@@ -65,6 +65,8 @@ It is clear that
65
65
if $P'$ is a refinement of $P$, then $\mathcal U(f,P')\le\mathcal U(f,P)$ and $\mathcal L(f,P')\ge\mathcal L(f,P)$.
66
66
67
67
</div >
68
+
69
+ <a href =" # " class =" btn btn--primary " >proof</a >
68
70
To sketch the proof of it, let $P=(a,b)$ and $P'=(a,c,b)$ are two partition of $[ a,b] $.
69
71
Then,
70
72
@@ -83,7 +85,7 @@ Similarly, $\mathcal L(f,P')\ge\mathcal L(f,P)$ holds for the same $P$ and $P'$.
83
85
84
86
Let
85
87
86
- $$ U=\inf_P\mathcal U(f,P),\quad L=\sup_P\mathcal L(f,P). $$
88
+ $$ U=\inf_P\,\ mathcal U(f,P),\quad L=\sup_P\, \mathcal L(f,P). $$
87
89
88
90
Such $U$ and $L$ always exist since $f$ is bounded.
89
91
Moreover,
@@ -95,6 +97,7 @@ $f$ is integrable if and only if $U=L$.
95
97
96
98
</div >
97
99
100
+ <a href =" # " class =" btn btn--primary " >proof</a >
98
101
Suppose the former.
99
102
It is trivial that $U\ge L$.
100
103
Fix $\epsilon\gt0$.
107
110
$$
108
111
\begin{aligned}
109
112
U-L
110
- &=\inf_P\mathcal U(f,P)-\sup_P\mathcal L(f,P)\\
113
+ &=\inf_P\,\ mathcal U(f,P)-\sup_P\, \mathcal L(f,P)\\
111
114
&\le\mathcal U(f,P)-\mathcal L(f,P)\\
112
115
&\lt\epsilon
113
116
\end{aligned}
@@ -149,6 +152,7 @@ $$\int_a^bf(x)\,dx=U=L$$
149
152
150
153
</div >
151
154
155
+ For brevity, we somtimes write $\int_a^bf\, dx$ or $\int f$ instead.
152
156
For complex functions, we have the following definitions
153
157
154
158
<div class =" notice--success " markdown =" 1 " >
@@ -169,6 +173,7 @@ if $f$ is continuous on $[a,b]$, then $f$ is integrable.
169
173
170
174
</div >
171
175
176
+ <a href =" # " class =" btn btn--primary " >proof</a >
172
177
Suppose that $f$ is real valued.
173
178
Since $[ a,b] $ is compact (closed and bounded), $f$ is uniformly continuous on this interval.
174
179
That is, for each $\epsilon\gt0$, there exists $\delta\gt0$ such that
@@ -203,8 +208,250 @@ It follows that $u$ and $v$ are both integrable and that $f$ is integrable.
203
208
## A1.1 Basic properties
204
209
205
210
<div class =" notice--info " markdown =" 1 " >
206
- <br ><br >
211
+ 책에는 Proposition 1.1에 주요 성질들이 적혀있고 여기에 $f$와 $g$가 적분가능하면 $f+g$와 $cf$가 적분가능하다는 게 나오고 있고, 그 이후에 Lemma 1.2로 연속함수의 합성에 의한 효과가 언급되고 그 직후에 $fg$, $|f|$도 적분가능하다는 사실이 언급되고 있다.
212
+ 그런데 $fg$, $|f|$가 적분가능하다는 사실은 $f+g$, $cf$가 적분가능하다는 사실만큼이나 중요하다고 생각되고 lemma의 증명에 proposition의 결과가 필요해보이지 않아서 lemma를 앞으로 빼고 proposition을 뒤로 넣었다.
213
+ Rudin의 책에도 이 순서로 되어 있다.
214
+ 그리고 lemma, proposition 등의 넘버링은 원래 1.1, 1.2 등으로 되어 있었지만 이 포스트에서는 Appendix 1의 내용만 쓸 것이므로 1, 2 등으로 썼다.
215
+
216
+ lemma 1.1의 Stein 증명이 잘 이해가 안가서 Rudin의 증명을 더 많이 봤는데, 기본적으로 두 증명이 거의 같다.
217
+ notation은 두 증명을 적당히 조합해서 썼다.
218
+ 증명은, $\phi\circ f$에 대한 upper-lower limit의 차가 $\epsilon$의 배수보다 적어짐을 보이기 위하는 것이 목적이다.
