Chapter 14

Metric Spaces: Three Fundamental Theorems and Applications

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Problem 14.1

Let EE be a compact subspace of a metric space YY. Show that EE is a closed, bounded subset of YY.

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Problem 14.2

Show that an equicontinuous sequence of real-valued functions on a compact metric space is pointwise bounded if and only if it is uniformly bounded.

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Problem 14.3

Show that an equicontinuous collection of continuous functions on a compact metric space is uniformly equicontinuous.

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Problem 14.4

Let XX be a metric space and {fn}\left\{ f_{n}\right\} a sequence in C(X)C(X) that converges uniformly on XX to f∈C(X)f \in C(X). Show that {fn}\left\{ f_{n}\right\} is equicontinuous.

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Problem 14.5

A real-valued function ff on [0,1][0,1] is said to be Hölder continuous of order α\alpha provided that there is a constant CC for which

∣f(x)−f(y)∣≤C∣x−y∣α for all x,y∈[0,1] \left|f(x)-f(y)\right| \leq C\left|x-y\right|^{\alpha } \text{ for all } x, y \in [0,1]

Define the Hölder norm

∥f∥α=max⁡{∣f(x)∣+∣f(x)−f(y)∣/∣x−y∣α∣x,y∈[0,1],x≠y}. \left\| f\right\| _{\alpha } = \max \left\{ \left|f(x)\right|+\left|f(x)-f(y)\right| /\left|x-y\right|^{\alpha } \mid x, y \in [0,1], x \neq y\right\} .

Show that for 0<α≤10 < \alpha \leq 1, the set of functions for which ∥f∥α≤1\left\| f\right\|_{\alpha } \leq 1 has compact closure as a subset of C[0,1]C[0,1].

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Problem 14.6

Let XX be a compact metric space and F\mathcal{F} a subset of C(X)C(X). Show that F\mathcal{F} is equicontinuous if and only if its closure in C(X),F‾C(X), \overline{\mathcal{F}}, is equicontinuous. Conclude that a subset of C(X)C(X) has compact closure if and only if it is equicontinuous and uniformly bounded.

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Problem 14.7

For a closed, bounded interval [a,b][a, b], let {fn}\left\{ f_{n}\right\} be a sequence in C[a,b]C[a, b]. If {fn}\left\{ f_{n}\right\} is equicontinuous, does {fn}\left\{ f_{n}\right\} necessarily have a uniformly convergent subsequence? If {fn}\left\{ f_{n}\right\} is uniformly bounded, does {fn}\left\{ f_{n}\right\} necessarily have a uniformly convergent subsequence?

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Problem 14.8

Let XX be a compact metric space and YY be a general metric space. Denote by C(X,Y)C(X, Y) the set of continuous mappings from XX to YY. State and prove a version of the Arzelà–Ascoli Theorem for a sequence in C(X,Y)C(X, Y) in which the assumption that {fn}\left\{ f_{n}\right\} is pointwise bounded is replaced by the assumption that for each x∈Xx \in X, the closure of the set {fn(x)∣n a natural number}\left\{ f_{n}(x) \mid n \text{ a natural number}\right\} is a compact subspace of YY.

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Problem 14.9

Let {fn}\left\{ f_{n}\right\} be an equicontinuous, uniformly bounded sequence of continuous real-valued functions on R\mathbb {R}. Show that there is a subsequence of {fn}\left\{ f_{n}\right\} that converges pointwise on R\mathbb {R} to a continuous function on R\mathbb {R} and that the convergence is uniform on each bounded subset of R\mathbb {R}.

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Problem 14.10

For 1≤p<∞1 \leq p < \infty, show that a subspace of ℓp\ell^{p} is compact if and only if it is closed, bounded, and equisummable.

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Problem 14.11

For a sequence of non-negative real numbers {cn}\left\{ c_{n}\right\}, let S\mathcal{S} be the subset of ℓ2\ell^{2} consisting of those x={xn}∈ℓ2x = \left\{ x_{n}\right\} \in \ell^{2} such that ∣xn∣≤cn\left|x_{n}\right| \leq c_{n} for all nn. Show that S\mathcal{S} is equisummable if {cn}\left\{ c_{n}\right\} belongs to ℓ2\ell^{2}.

