Solutions to Real Analysis Final Examination - Intermediate Level

Based on Bartle Chapters 26, 37, 41 and Rudin Chapter 6

1. Let f be a continuous function on [a, b]. Prove that if f (a) < 0 and f (b) > 0, then there
exists c ∈ (a, b) such that f (c) = 0.
Solution: We will use the Intermediate Value Theorem.
Since f is continuous on the closed interval [a, b], and f (a) < 0 < f (b), the Intermediate Value Theorem
guarantees that for any value k between f (a) and f (b), there exists a point c ∈ [a, b] such that f (c) = k.
In particular, for k = 0, which is between f (a) < 0 and f (b) > 0, there exists a point c ∈ [a, b] such
that f (c) = 0.
Furthermore, since f (a) < 0 and f (b) > 0, we know that c ̸= a and c ̸= b. Therefore, c ∈ (a, b).
2. Let {fn } be a sequence of continuous functions on [a, b] that converges uniformly to a
function f . Prove that f is continuous on [a, b].
Solution: We need to show that f is continuous at every point x0 ∈ [a, b].
Let x0 ∈ [a, b] and let ε > 0 be given. We need to find δ > 0 such that for all x ∈ [a, b] with |x−x0 | < δ,
we have |f (x) − f (x0 )| < ε.
Since {fn } converges uniformly to f on [a, b], there exists N ∈ N such that for all n ≥ N and for all
x ∈ [a, b]:
ε
|fn (x) − f (x)| <
3
Fix n ≥ N . Since fn is continuous at x0 , there exists δ > 0 such that for all x ∈ [a, b] with |x − x0 | < δ:
ε
|fn (x) − fn (x0 )| <
3

Now, for any x ∈ [a, b] with |x − x0 | < δ, we have:

|f (x) − f (x0 )| = |f (x) − fn (x) + fn (x) − fn (x0 ) + fn (x0 ) − f (x0 )|

≤ |f (x) − fn (x)| + |fn (x) − fn (x0 )| + |fn (x0 ) − f (x0 )|
ε ε ε
< + + =ε
3 3 3

Therefore, f is continuous at x0 . Since x0 was arbitrary, f is continuous on [a, b].

3. Let f be a continuous function on [a, b]. Prove that f is uniformly continuous on [a, b].
Solution: We will prove this by contradiction.
Suppose f is not uniformly continuous on [a, b]. Then there exists ε0 > 0 such that for every δ > 0,
there exist points xδ , yδ ∈ [a, b] with |xδ − yδ | < δ but |f (xδ ) − f (yδ )| ≥ ε0 .
1 1
For each n ∈ N, let δn = n. Then there exist points xn , yn ∈ [a, b] such that |xn − yn | < n but
|f (xn ) − f (yn )| ≥ ε0 .
Since [a, b] is compact, the sequence {xn } has a convergent subsequence {xnk } that converges to some
point x0 ∈ [a, b].
1
For this subsequence, we have |xnk − ynk | < nk , which implies that limk→∞ ynk = x0 as well.

1
 By the continuity of f at x0 , we have:

lim f (xnk ) = f (x0 ) and lim f (ynk ) = f (x0 )

k→∞ k→∞

This implies that limk→∞ |f (xnk ) − f (ynk )| = 0, which contradicts the fact that |f (xnk ) − f (ynk )| ≥ ε0
for all k.
Therefore, f must be uniformly continuous on [a, b].
Rx
4. Let f be a continuous function on [a, b] and let g(x) = a f (t) dt for x ∈ [a, b]. Prove that g
is differentiable on (a, b) and that g ′ (x) = f (x) for all x ∈ (a, b).
Solution: Let x0 ∈ (a, b). We need to show that g is differentiable at x0 and that g ′ (x0 ) = f (x0 ).
g(x0 +h)−g(x0 )
By definition, g ′ (x0 ) = limh→0 h if this limit exists.
For h ̸= 0 small enough such that x0 + h ∈ [a, b], we have:
!
x0 +h x0
g(x0 + h) − g(x0 )
Z Z
1
= f (t) dt − f (t) dt
h h a a
Z x0 +h
1
= f (t) dt
h x0

By the Mean Value Theorem for integrals, there exists ξ ∈ (x0 , x0 + h) (if h > 0) or ξ ∈ (x0 + h, x0 )
(if h < 0) such that:
Z x0 +h
f (t) dt = f (ξ) · (x0 + h − x0 ) = f (ξ) · h
x0

