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Problem Set 7 Solution Set: Anthony Varilly

This document contains solutions to problems from a math class. The solutions include: 1) Verifying an integral identity using a series expansion. 2) Representing an error function as a power series and computing its coefficients. 3) Showing a sequence of functions converges uniformly to 0. 4) Determining intervals where a quadratic function is a contraction. 5) Converting a differential equation to an integral equation and setting up an iteration scheme.

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0% found this document useful (0 votes)
196 views

Problem Set 7 Solution Set: Anthony Varilly

This document contains solutions to problems from a math class. The solutions include: 1) Verifying an integral identity using a series expansion. 2) Representing an error function as a power series and computing its coefficients. 3) Showing a sequence of functions converges uniformly to 0. 4) Determining intervals where a quadratic function is a contraction. 5) Converting a differential equation to an integral equation and setting up an iteration scheme.

Uploaded by

wieirra
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
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Problem Set 7 Solution Set

Anthony Varilly

Math 112, Spring 2002

Rx
1. Exercise 5.4.1. Verify that 0 sin t dt = 1 cos x, using the series expansion.

Solution. We know that the series



X (1)k 2k+1
sin t = t
(2k + 1)!
k=0

converges uniformly on any bounded subset of R. If we choose b such that |x| < b, then we
have uniform convergence on [b, b], so we can integrate term-by-term between 0 and x:
Z x
Z x Z x X !
(1)k 2k+1 (1)k 2k+1
X 
sin t dt = t dt = t dt
0 0 (2k + 1)! 0 (2k + 1)!
k=0 k=0

X (1)k X (1)m1 2m
= x2(k+1) = t
(2 (k + 1))! (2m)!
k=0 m=1
= (cos x 1) = 1 cos x

1 R x t2 /2
2. Exercise 5.4.8. The error function is defined by erf(x) = e dt.
2 0

(a) Show that erf(x) can be represented by a power series k


P
k=0 ak x valid for all x, and
compute a0 , a1 , a2 , a3 , a4 , and a5 .

Solution. Since et =
P n
0 t /n!, we have


t2 /2
X t2n
e = (1)n
2n n!
n=0
2n 2n
t
= a

Consider the interval [a, a] and set Mn = supt[a,a] n n
. The ratio test
P 2 n! 2 n!
shows that Mn converges, since

Mn+1 a2(n+1) 2n n! a2
= (n+1) 2n =

Mn 2 (n + 1)! a 2(n + 1)

1
converges to zero, which is less than 1. Hence, by the Weierstrass M test, we have
uniform convergence on [a, a]. Since a was arbitrary, we have uniform convergence on
all of R. Thus, on the finite interval [0, x],
x Z x
t2n
Z 
1 2 /2 1 X
et dt = (1)n n dt
2 0 2 n=0 0 2 n!

1 X x2n+1
= (1)n
2 n=0 (2n + 1) 2n n!

1 1 1
We compute a0 = 0, a1 = , a2 = 0, a3 = , a4 = 0, a5 = .
2 6 2 40 2
1 R 1 x2 /2
(b) Estimate the value of e dx.
2 1
Solution. We compute
Z 1 Z 1 Z 1 
1 2 1 x2 /2 x2 /2
ex /2 dx = e dx e dx
2 1 2 0 0

1 X (1)n (1)2n+1 (1)n (1)2n+1
=
2 n=0 (2n + 1) 2n n!

1 X (1)n (1)3n+1
=
2 n=0 (2n + 1) 2n n!
 
1 2 2 2
2 + 0.68
2 6 40 336

Indeed, it is the case that roughly 68% of a normally distributed population lies within
one standard deviation of the mean.
1 nx
3. Exercise 5.5.4. Let fn (x) = , for 0 x 1. Show that fn 0 in C([0, 1], R).
n 1 + nx

Solution. fn 0 kfn 0k[0,1] 0 as n sup[0,1] |fn (x) 0| 0 as n .