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Problem 14.12

For 1≤p≤∞1 \leq p \leq \infty, show that the closed unit ball in ℓp\ell^{p} is not compact.

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Problem 14.13

For 1≤p≤∞1 \leq p \leq \infty, show that the closed unit ball in the space Lp[0,1]L^{p}[0,1] is not compact.

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Problem 14.14

Let SS be a countable set and {fn}\left\{ f_{n}\right\} a sequence of real-valued functions on SS that is pointwise bounded on SS. Show that there is a subsequence of {fn}\left\{ f_{n}\right\} that converges pointwise on SS to a real-valued function.

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Problem 14.15

Let pp be a polynomial. Show that p:R→Rp: \mathbb {R} \rightarrow \mathbb {R} is Lipschitz if and only if the degree of pp is less than 2.

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Problem 14.16

Fix α>0\alpha > 0, define f(x)=αx(1−x)f(x) = \alpha x(1-x) for xx in [0,1][0,1].

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(i)

For what values of α\alpha is f([0,1])⊆[0,1]f([0,1]) \subseteq [0,1] ?

(ii)

For what values of α\alpha is f([0,1])⊆[0,1]f([0,1]) \subseteq [0,1] and f:[0,1]→[0,1]f:[0,1] \rightarrow [0,1] a contraction?

Problem 14.17

Does a mapping of a metric space XX into itself that is Lipschitz with Lipschitz constant less than 1 necessarily have a fixed-point?

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Problem 14.18

Does a mapping of a complete metric space into itself that is Lipschitz with Lipschitz constant 1 necessarily have a fixed-point?

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Problem 14.19

Let XX be a compact metric space and TT a mapping from XX into itself such that

ρ(T(u),T(v))<ρ(u,v) for all u,v∈X,u≠v. \rho (T(u), T(v)) < \rho (u, v) \text{ for all } u, v \in X, u \neq v .

Show that TT has a unique fixed-point.

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Problem 14.20

Define f(x)=π/2+x−arctan⁡xf(x) = \pi / 2+x-\arctan x for all real numbers xx. Show that

∣f(u)−f(v)∣<∣u−v∣ for all u,v∈R,u≠v.  \left|f(u)-f(v)\right| < \left|u-v\right| \text{ for all } u, v \in \mathbb {R}, u \neq v \text{. }

Show that ff does not have a fixed-point. Does this contradict the preceding problem?

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Problem 14.21

In Euclidean space Rn\mathbb {R}^{n} consider the closed unit ball B={x∈Rn∣∥x∥≤1}B = \left\{ x \in \mathbb {R}^{n} \mid \left\| x\right\| \leq 1\right\}. Let ff map BB into BB and be Lipschitz with Lipschitz constant 1. Without using the Brouwer Fixed-Point Theorem, show that ff has a fixed-point.

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Problem 14.22

Suppose that the mapping f:Rn→Rnf: \mathbb {R}^{n} \rightarrow \mathbb {R}^{n} is a contraction. Define g(x)=x−f(x)g(x) = x-f(x) for all xx in Rn\mathbb {R}^{n}. Show that the mapping g:Rn→Rng: \mathbb {R}^{n} \rightarrow \mathbb {R}^{n} is both one-to-one and onto. Also show that gg and its inverse are continuous.

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Problem 14.23

Let XX be a complete metric space containing the point x0x_{0} and let rr be a positive real number. Define K={x in X∣ρ(x,x0)≤r}K = \left\{ x \text{ in } X \mid \rho \left(x, x_{0}\right) \leq r\right\}. Suppose that the mapping T:K→XT: K \rightarrow X is Lipschitz with Lipschitz constant cc. Suppose also that cr+ρ(T(x0),x0)≤rc r+\rho \left(T\left(x_{0}\right), x_{0}\right) \leq r. Prove that T(K)⊆KT(K) \subseteq K and that T:K→XT: K \rightarrow X has a fixed-point.

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Problem 14.24

Show that if the function g:R2→Rg: \mathbb {R}^{2} \rightarrow \mathbb {R} has continuous first-order partial derivatives, then for each point (x0,y0)\left(x_{0}, y_{0}\right) in R2\mathbb {R}^{2} there is a neighborhood O\mathcal{O} of (x0,y0x_{0}, y_{0}) on which the Lipschitz assumption (7) holds.

