Problems

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Solution:

1. 

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   The construction is possible if \(x + y > 2-x-y \Rightarrow x+y > 1\) (which is as the triangle is above the diagonal line), and \(x + (2-x-y) > y \Rightarrow 1 > y\) (true as the triangle is below the horizontal line) and \(y + (2-x-y) > x \Rightarrow 1 > x\) (true as the triangle is left of the vertical arrow). By the cosine rule: \begin{align*} && y^2 &= x^2 + (2-x-y)^2 - 2 x (2-x-y) \cos \angle ABC \\ \Rightarrow && \cos \angle ABC &= \frac{x^2+(2-x-y)^2 - y^2}{2x(2-x-y)} \\ &&&= \frac{4+2x^2-4x-4y+2xy}{2x(2-x-y)} \\ \underbrace{\Rightarrow}_{\cos \angle ABC < 0} && 0 &> 4+2x^2-4x-4y+2xy \\ \Rightarrow && 0 &> 2x^2-4x+4 - 2(x-2)y \\ \Rightarrow && y &> \frac{x^2-2x+2}{2-x} \\ &&&= -x + \frac{2}{2-x} \end{align*}
   

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   Therefore the area we want is: \begin{align*} A &= 1 - \int_0^1 \left ( -x + \frac{2}{2-x} \right)\d x \\ &= 1 - \left [-\frac12 x^2 - 2 \ln(2-x) \right]_0^1 \\ &= 1 + \frac12 -2 \ln 2 \\ &= \frac32 - 2 \ln 2 \end{align*} Therefore the relative area is: \(\frac{\frac32 - 2 \ln 2}{1/2} = 3 - 4 \ln 2\)

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Solution: \(AG = r\), therefore the area is: \begin{align*} A &= [AHG] - 2*[ABC] + [CDE] \\ &= \frac12 \pi r^2 - \pi h^2 + \frac12 \pi (r-2h)^2 \\ &= \frac12 \pi \l r^2 - 2h^2 + r^2 -4rh+4h^2 \r \\ &= \frac12 \pi \l 2r^2 -4rh + 2h^2\r \\ &= \pi (r-h)^2 \end{align*} This is the same area as a circle radius \(r-h\) But \(HD = r + (r-2d) = 2(r-d)\), ie the circle with diameter \(HD\) has radius \(r-h\) as required. Suppose \(A = (-h, 0), C = (h, 0), B = (0, h)\) then our parabola is \(y = \frac1{h}(h^2-x^2)\)

The area of \(ABC\) would then be \(\int_{-h}^h \frac{1}{h}(h^2-x^2) \d x = \frac1{h} \left [ h^2x - \frac{x^3}{3} \right] = \frac1{h} \l 2h^3-2\frac{h^3}{3} \r = \frac{4}{3}h^2\) so we have: \begin{align*} A &= [AHG] - 2*[ABC] +[CDE] \\ &= \frac43 r^2-\frac83h^2+\frac43(r-2h)^2 \\ &= \frac43 \l r^2 -2h^2+r^2-4rh+4h^2) \\ &= \frac43 (r-h)^2 \end{align*}

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Solution: Integrating by parts we obtain: \begin{align*} \int x \ln x \, \d x &= [\frac12 x^2 \ln x] - \int \frac12x^2 \cdot \frac1x \d x \\ &= \frac12 x^2 \ln x - \frac14 x^2 + C \end{align*}

