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UCSC AMS 211 FALL 2014

Review Questions for Final Exam Solutions


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 ,

and multiplying (3) through by this factor gives


 
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),

where H(x) is the Heaviside function



1 : x0
H(x) =
0 : x<0

Note: for the first two, integration by parts is your friend.


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

y 00 3y 0 4y = sin(x); y(0) = 0, y 0 (0) = 1

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:

L(y 0 ) = sY (s) y(0) and L(y 00 ) = s2 Y (s) y(0)s y 0 (0),

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

-1 -0.5 0 0.5 1 1.5 2 2.5 3 3.5 4 4.5 5

Figure 1: Graph of the solution of y 00 + 2y 0 3y = H(x) H(x 1); y(0) = 1, y 0 (0) = 0.

3. Solve the initial value problem


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,

and leads to the pair of linear equations

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

eat cos(bt) and eat sin(bt)

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.

Conclusion: The algebra is unavoidable, so suck it up.

4. Use Stokes theorem Z I


( 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

so the left-hand side of Stokes theorem (above) is


Z Z   Z  
Q P Q P
( a) dS = k k dx dy = dx dy.
R R x y R x y

On the other hand,


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

5. Use Greens theorem to evaluate the integral


I
x2 y dx + 2xy 2 dy,
C

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

Solution. Setting P = x2 y and Q = 2xy 2 , we have Py = x2 and Qx = 2y 2 . Invoking Greens


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:

T = {(x, y) : 0 x 1 and 4x y 2x + 2}.

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

S = {(x, y, z) : x2 + y 2 = z 2 and 0 z 1}.

(Better) Suggestion: Use the parametrization

r = cos i + sin j + k

for the cone, with 0 1 and 0 < 2.

Solution: With the suggested parametrization we have

r = cos i + sin j + k and r = sin i + cos j,

from which it follows that



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

7. If (x, y, z) is a scalar field and v(x, y, z) is a vector field, show that

() = 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).

Solution. If u is solenoidal, then its divergence is 0, i.e.,



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

so x = y . Assuming that both of these conditions hold, we have

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

(a) Show that a stochastic matrix always has an eigenvalue equal to 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

i.e., AT x = x, which means that x is an eigenvector of AT with eigenvalue = 1. But the


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

so the eigenvalues of A are 1 = 1 and 2 = 0.1.


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 ,

since (0.1)n 0 (rapidly). I.e., w = c1 x1 , and it remains to find c1 , which we do by


(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

Its graph is displayed in Figure 3.


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

Its graph is displayed in Figure 4.

-3 -2 -1 0 1 2 3

Figure 2: Periodic extension with period 1: y = f1 (x)

-3 -2 -1 0 1 2 3

Figure 3: Even periodic extension with period 2: y = f2e (x)

13
2.5

-3 -2 -1 0 1 2 3

-2.5

Figure 4: Odd periodic extension with period 2: y = f2o (x)

(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

of its Fourier series (dashed red line).

-3 -2 -1 0 1 2 3

Figure 5: Approximation of y = f1 (x), truncating its Fourier series at n = 7.

(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

of its Fourier series (dashed red line).

-3 -2 -1 0 1 2 3

Figure 6: Approximation of y = f2e (x), truncating its Fourier series at n = 7.

(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

Figure 7: Approximation of y = f2o (x), truncating its Fourier series at n = 10.

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

an1 z 1 + + aj z jn + + a0 z n < n |an | = |an |



2n 2
and therefore for such z,

an + an1 z 1 + + aj z jn + + a0 z n > an an = |an | .



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

Figure 8: The curves 1 (r) and 2 (r).


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)

from which it follows, upon comparing real parts, that


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)

Now, if it is indeed true that Z


2
lim eiaz dz = 0,
r 1 (r)

then it follows that


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

Except for the fun part.

Which, as indicated, we choose to depend on r.

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)

Combining these two results, we have


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)

Finally, given > 0, if r = /2r, then


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)

and since was arbitrary, it follows that


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