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Page 1 (of 6)
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MAT00038M
Part A. Lebesgue Integration
1 (of 6). What is an interval in R2 ? What is its measure? What is a null set in R2 ?
[7]
Show that the union of any countable collection of null sets is null. Deduce that RQ
is a null subset of R2 .
[9]
Suppose f : [a, b] R is differentiable, with |f 0 (x)| M for all x [a, b], and let
G be its graph
G = {(x, f (x)) : x [a, b]}
According to the Mean Value Theorem, if x [0, 1] then, for any y [0, 1], f (y) =
f (x) + (y x)f 0 () where is some number between x and y. By dividing [a, b] into
n equal subintervals, show that G can be covered by n intervals of width (b a)/n
and height M (b a)/n. Deduce that G is a null set.
[7]
Finally, show that if f is differentiable on R and its derivative is bounded on every
interval [a, b] then its graph
G0 = {(x, f (x)) : x R}
[2]
is a null set.
2 (of 6).
Page 2 (of 6)
f . Is f an upper function?
[7]
MAT00038M
3 (of 6).
[8]
(b) Define f : R2 R by
(
exy
f (x, y) =
0
if 1 x 2 and y 0
otherwise.
(x, y) 6= (0, 0)
0
otherwise
is not integrable. Again, justify your answers by referring to the theorems you
are using.
[6]
Page 3 (of 6)
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MAT00038M
Part B. Hilbert Space
4 (of 6).
(a) Suppose H is a Hilbert space over the field K and A is a non-empty subset of
H. What is the orthogonal complement A of A? Show that A is a closed
subspace of H. If X is a closed subspace of H, describe the orthogonal projections onto X and X .
[9]
(b) Suppose U and V are subsets of H with the properties:
(i) for each u U and v V , hu, vi = 0;
(ii) for each x H there exist u U and v V such that x = u + v.
Show that V = U , that U = V and that U and V are closed subspaces of H.
[7]
(c) In the Hilbert space H = L2R (1, 1) with the usual inner product, consider the
sets of odd and even functions
U = {f H : f (t) = f (t) for almost all t (1, 1)},
V = {f H : f (t) = f (t) for almost all t (1, 1)}.
If f is any function in L2 (1, 1), solve the equations f (t) = u(t) + v(t),
f (t) = u(t) + v(t) under the assumption that u is odd and v is even.
Use part (b) above to deduce that U and V are closed subspaces with U = V
and V = U . What are the orthogonal projections onto U and V ?
[9]
Page 4 (of 6)
MAT00038M
5 (of 6).
(a) Suppose x1 , x2 , . . . , xn are vectors in a Hilbert space H over K with the property
that hxj , xk i = 0 for j 6= k. Prove Pythagorass Theorem in the form
kx1 + x2 + + xn k2 = kx1 k2 + kx2 k2 + + kxn k2 .
Now suppose (uj )jN is a sequence H. What does it mean to say that (uj )jN is
an orthonormal sequence? Assuming that this is the case, let
y=
n
X
hx, uj i uj
j=1
| hx, uj i |2 kxk2 .
j=1
Use the convergence of this series to show that the partial sums of
hx, uj i uj
j=1
[15]
X
2 sin(t)
1
sin(jt) =
.
j
2
5
4
cos(t)
j=1
[6]
(c) Let sn (t) = sin(nt) for n N and s(t) = 2 sin(t)/(5 4 cos(t)). Given that
(sn )nN is an orthonormal sequence in L2 (0, ) with the inner product
Z
1
hf, gi =
f g,
0
P
j
2
show that the series
j=1 sj /2 converges to s in L (0, ), in the norm induced
by the inner product.
You may use without proof the fact that any norm-convergent sequence in L2 (0, )
has a subsequence which converges pointwise almost everywhere to the norm
limit.
[4]
Page 5 (of 6)
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MAT00038M
6 (of 6). Let H
R be the Hilbert space of measurable, 2-periodic functions f : R C such
that |f |2 exists as a Lebesgue integral, with inner product
1
hf, gi =
2
f (t)g(t) dt.
[6]
Let en (t) = eint . Show that (en )nZ is an orthonormal sequence in H. For f H,
consider the partial sum of the Fourier series for f :
sN =
N
X
hf, en i en
n=N
sin((N + 1/2)t)
2 sin(t/2)
(t 6= 2k, k Z).
Why does the value of DN (2k) not need to be specified, when proving this result?
