Alessandro Palliccia

Real and Functional Analysis

Exercises on absolute continuity, weak derivatives and convergence in LpL^p

1,440 words, , published

The exercises concern absolutely continuous functions, weak derivatives and the convergence of sequences of functions, with λ\lambda the Lebesgue measure on R.{\mathbb{R}.}

Exercises

Spaces of continuous and differentiable functions

Remark 1. Let a<b{a < b} be real numbers. The set of the continuous functions on [a,b][a, b] is

C([a,b])={f ⁣:[a,b]→R:f continuous},C([a, b]) = \{ f \colon [a, b] \to \mathbb{R} : f \text{ continuous} \},

and the sets C((a,b))C((a, b)) and C((a,b])C((a, b]) are defined in the same way. A function f ⁣:(a,b)→R{f \colon (a, b) \to \mathbb{R}} belongs to C1((a,b))C^1((a, b)) if f′(x)f'(x) exists for every x∈(a,b){x \in (a, b)} and f′f' is continuous. A function f ⁣:[a,b]→R{f \colon [a, b] \to \mathbb{R}} belongs to C1([a,b])C^1([a, b]) if f′(x)f'(x) exists for every x∈(a,b),{x \in (a, b),} if the one-sided derivatives

f+′(a)=lim⁡h→0+f(a+h)−f(a)h,f−′(b)=lim⁡h→0−f(b+h)−f(b)hf'_+(a) = \lim_{h \to 0^+} \frac{f(a + h) - f(a)}{h}, \qquad f'_-(b) = \lim_{h \to 0^-} \frac{f(b + h) - f(b)}{h}

exist, and if the function f′ ⁣:[a,b]→R,{f' \colon [a, b] \to \mathbb{R},} equal to f+′(a)f'_+(a) at aa and to f−′(b)f'_-(b) at b,{b,} is continuous. The sets C1((a,b])C^1((a, b]) and C1([a,b))C^1([a, b)) are defined in the same way, with the one-sided derivative at the closed end, and so are the sets C∞((a,b)),{C^\infty((a, b)),} C∞([a,b]),{C^\infty([a, b]),} C∞((a,b])C^\infty((a, b]) and so on. The set Cc((a,b))C_c((a, b)) is made of the functions of C((a,b))C((a, b)) that vanish near aa and near b,{b,} as in Figure 1:

Cc((a,b))={f∈C((a,b)):there exists ε>0 such that f(x)=0for every x∈(a,a+ε)∪(b−ε,b)}.\begin{aligned} C_c((a, b)) = \{ f \in C((a, b)) : {} & \text{there exists } \varepsilon > 0 \text{ such that } f(x) = 0 \\ & \text{for every } x \in (a, a + \varepsilon) \cup (b - \varepsilon, b) \}. \end{aligned}

The sets Cc1((a,b))C_c^1((a, b)) and Cc∞((a,b))C_c^\infty((a, b)) are the intersections:

Cc1((a,b))=C1((a,b))∩Cc((a,b)),Cc∞((a,b))=C∞((a,b))∩Cc((a,b)).\begin{aligned} C_c^1((a, b)) &= C^1((a, b)) \cap C_c((a, b)), \\ C_c^\infty((a, b)) &= C^\infty((a, b)) \cap C_c((a, b)). \end{aligned}
aa + εb − εbf

Figure 1. The drawing of Remark 1: a function ff of Cc((a,b)),{C_c((a, b)),} equal to 0 on (a,a+ε)(a, a + \varepsilon) and on (b−ε,b),{(b - \varepsilon, b),} thick on the axis. An instance.

The functions sin⁡(xα)\sin(x^\alpha)

Example 2. Let α∈R{\alpha \in \mathbb{R}} and let fα ⁣:[0,1]→R{f_\alpha \colon [0, 1] \to \mathbb{R}} be given by

fα(x)={sin⁡(xα)0<x≤1,0x=0.f_\alpha(x) = \begin{cases} \sin(x^\alpha) & 0 < x \le 1, \\ 0 & x = 0. \end{cases}

(1) Prove that, for every α>0,{\alpha > 0,} the function fαf_\alpha is differentiable almost everywhere, with fα′∈L1((0,1)).{f_\alpha' \in L^1((0, 1)).}

For the functions fαf_\alpha of Example 2, let α∈R.{\alpha \in \mathbb{R}.} The function x↦xαx \mapsto x^\alpha belongs to C∞((0,1]),{C^\infty((0, 1]),} hence so does x↦sin⁡(xα),{x \mapsto \sin(x^\alpha),} which equals fαf_\alpha on (0,1].{(0, 1].} Therefore fα′(x)f_\alpha'(x) exists for every x∈(0,1],{x \in (0, 1],} with

fα′(x)=cos⁡(xα) αxα−1for every x∈(0,1].f_\alpha'(x) = \cos(x^\alpha) \, \alpha x^{\alpha - 1} \qquad \text{for every } x \in (0, 1].

