17th South Eastern European Mathematical Olympiad for University Students

SEEMOUS 2023

Struga, N. Macedonia March 7th − 12th , 2023

Organizers:

Mathematical Society of Sounth Eastern Europe (MASSEE)

The Union of Mathematicians of Macedonia

Ss. Cyril and Methodius Univeristy in Skopje

Faculty of Natural Sciences and Mathematics in Skopje

SOLUTIONS OF THE PROBLEMS

Problem 1. Prove that if A and B are n×n square matrices with complex entries satisfying

A = AB − BA + A2 B − 2ABA + BA2 + A2 BA − ABA2

then det(A) = 0.

Solution: 1. We have

Ak = Ak B − Ak−1 BA + Ak+1 B − Ak BA − Ak BA + Ak−1 BA2 + Ak+1 BA − Ak BA2 .

Taking the trace and employing tr(M N ) = tr(N M ) we deduce

tr(Ak ) = tr(Ak B) − tr((Ak−1 B)A) + tr(Ak+1 B) − tr((Ak B)A) − tr((Ak B)A)

− tr((Ak−1 B)A2 ) + tr((Ak+1 B)A) − tr((Ak B)A2 ) = 0.

For any k ≥ 1, tr(Ak ) = 0 and hence A is nilpotent. Therefore det(A) = 0.

Solution: 2. If det(A) ̸= 0, multyplying the equation by A−1 from left (right), we get

In = B − A−1 BA + AB − 2BA + A−1 BA2 + ABA − BA2 .

Taking trace and having in mind that tr(M N ) = tr(N M ) we deduce:

n = tr(In ) = tr(A(A−1 B)) − tr((A−1 B)A) + tr(AB) − tr(BA) − tr((BA2 )A−1 )+

+ tr(A−1 (BA2 )) + tr(A(BA)) − tr((BA)A) = 0,

which is a contradiction. Hence det(A) = 0.

Problem 2. For the sequence
1 1 1
Sn = √ +√ + ... + √ ,
n2 + 1 2 n2 + 22 n2 + n2
nd
√
 
1
lim n n(ln(1 + 2) − Sn ) − √ √ .
n→∞ 2 2(1 + 2)

In what follows O xk stays for Cxk where C is some constant.

Solution:

1 1
f (x) = f (b) + f ′ (b)(x − b) + f ′′ (b)(x − b)2 + f ′′′ (θ)(x − b)3
2 6
for some θ between a and b. It follows that
Z b
1 1
f (x)dx = f (b)(b − a) − f ′ (b)(b − a)2 + f ′′ (b)(b − a)3 + O((b − a)4 ). (1)
a 2 6
Now, let n be a positive integer. Then, for k = 0, 1, 2, . . . , n − 1,
Z k/n        
1 k 1 ′ k 1 ′′ k 1
f (x)dx = f − 2f + 3f +O . (2)
(k−1)/n n n 2n n 6n n n4

Summing over k then yields

Z 1 n   n   n    
1X k 1 X ′ k 1 X ′′ k 1
f (x)dx = f − 2 f + 3 f +O . (3)
0 n n 2n
k=1
n 6n n n3 k=1 k=1

Similarly, we can get

Z 1 n   n    
1X ′ k 1 X ′′ k 1
f (1) − f (0) = ′
f (x)dx = f − 2 f +O , (4)
0 n k=1 n 2n k=1 n n2

and
Z 1 n    
1 X ′′ k 1
′
f (1) − f (0) = ′ ′′
f (x)dx = f +O . (5)
0 n k=1 n n

Combining (3), (4) and (5) we obtain

Z 1 n    
1X k 1 1 ′ ′ 1
f (x)dx = f − (f (1) − f (0)) − 2
(f (1) − f (0)) + O .
0 n k=1 n 2n 12n n3

Now, let
1
f (x) = √ .
1 + x2
Then
Z 1 √ 1 √ √
f (x)dx = ln x + 1 + x2 = ln(1 + 2) − ln(1) = ln(1 + 2);
0 0
n   n n
1X k 1X 1 X 1
f = p = √ = Sn ;
n k=1 n n k=1 1 + (k/n)2 k=1
n 2 + k2
√
1 1− 2 1
f (1) − f (0) = √ − 1 = √ = −√ √ ;
2 2 2(1 + 2)
1 1
f ′ (1) − f ′ (0) = − √ − 0 = − √ .
2 2 2 2
Hence
√
 
1 1 1
ln(1 + 2) = Sn + √ √ + √ +O .
2 2(1 + 2)n 24 2n2 n3
Finally,
√
 
1 1
lim n n(ln(1 + 2) − Sn ) − √ √ = √ .
n→∞ 2 2(1 + 2) 24 2
Problem 3. Prove that: if A is n × n square matrix with complex entries such that
t
A + A = A A∗ , then A = A∗ . (For any matrix M , denote by M ∗ = M the conjugate
∗ 2

transpose of M .)

Solution: We show rst that A is normal, i.e., A A∗ = A∗ A.

