MA3110 Mathematical Analysis - Tutorial 6 (Properties of the integral and

approximate integration)
Week 8: March 10 - March 14
Questions marked (*) are included in the tutorial presentations
1. (*) True or False? If the statement is true then give a short proof or reference to a
theorem in the book. If the statement is false then give a counterexample.
(a) Let f : [a, b] [c, d] be integrable on [a, b] and let g : [c, d] R be continuous.
Then g f R[a, b].
True. This is the Composition Theorem from Lecture 12.
(b) Let f : [a, b] [c, d] be integrable on [a, b] and let g : [c, d] R be integrable.
Then g f R[a, b].
False. For example, dene f, g : [0, 1] R by
f(x) =
_
1
q
x Qand x =
p
q
with gcd(p, q) = 1
0 x R \ Q
(i.e. f is Thomaes function) and
g(x) =
_
0 x = 0
1 x (0, 1]
Then f and g are both integrable, however g f is
g f(x) =
_
1 x Q
0 x R \ Q
which is not integrable. (Dirichlet function)
(c) If f R[a, b] then the trapezoidal approximation always converges to the integral
as n , i.e. lim
n
T
n
(f) =
_
b
a
f dx.
True. We know that the trapezoidal approximation satises
T
n
(f) =
1
2
(L
n
(f) + R
n
(f))
and that lim
n
L
n
(f) =
_
b
a
f dx and lim
n
R
n
(f) =
_
b
a
f dx. Therefore
lim
n
T
n
(f) =
1
2
__
b
a
f dx +
_
b
a
f dx
_
=
_
b
a
f dx.
1
(d) If f R[a, b] then the trapezoidal approximation always gives a better approxi-
mation than both of the left-hand and right-hand approximations, i.e. for every
n N we have

T
n
(f)
_
b
a
f dx

L
n
(f)
_
b
a
f dx

and

T
n
(f)
_
b
a
f dx

R
n
(f)
_
b
a
f dx

False. We can consider any example where the left-hand approximation is equal
to the integral but the right-hand approximation is not (or vice versa). Consider
for example the step function f : [0, 1] R given by
f(x) =
_
0 x
_
0,
1
2
_
1 x
_
1
2
, 1

Then L
2
(f) =
1
2
0+
1
2
1 =
1
2
=
_
1
0
f dx, however R
2
(f) =
1
2
1+
1
2
1 = 1. Therefore
T
2
(f) =
1
2
(L
2
(f) + R
2
(f)) =
3
4
. In this case the left-hand approximation gives an
exact approximation to the integral, however the trapezoidal approximation does
not.
(e) If f R[a, b] then the trapezoidal approximation always gives a better approx-
imation than one of the left-hand and right-hand approximations, i.e. for every
n N we have
either

T
n
(f)
_
b
a
f dx

L
n
(f)
_
b
a
f dx

or

T
n
(f)
_
b
a
f dx

R
n
(f)
_
b
a
f dx

True. Given any numbers x, y, z R, we always have

either

x + y
2
z

|x z| or

x + y
2
z

|y z|.
If x = y then the statement is obvious. If x < y then we can divide into two cases:
If z
x+y
2
< y then the second inequality is true.
If z
x+y
2
> x then the rst inequality is true.
The proof is similar if x > y.
The answer to the question then follows by setting x = L
n
(f), y = R
n
(f) and
noting that T
n
(f) =
1
2
(L
n
(f) + R
n
(f)) =
x+y
2
. Then let z =
_
b
a
f dx and apply
the above result.
2
(f) If f R[a, b] then the left-hand and right-hand approximations always converge
to the integral as n , i.e.
lim
n
L
n
(f) =
_
b
a
f dx and lim
n
R
n
(f) =
_
b
a
f dx
True. The left-hand and right-hand approximations are simply Riemann sums
with a special choice of tag points. Since f is Riemann integrable then the left-
hand and right-hand approximations converge to the integral as n , since
the size of the partition approaches zero.
2. (*) Let f and g be integrable functions on [a, b], and for x [a, b], dene F(x) =
_
x
a
f(t) dt and G(x) =
_
x
a
g(t) dt with F(a) = G(a) = 0. Suppose that F = G on [a, b]
and that F and G are both dierentiable. Does this imply that f = g on [a, b]? If
not, give a simple counterexample. What extra condition can guarantee that f = g on
[a, b]?
Solution. The original statement is not true, since, for example, we could let f = 0
and let
g(x) =
_
1 x = a
0 x (a, b]
Then F = G = 0, but f = g.
If we also assume that f g is continuous then F = G implies that f = g. To see this,
note that
0 = (F G)(x) =
_
x
a
(f(t) g(t)) dt
and, since f g is continuous, then (F G)

(x) = f(x) g(x) by the Fundamental

Theorem of Calculus. Since (F G)