Hence, for every α∈R,{\alpha \in \mathbb{R},} the derivative fα′f_\alpha' exists almost everywhere on [0,1].{[0, 1].} Now let α>0.{\alpha > 0.} For every x∈(0,1],{x \in (0, 1],} since ∣cos⁡(xα)∣≤1,{\lvert \cos(x^\alpha) \rvert \le 1,}

∣fα′(x)∣=∣αxα−1cos⁡(xα)∣≤αxα−1=αx1−α=:g(x),|f_\alpha'(x)| = |\alpha x^{\alpha - 1} \cos(x^\alpha)| \le \alpha x^{\alpha - 1} = \frac{\alpha}{x^{1 - \alpha}} =: g(x),

so that ∣fα′∣≤g{|f_\alpha'| \le g} almost everywhere on (0,1),{(0, 1),} and

∫01g dλ<+∞  ⟺  1−α<1  ⟺  α>0.\int_0^1 g \, d\lambda < +\infty \iff 1 - \alpha < 1 \iff \alpha > 0.

Therefore, for every α>0,{\alpha > 0,} there exists g∈L1((0,1)){g \in L^1((0, 1))} such that g≥∣fα′∣{g \ge |f_\alpha'|} almost everywhere. Hence fα′∈L1((0,1)).{f_\alpha' \in L^1((0, 1)).}

(2) Prove that fα∈AC([0,1]){f_\alpha \in \mathrm{AC}([0, 1])} for every α>0.{\alpha > 0.} The first method uses the second fundamental theorem of calculus, Theorem 14 of the ninth post: fα∈AC([0,1]){f_\alpha \in \mathrm{AC}([0, 1])} if and only if fα′f_\alpha' exists almost everywhere, fα′∈L1((0,1)),{f_\alpha' \in L^1((0, 1)),} and

fα(y)−fα(x)=∫xyfα′ dλfor all x,y∈[0,1] with x<y.f_\alpha(y) - f_\alpha(x) = \int_x^y f_\alpha' \, d\lambda \qquad \text{for all } x, y \in [0, 1] \text{ with } x < y.

By (1), fα′f_\alpha' exists almost everywhere and fα′∈L1((0,1)){f_\alpha' \in L^1((0, 1))} for every α>0,{\alpha > 0,} and it remains to prove the identity. We already observed that fα∈C∞((0,1]).{f_\alpha \in C^\infty((0, 1]).} Hence the baby fundamental theorem of calculus, in the form of Corollary 8 of the ninth post applied on [x,y],{[x, y],} gives

fα(y)−fα(x)=∫xyfα′ dλfor all x,y∈(0,1] with x<y.f_\alpha(y) - f_\alpha(x) = \int_x^y f_\alpha' \, d\lambda \qquad \text{for all } x, y \in (0, 1] \text{ with } x < y.

It remains to check the identity with x=0.{x = 0.} Let y∈(0,1].{y \in (0, 1].} Then

fα(y)−fα(0)=lim⁡x→0+(fα(y)−fα(x))=lim⁡x→0+∫xyfα′ dλ=∫0yfα′ dλ.\begin{aligned} f_\alpha(y) - f_\alpha(0) &= \lim_{x \to 0^+} \big( f_\alpha(y) - f_\alpha(x) \big) \\ &= \lim_{x \to 0^+} \int_x^y f_\alpha' \, d\lambda \\ &= \int_0^y f_\alpha' \, d\lambda. \end{aligned}

The first equality holds because fα∈C([0,1]){f_\alpha \in C([0, 1])} for every α>0.{\alpha > 0.} In fact, fα(0)=0{f_\alpha(0) = 0} and fα(x)=sin⁡(xα)→0{f_\alpha(x) = \sin(x^\alpha) \to 0} as x→0+.{x \to 0^+.} Inside the limit x>0,{x > 0,} so the identity on (0,1](0, 1] applies, which gives the second equality. With respect to x,{x,} the integral of fα′f_\alpha' over (x,y)(x, y) is an integral function of a function of L1.{L^1.} The integral function is continuous by the first fundamental theorem of calculus, Theorem 9 of the ninth post, which gives the third equality.

