ANALYSIS PROBLEMS

f (x)
We use the notation f (x) ∼ g(x) to mean limx→∞ g(x) = 1. One says that f (x) is asymptotic to g(x).

Exercises.
These are problems whose techniques are worth knowing, but will generally only form components of larger
solutions. (Submit at most one.)
R∞
1. Show that 0 cos(ax)
1+x2 dx exists for a ∈ R and compute its value.

2. Find a simple function f (x) for which x1/x − 1 ∼ f (x) as x → ∞.

3. For what pairs (a, b) of positive real numbers does the improper integral
Z ∞ q
√ √ √ √
q 
x+a− x− x − x − b dx
b

converge?
4. Let an be the unique positive root of xn + x = 1. Find a simple function f (n) for which 1 − an ∼ f (n)
as n → ∞.
R1 R1
5. 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 .
Problems.
R∞ −1
6. For a positive real number a, calculate 0
t−1/2 e−a(t+t )
dt.
7. Let f be a function on [0, ∞), differentiable and satisfying

f 0 (x) = −3f (x) + 6f (2x)

√
for x > 0. Assume that |f (x)| ≤ e− x
for x ≥ 0 (so that f (x) tends rapidly to ∞ as x increases). For
n a nonnegative integer, define Z ∞
µn = xn f (x)dx
0

(the nth moment of f ).

(a) Express µn in terms of µ0 .
(b) Prove that the sequence {µn · 3n /n!} always converges, and that the limit is 0 only if µ0 = 0.
8. Suppose f and g are non-constant, differentiable, real-valued functions defined on (−∞, ∞). Further-
more, suppose that for each pair of real numbers x and y,

f (x + y) = f (x)f (y) − g(x)g(y),

g(x + y) = f (x)g(y) + g(x)f (y).

If f 0 (0) = 0, prove that (f (x))2 + (g(x))2 = 1 for all x.

9. Let a and b be positive numbers. Find the largest number c, in terms of a and b, such that

sinh ux sinh u(1 − x)

ax b1−x ≤ a +b
sinh u sinh u
for all u with 0 < |u| ≤ c and for all x, 0 < x < 1. (Note: sinh u = (eu − e−u )/2.)

1
10. The function K(x, y) is positive and continuous for 0 ≤ x ≤ 1, 0 ≤ y ≤ 1, and the functions f (x) and
g(x) are positive and continuous for 0 ≤ x ≤ 1. Suppose that for all x, 0 ≤ x ≤ 1,
Z 1
f (y)K(x, y) dy = g(x)
0

and Z 1
g(y)K(x, y) dy = f (x).
0
Show that f (x) = g(x) for 0 ≤ x ≤ 1.
11. Evaluate
∞
x3 x5 x7 x2 x4 x6
Z   
x− + − + ··· 1 + 2 + 2 2 + 2 2 2 + · · · dx.
0 2 2·4 2·4·6 2 2 ·4 2 ·4 ·6

12. Let f be a twice-differentiable real-valued function satisfying

f (x) + f 00 (x) = −xg(x)f 0 (x),

where g(x) ≥ 0 for all real x. Prove that |f (x)| is bounded.

13. Prove that there is a constant C such that, if p(x) is a polynomial of degree 1999, then
Z 1
|p(0)| ≤ C |p(x)| dx.
−1

14. Find a real number c and a positive number L for which

R π/2
rc 0 xr sin xdx
lim R π/2 = L.
r→∞
0
xr cos xdx

15. Let (a1 , b1 ), (a2 , b2 ), . . . , (an , bn ) be the vertices of a convex polygon which contains the origin in its
interior. Prove that there exist positive real numbers x and y such that

(a1 , b1 )xa1 y b1 + (a2 , b2 )xa2 y b2 + · · · + (an , bn )xan y bn = (0, 0).

16. Show that all solutions of the differential equation y 00 + ex y = 0 remain bounded as x → ∞.
17. Let f be a real-valued function having partial derivatives and which is defined for x2 + y 2 ≤ 1 and
is such that |f (x, y)| ≤ 1. Show that there exists a point (x0 , y0 ) in the interior of the unit circle for
which  2  2
∂f ∂f
(x0 , y0 ) + (x0 , y0 ) ≤ 16.
∂x ∂y

18. (a) On [0, 1], let f have a continuous derivative satisfying 0 < f 0 (x) ≤ 1. Also, suppose that f (0) = 0.
Prove that Z  Z 1 2 1
f (x)dx ≥ f (x)3 dx.
0 0

(b) Find an example where equality occurs.

