MATHEMATICAL ANALYSIS

PROBLEMS AND EXERCISES II

Series of Lecture Notes and Workbooks for Teaching

Undergraduate Mathematics

Algoritmuselmelet
Algoritmusok bonyolultsaga
Analitikus m
odszerek a penz
ugyben es a kozgazdasagtanban
Analzis feladatgy
ujtemeny I
Analzis feladatgy
ujtemeny II
Bevezetes az analzisbe
Complexity of Algorithms
Differential Geometry
Diszkret matematikai feladatok
Diszkret optimaliz
alas
Geometria
Igazsagos eloszt
asok
Introductory Course in Analysis
Mathematical Analysis Exercises I
Mathematical Analysis Problems and Exercises II
Mertekelmelet es dinamikus programozas
Numerikus funkcionalanalzis
Oper
aciokutatas
Oper
aciokutatasi peldat
ar
Parci
alis differencialegyenletek
Peldat
ar az analzishez
Penz
ugyi matematika
Szimmetrikus strukt
urak
Tobbvaltozos adatelemzes
Variacioszamtas es optimalis ir
anytas

 a
szlo
Fehe
r, Ge
za Ko
s, Arp
d To
th
La

MATHEMATICAL
ANALYSIS
PROBLEMS AND
EXERCISES II

E
otv
os Lor
and University
Faculty of Science
Typotex
2014

 ad Toth,
c 20142019, Laszlo Feher, Geza K

os, Arp
Eotvos Lorand University, Faculty of Science
Editors: Geza K
os, Zolt
an Szentmiklossy
Reader: Peter Pal Pach
Creative Commons NonCommercial-NoDerivs 3.0 (CC BY-NC-ND 3.0)
This work can be reproduced, circulated, published and performed for noncommercial purposes without restriction by indicating the authors name, but
it cannot be modified.
ISBN 978 963 279 420 4
Prepared under the editorship of Typotex Publishing House
(http://www.typotex.hu)
Responsible manager: Zsuzsa Votisky
Technical editor: Jozsef Gerner

Made within the framework of the project Nr. TAMOP-4.1.2-08/2/A/KMR2009-0045, entitled Jegyzetek es peldat
arak a matematika egyetemi oktatasahoz (Lecture Notes and Workbooks for Teaching Undergraduate Mathematics).

KEY WORDS: Analysis, calculus, derivate, integral, multivariable, complex.

SUMMARY: This problem book is for students learning mathematical calculus and analysis. The main task of it to introduce the derivate and integral
calculus and their applications.

Contents
I

Problems

11

1 Basic notions. Axioms of the real numbers

13
1.0.1 Fundaments of Logic . . . . . . . . . . . . . . . . . . . 13
1.0.2 Sets, Functions, Combinatorics . . . . . . . . . . . . . 16
1.0.3 Proving Techniques: Proof by Contradiction, Induction 18
Fibonacci Numbers . . . . . . . . . . . . . . . . . . . . 21
1.0.4 Solving Inequalities and Optimization Problems . . . 22
1.1 Real Numbers . . . . . . . . . . . . . . . . . . . . . . . . . . . 24
1.1.1 Field Axioms . . . . . . . . . . . . . . . . . . . . . . . 24
1.1.2 Ordering Axioms . . . . . . . . . . . . . . . . . . . . . 25
1.1.3 The Archimedean Axiom . . . . . . . . . . . . . . . . 25
1.1.4 Cantor Axiom . . . . . . . . . . . . . . . . . . . . . . 26
1.1.5 The Real Line, Intervals . . . . . . . . . . . . . . . . . 27
1.1.6 Completeness Theorem, Connectivity . . . . . . . . . 29
1.1.7 Powers . . . . . . . . . . . . . . . . . . . . . . . . . . . 29
2 Convergence of Sequences
2.1 Theoretical Exercises . . . . . . . . . . . .
2.2 Order of Sequences, Threshold Index . . .
2.3 Limit Points, liminf, limsup . . . . . . . .
2.4 Calculating the Limit of Sequences . . . .
2.5 Recursively Defined Sequences . . . . . .
2.6 The Number e . . . . . . . . . . . . . . .
2.7 BolzanoWeierstrass Theorem and Cauchy
2.8 Infinite Sums: Introduction . . . . . . . .

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Criterion
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31
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50

3 Limit and Continuity of Real Functions

3.1 Global Properties of Real Functions . . . . . . . . .
3.2 Continuity and Limits of Functions . . . . . . . . . .
3.3 Calculating Limits of Functions . . . . . . . . . . . .
3.4 Continuous Functions on a Closed Bounded Interval

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55
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3.5
3.6
3.7
3.8
3.9

Uniformly Continuous Functions . . . . . . .

Monotonity and Continuity . . . . . . . . . .
Convexity and Continuity . . . . . . . . . . .
Exponential, Logarithm, and Power Functions
Trigonometric Functions and their Inverses .

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65
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4 Differential Calculus and its Applications

4.1 The Notion of Differentiation . . . . . . . . . .
4.1.1 Tangency . . . . . . . . . . . . . . . . .
4.2 Higher Order Derivatives . . . . . . . . . . . .
4.3 Local Properties and the Derivative . . . . . .
4.4 Mean Value Theorems . . . . . . . . . . . . . .
4.4.1 Number of Roots . . . . . . . . . . . . .
4.5 Exercises for Extremal Values . . . . . . . . . .
4.5.1 Inequalities, Estimates . . . . . . . . . .
4.6 Analysis of Differentiable Functions . . . . . . .
4.6.1 Convexity . . . . . . . . . . . . . . . . .
4.7 The LHospital Rule . . . . . . . . . . . . . . .
4.8 Polynomial Approximation, Taylor Polynomial

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71
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5 The Riemann Integral and its Applications

5.0.1 The Indefinite Integral . . . . . . . . . . . . . . . . .
5.0.2 Properties of the Derivative . . . . . . . . . . . . . .
5.1 The Definite Integral . . . . . . . . . . . . . . . . . . . . . .
5.1.1 Inequalities for the Value of the Integral . . . . . . .
5.2 Integral Calculus . . . . . . . . . . . . . . . . . . . . . . . .
5.2.1 Connection between Integration and Differentiation
5.3 Applications of the Integral Calculus . . . . . . . . . . . . .
5.3.1 Calculating the Arclength . . . . . . . . . . . . . . .
5.4 Functions of Bounded Variation . . . . . . . . . . . . . . .
5.5 The Stieltjes integral . . . . . . . . . . . . . . . . . . . . . .
5.6 The Improper Integral . . . . . . . . . . . . . . . . . . . . .

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87
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6 Infinite Series

97

7 Sequences and Series of Functions

103
7.1 Convergence of Sequences of Functions . . . . . . . . . . . . 103
7.2 Convergence of Series of Functions . . . . . . . . . . . . . . . 105
7.3 Taylor and Power Series . . . . . . . . . . . . . . . . . . . . . 107
8 Differentiability in Higher Dimensions
109
8.1 Real Valued Functions of Several Variables . . . . . . . . . . 109
8.1.1 Topology of the n-dimensional Space . . . . . . . . . . 109

8.2

8.1.2
8.1.3
Vector
8.2.1
8.2.2

Limits and Continuity in Rn . . . . .

Differentiation in Rn . . . . . . . . . .
Valued Functions of Several Variables
Limit and Continuity . . . . . . . . .
Differentiation . . . . . . . . . . . . .

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9 Jordan Measure, Riemann Integral in Higher Dimensions

10 The
10.1
10.2
10.3
10.4

Integral Theorems of Vector Calculus

The Line Integral . . . . . . . . . . . . . . .
Newton-Leibniz Formula . . . . . . . . . . .
Existence of the Primitive Function . . . . .
Integral Theorems . . . . . . . . . . . . . .

11 Measure Theory
11.1 Set Algebras . . . . . . . . . . . .
11.2 Measures and Outer Measures . . .
11.3 Measurable Functions. Integral . .
11.4 Integrating Sequences and Series of
11.5 Fubini Theorem . . . . . . . . . . .
11.6 Differentiation . . . . . . . . . . .

112
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131
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Functions
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139
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145
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150
151
151
151
152

12 Complex differentiability
12.0.1 Complex numbers . . . . . . . . . . . . . .
12.0.2 The Riemann sphere . . . . . . . . . . . . .
12.1 Regular functions . . . . . . . . . . . . . . . . . . .
12.1.1 Complex differentiability . . . . . . . . . . .
12.1.2 The CauchyRiemann equations . . . . . .
12.2 Power series . . . . . . . . . . . . . . . . . . . . . .
12.2.1 Domain of convergence . . . . . . . . . . . .
12.2.2 Regularity of power series . . . . . . . . . .
12.2.3 Taylor series . . . . . . . . . . . . . . . . .
12.3 Elementary functions . . . . . . . . . . . . . . . . .
12.3.1 The complex exponential and trigonometric
12.3.2 Complex logarithm . . . . . . . . . . . . . .

13 The Complex Line Integral and its Applications

13.0.3 The complex line integral . . . . . . . . . . . .
13.0.4 Cauchys theorem . . . . . . . . . . . . . . . .
13.1 The Cauchy formula . . . . . . . . . . . . . . . . . . .
13.2 Power and Laurent series expansions . . . . . . . . . .
13.2.1 Power series expansion and Liouvilles theorem
13.2.2 Laurent series . . . . . . . . . . . . . . . . . . .

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13.3 Local properties of holomorphic functions . . . . . . .

13.3.1 Consequences of analyticity . . . . . . . . . . .
13.3.2 The maximum principle . . . . . . . . . . . . .
13.4 Isolated singularities and residue formula . . . . . . .
13.4.1 Singularities . . . . . . . . . . . . . . . . . . . .
13.4.2 Cauchys theorem on residues . . . . . . . . . .
13.4.3 Residue calculus . . . . . . . . . . . . . . . . .
13.4.4 Applications . . . . . . . . . . . . . . . . . . .
Evaluation of series . . . . . . . . . . . . . . . .
Evaluation of integrals . . . . . . . . . . . . . .
13.4.5 The argument principle and Rouches theorem
14 Conformal maps
14.1 Fractional linear transformations
14.2 Riemann mapping theorem . . .
14.3 Schwarz lemma . . . . . . . . . .
14.4 Caratheodorys theorem . . . . .
14.5 Schwarz reflection principle . . .

II

Solutions

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170

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15 Hints and final results

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16 Solutions

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Preface
This collection contains a selection from the body of exercises that have been
used in problem session classes at ELTE TTK in the past few decades. These
classes include the current analysis courses in the Mathematics BSc programs
as well as previous offerings of Analysis I-IV and Complex Functions.
We recommend these exercises for the participants and teachers of the
Mathematician, Applied Mathematician programs and for the more experienced participants of the Teacher of Mathematics program.
All exercises are labelled by a number referring to its difficulty. This
number roughly means the possible position of the problem in an exam. For
the Teacher program the range is 1-7, for the Applied Mathematician program
2-8, and for the Mathematician program 3-9. (Usually the students need
to solve five problems correctly for maximum grade; the sixth and seventh
problems are to challenge the best students.) Problems with difficulty 10
are not expected to appear on an exam, they are recommended for students
aspiring to become researchers.
For many exercises we are not aware of the exact origin. They are passed
on by word of mouth from teacher to teacher, or many times from the
teacher of the teacher to the teacher. Many exercises may have been created
several generations before.
However one of the sources can be identified, it is the mimeo, a widely
circulated set of problems duplicated by a mimeograph in the 70s. The
problems within the mimeo were mainly collected or created by Miklos
Laczkovich, Laszlo Lempert and Lajos Posa.
Let us give only a (most likely not complete) list of our colleagues who
were recently giving lectures or leading problem sessions at the Department
of Analysis in Real and Complex Analysis:

Matyas Bognar, Zolt

an Buczolich, Akos
Cs
aszar, Marton Elekes, Margit
Gemes, Gabor Halasz, Tam
as Keleti, Miklos Laczkovich, Gyorgy Petruska,
Szil
ard Revesz, Richard Rimanyi, Istv
an Sigray, Miklos Simonovics, Zolt
an
Szentmiklossy, Robert Sz
oke, Andras Sz
ucs, Vera T. S
os.
9

Some problems from the textbook Analzis I. of Miklos Laczkovich and

Vera T. Sos are reproduced in this volume with their kind permission. We
are grateful for their generosity.
We thank everyone whose help was invaluable in creating this volume,
the above mentioned professors and all the students who participated in
these classes. As usual when typesetting the problems we may have added
some errors of mathematical or typographical nature; for which we take sole
responsibility.

Part I

Problems

11

Chapter 1

Basic notions. Axioms of

the real numbers
1.0.1
1.0.1. (1)

Fundaments of Logic
Calculate the truth table
A (B = A)
Answer

1.0.2. (3)

Calculate the truth tables.

1. A B
2. A B
3. A (B C)

1.0.3. (2)

Let P (x) mean ,,x is even and let H(x) mean ,,x is divisible by
six. What is the meaning of the following formulas and are they true? (
denotes the negation.)
1. P (4) H(12)
2. x P (x) H(x)

3. x H(x) P (x)


4. x P (x) H(x)

5. x P (x) H(x + 1)


6. x H(x) P (x)

7. x H(x) P (x)

13

14

1. Basic notions. Axioms of the real numbers

1.0.4. (3)

Let H R be a subset. Formalize the following statements and

their negations. Is there a set with the given property?
1. H has at most 3 elements.
2. H has no least element.
3. Between any two elements of H there is a third one in H.
4. For any real number there is a greater one in H.
Answer

1.0.5. (2)

Formalize the statements: There is no greatest natural number

and There is a greatest natural number (logical signs, = and < can be
used).

1.0.6. (5)

What is the meaning of the following statements if H N?

(a) (1 H) (x H (x + 1) H);
(b) (1 H) (2 H) (x N (x H (x + 1) H) (x + 2) H);
(c) (1 H) ((x N (y N y < x y H)) x H);
(d) x N (x 6 H) (y N (y < x y 6 H);

1.0.7. (7)

How many sets H {1, 2, . . . , n} do exist for which x (x

H = x + 1
/ H)?

1.0.8. (7)

How many sets H {1, 2, . . . , n} do exist for which x ([(x

H) (x + 1 H)] x+2 H)?
Hint

1.0.9. (5)

Which statement does imply which one?

1. (x H)(y H)(x + y A x y A);

2. (x H)(y H)(x + y A x y A);
3. (x H)(y H)(x + y A).
1.0.10. (4)

What is the meaning of the following formulas if H is a set of

numbers?
(a) x R y H x < y;
(b) x H y R x < y;
(c)
x H y H x < y.

15
1.0.11. (5)

Let A and B two sets of numbers, which statement implies which

one?
(a) x A y B x < y
(c) x A y B x < y
(b) y B x A x < y
(d) x A y B x < y

1.0.12. (5)

Prove that the implication is left distributive with respect to the

disjunction.
Solution
Related problem: 1.0.13
1.0.13. (5)

(a) Is it true that the implication is right distributive with respect

to the conjunction?
(b) Is it true that the implication is left distributive with respect to the
conjunction?
Related problem: 1.0.12

1.0.14. (4)

Let NOR(x, y) = (x y). Using only the NOR operation we

can create several expressions, e.g., NOR(x, NOR(NOR(x, y), NOR(z, x))).
(a) Show that we can generate all logic functions of n variables in this
way!
(b) Show another example of a logic function of 2-variable NOR with this
generating property!

A Texas Instruments SN7402N integrated circuit, with 4 independent NOR logic gates

Hint
1.0.15. (6)

Show that any Boolean function f (x1 , x2 , . . . , xn ) of n variables

(i.e. a function assigning a true/false value to n true/false values) can be
expressed by using only variable names, brackets, the constant false value
and the implication operation ().

1.0.16. (8)

Show that a Boolean function f (x1 , x2 , . . . , xn ) of n variables (i.e.

a function assigning a true/false value to n true/false values) can be expressed
by using only variable names, brackets and the implication operation () if

16

1. Basic notions. Axioms of the real numbers

and only if



k {1, 2, . . . , n} x1 , . . . , xn xk f (x1 , x2 , . . . , xn ) .

1.0.2
1.0.17. (2)
1.0.18. (3)
1.0.19. (2)

Sets, Functions, Combinatorics

Solve: |2x 1| < |x2 4|.
Find the parallelogram with greatest area with given perimeter.
What are the solutions of the following equation?


x + |x|
2

2

x |x|
2

2

= x2

1.0.20. (1)
1. How many words of length k can be created using the letters A, B, C,
D, E, F, G?
2. How many such word of length 7 can be created without repeating a
letter?
3. How many such word of length 7 can be created with the property that
A and B are neighbors (no repetition)?
1.0.21. (2)

Show that
  
 

n
n
n+1
+
=
.
k
k+1
k+1

1.0.22. (4)

Prove the so-called binomial theorem:

 
 
 
n n
n n1
n n
n
(a + b) =
a +
a
b + +
b .
0
1
n
Hint

17
1.0.23. (3)

1.0.24. (3)
A B.
1.0.25. (3)
1.0.26. (2)

Which one is bigger? 6399 or 6389 + 9 6388 ?

Hint

Prove the De Morgan identities, i.e., A B = AB, and A B =

Prove that A (B C) = (A B) (A C).
Let A = {1, 2, ..., n} and B = {1, ..., k}.

1. How many different functions f : A B do exist?

2. How many different injective functions f : A B do exist?
3. How many different functions f : A0 B do exist, where A0 A is
arbitrary?
Answer
1.0.27. (4)

Prove that x A1 A2 An if and only if x is an element

of an odd number of Ai s.

1.0.28. (3)

Let AB = (A \ B) (B \ A) denote the symmetric difference

of the sets A and B. Show that for any sets A, B, C:
1. A = A,
2. AA = ,
3. (AB)C = A(BC).

1.0.29. (2)

How many lines are determined by n points in the plane? And

how many planes are determined by n points in the space?

1.0.30. (3)

How many ways can one put on the chessboard:

1. 2 white rooks,
2. 2 white rooks such that they cannot capture each other,
3. 1 white rook and 1 black rook,
4. 1 white rook and 1 black rook such that they cannot capture each other?
1.0.31. (4)

How many different rectangles can be seen on the chessboard?

18

1. Basic notions. Axioms of the real numbers

1.0.32. (3)

Is it true for all triples A, B, C of sets that

(a) (AB)C = A(BC);
(b) (AB) C = (A C)(B C);
(c) (AB) C = (A C)(B C)?

Answer

1.0.33. (4)

Is it true that the subsets of a set H form a ring with identity

using the symmetric difference and a) the intersection b) the union?

1.0.34. (4)

Let f : A B. For any set X A let f (X) = {f (x) : x

X} (the image of the set X), and for any set Y B let f 1 (Y ) = {x
A : f (x) Y } (the preimage of the set Y ). Is it true that
(a) X, Y P(A) f (X) f (Y ) = f (X Y ) ?
(b) X, Y P(B) f 1 (X) f 1 (Y ) = f 1 (X Y ) ?

1.0.35. (4)

Let f : A B. Is it true that

(a) X, Y P(A) f (X) f (Y ) = f (X Y ) ?
(b) X, Y P(B) f 1 (X) f 1 (Y ) = f 1 (X Y ) ?

1.0.36. (8)

Let A1 , A2 , . . . be non-empty finite sets, and for all positive

integer n let fn be a map from An+1 to An . Prove that there exists an
infinite sequence x1 , x2 , . . . such that for all n the conditions xn An and
fn (xn+1 ) = xn hold (K
onigs lemma).

1.0.37. (8)

Using K
onigs lemma (see exercise 1.0.36) verify that if all finite
subgraphs of a countable graph can be embedded into the plane, then the
whole graph can be embedded into the plane as well.

1.0.38. (7)

Show an example of an associative operation : P(R) P(R)

P(R) for which the union operation is left distributive but not right distributive. (Here P(R) denotes the set of all subsets of the real line R.)

1.0.3

Proving Techniques: Proof by Contradiction, Induction

1.0.39. (7)

We cut two diagonally opposite corner squares of a chessboard.

Can we cover the rest with 12 dominoes? And for the nk chessboard?

1.0.40. (7)

Consider the set H := {2, 3, . . . n + 1}. Prove that

X Y1
= n/2.
i
6=SH iS

19
(For example for n = 3 we have

1
2

1
3

1
4

1
23

1
24

1
34

1
234

= 32 .)

1.0.41. (6)

We cut a corner square of a 2n by 2n chessboard. Prove that the

rest can be covered with disjoint L-shaped dominoes consisting of 3 squares.

1.0.42. (3)

Prove that

 


1
1
n+1
1
1
... 1 2 =
.
1
4
9
n
2n
Solution

1.0.43. (4)
1. Let a1 = 1 and an+1 =

2an + 3. Prove that n N an an+1 .

2. Let a1 = 0.9 and an+1 = an a2n . Prove that n N an+1 < an and
0 < an < 1.
1.0.44. (7)

Prove that tan 1o is irrational!

Hint

1.0.45. (5)

At least how many steps do you need to move the 64 stories high
Hanoi tower?

Towers of Hanoi

Hint
1.0.46. (5)

For how many parts the plane is divided by n lines if no 3 of

them are concurrent?

1.0.47. (8)

For how many parts the space is divided by n planes if no 4 of

them have a common point and no 3 of them have a common line?
Hint

20

1. Basic notions. Axioms of the real numbers

1.0.48. (5)

Prove that finitely many lines or circles divide the plane into domains which can be colored with two colors such that no neighboring domains
have the same color.

1.0.49. (3)

Prove that the following identity holds for all positive integer n:
1
1
n
1
+
+ ... +
=
.
13 35
(2n 1) (2n + 1)
2n + 1
Solution

1.0.50. (3)

Prove that the following identity holds for all positive integer n:
xn y n
= xn1 + xn2 y + . . . + x y n2 + y n1
xy

1.0.51. (3)

Prove that the following identity holds for all positive integer n:

2
n (n + 1)
3
3
1 + ... + n =
.
2
Solution

1.0.52. (3)
1. 1
2.

Prove that the following identities hold for all positive integer n:
1
1
1
1 1
+ ...
=
+ ... +
;
2 3
2n
n+1
2n

1
1
n1
+ ... +
=
.
12
(n 1) n
n

1.0.53. (3)
1.0.54. (5)

Prove that 1 4 + 2 7 + 3 10 + + n(3n + 1) = n(n + 1)2 .

Express the following sums in closed forms!

1. 1 + 3 + 5 + 7 + . . . + (2n + 1);
2.

1
1
+ ... +
;
123
n (n + 1) (n + 2)

3. 1 2 + . . . + n (n + 1);
4. 1 2 3 + . . . + n (n + 1) (n + 2).

21
1.0.55. (4)

Prove that the following identity holds for all positive integer n:

1
1
n 1 + + . . . + < 2 n.
n
2
Hint

1.0.56. (6)

Show that for all positive integer n 6 a square can be divided

into n squares.
Solution

1.0.57. (5)

A1 , A2 , . . . are logical statements. What can we say about their

truth value if
(a) A1 n N An An+1 ?
(b) If A1 n N An (An+1 An+2 )?
(c) If A1 n N (An An+1 ) An+2 ?
(d) If n N An k {1, 2, . . . , n 1} Ak ?

1.0.58. (4)

Prove that
1+

1
1
2
3 .
+ ... +
n n
n
2

Fibonacci Numbers
1.0.59. (6)

Let un be the n-th Fibonacci number (u0 = 0, u1 = 1, u2 = 1,

u3 = 2, u4 = 3, u5 = 5, u6 = 8, . . . ).
(a) u0 + u2 + . . . + u2n =?
(b) u1 + u3 + . . . + u2n+1 =?

1.0.60. (6)
1.0.61. (3)

Prove that u2n un1 un+1 = 1.

Let un be the n-th Fibonacci number. Prove that
1
1, 6n < un < 1, 7n .
3

1.0.62. (5)

Prove that any two consecutive Fibonacci-numbers are co-prime.

22

1. Basic notions. Axioms of the real numbers

1.0.63. (5)

Prove that
u21 + . . . + u2n = un un+1 .

1.0.64. (6)

Express the sums below in closed form!

1. u0 + u3 + . . . + u3n ;
2. u1 u2 + . . . + u2n1 u2n .

1.0.4

Solving Inequalities and Optimization Problems

by Inequalities between Means

1.0.65. (6)
Show that

Let a, b 0 and r, s be positive rational numbers with r + s = 1.

ar bs ra + sb.

1.0.66. (3)

Prove that if a, b, c > 0, then the following inequality holds

a2
b2
c2
+
+
3.
bc
ac ab
Solution

1.0.67. (2)
1.0.68. (4)

1.0.69. (3)

Prove that

x2
1
.
4
1+x
2

Let a, b > 0. For which x is the expression

a + bx4
minimal?
x2
Hint

Let ai > 0. Prove that

a1
a2
an1
an
+
+ ... +
+
n
a2
a3
an
a1

1.0.70. (8)

Which one is the greater? 10000011000000 or 10000001000001 .

23
1.0.71. (4)

Suppose that the product of three positive numbers is 1.

1. What is the maximum of their sum?

2. What is the minimum of their sum?
3. What is the maximum of the sum of their inverses?
4. What is the minimum of the sum of their inverses?
1.0.72. (4)

What is the maximum value of xy if x, y 0 and (a) x + y = 10;

(b) 2x + 3y = 10?

1.0.73. (2)

Prove that x2 +

1
2 if x 6= 0.
x2

1.0.74. (4)

Which rectangular box has the greatest volume among the ones
with given surface area?
Solution

1.0.75. (4)

What is the maximum value of a3 b2 c if a, b, c are non-negative

and a + 2b + 3c = 5?

1.0.76. (3)

Prove that the following inequality holds for all a, b, c > 0!

a b
c
+ + 3.
b
c a

1.0.77. (4)
x [0, 1].
1.0.78. (6)

Calculate the maximum value of the function x2 (1 x) for

Solution

Prove that the cylinder with the least surface area among the
ones with given volume V is the cylinder whose height equals the diameter
of its base.
Solution

n
n+1
1.0.79. (5)
Prove that n! <
.
2
Solution

24

1. Basic notions. Axioms of the real numbers

1.0.80. (6)

What is the maximum of the function x3 x5 on the interval

[0, 1]?
1.0.81. (6)

What is the greatest volume of a cylinder inscribed into a right

circular cone?

1.0.82. (6)

What is the greatest volume of a cylinder inscribed into the unit

sphere?
1.0.83. (10)
1

1
a1

1
a1

Prove that for any sequence a1 , a2 , . . . , an of positive real numbers,

2
+

1
a2

3
1
a1

1
a2

1
a3

+. . .+

1
a1

1
a2

n
+ ... +

1
an

< 2(a1 +a2 +. . .+an ).

(K
oMaL N. 189., November 1998)
Solution

1.1
1.1.1

Real Numbers
Field Axioms

1.1.1. (4)

Using the field axioms prove the following statements:

If ab = 0, then a = 0 or b = 0;
(a) = a;
(a b) c = a (b + c);
a = (1) a;
(a/b) (c/d) = (a c)/(b d).

1.1.2. (4)

Using the field axioms prove the following statements:

(a) b = (ab);
1/(a/b) = b/a;
(a b) + c = a (b c).

1.1.3. (4)

Using the field axioms prove the following statement: (a)(b) =

ab.
Solution
1.1.4. (4)

Using the field axioms prove the following statements:

1. (a + b)(c + d) = ac + ad + bc + bd,
2. (x) y = x y.

25

1.1. Real Numbers

1.1.5. (5)

Prove that if is an associative binary operation, then any

bracketing of the expression a1 a2 . . . an has the same value.

1.1.2
1.1.6. (4)

Ordering Axioms
Using the field and ordering axioms prove the following state-

ments:
1. If a < b, then a > b;
2. If a > 0, then

1
a

> 0;

3. If a < b and c < 0, then ac > bc.

1.1.7. (3)
|a| + |b|.
1.1.8. (4)

Prove that for any real numbers a, b we have |a| |b| |a b|

Using the field and ordering axioms prove that a R a2 0.

1.1.9. (5)

Show that no ordering can make the field of complex numbers

into an ordered field.
Hint

1.1.10. (4)

Define a rational function (a function which can be written as the

ratio of two polynomial functions) to be positive if the leading coefficient of
its denominator and numerator have the same sign. Prove that this ordering
(r > q r q positive) makes the field of rational functions into an ordered
field.
Related problem: 1.1.12

1.1.11. (4)
Using the field and ordering axioms prove that a < b < 0 implies
1
1
< < 0.
b
a

1.1.3
1.1.12. (6)

The Archimedean Axiom

Does the ordered field of rational functions satisfy the Archimedean

axiom?
Hint
Related problem: 1.1.10

26

1. Basic notions. Axioms of the real numbers

1.1.13. (7)

Given an ordered field R and a subfield Q show that if




(a, b R) (1 < a < b < 2) (q Q) (a < q < b) ,

then R satisfies the Archimedean axiom.

Hint
1.1.14. (5)

1.1.4
1.1.15. (8)

In which ordered fields can the floor function be defined?

Answer

Cantor Axiom
Does the ordered field of rational functions satisfy the Cantor

axiom?
Hint
Related problem: 1.1.10
1.1.16. (5)

Answer the following questions. Explain your answer.

1. Can the intersection of a sequence of nested intervals be empty?

2. Can the intersection of a sequence of nested closed intervals be empty?
3. Can the intersection of a sequence of nested closed intervals be a onepoint set?
4. Can the intersection of a sequence of nested open intervals be nonempty?
5. Can the intersection of a sequence of nested open intervals be a closed
interval?
1.1.17. (8)

Using the Cantor axiom give a direct proof of the fact that the
subset of irrational numbers is dense in the real line: every open interval
contains an irrational number.

1.1.18. (4)

Which axioms of the reals are satisfied for the set of rational
numbers (with the usual operations and ordering)?
Answer

1.1.19. (9)

Does there exist an ordered field satisfying the Cantor axiom and
not satisfying the Archimedean axiom?

27

1.1. Real Numbers

1.1.20. (1)

Describe the negation of the Archimedean and the Cantor axiom

(do not start with negation!).

1.1.21. (2)

Describe the intersection of the following sequences of intervals:

1. In = [ n1 , n1 ],
2. In = ( n1 , n1 ),
3. In = [5 + n, 3 + n),

4. In = [2 n1 , 3 + n1 ],

7. In = [0, n1 ],

1.1.5

5. In = (2 n1 , 3 + n1 ),

8. In = (0, n1 ),

9. In = [0, n1 ),

6. In = [2 n1 , 3 + n1 ),
10. In = (0, n1 ].

The Real Line, Intervals

1.1.22. (3)

Prove that

1.1.23. (4)
Prove that

1. 3 is irrational;

2 is irrational.

2.

2
3

is irrational;

3.

2+1
+3
2

+5 is irrational!

1.1.24. (3)

Let a, b Q and c, d be irrational. What can we say about the

rationality of a + b, a + c, c + d, ab, ac and cd?

1.1.25. (3)

Prove that there is a rational and an irrational number in every

open interval.

1.1.26. (2)

How many (a) maxima (b) upper bounds of a set of real numbers

can have?
1.1.27. (2)

Determine the minimum, maximum, infimum, supremum of the

following sets (if they have any)!
1. [1, 2],
2. (1, 2),
3. { n1 : n N+ },
4. Q,
5. { n1 + 1n :
n N+ },

6. { n 2 : n N+ },
7. {x : x (0, 1) Q},
8. { n1 + k1 : n, k N+ },

10. {n + n1 : n N+ }
9. { n + 1 n : n N+ },

1.1.28. (2)

Are the following sets bounded from above or from below? What
is the maximum, minmimum, supremum and infimum? Which set is convex?

{1, 2, 3, . . . }

{1, 1/2, 1/3, 1/4, 1/5, . . . }

[1, 2)

(2, 3]

[1, 2) (2, 3]

28

1. Basic notions. Axioms of the real numbers

1.1.29. (2)

Let H be a subset of the reals. Which properties of H are

expressed by the following formulas?
1. (x R)(y H)(x < y);
2. (x H)(y R)(x < y);
3. (x H)(y H)(x < y).

