2015 Paper 3 Q1

Year: 2015
Paper: 3
Question Number: 1

Course: UFM Additional Further Pure
Section: Reduction Formulae

Difficulty: 1700.0 Banger: 1500.0

Problem

  1. Let \[ I_n= \int_0^\infty \frac 1 {(1+u^2)^n}\, \d u \,, \] where \(n\) is a positive integer. Show that \[ I_n - I_{n+1} = \frac 1 {2n} I_n \] and deduce that \[ I_{n+1} = \frac{(2n)!\, \pi}{2^{2n+1}(n!)^2} \,. \]
  2. Let \[ J = \int_0^\infty \f\big( (x- x^{-1})^2\big ) \, \d x \,, \] where \(\f\) is any function for which the integral exists. Show that \[ J = \int_0^\infty x^{-2} \f\big( (x- x^{-1})^2\big) \, \d x \, = \frac12 \int_0^\infty (1 + x^{-2}) \f\big( (x- x^{-1})^2\big ) \, \d x \, = \int_0^\infty \f\big(u^2\big) \,\d u \,. \]
  3. Hence evaluate \[ \int_0^\infty \frac {x^{2n-2}}{(x^4-x^2+1)^n} \, \d x \,, \] where \(n\) is a positive integer.

Solution

\begin{align*} I_n - I_{n+1} &= \int_0^\infty \frac 1 {(1+u^2)^n}\, \d u - \int_0^\infty \frac 1 {(1+u^2)^{n+1}}\, \d u \\ &= \int_0^\infty \l \frac 1 {(1+u^2)^n}- \frac 1 {(1+u^2)^{n+1}} \r\, \d u \\ &= \int_0^\infty \frac {u^2} {(1+u^2)^{n+1}} \, \d u \\ &= \left [ u \frac{u}{(1+u^2)^{n+1}} \right]_0^{\infty} - \frac{-1}{2n}\int_0^{\infty} \frac{1}{(1+u^2)^n} \d u \tag{\(IBP: u = u, v' = \frac{u}{(1+u^2)^{n+1}}\)}\\ &= \frac{1}{2n} I_n \end{align*} \(\displaystyle I_1 = \int_0^{\infty} \frac{1}{1+u^2} \d u = \left [ \tan^{-1} u \right]_0^\infty = \frac{\pi}{2}\) as expected. We also have, \(I_{n+1} = \frac{2n(2n-1)}{2n \cdot 2n} I_n \), by rearranging the recurrence relation. Therefore, when we multiply out the top we will have \(2n!\) and the bottom we will have two factors of \(n!\) and two factors of \(2^n\) combined with the original \(\frac{\pi}{2}\) we get \[ I_{n+1} = \frac{(2n)! \pi}{2^{2n+1} (n!)^2} \] \begin{align*} J = \int_0^\infty f\big( (x- x^{-1})^2\big ) \, \d x &= \int_{u = \infty}^{u = 0} f((u^{-1}-u)^2)(-u^{-2} )\d u \tag{\(u = x^{-1}, \d u = -x^{-2} \d x\)} \\ &= \int^{u = \infty}_{u = 0} f((u^{-1}-u)^2)u^{-2} \d u \\ &= \int^{\infty}_{0} u^{-2}f((u-u^{-1})^2) \d u \\ \end{align*} Therefore adding the two forms for \(J\) we have \begin{align*} 2 J &= \int_0^\infty f\big( (x- x^{-1})^2\big ) \, \d x + \int_0^\infty x^{-2} f\big( (x- x^{-1})^2\big ) \, \d x \\ &= \int_0^\infty (1+x^{-2}) f\big( (x- x^{-1})^2\big ) \, \d x \end{align*} And letting \(u = x - x^{-1}\), we have \(\d u = (1 + x^{-2}) \d x\), and \(u\) runs from \(-\infty\) to \(\infty\) so we have: \begin{align*} \int_0^\infty (1+x^{-2}) f\big( (x- x^{-1})^2\big ) \, \d x &= \int_{-\infty}^\infty f(u^2) \, \d u \\ &=2 \int_{0}^\infty f(u^2) \, \d u \end{align*} Since both of these are \(2J\) we have the result we are after. Finally, \begin{align*} \int_0^\infty \frac {x^{2n-2}}{(x^4-x^2+1)^n} \, \d x &= \int_0^{\infty} \frac{x^{2n-2}}{x^{2n}(x^2-1+x^{-2})^n} \d x \\ &= \int_0^{\infty} \frac{x^{-2}}{((x-x^{-1})^2+1)^n} \d x \\ &= \int_0^{\infty} \frac{1}{(x^2+1)^n} \d x \tag{Where \(f(x) = (1+x^2)^{-n}\) in \(J\) integral} \\ &= I_n = \frac{(2n-2)! \pi}{2^{2n-1} ((n-1)!)^2} \end{align*}
Examiner's report
— 2015 STEP 3, Question 1
Mean: ~8.5 / 20 (inferred) 85% attempted Inferred ~8.5/20: 'only moderately successful'; anchored by Q5≈10 ('about half marks'), Q4 is 'a little less successful than Q1' (→Q4≈7.5), Q9 is 'slightly less successful than Q1' (→Q9≈7.5)

This was the most popular question, being attempted by 85% of candidates, it was however only moderately successful although a number achieved full marks. Quite often, candidates ignored the helpful approach suggested by the LHS of the first required result, though, of course, it was possible to start from the first defined integral and achieve the same result. Many needlessly lost marks through omitting fairly straightforward steps such as the final evaluation in the last part of the question and failing to substantiate the simplified form of the result of part (i). Some got very carried away with tan or sinh substitutions in part (i), usually unsuccessfully and leading to monstrous amounts of algebraic working. A few failed to change the limits of integration in part (ii).

