Show that there is a dense set of functions f∈L2([0,1]) such that x↦x−1/2f(x)∈L1([0,1]) and ∫01x−1/2f(x)dx=0.
Solution.
Since continuous functions are dense in L2([0,1]), it suffices to show that we can approximate continuous functions well.
Let g∈C([0,1]) and M=sup∣g∣. For ε>0, consider f(x)=Axε−(1/2) on [0,δ], where A and δ>0 will be chosen later, and f(x)=g(x) everywhere else. Then
∫01∣∣f(x)x−1/2∣∣dx≤M+∣A∣∫0δx−1/2xε−(1/2)dx=M+ε∣A∣δε<∞
as long as ε>0, so x−1/2f(x)∈L1([0,1]). Similarly,
∫01∣f(x)∣2dx≤M2+A2∫0δx2ε−1dx=M2+2εA2δ2ε<∞
also. First, we need to ensure that ∫01x−1/2f(x)dx=0. We calculate
∫01x−1/2f(x)dx=A∫0δx−1/2xε−(1/2)dx+∫δ1x−1/2g(x)dx=:A∫0δxε−1dx+I=εAδε+I.
I exists since x−1/2 is integrable and g is bounded, and so we may pick
A=−δεεI.
Next, we want to pick δ so that f approximates g well in L2([0,1]):
∥f−g∥L2=∥∥(f−g)χ[0,δ]∥∥L2≤∥∥fχ[0,δ]∥∥L2+∥∥gχ[0,δ]∥∥L2≤(∫0δA2x2ε−1dx)1/2+Mδ1/2=(2εA2δ2ε)1/2+Mδ1/2=(2εI2)1/2+Mδ1/2=2∣I∣ε1/2+Mδ1/2.
We may simply take δ=ε to get
∥f−g∥L2≤(2∣I∣+M)ε1/2ε→00,
which completes the proof.