Ngô Quốc Anh

Tháng Mười Một 5, 2009

An equivalent criterion for absolutely continuous functions

Chuyên mục: Các Bài Tập Nhỏ, Giải Tích 6 (MA5205) — Ngô Quốc Anh @ 22:29

In mathematics, absolute continuity is a smoothness property which is stricter than continuity and uniform continuity.

Definition. A finite function f on a finite interval [a,b] is said to be absolute continuous if and only if for given \varepsilon > 0, there exists \delta > 0 such that

\displaystyle\sum_k |f(b_k) - f(a_k)| < \varepsilon

for any collection (finite or not) \{[a_k, b_k]\} of non-overlapping subintervals of [a, b] with \sum (b_k - a_k) < \delta.

Statement. Show that f is absolutely continuous on [a, b] if and only if given \varepsilon > 0, there exists \delta > 0 such that

\displaystyle \Big|\sum_k (f(b_k) - f(a_k)) \Big| < \varepsilon

for any finite collection \{[a_k, b_k]\} of non-overlapping subintervals of [a, b] with \sum (b_k - a_k) < \delta.

Proof. If f is absolutely continuous on [a, b], then the result is easily obtained by using the definition and the fact that |x + y| \leq |x| + |y| for every x,y \in \mathbb R.

Now we prove that

for given \varepsilon > 0, there exists \delta > 0 such that \sum |f(b_k) - f(a_k)| < \varepsilon for any finite collection \{[a_k, b_k]\} of non-overlapping subintervals of [a, b] with \sum (b_k - a_k) < \delta.

Indeed, we split the collection \{[a_k, b_k]\} into two types:

  • type A are all k such that f(b_k) - f(a_k) \geq 0 and
  • type B are all k such that f(b_k) - f(a_k) < 0.

For given \varepsilon > 0, there exists \delta > 0 such that | \sum (f(b_k) - f(a_k))| < \frac{\varepsilon}{3} for any finite collection \{[a_k, b_k]\} with \sum (b_k - a_k) < \delta. Then for k \in A we also have

\displaystyle\sum_{k \in A} \left( f(b_k) - f(a_k) \right) = \Big| \sum_{k \in A} (f(b_k) - f(a_k))\Big| < \frac{\varepsilon}{3}.

Similarly,

\displaystyle\sum_{k \in B} \left( f(a_k) - f(b_k) \right) = \Big| \sum_{k \in B} (f(b_k) - f(a_k))\Big| < \frac{\varepsilon}{3}.

From the following inequality a + b \leq |a-b| + b + b with a,b \geq 0 we deduce that

\displaystyle\sum\limits_{k = 1}^n {\left| {f\left( {{b_k}} \right) - f\left( {{a_k}} \right)} \right|} = \underbrace {\sum\limits_{k \in A} {f\left( {{b_k}} \right) - f\left( {{a_k}} \right)} }_a + \underbrace {\sum\limits_{k \in B} {f\left( {{a_k}} \right) - f\left( {{b_k}} \right)} }_b

with the fact that

\displaystyle a+b \leqslant \left| {\sum\limits_{k \in A} {f\left( {{b_k}} \right) - f\left( {{a_k}} \right)} - \sum\limits_{k \in B} {f\left( {{a_k}} \right) - f\left( {{b_k}} \right)} } \right| + \sum\limits_{k \in B} {f\left( {{a_k}} \right) - f\left( {{b_k}} \right)} + \sum\limits_{k \in B} {f\left( {{a_k}} \right) - f\left( {{b_k}} \right)}.

Note that the right hand side of the above inequality is bounded from above by

\displaystyle\frac{\varepsilon }{3} + \frac{\varepsilon }{3} + \frac{\varepsilon }{3} = \varepsilon.

Thus, we have proved that for given \varepsilon >0, there exists \delta>0 such that

\displaystyle\sum\limits_{k = 1}^n {\left| {f\left( {b_k } \right) - f\left( {a_k } \right)} \right|} < \varepsilon

for any finite collection \{[a_k, b_k]\} of non-overlapping subintervals of [a, b] with \sum (b_k - a_k) < \delta. Letting n \to \infty we can claim that $f$ is absolutely continuous.