[10]
Now consider the specific 2-periodic function f such that
(
0 if < t < /2 or /2 < t <
f (t) =
1 if /2 < t < /2.
What is the sum of the Fourier series of f
(a) in the L2 norm and
(b) pointwise?
Show that
X
(1)k1
k=1
2k 1
Page 6 (of 6)
.
4
[9]
End of examination.
SOLUTIONS
1.
MAT00038M
An interval in R is a set I of the form (a, b), (a, b], [a, b) or [a, b], where a, b R with
a b; the measure of such an interval is defined by |I| = b a. An interval in R2 is
a rectangle; more precisely, the Cartesian product of two one-dimensional intervals,
I = I1 I2 . Its measure is |I| = |I1 ||I2 |.
4 Marks
A subset A of R2 is null if, given any S
> 0, thereP
exists a countable collection
of
2
intervals in R , (In )nN such that A nN In and nN |In | .
3 Marks
S
Let (An )nN be a sequence of null sets and A = nN An . Let > 0. For each
n N, since An is null we can find a sequence Inm of intervals whose union contains
An with total measure no more than /2n ; to be precise,
|Inm |
m=1
.
2n
Now consider the family of intervals {Inm : n, m N}. The union of these intervals
contains A and since it is a countable union of countable sets, it is itself countable.
The sum of the measures of these intervals is
X
|Inm |
n=1 m=1
=
n
2
n=1
5
Marks
SOLUTIONS
MAT00038M
We can write
G0 =
Gn
nZ
where Gn is the graph of f on [n, n + 1]. Each Gn is null by the previous result, and
Z is countable, so G is a countable union of null sets, and is hence null by
an earlier
part of the question .
2 Marks
Total: 25 Marks
2.
(a)
(b) For n N, let
(
1/j!
fn (x) =
0
It is evident that fn is a step function, and that (fn )nN is an increasing sequence
converging everywhere to f . We can integrate it directly from the definition:
Z
n1
X
1
fn =
j!
j=0
3.
7 Marks
R
1
2
(a) Fubinis Theorem states that
R if f L (R ) then for almost all x, R f (x, y) dy
exists and for almost all y, R f (x, y) dx exists and that
Z Z
Z Z
Z
f (x, y) dy dx =
f (x, y) dx dy =
f
R
R2
4
Marks
Tonellis Theorem states that if f : R2 R is measurable and either of the
8
SOLUTIONS
MAT00038M
integrals
Z Z
|f (x, y)| dy
Z Z
|f (x, y)| dx
dx;
dy
4
Marks
exy dy.
We evaluate this using the MCT: if h(y) = exy [0,) (y) and hn (y) = exy [0,n] (y)
then (gn )nN is an increasing sequence of functions converging to h, and by the
FTC
xy y=n
Z
Z n
1 en
1
e
xy
=
hn =
e
dy =
x y=0
x
x
0
as n (using the FTC for the finite-range integral). By the MCT,
Z
Z
1
exy dy = .
g(x, y) dy =
x
0
R
We can now evaluate
Z
Z Z
g(x, y) dy dx =
R
1
dx = log(2)
x
6
Marks
Z
0
exy
y
x=2
dy = log(2)
x=1
ey e2y
dy = log(2).
y
2
Marks
SOLUTIONS
MAT00038M
(c) We use the given formula to integrate g in two ways. On the one hand,
x=1
Z 1Z 1 2
Z 1
x y2
x
dx dy =
dy
(FTC)
2
2 2
x2 + y 2 x=0
0
0 (x + y )
0
Z 1
1
dy
=
2
0 1+y
y=1
= tan1 (y) y=0
(FTC)
2
= /4
2
= /4
Marks
Marks
If g had been integrable, these calculations would have given the same
answer,
by Fubinis Theorem. It follows that g is not integrable.
2 Marks
Total:
4.
25 Marks
2
Marks
10
SOLUTIONS
MAT00038M
(b) Property (i) shows that V U . To prove the reverse inclusion, suppose
x U . Then by property (ii) x = u + v for some u U , v V . Taking
the inner product with u, we see that hx, ui = hu, ui + hv, ui. But hx, ui = 0
because x U and hv, ui = 0 by property (b), so 0 = hu, ui, showing that
u = 0 and hence x = v V . This shows that U V ; combining these two
inclusions, V = U . Since any orthogonal complement is a closed subspace
(part (a)), V is a closed subspace of H.
6 Marks
Properties (i) and (ii) are symmetrical between U and V , so we also
have
U = V and U is closed.
