Problems

Solution:

1. \(\,\) \begin{align*} && \mathbb{E}(C) &= \int_0^\infty \text{cost}(x) f(x) \d x \\ &&&= ky + \int_y^{\infty} a(x-y) \lambda e^{-\lambda x} \d x\\ &&&= ky + \int_0^{\infty} a u \lambda e^{-\lambda u -\lambda y} \d x \\ &&&= ky + ae^{-\lambda y} \left( \left [ -ue^{-\lambda u} \right]_0^\infty -\int_0^\infty e^{-\lambda u} \d u\right) \\ &&&= ky + \frac{a}{\lambda}e^{-\lambda y} \\ \\ && \frac{\d \mathbb{E}(C)}{\d y} &= k - ae^{-\lambda y} \\ \Rightarrow && y &= \frac{1}{\lambda}\ln \left ( \frac{a}{k} \right) \end{align*} Since \(\mathbb{E}(C)\) is clearly increasing when \(y\) is very large, the optimal value will be \(\frac{1}{\lambda}\ln \left ( \frac{a}{k} \right)\), if \(\frac{a}{k} > 1\), otherwise you should spend nothing on flood defenses.
2. \begin{align*} && \mathbb{E}(C^2) &= \int_0^{\infty} \text{cost}(x)^2 f(x) \d x \\ &&&= \int_0^{\infty}(ky + a(x-y)\mathbb{1}_{x > y})^2 f(x) \d x \\ &&&= k^2y^2 + \int_y^{\infty}2kya(x-y)f(x)\d x + \int_y^{\infty}a^2 (x-y)^2 f(x) \d x \\ &&&= k^2y^2 + \frac{2kya}{\lambda}e^{- \lambda y}+a^2e^{-\lambda y}\int_{u=0}^\infty u^2 \lambda e^{-\lambda u} \d u \\ &&&= k^2y^2 + \frac{2kya}{\lambda}e^{-\lambda y}+a^2e^{-\lambda y}(\textrm{Var}(Exp(\lambda)) + \mathbb{E}(Exp(\lambda))^2\\ &&&= k^2y^2 + \frac{2kya}{\lambda}e^{-\lambda y} + a^2e^{-\lambda y} \frac{2}{\lambda^2} \\ && \textrm{Var}(C) &= k^2y^2 + \frac{2kya}{\lambda}e^{-\lambda y} + a^2e^{-\lambda y} \frac{2}{\lambda^2} - \left ( ky + \frac{a}{\lambda} e^{-\lambda y}\right)^2 \\ &&&= a^2e^{-\lambda y} \frac{2}{\lambda^2} - a^2 e^{-2\lambda y}\frac{1}{\lambda^2} \\ &&&= \frac{a^2}{\lambda^2} e^{-\lambda y}\left (2 - e^{-\lambda y} \right) \\ \\ && \frac{\d \textrm{Var}(C)}{\d y} &= \frac{a^2}{\lambda^2} \left (-2\lambda e^{-\lambda y} +2\lambda e^{-2\lambda y} \right) \\ &&&= \frac{2a^2}{\lambda} e^{-\lambda y}\left (e^{-\lambda y}-1 \right) \leq 0 \end{align*} so \(\textrm{Var}(C)\) is decreasing in \(y\).

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*}

Solution:

1. If \(m = 1000\), then \(n \geq m \Rightarrow n^2 \geq 1000n \Rightarrow (1000n) \leq (n^2)\)
2. This is false. Let \(s_i = 1,2,1,2,\cdots\) and \(t_i = 2,1,2,1,\cdots\).
3. Suppose that for \(n \geq m_1, s_n \le t_n\) and for \(n \geq m_2, s_t \le u_n\), then for \(n \geq m = \max(m_1, m_2), s_n \leq t_n \leq u_n \Rightarrow s_n \leq u_n \Rightarrow (s_n) \leq (u_n)\)
4. Let \(m = 6\), then if \(n \geq m, 2^n \geq 1 + n + \frac{n(n-1)}{2} + \frac{n(n-1)}{2} + n + 1 = n^2 + n + 2 \geq n^2\), so \((2^n) \geq (n^2)\)

Solution:

1. \(r = a \sec \theta \pm b\). The points on \(r = a \sec \theta \Leftrightarrow r \cos \theta = a \Leftrightarrow x = a\) are points on the line \(x = a\). Therefore points on the curve \(r = a \sec \theta \pm b\) are points which are a distance \(b\) from the line \(x = a\) measured towards \(O\). So \(A\) is the origin and \(d = b\).
   

