Finding Continuous Functions to Solve a Riemann-Stieltjes Problem

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In summary, the problem at hand involves finding all continuous functions f such that the integral of f dg and the integral of f2 dg over the interval [a,b] are both equal to 1, given that g(x) is strictly increasing and continuous on [a,b] and g(b)-g(a)=1. The key concepts to keep in mind are that the integral of a function over an interval represents the area under the curve and the net change over that interval. Using these concepts, it can be determined that f must be a strictly positive, increasing function over the interval [a,b]. Some potential functions that could satisfy the given conditions include linear and polynomial functions with positive coefficients.
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cinlef
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Am studying for an analysis final, and I've come across a problem that's left me totally stumped... I feel like I must be missing something. Could anyone give me a hand here?

Homework Statement


Assume g(x) is strictly increasing and continuous on [a,b]. Suppose g(b)-g(a)=1. Find all continuous functions, f such that, let
int f dg=1
int f2 dg=1
Where the integrals are taken from a to b (apologies for the lack of Latex skill)


The Attempt at a Solution


Honestly not sure where to start. Any tips?
 
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Dear fellow student,

I can understand how this problem may seem challenging at first glance. However, there are a few key concepts that can help guide your approach.

First, remember that the integral of a function f over an interval [a,b] can be interpreted as the area under the curve of f over that interval. This means that the integral of f dg represents the area between the graph of f and the x-axis over the interval [a,b].

Next, recall that the integral of a function g over an interval [a,b] can be interpreted as the net change of g over that interval. In other words, if g is a continuous and strictly increasing function, then the integral of g dg represents the change in the y-values of g over the interval [a,b].

Now, let's apply these concepts to the given problem. We know that g(b)-g(a)=1, which means that the net change of g from a to b is 1. This also means that the area between the graph of g and the x-axis over the interval [a,b] is also 1.

From the given information, we can also see that the integral of f dg is equal to 1. This means that the area between the graph of f and the x-axis over the interval [a,b] is also 1. In other words, the net change of f from a to b is also 1.

Now, think about what this means for the graph of f. Since the net change of f from a to b is 1, this means that f must be increasing over the interval [a,b]. Additionally, since the area between the graph of f and the x-axis is also 1, this means that f must be above the x-axis over the entire interval [a,b]. This also implies that f must be strictly positive over the interval [a,b].

Using these observations, you can start to think about what types of functions f could be. For example, f could be a linear function with a positive slope, or it could be a polynomial function with positive coefficients. Can you think of any other types of functions that would satisfy the given conditions?

I hope this helps to guide your thinking. Remember to use the concepts of net change and area under the curve to guide your approach. Good luck with your final!

(Fellow Scientist)
 

1. What is the Riemann-Stieltjes problem?

The Riemann-Stieltjes problem is a mathematical problem that involves finding the integral of a function with respect to a different function. It was first posed by Bernhard Riemann and later solved by Thomas Stieltjes in the 19th century.

2. What is the difference between the Riemann-Stieltjes integral and the Riemann integral?

The Riemann-Stieltjes integral is a more general form of the Riemann integral. While the Riemann integral only considers the integral with respect to the independent variable, the Riemann-Stieltjes integral allows for integration with respect to a different function, known as the integrator.

3. What are the applications of the Riemann-Stieltjes problem?

The Riemann-Stieltjes problem has various applications in mathematics, physics, and engineering. It is used to calculate the area under a curve, find the center of mass in physics, and solve problems involving integration by parts.

4. What is the relationship between the Riemann-Stieltjes integral and the Lebesgue integral?

The Riemann-Stieltjes integral is a special case of the Lebesgue integral when the integrator is a step function. However, the Lebesgue integral is more general and can handle a wider range of functions and integrators.

5. Can the Riemann-Stieltjes integral be extended to multiple dimensions?

Yes, the Riemann-Stieltjes integral can be extended to multiple dimensions. This is known as the Riemann-Stieltjes multiple integral and is used in multidimensional calculus to solve problems involving multiple variables and functions.

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