
f g dx = 0 for any continuous function g (0, 1} R. Prove
that f = 0 a.e. in (0, 1}.
Hint : Use Egoroffs theorem to show that

E
|f
k
f | 0 for suitable
E. Then use the assumption

1
0
|f
k
|
1
0
|f | to show that

[0,1]E
|f
k
|
[0,1]E
|f |.
W97
win
???
fail
Let
n
(x} =
0 x 0
xn 0 x 1]n
1 x 1]n.
Suppose that f (x} is continuous on |1, 1|.
a. Why does

1
1
f d
n
exist?
b. Find
lim
n
1
1
f d
n
.
S98
win
???
fail
Suppose that f is integrable on |a, b| and

x
a
f (t}dt = 0 for all x, a < x < b.
Prove that f = 0 a.e.
W 00
win
???
fail
Find
lim
n
1
0
1
1x
2n
dx.
W 00
win
???
fail
A function g R
n
is said to be locally integrable if g
B
is integrable for
any bounded measurable set B. Without using the Lebesgue differenti-
ation theorem, show that if g is a locally integrable real-valued function
and
0
E
g(x}dx |E|, for any measurable set E,
then 0 g(x} 1 a.e.
W97
win
???
fail
Let f
n
be a sequence of Riemann integrable functions on |0, 1|. Sup-
pose that |f
n
(x}| M for all x in |0, 1| and all n. Dene
F
n
(x} =
x
0
f
n
(t}dt.
Prove that there exists a subsequence |F
n
k
| that converges uniformly
on |0, 1|.
S 00
win
???
fail
Use the definitions to prove that the function f dened on |0, 1| by
f (x} =
1 if x is rational,
0 ifx is irrational
is Lebesgue integrable but not Riemann integrable.
S 00
win
???
fail
For > 1, show that