Therefore fα(y)−fα(x)=∫xyfα′ dλ{f_\alpha(y) - f_\alpha(x) = \int_x^y f_\alpha' \, d\lambda} for all x,y∈[0,1]{x, y \in [0, 1]} with x<y.{x < y.} The second fundamental theorem of calculus, Theorem 14 of the ninth post, then gives fα∈AC([0,1]){f_\alpha \in \mathrm{AC}([0, 1])} for every α>0.{\alpha > 0.}

The second method uses the equality AC([0,1])=W1,1((0,1)){\mathrm{AC}([0, 1]) = W^{1,1}((0, 1))} of Theorem 20 of the ninth post. We want to prove that fα∈W1,1((0,1)){f_\alpha \in W^{1,1}((0, 1))} for every α>0.{\alpha > 0.} By Definition 18 of the ninth post, this means that fα∈L1((0,1)){f_\alpha \in L^1((0, 1))} and that there exists w∈L1((0,1)){w \in L^1((0, 1))} such that

∫01fαφ′ dλ=−∫01wφ dλfor every φ∈Cc∞((0,1)).\int_0^1 f_\alpha \varphi' \, d\lambda = -\int_0^1 w \varphi \, d\lambda \qquad \text{for every } \varphi \in C_c^\infty((0, 1)).

For α>0{\alpha > 0} and almost every x∈(0,1){x \in (0, 1)} we have ∣fα(x)∣≤∣sin⁡(xα)∣≤1=:g(x).{|f_\alpha(x)| \le \lvert \sin(x^\alpha) \rvert \le 1 =: g(x).} Since g∈L1((0,1)),{g \in L^1((0, 1)),} also fα∈L1((0,1)).{f_\alpha \in L^1((0, 1)).} Now let φ∈Cc∞((0,1)),{\varphi \in C_c^\infty((0, 1)),} as in Figure 2. There exists ε>0{\varepsilon > 0} such that φ(x)=0{\varphi(x) = 0} for every x∈(0,ε)∪(1−ε,1).{x \in (0, \varepsilon) \cup (1 - \varepsilon, 1).} Then also φ′=0{\varphi' = 0} on (0,ε)∪(1−ε,1),{(0, \varepsilon) \cup (1 - \varepsilon, 1),} and we compute

∫01fαφ′ dλ=∫ε1−εfαφ′ dλ=fαφ ∣ε1−ε−∫ε1−εfα′φ dλ=−∫ε1−εfα′φ dλ=−∫01fα′φ dλ.\begin{aligned} \int_0^1 f_\alpha \varphi' \, d\lambda &= \int_\varepsilon^{1 - \varepsilon} f_\alpha \varphi' \, d\lambda \\ &= f_\alpha \varphi \, \Big|_\varepsilon^{1 - \varepsilon} - \int_\varepsilon^{1 - \varepsilon} f_\alpha' \varphi \, d\lambda \\ &= -\int_\varepsilon^{1 - \varepsilon} f_\alpha' \varphi \, d\lambda \\ &= -\int_0^1 f_\alpha' \varphi \, d\lambda. \end{aligned}

The first equality holds because φ′=0{\varphi' = 0} on (0,ε)∪(1−ε,1),{(0, \varepsilon) \cup (1 - \varepsilon, 1),} and the last because φ=0{\varphi = 0} there. The second is an integration by parts, which works on [ε,1−ε][\varepsilon, 1 - \varepsilon] because fα∈C1([ε,1−ε]).{f_\alpha \in C^1([\varepsilon, 1 - \varepsilon]).} The third holds because

fαφ ∣ε1−ε=fα(1−ε)φ(1−ε)−fα(ε)φ(ε)=0,f_\alpha \varphi \, \Big|_\varepsilon^{1 - \varepsilon} = f_\alpha(1 - \varepsilon) \varphi(1 - \varepsilon) - f_\alpha(\varepsilon) \varphi(\varepsilon) = 0,

where φ(1−ε)=0{\varphi(1 - \varepsilon) = 0} and φ(ε)=0.{\varphi(\varepsilon) = 0.} Hence, for every φ∈Cc∞((0,1)),{\varphi \in C_c^\infty((0, 1)),}

∫01fαφ′ dλ=−∫01fα′φ dλ.\int_0^1 f_\alpha \varphi' \, d\lambda = -\int_0^1 f_\alpha' \varphi \, d\lambda.

Also fα′∈L1((0,1)){f_\alpha' \in L^1((0, 1))} by (1). Therefore fα∈W1,1((0,1)),{f_\alpha \in W^{1,1}((0, 1)),} and fα∈AC([0,1]){f_\alpha \in \mathrm{AC}([0, 1])} by Theorem 20 of the ninth post.

0ε1 − ε1φ

Figure 2. The drawing of (2) in Example 2: a function φ\varphi of Cc∞((0,1)),{C_c^\infty((0, 1)),} equal to 0 on (0,ε)(0, \varepsilon) and on (1−ε,1),{(1 - \varepsilon, 1),} thick on the axis. An instance.

