Problems

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Solution:

1. \begin{align*} && \frac1{1+x} &= 1 - x+ x^2 - x^3+ \cdots \\ \Rightarrow && \int_0^x \frac{1}{1+t} \d t &= \int_0^x \sum_{n=0}^{\infty} (-t)^n \d t \\ &&&= \left [\sum_{n=0}^{\infty} -\frac{(-t)^{n+1}}{n+1} \right]_0^x \\ \Rightarrow &&\ln(1+x)&=- \sum_{n=1}^\infty \frac{(-x)^n}{n} \end{align*}
2. \begin{align*} && e^{-ax} &= \sum_{n=0}^\infty \frac{(-a)^n}{n!} x^n \\ \Rightarrow && \int_0^{\infty} \frac{1}{x} \left (1-e^{-ax} \right)e^{-x} \d x &= \int_0^{\infty} \frac{1}{x} \left (-\sum_{n=1}^\infty \frac{(-a)^n}{n!}x^n \right)e^{-x} \d x \\ &&&= -\int_0^{\infty} \sum_{n=1}^\infty \frac{(-a)^n}{n!} x^{n-1} e^{-x} \d x \\ &&&= -\sum_{n=1}^\infty \frac{(-a)^n}{n!} \int_0^{\infty} x^{n-1} e^{-x} \d x \\ &&&= -\sum_{n=1}^\infty \frac{(-a)^n}{n!} (n-1)! \\ &&&= -\sum_{n=1}^\infty \frac{(-a)^n}{n} \\ &&&= \ln (1+a) \end{align*}
3. \begin{align*} && \int_0^1 \frac{x^p - x^q}{\ln x} \, \d x &= \int_0^1 \frac{x^p(1 - x^{q-p})}{\ln x} \, \d x \\ e^{-u} = x, \d x = -e^{-u} \d u: &&&=\int_{u=\infty}^{0} \frac{e^{-pu}-e^{-qu}}{-u} (-e^{-u})\d u \\ &&&= \int_0^\infty \frac{e^{-u}(e^{-qu}-e^{-pu})}{u} \d u \\ &&&= \int_0^\infty \frac{e^{-(1+q)u}(1-e^{-(p-q)u})}{u} \d u \\ v = (1+q)u, \d v = (1+q) \d u: &&&=\int_0^{\infty} \frac{e^{-v}(1-e^{-\left(\frac{p-q}{1+q}\right)v}}{v}\d v \\ &&&= \ln \left(1 + \frac{p-q}{1+q} \right) \\ &&&= \ln \left ( \frac{1+p}{1+q} \right) \end{align*}

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Solution:

1. \begin{align*} && I &= \int_0^1 \frac{f(x^{-1})}{1+x} \d x \\ u = x^{-1}, \d u = -x^{-2} \d x: &&&= \int_{\infty}^1 \frac{f(u)}{1+\frac{1}{u}} \frac{-1}{u^2} \d u \\ &&&= \int_1^{\infty} \frac{f(u)}{u(1+u)} \d u \\ &&&= \sum_{n=1}^{\infty} \int_n^{n+1} \frac{f(u)}{u(u+1)} \d u \\ \\ \text{if} f(x) = f(x+1)\, \forall x && &=\sum_{n=1}^{\infty} \int_{0}^1 \frac{f(x+n)}{(x+n)(x+n+1)} \d x \\ &&&= \sum_{n=1}^\infty \int_0^1 \frac{f(x)}{(x+n)(x+n+1)} \d x \\ &&&= \int_0^1 f(x) \l \sum_{n=1}^{\infty} \frac{1}{(x+n)(x+n+1)}\r \d x \\ &&&= \int_0^1 f(x) \l \sum_{n=1}^{\infty} \l \frac{1}{x+n} - \frac{1}{x+n+1} \r\r \d x \\ &&&= \int_0^1 f(x) \l \frac{1}{x+1} \r \d x \\ &&&= \int_0^1\frac{f(x)}{x+1} \d x \\ \end{align*}
2. Since the fractional part is periodic with period \(1\), we can say \begin{align*} && \int_0^1 \frac{\{ x^{-1} \} }{1+x} \d x &= \int_0^1 \frac{\{ x\}}{x+1} \d x \\ &&&= \int_0^1 \frac{x}{x+1} \d x \\ &&&= \int_0^1 1-\frac{1}{x+1} \d x \\ &&&= [x - \ln (1+x) ]_0^1 \\ &&&= 1 - \ln 2 \end{align*} \begin{align*} && \int_0^1 \frac{\{ 2x^{-1}\}}{1+x} \d x &= \int_0^1 \frac{\{2x\}}{x+1} \d x \\ &&&= \int_0^{1/2} \frac{2x}{x+1} \d x +\int_{1/2}^{1} \frac{2x-1}{x+1} \d x \\ &&&= 2\int_0^1 \frac{x}{x+1} \d x + \int_{1/2}^1 \frac{-1}{x+1} \d x \\ &&&= 2 - 2\ln 2 - \l \ln 2 - \ln \tfrac32 \r \\ &&&= 2 - 4 \ln 2 + \ln 3 \\ &&&= 2 + \ln \tfrac {3}{16} \end{align*}
3. \begin{align*} && \int_0^1 \frac{x \{ x^{-1} \} }{1-x^2} \d x &= \frac12 \l \int_0^1 \frac{ \{ x^{-1} \}}{1-x} - \frac{\{x^{-1} \}}{1+x} \d x\r \end{align*} Consider for \(f\) periodic with period \(1\) \begin{align*} \int_0^1 \frac{f(x^{-1})}{1-x} \d x &= \int_1^{\infty} \frac{f(u)}{u(u-1)} \d u \\ &= \sum_{n=1}^{\infty}\int_{n}^{n+1} \frac{f(u)}{u(u-1)} \d u \\ &= \sum_{n=1}^{\infty}\int_{0}^{1} \frac{f(u)}{(u+n)(u+n-1)} \d u \\ &= \int_{0}^{1} \sum_{n=1}^{\infty}\frac{f(u)}{(u+n)(u+n-1)} \d u \\ &= \int_{0}^{1} f(u) \sum_{n=1}^{\infty}\l\frac{1}{u+n-1} - \frac{1}{u+n} \r\d u \\ &= \int_0^1 \frac{f(u)}{u} \d u \end{align*} So we have \begin{align*} && \int_0^1 \frac{x \{ x^{-1} \} }{1-x^2} \d x &= \frac12 \l \int_0^1 \frac{ \{ x^{-1} \}}{1-x} - \frac{\{x^{-1} \}}{1+x} \d x \r \\ &&&= \frac12 \int_0^1 \frac{\{ x \}}{x} \d x - \frac12 (1 - \ln 2) \\ &&&= \frac12 - \frac12 + \frac12 \ln 2 \\ &&&= \frac12 \ln 2 \end{align*}

