Problem Set 10 - Advanced Calculus | MATH 360, Assignments of Mathematics

Material Type: Assignment; Class: ADVANCED CALCULUS; Subject: Mathematics; University: University of Pennsylvania; Term: Spring 2007;

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Pre 2010

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Due: Friday, April 13, 2007
Math 360 - Advanced Calculus / Problem Set 10 (two pages)
1) Prove the following assertions made in the class:
a) If f:D
R
is differentiable at x0D, then fis continuous at x0.
b) If f , g are differentiable at x0, then so is fg and f/g, provided g(x)6= 0 on Din the last case.
2) Complete the proof of the Inverse Function Theorem along the following lines: Let f:I= (a, b)
R
be
differentiable on (a, b), and f0(x)6= 0 for all x(a, b). Then one has:
a) f0is either strictly positive, or strictly negative on I.
b) fis either strictly increasing, or strictly decreasing on I.
c) J:= f(I)
R
is an open interval in
R
.
d) f1:JIis continuous.
e) f1is differentiable and (f1)0(y) = 1/f0(x), provided y=f(x).
[Hint: To d): Let [c, d]Ibe a closed interval. Then [c, d] is compact, hence f: [c, d]f([c, d]) is a
continuous bijection of compact topological spaces, hence a homeomorphism (WHY?). Deduce from this that
fis a homeomorphism, hence f1is continuous. To e): Take yny0in J, and xnx0the preimages in I.
Then yn=f(xn), y0=f(x0), and proceed as in the proof of the “chain rule”.]
3) Complete the proof of the fact expaand logaare differentiable along the following lines: First recall that
e:= lim(1 + 1
n)n. Show the following:
a) lim
x→∞(1 + 1
x)x= lim
x0(1 + x)1
x= lim
x1x1
x1.
b) log0
a(x0) := lim
xx0
loga(x)loga(x0)
xx0= lim
xx0
loga(x/x0)
x0(x/x01) =1
x0lim
u1
1
u1·loga(u) = 1
x0loga(e) = 1
ln(a)
1
x0
(WHY?).
c) Deduce from this exp0
ausing the Inverse Function Theorem.
4) Prove that for all α
R
, the map f: (0,)
R
,x7→ xαis differentiable and one has f0(x) = α xα1.
[Hint: xα= explog(xα)= expαlog(x), and use the chain rule, etc.]
5) Prove that the trigonometric functions are differentiable, along the following lines: First recall that
lim
u0
sin u
u= 1 (WHY?), and then show:
a) sin0(x0) := lim
xx0
sin(x)sin(x0)
xx0= lim
u0
sin(x0+u)sin(x0)
u= cos(x0) (WHY?).
b) Deduce from this that cos0(x) = sin(x) using cos(x) = sin( π
2x) and the chain rule.
c) Deduce that tan and cot are differentiable using the definitions and a), b), above.
Taylor polynomials and Maclaurin series. Let I
R
be an open interval, and let f:I
R
be a function
which is at least (n+ 1)-times differentiable on I. Let a < b in Ibe fixed. The polynomial
Pf,n(X) := f(a) + f0(a)
1! (Xa) + . . . +f(n)(a)
n!(a)(Xa)n=
n
X
k=0
f(k)(a)
k!(a)(Xa)k
is called the Taylor polynomial of degree nattached to fabout x=a. If fis k-times differentiable for all k,
and a= 0, then the (formal) power series
Σf(X) := f(0) + f0(0)
1! X+. . . +f(n)(0)
n!(a)Xn+. . . =
X
k=0
f(k)(0)
k!(0)Xk
pf2

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Due: Friday, April 13, 2007

Math 360 - Advanced Calculus / Problem Set 10 (two pages)

  1. Prove the following assertions made in the class:

a) If f : D → R is differentiable at x 0 ∈ D, then f is continuous at x 0.

b) If f, g are differentiable at x 0 , then so is f g and f /g, provided g(x) 6 = 0 on D in the last case.

2) Complete the proof of the Inverse Function Theorem along the following lines: Let f : I = (a, b) → R be

differentiable on (a, b), and f ′(x) 6 = 0 for all x ∈ (a, b). Then one has: a) f ′^ is either strictly positive, or strictly negative on I. b) f is either strictly increasing, or strictly decreasing on I.

c) J := f (I) ⊆ R is an open interval in R.

d) f −^1 : J → I is continuous. e) f −^1 is differentiable and (f −^1 )′(y) = 1/f ′(x), provided y = f (x).

