MAT00038M

UNIVERSITY OF YORK

MMath Examinations 2013

MATHEMATICS
Lebesgue Integration and Hilbert Space
Time Allowed: 3 hours.
Answer two questions from part A and two questions from part B. Each question carries 25
marks.
Please write your answers in ink; pencil is acceptable for graphs and diagrams. Do not use
red ink.
Standard calculators will be provided.
The marking scheme shown on each question is indicative only.
Throughout, the symbol K means either R or C.

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).

(a) Describe the step-function approach to the Lebesgue integral on Rk , defining

the integral from first principles and describing without proof the consistency
theorems which are needed to ensure that the definition is unambiguous. Comment at each stage of the construction on whether or not the space of functions
is a linear space and the integral a linear map. You need not define intervals or
their measures, or the concept of a null set.
[18]
(b) Define f : R R by
(
1/j!
f (x) =
0

if j x < j + 1 for some j Z, j 0

if x < 0

Show that f is an upper function and evaluate

Page 2 (of 6)

f . Is f an upper function?
[7]

MAT00038M
3 (of 6).

(a) State without proof Fubinis Theorem and Tonellis Theorem.

[8]

(b) Define f : R2 R by
(
exy
f (x, y) =
0

if 1 x 2 and y 0
otherwise.

By evaluating the integral of f in two different ways, show that

Z y
e e2y
dy = log(2).
y
0
Justify each stage of your calculation by reference to the relevant theorem of
Lebesgue integration (e.g. Fundamental Theorem of Calculus, Monotone or
Dominated Convergence Theorem, Fubini, Tonelli); you need not explicitly
state these theorems.
[11]
(c) Given that
d x
x2 y 2
=
dx x2 + y 2
(x2 + y 2 )2


(x, y) 6= (0, 0)

show that the function g : R2 R defined by

2
2
x y
if 0 < x < 1, 0 < y < 1
g(x, y) = (x2 + y 2 )2

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

and expand the inequality hx y, x yi 0 to deduce Bessels inequality:

| 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

form a Cauchy sequence in H, and hence converge.

[15]

(b) Show that, for t R,

X
2 sin(t)
1
sin(jt) =
.
j
2
5

4
cos(t)
j=1

You might find it useful to write sin(jt) in complex exponential form.

[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.

If f, g H, define their convolution f g, and show that f g = g f .

[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

and show that sN = DN f , where DN is the Dirichlet kernel

DN (t) =

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

which shows that A is null .

Marks 

To show that R Q is a null subset of R2 , enumerate Q as {qj : j N}. Then we

can write R Q as
[[
RQ=
[n, n] {qj }
nN jN

Because a countable union of countable sets is countable, this expresses R Q as

a countable union of intervals of measure zero; the sum of the measure is thus
 zero,
showing that R Q is null .
4 Marks 
If we divide the interval [a, b] into n equal subintervals of width (b a)/n, then the
difference between f (x) and f (y) for x, y is the same subinterval I can be estimated
by
ba
|f (x) f (y)| = |x y||f 0 ()|
M
n
R
It follows that supI f I f (b a)M/n, so the graph of f on the interval I is
contained in a rectangle of width |I| = (b a)/n and height (b a)M/n. The area
of this rectangle is (b a)M/n2 ; the graph G of f on [a, b] is contained in the union
of n such rectangles, of total measure (b a)M/n. This tends to zero as n  , so
can be made smaller than any given > 0; this shows that G is null .
7 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

if j x < j + 1 for some j Z, 0 j n

if 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

This is a well-known convergent series, whose sum is e. Because the sequence

of step function is increasing and their integrals converge, we can conclude that
f is an upper function,
whose integral is the limit of the integrals of the step
R
functions; that is, f = e.
4 Marks 
If f were an upper function, then there would be an increasing sequence of
step functions converging a.e. to f . Any one of these, g say, would satisfy
g f a.e. But f < 0 on [0, ), so we would have h < 0 a.e. on [0, );
this contradicts the fact that any step function is zero outside some interval [a, b],
so we must conclude that f is not an upper function [though it is a 
Lebesgue
integrable function].
3 Marks 

Total:

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

exists, then f L 1 (R2 ).

