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May 04, 2017

Final Review Am s 211 Sol

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0 vizualizări21 paginiFinal Review Am s 211 Sol

final review

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1. (a) From first principles, find an integrating factor (x) for the general first order linear differ-

ential equation

dy

+ p(x)y = q(x).

dx

Solution.

We want to find (x) such that

d

(x)(y 0 + p(x)y) = ((x)y).

dx

d

This holds if and only if = p(x)(x), which in turn implies that

dx

1 d(x)

= p(x)

(x) dx

and integrating both sides leads to

Z

ln((x)) = p(x) dx,

R

so (x) = exp( p(x) dx).

(b) Solve the initial value problems

dy

i. sin x 2 cos x y = sin3 x; y(/4) = 0.

dx

Solution. First divide through by sin x:

dy cos x

2 y = sin2 x. (1)

dx sin x

Now, find the integrating factor:

Z

cos x

(x) = exp 2 dx = exp(2 ln(sin x)) = sin2 x.

sin x

Next, multiply equation (1) through by sin2 x:

2 dy cos x d

y sin2 x = 1.

sin x 2 y =

dx sin x dx

Integrate and solve for y:

y sin2 x = x + C = y = (x + C) sin2 x.

Finally, use the boundary condition to solve for C:

0 = y(/4) = (/4 + C) sin2 (/4) = + C = C = ,

4 4

so

y = (x /4) sin2 x.

1

dy

ii. (1 x2 ) + 2xy = (1 x2 )3/2 ; y(0) = 0.

dx

Solution. Divide through by (1 x2 ):

dy 2x

+ y = (1 x2 )1/2 (2)

dx 1 x2

Integrating factor:

Z

2x

(x) = exp dx = exp( ln(1 x2 )) = (1 x2 )1 .

1 x2

Multiply equation (2) through by (x):

2 1 dy 2x d

y (1 x2 )1 = (1 x2 )1/2

(1 x ) + 2

y =

dx 1 x dx

Integrate and solve for y:

Z

y dx

2

= = arcsin x + C = y = (1 x2 )(arcsin x + C).

1x 1x 2

Solve for C:

0 = y(0) = arcsin(0) + C = C,

so

y = (1 x2 ) arcsin x.

dy

iii. + 2xy = 3xy 3 ; y(0) = 1. (This one needs a substitution to make it linear.)

dx

Solution. As alluded to, this is a Bernoulli equation, and the substitution u = y 2 , which

dy du

implies that = 12 y 3 , transforms the original equation to

dx dx

du

4xu = 6x, (3)

dx

after multiplication by 2y 3 . The integrating factor for (3) is

Z

2

(x) = exp 4 x dx = e2x ,

2x2 du d 2x2 2

e 4xu = ue = 6xe2x .

dx dx

Integrating both sides and solving for u, we have

Z

2x2 6 2 3 2 3 2

ue = 4xe2x dx = e2x + C = u = + Ce2x .

4 2 2

The boundary condition y(0) = 1 implies that u(0) = 12 = 1, and using this to solve for C,

we have

3 1

1 = + C = C = ,

2 2

2

2

so u = 12 (3 e2x ), and

r

1/2 2

y=u = .

3 e2x2

Comment: The last equation can be rewritten as y 0 = x(2 3y 3 ) and the function on the

right is continuously differentiable with respect to both variables in the entire xy-plane (which

is an infinite rectangle

q centered

q at (0, 1)). Nonetheless, the solution we found is only defined

ln 3 ln 3

in the interval 2

, 2

(0.741, 0.741) around 0.

2. (a) Use the definition to find the Laplace transforms of the following functions.

f (x) = sin(2x), g(x) = e2x cos x and h(x) = H(x 2) H(x 4),

1 : x0

H(x) =

0 : x<0

Solution.

