Prove Bounded and Continuous Function

In summary, we can prove the continuity and boundedness of a given function in R+ by defining an operator and using the fixed point theorem of Banach. This operator is bounded and continuous, and the resulting function is the unique fixed point of the operator, satisfying the given function's properties.
  • #1
ccrraappy
3
0

Homework Statement



Prove that the following function is continuous and bounded in R+

Homework Equations



[tex] f(x) = 1 + \int_0^x e^{-t^2} f(xt) dt \qquad \forall x \geq 0 [/tex]

The Attempt at a Solution



I thought of using Taylor Formula, but the integral is t instead of x, so now i have no idea what to do. Help please?
 
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  • #2
Hmm, at first it doesn't even is clear why such a function f exists...

So at first, I would define the following function

[tex] H(g):\mathbb{R}^+\rightarrow \mathbb{R}:x\rightarrow 1+\int_{0}^x e^{-t^2}g(tx)dt[/tex]

Then H would be an operator

[tex] H: \mathcal{C}(\mathbb{R}^+,\mathbb{R})\rightarrow \mathcal{C}(\mathbb{R}^+,\mathbb{R})[/tex]

The function f would then be the fixed point of H. In fact we can (probably) prove that the sequence 1, H(1), H(H(1)), H(H(H(1))), H(H(H(H(1)))), ... converges uniformly to this fixed point f. The only thing we need to do now is show that at every step, the function is bounded and continuous. I'll leave that up to you, say something if you need more help...
 
  • #3
I think you certainly got the part about using fixed point right, because we just learned 3 fixed point theorems tarski, banach and brouwer. Someone told me to try contraction on the function but, sorry, i am all lost. Can you tell me more about it? Like giving some steps but leaving out some intermediate proofs.
 
  • #4
Ok, I'll give a sketch of the proof

First, convince yourself that

[tex] \int_0^\infty e^{-t^2}dt=\frac{\sqrt{\pi}}{2} [/tex]

You will need this several times.

So we have the following operator

[tex] H:\mathcal{B}(\mathbb{R}^+,\mathbb{R})\rightarrow \mathcal{B}(\mathbb{R}^+,\mathbb{R}): g \rightarrow H(g) [/tex]

With

[tex] H(g):\mathbb{R}^+\rightarrow \mathbb{R}: x\rightarrow 1+\int_0^x e^{-t^2}g(tx)dt [/tex]

Where [tex] \mathcal{B}(\mathbb{R}^+,\mathbb{R})[/tex] is the set of all BOUNDED continuous functions of R+ to R. (You need to check that H is well defined, i.e. that H(g) is bounded and continuous if g is in [tex] \mathcal{B}(\mathbb{R}^+,\mathbb{R})[/tex]). We need the functions to be bounded, in order to put following metric on [tex] \mathcal{B}(\mathbb{R}^+,\mathbb{R})[/tex]:

[tex] d_\infty(f,g)=\sup_{x\in \mathbb{R}^+}{d(f(x),g(x))} [/tex]

So this makes [tex] \mathcal{B}(\mathbb{R}^+,\mathbb{R})[/tex] a metric space. In order to apply the fixed point theorem of Banach, we need to know that this space is complete (this is easy to check, although the answer will probably be in your course). We also need to show that H is a contraction, i.e. there exists a k<1

[tex] d_\infty(H(f),H(g))\leq k d_\infty(f,g) [/tex]

So, applying the Banach fixed point theorem, yields the existence of a function f in B(R+,R)

[tex] 1, H(1), H(H(1)), H(H(H(1))),... \rightarrow f [/tex]

This function f is the unique fixed point of the operator H, and thus it satisfies

[tex] f(x)=1+\int_0^x e^{-t^2}f(tx)dt [/tex]

So, this function is indeed the one you wanted. Since f is in [tex] \mathcal{B}(\mathbb{R}^+,\mathbb{R})[/tex], we have that f is continuous and bounded.
 
Last edited:
  • #5
Thanks, I will take some time to digest this.

micromass said:
Ok, I'll give a sketch of the proof

First, convince yourself that

[tex] \int_0^\infty e^{-t^2}dt=\frac{\sqrt{\pi}}{2} [/tex]

You will need this several times.

So we have the following operator

[tex] H:\mathcal{B}(\mathbb{R}^+,\mathbb{R})\rightarrow \mathcal{B}(\mathbb{R}^+,\mathbb{R}): g \rightarrow H(g) [/tex]

With

[tex] H(g):\mathbb{R}^+\rightarrow \mathbb{R}: x\rightarrow 1+\int_0^x e^{-t^2}g(tx)dt [/tex]

Where [tex] \mathcal{B}(\mathbb{R}^+,\mathbb{R})[/tex] is the set of all BOUNDED continuous functions of R+ to R. (You need to check that H is well defined, i.e. that H(g) is bounded and continuous if g is in [tex] \mathcal{B}(\mathbb{R}^+,\mathbb{R})[/tex]). We need the functions to be bounded, in order to put following metric on [tex] \mathcal{B}(\mathbb{R}^+,\mathbb{R})[/tex]:

[tex] d_\infty(f,g)=\sup_{x\in \mathbb{R}^+}{d(f(x),g(x))} [/tex]

So this makes [tex] \mathcal{B}(\mathbb{R}^+,\mathbb{R})[/tex] a metric space. In order to apply the fixed point theorem of Banach, we need to know that this space is complete (this is easy to check, although the answer will probably be in your course). We also need to show that H is a contraction, i.e. there exists a k<1

[tex] d_\infty(H(f),H(g))\leq k d_\infty(f,g) [/tex]

So, applying the Banach fixed point theorem, yields the existence of a function f in B(R+,R)

[tex] 1, H(1), H(H(1)), H(H(H(1))),... \rightarrow f [/tex]

This function f is the unique fixed point of the operator H, and thus it satisfies

[tex] f(x)=1+\int_0^x e^{-t^2}f(tx)dt [/tex]

So, this function is indeed the one you wanted. Since f is in [tex] \mathcal{B}(\mathbb{R}^+,\mathbb{R})[/tex], we have that f is continuous and bounded.
 

Related to Prove Bounded and Continuous Function

1. What does it mean for a function to be bounded?

A bounded function is one that has a finite range of values. This means that the function's output is limited to a specific range and cannot exceed certain values. In other words, the function does not have any values that go to infinity or negative infinity.

2. How do you prove that a function is bounded?

To prove that a function is bounded, you need to show that there exists a finite number M such that the absolute value of the function is always less than or equal to M. This can be done by using the definition of a bounded function and manipulating the function algebraically until you can find a specific value for M that satisfies the condition.

3. What is the difference between a bounded function and a continuous function?

While a bounded function has a finite range of values, a continuous function is one that has no breaks or jumps in its graph. This means that the function can be drawn without lifting the pen from the paper. A bounded function can be discontinuous, but a continuous function is always bounded.

4. How do you prove that a function is continuous?

To prove that a function is continuous, you need to show that the limit of the function at a specific point is equal to the value of the function at that point. This can be done by using the definition of continuity and applying the limit laws to manipulate the function algebraically until the condition is satisfied.

5. Can a function be both bounded and continuous?

Yes, a function can be both bounded and continuous. In fact, many common functions, such as polynomials and trigonometric functions, are both bounded and continuous. This means that the function has a finite range of values and has no breaks or jumps in its graph.

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