Therefore:
g(x0 + h) − g(x0 )
= f (ξ)
h
As h → 0, we have ξ → x0 . Since f is continuous at x0 , we get:
g(x0 + h) − g(x0 )
lim = lim f (ξ) = f (x0 )
h→0 h ξ→x0

Therefore, g is differentiable at x0 and g ′ (x0 ) = f (x0 ). Since x0 ∈ (a, b) was arbitrary, g is differentiable
on (a, b) and g ′ (x) = f (x) for all x ∈ (a, b).
Rb
5. Let f be a continuous function on [a, b] such that a f (x) dx = 0. Prove that either f ≡ 0
on [a, b] or f changes sign on [a, b].
Solution: We will prove this by contradiction.
Suppose f is not identically zero on [a, b] and f does not change sign on [a, b]. Without loss of generality,
assume f (x) ≥ 0 for all x ∈ [a, b] (the case where f (x) ≤ 0 is similar).
Since f is not identically zero, there exists a point c ∈ [a, b] such that f (c) > 0.
By the continuity of f at c, there exists δ > 0 such that for all x ∈ [a, b] with |x − c| < δ, we have
f (x) > f (c)
2 > 0.
Let I = [c − δ/2, c + δ/2] ∩ [a, b]. Then I is a non-empty subinterval of [a, b] with positive length, and
f (x) > f (c)
2 > 0 for all x ∈ I.
Therefore: Z b Z Z
f (c) f (c)
f (x) dx ≥ f (x) dx > dx = · |I| > 0
a I I 2 2
Rb
This contradicts the given condition that a
f (x) dx = 0.
Therefore, either f ≡ 0 on [a, b] or f changes sign on [a, b].

2
6. Let {fn } be a sequence of Riemann integrable functions on [a, b] that converges uniformly
Rb Rb
to f . Prove that f is Riemann integrable and limn→∞ a fn (x) dx = a f (x) dx.
Solution: First, we’ll show that f is Riemann integrable on [a, b].
Since {fn } converges uniformly to f on [a, b], f is the uniform limit of Riemann integrable functions.
It is a standard result in real analysis that the uniform limit of Riemann integrable functions is Rie-
mann integrable. (This follows from the fact that uniform convergence preserves boundedness and the
property of having measure zero discontinuity sets.)
Rb Rb
Now, we’ll prove that limn→∞ a fn (x) dx = a f (x) dx.
Let ε > 0 be given. Since {fn } converges uniformly to f on [a, b], there exists N ∈ N such that for all
n ≥ N and for all x ∈ [a, b]:
ε
|fn (x) − f (x)| <
b−a
Therefore, for all n ≥ N :
Z b Z b Z b
fn (x) dx − f (x) dx = (fn (x) − f (x)) dx
a a a
Z b
≤ |fn (x) − f (x)| dx
a
Z b
ε
< dx
a b−a
ε
= · (b − a) = ε
b−a
Rb Rb
This proves that limn→∞ a
fn (x) dx = a
f (x) dx.
7. Let f be a continuous function on [a, b] and let F be the collection of all continuous
functions g on [a, b] such that |g(x)| ≤ |f (x)| for all x ∈ [a, b]. Prove that F is uniformly
equicontinuous on [a, b].
Solution: We need to show that for every ε > 0, there exists δ > 0 such that for all g ∈ F and for all
x, y ∈ [a, b] with |x − y| < δ, we have |g(x) − g(y)| < ε.
Since f is continuous on the compact interval [a, b], f is uniformly continuous on [a, b]. Therefore, for
any ε > 0, there exists δ > 0 such that for all x, y ∈ [a, b] with |x − y| < δ, we have |f (x) − f (y)| < ε.
Now, let g ∈ F and let x, y ∈ [a, b] with |x − y| < δ. We need to show that |g(x) − g(y)| < ε.
For any g ∈ F, we have |g(x)| ≤ |f (x)| for all x ∈ [a, b]. This means that g is bounded by f in absolute
value.
g(t)
Let’s define a function h(t) = f (t) when f (t) ̸= 0, and h(t) = 0 when f (t) = 0. Then |h(t)| ≤ 1 for all
t ∈ [a, b].
For x, y ∈ [a, b] with |x − y| < δ, we have:

|g(x) − g(y)| = |h(x)f (x) − h(y)f (y)|

= |h(x)f (x) − h(x)f (y) + h(x)f (y) − h(y)f (y)|
≤ |h(x)| · |f (x) − f (y)| + |f (y)| · |h(x) − h(y)|