1.1.30. (3)

Let A B 6= . What can we say about the connections among

sup A, sup B and sup(A B), sup(A B) and sup(A \ B)?

1.1.31. (3)

Which subsets H R satisfy that

(a) inf H < sup H;
(b) inf H = sup H;

(c) inf H > sup H?

1.1.32. (5)

What are the suprema and infima of the following sets?

a) { n1 |n N}.
b) { n1 |n N} {0}.
c) { n1 |n N} { 1
n |n N}.
d) { n1n |n N} {2, 3}.
n
e) { cos
nn |n N} [6, 5] (100, 101).

1.1.33. (5)

Let H, K be non-empty subsets of the real line R. What is the

logical connection between the following two statements?
a) sup H < inf K;
b) x H y K x < y.

1.1.34. (4)

Let an =

n + 1 + (1)n n.
inf{an |n N} =?

1.1.35. (5)

Let A, B be subsets of the real line R such that A B = (0, 1).

Does it imply that
inf A = 0

1.1.36. (7)

or

inf B = 0

Prove that all convex subset of R are intervals.

1.1. Real Numbers

1.1.6

29

Completeness Theorem, Connectivity, Topology

of the Real Line

1.1.37. (7)

Does the ordered field of the rational functions satisfy the completeness theorem: all non-empty set has a supremum?
Hint
Solution
Related problem: 1.1.10

1.1.38. (6)

Prove that if an ordered field satisfies the completeness theorem,

then the Archimedean axiom holds.
Hint

1.1.39. (6)

Prove that if an ordered field satisfies the completeness theorem,

then the Cantor axiom holds.
Hint

1.1.40. (9)

Define recursively the sequence xn+1 = xn xn + n1 for any x1 .
Show that there is exactly one x1 for which 0 < xn < xn+1 < 1 for any n.
(IMO 1985/6)
Hint

1.1.7

Powers

1.1.41. (6)

Prove that (ax )y = axy if a > 0 and x, y Q.

1.1.42. (6)

Prove that (1 + x)r 1 + rx if r Q, 0 < r < 1 and x 1.

Solution

1.1.43. (6)

Can xy be (ir)rational if x is (ir)rational and y is (ir)rational

(these are 8 exercises)?

Chapter 2

Convergence of Sequences
2.1

Theoretical Exercises

2.1.1. (3)

Suppose 0 < an 0. Prove that there are infinitely many n for

which an > an+r for all r = 1, 2, . . ..

2.1.2. (2)
2.1.3. (2)
B?
2.1.4. (3)

0 < an < 1 for all n N. Does it imply that ann 0?

Suppose that a2n B, a2n+1 B. Does it imply that an
Does

imply an 2?

an
2
3 an

2.1.5. (3)

Prove that xn a 6= 0 implies lim xxn+1

= 1.
n

2.1.6. (4)

Prove that if yn 0 and Y = lim yn+1

yn exist, then y [1, 1].

2.1.7. (2)

Let an be a sequence of real numbers. Write down the negation

of the statement lim an = 7 (do not start with negation!).

2.1.8. (4)

Show that the sequence an is bounded if and only if for all

sequences bn 0 the sequence an bn also tends to 0.

2.1.9. (4)

Give an example of a sequence an such that k = 1, 2, . . .

(an+k an ) 0.
31

32

2. Convergence of Sequences

2.1.10. (4)

Give examples of sequences an , with the property

such that
1. an is convergent;
2. an ;
3. an ;
4. an is oscillating.
2.1.11. (5)
bn 1?
2.1.12. (4)

an+1
1
an

Suppose that an bn 1, an + bn 2. Does it imply that an 1,

Show that every convergent sequence has a minimum or a max-

imum.
Hint
2.1.13. (3)
2.1.14. (3)

Prove that an 0 and an a implies

an a.

Show that every sequence tending to infinity has a minimum.

2.1.15. (3)

Show that every sequence tending to minus infinity has a maximum.

Related problem: 2.1.12

2.1.16. (2)

Prove that an implies that

an .

2.1.17. (3)

Suppose that an , and let bn = max{an , an+1 , an+2 , . . .}.

Show that bn .

2.1.18. (2)

Is it true that if xn is convergent, yn is divergent, then xn yn is

divergent?
Solution
2.1.19. (3)

Let an be a sequence and a be a number. What are the implications among the following statements?
a) > 0 N n N |an a| < .
b) > 0 N n N |an a| .
c) > 0 N n N |an a| < .
d) > 0 N n N |an a| < .
e) > 0 0 < < N n N |an a| < .

2.1.20. (3)
a) an 1. Does it imply that ann 1?

b) an > 0, an 0. Does it imply that n an 0?

33

2.1. Theoretical Exercises

c) an > 0, an a > 0. Does it imply that

an 1?

d) cn dn 0. Does it imply that cn 0 or dn 0?

2.1.21. (1)

Show that
0 |an | 0.

1. an a (an a) 0,

2. an

2.1.22. (1)

Show that limn an = K R only finitely many

members of (an ) are smaller than K.

2.1.23. (2)
2.1.24. (4)
is critical.
2.1.25. (1)

Show that if n n0 an bn and an , then bn .

Give examples showing that if an 0 and bn +, then an bn
Show that if an 0 and an 6= 0, then

1
|an |

2.1.26. (3)

Which of the following statements is equivalent to the negation

of an A? What is the meaning of the rest? What are the implications
among them?
1. For all > 0 there are infinitely many members of an outside of (A
, A + ).
2. There is an > 0 such that there are infinitely many members of an
outside of (A , A + ).
3. For all > 0 there are only finitely many members of an in the interval
(A , A + ).
4. There is an > 0 such that there are only finitely many members of an
in the interval (A , A + ).

2.1.27. (3)

2?

Is there a sequence of irrational numbers converging to (a) 1, (b)

Solution

2.1.28. (3)

Give examples such that an bn 0 but an /bn 6 1, and

an /bn 1 but an bn 6 0.

2.1.29. (2)

Prove that if (an ) is convergent, then (|an |) is convergent, too.

Does the reverse implication also hold?

34

2. Convergence of Sequences

2.1.30. (3)
an a?
2.1.31. (4)

Does a2n a2 imply that an a? And does a3n a3 imply that

Solution
Consider the sequence sn of arithmetic means
sn =

a1 + . . . + a n
n

corresponding to the sequence an . Show that if lim an = a, then lim sn =

n

a. Give an example when (sn ) is convergent, but (an ) is divergent.

2.1.32. (5)

Prove that if an , then

Related problem: 2.1.31

a1 + a2 + . . . + a n
.
n

2.1.33. (5)

Prove that if n an > 0 and an b, then

Related problem: 2.1.31

2.1.34. (4)

a1 a2 . . . an b.

Consider the definition of an b:

( > 0)(n0 )(n n0 )(|an b| < ).

Changing the quantifiers and their order we can produce the following statements:
1. ( > 0)(n0 )(n n0 )(|an b| < );
2. ( > 0)(n0 )(n n0 )(|an b| < );
3. ( > 0)(n0 )(n n0 )(|an b| < );
4. (n0 )( > 0)(n n0 )(|an b| < );
5. (n0 )( > 0)(n n0 )(|an b| < ).
Which properties of the sequence (an ) are expressed by these statements?
Give examples of sequences (if they exist) satisfying these properties.
2.1.35. (4)

Consider the definition of an :

(P )(n0 )(n n0 )(an > P ).

Changing the quantifiers and the orders we can produce the following statements:

35

2.1. Theoretical Exercises

1. (P )(n0 )(n n0 )(an > P );

2. (P )(n0 )(n n0 )(an > P );
3. (P )(n0 )(n n0 )(an > P );
4. (P )(n0 )(n n0 )(an > P );
5. (n0 )(P )(n n0 )(an > P );
6. (n0 )(P )(n n0 )(an > P ).
Which properties of the sequence (an ) are expressed by these statements?
Give examples of sequences (if they exist) satisfying these properties.
2.1.36. (4)

Construct sequences (an ) with all possible limit behavior (convergent, tending to infinity, tending to minus infinity, oscillating), while
an+1 an 0 holds.

2.1.37. (3)

Prove that if an and (bn ) is bounded, then (an + bn ) .

2.1.38. (3)

Prove that if (an ) has no subsequence tending to infinity, then

(an ) is bounded from above.

2.1.39. (4)

Prove that if (a2n ), (a2n+1 ), (a3n ) are convergent, then an is

convergent, too.

2.1.40. (3)

Prove that if an a > 1, then (ann ) .

2.1.41. (4)

Prove that if an a, with |a| < 1, then (ann ) 0.

2.1.42. (4)

Prove that if an a > 0, then

n a
n 1.

2.1.43. (3)

Prove that if (an + bn ) is convergent and (bn ) is divergent, then

(an ) is also divergent.
Hint

2.1.44. (3)

Is it true that if (an bn ) is convergent and (bn ) is divergent, then

(an ) is divergent?

2.1.45. (3)

Is it true that if (an /bn ) is convergent and (bn ) is divergent, then

(an ) is divergent?

36
2.1.46. (3)
max(a, b).
2.1.47. (4)

2. Convergence of Sequences

Let limn an = a, limn bn = b. Prove that max(an , bn )

Let ak 6= 0 and p(x) = a0 + a1 x + . . . + ak xk . Prove that
lim

n+

p(n + 1)
= 1.
p(n)
Solution

2.1.48. (4)

Show that if an > 0 and an+1 /an q, then

n a
n q.

2.1.49. (4)

Give an example of a positive sequence (an ) for which

but an+1 /an does not tend to 1.

an 1,

2.1.50. (5)

There are 8 possibilities for a sequence, according to monotonicity,

boundedness and convergence. Which of these 8 classes are non-empty?

2.1.51. (5)

Assume that an a and a < an for all n. Prove that an can be

rearranged to a monotone decreasing sequence.
Hint

2.1.52. (6)

The sequence (an ) satisfies the inequality an (an1 + an+1 )/2

for all n > 1. Prove that (an ) cannot be oscillating.

2.1.53. (6)

Prove that if (an ) is convergent and (an+1 an ) is monotone,

then n (an+1 an ) 0. Give an example for a convergent sequence (an ) for
which n (an+1 an ) does not tend to 0.

2.1.54. (4)

Prove that if the sequence (an ) has no convergent subsequence,

then |an | .
Solution

2.1.55. (5)

Prove that if the sequence (an ) is bounded and all of its convergent
subsequences tend to b, then an b.

2.1.56. (4)

Prove that if all subsequence of a sequence (an ) have a subsequence tending to b, then an b.

2.1.57. (4)

Does an+1 an 0 imply that a2n an 0?

37

2.2. Order of Sequences, Threshold Index

2.1.58. (4)

Give examples such that an and

3. a2n an 0.
1. a2n an 0;
2. an2 an 0;

2.1.59. (5)

Prove that every sequence can be obtained as the product of a

sequence tending to 0, and a sequence tending to infinity.

2.1.60. (5)

Assume that an 1. What can we say about the limit of the

sequence (ann )?

2.1.61. (5)

2.2
2.2.1. (3)

How would you define 00 , 0 and 1 ? Explain it.

Order of Sequences, Threshold Index

Prove that
1
1
1
1 2 3 ... n <
2
3
n

2.2.2. (5)

2
n+1

 n(n+1)
2

Prove that nn+1 > (n + 1)n if n > 2.

Solution

Related problem: 2.6.8

2.2.3. (8)

Prove that

n
8
4
4 8 . . . 2
2n < n + 1.
Solution

2.2.4. (5)

Prove that 2n > nk holds for all sufficiently (depending on k)

large n.
Solution
2.2.5. (5)

Prove that the following two statement are true for n big enough.
1. 2n > n3 ,
2. n2 6n 100 > 8n + 11

2.2.6. (5)

Find an no N such that n > no the following statements hold:

1. n2 15n + 124 > 14512n,
2. n3 16n2 + 25 > 15n + 32162,
n
5
3. (1.01) > 1000,
4. n! > n .

38

2. Convergence of Sequences

2.2.7. (5)

Find an no N such that n > no the following holds:

n
n
n
1. (1.01) > n,
2. (1.01) > n2 ,
3. (1.0001) > 1000 n,
2
2n +3n2
4. 100n < n!
5. 12 < 3n
6. 3n 1000 2n > n3 + 100n2 ,
2 4n+20 < 1,
n



n

n

8. n! > n2 2 ,
7. n + 1 n > n1 ,
9. n ne > n! > ne .

2.2.8. (4)
Find

n0 the following holds:

an no N suchthat n >
2. n +3 n < 0.01
1. n + 1 n < 0.1
3. n + 5 n + 1 < 0.01
4. n2 + 5 n < 0.01.
2.2.9. (4)

Prove that the sequence a1 = 1, an+1 = an +

which is greater than 100.

1
an

has a member

2.2.10. (4)
a10001

Prove that for the sequence a1 = 1, an+1 = an + a1n we have

> 100 (see the 2.2.9 exercise and its solution.)
Solution

Related problems: 2.2.9, 2.5.19

2.2.11. (5)

Determine the limit of the following recursively defined sequence!

a1 = 0, an+1 = 1/(1 + an ) (n = 1, 2, . . .).
Hint

2.2.12. (2)

Using the definition calculate the limit (if exists) of the following
sequences. Give a threshold index to = 104 !

1/ n;
(1)n

2.2.13. (4)

Using the definition calculate the limit (if exists) of the following
sequences. Give a threshold index to = 106 !
2n + 1
;
n+1

n2 + n + 1

n2 n + 1

2.2.14. (4)

Using the definition calculate the limit (if exists) of the following
sequences. Give a threshold index to = 104 , to P = 106 and to P = 106 .
1 + 2 + ... + n
;
n2

n2 n3 ;

n+1 n ;

sin n

2.2. Order of Sequences, Threshold Index

39

2.2.15. (4)
1.
4.
6.
7.

Find an n0 N such that n > n0 the following holds:

n2 > 6n + 15
2. n2 > 6n 15
3. n3 > 6n2 + 15n + 37
n3 > 6n2 15n + 37
5. n3 4n + 2 > 6n2 15n + 37
n5 4n2 + 2 > 6n3 15n + 37
n5 + 4n2 2 > 6n3 + 15n 37.

2.2.16. (4)

Find an n0 N such that n > n0 the following holds:

3. 1, 01n > 100,
4. 1, 01n > 1000;
1. 2n > n4 ,
2. (1 + n1 )n 2;

n
1
1
6. 2 < 1, 01,
,
5. 0, 9n < 100 ;
7. n + 1 n < 100

7
5
2
8. n + 5 n < 0, 01,
9. n > 100n ,
10. n8 + n3 10n2 > n5 + 1000n.

2.2.17. (4)

Calculate the limit of the following sequences and find an n0

threshold for > 0.

1. 1/ n;
2. (2n+1)/(n+1);
3. (5n1)/(7n+2);
4. 1/(n n);

5. (1 + . . . + n)/n2 ;
6. ( 1 + 2 + . . . + n)/n4/3 ;
p


7. n
1 + (1/n) 1 ;
8. n2 + 1 + n2 1 2n;
9.

n+2

3
n 2;

10.

1
1
1
+
+ ... +
.
12 23
(n 1) n

2.2.18. (4)

sequences.

Find an n0 threshold for P for thefollowing

1. n n;
2. (1 + . . . + n)/n;
3. ( 1 + 2 + . . . + n)/n;
n2 10n
;
5. 2n /n;
4.
10n + 100

2.2.19. (5)

Prove that there is an N natural number such that n > N the

following inequality holds:
 n
3
> n2 .
2

2.2.20. (5)

Find an N natural number such that n > N the following

inequality holds:

a) 10n +11n +12n < 13n ; b) 1.01n > n; c) n+ n + 2+ n + 4 < n0,51 .

2.2.21. (4)

Find an N natural number such that n > N the following

inequality holds: 1.0001n > n100 .

40

2. Convergence of Sequences

2.2.22. (4)

Find an N natural number such that n > N the following

inequality holds:
10n2
1
> n
.
2 100
n5 n

2.3

Limit Points, liminf, limsup

2.3.1. (3)

2.3.2. (1)
points.

Find a non-convergent sequence with exactly one limit point.

Solution
Given a1 , . . . , ap R, find a sequence with exactly these limit

2.3.3. (2)

Calculate the limit points of the sets B(0, 1), B(0,

1), N, Q and
{1/n : n N}!

2.3.4. (5)

Prove that the set of limit points of a sequence (or a set) is

closed.
2.3.5. (6)

Find a sequence such that the set of limit points of it is [0, 1].
Solution

2.3.6. (6)

Prove that a limit point of the set of limit points of a set is a

limit point of the original set.

2.3.7. (2)
sequences?

2.3.8. (2)

What are the limit points, limsup and liminf of the following

n
n;

(1)n +

lim sup an .


n

What is the limsup and liminf of the following sequence?

an =

2.3.9. (4)

1
;
n

nk
.
2n

Using the definition of lim sup and lim inf prove that lim inf an

41

2.3. Limit Points, liminf, limsup

2.3.10. (4)

Prove that if (an ) is convergent and (bn ) is an arbitrary sequence,

then
lim(an + bn ) = lim an + lim bn .

2.3.11. (3)

Prove that if an a > 0 and (bn ) is an arbitrary sequence, then

lim(an bn ) = a lim bn

and

lim(an bn ) = a lim bn .
2.3.12. (5)

Prove that if
(i) an a 1 and (bn ) is bounded, then
lim abnn = alim bn

and

lim abnn = alim bn .

(ii) an a 1 and (bn ) is bounded, then

lim abnn = alim bn

and

lim abnn = alim bn .

2.3.13. (4)

Prove that if the sequence (an ) is bounded with lim inf an > 0
and bn 0, then abnn 1.

2.3.14. (5)

Prove that for an arbitrary sequence of real numbers a1 , a2 , . . .

lim inf

a1 + a2 + . . . + a n
lim inf an
n

lim sup

a1 + a2 + . . . + a n
lim sup an .
n

and

2.3.15. (5)

Prove that if an a, then



inf sup{an , an+1 , an+2 , . . .} : n N = a.

42

2. Convergence of Sequences

2.4

Calculating the Limit of Sequences

2.4.1. (1)
1. lim
3. lim
2.4.2. (2)

Guess the limits, and prove using the definition:

1
2. lim n!
=?
n
4. lim b =? for 0 < b < 1.

(1)n
=?
n
2n
n2 +1 =?

Guess the limit, and prove using the definition:

lim

2.4.3. (2)
2.4.4. (3)
2.4.5. (3)
2.4.6. (4)

2.4.7. (4)

n
=?
2n

n2 + 1
an for all values of a.
n+1

Determine the limit of n2 n + 1 an for all values of a.

Determine the limit of

Prove that

n
2 1.

Calculate limn

n
2n n.

Solution

Guess the limits, and prove using the definition:

lim

2n
=?
n!

2.4.8. (3)
lim

n2 + 6n3 2n + 10
=?
4n 9n3 + 1010

2.4.9. (3)
lim
2.4.10. (4)

n+7 n

=?
2n n + 3

Calculate the following:

lim

n100
=?
1, 1n
Hint

43

2.4. Calculating the Limit of Sequences

2.4.11. (5)
2.4.12. (4)
2.4.13. (4)
1.

Calculate the limit of the sequence

n
n.

Calculate the limit of the sequence

n
n!.

Calculate the limit of the following sequences.

n5 n3 + 1
;
3n5 2n4 + 8

2.

2.4.14. (4)

p
n4 + n2 n2 ;

3.

n
6n 5n .

Calculate the limit

sequences.
 of the following
n
q

1
+
log
2
1. 3
3.
4. n 2n + n
2. n n1
n

6. n 1n + 2n + 3n + . . . + 100n
5. n 1 + 2 + 3 + . . . + n
2
3
n + (n + 2)
n100 2n + 3n


p
7.
8. n
4 + 1 2n + n5 (5n+6 8)
n2 (n2 + 1)(n4 + 2)

2.4.15. (4)

Calculate the limit of the following sequences.

!
r
1
3n + 16
1 n2 + 1
1+ 1 ,
1.
,
2. n
3. 3
,
4n 25
n
n n +1

5.

sin(n) + n
,
n

9.

nn 5n ,

2.4.16. (4)

4.

1.
r
n

q
n

6.
10.

2n3 + 3 n
,
1 n3

sin(n)
,
n

n
n + 5n ,

8.

5n2 + (1)n
,
8n

12.

7.
11.

5 2n2
,
4+n

2n + n!
,
n1000

nn

6n + 2n2 (1)n
.
n2

Calculate the limit of the following sequences.

2n +

n,

2.

n7 6n6 + 5n5 n 1
,
n3 + n2 + n + 1

2
1

,
n n2

4.

2n + 1
,
6.
3n + 4

3.

n3 + n2 n n + 1

,
2n3 6n + n 2

7n 7n
,
7n + 7n

4
4n2 + 2n + 100
n3 + 6
(2n + 3)5 (18n + 17)15

9.
,
10.
,
11.
,
3
3
(6n + 5)20
6n3 7n2 + 2
n2 + 3n 2
p
p

2n + 5n
,
14. n( n2 + n n2 n).
13. n
12. n( n + 1 n),
3 +1

5.

2n

3n ,

7. log

n+1
,
n+2

8.

44

2. Convergence of Sequences

2.4.17. (4)
lim

n(

n2

1
=?
1 n)
Solution

2.4.18. (4)
lim
2.4.19. (4)

4n + 1
4n + 8

Let a > 0.
lim

3n+2

=?

n
n + an =?
Hint

2.4.20. (7)

Is the sequence
an =

1
1
1
+
+ ... +
n n+1
2n

convergent?
2.4.21. (4)
lim
2.4.22. (5)

1 2 + 3 4 + . . . 2n
=?
2n + 1

Is
xn =

sin 1 sin 2
sin n
+ 2 + ... + n
2
2
2

convergent?
Hint
2.4.23. (4)

1.4-8c
2.4.24. (4)
convergent?

Calculate the following:



4
2n
8
2 2 2 ...
lim
2 =?
Is

p
n

n2 + cos n
Solution

2.4. Calculating the Limit of Sequences

2.4.25. (4)

2.4.26. (5)

45

Calculate the following

lim n 2n + sin n.

Calculate the following

n
n!
lim
.
n

2.4.27. (4)

Calculate the limit of the following sequences.

p
p
6n4 + 2n2 (1)n
,
2. n2 + 2 + n2 2 2n;
4
n

n
p
p
nn 5n
3.
,
4. n ( n2 + n n2 n).
n
1.

2.4.28. (5)

Suppose that a1 , a2 , . . . , ak > 0. Calculate the limit of the

p
n
an1 + an2 + . . . + ank .
q

p

2.4.29. (5)
Calculate the limit of the sequence
n+ n+ n n .
sequence

2.4.30. (4)

Let |a|, |b| < 1.

lim

1 + a + a2 + . . . + an
=?
1 + b + b2 + . . . + bn

2.4.31. (4)

Calculate:

2
1. lim n 12 + 2n + 3n + . . . + nn =?
r
1 1
1
2. lim n 1 + + + . . . + =?
2 3
n
1
1
+
n2
(n + 2)3
=?
3. lim 1
1
p
n!
(n2 + 1)(n4 + 2)

46

2. Convergence of Sequences

2.4.32. (4)
1
1
1
1 + + + ... +
n
2
3
lim
=?
n
2.4.33. (4)
lim

2.5

n
3
1 + 2 + 3 + . . . + n n =?

Recursively Defined Sequences

2.5.1. (2)

Let a1 = 1 and an+1 = 1 +

increasing.

1
1+ a1n

2.5.2. (3)

. Prove that an is monotone

an+1 = an a2n . Is it monotone?

Study the sequence a1 = 0.9

bounded? Does it have a limit?

2.5.3. (4)

Let a1 = 0.9, an+1 = an a5n . Is there a member of the sequence

which is smaller than 10110 ?

2.5.4. (4)

Define the sequence (an )

n=1 by the recursion
a1 = 10;

an+1 =

2an
.
an + 1

(a) Prove that the sequence is bounded by giving explicit upper and lower
bounds.
(b) Prove that an 1. Check the definition and find n0 for all > 0.
2.5.5. (3)

Let
x1 = 1,

xn+1 =

3xn .

Is xn convergent? If yes, what is the limit?

2.5.6. (3)

Study the sequence a1 = 0,

bounded? Does it have a limit?

an+1 =

2 + an . Is it monotone?

47

2.5. Recursively Defined Sequences

2.5.7. (3)

Determine the limit of the following recursively defined sequences!

1. a1 = 0, an+1 = 1/(2 an ) (n = 1, 2, . . .);

2. a1 = 0, an+1 = 1/(4 an ) (n = 1, 2, . . .);
3. a1 = 0, an+1 = 1/(1 + an ) (n = 1, 2, . . .);

4. a1 = 2, an+1 = 2 an (n = 1, 2, . . .);
2.5.8. (6)

Let A > 0, x1 = 1 and xn+1 =

xn +

A
xn

. Prove that xn

A.

Let x1 = 1, xn+1 = xn + 2. Prove that

(a) The sequence xn is monotone increasing;
(b) The sequence xn is bounded;
(c) The limit of the sequence xn is 2.

2.5.9. (3)

2.5.10. (4)
2.5.11. (4)

Let x1 = 1, xn+1 =

6
. Calculate the limit of xn .
5 xn

Let a0 = 0, a1 = 1, and an+2 =

lim an =?

an +an+1
2

(n = 0, 1, 2, . . .).

Let a1 = 100, an+1 = an + 6. Prove that

(a) the sequence an is monotone;
(b) the sequence an is bounded.
(c) What is the limit of the sequence an ?

2.5.12. (2)

2.5.13. (4)

Let a1 = 1 and an+1 = an +

bounded? If yes what is the limit?

1
a100
n

if n 1. Is this sequence

2.5.14. (4)
Define the sequence (xn )
n=1 by the following recursion: let

8
if n 1. What is the limsup of the sequence?
x1 = 3 2, and xn+1 =
6 xn
2.5.15. (5)
2.5.16. (5)

Let a1 = 10 and an+1 =

2an
. lim an =?
+1

a2n

Does the sequence

a1 = 1,

an+1 =

converge? If yes, then what is the limit?

an +
2

4
an

48

2. Convergence of Sequences

2.5.17. (5)

Determine the limit of the following recursively defined sequence!

a1 = 0, an+1 = 1/(4 an ) (n = 1, 2, . . .);

2.5.18. (3)
Let the sequence (an ) be given by the following recursion: a1 = 0,
an+1 = an + 6. Prove that (an ) is convergent and calculate its limit.
2.5.19. (4)

Let a1 = 1, an+1 = an +

for which an 10.

2
. Prove the existence of an n N,
a2n
Solution

Related problem: 2.2.10

2.5.20. (2)

Let a1 = 1 and an+1 =

N.
2.5.21. (4)

2an + 3. Prove that an an+1

Let a1 = 1,
an+1 = an +

1
.
a3n

Is it true that n an > 1010 ?

2.6
2.6.1. (3)

2.6.2. (5)

2.6.3. (7)

The Number e
Prove the following inequality:

n
1
1+
2.
n
Prove the following inequalities:
 n n
 n n
< n! < e
.
e
2
Prove the following inequalities.
n

3
1
< .
0<e 1+
n
n

49

2.6. The Number e

2.6.4. (5)

Prove that


1+

1
n

n+1

>

in other words the sequence an = 1 +

2.6.5. (5)

1+

1
n+1

1 n+1
n

n+2

is strictly monotone decreasing.

Solution

Prove that
1

n + 1 < e1+ 2 +...+ n < 3n.

n+ 12

1
Which one is greater? The number e or 1 +
?
n
n

n+1
2.6.7. (5)
, and for n 7
Prove that for all n N we have n! >
e
nn+1
we have n! < n .
e

2.6.6. (9)

2.6.8. (6)

Which one is the greater? 10000011000000 or 10000001000001 .

1.2-3
2.6.9. (7)

Find positive constants c1 , c2 for which

1

c1

nn+ 2
nn+ 2
<
n!
<
c

2
en
en

for all n N.
2.6.10. (4)

Calculate the limit of the sequence

n

n+2
.
an =
n+1
Solution

2.6.11. (4)

Calculate:
lim

n+3
n1

3n+8

=?

50
2.6.12. (7)
2.6.13. (7)

2.7

2. Convergence of Sequences

Verify that if n an a and bn /n b, then (1 + an )bn eab .

Prove for every sequence (an ):

a
1 n
lim inf 1 +
= elim inf
n

an
n

BolzanoWeierstrass Theorem and Cauchy

Criterion

2.7.1. (4)

The sequence an is monotone and it has a convergent subsequence.

Does it imply that an is convergent?
Solution

2.7.2. (5)

Prove that if |an+1 an | 2n for all n, then (an ) is convergent.

2.7.3. (8)

Prove that if the BolzanoWeierstrass theorem holds in an ordered

field, then it is isomorphic to R.

2.7.4. (8)

Prove that if in an Archimedean ordered field every Cauchy

sequence is convergent, then every bounded set has a least upper bound.

2.7.5. (8)

Prove that every Cauchy sequence is convergent, using the onedimensional Helly theorem.

2.8

Infinite Sums: Introduction

2.8.1. (4)

1
=?
n(n + 1)
n=1
2.8.2. (5)

1
2 3n +
n
n=1

1
2

=?

51

2.8. Infinite Sums: Introduction

2.8.3. (3)

Convergent or divergent?
X n100
1.001n

2.8.4. (3)

Convergent or divergent?
X

1
p

(2i 1)(2i + 1)

2.8.5. (2)

X
1
i=1

2.8.6. (5)

Prove that

2i

1
3i

=?

X
1
< 2.
2
n
n=1

Solution
2.8.7. (2)

Suppose that
. . . + an2 ) = 0.

an is convergent. Show that lim(an+1 + an+1 +

2.8.8. (4)

Find a sequence an such that

is not bounded.

2.8.9. (6)

an is convergent, and an+1 /an

Convergent or divergent?
X (2k)!
4k (k!)2

2.8.10. (6)

Convergent or divergent?
X (2k)!
1
4k (k!)2 2k + 1

Solution

52
2.8.11. (7)

2.8.12. (4)

2. Convergence of Sequences

For which z C is the following sum convergent?

X
X zn
X zn
zn
n
n2
Convergent or divergent?
1000 1000 1001 1000 1001 1002
+
+
+ ...
1
13
135

2.8.13. (3)

Convergent or divergent?
a)

2.8.14. (5)

1
n(n + 1)(n + 2)
n=1

b)

n2
(2 + n1 )n
n=1

Convergent or divergent?

( n e 1)

n=1

2.8.15. (5)

2.8.16. (7)

2.8.17. (5)

Show that if |an+1 an | <

hn :=

Pn

1
i=1 i .

1
n2 ,

Prove that

1
1
1
+ 2 + ... +
< 2.
h21
2h2
nh2n

For which x and p is the sum

X xn
np

convergent?
2.8.18. (4)

then (an ) is convergent.

Hint

Convergent or divergent?
X 7n

n!

53

2.8. Infinite Sums: Introduction

2.8.19. (4)

convergent?
2.8.20. (5)

For which x is the sum

X

xn
a n + bn

log

1
ak

P
> 1, then
ak is convergent.
P
log a1
ak is divergent.
(b) Prove that if lim sup log kk < 1, then
P
log a1
(c) Construct a sequence an such that log kk 1, and
ak convergent.
P
log a1
(d) Construct a sequence an such that log kk 1, and
ak divergent.

2.8.21. (4)

(a) Prove that if lim inf

log k

For which x the sum

is convergent?

log

k+1
k

xk

Chapter 3

Limit and Continuity of

Real Functions
3.1

Global Properties of Real Functions

3.1.1. (2)

Show that the following functions are injective on the given set
H, and calculate the inverse.
1. f (x) = 3x 7, H = R;

2. f (x) = x2 + 3x 6, H = [3/2, ).