(x) = 0 by assumption then f(x) = g(x) for all

x [a, b].
3. (*) Let g : [a, b] R be non-negative and integrable on [a, b]. If
_
b
a
g dx > 0, then
show that there exists > 0 such that
_
b
a+
g dx > 0.
Solution. Since g R[a, b] then g is bounded, i.e. sup |g| M for some nite M, so
that
_
a+
a
g +
_
b
b
g 2M. Therefore the Additivity Theorem implies that
_
b
a+
g dx =
_
b
a
g dx
_
a+
a
g dx
_
b
b
g dx
_
b
a
g dx 2M > 0
if > 0 is chosen suciently small (for example, you can choose <
1
4M
_
b
a
g dx).
3
4. (*) Let g : [a, b] R be non-negative and integrable on [a, b] and suppose that
_
b
a
g dx >
0. Show that if f : [a, b] R is continuous on [a, b] with f(x) > 0 for all x (a, b)
then
_
b
a
fg dx > 0.
Solution. First note that inf
x[a+,b]
f(x) = > 0. To see this, we use the fact that
f(x) > 0 for all x (a, b) and that f is continuous to show that inf
x[a+,b]
f(x) =
> 0. Suppose (for contradiction) that this is false, i.e. inf
x[a+,b]
f(x) = 0. Since
f is continuous then the Extreme Value Theorem shows that the inmum 0 will be
achieved at some c [a + , b ], which is a contradiction since we assumed that
f(x) > 0 for all x (a, b). Then by the properties of the Riemann integral, we have
_
b
a
fg dx
_
b
a+
fg dx (since fg > 0)

_
b
a+
g dx > 0.
5. Let f : [a, b] R. Prove that
sup
x[a,b]
f(x) inf
x[a,b]
f(x) = sup
x,y[a,b]
(f(x) f(y))
and
sup
x[a,b]
|f(x)| inf
x[a,b]
|f(x)| sup
x[a,b]
f(x) inf
x[a,b]
f(x)
Hint. Use the rst equality to help with the proof of the second inequality.
Solution. First we prove that sup
x[a,b]
f(x) inf
x[a,b]
f(x) sup
x[a,b]
(f(x) f(y)).
Let M be an upper bound for f(x) on [a, b] and let m be a lower bound for f(x) on [a, b].
Then Mm f(x)f(y) for all x, y [a, b] and so Mm sup
x,y[a,b]
(f(x) f(y)).
In particular, this is true for the least upper bound M = sup
x[a,b]
f(x) and greatest
lower bound m = inf
x[a,b]
f(x) and so we have
sup
x[a,b]
f(x) inf
x[a,b]
f(x) sup
x,y[a,b]
(f(x) f(y))
To prove the opposite inequality, note that for every > 0 there exist x, y [a, b] such
that
sup
x[a,b]
f(x) < f(x) sup
x[a,b]
f(x) and inf
x[a,b]
f(x) f(y) < inf
x[a,b]
f(x) +
(this is the property of supremum and inmum from Lemma 2.3.4). Taking the dier-
ence of these two inequalities gives us
sup
x[a,b]
f(x) inf
x[a,b]
f(x) 2 < f(x) f(y) sup
x[a,b]
f(x) inf
x[a,b]
f(x).
4
Since this is true for all > 0 and we also know that sup
x[a,b]
f(x) inf
x[a,b]
f(x) is
an upper bound for f(x) f(y) for all x, y [a, b] then we have
sup
x[a,b]
f(x) inf
x[a,b]
f(x) = sup
x,y[a,b]
(f(x) f(y))
Now we are ready to prove the second statement, which we have just shown is equivalent
to
sup
x,y[a,b]
(|f(x)| |f(y)|) sup
x,y[a,b]
(f(x) f(y))
The Triangle Inequality shows that
|f(x)| |f(y)| |f(x) f(y)| for all x, y [a, b]
and we also know that
|f(x) f(y)| =
_
f(x) f(y) if f(x) f(y)
f(y) f(x) if f(y) f(x)
Therefore
sup
x,y[a,b]
(|f(x)| |f(y)|) sup
x,y[a,b]
|f(x) f(y)| = sup
x,y[a,b]
(f(x) f(y))
which gives us the required result.
6. Recall that
= 4 arctan 1 4 arctan 0 = 4
_
1
0
1
1 + x
2
dx.
(a) Use the Trapezoidal Approximation with n = 5 to approximate .
(b) Note that f(x) =
1
1+x
2
is monotone decreasing and use the monotone error esti-
mate to nd a bound for the error in the above approximation.
(c) Show that |f