We have that A + A∗ = A2 A∗ leads to A = (A2 − In )A∗ (1), hence
A ± In = (A − In )(A + In )A∗ ± In , so

(A − In ) [(A + In )A∗ − In ] = In
(A + In ) [In − (A − In )A∗ ] = In ,

which leads to A − In and A + In being invertible. From here, A2 − In is also invertible,

and by (1) it follows that A∗ = (A2 − In )−1 A. Using the CayleyHamilton theorem,
it follows that (A2 − In )−1 is a polynomial of A2 − In , hence a polynomial of A, so
A∗ A = A A∗ .
Since A is normal, it is unitary diagonalizable, i.e., there exist a unitary matrix
U ∈ Mn (C) and D = diag [λ1 , λ2 , . . . , λn ] a diagonal matrix such that
A = U DU ∗ . Then A∗ = U DU ∗ , which, by the hypothesis leads to D + D = D2 D,
meaning that λi + λi = λ2i λi , for all i ∈ {1, 2, . . . , n}. Then 2 Re λi = λi · |λi |2 , so λi are
all real, and D = D. This is now enough for A = A∗ .
Problem 4. Let f : R → R be a continuous, strictly decreasing function such that
f ([0, 1]) ⊆ [0, 1] .
(i) For all n ∈ N\{0}, prove that there exists a unique an ∈ (0, 1) , solution of the
equation
f (x) = xn .
Moreover, if (an ) is the sequence dened as above, prove that lim an = 1.
n→∞
(ii) Suppose f has a continuous derivative, with f (1) = 0 and f ′ (1) < 0. For any x ∈ R,
we dene Z 1
F (x) = f (t) dt.
x
Study the convergence of the series ∞ α
n=1 (F (an )) , with α ∈ R.
P

Solution: (i) Consider the continuous function g : [0, 1] → R given by g (x) = f (x)−xn ,
and observe that g (0) = f (0) > 0, and g (1) = f (1) − 1 < 0. It follows the existence
of an ∈ (0, 1) such that g (an ) = 0. For uniqueness, observe that if would exists two
solutions of the equation (4), say an < bn , we would obtain

f (an ) > f (bn ) ⇔ ann > bnn ⇔ an > bn ,

a contradiction.
We prove that the sequence (an ) is strictly increasing. If it would exist n ∈ N∗ such
that an ≥ an+1 , we would obtain that

f (an ) ≤ f (an+1 ) ⇔ ann ≤ an+1 n

n+1 < an+1 ,

since f is strictly decreasing and an+1 ∈ (0, 1) . It follows that an < an+1 , a contradiction.
Hence, (an ) is strictly increasing and bounded above by 1, so it converges to ℓ ∈ (0, 1] .
Suppose, by contradiction, that ℓ < 1. Since f (an ) = ann for any n, using the continuity
of f it follows that f (ℓ) = 0 for ℓ < 1, contradicting the fact that f is strictly decreasing
with f (1) ≥ 0. Hence, lim an = 1.
n→∞
(ii) Observe that F is well-dened, of class C 2 , with F (1) = 0, F ′ (x) = −f (x) ⇒
F ′ (1) = 0, F ′′ (x) = −f ′ (x) ⇒ F ′′ (1) > 0. Moreover, remark that F (x) > 0 on [0, 1) .
Using the Taylor formula on the interval [an , 1] , it follows that for any n, there exist
cn , dn ∈ (an , 1) such that

F ′′ (cn ) F ′′ (cn )
F (an ) = F (1) + F ′ (1) (an − 1) + (an − 1)2 = (an − 1)2 ,
2 2
f (an ) = f (1) + f ′ (dn ) (an − 1) = f ′ (dn ) (an − 1) . (1)

Hence, since cn → 1 and F is C 2 , we obtain

(1 − an )2 2
lim = ′′ ∈ (0, +∞) ,
n→∞ F (an ) F (1)
so due to the comparison test,
∞
X ∞
X
α
(F (an )) ∼ (1 − an )2α .
n=1 n=1

But
(an − 1)
lim n (1 − an ) = − lim n · · ln an
n→∞ n→∞ ln (1 + (an − 1))
 
= − lim ln ann = − lim ln f (an ) = − ln lim f (an ) = +∞.
n→∞ n→∞ n→∞

P∞ P∞ 2α
It follows that n=1 (1 − an ) diverges and, furthermore, n=1 (1 − an ) diverges for
any 2α ≤ 1.
Next, consider arbitrary γ ∈ (0, 1) . Using (1) and the fact that dn → 1, we obtain

lim nγ (1 − an ) = lim [n (1 − an )]γ · (1 − an )1−γ

n→∞ n→∞
 1−γ
γ f (an ) 1 1−γ
· lim [− ln f (an )]γ · eln f (an )

= lim [n (1 − an )] · ′
= 1−γ .
n→∞ −f (dn ) (−f ′ (1)) n→∞

Observe that
xγ
− ln f (an ) → +∞ and lim = 0,
x→+∞ e(1−γ)x
1
hence lim nγ (1 − an ) = 0. So, if α > , we obtain that there exists ε > 0 such that
n→∞ 2
1+ε
2α > 1 + ε, hence for γ := < 1, we get
2α
lim n2αγ (1 − an )2α = lim n(1+ε) (1 − an )2α = 0.
n→∞ n→∞

P∞ 2α
Using the comparisonPtest, it follows that the series n=1 (1 − an ) converges. In
∞ α
conclusion, the series n=1 (F (an )) converges i α > 2 .
1