A collection of problems in Analysis

Tolaso J Kos
Foreword

Dear reader,

the following booklet contains 110 Analysis exercises which are either of theoretical content or of calculus content.

The reader will find undoubtedly interesting and entertaining problems in different branches of Analysis. The
categories chosen for this booklet are Real and Complex Analysis , Multivariable Calculus , General Topology and of
course the beloved Integrals and Series branch.

Many of the problems are quite well known out there and the majority of them are quite challenging especially those
of the Integrals and Series branch. They may even require advanced techniques to be solved. So the interested reader
should be prepared.

The booklet will be constantly updated with more problems and hopefully the editor will add the solutions one day in
the future so that the collection is complete.

This booklet was typeset using the well known LaTEX system and as one can see it is in English language so that it
can be read by anyone. No-one guarantees you tough that there are no mistakes or errors in the text. If you find any
feel free to contact me at tolaso@tolaso.com.gr and I will try my very best to correct them in the very next version.

Tolaso J Kos

March 26 , 2017
A collection of problems in Analysis Editor: Tolaso J Kos

X∞
cos nx
(C) Prove that the series is both
log n
n=2
Real - Complex Analysis Riemann and Lebesgue integrable as well as a
Fourier series.
1. Let {an }n∈N be a real valued sequence such that
P
∞ 8. Let a ∈ Z. Define the function
the series a2n converges. Prove that the series f(x) = sin ax, x ∈ (0, π). Prove that f can be
n=1
P
∞
an expanded into a Fourier cosine series and that it
n also converges.
n=1 holds

2. What is the monotony of the function

 ∞

 4a X cos(2n + 1)x
∞ k 
 , a even
Y
0 X i  π a2 − (2n + 1)2
f(j) = , j∈Z sin ax ∼ n= 0
∞
 X
" #
k!  4a 1 cos 2nx
i=−j k=0 

 π 2a2 + a 2 − 4n2
, a odd
n=1
3. Let f : [−π, π] → R be a Riemann integrable
function. Prove that 9. Let p, q be two points and γ be a curve passing
through these two points. Prove that
ˆ π ˆ π
lim f(x) cos nx dx = lim f(x) sin nx dx = 0 (a) γ 0 (t) · u 6 kγ 0 (t)k where u is an arbitrary unit
n→+∞ −π n→+∞ −π vector.
(b) that the segment of the curve γ between the
4. Prove , without
ˆ π using special functions, that the
points p and q has length at least equal to the
ln x q−p
integral dx converges. distance kq − pk by considering as u = kq−pk .
0 x+π
2
5. Let fn (x) : [0, 1] → R be a sequence of functions
converging uniformly to a function f. Prove that
10. Let {an }n∈N be a bounded sequence. Prove that the
X∞
ˆ 1 ˆ 1 an
sequence of functions defined as 2x
converges
lim fn (x) dx = f(x) dx n
n→+∞ 1/n n=1
0
absolutely and uniformly on (0, +∞) to a
∞
X differentiable function.
cos nx
6. Prove that the series is not a Fourier
log(n + 1)
n=1 (Question from a Real Analysis Exam
series of a 2π periodical function.
University of Ioannina , Greece)
7. Let x ∈ R. Consider the series
11. Let f : [−π, π] → R be defined as f(x) = |x|.
X∞
sin nx
S= (1) (a) Expand f in a Fourier series.
log n
n=2
(b) Prove that
(A) (a) Prove that S converges forall x ∈ R.
(b) Prove that (1) is not a Fourier series of a X∞ ∞
X
1 π2 1
Lebesgue integrable function. (i) = (ii) =
n=1
n2 6
n=1 (2n − 1)2
(B) Examine if the function defined at (1) is π2
continuous. Give a brief explanation to
8
support your argument. 1
(c) Apply Parseval’s identity to evaluate the series
X∞
∞
1
Do the same question for the quite similar series
sin nx
. X 1
n=2
n log n .
4
n
n=1
2
The conclusion of this exercise is to show that the line is the short-
est distance between two points.

