Solutions

Di↵erential and Integral Calculus (MSE) PD Dr.
Peter Massopust
Summer Semester 2022 April 29, 2022
Proposed Solutions for Problem Set 1
T1.1 a) This is the p-series or hyperharmonic series. It converges for p > 1 and diverges for
P1
0 < p  1 (as shown in the lecture). For p = 0, we obtain 1 whose nth-partial
n=1
P
n
sums diverge: sn = 1 = n ! 1 as n ! 1.
k=1
Remark: The p-series is intrinsically linked to the famous Riemann zeta function. The
latter is the analytic continuation of the p-series to the complex plane. For p = 2,
finding the limit ⇡ 2 /6 is called the Basel problem which was solved in 1734 by Euler.
b) Convergence is be shown by the np an -theorem in the lecture notes. We compute
2n + 1
lim np an = lim n2 = 2 =: L
n!1 n!1 n2 (n+ 1)
Because L = 2 6= 1 and p = 2 > 1 we have convergence.

To compute an explicit expression for the series, we apply partial fraction decompo-
sition:
2n + 1 1 1 1
2
= 2+ .
n (n + 1) n n n+1
Then, for the partial sums (which are finite) we have :
N
X N
X N
X X 1 N
2n + 1 1 1 1 1
sN = 2
= 2
+ = +1
n (n + 1) n n n+1 n2 N +1
n=1 n=1 n=1 n=1
For the terms on the right hand side we have:

1
X 1 a) ⇡ 2 1
= and lim 1 =1
n2 6 N !1 N +1
n=1
By the laws of limits we know that if an ! a and bn ! b then an + bn ! a + b. This

P
1
can directly be applied to series by considering partial sums. Thus if an converges
n=0
P
1 P
1 P
1 P
1 P
1
and bn converges, then (an + bn ) converges and an + bn = (an + bn ).
n=0 n=0 n=0 n=0 n=0
c) This is the series definition of the sine function. It converges absolutely 8x 2 R.
Proof: First let x 2 R \ {0} be arbitrary but fixed. We apply the quotient criterion
to the absolute values:
(2n 1)! |x|2n+1 |x|2

lim = lim =0<1
n!1 (2n + 1)! |x|2n 1 n!1 (2n + 1) (2n)
If x = 0, then the terms in the infinite series are all zero and the infinite series therefore
converges trivially. Thus the series is absolutely convergent (and thus convergent)
8x 2 R.
T1.2 For each of the following series prove that it either diverges, converges or even converges
absolutely.
a) The series diverges to +1. Proof: First note that the function log (x) is monotonically
increasing 8x 2 R+ . Also, x  1 + x  exp(x) and therefore, by taking the logarithm
of these inequalities: log x  x, 8x 2 R+ .
Hence, the comparison test can be applied using the harmonic series as the lower
P
1
1 P
1
1
bound and the series log(n) n = +1 diverges to +1.
n=2 n=2
b) The series converges but does not converge absolutely. Proof: Observe, that cos (⇡n) =
p
( 1)n and 1/ n ! 0 monotonically. By the Leibniz criterion we have convergence.
The series does not converge absolutely by T1.1a) with p = 1/2.
c) The series converges absolutely. Proof: We will apply the root test:
p q p p
lim n |an | = lim n ( n n 1)n = lim n n 1 = 0 < 1 .
n!1 n!1 n!1
Thus we obtain absolute convergence.

d) The series diverges to +1. Proof:
p
lim an = lim n/(n + n) = 1 .
n!1 n!1
Which is a contradiction to the necessity criterion for convergence. Because an >

0, 8n 2 N, the divergence is to +1.
e) The series converges absolutely. Proof: First note that:
|an | = n sin (n) exp n2  n exp n2
| {z }
(?)
We use the comparison test and employ the quotient test for the upper bound (?):
(n + 1) exp n2 2n 1 n+1
lim = lim exp ( 2n 1) = 0 < 1 .
n!1 (n) exp ( n2 ) n!1 n
Therefore the series converges absolutely.
f) The series converges absolutely. Proof:
✓ ◆
1 1
|an | = sin
n n
because sin n1  n1 for all n. To the series of absolute values we apply the np an -
theorem in the lecture notes:
✓ ✓ ◆◆ 1
p 3 1 1 n sin n1 1
lim n |an | = lim n sin = lim 1 = =: L
n!1 n!1 n n n!1
n3
6
1
The final limit is obtained by noticing, that n ! 0+ as n ! 1 and then
1 1
n sin n x sin (x) 1
lim 1 = lim =
n!1
n3
x!0+ x3 6
which is either known or can be done by L’Hopital’s rule.
Because p = 3 > 1 and L = 16 < 1 we obtain absolute convergence of the series.
T1.3 (i) Perimeter:
In the n-th step, each linear piece of the boundary of length l is replaced by 4 linear
pieces of length 13 l each. The total perimeter is thus multiplied by 43 in each step:
✓ ◆n
4 4
Un+1 = Un , U0 = 3, =) Un = 3 ! 1 (n ! 1)
3 3
The perimeter diverges to +1 for n ! 1.

