Practice Exam for Final

Problem 1. Prove that π

π2
Z  
2 1
0≤ x sin cos(x) + dx ≤
0 2 8
Proof.    
1 π
Let f (x) = x sin cos(x) + for x ∈ 0, . As sin y ≤ 1 for all y ∈ R, we have that f (x) ≤ x
  2 2
π
for all x ∈ 0, . By the comparison theorem for integrals
2
π Z π
π2
Z  
2 1 2
x sin cos(x) + dx ≤ xdx = .
0 2 0 8
     
π 1 π 1
Moreover, as 0 ≤ cos x ≤ 1 for x ∈ 0, , cos(x)+ ∈ 0, . Consequently x sin cos(x) + ≥
  2 2 2 2
π
0 for x ∈ 0, and again by the comparison theorem
2
Z π  
2 1
0≤ x sin cos(x) + dx.
0 2

Problem 2. Evaluate the limit

n
X k
lim
n→+∞ n2 + k2
k=1

Proof.
x
Let us consider f (x) = for x ∈ [0, 1].
1 + x2
• As f is continuous on [0, 1], f is integrable on [0, 1];
• f is non-decreasing on [0, 1] as

1 2x2 1 − x2
f 0 (x) = − = ≥0 x ∈ [0, 1]
1 + x2 (1 + x2 )2 (1 + x2 )2
 
k
• For n ∈ N, we consider Pn ([0, 1]) = : k = 0, 1, . . . , n partition of [0, 1]. As f is non-
n
decreasing    
k k+1
mk = inf f = f and Mk = sup f = f
k k+1
[n , n ] n [ k , k+1 ] n
n n

for every k = 0, 1, . . . , n − 1, so
n−1   n−1
k+1 n
X k+1 k 1X n
X k
U (f, Pn ) = Mk − = k+1
=
n n n 1+( n )2 n + k2
2
k=0 k=0 k=1

and
n−1   n−1
k n
X k+1 k 1X n
X k 1
L(f, Pn ) = mk − = k
= 2 2
− .
n n n 1 + (n)2 n +k 2n
k=0 k=0 k=0

1
• Using that Z 1
L(f, Pn ) ≤ f (x)dx ≤ U (f, Pn ), ∀n ∈ N
0
we find that Z 1 n Z 1
X k 1
f (x)dx ≤ ≤ f (x)dx + .
0 n + k2
2
0 2n
k=1
By the sqeeze theorem
n Z 1
X k 1
lim = f (x)dx = log 2.
n→∞ n + k2
2
0 2
k=1

Problem 3. Suppose that f : [0, π] → R is a continuously differentiable function. Prove that

Z π
lim f (x) cos (nx) dx = 0
n→+∞ 0

Hint: Use integration by parts.

Proof.
As f is continuously differentiable, f 0 is integrable and bounded on [0, π]. By integration by
parts we see that
Z π π 1 Z π 1 π 0
Z
1 0
f (x) cos (nx) dx = f (x) sin(nx) − f (x) sin(nx)dx = − f (x) sin(nx)dx

0 n 0 n 0 n 0
and π  1 π 0
Z  Z
π
|f (x)|dx ≤ sup |f 0 | −→ 0

 f (x) cos (nx) dx ≤
 as n → ∞.

0 n 0 n [0,π]
This proves that Z π
lim f (x) cos (nx) dx = 0
n→+∞ 0

1
Problem 4. Is function f (x) = (log x)100 improperly integrable in (2, ∞)? Justify your
x
answer.
Proof.
f is continuous on (2, ∞) so it is locally integrable on the same interval. A computation shows
that, for any fixed L > 2
Z L
1 (log x)101 L (log L)101 − (log 2)101
(log x)100 dx =  =
2 x 101 2 101
so
L
(log L)101 − (log 2)101
Z
1
lim (log x)100 dx = lim = ∞.
L→∞ 2 x L→∞ 101
This concludes that f is not improperly integrable.

Problem 5. Define f : R2 → R2 by

f (r, θ) = (x, y) with x = er cos θ, y = er sin θ.