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Problem 14.25

In case the function g:O→Rg: \mathcal{O} \rightarrow \mathbb {R} has the form g(x,y)=h(x)+byg(x, y) = h(x)+b y, where the function h:R→Rh: \mathbb {R} \rightarrow \mathbb {R} is continuous, prove that the following is an explicit formula for the solution of (5):

f(x)=eb(x−x0)y0+∫x0xeb(x−t)h(t)dt for all x in I f(x) = e^{b\left(x-x_{0}\right)} y_{0}+\int _{x_{0}}^{x} e^{b(x-t)} h(t) d t \text{ for all } x \text{ in } I
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Problem 14.26

Consider the differential equation

f′(x)=3[f(x)]2/3 for all x∈Rf(0)=0 \begin{aligned} f^{\prime }(x) & = 3[f(x)]^{2 / 3} \text{ for all } x \in \mathbb {R} \\ f(0) & = 0 \end{aligned}

Show that the function f:R→Rf: \mathbb {R} \rightarrow \mathbb {R} that is identically 0 is a solution and the function f:R→Rf: \mathbb {R} \rightarrow \mathbb {R} defined by f(x)=0f(x) = 0, if x<0x < 0 and f(x)=x3f(x) = x^{3}, if x≥0x \geq 0, is also a solution. Does this contradict the Picard Existence Theorem?

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Problem 14.27

For a positive number ϵ\epsilon, consider the differential equation

f′(x)=(1/ϵ)[1+(f(x))2] for all x∈Rf(0)=0 \begin{aligned} f^{\prime }(x) & = (1 / \epsilon )\left[1+(f(x))^{2}\right] \text{ for all } x \in \mathbb {R} \\ f(0) & = 0 \end{aligned}

Show that on the interval I=(−ϵ(π/2),ϵ(π/2))I = (-\epsilon (\pi / 2), \epsilon (\pi / 2)) there is a unique solution of this differential equation that is defined by f(x)=tan⁡(x/ϵ)f(x) = \tan (x / \epsilon ) and there is no solution in an interval strictly containing II.

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Problem 14.28

Let II be an open interval in R\mathbb {R} and suppose that the function h:I→Rh: I \rightarrow \mathbb {R} has the property that there are points x1<x2x_{1} < x_{2} in II and a number cc such that h(x1)<c<h(x2)h\left(x_{1}\right) < c < h\left(x_{2}\right) but cc does not belong to h(I)h(I). Prove that there is no solution to the differential equation (5) by arguing that if f:I→Rf: I \rightarrow \mathbb {R} is a solution, then the continuous function f(x)−cxf(x)-c x fails to attain a minimum value on the interval [x1,x2]\left[x_{1}, x_{2}\right].

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Problem 14.29

Use the preceding exercise to prove that if II is an open interval in R\mathbb {R} and the function f:I→Rf: I \rightarrow \mathbb {R} is differentiable, then the image of the derivative f′:I→Rf^{\prime }: I \rightarrow \mathbb {R} is an interval.

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Problem 14.30

State and prove a form of the Picard Existence Theorem for systems of differential equations in the following context: O\mathcal{O} is an open subset of R×Rn,g:O→Rn\mathbb {R} \times \mathbb {R}^{n}, \mathbf{g}: \mathcal{O} \rightarrow \mathbb {R}^{n} is continuous, the point (x0,y0x_{0}, \mathbf{y}_{0}) is in O\mathcal{O}, and the system of differential equations is

f′(x)=g(x,f(x)) for all x∈If(x0)=y0. \begin{aligned} & \mathbf{f}^{\prime }(x) = \mathbf{g}(x, \mathbf{f}(x)) \text{ for all } x \in I \\ & \mathbf{f}\left(x_{0}\right) = \mathbf{y}_{0} . \end{aligned}
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Problem 14.31

Let EE be a subset of a metric space XX. Show that bd EE is closed. Also show that if EE is closed, then the interior of bd⁡E\operatorname {bd} E is empty.

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Problem 14.32

In a metric space XX, show that a subset EE is nowhere dense if and only if for each open subset O\mathcal{O} of X,E∩OX, E \cap \mathcal{O} is not dense in O\mathcal{O}.

