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Show that W (x) satisfies the initial value problem (the following first order equation with initial condition is called an initial value problem) W0+ P (x)W = 0, W (0

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1. HW 6, Part I

(1) Find the characteristic polynomials of the following second order equations and solve these equations.

(a) y00− 6y0+ 8y = 0.

(b) y00− 16y0+ 64y = 0.

(c) 4y00+ y = 0.

(2) Let us consider the following second order equation ψ00+ P (x)ψ0+ Q(x)ψ = 0.

Assume that y = y(x) and z = z(x) are solutions to the equation satisfying the initial conditions

 y(0) z(0) y0(0) z0(0)



=1 0 0 1

 Let us denote W (x) to be the determinant:

W (x) =

y(x) z(x) y0(x) z0(x) .

Show that W (x) satisfies the initial value problem (the following first order equation with initial condition is called an initial value problem)

W0+ P (x)W = 0, W (0) = 1.

(3) Let (sn) be the sequence of numbers defined by sn=

n

X

k=1

n n2+ k2. Compute lim

n→∞sn if it exists.

(4) Suppose that a1, · · · , an are real numbers. Denote Qn

k=1ak = a1 · a2· · · an. Let us define (xn) by

xn=

n

Y

k=1

 1 +k

n

n1 . Compute lim

n→∞xn. (Hint: consider ln xn.) (5) Compute lim

n→∞

Z 1 0

xn 1 +√

xdx. (Hint: 0 ≤ xn 1 +√

x ≤ xn for 0 ≤ x ≤ 1.) (6) Use the integral

Z 1 0

(1 − x)ndx to show that

n 0



− 1 2

n 1



+ · · · +(−1)n n + 1

n n



= 1

n + 1.

(7) Let −∞ < a < b < ∞. Assume that y = f (x) and y = g(x) are continuous functions on [a, b].

(a) Assume that y = f (x) is not a zero function. Define F (t) =

Z b a

(tf (x) − g(x))2dx, t ∈ R.

Find A, B, C such that F (t) = At2− 2Bt + C.

(b) Explain that F (t) ≥ 0.

(c) Using (b), show that B2≤ AC.

1

(2)

2

(8) Let y = f (x) be a continuous function on [0, 2π]. Denote an= 1

π Z

0

f (x) cos nxdx, n ≥ 0,

bn= 1 π

Z 0

f (x) sin nxdx, n ≥ 1.

The infinite series a0

2 +

X

n=1

{ancos nx + bnsin nx}

is called the Fourier expansion for y = f (x).

(a) f (x) = x, 0 ≤ x ≤ 2π. Compute the Fourier expansion for f.

(b) f (x) = x2, 0 ≤ x ≤ 2π. Compute the Fourier expansion for f.

In this exercise, you need to use the integration by parts formula:

Z b a

u(x)v0(x)dx = u(x)v(x)|bx=a− Z b

a

v(x)u0(x)dx.

(c) The following equality is called the Parseval’s identity:

1 π

Z 0

|f (x)|2dx = a20 2 +

X

n=1

{a2n+ b2n}.

Use (a) and the Parseval identity to compute ζ(2) =

X

n=1

1 n2.

Similarly, using (b) and the Parseval identity to compute ζ(4) =

X

n=1

1 n4.

(d) Suppose we know cos 3x = 4 cos3x − 3 cos x and sin 3x = 3 sin x − 4 sin3x. Using Parseval identity to compute

Z 0

cos6xdx and Z

0

sin6xdx.

(9) A function y = f (x) defined on R is a periodic function of period T if f (x+T ) = f (x) for all x ∈ R. Assume that y = f (x) is a continuous function on R of period T. For example, sin x and cos x are periodic functions of period 2π on R. Show that

Z a+T a

f (x)dx = Z T

0

f (x)dx, ∀a ∈ R.

(10) A function y = f (x) on R is even if f (x) = f (−x) for all x and is odd if f (x) = −f (x) for all x. For example, sin x is an odd function on R while cos x is even on R. Show that if y = f (x) is an even function, then

Z a

−a

f (x)dx = 2 Z a

0

f (x)dx and if y = g(x) is odd, then

Z a

−a

g(x)dx = 0.

(3)

3

Compute Z π

−π

sin2013x 4 + cos27xdx.

(11) Compute Z π/2

0

sin x

cos2x + 3 cos x + 2dx.

In this exercise, you need the change of variable formula:

Z b a

f (x)dx = Z d

c

f (h(t))h0(t)dt,

where x = h(t) is an increasing differentiable function on [c, d] so that h(c) = a and h(d) = b.

(12) Let F (x) = Z x2

0

sin(θ2)dθ for x ∈ R. Compute F0(1).

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