MAT257 Analysis II

Homework Set 08 Solutions

November 23rd, 2012

1. (4 marks) Let [0, 1]2 = [0, 1] × [0, 1]. Let f : [0, 1]2 → R be defined by
setting f (x, y) = 0 if y 6= x, and f (x, y) = 1 if y = x. Show that f is
integrable over [0, 1]2 .
The first thing that we note is that f is obviously bounded. The second
is that this is a combinatorics question in disguise. Let S = [0, 1]2 be
our square, and let P0 be the empty partition (so that we simply have
the square). Now, divide the square into four equal parts (which will
also be squares)—call this partition P1 . Divide each of these squares
into four equal parts (so that now S is divided into 16 equal parts) and
call this partition P2 . In general, Pn (for n > 1—assume this is the case
in all that follows) is the partition that divides S into 4n equal parts.
We are interested in the diagonal of S (the one going from (0, 0) to
(1, 1))—call it D. How many subsquares of P1 contain a point of the
main diagonal? All of them—it is a diagonal of two of them, and
a corner of two of them. How about P2 ? Well, the two subsquares
of P1 who had D as their diagonal, contribute 4 P2 -subsquares each
(this is isomorphic to the P1 cutting of S; so that again half of these
subsquares have D as their diagonal, and the other half as their corner),
while the two subsquares of P1 who had D as their diagonal contribute
1 P2 -subsquare each. The total is 10—out of them, 4 have D as their
diagonal and 6 have D as their corner. Thus, P3 have 4 · 4 + 6 · 1 = 22
subsquares containing a point of D—out of them, 8 have D as their
diagonal and 14 as their corner. Continuing in this manner it is easy
to see that Pn has exactly 3 · 2n − 2 subsquares that contain a point of
D.

For subsquares containing a point of D we have MR = 1 and mR = 0;

for the rest of them we have MR = mR = 0. Since Pn divides S into 4n

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 congruent squares, we have U (f ; Pn ) = m/4n , where m is the number
of subsquares containing a point of D. We also have L(f ; Pn ) = 0 for
all n. We have already calculated m, and so we have
m 3 · 2n − 2 3 2
U (f ; Pn ) − L(f ; Pn ) = = = −
4n 4n 2n 4n
and since that expression obviously goes to 0 as n tends to +∞, the
Riemann condition is satisfied and f is integrable.

2. (6 marks) Use Exercise 6 to prove the following:

Theorem. Let f : Q →R R be bounded. Then the statement that f is
integrable over Q, with Q f = A, is equivalent to the statement that
given  > 0, there is a δ > 0 such that if P is any partition of mesh
less than δ, and if, for each subrectangle R determined by P , xR is a
point of R, then X
| f (xR )v(R) − A| < .
R

Proof. ⇒ Assume f is integrable. Then by Exercise 6, ∀ > 0, ∃δ > 0

s.t. ∀ partitions P with mesh less than δ, U (f, P ) − L(f, P ) < . Now,
for such partitions, we have for any choice of xR ,
X X X
L(f ; P ) = mR (f )v(R) ≤ f (xR )v(R) ≤ MR (f )v(R) = U (f ; P )
R R R

As well, Z
L(f, P ) ≤ f ≤ U (f, P )
Q

Thus
P since [L(f, P ),R U (f, P )] is a interval of length <  with both
R f (xR )v(R) and Q f in it, we obviously have

X Z
| mR (f )v(R) − f| < 
R Q

which is what we wanted to prove

⇐ Assume ∀ > 0, there is a δ > 0 such that if P is any partition of
mesh less than δ, and if, for each subrectangle R determined by P , xR
is a point of R, then
X
| f (xR )v(R) − A| < .
R

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 Now
X X
U (f, P ) = supXR (f (XR ))v(R) = supXR ( f (XR )v(R))
R R

So
X X
|U (f, P )−A| = | sup( f (XR )v(R)−A)| ≤ sup | f (XR )v(R)−A| ≤ 
XR XR
R R

Similarly |L(f, P ) − A| ≤  so |U (f, P ) − L(f, P )| ≤ 2 by the triangle

inequality. So by the Riemann condition, f is integrable. As well,
Z Z Z
|A − f | ≤ |A − U (f, P )| + |U (f, P ) − f | ≤  + U (f, P ) − f
Q Q Q
≤  + U (f, P ) − L(f, P ) ≤  + 2 = 3
R
so, since  was arbitrary, A = Q f

3. (3 marks) Show that if A has measure zero in Rn , the sets A and Bd A

need not have measure zero.
It is a well-known fact that Q is countable. With that, it is also easy
to see that Q2 is countable, and that in fact Qn is countable for any
finite n. Let A = Qn . A single point in Rn has measure 0. There are
countably many points in A, so according to theorem 11.1(b), A has
measure zero. On the other hand, it follows from the density of the
rationals in the reals and the density of the reals in the rationals that
A = Bd A = Rn , which clearly does not have measure zero. We have
found our counterexample.
4. (3 marks) Show that no nontrivial open set in Rn has measure zero in
Rn .
Let A be a non-trivial open set in Rn . There must exist at least one
point x0 ∈ A. By definition of openness, there exists  > 0 such that
the -neighbourhood centered at x0 is contained in A. Since the sup
and Euclidean metrics are topologically equivalent in Rn , we’ll use the
sup-metric. An -neighbourhood in the sup metric is an open cube
C = C(x0 ; ). Thus, C ⊆ A. According to theorem 11.1(a), if A has
measure zero in Rn , then so does C. However, a cube is a special
case of a rectangle, and according to theorem 11.1(d), C does not have
measure zero in Rn . Thus, it is impossible for A to have measure zero
in Rn , and we are done.