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Solution:

1. Consider \(f(x) = x - \ln (1+ x)\), then \(f'(x) = 1 - \frac{1}{1+x} = \frac{x}{1+x} > 0\) if \(x >0\). Therefore \(f(x)\) is strictly increasing on the positive reals. Since \(f(0) = 0\) we must have \(f(x) > 0\) for all positive \(x\), ie \(x - \ln(1+x)\) is positive for all positive \(x\). \begin{align*} \sum_{k=1}^n \frac1k &\underbrace{>}_{x > \ln(1+x)} \sum_{k=1}^n \ln \left (1 + \frac1k \right ) \\ &= \sum_{k=1}^n \ln \left ( \frac{k+1}{k} \right ) \\ &= \sum_{k=1}^n \left ( \ln (k+1) - \ln (k) \right) \\ &= \ln (n+1) - \ln 1 \\ &= \ln (n+1) \end{align*}
2. Let \(g(x) = x + \ln (1-x)\) ,then \(g'(x) = 1 - \frac{1}{1-x} = \frac{-x}{1-x} < 0\) if \(0 < x < 1\) and \(g(0) = 0\). Therefore \(g(x)\) is decreasing and hence negative on \(0 < x < 1\), in particular \(x < -\ln(1-x) \) \begin{align*} \sum_{k=2}^n \frac1{k^2} &\underbrace{<}_{x < -\ln(1+x)} \sum_{k=2}^n - \ln \left (1-\frac1{k^2} \right) \\ &= -\sum_{k=2}^n \ln \left ( \frac{k^2-1}{k^2}\right) \\ &= \sum_{k=2}^n \l 2 \ln k - \ln(k-1) - \ln(k+1) \r \\ &= \ln n - \ln(n+1) - \ln 0+\ln 2 \\ &= \ln 2 + \ln \frac{n}{n+1} \end{align*} as \(n \to \infty\) we must have \(\displaystyle \sum_{k=2}^{\infty} \frac1{k^2} < \ln 2\) ie \[ \sum_{k=1}^\infty \frac 1 {k^2} <1+ \ln 2\]