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A collection of problems in Analysis Editor: Tolaso J Kos

12. Let f : Rn → R be a smooth function. Prove that

´1
(b) Evaluate 0
χC (x) dx.
there exist functions gi , i = 1, . . . , n such that
20. Let {an }n∈N be a real valued sequence such that
X∞
an
X
n the series converges. Prove that
f (x1 , x2 , . . . , xn )−f (0, 0, . . . , 0) = xi gi (x1 , x2 , . . . , xn ) n=1
n
i=1 a1 + a2 + · · · + an
lim =0
n→+∞ n
13. Let f : R → R be a differentiable function such that
f 0 (x) = 0 forall x ∈ Q. Does it necessarily follow 21. Prove that the function f : Rn \ {0} → R defined as
that f is constant throughout R? Explain your
answer. x
f ( x) = , a>0
kxka
14. Find all functions f : R → R that preserve
convergent series. (That is a function preserves is a vector field but its domain is not star-shaped.
convergent series in the sense mentioned above if
P P 22. Does the ordered field of the rational functions
f(an ) converges whenever an converges.) 3 satisfy the axiom of completeness? Explain your
answer.
15. Examine if there exists a function f : R → R such
that 23. Let f : [2, +∞) → R be a uniformly continuous
function. Prove that the integral
f(f(x)) = x2 + 1 forall x ∈ R ˆ ∞
f(x)
16. Examine whether the series
J= dx
2 x2 log2 x

∞ converges.
X h  √ n i
S= sin π 2 + 3
24. Let f : [a, b] → R be a Riemann integrable function.
n=1

converges.
´b
If f(x) = 0 forall rationals of the interval [a, b] then
prove that a f(x) dx = 0.
17. Examine whether the series 25. Prove that there exists no rational function such
that
∞ 
X 

n
S= e− 1+ 1
n 1 1
n=1 f(n) = 1 + + ··· +
2 n
converges.
forall n ∈ N.
18. Given a function a continuous function f : R → R
26. Let f : R → (0, +∞) be a function such that forall
such that forall x ∈ R \ {0, 1}
x ∈ R it holds that
ˆ x ˆ 1
f(t) dt > f(t) dt (1) f(x) log f(x) = ex (1)
0 x
´1 Evaluate the limit
prove that 0
f(t) dt = 0.
f(x)/x
19. Let C denote the Cantor set. We define the function

log x
` = lim 1+
χC : [0, 1] → R as follows: x→+∞ f(x)

1 , x∈C (Romania , 1986)
χC =
0 , elsewhere
27. Find the value of
(a) Prove that χC is Riemann integrable.
s r
3
The answer to this difficult question is that the only functions with q
√
this property are of the form f(x) = λx, x ∈ (−δ, δ). 6+ 6+ 6+ ···

4 Typesetting LaTEX
A collection of problems in Analysis Editor: Tolaso J Kos

ˆ
28. Consider the real valued sequence {yn }n∈N such π
(ii) x4 g(x) dx = 0.
that forall real valued sequences {xn }n∈N with −π
P
∞
lim xn = 0 the series xn yn converges. Prove
n=1
35. Let f : [0, 1] → R be defined as:
P
∞
that the series |yn | also converges. 
n=1 0 , x ∈ [0, 1] ∩ (R \ Q)
f(x) =
xn , x = qn ∈ [0, 1] ∩ Q
29. Let {an }n∈N be a decreasing sequence of positive
P
terms. Prove that the series an sin nx converges where xn is a sequence such that lim xn = 0 and
uniformly throughout R if and only if nan → 0. 0 6 xn 6 1 and qn be an enumeration of the
rationals of the interval [0, 1].´Prove that f is
30. Let {an }n∈N be a decreasing sequence of positive 1
P
∞ Riemann integrable and that 0
f(x) dx = 0.
terms. Prove that the series an cos nx
n=1 36. Let f be holomorphic on the open unit disk D and
converges uniformly on R if and only if the series
P
∞ suppose that
an converges.
n=1 ¨
|f(z)|2 d(x, y) < +∞
31. Given the sequence of functions
D

fn (x) = cosn x, 0 6 x 6 π P
∞
If the Taylor expansion of f is of the form an zn
n=0
Prove that X∞
|an |2
then prove that the series converges.
n+1
(a) lim fn (x) = 0 but fn (π) does not converge. n=0

