Solutions to Chapter 2

Sun Xiang

September 1, 2009
Exercise 1. Let f(x) = xsin

x
for 0 < x 1 and f(0) = 0. Show that f is
bounded and continuous on [0, 1], but that V [f; 0, 1] = +.
Proof. It is obvious that f is bounded and continuous on [a, b] since lim
x0
f(x) =
0 = f(0). Let
n
= {0 <
2
2n1
<
2
2n3
< <
2
3
< 1} be a partition of [0, 1], sin
4n+1
2
=
1,
sin
4n+3
2
=
1
then S

n
[f; 0, 1] = |
2
2n1
sin
(2n1)
2
0|+|
2
2n3
sin
(2n3)
2

2
2n1
sin
(2n1)
2
|+
+|
2
3
sin
3
2

2
5
sin
5
2
|+|0
2
3
sin
3
2
| =
2
2n1
+(
2
2n1
+
2
2n3
)+ +(
2
3
+
2
5
)+
2
3
=
2

n
k=2
1
2k1
, when n +, S

n
+. Thereof V [f; 0, 1] = +.
Exercise 2. 1. If f is of bounded variation on [a, b], then f is bounded on
[a, b].
2. Let f and g be of bounded variation on [a, b]. Then cf, f + g and fg are
of bounded variation on [a, b]. Moreover, f/g is of bounded variation on
[a, b] if there exists an > 0 such that g(x) for x [a, b].
Proof. 1. Since f is nite on [a, b], f(a) is nite. For any x (a, b], we have
|f(x)| |f(a)| +|f(x) f(a)| |f(a)| +V [f; a, x] |f(a)| +V [f; a, b] : =
M < , i.e. |f(x)| M.
2. It is obvious that cf and f + g are of bounded variation on [a, b].
For fg, for partition = {a = x
0
< x
1
< < x
m
= b},
S

[fg; a, b] =
m

i=1
|f(x
i
)g(x
i
) f(x
i1
)g(x
i1
)|

i=1
{|f(x
i
)g(x
i
) f(x
i
)g(x
i1
)| +|f(x
i
)g(x
i1
) f(x
i1
)g(x
i1
)|}
(max |f|)V [g; a, b] + (max |g|)V [f; a, b]

Email: xiangsun@nus.edu.sg
1
For f/g, for partition = {a = x
0
< x
1
< < x
m
= b},
S

[f/g; a, b] =
m

i=1
|
f(x
i
)
g(x
i
)

f(x
i1
)
g(x
i1
)
|
=
m

i=1
|
f(x
i
)g(x
i1
) f(x
i1
)g(x
i
)
g(x
i
)g(x
i1
)
|

2
m

i=1
{|f(x
i
)g(x
i1
) f(x
i
)g(x
i
)| +|f(x
i1
)g(x
i
) f(x
i
)g(x
i
)|}

2
{(max |f|)V [g; a, b] + (max |g|)V [f; a, b]}
Exercise 3. If [a

, b

] is a subinterval of [a, b], show that P[f; a

, b

] P[f; a, b]
and N[a; a

, b

] N[f; a, b].
Proof. If

is any partition of of [a

, b

], let be

with the points a and b ad-

joined. Then is a partition of [a, b], P

[f; a

, b

] P

[f; a, b] and N

[a; a

, b

]
N

[f; a, b]. Thus, P

[f; a

, b

] P[f; a, b] and N

[a; a

, b

] N[f; a, b], and

therefore, P[f; a

, b

] P[f; a, b] and N[f; a

, b

] N[f; a, b].
Exercise 4. Let {f
k
} be a sequence of functions of bounded variation on [a, b].
If V [f
k
; a, b] M < , for all k and f
k
f point-wise on [a, b] as k ,
show that f is of bounded variation and that V [f; a, b] M. Give an example
of a convergent sequence of functions of bounded variation whose limit is not of
bounded variation.
Proof. 1. For any partition = {a = x
0
< x
1
< < x
m
= b}, then
S

[f; a, b] =

m
i=1
|f(x
i
) f(x
i1
)| = lim
k

m
i=1
|f
k
(x
i
) f
k
(x
i1
)|
limsup
k
S

[f
k
; a, b] M. Therefore f is of bounded variation, and
V [f; a, b] M.
2. Choose the interval as [0, 1]. Let x
j
=
1
j
2
, y
j
=
1
j
, j = 1, 2, . . .. For each
k, construct f
k
as follows: f
k
(x) = 0 if x [0, x
k
], and on each interval
[x
i+1
, x
i
], the graph of f
k
(x) consists of the sides of the isosceles triangle
with the base [x
i+1
, x
i
] and the height y
i
for 1 i k 1. For each k,
V [f
k
; 0, 1] = 2