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Solution: \begin{align*} && y &= \frac{\arcsin x}{\sqrt{1-x^2}} \\ && \frac{\d y}{\d x} &= \frac{(1-x^2)^{-1/2} \cdot (1-x^2)^{1/2}-\arcsin x \cdot (-x)(1-x^2)^{-1/2}}{1-x^2} \\ &&&= \frac{1+ xy}{1-x^2} \\ \Rightarrow && 0 &= (1-x^2) \frac{\d y}{\d x} -xy-1\\ \\ \frac{\d^n}{\d x^{n+1}}: && 0 &= \left ( (1-x^2) y' \right)^{(n+1)} - (xy)^{(n+1)} \\ \Rightarrow && 0 &= (1-x^2)y^{(n+2)} + \binom{n+1}{1}(1-x^2)^{(1)}y^{(n+1)}+\binom{n+1}{2} (1-x^2)^{(2)}y^{(n)} - (xy^{(n+1)} +\binom{n+1}{1} y^{(n)} ) \\ &&&= (1-x^2)y^{(n+2)}+\left ( (n+1)\cdot(-2x)-x \right)y^{(n+1)} + \left ( \frac{(n+1)n}{2} \cdot (-2)-(n+1) \right)y^{(n)} \\ &&&= (1-x^2)y^{(n+2)}-\left ( 2n+3 \right)xy^{(n+1)} - \left ( (n+1)n+(n+1)\right)y^{(n)} \\ &&&= (1-x^2)y^{(n+2)}-\left ( 2n+3 \right)xy^{(n+1)} - \left ( n+1\right)^2y^{(n)} \\ \end{align*} Since \(y(0) = 0, y'(0) = 1\) we can look at the recursion: \(y^{(n+2)} - (n+1)^2y^{(n)}\) for larger terms, ie \(y^{(2k)}(0) = 0\) \(y^{(1)}(0) = 1, y^{(3)}(0) = (1+1)^2 \cdot 1 = 2^2, y^{(5)}(0) = (3+1)^2 y^{(3)} = 4^2 \cdot 2^2\) and \(y^{(2k+1)}(0) = (2k)^2 \cdot (2k-2)^2 \cdots 2^2 \cdot 1^2 = 2^{2k} \cdot (k!)^2\). Therefore \begin{align*} && \frac{\arcsin x}{\sqrt{1-x^2}} &= \sum_{k=0}^{\infty} \frac{2^{2k} \cdot (k!)^2}{(2k+1)!} x^{2k+1} \\ \\ \Rightarrow && \frac{\arcsin \frac12}{\sqrt{1-\left (\frac12 \right)^2}} &= \sum_{k=0}^{\infty} \frac{2^{2k} \cdot (k!)^2}{(2k+1)!} 2^{-2k-1}\\ &&&= \frac12 \sum_{k=0}^{\infty} \frac{ (k!)^2}{(2k+1)!} \\ &&&= \frac12 \left ( 1 + \frac1{3!} + \frac{2^2}{5!} + \cdots+ \right) \\ \Rightarrow&& S &= 2 \frac{2\frac{\pi}{6}}{\sqrt{3}} = \frac{2\pi}{3\sqrt{6}} \end{align*}

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Solution:

1. Since \(k \geq 1\) we have \(n^{k+1} > n^k\) and \((k+1) > k\), therefore \((k+1)n^{k+1} >kn^k \Rightarrow \frac{1}{(k+1)n^{k+1}} < \frac{1}{kn^k}\) \begin{align*} && \ln \left ( 1 + \frac1n \right) &= \frac1n -\frac{1}{2n^2} + \frac{1}{3n^3} - \frac{1}{4n^4} + \cdots \\ &&&= \frac1n - \underbrace{\left (\frac{1}{2n^2}-\frac{1}{3n^3} \right)}_{>0}- \underbrace{\left (\frac{1}{4n^4}-\frac{1}{5n^5} \right)}_{>0} - \cdot \\ &&&< \frac1n \\ \\ \Rightarrow && n \ln \left ( 1 + \frac1n \right) &< 1 \\ \Rightarrow && \ln \left ( \left ( 1 + \frac1n \right)^n \right) &< 1 \\ \Rightarrow && \left ( 1 + \frac1n \right)^n &< e \end{align*}
2. \(\,\) \begin{align*} &&\ln \left(\frac{2y+1}{2y-1}\right) &= \ln \left (1 + \frac{1}{2y} \right)-\ln \left (1 - \frac{1}{2y} \right) \\ &&&= \frac{1}{2y} - \frac{1}{2(2y)^2} + \frac{1}{3(2y)^3} - \cdots - \left (-\frac{1}{2y} - \frac{1}{2(2y)^2} - \frac{1}{3(2y)^3} - \cdots \right) \\ &&&= \frac{1}{y} + \frac{2}{3(2y)^3} + \frac{2}{5(2y)^5} \\ &&&= \sum_{r=1}^{\infty} \frac{2}{(2r-1)(2y)^{2r-1}} \\ &&&> \frac1y \\ \\ \Rightarrow && \ln \left (1 + \frac{1}{y-\frac12} \right) &> \frac{1}{y} \\\Rightarrow && \ln \left (1 + \frac{1}{n} \right) &> \frac{1}{n+\frac12} \\ \Rightarrow &&(n+\tfrac12) \ln \left (1 + \frac{1}{n} \right) &> 1\\ \Rightarrow && \ln \left ( \left (1 + \frac{1}{n} \right)^{n+\tfrac12} \right) &> 1\\ \Rightarrow && \left (1 + \frac{1}{n} \right)^{n+\tfrac12} & > e \end{align*}