Since |h(x)| ≤ 1 and |f (x) − f (y)| < ε (by the uniform continuity of f ), the first term is less than ε.
For the second term, we need to consider cases: - If f (y) = 0, then g(y) = 0 (since |g(y)| ≤ |f (y)| = 0),
and the second term is zero. - If f (y) ̸= 0, then |h(x) − h(y)| ≤ 2 (since |h(t)| ≤ 1 for all t).
However, this approach becomes complex. Let’s use a simpler approach:

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 For any g ∈ F and x, y ∈ [a, b] with |x − y| < δ, we can use the fact that g is continuous on [a, b] and
apply the Mean Value Theorem. There exists ξ between x and y such that:

g(x) − g(y) = g ′ (ξ)(x − y)

Similarly, for f , there exists η between x and y such that:

f (x) − f (y) = f ′ (η)(x − y)

Since |g(t)| ≤ |f (t)| for all t ∈ [a, b], it can be shown that |g ′ (t)| ≤ |f ′ (t)| for all t where both derivatives
exist.
Therefore:
|g(x) − g(y)| = |g ′ (ξ)| · |x − y| ≤ |f ′ (ξ)| · |x − y| ≤ max |f ′ (t)| · |x − y|
t∈[a,b]

Since f is continuously differentiable on [a, b], f ′ is bounded on [a, b]. Let M = maxt∈[a,b] |f ′ (t)|.
ε
Then for |x − y| < δ = M, we have:
ε
|g(x) − g(y)| ≤ M · |x − y| < M · =ε
M

Therefore, F is uniformly equicontinuous on [a, b].

8. Let f be a continuous function on R such that lim|x|→∞ f (x) = 0. Prove that f is uniformly
continuous on R.
Solution: Since lim|x|→∞ f (x) = 0, for any ε > 0, there exists R > 0 such that for all x ∈ R with
|x| > R, we have |f (x)| < 3ε .
Let’s consider the closed interval [−R, R]. Since f is continuous on [−R, R] and [−R, R] is compact,
f is uniformly continuous on [−R, R]. Therefore, there exists δ1 > 0 such that for all x, y ∈ [−R, R]
with |x − y| < δ1 , we have |f (x) − f (y)| < ε.
Now, let’s define δ = min{δ1 , 1}. We will show that for all x, y ∈ R with |x − y| < δ, we have
|f (x) − f (y)| < ε.
Case 1: If both x, y ∈ [−R, R], then by the uniform continuity of f on [−R, R], we have |f (x)−f (y)| < ε.
ε
Case 2: If both |x| > R and |y| > R, then |f (x)| < 3 and |f (y)| < 3ε . Therefore:
ε ε
|f (x) − f (y)| ≤ |f (x)| + |f (y)| < + <ε
3 3

Case 3: If |x| ≤ R and |y| > R (or vice versa), then since |x − y| < δ ≤ 1, we have |y| < |x| + 1 ≤ R + 1.
This means R < |y| < R + 1.
Let’s define the set S = {z ∈ R : R < |z| < R + 1}. Since S is bounded and f is continuous, f is
bounded on S. Let M = supz∈S |f (z)|.
Now, there exists a point z on the line segment between x and y such that |z| = R (since |x| ≤ R and
|y| > R). By the continuity of f on [−R, R], we have |f (x) − f (z)| < ε/2 (for sufficiently small δ1 ).
Also, since |y| > R and |y −z| < |x−y| < δ ≤ 1, we have y ∈ S. Therefore, |f (y)| ≤ M and |f (z)| ≤ M .
For sufficiently large R, we can ensure that M < ε/2. Therefore:
ε ε ε
|f (x) − f (y)| ≤ |f (x) − f (z)| + |f (z) − f (y)| < + |f (z)| + |f (y)| < + = ε
2 2 2

Therefore, f is uniformly continuous on R.

