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IA - Analysis I Eg

1. The document contains analysis problems and questions about sequences, series, limits, functions, and derivatives. 2. Some questions ask to prove properties about sequences, determine if sequences converge, find limits, and analyze series convergence. 3. Other questions involve analyzing functions, determining differentiability and continuity, applying the mean value theorem, and using Taylor's theorem. 4. The problems cover a wide range of core topics in real analysis including sequences, series, limits, derivatives, continuity, differentiability, and theorems like the mean value theorem.

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

IA - Analysis I Eg

1. The document contains analysis problems and questions about sequences, series, limits, functions, and derivatives. 2. Some questions ask to prove properties about sequences, determine if sequences converge, find limits, and analyze series convergence. 3. Other questions involve analyzing functions, determining differentiability and continuity, applying the mean value theorem, and using Taylor's theorem. 4. The problems cover a wide range of core topics in real analysis including sequences, series, limits, derivatives, continuity, differentiability, and theorems like the mean value theorem.

Uploaded by

Dedli
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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ANALYSIS 1 EXAMPLES SHEET 1

Lent Term 2015 W. T. G.

1. Let (an ) and (bn ) be two real sequences. Suppose that (an ) is a subsequence of (bn ) and
(bn ) is a subsequence of (an ). Does it follow that they are the same sequence?

2. For each positive integer k let a2k = 1 and for every n that is not a power of 2, let
an = 0. Prove directly from the definition of convergence that the sequence (an ) does not
converge.

3. Let (an ) be a real sequence. We say that an → ∞ if for every K there exists N such
that for every n ≥ N we have an ≥ K.
(i) Write down a similar definition for an → −∞.
(ii) Show that an → −∞ if and only if −an → ∞.
(iii) Suppose that no an is 0. Prove that if an → ∞, then a1n → 0.
(iv) Again suppose that no an is 0. If a1n → 0, does it follow that an → ∞?

4. Let a1 > b1 > 0 and for every n ≥ 1 let an+1 = (an +bn )/2 and let bn+1 = 2an bn /(an +bn ).
Show that an > an+1 > bn+1 > bn . Deduce that the two sequences converge to a common
limit. What is that limit?

5. Let (a1 , b1 ) ⊃ (a2 , b2 ) ⊃ . . . be a nested sequence of non-empty open intervals. Must


T∞
n=1 (an , bn ) be non-empty? If not, then find a (non-trivial) additional condition that
guarantees that the intersection is non-empty.

6. (i) Let (an ) be a real sequence that is bounded but that does not converge. Prove that
it has two convergent subsequences with different limits.
(ii) Prove that every real sequence has a subsequence that converges or tends to ±∞.

7. Let a be a real number and let (an ) be a sequence such that every subsequence of (an )
has a further subsequence that converges to a. Prove that an → a.

8. Let (an ) be a Cauchy sequence. Prove that (an ) has a subsequence (ank ) such that
|anp − anq | < 2−p whenever p ≤ q.
1
2 ANALYSIS 1 EXAMPLES SHEET 1

9. Let f : R → (0, ∞) be a decreasing function. (That is, if x < y then f (x) ≥ f (y).)
Define a sequence (an ) inductively by a1 = 1 and an+1 = an + f (an ) for every n ≥ 1. Prove
that an → ∞.
10. Investigate the convergence of the following series. For each expression that contains
the variable z, find all complex numbers z for which the series converges.

X sin n X n2 z n X (−1)n X z n (1 − z) X n2

n
n2 n
5n n
4 + n n
n n≥3
(log log n)log n

11. The two series 1 − 21 + 13 − 14 + 15 − . . . and 1 + 13 − 21 + 51 + 17 − 14 + . . . have the


same terms but in different orders. Let Sn and Tn be the partial sums to n terms. Let
Hn = 1 + 21 + 13 + · · · + n1 . Show that S2n = H2n − Hn and T3n = H4n − 12 H2n − 12 Hn . Show
that the sequence (Sn ) converges to a limit S and that Tn → 3S/2.
P
12. Prove that n n(log1 n)α converges if α > 1 and diverges otherwise. Does the series
P 1
n n log n log log n converge?
P
13. Let (an ) be a sequence of positive real numbers such that n an diverges. Prove that
P
there exists a sequence (bn ) of positive real numbers such that bn /an → 0, but n bn is
still divergent.
P
14. Let x be a real number and let n an be a series that converges but that does not
converge absolutely. Prove that the terms can be reordered so that the series converges to
P
x. That is, show that there is a bijection π : N → N such that n aπ(n) = x.
15. For every positive integer k write logk (x) for log log . . . log(x), where the logarithm
has been taken k times. (Thus, log1 (x) = log x, log2 (x) = log log x, and so on.) Define
a function f : N → R by taking f (n) to be n log n log2 n . . . logk(n) n, where k(n) is the
P 1
largest integer such that logk(n) n ≥ 1. Does the series n f (n) converge?
16. Can the open interval (0, 1) be written as a union of disjoint closed intervals of positive
length?