1 Mark
(c) If f U and g V then (f g)(t) = (f g)(t) for a.a. t, i.e. f g is equal
a.e. to an odd function. Integrating an odd function over a symmetric interval
gives 0, so hf, gi = 0, showing that every element of U is orthogonalto every
element of V .
2 Marks
Consider the equations
u(t) + v(t) = f (t);
under the assumption that u is odd and v is even. The odd/even hypotheses lead
to equations
u(t) + v(t) = f (t);
1
f (t) f (t) ;
2
v(t) =
1
f (t) + f (t) .
2
1
f (t) f (t) = u(t);
2
v(t) =
1
f (t) + f (t) = v(t)
2
and clearly f = u + v.
1
Mark
It now follows from part (b) above that U and V are closed, complementary
subspaces. The orthogonal projections onto U and V are exactly the solutions
given above:
1
(P f )(t) = (f (t) f (t))
2
1
(Qf )(t) = (f (t) + f (t))
2
11
2
Marks
SOLUTIONS
MAT00038M
Total:
5.
25 Marks
j=1 k=1
k=1
Because of the orthogonality conditions, the only non-zero terms are when k =
j, giving
* n
+
n
n
X
X
X
xj ,
xk =
hxj , xj i
j=1
j=1
k=1
if j =
6 k
if j = k
3
Marks
2
Marks
kyk =
n
X
| hx, uj i |2 .
j=1
Also,
hx, yi =
n
X
hx, hx, uj i uj i =
j=1
n
X
| hx, uj i |2 .
j=1
| hx, uj i |2 kxk2 .
j=1
j=m
12
SOLUTIONS
MAT00038M
X
1 X it j X it j
1
sin(jt) =
(e /2)
(e /2)
2j
2i j=1
j=1
j=1
it
e /2
eit /2
1
=
2i 1 eit /2 1 eit /2
it
1
e
eit
=
2i 2 eit 2 eit
2eit 2eit
1
=
2i 5 2eit 2eit
2 sin(t)
=
6
Marks
5 4 cos(t)
P
P
j
j 2
(c) Because
j=1 sj /2 conj=1 (1/2 ) = 1/3, we can see from part (a) then
verges in the L2 norm; it follows that some subsequence converges a.e. to the
L2 limit. But the sequence converges pointwise everywhere to s, so this subsequence converges pointwise a.e to s. By uniqueness of limits, the L2 limit is
(a.e.) s.
4 Marks
Total:
6.
25 Marks
2
f (t s)g(s) ds
(f g)(t) =
Marks
since the integral of a periodic over any full period gives the same result. 4 Marks
13
SOLUTIONS
MAT00038M
To check orthonormality:
Z
1
eimt eint dt
hem , en i =
2
Z
1
ei(mn)t eint dt
=
2
1 ei(n)t
=
(m 6= n)
2 m n t=
=0
Moreover, hen , en i = (1/2)
n=N
!
Z
N
1 X in(ts)
=
f (s)
e
ds
2 n=N
Z
f (s)KN (t s) ds
=
3
Marks
where
KN (t) =
N
1 X int
e
2 n=N
3
Marks
it
using the standard formula for a geometric sum, provided e 6= 1 (i.e., t 6= 2k). We
thus have sN = DN f except at integer multiples of 2; the values of DN on this
set are of no importance here, because it is a set of measure zero.
1 Mark
14
SOLUTIONS
MAT00038M
sin(n/2)
( n
0
(1)(n1)/2
n
4
n even
n odd
Marks
R /2
and c0 = (1/2) /2 1 = 1/2. The sum of this Fourier series in the L2 norm is f ;
the missing values of f at (k + 1/2) (k Z) are of no importance becausef , as an
element of L2 , is only defined up to a null set.
1 Mark
Pointwise (Dirichlet conditions), the series converges to f at all points of continuity
of f , and at points of discontinuity to the average of the left and right limits. That is,
at for t 6= (k + 1/2) (k Z) the series at t converges to f (t) and at t = (k+ 1/2)
it converges to 1/2.
2 Marks
In particular, we can sum the series pointwise at t = 0 to give (using cn = cn )
1 = c0 + 2
cn = 1/2 + 2
n=1
X
k=1
c2k1
X
(1)k1
= 1/2 + 2
(2k 1)
k=1
X
(1)k1
= .
(2k 1)
4
k=1
15
3
Total:
Marks
25 Marks