We should have: \begin{align*} \int_0^1 x \ln \frac{1}{x} \d x &= \lim_{n \to \infty} \sum_{i=1}^n \frac{1}{n} \frac{i}{n} \ln \left ( \frac{n}{i} \right) \\ \left [ -\frac12 x^2 \ln x + \frac14 x^2 \right]_0^1 &= \lim_{n \to \infty} \sum_{i=1}^n \frac{1}{n} \frac{i}{n} \ln \left ( \frac{n}{i} \right) \\ \frac{1}{4} &=\lim_{n \to \infty} \frac{1}{n^2} \sum_{i=1}^n \l i \ln n - i \ln i \r \\ &= \lim_{n \to \infty} \frac{1}{n^2}\l \frac{n(n+1)}{2} \ln n - \sum_{i=1}^n i \ln i \r \\ &= \lim_{n \to \infty} \l \frac{1}{2}(1+\frac{1}n) \ln n - \frac{1}{n^2}\sum_{i=1}^n i \ln i \r \\ &= \lim_{n \to \infty} \l \frac{1}{2}(1+\frac{1}n) \ln n - \frac{1}{n^2}\sum_{i=1}^n \sum_{k=1}^i \ln i \r \\ &= \lim_{n \to \infty} \l \frac{1}{2}(1+\frac{1}n) \ln n - \frac{1}{n^2}\sum_{k=0}^{n-1} \sum_{i=0}^k \ln (n-i) \r \\ &= \lim_{n \to \infty} \l \frac{1}{2}(1+\frac{1}n) \ln n - \frac{1}{n^2}\sum_{k=0}^{n-1} \ln \frac{n!}{(n-k)!}\r \\ \end{align*}

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Solution: Let \(u = f(x)\) then \(\frac{\d u}{\d x} = f'(x)\) and \begin{align*} \int_a^b f(x) \d x &\underbrace{=}_{\text{IBP}} \left [ xf(x) \right]_a^b - \int_a^b x f'(x) \d x \\ &\underbrace{=}_{u = f(x)} b \beta - a \alpha - \int_{u = f(a) = \alpha}^{u = f(b) = \beta} g(u) \d u \\ &= b \beta - a \alpha - \int_{\alpha}^{\beta} g(u) \d u \end{align*}

\[ \underbrace{\int_{a}^{b}\mathrm{f}(x)\,\mathrm{d}x}_{\text{red area}}=\underbrace{b\beta}_{\text{whole area}}-\underbrace{a\alpha}_{\text{area in green}}-\underbrace{\int_{\alpha}^{\beta}\mathrm{g}(y)\,\mathrm{d}y}_{\text{area in blue}}, \] \begin{align*} 2\pi \int_a^b x f(x) \d x &\underbrace{=}_{\text{IBP}}\pi \left [ x^2 f(x) \right]_a^b - \pi \int_a^b x^2 f'(x) \d x \\ &\underbrace{=}_{x = g(u)} \pi (b^2 \beta - a^2 \alpha) - \pi \int_{u = f(a) = \alpha}^{u = f(b) = \beta} [g(u)]^2 \d u \\ &= \pi(b^2 \beta - a^2 \alpha) - \pi \int_\alpha^\beta [g(u)]^2 \d u \end{align*} This is the volume outside the function in the volume of revolution about the \(y\) axis between \( \alpha\) and \(\beta\).

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Solution:

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   \begin{align*} \mathbb{E}(A \mid \text{exactly one point on diameter}) &= \int_{-1}^1\int_0^\pi \frac12 (x-0)\cdot 1 \cdot \sin(\pi - \theta) \frac{1}{\pi} \d \theta \frac{1}{2} \d x \\ &= \int_{-1}^1\frac1{2\pi} x \d x \cdot \left [ -\cos \theta \right]_0^\pi \\ &= \frac{1}{2\pi} \end{align*}
2. 

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   \begin{align*} \mathbb{E}(A \mid \text{no point on diameter}) &= \int_0^{\pi} \frac12 \cdot 1 \cdot 1 \cdot \sin x \cdot 2(\pi - x)/\pi^2 \d x \\ &= \frac1{\pi^2} \int_0^\pi \sin x (\pi - x) \d x \\ &= \frac1{\pi^2} \int_0^\pi x\sin x \d x \\ &= \frac1{\pi^2} \left [ \sin x - x \cos x \right]_0^{\pi} \\ &= \frac{1}{\pi} \end{align*}

If both points lie on the diameter the area of the triangle is \(0\). Therefore: \begin{align*} \mathbb{E}(A) &= \frac{1}{2\pi} \mathbb{P}(\text{exactly one point on diameter}) + \frac{1}{\pi}\mathbb{P}(\text{no points on diameter}) \\ &= \frac1{2\pi} \cdot \left (2 \cdot \frac{2}{2+\pi} \cdot \frac{\pi}{2+\pi} \right) + \frac{1}{\pi} \cdot \left ( \frac{\pi}{2+\pi} \cdot \frac{\pi}{2+\pi}\right) \\ &= \frac{1}{\pi} \frac{2\pi + \pi^2}{(2+\pi)^2} \\ &= \frac{1}{2+\pi} \end{align*}