(x)| 2 for all x [0, 1] and use the C

2
error estimate to nd
another bound for the error in the above approximation.
(d) For both the monotone error estimate and the C
2
error estimate, determine the
smallest value of n such that the error is guaranteed to be less than 10
4
.
(e) Now approximate using the Taylor polynomial for arctan x. How does the error
in the Taylor polynomial compare with the bounds for the error in the Trapezoidal
Approximation?
Solution.
5
(a) Let f(x) =
1
1+x
2
. The left-hand and right-hand approximations to
_
1
0
f(x) dx are
given by
L
5
(f) =
1
5
_
1 +
1
1 +
_
1
5
_
2
+
1
1 +
_
2
5
_
2
+
1
1 +
_
3
5
_
2
+
1
1 +
_
4
5
_
2
_
0.8337 . . .
R
5
(f) =
1
5
_
1
1 +
_
1
5
_
2
+
1
1 +
_
2
5
_
2
+
1
1 +
_
3
5
_
2
+
1
1 +
_
4
5
_
2
+
1
1 + 1
_
0.7337 . . .
We then have
T
5
(f) =
1
2
(L
5
(f) + R
5
(f)) 0.7837 . . .
Therefore the approximation to is 4
_
1
0
f dx 4T
5
(f) 3.1349 . . ..
(b) Since f(x) is monotone decreasing then the monotone error estimate says that

_
b
a
f dx T
n
(f)

b a
2n
(f(a) f(b)) .
When b = 1 and a = 0 then f(b) =
1
2
and f(a) = 0 and so we have

_
1
0
f dx T
n
(f)

1
4n
.
Therefore the error in the approximation to for n = 5 is less than or equal to
4
4n
=
1
5
.
(c) A calculation shows that
f

(x) =
2x
(1 + x
2
)
2
, f

(x) =
2
(1 + x
2
)
2
+
8x
2
(1 + x
2
)
3
To nd the maximum and minimum of f

(x), we consider the third derivative,

given by
f

(x) =
8x
(1 + x
2
)
3
+
16x
(1 + x
2
)
3
+
(3) 2x 8x
2
(1 + x
2
)
4
=
24x(1 x
2
)
(1 + x
2
)
4
.
This is non-negative on the interval [0, 1], and so f

(x) attains its minimum at

x = 0 and its maximum at x = 1. We have f

(0) = 2 and f

(1) =
8
2
3
= 1.
Therefore |f

(x)| 2 for all x [0, 1].

Then the C
2
error estimate shows that
T
n
(f)
_
b
a
f dx =
(b a)(b a)
2
12n
2
f

(c)
6
for some c [a, b]. In our case, this becomes

T
n
(f)
_
b
a
f dx

1
6n
2
and so the error in the approximation for is bounded by
4
6n
2
.
(d) Recall that the monotone error in our approximation for is bounded by
1
n
and
the C
2
error estimate is bounded by
4
6n
2
. Therefore, if we take n 10
4
, then the
monotone estimate guarantees that our error will be less than 10
4
. If we take
n
_
4
6
10
4
then the C
2
estimate guarantees that our error will be less than
10
4
.
We see in this case that it is worth doing the extra work to compute the C
2
error
estimate, since we can take a smaller value of n to get the same bound on the
error.
(e) We can compute the power series for arctan x (which is equal to the Taylor series
on the interval of convergence). On the interval (1, 1) we can use term-by-term
integration
arctan x =
_
x
0
1
1 + t
2
dt =
_
x
0
_

n=0
(1)
n
t
2n
_
dt
=

n=0
(1)
n
_
x
0
t
2n
dt
=

n=0
(1)
n
x
2n+1
2n + 1
The radius of convergence of this series is R = 1, and so the term-by-term inte-
gration is valid for all x (1, 1).
The series converges at x = 1 by the alternating series test. We can prove (well
do this later in the semester) that the power series is then continuous at x = 1
and so

4
= arctan 1 = lim
x1

arctan x (continuity of arctan)

= lim
x1

n=0
(1)
n
x
2n+1
2n + 1
(power series for arctan on (1, 1))
=

n=0
(1)
n
1
2n + 1
(continuity of power series at x = 1)
7
The above process is necessary to make this series representation of

4
rigorous.
Once we have the series for

4
then we can use the error estimate from the alter-
nating series test to compute a bound for the error.
Recall that if a
n
is a decreasing sequence that converges to zero, then we have the
estimate

n=1
(1)
n
a
n

n=1
(1)
n
a
n

n=N+1
(1)
n
a
n

a
N+1
.
Therefore the error in the approximation using n terms
4
N1

n=0
(1)
n
1
2n + 1
is less than or equal to
4
2N+1
.
In summary, we have three dierent bounds on the error for our dierent methods
in approximating

4
.
Trapezoidal monotone error estimate.

_
1
0
f dx T
n
(f)

1
4n
Trapezoidal C
2
error estimate.

_
1
0
f dx T
n
(f)

1
6n
2
Taylor series error estimate.

arctan 1
n1

k=0
(1)
k
1
2k + 1

1
2n + 1
.
For large values of n, we see that the Trapezoidal C
2
approximation gives the best
bound on the error.
8