Problems On Sums and Integrals
Problems On Sums and Integrals
Contents
1 Swapping sums 1
1.1 Finite sums . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1
1.2 Absolute and conditional convergence . . . . . . . . . . . . . . . . . . . . . . . . . . 2
2 Riemann integral 4
2.1 Compactness and improper integrals . . . . . . . . . . . . . . . . . . . . . . . . . . . 4
2.2 Mesh sums . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5
2.3 Discretization and inequalities . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5
3 Lebesgue integrals 5
3.1 Advantages of Lebesgue integrals . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5
3.2 Riemann integrals and Lebesgue integrals . . . . . . . . . . . . . . . . . . . . . . . . 6
3.3 Swapping double integrals . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6
3.4 Interchanging limits and Lebesgue integrals . . . . . . . . . . . . . . . . . . . . . . . 7
5 Problems 11
1 Swapping sums
1.1 Finite sums
Here is an example that many of you might already know from high school math contests.
Example 1. Let n be a positive integer. Prove that
X jnk 1
ϕ(k) = n(n + 1).
k 2
k≥1
Proof. The key idea is to rewrite the floor as a sum involving divisors:
X jnk X X XX
ϕ(k) = ϕ(k) 1= ϕ(k).
k
k≥1 k≥1 k|m k≥1 k|m
k≤n m≤n
Thus we’re computing the sum of ϕ(k) over several pairs of integers (k, m) for which k | m, m ≤ n.
For example, if n = 6, the possible pairs (k, m) are given be the following table:
(1, 1) (1, 2) (1, 3) (1, 4) (1, 5) (1, 6)
(2, 2) (2, 4) (2, 6)
(3, 3) (3, 6)
(k, m) ∈
(4, 4)
(5, 5)
(6, 6)
1
Nominally, we’re supposed to be summing by the rows of this table (i.e. fix k and run the sum over
corresponding m). However, by interchanging the order of summation we can instead consider this
as a sum over the rows: if we instead pick the value of m first, we see that
XX n X
X
ϕ(k) = ϕ(k).
k≥1 k|m m=1 k|m
m≤n
P
Using the famous fact d|n ϕ(d) = n, we conclude
n X n
X X 1
ϕ(k) = m = n(n + 1).
2
m=1 k|m m=1
Here
P one has the idea that one can “swap Pthe order of summation”: even though there is a
single initially, by rewriting it as a double and then swapping the order, we are able to solve
the problem.
The goal of this lecture is to try and push this idea to allow us to do similar calculations over
both infinite sums and integrals. Because of the introduction of infinity, things become a little more
complicated and some more care is necessary. So, in the first part of the lecture we will address
conditions on which rearranging the order of summation or integration is permissible. After that
we will see several applications.
Note that this depends on the order of the terms: if we permute the sequence, the limit might
change! This is weird and bad since we would want “infinite addition” to be commutative, so we
want a way to avoid this behavior. This is accomplished by using the so-called notion of absolute
convergence.
P P
Definition 2. If ak converges, we say it converges absolutely if |ak | < ∞, and converges
conditionally otherwise.
P
Theorem 3 (Rearrangement okay iff absolutely convergent). Let an be a convergent series of
complex numbers.
P
(a) If an is absolutely convergent, it is invariant under permutation of the terms (the sum will
still converge, and the limit remains the same).
P
(b) If an is conditionally convergent and an are real numbers, then there exists a permutation
of the terms for which the sum converges to 2018.
2
Theorem 4 (Fubini for doubly-indexed infinite sums). Let am,n ∈ C. If any of the three quantities
! !
X X X X X
|am,n |, |am,n | , |am,n |
(m,n)∈N2 m n n m
Proof. Before anything else, the sum is absolutely convergent since we have
X 1 X
−2
X 1 π2
< k = · 2 < ∞.
k(k · 2n + 1) 2n 6
k≥1 k≥1 n≥0
n≥0
1
Now we claim that the inner sum is exactly d−1 . Indeed, if d − 1 = 2r m with m odd, then the sum
is
r
(−1)m−1 (−1)2m−1 (−1)2 m−1
1 1 1 1
+ + ··· + = − − ··· − r
m 2m 2r m m 1 2 2
1
= r
2 m
1
= .
d−1
Consequently, the final answer is
X 1 X 1 1
= − = 1.
d(d − 1) d−1 d
d≥2 d≥2
3
2 Riemann integral
So far all of this is fair-game on high school. We’ll now move into the realm of calculus.