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5. (3 marks) Show that Rn−1 × 0 has measure zero in Rn .
First, we cover R by the set S of rectangles [m, m + 1] for m ∈ Z. Since
S is countable, S n is also countable for any finite n. Write S n−1 =
{S1 , S2 , S3 , . . .}, and define
 
Am = Sm × [− , ]
2m+2 2m+2
 
Since S n−1 covers Rn−1 and [− 2m+2 , 2m+2 ] covers 0, the set of Am ’s cover
n−1 
R × 0. v(Am ) = 2m+1 and so
∞ ∞
X X 
v(Am ) = = /2 < 
m=1 m=1
2m+1

which proves that Rn−1 × 0 has measure zero.

6. Let Q = A × B, where A is a rectangle in Rk and B is a rectangle in

Rn . Let f : Q → R be a bounded function.

(a) (3 marks) Let g be a function such that

Z Z
f (x, y) ≤ g(x) ≤ f (x, y)
y∈B y∈B

for all x ∈ A. Show Rthat if Rf is integrable over Q, then g is

integrable over A, and Q f = A g.
We know from monotonicity in Exercise 1 that
Z Z Z
g(x) ≤ f (x, y)
A A y∈B
R
From Fubini’s theorem, the second integral is Q
f , so that we
have Z Z
g(x) ≤ f
A Q

By an exactly parallel argument, we have that

Z Z
f ≤ g(x)
Q A

so that Z Z Z Z
f≤ g(x) ≤ g(x) ≤ f
Q A A Q

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 which implies that
Z Z Z
g(x) = g(x) = f
A A Q
R R
so g is integrable with A
g(x) = Q
f
R
(b) (4 marks) Give an example where Q
f exists and one of the iter-
ated integrals
Z Z Z Z
f (x, y) and f (x, y)
x∈A y∈B y∈B x∈A

exists but the other does not.

Let A = B = [0, 1] and consider the following function:
(
y if x is irrational and y is of the form 1/n for some n ∈ N,
f (x, y) =
0 otherwise.
Now, an analogous proof to that of exercise 11.3 above will show
that R × {1/n} is of measure zero in R2 for all n ∈ N. Since
there are countably many numbers of the form 1/n, according the
theorm 11.1(b) the set of discontinuities of f is of measure zero.
Thus, according to theorem 11.2, f is integrable over Q; and in
fact, according to theorem 11.3, the integral is 0.
R
Let us examine y∈B f (x, y). If x is rational, then f (x, y) = 0 and
the integral is 0. If x is irrational, then
(
y if y is of the form 1/n for some n ∈ N,
f (x, y) =
0 otherwise.
R
Thus, the set of discontinuities is countable, and again y∈B f (x, y)
R R
exists and is equal to 0. According to Fubini’s theorem, x∈A y∈B f (x, y)
exists and equals 0.
R
How about x∈A f (x, y)? If y 6= 1/n for some n ∈ N then f (x, y) =
0 and so does the integral. However, if y = 1/n for some n ∈ N,
then the we have
(
1/n if x is irrational,
f (x, y) =
0 otherwise.

which is
R obviously unintegrable (e.g., see example 2 on p. 86).
Thus, x∈A f (x, y) isR not Reven defined in (countably) infinitely
many points, and so y∈B x∈A f (x, y) obviously does not exist.
This completes our counterexample.

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(c) (4 marks) Find an example R where both the iterated integrals of
(b) exist, but the integral Q f does not.
Let Q = [0, 1]2 and
m n
S = {( , ); p is prime and 0 < m, n < p}
p p
(
1 if (x, y) ∈ S,
f (x, y) =
0 otherwise.

Then, for any particular x = r, if x is not of the form m/p, we

have f (x, y) = 0 everywhere, and if it is, then we have f (x, y) = 0
except at p − 1 points.
R In either case, the Rset ofR discontinuities has
measure 0 and y∈B f (x, y) = 0 and thus x∈A y ∈ Bf (x, y) = 0.
Since the function is symmetric, the same argument can be made
for the other integral.
On the other hand, note that S is dense in Q by the density of
numbers of the form m/p in R (this can be proved analogously
to the proof that the rationals are dense, using the infinitude of
primes instead of the infinitude of natural numbers). The comple-
ment of S is also dense (by the denisty of irrationals), so that f
will be discontinuous
R on all of Q. In particular, this implies that
the integral Q f cannot exist.