Any comments or queries can be sent to [email protected].


ANALYSIS 1 EXAMPLES SHEET 2

Lent Term 2015 W. T. G.

1. Let (an ) and (bn ) be two real sequences. Suppose that (an ) is a subsequence of (bn ) and
(bn ) is a subsequence of (an ). Suppose also that (an ) converges. Does it follow that they
are the same sequence?

2. Let H : R → R be defined as follows: if x < 0 then H(x) = 0 and if x ≥ 0 then


H(x) = 1. Prove carefully that H is not continuous (i) by directly using the definition of
continuity and (ii) by using the sequence definition.

3. Suppose that f (x) → ` as x → a and g(y) → k as y → `. Does it follow that


g(f (x)) → k as x → a?

4. For each natural number n, let fn : [0, 1] → [0, 1] be a continuous function, and for each
n let hn be defined by hn (x) = max{f1 (x), . . . , fn (x)}. Show that for each n the function
hn is continuous on [0, 1]. Must the function h defined by h(x) = sup{fn (x) : n ∈ N} be
continuous?

5. Let g : [0, 1] → [0, 1] be a continuous function. Prove that there exists some c ∈ [0, 1]
such that g(c) = c. Such a c is called a fixed point of g.
Give an example of a bijection h : [0, 1] → [0, 1] with no fixed point.
Give an example of a continuous bijection p : (0, 1) → (0, 1) with no fixed point.

6. Prove that the function q(x) = 2x5 + 3x4 + 2x + 16 (defined on the reals) takes the value
0 exactly once, and that the number where it takes that value is somewhere in the interval
[−2, −1].

7. Prove rigorously that there are exactly nine solutions to the simultaneous equations
x = 1000(y 3 − y) and y = 1000(x3 − x). That is, prove that there are exactly nine ordered
pairs (x, y) such that the two equations are satisfied.

8. Let f : [0, 1] → R be continuous, with f (0) = f (1) = 0. Suppose that for every
x ∈ (0, 1) there exists δ > 0 such that both x + δ and x − δ belong to (0, 1) and f (x) =
1
2
(f (x − δ) + f (x + δ)). Prove that f (x) = 0 for every x ∈ [0, 1].
1
2 ANALYSIS 1 EXAMPLES SHEET 2

9. Define a function f : R → R as follows. If x is irrational, then f (x) = 0, while if x


is rational, then f (x) = 1/q, where q is the denominator of x. (That is, x = p/q, with
p and q coprime integers and q > 0.) Prove that f is continuous at every irrational and
discontinuous at every rational.
10. Let f : [a, b] → R be continuous on [a, b] and differentiable on (a, b). Which of the
following statements are always true and which are sometimes false?
(i) If f is increasing, then f 0 (x) ≥ 0 for every x ∈ (a, b).
(ii) If f 0 (x) ≥ 0 for every x ∈ (a, b), then f is increasing.
(iii) If f is strictly increasing, then f 0 (x) > 0 for every x ∈ (a, b).
(iv) If f 0 (x) > 0 for every x ∈ (a, b), then f is strictly increasing.
11. (i) Let g : R → R be a differentiable function such that g(0) = g 0 (0) = 0 and g 00 (0)
exists and is positive. Prove that there exists x > 0 such that g(x) > 0.
(ii) Let f : R → R be a differentiable function such that f (0) = 0, and f 00 (0) exists and
is positive. Prove that there exists x > 0 such that f (2x) > 2f (x).
12. Let f : R → R be differentiable everywhere. Prove that if f 0 (x) → ` as x → ∞, then
f (x)/x → `. If f (x)/x → ` as x → ∞, does it follow that f 0 (x) → `?
13. Find a function f : R → R that takes every value in every interval. That is, for every
a < b and every t there should exist x ∈ (a, b) such that f (x) = t.
14. Let f : R → R be a function that has the intermediate value property: that is, if
f (a) < c < f (b) then there exists x ∈ (a, b) such that f (x) = c. Suppose also that for
every rational r the set Sr = {x : f (x) = r} is closed. (This means that if (xn ) is any
convergent sequence in Sr , then its limit also belongs to Sr .) Prove that f is continuous.
ANALYSIS 1 EXAMPLES SHEET 3

Lent Term 2015 W. T. G.


