Solutions to Problem Set 8 in Math 201A, Fall 2006, Assignments of Mathematical Methods for Numerical Analysis and Optimization

Solutions to problem set 8 in the math 201a course offered at the university of california, berkeley, during the fall 2006 semester. The problems cover topics related to lipschitz continuous functions, banach spaces, and linear operators.

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Solutions: Problem Set 8
Math 201A,Fall 2006
Problem 1. Recall that a function f: [0,1] Ris Lipschitz continuous if
its Lipschitz constant
Lip(f) = sup
x6=y[0,1]
|f(x)f(y)|
|xy|
is finite.
(a) For M > 0, let
LM={fC([0,1]) |Lip(f)M}.
Show that LMis a closed subset of C([0,1]) equipped with the sup-norm.
(b) Let L={fC([0,1]) |fis Lipschitz continuous}. Prove that Lis a
linear subspace of C([0,1]).
(c) Is La closed linear subspace of C([0,1]) equipped with the sup-norm?
Solution.
(a) Suppose that fnLMand fnfuniformly. For every x, y [0,1]
and nN, we have
|fn(x)fn(y)|
|xy|M.
Taking the limit of this equation as n , and using the fact that
fnfpointwise, we get
|f(x)f(y)|
|xy|M,
which implies that fLM. Thus, LMis closed.
(b) If λis a scalar, then
|(λf)(x)(λf)(y)|=|λ||f(x)f(y)|.
It follows that if fis Lipschitz continuous, then λf is Lipschitz con-
tinuous, and Lip(λf) = |λ|Lip(f). If f,gare Lipschitz continuous,
with
|f(x)f(y)| M|xy|,|g(x)g(y)| N|xy|,
pf3
pf4
pf5

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Solutions: Problem Set 8

Math 201A, Fall 2006

Problem 1. Recall that a function f : [0, 1] → R is Lipschitz continuous if

its Lipschitz constant

Lip(f ) = sup x 6 =y∈[0,1]

|f (x) − f (y)|

|x − y|

is finite.

(a) For M > 0, let

LM = {f ∈ C([0, 1]) | Lip(f ) ≤ M }.

Show that LM is a closed subset of C([0, 1]) equipped with the sup-norm.

(b) Let L = {f ∈ C([0, 1]) | f is Lipschitz continuous}. Prove that L is a

linear subspace of C([0, 1]).

(c) Is L a closed linear subspace of C([0, 1]) equipped with the sup-norm?

Solution.

  • (a) Suppose that fn ∈ LM and fn → f uniformly. For every x, y ∈ [0, 1]

and n ∈ N, we have

|fn(x) − fn(y)|

|x − y|

≤ M.

Taking the limit of this equation as n → ∞, and using the fact that

fn → f pointwise, we get

|f (x) − f (y)|

|x − y|

≤ M,

which implies that f ∈ LM. Thus, LM is closed.

  • (b) If λ is a scalar, then

|(λf )(x) − (λf )(y)| = |λ||f (x) − f (y)|.

It follows that if f is Lipschitz continuous, then λf is Lipschitz con-

tinuous, and Lip(λf ) = |λ|Lip(f ). If f , g are Lipschitz continuous,

with

|f (x) − f (y)| ≤ M |x − y|, |g(x) − g(y)| ≤ N |x − y|,

then

|(f + g)(x) − (f + g)(y)| ≤ |f (x) − f (y)| + |g(x) − g(y)|

≤ (M + N )|x − y|.

Hence (f + g) is Lipschitz continuous and Lip(f + g) ≤ Lip(f ) + Lip(g).

It follows that L is a linear space.

  • (c) Any polynomial is Lipschitz continuous by the mean value theorem

(since it is differentiable with bounded derivative on [0, 1]). By the

Weierstrass approximation theorem, the closure of L is C([0, 1]), so L

is not closed.

  • Alternatively, one can give an explicit sequence (fn) of Lipschitz contin-

uous functions that converges uniformly to a non-Lipschitz continuous

function; for example, fn(x) = (x + 1/n)

1 / 2 .

  • The sequence (fn) is not a Schauder basis since an expansion with

respect to this sequence is not unique. For example,

N ∑

n=

2 n^

fn =

2 N^ +^

eN +1 → 0 as N → ∞,

so for any c ∈ R, we have

∞ ∑

n=

c

2 n^

fn.

Problem 3. Suppose that X, Y , Z are normed linear spaces and A : X → Y ,

B : Y → Z are bounded linear operators. Prove that BA : X → Z is a

bounded linear operator, and

‖BA‖ ≤ ‖A‖‖B‖.

Give an example to show that this inequality may be strict.

Solution.

  • Using the definitions of ‖B‖ and ‖A‖, we have

‖BAx‖ = ‖B(Ax)‖

≤ ‖B‖ ‖Ax‖

≤ ‖B‖ ‖A‖ ‖x‖.

It follows that BA is bounded and ‖BA‖ ≤ ‖B‖‖A‖.

  • Let A, B : R

2 → R

2 be the linear maps with matrices

[A] =

, [B] =

Then ‖A‖ = ‖B‖ = 1 with respect to any norm on R

2 , but BA = 0,

so ‖BA‖ = 0.