\item Since \(\left (1 + \frac1n \right)^n\) is both bounded above, and increasing, it must tend to some limit \(L\). \begin{align*} && \lim_{n \to \infty} \left (1 + \frac1n \right)^n && \leq e &\leq & \lim_{n \to \infty} \left (1 + \frac1n \right)^{n+\frac12} \\ \Rightarrow && \lim_{n \to \infty} \left (1 + \frac1n \right)^n && \leq e &\leq & \lim_{n \to \infty} \left (1 + \frac1n \right)^{n} \lim_{n \to \infty} \sqrt{1 + \frac1n} \\ \Rightarrow && \lim_{n \to \infty} \left (1 + \frac1n \right)^n && \leq e &\leq & \lim_{n \to \infty} \left (1 + \frac1n \right)^{n} \\ \end{align*} And therefore equality must hold.

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Solution:

1. \begin{align*} \sum_{n=1}^{\infty} \frac{n+1}{n!} &= \sum_{n=1}^\infty \left ( \frac{1}{(n-1)!} + \frac{1}{n!} \right) \\ &= \sum_{n=0}^\infty \frac{1}{n!} + \sum_{n=1}^\infty \frac{1}{n!} \\ &= \sum_{n=0}^\infty \frac{1}{n!} + \sum_{n=0}^\infty \frac{1}{n!} - 1 \\ &= e + e - 1 \\ &= 2e-1 \end{align*} \begin{align*} \sum_{n=1}^{\infty} \frac{(n+1)^2}{n!} &= \sum_{n=1}^{\infty} \frac{n(n-1) + 3n + 1}{n!} \\ &= \sum_{n=2}^{\infty} \frac{1}{(n-2)!} + 3 \sum_{n=1}^\infty \frac1{(n-1)!} + \sum_{n=1}^\infty \frac{1}{n!} \\ &= \sum_{n=0}^{\infty} \frac{1}{n!} + 3 \sum_{n=0}^\infty \frac1{n!} + \sum_{n=0}^\infty \frac{1}{n!} -1 \\ &= 5e-1 \end{align*} \begin{align*} \sum_{n=1}^\infty \frac{(2n-1)^3}{n!} &= \sum_{n=1}^\infty \frac{8n^3-12n^2+6n-1}{n!} \\ &= \sum_{n=1}^\infty \frac{8n(n-1)(n-2)+12n^2-10n-1}{n!} \\ &= \sum_{n=1}^\infty \frac{8n(n-1)(n-2)+12n(n-1)+2n-1}{n!} \\ &= 8 e+12e+2e-(e-1) \\ &=21e+1 \end{align*}
2. \begin{align*} \frac{n^2+1}{(n+1)(n+2)} &= \frac{n^2+3n+2-3n-1}{(n+1)(n+2)}\\ &= 1 - \frac{3n+1}{(n+1)(n+2)} \\ &= 1 + \frac{2}{n+1} - \frac{5}{n+2} \\ -\log(1-x) &= \sum_{n=1}^\infty \frac1{n}x^{n} \\ \log(2) &= \sum_{n=1}^\infty \frac{2^{-n}}{n} \\ \sum_{n=0}^\infty \frac{(n^2+1)2^{-n}}{(n+1)(n+2)} &= \sum_{n=0}^{\infty} 2^{-n} + 2 \sum_{n=0}^\infty \frac{2^{-n}}{n+1}-5 \sum_{n=0}^\infty \frac{2^{-n}}{n+2} \\ &= 2 + 2\log2-5 \sum_{n=2}^\infty \frac{2^{-n+2}}{n} \\ &= 2 + 2 \log 2 - 5 \left (2\log 2 - 2 \right) \\ &= 12-8\log2 \end{align*}

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Solution:

1. Claim \(f(t) + \frac12 t\) is an even function. Proof: Consider \(f(-t) - \frac12t\), then \begin{align*} f(-t) - \frac12t &= \frac{-t}{e^{-t}-1} - \frac12t \\ &= \frac{-te^t}{1-e^t} - \frac12 t \\ &= \frac{t(1-e^t) -t}{1-e^t} - \frac12 t \\ &= t - \frac{t}{1-e^t} - \frac12 t \\ &= \frac{t}{e^t-1} + \frac12 t \end{align*} So it is even.
2. 