3.1.2. (2)

Show that the following functions are injective on the given set
H, and calculate the inverse.
1. f (x) =

3.1.3. (7)
[1, 1].
3.1.4. (4)

x
, H = [1, 1];
x+1

2. f (x) =

x
, H = R.
|x| + 1
Solution

Find a function f : [1, 1] [1, 1] such that f (f (x)) = x x

Construct a non-constant periodic function with arbitrarily small

periods.
3.1.5. (1)

Find the inverse of f (x) =

3.1.6. (2)

2x 3
on R \ { 23 }.
3x 2

Are the following functions injective on [1, 1]?

x
x2
a) f (x) = 2
,
b) g(x) = 2
.
x +1
x +1
55

56

3. Limit and Continuity of Real Functions

Solution
3.1.7. (2)

Prove that all function f : R R can be obtained as the sum of

an even and an odd function.

3.1.8. (2)

Let
f (x) =

x3
x3

if x rational
if x irrational.

Does f (x) have a unique inverse on (, +)?

3.1.9. (4)

Let f (x) = max{x, 1 x, 2x 3}. Is it monotone, or convex?

3.1.10. (2)

Prove that if f is strictly convex on the interval I, then every

line intersects the graph of f in at most 2 points.

3.1.11. (1)

Does there exist a function f : (0, 1) R which is bounded, but

has no maximum?

3.1.12. (2)

Does there exist a function f : [0, 1] R which is bounded, but

has no maximum?

3.1.13. (4)

Does there exist a monotone function f such that

1. D(f ) = [0, 1], R(f ) = (0, 1);
2. D(f ) = [0, 1], R(f ) = [0, 1] [2, 3];
3. D(f ) = [0, 1], R(f ) = [0, 1) [2, 3];
4. D(f ) = [0, 1], R(f ) = [0, 1) (2, 3]?

3.1.14. (8)

Does there exist a function which attains every real values on

any interval?

3.1.15. (5)

Prove that xk is strictly convex on [0, ), for all k > 1 integer.

3.1.16. (3)

Prove
r that if a1 , ..., an 0 and k > 1 is an integer, then
k
k
a1 + ... + an
k a1 + ... + an

.
n
n

3.1.17. (4)

Prove that if g : A B and f : B C are convex, and f is

monotone increasing, then f g is convex.

3.1.18. (4)

Prove that if f is convex, then it can be obtained as the sum of

a monotone increasing and a monotone decreasing function.

57

3.2. Continuity and Limits of Functions

3.1.19. (7)

Can we obtain the function x2 as a sum of two periodic func-

tions?
3.1.20. (10)

Can we obtain the function x2 as a sum of three periodic func-

tions?

3.2

Continuity and Limits of Functions

3.2.1. (2)

Find a good or L for > 0 or for K for the following functions.

.
1. lim (x2 + 1)/(x 1),
2. lim sin(x)
x
x

x1+

3.2.2. (2)

Determine the points of discontinuity of the following functions.

What type of discontinuities are these?
x3 1
x2 1
1. f (x) =
,
2. g(x) =
,
x1
|x 1|
1
1
4. h2 (x) = x2 [ ].
3. h1 (x) = x[ ],
x
x

3.2.3. (3)

Determine the points of discontinuity of the following functions.

What type of discontinuities are these?
1
x3 1
,
2.  1  .
1.
(x 1)(x 2)(x 3)
x

3.2.4. (2)

Determine the points of discontinuity of the following functions.

What type of discontinuities are these?  
x2
1
a) f (x) = 2
,
b) g(x) = sgn
.
x x2
x

3.2.5. (2)

Prove that lim f (x) = b

xa

lim f (x) = lim f (x) = b.

xa0

xa+0

3.2.6. (1)

Define: limxa f (x) = , limx f (x) = b and

limx f (x) = +.

3.2.7. (1)
3.2.8. (1)

Formulate the negation of limxa f (x) = +!

Prove that the function [x] is continuous in a if a is not an integer,

and left-continuous if a is an integer.

58

3. Limit and Continuity of Real Functions

3.2.9. (2)

In
( functions continuous?
( which points are the following
1
3x + 7 if x Q
x if x N
,
2. f (x) =
,
1. f (x) =
4x
if x 6 Q
0 if x1 6 N
(
x2 if x 0
3. f (x) =
.
cx if x < 0

3.2.10. (2)

Where are they continuous?

1. Riemann-function,

1
2. sin ,
x

1
3. x sin .
x

3.2.11. (2)

Prove that if f : R R and g : R R are continuous and

f (a) < g(a), then a has a neighborhood, where f (x) < g(x).

3.2.12. (2)

Let f be convex in (, ) and assume that lim f (x) = .

x

Is it possible that lim f (x) = ?

x

3.2.13. (2)

Let f be convex in (, ) and assume that

lim f (x) = 0.

Is it possible that lim f (x) = ?

x

3.2.14. (1)

Find a monotone function f : [0, 1] [0, 1] with infinitely many

points of discontinuity.

3.2.15. (3)

The continuity of the function f : R R at the point a is defined

by:
( > 0)( > 0)(x)(|x a| < |f (x) f (a)| < ).
Consider the following variations of this formula.
( > 0)( > 0)(x)(|x a| < |f (x) f (a)| < );
( > 0)( > 0)(x)(|x a| < |f (x) f (a)| < );
( > 0)( > 0)(x)(|x a| < |f (x) f (a)| < );
( > 0)( > 0)(x)(|x a| < |f (x) f (a)| < );
( > 0)( > 0)(x)(|x a| < |f (x) f (a)| < ).
Which properties of f are described by these formulas?

3.2.16. (1)

Formulate the definition using the letters , , P, Q etc.:

lim f = 1;

lim s(t) = 0;

tt0 +0

lim h() = ;

lim g() =

lim u() = 2.

59

3.2. Continuity and Limits of Functions

3.2.17. (1)

Formulate the definition using the letters , , K, L etc.

lim f = ;
1

lim s() = 2;

lim s() = 2;

lim g(x) = ;

lim g = 1;

lim h = 1.

0+

3.2.18. (2)

Prove that if f and g are continuous in the point a, then max(f, g)

and min(f, g) are also continuous in the point a.

3.2.19. (2)

Does the continuity of g(x) = f (x2 ) imply the continuity of

f (x)?
3.2.20. (7)

Assume that g(x) = lim f (t) exists in every point. Prove that
tx

g(x) is continuous.
Hint
3.2.21. (3)

Find an f and g such that lim f (x) = , lim g(x) = , but

x

lim g(f (x)) 6= .

3.2.22. (2)

Can we extend ( x 1)/(x 1) to x = 1 continuously?

3.2.23. (3)

Prove that if f : R R is periodic and limx f (x) = 0, then

f is identically zero.

3.2.24. (2)

Prove that a function f : R R is continuous if and only if the

preimage of every open set is open.

3.2.25. (7)

Prove that if a function R R is continuous in every rational

point, then there is an irrational point as well where it is continuous.

3.2.26. (8)

Suppose that the function f : R R is continuous, and f (na)

0 for all a > 0. Prove that lim f = 0.
x

3.2.27. (2)

In which points is the following function continuous?

(
sin x1 if x 6= 0
f (x) =
0
if x = 0

60

3. Limit and Continuity of Real Functions

3.2.28. (2)

In which points is the following function continuous?

(
x sin x1 if x 6= 0
f (x) =
0
if x = 0

3.2.29. (2)

In which points is the following function continuous?

( 1
e x2 if x 6= 0
f (x) =
0
if x = 0

3.2.30. (3)

Prove that if f : [0, 1] R is continuous, then g(x) := min{f (x), 0}

is also continuous.

3.2.31. (8)
tions?
3.2.32. (7)
point?

What is the cardinality of the set of continuous R R funcIs there an R R function for which the limit is at every

3.2.33. (2)
lim
x

3.3


{2x}2 4{x}2 =?

lim


{2x}2 4{x}2 =?

Calculating Limits of Functions

3.3.1. (5)
sin x
=?
x0 x
lim

ex 1
=?
x0
x
lim

3.3.2. (5)
lim

x0

log(1 + x)
=?
x

3.3.3. (4)
x + x2 + . . . + xn n
=?
x1
x1
lim

61

3.3. Calculating Limits of Functions

3.3.4. (4)
sin 3x
=?
x0 sin 5x
lim

3.3.5. (4)
1 cos x
=?
x0
x2
lim

3.3.6. (4)

x + 13 2 x + 1
lim
=?
x3
x2 9

3.3.7. (4)

lim

x2

x6+2
=?
x3 + 8

3.3.8. (4)
lim

x+

3.3.9. (4)
lim (sin

x0

3.3.10. (4)
lim

x0

x + x x =?

x + 1 sin

x) =?

1 cos x2
=?
1 cos x

3.3.11. (4)
lim

xa

sin(a + 2x) 2 sin(a + x) + sin(a)

=?
x2

3.3.12. (4)
lim

x 3

sin(x 3 )
=?
1 2 cos x

62

3. Limit and Continuity of Real Functions

3.3.13. (5)
lim

x 6

3.3.14. (5)

2 sin2 x + sin x 1
=?
2 sin2 x 3 sin x + 1

Let
f (x) =

x
 1 + x  1
1x

2+x

limx0 f (x) =?, limx1 f (x) =?, limx f (x) =?

3.3.15. (4)
log(1 + ex )
=?
x
x
lim

3.3.16. (5)
lim

x 6

x2 sin x
x 6

2
72

=?

3.3.17. (6)
lim

xa

1
 sin x  xa

sin a

=?

3.3.18. (6)
 x + 2 4x2 1
=?
x1/2 2x 1
lim

3.3.19. (6)

1+ x+ 3x
=?

lim
x 1 + 3 x + 4 x

3.3.20. (3)
sin ex
=?
x
x

(a) lim

x + sin x
=?
(b) lim
x
x2 + 1

63

3.3. Calculating Limits of Functions

3.3.21. (3)

Calculate the limit at the given of the following functions.

1. f (x) = [x], = 2 + 0;

2. f (x) = {x}, = 2 + 0;

x
x
1
, = ; 4. f (x) =
, = + 0;
2x 1
2x 1
2
x
x
, = ;
6. f (x) = 2
, = 1 0.
5. f (x) = 2
x 1
x 1

x+ 3x
, = ;
7. f (x) = x + 1 x, = ;
8.
x x
3. f (x) =

x2 + 5x + 6
, = ;
x2 + 6x + 5

11. 3 x3 + 1 x, = ,
9.

13. x[ x1 ], = 0,

3.3.22. (3)

10. 2[1/x] , = ;
12. x{ x1 }, = 0,

x+22

lim
=?
x2 3 x + 25 3

3.3.23. (3)

Calculate
the following limits:
x + 2 3 x + 20

1. lim
4
x7
x+92

359
x1
2. lim
5
x1
x1
hp
i
p
3. lim x
x2 + 2x 2 x2 + x + x
x




x+2+ x2 x+1

(1 x)(1 x)(1 3 x) (1 n x)
5. lim
x1
(1 x)n

4. lim x3/2
x

6. lim x + sin(x)
x

3.3.24. (3)

Prove that
lim

x dc +

ax + b
=
cx + d

if bc ad > 0
,
if bc ad < 0,

64

3. Limit and Continuity of Real Functions

lim

x dc

ax + b
=
cx + d

and
lim

if bc ad > 0
if bc ad < 0,

ax + b
a
= ,
cx + d
c

(c 6= 0).

3.3.25. (3)

x 21
lim
=?
x1 x 1
3.3.26. (4)

lim

x7

x + 2 3 x + 20

=?
4
x+92

a x
Let a > 1 and k > 0. Prove that lim
= .
x xk

3.3.27. (4)
lim

4x + x3 2x
=?
(3/5)x

3.3.28. (5)
lim

x1

n
m

xn 1 xm 1

=?

3.3.29. (5)
x100 2x + 1
=?
x1 x50 2x + 1
lim

3.4

Continuous Functions on a Closed Bounded

Interval

3.4.1. (3)

Let f : R R be continuous and periodic. Does it imply that

f (x) is bounded?

3.4.2. (3)

(Brouwer fixed-point theorem; 1-dimensional case.) All f :

[a, b] [a, b] continuous functions have a fixed point, i.e., an x, for which
f (x) = x.
Solution

3.5. Uniformly Continuous Functions

65

3.4.3. (3)

Let f : [0, 1] [0, 1] and g : [0, 1] [0, 1] be continuous and

f (0) g(0), f (1) g(1). Prove that there exists an x [0, 1], such that
f (x) = g(x).

3.4.4. (4)

Let f : [0, 2] R be continuous, f (0) = f (2). Prove that the

graph of f has a chord of length 1.

3.4.5. (5)

Prove that if I is an interval (closed or not, bounded or not, might

be a point) and f : I R is continuous, then f (I) is also an interval.

3.4.6. (4)
3.4.7. (4)

3.4.8. (6)

Prove that every polynomial of odd degree has a real root.

Prove that the polynomial x3 3x2 x + 2 has 3 real roots.
Solution
Prove that the continuous image of a compact set is compact.

3.4.9. (4)

Prove that if f : [a, b] R is continuous and x1 , x2 , . . . , xn [a, b],

f (x1 ) + + f (xn )
then there is a c [a, b], for which f (c) =
.
n

3.5

Uniformly Continuous Functions

3.5.1. (4)

Are the following functions uniformly continuous?

a) x2 on (1, 2),

b) sin x on R,
c) sin x1 on(0, ),
d) 1/x on (0, 2),

e) x on (0, ).

3.5.2. (4)

f, g : R R are uniformly continuous. Does it imply that f g

is also uniformly continuous?

3.5.3. (4)

Prove that if f : R R is uniformly continuous on R, then the

function f (x + 5) f (x) is bounded.

3.5.4. (5)

Let f : [0, 1) R be continuous. Prove that f is uniformly

continuous if and only if lim f exists and is finite.
10

66

3. Limit and Continuity of Real Functions

3.5.5. (8)

Let K R. Prove that if all continuous K R functions are

uniformly continuous, then K is compact.

3.6

Monotonity and Continuity

3.6.1. (2)

Prove that if I is an interval and f : I R is continuous and

injective, then it is strictly monotone.

3.6.2. (8)

Is it true that if for the function f : R R we have x

R f (x 0) f (x) f (x + 0), then f is monotone increasing?

3.7

Convexity and Continuity

3.7.1. (5)

Prove that if f : [a, b] R is convex, then lim f and lim f exist

a+0

b0

and are finite, moreover lim f f (a) and lim f f (b).

a+0

3.7.2. (4)
lim f < ?

b0

Is it true that if f : R R is concave, then lim f < or

3.7.3. (4)
lim f = ?

Is it true that if f : R R is convex and lim f = , then

3.7.4. (6)

3.7.5. (4)

Prove that if f is weakly convex, then



x1 + . . . + xn
f (x1 ) + . . . + f (xn )
f

.
n
n
Is it true that if f : R R is concave and lim f is finite, then f

is monotone decreasing?
3.7.6. (4)
3.7.7. (4)

Prove that if f : R R is additive, then f 2 is weakly convex.

Prove that if f : R R is strictly monotone increasing and

convex, then f 1 is concave on the interval (inf f, sup f ).

67

3.8. Exponential, Logarithm, and Power Functions

3.8

Exponential, Logarithm, and Power Functions

3.8.1. (7)

Prove that if f : R (0, ) is continuous and for all x, y R

the equality f (x + y) = f (x) f (y) holds, then f is an exponential function.

3.8.2. (1)

Which one is greater? 5log7 3 or 3log7 5 ?

3.8.3. (5)

Suppose that > 0, and log is convex. Prove that is convex

and show that the reverse implication does not hold.

3.8.4. (3)

Prove that lim

log x
= 0 and lim x log x = 0.
x+0
x

3.8.5. (4)
lim xx =?

x+0

lim

x+

x =?

3.8.6. (7)

Prove that for the reals 0 < a < b the equality ab = ba
holds
x
if and only if there is a positive number x for which a = 1 + x1
and


x+1
b = 1 + x1
.

3.8.7. (6)

lim

x+0

3.8.8. (6)
3.8.9. (6)

1
1+
x

x

=?

Prove that if 0 < x, x 6= 1, then log x < x 1.

Prove that if 0 < x < 1, then log(x) > 1

3.8.10. (7)

Find reals a, b such that for all |x| <

e < 1 + x + bx2 .
x

3.8.11. (7)

1
2

Find reals a, b such that for all |x| <

log(1 + x) < x + bx2 .

3.8.12. (5)

x
1
lim 1 +
=?
x0
x

1
.
x

we have 1 + x + ax2 <

1
2

we have x + ax2 <

68

3. Limit and Continuity of Real Functions

3.8.13. (4)

Prove that if x > 0, n N, then

ex > 1 +

n
X
xk

k=1

3.8.14. (4)

3.8.15. (4)

k!

x2 x3 + 1
=?
lim
x 3 x6 + 2 x
x
2 + 3x + 4x
lim 
x2 =?
x
1
1+
x

3.8.16. (4)
lim elog x/(log | log x|) =?

x+0

3.8.17. (5)

3.9
3.9.1. (5)

Prove that log(n + 1) < 1 +

1 1
1
+ + . . . + (log n) + 1.
2 3
n

Trigonometric Functions and their Inverses

(a) Prove that for x 6= k we have
cos x + cos 3x + cos 5x + . . . + cos(2n 1)x =

sin 2nx
.
2 sin x

(b)
sin x + sin 2x + sin 3x + . . . + sin nx =?
3.9.2. (5)

Prove that for all non-negative integer n there are polynomials

Tn (x) and Un (x) of degree n, such that
Tn (cos t) = cos nt,

and

Un (cos t) =

sin(n + 1)t
,
sin t

and
Tn+1 (x) = 2xTn (x) Tn1 (x)

and

(the so-called Chebishev polynomials.)

Un+1 (x) = 2xUn (x) Un1 (x)

3.9. Trigonometric Functions and their Inverses

3.9.3. (6)

(a) Express sin x and cos x using only tan x.

(b) Express sin x and cos x using only tan x2 .

(c) Express sin x and cos x using only cot x2 .

69

Chapter 4

Differential Calculus and

its Applications
4.1

The Notion of Differentiation

4.1.1. (2)

Assume that f : (a, b) R is differentiable, limxb f (x) = .

Does it imply that limxb f (x) = ?

4.1.2. (2)
sin

sin x

!

=?

4.1.3. (3)
a) (xx ) =?

4.1.4. (3)

b)

Where is the function

(
f (x) =

x2
x2

(sin x)cos x

=?

if x Q
if x
6 Q

differentiable?
4.1.5. (2)

Let f : R R be differentiable, limx f = 1. Does it imply

that limx f = 0? And if we also know that limx f exists?
71

72

4. Differential Calculus and its Applications

4.1.6. (3)

Where is the function {x}

4.1.7. (3)

Where is the function f (x) =

derivative?

1 2
2

differentiable?

x
differentiable? What is the
|x| + 1

4.1.8. (3)

Let f (x) = x2 if x 1 and f (x) = ax + b if x > 1. For which

values of a and b will f be differentiable?

4.1.9. (4)
g (0).

Let f (x) = x (x + 1) (x + 100), and let g = f f f. Calculate

4.1.10. (3)

Provethat the function f (x) =

and f (a) = 1/(2 a).

x is differentiable for all a > 0

4.1.11. (3)

Assume that f : R R is differentiable everywhere. Prove that

if f is even, then f is odd and vice versa.

4.1.12. (7)
order:

Let [a, a + ) D(f ). Put the following quantities in increasing

(a)
f+

4.1.13. (2)

f+
(a)

lim f

a+0

lim f

a+0

lim f

a+0

lim f
a+0

Calculate the derivative:

x;

3x3 2x + 1;

x2 + 1
;
x3 + 2

(x10 + x2 + 1)100 ;

(x3 + 1)n


2
(2 + x) x3 + 2
x
4.1.14. (2)
Calculate the derivative:
1
(x2 + 1)4 (2 x)8 1 + 1 + x

x3 + 2
2x

73

4.1. The Notion of Differentiation

4.1.15. (3)
Calculate the derivative:
sin x2

4.1.16. (2)

etan x
log3 (cot2 x)
arc tan(x2 + 1)



sin ar cosh arc cos(log5 x)

The following functions are derivatives. For which functions?

1 + x + x2 ;

x+

1
;
x

(x3

x2
+ 1)2

4.1.17. (3)

8x + cos x is strictly monotone increasing. What is the derivative

of its inverse in 1?

4.1.18. (10)

Does there exists a monotone R R function which is not

differentiable at any point?

4.1.19. (4)
everywhere.
4.1.20. (4)

Let f (x) = x2 sin(1/x), f (0) = 0. Prove that f is differentiable

Prove that xx is differentiable for all x > 0. Calculate the

derivative!
4.1.21. (3)

xx is strictly monotone increasing in [1, ). What is the derivative

of its inverse in 27?

4.1.22. (3)

x5 + x2 is strictly monotone increasing in [1, ). What is the

derivative of its inverse in 2?

4.1.23. (3)

Prove that x + sin x is strictly monotone increasing in [1, ).

What is the derivative of its inverse in 1 + (/2)?

4.1.24. (4)

Find a function f (x) for which f (0) = 0, and not differentiable

at any other points.

4.1.25. (6)
4.1.26. (4)

Prove that if f (x)

1
100 ,

then lim f (x) = .

x

Prove that if f (x) = x2 for all x, then there is a constant c such

that f (x) = (x3 /3) + c.

74

4. Differential Calculus and its Applications

4.1.27. (5)

Prove that if f (x) = f (x) for all x, then there is a constant c,

such that f (x) = c ex .

4.1.28. (4)

Prove that if f (a) = g(a) and for x > a we have f (x) g (x),
then f (x) g(x) for all x > a.

4.1.29. (3)

Calculate the derivative of the following functions.

x3 ;

2x ;

sin x
x

x3 ex cos x;

4.1.30. (3)

1
;
x
 x
1
;
x3
2

log1/2 x;

ex + 3 log x

x2 3x

x2 log x 3x cos x
.

x
x 3 sin
x3

What is the derivative of the inverse function of x5 + x3 at the

point 2?
4.1.31. (4)

Find a function f such that lim f (x) = 0, but lim f (x) 6= 0.

x

4.1.32. (4)

Assume that
1. x f (x),
2. f (x3 ),
3. f 3 (x)
is differentiable at 0. Does it imply that f (x) is differentiable at 0?

4.1.33. (3)

Prove that if f (a) = g(a) and f (x) g(x) in a neighborhood of

a, then f (a) = g (a).

4.1.34. (5)
Tn (1) =?
4.1.35. (3)

x 2 ex

Calculate the derivative of the Chebishev polynomials at 1:

Un (1) =?
Calculate the derivative of the following functions.

+cos x2

tan x

logcoth2 x+1 cot

5
cosh x

x 10x
tan x

x2 + 1 log3 x + x cot x
(x + 1)(x2 + xe ) cos x

2log x/2
+ ar coth x
x

3
x+ 5x

75

4.1. The Notion of Differentiation

4.1.36. (4)

Let
f (x) =

x + 2x2 sin x1
0

if x 6= 0,
if x = 0.

Show that f (0) > 1, but f is not monotone increasing in any neighborhood
of 0.
4.1.37. (3)
f (x)g(x)
4.1.38. (2)

=?

=?

Calculate the derivative of both sides of the identity

1 + x + x2 + . . . + xn =

4.1.39. (5)

logf (x) g(x)

1 xn+1
1x

(x 6= 1).

Is there a function f : R R such that f (x) = for all x?

4.1.40. (6)

Find an everywhere differentiable function with a non-continuous

derivative!
Check the Darboux theorem for the derivative!

4.1.41. (5)
?

Is it true that if f is continuous in a and limxa f (x) = , then f (a) =

4.1.42. ()

Assume that f : (a, b) R is differentiable and limb f (x) = .

Does it imply that limb f (x) = ?

4.1.43. (3)
Calculate the

derivative!
x ,
2. xx ,
1. sin sin
x

3. (sin x)cos x .

4.1.44. (4)

Suppose that f is differentiable and |f | < K. Then f is uniformly

continuous.

4.1.45. (4)
Prove that the graph of the function
(
xx if x > 0
f (x) =
0
if x = 0
is tangent to the y-axis.

76

4. Differential Calculus and its Applications

4.1.46. (5)

X
n3
=?
3n
n=1

4.1.47. (5)

Prove that if f is differentiable at a, then

lim

h0

f (a + h) f (a h)
= f (a).
2h

Show that the statement cannot be reversed.

4.1.1
4.1.48. (3)

Tangency
In what angle do the graphs of the functions sin and cos inter-

sect?
4.1.49. (4)

Does the function

sin x have a vertical tangent line?

4.1.50. (4)

Prove that the line y = mx + b is tangent to the graph of x2 if

and only if they intersect in one point.

4.1.51. (3)

Which horizontal line is tangent to the graph of 2x3 3x2 + 8?

4.1.52. (4)

At which point is the x-axis tangent to the graph of x3 +px+q?

4.1.53. (3)

At what angle does the line y = 2x intersect the graph of x2 ?

4.1.54. (5)

Prove that the graphs of

each other perpendicularly.

4a(a x) and

4b(b + x) intersect

4.1.55. (6)

Prove that the graphs of x2 y 2 = a and xy = b intersect each

other perpendicularly.

4.1.56. (6)

Prove that the graphs of ax = x2 + y 2 and by = x2 + y 2 intersect

each other perpendicularly.

4.1.57. (6)

Prove that the graphs of x3 3xy 2 = a and y 3 3x2 y = b

intersect each other perpendicularly.

4.1.58. (4)

At what angle do the graphs of 2x and ( e)x intersect?

77

4.2. Higher Order Derivatives

4.2

Higher Order Derivatives

4.2.1. (5)

Is it true that if f (x) = f (x) for all x R, then f (x) = c ex

for some c R?

4.2.2. (4)

Is it true that if f is 7 times differentiable on R, limx f (x) = 5

and limx f (x) = 3, then f has an inflection point?

4.2.3. (6)

Is it true that if f is 2 times differentiable at a, then

lim

h0

f (a + 2h) 2f (a + h) + f (a)
= f (a) ?
h2

4.2.4. (6)

Find a differentiable function f which is equal to 2x for x 0,

and equal to 3x for x 1. Is there a 2 times differentiable function? And a
271 times differentiable function?

4.2.5. (5)

Calculate all derivatives of

f (x) =

4.2.6. (2)

Let f (x) = C1 cos x + C2 sin x. f (x) + f (x) =?

4.2.7. (2)
1. e

ax + b
.
cx + d

Calculate the following derivatives:

4
(102)
4
(100)
(0),
2. ex
(0),
3. ex
(0).

(x3 ) (60)

4.2.8. (5)

Assume that f C (0, ), lim0+0 f = lim f = 0. Prove that

> 0: f () = 0.

4.2.9. (3)
4.2.10. (4)

How many times is the function |x|3 differentiable at 0?

Find a function which is k times differentiable at 0 but not k + 1

times.
4.2.11. (4)
4.2.12. (5)

How many times is the function |x| differentiable at 0 if > 0?

Assume that f and g are n times differentiable at the point a.

(a) Prove that f g is also n times differentiable at the point a.

(b) (f g)(n) (a) =?

78
4.2.13. (5)

4. Differential Calculus and its Applications

Prove that
(1 x2 )Tn (x) xTn (x) + n2 Tn (x) = 0.

4.3

Local Properties and the Derivative

4.3.1. (5)

(a) Prove that if f is convex, then the left and right derivatives
exist at every point.

(b) Prove that if f is convex, then f+

is monotone increasing.

4.3.2. (2)

Let D(f ) = [0, 1], f (x) = x7 (1 x)9 . What are the zeroes of f ?
What is the minimum and maximum of f ?

4.3.3. (6)

Prove that if a (1, 1) is a local extremum of the Chebishev

sin(n + 1)t
polynomial of second type Un (Un (cos t) =
), then
sin t
|Un (a)| = p

4.3.4. (4)

Let

n+1
(n + 1)2 (1 a2 ) + a2

x4 2 + sin x1
f (x) =
0

if x 6= 0
if x = 0.

Show that f has a strict local maximum at 0, but f does not change its sign
at 0.

4.4

Mean Value Theorems

4.4.1. (4)

Using the Lagrange mean value theorem prove that if f is differentiable on R and f is bounded, then f is Lipschitz.

4.4.2. (5)

Using the Lagrange mean value theorem prove that if f (a + 0)

exists, then f+
(a) also exists and they are equal.

79

4.5. Exercises for Extremal Values

4.4.3. (9)
Show that

Let a1 < a2 < . . . < an and b1 < b2 < . . . < bn be real numbers.
ab

e 1 1 e a 1 b2 . . . e a 1 bn
ea2 b1 ea2 b2 . . . ea2 bn

det .
.. > 0.
..
..
..
.
.
.
ean b1 ean b2 . . . ean bn
(K
oMaL A. 463., October 2008)
Solution

4.4.1
4.4.4. (3)
4.4.5. (3)
roots.
4.4.6. (5)

Number of Roots
Prove that the function x5 5x + 2 has 3 real roots.
Prove that the function x7 + 8x2 + 5x 23 has at most 3 real
At most how many real roots does the function x16 + ax + b

have?
4.4.7. (4)

For which values of k does the function x3 6x2 + 9x + k have

exactly one real root?

4.4.8. (8)

At most how many real roots does the function ex + p(x) have if
p is a polynomial of degree n?

4.5

Exercises for Extremal Values

4.5.1. (2)

Which of the right circular cones inscribed into the unit sphere
has the greatest volume?

4.5.2. (2)

Calculate the extremal values of the following functions on the

given interval!
1. x2 x4 ; [2, 2];
2. x arc tan x; [1, 1];
3. x + ex ; [1, 1];
4. x + x2 ; [1/10, 10];

5. arc tan(1/x); [1/10, 10];

6. cos x2 ; [0, ];

9. xn ex ; [2n, 2n];

10. xlog x; [1/2, 2];

11. 1/(1+sin2 x), (0, );
12. 1 ex2 ; [2, 2];

13. x sin(log x); [1, 100];

14. xx ; (0, );
15. x x; (0, );
7. sin(sin x); [/2, /2];

16. (log x)/x; (0, );

8. x ex ; [2, 2];

17. x log x; (0, );

18. xx (1 x)1x ; (0, 1).

80

4. Differential Calculus and its Applications

4.5.1

Inequalities, Estimates

4.5.3. (4)

Prove that
sin x + sin y
x+y
sin
2
2

4.5.4. (4)
4.5.5. (6)

(x, y [0, ]) !

Prove that on the interval (0, /2) we have tan x > x +

x3
3 .

Prove that for all x > 0 we have

x
< log(1 + x) < x.
1+x

4.5.6. (4)

Prove that for all x [0, 1] we have

1. 2x 1 + x ex ,
2. 2 x sin x x.

4.5.7. (4)

Prove that | arc tan x arc tan y| |x y| for all x, y.

4.5.8. (5)

Let x < 0 and n positive integer. Which one is the greater? ex

x
x2
xn
or 1 + +
+ ... +
?
1!
2!
n!

4.5.9. (9)
4.5.10. (9)

Prove that if a > 1 and 0 < x <

a,

then

sin ax
a2 1 2
< ae 6 x .
sin x

Prove that for all positive integer n and x > 0 we have

 
 
 
 
 
n
n
n
n
n
3
n
0
2
1

+ . . . + (1)n
+
> 0.
x
x+n
x+2
x+3
x+1
4.5.11. (4)
4.5.12. (5)
if 0 < x <
4.5.13. (7)

Prove that cos x 1

Prove that

x2
.
2

cos x < ex

/2

2.

Let |x| <

sin x

2
. Which one is greater,
or ex /2 ?
2
x

81

4.6. Analysis of Differentiable Functions

4.5.14. (4)

What is the range of the function x 7

ex
(x R \ {0}?
x

4.5.15. (10)

Let p(x) = xn + an1 xn1 + . . . + a1 x + a0 be a polynomial

with real coefficients and n 2, and suppose that the polynomial (x 1)k+1
divides p(x) with some positive integer k. Prove that
n1
X
=0

|a | > 1 +

2k 2
.
n

CIIM 4, Guanajuato, Mexico, 2012

Solution
4.5.16. (5)

4.6

Let 0 < x, y < . Which one is greater: sin

xy, or sin x sin y?