Definition 7. A tagged partition P of [a, b] consists of a partition of [a, b] into n intervals, with a
point ξi in the nth interval, denoted
The mesh of P is the width of the longest interval, i.e. maxi (xi − xi−1 ).
As written, this does not officially make sense as a Riemann integral, since f (x) = √1 is not a
x
function on [0, 1]. Rather, we implicitly mean
Z 1
1
lim √ dx
ε→0+ ε x
since
R 1 −1f (x) is well-defined on [ε, 1]. In this case, there is no guarantee the limit exists; for example
0 x dx = ∞.
Similarly, it’s possible to set endpoints at ∞ by e.g.
Z ∞ Z B
f (x) := lim f (x)
−∞ B→∞ −B
for example.
4
2.2 Mesh sums
Sometimes, you will find that a sum can be written in such a way that it corresponds to the mesh
of a Riemann integral. In that case, one is very happy, because then it turns the entire sum into a
single integral!
Example 10. Evaluate
1 1 1
lim + + ··· + .
n→∞ n+1 n+2 2n
Proof. Write as
n
!
1X 1
lim k
.
n→∞ n 1+ n
k=1
1
R1 1
Then, this is a mesh sum for f (x) = 1+x over [0, 1]. Thus by definition it approaches 0 1+x dx =
log 2.
Lemma 11 (The obvious inequality). Let f, g : [a, b] → R be continuous functions. If f (x) ≤ g(x)
for all x ∈ [a, b] then
Z b Z b
f (x) dx ≤ g(x) dx.
a a
3 Lebesgue integrals
3.1 Advantages of Lebesgue integrals
Unfortunately, Riemann integrals are terrible. In order to properly state theorems about interchang-
ing order of summation, it’ll be Rmuch more convenient to proceed with the LebR esgue integral,
b
which I will generally denote by X to distinguish it from the Riemann integral a .
Defining the Lebesgue integral is much more involved, because it involves a bunch of measure
theory, so I won’t define what it is (but those of you taking 18.175 will find out really soon).
However, I’ll at least mention the following reasons it’s appreciated.
5
• Better theorems P about
R b swappingR b P limits and sums. For example, for the Riemann
integral, swapping n a fn and a n fn requires uniform convergence, which is a pretty
strong condition (although it’ll be true for Taylor series, which is a frequent use case for us).
• Improper integrals can be handled natively. You can write (0,1) √1x dx and R exp(−x2 ) dx
R R
and it makes sense, unlike for the Riemann case where one has to use an improper integral.
• More versatile. Although we won’t encounter any, some functions thatRwere previously not
Riemann integrable can now be assigned values. The classic example is [0,1] 1Q = 0.
• For continuous functions f : [a, b] → C, the Riemann integral and Lebesgue integrals coincide.
So proper Riemann integrals work out of the box.
• For continuous nonnegative functions f : (a, b) → R≥0 on an open (or half-open) interval
where one needs improper integrals, the improper Riemann integral and Lebesgue integrals
coincide (where we allow the possibility that the integrals are both +∞). Here, a = −∞ and
b = +∞ are allowed too.
Rd
• For general f : (a, b) → C, if the partial integrals c |f | dx are bounded for any [c, d] ⊂ (a, b)
then we can also swap as above.
On the other hand, if your signs are all over the place, then there isn’t hope in general
R ∞ sin xof converting
improper Riemann integrals to Lebesgue ones. A famous textbook example is 0 x dx which in
fact is not covered by Lebesgue integration.
6
Remark 14. • If X = N and Y = N, then this corresponds to the double sums we stated earlier.
PR RP
• If X = N and Y ⊂ R is an interval, then this states that and can be swapped.
