Problem: Show that $(C([a,b]),\|{\cdot}\|_2)$ is not a complete normed vector space.
I have tried to proceed along the lines given in the accepted answer, and subsequent comment, to this question: Example of a non complete normed vector space. Although, I am running into difficulties and wondering if the example really generalises so well when we have a general $[a,b]$. Is the Cauchy sequence I have chosen below a valid one, or have I overlooked a much simpler example to use in this case?
Attempt: In order to show that $(C([a,b]),\|{\cdot}\|_2)$ is not a complete normed vector space we need to show that there is some Cauchy sequence that does not converge to it's limit in $C([a,b])$. In particular, it will suffice to show that our chosen Cauchy sequence converges under $\|\cdot\|_2$ to a discontinuous function.
Consider the following sequence of functions, $(f_n)_{n=1}^\infty\subset C([a,b])$, given by,
$$f_n(x)=\begin{cases} 0,\,\text{when}\,\,x\in[a,\frac{b-a}2-\frac{2^{-n}}{b-a}] \\[2ex] 1,\,\text{when}\,\,x\in[\frac{b-a}2+\frac{2^{-n}}{b-a},b] \\[2ex] \frac{(2x-b+a)(b-a)-2^{-n+1}}{2^{-n+2}},\,\text{when}\,\,x\in[\frac{b-a}2-\frac{2^{-n}}{b-a},\frac{b-a}2+\frac{2^{-n}}{b-a}] \end{cases} $$
The definition of $f_n(x)$ when $x\in[\frac{b-a}2-\frac{2^{-n}}{b-a},\frac{b-a}2+\frac{2^{-n}}{b-a}]$ is the linear interpolant over that particular subinterval of $[a,b]$.
I claim that this is a Cauchy sequence. We consider:
$$\|f_n-f_m\|_2^2=\int_a^b|f_n(x)-f_m(x)|^2dx$$
$$=\int_a^{\frac{b-a}2-\frac{2^{-n}}{b-a}}|f_n(x)-f_m(x)|^2dx+\int_{\frac{b-a}2-\frac{2^{-n}}{b-a}}^{\frac{b-a}2+\frac{2^{-n}}{b-a}}|f_n(x)-f_m(x)|^2dx+\int_{\frac{b-a}2+\frac{2^{-n}}{b-a}}^b|f_n(x)-f_m(x)|^2dx$$
$$=0+\int_{\frac{b-a}2-\frac{2^{-n}}{b-a}}^{\frac{b-a}2+\frac{2^{-n}}{b-a}}|f_n(x)-f_m(x)|^2dx+0$$
The $0$'s for the first and last integrals because we have $f_n(x)-f_m(x)=0-0$ and $f_n(x)-f_m(x)=1-1$ on each respectively. As to the middle integral, here is what I've gotten so far:
$$\int_{\frac{b-a}2-\frac{2^{-n}}{b-a}}^{\frac{b-a}2+\frac{2^{-n}}{b-a}}|f_n(x)-f_m(x)|^2dx=\int_{\frac{b-a}2-\frac{2^{-n}}{b-a}}^{\frac{b-a}2+\frac{2^{-n}}{b-a}}|(2x-b-a)(b-a)(2^{n-2}-2^{m-2})|^2dx$$
Based in the example I am following, supposing that $m\ge n$, I think that I should be able to argue that the whole thing is bound above by $\frac{2^{-n}}{b-a}$ which would mean that $\|f_n-f_m\|_2^2\le\frac{2^{-n}}{b-a}\to0$ as $n\to\infty$.
I don't quite see how I'm meant to bound it above by $\frac{2^{-n}}{b-a}$, as I keep tripping up over applying that $m\ge n$, leading me to question whether the approach I have employed here is a fruitful one after all.