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Solution:

1. \begin{align*} \mathbb{P}(n\text{ independent values of }X > k) &= \prod_{i=1}^n \mathbb{P}(X > k) \\ &= \left ( \frac{c-k}{2c}\right)^n \end{align*}
2. \begin{align*} \mathbb{P}(n\text{ independent values of }X < k) &= \prod_{i=1}^n \mathbb{P}(X < k) \\ &= \left ( \frac{k+c}{2c}\right)^n \end{align*}

\begin{align*} &&\mathbb{P}(\text{median} < z+\delta \text{ and median} > z - \delta) &= \mathbb{P}(n\text{ values } < z - \delta \text{ and } n \text{ values} > z + \delta) \\ &&&= \binom{2n+1}{n,n,1} \left ( \frac{c-(z+\delta)}{2c}\right)^n\left ( \frac{(z-\delta)+c}{2c}\right)^n \frac{2 \delta}{2 c} \\ &&&= \frac{(2n+1)!}{n! n!} \frac{((c-(z+\delta))(c+(z-\delta)))^n 2\delta}{2^n c^n} \\ &&&= \frac{(2n+1)!}{(n!)^2 (2c)^{2n+1}}((c-(z+\delta))(c+(z-\delta)))^n 2\delta \\ \Rightarrow && \lim_{\delta \to 0} \frac{\mathbb{P}(\text{median} < z+\delta \text{ and median} > z - \delta)}{2 \delta} &= \frac{(2n+1)!}{(n!)^2 (2c)^{2n+1}}((c-z)(c+z))^n \\ &&&= \frac{(2n+1)!}{(n!)^2 (2c)^{2n+1}}(c^2-z^2) \\ \end{align*} \begin{align*} && 1 &= \int_{-c}^c \frac{(2n+1)!}{(n!)^2 (2c)^{2n+1}}(c^2-z^2)^n \d z \\ \Rightarrow && \frac{(n!)^2 (2c)^{2n+1}}{(2n+1)!} &= \int_{-c}^c (c^2-z^2)^n \d z \end{align*} \begin{align*} \mathbb{E}(Z) &= \int_{-c}^c z \frac{(2n+1)!}{(n!)^2 (2c)^{2n+1}}(c^2-z^2)^n \d z \\ &=\frac{(2n+1)!}{(n!)^2 (2c)^{2n+1}} \int_{-c}^c z (c^2-z^2)^n \d z \\ &= 0 \end{align*} \begin{align*} \mathrm{Var}(Z) &= \mathbb{E}(Z^2) - \mathbb{E}(Z)^2 \\ &= \mathbb{E}(Z^2) \\ &= \int_{-c}^c z^2 \frac{(2n+1)!}{(n!)^2 (2c)^{2n+1}}(c^2-z^2)^n \d z \\ &=\frac{(2n+1)!}{(n!)^2 (2c)^{2n+1}} \int_{-c}^c z^2 (c^2-z^2)^n \d z \\ &=\frac{(2n+1)!}{(n!)^2 (2c)^{2n+1}} \left ( \left [ -\frac{1}{2(n+1)}z(c^2-z^2)^{n+1} \right]_{-c}^c + \frac{1}{2(n+1)}\int_{-c}^c (c^2-z^2)^{n+1} \d z \right) \\ &= \frac{(2n+1)!}{(n!)^2 (2c)^{2n+1}} \frac{1}{2(n+1)} \frac{((n+1)!)^2 (2c)^{2n+3}}{(2n+3)!} \\ &= \frac{(n+1)^2(2c)^2}{(n+1)(2n+2)(2n+3)} \\ &= \frac{2c^2}{2n+3} \end{align*}

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Solution:

1. \begin{align*} \int_{1}^{\mathrm{e}}\frac{\ln x}{x^{2}}\,\mathrm{d}x &= \left [-\frac{\ln x}{x} \right]_1^e + \int_1^e \frac{1}{x^2} \, \d x \\ &= -\frac{1}{e} + \left [ -\frac{1}{x} \right]_1^e \\ &= 1 - \frac{2}{e} \end{align*}
2. \begin{align*} \int\frac{\cos x}{\sin x\sqrt{1+\sin x}}\,\mathrm{d}x &= \int \frac{2u}{(u^2-1)u} \d u \tag{\(u^2 = 1+\sin x\)} \\ &= \int \frac{1}{u-1} - \frac{1}{u+1} \d u \\ &= \ln(u-1) - \ln (u+1) + C \\ &= \ln \l \frac{u-1}{u+1} \r + C \\ &= \ln \l \frac{\sqrt{\sin x + 1} + 1}{\sqrt{\sin x + 1} -1} \r + C \end{align*}

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Solution: Given the probability density after \(3\) years is proportional to \(\frac{t^2}{(1+t^2)^2}\) then we must have that: \begin{align*} && 1 &= A \int_0^{\infty} \frac{t^2}{(1+t^2)^2} \, \d t \\ &&&= A \left [ -\frac12 \frac{t}{1+t^2} \right]_0^{\infty} + \frac{A}2 \int_0^{\infty} \frac{1}{1+t^2} \d t \\ &&&= \frac{A}{2} \frac{\pi}{2} \\ \Rightarrow && A &= \frac{4}{\pi} \end{align*} In order to fail a test on the fifth anniversary, there are two possibilities for when we went faulty. We could have gone faulty before \(4\) years, got lucky once and then failed the second test, or gone faulty in the next year and then failed the first test. \begin{align*} \P(\text{rusty before } 4 \text{ years}) &=\frac{4}{\pi} \int_0^1 \frac{t^2}{(1+t^2)^2} \d t \\ &= \frac{4}{\pi} \left [ -\frac12 \frac{t}{1+t^2} \right]_0^{1} + \frac{2}{\pi} \int_0^{1} \frac{1}{1+t^2} \d t \\ &= -\frac{1}{\pi} + \frac{2}{\pi} \frac{\pi}{4} \\ &= \frac12 - \frac{1}{\pi} \\ &\approx 0.181690\cdots \\ \\ \P(\text{rusty before } 5 \text{ years}) &=\frac{4}{\pi} \int_0^1 \frac{t^2}{(1+t^2)^2} \d t \\ &= \frac{4}{\pi} \left [ -\frac12 \frac{t}{1+t^2} \right]_0^{2} + \frac{2}{\pi} \int_0^{2} \frac{1}{1+t^2} \d t \\ &= -\frac{4}{5\pi} + \frac{2}{\pi} \tan^{-1} 2 \\ &\approx 0.450184\cdots \\ \end{align*} Therefore: \begin{align*} \P(\text{fails 5th anniversary}) &= \P(\text{rusty before } 4 \text{ years}) \P(\text{pass one, fail other}) + \\ & \quad \quad + \P(\text{rusty between 4 and 5 years}) \P(\text{fail}) \\ &= 0.181690\cdots \cdot \frac{1}{4} + \frac{1}{2} ( 0.450184\cdots- 0.181690\cdots) \\ &= \frac{1}{2} 0.450184\cdots - \frac{1}{4} 0.181690\cdots \\ &= 0.1796688\cdots \\ &= 18.0\%\,\, (3\text{ s.f.}) \end{align*} We also must have that: \begin{align*} \P(\text{rusty at 4 years}|\text{destroyed at 5}) &= \frac{\P(\text{rusty at 4 years and destroyed at 5})}{\P(\text{destroyed at 5})} \\ &= \frac{0.181690\cdots \cdot \frac{1}{4}}{\frac{1}{2} 0.450184\cdots - \frac{1}{4} 0.181690\cdots} \\ &= 0.252811\cdots \\ &= 25.3\%\,\,(3\text{ s.f.}) \end{align*}

