202212121040 Solution to 1968-CE-AMATH-II-X

Find the maximum and minimum values of y on the curve

y^2=x(1-x)^2.

Sketch the curve.


Roughwork. (true-negative/false-positive example)

All computations in the enclosed section below involving higher-order derivatives than the first are wrong owing to the mistaken assumption

\times :\quad\displaystyle{\bigg(\frac{\mathrm{d}y}{\mathrm{d}x}\bigg)^2=\frac{(\mathrm{d}y)^2}{(\mathrm{d}x)^2}}

which was to be detested. Show

    \begin{aligned} y^2 & = x(1-x)^2 \\ & = x(1-2x+x^2) \\ y^2 & = x^3-2x^2+x \\ \end{aligned}

    \begin{aligned} 2y\,\mathrm{d}y & = 3x^2\,\mathrm{d}x-4x\,\mathrm{d}x+\mathrm{d}x \\ \frac{\mathrm{d}y}{\mathrm{d}x} & = \frac{3x^2-4x+1}{2y} \\ 2(\mathrm{d}y)^2 & = 6x(\mathrm{d}x)^2 - 4(\mathrm{d}x)^2 \\ \bigg(\frac{\mathrm{d}y}{\mathrm{d}x}\bigg)^2 & = 3x-2 \\ \end{aligned}

    \begin{aligned} \frac{\mathrm{d}}{\mathrm{d}x}\bigg(\frac{\mathrm{d}y}{\mathrm{d}x}\bigg)^2 & = 2\bigg(\frac{\mathrm{d}y}{\mathrm{d}x}\bigg)\cdot \frac{\mathrm{d}^2y}{\mathrm{d}x^2} \\ 3 & = 2\bigg(\frac{3x^2-4x+1}{2y}\bigg)\cdot \frac{\mathrm{d}^2y}{\mathrm{d}x^2} \\ \frac{\mathrm{d}^2y}{\mathrm{d}x^2} & = \frac{3y}{3x^2-4x+1} \\ \end{aligned}

    \begin{aligned} y'(x) & = 0 \\ 3x^2-4x+1 & = 0 \\ (3x-1)(x-1) & = 0 \\ x & = \frac{1}{3},1 \\ \end{aligned}

    \begin{aligned} y^2 & = \bigg(\frac{1}{3}\bigg)\bigg(1-\bigg(\frac{1}{3}\bigg)\bigg)^2 \\ y & =\pm\frac{2\sqrt{3}}{9}\\ y^2 & = (1)(1-(1))^2 \\ y & = 0 \\ \end{aligned}

    \begin{pmatrix}x\\y\end{pmatrix} = \Bigg\{ \begin{pmatrix}\frac{1}{3}\\ -\frac{2\sqrt{3}}{9} \end{pmatrix}, \begin{pmatrix}\frac{1}{3}\\ \frac{2\sqrt{3}}{9} \end{pmatrix}, \begin{pmatrix}1\\0\end{pmatrix}\Bigg\} are extrema.

    \begin{aligned} y''(x) & = 0 \\ 3y & = 0 \\ \pm\sqrt{x(1-x)^2} & = 0 \\ x(1-x)^2 & = 0 \\ x & = 0,1 \\ \end{aligned}

    \begin{pmatrix}x\\y\end{pmatrix} = \bigg\{ \begin{pmatrix}0\\ 0 \end{pmatrix}, \begin{pmatrix}1\\ 0\end{pmatrix}\bigg\} are inflexions.

    To answer whether

    \displaystyle{\frac{\mathrm{d}^2y}{\mathrm{d}x^2}}\bigg|_{\big( \frac{1}{3},\pm\frac{2\sqrt{3}}{9}\big)}

    is positive or negative is critical to yielding the maximum and the minimum values of the function.


    The correction is left a \textrm{\scriptsize{MUST}} for the author.

202210280936 Problem 1.24

Expand f(t)=\sin^2t\cos^3t in Fourier series.

Extracted from Hwei Piao Hsu. (1984). HBJ College Outline of Applied Fourier Analysis.


Roughwork.