219
+ $\phi$의 uniform continuity로부터 $\delta$를, $f$의 적분가능성으로부터 $P$를 얻어내고, 각 subinterval에 대하여 $f$의 최댓값 $M_j$과 최솟값 $m_j$의 차이가 $\delta$와 비교했을 때 큰지($j\in A$) 작은지($j\in B$)로 나누어 생각한다.
220
+ 만약 $j\in A$이면 $\phi\circ f$의 최댓값 $M^\ast_j$과 최솟값 $m^\ast_j$의 차이가 $\epsilon$의 상수배보다 적어져서 쉽게 해결된다.
221
+ 만약 $j\in B$이면 $M_j-m_j\ge\delta$라는 사실로부터 $\sum_ {j\in B}(x_j-x_ {j-1})$가 $\epsilon$의 상수배보다 적다는 것을 $P$의 construction으로부터 얻어내어 해결한다.
222
+ 둘을 조합하면 증명이 완성된다.
207
223
</div >
208
224
225
+ <div class =" notice--success " markdown =" 1 " >
226
+ <b > Lemma 1 </b >
227
+
228
+ Suppose that $f:[ a,b] \to\mathbb R$ is integrable and that $\phi:\mathbb R\to\mathbb R$ is continuous.
229
+ Then, $\phi\circ f:[ a,b] \to\mathbb R$ is integrable.
230
+ </div >
231
+
232
+ <!-- {: .img-50-center} -->
233
+
234
+ <div style =" display : flex ; justify-content : center ; gap : 10px ;" >
235
+ <img src="{{site.url}}/images/2024-10-25-Fourier_A1/lemma_f.png" style="width: 40%;" />
236
+ <img src="{{site.url}}/images/2024-10-25-Fourier_A1/lemma_phi.png" style="width: 40%;" />
237
+ </div >
238
+
239
+ <a href =" # " class =" btn btn--primary " >proof</a >
240
+ Since $f$ is bounded, $m\le f\le M$ on $[ a,b] $ for some real $m$ and $M$.
241
+ Since $\phi$ is continuous, its range on $[ m,M] $ is bounded ; $\lvert\phi\rvert\le K$ on $[ m,M] $ for some $K\ge0$.
242
+ Fix $\epsilon\gt0$.
243
+ Since $\phi$ is uniformly continuous on $[ m,M] $, there exists $\delta\gt0$ such that $\delta\lt\epsilon$ and
244
+
245
+ $$
246
+ m\le s,t\le M,\quad |s-t|\lt\delta\quad\Longrightarrow\quad\lvert\phi(s)-\phi(t)\rvert\lt\epsilon.
247
+ \tag{1-1}
248
+ $$
249
+
250
+ Since $f$ is integrable, there exists a partition $P=(x_0,x_1,\cdots,x_N)$ of $[ a,b] $ so that
251
+
252
+ $$
253
+ \mathcal U(f, P)-\mathcal L(f, P)\lt\delta^2.
254
+ \tag{1-2}
255
+ $$
256
+
257
+ For each $j$, denote
258
+
259
+ $$
260
+ \begin{aligned}
261
+ M_j&=\sup_{x_{j-1}\le x\le x_j}f(x)&m_j&=\inf_{x_{j-1}\le x\le x_j}f(x)\\
262
+ M^\ast_j&=\sup_{x_{j-1}\le x\le x_j}\phi\circ f(x)&m^\ast_j&=\inf_{x_{j-1}\le x\le x_j}\phi\circ f(x).
263
+ \end{aligned}
264
+ $$
265
+
266
+ These values exist since $f$ is bounded and $\phi$ is continuous.
267
+ Then, by (1-2),
268
+
269
+ $$
270
+ \sum_{j=1}^N(M_j-m_j)(x_j-x_{j-1})\lt\delta^2
271
+ \tag{1-3}
272
+ $$
273
+
274
+ Let $A=\\ {j: M_j-m_j \lt\delta\\ }$ and $B=\\ {j: M_j-m_j \ge\delta\\ }$.
275
+ If $j\in A$, then $M^\ast_j-m^\ast_j\le\epsilon$ by (1-1).
276
+ If $j\in B$, then we can use (1-3) to get
277
+
278
+ $$
279
+ \sum_{j\in B}(x_j-x_{j-1})\lt\delta
280
+ $$
281
+
282
+ and we also have $\lvert M^\ast_j-m^\ast_j\rvert\le 2K$.