1. Suppose that f : R → R satisfies the inequality |f (x) − f (y)| ≤ |x − y|2 for every
x, y ∈ R. Prove that f is constant.
2. (i) Let f : R → R be defined by f (x) = x2 sin(1/x) if x 6= 0 and f (0) = 0. Prove that
f is differentiable everywhere. For which x is f 0 continuous at x?
(ii) Give an example of a function g : R → R that is differentiable everywhere such that
g 0 is not bounded on the interval [−1, 1].
3. Let f : R → R be a differentiable function with the property that f (x) = o(xn ) for
every positive integer n. (In other words, for every n we have f (x)/xn → 0 as x → 0.)
Does it follow that f is infinitely differentiable at 0?
4. By applying the mean value theorem to log(1 + x) on the interval [0, a/n], prove
rigorously that (1 + a/n)n → ea as n → ∞.
5. Find lim n(a1/n − 1), when a > 0.
n→∞
6. Let f : R → R be defined by f (x) = exp(−1/x2 ) when x 6= 0 and f (0) = 0. Prove
that f is infinitely differentiable and that f (n) (0) = 0 for every n ∈ N. What does Taylor’s
theorem tell us when we apply it to f at 0?
7. Find the radius of convergence of each of the following power series.

X X∞ ∞
X ∞
X
2.4.6 . . . (2n + 2) z 3n nn z n √
zn n n n
z
n=0
1.4.7 . . . (3n + 1) n=1
n2n n=0
n! n=1
8. Find the derivative of tan x on the interval (−π/2, π/2). How do you know that there
is a differentiable inverse function arctan x from R to (−π/2, π/2)? What is its derivative?
By considering derivatives, prove that arctan x = x − x3 /3 + x5 /5 − . . . when |x| < 1.
9. Let f and g be two functions defined and differentiable on an open interval I con-
taining 0. Suppose that f (0) = g(0) = 0 and that f 0 (x)/g 0 (x) converges to a limit ` as
x → 0.
(i) Show that there is an open interval of the form (0, a) on which g 0 does not vanish.
Let 0 < x < a. By considering the function F (u) = f (x)g(u) − g(x)f (u), prove that there
0 (y)
exists y with 0 < y < x such that fg0 (y) = fg(x)
(x)
. Explain briefly why a similar statement
holds for negative x.
1
2 ANALYSIS 1 EXAMPLES SHEET 3

(ii) Deduce l’Hôpital’s rule, which states that under the conditions above, f (x)/g(x) → `.
(iii) What is lim (1 − cos(sin x))/x2 ?
x→0
10. Let (an ) be a bounded real sequence. Prove that (an ) has a subsequence that tends to
lim sup an . What result from the course does this imply?
Q
11. The infinite product ∞ n=1 (1 + an ) is said to converge to a if the sequence of partial
products Pn = (1 + a1 ) . . . (1 + an ) converges to a. Suppose that an ≥ 0 for every n. Write
Q
Sn = a1 + · · · + an . Prove that Sn ≤ Pn ≤ eSn for every n, and deduce that ∞ n=1 (1 + an )
P∞ Q∞
converges if and only if n=1 an converges. Evaluate the product n=2 (1 + 1/(n2 − 1)).
12. Let f : R → R be differentiable, let a and b be real numbers with a < b, and suppose
that f 0 (a) < 0 < f 0 (b). Prove that there exists c ∈ (a, b) such that f 0 (c) = 0. Deduce
the more general result that if f 0 (a) 6= f 0 (b) and z lies between f 0 (a) and f 0 (b), then there
exists c ∈ (a, b) such that f 0 (c) = z. (This result is called Darboux’s theorem.)
13. Say that an ordered field F has the intermediate value property if for every a < b and
every continuous function f : F → F, if f (a) < 0 and f (b) > 0 then there exists c ∈ (a, b)
such that f (c) = 0. Prove that every ordered field with the intermediate value property
has the least upper bound property. (This implies that it is isomorphic to R.)
P
14. (i) Show that the series ∞ zn
n=1 n has radius of convergence 1, and that it converges
for every z such that |z| = 1, with the exception of z = 1.
P
(ii) Let z1 , . . . , zm be complex numbers of modulus 1. Find a power series ∞ n=0 an z
n