One can make use of the identities below:

\begin{aligned} e^{\pm\mathrm{i}n\theta} & = \cos n\theta\pm\mathrm{i}\sin n\theta \\ \cos n\theta & = \frac{e^{\mathrm{i}n\theta}+e^{-\mathrm{i}n\theta}}{2} \\ \sin n\theta & = \frac{e^{\mathrm{i}n\theta}-e^{-\mathrm{i}n\theta}}{2\mathrm{i}} \\ \end{aligned}

and thus

\begin{aligned} & \begin{cases} \sin^2t = \displaystyle{\bigg(\frac{e^{\mathrm{i}t}-e^{-\mathrm{i}t}}{2\mathrm{i}}\bigg)^2 }\\ \cos^3t = \displaystyle{ \bigg(\frac{e^{\mathrm{i}t}+e^{-\mathrm{i}t}}{2}\bigg)^3 }\\ \end{cases} \\ \Longrightarrow & \begin{cases} \sin^2t = \displaystyle{\frac{e^{2\mathrm{i}t}-2e^{\mathrm{i}t}e^{-\mathrm{i}t}+e^{-2\mathrm{i}t}}{-4}} \\ \cos^3t = \displaystyle{\frac{e^{3\mathrm{i}t}+3e^{\mathrm{i}t}+3e^{-\mathrm{i}t}+e^{-3\mathrm{i}t}}{8}} \\ \end{cases} \\ \end{aligned}

Or one can make use of the identity

\sin^2\theta + \cos^2\theta = 1.

and hence

\begin{aligned} f(t) & = (1-\cos^2t)\cos^3t \\ & = \cos^3t-\cos^5t \\ \end{aligned}

where \cos^5t is as expanded

\begin{aligned} \cos^5t & = \bigg(\frac{e^{\mathrm{i}t}+e^{-\mathrm{i}t}}{2}\bigg)^5 \\ & = \frac{e^{5\mathrm{i}t}+5e^{3\mathrm{i}t} +10e^{\mathrm{i}t} +10e^{-\mathrm{i}t}+5e^{-3\mathrm{i}t}+ e^{-5\mathrm{i}t}}{32}\\ \end{aligned}

so that

\begin{aligned} f(t) & = -\frac{e^{5\mathrm{i}t}}{32}+\bigg(\frac{1}{8}-\frac{5}{32}\bigg)e^{3\mathrm{i}t} + \bigg(\frac{3}{8}-\frac{10}{32}\bigg) e^{\mathrm{i}t} \\ & \qquad + \bigg(\frac{3}{8}-\frac{10}{32}\bigg) e^{-\mathrm{i}t} + \bigg(\frac{1}{8}-\frac{5}{32}\bigg) e^{-3\mathrm{i}t} - \frac{e^{-5\mathrm{i}t}}{32}\\ & = -\frac{e^{5\mathrm{i}t}}{32}-\frac{e^{3\mathrm{i}t}}{32} + \frac{e^{\mathrm{i}t}}{16} + \frac{e^{-\mathrm{i}t}}{16} - \frac{e^{-3\mathrm{i}t}}{32} -\frac{e^{-5\mathrm{i}t}}{32} \\ & = \frac{1}{16}\Bigg( 2\bigg(\frac{e^{\mathrm{i}t}+e^{-\mathrm{i}t}}{2}\bigg) - \frac{e^{3\mathrm{i}t}+e^{-3\mathrm{i}t}}{2} - \frac{e^{5\mathrm{i}t}+e^{-5\mathrm{i}t}}{2} \Bigg)\\ & = \cdots \\ \end{aligned}

Answer. \displaystyle{\frac{1}{16}(2\cos t-\cos 3t-\cos 5t)}.


No slightest disrespect to de Moivre’s and Euler’s formulae but in due respect of Fourier’s analysis, this problem had need be treated again.


Background.

