陶哲轩实分析（上）11.2及习题-Analysis I 11.2

这节介绍逐段常值函数。

Exercise 11.2.1

We choose $\forall K\in {\mathbf{P}}^{\prime }$, then $\exists J\in \mathbf{P},K\subseteq J$, we can know $f{|}_J$ is constant, thus $f$ is constant on $K$, this means $f$ is piecewise constant with respect to ${\mathbf{P}}^{\prime }$.

Exercise 11.2.2

By the condition given, there exists partitions $\mathbf{P}$ and ${\mathbf{P}}^{\prime }$, s.t. $f$ is piecewise constant with respect to $\mathbf{P}$, and $g$ is piecewise constant with respect to ${\mathbf{P}}^{\prime }$.
Now we consider any element $K\in \mathbf{P}\#{\mathbf{P}}^{\prime }$, by Lemma 11.2.7, $f$ and $g$ are piecewise constant with respect to $\mathbf{P}\#{\mathbf{P}}^{\prime }$, thus we can have $c,d$, s.t. $f(x)=c,g(x)=d,\forall x\in K$, this means:
$$\begin{gathered} (f+g)(x)=f(x)+g(x)=c+d,\forall x\in K \\ (f-g)(x)=f(x)-g(x)=c-d,\forall x\in K \\ \max (f,g)(x)=\max (f(x),g(x))=\max (c,d),\forall x\in K \\ (fg)(x)=f(x)g(x)=cd,\forall x\in K \end{gathered}$$
If in addition we have $g(x)\ne 0,\forall x\in I$, we can further have $d\ne 0$ and
$$(f/g)(x)=f(x)/g(x)=c/d,\forall x\in K$$
From above we can see that $f+g,f-g,\max (f,g),fg$ and if $g$ doesn’t vanish on $I$, $f/g$ are constant on $K$, since we choose arbitrary $K$ from $\mathbf{P}\#{\mathbf{P}}^{\prime }$, we conclude all the functions are piecewise constant on $I$.

Exercise 11.2.3

By Lemma 11.2.7, we know $f$ is piecewise constant with respect to $\mathbf{P}\#{\mathbf{P}}^{\prime }$, thus the value
$$p.c.{\int }_{[\mathbf{P}\#{\mathbf{P}}^{\prime }]}f=\sum _{J\in \mathbf{P}\#{\mathbf{P}}^{\prime }}{c}_J|J|$$
is well defined. Now choose any $K\in \mathbf{P}$, then P K = { J ∈ P # P ′ : J ⊆ K } P_K=\{J∈\mathbf P\#\mathbf P':J⊆K\} PK​={J∈P#P′:J⊆K} is a partition of $K$, and $f$ is constant with constant value $c_K$ on both $K$ and all elements of ${\mathbf{P}}_K$, thus by Theorem 11.1.13 we have $c_J=c_K,\forall J\in {\mathbf{P}}_K$, and
$$|K|=\sum _{J\in {\mathbf{P}}_K}|J|\Rightarrow c_K|K|=\sum _{J\in {\mathbf{P}}_K}{c}_K|J|=\sum _{J\in {\mathbf{P}}_K}{c}_J|J|$$
Also, consider the set { J ∈ P # P ′ : J ⊆ K  for some  K ∈ P } ⊆ P # P ′ \{J∈\mathbf P\#\mathbf P':J⊆K\text{ for some }K∈\mathbf P\}⊆\mathbf P\#\mathbf P' {J∈P#P′:J⊆K for some K∈P}⊆P#P′, for any $J\in \mathbf{P}\#{\mathbf{P}}^{\prime }$, by definition we can find a $K\in \mathbf{P}$ and a $K^{\prime }\in {\mathbf{P}}^{\prime }$ s.t. $J=K\cap K^{\prime }$, so the two sets are equal. Thus
$$p.c.{\int }_{[\mathbf{P}]}f=\sum _{K\in \mathbf{P}}{c}_K|K|=\sum _{K\in \mathbf{P}}\sum _{J\in {\mathbf{P}}_K}{c}_J|J|=\sum _{J\in \mathbf{P}\#{\mathbf{P}}^{\prime }}{c}_J|J|=p.c.{\int }_{[\mathbf{P}\#{\mathbf{P}}^{\prime }]}f$$
Similarly we can prove $p.c.{\int }_{[{\mathbf{P}}^{\prime }]}f=p.c.{\int }_{[\mathbf{P}\#{\mathbf{P}}^{\prime }]}f$, and the statement is proved.

Exercise 11.2.4

We choose partitions of $I$: ${\mathbf{P}}^{\prime }$ and ${\mathbf{P}}^{\prime \prime }$ such that $f$ is piecewise constant with respect to ${\mathbf{P}}^{\prime }$ and $g$ is piecewise constant with respect to ${\mathbf{P}}^{\prime \prime }$. Then let $\mathbf{P}={\mathbf{P}}^{\prime }\#{\mathbf{P}}^{\prime \prime }$, we can see $f$ and $g$ are piecewise constant with respect to $\mathbf{P}$. For any $K\in \mathbf{P}$, let $c_K,d_K$ denote the constant value of $f$ and $g$ on $K$.
( a ) $f+g$ is piecewise constant with respect to $\mathbf{P}$, with constant value $c_K+d_K$ on $K\in \mathbf{P}$
$$\begin{array}{rl}p.c.{\int }_I(f+g)& =p.c.{\int }_{[\mathbf{P}]}(f+g)=\sum _{K\in \mathbf{P}}(c_K+d_K)|K|=\sum _{K\in \mathbf{P}}{c}_K|K|+\sum _{K\in \mathbf{P}}{d}_K|K|\\ & =p.c.{\int }_{[\mathbf{P}]}f+p.c.{\int }_{[\mathbf{P}]}g=p.c.{\int }_{I}f+p.c.{\int }_{I}g\end{array}$$

