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Given a continuous function $$f:(0,1)\times(0,1)\to\Bbb R$$ so that $t\mapsto f(t,x)$ is integrable for all $x$, does it follow that $$x\mapsto\int_0^1 f(t,x)\,dt$$ is continuous in $x$? I would think not necessarily, in part because we are considering open intervals which blocks trivial proofs using uniform continuity. But I cannot think of a counter example.

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Let $f(t,x)=\frac{1}{|x|}|t|^\frac{1}{|x|}$ for $x\neq 0$ and zero otherwise. It is clearly continuous for $x\neq 0$. To show that it is continuous at a point $(t_0,0)$ with $|t_0|=1-r<1$, just note that if $t$ is close enough to $t_0$, then $|t|<1-r/2$ so that $$|f(t,x)-f(t_0,0)|\leq |f(t,x)|+|f(t_0,0)|<|f(1-r/2,x)|+|f(1-r/2,0)|\to 0 $$ as $x\to 0$.

When $x\neq 0$, the integral is $$\int_0^1f(t,x) dt=\frac{1}{|x|} \frac{1}{\frac{1}{|x|}+1}=\frac{1}{|x|} \frac{1}{\frac{1}{|x|}+1}=\frac{1}{1+|x|}$$ and when $x=0$ the integral is $0$, so it is not continuous at $x=0$.

EDIT: I consider the function as $f:(0,1)\times (-1,1)\to \mathbb{R}$.

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    Here you are considering a function $f:[0,1)\times(0,1)\to\mathbb R$. The example is very interesting. Do you think it is possible for a function $f:(0,1)\times (0,1)\to\mathbb R$?2017-01-09
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    Is it not the interval $(0,1)$ over which we have to prove that the integral is continuous in $x$?2017-01-09
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    @zoli that is the case I am most interested in, yes :)2017-01-09
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    @s.harp The function is symmetric in $x$ so it works in $(0,1)\times (-1,1)$.2017-01-09
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    @Ofir ah, from symmetry in the $x$ argument you can consider it to live in $(-1,1)$ which is for our considerations same as $(0,1)$. (I don't know why somebody downvoted you btw >:( $\,$ )2017-01-09
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    I took back my up vote then I upvoted again when I understood the solution.2017-01-09