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Problem 14.33

In a complete metric space XX, is the union of a countable collection of nowhere dense sets also nowhere dense?

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Problem 14.34

Let O\mathcal{O} be an open subset and FF be a closed subset of a metric space XX. Show that both O‾∼O\overline{\mathcal{O}} \sim \mathcal{O} and F∼int⁡FF \sim \operatorname {int} F are closed and hollow.

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Problem 14.35

In a complete metric space, is the union of a countable collection of sets of the first category also of the first category?

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Problem 14.36

Let FnF_{n} be the subset of C[0,1]C[0,1] consisting of functions for which there is a point x0x_{0} in [0,1][0,1] such that ∣f(x)−f(x0)∣≤n∣x−x0∣\left|f(x)-f(x_{0})\right| \leq n\left|x-x_{0}\right| for all x∈[0,1]x \in [0,1]. Show that FnF_{n} is closed. Show that FnF_{n} is hollow by observing that for f∈C[0,1]f \in C[0,1] and r>0r > 0, there is a piecewise linear function g∈C[0,1]g \in C[0,1] for which ρmax⁡(f,g)<r\rho_{\max }(f, g) < r and the left-hand and right-hand derivatives of gg on [0,1][0,1] are greater than n+1n+1. Conclude that C[0,1]≠⋃n=1∞FnC[0,1] \neq \bigcup_{n = 1}^{\infty } F_{n} and show that each h∈C[0,1]∼⋃n=1∞Fnh \in C[0,1] \sim \bigcup_{n = 1}^{\infty } F_{n} fails to be differentiable at any point in (0,1).

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Problem 14.37

Let ff be a real-valued function on a metric space XX. Show that the set of points at which ff is continuous is the intersection of a countable collection of open sets. Conclude that there is not a real-valued function on R\mathbb {R} that is continuous just at the rational numbers.

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Problem 14.38

For each nn, show that in [0,1][0,1] there is a nowhere dense closed set that has Lebesgue measure 1−1/n1-1 / n. Use this to construct a set of the first category in [0,1][0,1] that has measure 1.

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Problem 14.39

A point xx in a metric space XX is called isolated provided that the singleton set {x}\left\{ x\right\} is open in XX.

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(i)

Prove that a complete metric space without isolated points has an uncountable number of points.

(ii)

Use part (i) to prove that [0,1][0,1] is uncountable. Compare this with the proof that [0,1][0,1] is uncountable because it has positive Lebesgue measure.

(iii)

Show that if XX is a complete metric space without isolated points and {Fn}n=1∞\left\{ F_{n}\right\}_{n=1}^{\infty } is a countable collection of closed hollow sets, then X∖⋃n=1∞FnX \setminus \bigcup_{n=1}^{\infty } F_{n} is dense and uncountable.

Problem 14.40

Let EE be a subset of a complete metric space XX. Verify the following assertions.

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(i)

If X∖EX \setminus E is dense and FF is a closed set contained in EE, then FF is nowhere dense.

(ii)

If EE and X∖EX \setminus E are both dense, then at most one of them is the union of a countable collection of closed sets.

(iii)

The set of rational numbers in [0,1][0,1] is not the intersection of a countable collection of open sets.

Problem 14.41

Show that under the hypotheses of Theorem 6 there is a dense open set O⊆X\mathcal{O} \subseteq X such that each x∈Ox \in \mathcal{O} has a neighborhood UU on which F\mathcal{F} is uniformly bounded.

Theorem 6 (A Non-linear Uniform Boundedness Theorem): Let F\mathcal{F} be a collection of continuous real-valued functions on a complete metric space XX that is pointwise bounded. Then there is a ball in XX on which F\mathcal{F} is uniformly pointwise bounded.

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Problem 14.42

By Hölder's Inequality, L2[a,b]⊆L1[a,b]L^{2}[a, b] \subseteq L^{1}[a, b]. Show that the set L2[a,b]L^{2}[a, b], considered as a subset of the complete metric space L1[a,b]L^{1}[a, b], is of the first category.