Therefore, we examine
1 nx
sup
[0,1] n 1 + nx

Note that fn is an increasing function on [0, 1] since

1 n(1 + nx) n2 x
fn0 (x) =
n (1 + nx)2
1 1
= >0
n (1 + nx)2
Therefore
1 nx
sup = 1
[0,1] n 1 + nx
1+n

2
1 1 1
If we choose N = (1 )/, then for n > N , < = , so 0 as n .
1+n 1+N 1+n
Thus fn 0.

4. Exercise 5.7.3. For what intervals [0, r], r 1, is f : [0, r] [0, r], x 7 x2 , a contraction?

Solution. We want to determine r such that there exists a constant k, 0 k < 1, such that
d(f (x), f (y)) kd(x, y) for all x, y [0, r]. Without loss of generality, assume that x > y.
Since
d(f (x), f (y)) = |x2 y 2 | = |x + y||x y| = |x + y|d(x, y)
we want |x + y| k < 1 for all x, y [0, r]. We claim that this implies r < 1/2. Indeed, if we
were to let r = 1/2, then we could choose x = 1/2 and y = 1/2  where  > 0. As  0,
|x + y| 1, so we would have to choose k = 1 so that |x + y| k for all x, y. But this is not
allowed, so we must restrict r < 1/2.

5. Exercise 5.7.5. Convert dy/dx = 3xy, y(0) = 1, to an integral equation and set up an iteration
scheme to solve it.
Rx
Solution. The equation is equivalent
Rx to f (x) = 1 + 0 3tf (t)dt. Define a map : C[r, r]
C[r, r] by (f )(x) = 1 + 0 3tf (t)dt. We are in search of a point such that (f ) = f . We
know that such a point exists because is a contraction mapping and must therefore have a
unique fixed point. Suppose we start with f0 (x) = 1. Then
Z x
3x2
f1 (x) = (f0 ) (x) = 1 + 3tdt = 1 +
0 2
Z x  2 3x2

3t 9
f2 (x) = (f1 ) (x) = 1 + 3t 1 + dt = 1 + + x4
0 2 2 (2) (4)

Continuing with this iterative process, we will arrive at an infinite series that converges to
2
f (x) = e3x /2 .

6. End of Chapter 5, Exercise 2. Determine which of the following sequences converge (pointwise
or uniformly) as k . Check the continuity of the limit in each case.

(a) (sin x)/k on R. Since (sin x)/k 1/k for all x R and since (1/k) 0 as k ,
(sin x)/k converges pointwise to 0. To test for uniform convergence, we calculate

sin x sin x 1
sup
0 = sup
=
xR k xR k k

If N () = 1/, then for k > N (), 1/k < 1/N = . So we have uniform convergence. The
limit function f (x) = 0 is continuous.
(b) 1/(kx + 1) on (0, 1). We claim that this converges pointwise to the continuous limit
function f (x) = 0 for x (0, 1). Fix x = . Given  > 0,

1 1
k + 1 0 = k + 1 < 

3
for k > (1 )/. Thus pointwise convergence is established. Convergence is not
uniform though. If we choose  = 1/2, then we can find x = 6= 0 at which
1 1
>
k + 1 2

This is in fact true for all points x = where 0 < < 1/k. Therefore it is impossible to
choose n large enough so that |fn (x) f (x)| <  = 1/2 for all x (0, 1).
(c) x/(kx + 1) on (0, 1). To show pointwise convergence, we argue that fk (x) = x/(kx + 1)
is increasing on (0, 1) since

0 (1 + kx) kx 1
fk (x) = 2 = >0
(1 + kx) (1 + kx)2

Therefore x/(kx + 1) < 1/(k + 1), which converges to 0 as k . To establish uniform


convergence, we observe that

x 1
sup 0 =
x(0,1) kx + 1 k+1

So if we let N () = (1 )/, then for k > N (), 1/(k + 1) < 1/(1 + N ()) = . Thus the
sequence of functions in question converges uniformly to 0. The limit function f (x) = 0
is continuous.
(d) x/(1+kx2 ) on R. This clearly converges pointwise to f (x) = 0, using a similar argument
to part (b). To establish uniform convergence, we argue that fk = x/(1 + kx2 ) attains
a maximum/minimum when

1 + kx2 x (2kx))