Tháng Mười 30, 2009

A characteristic of essentially bounded functions

In this topic, we prove the following statement

Statement: Let (X,\mathcal B, m) be a probability space. Let h \in L^2(m). Then h is essentially bounded iff h \cdot f \in L^2(m) for all f \in L^2(m).

Proof. If h is bounded, then by using the Holder inequality one has

\displaystyle\int_X {{{\left| {h \cdot f} \right|}^2}dm}\leq \underbrace {\sqrt {\int_X {{{\left| h \right|}^2}dm} } }_{ \leqslant c}\sqrt {\int_X {{{\left| f \right|}^2}dm} }<+\infty

for all f \in L^2(m). Conversely, we suppose h is such that h \cdot f \in L^2(m) whenever f \in L^2(m). Let

\displaystyle X_n = \{ x \in X : n-1 \leq |h(x)| < n\}, \quad \forall n>0.

Then \{X_n\}_1^\infty partitions X. Let

\displaystyle f\left( x \right) =\sum\limits_{n = 1}^\infty{\frac{1}{{n\sqrt {m\left( {{X_n}} \right)} }}{\chi_{{X_n}}}\left( x \right)} ,

where it is understood that the n-term is omiited if m(X_n)=0. Then

\displaystyle\int_X {{{\left| f \right|}^2}dm}=\int_X {{{\left({\sum\limits_{n = 1}^\infty {\frac{1}{{n\sqrt {m\left( {{X_n}}\right)} }}{\chi _{{X_n}}}\left( x \right)} } \right)}^2}dm}\leq \sum\limits_{n = 1}^\infty{\frac{1}{{{n^2}}}}<\infty

which implies f \in L^2(m). Since

\displaystyle\int_X {{{\left| {hf} \right|}^2}dm}=\sum\limits_{n \in F} {\int_{{X_n}} {{{\left| {hf} \right|}^2}dm}}\geq\sum\limits_{n \in F}{{{\left( {\frac{{n - 1}}{n}}\right)}^2}}

where F = \left\{ {n:m\left( {{X_n}} \right) \ne 0} \right\}. Sincc h \cdot f \in L^2(m) we have that F is finite and therefore h is essentially bounded.

Tháng Mười 17, 2009

The Brezis-Lieb lemma and several applications

Chuyên mục: Các Bài Tập Nhỏ, Giải Tích 6 (MA5205), Nghiên Cứu Khoa Học — Ngô Quốc Anh @ 14:34

What we did in this topic was just an L^p version of the Brezis-Lieb lemma. In this topic, we will discuss the generalization of this lemma.

Roughly speaking, what we are going to prove is the following:  If j : \mathbb C \to \mathbb C is a continuous function such that j(0) = 0, then, when f_n \to f a.e. and

\displaystyle\int |j(f_n(x))| d\mu(x) \leq C < \infty

we claim that

\displaystyle\lim\limits_{n \to \infty} \int \left[ j(f_n) - j(f_n - f)\right] = \int j(f)

under suitable conditions on j and/or \{f_n\}.

To be exact, in addition let j satisfy the following hypothesis:

For every sufficiently small \varepsilon>0, there exists two continuous, nonnegative functions \varphi_\varepsilon and \psi_\varepsilon such that

\displaystyle |j(a+b)-j(a)| \leq \varepsilon \varphi_\varepsilon(a) + \psi_\varepsilon(b)

for all a, b \in \mathbb C.

Theorem. Let j satisfy the above hypothesis and let f_n = f+g_n be a sequence of measurable functions from \Omega to \mathbb C such that

  1. g_n \to 0 a.e.
  2. j(f) \in L^1.
  3. \displaystyle\int \varphi_\varepsilon(g_n(x))d\mu(x) \leq C < \infty for some constant C, independent of \varepsilon and n.
  4. \displaystyle\int \psi_\varepsilon(f(x)) d\mu(x) < \infty for all \varepsilon >0.

Then, as n \to \infty,

\displaystyle\lim\limits_{n \to \infty} \int \left| j(f+g_n) - j(g_n) - j(f) \right| d\mu =0.