The function sin⁡(x)cos⁡(x)\sin(\sqrt{x}) \cos(\sqrt{x})

Example 3. Let f ⁣:[0,1]→R{f \colon [0, 1] \to \mathbb{R}} be given by f(x)=sin⁡(x)cos⁡(x).{f(x) = \sin(\sqrt{x}) \cos(\sqrt{x}).}
(1) Is f∈AC([0,1])?{f \in \mathrm{AC}([0, 1])?}

For the function ff of Example 3, x∈C1((0,1]),{\sqrt{x} \in C^1((0, 1]),} hence f∈C1((0,1]).{f \in C^1((0, 1]).} Therefore, for every x∈(0,1],{x \in (0, 1],} the derivative f′(x)f'(x) exists and

f′(x)=cos⁡2(x)2x−sin⁡2(x)2x,f'(x) = \frac{\cos^2(\sqrt{x})}{2\sqrt{x}} - \frac{\sin^2(\sqrt{x})}{2\sqrt{x}},

so that f′(x)f'(x) exists for almost every x∈[0,1].{x \in [0, 1].} For every x∈(0,1],{x \in (0, 1],} since cos⁡2(x)≤1{\cos^2(\sqrt{x}) \le 1} and sin⁡2(x)≤1,{\sin^2(\sqrt{x}) \le 1,}

∣f′(x)∣=∣cos⁡2(x)2x−sin⁡2(x)2x∣≤cos⁡2(x)2x+sin⁡2(x)2x≤12x+12x=1x=:g(x),\begin{aligned} |f'(x)| &= \left| \frac{\cos^2(\sqrt{x})}{2\sqrt{x}} - \frac{\sin^2(\sqrt{x})}{2\sqrt{x}} \right| \\ &\le \frac{\cos^2(\sqrt{x})}{2\sqrt{x}} + \frac{\sin^2(\sqrt{x})}{2\sqrt{x}} \\ &\le \frac{1}{2\sqrt{x}} + \frac{1}{2\sqrt{x}} = \frac{1}{\sqrt{x}} =: g(x), \end{aligned}

where g∈L1((0,1)).{g \in L^1((0, 1)).} Hence f′∈L1((0,1)).{f' \in L^1((0, 1)).} Let x,y∈(0,1]{x, y \in (0, 1]} with x<y.{x < y.} Since f∈C1((0,1]),{f \in C^1((0, 1]),} the baby fundamental theorem of calculus, in the form of Corollary 8 of the ninth post applied on [x,y],{[x, y],} gives f(y)−f(x)=∫xyf′ dλ.{f(y) - f(x) = \int_x^y f' \, d\lambda.} Now take x=0{x = 0} and y∈(0,1].{y \in (0, 1].} We compute

f(y)−f(0)=lim⁡x→0+(f(y)−f(x))=lim⁡x→0+∫xyf′ dλ=∫0yf′ dλ.\begin{aligned} f(y) - f(0) &= \lim_{x \to 0^+} \big( f(y) - f(x) \big) = \lim_{x \to 0^+} \int_x^y f' \, d\lambda \\ &= \int_0^y f' \, d\lambda. \end{aligned}

The first equality holds because ff is continuous at 0,{0,} since f(0)=sin⁡(0)cos⁡(0)=0,{f(0) = \sin(0) \cos(0) = 0,} which is the limit of f(x)f(x) as x→0+.{x \to 0^+.} The second holds because x>0{x > 0} inside the limit, and the third by the first fundamental theorem of calculus, Theorem 9 of the ninth post: the integral function is continuous. Putting these facts together, the second fundamental theorem of calculus, Theorem 14 of the ninth post, gives f∈AC([0,1]).{f \in \mathrm{AC}([0, 1]).}

(2) Compute the weak derivative of f.{f.} We know that f∈AC([0,1])=W1,1((0,1)),{f \in \mathrm{AC}([0, 1]) = W^{1,1}((0, 1)),} by (1) and Theorem 20 of the ninth post. Hence there exists w∈L1((0,1)),{w \in L^1((0, 1)),} a weak derivative of f.{f.} Since f∈W1,1((0,1)),{f \in W^{1,1}((0, 1)),} and since absolutely continuous functions satisfy the integration by parts with respect to their derivative, defined almost everywhere, by Corollary 17 of the ninth post, for every φ∈Cc∞((0,1)){\varphi \in C_c^\infty((0, 1))}

∫01fφ′ dλ=−∫01wφ dλand∫01fφ′ dλ=−∫01f′φ dλ.\int_0^1 f \varphi' \, d\lambda = -\int_0^1 w \varphi \, d\lambda \qquad \text{and} \qquad \int_0^1 f \varphi' \, d\lambda = -\int_0^1 f' \varphi \, d\lambda.