k1
i=1
y
i
, so f
k
is of bounded variation. Then f(x) is: on
each interval [x
i+1
, x
i
], the graph of f consists of the sides of the isosceles
triangle with the base [x
i+1
, x
i
] and height y
i
, and f(0) = 0. For any k,
choose
k
= {t
0
= 0, t
1
= x
k+1
, t
2
=
x
k+1
+x
k
2
, t
3
= x
k
, . . . , t
2k+1
= x
1
=
1}, then S

k
[f; 0, 1] = 2

k
i=1
1
i
. Let k , we have that f is not of
bounded variation.
Exercise 5. Suppose f is nite on [a, b], and of bounded variation on every
interval [a+, b] where > 0, with V [f; a+, b] M < . Show that V [f; a, b] <
. Is V [f; a, b] M? If not, what additional assumption will make it so?
2
Proof. Let = {a = t
0
< t
1
< < t
m
= b} be a partition of [a, b].
S

=
m

i=1
|f(x
i
) f(x
i1
)|
= |f(x
1
) f(a)| +
m

i=2
|f(x
i
) f(x
i1
)|
|f(x
1
) f(b)| +|f(b) f(a)| +
m

i=2
|f(x
i
) f(x
i1
)|
M +|f(b) f(a)| + M
that is, f is of bounded variation on [a, b].
We cannot conclude that V [f; a, b] M: Let f(x) = 0 when x (0, 1] and
f(0) = 1, choose M = 0. Then V [f; a, b] = 1 > M.
If f is continuous at x = a, then V [f; a, b] M; Otherwise, there exists a
partition = {a = t
0
< t
1
< t
m
= b}, such that S

> M. Let = S

M,
then there exists > 0, such that |f(a) f(x)| < /2 when |x a| < . Let
y = a+/2 and

= {y}, then |f(a)f(y)| +|f(y)f(t

1
)| + +|f(t
m1
)
f(t
m
)| = S

= M +. Therefore |f(y)f(t
1
)| + +|f(t
m1
)f(t
m
)|
M + /2, it is a contradiction.
Exercise 6. Let f(x) = x
p
sin(1/x) for 0 < x 1 and f(0) = 0 with 1 < p 2.
Show that V [f; a, b] < +.
Proof. For p = 2, f

(x) = 2xsin(1/x) + x
2
cos(1/x)(x
2
) = 2xsin(1/x)
cos(1/x) when 0 < x 1. For any 1 > a

> 0, by (2.10) we have that

V [f; a

, 1] =
_
1
a

|f

| (1 a

)[2 + 1] 3. Since f is continuous at x = 0, we

have that V [f; 0, 1] 3, too, i.e. it is of bounded variation.
For 1 < p < 2, it is obvious that f is dierentiable continuous, then by
(2.10), we have that V [f; 0, 1] =
_
1
0
|f

|
_
1
0
|px
p1
| +
_
1
0
|x
p2
| = 1 +
1
p1
.
Exercise 7. Suppose f is of bounded variation on [a, b]. If f is continuous on
[a, b], show that V [f; a, x], P[f; a, x] and N[f; a, x] are all continuous on [a, b].
Proof. For any point y (a, b), f is continuous at y. So > 0, > 0, such
that if |y x| < , then |f(y) f(x)| <

2
.
By the denition of V [f; a, y], there exists = {a = x
0
< x
1
< <
x
m
= y}, with || <

< , and V [f; a, y] < S

[f; a, y] +

2
(This is because:
If

is renement of , then S

). Due to f(x
n
) f(x
n1
) <

2
, so
V [f; a, y] < S

[f; a, x
n1
] + . Therefore V [f; a, x
0
] < V [f; a, x
n1
] + . When
x
n1
< x < x
0
, set

= {x}, then V [f; a, x

n1
] < V [f; a, x] < V [f; a, y], and
V [f; a, y] < V [f; a, x] + i.e., V [f; a, x] is left-hand continuous at y. The right-
hand continuity at y can be proved in the same way. So V [f; a, x] is continuous
at y, thereof V [f; a, x] is continuous at (a, b). Further, V [f; a, x] is right-hand
continuous at a and V [f; a, x] is left-hand continuous at b. Therefore V [f; a, x]
is continuous at [a, b].
The same as P[f; a, x] and V [f; a, x].
Exercise 8. Show that if f is of bounded variation on (, ), then f is the
dierence of two increasing bounded functions.
3
Proof. V [f; , +] = lima
b+
V [f; a, b] < +, so there exists A, B > 0,
such that when a < A, b > B, then V [f; a, b] < +. For [a

