Beruflich Dokumente
Kultur Dokumente
Chapter 1
1.2 (a) Complex vector space, (b) real vector space, (c) not a vector space,
(d) real vector space.
1.4 Assume that the numbers are different and show that this leads to a
contradiction. Assuming {x1 , . . . , xn } and {y1 , . . . , yn+1 } are bases of the
same vector space, express each yi , 0 ≤ i ≤ n, as a linear combination
of x1 , . . . , xn . The resulting system of n linear equations can be solved
uniquely for each xi , 0 ≤ i ≤ n, as a linear combination of yi , 0 ≤ i ≤ n
(why?). Since yn+1 is also a linear combination of x1 , . . . , xn (and hence
of y1 , . . . , yn ), this contradicts the linear independence of y1 , . . . , yn+1 .
1.7 Recall that a determinant is zero if, and only if, one of its rows (or
columns) is a linear combination of the other rows (or columns).
2 2 2
1.8 Use the equality x + y = x +2 Re
x, y+y . Consider x = (1, 1)
and y = (i, i).
√
1.10 (a) 0, (b) 2/3, (c) 8/3, (d) 14.
√
1.12
f, f1 / f1 = π/2,
f, f2 / f2 = 0,
f, f3 / f3 = π/2.
1.14 No, because |x| = x on [0, 1]..
1.17 a = −1, b = 1/6.
1.21 Use the definition of the Riemann integral to show that f is not integrable.
√
1.22 (i) 1/ 2, (ii) not in L2 , (iii) 1, (iv) not in L2
1.23 Examine the proof at the beginning of Section 1.3.
246 Solutions to Selected Exercises
1.24 Use Exercise 1.23 to show that f and g must be linearly dependent.
Assuming g = αf show that α ≥ 0.
1.25 α > −1/2.
1.26 α < −1/2.
√
1.28 Use the CBS inequality. f (x) = 1/ x on (0, 1].
3 1
1.30 sin3 x = sin x − sin 3x.
4 4
1.32 Use the fact that, for any polynomial p, p(x)e−x → 0 as x → ∞.
1.34 (a) The limit is the discontinuous function
⎧
⎪
⎪ 1, |x| > 1
⎨
xn 0, |x| < 1
lim =
n→∞ 1 + xn ⎪
⎪ 1/2, x=1
⎩
undefined, x = −1
Chapter 2
√ √
2.1 (a) y = e2x (c1 cos 3x + c2 sin 3x) + ex /4.
(b) y = c1 x2 + c2 + x3 .
1
(c) y = x−1 (c1 + c2 logx) + x − 1.
4
Solutions to Selected Exercises 247
! " ! "
2.3 cn+2 = − n+1
2
cn , y = c0 1 − 2x2 + 43 x4 + · · · + c1 x − x3 + 12 x5 + · · · ,
|x| < 1.
2.5 A second-order equation has at most two linearly independent solutions.
2.7 (a) y + 2y + 5y = 0, (b) x2 y + xy − y = 0, (c) xy + y = 0.
2.8 Use Lemma 2.7 and the fact that a bounded infinite set of real numbers
has at least one cluster (or limit) point. This property of the real (as well
as the complex) numbers is known as the Bolzano–Weierstass theorem
(see [1]).
2.10 Use Theorem 2.10.
2.12 The solutions of (a) and (c) are oscillatory.
2.13 y = x−1/2 (c1 cosx + c2 sinx). The zeros of x−1/2 cosx are { π2 + nπ}, and
those of x−1/2 sinx are {nπ}, n ∈ Z.
2.15 Use Theorem 2.10.
√ √ √
2.17 (a) e± λx
, λ ∈ C, (b) e− λx
, Re λ > 0.
2.19 (a) ρ = 1/x2 , (c) ρ = e−x
3
/3
.
2.21 ρ = e2x . λn = n2 π 2 + 1, un (x) = e−x sinλn x.
−2 nπ(x − a)
2.23 λn = n π (b − a) , un (x) = sin
2 2
.
b−a
2.27 (a), (b), (c), and (f).
2
nπ
2.29 Change the independent variable to ξ = x+3 and solve. λn = +
log 4
1 nπ
, yn (x) = (x + 3)−1/2 sin log(x + 3) .
4 log 4
2.31 Refer to Example 2.17.
2.32 Multiply by ū and integrate over [a, b].
Chapter 3
3.2 No, because its sum is discontinuous at x = 0 (Example 3.4).
π 4 ∞ 1
3.4 π − |x| = + cos(2n + 1)x. Uniformly convergent by
2 π n=0 (2n + 1)2
the Weierstrass M-test.
