Introduction to Mathematical Analysis Midterm

10/25/2022
TA: J.-Z. Phoong & S.-Y. Yeh

1. (20 points) Let N be the set of natural number. On the product set N × N, we define the
following relation ∼ : for any ai = (mi , ni ) ∈ N × N(i = 1, 2), we say that a1 ∼ a2 if the
following identity holds
m1 + n2 = m2 + n1 .
(a) (4 points) Show that ∼ is an equivalent relation defined on N × N.
(b) (4 points) Show that the binary operator × is well-defined.
(c) (2 points) Show that [a] × O = O for all [a] ∈ Z = N × N.
(d) (2 points) Show that [a] × I = [a] for all [a] ∈ Z = N × N.
(e) (3 points) For [a] = [(m, n)] ∈ Z. find the element [b] ∈ Z such that [a] + [b] = O.
(f) (3 points) Show that I > O > −I.
(g) (2 points) Show that (−I) × (−I) = I.

Solution:

(a) (i) Show a ∼ a by yourself [1 pt]

(ii) Show a1 ∼ a2 implies a2 ∼ a1 by yourself [1 pt]
(iii) Show a1 ∼ a2 , a2 ∼ a3 implies a1 ∼ a3 . [2 pt]

(b) Let a1 , a′1 ∈ [a1 ] and a2 , a′2 ∈ [a2 ]. Write ai = [(mi , ni )] and a′i = [(m′i , n′i )] for all
i = 1, 2. First, consider a1 ∼ a′1 . We have

m1 + n′1 = m′1 + n1

Now, we hope to show a1 × a2 ∼ a′1 × a2 . Multiply n2 and m2 both sides,

m1 n2 + n′1 n2 = m′1 n2 + n1 n2
m1 m2 + n′1 m2 = m′1 m2 + n1 m2

We can get

m′1 n2 + n1 n2 + m1 m2 + n′1 m2 = m1 n2 + n′1 n2 + m′1 m2 + n1 m2

(m1 m2 + n1 n2 ) + (m′1 n2 + n′1 m2 ) = (m1 n2 + n1 m2 ) + (n′1 n2 + m′1 m2 ) [2 pt]

Thus, [1 pt]

a1 × a2 = [(m1 m2 + n1 n2 , m1 n2 + n1 m2 )] ∼ [(n′1 n2 + m′1 m2 , m′1 n2 + n′1 m2 )] = a′1 × a2

By the similar work, we can get a1 × a2 ∼ a1 × a′2 . [1 pt]

Page 1 of 11
 Grading Scheme.

lose 2 point if one wrote m1 − n1 , which is not well-defined.

lose 1 point if one assume a′1 = [m1 + k, n1 + k] because k ∈ N.

(c) Let a = (m, n). We have

[a] × O = [(m, n)] × [(1, 1)] = [(m + n, m + n)] = [(1, 1)] = O , [1 pt]

where apply m + n + 1 = m + n + 1 to the third equality. [1 pt]

Grading Scheme. lose 1 point if one wrote [(m + n, m + n)] = O + · · · + O = O,

because we don’t know O is identity of “+”.

(d) Do it by yourself.

(e) b = [(n, m)]. Do it by yourself.

Grading Scheme. lose 3 pints if wrote (1 − m, 1 − n).

(f) Check I > O and O > −I and I > −I. [1,1,1 pt]

(g) (−I) × (−I) = [(1, 2)] × [(1, 2)] = [(5, 4)] = [(2, 1)] = I, [1 pt]
where apply 5 + 1 = 4 + 2 to the third equality. [1 pt]

Grading Scheme. lose 3 pint if one wrote I = (−2, −1).

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 1 n 1 n+1 x n




2. (30 points) Let an = 1 + n
and bn = 1 + n
and define exp(x) = limn→∞ 1 + n
, ln x =
Rx 1
1 t
dt. Show that
(a) (5 points) {an } is an increasing sequence and {bn } is a decreasing sequence.
(b) (5 points) an < bm for any m, n ∈ N.

n P
(c) (5 points) Show that limn→∞ 1 + nx = ∞ n=0
xn
n!
for x > 0 (Here, we adopt 0! = 1.)
(d) (5 points) Show that exp(x) exp(y) = exp(x + y).
(e) (5 points) Show that for a, b > 0, we have ln(ab) = ln a + ln b.
(f) (5 points) Show that ln exp(1) = 1.