Proof. Fix \varepsilon >0 and let

\displaystyle W_{\varepsilon, n} (x) = \Big[ \big|j(f_n(x)) -j(g_n(x)) - j(f(x))\big| - \varepsilon \varphi_\varepsilon (g_n(x))\Big]_+,

where [a]_+ = \max\{a,0\}. As n \to \infty, W_{\varepsilon, n} (x) \to 0 a.e. On the other hand,

\displaystyle \big| j(f_n) - f(g_n) - j(f)\big| \leq |j(f_n) - j(g_n)| + |j(f)| \leq \varepsilon \varphi_\varepsilon(g_n) + \psi_\varepsilon(f) + |j(f)|.

Therefore, W_{\varepsilon, n} \leq \psi_\varepsilon(f) + |j(f)| \in L^1. By the Lebesgue Dominated Convergence theorem, \displaystyle\int W_{\varepsilon, n} d\mu \to 0 as n \to \infty. However,

\displaystyle |j(f_n) - j(g_n) - j(f)| \leq W_{\varepsilon, n} +\varepsilon \varphi_\varepsilon(g_n)

and thus

\displaystyle I_n \equiv \int \big| j(f_n) - j(g_n) - j(f) \big| d\mu\leq \int \big[ W_{\varepsilon, n} + \varepsilon \varphi_\varepsilon(g_n)\big] d\mu .

Consequently, \limsup_{n \to \infty} I_n \leq \varepsilon C. Now let \varepsilon \to 0.

Applications.

  • The simplest example is when we choose j(x)=|x|^p where 0< p<\infty. In this situation, one has

\displaystyle \int \Big(|f_n|^p - |f_n - f|^p - |f|^p \Big) d\mu \to 0.

  • We now assume u_n \rightharpoonup u in W^{1, 2}. As a consequence and up to a subsequence, u_n \to u in L^\alpha for every 1<\alpha<2^\star := \frac{2n}{n-2} and u_n \to u a.e. Therefore, for a fixed q \in (2, 2^\star), the fact that u_n \to u in L^q implies, by the Brezis-Lieb lemma, that

    \displaystyle u_n^{q-1} \to u^{q-1} in L^\frac{q}{q-1}.

    This is because \{u_n^{q-1}\}_n \subset L^\frac{q}{q-1} is bounded, u_n^{q-1} \to u^{q-1} a.e. and

\displaystyle\mathop {\lim }\limits_{n \to \infty } \int {\Big( {\underbrace {{{\left| {u_n^{q - 1}} \right|}^{\frac{q}{{q - 1}}}}}_{{{\left| {{u_n}} \right|}^q}} - {{\left| {u_n^{q - 1} - {u^{q - 1}}} \right|}^{\frac{q}{{q - 1}}}}} \Big)d\mu }=\int {\underbrace {{{\left| {{u^{q - 1}}} \right|}^{\frac{q}{{q - 1}}}}}_{{{\left| u \right|}^q}}d\mu }.

    The fact that u_n \to u strongly in L^p implies that \lim_{n\to \infty} \int |u_n|^p d\mu = \int |u|^p d\mu. Therefore,

\displaystyle \mathop {\lim }\limits_{x \to \infty }\int {{{\left| {u_n^{q - 1} - {u^{q - 1}}} \right|}^{\frac{q}{{q - 1}}}}d\mu } = 0.

    As a consequence, one has the following result

    \displaystyle \mathop {\lim }\limits_{x \to \infty } \int {\left( {u_n^{q - 1} - {u^{q - 1}}} \right)\left( {{u_n} - u} \right)d\mu } = 0.

Tháng Mười 13, 2009

Strong convergence in L^p implies convergence a.e.

Chuyên mục: Các Bài Tập Nhỏ, Giải Tích 6 (MA5205), Nghiên Cứu Khoa Học — Ngô Quốc Anh @ 21:49

This topic is to show how to prove the following statement: if \{u_n\}_n converges strongly to some u in L^p(\Omega), then up to a subsequence, \{u_n\}_n converges almost everywhere to u in \Omega.