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Solution: \begin{align*} I &=\int_{1}^{2}\frac{(2-2x+x^{2})^{k}}{x^{k+1}}\,\mathrm{d}x \\ u = x-1 &, \quad \d u = \d x \\ &= \int_{u = 0}^{u=1} \frac{(u^2+1)^k}{(u+1)^{k+1}} \d u \\ &= \boxed{\int_0^1 \frac{(1+x^2)^k}{(1+x)^{k+1}} \d x} \\ x = \tan \theta &, \quad \d x = \sec^2 \theta \d \theta \\ &= \int_{\theta = 0}^{\theta = \pi/4} \frac{\sec^{2k+2} \theta }{(1 + \tan \theta)^{k+1}} \d \theta \\ &= \int_0^{\pi/4} \frac{\d \theta}{\cos^{2k+2} \theta (\frac{\sin \theta + \cos \theta}{\cos \theta})^{k+1}} \\ &= \int_0^{\pi/4} \frac{\d \theta}{\cos^{k+1} \theta ({\sin \theta + \cos \theta})^{k+1}} \\ &= \int_0^{\pi/4} \frac{\d \theta}{\cos^{k+1} \theta (\sqrt{2} \cos (\frac{\pi}{4} - \theta))^{k+1}} \\ I &= \boxed{ \int_0^{\pi/4} \frac{\d \theta}{(\sqrt{2}\cos \theta \cos (\frac{\pi}{4} - \theta))^{k+1}}} \\ \end{align*} Since \(f(\theta) = \cos \theta \cos (\frac{\pi}{4} - \theta)\) is symmetric about \(\frac{\pi}{8}\) this integral is twice the integral to \(\frac{\pi}{8}\). \(\tan 2 \theta = \frac{2\tan \theta}{1 - \tan^2 \theta} \Rightarrow 1 = \frac{2 \tan \frac{\pi}{8}}{1 - \tan^2 \frac{\pi}{8}} \Rightarrow \tan \frac{\pi}{8} = \sqrt{2}-1\). Therefore, using the same substitution we must have: \[ I=2\int_{0}^{\sqrt{2}-1}\frac{(1+x^{2})^{k}}{(1+x)^{k+1}}\,\mathrm{d}x \] Let \(u = x^2\), then \(\d u = 2 x\d x\) \begin{align*} \int_{1}^{\sqrt{2}}\left(\frac{2-2x^{2}+x^{4}}{x^{2}}\right)^{k}\frac{1}{x}\,\mathrm{d}x &= \int_{u = 1}^{u = 2} \l \frac{2-2u+u^2}{u}\r^k \frac{1}{2u} \d u \\ &= \frac12 I \\ &= \int_{0}^{\sqrt{2}-1}\frac{(1+x^{2})^{k}}{(1+x)^{k+1}}\,\mathrm{d}x \\ u = 1+x & \quad \d u = \d x \\ &= \int_1^{\sqrt{2}} \frac{(1+(u-1)^2)^k}{u^{k+1}} \d u \\ &= \int_{1}^{\sqrt{2}}\left(\frac{2-2u+u^{2}}{u}\right)^{k}\frac{1}{u}\,\mathrm{d}x \\ &= \int_{1}^{\sqrt{2}}\left(\frac{2-2x+x^{2}}{x}\right)^{k}\frac{1}{x}\,\mathrm{d}x \end{align*}

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Solution:

As the string wraps around, the total length in contact will be \(a \theta\). The end contact point will be at \((a\cos \theta, a\sin \theta)\) and the string will be tangential to that. The tangent (unit) vector will be \(\binom{-\sin \theta}{\cos \theta}\), and so the particle will be at \(\binom{a\cos \theta - (L-a\theta) \sin \theta}{a \sin \theta + (L-a \theta) \cos \theta}\). The velocity will be: \begin{align*} \frac{\d}{\d t} \binom{a\cos \theta - (L-a\theta) \sin \theta}{a \sin \theta + (L-a \theta) \cos \theta} &= \binom{-a \sin \theta \cdot \dot{\theta} -(L-a \theta) \cos \theta \cdot \dot{\theta} + a \sin \theta \cdot \dot{\theta} }{a \cos \theta \cdot \dot{\theta} + (L-a \theta) \sin \theta \cdot \dot{\theta} - a \cos \theta \cdot \dot{\theta}} \\ &= \binom{-(L-a \theta) \cos \theta \cdot \dot{\theta} }{ (L-a \theta) \sin \theta \cdot \dot{\theta}} \\ \end{align*} Therefore the speed is \((L-a\theta) \dot{\theta}\). By conservation of energy, we must have that speed is constant, ie: \begin{align*} && (L - a \theta)\dot{\theta} &= v \\ \Rightarrow && \int_0^{L/a} (L - a \theta)\d \theta &= \int_0^T v \d t \\ \Rightarrow && vT &= \frac{L^2}{a} - a\frac{L^2}{2a^2} \\ &&&= \frac{L^2}{2a} \\ \Rightarrow && T &= \frac{L^2}{2av} \end{align*} as requried

