9.11. EXERCISES 225

Now use the chain rule and the fundamental theorem of calculus to find f ′ (x) . Thenchange the variable in the formula for f ′ (x) to make it an integral from 0 to 1 andshow f ′ (x)+g′ (x) = 0.Now this shows f (x)+g(x) is a constant. Show the constantis π/4 by assigning x = 0. Next take a limit as x→∞ to obtain the following formula

for the improper integral,∫

0 e−t2dt,(∫

0 e−t2dt)2

= π/4. In passing to the limit inthe integral for g as x→ ∞ you need to justify why that integral converges to 0. Todo this, argue the integrand converges uniformly to 0 for t ∈ [0,1] and then explainwhy this gives convergence of the integral. Thus

∫∞

0 e−t2dt =

√π/2.

50. To show you the power of Stirling’s formula, find whether the series ∑∞n=1

n!en

nn con-verges. The ratio test falls flat but you can try it if you like. Now explain why, if n islarge enough, n!≥ 1

2√

π√

2e−nnn+(1/2) ≡ c√

2e−nnn+(1/2).

51. The Riemann integral∫ b

a f (x)dt for integrator function F (t) = t is only defined if fis bounded. This problem discusses why this is the case. From the definition of theRiemann integral, there is a δ > 0 such that if ∥P∥< δ , then the Riemann sum SP ( f )

must satisfy∣∣∣SP ( f )−

∫ ba f dt

∣∣∣< 1. Pick such a partition P = {a = x0 < · · ·< xn = b}and say SP ( f ) = ∑

ni=1 f (ti)(xi− xi−1) . Suppose that f is unbounded on

[x j−1,x j

].

Then you can modify the points ti, keeping all the same except for t j ∈[x j−1,x j

]and

let this one be t̂ j where this is chosen so large that

∣∣ f (t̂ j)(x j− x j−1

)∣∣−(∣∣∣∣∣∑i̸= jf (ti)(xi− xi−1)

∣∣∣∣∣+∣∣∣∣∫ b

af dt∣∣∣∣+1

)> 100

Show this is a contradiction. Hence f must be bounded.

52. Does the above conclusion that f is bounded hold in case of an arbitrary RiemannStieltjes integral assuming the integrator function F is strictly increasing?

53. Use Theorem 9.9.1 and Lemma 9.9.2 to justify the following argument. Let f becontinuous on [a,b]× [c,d] . Let

F (x)≡∫ x

a

∫ d

cf (t,y)dydt−

∫ d

c

∫ x

af (t,y)dtdy.

Then F is continuous on [a,b] . Also F (a) = 0 and

F ′ (x) =∫ d

cf (x,y)dy−

∫ d

cf (x,y)dy = 0

and so F (b) = 0 so Fubini’s theorem holds.

54. Let {an} be a sequence of positive numbers such that limn→∞ nan = 0 and for all n ∈N, nan ≥ (n+1)an+1. Show that if this is so, it follows that the series, ∑

∞k=1 an sinnx

converges uniformly on R. This is a variation of a very interesting problem found inApostol’s book, [3]. Hint: Use the Dirichlet partial summation formula on ∑kak

sinkxk

and show the partial sums of ∑sinkx

k are bounded independent of x. To do this,you might argue the maximum value of the partial sums of this series occur when∑

nk=1 coskx = 0. Sum this series by considering the real part of the geometric series,

∑qk=1

(eix)k and then show the partial sums of ∑

sinkxk are Riemann sums for a certain

finite integral.

9.11.50.51.52.53.54.EXERCISES 225Now use the chain rule and the fundamental theorem of calculus to find f’ (x). Thenchange the variable in the formula for f’ (x) to make it an integral from 0 to 1 andshow f” (x) +9’ (x) =0.Now this shows f (x) +g (x) is a constant. Show the constantis 2/4 by assigning x = 0. Next take a limit as x — to obtain the following formulafor the improper integral, {)° edt, Ue" ear) = 7/4. In passing to the limit inthe integral for g as x — oo you need to justify why that integral converges to 0. Todo this, argue the integrand converges uniformly to 0 for t € [0,1] and then explainwhy this gives convergence of the integral. Thus {9° et dt = Jn /2.To show you the power of Stirling’s formula, find whether the series )_, “4verges. The ratio test falls flat but you can try it if youl like. Now explain why, if n islarge enough, n! > 5. /aV2e"n" 0/2) = eV/Ze Mn (1/2),The Riemann integral i? f (x) dt for integrator function F (t) = ¢ is only defined if fis bounded. This problem discusses why this is the case. From the definition of theRiemann integral, there is a 6 > 0 such that if ||P|| < 6, then the Riemann sum Sp (f)must satisfy ISe(f )- I? fat| <1. Pick such a partition P = {a = x9 < +++ <x, =b}and say Sp(f) = Y2, f (t)) (xi —xi-1) . Suppose that f is unbounded on [x;_1,.;] .Then you can modify the points #;, keeping all the same except for t; € [xj-1 x i] andlet this one be f; where this is chosen so large thatYF (t) (xi —xi-1) | + +1) > 100If) (87 xj-1 -(iAjShow this is a contradiction. Hence f must be bounded.Does the above conclusion that f is bounded hold in case of an arbitrary RiemannStieltjes integral assuming the integrator function F is strictly increasing?bfdtaUse Theorem 9.9.1 and Lemma 9.9.2 to justify the following argument. Let f becontinuous on [a,b] x [c,d]. Letjeff "f (ty) dydt — [ ° [ feeratdy.Then F is continuous on [a,b]. Also F (a) = 0 andd d= [ tlerday— [ Feyay=0c cand so F (b) = 0 so Fubini’s theorem holds.Let {a,} be a sequence of positive numbers such that lim,_,..md, = 0 and for all n €N, nay > (n+ 1) an41. Show that if this is so, it follows that the series, Y7_, an sinnxconverges uniformly on R. This is a variation of a very interesting problem found inApostol’s book, [3]. Hint: Use the Dirichlet partial summation formula on ¥' ka, sinkand show the partial sums of ) 4“ sinks are bounded independent of x. To do this,you might argue the maximum value of the partial sums of this series occur whenY;_| coskx = 0. Sum this series by considering the real part of the geometric series,acy k . i . .Yi 1 (ce) and then show the partial sums of Y° sinks are Riemann sums for a certainfinite integral.