   + - ↺
   Drawing the tangent to \(y = e^{-x}\) at \((0,1)\) we find that \(e^{-t} \geq (1-t)\) for all \(t\), in particular, \(e^t(1-t) \leq 1\) \(f'(t) = \frac{(e^t(1-t) -1}{(e^t-1)^2} \leq 0\) and \(f'(t) = -\frac12\) when \(t = 0\)

[Note: This is the exponential generating function for the Bernoulli numbers]

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Solution:

1. Since \(\tan (-x) = -\tan x\), \(\tan\) is an odd function, and in particular all it's even coefficients are zero. \begin{align*} && 2 \cot 2x &\equiv \frac{2 cos 2x}{\sin 2 x} \\ &&&\equiv \frac{2(\cos^2 x- \sin^2 x)}{2 \sin x \cos x} \\ &&&\equiv \frac{\cos x}{\sin x} - \frac{\sin x}{ \cos x} \\ &&&\equiv \cot x - \tan x \end{align*} Therefore \begin{align*} && \underbrace{\frac1x + \sum_{n=0}^\infty b_nx^n}_{\cot x} - \underbrace{\sum_{n=0}^\infty a_n x^n}_{\tan x} &= 2 \left (\underbrace{\frac{1}{2x} + \sum_{n=0}^\infty b_n(2x)^n}_{\cot 2x} \right) \\ \Rightarrow && \sum_{n=0}^\infty a_n x^n &= \sum_{n=0}^\infty b_nx^n - 2\sum_{n=0}^\infty b_n(2x)^n \\ &&&= \sum_{n=0}^{\infty}b_n(1-2^{n+1})x^n \\ [x^n]: && a_n &= (1-2^{n+1})b_n \end{align*}
2. \(\,\) \begin{align*} && \cot x + \tan x &= \frac{\cos x}{\sin x} + \frac{\sin x}{\cos x} \\ &&&= \frac{1}{\sin x \cos x} \\ &&&=2\cosec 2x \\ \\ \Rightarrow && \underbrace{\frac1x + \sum_{n=0}^\infty b_nx^n}_{\cot x} + \underbrace{\sum_{n=0}^\infty a_n x^n}_{\tan x} &= 2\left (\underbrace{ \frac1{2x} +\sum\limits _{n=0}^\infty c_n (2x)^n}_{\cosec 2x} \right) \\ \Rightarrow && \sum_{n=0}^\infty 2^{n+1}c_n x^n &= \sum_{n=0}^{\infty}(a_n+b_n)x^n \\ &&&= \sum_{n=0}^{\infty}\left((1-2^{n+1})b_n+ b_n\right)x^n \\ &&&= \sum_{n=0}^{\infty}\left(2-2^{n+1}\right)b_nx^n \\ [x^n]: && c_n &= (2^{-n}-1)b_n \end{align*}
3. \(\,\) \begin{align*} && \cot^2 x + 1 &= \cosec^2 x \\ \Rightarrow && x^2 \cot^2 x + x^2 &= x^2 \cosec^2 x \\ \Rightarrow && x^2 \left ( \underbrace{\frac1x + \sum_{n=0}^\infty b_nx^n}_{\cot x} \right)^2 + x^2 &= x^2 \left (\underbrace{ \frac1{x} +\sum\limits _{n=0}^\infty c_n x^n}_{\cosec x} \right)^2 \\ \Rightarrow && \left ( 1 + x\sum_{n=0}^\infty b_nx^{n} \right)^2 + x^2 &= \left ( 1 +x\sum\limits _{n=0}^\infty c_n x^{n} \right)^2 \\ \\ \Rightarrow && \left ( 1 + x(b_1x + b_3 x^3 + \cdots) \right)^2 + x^2 &= \left ( 1 + x(c_1x + c_3 x^3 + \cdots) \right)^2 \\ \Rightarrow && 1 + (1+2b_1)x^2+(2b_3+b_1^2)x^4 + \cdots &= 1 + 2c_1x^2 + (2c_3+c_1^2)x^4 + \cdots \\ \Rightarrow && 1 + 2b_1 &= 2(2^{-1}-1)b_1 \\ \Rightarrow && b_1 &= -\frac13 \\ \Rightarrow && a_1 &= (1-2^{2})(-\tfrac13) = 1 \\ && c_1 &= \frac16\\ \Rightarrow && 2b_3+\frac19&= 2c_3+\frac1{36} \\ \Rightarrow && 2b_3 -2(2^{-3}-1)b_3 &= -\frac{1}{12} \\ \Rightarrow && \frac{15}{4}b_3 &= -\frac{1}{12} \\ \Rightarrow && b_3 &= -\frac{1}{45} \\ \Rightarrow && a_3 &= -(1-2^4)\frac{1}{45} = \frac13 \end{align*}