0
fk = =0
(1 + kx2 )2

which implies 1 kx2 = 0 x = 1/ k. Then

x 1/ k 1
sup =
2
=
xR 1 + kx 1 + k(1/k) 2 k
1 1
If we set N () = 1/42 , then < p = . Thus, we have established uniform
2 k 2 N ()
convergence to the continuous function 0.
(e) (1, (cos x)/k 2 ), a sequence of functions from R to R2 . We claim that this sequence of
functions converges uniformly (and thus pointwise) to (1, 0). We have
 cos x   
1
sup 1, 2 (1, 0) 1, 2 (1, 0)

xR k k
= 1/k 2

If we choose N () = 1/ , then for k > N (), 1/k 2 < 1/N 2 = . Thus the convergence
is uniform. The limit function f (x) = (1, 0) is a continuous mapping.

4
7. End of Chapter 5, Exercise 4. Let fn : [1, 2] R be defined by fn (x) = x/(1 + x)n .
P
(a) Prove that n=1 fn (x) is convergent for x [1, 2].

Solution. To show convergence, we use the ratio test.


(1 + x)n

fn+1 x
lim sup = lim sup
n x[1,2] fn n x[1,2] (1 + x)n+1 x
1 1
= lim sup = <1
n x[1,2] 1+x 2

(b) Is it uniformly convergent?

Solution. Take Mn = (2/3)n . Note that



x
sup |fn (x)| = sup

x[1,2] x[1,2] (1 + x)n
n
xn

x
sup n
= sup
x[1,2] (1 + x) x[1,2] 1 + x
 n
2
= = Mn
3
P P 2 n
Furthermore, n=1 Mn = n=1 P3 is a convergent geometric series, since r < 1.
Thus, by the Weierstrass M test, n=1 fn (x) converges uniformly on [1, 2].
R2 P P R 2
(c) Is 1 (
P
1 fn (x)) dx = 1 1 fn (x)dx? Since n=1 fn (x) converges uniformly on [1, 2],
and since x/(! + x)n is integrable (it is continuous), it is legitimate to interchange inte-
gration and summation.

and
P
8. End of Chapter 5, Exercise 9. Suppose that the functions gP k are continuous k=1 gk
converges uniformly on A Rn . If xk x0 in A, prove that
P
g (x
n=1 n k ) n=1 n 0 ) as
g (x
k .

Solution. Let g(x) =


P P
k=1 gk . Since the functions gk are continuous and since k=1 gk g
uniformly on A, it follows from Corollary 5.1.5 that g(x) is continuous. Since g is continuous,
for each convergent sequence xk x0 in A, we have g(xk ) g(x0 ).

9. End of Chapter 5, Exercise 11.

(a) Must a contraction on any metric space have a fixed point? Discuss.

Solution. No. If the metric space is not complete, then the fixed point need not be
contained in the metric space.

5
(b) Let f : X X, where X is a complete metric space (such as R), satisfy d(f (x), f (y)) <
d(x, y) for all x, y X. Must f have a fixed point? What if X is compact?

Solution. Consider f (x) = x+1/x on the interval A = [2, ). Without loss of generality,
we can pick x, y A such that x > y. Then 1/x < 1/y. Thus

1 1 1 1
d(f (x), f (y)) = x + y = (x y) + ( ) < |x y| = d(x, y)
x y x y

But we claim that f does not have a fixed point a A. Indeed, if f (a) = a, then
a = a + 1/a 0 = 1/a, which is not possible.
If, however, the space X is compact, then we claim that f : X X must have a fixed
point. Let g(x) = d(x, f (x)). Then g : X R is a continuous function on a compact
space, so it achieves its minimum. That is, there is an x0 X such that g(x0 ) g(x)
for all x X. We now claim that g(x0 ) = 0. If g(x0 ) 6= 0, then

0 g(f (x0 )) = d (f (x0 ) , f (f (x0 ))) < d(x0 , f (x0 )) = g(x0 )

But this contradicts the fact that g(x0 ) is a minimum. Therefore it must be the case
that g(x0 ) = 0, which implies f (x0 ) = x0 . So f has a fixed point.

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