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2023 CCcorenglish

The document outlines a mid-term exam for a mathematics course focused on economics, featuring questions on set theory, continuity, and differentiability. It includes exercises that require definitions, proofs, and examples related to bounded sets, differentiable functions, and equivalent norms. The exam assesses understanding of mathematical concepts through theoretical questions and practical applications.

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Hieu Cong Le
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16 views3 pages

2023 CCcorenglish

The document outlines a mid-term exam for a mathematics course focused on economics, featuring questions on set theory, continuity, and differentiability. It includes exercises that require definitions, proofs, and examples related to bounded sets, differentiable functions, and equivalent norms. The exam assesses understanding of mathematical concepts through theoretical questions and practical applications.

Uploaded by

Hieu Cong Le
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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Mid-term exam : mathematics for economists

Course Questions (7 points)


1) Give the definition of the upper bound of a non-empty set A of real
numbers.
2) Establish that if the upper bound of the set A exists, then it is unique.
3) Let A be a subset of Rd . Give the definition of an interior point of A.
4) Let x ∈ Rd . Give the definition (with quantifiers) of a function f :
d
R → R which is continuous at x.
5) Let I be an interval of R and f : I → R. Establish that if f has an (interior)
local maximum at x? ∈ Int(I) and is differentiable at x? , then f 0 (x? ) = 0.
6) Give the example of a function f : [0, 1] → R which is differentiable and
has a global maximum at a point x? ∈ [0, 1] such that f 0 (x? ) 6= 0.
7) Write the proposition entitled "sequential characterization of continuity."

Exercice 1 (3 points) We consider the following set A :

A = {(x, y) ∈ R2 : |x| + a|y| ≤ 1},

with a ∈ R. Under which (necessary and sufficient) condition is the set A boun-
ded ?

Solution We first establish that a > 0 is a SUFFICIENT condition for


the set A to be bounded. Assume that a > 0. Let (x, y) ∈ A. Since |y| ≥ 0,
we deduce : |x| ≤ 1. Similarly, since a|x| ≥ 0, on a : a|y| ≤ 1, that is (since
a > 0), |y| ≤ a1 . Writing M = max(1, a1 ), we conclude : ||(x, y)||∞ ≤ M , which
establishes that A is bounded.
Let us now establish that a > 0 is a NECESSARY condition for the set A
to be bounded. By contrapositive, we assume that a ≤ 0. Notice that for each
M ≥ 0, (0, M + 1) is an element of A and such that ||(0, M + 1)||2 = M + 1 .
We conclude that A is not bounded. (Another argument consists in remarking
that for all y ∈ R, (0, y) is an element of A. Otherwise stated that the line
corresponding to the ordinate axis is included in A).

Exercice 2 (4 points) We consider the function f : R2 → R defined by


f (x, y) = x3 − 3y 2 + y − 5, for all (x, y) ∈ R2 .
1. For each (x, y) ∈ R2 , write the vector ∇f (x, y). Establish that function
f is differentiable for all (x, y) ∈ R2 .
Solution : We have : ∂f 2 ∂f
∂x (x, y) = 3x and ∂y (x, y) = −6y +1. The partial
derivatives of f are well-defined and continuous on R2 . We deduce that
function f is differentiable (and of class C 1 ) on R2 . We have : ∇f (x, y) =
(3x2 , −6y + 1).
2. Write Taylor’s first order formula applied at point (2, 1).
Solution : We have : ∇f (2, 1) = (12, −5). The Taylor’s first order for-
mula of function f applied at point (2, 1) is given by : f (2 + h1 , 1 + h2 ) =

1
f (2, 1) + 12h1 − 5h2 + ||h||ε(h) = 1 + 12h1 − 5h2 + ||h||ε(h), where the
function ε is such that ε tend toward 0 when ||h|| tends toward 0.
3. Give the equation of the hyperplane tangent to the graph of f at (2, 1).
Solution : The best affine approximation to f at point x, y is given by
g(x, y) = f (2, 1) + 12(x − 2) − 5(y − 1) = 1 + 6(x − 2) − 5(y − 1). Thus,
the equation of the hyperplane which is tangent at (2, 1) to the curve
representing function f is :

z = 1 + 12(x − 2) − 5(y − 1) = 12x − 5y − 18.


4. Is there some point (x, y) ∈ R2 such that the hyperplane tangent to the
graph of f at (x, y) is parallel to the hyperplane z = 0 ? (If your answer
is yes, give this/these points. If your answer is no, explain why.)
Correction : The equation of the hyperplane tangent to f at x? , y ? is :
∂f ? ? ∂f ? ?
z = f (x? , y ? ) + (x , y )(x − x? ) + (x , y )(y − y ? ).
∂x ∂y

Consequently, for this hyperplane to be parallel to the hyperplane z = 0,


we must have : ∂f ? ? ∂f ? ?
∂x (x , y ) = 0 = ∂y (x , y ).
That is : 3(x? )2 = −6y ? + 1 = 0, i.e. : x = 0 et y = 16 . Hence, the point
(0, 16 ) is the unique point satisfying the requested condition.

Exercice 3 (6 points) Exercice 3 (6 points) Let k ∈ R and let k · k and


k · k0 be two équivalent norms on Rd .
1) Recall the condition that the norms k · k0 and k · k must satisfy to be
equivalent.
Solution : Two norms k · k0 et k · k are equivalent if there exist a, b > 0
such that :

a|| · || ≤ || · ||0 ≤ b|| · ||.


2) Let k · k00 : Rd → R+ be a mapping such that for all x ∈ Rd :

k x k00 = µ k x k0 + k x k,

where µ ≥ 0. Show that k · k00 is a norm.


Solution : We verify the three properties associated with a norm :
Property 1 : for all x ∈ Rd , k x k00 implies k x k, which implies x = 0.
Reciprocally, if x = 0, we have : k x k=k x k0 =k x k00 = 0.
Property 2 : for all x, y ∈ Rd , we have :

k x+y k00 = µ k x+y k0 + k x+y k≤ µ k x k0 +µ k y k0 + k x k + k y k=k x k00 + k y k00 .

Property 3 : ∀ x ∈ Rd , ∀λ ∈ R,

k λx k00 = µ k λx k0 + k λx k= |λ|(µ k x k0 + k x k) = |λ| k x k00

2
3) Establish that the norms k · k00 and k · k are equivalent.
Solution : Using the double inequality of Question (1), we have for all
x ∈ Rd ,

µa||x|| + ||x|| ≤ ||x||00 ≤ µb||x|| + ||x||,


That is,

(µa + 1)||x|| ≤ ||x||00 ≤ (µb + 1)||x||,


Recalling µ ≥ 0 and a, b > 0, we have : (µa + 1) and (µb + 1), which allows
to assert that k · k00 and k · k are equivalent.
4) A MORE DIFFICULT QUESTION : we now assume that µ is a (strictly)
negative number. Is it then true to assert that k · k00 is NOT a norm ? (If your
answer is positive, prove it. If your answer is negative, justify it by giving a
counter-example, that is two norms k · k0 and k · k such that µ k x k0 + k x k is
a norm.)
Solution : Let µ < 0. We define k · k0 and k · k to be such that k x k0 =
−2µ k x k, for all x ∈ Rd . We thus obtain k x k00 = −µ k x k and it is easy to
check that k · k00 is a norm. Consequently, the assertion that if µ < 0 then k · k00
is not a norm is false.

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