2

Z Z

1 xs

xs

cos(2x)exs dx

L(sin(2x)) = sin(2x)e dx = sin(2x)e +

0 s 0 s 0

Z

2 4 2 4

= 2 cos(2x)exs 2 sin(2x)exs dx = 2 2 L(sin(2x)),

s 0 s 0 s s

so

4 2 2

1+ 2 L(sin(2x)) = 2

= L(sin(2x)) = 2 .

s s s +4

Z Z

2x 2x xs

L(e cos x) = e cos x e

dx = cos x e(s+2)s dx

0

0 Z

1 (s+2)x 1

sin x e(s+2)x dx

= cos x e s+2

s+2

0

0 Z

1 1 (s+2)x 1

cos x e(s+2)x dx

= + 2

sin x e 2

s+2 (s + 2)

0 (s + 2) 0

1 1

L e2x cos x

= 2

s + 2 (s + 2)

so

2x 1 1 s+2

L(e cos x) 1 + = = L(e2x cos x) = .

(s + 2)2 s+2 (s + 2)2 + 1

4

4

e2s e4s

Z Z

xs xs 1 xs

L(h(x)) = (H(x 2) H(x 4))e dx = e dx = e = .

0 2 s 2 s

3

(b) Use the Laplace transform method to solve the initial value problems

and

y 00 + 2y 0 3y = H(x) H(x 1); y(0) = 1, y 0 (0) = 0.

Solutions. The idea is to apply the Laplace transform to both sides of the differential

equation. This incorporates the boundary conditions because:

where Y (s) = L(y). We then solve the resulting algebraic equation for Y (s) and use the

inverse Laplace transform to find y.

First equation:

1

L(y 00 3y 0 4y) = L(sin x) = s2 Y (s) 1 3sY (s) 4Y (s) =

s2 +1

1

= Y (s)(s2 3s 4) = +1

s2 +1

Therefore

1 1 s2 + 2

Y (s) = + =

(s2 + 1)(s2 3s 4) s2 3s 4 (s2 + 1)(s 4)(s + 1)

3

s 5 18/85 3/10 3

s 5

18/85 3/10

= 34 2 34 + = 234 2 34 + ,

s +1 s4 s+1 s +1 s +1 s4 s+1

after partial fraction decomposition. Looking up the inverse transforms (and making use of

the linearity of L), we have

3 5

1 s 18/85 3/10 3 5 18 3

y=L 2

34

2 34

+ = cos x sin x + e4x ex

s +1 s +1 s4 s+1 34 34 85 10

Second equation:

00 0 2 1 es

L(y + 2y 3y) = L(H(x) H(x 1)) = s Y (s) s + 2sY (s) 2 3Y (s) =

s s

s

1 e

= Y (s)(s2 + 2s 3) = +s+2

s

Therefore,

s2 + 2s + 1 1

Y (s) = es

s(s 1)(s + 3) s(s 1)(s + 3)

1/3 1 1/3 1/3es 1/4es 1/12es

= + + + +

s s1 s+3 s s1 s+3

From section 13.2.2 in the book, we learn that

1 bs

0 : 0<xb

L e F (s) = = f (x b)H(x b)

f (x b) : x > b

In the most common cases, we can read the inverse transform from a table.

4

where f (x) = L1 (F (s)). This means that

1/3es 1/4es 1/12es

1 1/3 1 1/3

y=L + + + +

s s1 s+3 s s1 s+3

1 1 1 1 1

= + ex + e3x H(x 1) + ex1 H(x 1) + e3(x1) H(x 1)

3 3 3 4 12

12.5

10

7.5

2.5

d2 y dy

+ 2 + 5y = 3 cos(2t); y(0) = y 0 (0) = 0. (4)

dt2 dt

Solution. Two methods...

(i) Undetermined coefficients: First find the general solution of the complementary (homo-

geneous) equation

d2 y dy

2

+ 2 + 5y = 0 (5)

dt dt

2 2 4 20

Characteristic equation r + 2r + 5 = 0 = r = = r = 1 2i, so a basis

2

for the space of solutions of equation (5) is given by

u1 (t) = e(1+2i)t and u2 (t) = e(12i)t ,

and a basis of real-valued solutions is given by

1 1

y1 = (u1 + u2 ) = et cos 2t and y2 = (u1 u2 ) = et sin 2t.

2 2i

Thus, the general solution of equation (5) is

yh = c1 y1 + c2 y2 = et (c1 cos 2t + c2 sin 2t).

