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Let $\Omega$ be an open subset of $\mathbb R^d$ and $f \in L^1_{\text{loc}} (\Omega)$. I'm trying to do below exercise, i.e.,

Prove that $f^+ := \max\{f, 0\} \in L^1 (\Omega)$ IFF $$ B := \sup \left \{\int f \varphi : \varphi \in \mathcal C^\infty_c(\Omega) \text{ s.t. } \|\varphi\|_\infty \le 1 \text{ and } \varphi \ge 0 \right\} < \infty. $$ If $f^+ \in L^1 (\Omega)$ then $B = \|f^+\|_1$.

  1. Could you have a check on my below attempt?

  2. Is there a shorter alternative approach?


Let $$ A := \sup \left \{\int f^+ \varphi : \varphi \in \mathcal C^\infty_c(\Omega) \text{ s.t. } \|\varphi\|_\infty \le 1 \right\}. $$

Let's show that $A=B$. Let $f^- := \max\{-f, 0\}$. Then $$ \begin{align} B &= \sup \left \{\int f^+ \varphi - \int f^- \varphi : \varphi \in \mathcal C^\infty_c(\Omega) \text{ s.t. } \|\varphi\|_\infty \le 1 \text{ and } \varphi \ge 0 \right\} \\ &\le \sup \left \{\int f^+ \varphi : \varphi \in \mathcal C^\infty_c(\Omega) \text{ s.t. } \|\varphi\|_\infty \le 1 \text{ and } \varphi \ge 0 \right\} \\ &\le \sup \left \{\int f^+ \varphi : \varphi \in \mathcal C^\infty_c(\Omega) \text{ s.t. } \|\varphi\|_\infty \le 1 \right\} \\ &=A. \end{align} $$

Let's prove the reverse, i.e., $A \le B$. We need the following approximation result, i.e.,

Lemma 1 Let $\Omega$ be an open subset of $\mathbb R^d$. Let $u \in L^\infty (\Omega)$.

  1. There is $(u_n) \subset \mathcal C_c^{\infty} (\Omega)$ such that
  • $\sup_n \|u_n\|_\infty \le \|u\|_\infty$,
  • $u_n \xrightarrow{n\to\infty} u$ a.e. on $\Omega$, and
  • $u_n \xrightarrow{n\to\infty} u$ in $L^\infty (\Omega)$ w.r.t. the weak$^*$ topology $\sigma(L^\infty, L^1)$.
  1. If $u \ge 0$ a.e. on $\Omega$, we can further take $u_n \ge 0$ a.e. on $\Omega$.
  2. Deduce that $\mathcal C_c^{\infty} (\Omega)$ is dense in $L^\infty (\Omega)$ w.r.t. $\sigma(L^\infty, L^1)$.

Fix $\varphi \in \mathcal C^\infty_c(\Omega)$ such that $\|\varphi\|_\infty \le 1$. Let $P := \{x \in \Omega : \varphi (x) >0\}$. Then $P$ is open in $\Omega$. Fix $\varepsilon >0$. By Lemma 1, there is $\psi \in \mathcal C_c^{\infty} (P)$ such that $\psi \ge 0, \|\psi\|_\infty \le 1$ and $|\int_P f^+ \varphi - \int_P f \psi| < \varepsilon$. We define $\overline \psi:\Omega \to \mathbb R$ by $\overline \psi (x) := \psi (x)$ if $x \in P$ and $0$ otherwise. Then $\overline \psi \in \mathcal C_c^{\infty} (\Omega)$ such that $\overline \psi \ge 0, \|\overline \psi\|_\infty \le 1$ and $$ \int f^+ \varphi \le \int_P f^+ \varphi \le \varepsilon +\int_P f^+ \psi = \varepsilon +\int f^+ \overline \psi. $$

Let $\varepsilon \downarrow 0$, we get $$ A = \sup \left \{\int f^+ \varphi : \varphi \in \mathcal C^\infty_c(\Omega) \text{ s.t. } \|\varphi\|_\infty \le 1 \text{ and } \varphi \ge 0 \right\}. $$