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Problem 14.43

Let ff be a continuous real-valued function on R\mathbb {R} with the property that for each real number x,lim⁡n→∞f(nx)=0x, \lim_{n \rightarrow \infty } f(n x) = 0. Show that lim⁡x→∞f(x)=0\lim_{x \rightarrow \infty } f(x) = 0.

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Problem 14.44

Let ff be a continuous real-valued function on R\mathbb {R} that has derivatives of all orders. Suppose that for each real number xx, there is an index n=n(x)n = n(x) for which f(n)(x)=0f^{(n)}(x) = 0. Show that ff is a polynomial.

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Problem 14.45

For measurable sets AA and BB in a finite measure space (X,M,μX, \mathcal{M}, \mu), show that

ρμ(A,B)=μ(A)+μ(B)−2⋅μ(A∩B). \rho _{\mu }(A, B) = \mu (A)+\mu (B)-2 \cdot \mu (A \cap B) .
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Problem 14.46

Let {An}\left\{ A_{n}\right\} be a sequence of measurable sets that converges to the measurable set A0A_{0} with respect to the Nikodym metric. Show that A0≃∪n=1∞[∩k=n∞Ak]A_{0} \simeq \cup_{n = 1}^{\infty }\left[\cap_{k = n}^{\infty } A_{k}\right].

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Problem 14.47

Let (X,M,μX, \mathcal{M}, \mu) be a finite measure space and ν:M→[0,∞)\nu : \mathcal{M} \rightarrow [0, \infty ) a finitely additive set-function with the property that for each ϵ>0\epsilon > 0, there is a δ>0\delta > 0 such that for a measurable set EE, if μ(E)<δ\mu (E) < \delta, then ν(E)<ϵ\nu (E) < \epsilon. Show that ν\nu is a measure on M\mathcal{M}.

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Problem 14.48

Let (X,M,μX, \mathcal{M}, \mu) be a finite measure space. Show that the normed linear space L1(X,μ)L^{1}(X, \mu ) is separable if and only if the associated Nikodym metric space is separable.

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Problem 14.49

Give an example of a decreasing sequence {μn}\left\{ \mu_{n}\right\} of measures on M\mathcal{M} such that the set-function μ\mu defined by μ(E)=lim⁡μn(E)\mu (E) = \lim \mu_{n}(E) is not a measure.

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Problem 14.50

Let {μn}\left\{ \mu_{n}\right\} a sequence of measures on M\mathcal{M} such that for each E∈M,μn+1(E)≥μn(E)E \in \mathcal{M}, \mu_{n+1}(E) \geq \mu_{n}(E). For each E∈ME \in \mathcal{M}, define μ(E)=lim⁡μn(E)\mu (E) = \lim \mu_{n}(E). Show that μ\mu is a measure on M\mathcal{M} if μ(X)<∞\mu (X) < \infty.

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Problem 14.51

Verify the assertion, in the proof of the Dunford-Pettis Theorem, that it suffices to consider non-negative functions.

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Problem 14.52

Find a bounded sequence in L1([a,b],m)L^{1}([a, b], m), where mm is Lebesgue measure, which fails to have a weakly convergent subsequence.

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Problem 14.53

Find a measure space (X,M,μX, \mathcal{M}, \mu) for which every bounded sequence in L1(X,μ)L^{1}(X, \mu ) has a weakly convergent subsequence.

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Problem 14.54

Let (X,M,μ)(X, \mathcal{M}, \mu ) be a finite measure space and {νn}\left\{ \nu_{n}\right\} a sequence of finite measures of M\mathcal{M}, each of which is absolutely continuous with respect to μ\mu. Prove that the following are equivalent:

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(i)

The sequence of measures {νn:M→[0,∞)}\left\{ \nu_{n}: \mathcal{M} \rightarrow [0, \infty )\right\} is uniformly absolutely continuous with respect to the measure μ\mu.

(ii)

The sequence of functions {νn:M→R}\left\{ \nu_{n}: \mathcal{M} \rightarrow \mathbb {R}\right\} is equicontinuous with respect to the metric ρμ\rho_{\mu }.

(iii)

The sequence of Radon-Nikodym derivatives {dνndμ}\left\{ \frac{d \nu_{n}}{d \mu }\right\} is uniformly integrable over XX with respect to the measure μ\mu.