The proof relies on the so-called Tchebyshev’s inequality. To this end, we first observe that \{u_n\}_n converges strongly to u in L^p(\Omega) means

\displaystyle\lim\limits_{n \to \infty } \int_\Omega {{{\left| {{u_n} - u} \right|}^p}dx} = 0.

We now apply the Tchebyshev’s inequality, indeed, for each \varepsilon>0 one has

\displaystyle meas\left\{ {x:\left| {{u_n}(x) - u(x)} \right| >\varepsilon } \right\} \leqslant \frac{1}{{{\varepsilon ^p}}}\int_{\left\{ {x:\left| {{u_n}(x) - u(x)} \right| > \varepsilon } \right\}} {{{\left| {{u_n} - u} \right|}^p}dx} .

The right hand side of the above inequality can be dominated by

\displaystyle\frac{1}{{{\varepsilon ^p}}}\int_\Omega {{{\left| {{u_n} - u} \right|}^p}dx}

which implies that

\displaystyle 0 \leqslant \mathop {\lim }\limits_{n \to \infty } meas\left\{ {x:\left| {{u_n}(x) - u(x)} \right| > \varepsilon } \right\} \leqslant \mathop {\lim }\limits_{n \to \infty } \left( {\frac{1} {{{\varepsilon ^p}}}\int_\Omega {{{\left| {{u_n} - u} \right|}^p}dx} } \right) = 0.

Thus u_n converges to u in measure. It turns out that up to a subsequence, u_n converges to u almost everywhere.

Tháng Chín 26, 2009

How to calculate limit by using definition of definite integral?

Chuyên mục: Các Bài Tập Nhỏ, Giải Tích 2 — Ngô Quốc Anh @ 14:23

Let f : [a, b] \to \mathbb R be a continuous function, not necessarily nonnegative. Partition [a, b] into n consecutive sub-intervals [x_{i-1}, x_i] (i = 1, 2, ..., n) each of length \Delta x = \frac{b-a}{n}, where we set a=x_0, b=x_n and x_1, x_2,...,x_{n-1} to be successive points between a and b with x_k-x_{k-1}=\Delta x. Let c_k be any intermediate point in the sub-interval [x_{k-1},x_k]. Then the sum

\displaystyle\sum\limits_{k = 1}^n {f\left( {{c_k}} \right)\Delta x}

is called a Riemann sum for f on [a, b].

Suppose we let the number of partition in P tends to infinity.

\displaystyle\mathop {\lim }\limits_{n \to \infty } \sum\limits_{k = 1}^n {f\left( {{c_k}} \right)\Delta x}  = I.

We call I the Riemann integral (or definite integral) of f over [a, b] and we write

\displaystyle I = \int_a^b {f(x)dx} .

In other words,

\displaystyle\int_a^b {f(x)dx}  = \frac{{b - a}}{n}\mathop {\lim }\limits_{n \to \infty } \sum\limits_{k = 1}^n {f\left( {{c_k}} \right)}

if the limit on the right side exists.

If we put c_k=x_{k-1} we the obtain

\displaystyle\int_a^b {f(x)dx}  = \frac{{b - a}}{n}\mathop {\lim }\limits_{n \to \infty } \sum\limits_{k = 1}^n {f\left( {a + (k - 1)\frac{{b - a}}{n}} \right)} .

Example 1. Find

\displaystyle\mathop {\lim }\limits_{n \to \infty } \left( {\frac{1}{n} + \frac{1}{{n + 1}} +  \cdots  + \frac{1}{{2n - 2}} + \frac{1}{{2n - 1}}} \right).

Solution. Clearly

\displaystyle\frac{1}{n} + \frac{1}{{n + 1}} +  \cdots  + \frac{1}{{2n - 2}} + \frac{1}{{2n - 1}} = \sum\limits_{k = 1}^n {\frac{1}{{n + (k - 1)}}}  = \frac{1}{n}\sum\limits_{k = 1}^n {\frac{1}{{1 + \frac{{k - 1}}{n}}}} .