5

Next, find a particular solution of the differential equation (4) using the method of undeter-

mined coefficients, i.e., look for a solution of the form yp = A cos 2t + B sin 2t. We have

yp0 = 2A sin 2t + 2B cos 2t and yp00 = 4A cos 2t 4B sin 2t, and substituting these into the

original equation gives

yp00 + 2yp0 + 5yp = cos 2t(4A + 4B + 5A) + sin 2t(4B 4A + 5B) = 3 cos 2t,

A + 4B = 3

4A + B = 0

with solution

3 4 1 3

0 1 3 4 0 12

A = = and B = =

1 4

17 1 4

17

4 1 4 1

It follows that the general solution of (4) is

3 12

y = yp + yh = cos 2t + sin 2t + et (c1 cos 2t + c2 sin 2t).

17 17

Finally, we use the initial conditions, y(0) = y 0 (0) = 0 to determine c1 and c2 . First, we have

3 3

0 = yp (0) = + c1 = c1 = .

17 17

Second, yp0 = 17

6

sin 2t + 24

17

cos 2t + et ((2c2 c1 ) cos 2t (2c1 + c2 ) sin 2t) , so

24 27 27

0 = yp0 (0) = + 2c2 c1 = 2c2 + = c2 = ,

17 17 34

and the solution to the initial value problem is

3 12 1

y= cos 2t + sin 2t et (6 cos 2t + 27 sin 2t).

17 17 34

(ii) Laplace transform: First take Laplace transforms of both sides of equation (4), using the

given boundary conditions

2

dy dy 2 3s

L + 2 + 5y = L(3 cos(2t)) = s Y (s) + 2sY (s) + 5Y (s) = ,

dt2 dt s2 + 4

where Y (s) is the Laplace transform of the (as-of-yet unknown) solution y. Next, solve the

equation above for Y (s):

3s 3s

Y (s)(s2 + 2s + 5) = = Y (s) = 2 .

s2 +4 (s + 4)(s2 + 2s + 5)

Now use a partial fraction decomposition of the rational function on the right in order to more

easily identify the inverse Laplace transform. Note that both quadratic factors in the denominator

6

cannot be factored over the real numbers, and this leads to a partial fraction decomposition of

the form

3s As + B Cs + D

= +

(s2 + 4)(s2 + 2s + 5) s2 + 4 s2 + 2s + 5

(As + B)(s2 + 2s + 5) + (Cs + D)(s2 + 4)

=

(s2 + 4)(s2 + 2s + 5)

(A + C)s3 + (2A + B + D)s2 + (5A + 2B + 4C)s + (5B + 4D)

= .

(s2 + 4)(s2 + 2s + 5)

Comparing the coefficients of s3 , s2 , s and the constant coefficient on both sides of the equation

above, yields a system of four linear equations in the unknown coefficients A, B, C and D:

A+C =0

2A + B + D =0

5A + 2B + 4C =3

5B + 4D =0

The first and fourth equation show that C = A and D = 45 B, and substituting these expres-

sions in the second and third equation gives the pair of equations

1

2A B = 0

4

A + 2B = 3

with solution

0 1/4 2 0

3 2 3/4 3 1 3 6 24

A = = = and B = = = .

2 1/4 17/4 17 2 1/4

17/4 17

1 2 1 2

3

It follows that C = 17 and D = 30

17

, and therefore

3s

Y (s) =

(s2 + 4)(s2 + 2s + 5)

3

s + 24 3

s + 30

= 17 2 17 217 17

s +4 s + 2s + 5

3 s 12 2 3 s+1 27 2

= 2 + 2 .

17 s + 4 17 s + 4 17 (s + 1) + 4 34 (s + 1)2 + 4

2

Note that the coefficients of the rational functions in the second row have been distributed so that

the rational functions in the third row all have the form

s+a b

or ,

(s + a)2 + b2 (s + a)2 + b2

whose inverse Laplace transforms are

7

respectively. It follows that the solution is

1 1 3 s 12 2 3 s+1 27 2

y(t) = L (Y (s)) = L +

17 s2 + 4 17 s2 + 4 17 (s + 1)2 + 4 34 (s + 1)2 + 4

which is (not surprisingly) the same solution we found the first time around.

