Math 4210: Homework Problems

Gregor Kovačič

1. Derive the formula

1 (−1)n xn
= 1 − x + x2 − x3 + · · · + (−1)n−1 xn−1 + ,
1+x 1+x
for x 6= −1 and deduce that
x2 x3 x4 n−1 x
n
log(1 + x) = x − + − + · · · + (−1) + ···
2 3 4 n
on −1 < x ≤ 1. What is log 2?

HINT: First show that Z x

dt
log(1 + x) =
0 1+t
for x > −1. Use this to obtain
x
x2 x3 x4 xn (−1)n tn dt
Z
log(1 + x) = x − + − + · · · + (−1)n−1 + .
2 3 4 n 0 1+t
Estimate the remainder directly in a way similar to deriving Lagrange’s form of the remainder
in the general Taylor series derivation. It is straight forward on 0 ≤ x ≤ 1. For −1 < x ≤
t ≤ 0, use
1 1
≤ .
1+t 1 − |x|

2. Show that for any real α and 0 < |x| < 1,

∞
α
X α(α − 1)(α − 2) · · · (α − n + 1)
(1 + x) = 1 + xn ,
n=1
n!

by completing the following outline:

1
First, show that the n-th derivative of (1+x)α at x = 0 is equal to α(α−1)(α−2) · · · (α−n+1).
Use Cauchy’s form of the remainder to obtain

(1 − θ)n
Rn = α(α − 1)(α − 2) · · · (α − n)xn+1 (1 + θx)α−n−1
n!
with some 0 ≤ θ ≤ 1. Since |x| < 1, show that

(1 − θ)
0≤ ≤ 1,
(1 + θx)

and deduce that

α−1
 α    α    α  
|Rn | ≤ (1 + θx) |αx|  1 − x  1 − x · · ·  1 − x .
 
1 2 n
There exists a number q such that |x| < q < 1. Convince yourself that
 α  
 1− x < q

m
for all sufficiently large m, say m > N . Deduce that for n > N ,

|Rn | ≤ (1 + θx)α−1 |α|(1 + |α|)N q n−N .

Show that the factor (1 + θx)α−1 is bounded by 2α−1 when α ≥ 1 and by (1 − q)α−1 when
α < 1, and thus conclude the proof.

3. Let f (x) have a continuous derivative in the interval [a, b], and let f 00 (x) ≥ 0 for every
x ∈ [a, b]. Then if ξ is any point in the interval [a, b], show that the curve nowhere falls
below its tangent at the point x = ξ, y = f (ξ). Draw a picture.

HINT: Use a three-term Taylor expansion.

4. Use Taylor’s formula to show that if f 0 (x0 ) = 0, the sign of f 00 (x0 ) determines whether x0
is a maximum or a minimum. What happens if f 00 (x0 ) = 0?

5. Suppose a ∈ R, f is a twice-differentiable function on (a, ∞), and M0 , M1 , M2 are

the least upper bounds of |f (x)|, |f 0 (x)|, and |f 00 (x)|, respectively, on (a, ∞). Prove that
M12 ≤ 4M0 M2 .

HINT: If h > 0, use Taylor’s theorem to show that

f (x + 2h) − f (x)
f 0 (x) = − hf 00 (ξ)
2h

2
for some ξ ∈ (x, x + 2h). Hence, show that
M0
|f 0 (x)| ≤ hM2 + .
h

To show that M12 = 4M0 M2 can actually happen, take a = −1, define

2
2x − 1,
 −1 < x < 0,
f (x) = x2 − 1

 , 0 ≤ x < ∞,
x2 + 1
and show that M0 = 1, M1 = 4, M2 = 4.

6. Alternative derivation of Taylor’s formula: Let f (x) be (n + 1)-times continuously

differentiable on an interval containing the points a and b. Consider a as the independent
variable and keep b fixed. Differentiate the expression
(b − a)n (n)
f (b) = f (a) + (b − a)f 0 (a) + · · · + f (a) + Rn (a)
n!
on a sufficiently many times to show that
(b − a)n (n+1)
0= f (a) + Rn0 (a).
n!
Deduce that
b
(b − t)n (n+1)
Z
Rn (a) = f (t) dt.
a n!

7. Prove that the function ( 2

e−1/x , x 6= 0
f (x) =
0, x = 0,
is infinitely many times differentiable everywhere, yet it cannot be expanded in a Taylor
series about x = 0. Nevertheless, write down a suitable series expansion for f (x) valid for
all x 6= 0.

HINT: For the first part, compute that f (n) (0) = 0 = limx→0 f (n) (x) for every n.

8. Asymptotic Property of the Taylor Expansion: For simplicity, consider a function

f (x), which is (n + 1)-times continuously differentiable on the symmetric interval [−a, a].
Show that Taylor’s formula is an asymptotic formula in the following sense: If
x2 00 xn
f (x) = f (0) + xf 0 (0) + f (0) + · · · + f (n) (0) + Rn (x) ≡ fn (x) + Rn (x),
2 n!
3
then
f (x) − fn (x) Rn (x)
lim n
= lim = 0,
x→0 x x→0 xn
regardless of whether Rn (x) → 0 as n → ∞ or not. Also, interpret the result of problem 7
in view of this fact.

9. Consider the series ∞

X 1
S= .
n=1
n(n + 1)

Does this series converge? If yes, why, and what is its sum?

∞
X
10. (i) Let a1 ≥ a2 ≥ a3 ≥ · · · ≥ 0. Show that the series S = an converges if and only if
n=1
∞
X
the series Σ = 2m a2m does.
m=1

HINT: If Sn and Σm are the respective partial sums, show that for n < 2m , Sn ≤ Σm , and
that for n > 2m , 2Sn ≥ Σm .
∞
X 1
(ii) Use part (i) to conclude that converges for α > 1 and diverges for α ≤ 1.
n=1
nα

P
11. Investigate for convergence or divergence of the series an with the general term
√ √
(i) an = n + 1 − n,
√ √
n+1− n
(ii) an = .
n
HINT: Use 10 (ii) for (ii).

P
12. Let all an ≥ 0. Show that the convergence of the series an implies the convergence of
∞ √
X an
the series .
n=1
n

HINT: Use the Cauchy-Schwartz inequality for sums.

P
13.
P If the series an converges and the sequence {bn } is monotonic and bounded, show that
an bn converges.

4
HINT: Show that there is no loss of generality in assuming that {bn } is increasing. Let
bP= limn→∞ bn . (Show that b exists!) Use Abel’s test proven in class to show that the series
an (b − bn ) converges, and thus conclude the validity of the claim you had to prove.

∞ ∞
X π X π
14. Show that the series sin diverges, but the series sin 2 converges.
n=1
n n=1
n

HINT: First, from the graph of sin x, find the estimate 2x/π ≤ sin x ≤ x on 0 ≤ x ≤ π.

∞
X (−1)n
15. (i) For what values of α does the series converge?
n=1
nα

(ii) For what values of α does it converge absolutely?

HINT: Use the alternating series and problem 10 or the integral test.

16. Find the sums of the following rearrangements of the series

1 1 1 1 1
1 − + − + − + ···
2 3 4 5 6
for log 2:
1 1 1 1 1 1 1 1
(i) 1 − − + − − + − − + − − ··· ,
2 4 3 6 8 5 10 12
HINT: Insert pairs of parentheses according to some appropriate simple pattern, and evaluate
the sum in each pair of the parentheses explicitly.
1 1 1 1 1
(ii) 1 + + − − − + + + ··· .
3 5 2 4 6
HINT: Look carefully at blocks of length 6.

∞
X cos nx
17. Show that the series converges for all x which are not integer multiples of 2π.
n=1
n

HINT: Restrict your analysis to x ∈ [0, π]. (Why can you do it?) Multiply the sum
1
σn (x) = + cos x + cos 2x + · · · + cos nx (1)
2
by sin 21 x and use appropriate trigonometric identities to show that
sin n + 12 x


σn (x) = . (2)
2 sin 21 x

5
For x ∈ [0, π], show that sin(x/2) ≥ x/π. Deduce that |σn (x)| < π/2x for x 6= 0, then use
Abel’s test.

18. Show that if n is an arbitrary integer greater than 1,

∞
X am (n)
= log n,
m=1
m

where am (n) is defined as

(
1, if n is not a factor of m,
am (n) =
−(n − 1), if n is a factor of m.

HINT: If γ is the Euler-Mascheroni constant, then

M
! nM
!
X 1 X 1
γ = lim − log M = lim − log nM .
M →∞
m=1
m M →∞
m=1
m

19. Show that the series

1 1 1 1 1 1
1− α
+ − α + − α + − +···
2 3 4 5 6 7
only converges for α = 1.

HINT: For α > 1, show that it is the sum of a convergent and a divergent series. For
0 < α < 1, write the series in the form
     
1 1 1 1 1 1 1 1 1 1 1 1
1− + − α + − + − α + − + − α + − ···
2 2 2 3 4 4 4 5 6 6 6 7

and show that the series

     
1 1 1 1 1 1
− α + − α + − α + ···
2 2 4 4 6 6

diverges. What happens for α ≤ 0.

∞  n
X 1
20. Show that the series 1− √ converges.
n=1
n

6
  n
1
HINT: Write 1 − √ in terms of an exponential and use the series for log(1 − x) with
n
small x to show that  n
1 √
1− √ ≤ e− n .
n
Then use the integral test.

∞
X 1
21. By comparison with , prove Raabe’s test:
n=1
nα
P
The series |an | converges or diverges according as
 
|an |
n −1
|an+1 |
is greater than 1 +  or less than 1 −  for every sufficiently large n and for some  > 0
independent of n.

HINT: First show that the binomial series for (1 + x)α converges absolutely for |x| < 1.
Conclude that for |x| ≤ q < 1, the estimate
∞ 
X  α  
xk  ≤ C|x|2
 
k

 
k=2

holds for some constant C depending only on q and α.

Infer that, for sufficiently large n,

 1+/2  1+/2
1+ 1 n+1
1+ ≥ 1+ =
n n n
and  1−/2  1−/2
1− 1 n+1
1+ ≤ 1+ = .
n n n

You will need these inequalities at some appropriate points in your proof of the test.

∞
X n!
22. Show that converges if α > 1 and diverges if α ≤ 1.
n=1
(α + 1)(α + 2) · · · (α + n)

23. (i) If {fn } and {gn } converge uniformly on a set E and {fn } and {gn } are sequences of
bounded functions, then show that {fn gn } converges uniformly on E.

7
(ii) Construct sequences {fn } and {gn } which converge uniformly on some set E, but such
that {fn gn } converges only pointwise on E.

24. Consider ∞
X 1
f (x) = .
n=1
1 + n2 x
For what values of x does the series converge absolutely? On what intervals does it converge
uniformly? On what intervals does it fail to converge uniformly? Is f continuous wherever
the series converges? Is f bounded?

25. Let  1
 0, x< ,
n+1





π 1 1

fn (x) = sin2 , ≤x≤ ,


 x n+1 n
1



0, < x.
n
P
Show that {fn } converges to a continuous function, but not uniformly. Use the series fn
to show that absolute convergence, even for all x, does not imply uniform convergence.

26. Show that the series ∞

X x2 + n
(−1)n
n=1
n2
converges uniformly in every bounded interval, but does not converge absolutely for any
value of x.

27. Let
x
fn (x) = , n = 1, 2, · · · .
1 + nx2
Show that fn converges uniformly to a function f , and that the equation

f 0 (x) = lim fn0 (x)

n→∞

holds for x 6= 0 and does not hold for x = 0.

28. Let (
0, x ≤ 0,
H(x) =
1, x > 0,

8
 P
let {xn } be a sequence of distinct points in (a, b), and let cn converge absolutely. Show
that the series ∞
X
f (x) = cn H(x − xn ), a ≤ x ≤ b,
n=1

converges uniformly, and that f is continuous at every x 6= xn .

29. Let fn be a sequence of continuous functions which converges uniformly to a function f

on a set D. Show that
lim fn (xn ) = f (x)
n→∞

for every sequence of points xn ∈ D such that xn → x, and x ∈ D. By finding a counter

example, show that the converse is not true if D is not compact.