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Solution:

First notice the integrand is always positive over the range we are integrating, so the integral is greater than \(0\). Since \(\frac{x}{1+x} \leq 1\) for \(x \geq 0\) we can note that: \begin{align*} \int_0^{\infty} \frac{x^2e^{-x}}{1+x} \d x &=\int_0^{\infty} \frac{x}{1+x}xe^{-x} \d x \\ &< \int_0^\infty xe^{-x} \d x \\ &= \left [ -xe^{-x} \right]_0^{\infty} + \int_0^{\infty} e^{-x} \d x \\ &= 0 + 1 \\ &= 1 \end{align*} and so we are done.

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Solution: \begin{align*} && y_0(x) &= e^{-\lambda x^2} \\ && \lim_{x \to \pm \infty} y_0(x) &= 0 \Leftrightarrow \lambda > 0 \\ && \lim_{x \to \pm \infty} y'_0(x) &= \lim_{x \to \pm \infty} 2x\lambda e^{-\lambda x^2} \\ &&&= 0\Leftrightarrow \lambda > 0 \\ && y''_0(x) &= 4x^2 \lambda^2 e^{-\lambda x^2} + 2\lambda e^{-\lambda x^2} \\ \\ && y''_0 - \omega^2 x^2 y_0+(2\cdot 0 + 1) \omega y_0 &= e^{-\lambda x^2} \l 4x^2 \lambda^2 + 2 \lambda - \omega^2 x^2 + \omega\r \\ &&&=0 \Leftrightarrow \lambda = \pm \frac{\omega}{2} \end{align*} Therefore \(y_0\) satisfies if \(\lambda = \frac{\omega}{2}\) Similarly for \(y_1\), \begin{align*} && y_1(x) &= xe^{-\lambda x^2} \\ && \lim_{x \to \pm \infty} y_1(x) &= 0 \Leftrightarrow \lambda > 0 \\ && \lim_{x \to \pm \infty} y'_1(x) &= \lim_{x \to \pm \infty} \l -2x^2 \lambda e^{-\lambda x^2} + e^{-\lambda x^2} \r \\ &&&= 0\Leftrightarrow \lambda > 0 \\ && y''_0(x) &= e^{-\lambda x^2} \l 4x^3 \lambda^2-4x\lambda - 2x\lambda \r \\ &&&= e^{-\lambda x^2} \l 4x^3 \lambda^2-6x\lambda \r \\ && y''_1 - \omega^2 x^2 y_1+(2\cdot 1 + 1) \omega y_1 &= e^{-\lambda x^2} \l 4x^3\lambda^2-6x\lambda-\omega^2x^3+3\omega x\r \\ &&&=0 \Leftrightarrow \lambda = \pm \frac{\omega}{2} \end{align*} Therefore \(y_1\) satisfies if \(\lambda = \frac{\omega}{2}\) \begin{align*} \frac{\mathrm{d}}{\mathrm{d}x}\left(y_{m}\frac{\mathrm{d}y_{n}}{\mathrm{d}x}-y_{n}\frac{\mathrm{d}y_{m}}{\mathrm{d}x}\right) &= y'_my'_n+y_my''_n - y'_ny'_m-y_ny''_m \\ &= y_my''_n - y_ny''_m \\ &= y_m(\omega^2 x^2 y_n - (2n+1)\omega y_n) - y_n(\omega^2 x^2 y_m - (2m+1)\omega y_m) \\ &= y_my_n (2m-2n)\omega \\ &= 2(m-n) \omega y_my_n \end{align*} Therefore: \begin{align*} \int_{-\infty}^{\infty} y_m(x)y_n(x) \d x &= \int_{-\infty}^{\infty} \frac{1}{2(m-n)} \frac{\mathrm{d}}{\mathrm{d}x}\left(y_{m}\frac{\mathrm{d}y_{n}}{\mathrm{d}x}-y_{n}\frac{\mathrm{d}y_{m}}{\mathrm{d}x}\right) \d x \\ &= \frac{1}{2(m-n)} \left [ y_{m}\frac{\mathrm{d}y_{n}}{\mathrm{d}x}-y_{n}\frac{\mathrm{d}y_{m}}{\mathrm{d}x}\right]_{-\infty}^{\infty} \\ &\to 0 \end{align*} This condition is known as Orthogonality. In fact this question is talking about a Sturm-Liouville orthogonality condition, in particular for the quantum harmonic oscillator, and the eigenfunctions are related to Hermite polynomials.