• Note that if X and Y are finite closed intervals and f : X × Y → C is continuous, then
hypotheses of Fubini are automatically satisfied, since X ×Y is compact. The situation where
X and Y are open/infinite is more slippery, although in most cases we’ll have nonnegativity
and then Tonelli will save us.
Tonelli’s theorem (together with the result that even improper Riemann integrals are okay with
nonnegative functions) means that whenever you have nonnegative functions, you can proceed no
holds barred — everything works beautifully. In other words nonnegative =⇒ euphoria.
7
Theorem 17 (Convergence of Taylor series). Let f be an analytic function. Within its radius of
convergence, the Taylor series for f will
I mention uniform convergence here since it’s actually strong enough to allow swapping inte-
gration even for the Riemann integral. Here’s the definition:
Definition 18. A sequence of functions Fn : [a, b] → C is said to converge uniformly to the function
F : [a, b] → C if
lim sup |Fn (x) − F (x)| = 0.
n→∞ x∈[a,b]
P Pn
A series n fn converges uniformly if its partial sums Fn = k=1 fk do.
But we’ll be mostly using Lebesgue integrals anyways.
So, whenever you have an analytic function on a closed interval, all the summation results work
fine! Here is a very famous example.
Example 19. Compute Z 1
log x log(1 − x) dx.
0
There is some subtlety here since this integral looks like it might be improper! Fortunately,
it’s not quite, since limx→0+ log(x) log(1 − x) = 0, and in this way we can actually regarding
log(x) log(1 − x) as a proper integral on [0, 1].
1 PN 1 π2
The N th partial sum of this is equal to 1 − N +1 − n=1 (n+1)2 which gives 2 − 6 as N → ∞.
Remark
R1 n 20 (An application of Feynman’s trick). In my original notes, I had obtained the identity
1
0 x log x dx = − (n+1)2 using integration by parts. In class it was pointed out that Feynman’s
8
trick, more descriptively called “differentiating under the integral sign”, gives a shorter way to
prove this. Start by writing Z 1
1
xn dx =
0 n + 1
and then treat n ∈ R as a parameter. This allows one to differentiate both sides with respect to n,
yielding
Z 1
d n d 1
x dx =
0 dn dn n + 1
Z 1
1
=⇒ xn log x dx = − .
0 (n + 1)2
9
Proof. Check conditional convergence of the double sum in the same way as before. Thus we apply
Fubini freely:
∞ ∞ ∞ ∞ Z
X (−1)k−1 X 1 X (−1)k−1 X n
n
= tk2 dt
k k2 + 1 k
k=1 n=0 k=1 n=0 [0,1]
∞ X ∞ n
!
(−t2 )k
Z X
= − dt
[0,1] k
n=0 k=1
∞ ∞
Z Z !
n 2n
X Y
= log(1 + t2 ) dt = log (1 + t ) dt
[0,1] n=0 [0,1] n=0
Z Z
1
= log dt = − log(1 − t) dt = 1.
[0,1] 1−t [0,1]
(a) The Fourier series converges uniformly provided f is continuously differentiable (this can be
weakened to “absolutely continuous”, but we won’t need that level of generality).
P
(b) The Fourier series converges absolutely as long as m∈Z |am | < ∞.
In general, Fourier-type sums are good things to keep an eye out for, even if they don’t explicitly
come from Fourier series. For example, given a complex polynomial p(z) (or even a series):
2πik
• The discrete sum n−1
P
k=0 p e n extracts the coefficients with indices divisible by n,
10
R 2π it
• the integral t=0 p(e ) dt = 2π · p(0) extracts the constant term of the polynomial,
and so on. This is related to complex analysis, in which it turns complex differentiable functions
C → C are exactly the same as complex analytic functions, which means you can go nuts with all
sorts of beautiful results such as Cauchy’s theorem.
5 Problems
1. Evaluate the improper integral
1
log(1 − x)
Z
dx.
0 x
R∞
3. (a) Show that that min(a, b) = 0 1≤a (t)1≤b (t) dt for any nonnegative real numbers a, b ≥
0. (What do you think 1≤c (t) means?)