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   The loop starts and ends when \(r = a \sec \theta - b = 0 \Rightarrow \cos \theta = \frac{a}{b}\), so when \(a = 1, b = 2\), this is \(-\frac{\pi}{3}\) to \(\frac{\pi}{3}\) \begin{align*} && A &= \frac12 \int r^2 \d \theta \\ &&&= \frac12 \int_{-\pi/3}^{\pi/3} \left ( \sec \theta - 2 \right)^2 \d \theta \\ &&&= \frac12 \int_{-\pi/3}^{\pi/3} \left (\sec^2 \theta - 4 \sec \theta + 4\right)\d \theta \\ &&&= \frac12 \left [ \tan \theta -4 \ln | \sec \theta + \tan \theta| + 4 \theta \right]_{-\pi/3}^{\pi/3} \\ &&&= \frac12 \left (\left (\tan \frac{\pi}3 - 4 \ln | \sec \frac{\pi}3 + \tan \frac{\pi}3 | + 4\left ( \frac{\pi}3 \right)\right) - \left (\tan \left (-\frac{\pi}3 \right) - 4 \ln | \sec \left (-\frac{\pi}3 \right)+ \tan\left ( -\frac{\pi}3 \right) | + 4\left ( -\frac{\pi}3 \right)\right) \right) \\ &&&= \frac12 \left ( 2\sqrt{3} - 4 \ln |2 + \sqrt{3}| + 4 \ln |2-\sqrt{3}| + \frac{8\pi}3 \right) \\ &&&= \sqrt{3} + 2\ln \frac{2-\sqrt{3}}{2+\sqrt{3}} + \frac{4\pi}3 \\ &&&= \sqrt{3} + 4 \ln (2 - \sqrt{3})+ \frac{4\pi}3 \end{align*}

Solution:

1. Let \(z \in \mathbb{R}\) and let \(z \to \pm \infty\) then \(z^3 + az^2 + bz + c\) changes sign, therefore somewhere it must have a real root.
2. \begin{align*} &&z^3 + az^2 + bz + c &= (z-z_1)(z-z_2)(z-z_3) \\ && &= z^3 - (z_1+z_2+z_3)z^2 + (z_1z_2 + z_2z_3+z_3z_1)z - (z_1z_2z_3) \\ \\ \Rightarrow && S_1 &= z_1+z_2+z_3 \\ &&&= -a \\ \\ \Rightarrow && S_2 &= z_1^2+z_2^2+z_3^2 \\ &&&= (z_1+z_2+z_3)^2 - 2(z_1z_2 + z_2z_3+z_3z_1) \\ &&&= a^2 - 2b \\ \Rightarrow && a &= -S_1 \\ && b &= \frac12 \l S_1^2 - S_2\r \\ \\ && 0 &= z_i^3 + az_i^2+bz_i+c \\ \Rightarrow && 0 &= S_3 + aS_2+bS_1+3c \\ &&&= S_3 -S_1S_2 + \frac12 \l S_1^2 - S_2\r S_1 + 3c \\ \Rightarrow && 0 &= 2S_3 - 3S_1S_2 + S_1^3 + 6c \end{align*}
3. Let \(z_k= r_ke^{i \theta_k}\), then we have \(\textrm{Im}(S_k) = 0\) and so the polynomial with roots \(z_k\) has real coefficients, and therefore at least one root is real. This root will have \(\theta_k = 0\). Moreover, since if \(w\) is a root of a real polynomial \(\overbar{w}\) is also a root, and therefore if \(\theta_1 = 0\), we must have that \(z_2\) and \(z_3\) are complex conjugate, ie \(\theta_2 = - \theta_3\)

Solution:

1. For step 3, since we have assumed \(\sqrt{2}\) is rational we can write it in the form \(p/q\) with \(p, q\) coprime with \(q \geq 1\). Then \(q \in S\) since \(q\sqrt{2} = p\) which is an integer. For step 5, notice that \((\sqrt{2}-1)k\) is an integer (since \(\sqrt{2}k\) is an integer and so is \(-k\). It is also positive since \(\sqrt{2} > 1\). We must check that \((\sqrt{2}-1)k \cdot \sqrt{2} = 2k - \sqrt{2}k\) is also an integer, but clearly it is as both \(2k\) and \(-\sqrt{2}k\) are integers. Therefore \((\sqrt{2}-1)k \in S\). For step 6, notice that \((\sqrt{2}-1) < 1\) and therefore \((\sqrt{2}-1)k < k\), contradicting that \(k\) is the smallest element in our set. (And all non-empty sets of positive integers have a smallest element)
2. Claim: \(2^{\frac13}\) is irrational \(\Leftrightarrow 2^{\frac23}\) is irrational. Proof: Since \(2^{\frac13} \cdot 2^{\frac23} = 2\) if one of them is rational, then the other one must also be rational. Which is the same as them both being irrational at the same time.
   1. Assume that \(\sqrt[3]{2}\) is rational, ie \(\sqrt[3]{2} = p/q\) for some integers.
   2. \(S := \{ n \in \mathbb{Z}_{>0} : n \sqrt[3]{2} \text{ and } n \sqrt[3]{4}\in \mathbb{Z}\}\)
   3. Suppose \(k\) is the smallest element in \(S\) (which must exist, consider \(q^2\)
   4. Consider \((\sqrt[3]{2}-1)k\) then clearly this is an integer, and \((\sqrt[3]{2}-1)\sqrt[3]{2}k = \sqrt[3]{4}k - \sqrt[3]{2}k \in \mathbb{Z}\) and \((\sqrt[3]{2}-1)\sqrt[3]{4}k = 2 k -\sqrt[3]{4}k \in \mathbb{Z}\).
   5. But this is a smaller element of \(S\), contradicting that \(k\) is the smallest element. Therefore, we have a contradiction.