Therefore −∫01wφ dλ=−∫01f′φ dλ,{-\int_0^1 w \varphi \, d\lambda = -\int_0^1 f' \varphi \, d\lambda,} that is, ∫01(f′−w)φ dλ=0,{\int_0^1 (f' - w) \varphi \, d\lambda = 0,} for every φ∈Cc∞((0,1)).{\varphi \in C_c^\infty((0, 1)).} By the vanishing lemma, (1) of Corollary 16 of the fifth post, f′−w=0{f' - w = 0} almost everywhere, that is, w=f′{w = f'} almost everywhere.

An estimate for absolutely continuous functions

Example 4. Let −∞<a<b<+∞{-\infty < a < b < +\infty} and let f∈AC([a,b]).{f \in \mathrm{AC}([a, b]).}
(1) Prove that ∣f(y)−f(x)∣≤∥f′∥1{|f(y) - f(x)| \le \|f'\|_1} for all x,y∈[a,b].{x, y \in [a, b].}

For the function ff of Example 4, the second fundamental theorem of calculus, Theorem 14 of the ninth post, gives that f′f' exists almost everywhere, that f′∈L1((a,b)){f' \in L^1((a, b))} and that, for all x,y∈[a,b]{x, y \in [a, b]} with x<y,{x < y,}

∣f(y)−f(x)∣=∣∫xyf′ dλ∣≤∫xy∣f′∣ dλ≤∫ab∣f′∣ dλ=∥f′∥1.\begin{aligned} |f(y) - f(x)| &= \left| \int_x^y f' \, d\lambda \right| \\ &\le \int_x^y |f'| \, d\lambda \\ &\le \int_a^b |f'| \, d\lambda = \|f'\|_1. \end{aligned}

Deduce that, if f(x0)=0{f(x_0) = 0} for some x0∈[a,b],{x_0 \in [a, b],} then ∥f∥∞≤∥f′∥1.{\|f\|_\infty \le \|f'\|_1.}

Remark 5. Let f∈C([a,b]).{f \in C([a, b]).} Then there exists y0∈[a,b]{y_0 \in [a, b]} such that

∣f(y0)∣=max⁡[a,b]∣f∣=∥f∥∞,|f(y_0)| = \max_{[a, b]} |f| = \|f\|_\infty,

where the last equality holds because ff is continuous, as in Example 5 (iii) of the tenth post.

By Remark 5 and by (1), since f(x0)=0,{f(x_0) = 0,} we get

∥f∥∞=∣f(y0)∣=∣f(y0)−f(x0)∣≤∥f′∥1.\|f\|_\infty = |f(y_0)| = |f(y_0) - f(x_0)| \le \|f'\|_1.

Deduce that, if f(x0)=0{f(x_0) = 0} for some x0∈[a,b],{x_0 \in [a, b],} then ∥f∥1≤(b−a)∥f′∥1.{\|f\|_1 \le (b - a) \|f'\|_1.} By the previous deduction,

∥f∥1=∫ab∣f∣ dλ≤∫ab∥f∥∞ dλ=∥f∥∞(b−a)≤(b−a)∥f′∥1.\|f\|_1 = \int_a^b |f| \, d\lambda \le \int_a^b \|f\|_\infty \, d\lambda = \|f\|_\infty (b - a) \le (b - a) \|f'\|_1.

Two norms on W01,1((a,b))W_0^{1,1}((a, b))

Remark 6. The last estimate of Example 4 applies to the functions f∈W01,1((a,b)){f \in W_0^{1,1}((a, b))} of Example 21 of the tenth post. Indeed, by that example, the absolutely continuous representative of such an ff vanishes at a,{a,} so that x0=a{x_0 = a} can be taken. There are two norms on W01,1((a,b)),{W_0^{1,1}((a, b)),} ∥⋅∥W1,1\|\cdot\|_{W^{1,1}} of Example 19 of the tenth post and ∥⋅∥W01,1\|\cdot\|_{W_0^{1,1}} of Example 21 of the tenth post. For f∈W01,1((a,b)){f \in W_0^{1,1}((a, b))} the estimate means that

∥f∥W01,1=∥f′∥1≤∥f∥1+∥f′∥1=∥f∥W1,1≤(b−a)∥f′∥1+∥f′∥1=(1+(b−a))∥f∥W01,1,\begin{aligned} \|f\|_{W_0^{1,1}} = \|f'\|_1 &\le \|f\|_1 + \|f'\|_1 = \|f\|_{W^{1,1}} \\ &\le (b - a) \|f'\|_1 + \|f'\|_1 = \big( 1 + (b - a) \big) \|f\|_{W_0^{1,1}}, \end{aligned}

where the second inequality is ∥f∥1≤(b−a)∥f′∥1.{\|f\|_1 \le (b - a) \|f'\|_1.} Hence, with C=1+(b−a)>0,{C = 1 + (b - a) > 0,}

∥f∥W01,1≤∥f∥W1,1≤C∥f∥W01,1.\|f\|_{W_0^{1,1}} \le \|f\|_{W^{1,1}} \le C \|f\|_{W_0^{1,1}}.