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Solution: \begin{align*} &&2f(x) &\equiv f(x) + f(x) \\ &&&\equiv f(x+x) \\ &&&\equiv f(2x) \\ \\ \Rightarrow && 2f(0) &= f(0) \\ \Rightarrow && f(0) &= 0 \\ && f''(0) &= \lim_{h \to 0} \frac{f(2h)-2f(0)+f(-2h)}{h^2} \\ &&&= \lim_{h \to 0} \frac{f(2h)+f(-2h)}{h^2} \\ &&&= \lim_{h \to 0} \frac{f(0)}{h^2} \\ &&&= 0 \\ \Rightarrow && f''(0) &= 0 \end{align*} If \(f(x)\) satisfies the equation, then \(f'(x)\) satisfies the equation. In particular this means that \(f^{(n)}(0) = 0\) for all \(n \geq 2\). Therefore the only non-zero term in the Maclaurin series is \(x^1\). Therefore \(f(x) = cx\)

1. Suppose \(g(x)g(y) \equiv g(x+y)\), then if \(G(x) = \ln g(x)\) we must have \(G(x)+G(y) \equiv G(x+y)\), ie \(G(x) = cx \Rightarrow g(x) = e^{cx}\)
2. Suppose \(h(x)+h(y) \equiv h(xy)\), then if \(h(e^u) = H(u)\) we must have that \(H(u)+H(v) \equiv h(e^u) + h(e^v) \equiv h(e^{u+v}) \equiv H(u+v)\).Therefore \(H(u) = cu\), ie \(h(e^u) = cu\) or \(h(x) = h(e^{\ln x}) = c \ln x\).
3. Finally if \(t(x) + t(y) \equiv t(z)\), the considering \(T(w) = t(\tan w)\) then \(T(x) + T(y) \equiv t(\tan x) + t(\tan y) \equiv t( \frac{\tan x + \tan y}{1- \tan x \tan y}) \equiv t (\tan (x+y)) \equiv T(x+y)\). Therefore \(T(x) = cx\) Therefore \(t(\tan w) = c w \Rightarrow t(x) = c \tan^{-1} x\)

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Solution: First notice that the the probability a page contains fewer than two errors is \(\mathbb{P}(X < 2)\) where \(X \sim Po(\lambda)\), ie \(\mathbb{P}(X<2) = e^{-\lambda} + \lambda e^{-\lambda} = (1+\lambda)e^{-\lambda}\). Therefore the number of pages \(Y\) with fewer than two errors out of our sample of \(n\) is \(Bin(n, p)\) where \(p\) is as before. ie \(\mathbb{P}(Y = k) = \binom{n}{k} p^kq^{n-k}\).

1. \(\,\) \begin{align*} && q &= 1- p = 1-(1+\lambda)e^{-\lambda} \\ &&&= 1 - (1+ \lambda)(1 - \lambda + \tfrac12 \lambda^2 + o(\lambda^3)) \\ &&&= 1 - 1+ \lambda - \lambda+\lambda^2 - \tfrac12 \lambda^2 + o(\lambda^3) \\ &&&= \tfrac12 \lambda^2 + o(\lambda^3) \end{align*}
2. \(\,\) \begin{align*} && \mathbb{P}(Y = n) &= p^n \\ &&&= (1+\lambda)^ne^{-\lambda n} \\ &&&= (1 + n \lambda + \frac{n(n-1)}{2} \lambda^2 + \cdots)(1 - \lambda n + \frac{\lambda^2 n^2}{2} + \cdots) \\ &&&= 1 + 0 \lambda + \left ( \frac{n(n-1)}{2} + \frac{n^2}{2} - n^2 \right) \lambda^2 + o(\lambda^3) \\ &&&= 1 - \frac{n}{2} \lambda^2 + o(\lambda^3) \end{align*} So if \(\frac{n}{2} \lambda \leq 1\) or \(n \leq \frac{2}{\lambda}\) \(\mathbb{P}(Y = n) \leq 1- \lambda\).
3. \(\,\) \begin{align*} && \mathbb{P}(Y > 1 | Y > 0) &= \frac{1-(q^n + npq^{n-1})}{1-q^n} \\ &&&= 1 - \frac{npq^{n-1}}{1-q^n} \\ &&&= 1 -n \frac{(1+ \lambda)e^{-\lambda} (\tfrac12 \lambda^2 + o(\lambda^3))^{n-1}}{1-(\tfrac12 \lambda^2 + o(\lambda^3))^n} \\ &&&= 1 - n \left (\frac{\lambda^2}{2} \right)^{n-1} \frac{(1+ \lambda)(1-\lambda + \lambda^2/2 - \cdots)(1+o(\lambda)^{n-1}}{1-(\tfrac12 \lambda^2 + o(\lambda^3))^n} \\ &&&= 1 - n \left (\frac{\lambda^2}{2} \right)^{n-1} (1 + o(\lambda)) \\ &&&\approx 1 - n \left (\frac{\lambda^2}{2} \right)^{n-1} \end{align*}