( a) dS = a dr,

S C

where S is an open surface in R3 bounded by the closed curve C and a is a vector field, to derive

Greens theorem in the plane.

Solution. Suppose that a = P (x, y)i + Q(x, y)j is a vector field confined to the x, y-plane and

that R is an open surface in the plane bounded by the closed curve C. Then, on the one hand,

i

j k

Q P

a = x y z =

k and dS = k dx dy,

P Q 0 x y

Z Z Z

Q P Q P

( a) dS = k k dx dy = dx dy.

R R x y R x y

a dr = (P i + Qj) (dxi + dyj) = P dx + Q dy,

so the right-hand side of Stokes theorem gives

I I

a dr = P dx + Q dy,

C C

and equating the right and left hand sides yields Greens theorem,

Z I

Q P

dx dy = P dx + Q dy.

R x y C

I

x2 y dx + 2xy 2 dy,

C

where C is the triangle in R2 with corners (0, 0), (0, 2) and (1, 4).

theorem, we have I Z

2 2

x y dx + 2xy dy = 2y 2 x2 dx dy,

C T

8

where T is the triangular region bounded by C:

It follows that

I Z 1 Z 2x+2

2 2

x y dx + 2xy dy = 2y 2 x2 dy dx

C

Z0 1 4x

2

(2x + 2)3 (4x)3 x2 (2x + 2 4x) dx

=

0 3

2 1

Z

= 53x3 + 21x2 + 24x + 8 dx

3 0

2 53 55

= + 7 + 12 + 8 =

3 4 6

Z

6. Compute the surface integral x2 + 2y 2 dS over the surface

S

r = cos i + sin j + k

dS = kr r k dA = k cos i sin j + kk dA = 2 d d.

Therefore,

2 1

Z Z Z

2 2

x + 2y dS = 2 cos2 + 22 sin2 2 d d

S 0 0

Z 2 2

Z 1

= 2 (1 + sin ) 3 d d

Z0 2 0

2 2 3 2

= 1 + sin d =

4 0 4

() = 0 and ( v) = 0.

9

Solution: For the scalar field , we have

= i+ j+ k,

x y z

so, assuming that all the second order derivatives are continuous, so that xy = yx , xz = zx

and yz = zy , it follows that

i j k

( ) = /x /y /z = (zy yz )i + (xz zx )j + (yx xy )k = 0.

x y z

For the vector field v = v1 (x, y, z)i + v2 (x, y, z)j + v3 (x, y, z)k, we have

v3 v2 v1 v3 v2 v1

v = i+ j+ k.

y z z x x y

Therefore (once again assuming that all second order partial derivatives are continuous)

2 v3 2 v2 2 v1 2 v3 2 v2 2 v1

( v) = + + = 0.

xy xz yz yx zx zy

8. Suppose that u = ((x, y), (x, y), 0) is a continuous vector field confined to R2 that is both

solenoidal and irrotational. Show that the functions and are both harmonic (potential)

functions (i.e., they are each solutions of Laplaces equation).

u= + = 0,

x y

so y = x . If u is irrotational, then its curl is 0, i.e.,

i j k

u = x y z = k = 0,

0 x y

2 2

= = = = = ,

x2 x x x y y x y y y 2

so xx + yy = 0. Likewise,

2 2

2

= = = = = 2,

y y y y x x y x x x

so xx + yy = 0.

(Note that in this case, the function f (x + iy) = (x, y) + i(x, y) is holomorphic in C).

10

9. A (left) stochastic matrix A is an n n matrix,

a11 a1n

A = ... .. .. ,

. .

an1 ann

n

X

with nonnegative coefficients whose column-sums are all 1, i.e., for which aij = 1 for each j.

i=1

Proof 1. If I is the n n identity matrix, then the column-sums of A I are all 0, because

the sum of the entries in the j th column of A I is

a1j + a2j + + (ajj 1) + + anj = (a1j + + anj ) 1 = 0.