0
x
1
e
x
1e
x
dx = (}

n=1
1
n
where (} =

0
e
x
x
1
dx is the Gamma function. Hint: Expand
(1 e
x
}
1
in a series. Be sure to justify the interchange of limit and
integration.
S 00
win
???
fail
Let |f
n
| be a sequence of nonnegative Lebesgue measurable functions
dened on R. If f
k
f and f
k
f a.e. on R, show that
R
f
k
dx
R
f dx.
W01
win
???
fail
Let f be a bounded function dened on a Lebesgue measurable subset
E or R of nite Lebesgue meaure. Let S denote the set of all measur-
able real-valued functions on E which assume only a nite number of
values. Show that
sup_
E
g dx g S, g f _ = inf_
E
g dx g S, g f _
if and only if f is measurable.
S 01
win
???
fail
Suppose f , f
1
, f
2
, . . . are Lebesgue measurable functions on (a, b} R, g
is in L
1
((a, b}, |f
k
| g} a.e. on (a, b} for each k, and the sequence |f
k
|
converges in meaure to f on (a, b}. Show that
lim
k
(a,b)
|f f
k
| d = 0.
S05 W07
win
???
fail
n
. Construct a sequence
|f
k
| of bounded measurable functions with compact support such that
f
k
(x} f (x} for every x R
n
and
R
n
|f
k
f | dx 0
as k . Justify your answer.
S 01
win
???
fail
Suppose |f
k
|
k=1
is a nondecreasing sequence of Lebesgue measurable
functions with f
1
in L
1
. Set
f (x} = lim
k
f
k
(x}
for x R. Show that f is in L
1
if and only if
lim
k
R
f
k
d < .
S 02
win
???
fail
Suppose that f is in L
1
(R} and > 0. Does there exist a bounded func-
tion g such that
R
|f (x} g(x}| dx ?
S03
win
???
fail
n
. Dene
F(E} =
E
f dx
for any measurable subset E R
n
. Show that
lim
m(E)0
F(E} = 0
where m(E} denotes the Lebesgue meaure of E. That is, given any >
0, there exists a > 0 such that |F(E}| < whenever E is measurable and
m(E} < .
S03
win
???
fail
Let f and f
k
(k = 1, 2, . . .} be measurable and nite a.e. on R
n
. Suppose
R
n
|f
k
f |
2
dx 0 as k
and
R
n
|f
k
|
2
dx M for all k.
Show that
R
|f |
2
dx M.
S03
win
???
fail
Let f , g and f
k
, g
k
be measurable and nite on E and m(E} < . Sup-
pose f
k
f and g
k
g in meaure as k . Show that f
k
g
k
f g in
meaure as k . Hint: Write f
k
g
k
f g = (f
k
f }(g
k
g}+f (g
k
g}+g(f
k
f }.
Use the fact that function that is nite on E, m(E} < , is bounded out-
side a subset of E with small meaure (prove this. . . ).
W99
win
???
fail
Consider the following Cantor-type set. Let C
1
denote the set |0, 1|.
Then given a set C
k1
which is a nite collection of disjoint closed in-
tervals, dene C
k
to be the set obtained by removing an open subin-
terval of relative length 1]k from the middle of each interval in C
k1
.
Thus C
2
= 0, 1]4 |3]4, 1| and the set C
3
is a union of 4 intervals, each
of length 1]12. The set C
4
is obtained by removing the middle quarter
from each of these 4 intervals, leaving 8 intervals, each of length 3]96.
Dene C =
k
C
k
a. Prove that the set C is closed.
b. Find the measure of C.
W04
win
???
fail
Let E be a Lebesgue measurable subset of R. Suppose the function
f E R is Lebesgue measurable and f (x} > 0 for a.e. x E. If
E
f dx = 0,
prove that the measure of E is 0.
W04
win
???
fail
Let f be a Lebesgue integrable function on R. Dene
g(t} =
R
tf (x}
x
2
+t
2
dx (t > 0}.
Show that g is differentiable on (0, }. Be sure to justify the inter-
change of limit and integration.
W04
win
???
fail
Let f be a Lebesgue integrable function (0, 1}. Suppose that
1
0
f g dx = 0
for any continuous function g (0, 1} R. Prove that f = 0 a.e. in (0, 1}.
S04
win
???
fail
Suppose that |f
k
| is a sequence of measurable functions on R having
the property that
k=1
R
|f
k
| < .
Then, there exists a measurable function f L(R} (that is, integrable on
R) so that f
k
f pointwise almost everywhere and
lim
k
R
f
k
=
R
f .
S04
win
???
fail
Determine whether the limit
lim
n
1
1
1
3
1x
2n
dx,
exists and evaluate the integral if integra does exist.
S04
win
???
fail
Let E be a Lebesgue measurable subset of R. Suppose the function
f E R is Lebesgue measurable and f (x} > 0 for almost every x E. If
E
f = 0,
prove that the measure of E is 0.
S05o
win
???
fail
Let f
k
(x} = {e +
x
k
)
x
, k = 1, 2, . . .. Find the limit
lim
k

0
f
k
(x}dx
or show that it does not exist.
S06
win
???
fail
This problem concerns the Lebesgue Dominated Convergence Theo-
rem.
a. State Fatous Lemma and the Lebesgue Dominated Convergence
Theorem for nonnegative measurable functions.
b. Use Fatous Lemma to prove the Lebesgue Dominated Convergence
Theorem for nonnegative measurable functions.
S06o
win
???
fail
A sequence of Lebesgue integrable functions |g
m
|
m=1
on |0, 1| is said
to converge weakly to g on |0, 1| provided g is Lebesgue integrable and
1
0
gdx = lim
m
1
0
g
m
dx
whenver is continuous on |0, 1|.
a. Show directly from the denition that |sin(2mx}|
m=1
converges
weakly to zero on |0, 1|.
b. Suppose that lim
m
g
m
= g pointwise and all functions are Lebesgue
integrable on |0, 1|. Is it true that |g
m
|
m=1
converges weakly to g?
W07o
win
???
fail
Let f be an integrable function on R and a continuous function with
compact support. Dene
g(x} =
R
(x y}f (y}dy.
Show that if
exists and is continuous on R, then g
exists and
g
(x} =
(x y}f (y}dy.
W07o
win
???
fail
In this problem, all functions are real-valued on R with Lebesgue mea-
sure.
a. Dene what it means for f
k
to converge to f on E in measure.
b. Show that if