30. Let fn be Riemann integrable on [a, b] for n = 1, 2, 3, . . . , and let fn → f uniformly on

[a, b]. Then f is Riemann integrable on [a, b], and
Z b Z b
f (x) dx = lim fn (x) dx.
a n→∞ a

HINT: Let
n = sup |fn (x) − f (x)| .
a≤x≤b

Let U (f, a, b) and L(f, a, b) be the upper and lower Riemann integrals, respectively, defined
as
K−1
X K−1
X
U (f, a, b) = sup Mk (xk+1 − xk ) , L(f, a, b) = inf mk (xk+1 − xk )
k=0 k=0

where the supremum and infimum are taken over all possible partitions a = x0 < x1 < · · · <
xK−1 < xK = b of the interval [a, b], and

Mk = sup f (x), mk = inf f (x).

xk ≤x≤xk+1 xk ≤x≤xk+1

Show that fn − n < f < fn + n implies both

0 ≤ U (f, a, b) − L(f, a, b) ≤ 2n (b − a)

and Z b Z b 
 

 f (x) dx − fn (x) dx ≤ n (b − a).
a a

31. Suppose {fn (x)} and {gn (x)} are defined on an interval I and

9
 P
(a) fn (x) has uniformly bounded partial sums;

(b) gn (x) → 0 uniformly on I;

(c) g1 (x) ≥ g2 (x) ≥ g3 (x) ≥ · · · at every x ∈ I.

P
Show that fn (x)gn (x) converges uniformly on I.

∞
X cos nx
32. On what intervals of x does the series converge uniformly?
n=1
n

HINT: Use the solutions of problems 17 and 31.

33. From the appropriate geometric and binomial (see problem 2) series, derive the series
expansions in powers of x of the functions arctan x and arcsin x. What are their respective
radii of convergence? Show that the series for arctan x also converges at the endpoints of
the convergence interval.

34. Show that

∞ n
!
log(1 + x) X n+1
X 1
= (−1) xn .
1+x n=1 k=1
k

35. Let ∞
x X Bn
= xn .
ex − 1 n=0 n!
Using complex variables, one can show that the radius of convergence of this series is 2π.

(i) Multiply the above series by ex − 1 to show that the Bernoulli numbers Bn satisfy the
equation
       
n+1 n+1 n+1 n+1
Bn + Bn−1 + Bn−2 + · · · + B0 = 0
1 2 3 n+1
for n > 0, where B0 = 1. Conclude that these numbers are rational.

(ii) Show that

x x x x
+ = coth
ex−1 2 2 2
and thus that, for n > 0, B2n+1 = 0 and
∞
X 22n B2n
x coth x = x2n .
n=0
(2n)!

10
What is the radius of convergence of this series?

(iii) Replace x by ix, to find

∞ 2n
n 2 B2n
X
x cot x = (−1) x2n .
n=0
(2n)!

(iv) Derive the formula 2 cot 2x = cot x − tan x to conclude that

∞
X 22n (22n − 1) B2n 2n−1
tan x = (−1)n−1 x .
n=1
(2n)!

Where does this series converge?

36. (i) Integrate by parts to obtain

Z π Z π
2
m m−1 2
sin x dx = sinm−2 x dx
0 m 0

for all integer m > 1. Deduce that

Z π
2 2n − 1 2n − 3 1π
sin2n x dx = ··· .
0 2n 2n − 2 22

(ii) Let |x| < 1, and

Z π
2 dt
K(x) = p .
0 1 − x2 sin2 t
Find the power series expansion for K(x) in powers of x. Where does this series converge?

HINT: Use problem 2 or 33.

(iii) The Bessel function of order zero is given by the formula

Z π
2 2
J0 (x) = cos(x sin t) dt.
π 0
By expanding the integrand in a power series and carrying out the integration term-by-term
(justify it!), show that J0 (x) has a power series expansion
∞
X (−1)n  x 2n
J0 (x) = 2
.
n=0
(n!) 2

Where does this series converge?

11
37. Use the result of problem 2 to show that
√ 1 1 2 1·3 3 1·3·5 4 1·3·5·7
1−x=1− x− x − x − x − x5 − · · · ,
2 2·4 2·4·6 2·4·6·8 2 · 4 · 6 · 8 · 10
where the series converges for −1 < x < 1 and all the coefficients an , n ≥ 1, are negative.
√
(i) Show that this power series still converges to 1 − x at x = 1 by completing the following
outline:
√
Denote g(x) = 1 − x, and let Sn (x) be its n-th partial sum.

(a) For finite n and 0 ≤ x < 1, show that

n
X
Sn (x) = ak xk ≥ g(x) > 0.
k=0

(b) Conclude that Sn (1) ≥ 0 and that Sn (1) → S ≥ 0.

(c) Show that, for fixed n, Sn (1) < Sn (x).

(d) Given  > 0, choose x so close to 1 that g(x) < /2 and n so large that Rn (x) =
Sn (x) − g(x) < /2. Conclude that 0 ≤ Sn (1) < Sn (x) < .
√ 
(ii) Show that for every  > 0, there exists an n such that  1 − x − Sn (x) <  uniformly
on 0 ≤ x ≤ 1.

HINT: 0 ≤ Rn (x) ≤ Rn (1) → 0.

(iii) Replace x by 1 − x2 in (ii), and show that there exist polynomials Pn (x) that converge
to |x| uniformly on −1 ≤ x ≤ 1.

(iv) Replace x by 1 − (x − a)2 /A2 in (ii) to generalize the result of (iii) to the function |x − a|
on the interval [a − A, a + A].

38. (i) Show that if f (x) is continuous on [a, b], then given  > 0, there exists a piecewise
linear function φ(x) such that |f (x) − φ(x)| <  on [a, b].

(ii) Show that every polygonal function φ(x) can be represented as

n
X n
X
φ(x) = c0 + ci (x − xi + |x − xi |) = a + bx + ci |x − xi | .
i=1 i=1

HINT: First investigate the behavior of function x + |x|.

12
(iii) Prove the Weierstrass approximation theorem: For every continuous function f (x)
on [a, b] and every  > 0, there exists a polynomial P (x) such that |f (x) − P (x)| <  for all
x ∈ [a, b].

39. Prove the following existence and uniqueness theorem for second-order linear differential
equations with power-series coefficients: Let
∞
X ∞
X
n
p(x) = pn x , q(x) = q n xn ,
n=0 n=0

where both series converge at least for |x| < R. Then the initial-value problem

y 00 + p(x)y 0 + q(x)y = 0, y(0) = y0 , y 0 (0) = y1

has a unique power-series solution converging at least for |x| < R.

∞
X
HINT: (i) Assume y(x) = yn xn . By differentiation and multiplication of power series,
n=0
show that the coefficients yn , n ≥ 2, can be computed recursively, provided y0 and y1 are
given.

(ii) From the recursion formulas for the coefficients yn , show that if you can find an auxiliary
differential equation y 00 + P (x)y 0 + Q(x)y = 0 such that the coefficients of −P (x) and −Q(x)
are all positive and larger than the corresponding |pn | and |qn |, then the coefficients of its
solution series will also be positive and larger than the corresponding |yn |. The series for
y(x) will therefore converge at least as far as this auxiliary solution.

(iii) Using the ratio test, show that an appropriate auxiliary equation is
 −1  −2
00 x 0 x
y −M 1− y −N 1− y=0
ρ ρ
for some appropriate constants M and N . Here, ρ is is any number 0 < ρ < R.

(iv) Show that the general solution of the auxiliary equation is

 α  α
x 0 x 1
Y (x) = Y0 1 − + Y1 1 − ,
ρ ρ
where α0 and α1 are the two roots of the quadratic equation

α(α − 1) − αM − N = 0.

Show that its power series expansion about x = 0 has radius of convergence ρ. Since ρ < R
is arbitrary, the radius of convergence of the series for y(x) is R.

13
40. Let M be a metric space. Show that both M and the null set are open. Show that an
arbitrary union of open sets and the intersection of a finite number of open sets are open.

41. Let M be a metric space and N ⊂ M . Show that A ⊂ N is open in N if and only if
A = N ∩ B, where B is some (not necessarily unique) open set in M .

42. Show that if f : M → N is continuous, then every preimage of an open set is open, and
every preimage of a closed set is closed.

43. (i) Prove that the interval I = [0, 1] is compact by carrying out the following argument:
Assume that it is not compact. Then there  exists   {Gα } of I which does not contain
a cover
a finite subcover. One of the intervals 0, 21 and 12 , 1 cannot be covered by any finite


sub-collection of {Gα }. Repeat the argument, until you arrive at a single point not covered
by any finite sub-collection of {Gα }. Argue that this is a contradiction.

(ii) Generalize this result to any rectangle {x | ak ≤ xk ≤ bk , k = 1, . . . , n} ⊂ Rn .

44. Show that every closed subset of a compact set is compact. Then use the result of
problem 43 (ii) to show that any closed and bounded subset of Rn is compact.

45. Show that if A is closed and B is compact, then A ∩ B is compact.

46. Let M be a metric space and let {Kα } be a collection of its compact subsets. Show that
if the intersection of every finite sub-collection of {Kα } is nonempty, then ∩α Kα is nonempty.

HINT: The complement of each Kα is an open set. If no point of some Kβ belongs to every
other Kα , their complements form an open cover of Kβ .

47. The closure Ā of a set A is the union of A and all its limit points. Show that Ā is closed,
that A = Ā precisely when A is closed, and that Ā is the smallest closed set containing A,
that is, if A ⊂ B and B is closed then Ā ⊂ B.

48. A point x is an interior point of the set A if some open ball Br (x) ⊂ A. The set Å
of all the interior points if A is called the interior of A. Show that Å is open, that Å = A
precisely when A is open, and that Å is the largest open set contained in A. (Formulate the
last statement precisely!)

49. Show that if M is compact and f : M → N is continuous and one-to-one, then its inverse
f −1 is continuous.

14
50. If A is connected and f is continuous, show that f (A) is connected.

51. (i) Show that any open connected subset of the real line is an open interval.

(ii) Show that every open subset of the real line is a union of (at most) countably many
disjoint open intervals.

52. Show that a continuous real function f on [a, b] achieves its maximum, minimum, and
every point in-between.

53. Show that the closed unit ball in C[0, 1] is not compact.

HINT: Look at all the powers xn .

54. Let
x2
fn (x) = , 0 ≤ x ≤ 1, n = 1, 2, 3, . . . .
x2 + (1 − nx)2
Show that {fn } is uniformly bounded on [0, 1], limn→∞ fn (x) = 0 for all x ∈ [0, 1], but
 
1
fn = 1, n = 1, 2, 3, . . . ,
n

so that no subsequence of {fn } can converge uniformly on [0, 1]. Show that {fn0 } is un-
bounded, and so {fn } cannot be equicontinuous.
 
0 1 1
HINT: For the last statement, compute fn − .
n n2

55. Suppose f is a real continuous function on R, fn (x) = f (nx) for n = 1, 2, . . ., and {fn }
is equicontinuous on [0, 1]. What conclusion can you draw about f ?

56. Let {fn } be a uniformly bounded sequence of continuous function on [a, b]. Show that
the sequence {Fn } of functions given by
Z x
Fn (x) = fn (t) dt, a ≤ x ≤ b,
a

has a subsequence which converges uniformly on [a, b].

15
57. Use the Arzelà-Ascoli Theorem to prove Peano’s existence theorem: Let the function
f (t, x) be continuous and bounded on the strip defined by 0 ≤ t ≤ 1, −∞ < x < ∞. Then
there exists at least one continuously differentiable solution of the initial-value problem

ẋ = f (t, x), x(0) = x0

on the interval 0 ≤ t ≤ 1.

HINT: Fix n. For i = 0, . . . , n put ti = i/n. Let φn be a continuous function on 0 ≤ t ≤ 1

such that φn (0) = x0 ,
φ̇n (t) = f (ti , φn (ti )) if ti < t < ti+1 ,
and put
∆n (t) = φ̇n (t) − f (t, φn (t)),
except at the points ti , where ∆n (t) = 0. Then
Z t
φn (t) = x0 + [f (τ, φn (τ )) + ∆n (τ )] dτ.
0

Choose M so that f < M . Verify the following assertions:

(i) |φ̇n | ≤ M , |∆n | ≤ 2M , ∆n Riemann integrable, and |φn | ≤ |x0 | + M = M1 , say, on

0 ≤ t ≤ 1, for all n.

(ii) {φn } is equicontinuous on 0 ≤ t ≤ 1, since |φ̇n | ≤ M .

(iii) Some {φnk } converges to some φ, uniformly on 0 ≤ t ≤ 1.

(iv) Since f is uniformly continuous on the rectangle 0 ≤ t ≤ 1, |x| ≤ M1 ,

f (t, φnk (t)) → f (t, φ(t))

uniformly on 0 ≤ t ≤ 1.