(b) Begin by calculating for any x [1, 2]
Z
Z
g(x, y) dy =

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 

again using the FTC. Because f is non-negative, measurable (a.e. continuous)

and the repeated integral exists, it follows from Tonellis Theorem that f is
integrable over R2 and from Fubinis Theorem that the repeated integral in the
other order also exists and evaluates to log(2) ; that is,
Z Z 2


3
Marks
exy dx dy = log(2).


0

The inner integral can be evaluated using the FTC to give

Z
0

which is to say that

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

On the other hand,

y=1
Z 1Z 1 2
Z 1
x y2
y
dx
(FTC)
dy dx =
2
2 2
x2 + y 2 y=0
0
0 (x + y )
0
Z 1
1
dx
=
2
0 1+x

x=1
= tan1 (x) x=0
(FTC)


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 

(a) The orthogonal complement is given by

A = {x H : for all a A, hx, ai = 0}.


2

Marks 

To show that A is a closed subspace, note first that 0 A , so A 6= . Next,

suppose x, y A and , K. Then for a A,
hx + y, ai = hx, ai + hy, ai = 0
so A is a subspace. Finally, to show that A is closed, let (xn ) be a sequence in A converging to x H. We need to show that x A . For
any a A, hxn , ai = 0. But xn x and the inner product is continuous, so
hxn , ai hx, ai, and hence hx, ai = 0. Since a was an arbitrary element
 of A,

we conclude that x A and that A is closed.

5 Marks 
The orthogonal projections P and Q onto X and X are the unique mappings
P : H X and Q : H X such that x = P x + Qx for everyx H.
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);

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);

u(t) + v(t) = f (t)

which have unique solutions

u(t) =

1
f (t) f (t) ;
2

v(t) =

1
f (t) + f (t) .
2

This shows that if the equation f = u + v can be solved for u U then

 v V ,
then the above formulae are the unique solutions.
4 Marks 
Now check that u and v as defined are respectively odd and even:
u(t) =

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 

(a) Expand on both sides of the inner product:

* n
+
n
n X
n
X
X
X
xj ,
xk =
hxj , xk i
j=1

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

which is the required result.

An orthonormal sequence (uj )jN satisfies
(
0
huj , uk i = jk =
1

if j =
6 k
if j = k


3

Marks 


2

Marks 

Expanding the given inequality gives

kxk2 + kyk2 2 Re hx, yi 0.
By Pythagoras,
2

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

Substituting these two results into the expansion of hx y, x yi gives

n
X

| hx, uj i |2 kxk2 .

j=1

Because this is true for all n, we can (bounded monotone convergence)

let

n to give Bessels inequality as stated.
6
Marks


Applying Pythagoras again, we have

2
n
n
X

X


hx, uj i uj =
| hx, uj i |2



j=m

j=m

12

SOLUTIONS

MAT00038M

Because the series in Bessels inequality converges,Pits partial sums form a

Cauchy sequence. It follows that the partial sums of
j=1 hx, uj i uj also form
a Cauchy sequence, which converges as we are working in a Hilbert
 space.
4 Marks 
(b) Writing sin(jt) = (eijt eijt )/(2i), we have, using the standard formula for a
convergent geometric series,
"
#

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 

The convolution is defined by

Z


2

f (t s)g(s) ds

(f g)(t) =

Marks 

Make the substitution t s = u, so s = t u and du = ds, giving

Z t
Z t+
Z
(f g)(t) =
f (u)g(tu) du =
f (u)g(tu) du =
g(tu)f (u) du = (gf )(t)
t+

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)

1 = 1, showing that (en )nZ is orthonormal. 2 Marks 

The partial sum can be written


 Z
N
X
1
ins
f (s)e
ds eint
sN (t) =
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

1 ei(N +1)t eiN t

2
eit 1
1 ei(N +1/2)t ei(N +1/2)t
=
2
eit/2 eit/2
sin((N + 1/2)t)
=
2 sin(t/2)
= DN (t)
=


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

The Fourier coefficients of this function can be calculated as follows:

Z /2
1
eint dt
cn =
2 /2

t=/2
1 eint
(n 6= 0)
=
2 in t=/2
=
=

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

which rearranges to give

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