E
|f
k
f | dx 0 as k , then f
k
f on E in measure.
c. Suppose that f
k
f on E in measure as k . Assume that
E
|f
k
| dx 1 for all k.
Prove that
E
|f | dx 1.
S07
win
???
fail
Let f
n
(x} = {e +
x
n
)
x
n = 1, 2, . . ..
a. For which values of n is f
n
integrable on |0, }?
b. Determine whether
n }

0
f
n
(x}dx
exists and nd it if it does.
W08
win
???
fail
a. State Egoroffs theorem.
b. Prove that if E R is a measurable set of nite Lebesgue measure,
f
n
E R is a uniformly bounded sequence of measurable functions on
E, and f
n
converges to f pointwise on E, then
lim
n
E
f
n
(x}dx =
E
f (x}dx.
W08o
win
???
fail
Let f and f
k
, k = 1, 2, . . . be measurable and nite a.e. on R
n
. Suppose
R
n
|f
k
f |
2
dx 0 as k
and
R
n
|f
k
|
2
dx M for all k.
Show that
R
n
|f |
2
dx M.
W08o
win
???
fail
If f (x} is summable on E = |0, 1|, show that
lim
n
E
f (x}sin(nx}dx = 0.
(Hint: First prove the statement for step functions.)
S08
win
???
fail
Given that f L
1
(R
n
}, construct a family of functions f
k
L
1
(R
n
} such
that for each k 1, f
k
is bounded and has compact support, and
lim
k
R
n
|f
k
(x} f (x}| dx = 0.
S08o
win
???
fail
Suppose that f R
n
R satises
R
n
|f (x}| dx = 0.
Prove that f = 0 a.e. on R
n
.
S08o
win
???
fail
Suppose that E R
n
is Lebesgue measurable with |E| < +, and f
L
1
(E}. Prove that for any > 0 there exists a > 0 depending on and
f such that for any measurable subset F E,
F
|f (x}| dx < , whenever |F| < .
4.3 Dierentiablity of functions 4 SUMMER ANALYSIS
4.3 Dierentiablity of functions
W 02
win
???
fail
Let f be a nondecreasing function on R. Show that there is a right
continuous, nondecreasing function g that agrees with f except on
a countable set. Show that if g
(x} exists, then f

(x} also exists and
f

(x} = g
(x}.
S 02
win
???
fail
Suppose that f |0, 1| R is absolutely continuous. Prove that f is of
bounded variation.
W04
win
???
fail
a. State the denition of an absolute continuous function on |a, b|.
b. Prove that, if f is absolutely continuous on |a, b|, then integral is of
bounded variation on |a, b|.
S05o
win
???
fail
a. Use denitions to prove or disprove that the statement that any con-
tinuous function on |0, 1| is of bounded variation.
b. Use denitions to prove or disprove the statement that any continu-
ous function on |0, 1| is of bounded variation.
W08
win
???
fail
a. State the denition of bounded variation for functions dened on
|0, 1|.
b. Show that the function
f (x} =
x
2
sin{
1
x
) x > 0
0 x = 0
.
is of bounded variation on the interval |0, 1|.
W11
win
???
fail
a. Give the denition of the closure of a set in a metric space.
b. Let E be a subset of a metric space X with metric d. set
dist(x, E} = inf|d(x, y} y E|.
Show that the closure of E,

E satises
E = |x dist(x, E} = 0|.
W11
win
???
fail
Let x = (x
1
, . . . , x
n
} be an element of R
n
.
a. Show that there exists a constant c = c(n} which is independent of x
and for which we have
n
i=1
|x
i
| c
i=1
x
2
i
1
2
.
b. What is the smallest possible choice for c? You should prove that the
inequality holds with your candidate for c and nd an example to show
that for some x 0 the inequality is an equality.
W11
win
???
fail
Suppose that |
n
| is a sequence of real-vlued positive continuous func-
tions on |1, 1| and that
1
1
n
(t}dt = 1 for all n.
Also, suppose that for every c (0, 1}, the sequence |
n
| converges to
zero uniformly on |1, c| |c, 1|. Show that if g is continuous on |1, 1|
then
lim
n
1
1
g(x}
n
(x}dx = g(0}.
W11
win
???
fail
a. State the detion of equicontinuous sequence of functions.
b. Suppose that f
k
R R is differentiable for k = 1, 2, . . . and that the
derivatives f