Solution:

(a) Method I (Stewart): By binomial expansion,

∞   ∞
X n 1 X 1 n n−k+1
an = k
= · × ··· ×
k=0
k n k=0
k! n n
∞    
X 1 1 k−1
= 1− × ··· × 1 − [1 pt]
k=1
k! n n
∞    
X 1 1 k−1
< 1− × ··· × 1 −
k=0
k! n + 1 n+1
∞
X 1 n+1 n n+1−k+1
= · × × ··· × = ak+1 [2 pt]
k=0
k! n + 1 n + 1 n+1

Method II: Use (1 + x)n < 1 + nx if x > −1.

n+1 " #n+1
1 1 n+1
1+ 1+
  
n+1 1 n+1 1 1

n = 1+ = 1+ 1−
1 + n1 n 1 + n1 n (n + 1)2

1
Since − (n+1)2 > −1, we have [2 pt]

1

n+1 n+1 
1+
   
n+1 1 1 1 1

n = 1+ 1− > 1+ 1−
1 + n1 n (n + 1)2 n n+1
n+1 n+1
= × =1 [1 pt]
n n
By the similar work, we can prove bn is decreasing. [2 pt]

Grading Scheme. lose 1 point if one didn’t check the condition of (1+x)n < 1+nx.

1
(b) First, claim bi > ai for all i. Since 1 + i
>1
 i+1  i
1 1
1+ > 1+ , [3 pt]
i i

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 we can get the claim. Second, if m ≤ n, by the claim and (a)
bm > bn > an . [1 pt]
If m > n, by the claim and (a)
bm > am > an . [1 pt]

(c) Method I: First, we show that “≥”. Let n > 0, for any m ≥ n,
m   n   k
 x  m X m xk X m x
1+ = ≥
m k=0
k mk k=1
k mk
x2 xn
     
1 1 n−1
=1+x+ 1− + ··· + 1− ··· 1 − [2 pt]
2! m n! m m
x m x m



We know supm≥n1 1 + m ≥ supm≥n2 1 + m if n2 ≥ n1 . Take m → ∞,
n
 x m  x  m X xk
lim sup 1 + = lim sup 1 + ≥ . [1 pt]
m→∞ m ℓ→∞ m≥ℓ m k=0
k!

Next, we show “≤”.

n  
 x  n X n xk
1+ =
n k=0
k nk
x2 xn
     
1 1 n−1
=1+x+ 1− + ··· + 1− ··· 1 −
2! n n! n n
2 n
x x
≤1+x+ + ··· +
2! n!
n k
Hence, lim inf n→∞ 1 + nx ≤ nk=1 xk! .

P
[2 pt]
Method II: By expansion,
n   n
 x n X n xk X n(n − 1) · · · (n − k + 1) xk
1+ = =
n k=0
k nk k=0
nk k!
P∞ xk
Now, consider the series of a function k=0 k! . First, for all k, we have that
n(n − 1) · · · (n − k + 1)
≤ 1.
nk
Fix N > 0, for n > N , we can write the remainder term,
 
∞ N  ∞
x n X xk  X  n(n − 1) · · · (n − k + 1)
 k
  |x| X |x|k
 1+ − ≤ − 1 + 2 .
 
 n k=1
k!  k=0  nk  k!
k=N +1
k!

where the factor 2 is by above inequality. Similar argument in Method I, since

supn>ℓ | · | is decreasing in ℓ, take n → ∞,
 ∞
 ∞
k
 x n X x X |x|k
lim sup  1 + − ≤2 .
 
n→∞  n k=1
k! 
k=N +1
k!

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 |x|k
Second, we have to claim that ∞
P
k=N +1 k! approach to zero as N → ∞. By ratio
|x|k |x|k
test, we can show ∞
P P∞
k=0 k! pointwise converge. Thus, k=N +1 k! → 0 as N → ∞.
Therefore, we can control remainder term sufficient small, i .e. N sufficient large.
Note that LHS independ on N . Then, the result follows.

Grading Scheme.

lose 5 points if one pass limit into infinity sum, such as

n   k ∞    k
 x n X n x X n x
lim 1 + = lim −
>−− lim
n→∞ n n→∞
k=1
k nk k=1
n→∞ k nk

lose 5 points if one decouple n, such as

n   k m    k
 x n X n x X n x
lim 1 + = lim k
−
>−− lim lim
n→∞ n n→∞
k=1
k n m→∞
k=1
n→∞ k mk

Please refer to Tannery’s theorem for more detail.

(d) By (c), we have

∞ ∞
X xn X yn
exp(x) = and exp(y) = .
n=0
n! n=0
n!

On the other hand,

∞ ∞ n
X (x + y)n X 1 X n!
exp(x + y) = = xk y n−k
n=0
n! n=0
n! k=0
k!(n − k)!
∞ Xn ∞ X
X xk y n−k X xa x b
= =
n=0 k=1
k! (n − k)! n=0 a+b=n a! b!
= exp(x) · exp(y)

Please refer to Cauchy double sum theorem for more detail.