(b) Prove that fn converges pointwise but not 37. Let fn be a sequence of real valued C1 functions on
uniformly on [0, π/2]. [0, 1] such that forall n ∈ N the following hold:

32. Let f : [0, +∞) → R be an integrable and uniformly 0 1

 |fn (x)| 6 √ (0 < x 6 1)
x
continuous function. Prove that lim f(x) = 0.
x→+∞ ´1
Does this result hold if we drop the assumption of  fn (x) dx = 0
0
the uniformly continuous ? Explain your answer.
Prove that fn has a convergent subsequence that
33. Define a function f : R → R such that for every converges uniformly on [0, 1].
q ∈ Q must hold f(q) ∈ Q but f 0 (q) ∈
/ Q.
38. Let χQ denote the characteristic function of the
34. Given the sequence of fn : R → R where n ∈ N rationals in [0, 1]. Does there exist a sequence of
defined as continuous functions fn : [0, 1] → R such that fn
converge to χQ pointwise?
∞
X n
fn (x) = 39. Let f : [0, 1] → R be a continuous function such that
n=1
n3 + x2
ˆ 1 ˆ 1
prove that f(t) dt = tf(t) dt = 1 (1)
0 0
P
∞ P
∞
0 converge ´1
(a) the serieses fn and fn
n=1 n=1 Prove that 0
f2 (t) dt > 4.
uniformly to functions f, g : R → R.
40. Let f : [0, 1] → R be a continuous function such that
(b) the functions f, g are continuous.
(c) f 0 = g. ˆ 1 ˆ 1
f(t) dt = tf(t) dt (1)
(d) it holds that 0 0
ˆ 1 X∞
1 1 4 Prove that there exists a c ∈ (0, 1) such that
(i) f(x) dx = 2 √ arctan √
−1 n n n
n=1 ˆ ˆ
´∞ c
c c
4
What can you say about the integral f(t) dt? Does it converge? f(t) dt = f(t) dt
−∞ 0 2 0

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A collection of problems in Analysis Editor: Tolaso J Kos

41. Let f : [0, 1] → R be a continuous function such that 49. Let n ∈ N and f be an entire function. Prove that
for any arbitrary positive numbers a, b it holds that
ˆ 1 ˆ 1
f(t) dt = tf(t) dt (1) ´ 2π
e−int f z + aeit dt


 a n
´0 2π
0 0
=
Prove that there exists a c ∈ (0, 1) such that e−int f (z + beit ) dt b
0

ˆ 0 50. Let a, b ∈ C such that |b| < 1. Prove that

cf(c) = 2 f(t) dt
c ˛
 z − a 2
 |dz| = |a − b| + 1
  2
1
42. Let f : R → R be a differentiable function such that

2π z − b 1 − |b|
|z|=1
0 2
f (x) = f (x)f(−x) (1) 51. Define

Find an explicit formula for f.

1 1 − 2z 1 − 10z
f(z) = · ···
43. ´
Let f : [0, 1] → R be a continous function such that z z−2 z − 10
1
f(t) dt = 1 and ‰
0
Evaluate the contour integral f(z) dz.
ˆ 1 |z|=100
(1 − f(x)) e−f(x) dx 6 0 (1)
0 52. Prove that there does not exist a sequence
Prove that f(x) = 1 forall x ∈ R. {pn (z)}n∈N of complex polynomials such that
pn (z) → z1 uniformly on CR = {z ∈ C | |z| = R}.
44. Let f : [a, b] → [0, +∞) be a continous and not
everywhere 0 function. Prove that 53. Let f be a meromorphic function on a (connected)
Riemann Surface X. Show that the zeros and the
´b poles of f are isolated points.
fn+1 (t) dt
lim
n→+∞
´b
a
= sup f(x)
fn (t) dt x∈[a,b]
a Multivariable Calculus
45. Prove that
54. Given the curve γ(t) = e−t (cos t, sin t) , t > 0
lim n sin(2πen!) = 2π
n→+∞ (a) Sketch its graph.