k
are uniformly bounded. That is, there exists a number M
so that
|f

k
| M k1, 2, . . . and x R.
Show that the sequence is equicontinuous.
W11
win
???
fail
Find a function f R R for which all derivatives exist and which satis-
es f (x} = 0 for x 0 and f (x} > 0 for x > 0.
W99
win
???
fail
Suppose that f is integrable on |a, b| and
x
a
f (t}dt = 0
for all x, a < x < b. Prove that f = 0 a.e.
W99
win
???
fail
Suppose that f L
1
(R}, the collection of integrable functions on the real
line. Show that
lim
t
t |x R |f (x}| > t| = 0.
W99
win
???
fail
Suppose that f L
1
(R}, the collection of integrable functions on the real
line. Evaluate each of the following limits.
a.
lim
R
f (x}exp(|x|
2
}dx
b.
lim
R
f (x}exp(|x|
2
}dx.
W99
win
???
fail
Suppose that f R R is Lipschitz. This means that there exists a con-
stant M such that
|f (x} f (y}| M|x y|.
a. Prove that f is differentiable except for x in a set of measure zero.
b. Is the derivative, f

, bounded a.e.?
W11
win
???
fail
a. Dene a Lebesgue measureable subset of R
n
.
b. Prove that a subset E R
n
is measureable if and only if there exists
is G
set F R
n
such that E and F differ by a set of measure zero.
W11
win
???
fail
a. Let f be a bounded, real-valued, measureable function on a mea-
sureable set A R
n
. Prove that for any > 0, there exists simple func-
tions f
j
, for j = 1, 2 so that f
1
f f
2
and f
2
f
1
.
b. Suppose that f
k
is an increasing sequence of measureable functions
on a measureable set E R
n
. Suppose that f
1
L
1
(E} and that f
k
f
almost everywhere in E. Prove that f L
1
(E} if and only if lim
k
E
f
k
< .
W11o
win
???
fail
Suppose that E
k
}
k=1
is a countable familie of Lebesgue measure-
able subsets of E and that the Lebesgue measures of these sets are
summable:
k=1
m(E
k
} < .
Dene a set E R
n
by
E = x R
n
x E
k
} for innitely many k.
Prove that E is measureable and that m(E} = 0.
W11o
win
???
fail
Let b
k
(x} 0 be a countable family of nonnegative measureable func-
tions on R
n
.
a. Prove that
R
n
k=1
b
k
(x}dx =

k=1
R
n
b
k
(x}dx.
b. If
k=1
R
n
b
k
(x}dx <
prove that the series
k=1
b
k
(x} converges almost everywhere.
W11
win
???
fail
Let (X, d
X
} be a metric space, D a sense subset of X, and (Y, d
Y
} a
complete metric space. Prove that every uniformly continuous function
f D Y has a unique extension

f X Y which is uniformly continu-
ous and satises

f (x} = f (x} for each x D.
W11
win
???
fail
a. Let f be a bounded real-valued function on the interval |a, b|. Give
the denition of

b
a
f dx, the Riemann integral of f on |a, b|.
b. Suppose f is dened on |0, 1| by
f (1]n} = 1 n N
f (x} = 0 otherwise
Prove (without using Lebesgue theory) that f is Riemann integrable on
|0, 1| and compute the integral.
W11o
win
???
fail
Let (X, d
X
} and (Y, d
Y
} be metric spaces. A function f X Y is said
to be a Lipschitz function (with constant M ) if there exists a constant
M > 0 such that
d
Y
(f (x
1
}, f (x
2
}} Md
X
(x
1
, x
2
} for all x
1
, x
2
X.
For each n = 1, 2, . . . , let g
n
X Y be a Lipschitz function with constant
M
n
.
a. Suppose supM
n
< and |g
n
| converges uniformly to g X Y on X.
Prove that g is a Lipschitz function.
b. Show that f (x} =