It follows that the sum of the rows of A I is the zero (row) vector, i.e., the rows of A I

are linearly dependent, so rank(A I) n 1. This implies that det(A I) = 0, so = 1

is an eigenvalue of A.

Proof 2: If x = [1 1 1]T , then

a11 a21 an1 1 a11 + a21 + + an1 1

a12 a22 an2 1 a12 + a22 + + an2 1

AT x = .. .. .. = = .. ,

.. . . ..

. . . . . . .

a1n a2n ann 1 a1n + a2n + + ann 1

eigenvalues of A and AT are the same, so = 1 is an eigenvalue of A too.

(b) Find the eigenvalues and corresponding eigenvectors of the stochastic matrix

0.7 0.8

A= .

0.3 0.2

Solution. Eigenvalues:

0.7 0.8

det (A I) = = 2 0.9 0.1 = ( 1)( + 0.1),

0.3 0.2

Eigenvectors: we solve the equations (A I)x = 0 and (A + 0.1I)x = 0.

0.3 0.8 x 0 3

1 = 1 : = = 0.3x + 0.8y = 0 = y = x,

0.3 0.8 y 0 8

8

so x1 = is an eigenvector with eigenvalue 1 = 1.

3

0.8 0.8 x 0

2 = 0.1 : = = x + y = 0 = y = x,

0.3 0.3 y 0

1

so x2 = is an eigenvector with eigenvalue 2 = 0.1.

1

11

1

(c) Let u0 = , and for n = 1, 2, 3, . . ., let un+1 = Aun . Find a vector w R2 such that

1

un n

w (and prove the convergence).

Solution. Note that the eigenvalues of A are distinct, which implies that the corresponding

eigenvectors are linearly independent (which we can also verify by inspection), and hence the

vectors x1 and x2 that we found above form a basis for R2 . Furthermore, we observe that

since Ax1 = x1 , it follows that An x1 = x1 , and likewise, since Ax2 = 0.1x2 , it follows

that An x2 = (0.1)n x2 .

Therefore, expressing u0 as a linear combination of x1 and x2 , u0 = c1 x1 + c2 x2 , we see that

un = An u0 = An (c1 x1 + c2 x2 ) = c1 An x1 + c2 An x2 = c1 x1 + c2 (0.1)n x2 c1 x1 ,

(partially) solving the system

8 1 c1 1

= .

3 1 c2 1

For this we can use Cramers rule

1 1

1 1 2

c1 = = ,

8 1

11

3 1

8/11

hence w = 2 .

3/11

a

(d) Show that if u = , then there is a vector w that depends only on a + b such that

b

An u w.

Solution. Repeating the arguments of the previous part, if

a 8 1

u= = c1 + c2 ,

b 3 1

n 8

then it follows that A u c1 , where

3

a 1

b 1 a+b

c1 = = ,

8 1 11

3 1

n 8/11

i.e., A u (a + b) .

3/11

10. Consider the function f (x) = ex defined on the interval [0, 1].

(a) Sketch the graph of its periodic extension to R with period 1, as well as its even and odd

periodic extensions to R with period 2.

12

Solution: The periodic extension of period 1 is the function f1 (x) = ex for 0 < x 1, then

continued periodically so that for every integer n, if n < x n + 1, then f1 (x) = exn , see

Figure 7 for its graph.

The even periodic extension of period 2 is the function f2e (x), defined by f2e (x) = ex for

0 < x 1, f2e (x) = ex for 1 < x 0, and then continued periodically, so that for every

integer n, if 2n 1 < x 2n, then

x2n

e : 2n < x 2n + 1

f2e (x) =

e2nx : 2n 1 < x 2n

The odd periodic extension of period 2 is the function f2o (x), defined by f2o (x) = ex for

0 < x 1, f2o (x) = ex for 1 < x 0, and then continued periodically, so that for

every integer n, if 2n 1 < x 2n, then

ex2n : 2n < x 2n + 1

f2o (x) =

e2nx : 2n 1 < x 2n

-3 -2 -1 0 1 2 3

-3 -2 -1 0 1 2 3

13

2.5

-3 -2 -1 0 1 2 3

-2.5

(b) Which of these periodic extensions will yield the best Fourier series expansion? Why?