Then if we choose a=0, b=1 we then get

\displaystyle\mathop {\lim }\limits_{n \to \infty } \left( {\frac{1}{n} + \frac{1}{{n + 1}} +  \cdots  + \frac{1}{{2n - 2}} + \frac{1}{{2n - 1}}} \right) = \int_0^1 {\frac{{dx}}{{1 + x}}} .

With this it is easy to see that

\displaystyle\mathop {\lim }\limits_{n \to \infty } \left( {\frac{1}{n} + \frac{1}{{n + 1}} +  \cdots  + \frac{1}{{2n - 2}} + \frac{1}{{2n - 1}}} \right) = \ln 2

since

\displaystyle\int_0^1 {\frac{{dx}}{{1 + x}}}  = \ln 2.

If we put c_k=x_k we the obtain

\displaystyle\int_a^b {f(x)dx}  = \frac{{b - a}}{n}\mathop {\lim }\limits_{n \to \infty } \sum\limits_{k = 1}^n {f\left( {a + k\frac{{b - a}}{n}} \right)} .

Example 2. Find

\displaystyle\mathop {\lim }\limits_{n \to \infty } \left( {\frac{n}{{{n^2} + {1^2}}} + \frac{n}{{{n^2} + {2^2}}} +  \cdots  + \frac{n}{{{n^2} + {{(n - 1)}^2}}} + \frac{n}{{{n^2} + {n^2}}}} \right).

Solution. Clearly,

\displaystyle\frac{n}{{{n^2} + {1^2}}} + \frac{n}{{{n^2} + {2^2}}} +  \cdots  + \frac{n}{{{n^2} + {n^2}}} = \sum\limits_{k = 1}^n {\frac{n}{{{n^2} + {k^2}}}}  = \frac{1}{n}\sum\limits_{k = 1}^n {\frac{1}{{1 + {{\left( {\frac{k}{n}} \right)}^2}}}}

which yields

\displaystyle\mathop {\lim }\limits_{n \to \infty } \left( {\frac{n}{{{n^2} + {1^2}}} + \frac{n}{{{n^2} + {2^2}}} +  \cdots   + \frac{n}{{{n^2} + {n^2}}}} \right) = \int_0^1 {\frac{{dx}}{{1 + {x^2}}}}  = \frac{\pi }{4}.

Remark. It is worth mentioning that in general it is not true that

\displaystyle\lim \left( {summation} \right) = summation\left( {\lim } \right).

For example, we all know that for each fixed k

\displaystyle\mathop {\lim }\limits_{n \to \infty } \frac{1}{{n + k}} = 0

but

\displaystyle\mathop {\lim }\limits_{n \to \infty } \left( {\sum\limits_{k = 1}^n {\frac{1}{{n + k}}} } \right) = \ln 2 \ne 0 = \sum\limits_{k = 1}^n {\left( {\mathop {\lim }\limits_{n \to \infty } \frac{1}{{n + k}}} \right)} .

The point is

\displaystyle\lim \left( {summation} \right) = summation\left( {\lim } \right)

holds true only for finite summation.

Tháng Chín 13, 2009

An algebraic identity for 9th level

Chuyên mục: Các Bài Tập Nhỏ, Linh Tinh — Ngô Quốc Anh @ 21:16

In this topic I will show you how to prove

\sqrt[3]{2} + \sqrt[3]{{20}} - \sqrt[3]{{25}} = 3\sqrt {\sqrt[3]{5} - \sqrt[3]{4}}

In order to prove that fact, we just do as following: by using

(a+b+c)^2=a^2+b^2+c^2+2(ab+ac+bc)

we obtain

{\Big( {\sqrt[3]{2} + \underbrace {\sqrt[3]{{20}}}_{\sqrt[3]{{{2^2}}}\sqrt[3]{5}} - \underbrace {\sqrt[3]{{25}}}_{\sqrt[3]{{{5^2}}}}} \Big)^2}=\sqrt[3]{{{2^2}}} + \sqrt[3]{{{2^4}}}\sqrt[3]{{{5^2}}} + \sqrt[3]{{{5^4}}} + 2\left( {\underbrace {\sqrt[3]{2}\sqrt[3]{{{2^2}}}}_2\sqrt[3]{5} - \sqrt[3]{2}\sqrt[3]{{{5^2}}} - \sqrt[3]{{{2^2}}}\underbrace {\sqrt[3]{5}\sqrt[3]{{{5^2}}}}_5} \right).