3.6 Use the M-test.
248 Solutions to Selected Exercises
3.9 (a) and (c) are piecewise continuous; (b), (d), and (e) are piecewise
smooth.
3.11 Use the definition of the derivative at x = 0 to show that f (0) exists,
then show that limx→0+ f (x) does not exist.
∞ (−1)n+1
3.15 (a) S(x) = 2 sin nx.
n=1 n
3 1
(d) cos3 x = cos x + cos 3x.
4 4
3.16 The convergence is uniform where f is continuous, hence in (b), (c), and
(d).
3.17 In Exercise 3.15 (e), S(±2) = 12 (e2 + e−2 ), and in (f) S(±l) = 0.
∞
3.19 π 2 = 8 (2n + 1)−2 .
n=0
π2 ∞ (−1)n
3.21 x2 = +4 cos nx. Evaluate at x = 0 and x = π.
3 n=1 n2
3.23 f is an odd function which is periodic in π with
f (x)
= cos x on [0, π],
∞ 1+(−1) k
2k
hence S(x) = bk sinkx where bk = π k2 −1 , k > 1, b1 = 0.
k=1
S(nπ) = 0, S( π2 + nπ) = f ( π2 + nπ) = 0.
3 −t 1
3.27 (a) u(x, t) = e sinx − e−9t sin3x.
4 4
πx 5πx
(b) u(x, t) = e−kπ t/4 sin − e−25kπ t/36 sin
2 2
.
2 6
∞
nπ nπ 2 l nπ
3.29 u(x, t) = an sin x cos t, an = x(l − x)sin x dx.
n=1 l l l 0 l
3.31 Assume u(x, t) = v(x, t) + ψ(x) where v satisfies the homogeneous wave
equation with homogeneous boundary conditions at x = 0 and x = l. This
∞ nπ cnπ
leads to ψ(x) = 2cg2 (x2 − lx), and v(x, t) = an sin x cos t,
l n=1 l l
2 nπ
with an = − ψ(x)sin x dx.
l 0 l
3.33 Assume u(x, y, t) = v(x, y)w(t) and conclude that w /w = c2 ∆v/v = −λ2
(separation constant). Hence w(t) = A cos λt + B sin λt. Assume v(x, y) =
X(x)Y (y), and use the given boundary conditions to conclude that
(
n2 m2
λ = λmn = + π, m, n ∈ N,
a2 b2
nπ mπ
X(x) = sin x, Y (y) = sin y,
a b
nπ mπ
umn (x, y, t) = (Amn cosλmn ct + Bmn sinλmn ct)sin x sin y.
a b
Solutions to Selected Exercises 249
−1
3π 3π 3π
3.35 u(x, y) = sinh sin x sinh y.
2 2 2
3.37 (b) Use the fact that u must be bounded at r = 0 to eliminate the coef-
ficients dn .
∞ R n
(c) u(r, θ) = A0 + (An cosnθ + Bn sinnθ).
n=1 r
Chapter 4
4.3 From the recursion formula (4.7) with k = 2j, it follows that
c2(j+1) x2(j+1)
lim = x2 < 1 for all x ∈ (−1, 1).
j→∞ |c2j x2j |
whereas
lim p(x)Q0 (x) = 0.
x→±1
4.5 The first two formulas follow from the fact that Pn is an even function
when n is even, and odd when n is odd.
(−1)n (2n)! (2n − 1) · · · (3)(1)
P2n (0) = a0 = = (−1)n .
22n n!n! (2n) · · · (4)(2)
250 Solutions to Selected Exercises
1 dn )! " *
Pn+1 = (2n + 1)x2 − 1 (x2 − 1)n−1 ,
2n n! dx n
then differentiate Pn−1 and subtract. The first integral formula follows
directly from (4.14) and the equality Pn (±1) = (±1)n . The second results
from setting x = 1.
4.11 (a) 1 − x3 = P0 (x) − 35 P1 (x) − 25 P3 (x).
(b) |x| = 12 P0 (x) + 58 P2 (x) − 3
16 P4 (x) + ··· .
∞ 1
4.13 f (x) = cn Pn (x), where cn = (2n + 1)/2 f (x)Pn (x)dx. Because
n=0 −1
f is odd, cn = 0 for all even values of n. For n = 2k + 1,
1
c2k+1 = (4k + 3) P2k+1 (x)dx
0
1
= (4k + 3) [P2k (0) − P2k+2 (0)]
4k + 3
(2k)! (2k + 2)!