Fix $\varphi \in \mathcal C^\infty_c(\Omega)$ such that $\|\varphi\|_\infty \le 1$ and $\varphi \ge 0$. Let $P := \{x \in \Omega : f (x) >0\}$. Then $\int f^+ \varphi = \int_P f \varphi$. Fix $\varepsilon >0$. Because Lebesgue measure is outer regular, there is an open subset $Q$ of $\Omega$ such that $P \subset Q$ and $$ \bigg | \int_P f \varphi - \int_Q f \varphi \bigg |< \varepsilon. $$

By Lemma 1, there is $\psi \in \mathcal C_c^{\infty} (Q)$ such that $\psi \ge 0, \|\psi\|_\infty \le 1$ and $|\int_Q f \varphi - \int_Q f \psi| < \varepsilon$. We define $\overline \psi:\Omega \to \mathbb R$ by $\overline \psi (x) := \psi (x)$ if $x \in Q$ and $0$ otherwise. Then $\overline \psi \in \mathcal C_c^{\infty} (\Omega)$ such that $\overline \psi \ge 0, \|\overline \psi\|_\infty \le 1$ and $$ \int f^+ \varphi \le \varepsilon +\int_Q f \varphi \le 2 \varepsilon + \int_Q f \psi = 2\varepsilon +\int f \overline \psi. $$

Let $\varepsilon \downarrow 0$, we get $$ \begin{align} A &\le \sup \left \{\int f \varphi : \varphi \in \mathcal C^\infty_c(\Omega) \text{ s.t. } \|\varphi\|_\infty \le 1 \text{ and } \varphi \ge 0 \right\} \\ &= B. \end{align} $$

The claim then follows from below result, i.e.,

Lemma 2 $f \in L^1 (\Omega)$ IFF $$ A := \sup \left \{\int f \varphi : \varphi \in \mathcal C^\infty_c(\Omega) \text{ s.t. } \|\varphi\|_\infty \le 1 \right\} < \infty. $$ If $f \in L^1 (\Omega)$ then $A = \|f\|_1$.

Analyst
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  • https://math.stackexchange.com/q/4676501/815585

    Not quite sure what is the difference

    – FShrike Apr 11 '23 at 10:37
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    @FShrike the former thread is about when $f \in L^1 (\Omega)$ whereas the latter about when $f^+ \in L^1 (\Omega)$. – Analyst Apr 11 '23 at 10:51
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    @Analyst: I have posted a related result from where you can prove the statement in your OP and of the posting referred by FShrike. It is not based in weak topology and just on density arguments. – Mittens Apr 18 '23 at 16:12

1 Answers1

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There is another interesting result along these lines:

Suppose $X$ is a locally compact Hausdorff space (l.c.H), and $\mu$ a Radon measure defined on the Borel sets $\mathscr{B}(X)$ in $X$. Denote by $C_{00}(X)$ the space of all real valued continuous functions on $X$ that have compact support, and by $C_{00}(X;\mathbb{C})$ the space of all complex-valued continuous functions of compact support.

Theorem: Let $f\in L^{loc}_1(\mu)$ and $g\in C^+_{00}(X)$. If $f$ is real valued, then \begin{align} \int f^+g\,d\mu&=\sup\left\{\int fh\,d\mu: h\in C_{00}(X),\, 0\leq h\leq g\right\} \tag{1}\label{one}\\ \int |f|g\,d\mu&=\sup\left\{\int fh\,d\mu: h\in C_{00}(X),\, |h|\leq g\right\} \tag{2}\label{two} \end{align} If $f$ is complex, then \begin{align} \int |f|g\,d\mu&=\sup\left\{\Big|\int fh\,d\mu\big|: h\in C_{00}(X;\mathbb{C}),\, |h|\leq g\right\}\tag{3}\label{three} \end{align} The space $C_{00}(X)$ can be replace by other space of bounded functions that is dense in $L_1(\mu)$; for example, if $X=[0,1]$, one my consider step functions.