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Solution: \begin{align*} && y & = \ln ( x + \sqrt{x^2+1}) \\ \Rightarrow && \frac{\d y}{\d x} &= \frac{1}{x+\sqrt{x^2+1}} \cdot \frac{\d }{\d x} \left ( x + \sqrt{x^2+1} \right) \\ &&&= \frac{1}{x+\sqrt{x^2+1}} \left (1 + \frac12 \frac{2x}{\sqrt{x^2+1}} \right) \\ &&&= \frac{1}{x+\sqrt{x^2+1}} \left ( \frac{\sqrt{x^2+1} + x}{\sqrt{x^2+1}}\right) \\ &&&= \frac{1}{\sqrt{x^2+1}} \end{align*} Note that \(\displaystyle y^{(2)} = - \frac12 \frac{2x}{(x^2+1)^{3/2}} = - \frac{x}{(x^2+1)^{3/2}}\), and in particular \((x^2+1)y^{(2)} + xy^{(1)} = 0\). Now applying Leibnitz formula: \begin{align*} 0 &= \left ( (x^2+1)y^{(2)} + xy^{(1)} \right )^{(n)} \\ &= \left ( (x^2+1)y^{(2)}\right )^{(n)} + \left (xy^{(1)} \right )^{(n)} \\ &= (x^2+1)y^{(n+2)} +n2xy^{(n+1)} + \binom{n}{2}2y^{(n)} + xy^{(n+1)} + n y^{(n)} \\ &= (x^2+1)y^{(n+2)} + (2n+1)xy^{(n+1)} + (n^2-n+n)y^{(n)} \\ &= (x^2+1)y^{(n+2)} + (2n+1)xy^{(n+1)} + n^2y^{(n)} \end{align*} as required. When \(x = 0\): \begin{align*} && y(0) &= \ln(0 + \sqrt{0^2+1}) \\ &&&= \ln 1 = 0 \\ && y'(0) &= \frac{1}{\sqrt{0^2+1}} = 1 \\ && y^{(n+2)} &= -n^2 y^{(n)} \\ && y^{(2k)} &= 0 \\ && y^{(3)} &= -1 \\ && y^{(5)} &= 3^2 \\ && y^{(7)} &= - 5^2 \cdot 3^2 \\ \end{align*} Therefore the Maclaurin series about \(x = 0\) is \begin{align*} y &= x - \frac{1}{3!} x^3 + \frac{3^2}{5!} x^5 - \frac{3^2 \cdot 5^2}{7!} x^7 + \cdots \\ &= x - \frac{1}{6} x^3 + \frac{3}{1 \cdot 2 \cdot 4 \cdot 5} x^5 - \frac{5}{1 \cdot 2 \cdot 4 \cdot 2 \cdot 7} x^7 + \cdots \\ &= x - \frac{1}{6}x^3 + \frac{3}{40} x^5 - \frac{5}{56} x^7 + \cdots \end{align*}

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Solution: \begin{align*} \mathbf{M}^2 &= \begin{pmatrix} 0 & - 1 \\ 1 & 0 \end{pmatrix}^2 \\ &= \begin{pmatrix} 0 \cdot 0 + (-1) \cdot 1 & 0 \cdot (-1) + (-1) \cdot 0 \\ 1 \cdot 0 + 0 \cdot 1 & 1 \cdot (-1) + 0 \cdot 0 \end{pmatrix} \\ &= \begin{pmatrix} -1 & 0 \\ 0 & -1\end{pmatrix} \\ &= - \mathbf{I} \end{align*} \begin{align*} \exp(\theta \mathbf{M}) &= \sum_{r=0}^\infty \frac1{r!} (\theta \mathbf{M})^r \\ &= \sum_{r=0}^\infty \frac{1}{r!} \theta^r \mathbf{M}^r \\ &= \cos \theta \mathbf{I} + \sin \theta \mathbf{M} \\ &= \begin{pmatrix} \cos \theta & -\sin \theta \\ \sin \theta & \cos \theta \end{pmatrix} \end{align*} This is a rotation of \(\theta\) degrees about the origin. \begin{align*} && \mathbf{N}^2 &= \begin{pmatrix} 0 & 1 \\ 0 & 0 \end{pmatrix}^2 \\ && &= \begin{pmatrix} 0 & 0 \\ 0 & 0 \end{pmatrix} \\ \Rightarrow && \exp(s\mathbf{N}) &= \sum_{r=0}^\infty \frac{1}{r!} (s\mathbf{N})^r \\ &&&= \mathbf{I} + s \mathbf{N} \\ &&&= \begin{pmatrix} 1 &s \\ 0 & 1 \end{pmatrix} \end{align*} This is a shear, leaving the \(y\)-axis invariant, sending \((1,1)\) to \((1+s, 1)\). Suppose those matrices commute, for all \(s\), ie \begin{align*} && \begin{pmatrix} 1 &s \\ 0 & 1 \end{pmatrix}\begin{pmatrix} \cos \theta & -\sin \theta \\ \sin \theta & \cos \theta \end{pmatrix} &= \begin{pmatrix} \cos \theta & -\sin \theta \\ \sin \theta & \cos \theta \end{pmatrix}\begin{pmatrix} 1 &s \\ 0 & 1 \end{pmatrix} \\ \Rightarrow && \begin{pmatrix} \cos \theta - s \sin \theta & -\sin \theta + s \cos \theta \\ \sin \theta & \cos \theta \end{pmatrix} &= \begin{pmatrix} \cos \theta & s \cos \theta - \sin \theta \\ \sin \theta & s \sin \theta + \cos \theta \end{pmatrix} \\ \Rightarrow && \sin \theta &= 0 \\ \Rightarrow && \theta &=n \pi, n \in \mathbb{Z} \end{align*} Clearly it doesn't matter when we do nothing. If we are rotating by \(\pi\) then it also doesn't matter which order we do it in as the stretch happens in both directions equally.