(v) ∆n (t) → 0 uniformly on 0 ≤ t ≤ 1 since

∆n (t) = f (ti , φn (ti )) − f (t, φn (t))

for ti < t < ti+1 .

(vi) Hence Z t
φ(t) = x0 + f (τ, φ(τ )) dτ.
0
This φ is the solution of the given problem.

16
 P 2
58. Consider the space `2 of real sequences {an } such that an < ∞. If a = {an } and
b = {bn } define their sum to be a + b = {an + bn }, and if α ∈ R define αa = {αan }.

(i) Show that `2 is a vector space.

P
(ii) If a, b ∈ `2 , let ha, bi = an bn . Show that |ha, bi| < ∞ and that ha, bi defines an inner
product on `2 .

(iii) Show that the induced norm and metric are

v v
u∞ u∞
uX uX
(an − bn )2 ,
p
kak = ha, ai = t a2n and d(a, b) = ka − bk = t
n=1 n=1

respectively.

(iv) Show that `2 is complete: if an is a Cauchy sequence (of sequences) in `2 , that is, if
kan − am k → 0 as n, m → ∞, then there exists a sequence a ∈ `2 such that kan − ak → 0.

HINT: Define the limit component-wise. Use kam k ≤ kan − am k + kan k at some opportune
moment.

(v) Show that the closed unit ball {a | kak ≤ 1} is not compact.

HINT: Consider the sequences en = {0, . . . , 0, 1, 0, . . .}, n = 1, 2, . . ., in which 1 is in the n-th

spot.

(vi) Show that the Hilbert cube, {a | 0 ≤ an ≤ 1/n}, is compact.

HINT: Proceed component-wise and mimic the proof of the Arzelà-Ascoli theorem.

(vii) Show that the Hilbert cube has no interior points. In other words, it is not a neighbor-
hood of any of its points.

(viii) Show that sequences with rational terms are dense in `2 , so that `2 is separable.

(ix) Show that the vectors en , defined in (v), form a complete orthonormal set. In other
words, (
0, m 6= n
hen , em i = ,
1, m=n
and any sequence a ∈ `2 can be expressed as
∞
X
a= ha, en ien .
n=1

17
Here, the sum of the series is to be interpreted as the limit in the `2 -norm of its partial sums.

The space `2 is a prototypical Hilbert space.

59. Suppose f is a real function on (−∞, ∞). Call x a fixed point of f if f (x) = x.

(i) If f is differentiable and f 0 (t) 6= 1 for all real t, show that f has at most one fixed point.

HINT: Mean-value theorem.

(ii) Show that the function f defined by

1
f (t) = t +
1 + et
has no fixed point although 0 < f 0 (t) < 1 for all real t.

(iii) However, if there is a constant A < 1 such that |f 0 (t)| ≤ A for all real t, prove that a
fixed point x of f exists, and that x = limn→∞ xn , where x1 is an arbitrary number and

xn+1 = f (xn )

for n = 1, 2, 3, . . . .

A proof without using the contraction mapping theorem will bring you extra points.

(vi) Show that the process described in (iii) can be visualized by the zig-zag path

(x1 , x2 ) → (x2 , x2 ) → (x2 , x3 ) → (x3 , x3 ) → (x3 , x4 ) → · · · .

60. Use the contraction principle to prove Picard’s existence theorem: Let the function
f (t, x) be continuous in t for 0 ≤ t ≤ 1 and let it satisfy the Lipschitz continuity condition
|f (t, x) − f (t, y)| < L|x − y| for −∞ < x, y < ∞. Then there exists a unique continuously
differentiable solution of the initial-value problem

ẋ = f (t, x), x(0) = x0 , (3)

on some interval 0 ≤ t ≤ T with T ≤ 1.

HINT: (i) Show that every continuous solution of the the integral equation
Z t
x(t) = x0 + f (τ, x(τ )) dτ. (4)
0

must be continuously differentiable, and so (3) and (4) are equivalent.

18
(ii) Set up the Picard iteration procedure: Let x0 (t) ≡ x0 , and let
Z t
xn+1 (t) = x0 + f (τ, xn (τ )) dτ ≡ x0 + Axn (t).
0

Using the Lipschitz continuity condition, derive the estimate

|Ax(t) − Ay(t)| ≤ Lt sup |x(τ ) − y(τ )| ≤ LT sup |x(τ ) − y(τ )|

0<τ <t 0<τ <T

for 0 ≤ t ≤ T ≤ 1.

(iii) Let C[0, T ] denote the space of continuous functions on the interval [0, T ] with the
distance induced by the norm kf kT = sup0<τ <T |f (t)|. Show that for a sufficiently small T ,
the mapping A maps C[0, T ] into itself, and is a contraction.

(iv) Deduce that the integral equation (4) has a unique continuous solution on [0, T ].

61. (i) Let f (x) be piecewise smooth and periodic with period 2π. Let its Fourier expansion
be ∞
a0 X
f (x) = + (an cos nx + bn sin nx) . (5)
2 n=1

Show that if f (x) is even, bn = 0, and (5) becomes a Fourier cosine series with
2 π
Z
an = f (x) cos nx dx. (6)
π 0
Likewise, if f (x) is odd, an = 0, and (5) becomes a Fourier sine series with
2 π
Z
bn = f (x) sin nx dx. (7)
π 0

(ii) Let f (x) be a piecewise smooth real function on the interval [0, π]. Show that for
0 < x < π,
∞ ∞
a0 X X
f (x) = + an cos nx = bn sin nx,
2 n=1 n=1

with an and bn given by fomulas (6) and (7) respectively. Do these two series converge
outside of the interval [0, π], and if yes, to what functions?

62. Let f (x) be periodic with period 2L. Show that its Fourier series is
∞
a0 X  nπx nπx 
+ an cos + bn sin ,
2 n=1
L L

19
with Z L Z L
1 nπx 1 nπx
an = f (x) cos dx, bn = f (x) sin dx.
L −L L L −L L

63. (i) Show the complex counterpart of the orthogonality relation for trigonometric func-
tions: Z π (
0, m 6= n,
einx e−imx dx =
−π 2π, m = n.

(ii) Show that the complex form of the Fourier series for a piecewise-smooth, 2π-periodic,
real function f (x) is
∞ Z π
X 1
f (x) = inx
cn e , cn = f (x)e−inx dx, c−n = c̄n ,
n=−∞
2π −π

where the overbar denotes the complex conjugate.

(iii) If the real form of the Fourier series for f (x) is (5), what is the connection between the
two sets of coefficients {an , bn } and cn ?

64. Differentiation of Fourier Series: Let f (x) be 2π-periodic. Let it also have continu-
ous derivatives up to order k and a piecewise continuous derivative of order k + 1.

(i) Show that there exists a constant B, depending only on f and k, such that the Fourier
coefficients of f satisfy
B
|an |, |bn | < k+1 .
n

HINT: If cn is the n-the complex Fourier coefficient of f , then integrate by parts to show
 k+1 Z π
−i
2πcn = f (k+1) (x)e−inx dx.
n −π

(ii) Use the (i) to conclude that for k > 2 the Fourier series for f (x) can be differentiated
k − 1 times and yields the Fourier series for the differentiated function.

65. Let x not be an integer, and let f (t) = cos xt for −π < t < π. Extend f (t) periodically
in t outside the interval −π < t < π, and then expand it in a Fourier series.

(i) Show that this series is

 
2x sin πx 1 cos t cos 2t cos 3t
cos xt = 2
− 2 2
+ 2 2
− 2 + ··· .
π 2x x −1 x −2 x − 32

20
Convince yourself that this series represents a continuous function near t = ±π. Setting
t = π thus conclude that
 
2x 1 1 1 1
cot πx = + + + + ··· .
π 2x2 x2 − 12 x2 − 22 x2 − 32

This is the so-called partial fraction decomposition of the cotangent.

(ii) Let 0 ≤ x ≤ q < 1 for some q. Write the above formula as

 
1 2x 1 1 1
cot πx − =− + + + ··· .
πx π 12 − x2 22 − x2 32 − x2

Using the Weierstrass M-test, convince yourself that the series on the right-hand side con-
verges uniformly. Integrate term-by-term between 0 and x to conclude that
∞
x2
 
sin πx X
log = log 1 − 2 .
πx n=1
n

Interpret the series on the right-hand side as the limit of its partial sums, and invoke the
continuity of the exponential function to show that
N  ∞ 
x2 x2
 Y 
sin πx Y
= lim 1− 2 = 1− 2 .
πx N →∞
n=1
n n=1
n

Therefore,
∞ 
x2
Y 
sin πx = πx 1− 2 .
n=1
n
This is the infinite product expansion of the sine function. It can be shown that it is not
only valid for 0 ≤ x < 1, by for all complex x.

66. Use Fourier analysis to derive the formal solution of the heat equation

∂u ∂ 2u
= α2 2 , 0 < x < π, t > 0, (8)
∂t ∂x
with the boundary conditions

u(0, t) = 0, u(π, t) = 0, t > 0, (9)

and the initial condition

u(x, 0) = f (x), 0 < x < π. (10)

21
HINT: (i) Assume solutions of the form u(x, t) = X(x)T (t), substitute into (8), and divide
by X(x)T (t). Argue that a function of x can only be equal to a function of t for all x and t
if both functions are equal to the same constant. In this way, derive the two equations

X 00 (x) + λX(x) = 0, Ṫ (t) + α2 λT (t) = 0, λ = const.

(ii) Show that the boundary conditions (9) translate into the boundary conditions X(0) =
X(π) = 0.

(iii) Show that all possible nonzero solutions X(x) are proportional to Xn (x) = sin nx,
n = 1, 2, 3, . . ., with the corresponding λn = n2 .
2 α2 t
(iv) Show that the corresponding nonzero solutions T (t) are proportional to Tn (t) = e−n .
2 2
(v) Conclude that un (x, t) = e−n α t sin nx satisfy both the heat equationP(8) and the bound-
2 2
ary conditions (9), and, since both are homogeneous, so does any sum n cn e−n α t sin nx.
P
(vi) At t = 0, the initial condition (10) becomes f (x) = n cn sin nx. Compute cn to find
the solution u(x, t) of the original problem.
2 2
(vii) Let f (x) be piecewise smooth on 0 < x < π. By comparing it to the series e−n α  and
P
its derivatives, show that the series solution u(x, t) you just obtained converges absolutely
and uniformly for 0 < x < π and t ≥ , for any  > 0. Show that it can be differentiated an
arbitrary number of times, and is therefore a true solution of the heat equation (and satisfies
the boundary conditions).

(viii) If f (x) is continuous and piecewise smooth on 0 < x < π, and also f (0) = f (π) = 0,
show that u(x, t → 0) → f (x). Therefore, u(x, t) also truly satisfies the initial condition.

HINT: Derive the estimate |f (x) − u(x, t)| ≤ ∞ −n2 α2 t

)|cn | ≤ ∞
P P
n=1 (1 − e n=1 |cn |, then use
the result of problem 64 (i) to show that the last series
P∞ converges.
P∞ Show that this implies
uniform convergence of the first series, so that limt→0 n=1 = n=1 limt→0 in that series.

67. (i) Derive the formal solution of the heat equation

∂u ∂ 2u
= α2 2 , 0 < x < π, t > 0,
∂t ∂x
with the boundary conditions
∂u ∂u
(0, t) = 0, (π, t) = 0, t > 0,
∂x ∂x
and the initial condition
u(x, 0) = f (x), 0 < x < π.

22
(ii) If f (x) is piecewise smooth on 0 < x < π, show that the formal solution u(x, t) is a true
solution of the heat equation. Moreover, if f (x) is also continuous, show that it also truly
satisfies the initial condition.

HINT: Proceed along the lines of 66 (vii) and (viii).

68. (i) Derive the formal solution of the wave equation

∂ 2u 1 ∂ 2u
= , 0 < x < π, t > 0,
∂x2 c2 ∂t2
with the boundary conditions

u(0, t) = 0, u(π, t) = 0, t > 0,

and the initial condition

∂u
u(x, 0) = f (x), (x, 0) = g(x), 0 < x < π.
∂t

(ii) Try to obtain a rigorous justification for the formal Fourier series solution u(x, t) as in
parts (vii) and (viii) of problem 66. Just how smooth must f (x) be for this justification to
succeed?