x on |0, 1| is not a Lipschitz function. Using this
function prove that there exists a sequence of Lipschitz functions |f
k
|
on |0, 1| converging uniformly to f on |0, 1| but for which the Lipschitz
constants M
n
.
W11
win
???
fail
a. State the Lebesgue Dominated Convergence Theorem.
b. Let |f
n
| be a sequence of Lebesgue integrable functions on E =
|0, 1|. Use an example to show that f
n
(x} converges to f (x} for every
x E does not imply that

E
f
n

E
f as n , even if f is Lebesgue
integrable on E.
c. Let f be a Lebesgue integrable f on |0, 1|. Find
lim
n
1
0
nx
2
1+nx
dx.
W11
win
???
fail
.
Let r
k
} denote the rational numbers in |0, 1| and a
k
} satisfy
=1
|a
k
| <
. Show that
=1
a
k
|x r
k
|
12
converges a.e. in |0, 1|.
W11o
win
???
fail
Let f be a measureable function on |0, 1|. Suppose that
M = inf_ ||x |0, 1| |f (x}| > || = 0_ < .
Show that |f (x}| M for a.e. x |0, 1| and
lim
p
_
1
0
|f (x}|
p
dx_
1p
= M.
W11o
win
???
fail
Let f (x, y} be nonnegative and measureable in R
2
. Suppose that for
a.e. x R
1
, f (x, y} is nite for a.e. y R
1
. Show that for a.e. y R
1
,
f (x, y} is nite for a.e. x R
1
.
W11
win
???
fail
a. Let (X, d} be a metric space and E X a subset. Prove that if f
n

E R is a sequence of continuous functions and f
n
f uniformly on E,
then f E R is continuous.
b. For (X, d} = (R, | |}, present an example in which f
n
|0, 1| R is a
sequence of continuous functions and f
n
f on |0, 1|, but f |0, 1| R
is discontinuous.
W11
win
???
fail
Suppose that (X, d
1
} and (Y, d
2
} are two metric spaces, and f X Y
is continuous. Show that f (K} Y is a compact set, provided K X is a
compact set.
W11o
win
???
fail
a. For a bounded function on a bounded closed interval f |a, b| R,
state the precise denition that f is Riemann-integrable on |a, b|.
b. Prove that if f |a, b| R is monotonic, then f is Riemann-integrable
on |a, b|.
W11o
win
???
fail
Suppose that f RR is differentiable and
|f

(x}|
1
2
for all x R.
Dene a sequence
x
n+1
= f (x
n
}, n = 1, 2, ,
and x
1
= 10. Show that
lim
n
x
n
exists and is nite.
W11
win
???
fail
a. State the Lebesgue Dominated Convergence Theorem.
b. State Fatous Lemma for nonnegative functions.
c. Use Fatous Lemma in part (b} to prove the Lebesgues Dominated
Convergence Theorem for nonnegative functions.
W11
win
???
fail
Show that if f is Lebesgue integrable on R
n
, then
|x R} |f (x}| > | 0
as .
W11o
win
???
fail
Prove or disprove the following statement. If f , g |0, 1| |0, 1| are mea-
sureable, then h(x} = f (g(x}} is measureable.
W11o
win
???
fail
Let f be a measureable function on |0, 1|. Suppose that
M = inf_||x |0, 1| |f (x} > ||| = 0_ < .
Show that |f (x}| M for a.e. x |0, 1| and
lim
p
_
1
0
|f (x}|
p
dx_
1p
= M.
W11
win
???
fail
Let |f
n
| be a sequence of continuous, real-valued functions on |0, 1|
and f be a real-valued function on |0, 1|.
a. Show that, if f
n
f uniformly on |0, 1|, then