Solution: The even periodic extension should produce the most quickly converging Fourier

series expansion because it is the only one that yields a continuous function.

(c) Compute the Fourier coefficients for all three periodic extensions. Were you right?

Solution:

(i) Period 1 extension: Denoting the coefficients of cos(2nx) and sin(2nx) by an and bn

respectively, we have

Z 1

an = 2 ex cos(2nx) dx

0

1 Z 1

x

= 2e cos(2nx) + 4n ex sin(2nx) dx

0 0

1 Z 1

x 2 2

= 2(e 1) + 4ne sin(2nx) 8 n ex cos(2nx) dx

0 0

2 2

= 2(e 1) 4 n an

so

2(e 1)

(1 + 4 2 n2 )an = 2(e 1) = an = .

1 + 4 2 n2

Likewise,

Z 1

bn = 2 ex sin(2nx) dx

0

1 Z 1

x

= 2e sin(2nx) 4n ex cos(2nx) dx

0 0

= 2nan ,

so

4n(e 1)

bn = .

1 + 4 2 n2

14

Thus the Fourier series for f1e is

!

X 2 cos(2nx) 4n sin(2nx)

f1 (x) = (e 1) 1 + 2 2

n=1

4 n + 1 4 2 n2 + 1

In the figure below, the graph of f1 is displayed together with the truncation

7

!

X 2 cos(2nx) 4n sin(2nx)

(e 1) 1 +

n=1

4 2 n2 + 1 4 2 n2 + 1

-3 -2 -1 0 1 2 3

(ii) Even extension (period 2): Since f2e is an even function, its Fourier series will consist

only of cosine terms. Denoting the coefficients by an again, we have

Z 1 Z 1

an = f2e (x) cos(nx) dx = 2 ex cos(nx) dx (because f2e (x) cos(nx) is even).

1 0

1 Z 1

x

= 2e cos(nx) + 2n ex sin(nx) dx

0 0

1 Z 1

x 2 2

= 2(e 1) + 2ne sin(nx) 2 n ex cos(nx) dx

0 0

n 2 2

= 2((1) e 1) n an .

Hence

2((1)n e 1)

an = ,

2 n2 + 1

and therefore

X ((1)n e 1) cos(nx)

f2e (x) = (e 1) + 2 .

n=1

2 n2 + 1

15

In the figure below, the graph of f2e is displayed together with the truncation

7

X ((1)n e 1) cos(nx)

(e 1) + 2

n=1

2 n2 + 1

-3 -2 -1 0 1 2 3

(iii) Odd extension (period 2): Since f2o is an even function, its Fourier series will consist

only of sine terms. Denoting the sine coefficients by bn again, and using the fact that the product

of odd functions is even, we have

Z 1 Z 1

bn = f2o (x) sin(nx) dx = 2 ex sin(nx) dx (because f2o (x) sin(nx) is even).

1 0

1 Z 1

x

= 2e sin(nx) 2n ex cos(nx) dx

0 0

1 Z 1

x 2 2

= 2ne cos(nx) 2 n ex sin(nx) dx

0 0

n+1

= 2n((1) e + 1) 2 n2 bn .

Hence

2n((1)n+1 e + 1)

bn = ,

2 n2 + 1

and therefore

X n((1)n+1 e + 1) sin(nx)

f2e (x) = 2 .

n=1

2 n2 + 1

In the figure below, the graph of f2o is displayed together with the truncation of its Fourier series

at n = 10 (dashed red line).

16

3

-3 -2 -1 0 1 2 3

-1

-2

-3

The coefficients of the even periodic extension are all on the order of 1/n2 , while the other two

periodic extensions have coefficients on the order of 1/n, so, yes, I was right. This is also visible

in the graphs the truncated Fourier series of the even periodic extension yields a much better

approximation of f2e than the other two truncated series do for their respective functions.

11. Let p(z) = an z n + + a1 z + a0 be a non constant polynomial with complex coefficients (i.e.,

n > 0 and an 6= 0).

(a) By applying Liouvilles Theorem (see section 24.10 in the text) to the function 1/p(z), show

that p(z) has at least one root in C.