69. (i) Derive the formal solution of Laplace’s equation on a rectangle

∂ 2u ∂ 2u
+ = 0, 0 < x < a, 0 < y < b,
∂x2 ∂y 2
with the boundary values
u(x, 0) = 0, u(x, b) = 0, 0 < x < a,
u(0, y) = 0, u(a, y) = f (y), 0 < y < b.

HINT: The solution is ∞

X nπx nπy
u(x, y) = cn sinh sin ,
n=1
b b
where Z b
2 nπa −1 nπy
cn = sinh f (y) sin dy.
b b 0 b

(ii) Obtain a rigorous justification for the formal Fourier series solution u(x, t) as in parts
(vii) and (viii) of problem 66. State precisely the smoothness assumptions on the function
f (y).

23
(iii) Write down the solution of Laplace’s equation

∂ 2u ∂ 2u
+ = 0, 0 < x < a, 0 < y < b,
∂x2 ∂y 2
with the boundary values

u(x, 0) = f1 (x), u(x, b) = f2 (x), 0 < x < a,

u(0, y) = f3 (y), u(a, y) = f4 (y), 0 < y < b.

70. Derive the formal solution of Laplace’s equation on a circle

∂ 2u ∂ 2u
+ = 0, 0 ≤ x2 + y 2 = r2 < a2 ,
∂x2 ∂y 2
with the boundary values
u(r = a, θ) = f (θ).

HINT: (i) In polar cordinates, x = r cos θ, y = r sin θ, Laplace’s equation becomes

∂ 2 u 1 ∂u 1 ∂ 2u
+ + = 0.
∂r2 r ∂r r2 ∂θ2

(ii) Show that the boundary conditions in polar coordinates become

u(a, θ) = f (a), u(0, θ) is bounded, u(r, θ + 2π) = u(r, θ).

(iii) After separating variables u(r, θ) = R(r)Θ(θ), show that the resulting equations become

r2 R00 (r) + rR0 (r) − λR(r) = 0, Θ00 (θ) + λΘ(θ) = 0,

with the conditions

R(0) is bounded, Θ(θ + 2π) = Θ(θ).

(iv) Show that the eventual solution has the form

∞
c0 X n
u(r, θ) = + r (cn cos nθ + dn sin nθ) .
2 n=1

What are the expressions for the coefficients cn and dn ?

24
71. Derive the formal solution of Laplace’s equation on an annulus
∂ 2u ∂ 2u
+ = 0, a ≤ r < b,
∂x2 ∂y 2
with the boundary values
u(a, θ) = f (θ), u(b, θ) = g(θ).

HINT: The solution has the form

∞
c0 + e0 log r X n
u(r, θ) = + r (cn cos nθ + dn sin nθ)
2 n=1
∞
X 1
+ (en cos nθ + fn sin nθ) .
n=1
rn

72. (i) Draw the graph of the function t(u) = u −  sin u for 0 ≤  ≤ 1, and convince yourself
from the graph, as well as analytically, that the following statements are true:

(a) t(u) is odd, monotonically increasing, and continuously differentiable for all real u,

(b) t(u + 2π) = t(u) + 2π,

(ii) Consider the equation

t = u −  sin u (11)

(a) Given  ≤ 1, show that there is a unique function u(t) that solves equation (11), which is
odd and monotonically increasing for all u. If  < 1 show that this function is continuously
differentiable for all t, and if  = 1, it is continuously differentiable at t 6= 2nπ with integer
n. (What happens at t = 2nπ with integer n?)

(b) Use part (b) of (i) to show that u(t) can be written as u(t) = t + f (t), where f (t + 2π) =
f (t) for all real t.

HINT: To show (a), use monotonicity and continuous differentiablity of t(u).

(iii) If 0 ≤  < 1, show that the function f (t) can be expanded in a Fourier sine series,
∞
X
f (t) = cn () sin nt,
n=1

where Z π
2
cn () = f (t) sin nt dt. (12)
π 0

25
Calculate cn () in the following way: Write f (t) = u(t) − t, and split the integrand in (12)
into a sum of two terms, the first of which is
2 π
Z
dn () = u(t) sin nt dt.
π 0
You will be able to calculate the second term easily, but for the first term, integrate by parts,
use periodicity of u(t), and make a substitution t = t(u) to get
Z π
2(−1)n+1 2
dn () = + cos nt u0 (t) dt
n nπ 0
n+1 Z π
2(−1) 2
= + cos nt(u) du
n nπ 0
Z π
2(−1)n+1 2
= + cos n(u −  sin u) du.
n nπ 0
(Justify all your steps.) This integral involves a standard special function, called the Bessel
function Jn (x), given by the formula
2 π
Z
Jn (x) = cos(nu − x sin u) du.
π 0
Thus, express cn () in terms of algebraic expressions and a Bessel function, and u(t) as the
sum of t and a Fourier series in t with coefficients involving Bessel functions.

73. Integration of Fourier Series: Show that if f (x) is a piecewise continuous function
in −π ≤ x ≤ π having the formal Fourier expansion
∞
a0 X
+ (an cos nx + bn sin nx) ,
2 n=1

then for any two points x1 and x2 ,

Z x2 Z x2 ∞ Z x2
a0 X
f (x) dx = dx + (an cos nx + bn sin nx) dx,
x1 x1 2 n=1 x 1

that is, the formal Fourier series can be integrated termwise. Moreover, the series on the
right converges uniformly in x2 for fixed x1 .

HINT: The function Z x h a0 i

F (x) = f (t) − dt
−π 2
is continuous and piecewise smooth. Compute its Fourier coefficients and compare them
with those of the termwise-integrated series.

26
74. Show that Z ∞
sin x π
dx =
0 x 2
by completing the following outline:

(i) For any nonnegative integer n, let

Z (n+1)π
sin x
an = dx.
nπ x
Show that a2m > 0 and a2m+1 < 0 for every nonnegative integer m. By introducing the
substitution x = t + π in the integral for an+1 , show that |an+1 | < |an |, therefore {|an |} is
a monotonically decreasing sequence. Introducing P the substitution x = t + nπ, show that
an → 0 as n → ∞, and therefore that the series ∞ n=0 an converges. Now let nπ ≤ A <
(n + 1)π. Then
Z A Z nπ Z A
sin x sin x sin x
dx = dx + dx.
0 x 0 x nπ x
Introduce the substitution x = t + nπ to show that the last integral tends to zero as A → ∞,
and deduce that the integral Z ∞
sin x
dx
0 x
converges.

(ii) Integrate by parts to show that

Z a
lim f (x) sin λx dx = 0
λ→∞ 0

for any continuously differentiable function f (x) on [0, a]. (We showed this in class for
piecewise continuous functions!) Thus
Z π  
1 1
lim sin λx − dx = 0.
λ→∞ 0 x 2 sin x2

(iii) Integrate formulas (1) and (2) to show that

sin n + 12 x
Z π

π
x dx = .
0 2 sin 2 2

(iv) Show that

Z a Z λa
sin λx sin x
dx = dx.
0 x 0 x

27
 1
Let a = π and λ = n + 2
to deduce that
Z ∞
sin x π
dx = .
0 x 2

75. (i) Show that, for 0 < x < π,

∞
π − x X sin nx
= ≡ φ(x).
2 n=1
n

What is φ(x) for values of x outside this interval?

(ii) Show that φ(x) has a jump discontinuity at x = 0. What is its size? What is φ(0)?

(iii) Integrate formulas (1) and (2) to show that

n
sin n + 21 t
Z x


X sin kx x
Sn (x) = =− + dt.
k=1
k 2 0 2 sin 12 t

(iv) Show that φ(x) − Sn (x) = σn (x) + ρn (x), with

sin n + 21 t 2 sin 21 t − t
Z x
Z x
π
sin n + 12 t dt.


σn (x) = − dt, ρn (x) = 1
2 0 t 0 2 sin 2 t

(v) Show that ρn (x) → 0 uniformly on 0 < x < π as n → ∞.

(vi) Show that

Z (n+ 1 )x
π 2 sin t
σn (x) = − dt.
2 0 t
Since, by problem 74, Z ∞
sin t π
dt = ,
0 t 2
σn (x) → 0 as n → ∞ for fixed x.

(vii) Show that σn (x) has extrema at the points xk = 2kπ/(2n + 1), for k = 1, 2, 3, . . .,
minima at x1 , x3 , x5 , . . . and maxima at x2 , x4 , . . . .

(viii) Show that the values σn (x2k+1 ) at the minima form an increasing sequence, and that

28
thus the biggest oscillation of σn (x) is at x1 . Show that
Z π
π sin t
σn (x1 ) = − dt
2 0 t
π2 π4

1
=π −1+ −
2 2·3·3 2·3·4·5·5
π6

+
2·3·4·5·6·7·7
≈ −0.090 · · · π.

This overshoot is called the Gibbs phenomenon.

76. Suppose f is a continuous function on R, f (x + 2π) = f (x), and α/π is irrational. Show
that
N Z π
1 X 1
lim f (x + nα) = f (t) dt.
N →∞ N 2π −π
n=1

HINT: Do it first for f (x) = eikx , k integer. Then use the Weierstrass approximation theorem
for trigonometric functions.

77. (i) Show that

Z b
1
hf, gi = f (x)ḡ(x) dx
b−a a
is an inner product on the space of piecewise continuous, complex-valued functions. What
is the corresponding induced norm kf k2 ?

(ii) Let f (x) be a piecewise continuous function and let αn be its complex Fourier coefficients.
For any set of complex numbers βn , n = −N, . . . , N , show that
Z π  2
N N N
1 X 
inx  2
X
2
X
f (x) − βn e  dx = kf k2 − |αn | + |αn − βn |2 .

2π −π  n=−N

n=−N n=−N

Conclude that its N -th order Fourier partial sum minimizes the distance in the k · k2 norm
between f and N -th order trigonometric polynomials.

(iii) Prove Parseval’s equality: For any continuous, 2π-periodic real function f (x), if {an , bn }
are its Fourier coefficients, show that
∞
1 2 X 2
an + b2n = kf k22 .


a0 +
2 n=1

29
In the process, also prove that if Sn (x) is the n-th Fourier partial sum of the function f (x),

lim kf − Sn k22 → 0.
n→∞

In other words, the Fourier series converges to f in the k · k2 norm.

HINT: By the Weierstrass approximation theorem for trigonometric polynomials (How did
we prove this theorem in class?), there exist trigonometric polynomials Tn (x) such that
f (x) − Tn (x) → 0 uniformly in x. Use this fact and (ii).

(iv) Show that Parseval’s equality and the convergence of the Fourier series in the k · k2 norm
remain valid if f has a finite number of jump discontinuities.

HINT: Put a sufficiently steep straight line through each discontinuity to approximate f
with a continuous function in the k · k2 norm.

78. (i) Let f (x) be piecewise continuous and 2π-periodic, and let {an , bn } be its Fourier
coefficients. Use Parseval’s equality to show that the mapping
 
a0
f → √ , a1 , b1 , a2 , b2 , . . .
2
defines an isometry (distance-preserving mapping) from the space of piecewise continuous
functions equipped with the norm k.k2 into the Hilbert space `2 , discussed in problem 58.

(ii) Show that this mapping is 1-1. Speculate whether it is onto or not.

79. If f is continuous on [0, 1] and if

Z 1
f (x)xn dx = 0, n = 0, 1, . . . ,
0

show that f (x) = 0 on [0, 1].

HINT: The integral of the product of f with any polynomial is zero. Use the Weierstrass
theorem to show that Z 1
f 2 (x) dx = 0.
0

80. Following the outline below, provide another proof of the Weierstrass approximation
theorem: For every continuous function f (x) on [a, b] and every  > 0, there exists a
polynomial P (x) such that |f (x) − P (x)| <  for all x ∈ [a, b].

30
(i) Show that, with no loss of generality, [a, b] = [0, 1], and f (0) = f (1) = 0.

Define f (x) = 0 for x outside [0, 1].

(ii) Let g(x) = (1 − x2 )n − 1 + nx2 . Show that g(0) = 0 and g 0 (x) > 0 on (0, 1) to conclude
that g(x) ≥ 0 on [0, 1]. Conclude that
Z 1 Z 1/√n
2 n 1
(1 − x ) dx ≥ 2 (1 − nx2 ) dx ≥ √ .
−1 0 n

(iii) Let
Z 1 −1
2 n 2 n
Qn (x) = cn (1 − x ) , cn = (1 − x ) dx , n = 1, 2, . . . .
−1

Given δ > 0, show that Qn (x) → 0 uniformly on δ ≤ |x| ≤ 1.