Therefore

{\left( {\sqrt[3]{2} + \sqrt[3]{{20}} - \sqrt[3]{{25}}} \right)^2} = \sqrt[3]{{{2^2}}} + 2\sqrt[3]{2}\sqrt[3]{{{5^2}}} + 5\sqrt[3]{5} + 2\left( {2\sqrt[3]{5} - \sqrt[3]{2}\sqrt[3]{{{5^2}}} - 5\sqrt[3]{{{2^2}}}} \right).

Clearly

\sqrt[3]{{{2^2}}} + 2\sqrt[3]{2}\sqrt[3]{{{5^2}}} + 5\sqrt[3]{5} + 2\left( {2\sqrt[3]{5} - \sqrt[3]{2}\sqrt[3]{{{5^2}}} - 5\sqrt[3]{{{2^2}}}} \right) = 9\left( {\sqrt[3]{5} - \sqrt[3]{{{2^2}}}} \right).

Thus

{\left( {\sqrt[3]{2} + \sqrt[3]{{20}} - \sqrt[3]{{25}}} \right)^2} = 9\left( {\sqrt[3]{5} - \sqrt[3]{4}} \right)

which yields

\left| {\sqrt[3]{2} + \sqrt[3]{{20}} - \sqrt[3]{{25}}} \right| = 3\sqrt {\sqrt[3]{5} - \sqrt[3]{4}} .

Finally, by using the fact that (a+b)^3=a^3+3a^2b+3ab^2+b^3 we get

{\left( {\sqrt[3]{2} + \sqrt[3]{{20}}} \right)^3} - 25 = \underbrace {\left( {22 + 3\sqrt[3]{{{2^2}}}\sqrt[3]{{20}} + 3\sqrt[3]{2}\sqrt[3]{{{{20}^2}}}} \right) - 25}_{3\left( {\sqrt[3]{{{2^2}}}\sqrt[3]{{20}} + \sqrt[3]{2}\sqrt[3]{{{{20}^2}}} - 1} \right)} > 0

which implies

{\sqrt[3]{2} + \sqrt[3]{{20}} - \sqrt[3]{{25}}}>0.

In other words,

\sqrt[3]{2} + \sqrt[3]{{20}} - \sqrt[3]{{25}} = 3\sqrt {\sqrt[3]{5} - \sqrt[3]{4}}.

Tháng tám 29, 2009

On a polynomials of degree n, having all its zeros in the unit dis

I found a very useful inequality involving a polynomials of degree n, having all its zeros in the unit disk from the following paper, doi:10.1016/j.jmaa.2009.07.049, published in J. Math. Anal. Appl.

Statement. If P(z) is a polynomial of degree n, having all its zeros in the disk |z| \leq 1, then

\left| {zP'(z)} \right| \geq \displaystyle\frac{n} {2}\left| {P(z)} \right|

for |z|=1.

Proof. Since all the zeros of P(z) lie in $latex|z| \leq 1$. Hence if z_1, z_2,...,z_n are the zeros of P(z), then |z_j| \leq 1 for all j =1,2,...,n. Clearly,

\displaystyle\Re \frac{{{e^{i\theta }}P'\left( {{e^{i\theta }}} \right)}}{{P\left( {{e^{i\theta }}} \right)}} = \sum\limits_{j = 1}^n {\Re \frac{{{e^{i\theta }}}}{{{e^{i\theta }} - {z_j}}}} ,

for every point e^{i\theta}, 0 \leq \theta < 2 \pi which is not a zero of P(z). Note that

\displaystyle\sum\limits_{j = 1}^n {\Re \frac{e^{i\theta }}{e^{i\theta } - z_j}}\geq\sum\limits_{j = 1}^n{\frac{1}{2}}=\frac{n}{2}.