(b) Using long division of polynomials and mathematical induction, conclude that every poly-

nomial of degree n and (real or) complex coefficients may be factored into linear factors.

Solution.

(a) Assume to the contrary that p(z) 6= 0 for all z C, then it follows that 1/p(z) is holomorphic

(analytic) in the entire complex plane, since

p0 (z)

d 1

=

dz p(z) p(z)

is defined in all of C. If we can show that 1/p(z) is bounded in all of C, then it will follow from

Liouvilles theorem that 1/p(z) is constant, and hence so is p(z), contradicting the assumption

that it is nonconstant.

17

To show that 1/p(z) is constant, we first observe that 1/p(z) and therefore the (real-valued)

function |1/p(z)| are both continuous in all of C. Hence, for any r > 0, there is a bound Br > 0

such that

1

p(z) Br

in the compact (closed and bounded) set Dr = {z C : |z| r}. It remains to find an r > 0

such that |1/p(z)| is also bounded for |z| > r.

To that end, note that |p(z)| = |z|n |an + an1 z 1 + + aj z jn + + a0 z n |, and let

M = max |aj |.

0jn

If |z| > max(1, 2nM/|an |), then for 0 j n 1, we have j n 1 and |z| > 1, so

|z|jn < |z|1 < (2nM/|an |)1 from which it follows that

|an | |aj | |an |

|aj z jn | < |aj |(2nM/|an |)1 = ,

2n M 2n

since |aj /M | 1. Hence, if |z| > max(1, 2nM/|an |), then

2n 2

and therefore for such z,

2 2

It follows that if |z| > r0 = max(1, 2nM/|an |), then

|an ||z|n |an ||z|

|p(z)| = |z|n an + an1 z 1 + + aj z jn + + a0 z n >

> nM,

2 2

and hence |1/p(z)| < 1/nM . Finally, if B = max(Br0 , 1/nM ), then |1/p(z)| < B for all z C,

and were done.

(b) If n = 1 and a1 6= 0, then p(z) = a1 z + a0 is a linear polynomial, and the statement is true in

this case. Now assume that n > 1 and that if q(z) is any polynomial of degree n 1, then q(z)

may be factored into (n 1) linear factors, .

q(z) = (a1 z + b1 )(a2 z + b2 ) (an1 z + bn1 ).

Now let p(z) have degree n, then by part (a), there is a C such that p() = 0 and it follows

that p(z) = (z )q(z), where q(z) has degree n 1. From the induction hypothesis, it follows

that

q(z) = (a1 z + b1 )(a2 z + b2 ) (an1 z + bn1 ),

and hence

p(z) = (z )q(z) = (z )(a1 z + b1 )(a2 z + b2 ) (an1 z + bn1 ),

which show that p(z) may also be factored into linear factors. It follows by the principal of

mathematical induction that every non constant polynomial (with real or complex coefficients)

may be factored into linear factors (over C).

This is the induction hypothesis.

18

12. Chapter 24, problems 1, 3, 10; Chapter 25, problem 9.

Solutions. 24.1, 24.3 and 25.9 see the hints/solutions in the book.

d

24.10: The function exp(iaz 2 ) is holomorphic in all of C (since dx exp(iaz 2 ) = 2iaz exp(iaz 2 )

exists in all of C). This means that if is any closed curve in C, then by Cauchys theorem,

I

exp(iaz 2 ) dz = 0.

2

R

If z = x is real, then exp(iax

R ) = cos(ax2 ) + i sin(ax2 ), thus the integral 0

cos(ax2 ) dx is the

real part of the integral 0 exp(iax2 ) dx.

The idea then, is to find a closed contour that includes the positive real axis such that the

integral of exp(iaz 2 ) dz along the remainder of can be computed directly.

Observation 1: If we write z = r(cos + i sin ), then

2 2

exp(iaz 2 ) = exp iar2 (cos 2 + i sin 2) = ear sin 2 eiar cos 2 .

2

Now, if 0 < < /2, then sin 2 > 0 and | exp(iaz 2 )| = ear sin 2

which goes to 0 as r ,

for fixed . This would appear to indicate that

Z

lim exp(iaz 2 ) dz = 0,

r 1 (r)

where 1 (r) is the eighth of a circle in the first quadrant of radius r with the counterclockwise

orientation, depicted below. More on this later.