283
+ Therefore,
284
+
285
+ $$
286
+ \begin{aligned}
287
+ \mathcal U(\phi\circ f, P)-\mathcal L(\phi\circ f, P)
288
+ &=\sum_{j=1}^N(M^\ast_j-m^\ast_j)(x_j-x_{j-1})\\
289
+ &=\sum_{j\in A}(M^\ast_j-m^\ast_j)(x_j-x_{j-1})+\sum_{j\in B}(M^\ast_j-m^\ast_j)(x_j-x_{j-1})\\
290
+ &\le\epsilon\sum_{j\in A}(x_j-x_{j-1})+2K\sum_{j\in B}(x_j-x_{j-1})\\
291
+ &\le\epsilon\sum_{j=1}^\infty(x_j-x_{j-1})+2K\delta\\
292
+ &\le\epsilon\left[(b-a)+2K\right]
293
+ \end{aligned}
294
+ $$
295
+
296
+ Since $\epsilon$ was arbitrary, $\phi\circ f$ is integrable.
297
+ <a href =" # " class =" btn btn--primary " >QED</a >
298
+
299
+ <div class =" notice--success " markdown =" 1 " >
300
+ <b > Proposition 2 </b >
301
+
302
+ Suppose that $f$ and $g$ are integrable function on $[ a,b] $.
303
+ Then
304
+
305
+ <ol class =" parenthesis " >
306
+ <li >
307
+ $f+g$ is integrable and $\int_a^b(f+g)\, dx=\int_a^bf\, dx+\int_a^bg\, dx$.
308
+ </li >
309
+ <li >
310
+ If $c$ is a constant, then $cf$ is integrable and $\int_a^bcf\, dx=c\int_a^bf\, dx$.
311
+ </li >
312
+ <li >
313
+ If $f$ and $g$ are both real valued and if $f\le g$, then $\int_a^bcf\, dx\le\int_a^bg\, dx$.
314
+ </li >
315
+ <li >
316
+ If $a\le c\le b$, then $\int_a^bf\, dx=\int_a^cf\, dx+\int_c^bf\, dx$.
317
+ </li >
318
+ <li >
319
+ $fg$ is integrable.
320
+ </li >
321
+ <li >
322
+ $\lvert f\rvert$ is integrable and $\lvert\int_a^b f\, dx\rvert\le \int_a^b\lvert f\rvert\, dx$.
323
+ </li >
324
+ </ol >
325
+
326
+ </div >
327
+
328
+ <a href =" # " class =" btn btn--primary " >proof - a</a >
329
+
330
+ Suppose first that $f$ and $g$ are real valued.
331
+ Fix $\epsilon\gt0$.
332
+ Since $f$ and $g$ are integrable, there exist $P_1$ and $P_2$ such that
333
+
334
+ $$
335
+ \begin{align*}
336
+ (\mathcal U-\mathcal L)(f,P_1)&\lt\frac\epsilon2\\
337
+ (\mathcal U-\mathcal L)(g,P_2)&\lt\frac\epsilon2
338
+ \end{align*}
339
+ $$
340
+
341
+ Take $P=P_1\cap P_2=(x_0,x_1,\cdots,x_N)$.
342
+ Since $P$ is finer than $P_1$ and $P_2$,
343
+
344
+ $$
345
+ \begin{align*}
346
+ (\mathcal U-\mathcal L)(f,P)&\lt\frac\epsilon2\\
347
+ (\mathcal U-\mathcal L)(g,P)&\lt\frac\epsilon2
348
+ \tag{2-1}
349
+ \end{align*}
350
+ $$
351
+
352
+ Thus,
353
+
354
+ $$
355
+ \begin{align*}
356
+ (\mathcal U-\mathcal L)(f+g,P)
357
+ &=\sum_{j=1}^N\left(
358
+ \sup_{x_{j-1}\le x\le x_j}\left(f(x)+g(x)\right)
359
+ -
360
+ \inf_{x_{j-1}\le x\le x_j}\left(f(x)+g(x)\right)
361
+ \right)\\
362
+ &\le\sum_{j=1}^N\left(
363
+ \sup_{x_{j-1}\le x\le x_j}f(x)+\sup_{x_{j-1}\le x\le x_j}g(x)
364
+ -
365
+ \inf_{x_{j-1}\le x\le x_j}f(x)-\inf_{x_{j-1}\le x\le x_j}g(x)
366
+ \right)\\
367
+ &=\sum_{j=1}^N\left(
368
+ \sup_{x_{j-1}\le x\le x_j}f(x)
369
+ -
370
+ \inf_{x_{j-1}\le x\le x_j}f(x)
371
+ \right)
372
+ +\sum_{j=1}^N\left(
373
+ \sup_{x_{j-1}\le x\le x_j}g(x)
374
+ -
375
+ \inf_{x_{j-1}\le x\le x_j}g(x)
376
+ \right)\\
377
+ &=(\mathcal U-\mathcal L)(f,P)+(\mathcal U-\mathcal L)(g,P)\\
378
+ &\lt\epsilon
379
+ \end{align*}
380
+ $$
381
+
382
+ Thus $f+g$ is integrable.