√
HINT: Qn (x) ≤ n(1 − δ 2 )n there.

(iv) Let Z 1
Pn (x) = f (x + t)Qn (t) dt, 0 ≤ x ≤ 1.
−1
Change the integration variable t → t − x to show that Pn (x) is a polynomial.

HINT: f (x) = 0 for x outside [0, 1].

(v) Given  > 0, estimate

1
Z 
 
|Pn (x) − f (x)| =  [f (x + t) − f (x)] Qn (t) dt
−1

to show it is < .
R1
HINT: Use −1 Qn (t) dt = 1, then consider the integral on three intervals [−1, −δ], [−δ, δ],
and [1, δ]. Use (iii) for the outer two intervals, and uniform continuity of f on the middle
interval.

REMARK: Reading pages 296 through 307 of the Strichartz book will be very illuminating.

81. Following the outline below, provide yet another proof of the Weierstrass approxima-
tion theorem: For every continuous function f (x) on [0, 1] and every  > 0, there exists a
polynomial Bn (x) such that |f (x) − Bn (x)| <  for all x ∈ [0, 1]. In fact, one can take
n    
X n k n−k k
Bn (x) = x (1 − x) f (13)
k=0
k n

31
for some large enough n.

(i) Show that

n  
X n
xk (1 − x)n−k = 1. (14)
k=0
k
Differentiate (14) on x and multiply by x(1 − x); differentiate again and use (14); finally
multiply by x(1 − x)/n2 . You should obtain
n    2
X n k n−k k x(1 − x)
x (1 − x) x− = . (15)
k=0
k n n

(ii) Use (14) to show

n     
X n k n−k k
f (x) − Bn (x) = x (1 − x) f (x) − f . (16)
k=0
k n

Given  > 0, argue that there exists a δ > 0 such that

  
f (x) − f k  < 
 
 n  2
if  
x − k  < δ.
 
 n
P P
Taking
P appropriate absolute values, estimate the size of (16) by two sums, 1 and 2 . The
sum 1 runs over all the terms for which
 
x − k  < δ.
 
 n
P
Show that 1 < /2.
P
Now show that 2 can be made less than /2 as follows: Let K = max |f (x)| on [0, 1]. Then
X X n X
≤ 2K xk (1 − x)n−k ≡ 2K ,
2 k 3
P
where 3 is taken over all k such that
 
 k 
x −  ≥ δ.
 n
Use (15) to show that
X x(1 − x)
≤ ,
3 δ2n
32
 P
and conclude that for n large enough 3 < /4K. This should let you finish the proof.

82. Let K be the unit circle in the complex plane (i.e., the set of all z with |z| = 1) and let
A be the algebra of all functions of the form
N
X
iθ
f (e ) = cn einθ , θ ∈ R.
n=0

Show that A separates points, yet there are continuous functions on K which are not in the
uniform closure of A. What are those functions?
R 2π
HINT: What is 0 f (eiθ )eiθ dθ?

83. (i) If f (0, 0) = 0 and

xy
f (x, y) = , (x, y) 6= (0, 0)
x2 + y2

show that D1 f (x, y) and D2 f (x, y) exist at every point of R2 , although f is not continuous
at (0, 0).

(ii) If f is a real-valued function defined in an open set E ⊂ R2 , and if the partial derivatives
D1 f and D2 f are bounded in E, then f is continuous.

HINT: f (x + h, y + k) − f (x, y) = f (x + h, y + k) − f (x + h, y) + f (x + h, y) − f (x, y).

84. If f and g are differentiable real functions in Rn , show that

∇(f g) = f ∇g + g∇f,

and that  
1 1
∇ = − 2 ∇f
f f
whenever f 6= 0.

85. Suppose f is a differentiable mapping of R1 into Rn such that kf (t)k = 1 for every t.
Show that f 0 (t) · f (t) = 0 for every t. Interpret this result geometrically for n = 2, 3.

86. Define f (0, 0) = 0 and

x3
f (x, y) = , (x, y) 6= (0, 0).
x2 + y 2

33
(i) Show that D1 f and D2 f are bounded functions in R2 . (Hence f is continuous by problem
83 (ii).)

(ii) Let u be any unit vector in R2 . Show that the directional derivative Du f (0, 0) exists,
and that its absolute value is at most 1.

(iii) Let γ be a differentiable mapping of R1 into R2 (in other words, γ is a differentiable

curve in R2 ), with γ(0) = (0, 0) and kγ 0 (0)k > 0. Put g(t) = f (γ(t)) and show that g is
differentiable for every t ∈ R1 . If γ is continuously differentiable, show that so is g.

HINT: Dividing the tops and bottoms of fractions by some appropriate power of t will help
in the limit as t → 0.

(iv) Despite of this, show that Du f (0, 0) 6= D1 f (0, 0)u1 + D2 f (0, 0)u2 , so that f is not
differentiable at (0, 0).

87. Define f (0, 0) = 0 and

xy (x2 − y 2 )
f (x, y) = , (x, y) 6= (0, 0).
x2 + y 2
Show that

(i) f , D1 f , and D2 f are continuous in R2 .

(ii) D12 f and D21 f exist at every point in R2 , and are continuous except at (0, 0).

(iii) D12 f (0, 0) = 1 and D21 f (0, 0) = −1.

88. (i) Let f and g be twice continuously differentiable. Show that the function u(x, t) =
f (x − ct) + g(x + ct) solves the wave equation

∂ 2u 1 ∂ 2u
= .
∂x2 c2 ∂t2

(ii) Let φ be twice and ψ be once continuously differentiable. Show that the solution of the
wave equation satisfying the initial conditions
∂u
u(x, 0) = φ(x), (x, 0) = ψ(x),
∂t
is
1 x+ct
Z
1h i
u(x, t) = φ(x − ct) + φ(x + ct) + ψ(s) ds.
2 2c x−ct

34
89. A smooth function f : Rn → R is called homogeneous of degree h if f (tx) = th f (x) for
every t ∈ R and x ∈ Rn . Show that f is homogeneous of degree h if and only if it satisfies
the differential equation x · ∇f (x) = hf (x).

HINT: To show the only if part, derive a differential equation for the function g(t) = f (tx) −
th f (x).

90. Let f = (x, y, z) : A → R3 , with A ⊂ R2 , be continuously differentiable, i.e., a smooth

parametrization of a surface. Let Ij , j = 1, 2, be two intervals, and let γj : Ij → A be two
smooth curves in A.

(i) At any point in A where the curves γ1 and γ2 cross, i.e., γ1 (t) = γ2 (s), show that the
angle θ between the two image curves f (γ1 (t)) and f (γ2 (s)) in R3 is given by the formula
γ10 (t) · M (u, v)γ20 (s)
cos θ = p 0 p ,
γ1 (t) · M (u, v)γ10 (t) γ20 (s) · M (u, v)γ20 (s)

where (u, v) are the coordinates in A, and M (u, v) is the matrix

 
E F
M (u, v) = ,
F G

with  2  2  2
∂x ∂y ∂z
E= + + = Du f · Du f ,
∂u ∂u ∂u

∂x ∂x ∂y ∂y ∂z ∂z
F = + + = Du f · Dv f ,
∂u ∂v ∂u ∂v ∂u ∂v
 2  2  2
∂x ∂y ∂z
G= + + = Dv f · Dv f .
∂v ∂v ∂v

(ii) A continuously differentiable planar map

x = φ(u, v), y = ψ(u, v)

is called conformal if it maps two intersecting curves into two others enclosing the same angle
as the original ones. Show that the necessary and sufficient condition that a planar map is
conformal is is that the Cauchy-Riemann equations
∂φ ∂ψ ∂φ ∂ψ
− = 0, + =0
∂u ∂v ∂v ∂u
or
∂φ ∂ψ ∂φ ∂ψ
+ = 0, − =0
∂u ∂v ∂v ∂u
35
hold.

Use the result of problem 91 below to show that in the first case the direction of the angles
is preserved, while in the second case it is reversed.

HINT: Adapt part (i) to planar maps. If (u, v) → (x, y) is conformal, it must map orthogonal
curves into orthogonal curves. Choose a pair of straight lines parallel to the (u, v) coordinate
axes and the same pair rotated by π/4 to show that F = E − G = 0, and infer the Cauchy-
Riemann equations. The converse is straight forward.

91. Let f : A → R2 , with A ⊂ R2 , be given in components as x = φ(u, v) and y = ψ(u, v).

Show that f preserves or reverses orientation, depending on whether the Jacobian

∂(φ, ψ)
det f 0 (u, v) =
∂(u, v)

is positive or negative, by carrying out the following outline:

(i) Let γ(t) = (u(t), v(t)) be a curve in A. Argue that its slope is m(t) = v 0 (t)/u0 (t).

(ii) Show that the slope of the curve f (γ(t)) is given by

c + dm
µ(t) = ,
a + bm
where the quantities a, b, c and d are the partial derivatives of the function f , that is,
 
0 a b
f (u, v) = .
c d

(iii) Compute dµ/dm to show that µ increases or decreases with m depending on whether
det f 0 is positive or negative. Argue that this implies the counterclockwise or clockwise
rotation of the curve f (γ(t)) if the curve γ(t) is rotated counterclockwise, which is the
preservation or reversal of orientation.

92. (i) Let φij (t), i, j = 1, . . . , n, be continuously differentiable, and let W (t) be the deter-
minant  
 φ11 (t) . . . φ1n (t) 
 
W (t) =  ... .. ..  .

. . 

φn1 (t) . . . φnn (t)

36
Show that  
 φ11 (t) . . . φ1n (t) 
 . .. 
 . ..
X  .
n . . 
W 0 (t) =  φ0i1 (t) 0
. . . φin (t)  .

 . .. .. 
i=1  . .
 . . 
φ (t) . . . φnn (t)
n1

HINT: First use known facts from linear algebra to show that
∂W
= (−1)i+j+1 Wij ,
∂φij

where Wij is the cofactor of the element φij , i.e., the determinant obtained by erasing the
i-th row and j-th column from the determinant W .

(ii) Let A(t) be and n × n matrix with continuous entries aij (t). Let the n × n matrix Φ(t)
with entries φij (t) be a solution of the matrix differential equation Φ0 (t) = A(t)Φ(t), i.e., each
column of Φ(t) solves the linear system x0 = A(t)x. Use (i) to show that W (t) = det Φ(t)
satisfies the equation
Z t  n
X
W (t) = W (t0 ) exp trace A(s) ds , trace A = aii .
t0 i=1

HINT: Derive a differential equation for W (t).

93. (i) If f is a differentiable mapping of a connected open set E ⊂ Rn into Rm , and if

f 0 (x) = 0 for every x ∈ E, show that f is constant in E.

HINT: Apply the mean-value theorem to the appropriate directional derivative to show that
if f (x0 ) = c at some point x = x0 , then f (x) = c in some open ball Br (x0 ), so that the set of
points on which f (x) = c is open. On the other hand, show that the set of points on which
f (x) 6= c must also be open, and thus empty. (Why?)

(ii) A subset of Rn is called convex if, together with every pair of its points, it also contains
the straight line connecting them.

If f is a real function defined in a convex open set E ⊂ Rn , such that D1 f (x) = 0 for every
x ∈ E, show that f (x) depends only on x2 , . . . , xn .

Show that the convexity of E can be replaced by a weaker condition, but that some condition
is required. For example, if n = 2 and E is shaped like a horseshoe, the statement may be
false.

37
HINT: The condition is that points in E with the same coordinate x1 be connected by a
straight line contained in E.

94. Define f (0, 0) = 0 and

2 2 4x6 y 2
2
f (x, y) = x + y − 2x y − , (x, y) 6= (0, 0).
(x4 + y 2 )2

(i) Show, for all (x, y) ∈ R2 , that

2
4x4 y 2 ≤ x4 + y 2 .

Conclude that f is continuous.

(ii) For 0 ≤ θ ≤ 2π, −∞ < t < ∞, define

gθ (t) = f (t cos θ, t sin θ).

Show that gθ (0) = 0, gθ0 (0) = 0, gθ00 (0) = 2. Each gθ has therefore a strict local minimum
at t = 0. (In other words, the restriction of f to each line through (0, 0) has a strict local
minimum at (0, 0).)