[Hint: To d): Let [c, d] ⊂ I be a closed interval. Then [c, d] is compact, hence f : [c, d] → f ([c, d]) is a continuous bijection of compact topological spaces, hence a homeomorphism (WHY?). Deduce from this that f is a homeomorphism, hence f −^1 is continuous. To e): Take yn → y 0 in J, and xn → x 0 the preimages in I. Then yn = f (xn), y 0 = f (x 0 ), and proceed as in the proof of the “chain rule”.]

  1. Complete the proof of the fact expa and loga are differentiable along the following lines: First recall that e := lim(1 + (^1) n )n. Show the following:

a) (^) xlim→∞(1 + (^1) x )x^ = lim x→ 0 (1 + x) 1 x^ = lim x→ 1 x x−^11. b) log′ a(x 0 ) := (^) xlim→x 0 loga(x x)−−logx 0 a(x^0 ) = (^) xlim→x 0 x^ log 0 (x/xa(x/x 0 −^0 1)) = (^) x^10 ulim→ 1 u−^11 · loga(u) = (^) x^10 loga(e) = (^) ln(^1 a) x^10 (WHY?). c) Deduce from this exp′ a using the Inverse Function Theorem.

4) Prove that for all α ∈ R, the map f : (0, ∞) → R, x 7 → xα^ is differentiable and one has f ′(x) = α xα−^1.

[Hint: xα^ = exp

log(xα)

= exp

α log(x)

, and use the chain rule, etc.]

  1. Prove that the trigonometric functions are differentiable, along the following lines: First recall that

ulim→ 0 sinu^ u= 1 (WHY?), and then show: a) sin′(x 0 ) := (^) xlim→x 0 sin(x x)−−sin(x 0 x^0 )= lim u→ 0 sin(x^0 +u u)− sin(x^0 )= cos(x 0 ) (WHY?). b) Deduce from this that cos′(x) = − sin(x) using cos(x) = sin( π 2 − x) and the chain rule. c) Deduce that tan and cot are differentiable using the definitions and a), b), above.

Taylor polynomials and Maclaurin series. Let I ⊂ R be an open interval, and let f : I → R be a function

which is at least (n + 1)-times differentiable on I. Let a < b in I be fixed. The polynomial

Pf,n(X) := f (a) + f^

′(a) 1! (X^ −^ a) +^...^ +^

f (n)(a) n! (a)(X^ −^ a)

n (^) = ∑^ n k=

f (k)(a) k! (a)(X^ −^ a)

k

is called the Taylor polynomial of degree n attached to f about x = a. If f is k-times differentiable for all k, and a = 0, then the (formal) power series

Σf (X) := f (0) + f^

1! X^ +^...^ +^

f (n)(0) n! (a)X

n (^) +... =

∑^ ∞

k=

f (k)(0) k! (0)X

k

is called the Maclaurin series attached to f (about x = 0).

  1. In the context above, show the following:

a) For every x ∈ [a, b] there exist ξ ∈ [a, x] such that f (x) = Pf,n(x) + f^ ((nn+1)+1)!(ξ )(x − a)n+1. b) In particular, if f (n+1)^ is bounded, say by M > 0 on [a, b], then ‖f − Pf,n‖sup ≤ M^ (b−a) n+ (n+1)!. c) In particular, if f is k-times differentiable for all k, and f (k)^ is bounded, say by M > 0 on [a, b], for all k, then the Maclaurin series Σf (x) is absolutely convergent for x ∈ [a, b], and f (x) = Σf (x) for x ∈ [a, b].

  1. Show that exp, sin and cos satisfy the property from c) above. Prove/answer the following:

a) exp(x) = 1 + 1!x + x 2!^2 + x 3!^3 +... = ∑∞ k=0 kx! for all x ∈ R.

b) sin(x) = 1!x − x 3!^3 + x 5!^5 −... = ∑∞ k=0(−1)k^ (2x^2 kk+1)!+1 for all x ∈ R.

c) cos(x) = 1 − x 2!^2 + x 4!^4 −... =

k=0(−1)k x

2 k

(2k)! for all^ x^ ∈^ R.

  • Check Euler’s Formula: exp(ix) = cos(x) + i sin(x). What is the meaning/interpretation of this formula? d) ln(x + 1) = x 1 − x 22 + x 33 −... = ∑∞ k=1(−1)k−^1 x kk for all x ∈ (− 1 , 1).

8) Consider f : R → R by f (x) = e−^1 /x^2 for x 6 = 0, and f (0) := 0. Show that f is k-times differentiable for

all k, and compute its Maclaurin series. What do you conclude?