209
383
384
+ With the same $P$, we can use (2-1) again to get
385
+
386
+ $$
387
+ \mathcal U(f,P)\le\mathcal U(f,P)-\mathcal L(f,P)+\int f\,dx\lt\int f\,dx+\frac\epsilon2.
388
+ $$
210
389
390
+ Similarly,
391
+
392
+ $$
393
+ \mathcal U(g,P)\lt\int g\,dx+\frac\epsilon2.
394
+ $$
395
+
396
+ By the subadditivity of the supremum,
397
+
398
+ $$
399
+ \begin{aligned}
400
+ \int f+g
401
+ &\le\mathcal U(f+g,P)\\
402
+ &\le\mathcal U(f,P)+\mathcal U(g,P)\\
403
+ &\lt\int f+\int g+\epsilon.
404
+ \end{aligned}
405
+ $$
406
+
407
+ Since $\epsilon$ was arbitrary, $\int f+g\le\int f+\int g.$
408
+ Similarly, $\int f+g\ge\int f+\int g$ and thus
409
+
410
+ $$
411
+ \int f+g=\int f+\int g.
412
+ $$
413
+
414
+ Now suppos that $f$ and $g$ are complex valued so that $f=f_R+if_I$ and $g=g_R+ig_I$.
415
+ If $f$ and $g$ are both integrable, $f_R$, $f_I$, $g_R$ and $g_I$ are all integrable.
416
+ It follows that $f_R+g_R$ and $f_I+g_I$ are both integrable and that
417
+
418
+ $$ f+g=(f_R+g_R)+i(f_I+g_I) $$
419
+
420
+ is integrable.
421
+ Moreover
422
+
423
+ $$
424
+ \begin{align*}
425
+ \int f+g
426
+ &=\int (f_R+g_R)+i(f_I+g_I)\\
427
+ &=\int (f_R+g_R)+i\int(f_I+g_I)\\
428
+ &=\int f_R+i\int f_I+\int g_R+i\int g_I\\
429
+ &=\int f+\int g
430
+ \end{align*}
431
+ $$
432
+
433
+ <a href =" # " class =" btn btn--primary " >proof - b</a >
434
+
435
+ $$
436
+ \begin{aligned}
437
+ \int_a^bcf(x)\,dx
438
+ &=\inf_P\,\mathcal U(cf,P)\\
439
+ &=\inf_P\,\sum_{j=1}^N\sup_{x_{j-1}\le x\le x_j}cf(x)(x_j-x_{j-1})\\
440
+ &=c\inf_P\,\sum_{j=1}^N\sup_{x_{j-1}\le x\le x_j}f(x)(x_j-x_{j-1})\\
441
+ &=c\inf_P\,\mathcal U(f,P)\\
442
+ &=c\int_a^bf(x)\,dx.
443
+ \end{aligned}
444
+ $$
445
+
446
+ <a href =" # " class =" btn btn--primary " >proof - c</a >
447
+
448
+ $$
449
+ \begin{aligned}
450
+ \int_a^bf(x)\,dx
451
+ &=\inf_P\,\mathcal U(f,P)\\
452
+ &=\inf_P\,\sum_{j=1}^N\sup_{x_{j-1}\le x\le x_j}f(x)(x_j-x_{j-1})\\
453
+ &\le\inf_P\,\sum_{j=1}^N\sup_{x_{j-1}\le x\le x_j}g(x)(x_j-x_{j-1})\\
454
+ &=\inf_P\,\mathcal U(g,P)\\
455
+ &=\int_a^bg(x)\,dx
456
+ \end{aligned}
457
+ $$
0 commit comments