This implies

\displaystyle\left| {\frac{{{e^{i\theta }}P'\left( {{e^{i\theta }}} \right)}}{{P\left( {{e^{i\theta }}} \right)}}} \right| \geq \Re \frac{{{e^{i\theta }}P'\left( {{e^{i\theta }}} \right)}}{{P\left( {{e^{i\theta }}} \right)}} \geq \frac{n}{2},

for every point e^{i \pi}, 0 \leq \theta < 2\pi. Hence

\left| {zP'(z)} \right| \geq \displaystyle \frac{n}{2}\left| {P(z)} \right|

for |z|=1 and this completes the proof.

Tháng tám 18, 2009

An other limit supremum of sin function

In the topic we showed that for any irrational \alpha the limit \mathop {\lim }\limits_{n \to \infty } \sin \left( {n\alpha \pi } \right) does not exist. In this topic, we consider the following limit

\mathop {\overline {\lim } }\limits_{n \to \infty } \sin \left( {nx} \right) .

To be precise, we prove that

\mathop {\overline {\lim } }\limits_{n \to \infty } \sin \left( {nx} \right) = 1

for almost every x \in [0,2\pi].

Solution. Let

A = \left\{ {x \in \left( {0,2\pi } \right): \frac{x} {\pi } \notin \mathbb{Q}} \right\}.

Then A is a measurable set of measure 2\pi. Moreover, for any x \in A,

\mathop {\overline {\lim } }\limits_{n \to \infty } \sin \left( {nx} \right) = 1.

Indeed for any x \in A, since

\left\{ {k\frac{x} {\pi } - 2l: l \in \mathbb{Z}} \right\}

is dense subgroup of \mathbb R there are sequences \{k_n\} and \{l_n\} of \mathbb Z such that

\mathop {\lim }\limits_{n \to \infty } \left( {{k_n}\frac{x} {\pi } - {l_n}} \right) = \frac{1} {2}.

Since

\frac{1} {2} \notin \left\{ {k\frac{x} {\pi } - 2l: k,l \in \mathbb{Z}} \right\}

\{k_n\} admits a subsequence \{k'_n\} either increasing to +\infty or decreasing to -\infty. If \mathop {\lim }\limits_{n \to \infty } {{k'}_n} =  + \infty then

\mathop {\lim }\limits_{n \to \infty } \sin \left( {{{k'}_n}x} \right) = \mathop {\lim }\limits_{n \to \infty } \sin \left( {...

Otherwise \mathop {\lim }\limits_{n \to \infty } \left( { - 3{{k'}_n}} \right) =  + \infty and

\mathop {\lim }\limits_{n \to \infty } \sin \left( { - 3{{k'}_n}x} \right) = \mathop {\lim }\limits_{n \to \infty } \sin \lef...

Tháng tám 17, 2009

The use of equivalence in measure

In mathematics, and specifically in measure theory, equivalence is a notion of two measures being “the same”. Two measures are equivalent if they have the same null sets.

Definition. Let (X, \Sigma) be a measurable space, and let \mu, \nu : \Sigma \to [0, +\infty] be two measures. Then \mu is said to be equivalent to \nu if

\mu (A) = 0 \iff \nu (A) = 0

for measurable sets A in \Sigma, i.e. the two measures have precisely the same null sets. Equivalence is often denoted \displaystyle{\mu \sim \nu} or \mu \approx \nu.

In terms of absolute continuity of measures, two measures are equivalent if and only if each is absolutely continuous with respect to the other:

\mu \sim \nu \iff \mu \ll \nu \ll \mu.

Equivalence of measures is an equivalence relation on the set of all measures \Sigma \to [0, +\infty].

Examples.

  1. Gaussian measure and Lebesgue measure on the real line are equivalent to one another.
  2. Lebesgue measure and Dirac measure on the real line are inequivalent.

Application. Let \mu be a finite measure on \mathbb R, and define

f\left( x \right) = \int\limits_{ - \infty }^{ + \infty } {\frac{{\ln \left| {x - t} \right|}} {{\sqrt {\left| {x - t} \right...

Show that f(x) is finite a.e. with respect to the Lebesgue measure on \mathbb R.