, b

] [a, b],
V [f, a

, b

] V [f, a, b]. So for any a, b R, V [f; a, b] V [f; , +]. There-

fore for any c R,
V [f; , c], V [f; c, +] V [f; , +]
Set g(x) =
1
2
V [f; , x] +f(x), and h(x) =
1
2
V [f; , x] f(x). When y x,
then g(y) g(x) = V [f; x, y] +f(y) f(x) 0, so g(x) is a increasing bounded
function. The same as h(x).
Exercise 9. Let C be a curve with parametric equations x = (t) and y = (t)
for a t b. Show that:
1. if and are both of bounded variation and continuous, then L = lim
||0
l()
2. if and are continuously dierentiable, show that L =
_
b
a
[(

(t))
2
+
(

(t))
2
]
1
2
dt.
Proof. 1. Given M < L, select > 0 such that M + < V , and choose a
xed partition

= { x
j
}
k
j=0
such that l(

) > M + . Using the uniform

continuity of and on [a, b], nd > 0 so that
(i) |(x)(x

)| <

2
4(k + 1)
, and |(x)(x

)| <

2
4(k + 1)
if |xx

| <
Now let be any partition which satises
(ii) || <
(iii) || < min
j
( x
j
x
j1
)
We claim that l() > M, from which the theorem will follow by choos-
ing be the smaller of and min
j
( x
j
, x
j1
). Write = {x
i
}
m
i=0
and l() =

m
i=1
_
[(x
i
) (x
i1
)]
2
+ [(x
i
) (x
i1
)]
2
_
1/2
=

. where

is extended over all i such that (x

i1
, x
i
) contains some x
j
. By(iii)
any (x
i1
, x
i
) can contain at most one x
j
, and therefore the number of
terms of

is at most k + 1. Let

denote the partition formed
by the union of the points of and

. Then

is a renement
of both and

. Moreover, l(

) =

, where

is ob-
tained from

by replacing each term by ([(x

i
) ( x
j
)]
2
+ [(x
i
)
( x
j
)]
2
)
1/2
+ ([( x
j
) (x
i1
)]
2
+ [( x
j
) (x
i1
)]
2
)
1/2
, x
j
being the
point of

in (x
i1
, x
i
). By (i) and (ii), each of these two terms is
less than

2(k+1)
, and therefore

< 2(k + 1)

2(k+1)
. Hence,

=
l(

> l(

). This gives l() > l(

). By inequality

a
2
+ b
2
+

a
2
+ b
2

_
(a + b)
2
+ (c + d)
2
, we have l(

) l(

), so
l() > l(

) > l(

) > M.
2. (a) Because and are continuously dierentiable, so L = lim
||0
l().
> 0,
1
> 0, such that for any partition with || <
1
, |L
l()| < ;
4
(b) Because

and

is continuous, so
_
b
a
[(

(t))
2
+ (

(t))
2
]
1
2
dt ex-
ists. By the denition, > 0,
2
> 0, such that for any partition
= {a = t
0
< t
1
< < t
m
= b} with || <
2
,
_
b
a
[(

(t))
2
+
(

(t))
2
]
1
2
dt

m
i=1
[(

(
i
))
2
+ (

(
i
))
2
]
1
2
(t
i
t
i1
) < ;
(c) Because

and

is continuous on [a, b], so

and

is uniformly
continuous on [a, b]. Thereof > 0,
3
> 0, such that |

(y
1
)

(y
2
)| < and |

(y
1
)

(y
2
)| < when y
1
, y
2
[a, b] and |y
1
y
2
| <

3
;
> 0, let = min{
1
,
2
,
3
}, for any partition = {a = t
0
< t
1
< <
t
m
= b} with || < , then
|L
_
b
a
_
b
a
[(

(t))
2
+ (

(t))
2
]
1
2
dt|
|L l()| +|l()
m

i=1
([

(
i
)]
2
+ [

(
i
)]
2
)
1/2
(t
i
t
i1
)|
+|
m

i=1
([

(
i
)]
2
+ [

(
i
)]
2
)
1/2
(t
i
t
i1
)
_
b
a
[(

(t))
2
+ (

(t))
2
]
1
2
dt|
+|
m

i=1
([

(
i
)]
2
+ [

(
i
)]
2
)
1/2
(t
i
t
i1
)
m

i=1
([

(
i
)]
2
+ [

(
i
)]
2
)
1/2
(t
i
t
i1
)| +
2 +
m

i=1

([

(
i
)]
2
+ [

(
i
)]
2
)
1/2
([

(
i
)]
2
+ [

(
i
)]
2
)
1/2

(t
i
t
i1
)
2 +
m

i=1

([

(
i
)]
2
+ [

(
i
)]
2
) ([

(
i
)]
2
+ [

(
i
)]
2
)
([

(
i
)]
2
+ [

(
i
)]
2
)
1/2
+ ([

(
i
)]
2
+ [

(
i
)]
2
)
1/2

(t
i
t
i1
)
2 + A(A > 0 is a constant)
So L = lim
||0
l() =
_
b
a
[(

(t))
2
+ (

(t))
2
]
1
2
dt.
Exercise 10. Let
1
<
2
< <
m
be nite sequence and < s < .
If {a
k
} for k = 1, 2, . . . , m is another nite sequence, write