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Solution: Using the suggested substitution, we can find. \begin{align*} && x &=\alpha\cos^{2}\theta+\beta\sin^{2}\theta \\ && x-\alpha &=\alpha(\cos^{2}\theta-1)+\beta\sin^{2}\theta \\ &&& = (\beta - \alpha) \sin^2 \theta \\ && \beta - x &= -\alpha\cos^{2}\theta+\beta(1-\sin^{2}\theta) \\ &&&= (\beta-\alpha)\cos^2 \theta \\ && x &=\alpha\cos^{2}\theta+\beta\sin^{2}\theta \\ \Rightarrow && \frac{dx}{d\theta} &= (\beta - \alpha) 2 \cos \theta \sin\theta \\ \\ &&\int_{\alpha}^{\beta}\frac{1}{\sqrt{(x-\alpha)(\beta-x)}}\,\mathrm{d}x &= \int_0^{\pi/2} \frac{1}{(\beta - \alpha)\sin\theta \cos \theta} (\beta - \alpha) 2 \cos \theta \sin \theta \, d \theta \\ &&&= \int_0^{\pi/2} \frac{1}{\bcancel{(\beta - \alpha)}\bcancel{\sin\theta \cos \theta}} \bcancel{(\beta - \alpha)} 2 \bcancel{\cos \theta \sin \theta} \, d \theta \\ &&&= \int_0^{\pi/2} 2 d \theta \\ && &= 2 \frac{\pi}{2} = \boxed{\pi} \end{align*} If \(\alpha > \beta\) we can rewrite the integral as: \begin{align*} \int_{\alpha}^{\beta}\frac{1}{\sqrt{(x-\alpha)(\beta-x)}}\,\mathrm{d}x &= \int_{\alpha}^{\beta}\frac{1}{\sqrt{(x-\beta)(\alpha-x)}}\,\mathrm{d}x \\ &= -\int_{\beta}^{\alpha}\frac{1}{\sqrt{(x-\beta)(\alpha-x)}}\,\mathrm{d}x \\ &= -\pi \end{align*} Where the last step we are directly using the first integral with the use of \(\alpha\) and \(\beta\) reversed. Finally, using the substitution \(xt = 1\), we fortunately lose the \(\frac1{x}\) term: \begin{align*} && x &= \frac{1}{t} \\ && \frac{dx}{dt} &= -\frac1{t^2} \\ \\ && \int_{\alpha}^{\beta}\frac{1}{x\sqrt{(x-\alpha)(\beta-x)}}\,\mathrm{d}x &= \int_{\alpha}^{\beta}\frac{t}{\sqrt{(\frac{1}{t}-\alpha)(\beta-\frac{1}{t})}} \frac{-1}{t^2}\,\mathrm{d}t \\ && &= \int_{\frac1{\alpha}}^{\frac1\beta}\frac{-1}{\sqrt{(1-t\alpha)(t\beta-1)}}\,\mathrm{d}t \\ && &= \int_{\frac1{\alpha}}^{\frac1\beta}\frac{-1}{\sqrt{\alpha\beta}\sqrt{(\frac1{\alpha}-t)(t-\frac1{\beta})}}\,\mathrm{d}t \\ && &= \frac1{\sqrt{\alpha\beta}}\int_{\frac1{\alpha}}^{\frac1\beta}\frac{-1}{\sqrt{(\frac1{\alpha}-t)(t-\frac1{\beta})}}\,\mathrm{d}t \\ &&&= \boxed{\frac{\pi}{\sqrt{\alpha\beta}}} \end{align*} Where again the last step we are using the intermediate integral, with the roles of \(\alpha\) and \(\beta\) replaced with \(\frac{1}{\beta}\) and \(\frac1{\alpha}\)