Solution:

1. Notice that \(u^2 = v+2wz\), so \(w,z\) are roots of the quadratic \(t^2 -ut+\frac{u^2-v}{2}\). Therefore they are both real if \(u^2 \geq 2(u^2-v) \Rightarrow 2v \geq u^2\).
2. \begin{align*} && w+z &= u \\ && w^2+z^2 &= u^2 - \tfrac23 \\ && w^3+z^3 &= \lambda(u-1) \\ \\ && wz &= \frac{u^2 - (u^2-\tfrac23)}{2} = \tfrac13\\ \\ && (w+z)(w^2+z^2) &= w^3+z^3+wz(w+z) \\ &&u(u^2-\tfrac23)&= \lambda(u-1)+\frac13u \\ \Rightarrow && u^3-u&= \lambda (u-1) \\ \Rightarrow && 0 &= (u-1)(u(u+1) - \lambda) \\ \Rightarrow && 0 &= (u-1)(u^2+u - \lambda) \end{align*} Therefore there will be at most 3 values for \(u\), unless \(1\) is a root of \(u^2+u-\lambda\), ie \(\lambda = 2\). Suppose \(u = 1\), then we have: \(w+z = 1, wz = 1/3 \Rightarrow w,z = \frac{-1 \pm \sqrt{-1/3}}{2}\) which are clearly complex.

Solution: \begin{align*} {\mathrm D}^2 x^a &= x\frac{\d\ }{\d x}\left( x\frac{\d}{\d x} \left ( x^a \right) \right) \\ &= x\frac{\d\ }{\d x}\left( ax^a \right) \\ &= a^2 x^a \end{align*}

1. Claim: \({\mathrm D^n}(x^a) =a^n x^a\) Proof: Induct on \(n\). Base cases we have already seen, so consider \(D^{k+1}(x^a) = D(a^k x^a) = a^{k+1}x^a\) as required. Claim: \({\mathrm D}\) is linear, ie \({\mathrm D}(f(x) + g(x)) = {\mathrm D}(f(x)) + {\mathrm D}(g(x))\) Proof: \begin{align*} {\mathrm D}(f(x) + g(x)) &= x\frac{\d\ }{\d x}\left(f(x) + g(x) \right) \\ &= x\frac{\d\ }{\d x}f(x) + x\frac{\d\ }{\d x}g(x) \\ &= {\mathrm D}(f(x)) + {\mathrm D}(g(x)) \end{align*} Claim: If \(p(x)\) is a polynomial degree \(r\) then \({\mathrm D}^n p(x)\) is a polynomial degree \(n\). Proof: Since \({\mathrm D}\) is linear, it suffices to prove this for a monomial of degree \(n\), but this was already proven in the first question.
2. Claim: If \(f(x)\) is some polynomial, \({\mathrm D}((1-x)^m f(x))\) is divisible by \((1-x)^{m-1}\) Proof: \({\mathrm D}((1-x)^mf(x)) = -xm(1-x)^{m-1}f(x) + (1-x)^mxf'(x) = x(1-x)^{m-1}((1-x)f'(x)-xf(x))\) as required. Therefore repeated application of \({\mathrm D}\) will reduce the factor of \(1-x\) by at most \(1\) each time as required.
3. \begin{align*} {\mathrm D}^n(1-x)^m &= {\mathrm D}^n \left ( \sum_{r=0}^m \binom{m}{r}(-1)^r x^r\right) \\ &= \sum_{r=0}^m {\mathrm D}^n \left ( \binom{m}{r}(-1)^r x^r \right ) \\ &= \sum_{r=0}^m\binom{m}{r}(-1)^r r^n x^r \end{align*} Since the left-hand side is divisible by \(1-x\), if we substitute \(x = 1\), the sum must be \(0\), i.e., we get the desired result.
4. On each application of \({\mathrm D}\) to \((1-x)^m f(x)\) we end up with a term in the form \(x(1-x)^{m-1}(x)\) and a term of the form \((1-x)^m\). After the latter term will be annihilated once we evaluate at \(x = 1\) because there will be insufficient applications to remove the factors of \(1-x\). Therefore we only need to focus on the term which does not get annihilated. This term is will be \((-x)^n n \cdot (n-1) \cdots 1\), so \(f_n(1) = (-1)^n n!\) as required. Alternatively: \begin{align*} {\mathrm D}^n((1-x)^n) &= D^{n-1}(-nx(1-x)^{n-1}) \\ &= -n{\mathrm D}^{n-1}(x(1-x)^{n-1}) \\ &= -n{\mathrm D}^{n-1}((x-1+1)(1-x)^{n-1}) \\ &= -n{\mathrm D}^{n-1}(-(1-x)^{n}+(1-x)^{n-1}) \\ &= -n{\mathrm D}^{n-1}(-(1-x)^{n})-n{\mathrm D}^{n-1}((1-x)^{n-1}) \\ \end{align*} Therefore, when this is evaluated at \(x = 1\), recursively, we will have \(f_n(1) = -nf_{n-1}(1)\), in particular, \(f_n(1) = (-1)^n n!\)