1
0
f
n
(x}dx
1
0
f (x}dx.
b. Give an example for which f
n
f pointwise on |0, 1|, but
1
0
f
n
(x}dx
1
0
f (x}dx.
W11
win
???
fail
Suppose that f is a real-valued function on |a, b| which is twice differen-
tiable at some c (a, b}.
a. Prove that
f

(c} = lim
h0
f (c +h} +f (c h} 2f (c}
h
2
b. If we further assume that f (tx + (1 t}y} < tf (x} + (1 t}f (y} for all
x, y |a, b| and t (0, 1} (in other words, f is convex on |a, b| ), prove
that f

(c} 0.
W11o
win
???
fail
a. Let f E E, where E is a closed subset of R (note that we are not
assuming that E is connected), and assume that |f (x}f (y}| |xy| for
all x, y E, where (0, 1}. Show that there exists a unique point z E
for which f (z} = z.
b. Suppose that f is differentiable on E = (0, 1}. Show that |f (x}f (y}|
|x y| for all x, y E if and only if |f

(x}| for all x E.
W1o
win
???
fail
a. Suppose that f is a nonconstant, real-valued and continuous func-
tion on |a, b|. Prove that, if f does not change sign on |a, b|, then
b
a
f (x}dx 0.
b. Suppose that p is a polynomial of degree n with real coefcients, and
that
b
a
p(x}x
k
dx = 0 for k = 0, 1, 2, . . . , n1.
Show that the n roots of p are: real, distinct, and lie within the open
interval (a, b}. Hint: Any degree- n polynomial q may be written as
q(x} =
n
j=1
(x r
j
}, where is the leading coefcient of q and |r
j
| are
its (possibly nondistinct) roots; if the coefcients of q are real, then so is
, and any complex roots of q come in conjugate pairs.
W11
win
???
fail
a. Let E R be a Lebesgue measureable set with nite measure and
Suppose f E R is measureable function. Prove that for given > 0,
we may nd a set F E so that m(E F} < and f is bounded on F.
b. Give an example to show that the result in part a) may fail if E = R.
W11
win
???
fail
Let f be a nonnegative measureable function on the real line and sup-
pose that
R
f (t}dt
is nite. Show that
lim
m(|t f (t} > |} = 0.

W11o
win
???
fail
Let r
1
, r
2
, . . .} be an enumeration of the rationals in the unit interval
|0, 1| and consider the sum
f (x} =

k=1
2
k
|x r
k
|
12
.
Find the measure of the set |x |0, 1| f (x} < |.
W11o
win
???
fail
a. Give the denition of the Hardy-Littlewood maximal function f

.
b. Let f be in L
1
(R} and dene
P(x} =
R
f (x y}
1
1+|y|
2
dy.
Find a nite constant C such that
|P(x}|Cf

(x}.
W11
win
???
fail
Let f be a positive real-valued real-valued function dened on the nat-
ural numbers and suppose f is decreasing. Show that
n=1
f (n} con-
verges if and only if
n=0
2
n
f (2
n
} converges.
W11
win
???
fail
A family F of sets is said to have the nite intersection property if every
nite intersection of sets of F is nonempty. Show that a metric space is
compact if and only if every family of closed sets in the space with the
nite intersection property has a nonempty intersection.
W11o
win
???
fail
Let |f
n
|
n=1
be a sequence of nonnegative continuous functions on |0, 1|
that satisfy f
n+1
f
n
for n = 1, 2, . . . and suppose that for each x in |0, 1|,
we have
lim
n
f
n
(x} = 0.
Show that the sequence |f
n
| converges uniformly to zero.
W11o
win
???
fail
Given a number b > 0, dene a sequence a
n
} inductively by a
1
= 1 and
a
n+1
=
1
2
[a
n
+
b
an
). Prove that the sequence a
n
} converges.
S93
win
???
fail
Let f
k
(x} be a sequence of integrable functions on the measureable set
E R
n
such that
k=1
E
|f
k
(x}| dx < .
Show that the series
k=1
f
k
(x} converges for almost every x E.
S93
win
???
fail
Show that if f L
1
(R} then
lim
n
R
f (x}sin(nx}dx = 0.
S93
win
???
fail
Prove that if (x} is a real-valued nondecreasing function on |0, 1|, then
lim
n
1
0
x
n
d(x} = (1} (1
}.
Here, integration is in the Riemann-Stieljes sense and (1
} =
lim
x1
(x}.
W93
win
???
fail
Let X be a non-empty complete metric space, and let f X X. Sup-
pose there exists a constant c (0, 1} such that d(f (x}, d(y}} cd(x, y}
for all x and y in X.
a. Show that for any x X, the sequence x, f (x}, f (f (x}}, . . . is Cauchy.
b. Show that there exists a unique u X such that f (u} = u.
W93
win
???
fail
Fix h > 0. Show that there exists no function f on R such that
a. f

