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I am trying to find a Cauchy sequence that does not converge in this space. My attempt is $f_n = \sqrt{x^2+\frac{1}{n}}$, but I do not know how to prove it. Also, what would be the completion of this space? I have the feeling that it should be the space of absolute continuous functions since we need something that is differentiable, but I still do not know how to prove this.

koch
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  • Hint: Try a "ladder" collapsing onto the $y$-axis. – Jacky Chong Sep 22 '16 at 04:59
  • @JackyChong The example $f_n(x)=\sqrt{x^2+1/n}$ works fine as well. It converges to $|x|$ which is not $C^1$, provided $a < 0 < b$. – Jeff Sep 22 '16 at 05:01
  • Sure. But the computation is too tedious. – Jacky Chong Sep 22 '16 at 05:03
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    Show that your sequence converges to $f(x)=|x|$ in your norm by writing $|f_n-f|$ and showing the limit is zero as $n\to \infty$. Remember convergent sequences are Cauchy (even if the limit is not in $C^1$, but in its closure). – Jeff Sep 22 '16 at 05:04
  • @JackyChong Your ladder example does not work, provided I am interpreting it correctly ($f_n(x)=nx+1$ for $-1/n < x < 0$, $f_n(x)=1$ for $x>0$, and zero otherwise?). – Jeff Sep 22 '16 at 05:11
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    I posted a sequence in my answer to this question: http://math.stackexchange.com/questions/1932023/is-c1a-b-with-the-norm-left-f-right-1-int-ab-left-ft-r/1935026?noredirect=1#comment3975378_1935026 – Disintegrating By Parts Sep 22 '16 at 10:53
  • how to find its completion? @TrialAndError – koch Sep 22 '16 at 15:34
  • The completion consists of all functions of the form $C+\int_{a}^{x}g(t)dt$ where $g\in L^1[a,b]$ and $C$ is a constant. These are the absolutely continuous functions $f$ on $[a,b]$ with $f' \in L^1$. – Disintegrating By Parts Sep 22 '16 at 15:50
  • I noticed this question was marked to be closed as being an exact duplicate of another question. But here the OP is asking about what the completion is. No so for the other question. – Disintegrating By Parts Sep 22 '16 at 20:49

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I'll assume you know $L^1[a,b]$ and $C[a,b]$ are complete spaces.

Let $\mathcal{AC}[a,b]$ denote the set of absolutely continuous functions on $[a,b]$, equipped with the norm $$ \|f\| = \int_{a}^{b}|f(t)|+|f'(t)|dt. $$ First I'll show you that $\mathcal{AC}[a,b]$ is complete. To this end, note that $$ (x-a)f(x) = (t-a)f(t)|_{t=a}^{x}=\int_{a}^{x}f(t)+(t-a)f'(t)dt \\ (x-b)f(x) = (t-b)f(t)|_{t=b}^{x}=\int_{b}^{x}f(t)+(t-b)f'(t)dt. $$ Subtracting the two gives $$ (b-a)|f(x)| \le \int_{a}^{b}|f(t)|+(b-a)|f'(t)|dt \le(1+(b-a))\|f\|\\ \|f\|_{C[a,b]} \le \frac{1+(b-a)}{b-a}\|f\|. $$ Therefore, if $\{ f_n \}\subset\mathcal{AC}[a,b]$ is a Cauchy sequence, then $\{ f_n \}$ is a Cauchy sequence in $C[a,b]$, and $\{ f_n'\}$ is a Cauchy sequence in $L^1[a,b]$. Hence, $f_n$ converges uniformly to some $f\in C[a,b]$ and $\{f_n'\}$ converges to some $g\in L^1$. Then, $$ f_n(x)=f_n(a)+\int_{a}^{x}f_n'(t)dt \implies f(x)=f(a)+\int_{a}^{x}g(t)dt, $$ which implies that $f$ is absolutely continuous with $f'=g$ a.e.. So, \begin{align} \|f_n-f\| & \le \|f_n-f\|_{L^1}+\|f_n'-g\|_{L^1} \\ & \le (b-a)\|f_n-f\|_{C[a,b]}+\|f_n'-g\|_{L^1}\rightarrow 0 \end{align} So $\mathcal{AC}[a,b]$ is complete.

To show that $\mathcal{AC}[a,b]$ is the completion of your space, you need some sort of density argument for $L^1[a,b]$. For example, suppose $f\in\mathcal{AC}[a,b]$, and suppose you know there is a sequence of polynomials $\{ p_n \}$ such that $\|f'-p_n\|_{L^1[a,b]}\rightarrow 0$ as $n\rightarrow\infty$. Then, define $$ g_n(x)=f(a)+\int_{a}^{x}p_n(t)dt. $$ Next we show that $\{ g_n \}\subset\mathcal{AC}[a,b]$ converges to the given $f\in \mathcal{AC}[a,b]$ in the norm of $\mathcal{AC}[a,b]$, which proves your space is dense in $\mathcal{AC}[a,b]$, and, thus, is the completion of your space $X$. To do this, note that $$ |f(x)-g_n(x)| = \left|\int_{a}^{x}(f'-p_n)dt\right| \le \|f'-p_n\|_{L^1} \\ \|f-g_n\|_{L^1} \le (b-a)\|f'-p_n\|_{L^1}. $$ Therefore, \begin{align} \|f-g_n\| & \le \|f-g_n\|_{L^1}+\|f'-g_n'\|_{L^1} \\ & \le \{(b-a)+1\}\|f'-p_n\|_{L^1}\rightarrow 0. \end{align} Therefore, $\mathcal{AC}[a,b]$ is complete; your space $X$ has the $\mathcal{AC}[a,b]$ norm; and $X$ is dense in $\mathcal{A}[a,b]$. So $\mathcal{AC}[a,b]$ is the completion of your space $X$.

Disintegrating By Parts
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