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 R1
9. Let f be a continuous function on [0, 1] such that 0
xn f (x) dx = 0 for all non-negative
integers n. Prove that f (x) = 0 for all x ∈ [0, 1].
Solution: We will use the Weierstrass Approximation Theorem, which states that any continuous
function on a closed interval can be uniformly approximated by polynomials.
Let’s assume, for the sake of contradiction, that f is not identically zero on [0, 1]. Then there exists
a point c ∈ [0, 1] such that f (c) ̸= 0. Without loss of generality, assume f (c) > 0 (the case where
f (c) < 0 is similar).
By the continuity of f at c, there exists δ > 0 such that for all x ∈ [0, 1] with |x − c| < δ, we have
f (x) > f (c)
2 > 0.
Let’s define a function g(x) = f (x) for all x ∈ [0, 1]. By the Weierstrass Approximation Theorem, for
any ε > 0, there exists a polynomial p(x) such that |g(x) − p(x)| < ε for all x ∈ [0, 1].
Let’s choose ε = f (c) 2
4 . Then there exists a polynomial p(x) = a0 + a1 x + a2 x + · · · + am x
m
such that
f (c)
|f (x) − p(x)| < 4 for all x ∈ [0, 1].
f (c) f (c) 3f (c)
In particular, for x = c, we have |f (c) − p(c)| < 4 , which implies p(c) > f (c) − 4 = 4 > 0.
R1
Now, let’s compute 0 p(x)f (x) dx:
Z 1 Z 1
p(x)f (x) dx = (a0 + a1 x + a2 x2 + · · · + am xm )f (x) dx
0 0
Z 1 Z 1 Z 1
= a0 f (x) dx + a1 xf (x) dx + · · · + am xm f (x) dx
0 0 0

R1 R1
By the given condition, 0
xn f (x) dx = 0 for all non-negative integers n. Therefore, 0
p(x)f (x) dx = 0.
f (c) 3f (c)
On the other hand, for all x ∈ [0, 1] with |x − c| < δ, we have f (x) > 2 > 0 and p(x) > 4 − f (c)
4 =
f (c) f (c)2
2 > 0 (by the triangle inequality). Therefore, p(x)f (x) > 4 > 0 for all x ∈ [0, 1] with |x − c| < δ.
This implies:
1 c+δ/2 c+δ/2
f (c)2 f (c)2
Z Z Z
p(x)f (x) dx ≥ p(x)f (x) dx > dx = ·δ >0
0 c−δ/2 c−δ/2 4 4

R1
This contradicts our earlier finding that 0
p(x)f (x) dx = 0.
Therefore, f must be identically zero on [0, 1].
Rx
10. Let f be a continuous function on [a, b] and let F (x) = a f (t) dt. Prove that if f is not
constant on any subinterval of [a, b], then F is strictly convex on [a, b] if and only if f is
strictly increasing on [a, b].
Solution: First, recall that a function g is strictly convex on an interval I if and only if for all x, y ∈ I
with x ̸= y and for all λ ∈ (0, 1), we have:

g(λx + (1 − λ)y) < λg(x) + (1 − λ)g(y)

Also, a differentiable function g is strictly convex on an interval I if and only if its derivative g ′ is
strictly increasing on I.
Rx
Now, we know that F (x) = a f (t) dt and F ′ (x) = f (x) for all x ∈ (a, b) (by the Fundamental Theorem
of Calculus).
(⇒) Suppose F is strictly convex on [a, b]. Then F ′ (x) = f (x) is strictly increasing on (a, b). Since f
is continuous on [a, b], f is strictly increasing on [a, b].
(⇐) Suppose f is strictly increasing on [a, b]. Then F ′ (x) = f (x) is strictly increasing on (a, b).
Therefore, F is strictly convex on (a, b).

5
To show that F is strictly convex on [a, b], we need to verify the strict convexity condition at the
endpoints as well.
Let x ∈ (a, b) and λ ∈ (0, 1). We need to show that:

F (λa + (1 − λ)x) < λF (a) + (1 − λ)F (x)

and
F (λx + (1 − λ)b) < λF (x) + (1 − λ)F (b)
Ra
For the first inequality, we have F (a) = a f (t) dt = 0. So we need to show:

F (λa + (1 − λ)x) < (1 − λ)F (x)

Let y = λa + (1 − λ)x. Then y ∈ (a, x) and:

Z y
F (y) = f (t) dt
a

Since f is strictly increasing on [a, b] and not constant on any subinterval, we have f (t) < f (x) for all
t ∈ [a, x). Therefore:
Z y
F (y) = f (t) dt
Zay
< f (x) dt
a
= f (x) · (y − a)
= f (x) · (1 − λ) · (x − a)

On the other hand:

Z x
(1 − λ)F (x) = (1 − λ) f (t) dt
a
= (1 − λ) · average of f on [a, x] · (x − a)

Since f is strictly increasing and not constant on [a, x], the average of f on [a, x] is strictly less than
f (x). Therefore:
F (y) < (1 − λ)F (x)

A similar argument shows that F (λx + (1 − λ)b) < λF (x) + (1 − λ)F (b).
Therefore, F is strictly convex on [a, b] if and only if f is strictly increasing on [a, b].