( b ) $cf$ is piecewise constant with respect to $\mathbf{P}$, with constant value $c{c}_K$ on $K\in \mathbf{P}$
$$p.c.{\int }_I(cf)=p.c.{\int }_{[\mathbf{P}]}(cf)=\sum _{K\in \mathbf{P}}(c{c}_K)|K|=c\sum _{K\in \mathbf{P}}{c}_K|K|=c(p.c.{\int }_{[\mathbf{P}]}f)=c(p.c.{\int }_{I}f)$$

( c ) Use (b) we have $p.c.{\int }_I(-g)=-p.c.{\int }_{I}g$, then use (a) we get
$$p.c.{\int }_I(f-g)=p.c.{\int }_I(f+(-g))=p.c.{\int }_{I}f+p.c.{\int }_I(-g)=p.c.{\int }_{I}f-p.c.{\int }_{I}g$$

( d ) If $f(x)\ge 0,\forall x\in I$, then $c_K\ge 0,\forall K\in \mathbf{P}$, so we have $c_K|K|\ge 0,\forall K\in \mathbf{P}$
$$p.c.{\int }_{I}f=p.c.{\int }_{[\mathbf{P}]}f=\sum _{K\in \mathbf{P}}{c}_K|K|\ge 0$$

( e ) We have $f(x)-g(x)\ge 0,\forall x\in I$, so use (d) we have
$$p.c.{\int }_I(f-g)=p.c.{\int }_{I}f-p.c.{\int }_{I}g\ge 0\Rightarrow p.c.{\int }_{I}f\ge p.c.{\int }_{I}g$$

( f ) If $f(x)=c,\forall x\in I$, then $c_K=c,\forall K\in \mathbf{P}$, so we have by Theorem 11.1.13
$$p.c.{\int }_{I}f=p.c.{\int }_{[\mathbf{P}]}f=\sum _{K\in \mathbf{P}}{c}_K|K|=c\sum _{K\in \mathbf{P}}|K|=c|I|$$

( g ) The set P ∪ { J \ I } \mathbf P∪\{J\backslash I\} P∪{J\I} is a partition of $J$, and $F$ is piecewise constant on P ∪ { J \ I } \mathbf P∪\{J\backslash I\} P∪{J\I}, with additional constant value $c_{J\backslash I}=0$, thus
p . c . ∫ J F = p . c . ∫ [ P ∪ { J \ I } ] F = ∑ K ∈ P ∪ { J \ I } c K ∣ K ∣ = ∑ K ∈ P c K ∣ K ∣ + 0 ⋅ ∣ J \ I ∣ = ∑ K ∈ P c K ∣ K ∣ = p . c . ∫ I f p.c.∫_JF=p.c.∫_{[\mathbf P∪\{J\backslash I\}]}F=∑_{K∈\mathbf P∪\{J\backslash I\}}c_K |K|\\=∑_{K∈\mathbf P}c_K |K|+0⋅|J\backslash I|=∑_{K∈\mathbf P}c_K |K|=p.c.∫_If p.c.∫J​F=p.c.∫[P∪{J\I}]​F=K∈P∪{J\I}∑​cK​∣K∣=K∈P∑​cK​∣K∣+0⋅∣J\I∣=K∈P∑​cK​∣K∣=p.c.∫I​f

( h ) We have P J = { L ∩ J : L ∈ P } \mathbf P_{\mathbf J}=\{L∩J:L∈\mathbf P\} PJ​={L∩J:L∈P} and P K = { L ∩ K : L ∈ P } \mathbf P_{\mathbf K}=\{L∩K:L∈\mathbf P\} PK​={L∩K:L∈P} be partitions of $J$ and $K$, and since $f$ is piecewise constant with $\mathbf{P}$, it’s easy to see $f{|}_J$ is piecewise constant with ${\mathbf{P}}_{\mathbf{J}}$ on J, $f{|}_K$ is piecewise constant with ${\mathbf{P}}_{\mathbf{K}}$ on $K$. As we have $J\subseteq I$ and $K\subseteq I$, we define
$$F(x)=\{\begin{array}{ll}f{|}_J(x),& x\in J\\ 0,& x\notin J\end{array},G(x)=\{\begin{array}{ll}f{|}_K(x),& x\in K\\ 0,& x\notin K\end{array}$$
Since { J , K } \{J,K\} {J,K} is a partition of $I$, we have $f=f{|}_J+f{|}_K=F+G$, thus use (a) ,(g) we have
$$\begin{gathered} p.c.{\int }_{I}f=p.c.{\int }_I(F+G)=p.c.{\int }_{I}F+p.c.{\int }_{I}G \\ =p.c.{\int }_{J}f{|}_J+p.c.{\int }_{K}f{|}_K \end{gathered}$$