= (−1)k 2k + 2k+2
2 k!k! 2 (k + 1)!(k + 1)!
(2k)! (4k + 3)
= (−1)k 2k , k ∈ N0 .
2 k!k! (2k + 2)
# $2 ∞∞ ∞ π/2
∞ −x2
e−(x
2
+y 2 ) 2
4.15 −∞
e dx =4 0 0
dxdy = 4 0 0
er r drdθ = π.
4.19 If m = 2n,
(2n)!
n
H2k (x)
x2n = .
22n (2k)!(n − k)!
k=0
If m = 2n + 1,
(2n + 1)!
n
H2k+1 (x)
x2n+1 = , x ∈ R, n ∈ N0 .
22n+1 (2k + 1)!(n − k)!
k=0
Chapter 5
n
5.1 For all n ∈ N, the integral In (x) = 0 e−t tx−1 dt is a continuous function
of x ∈ [a, b], where 0 < a < b < ∞. Because
∞ ∞
−t x−1
e−t tb−1 dt → 0,
u
0≤ e t dt ≤
n n
b/2
b
(e)
f, J0 (µk x)x = J0 (µk x)xdx = J1 (µk b/2). Hence
0 2µk
∞
1 J1 (µk b/2)
f (x) = J0 (µk x).
b µk J12 (µk b)
k=1
1
5.35 From Exercises 5.13 and 5.14(a) we have
x, J1 (µk x)x = 0 J1 (µk x)x2
2
dx = −J0 (µk )/µk = J2 (µk )/µk , and, from Equation (5.34), J1 (µk x)x =
1 2
2 J2 (µk ). Therefore
∞
1
x=2 J1 (µk x), 0 < x < 1.
µk J2 (µk )
k=1
Chapter 6
! "
6.1 (a) fˆ(ξ) = 2
ξ2
(1 − cos ξ). (c) fˆ(ξ) = 1
iξ 1 − e−iξ .
6.3 For any fixed point ξ ∈ J, let ξ n be a sequence in J which converges to
ξ. Because
|F (ξ n ) − F (ξ)| ≤ |ϕ(x, ξ n ) − ϕ(x, ξ)| dx,
I
and |ϕ(x, ξ n ) − ϕ(x, ξ)| ≤ 2g(x) ∈ L1 (I), we can apply Theorem 6.4 to
the sequence of functions ϕn (x) = ϕ(x, ξ n ) − ϕ(x, ξ) to conclude that
lim |F (ξ n ) − F (ξ)| ≤ lim |ϕ(x, ξ n ) − ϕ(x, ξ)| dx
n→∞ n→∞ I
= lim |ϕ(x, ξ n ) − ϕ(x, ξ)| dx = 0.
I n→∞
2
2 2 2
6.19 Equation (6.31) implies that fˆ = A + B = 2π f .
therefore exists. From √ Example 6.17 we have ψ̂ 0 (ξ) = 2πψ 0 (ξ). Assum-
n
ing ψ̂ n (ξ) = (−i) 2πψ n (ξ), we have
# $
ψ̂ n+1 (ξ) = F e−x /2 Hn+1 (x) (ξ)
2
= F e−x /2 (2xHn (x) − Hn (x)) (ξ)
2
) *
= F xψ n (x) − ψ n (x) (ξ)
= iψ̂ n (ξ) − iξ ψ̂ n (ξ)
√
= (−i)n+1 2π[−ψ n (ξ) + ξψ n (ξ)]
√
= (−i)n+1 2πψ n+1 (x),
where we used the identity Hn+1 (x) = √ 2xHn (x) − Hn (x) and Theorem
6.15. Thus, by induction, ψ̂ n (ξ) = (−i) 2πψ n (ξ) is true for all n ∈ N0 .
n
∞
6.23 Define the integral I(z) = 0 e−bξ cos zξ dξ and show that it satisfies
2
Chapter 7
2a2 2ab b2
7.1 (a) 3
+ 2 + .
s s s
1
(d) 2 .
s +4
2s
(g) 2 .
(s − 1)2
(i) π/s.
Solutions to Selected Exercises 257
5
7.2 (b) 2 cosh 3x − sinh 3x.
3
1! "
(d) 1 − e−2x .
2
(f) 2 x/π.