46. Examine if there exists a continuous function (b) Evaluate the length of the curve as well as the

´ that f(x) > 0 forall

f : [1, +∞) → R such
∞
following line integrals
x ∈ [1, +∞) and
´∞ 1
f(t) dt converges whereas
‰ ‰
1
f2 (t) dt diverges. 5
(i) 2
(x + y ) ds 2
(ii) (−y, x) · d(x, y)
f(z) γ γ
47. Prove that for an entire function f holding lim z
z→∞
then f is constant.
(Question from a Real Analysis Exam
48. Let f : C → C be an analytic and 1 − 1 function and University of Ioannina , Greece)
let D be the open unit disk. Prove that
¨ 55. (a) Let D ⊂ R2 be the unit disk and ∂D be its
 0 
f (z) dz = area(f (D)) positive oriented boundary. Evaluate the
following line integral
D
‰
6
x − y3 , x3 − y2 · d(x, y)


5
Do the same exercise with the extra assumption that f is uniformly ∂D
continuous.
6
This is known as Lusin Area Integral Formula.

6 Typesetting LaTEX
A collection of problems in Analysis Editor: Tolaso J Kos

(b) Can you deduce if the function

60. Let S denote the area bounded by the curves
f(x, y) = x − y3 , x3 − y2 is a vector field by x2 y = 1 and x2 y = 2 as well as the lines y = x and
basing your reasoning solely on question (a) ? y = 2x and let γ denote its negative oriented
boundary. Evaluate
(Question from a Real Analysis Exam ˛  
2
J= e−x − 6y dx + 4x − 7y7 dy


University of Ioannina , Greece)
γ
56. Prove that for every c > 0 the set
61. Let u : R2 → R be a continously differentiable
function and let Cr be the circle of origin (0, 0) and
radius r > 0. Prove that:
Bf,g = {(x, y, z) ∈ R3 : (x−f(z))2 +(y−g(z))2 6 c , z ∈ [a, b]}
˛
1 1
has the same volume for every function lim u ds = u(0, 0)
2π r→0 r
f, g : [a, b] → R. Cr

57. Consider the subset of R3 62. Let f (x) = x> Qx where x> = (x1 , . . . , xn ) ∈ Rn
and Q is the diagonal matrix

B = {(x, y, z) ∈ R3 : x2 + y2 6 z 6 a}, a > 0  

q1 0 ... 0
(a) Evaluate 0 q2 ... 0 
Q= . qi ∈ R, i = 1, . . . , n
 
.. .. ..
(i) the volume of B.  ..

. . . 
(ii) the triple integral 0 0 ... qn
˚
(a) Give the derivative as well as the Hessian
T= (x2 + y2 )z d(x, y, z)
matrix of f.
B
(b) Give conditions for the qi such that f has a) a
(iii) the area of the boundary of B.
local maximum b) a local minumum and c)
(iv) the surface integral neither of the previous ones.
˛ p
(c) Compute the Taylor polynomial of degree k of f
S= 1 + 4z2 dσ
around x = 0 forall k ∈ N.
∂B

(b) Express the volume of B through a suitable

continuously differentiable G : R3 → R3 and General Topology
through a suitable surface integral.
63. Find a countable and dense subset of R \ Q with
58. Prove that the work respect to the usual topology.
˛ 64. Let X = [0, +∞) ∪ {+∞}. We endow it with the
(x, y, z)
W=− · d(x, y, z) metric
(x2 + y2 + z2 )3/2
γ

produced along a C1 oriented curve γ of ρ(x, y) = | arctan x − arctan y|

R3 \ {(0, 0, 0)} depends only on the distances of
Prove that under this metric X is separable ,
starting and ending point of γ about the origin.
complete and compact.
59. Let Vn (R) be the volume of the ball of center 0 and
65. Does there exist an enumeration {qn ∈ Q : n ∈ N}
radius R > 0 in Rn . Prove that for n > 3 it holds
of Q such that
that
∞  
2π
[ 1 1
Vn (1) = Vn−2 (1) R 6= qn − , qn +
n n=1
n n