2(r) 1(r)

/4

2

Observation 2: If z = tei/4 , then z 2 = t2 ei/2 = it2 so exp(iaz 2 ) = eat in this case. It

follows that if 2 (r) is the ray from 0 to rei/4 (oriented towards 0 as depicted above), then

Z 0

1 + i r at2

Z Z

2 at2 i/4

exp(iaz ) dz = e e dt = e dt,

2 (r) r 2 0

19

R

(since along 2 (r), dz = ei/4 dt). Hence as r , the real part of 2 (r) exp(iaz 2 ) dz approaches

the limit Z r r

1 at2 1

e dt = = ,

2 0 2 4a 8a

because Z Z r

at2 1 x2 1

e dt = e dx = = .

0 a 0 a 2 4a

Conclusion: Let r be the closed curve comprised of the segment [0, r] on the real line, 1 (r)

and 2 (r) (with the standard counterclockwise orientation), then

I Z r Z Z

iaz 2 iax2 iaz 2 2

e dz = e dx + e dz + eiaz dz = 0

r 0 1 (r) 2 (r)

Z r Z r Z Z

2 iax2 iaz 2 iaz 2

cos(ax ) dx = < e dx = < e dz + e dz .

0 0 1 (r) 2 (r)

2

lim eiaz dz = 0,

r 1 (r)

Z Z r Z Z r

2 2 iaz 2 iaz 2

cos(ax ) dx = lim cos(ax ) dx = lim < e dz + e dz =0+ ,

0 r 0 r 1 (r) 2 (r) 8a

as claimed.

R 2

The fun part: We want to show that 1 (r) eiaz dz 0 as r , which we do using the

inequality Z

f (z) dz max |f (z)| `(),

z

2 2

where `() is the length of the curve . In this case, `(1 (r)) = r/4 < r and |eiaz | = ear sin 2 ,

2

and since for a constant c > 0, xecx 0 (rapidly) as x , we would like to say that

2

rear sin 2 0 (which implies that the integral goes to 0). But its not quite that simple, because

if for example = 1/r2 with r large (so is very close to 0) then sin 2 2 = 2/r2 , in which

case

2 2

ear sin 2 ear 2 = e2a ,

which is bounded away from 0. On the other hand, this phenomenon only occurs on a very short

portion of 1 (r), which suggests the following fix.

For a (very small) angle r > 0, we divide 1 (r) into two parts, 1 (r) and 2 (r), where 1 is the

(very short) portion of 1 (r) where 0 r and 2 is the portion of 1 (r) where r < /4.

The lengths of these two parts are

`(1 (r)) = rr and `(2 (r)) = r r < r.

4

20

2

Next, for any between 0 and /4, ear sin 2 1 (since sin 2 0) and therefore

Z

iaz 2

e dz `(1 (r)) 1 = rr .

1 (r)

On the other hand, if /4 > r > 0, then sin 2 > sin 2r > 0 so

2 2

ear sin 2

< ear sin 2r

.

Furthermore, if 0 < r < /6, then sin 2r > r ,k and it follows that if r < /6, then

Z

iaz 2 2 2 2

dz `(2 (r))ear sin 2r < rear sin 2r < rear r .

e

2 (r)

Z Z Z Z Z

2 2 2 iaz 2 iaz 2 2

dz < rr +rear r ,

iaz

iaz iaz

e dz = e dz + e dz e dz + e

1 (r) 1 (r) 2 (r) 1 (r) 2 (r)

2

rr = /2 and rear r

= re(a/2)r .

Since recr 0 as r for any c > 0, it follows that (for fixed ) there is an R such that

if r > R , then

re(a/2)r < .

2

Hence, for r > R Z

iaz 2

e dz < + = ,

2 2

1 (r)

Z

2

lim eiaz dz = 0,

r 1 (r)

as claimed.

k

Because: (i) sin 0 = 0 and (ii) (sin 2x x)0 > 0 for 0 < x < /6. Fill in the details.

21

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