with radius of convergence 1 that converges for every z such that |z| = 1, except when
z ∈ {z1 , . . . , zm }, when it diverges.
15. (i) Let f and g be two n-times-differentiable functions from R to R. For k ≤ n and
x ∈ R, say that f and g agree to order k at x if f (j) (x) = g (j) (x) for j = 0, 1, . . . , k − 1.
Let x1 < x2 < · · · < xr be real numbers, let k1 , . . . , kr be non-negative integers such
that k1 + · · · + kr = n, and suppose that for each i ≤ r the functions f and g agree to
order ki at xi . If r ≥ 2, prove that there exists x in the open interval (x1 , xr ) such that
f (n−1) (x) = g (n−1) (x). [Note that if you can do this when g is the zero function then
you can do it in general. If you still find it too hard, then try it in the case r = n, so
k1 = · · · = kn = 1, and in the case k = 2, to get an idea what is going on.]
(ii) Let f be n-times differentiable, let x1 < · · · < xr be real numbers and let k1 , . . . , kr
be non-negative integers with k1 + · · · + kr = n. Prove that there is a polynomial p of
degree at most n − 1 such that for every i ≤ r and every j < ki we have p(j) (xi ) = f (j) (xi ).
[Hint: start by building a suitable basis of polynomials and then take linear combinations.]
(iii) Find an expression for the constant value of p(n−1) .
ANALYSIS 1 EXAMPLES SHEET 4

Lent Term 2015 W. T. G.


Ra
1. Show directly from the definition of an integral that 0
x2 dx = a3 /3 for a > 0.
R∞
2. Give an example of a continuous function f : [0, ∞) → [0, ∞) such that 0
f (x)dx
exists but f is unbounded.

3. Give an example of an integrable function f : [0, 1] → R such that f (x) ≥ 0 for every
R1
x, f (y) > 0 for some y, and 0 f (x)dx = 0.
Prove that this cannot happen if in addition f is continuous.

4. Let f : R → R be monotonic. Show that the set of x such that f is discontinuous at x


is countable.
Let (xn ) be a sequence of distinct points in (0, 1]. Let fn (x) = 0 if 0 ≤ x < xn and let
P
fn (x) = 1 if xn ≤ x ≤ 1. For each x, let f (x) = ∞ n=1 2
−n
fn (x). Prove that this series
converges for every x ∈ [0, 1].
Explain why f must be integrable.
Prove that f is discontinuous at every xn .

5. Define a function f : [0, 1] → R as follows. If x is irrational, then f (x) = 0. If x is


rational, then write it in its lowest terms as p/q and then f (x) = 1/q. Prove that f is
R1
integrable. What is 0 f (x)dx?

6. Let a < b and let f : [a, b] → R be a Riemann integrable function such that f (x) ≥ 0
Rb
for every x. Prove that if a f (x)dx = 0, then for every closed subinterval I ⊂ [a, b] of
positive length and every  > 0 there exists a closed subinterval J ⊂ I of positive length
such that f (x) ≤  for every x ∈ J.
Rb
Deduce that if f (x) > 0 for every x, then a f (x)dx > 0.

7. Do these improper integrals converge?


R∞
(i) 1 sin2 (1/x)dx.
R∞
(ii) 0 xp exp(−xq )dx (with p, q > 0).
R∞
(iii) 0 sin(x2 )dx.
1
2 ANALYSIS 1 EXAMPLES SHEET 4

1 1 1
8. Prove that + + ··· + → log 2 as n → ∞, and find the limit of
n+1 n+2 2n
1 1 (−1)n−1
− + ··· + .
n+1 n+2 2n
Rb
9. Let f : [a, b] → R be continuous and suppose that a f (x)g(x)dx = 0 for every continu-
ous function g : [a, b] → R with g(a) = g(b) = 0. Must f vanish identically?
10. Let f : [0, 1] → R be continuous. Let G(x, t) = t(x − 1) when t ≤ x and x(t − 1) when
R1
t ≥ x. Let g(x) = 0 f (t)G(x, t)dt. Show that g 00 (x) exists for x ∈ (0, 1) and equals f (x).
Rx
11. For positive x, define L(x) to be 1 dtt . Prove directly from this definition that the
function L has the properties one normally expects of the logarithm function. In particular,
prove that L(ab) = L(a) + L(b) for all positive a and b. If you adopted this as your
fundamental definition of natural logarithms, then how would you define e?
R1
12. For each non-negative integer n let In (θ) = −1 (1 − x2 )n cos(θx)dx. Prove that θ2 In =
2n(2n − 1)In−1 − 4n(n − 1)In−2 for all n ≥ 2, and hence that θ2n+1 In (θ) = n!(Pn (θ) sin θ +
Qn (θ) cos θ) for some pair Pn and Qn of polynomials of degree at most 2n with integer
coefficients.
Deduce that π is irrational.
13. Let f : [−1, 1] be defined by f (x) = x sin(1/x) when x 6= 0 and f (0) = 0. Explain
why f is integrable. Prove that there do not exist increasing functions g and h, defined on
[−1, 1], such that f (x) = g(x) − h(x) for every x.
14. Prove that if f : [0, 1] → R is integrable, then f has infinitely many points of continuity.

15*. Let f : [0, 1] → R be a function that is differentiable everywhere (with right and left
derivatives at the end points) with a derivative f 0 that is bounded. Must f 0 be integrable?

Comments and corrections to [email protected]

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