Delta-shaped kernels (classical approximate identities)

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Let f(x)f(x), 0≤x≤10 \leq x \leq 1, be a real valued continuous function. Show that

lim⁡n→∞(n+1)∫01xnf(x) dx=f(1). \lim _{n \rightarrow \infty } (n+1)\int _{0}^{1} x^{n}f(x)\, dx = f(1).
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Prove the equalities:

lim⁡α→0α∫−∞∞f(x+u) duα2+u2=πf(x+0)+f(x−0)2, \lim _{\alpha \rightarrow 0} \alpha \int _{-\infty }^{\infty } \frac{f(x+u)\, du}{\alpha ^{2}+u^{2}} = \pi \frac{f(x+0)+f(x-0)}{2},

if the integral is absolutely convergent, and f(x+0)f(x+0) and f(x−0)f(x-0) are the right and left limits of f(ξ)f(\xi ) as ξ→x\xi \rightarrow x.

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Prove that as h→0h \rightarrow 0 the equality holds

lim⁡h→01hπ∫−∞∞f(t)e−(t−x)2h2 dt=f(x), \lim _{h \rightarrow 0} \frac{1}{h\sqrt{\pi }} \int _{-\infty }^{\infty } f(t) e^{\frac{-(t-x)^{2}}{h^{2}}}\, dt = f(x),

if f(x)f(x) is a continuous function for which ∫−∞∞∣f(t)∣e−t2h2 dt\int_{-\infty }^{\infty } \left|f(t)\right| e^{-\frac{t^{2}}{h^{2}}}\, dt makes sense for sufficiently small ∣h∣\left|h\right|.

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A sequence {fk}\left\{ f_k\right\} of functions on a topological space XX with a Borel measure μ\mu is said to be δ\delta-shaped for a point a∈Xa\in X if:

  1. fk(x)≥0f_k(x)\geq 0 on XX;

  2. ∫Xfk(x) dμ(x)=1\int_X f_k(x)\, d\mu (x)=1;

  3. ∫X∖Ufk(x) dμ(x)→0\int_{X\setminus U}f_k(x)\, d\mu (x)\to 0 for any neighborhood UU of aa as k→∞k\to \infty. Prove that the following sequences are δ\delta-shaped for the point 0∈Rn0\in \mathbb {R}^{n}:

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(a)

fn(x)=knφ(kx)f_n(x)=k^n\varphi (kx), where φ\varphi is any Borel function on Rn\mathbb {R}^{n} with the properties (1) and (2);

(b)

fn(x)={ck(1−∥x∥2)k,∥x∥≤1,0,∥x∥>1,f_n(x)= \begin{cases} c_k(1-\left\| x\right\|^2)^k, & \left\| x\right\| \leq 1,\\ 0, & \left\| x\right\| >1, \end{cases} where {ck}\left\{ c_k\right\} is a suitable sequence of constants.

Let GG be a topological abelian group with invariant measure μ\mu, {fk}\left\{ f_k\right\} a δ\delta-shaped sequence for the point a∈Ga\in G (see Problem 510), and LL a Banach space of functions on GG satisfying the conditions of Problem 509. Prove that S(fk)→T(a)S(f_k)\to T(a) as k→∞k\to \infty.

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Construct a δ\delta-shaped sequence consisting of trigonometric polynomials on the torus Tn\mathrm{T}^n.

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Let the function f(x)f(x) be continuous and take positive values on the segment [0;1][0 ; 1]. Prove that the function

I(α)=∫01αx2+α2f(x)dx I(\alpha ) = \int _{0}^{1} \frac{\alpha }{x^{2}+\alpha ^{2}} f(x) d x

is discontinuous at α=0\alpha = 0.

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Let {φn(x)}\left\{ \varphi_{n}(x)\right\} be a sequence of functions, Riemann integrable on the segment [a;b][a ; b] and taking nonnegative values on this segment, converging uniformly to zero on the set E={x:0<δ⩽∣x∣⩽1}E = \left\{ x: 0 < \delta \leqslant \left|x\right| \leqslant 1\right\} for every δ>0\delta > 0, and moreover

lim⁡n→∞∫−11φn(x)dx=1 \lim _{n \rightarrow \infty } \int _{-1}^{1} \varphi _{n}(x) d x = 1