The sequence 5−1/nx2nχ[−1,1]5^{-1/n} x^{2n} \chi_{[-1, 1]}

Example 7. On R\mathbb{R} with the Lebesgue measure λ,{\lambda,} for every integer n≥1{n \ge 1} let fn ⁣:R→R{f_n \colon \mathbb{R} \to \mathbb{R}} be given by

fn(x)=5−1/nx2nχ[−1,1](x),x∈R.f_n(x) = 5^{-1/n} x^{2n} \chi_{[-1, 1]}(x), \qquad x \in \mathbb{R}.

(1) Study the convergence almost everywhere and pointwise of (fn)(f_n) on R.{\mathbb{R}.}

For the functions fnf_n of Example 7, fn(x)=0{f_n(x) = 0} for every x∉[−1,1].{x \notin [-1, 1].} Moreover fn(x)≥0{f_n(x) \ge 0} for every x∈R.{x \in \mathbb{R}.} At the points ±1,{\pm 1,} since 2n2n is even, (±1)2n=1,{(\pm 1)^{2n} = 1,} and χ[−1,1](±1)=1,{\chi_{[-1, 1]}(\pm 1) = 1,} so that

fn(±1)=5−1/n(±1)2nχ[−1,1](±1)=151/n→n→∞1.f_n(\pm 1) = 5^{-1/n} (\pm 1)^{2n} \chi_{[-1, 1]}(\pm 1) = \frac{1}{5^{1/n}} \xrightarrow[n \to \infty]{} 1.

For every x∈(−1,1),{x \in (-1, 1),} instead, 1/51/n→1{1/5^{1/n} \to 1} and x2n→0.{x^{2n} \to 0.} Hence fn(x)=5−1/nx2n→0{f_n(x) = 5^{-1/n} x^{2n} \to 0} as n→∞.{n \to \infty.} Call ff the function given by

f(x)={0x∉[−1,1],1x=±1,0x∈(−1,1).f(x) = \begin{cases} 0 & x \notin [-1, 1], \\ 1 & x = \pm 1, \\ 0 & x \in (-1, 1). \end{cases}

Then fn→f{f_n \to f} pointwise on R,{\mathbb{R},} and therefore fn→0{f_n \to 0} almost everywhere.

(2) Study the convergence of (fn)(f_n) in Lp(R)L^p(\mathbb{R}) for every p∈[1,∞),{p \in [1, \infty),} and in measure on R.{\mathbb{R}.} Since 1/51/n≤1{1/5^{1/n} \le 1} and x2n≤1{x^{2n} \le 1} for every x∈[−1,1],{x \in [-1, 1],}

∣fn∣=fn=151/n x2nχ[−1,1]≤χ[−1,1].|f_n| = f_n = \frac{1}{5^{1/n}} \, x^{2n} \chi_{[-1, 1]} \le \chi_{[-1, 1]}.

Notice that χ[−1,1]∈Lp(R){\chi_{[-1, 1]} \in L^p(\mathbb{R})} for every p∈[1,∞).{p \in [1, \infty).} Hence, by the dominated convergence theorem in Lp,{L^p,} Theorem 8 of the seventh post, fn→0{f_n \to 0} in Lp(R)L^p(\mathbb{R}) for every p∈[1,∞).{p \in [1, \infty).} By Theorem 6 of the seventh post, convergence in LpL^p implies convergence in measure, hence fn→0{f_n \to 0} in measure on R.{\mathbb{R}.}

(3) Study the convergence of (fn)(f_n) in L∞(R).{L^\infty(\mathbb{R}).} By the uniqueness of limits, Remark 12 of the seventh post, if (fn)(f_n) converges in L∞(R),{L^\infty(\mathbb{R}),} it must converge to zero, and

fn→0 in L∞  ⟺  ∥fn−0∥∞→0  ⟺  ∥fn∥∞→0.f_n \to 0 \text{ in } L^\infty \iff \|f_n - 0\|_\infty \to 0 \iff \|f_n\|_\infty \to 0.