Grading Scheme. lose 5 points if one wrote

 x n  y n  x y xy n
exp(x) exp(y) = lim 1 + 1+ = lim 1 + + + 2
n→∞
 n n n n→∞ n n n
x+y
= lim 1 +
n→∞ n
We cannot pass limit as above.

(e) Consider
Z ab Z ab Z a Z b Z a
dt dt dt du dt
ln(ab) = = + = + = ln(a) + ln(b)
1 t a t 1 t 1 u 1 t

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 t
where apply u =to the third equality.
a
Rb
Complicated method: Focus on a dtt . Let partition
 j/n
b
Pn = {a = ξ0 < ξ1 < · · · < ξn = b : ξj = a }
a

b

n−1
where ∥Pn ∥ = b − a a
n
. Then,
n−1  1/n !
X 1 b
(ξj+1 − ξj ) = n −1
ξ
j=0 j
a

Hence, !
Z x  1/n
dt b
= lim n −1
1 t n→∞ a
Finally, apply the equality in original method, the result follows.
R•
(f) Since 1 f (t)dt is continuous function,
Z (1+ 1 )n n−1 Z (1+ 1 )k+1
n dt X n dt
ln exp(1) = lim = lim
n→∞ 1 t n→∞ 1
k=0 (1+ n )
k t

1
Let’s focus on one term. Since t
is decreasing function,
Z (1+ 1 )k+1 " k+1  k #  −k
n dt 1 1 1 1
≤ 1+ − 1+ 1+ ≤
(1+ n1 )
k t n n n n

and
Z (1+ 1 )k+1 " k+1  k #  −(k+1)
n dt 1 1 1 1
≥ 1+ − 1+ 1+ ≤
(1+ n1 )
k t n n n n+1
Pn−1 1
Pn−1 1
Since limn→∞ k=0 n = limn→∞ k=0 n+1 = 1 by Sandwidch law,

ln exp(1) = 1 .

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3. (10 points) Calculate the following integrals:
R π sin t
(a) (5 points) 02 cos 5 t dt.

R4 q
(b) (5 points) 13 x12 1 − x1 dx.

Solution:

(a) Let u = sin t

π
0 1
−du
Z Z Z
2 sin t du
dt = = [2 pt]
0 cos5 t 1 u5 0 u5

Since p ≥ 1, the improper integral diverge. [3 pt]

(b) Let u = x1 ,
4 r
√ 3/4
Z Z
3 1 1
1 − dx = − 1 − u du [3 pt]
1 x2 x 1
1
−2 
3/2  1
= (1 − u)  = [2 pt]
3 u=4/3 12

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4. (35 points) Prove or disprove each of the following statements. (To disprove, you have to
give a counter example.)
(a) (interior of A) ∪ ( interior of B) = interior of (A ∪ B) for any sets A, B ⊂ R2 .
P∞ 1
(b) n=2 n(ln n)2 converges.
P∞ 1
(c) n=2 (ln n)4 converges.
P∞ 1



(d) n=1 ln cos n converges.
(e) lim supn→∞ sin n = 1.
(f) Let f : X → Y be a function. f (A) ∩ f (B) = f (A ∩ B) for any A, B ⊂ X.
(g) Let f : X → Y be a function. f −1 (C) ∩ f −1 (D) = f −1 (C ∩ D) for any C, D ⊂ Y .

Solution:

Grading Scheme.

If your conclusion is correct and provided a reasonable justification, then you get
full marks.
If you are able to show one of the inclusion, you get 2 marks.
If your conclusion is correct and provided an explanation with minor mistake, then
2 marks will be deducted.

(a) Equality doesn’t hold. Proof: (⊇, by counterexample) Any two sets with over-
lapping boundaries will do the trick.
(⊆) Let x ∈ int(A) ∩ int(B) then this implies

x ∈ int(A) and x ∈ int(B)

=⇒ ∃ϵ > 0, s.t Bϵ (x) ⊂ A and Bϵ (x) ⊂ B
=⇒ Bϵ (x) ⊂ A ∩ B
=⇒ x ∈ int(A ∩ B)

(b) The series converges. By integral test, since

Z ∞ Z ∞
1 1
2
dx = 2
dv
2 x(ln x) ln 2 v
1
= <∞
ln 2
Thus, the series converges.

(c) The series diverges. Observe that, for n large enough, we have n > (ln n)4 ,
P∞ 1
therefore n1 < (ln1n)4 for large n. By comparison test, since n=2 n diverges,
P∞ 1
n=2 (ln n)4 must be divergent as well.