A very similar number of candidates to 2014 once again ensured that all questions received a decent number of attempts, with seven questions being very popular rather than five being so in 2014, but the most popular questions were attempted by percentages in the 80s rather than 90s. All but one question was answered perfectly at least once, the one exception receiving a number of very close to perfect solutions. About 70% attempted at least six questions, and in those cases where more than six were attempted, the extra attempts were usually fairly superficial.

Source: Cambridge STEP 2015 Examiner's Report · 2015-full.pdf
Rating Information

Difficulty Rating: 1700.0

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Banger Rating: 1500.0

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Show LaTeX source
Problem source
\begin{questionparts}
\item Let 
\[
I_n= \int_0^\infty \frac 1 {(1+u^2)^n}\, \d u \,,
\]
where $n$ is a positive integer. Show that
\[
I_n - I_{n+1} = \frac 1 {2n} I_n
\]
and deduce that 
\[
I_{n+1} = \frac{(2n)!\, \pi}{2^{2n+1}(n!)^2} \,.
\]
\item Let 
\[
J = \int_0^\infty \f\big( (x- x^{-1})^2\big ) \, \d x \,,
\]
where $\f$ is any function for which the integral exists. Show that
\[
J =  \int_0^\infty x^{-2} \f\big( (x- x^{-1})^2\big)  \, \d x \, = \frac12  \int_0^\infty 
(1 + x^{-2}) 
\f\big( (x- x^{-1})^2\big )
\, \d x \,
= \int_0^\infty \f\big(u^2\big) \,\d u \,.
\]
\item Hence evaluate
\[
\int_0^\infty \frac {x^{2n-2}}{(x^4-x^2+1)^n} \, \d x \,,
\]
where $n$ is a positive integer.

\end{questionparts}
Solution source
\begin{align*}
I_n - I_{n+1}  &=  \int_0^\infty \frac 1 {(1+u^2)^n}\, \d u -  \int_0^\infty \frac 1 {(1+u^2)^{n+1}}\, \d u \\
&=  \int_0^\infty \l \frac 1 {(1+u^2)^n}-  \frac 1 {(1+u^2)^{n+1}} \r\, \d u \\
&= \int_0^\infty \frac {u^2} {(1+u^2)^{n+1}} \, \d u \\
&= \left [ u \frac{u}{(1+u^2)^{n+1}} \right]_0^{\infty} - \frac{-1}{2n}\int_0^{\infty} \frac{1}{(1+u^2)^n} \d u \tag{$IBP: u = u, v' = \frac{u}{(1+u^2)^{n+1}}$}\\
&= \frac{1}{2n} I_n
\end{align*}

$\displaystyle I_1 = \int_0^{\infty} \frac{1}{1+u^2} \d u = \left [ \tan^{-1} u \right]_0^\infty = \frac{\pi}{2}$ as expected.

We also have, $I_{n+1} = \frac{2n(2n-1)}{2n \cdot 2n} I_n $, by rearranging the recurrence relation. Therefore, when we multiply out the top we will have $2n!$ and the bottom we will have two factors of $n!$ and two factors of $2^n$ combined with the original $\frac{\pi}{2}$ we get

\[ I_{n+1} = \frac{(2n)! \pi}{2^{2n+1} (n!)^2} \]

\begin{align*}
J = \int_0^\infty f\big( (x- x^{-1})^2\big ) \, \d x &=  \int_{u = \infty}^{u = 0} f((u^{-1}-u)^2)(-u^{-2} )\d u \tag{$u = x^{-1}, \d u = -x^{-2} \d x$} \\ 
&=  \int^{u = \infty}_{u = 0} f((u^{-1}-u)^2)u^{-2} \d u \\ 
&=  \int^{\infty}_{0} u^{-2}f((u-u^{-1})^2) \d u \\ 
\end{align*}

Therefore adding the two forms for $J$ we have

\begin{align*}
2 J &= \int_0^\infty f\big( (x- x^{-1})^2\big ) \, \d x  + \int_0^\infty x^{-2} f\big( (x- x^{-1})^2\big ) \, \d x \\
&= \int_0^\infty (1+x^{-2}) f\big( (x- x^{-1})^2\big ) \, \d x
\end{align*}

And letting $u = x - x^{-1}$, we have $\d u = (1 + x^{-2}) \d x$, and $u$ runs from $-\infty$ to $\infty$ so we have:

\begin{align*}
\int_0^\infty (1+x^{-2}) f\big( (x- x^{-1})^2\big ) \, \d x &= \int_{-\infty}^\infty f(u^2) \, \d u \\
&=2 \int_{0}^\infty f(u^2) \, \d u
\end{align*}

Since both of these are $2J$ we have the result we are after.

Finally, 

\begin{align*}
\int_0^\infty \frac {x^{2n-2}}{(x^4-x^2+1)^n} \, \d x &= \int_0^{\infty} \frac{x^{2n-2}}{x^{2n}(x^2-1+x^{-2})^n} \d x \\
&= \int_0^{\infty} \frac{x^{-2}}{((x-x^{-1})^2+1)^n} \d x \\
&= \int_0^{\infty} \frac{1}{(x^2+1)^n} \d x \tag{Where $f(x) = (1+x^2)^{-n}$ in $J$ integral} \\
&= I_n = \frac{(2n-2)! \pi}{2^{2n-1} ((n-1)!)^2}
\end{align*}