(iii) Show that (0, 0) is nevertheless not a local minimum for f , since f (x, x2 ) = −x4 .

p
95. (i) Let f (r) = 1/r, with r = (x, y, z) and r = krk = x2 + y 2 + z 2 . Find the four-term
(including the remainder) Taylor expansion of the function f (r − h), with h = (h1 , h2 , h2 )
for small values of khk. Show that the remainder can be bounded by Ckhk3 /r4 for some
appropriate constant C. Conclude that, up to a scale difference, the small khk expansion
gives the same result as the large krk expansion.

HINT: For sufficiently small khk/r, we have kr − θhk ≥ r/2 for any 0 ≤ θ ≤ 1.

(ii) Let ej , j = 1, . . . , N , be electrostatic charges forming a neutral charge cloud, N

P
j=1 ej = 0.
Let the charge ej be fixed at the position rj = (xj , yj , zj ). Using the result of (i), show that
the electrostatic potential U (r) produced by these charges is given by the formula
N
R3
 
X ej p · r r · Qr
U (r) ≡ = 3 + +O ,
j=1
kr − rj k r 2r5 r4

where R = max rj ,
j=1,...,N
N
X
p= ej rj ,
j=1

38
and
N
X
ej 3rj ⊗ rj − rj2 .


Q=
j=1

Here r ⊗ r is the “tensor product,” i.e., the matrix product rrT , with the r being a column
and rT a row vector.

REMARK: The vector p is known as the dipole moment of the charge cloud, and Q as the
quadrupole matrix.

96. Fix two real numbers, 0 < a < b. Define a mapping f = (f1 , f2 , f3 ) of R2 into R3 by

f1 (s, t) = (b + a cos s) cos t

f2 (s, t) = (b + a cos s) sin t
f3 (s, t) = a sin s.

(i) Show that the range K of this mapping is a torus in R3 .

(ii) Show that there are exactly four points on this torus for which ∇f1 vanishes. Find these
points, and show that one corresponds to a local maximum of f1 , one to a local minimum,
and two to saddles.

(iii) Determine the set of points on the torus for which ∇f3 vanishes. Which of these points
correspond to maxima, minima, or saddles?

97. Show that the continuity of f 0 at the point a is needed in the inverse function theorem,
even in the case n = 1: If  
2 1
f (t) = t + 2t sin
t
for t 6= 0 and f (0) = 0, then f 0 (0) = 1, f 0 is bounded in (−1, 1), but f is not one-to-one in
any neighborhood of 0.

98. Let f = (f1 , f2 ) be the mapping R2 into R2 given by

f1 (x, y) = ex cos y, f2 (x, y) = ex sin y.

(i) What is the range of f ?

(ii) Show that the Jacobian of f is nonzero at any point of R2 . Thus every point of R2 has
a neighborhood in which f is one-to-one. Nevertheless, f is not one-to-one on R2 .

39
(iii) Put a = (0, π/3), b = f (a), and let g be the continuous inverse of f , defined in a
neighborhood of b, such that g(b) = a. Find an explicit formula for g, compute f 0 (a) and
g0 (b), and verify that they are each other’s inverses.

(iv) What are the images under f of lines parallel to the coordinate axes?

99. Show that the system of equations

3x + y − z + u2 = 0
x − y + 2z + u = 0
2x + 2y − 3z + 2u = 0

can be solved for x, y, u, in terms of z; for x, z, u, in terms of y; for y, z, u, in terms of x;

but not for x, y, z, in terms of u.

100. Define f in R2 by
f (x, y) = 2x3 − 3x2 + 2y 3 + 3y 2 .
(i) Find the four points at which the gradient of f is zero. Show that f has exactly one local
maximum and one local minimum in R2 .

(ii) Let S be the set of all (x, y) ∈ R2 at which f (x, y) = 0. Show that S is the union of a
straight line and an ellipse. Find those points of S that have no neighborhoods in which the
equation f (x, y) = 0 can be solved for y in terms of x or x in terms of y.

HINT: Rewrite
f (x, y) = (x + y)(2x2 − 2xy + 2y 2 − 3x + 3y).
Diagonalize the quadratic form in the second factor and complete a square to find the ellipse.

101. Define f in R3 by
f (x, y1 , y2 ) = x2 y1 + ex + y2 .
Show that f (0, 1, −1) = 0, D1 f (0, 1, −1) 6= 0, and that there exists therefore a differentiable
function g in some neighborhood of (1, −1) in R2 such that g(1, −1) = 0 and

f (g(y1 , y2 ), y1 , y2 ) = 0.

Find D1 g(1, −1) and D2 g(1, −1).

102. By following the outline below, prove the one-dimensional version of the implicit
function theorem: Let F : A → R, with A ⊂ R2 , be continuously differentiable. Let
the equation F (x0 , y0 ) = 0 hold at some point (x0 , y0 ), and let Dy F (x0 , y0 ) 6= 0. Then

40
there exists an open interval x1 < x < x2 containing x0 on which the equation F (x, y) = 0
defines a unique function y = f (x) with f (x0 ) = y0 and F (x, f (x)) = 0. Moreover, f (x) is
continuously differentiable on x1 < x < x2 , with

Dx F (x, f (x))
f 0 (x) = −
Dy F (x, f (x)).

(i) Assume Dy F (x0 , y0 ) > 0 with no loss of generality. (Why?) Using the continuous
differentiability of F , conclude that, for all x and y in some rectangle x1 < x < x2 , y1 < y <
y2 around (x0 , y0 ), the function F (x, y) increases monotonically in y along every line x =
constant. Use F (x0 , y0 ) = 0 to show that F (x, y1 ) < 0 and F (x, y2 ) > 0 on x1 < x < x2 . Infer
that for every x in x1 < x < x2 , there is a unique value y = f (x) such that F (x, f (x)) = 0.

(ii) Let x and x + h be two points in x1 < x < x2 , let y = f (x) and y + k = f (x + h). Use
the two term Taylor formula to show that

k Dx F (x + θh, y + θk)
=− . (17)
h Dy F (x + θh, y + θk)

Bound the right-hand side of this equation and conclude that |k| < C|h| for some constant
C, and therefore f (x) is continuous.

(iii) Use (17) again to show that

f (x + h) − f (x) Dx F (x, f (x))

lim =− .
h→0 h Dy F (x, f (x))

Conclude that f 0 (x) exists and is continuous.

103. (i) Let r = (x, y, z), and let g : A → R3 , with A ⊂ R2 open, be a smooth parametrization
of a surface S, i.e., rank (g 0 ) = 2. Show that the tangent plane Tg(u,v) S of the surface S
at the point g(u, v) is spanned by the vectors gu and gv . (Here the subscripts denote the
partial derivatives on the variable in the subscript.) Find a normal to S at g(u, v), and show
that the equation of the tangent plane is

gu × gv · [r − g(u, v)] = 0.

(ii) Repeat the discussion of (i) for the explicit parametrization of the surface S given by
g(x, y) = (x, y, f (x, y)). Find the explicit expressions all the vectors involved in terms of fx
and fy .

(iii) Find the equation of the tangent plane and the normal at any point of the surface S
described implicitly by F (x, y, z) = 0.

41
(iv) Following (i), compute two basis vectors of the tangent plane, the equation of the tangent
plane, and a normal at any point of the torus given in problem 96.

104. Let f : Mm → R be a C 1 function, where Mm ⊂ Rn is a C 1 surface. Show that every

point in Mm lies in a neighborhood U ⊂ Rn such that there exists a C 1 function F : U → R
that extends f , i.e., F (y) = f (y) for y in Mm ∩ U .

HINT: Use the local explicit (graph) representation of the surface Mm .

105. Let M2 be any compact two-dimensional surface in R3 . Show that for any two dimen-
sional vector subspace V in R3 , there exists a point x on M2 whose tangent space equals V .

HINT: If u is a vector perpendicular to V , what happens at points on M2 where x·u achieves

a maximum or a minimum?

106. A matrix M ∈ Rn×n is orthogonal if M T M = I, where T denotes the transpose and I the
n × n identity matrix. (Therefore also M M T = I.) Show that the orthogonal n × n matrices
form a C 1 surface of dimension n(n − 1)/2 in Rn×n . How many connected components does
it consists of?

HINT: det M T = det M .

107. A linear map T : Rn → Rn is self adjoint if hT x, yi = hx, T yi for every x, y ∈ Rn .

(i) Let T be a self-adjoint linear map,

P with matrix A = (aij ), whichP is symmetric, so that
aij = aji . If f (x) = hT x, xi = aij xi xj , show that Dk f (x) = 2 nj=1 akj xj . Then, by
considering the maximum of hT x, xi on the unit sphere S n−1 = {x ∈ Rn : kxk = 1} ⊂ Rn
show that there is x ∈ S n−1 and λ ∈ R with T x = λx.

(ii) If V = {y ∈ Rn : hx, yi = 0}, show that T (V ) ⊂ V and T : V → V is self-adjoint.

(iii) Show that T has a basis of eigenvectors.

HINT: In any orthonormal basis on V , the matrix of T : V → V is symmetric.

108. (i) Find the maximum of the function f (x, y, z) = x2 y 2 z 2 on the sphere x2 +y 2 +z 2 = c2 .
Conclude the inequality

1 x2 + y 2 + z 2
x2 y 2 z 2 3 ≤ ,
3
which states that the geometric mean of three nonnegative numbers x2 , y 2 , z 2 is never greater
than their arithmetic mean.

42
(ii) Prove the same result in Rn .

109. (i) Let two positive numbers α and β be such that

1 1
+ = 1.
α β
Find the minimum of the expression

uα v β
f (u, v) = +
α β
subject to the condition uv = 1. Conclude that

uα v β
uv ≤ + . (18)
α β

1 1
HINT: If uv 6= 1, 0, consider ut α and vt β , where t = 1/uv.

(ii) Let x1 , . . . , xn and y1 , . . . , yn be nonnegative numbers and let at least one xj and at least
one yk be nonzero. Prove Hölder’s inequality

n n
! α1 n
! β1
X X X
xi y i ≤ xαi yiβ .
i=1 i=1 i=1

HINT: Let
xj yj
u= ! α1 , v= ! β1 , j = 1, . . . , n,
n
X n
X
xαi yiβ
i=1 i=1

in (18) and sum over j.

110. (i) Show that the point on the closed surface φ(x, y, z) = 0 that is the closest to (or
farthest from) the given point (ξ, η, ζ) lies on the straight line

(x − ξ) (y − η) (x − ζ)
= = ,
φx φy φz

normal to the surface.

(ii) Extend the result of (i) to m-dimensional surfaces in Rn : Let Mm be a C 1 surface in Rn

and let y be a in Rn not on Mn . If x is a point on Mm that minimizes or maximizes the

43
distance to y, prove that the line joining x and y is perpendicular to the surface Mm , i.e.,
its tangent space at x.

HINT: It is easier to consider the square of the distance.

111. Let f, g : A → R, where A is a rectangle in Rn , be integrable.

(i) For any partition and P and subrectangle S, show that

mS (f ) + mS (g) ≤ mS (f + g) and MS (f + g) ≤ MS (f ) + MS (g),

and therefore

L(f, P ) + L(g, P ) ≤ L(f + g, P ) and U (f + g, P ) ≤ U (f, P ) + U (g, P ).

R R R
(ii) Show that f + g is integrable and A f + g = A f + A g.
R R
(iii) For any constant c, show that A cf = c A f .
R R
(iv) If f ≤ g, show that A f ≤ A g.
R  R
(v) Show that |f | is integrable and  A f  ≤ A |f |.

112. Let f : [0, 1] × [0, 1] → R be given by


1
 x irrational,
f (x, y) = 1 x rational, y irrational,

1 − 1/q x = p/q in lowest terms, y rational.


R
(i) Show that f is integrable and [0,1]×[0,1]
f = 1.

HINT: Show that f is only discontinuous when x is rational.

R1
(ii) Show that 0 f (x, y) dy = 1 if x is irrational and does not exist if x is rational. In general,
a common “cure” for h(x) not being defined at a few isolated points is to assign an arbitrary
number to be h(x) at all those points, and then proceed with the integration R1 on x. Show
that this is not necessarily possible here: h is not integrable if h(x) = 0 f (x, y) dy is set
arbitrarily to any number other than 1 when the integral does not exist. However, compute
the lower and upper y-integrals of f (x, y) for any x, show that they are integrable, and that
they integrate to 1.

44
HINT: If x is rational, f (x, y) is discontinuous at every y. Also, show that the lower y-integral
of f (x, y) is (
Z 1
1 x irrational,
L f (x, y) dy =
0 1 − 1/q x = p/q in lowest terms,
which is only discontinuous at rationals.