Analysis of Differentiable Functions

4.6.1. (4)

Analyze the following functions!

2
1. e1/x ,
2. xx (without convexity),
3. x + ex ,
4. sin(sin x),
2x2
2
3
7. log(1 + x ),
8. x3 3x,
9. x2 x4 ,
5. 3x x ,
6. 1+x4 ,
10. x arc tan x,
11. x + ex ,
12. x + x2 ,
13. arc tan(1/x),
2
14. cos x , 15. sin(sin x), 16. sin(1/x), 17. x ex , 18. x log x.

4.6.2. (4)

Analyze the following functions!

x

x+1
, 4. 1 ex2 , 5. xx ,
1.
1/(1
+
sin2 x), 2. 1 + x1 , 3. 1 + x1

6. x x, 7. (log x)/x, 8. x log x, 9. xx (1 x)1x , 10. arc tan x 21 log(1 +

x
x2 ), 11. arc tan x x+1
, 12. x4 /(1 + x)3 , 13. ex /(1 + x), 14. ex / sinh x,


(1 + x)2
1 x2
sin x
cos x .
15. ex
2
2

4.6.3. (4)

Analyze the following function:

a)

4.6.4. (4)
4.6.5. (4)

2 x2
1 + x4

b) log(1 + x2 ).

Let f (x) = xn ex . f (0, ) =?
Analyze the following function:

ex
.
1 x2

82

4. Differential Calculus and its Applications

4.6.6. (4)

4.6.1

Analyze the following function:

4x

arc tan x.

Convexity

4.6.7. (3)

Suppose that f : R R is convex, f (5) = 12 and =

limx f (x). What are the possible values of ?

4.6.8. (6)

In how many points can the graphs of two convex functions

intersect? And a convex and a concave?

4.6.9. (4)

Find the maximal intervals for which the following functions are
convex or concave.
1. ex ,
2. log x,
3. |x|,
4. xa (a R),
5. ax (a > 0)
6. sin x.

4.6.10. (5)

f : (a, b) R is convex, : f (a, b) R is convex and monotone

increasing. Prove that in this case f is also convex.

4.6.11. (4)

4.7

Is it true that the inverse of a convex function is concave?

The LHospital Rule

4.7.1. (3)
cos(x2 ) 1
=?
x0
x
lim

4.7.2. (3)
cos(xex ) cos(xex )
=?
x0
x3
lim

4.7.3. (3)

Calculate the following

limits using LHospitals rule!

cos x
x
,
2. lim x .
1. lim
x0+
x/2 2 x

83

4.7. The LHospital Rule

4.7.4. (3)

Calculate the following limits using LHospitals rule and also

using the Taylor polynomial!
cos(x2 ) 1
cos(xex ) cos(xex )
sin x x
,
2.
lim
,
3.
lim
,
1. lim
x0
x0
x0
x3
x
x3

x2
(1 + x)5 (1 + 5x)
cos x e 2
1+ x+ 3x

,
5.
lim
,
6.
lim
,
4. lim
x= 1 + 3 x + 4 x
x0
x0
x2 + x5
x4
ex sin x x(1 + x)
.
7. lim
x0
x3

4.7.5. (2)

Calculate the following limits using some known derivatives.

cos3 x + ex 2
x0
x
lim

sinh x
log2 (1 + x)

lim

x0

4.7.6. (3)
sin 3x
lim
=?
x0 tan 5x

log cos ax
lim
=?
x0 log cosh bx


x 
lim (x 1) tan
=?
x1
2

lim

x0

sin x
x

x2

=?

sin log x
=?
x
x
lim

Can we use the LHospital rule? Can we use the definition of the derivative
at 0 (or 1)?
4.7.7. (3)
2ex + ex 3
=?
x0 sin 2x + x2 + sinh x

lim x 1x =?

lim

lim (2 x)tan

x1

x
2

=?

x1

lim

2x + sin x
=?
2x cos x

Can we use the LHospital rule? Can we use the definition of the derivative
at 0 (or 1)?
4.7.8. (4)
4.7.9. (4)
and

(k)
lim fg(k)

Can we use the LHospital rule for

0
anything

type limits?

Assume that f, g are k times differentiable, lim |g| = , g (k) 6= 0

= . Does it imply that

lim fg

= ?

84

4. Differential Calculus and its Applications

4.7.10. (4)
lim log(1x2 ) (cos bx) =?

x0

lim

x0

1 + ex
1 + cos x

cot x

=?

2 coth(x2 ) cot(1 cos x)

=?
x0
log(1 + x) sin x
lim

4.7.11. (4)
lim (x 1)logx 2 =?

x1

lim (cosh x)

cot2 x

x0

=?

4.7.12. (5)
1
x =?
lim
x0 3x cosh x
cot x

4.7.13. (5)
lim

x0

1
1
x
sin x e 1

=?

4.7.14. (5)
coth x cot x
=?
x0 log(1 + x) x
lim

4.8
4.8.1. (4)
4.8.2. (3)

Polynomial Approximation, Taylor Polynomial

Calculate the Taylor expansion of arc tan.
2

Calculate the Taylor expansion of ex and e(x ) .

4.8.3. (2)

Write the polynomial 1 + 3x + 5x2 2x3 as linear combination

of powers of x + 1.

4.8.4. (4)
cos x e
x0
x4
lim

x2
2

=?

85

4.8. Polynomial Approximation, Taylor Polynomial

4.8.5. (4)
ex sin x x(1 + x)
=?
x0
x3
lim

4.8.6. (2)

Calculate the degree 5 Taylor polynomial of log(cos x).

4.8.7. (5)

A =?, B =? if cot x =

cot x 1/x =
4.8.8. (4)
a)

(AB)x
1+Bx2

1+Ax2
x+Bx3

+ o(x4 ).

+ o(?)

Calculate the Taylor expansion at 0.

1
1x

b)

1
1+x

c)

1
1 + 2x

f)
4.8.9. (3)

d)

1
3 + 4x

e)

1
2 + x2

1
1+x

Calculate the degree 3 Taylor polynomial at 0:

(1 + x)100
(1 2x)40 (1 + 2x)60

4.8.10. (3)
4.8.11. (3)
4.8.12. (6)
4.8.13. (3)

Calculate the degree 3 Taylor polynomial at 0 for sin(sin x).

What is the leading term of (1 + x)x 1?
Prove that lim n e 1 +

1 n
n

= 2e .

Calculate the degree 0, 1, 2, 3, 4 and 5 Taylor polynomial at 1 for

x3 !
4.8.14. (6)
4.8.15. (5)
1. sin x;
6.

1
1+x2 ;
2

11. sin x;

Prove that e is irrational!

Calculate the Taylor expansion (at 0 if not specified):
1
2. cos x;
3. arc tan x;
4. arcsin x;
5. 1x
2;
7. ex ;

8. ex ;

12. arc sin x.

9. x3 ex ;

10. 1/x, a = 1;

86

4. Differential Calculus and its Applications

4.8.16. (4)

For which values of a, b R does the following identity hold



4.8.17. (2)
4.8.18. (1)

a+b
k


k  
X
a
b
?
i
ki
i=0

Prove the binomial theorem using the binomial expansion!

Prove that


4.8.19. (5)

1/2
k

 
(1)k 2k
=
.
4k
k

Prove that for x > 0

x x3 x5
x4n+3
x x3 x5
x4n+1

+
+...
< sin x <
+
+...
1!
3!
5!
(4n + 3)!
1!
3!
5!
(4n + 1)!
and
1

x4n+2
x2 x4 x6
x4n
x2 x4 x6
+ + . . .
< cos x < 1 + + . . .+
.
2! 4! 6!
(4n + 2)!
2! 4! 6!
(4n)!

4.8.20. (6)

Prove that lim

n
X
xk

k=0

k!

= ex for all x R.

Chapter 5

The Riemann Integral and

its Applications
5.0.1

The Indefinite Integral

5.0.1. (1)
Z

dx
=?
x+5

1 3x dx =?

(ex + e2x+3 ) dx =?

5.0.2. (2)
Z

dx
=?
5 + 4x2

Z 

Z 
1 x 2
dx =?
x

1
1 2
x

q

x x dx =?

5.0.3. (3)
Z

xe

dx =?

x log x dx =?

tanh2 x dx =?

5.0.4. (4)
Z p

t2

dt =?

Z p

1+

87

x2

dx =?

dx
=?
sin x

88

5. The Riemann Integral and its Applications

5.0.5. (5)
Z

|x| dx =?

|x 1| dx =?

1 + x2 + 1 x2

dx =?
1 x4

5.0.6. (4)
Z

4x5 5x4 + 16x3 19x2 + 12x 16

dx =?
(x 2)2 (x4 + 4x2 + 4)

x5 + 4x4 + 12x3 + 14x2 + 15x + 12

dx =?
(x + 2)(x2 + 3)

5.0.7. (4)

5.0.8. (4)
Z

x2

dx =?
1 + x + x2

5.0.9. (5)
Z p
5.0.10. (5)

x3 + x4 dx =?

x x2 + 3x + 2

dx =?
x + x2 + 3x + 2

Z
5.0.11. (5)
Z

sin x log(tan x) dx =?

dx

=?
1 + 1 2x x2

5.0.12. (4)

5.0.13. (4)

a, b R.

dx
=?
a sin x + b cos x

89

5.1. The Definite Integral

5.0.2

Properties of the Derivative

5.0.14. (5)

Find a non-continuous function with an antiderivative.

5.0.15. (4)

Which of the following statements are true for any function

f : [a, b] R?
(a) If f is bounded, then it is Riemann-integrable.
(b) If f is bounded, then it has an antiderivative.
(c) If f has an antiderivative, then it is Riemann-integrable.
(d) If f has an antiderivative, then it is not Riemann-integrable.
(e) If f has an antiderivative, then it is bounded.

(f) f has an antiderivative if and only if its integral-function is an antiderivative.

(g) If f is integrable and its integral-function is differentiable, then the derivative of the integral-function coincides with f .
(h) If f is monotonically increasing, then its integral-function is convex.
(i) If the integral-function of f is convex, then f is monotonically increasing.
(j) If f satisfies the Intermediate Value Theorem, then it has an antiderivative.

5.1

The Definite Integral

5.1.1. (1)

Use the definition of the Riemann integral to compute the integral

over [0, 1] of the function:
(
0 x 1/2
2
a) x
b)
c) except finitely many points 0
1 x > 1/2

5.1.2. (6)

Let 0 < a < b. Determine from the definition

an appropriate partition.

5.1.3. (3)

State the necessary conditions and prove

Z

 b  Z b


f
|f |.

 a 
a

Rb
a

xm dx by using

90

5. The Riemann Integral and its Applications

5.1.4. (2)

5.1.5. (2)

Is the following function Riemann-integrable on [0, 1]?

(
1 if x = n1 , n = 1, 2, . . .
f (x) =
0 otherwise
For a given find for which

Z 10


x
x 

e
dx

s
(e
)
(F ) <

F
 < .

0

5.1.6. (3)

Given find for which |I sF | < if (F ) < :

(
0 x = n1 , n = 1, 2, 3, . . .
a) sin x on [0, 2];
b) f (x) =
1 otherwise on [0, 1];
c) sin x {(0, 0)}

5.1.7. (5)
5.1.8. (5)

5.1.9. (5)

Is the Riemann function Riemann-integrable on [0, 1]?

Is the following function Riemann-integrable on [0, 1]?
(
1
x = pq , (p, q) = 1, q > 0
q
f (x) :=
0
x irrational
Prove that if lim f = A, then lim

5.1.11. (4)

R1

H 0

5.1.10. (1)

on [0, 1].

f (Hx) dx = A.

R1
Find the value of 0 f if it exists,
(
 1

1 if x 22k+1
, 212k , k = 1, 2, . . .
f (x) =
0 otherwise.
If f is continuous and
Z 1
Z
f (x) dx =
0

xf (x) dx = 0,
0

then f has at least two different roots in (0, 1).

91

5.2. Integral Calculus

5.1.1

Inequalities for the Value of the Integral

5.1.12. (3)

If f is bounded and concave down on [a, b], then

(b a)

f (a) + f (b)

b
a

f (b a)f

a + b
2

5.1.13. (5)

Assume that f : [0, ) R is strictly increasing continuous and

f (0) = 0, lim f = . Let g be the inverse function f . Show that
Z x
Z y
xy
f +
g.
0

5.1.14. (3)

Let p, q > 0 and 1/p + 1/q = 1. Show that for all x, y 0

xy

5.1.15. (3)

xp
yq
+ .
p
q

Prove the following:

(a) If f, g : [a, b] R are integrable, then

(Schwarz inequality).

R

b
a

fg

2

(b) If f, g : [a, b] R are integrable and p, q > 0 such that

1/p R
1/q
R
Rb
b
b
p
q
|f
|
|g|
(Holder inequality).
f
g

a
a
a

R
1
p

b
a

f2

1
q

5.1.16. (5)

 R

b
a

g2

= 1, then

Prove that xy (x + 1) log(x + 1) x + ey y 1 holds for all

pairs x, y of positive numbers.

5.2

Integral Calculus

5.2.1. (4)
a)

1
0

1
dx =?
tan x + 1

b)

x arc tan x dx =?
0

92

5. The Riemann Integral and its Applications

5.2.2. (4)
Z

2
0

1
dx =?
2 + cos x

5.2.3. (3)
Z

3
0

x [x] dx

5.2.4. (6)
Z

0.2
0.1

5.2.5. (5)

5.2.1

log cosh sin x

1 + sinh2 sin x dx =?

R sin x
tan t dt
0
=?
lim R tan
x
0+
sin t dx
0

Connection between Integration and Differentiation

5.2.6. (4)
Z
5.2.7. (5)

x4

et sin t dt
0

=?

Write down the second Taylor polynomial around 0 of the function

Z t3 t

2
f (t) =
ex sin x dx.
t2

5.3
5.3.1. (4)

Applications of the Integral Calculus

Use EulerMaclaurin summation to find
a)

n
X

k=1

k5 ;

b)

n
X

k=1

k 3 (n k)3 .

93

5.4. Functions of Bounded Variation

5.3.2. (4)

How much work is required to elevate a mass from ground level

to height h? To h = ?

5.3.3. (5)

What curve is traced out by the centroids of the arc on the

logarithmic spiral r = a em (r = a, = 0) P as P runs though all points
on the spiral?

5.3.1

Calculating the Arclength

5.3.4. (4)

Find the arclength of the arc on the parabola y = x2 that lies

above [0, a].

5.3.5. (3)

Find the arclength of the curve r() = a+a cos , ( [/4, /4]).
Hint

5.3.6. (3)

Prove that the logarithmic spiral r = a ec ( [0, )) has

finite arclength.

5.4

Functions of Bounded Variation

5.4.1. (4)

If : [0, 1] R2 is a continuous curve whose image contains

[0, 1] [0, 1], can be of bounded variation?
Hint

5.4.2. (6)

Prove that f : [0, 1] R is of bounded variation if and only if it

is the sum of two monotonic functions.
Hint

5.5
5.5.1. (2)

The Stieltjes integral

c
Let f be continuous, g(x) = d

e
Z b
f dg =?

if x <
if x >
if x =

a+b
2
a+b
2
a+b
2

Hint

94
5.5.2. (2)

5. The Riemann Integral and its Applications

Let f be continuous.
Z

5.6

f d[x] =?
a

The Improper Integral

5.6.1. (6)

Are the following improper integrals convergent? Absolute convergent?

Z
Z
Z
sin x
sin x
a)
dx
b)
dx
c)
sin(x2 ) dx
x2
x
1
1
1

5.6.2. (5)

5.6.3. (2)

Prove that

Suppose that

0?
5.6.4. (5)

R
0

xn ex dx = n!.

|f | is convergent. Does it follow that lim f =

Show that if f is uniformly continuous on [2, ), then

Z
f (x)
dx
2
x log2 x
0

is convergent.
5.6.5. (3)
lim x

0+0

5.6.6. (2)

1
x

cos t
dt =?
t2

Is the following integral convergent?

Z 3
cos t
dt
t
0
Hint

95

5.6. The Improper Integral

5.6.7. (5)
Z
5.6.8. (5)

/2

log cos x dx =?
0

For what is
Z

1
0

(x sin x) dx

convergent?
5.6.9. (7)

Is there a continuous function f : R R for which

R
convergent, but 0 f 2 is divergent?

R
0

f is

Chapter 6

Infinite Series
6.0.1. (1)

Show that
1
1
< log(n + 1) log(n) < .
n+1
n

6.0.2. (3)

Prove
1
1 1
1
1 + + + . . . + log n < 1.
n
2 3
n

6.0.3. (5)

Prove that
an := 1 +

1 1
1
+ + . . . + log n
2 3
n

is convergent.
6.0.4. (4)
1

1 1 1 1 1 1 1
+ + + + . . . =?
2 3 4 5 6 7 8

6.0.5. (4)
1+

1 1 1 1 1 1
1
1
+ + + +
+ . . . =?
3 2 5 7 4 9 11 6

97

98

6. Infinite Series

6.0.6. (4)
1

1
1
1 1 1 1 1 1
+ +

+ . . . =?
2 4 3 6 8 5 10 12

6.0.7. (4)
1+
6.0.8. (5)

1 1 1 1 1 1 1 1
+ + + + + . . . =?
2 3 4 5 6 7 8 9

Let un :=

6.0.9. (2)

R 1/n
0

x
1+x2

dx. Is the series

un convergent?

1
1
1
1
+
+
+
+ . . . =?
12 23 34 45
6.0.10. (4)

(n + 1)q n =?

n=0

6.0.11. (4)

True or false?

P
(a) If an 0, then
an is convergent.
n=1

(b) If an 0 and the partial sums

an are bounded, then

n=1

convergent.

P
an is convergent, then an 0.
(c) If

an is

n=1

n=1

6.0.12. (4)

Show that if |an | <

satisfies the Cauchy criterion.

6.0.13. (8)

Let

n
P

1
n2

for all positive integer n, then

an

an be a divergent series with positive terms. Prove that

n=1

there is a sequence cn of positive numbers, such that cn 0 as n and

n
P
(cn an ) still diverges.

n=1

6.0.14. (4)

1
1
1
1
+
+
+
+ . . . =?
123 234 345 456

99
6.0.15. (5)

n2 q n =?

n=0

6.0.16. (4)
Assume that an bn cn for all positive integer n. Show that

P
P
P
if
an and
cn are convergent, then
bn is also convergent.
n=1

n=1

6.0.17. (8)

Let

n=1

n
P

an be a convergent series of positive terms. Prove that

n=1

there is a sequence (cn ) such that cn as n and for which

is still convergent.
6.0.18. (8)

For s > 1 let (s) =

n=1

1
ns ,

n
P

n=1

(cn an )

(p1 , p2 , p3 , . . .) = (2, 3, 5, . . .) be the

sequence of primes in increasing order.

N
Y
1
(a) Prove that lim
1 = (s).
N
1

psn
n=1

P
1
(b) Prove that
pn = .
n=1

(c) What is the order of magnitude of

6.0.19. (9)

For all k N let

X
1
as s 1 + 0?
s
p
n=1 n

(k)

an be a divergent series of positive terms.

n=1

Prove that there is a sequence (cn ) of positive real numbers such that the

P
(k)
series
(cn an ) are all divergent.
n=1

6.0.20. (3)

Determine whether the following series are convergent or divergent. In case of convergence determine whether convergence is absolute or
conditional.

X
X
X
X
1
(1)n+1 X (1)[n/2]
1
1

2
n
n
log(n
+
1)
n!
n
+
1
10n
+
n=1
n=1
n=1
n=1
n=1

6.0.21. (3)

Determine whether the following series are convergent or diver-

gent.
X

en

n10
3n 2n

1
p
n(n + 1)

n2 e

100

6. Infinite Series

X

n
X
n1
log2 n


2
n1/n 1

6.0.22. (5)
Assume that an > 0, bn > 0Pfor all n and that an /bn 1. Prove
P
that
an is convergent if and only if
bn is convergent. Give an example
when this fails if the assumption an > 0, bn > 0 is removed.
6.0.23. (2)

P
P
Prove that if
an and
bn are absolutely convergent, then the
following series are also absolutely convergent:
X
X
Xp
(an + bn )
max(an , bn )
a2n + b2n

6.0.24. (5)

What are the root test, quotient test, Dirichlet-test, and Abel-test
for improper integrals?

6.0.25. (3)

Determine whether the following series are convergent or divergent. In case of convergence, determine whether the convergence is absolute
or conditional.

X
X
X
X
(1)n
(1)n (n!)2
1
(n!)2


2n
n2
n2
n
log(n
+
1)
2
2
n=1
n=1
n=1 n
n=1

6.0.26. (4)

Determine whether the following series are convergent or diver-

gent.
n
X
1
1
n

X

1
1
n
X

6.0.27. (5)
convergent.

n2

X n 1 2

log n+n log log n

n+1

1
n+ n

n

n
n + n1

  1 
X
1
(a) Show that if lim an  log n < , then
an is absolutely
e
n=1

  1  1
X
log n


> , then
an is divergent.
(b) Show that if an 0 and lim an
e
n=1

X
an if an > 0
(c) Can any conclusions be made about the convergence of

  1  1
and lim an  log n = ?
e

n=1

101
P
6.0.28. (6)
Let
a(n) be a rearrangment of the conditionally convergent
P
series an . What can be the set of limit points of the set of the partial sums
n
P
a(k) ?
k=1

6.0.29. (7)

Let a1 , a2 , . . . be a sequence of positive reals such that



x
c > 0 x > 2 {k : ak < x} > c
.
log x
P 1
(Primes for example satisfy this.) Show that
ak = .

6.0.30. (5)

Prove the Condensation lemma: Let a1 a2 an

0. Then

n=1

an

convergent

2k a2k

convergent.

k=1

Solution
6.0.31. (6)

Convergent or divergent?

1
n
log
n
n=2
Hint
6.0.32. (6)

Let > 0. Convergent or divergent?

1
n(log
n)1+
n=2
Hint
6.0.33. (4)

For which c R is the series

1
n log n (log log n)c
n=10
convergent?
6.0.34. (5)
all a R.

Using Dirichlets criterion show that

sin(na)
P
converges for
n
n=1

102

6. Infinite Series

6.0.35. (5)

(1) If
(2) If

n=1

n=1

True or false?

P
an is convergent, then
( n 2 an ) is also convergent.
n=1

P
( n 2 an ) is also divergent.
an is divergent, then
n=1

an
is also convergent.
n=1 n
n=1
a

P
P
n
an is divergent, then
(4) If
is also divergent.
n=1 n
n=1
(3) If

6.0.36. (5)

an is convergent, then

Give examples of an absolutely convergent series

conditionally convergent series

ditionally convergent.

an and

n=0

bn for which their Cauchy product is con-

n=0

P
an have positive terms.
(Raabe criterion) Let
n=1 

an
(a) Prove that if lim inf n
1 > 1, then the series is convergent.
a
n+1


an
(b) Prove that if n
1 1 for n large enough, then the series is
an+1
divergent.

6.0.37. (5)

6.0.38. (10)

For a sequence A = (a0 , a1 , a2 , . . .) of reals let

SA = (a0 , a0 + a1 , a0 + a1 + a2 , . . .)

be the sequence of its partial sums a0 + a1 + a2 + . . .. Can one find a nonzero sequence A for which the sequences A, SA, SSA, SSSA, . . . are all
convergent?
Miklos Schweitzer memorial competition, 2007

Chapter 7

Sequences and Series of

Functions
7.1

Convergence of Sequences of Functions

7.1.1. (3)

For which values of x do the following sequences converge? On

which intervals do they converge uniformly?

p
xn
x n
n
|x|
xn xn+1
1+
n!
n

7.1.2. (4)

True or false?
(a) A pointwise limit of monotonic functions is monotonic.
(b) A pointwise limit of strictly monotonic functions is strictly monotonic.
(c) A pointwise limit of bounded functions is bounded.
(d) A pointwise limit of continuous functions is continuous.
(e) A pointwise limit of Lipschitz functions is Lipschitz.

7.1.3. (4)

True or false?
(a) A uniform limit of monotonic functions is monotonic.
(b) A uniform limit of strictly monotonic functions is strictly monotonic.
(c) A uniform limit of bounded functions is bounded.
(d) A uniform limit of continuous functions is continuous.
(e) A uniform limit of Lipschitz functions is Lipschitz.

7.1.4. (3)

A sequence of functions f1 , f2 , . . . : I R is uniformly bounded

if K R n N x I |fn (x)| < K.
103

104

7. Sequences and Series of Functions

Prove that the limit of a uniformly bounded sequence of functions is

bounded.
7.1.5. (6)

Prove that (s) is infinitely differentiable on (1, ).

7.1.6. (5)

True or false? If a sequence of continuous functions fn : [a, b] R

uniformly convergent on [a, b] Q, then it is uniformly convergent on [a, b].

7.1.7. (9)

True or false? From a sequence of uniformly bounded continuous

functions fn : [a, b] R one can select a uniformly convergent subsequence.

7.1.8. (3)

For which values of x do the following sequences converge? On

which intervals do they converge uniformly?
r
p
1
xn
n
2n
x2 +
1+x
1 + xn
n

7.1.9. (4)

True or false?
(a) A pointwise limit of convex functions is convex.
(b) A pointwise limit of strictly convex functions is strictly convex.
(c) A pointwise limit of Riemann-integrable functions is Riemann-integrable.
(d) A pointwise limit of differentiable functions is differentiable.

7.1.10. (4)

True or false?
(a) A uniform limit of convex functions is convex.
(b) A uniform limit of strictly convex functions is strictly convex.
(c) A uniform limit of Riemann-integrable functions is Riemann-integrable.
(d) A uniform limit of differentiable functions is differentiable.

7.1.11. (5)

A sequence of functions f1 , f2 , . . . : I R is uniformly Lipschitz

if K R n N x, y I |fn (x)fn (y)| K|xy|. Prove that a pointwise
limit of a sequence of uniformly Lipschitz functions is Lipschitz.

7.1.12. (7)

Prove that a uniformly bounded and uniformly Lipschitz sequence

of functions has a uniformly convergent subsequence.

7.1.13. (7)

Prove that if (fn : H R) is uniformly convergent on all

countable subsets of H, then it is uniformly convergent on H.

7.1.14. (5)

True or false? If f1 , f2 , . . . is a sequence of continuous non-negative

functions, then F (x) = inf{f1 (x), f2 (x), . . . } is also continuous.

105

7.2. Convergence of Series of Functions

7.1.15. (9)

True or false? If H is a non-empty bounded and closed subset of

C[a, b] and f : H R is a continuous map, then f has a maximum.

7.1.16. (9)

Is the Baire theorem true for C[a, b]? That is, decide whether
C[a, b] can be presented as a union of countably many nowhere dense subsets.

7.2
7.2.1. (8)

Convergence of Series of Functions

Show that if

fn converges uniformly on the set H after any

n=1

rearrangment of the terms, then

n=1

7.2.2. (4)

|fn | is uniformly convergent.

For which values is the series


X

n=1

which values is it absolutely convergent?

x
x2 + 1

n

convergent? For


n

X
1 3 . . . (2n 1)
2x
For which values is the series
2 4 . . . (2n)
x2 + 1
n=1
convergent? For which values is it absolutely convergent?

7.2.3. (4)

X
5n + 32n n
For which values is the series
x (1x)n convergent?
2n
n=1
For which values is it absolutely convergent?

7.2.4. (4)

7.2.5. (3)

xn
convergent? For which
1 xn
n=1

For which values is the series

values is it absolutely convergent?

7.2.6. (3)

For which values is the series

values is it absolutely convergent?

7.2.7. (4)

xn
convergent? For which
1 + x2n
n=1

For which values is the series

values is it absolutely convergent?

7.2.8. (4)

n=1

For which values is the series

which values is it absolutely convergent?

nenx convergent? For which

X
2n cosn x
convergent? For
n2
n=1

106
7.2.9. (5)

7. Sequences and Series of Functions

For which values is the series

which values is it absolutely convergent?

7.2.10. (7)

n

X
x(x + n)
n

n=1

Prove that if the Laurent series

convergent? For

an xn converges at x = r

n=

and x = R, (0 < r < R) then it converges for all x [r, R].

7.2.11. (5)

For which x is

n n
x
a|n|
n=
convergent? Which is the value of the sum?
7.2.12. (6)

Let (x)n = x(x 1) . . . (x (n 1)). At which points do the

following Newton-type series converge and converge uniformly?

X
(x)n
;
n!
n=1

X
1 (x)n
np n!
n=1

where p R.
7.2.13. (6)

Assume that fn (x) are monotonic on [a, b], and that

fn (x)

n=1

converges absolutely for x = a and x = b. Show that the series converges

absolutely and uniformly on [a, b].
7.2.14. (7)

Assume that

X
1
converges. Prove that
a
n=1 n

1
x an
n=1
converges on any closed interval that does not contain any of the an (n =
1, 2, . . .). Is the convergence absolute? Is it uniform?
7.2.15. (7)

Assume that

X
an
nx
n=1

converges for x = x0 . Prove that it converges for any x > x0 .

107

7.3. Taylor and Power Series

7.2.16. (7)

Construct a series of functions that is both uniformly convergent

and absolutely convergent but not uniformly absolute convergent.

7.2.17. (5)

Give an example of non-negative uniformly convergent series, for

which the Weierstrass criterion is not applicable.

7.3

Taylor and Power Series

7.3.1. (4)

Determine the Taylor series of the function at the given point.

1
(a)
at 0;
1x
1
(b) 2 at 3;
x
(c) log x at 5 kor
ul;

(d) sin x at ;
3
(e) log(x2 1) at 2;
(f) ar sinh x2 at 0;
(g) ar coth x at 2.
Give intervals where the Taylor series converges to the function.

7.3.2. (7)

Construct an infinitely differentiable function f whose Taylor

series around 0 converges everywhere but the limit equals f (x) if and only if
x [1, 1].

7.3.3. (3)

Determine the radius of convergence of the following series.

X

7.3.4. (1)

99 n

n x

X

1
1+
n

n2
xn

By the binomial theorem (1+x) =

 
X

k=0

n!xn

xk if |x| < 1. Which

identities result in the = 1 and = 2 cases?

7.3.5. (6)
x5
x7
x x3

+ . . . =?
1
3
5
7

X
(1)k
=?
4k + 1

k=0

108

7. Sequences and Series of Functions

7.3.6. (6)

X

k=0

7.3.7. (6)

1
1

3k + 1 3k + 2

Let c0 = 1 and cn+1 =

G(x) =

n
P

=?

ck cnk . (Catalan numbers.) Define

k=0

cn xn the so-called generating function of the Catalan numbers.

n=0

(a) Prove that G converges in a neigborhood of 0.

(b) Prove that in the (non-empty) interior of the convergence interval
G(x) = xG2 (x) + 1.
(c) Using b) determine G and cn explicitely.
7.3.8. (8)

Let pn be the number of partitions of the number n into different

parts. (For example p0 = 1 and p6 = 4, because 6 = 5+1 = 4+2 = 3+2+1.)

P
pn xn find an upper bound for pn .
Using the generating series P (x) =
n=0

7.3.9. (5)

Determine the Taylor series of ar tanh x around a = 1/2. For

which x do the series equal the original function?

7.3.10. (6)

X

k=0

7.3.11. (5)

1
1
2
+

3k + 1 3k + 2 3k + 3

=?

(a) For which real values of c will the series


X

n=1

converge on R?
(b) For which real values of c will the series


X

n=1

uniformly on R?
7.3.12. (2)

For which c R
 
X
c

k=0

= 2c ?

nc cos(nx)


nc sin(nx) converge

Chapter 8

Differentiability in Higher
Dimensions
8.1
8.1.1
8.1.1. (2)

8.1.2. (5)

Real Valued Functions of Several Variables

Topology of the n-dimensional Space
Find the interior, boundary and closure of the set



1
A=
x, sin
| x > 0 R2 .
x
True or false?

a) A B int A int B;
b) int int A = int A;
c) int A = A;
d) int A = A;
e) A = A;
f) int(A) = int A;
g) A = A
109

110
8.1.3. (5)
8.1.4. (4)

8. Differentiability in Higher Dimensions

Prove that H is the smallest closed set containing H.