Prove that for any function f(x)f(x) continuous on the segment [−1;1][-1 ; 1], the equality holds

lim⁡n→∞∫−11f(x)φn(x)dx=f(0) \lim _{n \rightarrow \infty } \int _{-1}^{1} f(x) \varphi _{n}(x) d x = f(0)
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Prove that if the function ff is continuous and bounded on the interval [0;+∞)[0 ;+\infty ), then

lim⁡α→02π∫0+∞αf(x)x2+α2dx=f(0) \lim _{\alpha \rightarrow 0} \frac{2}{\pi } \int _{0}^{+\infty } \frac{\alpha f(x)}{x^{2}+\alpha ^{2}} d x = f(0)
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If the functions

p1(t), p2(t), …, pn(t), … p_{1}(t), \ p_{2}(t), \ \ldots , \ p_{n}(t), \ \ldots

are continuous on the interval [a,b]\left[a,b\right] and if they satisfy the conditions

pn(t)≥0,∫abpn(t) dt=1,n=1,2,3,…, p_{n}(t) \geq 0, \qquad \int _{a}^{b} p_{n}(t) \, dt = 1, \qquad n = 1, 2, 3, \ldots ,

then the terms of the sequence

∫abp1(t)f(t) dt,∫abp2(t)f(t) dt, …, ∫abpn(t)f(t) dt, … \int _{a}^{b} p_{1}(t) f(t) \, dt, \qquad \int _{a}^{b} p_{2}(t) f(t) \, dt, \ \ldots , \ \int _{a}^{b} p_{n}(t) f(t) \, dt, \ \ldots

are between the minimum and the maximum of the continuous function f(t)f(t). (Cf. Problems 65, 79, 83 of Part I.)

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Let xx be a fixed point of the interval [a,b]\left[a,b\right] considered in Problem 128. In order that

lim⁡n→∞∫abpn(t)f(t) dt=f(x) \lim _{n \to \infty } \int _{a}^{b} p_{n}(t) f(t) \, dt = f(x)

holds for all functions f(t)f(t) continuous on [a,b]\left[a,b\right] it is necessary and sufficient that

lim⁡n→∞(∫ax−εpn(t) dt+∫x+εbpn(t) dt)=0 \lim _{n \to \infty } \left(\int _{a}^{x-\varepsilon } p_{n}(t) \, dt + \int _{x+\varepsilon }^{b} p_{n}(t) \, dt\right) = 0

for all positive values of ε\varepsilon for which a<x−ε<x+ε<ba < x-\varepsilon < x+\varepsilon < b (if x=ax=a or x=bx=b the first or second integral resp. under the limit sign has to be omitted.) (Cf. Problems 66, 80, 84 of Part I.)

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We assume that

p1(x,t), p2(x,t), …, pn(x,t), … p_{1}(x,t), \ p_{2}(x,t), \ \ldots , \ p_{n}(x,t), \ \ldots

are continuous functions of xx and tt, a≤x,t≤ba \leq x, t \leq b, and that for each nn

pn(x,t)≥0,∫abpn(x,t) dt=1. p_{n}(x,t) \geq 0, \qquad \int _{a}^{b} p_{n}(x,t) \, dt = 1 .

Let f(t)f(t) denote a continuous function. The functions

fn(x)=∫abpn(x,t)f(t) dt,n=1,2,3,… f_{n}(x) = \int _{a}^{b} p_{n}(x,t) f(t) \, dt, \qquad n = 1, 2, 3, \ldots

lie between the minimum and the maximum of f(t)f(t) on [a,b]\left[a,b\right] for any xx, a≤x≤ba \leq x \leq b; i.e. min⁡a≤x≤bf(x)≤fn(x)≤max⁡a≤x≤bf(x)\min_{a \leq x \leq b} f(x) \leq f_{n}(x) \leq \max_{a \leq x \leq b} f(x). Furthermore

lim⁡n→∞fn(x)=f(x)fora<x<b, \lim _{n \to \infty } f_{n}(x) = f(x) \quad \text{for} \quad a < x < b,

provided

lim⁡n→∞(∫ax−εpn(x,t) dt+∫x+εbpn(x,t) dt)=0 \lim _{n \to \infty } \left(\int _{a}^{x-\varepsilon } p_{n}(x,t) \, dt + \int _{x+\varepsilon }^{b} p_{n}(x,t) \, dt\right) = 0

uniformly for a+ε≤x≤b−εa+\varepsilon \leq x \leq b-\varepsilon, ε\varepsilon fixed and positive. The convergence is uniform on any closed subinterval of (a,b)(a,b).

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References

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