113. Let f : C → R, where C ⊂ Rn is connected

R and Jordan measurable, be integrable. If
m = inf C f and M = supC f , show that C f = µv(C), where m ≤ µ ≤ M and v(C) is the
volume of the set C. If C is compact and f continuous, show that µ = f (ξ) for some ξ ∈ C.

114. Let f : [a, b] → R be integrable and non-negative and let

Af = {(x, y) : a ≤ x ≤ b and 0 ≤ y ≤ f (x)}.

Rb
Show that Af is Jordan measurable and has area a
f (x) dx.

HINT: Let P = {a = x0 < x1 < · · · < xn−1 < xn = b} be a partition of [a, b] such that
U (f, P ) − L(f, P ) < . (Why does such  a partition exist?) What  is the total area of
all the rectangles of the form [xi , xi+1 ] × m[xi ,xi+1 ] (f ), M[xi ,xi+1 ] (f ) ?

115. Use Fubini’s theorem to derive an expression for the volume of a subset of R3 obtained
by revolving a Jordan-measurable set in the yz-plane about the z-axis.

116. Show Cavalieri’s Principle: Let A and B be Jordan measurable subsets of R3 . Let
Ac = {(x, y) : (x, y, c) ∈ A} and define Bc similarly. Suppose each Ac and Bc are Jordan-
measurable and have the same area. Then A and B have the same volume.

117. Let A = [a1 , b1 ] × · · · × [an , bn ] and let f : A → R be continuous. Define IA (f ) to be

the n-fold integral Z bn Z b1
IA (f ) = ··· f (x1 , . . . , xn ) dx1 . . . dxn ,
an a1

carried out in the order so that x1 is integrated first, then x2 , and so on, until xn . Use
the Stone-Weierstrass theorem to show that this order is immaterial, and can thus be inter-
changed arbitrarily.

HINT: This is clear for functions of the form h(x1 , . . . , xn ) = h1 (x1 ) · · · hn (xn ) and their
sums. Show that the latter form an algebra A on the space of continuous real functions on
A that separates points.

45
118. Let g1 , g2 : R2 → R be continuously differentiable and suppose that D1 g2 = D2 g1 . Let
Z x Z y
f (x, y) = g1 (t, 0) dt + g2 (x, t) dt.
0 0

Show that D1 f (x, y) = g1 (x, y).

119. Let f be a continuously differentiable function that vanishes outside of a bounded

interval, and let g be continuous. Let their convolution f ∗ g be defined as
Z ∞
(f ∗ g)(x) = f (x − y)g(y) dy.
−∞

Show that f ∗ g is continuously differentiable and that (f ∗ g)0 = f 0 ∗ g. Show the analogous
result if f is n-times continuously differentiable.

120. Consider again the Weierstrass approximation theorem as proved in Problem 80. Let
f (x) be the function on [0, 1] that is to be uniformly approximated by polynomials. Suppose
that f is k-times continuously differentiable.

(i) Show that we can assume f and all its derivatives up to f (k) to vanish at 0 and 1 with
no loss of generality.

(ii) Use problem 119 to show that you can approximate f and all its derivatives up to f (k)
by polynomials P through P (k) .

R
121. (i) Suppose that f : (0, 1) → R is a non-negative continuous function. Show that (0,1)
f
R 1−
exists if and only if lim→0  f exists.
P
HINT: Recall from class that if Φ is a partition of unity on (0, 1), then every finite sum ϕ
vanishes
P outsidePsome [a, b] ⊂ (0, 1), and that for every [c, d] ⊂ (0, 1), there is a finite sum
ϕ such that ϕ = 1 on [c, d].
R
(ii) Let An = [1 − 1/2n , 1 − 1/2n+1 ]. Suppose that f : (0, 1) → R satisfies An f = (−1)n /n
R R 1−
and f (x) = 0 for x ∈/ any An . Show that (0,1) f does not exist, but lim→0  f = log 2.
R PR
HINT: (0,1) f = (0,1)
ϕf regardless of the order in the sum.

122. For (x, y) ∈ R2 , define

F(x, y) = (ex cos y − 1, ex sin y).

46
Show that F = G2 ◦ G1 , where

G1 (x, y) = (ex cos y − 1, y)

G2 (u, v) = (u, (1 + u) tan v)

in some neighborhood of (0, 0). Compute the Jacobians of G1 , G2 , and F at (0, 0).

Define
H2 (x, y) = (x, ex sin y)
and find
H1 (u, v) = (h(u, v), v)
so that F = H1 ◦ H2 in some neighborhood of (0, 0).

123. (i) Derive the formula Z ∞

dy π 1
= ,
0 x2 +y 2 2 x
and by repeated differentiations show that
Z ∞
dy π 1 · 3 · · · (2n − 3) 1
2 2 n
= .
0 (x + y ) 2 2 · 4 · · · (2n − 2) x2n−1

(ii) Use (i) to show that

∞
π 1 · 3 · · · (2n − 3) √
Z
dy
= n.
0 (1 + y 2 /n)n 2 2 · 4 · · · (2n − 2)

(iii) Write the integral Z ∞  

−y 2 1
e − dy
0 (1 + y 2 /n)n
RT R∞
as 0 + T . Use (1 + y 2 /n)n > y 2 and the growth/decay properties of the exponential to
show that the second integral is smaller in magnitude than /2 for large enough T . Use the
property of the alternating series that, in absolute value, the remainder is smaller than the
first omitted term, to show that
 x
x − n log 1 + →0
n
as n → ∞ uniformly in 0 ≤ x ≤ X. Conclude that
2 1
e−y − →0
(1 + y 2 /n)n

47
 RT
as n → ∞ uniformly in 0 ≤ y ≤ T so that the magnitude of 0 can also be brought below
/2. Thus conclude that
1 · 3 · · · (2n − 3) √ 1
lim n= √ .
n→∞ 2 · 4 · · · (2n − 2) π

124. (i) Let I k be the set of all u = (u1 , . . . , uk ) ∈ Rk with 0 ≤ ui ≤ 1 for all i; let Qk be the
set of all x = (x1 , . . . , xk ) ∈ Rk with xi ≥ 0 and ni=1 xi ≤ 1. (I k is the unit cube and Qk is
P
the standard simplex in Rk .) Define x = T (u) by

x1 = u1
x2 = (1 − u1 )u2
..
.
xk = (1 − u1 ) · · · (1 − uk−1 )uk .

Show that
k
X k
Y
xi = 1 − (1 − ui ).
i=1 i=1

Show that T maps I k onto Qk , that T is 1-1 in the interior of I k , and that its inverse S is
defined in the interior of Qk by u1 = x1 and
xi
ui =
1 − x1 − · · · − xi−1
for k = 2, . . . , k. Show that
∂(x1 , . . . , xk )
JT ≡ = (1 − u1 )k−1 (1 − u2 )k−2 . . . (1 − uk−1 ),
∂(u1 , . . . , uk )
and
∂(u1 , . . . , uk ) 1
JS ≡ = .
∂(x1 , . . . , xk ) (1 − x1 )(1 − x1 − x2 ) · · · (1 − x1 − · · · − xk−1 )

HINT: To compute the Jacobians JT and Js , note that the matrices T 0 (u) and S 0 (x) are
triangular, so that their determinants are the products of their diagonal elements.

(ii) Let r1 , . . . , rk be nonnegative integers, and prove that

r1 ! · · · rk !
Z
xr11 . . . xrkk dx = .
Qk (k + r1 + · · · rk )!

HINT: Use B(x, y) = Γ(x)Γ(y)/Γ(x + y).

48
125. Derive the formula for the volume of the n-dimensional ball in the following way.

(i) Consider the hyperspherical coordinates

x1 = r cos φ1
x2 = r sin φ1 cos φ2
..
.
k−1
Y
xk = r sin φj cos φk
j=1
..
.
n−2
Y
xn−1 = r sin φj cos φn−1
j=1

n−1
Y
xn = r sin φk
j=1

Argue that, since the transformation is linear in r,

∂(x1 , . . . , xn )
= rn−1 Ωn (φ1 , . . . , φn−1 )
∂(r, φ1 , . . . , φn−1 )

for some function Ωn (φ1 , . . . , φn−1 ). (No need to compute this Ωn .)

(ii) Show that for any function f (r) of r only,

Z Z R
f (r) dx1 · · · dxn = ωn f (r)rn−1 dr (19)
BR (0) 0

where Z π Z π Z 2π
ωn = dφ1 . . . dφn−2 Ωn (φ1 , . . . , φn−1 ) dφn−1 .
0 0 0

Here BR (0) is the ball of radius R around the origin.

2
(iii) Put f (r) = e−r , and let R → ∞ in (19) to show that
Z ∞ n Z ∞
−x2 2
e dx = ωn e−r rn−1 dr.
−∞ 0

Conclude that √
2 πn
ωn =  n  .
Γ
2
49
(iv) Use (19) to show that the volume of the ball BR (0) equals
√
Rn π n
vn (R) =  .
n+2
Γ
2

Express this volume explicitly for odd and even n.

126. For any nonnegative integer index n the Bessel function Jn (x) may be defined by
Z 1
xn
Jn (x) = (1 − t2 )n−1/2 cos xt dt.
1 · 3 · 5 · · · (2n − 1)π −1

Show that
n2
 
1 0
Jn00 + Jn + 1 − 2 Jn = 0, n ≥ 0.
x x

HINT: Use integration by parts to get the same trigonometric function in all parts of the
integrand.

127. Using Fourier transforms show that



 1 for |x| < 1


∞
Z 
2 sin τ cos τ x 
dτ = 1 for x = ±1
π 0 τ 
 2



0 for |x| > 1.

128. Find the Fourier transform of Jn (x)/xn , with Jn defined as in problem 126.

HINT: Do not perform any integrals.

129. Assume that f : R → R is as smooth as you need.

(i) Show that if Z ∞

|x|n |f (x)| dx < ∞
−∞

and Z ∞
1
F (k) = √ f (x)e−ikx dx
2π −∞

50
is the Fourier transform of f (x), then
Z ∞
1
F (n)
(k) = √ (−ix)n f (x)e−ikx dx.
2π −∞

(ii) If Z ∞
|f (j) (x)| dx < ∞, j = 1, . . . n,
−∞

then Z ∞
1
√ f (n) (x)e−ikx dx = (ik)n F (k).
2π −∞

130. Find the solution to the heat equation

ut = α2 uxx , −∞ < x < ∞, t > 0,

with the initial condition

Z ∞
u(x, 0) = f (x), |f (x)| dx < ∞,
−∞

with f (x) also being continuous and piecewise smooth, by completing the following outline:

(i) Let Z ∞
1
U (t, k) = √ u(x, t)e−ikx dx
2π −∞
be the Fourier transform of u(x, t). Show that it satisfies the initial-value problem
Z ∞
1
2 2
Ut = −α k U, U (0, k) = F (k), F (k) = √ f (x)e−ikx dx,
2π −∞
and solve this problem for every k.

(ii) Deduce from (i) and the Fourier integral theorem that
Z ∞ Z ∞
1 2 2
u(x, t) = dk f (ξ)e−α k t+ik(x−ξ) dξ.
2π −∞ −∞

Show that the repeated integral exists as an integral over R2 for all t ≥ t0 > 0 and reverse
the order of integration.

(iii) Use (ii) and the formula

r Z ∞
2 2 2
e−y /2 cos λy dy = e−λ /2 ,
π 0

51
proven in class, to show that
∞
(x − ξ)2
Z  
1
u(x, t) = √
f (ξ) exp − dξ (20)
2α πt −∞ 4α2 t

for all x and all t > 0. Show uniform convergence of the integral and its partial derivatives
for all t ≥ t0 > 0 and thus verify directly that (20) indeed satisfies the heat equation. In
fact, show that u ∈ C ∞ (R, t ≥ t0 > 0).

(iv) Show that

y2
 
1
lim √
exp − 2 = 0, y 6= 0,
t→0+ 2α πt 4α t

∞
y2
Z  
1
√ exp − 2 dy = 1, t > 0,
2α πt −∞ 4α t
and ρ
y2
Z  
1
lim √ exp − 2 dy = 1
t→0+ 2α πt −ρ 4α t
for any ρ > 0.

(v) Consider the integral

∞h
(x − ξ)2
Z  
1 i
√ f (ξ) − f (x) exp − dξ.
2α πt −∞ 4α2 t
R x−ρ R x+ρ R ∞
Break the integral up into −∞ + x−ρ + x+ρ and carefully estimate each of these terms
using (iv). Thus, deduce that, with u(x, t) as in (20),

lim u(x, t) = f (x).

t→0+

In other words, u(x, t) indeed satisfies the initial value problem.