H = { y | xn H sequence, for which xn y }.

8.1.5. (4)

Show that
a) A B = A B;
b) A B A B.

8.1.6. (1)

Prove that if p is a limit point of E Rd , then all neighborhoods

of p contain infinitely many points of E.

8.1.7. (5)

Show that for all H Rd H H. Give an example when

the inclusion is proper.

8.1.8. (6)

Let x Rn and let A Rn be closed. Prove that there is a A

for which |x a| = d(x, A), where
d(x, A) := inf{|x b| : b A}

is the distance of x from A.

8.1.9. (6)

Let A Rd be closed such that its diameter

diam(A) := sup{|x y| : x, y A}

is d. Prove that there are a, b A whose distance is d.

8.1.10. (1)

Determine the interior, exterior and boundary of the following

sets. What is the boundary of the boundaries?


(x, y) R2 : x, y > 0, x+y < 1 ;

8.1.11. (5)

For any subset A of a metric space show that

int int A = int A;

8.1.12. (6)



[
1
2
(x, y) R : x = 1/n, |y| <
n
n=1

int ext A = ext A.

Prove that if K is such a subset of a metric space that from all

covers of K by open balls contain a finite subcover, then K is compact.

8.1. Real Valued Functions of Several Variables

111

8.1.13. (8)

Prove that if K is a compact subset of a metric space, then K is

bounded and closed.

8.1.14. (5)
8.1.15. (5)

Is there an A R for which A, A, A, . . . are all different?

Prove that for any A, B subset of a metric space
(A B) A B;

Is it true that

(A B) A B.




(A B) (A B) = A B?

8.1.16. (6)

(a) Prove that for any subset A of a metric space (int A) A

and (ext A) A.
(b) Is it true that (int A) = (ext A)?

8.1.17. (5)

Prove that in a metric space the boundary of any set is closed.

8.1.18. (6)

Prove that if K is a compact subset of a metric space, then all

closed subsets of K are compact.

8.1.19. (1)

Prove that in any metric space the cardinality of open and closed
sets is the same.

8.1.20. (8)

Prove that if in a metric space every bounded, closed set is

compact, then the space is complete.

8.1.21. (9)

(a) Prove that if the BolzanoWeierstrass theorem is true in a

metric space, then the space is complete.
(b) Give an example for a metric space that is complete but for which the
BolzanoWeierstrass theorem is not true.

8.1.22. (8)

Prove that Rp has continuum many open (closed) subsets.

8.1.23. (9)

A subset of Rp is G if it is the intersection of countably many

open sets. A chain H is a set of subsets of Rp such that from any two sets in
H one is contained by the other. Prove that the intersection of any chain of
open sets is G .

8.1.24. (5)

Collect as many descriptions of open and closed sets as you can.

112

8. Differentiability in Higher Dimensions

8.1.25. (5)

Prove that in Rp every closed interval [a, b] is connected, that is,

if [a, b] (A B), then [a, b] A or [a, b] B.

8.1.26. (6)

Prove that Rp satisfies the Baire category theorem.

8.1.27. (9)

Prove Hellys theorem:

(a) If F1 , . . . , Fn Rp are convex, and any (p + 1) among them have a
common point, then the Fi -s have a common point.
(b) If Fi Rp (i I) are convex and compact and any (p + 1) among
them have a common point, then the Fi -s have a common point.

8.1.28. (9)

Show that the unit ball of C[a, b] (with the maximum norm) is
not compact.

8.1.29. (10)

Is it true that the intersection of a chain of G sets is G ?

8.1.30. (9)

8.1.2
8.1.31. (4)

Limits and Continuity in Rn

lim(0,0) (x2 + y 2 )x

2 2

=?
Answer

8.1.32. (8)

A norm on Rp is a function ||.|| : Rp R that satisfies

(a) ||x|| 0 and ||x|| = 0 if and only x = 0;
(b) ||x + y|| ||x|| + ||y||;
(c) ||c x|| = |c| ||x|| for all c R, x Rn .
Define the following norm on Rp :
!1/
p
X

||x|| =
|xi |
(1 < );
||x|| = max |xi |.
1ip

i=1

(a) Prove that these are norms.

(b) Why do we need 1 ?
(c) Prove that for all x Rp

lim ||x|| = ||x|| .

(d) Show that

, [1, ) {} c1 , c2 > 0 x Rp c1 ||x|| < ||x|| < c2 ||x|| .

(e) Prove that any two norms are equivalent if ||.|| and ||.|| are two norms,
then there are c1 , c2 > 0 such that c1 ||x|| ||x|| c2 ||x||.

113

8.1. Real Valued Functions of Several Variables

8.1.33. (1)

Prove that the map (x, y) 7 x + y is continuous. Find for

= 103 at the point (1, 2).

8.1.34. (3)

For what R is

xy

2 + y 2 )
(x
f (x, y) =
0

if (x, y) 6= (0, 0)
if (x, y) = (0, 0)

continuous at (0, 0)?

8.1.35. (5)

Let A Rp and f : A R. Let B Rp be the set of points

where f has a limit at b B, and let g(b) = lim f (x). Prove that g is
xb, xA

continuous on B.

8.1.36. (6)

Assume that f : R2 R and all sections fx=a are continuous and

all sections fy=b are monotonic and continuous. Prove that f is continuous.

8.1.37. (7)

Prove that if K Rp and all continuous functions on K are

bounded, then K is compact.

8.1.38. (1)
point (1, 2).
8.1.39. (4)

Prove that (x, y) 7 xy is continuous. Find for = 103 at the

Find f : R R and g : Rp R for which lim g = 0 and lim f = 0

0

but lim(f g) 6= 0.
0

8.1.40. (5)
lim

(x,y)(0,0)

cos x + cos y 2
=?
x2 + y 2

For a given find .

8.1.41. (3)

Prove that f : Rp R is continuous if and only if the preimage

of any open set is open.

8.1.42. (5)

Does

sin x sin y
have a limit at the origin relative to the set
xy

{(x, y) : x 6= y}?
Can this function be extended continuously to the whole plane?
8.1.43. (1)

x0 Rp . f : Rp R, x 7 |x x0 |. Prove that f is continuous.

114
8.1.44. (4)
8.1.45. (3)

8. Differentiability in Higher Dimensions

For what a > 0 is

(x2

x2 y
continuous at the origin?
+ 3y 2 )a

Let A Rp , A 6= and define f : Rp R,

f (x) := inf{ |x y| | y A }.

Prove that f is continuous. Prove that

f (x) = 0

x A.

8.1.46. (8)

Construct a Peano-curve, a continuous and surjective map from

[0, 1] to [0, 1]2 and to [0, 1]3 .

8.1.3
8.1.47. (1)

Differentiation in Rn
Is xy (R2 R) differentiable? What is the derivative?

8.1.48. (2)
g(t) =

t2
t2

if t 0
if t < 0

At what points is f (x, y) := g(x) + g(y) differentiable?

8.1.49. (2)

2x

Sketch the level curves of f (x, y) = e x2 +y2 . Given (x0 , y0 ) in

which direction does f grow fastest?

8.1.50. (3)
8.1.51. (3)

At which points is || . ||1 :=

|xi | differentiable?

Let 1 < p < . At which points is the || . ||p := (

function differentiable?

8.1.52. (7)

|xi |p )

1/p

Give a function f : R2 R for which all directional derivatives

exist at (0, 0) but which is not differentiable at (0, 0).

8.1.53. (5)

Let f : R2 R be the distance of (x, y) from the interval

I := [0, 1] {0}. At which points is f differentiable? Twice differentiable?

8.1.54. (2)

Let F : R2 R be differentiable with derivative (f (x, y), g(x, y)).

What is the derivative of F (sin t, cos t)?

115

8.1. Real Valued Functions of Several Variables

8.1.55. (1)

f (x, y) = x2 + y 3 , g(x, y) = x2 + y 4 . Calculate the first and

second differentials at (0, 0).

8.1.56. (4)
f (x, y) =

8.1.57. (4)
8.1.58. (2)

xy xx2 y
+y 2
0

2f
(0, 0) =?
yx

otherwise
if (x, y) = (0, 0)

2f
(0, 0) =?
xy

Is the function (x, y) 7 arcsin xy uniformly continuous?

Let f (x, y) = log

0.

p
(x a)2 + (y b)2 . Show that

2f
x2

2f
y 2

8.1.59. (3)

f (x, y) =

1
x2 +y 2

(x2 + y 2 ) sin

otherwise

if (x, y) = (0, 0)

is differentiable everywhere but not continuously.

8.1.60. (3)

Let g(t) = sgn(t)t2 . Show that f (x, y) = g(x)+g(y) is everywhere

differentiable but is not twice differentiable along the two axes.

8.1.61. (3)

Show that (x y 2 )(2x y 2 ) has no local minimum at (0, 0) even

though it has a local minimum along any lines through (0, 0).

8.1.62. (2)

f : R2 R is smooth. Give a normal vector of the graph of

z = f (x, y) at the point (x0 , y0 , f (x0 , y0 )).

8.1.63. (3)

Find the minimum and maximum of x3 +x2 xy on [0, 1][0, 1].

8.1.64. (3)

Find the maximum and minimum of xy log(x2 +y 2 ) on x2 +y 2

r.
8.1.65. (1)

Prove that if f : R2 R has partial derivative D1 f 0, then f

only depends on y.

8.1.66. (2)

Prove that (x1 , x2 , . . . , xn ) 7 x1 + x2 + . . . + xn is differentiable.

What is its derivative? For a given find !

116

8. Differentiability in Higher Dimensions

8.1.67. (2)

Prove that (x, y) 7 xy is continuously differentiable on {(x, y)

R2 : y > 0}. What is the derivative?

x3
, f (0, 0) = 0 has directional deriva+ y2
tives at the origin in all directions. Is there a vector a such that for all v unit
vector one has Dv f (0, 0) = a v?

8.1.68. (3)

8.1.69. (4)

Prove that f (x, y) =

x2

Describe those f : R2 R for which D1 f D2 f ?

8.1.70. (4)

Prove that if f : Rp R is differentiable at a, f (a) = 0 and

f (a) = 0, then for all bounded g : Rp R, gf is differentiable at a.

8.1.71. (5)

Give a function g whose directional derivatives all exist and

vanish at the origin, but
(a) g is not differentiable at the origin;
(b) not continuous at the origin;
(c) not bounded in any neighborhood of the origin.

8.1.72. (6)

Assume that f : R2 R has a second partial derivative D12 f

which is non-negative. Show that if a < b and c < d, then f (a, c) + f (b, d)
f (a, d) + f (b, c).

8.1.73. (5)

Assume that f : R2 R has a second partial derivative D12 f

and for all a < b, c < d we have f (a, c) + f (b, d) f (a, d) + f (b, c). Show
that D12 is non-negative.

a11 . . . a1n
8.1.74. (5)

.. =
..
Find the derivative of tr : Rnn R, tr ...
.
.
a11 + a22 + . . . + ann .

an1

...

ann

8.1.75. (2)

Find the derivative of the scalar product of n-dimensional vectors

when viewed as an R2n R function.

8.1.76. (1)

derivative?

Prove that (x, y) 7 x/y is differentiable (y 6= 0). What is the

8.1.77. (2)

Prove that (x1 , x2 , . . . , xn ) 7 x1 x2 . . . xn is differentiable. What

is the derivative?

8.1.78. (5)

True or false? If f : R2 R is differentiable and for all lines

through a f has a local minimum at a along the line, then f has a local
minimum at a.

8.1. Real Valued Functions of Several Variables

8.1.79. (5)

117

Let B be a real q r matrix. What is the derivative of

f (x1 , . . . , xq+r ) = (x1 , . . . , xq )M (xq+1 , . . . , xq+r )T ?

8.1.80. (5)

True or false? If f : R2 R is differentiable at all points except

perhaps at the origin and at the origin it has vanishing directional derivatives
in all directions, then f is differentiable at the origin.

8.1.81. (3)
8.1.82. (4)
the origin?
8.1.83. (1)

For which values of , > 0 is |x| |y| twice differentiable at

Write down the second degree Taylor polynomial of xyz at

(1, 2, 3).
8.1.84. (1)

Write down the third degree Taylor polynomial of sin(x + y) at

(0, 0).
8.1.85. (3)

Find the local extrema of

x2 + xy + y 2 3x 3y + 5;

x3 y 2 (2 x y).

8.1.86. (8)

Prove that if D12 f and D21 f exist in a neighborhood of (a, b)

and they are both continuous at (a, b), then D12 f (a, b) = D21 f (a, b).

8.1.87. (8)

Prove that if D1 f , D2 f and D12 f exist in a neighborhood of (a, b)

and D12 is continuous at (a, b), then D21 exists and D12 f (a, b) = D21 f (a, b).
(Schwarz)

8.1.88. (3)

Find the local extrema of the following functions:

x3 + y 3 9xy;

8.1.89. (7)

sin x + sin y + sin(x + y)

Assume that f : R2 R is differentiable and for all x, y we have

y 2 D1 f (x, y) = x2 D2 f (x, y).

Prove that f (x, y) = g(x3 + y 3 ) for some g. Is it necessarily true that the
function g is differentiable at 0?

118

8. Differentiability in Higher Dimensions

8.1.90. (3)

Prove that if f1 , ..., fp : R R are twice differentiable and

convex, then g(x1 , . . . , xp ) = f1 (x1 ) + . . . + fp (xp ) is also convex.

8.1.91. (3)

What are the local extrema of xy +

1
x

+ y1 ?

8.1.92. (5)

How many local maximum and minimum places exist for (1 +

ey ) cos x yey ?

8.1.93. (2)

Let f (x, y) = (x ay) + (x + ay), where , are smooth.

2
2f
2 f

a
=?
y 2
x2

8.1.94. (4)

For what c is
f (x, y) =

|x|2

x +y 2

if (x, y) 6= (0, 0)
if (x, y) = (0, 0)

differentiable?
8.1.95. (7)

Prove that if f : R2 R is differentiable and D1 f (x, y) =

yD2 f (x, y) for all x, y, then there is a g : R R differentiable function for
which f (x, y) = g(ex y).

8.1.96. (7)

Prove that if H Rp is convex and open and f : H R is

convex, then f is Lipschitz on all compact subsets of H.

8.1.97. (9)

Given F : Rp R twice differentiable convex function we are

looking for the minimum of F using the conjugate gradient method : start
with x0 and let
xn+1 = xn c(xn ) gradf (xn ),

where c(xn ) is computed from the first and second derivatives of f at xn .

(a) What is a good choice for c(xn )?
(b) Prove that the method works for quadratic forms.
8.1.98. (4)

Let H Rp+q , a Rp , b Rq , (a, b) int H and f : H R

differentiable at (a, b) and assume that near a there is a differentiable function
to Rq such that f (x, (x)) = 0. Prove that
fa (b) (a) = (f b ) (a).

119

8.1. Real Valued Functions of Several Variables

8.1.99. (4)

For |x| < 1, |y| < 1, |z| < 1 let u(x, y, z) be the real root of
(2 + x)u3 + (1 + y)u (3 + z) = 0.

Find u (0, 0, 0).

8.1.100. (4)
the root of

For |x1 10| < 1, |x2 20| < 1, |x3 30| < 1 let u = (u1 , u2 ) be
u1 + u2 = x1 + x2 + x3 10,

u1 u2 =

x1 x2 x3
10

closest to (30, 20). Find u (10, 20, 30).

8.1.101. (4)

Given the constraints x2 + y 2 = 1, x2 + z 2 = 1 find the largest

possible values of x, x + y + z, and y + z.

8.1.102. (4)

Find the maximum of xyz given the constraints x + y + z = 5

and x2 + y 2 + z 2 = 9.

8.1.103. (5)

Let A and B be n n real symmetric matrices where det A 6= 0.

(a) Prove that if x xT Bx has a local extremum at x0 Rn given the
constraint xT Ax = 1, then x0 is an eigenvector of A1 B.
(b) What is the meaning of the eigenvalue corresponding to the eigenvector
x0 ?

8.1.104. (6)

Given p1 , . . . , pn in 3-space we are looking for the plane through

the origin for which the sum of the squared distances from the points to the
plane is minimal. Let v be the normal vector of this plane, where |v| = 1.
n
P
pi pTi .
(a) Show that v is an eigenvector of the matrix
i=1

(b) What is the geometric meaning of the eigenvalue corresponding to the

eigenvector v?
8.1.105. (4)
2

y )?
8.1.106. (5)

What is the image of x2 + y 2 1 under the map x2 y 3 log(x2 +

Let f : R3 R be twice differentiable. Prove that if
hf (x, y, z), (x, y, z)i 0

holds everywhere, then

D11 f (0, 0, 0) + D22 f (0, 0, 0) + D33 f (0, 0, 0) 0.

120

8. Differentiability in Higher Dimensions

8.1.107. (4)

Find the distance of (5, 5) from the hyperbola xy = 4 using

Lagrange multiplicators.

8.1.108. (7)

We know that f : R2 R is differentiable and

y 2 D1 f (x, y) + x3 D2 f (x, y) = 0.

Prove that f ( 2, 3 3) = f (0, 0).
8.1.109. (4)

Is the function
(
f (x, y, z) =

sin2 x+sin2 y+sin2 z

x2 +y 2 +z 2

(x, y, z) 6= (0, 0, 0)
x=y=z=0

differentiable at the origin?

8.2
8.2.1

Vector Valued Functions of Several Variables

Limit and Continuity

8.2.1. (5)

f : Rp Rq , A, B Rp , x A B. Assume that f is continuous

at x when restricted to either A or B. Prove that f is continuous at x when
restricted to A B. Does this remain true for a union of infinitely many
sets?

8.2.2. (3)

f : Rp Rq , A, B Rp . Assume that f is continuous when

restricted to either A or B. Is it true that f is continuous when restricted to
A B?

8.2.3. (3)

Let f : Rp Rq , A, B Rp be closed. f is continuous when

restricted to either A or B. Is it true that f is continuous when restricted to
A B?

8.2.4. (10)

8.2.2
8.2.5. (3)

Differentiation

f : R2 R3 , (x, y) 7 (ex , x2 +y 2 , sin x); g : R3 R, (X, Y, Z) 7

XY . (g f ) =?

121

8.2. Vector Valued Functions of Several Variables

8.2.6. (1)

Find the Jacobi-matrix of the following functions

f (x, y) = x + y, xy, cos(x + y) ; g(x, y) = ex+y , xy ; h = f g.

8.2.7. (2)

Prove that vectorial product viewed as a R6 R3 function is

differentiable. What is its derivative?

8.2.8. (4)

What is the Jacobi matrix of the local inverse of f (x, y) =

(x2 y 2 , 2xy)?

8.2.9. (5)

Let A : Rn Rn be an invertible linear transformation. Show

that

||A1 || =
8.2.10. (5)

1
.
min{Ax|x S0n1 (1)}

Find an A : Rn Rn linear transformation for which

sX
a2i,j > ||A||.
i,j

Show that is always true.

8.2.11. (8)

Prove that

v
a11
u q

uX

2
t
max
aij ...
1jp

i=1
aq1

...
...

v
a1p
p
q X
uX
.. u
t
a2ij .

.
i=1 j=1
aqp

Give an example when equality does not hold.

8.2.12. (2)

Find the Jacobi-matrix of the following functions:

f (x, y) = sin x, cos y);

g(x, y) = log x, x2 + y 2 );

8.2.13. (4)

h = f g.

Let f : Rp Rq be differentiable at the points of the interval

[a, b] R . Prove that
p

|f (b) f (a)| |b a| sup ||f (c)||.

c[a,b]

122
8.2.14. (7)

8. Differentiability in Higher Dimensions

Prove that for all A Hom(Rp , Rp ) ||A|| | det A|1/p .

8.2.15. (5)
(a) Prove that all linear maps Rp Rq are Lipschitz.
(b) Prove that if A Hom(Rp , Rp ) is invertible, then c > 0 x Rp |A(x)|
c|x|.

Chapter 9

Jordan Measure and

Riemann Integral in
Higher Dimensions
9.0.1. (2)

Prove that for all 0 a b there exists a bounded set H Rp

for which b(H) = a and k(H) = b.

9.0.2. (3)

Let H Rp be a bounded set. Determine whether the following

statements are true or false.
(a) If k(H) = 0, then H J .

(d) If H J , then int H J .

(c) If H J , then H J .

(f) If int H J and cl H J , then H J .

(b) If H J , then H J .

9.0.3. (5)
numbers

(e) If H J , then cl H J .

Let A, B Rp be disjoint bounded sets. Order the following

k(A B);

b(A B);

k(A) + k(B);

k(A) + b(B);

b(A) + b(B);

b(A) + k(B).

9.0.4. (5)

Let f : (0, 1) R, f (x) = x sin log x. Is this a function of

bounded variation? Is it absolutely continuous?
123

124

9. Jordan Measure and Riemann Integral in Higher Dimensions

9.0.5. (4)

Determine whether the following statements are true or false.

Here f is a function from [a, b] to R.
(a) If f is monotonic, then f is of bounded variation.
(b) If f is continuous, then f is of bounded variation.
(c) If f is continuous and of bounded variation, then f is Lipschitz.
(d) If f is of bounded variation, then the interval [a, b] can be written as
the union of countable many subintervals on each of which f is monotonic.
Rb
(e) If the a df Stieltjes integral exists, then f is absolutely continuous.
(f) If f is absolutely continuous, then f is Riemann-integrable.

9.0.6. (5)

Let H Rp be a bounded set. Are the following statements true

or false?
(a) If cl H J , then H J .
(b) If H is closed and H J , then int H J .
(c) If H is open and H J , then cl H J .
(d) If k(int H) = b(cl H), then H J .
(e) H J .
9.0.7. (4)

Let A Rp , B Rq be bounded sets. True or false?

(a) k
(A B) = k (p) (A) k (q) (B).
(p+q)
(b) b
(A B) = b(p) (A) b(q) (B).
(c) If A and B are measurable, then AB is also measurable and t(p+q) (A
B) = t(p) (A) t(q) (B).
(p+q)

9.0.8. (6)

Let A1 , . . . , An be measurable sets in the unit cube whose measures add up to more than k. Show that there is a point which is contained
in at least k of these sets.

9.0.9. (5)

Prove that if A B Rp and B is Jordan-measurable, then

t(B) = k(A) + b(B \ A).

9.0.10. (5)

Show that a bounded set A Rp is measurable if and only if

k(B) = k(B A) + k(B \ A)

for any set B Rp .

9.0.11. (5)

Let A [a, b] be Jordan-measurable. Connect the points of A

to an arbitrary (but fixed) point of the plane. Show that the union of these
line segments is Jordan-measurable in the plane. What is its area?

125
9.0.12. (4)

Is it true that if A R is measurable, then

p
{(x, y) : x2 + y 2 A} R2

is measurable?
9.0.13. (7)
then

Prove that if B1 , B2 , . . . Rp are pairwise disjoint open balls,

b

[

i=1

Bi

b(Bi ).

i=1

9.0.14. (7)

Show that for any 0 c d < there exists a bounded, closed

set with interior measure c, and exterior measure d.

9.0.15. (6)

Prove that if m : J R is non-negative, additive, translationinvariant and normed, then m = t.

9.0.16. (5)

Prove that if A, B Rp and cl A cl B is of measure zero, then

k(A B) = k(A) + k(B).

9.0.17. (6)

Prove that a bounded set A Rp is measurable if and only if

b(B) = b(B A) + b(B \ A)

for any set B Rp .

9.0.18. (5)

Let A Rp be Jordan-measurable. Is it true that the set

is measurable?

[0, a]

aA

9.0.19. (6)

For any > 0 divide the n-dimensinal unit cube into an open
and closed part in such a way that the inner Jordan measure of each is less
than .

9.0.20. (10)

For any H Rp bounded set let B(H) be (a) largest open ball
in H if H has no interior, then let B(H) = . Starting from an A0 Rp
Jordan-measurable set let A1 = A and An+1 = An \ B(An ). Prove that
lim b(An ) = 0.

9.0.21. (9)

Is there a Peano-curve that is differentiable? (I.e. is there a

surjective differentiable map [0, 1] R2 ?)

126

9. Jordan Measure and Riemann Integral in Higher Dimensions

9.0.22. (8)

Let f : [0, 1] R2 be a simple closed curve. Does it follow that

its image has measure 0?

9.0.23. (3)

What is the moment of inertia for a cylinder of mass m, radius

r, and height 2h about an axis that goes through its center but is orthogonal
to its axis of symmetry?

9.0.24. (2)

Interchange the order of integration.

Z

1
0

2x

f (x, y) dy dx;
x

1
1

x2 +x+1

f (x, y) dy dx
|x|

9.0.25. (3)
Z

1
0

y 2 ex dy dx =?
0

9.0.26. (4)

The vertices of a triangle are A = (a, 0), B = (b, 0) and C =

(0, m). For (x, y) [0, 1]2 let
f (x, y) = (1 x)(1 y) A + x(1 y) B + y C.
Use this map and the theorem on measure transformation to determine the
area of the triangle.

9.0.27. (3)

Calculate the area of the set, defined with polar coordinates, by

m
90 90 , 0 r
.
cos

9.0.28. (3)
Z

sin(x2 + y 2 ) dx dy =?
2 x2 +y 2 4 2

9.0.29. (7)

Prove that if A is measurable with positive measure and f is

integrable on A, then there is at least one point where f is continuous.

9.0.30. (5)

R Let f be bounded and non-negative on the measurable set A.

Prove that A f = 0 implies that k({x A : f (x) a}) = 0 for all a > 0. Is
the converse true?

127
9.0.31. (10)

We need a simulated random sequence of normal distribution,

2
1
i.e. with density (x) = ex /2 . Given a random-number generator
2
that gives random numbers with uniform distribution in [0, 1] how can one
generate such a sequence. (Hint: use two sequences.)

9.0.32. (8)

For all continuous functions f : R R let I0 f = f and for a 0

let Ia f be the function for which
Z x
(x y)a1
(Ia f )(x) =
f (t)
dx.
(a)
0
Rx
Prove that (a) (I1 f )(x) = 0 f ; (b) Ia+b = Ia Ib .

9.0.33. (5)

Prove Steiners theorem: if a rigid body has mass m and its

moment of inertia about an axis l through its center of mass is I, then the
moment of inertia about an axis parallel to l and of distance r is I + mr2 .

9.0.34. (4)
Z

1
0

9.0.35. (3)
2 2
e x +y }.

p
1 + x3 dx

dy =?

1
0

Z

y cos x2 dx
y 2/3

dy =?

Calculate the volume of {(x, y, z) R3 : x2 + y 2 1, |z|

9.0.36. (7)

Is it true that if f : [0, 1] [0, 1] R is monotonic on every

horizontal and vertical segments, then it is integrable?

9.0.37. (7)
Prove that if f > 0 on A Rn with positive Jordan measure,
R
then A f dx > 0.

9.0.38. (10)
9.0.39. (6)

Let a R.

/2
ex

cos(ax) dx =?

Prove that a bounded set K Rn is Jordan-measurable if and

only if it cuts all bounded open sets properly i.e. for all bounded open set
X Rn one has b(X K) + b(X \ K) = b(X).

9.0.40. (6)

Prove that a bounded set K Rn is Jordan-measurable if and

only if it cuts all bounded closed sets properly i.e. for all bounded closed
set X Rn one has k(X K) + k(X \ K) = b(X).

128

9. Jordan Measure and Riemann Integral in Higher Dimensions

9.0.41. (4)

Give a function : [0, 2] R such that for any continuous

function f : [0, 1] R
Z

1
0

1
2

f (x + y ) dx dy =
0

f .
0

9.0.42. (4)
Z

/2
0

/2
x

sin y
dy
y

dx =?

9.0.43. (3)

What is the moment of inertia of a cone about its axis of rotation

if it has homogeneous mass distribution with mass m, its height is h and its
base disc has radius r?

9.0.44. (8)

Prove that if F1 F2 . . . are bounded, closed sets and

is of measure zero, then k(Fn ) 0.

Fn

n=1

9.0.45. (9)

R
R1
Let (s) = 0 xs1 ex dx and B(s, u) = 0 xs1 (1 x)u1 dx
be Eulers Gamma and Beta functions. Show that
B(s, u) =

(s)(u)
.
(s + u)

9.0.46. (7)

Express the volume of the n-dimensional unit ball using Eulers

function. What is the volume of the half-dimensional unit ball?

9.0.47. (4)

Prove that

en

n=1

9.0.48. (4)

Z
9.0.49. (7)
9.0.50. (7)

1
0

Z

is infinitely differentiable on (0, ).

1

ey dy
x3/4

dx =?


2
Prove that for s > 0 (s) (s) >  (s) .

Formulate and prove the Dirichlet and Abel criterions for improper integrals.

129
9.0.51. (6)

Formulate a Weierstrass type criterion for improper Stieltjes

integrals.
9.0.52. (7)
derivative?

Is f (t) =

Z tZ
1

exyt dx dy (t > 1) differentiable? What is its

1

9.0.53. (7)
Let f : R3 R be continuous, and
R
G(r) = x2 +y2 r2 f (x, y, r) dx dy (r > 0).
(a) Show that G is continuous.
(b1) Show that if f continuously differentiable, then G is also continuously
differentiable. What is G ?
(b2) Can the condition of continuous differentiablity be weakened?
9.0.54. (8)
9.0.55. (7)

Prove that Eulers Beta function is strictly convex.

Z t
2
Is f (t) =
ex t dx differentiable? What is its derivative?
1

9.0.56. (7)

Let f : R2 R be continuous and G(x) =

x2

f (x, y) dy.
x

(a) Prove that G is continuous.

(b1) Show that if f is continuously differentiable, then G is also continuously differentiable. What is G ?
(b2) Can the condition of continuously differentiability weakened?
9.0.57. (5)

Show that Eulers Beta function is infinitely differentiable and

express its derivative as an integral.

9.0.58. (10)

According to Taubers theorem if lim

r10

finite and moreover nan 0, then

an rn = C exists and

n=0

an = C.

n=0

(a) Formulate a Tauberian theorem for parametric integrals.

(b) Prove the Tauberian theorem for parametric integrals you formulated.
Z t2 /2
e
9.0.59. (10)

For x R let I(x) =

cos(xt) dt.
2

p
x2 + y 2 .
(a) Prove that I(x) I(y) = I
(b) Describe the behavior of I near 0.
(c) I(x) =?

130
9.0.60. (9)

9. Jordan Measure and Riemann Integral in Higher Dimensions

Let B be Eulers Beta function. Prove that log B is convex.

Chapter 10

The Integral Theorems of

Vector Calculus
10.1

The Line Integral

10.1.1. (3)

Let : [1, 2] R3 , (t) = (log t, 2t, t2 ).

(a) Determine the length of .
(b) Determine the line integral of the vector field f (x, y, z) = (x, y, z) along
the curve .

10.1.2. (3)

Let C be the geometric curve {(x, y)| |x|+|y| = a}.

10.1.3. (3)

Let : [0, 2] R2 , (t) 7 (t, t2 ). Compute the

integral where g is the identity function.

xy ds =?

(y, x) dg line

10.1.4. (3)

Let be the semicircle which is the right part Rof the circle
centered at 0 with radius a (i.e. those points satisfying x 0). x dy =?

10.1.5. (3)

Let be the semicircle which is the upper partRof the circle

centered at 0 with radius a (i.e those points satsifying y 0). x2 ds =?

10.1.6. (4)

a)

sin x d{x} =?

b)

x2 d(y 2 ) =?

where is the triangle with vertices (0, 0), (2, 0), (0, 1).
131

132
10.1.7. (4)

10. The Integral Theorems of Vector Calculus

Calculate the line integral

1

xy dy on the curve in the figure.

y
x
,
1+y 2+x
along the parabola y = x2 segment between the points (1, 1) and (1, 1).

10.1.8. (3)

Determine the line integral of the vector field

10.1.9. (4)

Consider a map g : [a, b] R as a one-dimensional curve. When

is it rectifiable? What is its length?