2
 (i) What is the differential matrix (Df )(r, θ) of f ?
(ii) Suppose that g : R2 → R is a differentiable function and let h = g ◦ f : R2 → R. Use the
result of (i) and the chain rule to express ∂h/∂r and ∂h/∂θ in terms of ∂g/∂x and ∂g/∂y.
(iii) Compute ∂h/∂r and ∂h/∂θ if g(x, y) = x2 + y 2 .
Proof.
(i) " #
er cos θ −er sin θ
Df (r, θ) = r
e sin θ er cos θ
(ii) Let h = (g ◦ f )(r, θ) = g(f (r, θ)). We remind that
 
∂h ∂h
∇h(r, θ) = (r, θ), (r, θ) .
∂r ∂θ
By the chain rule we also have that
" r #
e cos θ −er sin θ


∂g ∂g
∇h(r, θ) = ∇g f (r, θ) Df (r, θ) = (f (r, θ)), (f (r, θ))
∂x ∂y er sin θ er cos θ

and from the two above equalities we derive that

∂h ∂g ∂g
(r, θ) = er cos θ (f (r, θ)) + er sin θ (f (r, θ))
∂r ∂x ∂y
∂h ∂g ∂g
(r, θ) = −er sin θ (f (r, θ)) + er cos θ (f (r, θ))
∂θ ∂x ∂y
(iii) If g(x, y) = x2 + y 2 , we have that
∂g ∂g
(f (r, θ)) = 2xx=er cos θ = 2er cos θ (f (r, θ)) = 2y y=er sin θ = 2er sin θ.
 
∂x ∂y
Then from (ii) we derive that
∂h
(r, θ) = 2e2r cos2 θ + 2e2r sin2 θ = 2e2r
∂r
∂h
(r, θ) = −2e2r sin θ cos θ + 2e2r sin θ cos θ = 0.
∂θ

Problem 6. Prove that there exist two functions u = u(x) and v = v(x), and r > 0 such that
u, v are continuously differentiable in Br (−3), with u(−3) = 0 and v(−3) = 1, and satisfy the
system:

eu + 2v + x = 0
1
−2u + v + x = 0
3
Proof.
1
We set F1 (x, u, v) = eu + 2v + x, F2 (x, u, v) = −2u + v + x, and F = (F1 , F2 ) : R3 → R. We
3
observe that F is a C 1 function, F (−3, 0, 1) = 0 and
" # " #
∂(F1 , F2 ) eu 2  1 2

(−3, 0, 1) = det = det = 5 6= 0.
∂(u, v) −2 1 (−3,0,1) −2 1


3
The implicit function theorem implies then that F (x, u, v) = 0 can be locally solved for (u, v)
as C 1 function of x near (−3, 0, 1), that it there exist r > 0 and u, v C 1 functions on Br (−3)
such that

(a) u(−3) = 0 and v(−3) = 1;

(b) F (x, u(x), v(x)) = 0 for all x ∈ Br (−3).

This concludes the proof of the statement.

y 3 x2
Problem 7. Let Q = [0, 1] × [0, 1] and set f (x, y) = for every (x, y) ∈ Q. Compute
Z (1 + y 2 x2 )2
the value of f dV .
Q
Proof.
Since (1 + y 2 x2 )2 > 0 for all (x, y) ∈ Q, function f is continuous (and hence integrable) on Q.
Moreover, f (x, ·) is continuous as a function of y for all x ∈ [0, 1], and f (·, y) is continuous as a
function of x for all y ∈ [0, 1]. By Fubini’s theorem we then have that
1Z 1 1Z 1
y 3 x2 y 3 x2
Z Z Z
f dV = dxdy = dydx.
Q 0 0 (1 + y 2 x2 )2 0 0 (1 + y 2 x2 )2

We first integrate with respect to variable y. By integration by parts

Z 1 1 Z 1
y 3 x2 y2 y
dy = −  + dy

2 2 2 2 2 2 2
0 (1 + y x ) 2(1 + y x ) 0 0 1+y x
1 1 1
2 2 
=− + log(1 + y x )
2(1 + x2 ) 2x2

0
1 2
log(1 + x )
=− 2
+ .
2(1 + x ) 2x2

Successively we integrate with respect to variable x using the last above equality. Using again
integration by parts we find that
Z 1Z 1 Z 1 Z 1
y 3 x2 1 log(1 + x2 )
2 2 2
dydx = − 2
dx + dx
0 0 (1 + y x ) 0 2(1 + x ) 0 2x2
Z 1 Z 1
1 log(1 + x2 ) 1 1
=− 2
dx − + 2
dx
0 2(1 + x ) 2x 0 1+x

0

1 1 1
Z
log 2
= 2
dx −
2 0 1+x 2
1 1 log 2 π log 2
= arctan x0 − = − .
2 2 8 2