A function f(t) satisfying f(t+T)=f(t) is called a periodic function, and the smallest T its period. A periodic function f(t) can be represented by the trigonometric Fourier series

\displaystyle{f(t)=\frac{1}{2}a_0+\sum_{n=1}^{\infty}(a_n\cos n\omega_0t+b_n\sin n\omega_0t)}

or

\displaystyle{f(t)=C_0+\sum_{n=1}^{\infty}C_n\cos (n\omega_0t-\theta_n)}

where \omega_0=2\pi /T. The coefficients of the Fourier series are found by using the orthogonality properties of sine and cosine functions over a period:

\begin{aligned} \begin{Bmatrix} a_n \\ b_n \end{Bmatrix} & = \frac{2}{T}\int_{-T/2}^{T/2}f(t)\begin{Bmatrix}\cos n\omega_0t \\ \sin n\omega_0t \end{Bmatrix}\,\mathrm{d}t \\ C_0 & = \frac{1}{2}a_0 \\ C_n & = \sqrt{a_n^2+b_n^2} \\ \theta_n & = \tan^{-1}\bigg(\frac{b_n}{a_n}\bigg) \\ \end{aligned}

Text on pg. 11


For f(t)=\sin^2t\cos^3t,

\begin{aligned} T & = 2\pi \\ \omega_0 & = 1 \\ \begin{Bmatrix} a_n \\ b_n \end{Bmatrix} & = \frac{1}{\pi}\int_{-\pi}^{\pi}\sin^2t\cos^3t\begin{Bmatrix}\cos nt \\ \sin nt\end{Bmatrix}\,\mathrm{d}t\\ \end{aligned}

When n=0:

\begin{aligned} a_0 & = \frac{1}{\pi}\int_{-\pi}^{\pi}\sin^2t\cos^3t\,\mathrm{d}t \\ \cdots\enspace\textrm{Let }& u=\sin t\textrm{ s.t. }\mathrm{d}t=\frac{\mathrm{d}u}{\cos t}\enspace\cdots \\ & = \frac{1}{\pi}\int_{t=-\pi}^{t=\pi}u^2\cos^2t\,\mathrm{d}u \\ & = \frac{1}{\pi}\int_{t=-\pi}^{t=\pi}u^2(1-u^2)\,\mathrm{d}u \\ & = \frac{1}{\pi}\int_{t=-\pi}^{t=\pi}(u^2-u^4)\,\mathrm{d}u \\ & = \frac{1}{\pi}\bigg[ \frac{u^3}{3}-\frac{u^5}{5} \bigg]\bigg|_{t=-\pi}^{t=\pi} \\ & = \frac{1}{\pi}\bigg[ \frac{\sin^3t}{3}-\frac{\sin^5t}{5} \bigg]\bigg|_{t=-\pi}^{t=\pi} \\ & = 0 \\ \end{aligned}

When n=1:

\begin{aligned} a_1 & = \frac{1}{\pi}\int_{-\pi}^{\pi}\sin^2t\cos^4t\,\mathrm{d}t \\ \dots\enspace &\textrm{By WolframAlpha}\enspace\dots \\ & = \frac{1}{\pi}\bigg[\frac{1}{192}(12t+3\sin (2t)-3\sin (4t)-\sin (6t))\bigg]\bigg|_{-\pi}^{\pi} \\ & = \frac{1}{\pi}\bigg(\frac{24\pi}{192}\bigg) \\ & = \frac{1}{8} \\ \end{aligned}

a bit tiring an exercise.

(to be continued)

202210101009 Exercise 3.9

(a) Prove that the sequence \{ z_n\} converges, and give its limit, when z_n is given by
i. \displaystyle{\frac{1}{n}\mathrm{i}^n},
ii. (1+\mathrm{i})^{-n},
iii. \displaystyle{\frac{n^2+\mathrm{i}n}{n^2+\mathrm{i}}}.
(b) Prove that the sequence \{ z_n\} does not converge when z_n is given by
i. \mathrm{i}^n,
ii. (1+\mathrm{i})^n,
iii. \displaystyle{(-1)^n\frac{n}{n+\mathrm{i}}}.

Extracted from H. A. Priestley. (2003). Introduction to Complex Analysis.


Background.

Definition. (geometric series)
A series of complex number \displaystyle{\sum_{n=0}^{\infty}z_n} is called a geometric series if

\exists\, t\in\mathbb{C}\textrm{ s.t. }z_{n+1}=tz_n\enspace\forall\, n\in\mathbb{N}.

N.b. Such geometric series as z_0\neq 0 is divergent whenever |t|\geqslant 1.