10.1.10. (4)
that

Let g : [0, 1] R2 be a simple closed and rectifiable curve. Prove

Z
Z
2
x2 dx = e cos y dy = 0.
g

10.1.11. (4)

Let : Rp Rq Rr be bilinear, f : Rq Rp continuous and

g : [a, b] Rq a continuous curve.
Show that
R
(a) if g is rectifiable, then g f (x) dx exists;
R
Rb
(b) if g is continuously differentiable, then g f (x) dx = a f (g(t))
g (t) dt.

10.2
10.2.1. (3)

Newton-Leibniz Formula
Let g(t) = (t, t2 ) (t [0, 1]). Calculate the line integrals:
Z
Z
cos x dy
h(ex cos x, ex sin y), dxi
g

10.2.2. (3)

Let g(t) = (1, t, t2 ) (t [0, 1]) and f (x, y, z) = (yz, xz, xy).
Calculate the following line integrals:
Z
Z
Z
hf, dxi
f1 dx2
f dx
g

133

10.3. Existence of the Primitive Function

Which of these integrals can be computed immediately from the fundamental

theorem of calculus for line integrals?
10.2.3. (4)

For what functions f : R2 R will the following statement be

true? If g is a simple, closed rectifiable curve in R2 , then
Z
Z
2 3
x y dy = f (x, y) dx.
g

Answer
10.2.4. (5)

What differentiable f : R2 R functions satisfy the following

statement? If g is a simple closed rectifiable curve in R2 , then
Z
Z
ex cos y dx = f (x, y) dy.
g

10.2.5. (5)

Give a continuous vector field f : R2 R2 whose line integral vanishes on every closed rectifiable curve, but which is not everywhere
differentiable.

10.2.6. (7)

Show that if the line integral of a continuous f : R2 R2

vanishes on any rectangles whose sides are parallel to the axes, then f is a
gradient field.
Related problem: 10.3.5

10.3

Existence of the Primitive Function

10.3.1. (2)
2

Which sets are simply connected?

R \ (Z Z)

R3 \ (Z Z Z)

R3 \ {(cos t, sin t, 0) : t R}

R4 \ {(cos t, sin t, 0, 0) : t R}
10.3.2. (3)

Let G Rp be open and connected. Show that the scalar

potentials of a vector field G Rp can differ only in constants.

10.3.3. (5)
2

R \ {(0, 0)}

Which of the following is simply connected?

R3 \ {(0, 0, 0)}

R3 \ {t, 0, 0) : t R}

R4 \ {t, 0, 0, 0) : t R}

134

10. The Integral Theorems of Vector Calculus

10.3.4. (10)

Let G Rp be open, let f : G Rp be differentiable and

irrotational and let g, h : [0, 1] G be continuously differentiable curves
with the same initial and end points. (I.e. g(0) = h(0) and g(1) = h(1).)
Assume that g and h are homotopic, : [0, 1]2 Rp continuous such that
(t, 0) = g(t), (t, 1) = h(t), and (0, u) = g(0) = h(0), (1, u) = g(1) =
h(1) for all u [0, 1].
R
R
(a) Show from Goursats lemma that g hf, dxi = h hf, dxi.
(b) Assume
in addition that is continuously differentiable
R
I(u) = (,u) hf, dxi. Prove directly that I = 0.

10.3.5. (6)

Redo the proof of Goursats lemma for rectangles.

10.3.6. (5)

Let H = R3 \ {(x, y, 0) : x2 + y 2 = 1}. Give a differentiable

irrotational vector field H R3 which is not a gradient field.

10.3.7. (5)

Which of the following vector fields are gradient fields? For those
that are not, give a closed curve on which the line integral of the field does
not vanish.
!


y
y
x
x
p
,p
(x, y)
(y, x)
,
x2 + y 2 x2 + y 2
x2 + y 2
x2 + y 2

10.3.8. (5)

Let G = R3 \ {(x, x, x) : x R}. Find a differentiable vector field

X : G R that is irrotational (curl X = 0) but is not a gradient field.
3

10.3.9. (4)

Which of the following vector fields are gradient fields? For those
that are not, give a closed curve on which the line integral of the field does
not vanish.


x
y
(cosh y; x sinh y)
(cosh x; y sinh x)
;
;
x2 + y 2 x2 + y 2

10.3.10. (3)

The electric field of a homogeneously charged line is orthogonal

to the line and its strength at distance d from the line is 2k/d. Determine
the electric potential difference (voltage) between two points.

10.3.11. (9)

Is H = R3 \ {(cos t, sin t, et ) : t R} simply connected?

Answer

135

10.4. Integral Theorems

10.3.12. (10)
figure.

Let G = R2 \ {(1, 0), (1, 0)}, and g be the curve shown in the
y

(a) Show that the line integral of any differentiable irrotational vector field
f : G R2 along g is zero.
(b) Is g homotopic to a point in G?
(c) Is g homologous to 0 in G?
10.3.13. (8)

Let G R2 be open and let u (t) [0, 1]2 G be continuously

differentiable family of curves. Show that for a continuously
differentiable
R
f : G R2 irrotational vector field the I(u) = u hf, dxi parametric line
integral satisfies I (u) = 0.

10.4

Integral Theorems

10.4.1. (1)

Check the statement of Greens theorem for [0, 1] [0, 1] and the
function f (x, y) = xy.

10.4.2. (5)

What are the one-dimensional versions of gradient, divergence,

rotation and the divergence and Stokes theorems?

10.4.3. (2)

For a fixed a R3 let f (x) = a x and g(x) = x a (x R3 ).

div f =?

div g =?

rot f =?

rot g =?

10.4.4. (3)

From the 9 possible compositions of div, rot, grad which ones are
meaningful? Which ones produce zero?

10.4.5. (5)

Let f : R3 R3 be a smooth vector field. Show that

div grad f1
rot rot f = grad div f div grad f2 .
div grad f3

136

10.4.6. (8)
that

10. The Integral Theorems of Vector Calculus

Let g be the polygonal boundary of the convex set F R3 . Show

~=1
A
2

x dx

is the right-handed area vector.

10.4.7. (3)

Let P = {(u, v) [0, 1]2 : u2 + v 2 1}, g(u, v) = (u, v, u2 + v 2 ),

F = g(P ) and f (x, y, z) = (x, y, z). Rewrite the following surface integrals
as Riemann integrals of one or more variables.
Z

dS;
F



 dS ;

Z D

E
f, dS ;
F

f dS.

10.4.8. (4)

Compute the surface area of a sphere of radius r using the

divergence theorem for the vector field f (x, y, z) = (x, y, z).

10.4.9. (9)

Let F be a continuously differentiable parametric surface in R3

that is bounded by the closed simple and rectifiable curve g in such a way
that the preimage of g in the parametrization is positively oriented. Show
that if f : R3 R3 is continuously differentiable, then
Z D
Z

E
rot f, dS = hf, dxi .
F

10.4.10. (4)
z, z y).

10.4.11. (4)
z, z y).



Let B = (x, y, z) : x2 + y 2 + z 2 1 and f (x, y, z) = (yz, x
Z

E
f, dS =?



Let B = (x, y, z) : x2 + y 2 + z 2 1 and f (x, y, z) = (yz, x
Z

f dS =?

10.4. Integral Theorems

137

10.4.12. (7)

Let G R2 be simply connected open and let g : [0, 1] G be a

simple closed rectifiable curve with positive orientation. Let also A G be
the bounded component of R2 \ g and f : G R3 continuously differentiable.
Show that
Z
Z
1
x dx.
(Dx f Dy f ) dx dy =
2 f g
A

10.4.13. (5)

Let f1 (x, y, z) = xyz and f2 (x, y, z) = x2 + y 2 + z 2 . Construct

a function f3 : R3 R so that the surface integral of vector field (f1 , f2 , f3 )
along any closed sphere is the volume of the enclosed ball.

10.4.14. (8)

(a) Let G R3 and t (u, v) : [0, 1]3 G be a family of continuously differentiable parametric surfaces for which t (u, v) is independent of
t for any boundary point (u, v) of the unit square. Let also F : G R3 be
continuously differentiable and irrotational. Show that the integral
Z 1Z 1
I(t) =
hDx t (x, y) Dy t (x, y), F (t (x, y)i dx dy
0

does not depend on t.

(b) Let G = R3 \ {(0, 0, 0)}. Give an irrotational H R3 vector field
whose surface integral along the unit sphere does not vanish.
(c) Show that G is not diffeomorphic to R3 .

Chapter 11

Measure Theory
11.1
11.1.1. (3)
11.1.2. (7)

Set Algebras
Let A and B be -rings. Describe the -ring generated by AB.
What is the smallest possible cardinality of an infinite -ring?
Answer

11.1.3. (5)

Let T be the collection of the sets [a, b) [c, d).

(a) Show that T is a semi-ring.
(b) What ring does T generate?
(c) Show that f : T
R is additive if and only if there is g : R2 R for
which f [a, b) [c, d) = g(b, d) g(a, d) g(b, c) + g(a, b).

11.1.4. (3)

(a) What ring do the half-lines [a, ) generate?

(b) What -ring do the half-lines [a, ) generate?
(c) What is the smallest cardinality of a generating set of the -ring of
Borel sets?

11.1.5. (5)

Show that all open sets are F , and all closed sets are G .

11.1.6. (7)

Prove that if f : R R, then the set of points of continuity is

Borel, and give as small as possible of Borel class (e.g. G ), to which
it still belongs.
Solution

11.1.7. (6)

Prove that sets with property F , respectively G , are closed to

finite union and intersection.
139

140
11.1.8. (5)

11. Measure Theory

Show that F (Rn ) G (Rn ).

11.1.9. (7)

Let fn : [a, b] R be continuous for all n. Prove that {x :

fn (x) convergent} is a Borel set, and give a Borel class as small as possible
to which it still belongs.

11.2
11.2.1. (8)
(G) < .

Measures and Outer Measures

For any > 0 give G R which is open and dense and for which

11.2.2. (8)

Construct a Borel set H R for which ((a, b) H) > 0 and

((a, b) \ H) > 0 for any a < b.

11.2.3. (5)

Let be

a translation-invariant measure on the Borel sets of
R, for which [0, 1] < . Show that is the Lebesgue measure up to a
constant multiple.

99
Show that if H R satisfies ((a, b) H) <
(b a) for all
100
a < b, then H is a null-set.

11.2.4. (5)

11.2.5. (9)

Can one find continuum many Lebesgue measurable sets in [0, 1]

all of measure 1/2 such that for any two the intersection has measure 1/4?

11.2.6. (4)
Let f : R R be monotonically increasing and for all a b let


[a, b] = f (b + 0) f (a 0). What measure does this generate?

11.2.7. (5)

Let f : R R be monotonically increasing and f the Lebesgue

Stieltjes measure generated by f . Show that for any Borel set H there are
F B H and G K H sets for which f (B) = f (K) = f (H).

11.2.8. (8)

(a) Show that if A Rp is measurable and (A) > 0, then A A

contains a ball centered at the origin (Steinhaus).
(b) Show that if A, B Rp are measurable with positive measure, then
A + B has a non-empty interior.
(c) Show that if A Rp measurable with positive measure and B Rp
has positive outer measure, then A + B has a non-empty interior.

11.3. Measurable Functions. Integral

11.3

141

Measurable Functions. Integral

11.3.1. (2)
measurable.

Prove that if f : R R is monotonic, then it is Borel-

11.3.2. (2)

Prove that the composition of Borel-measurable functions is

Borel-measurable.

11.3.3. (4)

Show that if f : [a, b] R is Lebesgue-measurable, then there is

g : [a, b] R Borel-measurable such that f = g a.e.

11.3.4. (9)

Construct a function f : [0, 1] R whose restriction to any set

with full measure is not continuous.

11.3.5. (2)

Let f : R R be Borel-measurable, and g : M R measurable

for some (M, ) measure space. Prove that f g is -measurable.

11.3.6. (2)

True or false? If f : [a, b] R is Riemann-integrable, then it is

Borel-measurable.
(
1 xA
11.3.7. (2)
.
Let A R be Lebesgue-measurable and A (x) =
0 x 6 A
R
Show that R A d = (A).
11.3.8. (5)
Show that if f > 0 on a -measurable A such that (A) > 0,
R
then A f d > 0.

11.3.9. (7)

True or false? If f [a, b] R is bounded and Lebesgue-integrable,

then there is a g : [a, b] R that is Riemann-integrable and for which f = g
a.e.

11.3.10. (5)

Is there any measurable function f : R [0, ), whose integral

over any interval is +?

11.4
11.4.1. (8)

Integrating Sequences and Series of Functions

True or false? If fn : R R are Lebesgue-measurable, then they

have a subsequence that converges a.e.

142

11. Measure Theory

11.4.2. (4)

Apply Lebesgues monotone convergence theorem to calculate

Z n
x n 2x
1+
lim
e
dx.
n 0
n

11.4.3. (4)

True or false? If f1 f2 . . . are non-negative and Lebesguemeasurable, then

Z
Z
lim fn d = (lim fn ) d.

11.4.4. (4)

Let A = {1, 2}, and let : A R be the counting measure.

State and explain Fatous lemma in this situation.

11.4.5. (5)
which lim
11.4.6. (4)
11.4.7. (3)

R1
0

Give a sequence fn : [0, 1] R that converges pointwise, for

R1
R1
fn exists but lim 0 fn 6= 0 lim fn .

Derive the monotone convergence theorem from Fatous lemma.

State the dominated convergence theorem for series.

11.4.8. (5)

True or false?
If fn is non-negative and -measurable on a
R
-measurable set A and A fn d < 1/n, then fn 0 -a.e.

11.4.9. (5)

Show using the BorelCantelli lemma

R that if fn is non-negative
and -measurable on a -measurable set A and A fn d < 1/n2 , then fn 0
-a.e.

11.4.10. (4)

Show using the Beppo Levis theorem

R that if fn is non-negative
and -measurable on a -measurable set A and A fn d < 1/n2 , then fn 0
-a.e.

11.4.11. (8)

Show without Lebesgue theory that if fn : [0, 1] [0, 1] is

R1
continuous for all n and fn (x) 0 for all x [0, 1], then 0 fn (x) dx 0!

11.5

Fubini Theorem

11.5.1. (6)

Assume the continuum hypothesis and let be a well-ordering

of [0, 1] of type 1 . Let
A = {(x, y) [0, 1]2 : x y}.

11.6. Differentiation

143

(a) Show that the horizontal sections of A are null-sets.

(b) Show that the vertical sections of A have full measure.
(c) Show that A is non-measurable with respect to 2-dimensional Lebesgue
measure.

11.6
11.6.1. (2)

Differentiation
What is the RadonNikodym derivative of the Lebesgue mea-

sure?
11.6.2. (3)

Assume that f : R R is Lipschitz, and x, y |f (x) f (y)|

K|x y|.
(a) Show that f is the integral-function of a Lebesgue-measurable g.
(b) Show that |g| K a.e.

11.6.3. (5)

True or false? If f is absolutely continuous and strictly increasing

on [a, b], then its inverse is also absolutely continuous.
Answer

11.6.4. (4)

Prove that if f and g are absolutely continuous on [a, b], then

f g is also absolutely continuous on [a, b].

11.6.5. (5)

Let f : C [0, 1] be the Cantor function. For each H [0, 1]

Borel set let 1 (H) = (f (H C)), 2 (H) = (f 1 (H)) and 3 = 1 + 2 .
Which pairs of the measures 1 , 2 , 3 and are singular, absolutely continuous? What is the Lebesgue decomposition of the measures i with respect
to Lebesgue measure? What is the Lebesgue decomposition of Lebesgue
measure with respect to the i ?

11.6.6. (7)
11.6.7. (9)

Construct a strictly increasing singular function on [0, 1].

f : [0, 1] R satisfies |f (x) f (y)| |x y| for all x, y [0, 1].

Show that for all > 0 the graph of f can be covered with countably many
rectangles (not necessarily parallel to the axis) in such a way that the sum
of the shorter sides is less than .
(Vojtech Jarnik competition, 2010)

Chapter 12

Complex differentiability
12.0.1

Complex numbers

12.0.1. (3)
     
n
n
n
+ . . . =?
+
+
6
3
0
Hint
12.0.2. (3)

Let a, b, c C. What is the geometric interpretation of



1
Im (c a) (b a) ?
2

Answer

12.0.3. (4)

Assume that w : C C is a distance preserving map. Show that

w(z) = Az + B or w(z) = A
z + B, where |A| = 1.

12.0.4. (2)

What are the product, the sum and the sum of squares of the
complex mth roots of unity?
Hint

12.0.5. (5)

What is the product, the sum, and the sum of squares of all
primitive m-th roots of unity?

12.0.6. (3)

Let A1 A2 . . . An be the vertices of a regular n-gon, inscribed into

a unit circle, and let P be another point on the circle. Prove that
P A1 P A2 . . . P An 2.

145

146

12. Complex differentiability

12.0.7. (5)

Let p(z) C[z] be of degree at least 1. Prove the following

p (z)
> 0.
(a) If all roots of p have negative real parts, then Re
p(z)
(b) If the roots of p(z) all lie in the half plane Re z < 0, then the same
holds for p (z).
(c) (Gauss) If p(z) C[z], then the roots of p are contained in the convex
hull of the roots of p.

12.0.8. (7)

Let f (z) C be non-constant. Prove the following

(a) Re f and Im f have no local extrema.
(b) If |f | has a local extremum at z0 , then f (z0 ) = 0.
(c) Prove the fundamental theorem of algebra.

12.0.9. (7)

Let n 2 and u1 = 1, u2 , . . . , un be complex numbers with

absolute value at most 1, and let
f (z) = (z u1 )(z u2 ) . . . (z un ).
Show that the polynomial f (z) has a root with non-negative real part.
K
oMaL A. 430.
Solution

12.0.10. (3)

Let w(z) = 12 z + z1 be the so-called Zhukowksy map. What is
the image of
(a) the unit circle?
(b) the interior of the unit circle?
(c) the exterior of the unit circle?
(d) the circles with center 0?
(e) the lines passing through 0?
Answer
Related problem: 12.1.1

12.0.11. (3)
Sketch
the set of


 those complex numbers for which
z 1
z 1
 = 1;
 = 2;
(a) 
(b) 

z+1
z + 1
(c) arg(z + 1) = arg(2z 1) ( < arg z ).
12.0.12. (3)

Sketch the set of those complex numbers for which

z1
= 0; (c) 0 < Re(iz) < 2;
(a) Re(z 2 ) = 4;
(b) Re
z+1

(d) | arg(z)| < .

4

147
12.0.13. (3)

Sketch the set of those complex numbers for which

1+z
|z|
< K; (b) |z 1| + |z + 1| < 4; (c) Re
> 0.
(a)
Re z
1z

z
be the so-called Koebe map. What is the
(1 z)2
image of the unit disc under the Koebe map?

12.0.14. (7)

Let k(z) =

12.0.15. (8)

Let f C[x] and let T be a rectangle such that f has no root on

the boundary of T . Show that the number of roots of f inside T agrees with
the winding number about 0 of the image of the boundary of T under f .

12.0.16. (5)

Let m > 1 and a, b : Zm C be two functions. Define the sum

a + b and the convolution a b of a and b as follows
(a + b)(n) = a(n) + b(n);

(a b)(n) =

m1
X
k=0

a(k)b(n k).

Prove that this makes the set of complex valued functions on Zm a commutative ring with unit.
12.0.17. (6)

2
Let = cos 2
m + i sin m . Define the Fourier transform of a
function a : Zm C by

a
(n) =

m1
X

a(k)nk .

k=0

\
Show that (a
b)(n) = a
(n) b(n).
12.0.18. (8)

Find a formula for Fourier inversion in case of the finite Fourier

transform.
12.0.19. (9)

Let f : C C be a continuous function for which lim

(i.e.

f (z)
1 if |z| ). Show that the image of f is C.
z

12.0.20. (6)

f (z)
=1
z

Let a1 , a2 , . . . be a decreasing sequence of positive numbers that

converges to 0, and let b1 , b2 , . . . be a sequence of complex numbers such that
the partial sums b1 + . . . + bn are bounded by a constant independent of n.

X
Prove that
an bn is convergent.
n=1

148

12. Complex differentiability

12.0.21. (9)

Consider C as the xy-plane in 3-space and pick 2 semicircles in

the upper half space whose end points are the complex numbers a, b and c, d.
Show that the two semicircles intersect each other orthogonally if and only
if (a, b, c, d) = 1.
(Riesz competition, 1988)

12.0.2

The Riemann sphere

12.0.22. (9)

Stereographic projection (see figure) gives a bijection between

points on the unit sphere and the set C {}.
(a) Under this identification what transformations of the sphere arise from
the following complex functions?
z 7 z;

z 7 z;

z 7 iz;

z 7

1
;
z

z 7

1
;
z

z 7

zi
1 iz

(b) What complex functions correspond to rotations of the sphere?

i
1

1
i

12.1

Regular functions

12.1.1

Complex differentiability

12.1.1. (6)

Apply the conformal property of complex differentiable functions

to the Zhukowsky map to show that the ellipses and hyperbolas with foci 1
and 1 intersect each other orthogonally.
Related problem: 12.0.10

12.1.2. (3)

At what complex numbers is Im z Re2 z i + z differentiable?

149

12.2. Power series

12.1.3. (3)

At what complex numbers is Im2 z + Re z + z differentiable?

12.1.4. (3)

At what complex numbers is |z|2 (2 + i)

z differentiable?

12.1.5. (3)

Do these functions satisfy the CauchyRiemann equations?

(x2 + y 2 , 2xy);

(x2 y 2 , 2xy);

(ex cos y, ex sin y).

12.1.6. (3)

p
Show that f (x, y) = |xy| is not differentiable at 0 even though
it satisfies the CauchyRiemann equations there.

12.1.7. (5)

Let f be regular on the domain D with image D . Assume that

f is injective and let the area of D be A(D ).
(a) Prove that
Z
A(D ) =

|f (z)|2 dx dy.

(b) Compare with the theorem on R2 R2 functions.

12.1.2
12.1.8. (4)

The CauchyRiemann equations

Show that if f (z) is differentiable at z0 , then so is g(z) := f (z)

at z0 .
12.1.9. (4)

If f is entire, then so is g(z) := f (

z ).

12.1.10. (5)

Let D R2 be an open domain and u, v : D R2 twice

differentiable for which the map x + yi 7 u(x, y) + iv(x, y) is regular on D.
Show that
2u 2u
+ 2 = 0.
x2
y

12.2

Power series

12.2.1

Domain of convergence

12.2.1. (3)

What is the radius of convergence of the series

X
(n2 n)!
0

3n2

zn?

150

12. Complex differentiability

12.2.2. (4)

Show that if f is the sum of a power series that converges on a

disc of radius R around z0 , then the average of f around a circle of radius
r < R centered at z0 is f (z0 ).

12.2.3. (4)

For which z C is

12.2.4. (4)

For which z C is

convergent?

X
n2
(z + 2i)n convergent?
n
3
n=1

2n
(z +12i)n convergent? Absolutely
n+5
3
n=1

12.2.5. (4)

Find the Taylor series of 1/(z 2 1) around 2i and determine

its radius of convergence.

12.2.6. (4)

Find the Taylor series of 1/z around i and determine its radius
of convergence.

12.2.7. (4)

Find the Taylor series of 1/(z 2 1) around i and determine its

radius of convergence.

12.2.8. (3)

Find the radius of convergence of the following series. At which

points do they converge, do they converge absolutely? What is their termwise
derivative, antiderivative and what is the radius of convergence of those series? What is the largest disc with the same center as the power series to
which these functions extend as regular functions?

zn;

n=0

12.2.9. (5)

(n + 1)(z + 1)n

n=0

(a) f (z) =

X
zn
0

X
(z i)n
;
n!
n=0

X
(z + i)n
.
n
n=1

converges at all points on the unit circle except

z = 1.
(b) The function can be analytically continued along any of these points.

12.2.2
12.2.10. (6)

Regularity of power series

Assume that

n=0

an z n is convergent in the unit disc and is

injective there. Express the area of the image of the unit disc in terms of the
coefficients an .

151

12.3. Elementary functions

12.2.11. (6)

[(Parseval formula for power series)] Assume that f (z) =

an z n

n=1

is convergent on the disc |z| < r + . Prove that

Z

X
1
|an |2 r2n .
|f (z)|2 | dz| =
2r
n=0
|z|=r

12.2.3

Taylor series

12.2.12. (5)

Find the first four terms of the Taylor series around 0 of the
following functions:
z
1
ez 1
a) tan z
b) z
c) ee
d)
e 1
sin z

12.3

Elementary functions

12.3.1

The complex exponential and trigonometric functions

12.3.1. (7)

Let f (0) = 0 and f (z) =

at 0?
12.3.2. (4)

1
1
when z 6= 0. Is f differentiable
sin z z

Show that the only periods of sin z are 2k, for k an integer.

12.3.3. (6)

Let D be the domain that one gets by deleting discs with center
k (k Z) and radius < /2. Show that both 1/ sin z and cot z are bounded
on D .

12.3.4. (3)

Does e1/z have a limit at 0?

12.3.5. (5)

Does any of the functions eiz , sin z, cos z, tan z, cot z have a limit
as Im z ?

12.3.6. (3)

Prove that
sin(z1 + z2 ) = sin z1 cos z2 + cos z1 sin z2

and
cos(z1 + z2 ) = cos z1 cos z2 sin z1 sin z2 .

152

12. Complex differentiability

12.3.7. (4)

Use the Cauchy product of the series that define the complex
exponential to show that ez+w = ez ew .

12.3.8. (3)
z sin z = 1

12.3.2

Prove that the following equations have only real roots

b) tan z = z.

a)

Complex logarithm

12.3.9. (5)

If f is regular and non-vanishing on the star-shaped domain D

prove that the antiderivative of f /f defines log f as a regular function on
D.

12.3.10. (5)

c

Let c C and for Re z > 1 let f (z) = (1 + z) = exp c
log(1 + z) , where log is the principal branch. For what c can f be continued
through 1?

12.3.11. (4)

Take the branch of logarithm on C\{x + iy : x 0, y = sin x}

for which log 1 = 0. What is log(e3/2 ) for this branch?

12.3.12. (4)

What are the possible values of

ee

i/2

log(3 +

3i)?

12.3.13. (6)

(a) Show that if f : C C is continuous and non-vanishing, then

arg f , log f , f (for any C) can be defined as continuous functions on C.
p(b) Prove the fundamental theorem of algebra using the function z +
c n p(z) and the Brouwer fixed-point theorem.

12.3.14. (8)

Can one prove the fundamental theorem of algebra by applying

the Brouwer fixed-point theorem to z + af (bz + c) with suitable a, b, c?

12.3.15. (9)

On the domain in the figure f (z) =

regularly such that f (0) = 1. What is f ()?

3
cos z can be defined

153

12.3. Elementary functions

12.3.16. (9)

On the domain in the figure f (z) =

regularly such that f (0) = 1.What is f ()?

cos z
can be defined
1z

12.3.17. (9)

On the domain in the figure f (z) = log cos z can be defined

regularly such that f (0) = 0. What is f ()?

12.3.18. (6)

3
2

5
2

Sketch the following sets of the complex plane:



n
o
1z
ez : 0 < Re z < 1, 0 < Im z <
;
log
: Re z > 0 ;
2
1+z
n
o
n
o

cos z : 0 < Re z < , 0 < Im z ;

sin z : 0 < Re z < , 0 > Im z .
2
2

154

12. Complex differentiability

12.3.19. (5)

Determine the image of the following maps:

a) w(z) = log z
D = C\(, 0]
b) w(z) = log z
D = {|z| > 1, Im z > 0}
c) w(z) = tan z
D = {0 < Re z < }
d) w(z) = cot z
D = {0 < Re z < /4}
e) w(z) = sin z
D = {0 < Re z < 2, Im z > 0}

12.3.20. (4)

At which points is the regular branch of log(1 + z) differentiable? What are the Taylor coefficients at 0? At 1? What is the radius of
convergence?

Chapter 13

The Complex Line Integral

and its Applications
13.0.3

The complex line integral

13.0.1. (4)
Find the following
Z
Z integrals:
a)
Im(z) dz
b)
z dz
c)
|z|=1

d)

1
dz
z

|z|=1

e)

|z|=1

|z|2 dz

ez dz

Z [0,1+i]
1
f)
dz
z2 + 1
|z|=2

[1,i]

13.0.2. (3)

Let 1 be the union of (0, 1) and (1, 1 + i) oriented from 0 to

1 + i, let 2 be the segment from 0 to 1 + iRand let 3 be the parabolic arc
on Im z = (Re z)2 from 0 to 1 + i. Calulate j z 2 from the definition.

13.0.3. (3)

Find the following integrals:

Z
Z
Im z Re z dz;
z dz;
|z|=1

13.0.4. (3)

|z|=1

|z|2 dz.

[1,i]

Let be the parabolic arc on Im z = (Re z)2 from 1 + i to 1 + i.

Z
|z|2 dz =?

155

156

13. The Complex Line Integral and its Applications

13.0.5. (3)

Let be the parabolic arc on Im z = (Re z)2 from 0 to 1 + i.

Find the following integrals:
Z
Z
Z
Z
Z
2
2
2
2
|z | | dz|;
|z 2 | Im dz.
z dz;
z | dz|;
z dz;

For which ones can the fundamental theorem of calculus of complex line
integrals be applied?
13.0.6. (3)

Determine the complex line integral of 1/z along a positively

oriented circle of center 0 with radius r.
Z
13.0.7. (3)
Let r > 0 and n Z. Find
z n dz.
|z|=r

13.0.8. (7)

Of the roots of the polynomial p(z), k is in {z : |z| < r}; the

others are outside.
Let (t) = p(reit ) (0 t 2).
R dz
(a) How can z be computed using a substitution?
(b) What is the index of around 0?

13.0.9. (7)

Let D C simply connected and f : D C univalent. Prove

that f (D) is also simply connected.

13.0.4
13.0.10. (7)

Cauchys theorem
Show that for all a C
Z

2
2
ex /2 eiax dx = 2 ea /2 .

13.0.11. (5)

Let p(z) = z n + bn1 z n1Z+ + b1 z + b0 have degree n > 1 and

dz
1
. Show that
no roots in |z| > R. Let I(R) =
2i |z|=R p(z)
(a) lim I(R) = 0;
R

13.0.12. (5)
a)

(b) I(R) is constant.

integrals:Z
Z Find the following
Z
1
dz c)
ez dz b)
z

[0,1+i]

|z|=1

|z|=2

(c) I(R) = 0.

dz
z2 + 1

(T is the square with vertices 1 i oriented positively.)

157

13.1. The Cauchy formula

13.0.13. (6)

Let D be a simply connected domain that does not contain the

origin.
(a) Show that 1/z has an antiderivative on D.
(b) Show that if g (z) = 1/z on D, then zeg(z) is constant.
(c) Show that log z has a continuous branch on D.

13.0.14. (6)

Let D be a simply connected domain and f (z) a non-vanishing

holomorphic function on D.
(a) Show that f (z)/f (z) has an antiderivative on D.
(b) Show that if g = f /f on D, then f (z)eg(z) is constant on D.
(c) Show that log f has a continuous branch on D.

13.0.15. (5)

Let a and b be different complex numbers. Show that on C \ [a, b]

there is a holomorphic branch of log za
zb .

13.1

The Cauchy formula

13.1.1. (8)

Let f be a holomorphic function on the disc |z| < 1 + and let

|a| < 1. Find a function a : [0, 2] R such that
Z 2
1
f (eit )a (t)dt.
f (a) =
2 0

13.1.2. (8)

Prove for any complex number a that

(
Z 2

 it
log |a| if |a| > 1,
1


log e + a dt =
2 0
0
if |a| 1.

13.1.3. (6)

Let f be continuous on the closed unit disc and holomorphic in

its interior. Prove that for |z| < 1
Z
1
f ()
f (z) =
d.
2i |z|=1 z

13.1.4. (8)
that

Let f be a holomorphic function on the disc |z| < 1 + . Prove

1
log |f (0)|
2

When does equality hold?

2
0

log |f (eit )| dt.