We compute ∥fn∥∞{\|f_n\|_\infty} with the drawing of Figure 3. Since fnf_n is continuous on [−1,1][-1, 1] and fn(±1)=5−1/n,{f_n(\pm 1) = 5^{-1/n},} we have λ({fn>5−1/n−ε})>0{\lambda(\{ f_n > 5^{-1/n} - \varepsilon \}) > 0} for every ε>0.{\varepsilon > 0.} Hence ∥fn∥∞≥5−1/n−ε{\|f_n\|_\infty \ge 5^{-1/n} - \varepsilon} for every ε>0{\varepsilon > 0} and every n.{n.} Therefore, since 5−1/n→1{5^{-1/n} \to 1} by (1),

∥fn∥∞≥5−1/nfor every n⟹∥fn∥∞↛0as n→∞⟹(fn) does not converge in L∞(R).\begin{aligned} \|f_n\|_\infty \ge 5^{-1/n} \quad \text{for every } n &\Longrightarrow \quad \|f_n\|_\infty \nrightarrow 0 \quad \text{as } n \to \infty \\ &\Longrightarrow \quad (f_n) \text{ does not converge in } L^\infty(\mathbb{R}). \end{aligned}
5−1/n−15−1/n11M = 5−1/n−εfn

Figure 3. The drawing of (3) in Example 7: the graph of fn,{f_n,} equal to 0 outside [−1,1],{[-1, 1],} with the values fn(±1)=5−1/n,{f_n(\pm 1) = 5^{-1/n},} the level M=5−1/n−ε,{M = 5^{-1/n} - \varepsilon,} and the set {fn>M},{\{ f_n > M \},} thick on the axis near −1-1 and 1.{1.} The dotted line is the level 1;{1;} the sliders set nn and ε.{\varepsilon.}

A sequence in ℓ1\ell^1

Example 8. Study the convergence in ℓ2\ell^2 and in ℓ1\ell^1 of the sequence (xn)⊂ℓ1{(x_n) \subset \ell^1} such that, for all integers n≥1{n \ge 1} and k≥1,{k \ge 1,}

xn(k)={1k1≤k≤n,0k>n,that is,x1=(1,0,0,… ),x2=(1,12,0,0,…),    ⋮xn=(1,12,13,…,1n,0,0,…).x_n^{(k)} = \begin{cases} \dfrac{1}{k} & 1 \le k \le n, \\[6pt] 0 & k > n, \end{cases} \qquad \text{that is,} \qquad \begin{aligned} x_1 &= (1, 0, 0, \dots), \\ x_2 &= \Big( 1, \frac{1}{2}, 0, 0, \dots \Big), \\ &\;\;\vdots \\ x_n &= \Big( 1, \frac{1}{2}, \frac{1}{3}, \dots, \frac{1}{n}, 0, 0, \dots \Big). \end{aligned}

Remark 9. As in Example 8 (ii) of the tenth post, ℓp=Lp(N,P(N),μ#),{\ell^p = L^p(\mathbb{N}, \mathcal{P}(\mathbb{N}), \mu_\#),} where μ#\mu_\# is the counting measure on the subsets of N.{\mathbb{N}.} All the theorems for the spaces Lp(X,M,μ)L^p(X, \mathcal{M}, \mu) apply to ℓp.{\ell^p.}

By Remark 9, the elements xnx_n of Example 8 are functions on N,{\mathbb{N},} and we start from their pointwise convergence. Fix an integer k≥1{k \ge 1} and study the sequence of numbers x1(k),x2(k),x3(k),… .{x_1^{(k)}, x_2^{(k)}, x_3^{(k)}, \dots.} Since xn(k)=1/k{x_n^{(k)} = 1/k} for every n≥k,{n \ge k,}

lim⁡n→∞xn(k)=lim⁡n→∞1k=1k.\lim_{n \to \infty} x_n^{(k)} = \lim_{n \to \infty} \frac{1}{k} = \frac{1}{k}.

Hence we define x=(1,1/2,1/3,1/4,… ),{x = (1, 1/2, 1/3, 1/4, \dots),} that is, x(k)=1/k{x^{(k)} = 1/k} for every k≥1.{k \ge 1.} Then xn→x{x_n \to x} pointwise, since xn(k)→x(k){x_n^{(k)} \to x^{(k)}} as n→∞{n \to \infty} for every k.{k.}

Moreover ∣xn(k)∣≤1/k{|x_n^{(k)}| \le 1/k} for every kk and every n,{n,} that is, ∣xn(k)∣≤x(k),{|x_n^{(k)}| \le x^{(k)},} and ∣xn∣≤x{|x_n| \le x} as functions on N.{\mathbb{N}.} Notice that x=(1,1/2,1/3,… )∈ℓ2,{x = (1, 1/2, 1/3, \dots) \in \ell^2,} because

∑k=1∞∣x(k)∣2=∑k=1∞1k2<+∞.\sum_{k=1}^\infty |x^{(k)}|^2 = \sum_{k=1}^\infty \frac{1}{k^2} < +\infty.