7 Typesetting LaTEX
A collection of problems in Analysis Editor: Tolaso J Kos

66. Prove that there does not exist an 1 − 1 and 74. Prove that
continuous mapping from R2 to R.
ˆ 1 ∞ √ √
Y 4π 3 sinh π 23
67. Let Ω be a metric space. Suppose that every (1 − xn ) dx = √ √3
π 23
bounded subset of Ω has at least one accumulation 0 n=1 23 cosh 2
point. Prove that Ω is a complete metric space.
75. Evaluate the integral
68. (a) Let (X, ρ) be a compact metric space and let
ˆ 1
√
f : X → X be an isometry. Prove that f is onto. arctan 2 + x2
J= √ dx
(b) Prove that the `2 space (that is the space of the 0 (1 + x2 ) 2 + x2
P
∞
2
sequences for which xn converges) is not 7
n=1
compact endowed by the metric
76. Let a ∈ R. Evaluate the integral
v
u ∞
uX ˆ ∞
ρ(xn , yn ) = t (xn − yn )2 cos ax
J= dx
n=1 −∞ ex + e−x
8

Integrals and Series

77. Evaluate the integral

69. Evaluate ˆ ∞
x2 − 4 sin 2x
J= dx
ˆ ∞
∞ X 0 x2 + 4 x
−dx
J= 78. Evaluate the double series
1 n=0
(n + x)3
∞
X ∞
70. Let a > −1. Evaluate (−1)k−1 X 1
S= n
k k2 + 1
ˆ π/2 k=1 n=0
J= 2


log 1 + a sin x dx
0 (Putnam 2016)

71. Let 0 6 a, b 6 π and k > 0. Evaluate the integral

79. Evaluate the integral
ˆ ∞
1

x2 + 2kx cos b + k 2

ˆ
J= ln dx 1 
1 1

0 x x2 + 2kx cos a + k2 J= + dx
1−x ln x
0
72. Evaluate the integral

ˆ
9

1 x
arctan 80. Let ψ(1) denote the trigamma function. Evaluate
J= x+1 dx
1 + 2x − 2x2 the sum
0 arctan
2
∞
X  2
(Russian Mathematical Olympiad) S= (−1)n−1 ψ(1) (n)
n=1
7
This integral is known with the name "Ahmed’s integral" .
73. For any positive integer n , let hni denote the 8
The evaluation of this integral allows to tell that
√
closest integer to n. Evaluate the sum  
3 ia
 
1 ia
  πa 
Re ψ(0) − − ψ(0) − = πsech
4 4 4 4 2
∞
X 2hni + 2−hni
S= where ψ(0) is the digamma function.
2n 9
One can also evaluate the general form
n=1
ˆ 1 m
1 1
(Putnam 2001) + dx m > 1
1−x ln x
0

8 Typesetting LaTEX
A collection of problems in Analysis Editor: Tolaso J Kos

(Cornel Ioan Valean) 88. Evaluate the following double series

∞ X
X ∞
81. Let Li2 denote the dilogarithm function and Γ m ln(m + n)
S= (−1)m+n
denote the Gamma function. Prove that (m + n)3
m=1 n=1

ˆ 1   (Enkel Hysnelaj)
−2πix

2πix

ζ(3)
Li2 e + Li2 e log Γ (x) dx =
2 89. Let Hn denote the n-th harmonic number. Prove
0
that
where ζ is the Riemann zeta function.
X∞ X
n
!
82. Let Li2 denote the dilogarithm function. Prove that Hn 1 7ζ(4)
ζ(2) − =
n k2 4
ˆ ∞ 2
n=1 k=1
−πx