m
k=1
a
k
e
s
k
as a
Riemann-Stieltjes integral.
Proof. Take f(x) = e
sx
, to be an appropriate step function ( is constant
on each interval (
i1
,
i
), and d
i
= a
i
), and [a, b] to contain all the
k
in its
interior. So from the example, then
_
b
a
f d =

m
i=1
f(s
i
)a
i
=

m
i=1
a
i
e
s
i
.
Exercise 11. Show that
_
b
a
f d exists if and only if for any given > 0, there
exists > 0 such that |R

| < if || < and |

| <
Proof. :Set I =
_
b
a
f d. By the denition of Riemann-Stieltjes integral,
> 0, > 0 such that |I R

| <

2
for any partition satisfying
|| < . So when || < and |

| < , then |R

| < ;
:
n
=
1
n
,
n
> 0, such that |R

| <
1
n
when || <
n
and |

| <
n
.
Set
1
=
1
,
n
= min
i<n
{
i
}, there are a sequence partition {
n
}
+
n=1
,
5
such that |
n
| <
n
. > 0, let N be one plus the integral part of
1

, when
m, n > N, then |
n
|, |
m
| <
N
, so |R

n
R

m
| <
1
N
= . Therefore,
{R

k
}
+
k=1
is a Cauchy sequence, and it converges. Let lim
n
R

n
= R,
then > 0, N >
1

and N is an integer, such that |R R

n
| < when
n > N. partition with || <
N
, |RR

| |RR

N+1
| +|R

N+1

R

| < +
1
N
< 2. Therefore lim
||0
R

= R, i.e.
_
b
a
f d = R.
Exercise 12.
Exercise 13.
Exercise 14. Give an example for f and such that
_
c
a
f d and
_
b
c
f d both
exist, but
_
b
a
f d does not exist.
Solution. Take [a, b] = [1, 1], c = 0, f(x) = 0 if x [1, 0) and f(x) = 1 if
x [0, 1], (x) = 0 if x [1, 0] and (x) = 1 if x (0, 1]. Since f and
have a common discontinuity,
_
1
1
f d does not exist. But
_
0
1
f d = 0 and
_
1
0
f d = 1.
Exercise 15. Suppose f is continuous and is of bounded variation on [a, b].
Show that the function (x) =
_
x
a
f d is of bounded variation. Also show that
if g is a continuous function on [a, b], then
_
b
a
g d =
_
b
a
gf d
Proof. For partition = {a = t
0
< t
1
< < t
m
= b}, S

[; a, b] =

m
i=1
|(t
i
)(t
i1
)| =

m
i=1
|
_
t
i
t
i1
f d|

m
i=1
_
sup
[t
i1
,t
i
]
|f|
_
V [; t
i1
, t
i
]
_
sup
[a,b]
|f|
_
V [; a, b] < +. So (x) is of bounded variation on [a, b].
Let M = max || and N = max |g|. For any > 0, there exists > 0, such
that |f(x) f(y)| < when x, y [a, b] and |a b| < . For any partition
= {a = t
0
< t
1
< < t
m
= b} with || < , we have
|
m

i=1
g(
i
)[(x
i
) (x
i1
)]

g(
i
)f(
i
)[(x
i
) (x
i1
)]|
=|

g(
i
)
_
x
i
x
i1
f d(
+

g(
i
)f(
i
)[(x
i
) (x
i1
)]|
=|

g(
i
){f(
i
)[
+
(x
i
)
+
(x
i1
)] f(
i
)[

(x
i
)

(x
i1
)]}

g(
i
)f(
i
)[(x
i
) (x
i1
)]|
4MN
Since
_
fgd and
_
g d exist, let || 0, we have that they are equal.
Exercise 16. Suppose that is of bounded variation on [a, b] and that f is
bounded and continuous except for a nite number of jump discontinuities in
[a, b]. If is continuous at each discontinuity of f, show that
_
b
a
f d exists.
Proof.
Exercise 17. Let be of bounded variation on (, ) and f(x) be continuous
on (, ) such that lim
|x|
f(x) = 0. Show that
_

f d exists.
6
Proof. > 0, N > 0, such that |f(x)| < when |x| > N. a, b with a <
N, b > N. Then
|
_
b
a
f d
_
N
N
f d| |
_
N
a
f d|+|
_
b
N
f d|
_
N
a
|f| d+
_
b
N
|f| d
_

d
So when a , b ,
_
b
a
f d
_
N
N
f d. Thereof
_

f d exists.
7