Proposition. (ratio test)
Let \displaystyle{\sum_{n=0}^{\infty}z_n} be a series of complex numbers, z_n\neq 0\enspace\forall\, n\in\mathbb{N}. Define \displaystyle{r_n:=\bigg|\frac{z_{n+1}}{z_n}\bigg|} for n\in\mathbb{N}. Assume that \displaystyle{\lim_{n\to\infty}r_n=r} exists, r\in [0,\infty)\cup \{\infty\}. The series is absolutely convergent if r<1, divergent if r>1, and undetermined if r=1.

Proposition. (root test)
Let \displaystyle{\sum_{n=0}^{\infty}z_n} be a series of complex numbers. For n\geqslant 1 define \rho_n =|z_n|^{\frac{1}{n}}. Assume that \displaystyle{\lim_{n\to\infty} \rho_n :=A} exists, A\in [0,\infty )\cup \{\infty\}. The series is absolutely convergent if A<1, divergent if A>1, and undetermined if A=1.


(a) i.

From \displaystyle{z_n=\frac{1}{n}\mathrm{i}^n} observe that

\displaystyle{z_{n+1}=\bigg(\frac{n}{n+1}\mathrm{i}}\bigg)\cdot z_n

is a geometric series of common ratio t:

\displaystyle{t:=\frac{n}{n+1}\mathrm{i}}}.

\begin{aligned} |t| & =\bigg| \frac{n}{n+1} \mathrm{i}\bigg| \\ & = \sqrt{(0)^2+\bigg(\frac{n}{n+1}\bigg)^2} \\ & = \frac{n}{n+1} < 1\enspace \forall\, n\in\mathbb{N} \\ \end{aligned}

\therefore \{ z_n\} converges to the limit 1.


(a) ii.

\begin{aligned} z_n & = (1+\mathrm{i})^{-n} \\ z_{n+1} & = (1+\mathrm{i})^{-(n+1)} \\ & = (1+\mathrm{i})^{-1}(1+\mathrm{i})^{-n} \\ & = \bigg(\frac{1}{1+\mathrm{i}}\bigg) \cdot z_n \\ t & := \frac{1}{1+\mathrm{i}} \\ & = \frac{1}{1+\mathrm{i}} \cdot \frac{1-\mathrm{i}}{1-\mathrm{i}} \\\ & = \frac{1-\mathrm{i}}{1-\mathrm{i}^2} \\ & = \frac{1-\mathrm{i}}{1-(-1)} \\ & = \frac{1}{2} - \frac{1}{2}\mathrm{i} \\ |t| & = \sqrt{\bigg(\frac{1}{2}\bigg)^2 + \bigg( -\frac{1}{2}\bigg)^2} \\ & = \cdots \\ & = \frac{\sqrt{2}}{2}<1 \\ \end{aligned}

\therefore \{ z_n\} converges to the limit 0.


(a) iii.

\begin{aligned} z_n & = \frac{n^2+\mathrm{i}n}{n^2+\mathrm{i}} \\ z_{n+1} & = \frac{(n+1)^2+\mathrm{i}(n+1)}{(n+1)^2+\mathrm{i}} \\ \frac{z_{n+1}}{z_n} & = \frac{(n+1)^2+\mathrm{i}(n+1)}{(n+1)^2+\mathrm{i}}\bigg/ \frac{n^2+\mathrm{i}n}{n^2+\mathrm{i}} \\ & = \frac{(n+1)^2+\mathrm{i}(n+1)}{(n+1)^2+\mathrm{i}}\cdot \frac{n^2+\mathrm{i}}{n^2+\mathrm{i}n} \\ & =: r_n \\ \end{aligned}

By ratio test or root test for convergence the series being undetermined, we had rather adopt another approach.

\begin{aligned} \frac{n^2+\mathrm{i}n}{n^2+\mathrm{i}} & = \frac{(n^2+\mathrm{i}n)(n^2-\mathrm{i})}{(n^2+\mathrm{i})(n^2-\mathrm{i})} \\ z_n & = \frac{(n^4+n)+\mathrm{i}(n^3-n^2)}{n^4+1} \\ \textrm{Re}\, z_n & = \frac{n^4+n}{n^4+1} \\ \textrm{Im}\, z_n & = \frac{n^3-n^2}{n^4+1} \\ \lim_{n\to\infty} \textrm{Re}\, z_n & = \cdots = 1 \\ \lim_{n\to\infty} \textrm{Im}\, z_n & = \cdots = 0 \\ \end{aligned}

\therefore \{ z_n\} converges to the limit 1.