158

13. The Complex Line Integral and its Applications

13.1.5. (7)

Let n Z. Find
Z

|z|=2

zn
dz.
(z 1)(z 3)

13.1.6. (4)
Z

1
2i

|z|=5

Z
13.1.7. (7)

cos z
dz =?
z

|z|=3

|z|=3

ez
dz =?
z

|z|=3

ez
dz =?
z2

ez
dz =?
(z 2)(z 4)

Let a, b C and |b| < 1. Prove that

1
2



 z a 2
|a b|2


 z b  | dz| = 1 |b|2 + 1.
|z|=1

Hint

Solution

13.1.8. (2)
Z

|z|=2

3z
dz =?
(z 1)2 (z + 3)2

13.1.9. (2)

The function f (z) is holomorphic in the interior of the unit disc

(|z| < 1) and |f | < 1. How large can |f (0)| be?
Answer

13.1.10. (5)

Show that if f O(|z| 1), then a) f (z) (1 |z|) is

bounded.
b) What can we say about the n-th derivative?

13.1.11. (3)
1
2i

|z|=5

cos z
dz =?
z2

|z|=3

ez
dz =?
z8

|z|=3

ez
dz =?
(z 2)3

159

13.2. Power and Laurent series expansions

13.1.12. (3)
Z

1
2i

|z|=r

For a, r > 0 find the following integrals:

Z
Z
1
1
az
az
az dz;
dz;
dz;
2i
z
2i
z+1
|z|=r

1
2i

|z|=r

1
2i

az
dz;
z2

|z|=r

az
dz.
(z + 2)2

|z|=r

13.2

Power and Laurent series expansions

13.2.1

Power series expansion and Liouvilles theorem

13.2.1. (9)
The sequence a0 , a1 , . . . , is defined recursively by a0 = 1 and the
n
X
ak
requirement
= 0 for all n 1. Show that for all
nk+1
k=0
n 1 an > 0. (IMO Shortlist, 2006)
Use complex analysis to solve this probem by showing that
Z
dx
.
an =
n
2
x ( + log2 (x 1))
1
13.2.2. (5)

Let f (z) =

n
that |an | ne .

n=0

an z n be entire that satisfies |f (z)| < e|z| . Prove

13.2.3. (9)

Prove that if f is entire and its image is disjoint from the real
interval [1, 1], then f is constant.
Related problem: 12.0.10

13.2.4. (7)

Show that if f is a double peridodic entire function (i.e. f (z+a) =

f (z), f (z + b) = f (z) where a and b are linearly independent over Q, then f
is constant.

13.2.5. (4)
or above.

Let f O(C). Then Re f cannot be bounded either from below

160

13. The Complex Line Integral and its Applications

13.2.6. (3)

Find the Taylor series of

13.2.7. (5)

z2 + i
around i.
z2 + z

Find the Taylor series of (1 + x)c = exp c log(1 + z) around

0.
13.2.8. (4)

Describe those f O(C) which do not take positive values.

13.2.9. (6)

Assume that f : C C is a biholomorphism. Show that

f (z) = Az + B.

13.2.2

Laurent series

13.2.10. (6)

Assume that f has antiderivatives of all order on the set 1 <

|z| < 2. Show that f has an analytic continuation to |z| < 2.
Related problem: 14.2.4

13.2.11. (5)
f (z) =

(Parseval formula for Laurent series) Assume that

n=

an z n converges on r < |z| < r + . Prove that

1
2r

|f (z)|2 | dz| =

|z|=r

13.2.12. (5)

Find the Laurent series of

n=

|an |2 r2n .

ez
around 0 on |z| > 1.
z1

13.2.13. (7)

Compute the coefficients of the Laurent expansion of f (z) =

1
on 1 < |z| < 2 by using the Cauchy formula.
(z 2)(z + 1)

13.2.14. (3)

2.
13.2.15. (3)

Find the Laurent series of

Find the Laurent series of z 7

|z 3| > 2 and 1 < |z 3| < 2.

13.2.16. (3)

2z 3 1
around i, on 1 < |z i| <
z2 + z

Find the Laurent series of

z2

z
around 3 on |z 3| < 1,
3z + 2

1
in 1 < |z 2| < 3.
1z

161

13.3. Local properties of holomorphic functions

13.2.17. (3)

Find the Laurent series of

2).
13.2.18. (5)

1
around 3 (within a disc of radius
1z

Find the Laurent series of ez+1/z around 0.

13.3

Local properties of holomorphic functions

13.3.1

Consequences of analyticity

13.3.1. (3)

An entire function f (z) satisfies |f (1/n)| = 1/n2 for n = 1, 2, . . .,

and |f (i)| = 2. What are the possible values of |f (i)|?
Hint
Solution

13.3.2. (7)

Show that if f takes only real values on the real and imaginary
axes, then f is even.
Hint

13.3.3. (5)

Give an example of a function that is holomorphic in the open

unit disc and has infinitely many roots there.
Solution

13.3.4. (6)

Assume that f O(C) and |f (x)| = 1 for all x R. Prove that

1
.
f (
z) =
f (z)

13.3.5. (7)
then f 0.
13.3.6. (7)
better?
13.3.7. (8)

13.3.2
13.3.8. (7)

If f O(|z| > 1), is bounded and f (n) = 0

(n = 2, 3, . . . ),

  

1 
1
Show that if f O(C), f
< n , then f 0. Can one do

n
2

Given that f O(C), f

1
n2

= cos

1
find f (1).
n

The maximum principle

Let f be continuous on the closed unit disc and holomorphic

inside. Let A = max |f (eit )| and B = max |f (eit )|. Show that |f (0)|
0t
t2

AB.

162

13. The Complex Line Integral and its Applications

13.3.9. (5)

Let f be continuous on the closed unit disc and holomorphic

inside. Show that the image of the open disc is in the convex hull of the
image of the boundary circle.

13.3.10. (5)

Prove that if f is holomorphic on an open set, then neither the

real part nor the imaginary part of f has a local extrema.

13.3.11. (9)

[ (Hadamard)] Let 0 < r1 < r2 < r3 and let f be holomorphic

on r1 < |z| < r3 with a continuous extension to the boundary. Prove that


max |f (z)|

|z|=r2

log(r3 /r1 )

max |f (z)|

|z|=r1

log(r3 /r2 ) 

max |f (z)|

|z|=r3

log(r2 /r1 )

13.4

Isolated singularities and residue formula

13.4.1

Singularities

13.4.1. (4)

Prove that

z
sin z

and

1
sin z

z1 have removable singularities at 0.

13.4.2. (5)

Assume that f has a pole of order m at a and that p is a

polynomial of degree n. Show that p (f (z)) has a pole of order mn at a.

13.4.3. (7)

Can ef have a pole at a point where f has an isolated singular-

ity?
13.4.4. (4)

Show that if f is holomorphic and bounded on |z| > 1, then it

has a limit at .

13.4.2

Cauchys theorem on residues

13.4.5. (4)

If f M(|z| < 1), then f has an antiderivative if and only if the

residue of f is 0 at all singularities.

13.4.6. (5)

Calculate the first 6 terms in the Laurent series of cot z and

cot z cot z
,
,
cot(z) on the domain 0 < |z| < . What are the residues of
z
z2
cot z
. . . , 5 in 0?
z

163

13.4. Isolated singularities and residue formula

13.4.7. (4)
1
2i

|z|=2

tan z
dx =?
z2 + 1

tan z dz =?

13.4.8. (4)
Z

13.4.9. (3)

What are the singularities of cot z? Find the residues at these

points.
13.4.10. (4)
Z

dz
=?
cos z

13.4.11. (4)

Let be the curve shown in the figure.

164

(a) Compute
(b) Compute

13. The Complex Line Integral and its Applications

z 20 + 2
dz.
z2 1

sin z
dz.
z

C(0,1)

13.4.12. (4)
Z

dz
=?
(z 1)2 sin z
i

13.4.13. (5)
Z

dz
=?
2

sin z
z
3
i

13.4.14. (5)
1
2i

|z|=1/4

dz
=?
sin z1

13.4.15. (4)
Z

z =?
z4 1
sin

|z|=2

165

13.4. Isolated singularities and residue formula

13.4.16. (4)

Let 0 < r < .

dz
=?
sin z

|z|=r

13.4.17. (7)

Show that if the complex numbers a1 , . . . , an are all different and

p(z) = (z a1 ) . . . (z an ), then
n
X
p (aj )
= 0.
(p (aj ))3
j=1

13.4.18. (5)
Z

|z|=5

z2
dz =?
sin z

13.4.19. (4)
Z

13.4.3
13.4.20. (5)
13.4.21. (5)
13.4.22. (4)
1
;
z

|z2|=4

Residue calculus
Find the residues of tan z, tan2 z, tan3 z in
What are the residues of

3
2 .

tan z
ez
and
in 0?
1 cos z
tan z sin z

Find the singularities and residues of the following functions:

1
;
z2

1
;
2
z + 2z

1
;
sin z
ez
(z 2 + 4)3

13.4.23. (5)

z
dz =?
sin z

1
sin ;
z

ez
;
z2 + 4

ez
;
(z 2 + 4)2

ez z 3 + 8
z2 + 1

Let f and g be holomorphic in a neighborhood of z0 .

f
f (z0 )
(a) Assume that g has a simple zero in z0 . Prove that Res =
.
z0 g
g (z0 )
f
(b) Assume that g has a double zero in z0 . Express Res in terms of
z0 g
Taylor coefficients of f and g.

166

13. The Complex Line Integral and its Applications

13.4.24. (7)

cot z
dz =?
z8 z6 z4 + z2

13.4.25. (4)
1
2i

13.4.4

tan z dz =?
|z|=5

Applications

Evaluation of series
13.4.26. (5)

Use residues to calculate

elementary methods.

1
. Check your result using
2 1
k
4
k=1

13.4.27. (5)

k=0

1
=?
k2 + k + 1

(The result should not contain any complex number!)

13.4.28. (5)

X
2
1
=
.
2
k
6

k=1

Use residue calculus of the function

cot(z)
to prove that
z2

167

13.4. Isolated singularities and residue formula

13.4.29. (5)

X
1
=?
k4

1
2
k
k=1

k=1

1
4

=?

k=1

1
=?
k2 + 1

13.4.30. (5)

k=

13.4.31. (5)

1
=?
2k 2 1

Let Nk be the square with vertices (k + 21 ) (k + 12 )i. What is

Z
1
cot z
dz?
2i Nk
z2

What identity results if we let k ?

Evaluation of integrals
13.4.32. (4)
Z

dx
=?
x7 + 1

(Simplify as much as possible.)

13.4.33. (4)

Let a (0, 1).

Z

x
dx =?
x2 + 1

cos x
dx =?
x2 + 1

13.4.34. (6)
Z

13.4.35. (7)
Z

dx
=?
3
x +1

log x
dx =?
2
x +x+1

log2 x
dx =?
x2 + 1

168

13. The Complex Line Integral and its Applications

13.4.36. (6)
Z

log x
dx =?
x3 + 1

log x
dx =?
x2 1

13.4.37. (6)
Z

13.4.38. (5)
Z

|z|=2

dz
=?
(z 4 + z 2 ) sin z

13.4.39. (5)
Z
13.4.40. (9)

a)

|z|=2

cos x dx =?

dz
=?
(z 2 + 1) sin z

b)

et
dt =?
1 + et

Zi

cosh Az
dz =?
(z + 1)(z + 2)

x4 1
dx =?
x6 1

13.4.42. (7)

sin(3x2 + 1)dx =?

13.4.41. (7)

(0 < < 1)

(A > 0)

13.4.43. (5)

13.4.44. (9)

Z/2
log sin xdx =?
0

13.4.45. (7)
Z

(x 3) cos x
dx =?
x2 6x + 109

169

13.4. Isolated singularities and residue formula

13.4.46. (6)

a)

cos ax
dx
x 2 + a2

(a > 0)

b)

x sin x
dx
x 2 + a2

13.4.47. (6)
Z

13.4.48. (7)

x
dx =?
x3 + 1

eit
=?
x4 + 1

sin x
dx =?
x

1
Determine for any a > 0 the value of the integral
2i

|z|=2

13.4.49. (7)

+i
Z

ztz
dz =?
z2 + 1

( > 0,

a
d.
1 2

0 < t < 1)

13.4.50. (5)

a)

z
dz =?
sin z

b)

C(i,1)

C(,1)

13.4.51. (5)
Z
a)
d)

Z|zi|=1

|z|=

eiz
dz =?
1 + z2

ez
dz =?
cos z 1

b)

|z|=1

ez
dz =?
(z i)2

ez
dz =?
sin2 z

c)

|z2i|=1

ez

1
dz =?
1

13.4.52. (5)

What residues are possible for f /f at z0 if f has an isolated

singularity in that point?

13.4.53. (6)

Let r,R, be the curve in the figure, where R is large, r is

small and is much Zsmaller than r. What results from the following limit?
1
log z
lim lim lim
dz
2+1
R r+0 +0 2i
z
r,R,

170

13. The Complex Line Integral and its Applications

13.4.54. (5)
1
2
13.4.55. (7)

(eit + eit )n dt =?

Let a > 0. Determine

Z

Re z=0

13.4.56. (4)

a)

|z|=2

z 10
dz =?
(z 1)7

az
dz.
1

z2

b)

|z|=21

1
dz =?
z(z 1) . . . (z 20)

X
an
absolutely conns
n=1
verges for Re s 1 and let X > 0 be real. Find the following integrals:
Z
Z
Xs
Xs
1
1
f (z)
f (z) 2
lim
h 2i Re s=1,| Im s|h
s
2i Re s=1
s
Z
Xs
1
f (z)
2i Re s=1
s(s + 1)

13.4.57. (9)

13.4.5
13.4.58. (3)
disc?

Assume that the Dirichlet series f (s) =

The argument principle and Rouch

es theorem
How many zeros does the function cos z = 2z 3 have in the unit

13.4. Isolated singularities and residue formula

171

13.4.59. (3)

How many zeros do the functions have on the given domain?

(a) sin z = 2z 2 ,
|z| < 1
(b) z 4 + z 3 4z + 1 = 0,
1 < |z| < 2
(c) z 6 6z + 10,
|z| > 1.

13.4.60. (3)

Let |a| = 3. Find the number of zeros of z 4 + z 3 + az 1 in the

domain 1 < |z| < 2.

13.4.61. (3)
13.4.62. (5)

How many zeros does 2z + 3z 2 z have in the unit disc?

Prove the fundamental theorem of algebra from Rouches theo-

rem.
13.4.63. (4)
13.4.64. (5)

Prove that az n +3z +1 has a root in the unit disc for any a C.

Let a C, |a| < 1, n N. Show that (z 1)n ez = a has exactly

n solutions in the half-plane Re z > 0.

Chapter 14

Conformal maps
14.1
14.1.1. (4)

Fractional linear transformations

(a) Prove that (z1 , z2 , z3 ) :=

and z3 are on a line.

z1 z3
is real if and only if z1 , z2
z2 z3

(b) Prove that the cross-ratio (z1 , z2 , z3 , z4 ) :=

and only if z1 , z2 , z3 and z4 are on a circline.

z1 z3 z1 z4
:
is real if
z2 z3 z2 z4

14.1.2. (5)

Prove that a map that preserves the cross-ratio is necessarily a

fractional linear transfromation.

14.1.3. (3)

Show that the map 1/z preserves cross-ratio, i.e. ( z11 , z12 , z13 , z14 ) =
(z1 , z2 , z3 , z4 ). Find other maps with this property.

14.1.4. (5)

Show that if a map takes even one circle to a circle, then it is a

fractional linear transformation.

14.1.5. (6)

Assume that fn O(D) and fn f (6= const.) uniformly on

D. Show that if for all n there is a circline Kn whose image under fn is a
circline, then f takes all circlines to circlines.

14.1.6. (7)

What are the finite subgroups of the group of fractional linear

transformations?

14.1.7. (7)

What fractional linear transformations map the right half-plane

to itself?
173

174

14. Conformal maps

14.1.8. (3)

What is the geometric meaning of the imaginary part of the cross

ratio of four points?

14.1.9. (3)

Prove using the behavior of the function at the points 0, and

z+1
1 that Re z1
< 0, if |z| < 1.

14.1.10. (3)
1 that

14.1.11. (5)

Prove using the behavior of the exponent at the points 0, and

 z+1 
 z1 
e
 < 1 (|z| < 1).

(a) Prove that for all f C[z] one can find g C[z] with the
property that g has no roots inside the unit disc and |g(z)| = |f (z)| for
|z| = 1.
(b) Prove the same for meromorphic functions on C. For all meromorphic
f one can find a meromorphic g which has no poles or zeros inside the unit
disc and which satisfies |g| = |f | on the unit circle.

14.1.12. (5)

What are the possible poles and zeros of a fractional linear

transformation that maps the unit circle to itself?

14.1.13. (5)
for |z| = 1?

What are the meromorphic functions f that satisfy |f (z)| = 1

14.1.14. (7)

Let f be regular on the disc |z| < 1 + except for finitely many
poles. Assume that f (0) = 1 and that the zeros and poles of f inside the unit
disc listed with multiplicity are 1 , 2 , . . . , n , and p1 , p2 , . . . , pm respectively.
Prove that


Z
 p1 p2 . . . p m 
1
.
log |f (z)| |dz| = log 
2 |z|=1
1 2 . . . n 
(If there are no zeros or poles, then the respective product, that is empty, is
1.)

14.1.15. (6)

If the zeros of the regular f : S(0, 1) S(0, 1) function are

|ak | < 1 complex numbers (possibly infinitely many), then
 
Y 


|f (0)|  ai  .


i=0

14.2. Riemann mapping theorem

175

14.1.16. (5)

Prove the following statements.

(a) If T (z) is a fractional linear transformation, then T has a fixed point
in C .
(b) Given zj , wj (j = 1, 2, 3) with (zk 6= zj , wk 6= wj ), then there is a
unique T fractional linear transformation such that T (zj ) = wj .
(c) Describe the fractional linear transformations with 1, 2 or more fixed
points.

14.1.17. (4)

(a) Prove that all fractional linear transformations can be expressed as a composition of translations, rotations, dilations and conjugate
inversion (inversion with respect to the unit circle followed by conjugation).
(b) Derive from this the basic properties of fractional linear transformations, they are bijective conformal maps of the Riemann sphere to itself that
preserve the cross-ratio and circlines.

14.1.18. (5)

Function f is regular on the disc |z| < 1 + . Show that

Z 2
1
log |f (0)|
log |f (eit )| dt.
2 0

14.1.19. (5)

Show that there is exactly one conformal map which

(a) takes a given circle C to another circle C in such a way that it takes
3 prescribed points on C to 3 prescribed points on C ;
(b) takes a given circle C to another circle C in such a way that it takes
a prescribed point on C to a prescribed point on C and a prescribed point
inside C to a prescribed point inside C .

14.1.20. (5)

Let H be the upper half-plane. Prove that



az + b
Aut(H) = T (z) =
, a, b, c, d R !
cz + d


a b
If an element of Aut(H) is represented by a matrix
, what matrices
c d
correspond to the same map?

14.2
14.2.1. (5)

Riemann mapping theorem

Give a biholomorphic map from D1 = {z : | Im z| < 1} to

D2 = D1 \ (, 0].

176

14. Conformal maps

D1

D2

14.2.2. (7)

Find a conformal bijection between the unit disc and the domain
in the figure.
a)

b)

c)
1
2i

21

1
2

21

1
2

21 i

14.2.3. (7)

Find conformal bijections between the unit disc and the domains
in the figure.

plane with cut

angle domain

half plane

half plane with cut

sector of disk

disk with cut

disk with 2 cuts

strip

14.2.4. (9)

disk

half strip

Let D1 be the green domain in the figure, and D2 the union of

the green and blue parts. Show that if f is regular on D1 and for all functions
g that are regular on D2 f g has an antiderivative on D1 , then f can be
analytically continued to D2 .

177

14.2. Riemann mapping theorem

D2
D1

Related problem: 13.2.10

14.2.5. (7)

Give a biholomorphic map from D1 = {z : | Im z| < 1} to

D2 = {z : |z| < 1 and |z 1 i| > 1}.

14.2.6. (6)

Describe explicitly the comformal map in the Riemann mapping

theorem for the following domains:

a) {z : < arg z < }

b) {z : |z| < 1, Im z > 0}
2
2
c) {z : |z| < 1, or Im z < 0}
d) C\[0, 1]

14.2.7. (5)

Let Aut(D) be the group of biholomorphic functions of D to itself.

Show that if f : D D is a conformal bijection, then Aut(D)
= Aut(D ).

14.2.8. (5)

Let D1 = {z : 0 < Re z < 1, 0 < Im z} and D2 = {z : Re z >

0, Im z > 0}. Give a formula for a biholomorphic map D1 D2 .

14.2.9. (7)

Number the domains cut by the coordinate axes and the unit
circles by Roman numerals, as in the figure. Describe all biholomorphisms
that permute these domains.

I.

II.
III.

IV.

V.

VI.

VII.
What possible permutations arise?

VIII.

178

14. Conformal maps

14.2.10. (5)

Find conformal bijections from the domains in the figore and the
upper half-plane Im w > 0!
(a) {z : |z| > 1}\[2, 1]
(b) C\[1, 0]\[1, )


(c) {z : |z| < 1, Im z > 0}\ 0, 2i
(d) {z : 0 < arg z < /2, |z| > 1}\[1 + i, )

14.2.11. (7)

Let F ( G complex domains f : S(0, 1) F , g : S(0, 1) G

conformal bijections such that f (0) = g(0). Show that |f (0)| < |g (0)|.

14.3

Schwarz lemma

14.3.1. (5)

Let C be a circle, and p a point outside of C. Show that if f

is a fractional linear transformation such that f (C) = C and f (p) = p, then
|f (p)| = 1.

14.3.2. (6)

For all D C domain and a D there is a unique

r(a, D)
radius such that there is a conformal injection f : D S 0, r(a, D) , f (a) =
0, f (a) = 1.

14.3.3. (6)

Let F 6 G and D be complex simply connected domains a F ,

and f : F D, g : G D conformal bijections such that f (a) = g(a). Show
that |f (a)| > |g (a)|.

14.3.4. (5)

Let P = {z : Re z > 0} be the right half-plane f : P P regular

and f (1) = 1. Prove that |f (1)| 1.

14.3.5. (7)

Let T , R Aut S(0, 1) and T (a)

= R(a) = 0. Prove that
T = cR for some |c| = 1. Describe Aut S(0, 1) using this observation.

14.3.6. (7)

Show that

14.3.7. (6)

Assume that f is regular on the unit disc and satisfies |f (z)| < 1.
|f (z)|
1

.
1 |f (z)|2
1 |z|2

Let the roots of the regular function f : S(0, 1) S(0, 1) be

a1 , . . . , an . Show that

n 
Y
 ai z 


|f (z)|
(|z| < 1).
 1 ai z 
i=1

179

14.4. Caratheodorys theorem

14.3.8. (7)
Show that

Assume that f O(|z| < 1) has image Re z > 0, and f (0) = 1.

1 + |z|
1 |z|
|f (z)|
.
1 + |z|
1 |z|

14.3.9. (7)

 S(0, 1) be regular and let |a| < 1. Show that

 Let w : S(0, 1)
 w(z) w(a)   z a 
1 |w(a)|2
 


.
a) 
b) |w (a)|


 1 w(a)w(z) 
1a
z
1 |a|2

14.3.10. (7)

Let w : S(0, 1) S(0, 1) be regular and w() = 0. Show that

 z 
;
(a) |w(z)| 
(b) |w (a)| 1 ||2 .
1 z


14.3.11. (6)

Let a1 , a2 , . . . be a sequence of complex numbers such that

|ak | < 1 and Re ak > 12 for all k. Let
z0 = 0,

zn+1 =

zn + a n
.
1 + a n zn

Prove that an 1.

(based on IMC 2011/6)

14.3.12. (9)

Let D = {z C : |z| < 1} be the complex unit disc and let

0 < a < 1 be a real number. Suppose that f : D C is a holomorphic
function such that f (a) = 1 and f (a) = 1.
(a) Prove that

 1

sup f (z) .
a
zD

(b) Prove that if f has no root, then



sup f (z) exp

zD

14.4
14.4.1. (10)


1 a2
.
4a
(Schweitzer competition, 2012)
Solution

Caratheodorys theorem

Is there a Caratheodory type theorem for conformal bijections

between domains that are not simply connected and whose boundaries are a
union of finitely many Jordan curves?

180

14. Conformal maps

14.4.2. (9)

Show that domains r1 < |z| < R1 and r2 < |z| < R2 are
R2
R1
=
.
biholomorphic if and only if
r1
r2

14.5

Schwarz reflection principle

14.5.1. (5)

Let f be a holomorphic function on r < |z| < 1 which extends

continuously to the unit circle and satisfies (a) f (z) R for |z| = 1 (b)
f 6= 0, and |f (z)| = 1 for |z| = 1. Prove that f has an analytic continuation
to r < |z| < 1r .

14.5.2. (5)

Let f be holomorphic and non-vanishing on a convex domain D.

Assume that the boundary of D contains the real interval I and that f has
a continuous extension to the interior of I where it satisfies |f | = 1. Show
that f can be analytically continued to D = {z : z D}.

Part II

Solutions

181

Chapter 15

Hints and final results

1.0.1.

Calculate the truth table

A (B = A)

Answer:

A
I
I
N
N

B
I
N
I
N

A (B A)
I
I
N
I
Back

1.0.4.

Let H R be a subset. Formalize the following statements and their

negations. Is there a set with the given property?
1. H has at most 3 elements.
2. H has no least element.
3. Between any two elements of H there is a third one in H.
4. For any real number there is a greater one in H.
Answer:
1.

x, y, z, w H

3.

x, y H

2.

4.

xH

xR

x=yx=zx=wy =zy =wz =w

yH

y<x

yH

x<y

x<y

zH

x<z<y

183

184

15. Hints and final results

Back
1.0.8.

How many sets H {1, 2, . . . , n} do exist for which x ([(x H)

(x + 1 H)] x+2 H)?
Hint: Add one to the beginning of the set! j(n + 1) = j(n) + j(n 1) + 1
Back

1.0.14.

Let NOR(x, y) = (x y). Using only the NOR operation we can

create several expressions, e.g., NOR(x, NOR(NOR(x, y), NOR(z, x))).
(a) Show that we can generate all logic functions of n variables in this
way!
(b) Show another example of a logic function of 2-variable NOR with this
generating property!

A Texas Instruments SN7402N integrated circuit, with 4 independent NOR logic gates

Hint: It is sufficient to express the operations , and .

x y = NOR(NOR(x, x), NOR(y, y); x y = NOR(NOR(x, y), NOR(x, y);
x = NOR(x, x).
Another universal operation is NAND(x, y) = (x y). (The integrated
circuit SN7400N contains four NAND gates.)
Back
1.0.22.

Prove the so-called binomial theorem:

 
 
 
n n
n n1
n n
n
(a + b) =
a +
a
b + +
b .
0
1
n

Hint: Use exercise 1.0.21 and induction.

Back
1.0.23.

Which one is bigger? 6399 or 6389 + 9 6388 ?

185
Hint: Use the binomial theorem.
Back
1.0.26.

Let A = {1, 2, ..., n} and B = {1, ..., k}.

1. How many different functions f : A B do exist?

2. How many different injective functions f : A B do exist?
3. How many different functions f : A0 B do exist, where A0 A is
arbitrary?
Answer:
1. |B||A| = k n .


2. nk n! = k(k 1) (k n + 1).

3. (|B| + 1)|A| = (k + 1)n .

Back
1.0.32.

Is it true for all triples A, B, C of sets that

(a) (AB)C = A(BC);
(b) (AB) C = (A C)(B C);
(c) (AB) C = (A C)(B C)?

Answer: (a) yes; (b) yes; (c) no.

Back
1.0.44.

Prove that tan 1o is irrational!

Hint: For which angle do we know that its tangent is irrational?

Back
1.0.45.

At least how many steps do you need to move the 64 stories high
Hanoi tower?

Towers of Hanoi

186

15. Hints and final results

Hint: Induction; ln+1 = 2ln + 1.

Back
1.0.47.

For how many parts the space is divided by n planes if no 4 of them

have a common point and no 3 of them have a common line?
Hint: Use the result of exercise 1.0.46.
Back

1.0.55.

Prove that the following identity holds for all positive integer n:

1
1
n 1 + + . . . + < 2 n.
n
2

Hint: The trivial estimate gives the lower bound, the upper bound can be
obtained by induction.
Back
1.0.68.

Let a, b > 0. For which x is the expression

a + bx4
minimal?
x2

Hint: Apply AM-GM.

Back
1.1.9.

Show that no ordering can make the field of complex numbers into an
ordered field.
Hint: Show that x2 0 holds in every ordered field.

1.1.12.

Back

Does the ordered field of rational functions satisfy the Archimedean

axiom?
Hint: The function x/1 is greater than all positive integers.
Back
1.1.13.

Given an ordered field R and a subfield Q show that if




(a, b R) (1 < a < b < 2) (q Q) (a < q < b) ,

then R satisfies the Archimedean axiom.

187
Hint: Suppose that some element L R is greater than all positive integers.
1
and b = 1 + L1 .
Let a = 1 + 2L
Back
1.1.14.

In which ordered fields can the floor function be defined?

Answer: In Archimedean fields.

Back
1.1.15.

Does the ordered field of rational functions satisfy the Cantor axiom?


Hint: Let In = n; nx .
Back

1.1.18.

Which axioms of the reals are satisfied for the set of rational numbers
(with the usual operations and ordering)?
Answer: Only the Cantor axiom is not satisfied.
Back

1.1.37.

Does the ordered field of the rational functions satisfy the completeness
theorem: all non-empty set has a supremum?
Hint: Consider R as a subset of the field of the rational functions.
Solution

Back

1.1.38.

Prove that if an ordered field satisfies the completeness theorem, then

the Archimedean axiom holds.
Hint: What is the supremum of the set of positive integers?
Back

1.1.39.

Prove that if an ordered field satisfies the completeness theorem, then

the Cantor axiom holds.
Hint: Suppose that [a1 , b1 ] [a2 , b2 ] is a descending chain of closed intervals. Show that sup{a1 , a2 , . . .} is contained by all of the intervals.
Back

188

15. Hints and final results

Define recursively the sequence xn+1 = xn xn + n1 for any x1 . Show
that there is exactly one x1 for which 0 < xn < xn+1 < 1 for any n.
(IMO 1985/6)


Hint: Let f1 (x) = x and fn+1 (x) = fn (x) fn (x) + n1 .

1.1.40.

(a) For the uniqueness prove that if x < y and the sequences (fn (x)) and
(fn (y)) are increasing, then fn (y) fn (x) > n(y x).

(b) Let an and bn be the real numbers for which fn+1 (an ) = fn (an ) and
fn (bn ) = 1. Apply Cantors axiom to the intervals [an , bn ].
Back
2.1.12.

Show that every convergent sequence has a minimum or a maximum.

Hint: Show that if the set A = {an : n N} has no maximum, then the
sequence an has a subsequence ank sup A.
Back
2.1.43.

Prove that if (an + bn ) is convergent and (bn ) is divergent, then (an )

is also divergent.

Hint: It is enough to show that if (cn ) is convergent and (dn ) is divergent,

then (cn + dn ) is also divergent.
Back
2.1.51.

Assume that an a and a < an for all n. Prove that an can be

rearranged to a monotone decreasing sequence.
Hint: Study the sequence bn := max{ak : k n}.

Back

2.2.11.

Determine the limit of the following recursively defined sequence!

a1 = 0, an+1 = 1/(1 + an ) (n = 1, 2, . . .).

Hint: See the 2.2.9 exercise.

Back
2.4.10.

Calculate the following:

lim

n100
=?
1, 1n

189
Hint: See the solution of 2.2.4.
Back
2.4.19.

Let a > 0.
lim

n
n + an =?

Hint: See the solution of 2.4.6.

Back
2.4.22.

Is
xn =

sin n
sin 1 sin 2
+ 2 + ... + n
2
2
2

convergent?
Hint: Check the Cauchy criterion.
Back
2.8.15.