Proof: Without loss of generality, we may assume that $f\in L_1(X)$. For $\varepsilon>0$, there is $f_1\in C_{00}(X)$ such that $$\int|f-f_1|g\,d\mu<\frac{\varepsilon}{3}$$ Notice that if $f$ is real, then $f_1$ can be chosen to be real, which we will do if that case. Let $K=\operatorname{supp}(f_1)$ and let $U$ be an open set with compact closure such that $K\subset U$. Let $h\in C_{00}(X)$ such that $0\leq h\leq 1$, $h=1$ on $K$ and $h=0$ on $X\setminus U$. For $\delta>0$, define the function $$\phi_\delta=\frac{\overline{f_1}}{|f_1|+\delta h}$$ on the support of $h$ and $0$ otherwise; and if $f$ is real, $$\psi_\delta=\frac{f^+_1}{f^+_1 +\delta h}$$ on the support of $h$ and $0$ otherwise. Since $\phi_\delta=0=\psi_\delta$ on $U\setminus K$, $\phi_\delta$ and $\psi_\delta$ are continuous and of compact support; by definition, $|\phi_\delta|\leq1$ and $0\leq \psi_\delta\leq 1$. Notice that $\phi_\delta\xrightarrow{\delta\rightarrow0}\frac{\overline{f_1}}{|f_1|}$ and $\psi_\delta\xrightarrow{\delta\rightarrow0}\mathbb{1}_{\{f_1>0\}}=\frac{f^+_1}{f_1}$ pointwise on $X$.

If $f$ is real, then by dominated convergence, there is $\delta>0$ small enough so that $$ \int|f^+_1g-f_1\psi_\delta g|<\varepsilon/3 $$ Then \begin{align} \int f^+g-f\psi_\delta g&\leq \int (f^+-f^+_1)g+\int f^+_1g-f_1\psi_\delta g+ \int f_1\psi_\delta g-f\psi_\delta g\\ &\leq2\int|f-f_1|g+\int|f^+_1g-f_1\psi_\delta g|<\varepsilon \end{align} Hence $$\int f^+g\,d\mu<\int f\psi_\delta g\,d\mu+\varepsilon$$ This implies \eqref{one}.

Generally, for $f$ complex, dominated convergence yields $\delta>0$ small enough so that \begin{align} \int \big||f_1|g -f_1 \phi_\delta g\,d\mu\big|\,d\mu<\varepsilon/3 \end{align} Then \begin{align} \Big|\int(|f|g- f\phi_\delta g)\Big| &=\left|\int(|f|-|f_1|)g + \int|f_1|g- f_1\phi_\delta g +\int f_1\phi_\delta g-f\phi_\delta g\right|\\ &\leq\int|f-f_1|g +\int\big||f_1|g -f_1 \phi_\delta g\big|+\int|\phi_\delta||f-f_1|g\\ &\leq2\Big(\int|f-f_1|g\Big)+\frac{\varepsilon}{3}<\varepsilon \end{align} Hence $$\int|f|g\,d\mu\leq \big|\int f\phi_\delta g\,d\mu\big|+\varepsilon$$ This implies that \eqref{three} (if $f$ is real, \eqref{two} follows in a similar fashion).


Comment: The problem in the OP can be derived from Theorem 1 above by first approximating as follows. Choose $f_1\in C_{00}(X)$ such that $\|f-f\_1\|_1<\varepsilon/2$. Let $K=\operatorname{supp}(f_1)$, and $h\in C_{00}(X)$ with $0\leq h\leq 1$ such that $h=1$ on $K$ and $0$ outside a compact neighborhood $U$ of $K$, and let $f_2=f_1h$. Notice that $f_1=f_1=0$ and so \begin{align} \int|f-f_1h|<\varepsilon/2 \end{align} Apply Theorem 1 to $f_1h$.


Mittens
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