7.5 f (x) = x[H(x) − H(x − 1)] + e1−x H(x − 1).
1 1 1 −s
L(f )(ξ) = (1 − e−s ) − e−s + e .
s2 s s+1
7.6 (c) H(x − 3) + H(x − 1).
7.7 If f has jump discontinuities at the points x1 , . . . , xn then the sum f (x− 1 )−
−
f (x+1 ) + · · · + f (xn ) − f (x+
n ) has to be added to the right-hand side of
(7.6).
1 1
7.8 (e) y(x) = H(x − 1) e2(x−1) − ex−1 + − ex + e2x .
2 2
1 ! −bx "
7.9 (c) e − e−ax .
x
7.11 (a) Write
∞
L(f )(s) = f (x)e−sx dx
0
∞
(n+1)p
= f (x)e−sx dx
n=0 np
∞ p
= f (x + np)e−s(x+np) dx,
n=0 0
e−s
7.15 L([x])(s) = .
s(1 − e−s )
7.17 u(x, t) = H(t − x/c)cos2 (t − x/c).
7.19 u(x, t) = e−x/c H(t − x/c)sin(t − x/c).
√ √
7.21 F (s) = e−a s / s is analytic in the complex plane cut along the negative
axis (−∞, 0]. Using Cauchy’s theorem, the integral along the vertical line
(β − i∞, β + i∞) can be reduced to two integrals, one along the bottom
edge of the cut from left to right, and the other along the top edge from
right to left. This yields
β+i∞
1
L−1 (F )(x) = F (s)esx ds
2πi β−i∞
√
1 ∞ cos a s −sx
= √ e ds
π 0 s
2 ∞ −xt2
= e cos at dt.
π 0
Noting that the last integral is the Fourier transform of e−xt , and us-
2
ing the result of Example 6.17, we obtain the desired expression for
L−1 (F )(x).
References
[1] Al-Gwaiz, M.A. and S.A. Elsanousi, Elements of Real Analysis, Chapman
and Hall/CRC, Boca Raton, Florida, 2006.
[2] Birkhoff, G. and G.-C. Rota, Ordinary Differential Equations, 2nd edn.,
John Wiley, New York, 1969.
[3] Buck, R.C., Advanced Calculus, McGraw-Hill, 3rd edn., McGraw-Hill Inter-
national, New York, 1978.
[4] Carslaw, H.S., Introduction to the Theory of Fourier’s Series and Integrals,
3rd edn., Dover, New York, 1930.
[5] Churchill, R.V. and J.W. Brown, Fourier Series and Boundary Value Prob-
lems, 6th edn., McGraw-Hill International, New York, 2001.
[6] Coddington, E.A. and N. Levinson, Theory of Ordinary Differential Equa-
tions, McGraw-Hill, New York, 1955.
[7] Courant, R. and D. Hilbert, Methods of Mathematical Physics, vols I and
II, Interscience Publishers, New York, 1953 and 1963.
[8] Courant, R. and F. John, Introduction to Calculus and Analysis, vol. II,
John Wiley, New York, 1974.
[9] Folland, G.B., Fourier Analysis and Its Applications, Wadsworth, Belmont,
California, 1992.
[10] González-Velasco, E.A., Fourier Analysis and Boundary Value Problems,
Academic Press, San Diego, California, 1995.
[11] Halmos, P.R., Finite-Dimensional Vector Spaces, 2nd edn., Van Nostrand,
Princeton, New Jersey, 1958.
[12] Ince, E.L., Ordinary Differential Equations, Dover, New York, 1956.
[13] John, F., Partial Differential Equations, 4th edn., Springer, New York,
1982.
[14] Rudin, W., Principles of Mathematical Analysis, McGraw-Hill, New York,
1964.
260 References
N = {1, 2, 3, . . .}
N0 = {0, 1, 2, 3, . . .}
Z = {. . . , −2, −1, 0, 1, 2, . . .}
Q rational numbers
R real numbers
C complex numbers
F R or C, 1
C(I), C 0 (I) set of continuous functions on the interval I, 3,5
C k (I) functions on I which have continuous derivatives up to order
k, 5
∞
C (I) functions on I which have continuous derivatives of all orders, 5
L1 (I) Lebesgue integrable functions on the interval I, 186
L2 (I) Lebesgue square-integrable functions on I, 15
L2ρ (I) Lebesgue square-integrable functions on I with respect to the
weight function ρ, 18
E locally integrable functions on [0, ∞) of exponential growth at
∞, 221