(x} exists for x 0.
b. f

(0} = 0
c. f

(x} h for all x > 0.
S93
win
???
fail
Suppose E R is measurable, f
k
, f L
2
(E} and
lim
k
E
|f
k
f |
2
= 0.
Show that there is a subsequence f
k
j
_ such that
lim
j
f
k
j
such that
lim
j
f
k
j
(x} = f (x}
for a.e. x E.
W95
win
???
fail
Suppose f |a, b| R satises |f (x} f (y}| A|x y|, for all x, y |a, b|,
where A is a positive constant. Prove that f is differentiable a.e. |a, b|.
W95
win
???
fail
a. Suppose f (x} is a real-valued, uniformly continuous function on the
nite open interval (a, b}. Is f necessarily bounded? Why or why not?
b. If the interval in (a) is unbounded (i.e. a = or b = + ) is f neces-
sarily bounded?
c. If f and g are both uniformly continuous on (a, b} is the product f g
uniformly continuous there? Explain.
W97
win
???
fail
Let f be absolutely continuous in the interval |, 1| for each > 0. Show
that if f is continuous and of bounded variation on |0, 1|, then f is ab-
solutely continuous on |0, 1|.
W97
win
???
fail
a. Suppose that f (x} is a continuous function on R such that
lim
x
f (x} = lim
x
f (x} = 0.
Prove that f (x} is uniformly continuous on R.
b. If |f
n
| is a sequence of functions each satisfying the above limit and
such that f
n
converges uniformly, prove that f = lim
n
f
n
satises the
above limit.
S98
win
???
fail
Suppose that f R R is Lipschitz. This means that there exists a con-
stant M such that
|f (x} f (y}| M|x y|.
a. Prove that f is differentiable except for x in a set of measure zero.
b. Is the derivative, f

bounded a.e.?
5
5

Mathematics Comprehensive Exams University of Kentucky

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Mathematics Comprehensive Exams University of Kentucky

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CONTENTS CONTENTS

1.1 Laplace and Poisson 1 WINTER PDE

1.1 Laplace and Poisson 1 WINTER PDE

1.1 Laplace and Poisson 1 WINTER PDE

1.2 Heat Equation 1 WINTER PDE

1.2 Heat Equation 1 WINTER PDE

1.2 Heat Equation 1 WINTER PDE

(|0, 1||0, }} and is a solution of the equation

1.3 Wave Equation 1 WINTER PDE

1.4 Characteristic Equation

u(x, 0} = 0 < x < ,

, but not real

denotes the directional derivative of u at x in the

{2 < u, x > +(n2}u)dS,

u pointwise almost everywhere and in

(p, n}. You may assume the conclusion of 5(c) (Label

0 on (, }. Also suppose that u is a weak solution

| M < show that

(U} such that u

is bounded. Utilize (b) to prove

B(0, 1} is the closure of this set. Suppose also that u 0 is a classical

L. That is, show

(}. We assume that L is uniformly elliptic.

(}. We assume that L is uniformly elliptic.

(}. We assume that L is uniformly elliptic.

(} and real valued. Assume

(R} be convex. Set w = (u}. Show that w H

(R} be convex. Set w = (u}. show that w that w H

(R} is convex (i.e.

0), then v = u is a weak subsolution to L in .

Answer the following questions.

(x} E| > 0. Gere, B

exists and is continuous on R, then g

(x} exists, then f

m(|t f (t} > |} = 0.

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