Show that if |an+1 an | <

1
n2 ,

then (an ) is convergent.

Hint: Use the idea of 2.7.2.

Back
3.2.20.

Assume that g(x) = lim f (t) exists in every point. Prove that g(x) is
tx
continuous.
Hint: f continuous image of convergent sequence is convergent + diagonal method.
Back

5.3.5.

Find the arclength of the curve r() = a + a cos , ( [/4, /4]).

Hint: Use the formula of arclength in polar coordinates.

Back
5.4.1.

If : [0, 1] R2 is a continuous curve whose image contains [0, 1]

[0, 1], can be of bounded variation?

Hint: No. Consider a 1/n-grid on the unit square. For the partition corresponding to the preimages of the vertices of the grid has variation > n2 1/n.
Back
5.4.2.

Prove that f : [0, 1] R is of bounded variation if and only if it is the

sum of two monotonic functions.

190

15. Hints and final results

Hint: The total variation function minus f is monotone.

Back
5.5.1.

c
Let f be continuous, g(x) = d

e
Z

if x <
if x >
if x =

f dg =?

Hint: f ( a+b
2 )(d c).
5.6.6.

a+b
2
a+b
2
a+b
2

Back

Is the following integral convergent?

Z

3
0

cos t
dt
t

1 t

/2
cos t
Hint: cost t > 1/2
>
t . Or:
t
t . Or: Integration by parts 1/t =

u , cos t = v leads to a proper integral.

Back

6.0.31.

Convergent or divergent?

1
n
log
n
n=2
Hint: Use the 6.0.30 condensation lemma.
Back
6.0.32.

Let > 0. Convergent or divergent?

1
n(log n)1+
n=2
Hint: Use the 6.0.30 condensation lemma.
Back

191
8.1.31.

lim(0,0) (x2 + y 2 )x

2 2

=?

Answer: 1
Back
10.2.3.

For what functions f : R2 R will the following statement be true?

If g is a simple, closed rectifiable curve in R2 , then
Z
Z
2 3
x y dy = f (x, y) dx.
g

Answer: f (x, y) = 21 xy 4 + c(x) with some differentiable function c(x).

Back
10.3.11.

Is H = R3 \ {(cos t, sin t, et ) : t R} simply connected?

Answer: Yes.
Back
11.1.2.

What is the smallest possible cardinality of an infinite -ring?

Answer: Continuum.
Back
11.6.3.

True or false? If f is absolutely continuous and strictly increasing on

[a, b], then its inverse is also absolutely continuous.
Answer: No.
Back

12.0.1.

     
n
n
n
+
+
+ . . . =?
0
3
6

Hint: Expand (1 + x)n by the binomial theorem.

Back
12.0.2.

Let a, b, c C. What is the geometric interpretation of



1
Im (c a) (b a) ?
2

192

15. Hints and final results

Answer: The signed area of the triangle (a, b, c).

Back
12.0.4.

What are the product, the sum and the sum of squares of the complex
mth roots of unity?
Hint: Use the fact that these are exactly the roots of xm 1.

Back

Let w(z) = 21 z + z1 be the so-called Zhukowksy map. What is the
image of
(a) the unit circle?
(b) the interior of the unit circle?
(c) the exterior of the unit circle?
(d) the circles with center 0?
(e) the lines passing through 0?

12.0.10.

Answer: (a): The line segment [1, 1].

(b) and (c): The complement of [1, 1].
(d): Ellipses with foci 1, 1. (The unit circle is mapped to the line segment
[1, 1].)
(e): Hyperbolas with foci 1, 1. (The image of the real axis is the union
of the rays (, 1] and [1, ); the imaginary axis is mapped onto itself.)
Back
13.1.7. Let a, b C and |b| < 1. Prove that
1
2



 z a 2
|a b|2


 z b  | dz| = 1 |b|2 + 1.
|z|=1

Hint: Transform it to a contour integral, then apply Cauchys formula.

Solution
Back
13.1.9.

The function f (z) is holomorphic in the interior of the unit disc

(|z| < 1) and |f | < 1. How large can |f (0)| be?

Answer: 6.
13.3.1.

Back

An entire function f (z) satisfies |f (1/n)| = 1/n for n = 1, 2, . . ., and

|f (i)| = 2. What are the possible values of |f (i)|?
z ).
Hint: Apply the Unicity Theorem to g(z) = f (z) f (

193
Solution

Back

13.3.2.

Show that if f takes only real values on the real and imaginary axes,
then f is even.

Hint: Consider the entire functions f (z) and f (z).

Back

Chapter 16

Solutions
1.0.12.

Prove that the implication is left distributive with respect to the

disjunction.
Solution: We have to prove


A (B C) = (A B) (A C).

By the basic properties of the operation (idempotency, commutativity,

associativity) and the identity (X Y ) X Y ,


A (B C) = A (B C) = (A A) (B C)
= (A B) (A C) = (A B) (A C).

1.0.42.

Prove that


Back
1
1
4


 

1
1
n+1
1
... 1 2 =
.
9
n
2n

Solution: Induction: The statement is true for n = 1, and



1
an ,
an+1 = 1
(n + 1)2
assuming that the statement is true for an , we get


1
n+1
n+2
an+1 = 1
=
.
2
(n + 1)
2n
2n + 2
195

196

1.0.49.

16. Solutions

Back

Prove that the following identity holds for all positive integer n:
1
1
n
1
+
+ ... +
=
.
13 35
(2n 1) (2n + 1)
2n + 1

1
=
Solution: Induction on n. For n = 1 we have 13
the identity holds for n, then for n + 1 we have

1
3

. Suppose now that

1
1
1
1
+
+ ... +
+
13 35
(2n 1) (2n + 1) (2n + 1) (2n + 3)
n
1
=
+
by the ind. hyp.
2n + 1 (2n + 1) (2n + 3)
2n2 + 3n + 1
n+1
n(2n + 3) + 1
=
=
,
=
(2n + 1) (2n + 3)
(2n + 1) (2n + 3)
2(n + 1) + 1

L.H.S. =

since 2n2 + 5n + 1 = (2n + 1)(n + 1).



1
1
1
Solution 2: Since (2n1)(2n+1)
= 12 2n1
2n+1
, we get a telescopic
sum, therefore
 




1 1
1
1
1 1
+
+ +

2 L.H.S. =
1 3
3 5
2n 1 2n + 1
2n
1
=
.
=1
2n + 1
2n + 1

1.0.51.

Back

Prove that the following identity holds for all positive integer n:
13 + . . . + n3 =

n (n + 1)
2

2

Solution: Induction on n. For n = 1 both sides equal to 1. If the statement

holds for n, then for n + 1 we have
3

1 + . . . + n + (n + 1) =
= (n + 1)2

Solution 2.

n (n + 1)
2

2

+ (n + 1)3 =



2
n2
(n + 2)2
(n + 1)(n + 2)
.
+ n + 1 = (n + 1)2
=
4
4
4

197

12

12

16

The sum P
of the numbers in the n-th
square is ( i)2 , the sum of the numbers
connected with curves is n2 , and we have
n 1 on one level and we also have n2 in
the lower right corner.
Back

1.0.56.

Show that for all positive integer n 6 a square can be divided into
n squares.

Solution: Dividing a square into for ones of half the side we see that if a
square can be divided into n squares, then it can also be divided into n + 3
squares. On the other hand we have the solutions for 1, 6 and 8:

2k + 2, 2k + 5

(The right-most picture shows another possible construction.)

1.0.66.

Prove that if a, b, c > 0, then the following inequality holds

Back

a2
b2
c2
+
+
3.
bc
ac ab
Solution: Apply the AM-GM inequality to the terms on the left-hand side:
r
b2
c2
a2
2

b2 c 2
3 a
3
bc + ac + ab

= 1 = 1.
3
bc ac ab
1.0.74.

Back

Which rectangular box has the greatest volume among the ones with
given surface area?

sz-m
3
Solution: A = 2(ab + ac + bc) = 6 ab+ac+bc
6 a2 b2 c2 = 6V 2/3 . Equality
3
can occur only for ab = ac = bc, i.e. for the case of the cube.

198

16. Solutions

1.0.77.

Back

Calculate the maximum value of the function x (1 x) for x [0, 1].

Solution: By the AM-GM inequality,

p
AM-GM x + x + (2 2x)
3
x x (2 2x)
.
3
1.0.78.

Back

Prove that the cylinder with the least surface area among the ones
with given volume V is the cylinder whose height equals the diameter of its
base.
r
A
2r2 + rh + rh AM-GM
V2
3
3
2
Solution:
=

2r rh rh = 2 2 .
3
3

Back
n

n
+
1
1.0.79. Prove that n! <
.
2

AM-GM n+1
n
2
Solution: n!
for n > 1.
n
Back
1.0.83. Prove that for any sequence a1 , a2 , . . . , an of positive real numbers,
1
1
a1

1
a1

2
+

1
a2

1
a1

1
a2

1
a3

+. . .+

1
a1

1
a2

n
+ ... +

1
an

< 2(a1 +a2 +. . .+an ).

(K
oMaL N. 189., November 1998)
Solution: Applying the weighted AM-HM inequality,
n
X

1
k=1 a1

n
X

k=1

k
+ ... +

1
a2
n
X

k=1

1
ak

n
X

k=1

k+1

1
a1

1 + 2 + ... + k

+ 2a22 + . . . + kakk

1 a1 + 2 2a2 + . . . + k kak
2

=
k+1
1 + 2 + ... + k
n
X

n
X

n
n
X
X
4
2(2k + 1)
2
i
a
<
=
i
2
k(k + 1)
k 2 (k + 1)2
i=1
i=1
i=1
i=k
i=k
 X


n
n
n 
X
X
2
2
2
2
2

<

<
i
a
=
i2 a i
i
k2
(k + 1)2
i2
(n + 1)2
i=1
i=1

4
k(k + 1)2

k
X

i2 a i =

i2 a i

i=k

<

n
X
i=1

i2 a i

n
X
2
=
2
ai .
i2
i=1

199
Remark: The constant 2 on the right-hand side is sharp. If ai = 1i and n is
sufficiently large, the ratio between the two sides can be arbitrarily close to
1.
Back
1.1.3.
Using the field axioms prove the following statement: (a)(b) = ab.
Solution: a + (1) a = 1 a + (1) a = (1 + (1)) a = 0, because of the
definition of 1 and 1 and distributivity. Therefore the uniqueness of the
additive inverse implies (1) a = a. = (a)(b) = ((1) a)((1) b),
which further equals ((1) (1))ab because associativity of multiplication
and commutativity. Finally it is easy to see that (1) (1) = 1.
Back
1.1.37. Does the ordered field of the rational functions satisfy the completeness
theorem: all non-empty set has a supremum?
Solution: No.
Denote by R(x) the ordered field of the rational functions. Mapping the
real numbers to the constant functions, R can be considered as an ordered
subfield of R(x). We show that R is non-empty, bounded from above but it
has no smallest upper bound.
x
R is obviously non-empty. The function x = R(x) is an upper bound
1
xa
> 0. Hence, R is a
of R because for any a R we have x a =
1
non-empty subset of R(x) and it is bounded from above.
Now we show that R has no smallest upper bound. If K R(x) is an
upper bound, then K 1 is also an upper bound since for every a R we
have a + 1 R a + 1 K a K.
Back
1.1.42. Prove that (1 + x)r 1 + rx if r Q, 0 < r < 1 and x 1.
Solution: r = p/q,

p
q

(1 + x)p 1qp

AM-GM

p(1+x)+(qp)
.
q

2.1.18.

Back

Is it true that if xn is convergent, yn is divergent, then xn yn is

divergent?
Solution: No, for example xn =

2.1.27.

1
n2

and yn = n.

Back

Is there a sequence of irrational numbers converging to (a) 1, (b) 2?

Solution: (a) 1 +

2
n

(b) 1 +

1
n

2.

200

2.1.30.

16. Solutions

Does
an a?

a2n

a imply that an a? And does

a3n

Back

a imply that

Solution: (1)n 6 1. But for a = 0 we have an () := a3n (3 ) if a > 0,

then |an a| =
2.1.47.

|a3n a3 |
a2n +aan +a2

|a3n a3 |
3(a/2)2

for n big enough.

k

Let ak 6= 0 and p(x) = a0 + a1 x + . . . + ak x . Prove that

lim

n+

Back

p(n + 1)
= 1.
p(n)

Solution: Simplify by a0 nk :

k
1 + n1 + a(n)
p(n + 1)
=
,
p(n)
1 + b(n)
where a(n) 0 and b(n) 0.

Back

2.1.54.

Prove that if the sequence (an ) has no convergent subsequence, then

|an | .

Solution: If the sequence |an | 6 , then it has a bounded subsequence. By

the BolzanoWeierstrass theorem this subsequence has a convergent subsequence.
Back
2.2.2. Prove that nn+1 > (n + 1)n if n > 2.
Solution: Consider the inequality between the arithmetic and geometric
n1
}|
{
z

means for the numbers n + 1, . . . , n + 1, n + 1, n + 1.

Back
2.2.3.
Prove that

n
8
4
4 8 . . . 2
2n < n + 1.

Solution: an = 2bn , where bn = 12 + 24 + +

induction that 2 bn = n+2
2n , therefore an < 4.
2.2.4.

n
2n .

It is easy to check by
Back

Prove that 2 > n holds for all sufficiently (depending on k) large n.

201




n
n
1
(n/2)k+1 if n > 2(k + 1).
> (k+1)!
if n > k + 1. k+1
Solution: 2n > k+1
1
k+1
> nk if n > 2k+1 (k + 1)!. This estimate is not sharp: logn n >
(k+1)! (n/2)
2
k. E.g. for k = 10 it holds from n = 60.
Back
2.2.10. Prove that for the sequence a1 = 1, an+1 = an + 1 we have a10001 >
100 (see the 2.2.9 exercise and its solution.)

an

Solution: an is monotone icreasing. Assume that an2 +1 < n

n an2 +1 > a1 + n2 n1
2.3.1.

1
ai

>

1
n

Back

Find a non-convergent sequence with exactly one limit point.

Solution: Merge the sequences 1/n and n.

2.3.5.

Back

Find a sequence such that the set of limit points of it is [0, 1].

Solution: List the elements of a countable dense subset of [0, 1]. (E.g. [0, 1]
Q.)
Back

n
2.4.6. Calculate limn 2n n.
Solution:
2=

2n

r
p

n
n 1
n
n
n
n1
> 2 n> 2 2
=2
,
2

for n big enough. The RHS tends to 2 by 2.4.5, so the sandwich theorem
implies the result.
Back
2.4.17.
1
lim
=?
2
n( n 1 n)
Solution:

1
1
n2 1 n

=
=
n( n2 1 n)
n( n2 1 n) n2 1 n
therefore lim n(n211n) = 2.

1
n2

+1

Back

202
2.4.24.

16. Solutions

Is

p
n

convergent?
Solution: 1 <
2.5.19.

n2 + cos n

3
n
n
n2 + cos n < n3 = ( n n) 13 = 1.

Let a1 = 1, an+1

which an 10.

Back
2
= an + 2 . Prove the existence of an n N, for
an

Solution: Suppose that n an < 10. = a2n < 100 =

2
an+1 = an + a22 > an + 100
. by induction we get

2
a2n

>

2
100

an+1 > a1 + n

2
2
=1+n
,
100
100

consequently for e.g.

n = 500 a501 > 1 + 500

2
= 11,
100

which contradicts to our assumption.

2.6.4.

Back

Prove that


1+

1
n

n+1

>

in other words the sequence an = 1 +

Solution: equivalently

2.6.10.

1+

1
n+1

n+2

1 n+1
n

is strictly monotone decreasing.



s
n
n+1
(n
+
1)
a-g
n+1 + 1
n
n+2
.
1 <
n+1
n+2
Back

Calculate the limit of the sequence

n

n+2
.
an =
n+1

Solution:
an
therefore an e.

1
1+
n+1

1
1+
n+1

n+1

e,

203
Back

2.7.1.

The sequence an is monotone and it has a convergent subsequence.

Does it imply that an is convergent?

Solution: Yes, since we have an ank a convergent subsequence and because of the monotonicity n > nk |an a| |ank a|, therefore an a.
Back
2.8.6.
Prove that

X
1
< 2.
2
n
n=1
Solution:

1
n2

<

1
(n1)n

and

1
n=2 (n1)n

2.8.8.

Find a sequence an such that

bounded.
Solution: For example a2n =

1
n2

= 1 (telescopic sum).
Back

an is convergent, and an+1 /an is not

and a2n+1 =

1
n3 .

Back

3.1.2.

Show that the following functions are injective on the given set H,
and calculate the inverse.
1. f (x) =

x
, H = [1, 1];
x+1

Solution: f 1 (y) =

y
1|y| ,

2. f (x) =

x
, H = R.
|x| + 1

y (1, 1).

3.1.6.

Are the following functions injective on [1, 1]?

x2
x
,
b) g(x) = 2
.
a) f (x) = 2
x +1
x +1

Back

Solution: a) Let x 6= y and suppose that f (x) = f (y), i.e.,

x
y
= 2
= x(y 2 +1) = y(x2 +1) = xy = (xy)xy = 1 = xy,
x2 + 1
y +1
since x y 6= 0. On the other hand |x|, |y| 1, which can be satisfied only
for x = y = 1 but equality was not allowed. Therefore f (x) is injective on
[1, 1].
b) g(1) = g(1), therefore g(x) is not injective on [1, 1].
Back

204

16. Solutions

3.4.2.

(Brouwer fixed-point theorem; 1-dimensional case.) All f : [a, b]

[a, b] continuous functions have a fixed point, i.e., an x, for which f (x) = x.
Solution: Apply the BolzanoDarboux theorem to f (x) x.

3.4.7.

Back

Prove that the polynomial x 3x x + 2 has 3 real roots.

Solution: f (1) = 1, f (0) = 2, f (2) = 4, f (4) = 14. By the Bolzano

Darboux theorem there are at least 3 real roots.
Back
4.4.3.
Let a1 < a2 < . . . < an and b1 < b2 < . . . < bn be real numbers. Show
that

ea1 b1
ea2 b1

det .
..

ean b1

e a 1 b2
e a 2 b2
..
.

...
...
..
.

e a n b2

...

e a 1 bn
e a 2 bn

.. > 0.
.

e a n bn

(K
oMaL A. 463., October 2008)

Solution: Apply induction on n. For n = 1 the statement is ea1 b1 > 0 which

is obvious. Now suppose n > 1 and assume that the statement is true for all
smaller values.
Let ci = ai a1 > 0. Then
a 1 b1

e
e a 1 b2 . . . e a 1 bn
e a 2 b1 e a 2 b2 . . . e a 2 bn

det .
..
.. =
..
..
.
.
.
ean b1

e a 1 b1
a
1
e b1 e c 2 b1

= det
..

e a 1 b1 e c n b1

e a n b2

...

e a n bn

ea1 b2
a1 b2 c2 b2
e
e
..
.

...
...
..
.

ea1 b2 ecn b2

...

ec2 b1

= ea1 (b1 +b2 ++bn ) det .

..
ecn b1

ea1 bn
ea1 bn ec2 bn

=
..

ea1 bn ecn bn

e c 2 b2
..
.

...
...
..
.

e c n b2

...

e c 2 bn

.. ,
.

e c n bn

so it is sufficient to prove that the last determinant is positive.

205
To eliminate the first row, subtract the (n 1)th column from the nth
column. Then subtract the (n 2)th column from the (n 1)th column, and
so on, finally subtract the first column from the second column. Then

1
1
...
1
e c 2 b1 e c 2 b2 . . . e c 2 bn

det .
..
.. =
.
.
.
.
.
.
.
ecn b1 ecn b2 . . . ecn bn

0
e c 2 b1
e c 3 b1
..
.

0
ec2 b2
ec3 b2
..
.

...
...
...
..
.

0
ec2 bn1

ec3 bn1
=

..

e c 2 b1 e c 2 b2
e c 2 bn
e c 2 b3
cb
c
b
c
b
3 1 e3 2
e3 3
e c 3 bn
= det e
..
.
ecn b1 ecn b2 ecn b1 ecn b3 ecn b2 . . . ecn bn ecn bn1

c 2 b2
e
ec2 b1 ec2 b3 ec2 b2 . . . ec2 bn ec2 bn1
ec3 b2 ec3 b1 ec3 b3 ec3 b2 . . . ec3 bn ec3 bn1

= det
.
..
..
..
..

.
.
.
.
e c n b2 e c n b1

Consider the function

ct
e2
ec 3 t

f (t) = det .
..

ec n t

Then

ec2 b2
ec3 b2

det

ecn b2

ecn b3 ecn b2

...

e c 2 b3 e c 2 b2
e c 3 b3 e c 3 b2
..
.

...
...
..
.

ecn b3 ecn b2

...

e c 2 b1
e c 3 b1
..
.

e c 2 b3 e c 2 b2
e c 3 b3 e c 3 b2
..
.

...
...
..
.

e c n b1

ecn b3 ecn b2

...

ecn bn ecn bn1

ec2 bn ec2 bn1

ec3 bn ec3 bn1

.
..

ecn bn ecn bn1

ec2 bn ec2 bn1

ec3 bn ec3 bn1

= f (b2 ) f (b1 ).
..

ecn bn ecn bn1

By Lagranges mean value theorem, there exists a b1 < x1 < b2 such that
f (b2 ) f (b1 ) = (b2 b1 )f (x1 ), i.e.,

e c 2 b2
e c 3 b2

det

e c n b2

e c 2 b1
e c 3 b1
..
.

e c 2 b3 e c 2 b2
e c 3 b3 e c 3 b2
..
.

...
...
..
.

e c n b1

e c n b3 e c n b2

...

ec2 bn ec2 bn1

ec3 bn ec3 bn1

=
..

ecn bn ecn bn1

206

16. Solutions

c 2 ec 2 x 1
c 3 ec 3 x 1

= (b2 b1 ) det .
..

c n ec n x 1

e c 2 b3 e c 2 b2
e c 3 b3 e c 3 b2
..
.

...
...
..
.

e c n b3 e c n b2

...

ec2 bn ec2 bn1

ec3 bn ec3 bn1

.
..

ecn bn ecn bn1

Repeating the same argument for each column, it can be obtained that
there exist real numbers xi (bi , bi+1 ) (1 i n 1) such that
cb

e 2 2 ec2 b1 ec2 b3 ec2 b2 . . . ec2 bn ec2 bn1

ec3 b2 ec3 b1 ec3 b3 ec3 b2 . . . ec3 bn ec3 bn1

det
=
..
..
..
..

.
.
.
.
e c n b2 e c n b1

ecn b3 ecn b2 . . . ecn bn ecn bn1

cx
c2 e 2 1 c2 ec2 x2 . . . c2 ec2 xn1
n1
Y

..
..
..
=
(bi+1 bi ) det ...
=
.
.
.
i=1
cn ecn x1 cn ecn x2 . . . cn ecn xn1
cx

e 2 1 ec2 x2 . . . ec2 xn1

n
n1
Y
Y

..
.. .
..
ci det ...
(bi+1 bi )
=
.
.
.
cn x1
cn x2
cn xn1
i=2
i=1
e
e
... e

By the induction hypothesis, this is positive.

4.5.15.

Back

n1

Let p(x) = x + an1 x

+ . . . + a1 x + a0 be a polynomial with real
coefficients and n 2, and suppose that the polynomial (x 1)k+1 divides
p(x) with some positive integer k. Prove that
n1
X
=0

|a | > 1 +

2k 2
.
n

CIIM 4, Guanajuato, Mexico, 2012

Solution: For convenience, define the leading coefficient an = 1 also.
Lemma 1. For every polynomial q(y) with degree at most k, we have
n
P
a q() = 0.
=0

Proof. Let  0 (y) = 1 and let (y) = y(y 1) . . . (y + 1) for = 1, 2, . . ..

By (x 1)k p(x), for 0 k we have
n
X
=0

a () = f () (1) = 0.

207
The polynomials 0 (y), . . . , k (y) form a basis of the vector space of polynok
P
c (y) with some real numbers
mials with degree at most k, so q(y) =
=0

c0 , . . . , ck . Then
n
X

a q() =

=0

n
X

k
X

c ()

=0

=0

k
X

=0

n
X

a ()

=0

= 0.

To prove the problem statement, let Tk be the kth Chebyshev polynomial,

and choose


2
y1 .
q(y) = Tk
n1


Then q(0), . . . , q(n 1) Tk [1, 1] = [1, 1], and




n+1
n+1
q(n) = Tk
= cosh k cosh1
=
n1
n1
!!
r
2
n+1
n+1
1
= cosh k log n1 +
n1


1+
( n + 1)2
= cosh k log
= cosh k log
n1
1


(In the last step we applied the inequality log

By applying the lemma,
n1
X
=0

6.0.30.
Then

|a |

n1
X
=0

1+x
1x

1
n
1
n

2k
> cosh .
n

> 2x.)

2k 2
2k
.
a q() = q(n) > cosh > 1 +
n
n
Back

Prove the Condensation lemma: Let a1 a2 an 0.

an

n=1

convergent

2k a2k

convergent.

k=1

Solution:
a1 +
a1 +
1
2 a1 +

a2 +
a2 +
a2 +

a2 +
a3 +
a4 +

a4 + a4 +
a4 + a5 +
a4 + a8 +

a4 +
a6 +
a8 +

a4 + a8 +
a7 + a8 +
a8 + a8 +

208

16. Solutions

Back

11.1.6.

Prove that if f : R R, then the set of points of continuity is Borel,

and give as small as possible of Borel class (e.g. G ), to which it still
belongs.
Solution: For every positive integer n let
n
In = I R : I is an open interval and sup f inf f <
I

and let

An = In =

1
n

I.

IIn

By Cauchys criterion, any a R is a point of continuity of f if and only if

n N I In a I,
or equivalently
n N a An .
T
Therefore, the set of points of continuity is
An , that is in G .
nN

12.0.9.

Back

Let n 2 and u1 = 1, u2 , . . . , un be complex numbers with absolute

value at most 1, and let
f (z) = (z u1 )(z u2 ) . . . (z un ).
Show that the polynomial f (z) has a root with non-negative real part.
K
oMaL A. 430.

Solution: If 1 is a multiple root of f , then f (1) = 0 and the statement

becomes trivial. So we assume that u2 , . . . , un 6= 1.
Let the roots of f (z) be v1 , v2 . . . , vn1 , and consider the polynomial
g(z) = f (1 z) = a1 z + a2 z 2 + . . . + an z n .
The non-zero roots of g(z) are 1 u2 , . . . , 1 un . From the Vieta formulas
we obtain
n
X

k=2

1
(1 u2 ) . . . (1 un1 ) + . . . + (1 u3 ) . . . (1 un )
a2
=
= .
1 uk
(1 u2 ) . . . (1 un )
a1

The roots of the polynomial f (1 z) = g (z) = a1 2a2 z . . . nan z n1

are 1 v1 , . . . , 1 vn1 ; from the Vieta formulas again,
n1
X
=1

(1 v1 ) . . . (1 vn2 ) + . . . + (1 v2 . . . vn1 )
2a2
1
=
=
.
1 v
(1 v1 ) . . . (1 vn1 )
a1

209
Combining the two equations,
n1
X
=1

X 1
1
=2
.
1 v
1 uk
k=2

For every k, the number uk lies in the unit disc (or on its boundary), and
1 uk lies in the circle with center 1 and unit radius (or on its boundary).
The operation of taking reciprocals can be considered as the combination of
1
lies in
an inversion from pole 0 and mirroring over the real axis. Hence 1u
k
1
1
1
the half plane Re z 2 , i.e. Re 1uk 2 .
Summing up these inequalities,
max Re

1n1

n1
n
1
1
1
1 X
2 X
Re
Re

=
1,
1 v
n1
1 v
n1
1 uk
=1

k=2

1
lies in the half plane Re z 1.
so at least one 1v

Repeating the same geometric steps backwards,

Re



1
1 (1 v )
1 v
i




1  1
v



2
2


1  1
= Re v 0.
2 2

1 uk

1
2

uk

1
1uk

1
1v

v
0

1
0

1 v

13.1.7.

Let a, b C and |b| < 1. Prove that

1
2



 z a 2
|a b|2


 z b  | dz| = 1 |b|2 + 1.
|z|=1

Back

210

16. Solutions

Solution:
1
2



Z
 z a 2
(z a)(z a) dz

 | dz| = 1

=
z b
2
iz
|z|=1
|z|=1 (z b)(z b)
Z
(z a)( z1 a) dz
1

=
=
2i |z|=1 (z b)( z1 b) z


Z
1
1
1
(z a)(1 az)
=

dz =
2i |z|=1
zb z
b(1 bz)


(z a)(1 az) 
(z a)(1 az) 

=
=


b(1 bz) 
b(1 bz) 

z=b

z=0

(b a)(1 ab) a
(a b)(a b)
|a b|2
=
+ =
+1=
+ 1.
b
1 |b|2
b(1 bb)
1 bb
13.3.1.

Back

An entire function f (z) satisfies |f (1/n)| = 1/n for n = 1, 2, . . ., and

|f (i)| = 2. What are the possible values of |f (i)|?

z ), which also is an entire function. At the

Solution: Let g(z) = f (z) f (
points of the form 1/n we have g(1/n) = f (1/n) f (1/n) = |f (1/n)|2 =
(1/n)4 . Hence, by the Unicity Theorem, g(z) = z 4 . Then 1 = |i4 | = |g(i)| =
|f (i)| |f (i)| = 2|f (i)|, so |f (i)| = 21 .

Remark: The property |g(1/n)| = 1/n2 is satisfied by the functions of the

form f (z) = z 2 ei(z) where is an entire function whose values are real
along the real axis.
Back
13.3.3.
Give an example of a function that is holomorphic in the open unit
disc and has infinitely many roots there.
1
with zeros 1
Solution: For instance, such a function is sin 1z

14.3.12.

1
k .

Back

Let D = {z C : |z| < 1} be the complex unit disc and let 0 < a < 1
be a real number. Suppose that f : D C is a holomorphic function such
that f (a) = 1 and f (a) = 1.
(a) Prove that

 1

sup f (z) .
a
zD

(b) Prove that if f has no root, then



sup f (z) exp

zD


1 a2
.
4a
(Schweitzer competition, 2012)

211
f (z) f (z)
for z 6= 0 and let g(0) = f (0). This
2z
is a holomorphic function too, satisfying g(a) = 1(1)
= a1 . For a < r < 1,
2a
by the triangle inequality and the maximum principle we have
Solution: (a) Let g(z) =

|f (z)| + |f (z)|

2r
|z|=r
|z|=r
r
r max |g(z)| r |g(a)| = .
a
|z|=r

sup |f (z)| max |f (z)| r max

zD

From r 1 0 the statement follows.

(b) Let M = sup |f (z)|. Since f is not constant, |f | < M everywhere in
zD

D. In particular, from f (a) = 1 we can see that M > 1.

The function f is non-zero on the simply connected set D, so it has a
logarithm; there exists a holomorphic function g(z) : D C such that
f (z) = exp g(z). Without loss of generality we can assume that g(a) = 0.
From f (a) = 1 we get g(a) = ki with some odd integer k, and from
|f | < M we get Re g < log M . Denote by H the half-plane Re z < log M .
Hence g is a D H function.
Define the linear fractional transformations
: D D,

z+a
,
1 + az

(z) =

and
: H D,

(z) =

1 (z) =

za
1 az

z
.
2 log M z

Consider the D D function h = g . Since (0) = a, g(a) = 0 and

(0) = 0, we have h(0) = 0. Schwarzs
lemma, applied to h and the point

 2a

2a
2a
gives
us

h
1 (a) = 1+a
 1+a2  1+a2 , so
2






2a
ki
= q
h(1 (a)) = |(g(a))| = 


2
1+a
2 log M ki 
|k|
log M
2

s

1 + a2
2a

2

1=

2 log M 2
|k|

+1

|k| 1 a2
1 a2

.
2
2a
4a

Remark: The estimates in the problem statement are sharp. For

we

 example,
iz a2
z

have equality for f (z) = in part (a), and for f (z) = i exp
a
iz + 1 2a
in part (b).
Back