(b) Show that if r1 , . . . , rn are nonnegative reals and x1 , . . . , xn are real numbers then
n X
X n
min(ri , rj )xi xj ≥ 0.
i=1 j=1
R1 R1
4. For each continuous function f : [0, 1] → R let I(f ) = 0 x2 f (x) dx and J(f ) = 0 xf (x)2 dx.
Find the maximum value of I(f ) − J(f ) over all such functions f .
5. Compute
1 1 1
lim √ +√ + ··· + √ .
n→∞ 4n2 − 12 4n2 − 22 4n2 − n2
6. Let a and b be real numbers with a < b, and let f and g be continuous functions from [a, b]
Rb Rb
to (0, ∞) such that a f (x) dx = a g(x) dx but f =
6 g. For every positive integer n, define
b
(f (x))n+1
Z
In = dx.
a (g(x))n
Show that I1 , I2 , I3 , . . . is an increasing sequence with limn→∞ In = ∞.
a0 + a1 y + a2 y 2 + · · · + an y n = 0.
11
8. Find
n n
1 XX a
lim .
n→∞ n a + b2
2
a=1 b=1
11. RSuppose that f is a function on the interval [1, 3] such that −1 ≤ f (x) ≤ 1 for all x and
3
1 f (x) dx = 0. Determine the largest possible value of
Z 3
f (x)
dx.
1 x
12. Let f : R → R be continuous and satisfy f (x) ≥ 1 for all x. Suppose that
f (x)f (2x) . . . f (nx) ≤ 2018n2019
for every positive integer n and x ∈ R. Must f be constant?
R∞ 2 √
13. Show that −∞ e−x dx = π.
14. A rectangle in R2 is called great if either its width or height is an integer. Prove that if a
rectangle X can be dissected into great rectangles, then the rectangle X is itself great.
15. Compute
X 2k
.
k≥0
52k + 1
12
18. For m ≥ 3, a list of m
3 real numbers aijk (where 1 ≤ i < j < k ≤ m) is said to be area
definite for Rn if the inequality
X
aijk · Area(4Ai Aj Ak ) ≥ 0
1≤i<j<k≤m
holds for every choice of m points A1 , . . . , Am in Rn . For example, the list of four numbers
a123 = a124 = a134 = 1, a234 = −1 is area definite for R2 . Prove that if a list of m 3 numbers
is area definite for R2 , then it is area definite for R3 .
19. Prove that 1
n
!
n(n+1)
Y n √
lim = e.
n→∞ k
k=0
21. Let f : R≥0 → R be a strictly decreasing continuous function such that limx→∞ f (x) = 0.
Prove that Z ∞
f (x) − f (x + 1)
dx
0 f (x)
diverges.
22. A rectangular prism X is contained within a rectangular prism Y .
(a) Is it possible the surface area of X exceeds that of Y ?
(b) Is it possible the sum of the 12 side lengths of X exceeds that of Y ?
23. For a, b, c > 0 prove that
1 1 1 4 4 4 12 12 12
+ + + + + ≥ + + .
a b c a+b b+c c+a 3a + b 3b + c 3c + a
24. Define a function w : Z → Z as follows. For |a|, |b| ≤ 2, let w(a, b) be as in the table shown;
otherwise, let w(a, b) = 0.
b
w(a, b) −2 −1 0 1 2
−2 −1 −2 2 −2 −1
−1 −2 4 −4 4 −2
a 0 2 −4 12 −4 2
1 −2 4 −4 4 −2
2 −1 −2 2 −2 −1
For every finite nonempty subset S of Z × Z, prove that
X
A(S) := w(s − s0 ) > 0.
(s,s0 )∈S×S
13
25. Evaluate n
Y 1 + xn+1 x
lim .
x→1− 1 + xn
n≥0
27. For
h √eac
h positive integer k, let A(k) be the number of odd divisors of k in the interval
1, 2k . Evaluate:
∞
X A(k)
(−1)k−1 .
k
k=1
14
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