131. Consider the curve γ : [a, b] → Rn . For each partition P = {a = t0 < t1 < · · · < tN = b}
of [a, b] define
N
X
Λ(γ, P ) = kγ(ti ) − γ(ti−1 )k.
i=1

(i) What does Λ(γ, P ) represent geometrically?

(ii) Define the length of γ as

Λ(γ) = sup Λ(γ, P ).
P

52
and call γ rectifiable if Λ(γ) < ∞.

By carrying out the outline below, prove the following Theorem: If γ ∈ C 1 [a, b], then γ is
rectifiable, and Z b
Λ(γ) = kγ 0 (t)k dt.
a

(a) Show that Z ti

kγ(ti ) − γ(ti−1 )k ≤ kγ 0 (t)k dt,
ti−1

and conclude that Z b

Λ(γ) ≤ kγ 0 (t)k dt.
a

(b) To show the opposite inequality, first choose  > 0. Prove and use the uniform continuity
of γ 0 on [a, b] to show that for every sufficiently fine partition P ,

kγ 0 (ti ) − γ 0 (t)k <  and kγ 0 (t)k ≤ kγ 0 (ti )k + 

whenever ti−1 ≤ t ≤ ti . Thus, writing in some appropriate place γ 0 (ti ) = γ 0 (t) + γ 0 (ti ) − γ 0 (t),
derive the estimate
Z ti
kγ 0 (t)k dt ≤ kγ(ti ) − γ(ti−1 )k + 2(ti − ti−1 ).
ti−1

Conclude that Z b
kγ 0 (t)k dt ≤ Λ(γ) + 2(b − a),
a
and thus the statement of the theorem.

(iii) For a ≤ t ≤ b, define the arclength, s(t), of γ as

Z t
s(t) = kγ 0 (τ )k dτ.
a

Compute s0 (t)and deduce that s(t) is monotonically increasing. Conclude that the curve γ
can be re-parametrized in terms of the arclength by σ(s) = γ(t(s)), where s runs through
the interval [0, Λ(γ)]. Show that kσ 0 (s)k = 1, and so the integral for Λ(σ) becomes trivial.

132. (i) Consider the curve γ : [a, b] → R3 and the line integral
Z Z b
Iγ = f dx + g dy + h dz = [f (γ(t))γ10 (t) + g(γ(t))γ20 (t) + h(γ(t))γ30 (t)] dt.
γ a

53
Show that Iγ can be written as Z
Iγ = F · t ds,
γ

where F = (f, g, h), t is the unit tangent to the curve γ(t), and ds is the differential of the
arclength.

(ii) What must F = (f, g, h) be so that you can write

Z
Λ(γ) = f dx + g dy + h dz ?
γ

(iii) Generalize the result of (i) and (ii) to curves in Rn .

133. (i) What are the arclength and the length of one turn of the helix

γ(t) = (a cos t, a sin t, bt)?

(ii) Compute the arclength of the curve of intersection between the sphere x2 + y 2 + z 2 = 4
and the cylinder (x − 1)2 + y 2 = 1. What is its total length?

134. Let Σ be a smooth surface in R3 , expressed in terms of a single coordinate patch with
parameters u and v in the parameter domain ∆. Show that the surface integral
ZZ
IΣ = f dy ∧ dz + g dz ∧ dx + h dx ∧ dy
Σ

can be written in the form

ZZ ZZ    √
IΣ = F · n dA = F r(u, v) · n r(u, v) EG − F 2 du dv.
Σ ∆
 
Here F = (f, g, h), r(u, v) = x(u, v), y(u, v), z(u, v) is the parametrization of the surface
Σ,
ru × rv
n=
kru × rv k
is the unit normal to the surface Σ,

E = ru · ru , F = ru · rv , G = rv · rv ,

and √
dA = EG − F 2 du dv

54
is the surface area element. (The subscripts denote partial derivatives.) Observe that

EG − F 2 = kru × rv k2 .

Choose F = n; what is the result?

135. Compute the volume and the area of the torus parametrized by

x(r, s, t) = (b + r cos s) cos t

y(r, s, t) = (b + r cos s) sin t
z(r, s, t) = r sin s,

with 0 ≤ t, s ≤ 2π and 0 ≤ r ≤ a, with 0 < a < b constants.

136. Let E be an open rectangle in R3 , with edges parallel to the coordinate axes. Let
(a, b, c) ∈ E and fi ∈ C 1 (E) for i = 1, 2, 3. Consider

ω = f1 dy ∧ dz + f2 dz ∧ dx + f2 dx ∧ dy,

and assume that dω = 0 in E. Define

λ = g1 dx + g2 dy,

where
Z z Z y
g1 (x, y, z) = f2 (x, y, s) ds − f3 (x, t, c) dt
c b
Z z
g2 (x, y, z) = − f1 (x, y, s) ds
c

for (x, y, z) ∈ E. Prove that dλ = ω in E.

137. Vector analysis: Let F = (F1 , F2 , F3 ) be a smooth mapping of a star-shaped open set
E ⊂ R3 into R3 , which we will now call a vector field in E. With every such vector field F,
we associate a 1-form
λF = F1 dx + F2 dy + F3 dz,
and a 2-form
ωF = F1 dy ∧ dz + F2 dz ∧ dx + F3 dx ∧ dy.

For any smooth function u : E → R, define its gradient as the vector

∇u = (D1 u, D2 u, D3 u).

55
For a smooth vector field F in E define its curl

∇ × F = (D2 F3 − D3 F2 , D3 F1 − D1 F3 , D1 F2 − D2 F1 ),

and its divergence

∇ · F = D1 F1 + D2 F2 + D3 F3 .

Use Poincaré’s lemma to show:

(i) F = ∇u for some smooth function u if and only if ∇ × F = 0 in E.

(ii) F = ∇ × G for some smooth vector field G if and only if ∇ · F = 0.

138. Let E = R2 − {0}, the plane with the origin removed.

(i) Show that the 1-form

x dy − y dx
η=
x2 + y 2
is closed in E.

(ii) Fix r > 0 and consider the circle

γ(t) = (r cos t, r sin t), 0 ≤ t ≤ 2π.

Since γ(0) = γ(2π), we have ∂γ = 0. Show directly that

Z
η = 2π.
γ

Use Stokes’ theorem to show that:

(a) η is not exact in E,

(b) γ is not the boundary of any 2-chain in E.

(iii) Let Γ be a smooth curve in R2 with parameter interval [0, 2π] such that no straight line
segment [γ(t), Γ(t)], with 0 ≤ t ≤ 2π, contains the origin. Prove that
Z
η = 2π.
Γ

HINT: For 0 ≤ t ≤ 2π, 0 ≤ u ≤ 1, define

Φ(t, u) = (1 − u)Γ(t) + uγ(t).

56
Then Φ is a 2-surface in R2 − {0} whose parameter domain is the indicated rectangle. Show
that ∂Φ = Γ − γ and use Stokes’ theorem to deduce that
Z Z
η= η
Γ γ

because dη = 0.

(iv) Take the ellipse Γ(t) = (a cos t, b sin t), where a > 0 and b > 0 are fixed. Use part (iii)
to show that Z 2π
ab
dt = 2π.
0 a2 cos2 t + b2 sin2 t

(v) Show that

y
η = d arctan
x
in any convex open set in which x 6= 0, and that
 
x
η = d − arctan
y

in any convex open set in which y 6= 0.

Explain why this justifies the notation η = dθ despite the fact that η is not exact in R2 −{0}.

(vi) Show that (iii) can be derived from (v).

ai (x) dxi be a 1-form in a convex open set E ⊂ Rn . (See Problem 93 (ii)

P
139. (i) Let ω =
for the definition of a convex set. Note that a convex set is always star-shaped.) Assume
dω = 0 and prove that ω is exact in E by completing the following outline:

Fix p ∈ E, and let [p, x] be the straight line segment between the points p and x. Define
Z
f (x) = ω, x ∈ E.
[p,x]

Apply Stokes’ theorem to the appropriately oriented triangles [p, x, y] in E, with the vertices
p, x, and y. Deduce that
n
X Z 1  
f (y) − f (x) = (yi − xi ) ai (1 − t)x + ty dt
i=1 0

for x, y ∈ E. Hence Di f (x) = ai (x).

57
(ii) Assume that ω is a smooth 1-form in an open set E such that
Z
ω=0
γ

for every smooth closed curve γ in E. Prove that ω is exact in E by imitating part of the
argument sketched in (i).

(iii) Assume ω is a smooth 1-form in R3 − {0} and dω = 0. Prove that ω is exact in R3 − {0}.

HINT: Every closed smooth curve in R3 − {0} is the boundary of a 2-surface in R3 − {0}.
Apply Stokes’ theorem and (ii).

140. State conditions under which the formula

Z Z Z
f dω = f ω − df ∧ ω
Φ ∂Φ Φ

is valid and show that it generalizes the formula for integration by parts.

HINT: d(f ω) = df ∧ ω + f dω.

141. Using the notation of the problems 132, 134, and 137, as well as dV = dx dy dz,
formulate precisely and prove the two classical formulas in R3 :
Z Z
(∇ × F) · n dA = F · t ds, (Stokes),
Σ ∂Σ

and Z Z
∇ · F dV = F · n dA, (Gauss).
Ω ∂Ω

HINT: Simply translate them in the language of differential forms and use the results shown
in class.

142. Let E ⊂ R3 be open, and g, h : E → R smooth. Consider the vector field

F = g∇h.

(i) Show that

∇ · F = g∇2 h + ∇g · ∇h,
where
3
2
X ∂ 2h
∇ h = ∇ · (∇h) =
i=1
∂x2i

58
is the Laplacian of h.

(ii) If Ω is a 3-dimensional manifold-with-boundary in E with positively oriented boundary

∂Ω, show that Z  Z
2
 ∂h
g∇ h + ∇g · ∇h dV = g dA,
Ω ∂Ω ∂n
where we have written ∂h/∂n in place of ∇h · n. (Thus ∂h/∂n is the directional derivative
of h in the direction of the outward normal to ∂Ω, the so-called normal derivative of h.)
Interchange g and h and subtract the resulting formula from the first one, to obtain
Z  Z  
2 2
 ∂h ∂g
g∇ h − h∇ g dV = g −h dA.
Ω ∂Ω ∂n ∂n
These formulas are called Green’s identities.

(iii) Assume h is harmonic in E; this means that ∇2 h = 0. Take g = 1 and conclude that
Z
∂h
dA = 0.
∂Ω ∂n

Take g = h and conclude that h = 0 in Ω if h = 0 on ∂Ω.

(iv) Show that, with appropriate changes, Green’s identities are also valid in R2 .

143. Let Σ be 
 a “tube” in R3 , that is, a surface parametrized by a function r(t, z) =
x(t, z), y(t, z), z defined on the rectangle 0 ≤ t ≤ 1, a ≤ z ≤ b, such that r(0, z) = r(1, z)
for every z ∈ [a, b]. In other words, each z-slice through the surface Σ is a closed curve. Use
Stokes’ theorem to show that
Z
dx ∧ dy = A(b) − A(a),
Σ
 
where A(z) is the area enclosed by the curve x(t, z), y(t, z) in the xy-plane.

144. The physical principles of electricity and magnetism can be stated in the following way:

(i) Faraday’s law: The total electromotive force induced in a closed loop ∂Σ equals minus
the time rate of change of the magnetic flux through this loop. In the appropriate units, this
law reads I ZZ
1d
E · t ds = − B · n dA.
∂Σ c dt Σ

(ii) Ampère’s law: The total magnetic force induced in a loop ∂Σ equals the total of the
enclosed currents and the time rate of change of the electric displacement flux through the

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loop: I ZZ ZZ
4π 1d
H · t ds = J · n dA + D · n dA.
∂Σ c Σ c dt Σ

(iii) Coulomb’s law: The electric displacement flux through any closed surface ∂Ω equals the
enclosed charge: ZZ ZZZ
D · n dA = ρ dv.
∂Ω Ω

(iv) Absence of magnetic monopoles: There is no flux of the magnetic induction through
any closed surface: ZZ
B · n dA = 0.
∂Ω

Show that these laws result in Maxwell’s equations

1 ∂B
∇×E+ = 0, ∇ · B = 0,
c ∂t

4π 1 ∂D
∇×H= J+ , ∇ · D = ρ.
c c ∂t

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