19. Let P (t) be a nonconstant polynomial with real coefficients. Prove that the system of simultaneous
equations Z x Z x
0= P (t) sin tdt = P (t) cos tdt
0 0
has only finitely many real solutions x.

2
20. Let C be the class of all real valued continuously differentiable functions f on the interval 0 ≤ x ≤ 1
with f (0) = 0 and f (1) = 1. Determine the largest real number u such that
Z 1
u≤ |f 0 (x) − f (x)|dx
0

for all f ∈ C.
P P√
21. Given a convergent series an of positive terms, prove that the series n
a1 a2 · · · an must also be
convergent.
22. Given that f (x) + f 0 (x) → 0 as x → ∞, prove that both f (x) → 0 and f 0 (x) → 0.

23. Suppose that f 00 (x) is continuous on R, and that |f (x)| ≤ a on R, and |f 00 (x)| ≤ b on R. Find the best
possible bound |f 0 (x)| ≤ c on R.
24. Let f be a real function with a continuous third derivative such that f (x), f 0 (x), f 00 (x), f 000 (x) are
positive for all x. Suppose that f 000 (x) ≤ f (x) for all x. Show that f 0 (x) < 2f (x) for all x. (Note that
we cannot replace 2 by 1 because of the function f (x) = ex .)

25. Show that the improper integral

Z B
lim sin(x) sin(x2 ) dx
B→∞ 0
converges.
26. Fix an integer b ≥ 2. Let f (1) = 1, f (2) = 2, and for each n ≥ 3, define f (n) = nf (d), where d is the
number of base-b digits of n. For which values of b does
∞
X 1
n=1
f (n)

converge?
27. Evaluate n
∞  x
Y 1 + xn+1
lim .
x→1−
n=0
1 + xn

28. Find all differentiable functions f : (0, ∞) → (0, ∞) for which there is a positive real number a such
that a x
f0 =
x f (x)
for all x > 0.
29. Let k be an integer greater than 1. Suppose a0 > 0, and define
1
an+1 = an + √
k a
n

for n > 0. Evaluate

ak+1
n
lim .
n→∞ nk

30. Define f : R → R by (
x if x ≤ e
f (x) =
xf (ln x) if x > e.
P∞ 1
Does n=1 f (n) converge?

3
31. Find all continuously differentiable functions f : R → R such that for every rational number q, the
number f (q) is rational and has the same denominator as q. (The denominator of a rational number
q is the unique positive integer b such that q = a/b for some integer a with gcd(a, b) = 1.) (Note: gcd
means greatest common divisor.)
32. Functions f, g, h are differentiable on some open interval around 0 and satisfy the equations and initial
conditions
1
f 0 = 2f 2 gh + , f (0) = 1,
gh
4
g0 = f g2 h + , g(0) = 1,
fh
1
h0 = 3f gh2 + , h(0) = 1.
fg

Find an explicit formula for f (x), valid in some open interval around 0.
33. Let f : [0, 1]2 → R be a continuous function on the closed unit square such that ∂f ∂f
∂x and ∂y exist
1 1 1
and are continuous on the interior (0, 1)2 . Let a = 0 f (0, y) dy, b = 0 f (1, y) dy, c = 0 f (x, 0) dx,
R R R
R1
d = 0 f (x, 1) dx. Prove or disprove: There must be a point (x0 , y0 ) in (0, 1)2 such that

∂f ∂f
(x0 , y0 ) = b − a and (x0 , y0 ) = d − c.
∂x ∂y

34. Let f : (1, ∞) → R be a differentiable function such that

x2 − (f (x))2
f 0 (x) = for all x > 1.
x2 ((f (x))2
+ 1)

Prove that limx→∞ f (x) = ∞.

35. Find all differentiable functions f : R → R such that

f (x + n) − f (x)
f 0 (x) =
n
for all real numbers x and all positive integers n.
36. Suppose that the function h : R2 → R has continuous partial derivatives and satisfies the equation
∂h ∂h
h(x, y) = a (x, y) + b (x, y)
∂x ∂y

for some constants a, b. Prove that if there is a constant M such that |h(x, y)| ≤ M for all (x, y) ∈ R2 ,
then h is identically zero.
37. Let f : [0, ∞) → R be a strictly decreasing continuous function such that limx→∞ f (x) = 0. Prove
R∞
that 0 f (x)−f (x+1)
f (x) dx diverges.

38. Is there a strictly increasing function f : R → R such that f 0 (x) = f (f (x)) for all x?