π 3ζ(3))
Li2 e arctan x dx = − where ζ is the Riemann zeta function.
0 18 8

83. Prove that 90. Let Hn denote the n-th harmonic number. Prove
that

∞ X∞
X 
10n

π Hn  nπ  π2
arctan = ln 3 − cos =−
(3n2 + 2) (9n2 − 1) 4 n=1
n 3 36
n=1

91. Prove that

84. Let ζ denote the Riemann zeta function. Prove that

∞ ∞ Y
X j
X kζ(2k) π2 2k
= =π
4k−1 4 j+k−1
k=1 j=2 k=1

85. Let Li3 denote the trilogarithm function. Prove that 92. This series may be called as "The harmony of the
harmony" . Evaluate the series
∞
X 7π3 ζ(3)
Li3 e−2nπ =


− ∞
X X
n Xk
360 2 1 1 1 ln3 2
n=1 =
n=1
(n + 2)2n+2 k + 1 m=1 m 6
k=1
(Seraphim Tsipelis)
93. Let Z 3 k > 1. Prove that

86. Prove that

ˆ 1 X1
k+
!
k k+1
ˆ √ ln (1−x) ln x dx = (−1) k! k + 1 − ζ(k)
2− 3
arctan t π  √  2G 0 m=2
dt = log 2 − 3 +
0 t 12 3
where ζ denotes the Riemann zeta function.
where G denotes the Catalan constant.
(Ovidiu Furdui)
87. Prove that

∞ 94. Evaluate the series

X ζ(2n + 1)
=1−γ
(n + 1)(2n + 1) X∞
n=1 cos nπ
S= 3

where γ stands for the Euler - Mascheroni constant. 9 − 4n2

n=1

(Seraphim Tsipelis, Kotronis Anastasios)

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95. Let r ∈ Z. Prove that (Cornel Ioan Valean)

∞
X  
sinh r 103. Calculate
arctan = πr
cosh n
n=−∞ ∞ Y
X n
1 + k log k
10 S=
2 + (k + 1) log(k + 1)
n=1 k=1

(H. Ohtsuka)
(Cornel Ioan Valean)
96. Evaluate
104. Calculate
ˆ ∞
arctan x
dx ∞
X  
x2 + x + 1 sinh 1
−∞
S= arctan (sinh n) arctan
cosh n
97. Let Γ denote the Gamma function. Evaluate the n=1
integral
(Cornel Ioan Valean)
ˆ 1  
log Γ (x) + log Γ (1 − x) log Γ (x) dx 105. Let {·} denote the fractional part. Evaluate
0
ˆ
98. Evaluate the integrals π/2
{tan x}
J= dx
0 tan x
ˆ ∞ ˆ ∞
ln x ln x 106. Calculate
(i) dx (ii) dx
0 ex +1 0 ex −1
ˆ π/2
99. Let erf denote the error function. Prove that J= x ln tan x dx
0
ˆ ∞
√
−x 2 2 2 1 107. Let γ denote the Euler - Mascheroni constant.
e erf (x) dx = arctan √
0 π 2 Prove that

100. Evaluate ˆ ∞
cos x2 − cos x γ
dx =
ˆ ∞  0 x 2
x 1 dx
x −x
−
0 e −e 2 x2 108. Calculate

101. Prove that ˆ ∞

log x
dx
(2x + 1) (x2 + x + 1)
ˆ 1
0
log(1 + x) log2 x 7 19
dx = log 2ζ(3) − π4 109. Let {·} denote the fractional part. Evaluate
0 1−x 2 720
ˆ 1
 2 
(Cornel Ioan Valean) 1 1
dx
0 x 1−x
102. Let Hn denote the n-th harmonic number.
110. Let Ω denote the root of the equation xex = 1.
Evaluate the sum
Prove that
∞ X
X ∞
Hk+n
2 ˆ ∞
S= (−1)k+n dx 1
k+n 2
=
k=1 n=1 −∞ (ex − x) + π2 1+Ω
10
The more general identity
Y
∞  sin r  2
1+ = eπr−r
cosh n
n=−∞

for Re(r) = 0 seems to be true as pointed out by Tintarn at AoPS.com.

10 Typesetting LaTEX