Solution:

1. \begin{align*} && (y+x)\frac{\d y}{\d x} &= y-x \\ \Rightarrow && (r \sin \theta + r \cos\theta) \frac{\frac{dy}{d\theta}}{\frac{dx}{d\theta}} &= (r \sin\theta - r \cos\theta) \\ \Rightarrow && ( \sin \theta + \cos\theta) \frac{dy}{d\theta} &= (\sin\theta - \cos\theta){\frac{dx}{d\theta}} \\ \Rightarrow && ( \sin \theta + \cos\theta) \left ( \frac{dr}{d\theta} \cos \theta - r \sin \theta\right ) &= (\sin\theta - \cos\theta)\left ( \frac{dr}{d\theta} \sin\theta + r \cos \theta\right) \\ \Rightarrow && \frac{dr}{d\theta} \left (\sin \theta \cos \theta + \cos^2 \theta - \sin^2 \theta + \sin \theta \cos \theta \right)&= r \left (\sin \theta \cos \theta - \cos^2 \theta + \sin^2 \theta + \sin\theta \cos \theta\right) \\ \Rightarrow && \frac{dr}{d\theta}&= -r \\ \end{align*} Therefore \(r = Ae^{-\theta}\)
   

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2. \begin{align*} && \left( y+x -x(x^2+y^2) \right) \, \frac{\d y }{\d x} &= y-x - y(x^2+y^2) \\ \Rightarrow && \left( r \sin \theta+r\cos \theta -r^3\cos \theta \right) \, \frac{\d y }{\d \theta} &= \left ( r \sin \theta- r \cos \theta- r^3\sin \theta \right)\frac{\d x }{\d \theta} \\ \Rightarrow && \left( r \sin \theta+r\cos \theta -r^3\cos \theta \right) \, \left (\frac{\d r}{\d \theta} \sin \theta + r \cos \theta \right) &= \\ && \left ( r \sin \theta- r \cos \theta- r^3\sin \theta \right)&\left (\frac{\d r}{\d \theta} \cos \theta - r \sin \theta \right) \\ \Rightarrow && \frac{\d r}{\d \theta} \left (\sin \theta ( \sin \theta + \cos \theta - r^2 \cos \theta) - \cos \theta (\sin \theta - \cos \theta - r^2 \sin \theta) \right) &= \\ && r ( -\sin \theta (\sin \theta - \cos \theta - r^2 \sin \theta) - \cos \theta ( \sin \theta + \cos \theta &- r^2 \cos \theta)) \\ \Rightarrow && \frac{\d r}{\d \theta} &= r ( -1 +r^2) \\ \Rightarrow && \int \frac{1}{r(r-1)(r+1)} \d r &= \int \d \theta \\ \Rightarrow && \int \l \frac{-1}{r} + \frac{1}{2(r-1)} + \frac{1}{2(r+1)} \r \d r &= \int \d \theta \\ \Rightarrow && \l -\log r+ \frac12 \log (1+r)+ \frac12 \log (1-r)\r + C &= \theta \\ \Rightarrow && \frac12 \log \left (\frac{1-r^2}{r^2} \right) + C &= \theta \\ \Rightarrow && \log \left (\frac{1}{r^2}-1 \right) + C &= 2\theta \\ \Rightarrow && r &= \frac{1}{1 + Ae^{2\theta}} \\ \end{align*}
   

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