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(d) The series converges. Observe that, the limit

 ln cos n1  L′ H
 1
 − n2 tan n1 
  
lim  1  = lim  −2

n→∞  2
n→∞ 3

n n
 tan n1 
 
= lim  −2 

n→∞
n
1
= <∞
2
Therefore, by limit comparison test, the series converges.

(e) TBA

(f) The equality doesn’t hold. (⊆, Counterexample) Consider any constant function,
f on R and A, B disjoint.
(⊇) Let y ∈ f (A ∩ B), let x ∈ A ∩ B such that f (x) = y. Now

x∈A∩B
=⇒ x ∈ A and x ∈ B
=⇒ y = f (x) ∈ f (A) and y = f (x) ∈ f (B)
=⇒ y ∈ f (A) ∩ f (B)

Therefore, f (A ∩ B) ⊆ f (A) ∩ f (B)

(g) The equality holds.

x ∈ f −1 (C) ∩ f −1 (D)
⇐⇒ x ∈ f −1 (C) and x ∈ f −1 (D)
⇐⇒ f (x) ∈ C and f (x) ∈ D
⇐⇒ f (x) ∈ C ∩ D
⇐⇒ x ∈ f −1 (C ∩ D)

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5. (10 points) Show that a monotone increasing sequence which has an upper bound is a
Cauchy sequence.

Solution:

Grading Scheme.

Minor mistake -2
Major mistake -5
Wrong proof -10

Let {an }∞
n=1 be a monotone increasing sequence which has an upper bound, say M .
Suppose this sequence is not Cauchy, that is, there exist ϵ > 0, for all N > 0, there
exist k > l ≥ N such that ak − al > ϵ.
Now, let N1 = 1, we have that k1 > l1 ≥ N1 = 1 such that ak1 − al1 > ϵ.
Next, let N2 ≥ k1 , we have that k2 > l2 ≥ N2 such that ak2 − al2 > ϵ.
Continuing in this way, we have for Nm ≥ km−1 , there exist km > lm ≥ Nm such that
akm − alm > ϵ for m > 1.
Observe that,

akm = (akm − alm ) + (alm − akm−1 ) + (akm−1 − alm−1 ) + ... + (ak1 − al1 ) + al1
> (akm − alm ) + (akm−1 − alm−1 ) + ... + (ak1 − al1 ) + al1
> mϵ + al1

Since m can be arbitrary large, we see that akm > M for m large enough, this contradicts
the fact that M is an upper bound of the sequence {an }∞ n=1 . Hence, every monotone
increasing sequence which bounded above is Cauchy.

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6. (15 points) Let f : X → Y be a function, where X, Y are metric spaces. Show that the
following two definitions are equivalent.
(a) f −1 (B) is an open set in X for any open set B in Y .
(b) limn→∞ f (xn ) = f (x) for all {xn }∞
n=1 ⊂ X that converges to x ∈ X.

Solution:

Grading Scheme.

Each direction worth 8 marks, if you are able to give a correct proof then you get
15 marks.
Minor mistake for each direction -2
Major mistake for each direction -5

• (a) =⇒ (b): Let x ∈ X, so f (x) ∈ Y . For ϵ > 0, let Bϵ (f (x)) be an open

ball in Y . Definition (a) tells us that f −1 (Bϵ (f (x))) is also open in X and clearly
x ∈ f −1 (Bϵ (f (x))). Therefore, there exist δ > 0 such that Bδ (x) ⊆ f −1 (Bϵ (f (x))).
Now, since xn → x, for the same δ defined above, there exist N > 0 such that
|xn − x| < δ for every n ≥ N , i.e. xn ∈ Bδ (x) ⊆ f −1 (Bϵ (f (x))) for n ≥ N . This
shows that f (xn ) ∈ Bϵ (f (x)) for n ≥ N and hence, limn→∞ f (xn ) = f (x).

• (b) =⇒ (a): Let V be open subset of Y . Suppose f −1 (V ) is not open in X,

so there exist x ∈ f −1 (V ) such that Bδ (x) ∩ f −1 (V )c ̸= ϕ for all δ > 0. Since
f (x) ∈ V and V is open in Y , there exist ϵ > 0 such that Bϵ (f (x)) ⊆ V .
Now let xn ∈ B 1 (x) ∩ f −1 (V )c be a sequence converging to x ∈ f −1 (V ). Clearly,
n
f (xn ) ∈
/ V for all n. However, for the same ϵ defined above, definition (b) tells us
that there exist N > 0 such that |f (xn ) − f (x)| < ϵ for all n ≥ N , this implies
f (xn ) ∈ Bϵ (f (x)) ⊆ V for all n ≥ N which is a contradiction. Hence, f −1 (V )
must be open in X.

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