Proof. Let

g\left( x \right) = \left\{ \begin{gathered}   \frac{{\ln \left| x \right|}} {{\sqrt {\left| x \right|} }},x \ne 0, \hfill \\...

then g \in L^1(\mathbb R, d\nu) where

d\nu \left( x \right) = \frac{{dx}} {{1 + {x^2}}}

and

f\left( x \right) = \int_{ - \infty }^{ + \infty } {g\left( {x - t} \right)d\mu \left( t \right)} ,x \in \mathbb{R}.

Clearly

\int_{ - \infty }^{ + \infty } {\left| {f\left( x \right)} \right|d\mu \left( x \right)}  \leqslant \int_{ - \infty }^{ + \in...

and by Fubini’s Theorem

\int_{ - \infty }^{ + \infty } {\left( {\int_{ - \infty }^{ + \infty } {\left| {g\left( {x - t} \right)} \right|d\mu \left( t...

then

\int_{ - \infty }^{ + \infty } {\left| {f\left( x \right)} \right|d\mu \left( x \right)}  \leqslant \int_{ - \infty }^{ + \in...

Since

\begin{gathered}   \int\limits_{ - \infty }^{ + \infty } {\left( {\int\limits_{ - \infty }^{ + \infty } {\left| {g\left( {x -...

Thus the following function

x \mapsto \int\limits_{ - \infty }^{ + \infty } {\left| {g\left( {x - t} \right)} \right|d\mu \left( t \right)}

finite a.e. with respect to the measure \nu. The conclusion follows from that the measure \nu and the Lebesgue measure are equivalent.

Source: http://en.wikipedia.org/wiki/Equivalence_(measure_theory)

Tháng tám 16, 2009

On the stability of the Runge-Kutta 4 (RK4)

In the literature, the so-called RK4 is given as following: we first define the following coefficients

\begin{gathered}   {K_1} = f\left( {{t_i},{y_i}} \right), \hfill \\   {K_2} = f\left( {{t_i} + \frac{1} {2}\Delta t,{y_i} + \...

then

{y_{i + 1}} = {y_i} + \frac{{\Delta t}} {6}\left( {{K_1} + 2{K_2} + 2{K_3} + {K_4}} \right).

This is the most important iterative method for the approximation of solutions of ordinary differential equations

y' = f(t, y), \quad y(t_0) = y_0.

This technique was developed around 1900 by the German mathematicians C. Runge and M.W. Kutta.

In order to study its stability, we use the model problem

y' =  \lambda y, \quad \Re \lambda < 0.

In other words, we replace f(t,y) by \lambda y. Then the stability condition for time step \Delta comes from the following condition

\left| \frac{y_{i+1}}{y_i} \right| \leq 1.

Applying the above discussion to RK4 method, we see that

\begin{gathered}   {K_4} = \lambda \left( {{y_i} + \Delta t{K_3}} \right), \hfill \\   {K_3} = \lambda \left( {{y_i} + \frac{...

which implies

\begin{gathered}   {K_4} = \lambda \left( {{y_i} + \Delta t\lambda \left( {{y_i} + \frac{1} {2}\Delta t\lambda \left( {{y_i} ...

which yields

{y_{i + 1}} = {y_i} + \frac{{\Delta t}} {6}\left( {\lambda {y_i} + 2\lambda {y_i}\left( {1 + \frac{1} {2}\Delta t\lambda } \r...

Thus

\frac{{{y_{i + 1}}}} {{{y_i}}} = 1 + \frac{{\Delta t}} {6}\left[ {\lambda  + 2\lambda \left( {1 + \frac{1} {2}\Delta t\lambda...

which is nothing but

\frac{{{y_{i + 1}}}} {{{y_i}}} = 1 + \Delta t\lambda  + \frac{{{{\left( {\Delta t\lambda } \right)}^2}}} {2} + \frac{{{{\left...

Therefore, the stability condition is given as follows

\left| {1 + z + \frac{{{z^2}}} {2} + \frac{{{z^3}}} {6} + \frac{{{z^4}}} {{24}}} \right| \leq 1, \quad \Re z < 0.


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