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Solution:

1. \begin{align*} (x^2+5x+4)e^x &= \sum_{k=0}^\infty \frac{1}{k!} x^{k+2}+\sum_{k=0}^\infty \frac{5}{k!} x^{k+1}+\sum_{k=0}^\infty \frac{4}{k!} x^{k} \\ &= \sum_{k=0}^{\infty} \l \frac{1}{k!}+\frac{5}{(k+1)!}+\frac{4}{(k+2)!} \r x^{k+2} + 5x+4+4x \\ &= 4 + 9x + \sum_{k=0}^{\infty} \l \frac{(k+2)(k+1)}{(k+2)!}+\frac{5(k+2)}{(k+2)!}+\frac{4}{(k+2)!} \r x^{k+2}\\ &= 4 + 9x + \sum_{k=0}^{\infty} \l \frac{k^2+3k+2+5k+10+4}{(k+2)!} \r x^{k+2}\\ &= 4 + 9x + \sum_{k=0}^{\infty} \frac{(k+4)^2}{(k+2)!} x^{k+2}\\ &= 4 + 9x + \sum_{k=2}^{\infty} \frac{(k+2)^2}{k!} x^{k}\\ \end{align*} So when \(x = 1\) we have \[10e = 4 + \frac{3^2}{1!} + \frac{4^2}{2!} + \frac{5^2}{3!} + \cdots \]
2. \begin{align*} (x^2+3x+1)e^x &= \sum_{k=0}^\infty \frac{1}{k!}x^{k+2}+\sum_{k=0}^\infty 3\frac{1}{k!}x^{k+1} + \sum_{k=0}^{\infty} \frac{1}{k!} x^k \\ &= 1+3x+\sum_{k=1}^{\infty} \l \frac1{(k-1)!}+\frac{3}{k!} + \frac{1}{(k+1)!} \r x^{k+1} \\ &= 1+3x+\sum_{k=1}^{\infty} \frac{(k+1)k + 3(k+1)+1}{(k+1)!}x^{k+1} \\ &= 1+3x+\sum_{k=1}^{\infty} \frac{k^2+4k+4}{(k+1)!}x^{k+1} \\ &= 1+3x+\sum_{k=0}^{\infty} \frac{(k+2)^2}{(k+1)!}x^{k+1} \\ &=1+3x+ \sum_{k=1}^{\infty} \frac{(k+1)^2}{k!}x^k \end{align*} Plugging in \(x=1\) we get the desired result.
3. \begin{align*} && xe^x &= \sum_{k=0}^{\infty} \frac{x^{k+1}}{k!} \\ x\frac{\d}{\d x} : && x(1+x)e^x &= \sum_{k=0}^{\infty} \frac{(k+1)x^{k+1}}{k!} \\ x\frac{\d}{\d x} : && x(x(1+x)+1+2x)e^x &= \sum_{k=0}^{\infty} \frac{(k+1)^2x^{k+1}}{k!} \\ &&(x^3+3x^2+x)e^x &= \sum_{k=0}^{\infty} \frac{(k+1)^2x^{k+1}}{k!} \\ \frac{\d}{\d x} : && e^x(x^3+3x^2+x+3x^2+6x+1) &=\sum_{k=0}^{\infty} \frac{(k+1)^3x^{k}}{k!} \\ \Rightarrow && 15e &= 1 + \frac{2^3}{1!} + \frac{3^3}{2!} + \cdots \end{align*}