Hence, by the dominated convergence theorem in L2(N,P(N),μ#)=ℓ2,{L^2(\mathbb{N}, \mathcal{P}(\mathbb{N}), \mu_\#) = \ell^2,} Theorem 8 of the seventh post with p=2,{p = 2,} xn→x{x_n \to x} in ℓ2.{\ell^2.} On the other hand, x∉ℓ1,{x \notin \ell^1,} because

∑k=1∞∣x(k)∣=∑k=1∞1k=+∞.\sum_{k=1}^\infty |x^{(k)}| = \sum_{k=1}^\infty \frac{1}{k} = +\infty.

Therefore xn↛x{x_n \nrightarrow x} in ℓ1.{\ell^1.} In fact, if a sequence of L1(N,P(N),μ#)L^1(\mathbb{N}, \mathcal{P}(\mathbb{N}), \mu_\#) converges in L1,{L^1,} then its limit belongs to L1(N,P(N),μ#)=ℓ1,{L^1(\mathbb{N}, \mathcal{P}(\mathbb{N}), \mu_\#) = \ell^1,} by Remark 18 of the tenth post with p=1,{p = 1,} while x∉ℓ1.{x \notin \ell^1.}

Continuous functions with the L1L^1 norm

Example 10. Show that (C([−1,1]),∥⋅∥1){(C([-1, 1]), \|\cdot\|_1)} is not a Banach space.

For Example 10, we find a Cauchy sequence that does not converge. For every integer n≥1,{n \ge 1,} let fn∈C([−1,1]){f_n \in C([-1, 1])} be the function drawn in Figure 4. It is 0 on [−1,0],{[-1, 0],} its graph on [0,1/n][0, 1/n] is the segment from (0,0)(0, 0) to (1/n,1),{(1/n, 1),} and it is 1 on [1/n,1].{[1/n, 1].} The distance of fnf_n from fn+1f_{n+1} is the area between their graphs, hatched in Figure 4, that is, ∥fn+1−fn∥1=∫−11∣fn+1−fn∣ dλ.{\|f_{n+1} - f_n\|_1 = \int_{-1}^1 |f_{n+1} - f_n| \, d\lambda.} The functions fnf_n converge pointwise to

f(x)={0x∈[−1,0],1x∈(0,1].f(x) = \begin{cases} 0 & x \in [-1, 0], \\ 1 & x \in (0, 1]. \end{cases}

Moreover ∣fn∣≤1=:g,{|f_n| \le 1 =: g,} with g∈L1((−1,1)).{g \in L^1((-1, 1)).} By the dominated convergence theorem, Theorem 8 of the seventh post with p=1,{p = 1,} fn→f{f_n \to f} in L1((−1,1)),{L^1((-1, 1)),} that is, ∥fn−f∥1→0.{\|f_n - f\|_1 \to 0.}

fn+1fn01−11/n1

Figure 4. The drawing of Example 10, for the nn of the slider: the functions fnf_n and fn+1,{f_{n+1},} equal to 0 on [−1,0][-1, 0] and to 1 on [1/n,1],{[1/n, 1],} and the region between their graphs, hatched, whose area is ∥fn+1−fn∥1.{\|f_{n+1} - f_n\|_1.}

Hence (fn)(f_n) is Cauchy: for every ε>0{\varepsilon > 0} there exists NN such that ∥fn−f∥1<ε/2{\|f_n - f\|_1 < \varepsilon/2} for every n≥N,{n \ge N,} and then

∥fn−fm∥1≤∥fn−f∥1+∥f−fm∥1<εfor all n,m≥N.\|f_n - f_m\|_1 \le \|f_n - f\|_1 + \|f - f_m\|_1 < \varepsilon \qquad \text{for all } n, m \ge N.

But there is no h∈C([−1,1]){h \in C([-1, 1])} such that fn→h{f_n \to h} in L1.{L^1.} Otherwise, by the uniqueness of limits, Remark 12 of the seventh post, h=f{h = f} almost everywhere, and then hh is not continuous. Indeed, a function equal to 0 almost everywhere on (−1,0)(-1, 0) and to 1 almost everywhere on (0,1)(0, 1) is not continuous at 0.{0.} Therefore the Cauchy sequence (fn)(f_n) does not converge in (C([−1,1]),∥⋅∥1),{(C([-1, 1]), \|\cdot\|_1),} which is not a Banach space.