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Solution:

The blue area is \(F(s)\) the red area is \(G(t)\), the dashed rectangle (which is a subset of the red and blue areas) has area \(st\) therefore \(F(s) + G(t) \geq st\). Equality holds if \(f(s) = t\). \begin{align*} && \int_0^t \sin^{-1} y \d y + \int_0^{\sin^{-1} t} \sin x \d x &= t \sin^{-1} t \\ \Rightarrow && \int_0^t \sin^{-1} y \d y &= t \sin^{-1} t - \left [ -\cos (x) \right]_0^{\sin^{-1} t} \\ &&&= t \sin^{-1} t - (1- \cos (\sin^{-1} t)) \end{align*} Let \(y = t \sin^{-1} t - (1- \cos (\sin^{-1} t))\) then, \begin{align*} \frac{\d y}{\d t} &= \sin^{-1} t +t \frac{\d}{\d t} \l \sin^{-1} (t) \r - \sin ( \sin^{-1} t) \frac{\d}{\d t} \l \sin^{-1} (t) \r \\ &= \sin^{-1} t \end{align*} as required

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Solution: When we apply the substitution \(x = \frac1{t}\), \(t\) runs from \(-1 \to -\infty\) as \(x\) goes from \(-1 \to 0\). Then it runs from \(\infty \to 1\) as \(x\) runs from \(0 \to 1\). So we would be able to show that: \[ \int_{-1}^{1}\frac{1}{(1+x^{2})^{2}}\,\mathrm{d}x = \int_{-1}^{-\infty}\frac{-t^{2}}{(1+t^{2})^{2}}\,\mathrm{d}t + \int_{\infty}^1 \frac{-t^{2}}{(1+t^{2})^{2}}\,\mathrm{d}t \] Let \(x = \tan u, \d x = \sec^2 u \d u\) \begin{align*} \int_{-1}^1 \frac1{(1+x^2)^2} \d x &= \int_{u = -\pi/4}^{u = \pi/4} \frac{\sec^2 u}{(1+\tan^2 u)^2} \d u \\ &= \int_{u = -\pi/4}^{u = \pi/4} \frac{1}{\sec^2 u} \d u \\ &= \int_{-\pi/4}^{\pi/4} \cos^2 u \d u \\ &= \int_{-\pi/4}^{\pi/4} \frac{1 + \cos 2 u}{2} \d u \\ &= \left [ \frac{2u + \sin 2u}{4} \right]_{-\pi/4}^{\pi/4} \\ &= \frac{\pi}{4} + \frac{1}{2} \end{align*} Let \(t = \tan u, \d t = \sec^2 u \d u\) \begin{align*} \int_{-1}^1 \frac{-t^2}{(1+t^2)^2} \d x &= \int_{u = -\pi/4}^{u = \pi/4} \frac{-\tan^2 u \sec^2 u}{(1+\tan^2 u)^2} \d u \\ &= -\int_{u = -\pi/4}^{u = \pi/4} \frac{\tan^2 u}{\sec^2 u} \d u \\ &= -\int_{-\pi/4}^{\pi/4} \sin^2 u \d u \\ &= -\int_{-\pi/4}^{\pi/4} \frac{1 - \cos 2 u}{2} \d u \\ &= -\left [ \frac{2u - \sin 2u}{4} \right]_{-\pi/4}^{\pi/4} \\ &= \frac{1}{2}-\frac{\pi}{4} \end{align*}