(b) i., ii., and iii. are left the reader as an exercise.

202210051329 Exercise 3.1

(a) Prove that the following are open sets:
i. \{ z\in\mathbb{C}:|z-1|<|z+\mathrm{i}|\};
ii. \mathbb{C}\backslash [0,1].
(b) Prove that the following are not open:
i. \{ z\in\mathbb{C}:\mathrm{Re}\, z\geqslant 0\};
ii. \{ z\in\mathbb{C}:|z|\leqslant 2,\mathrm{Re}\, z>1\}.

Extracted from H. A. Priestley. (2003). Introduction to Complex Analysis.


Background.

Definition. (open set)
A set S\subseteq \mathbb{C} is open if, given z\in S, there exists r>0 (depending on z) such that \mathrm{D}(z;r)\subseteq S.

Definition. (open disc)
The open disc centre a\in\mathbb{C} and radius r>0 is defined to be

\mathrm{D}(a;r):=\{ z\in\mathbb{C}: |z-a|<r \}.


(a) i.

Warm-up.

\begin{aligned} |z-1| & = |(x+\mathrm{i}y)-1| \\ & = \sqrt{(x-1)^2+(y)^2} \\ |z+\mathrm{i}| & = |(x+\mathrm{i}y)+\mathrm{i}| \\ & = \sqrt{(x)^2+(y+1)^2} \\ \end{aligned}

No, just let r=|z+\mathrm{i}| is done.

(a) ii.

Set-up.

In set notation a complex interval number may be represented in the form

\mathcal{A}=[a,b]+[c,d]\mathrm{i}=\{ x+\mathrm{i}y\, |\, a\leqslant x\leqslant b,c\leqslant y \leqslant d\}.

Extracted from R. Boche. (1966). Complex Interval Arithmetic with Some Applications.

Thus \mathbb{C}\backslash [0,1] is equivalent to

\{z=a+\mathrm{i}b\textrm{ where }a,b\notin [0,1]\},

as shown in the figure below:


Abortive attempt.

Lemma.

Let S\subset X be a non-empty subset and U\subset S. Then U is open in S if and only if U=V\cap S for some V\subset X which is open in X.

Proof. Necessity. \forall\, z\in U,\,\exists\, r>0 s.t. \mathrm{D}_S(z;r)\subset U. Let \displaystyle{V=\bigcup_{z\in U}\mathrm{D}_X(z;r)}. Then U=V\cap S. Note that V is open in X. Sufficiency. \forall\, z\in U\subset V,\,\exists\, r>0 s.t. \mathrm{D}_X(z;r)\subset V. Thus \mathrm{D}_S(z;r)=\mathrm{D}_X(z;r)\cap S\subset V\cap S\subset U.   \blacksquare

Now that U=\mathbb{C}\backslash [0,1], S=\mathbb{C}, and X=\mathbb{C} … quit this circular reasoning of no use.


Make use of the following

Lemma.

The union of any collection of open sets is open.

Proof.

Let \displaystyle{S=\bigcup_{\lambda\in I}S_\lambda} where S_\lambda is open in \mathbb{C} and I any index set. Then \forall\, z\in S, z\in S_\lambda for some \lambda and so \exists\, r>0 s.t. \mathrm{D}(z;r)\subset S_\lambda\subset S.   \blacksquare

Thereby

\mathbb{C}\backslash [0,1]=\mathbb{C}(-\infty ,0)\cup\mathbb{C}(1,\infty)

is open.

QED


(b)

A set S is not open whenever S^0 (/\textrm{int}\, S), the interior of S, falls short of its whole, i.e., S\supset S^0\neq S

For i. and ii. the unbelonging boundaries \partial S‘s to either are \{z\in\mathbb{C}:\textrm{Re }z=0\} and \{z\in\mathbb{C}:|z|=2,\mathrm{Re}\, z>1\}.