(ii) Area: p
3 2
The area of an equilateral triangle with sidelength l is 4 l . The initial area is
p
3
A0 = 4 . Let n 2 N be arbitrary but fixed. Let an be the number of linear pieces
on the boundary each of which has length 3 n . In the step n ! n + 1 exactly an
equilateral triangles with sidelength 3 (n+1) are added. Each new (small) triangle
has area: p ✓ ◆n+1
3 1
.
4 9
This gives the recursion:
p ✓ ◆n+1
3 1
An+1 = An + a n
4 9
and
a n = 3 · 4n .
In total:
p ✓ ◆n+1 p n ✓ ◆k p p n ✓ ◆k
3 4 3X 4 3 3X 4
An+1 = An + = A0 + = + .
12 9 12 9 4 12 9
k=0 k=0
The right hand side is a convergent geometric series which gives:

p p 1 ✓ ◆k p p p
3 3X 4 3 3 1 2 3
lim An = + = + = .
n!1 4 12 9 4 12 1 49 5
k=0
P
1
T1.4 Let the series an be such that
n=1
1
X
|an | < 1 . (1)
n=1
holds.
P
N
a) Consider the sequence of partial sums sN = |an |. Then sN is monotonically
n=1
increasing and bounded from above and thus convergent. Any absolutely convergent
series is also convergent.
b) By convergence it follows that an ! 0 (necessity criterion for convergence). Thus
9N 2 N s.t. |an | < 1, 8n > N . Thus
1
X N
X 1
X
|an |2 = |an |2 + |an |2 < 1
| {z }
n=1 n=1 n=N +1
| {z } <|an |
<1
The rigorous proof of the above statement, i.e., by using partial sums is left as an
exercise to the reader.
c) No. Consider |an | = n 3/4 and use T1.1a).
H1.1 Continuity and Series (10 points)
a) Yes, it does converge and it holds that

⇣ ⌘
lim f (an ) = f lim an
n!1 n!1
to go through the definition again. w

This is a direct consequence or the definition of continuity. The reader is encouraged
b) One possible answer is: an = n and f : R ! R

2
(p
f (x) :=
x, x 0
. w
0, else
p P
1
Then f is continuous because 0 = 0, an is absolutely convergent by T1.1a).
w
n=1
P
1 P
1
1
f (an ) = n is divergent to +1 by T1.1a).
n=1 n=1
c) We have:
1
X 1
X 1
X wX
1
|f (|an |)| = |f (|an |) 0| = f (|an |) f (0)  L ||an | 0| < 1
w
|{z}
n=1 n=1 n=1 n=1
absolute convergence. w
Where we used f (0) = 0 and the Lipschitz continuity of f . By T1.4a) we obtain
d) By assumption, f is continuously di↵erentiable on [0, 1). This means that f 0 is

continuous on [0, 1). In particular, f 0 is continuous on [0, 1] ⇢ [0, 1). Because
[0, 1] is a compact set in R (which is equivalent to being closed and bounded), we
apply the Extreme Value Theorem (Weierstrass’s Theorem) which shows that |f 0 | is
bounded on [0, 1] and the maximum of |f 0 | is attained (i.e. 9x0 2 [0, 1] s.t. |f 0 (x)| 
|f 0 (x0 )| , 8x 2 [0, 1]).
Let x, y 2 (0, 1] be arbitrary but fixed and x  y. By the Mean Value Theorem there
exists a ⇠ 2 [x, y] such that:
f (y) f (x)
= f 0 (⇠) =) |f (y) f (x)| = f 0 (⇠) |y x|
y x
and
|f (y) f (x)|  max f 0 (⇠) |y x|  max f 0 (⇠) |y x| .
⌘2[x,y] ⌘2[0,1]
| {z }
Thus f is Lipschitz continuous on [0, 1] (or any compact subset of [0, 1)). w
=:L
P
1
Because an is absolutely convergent, there exists N 2 N s.t. |an |  1, 8n N.
n=1
We have:
1
X N
X1 1
X
|f (|an |)| = |f (|an |)| + |f (|an |)| < 1
n=1 n=1 N
because f is Lipschitz continuous on [0, 1] and c). w

where the first term is a finite sum and thus finite and the second term is finite
e) No. Use e.g. the example from b). wIndeed f 0 (x) = 1/(2 x) which is continuous
p
8x 2 (0, 1) but because 0 is not included and lim f 0 (x) = +1 the argument from
d) cannot be applied. w
x!0+
.
X
Gesamt H1.1 : 10 Pkt.
H1.2 Convergent Series (12 points)
a) The series converges absolutely. w Proof: We use the comparison test:
|an | =
cos(n) (n!)2

(n!)2
=: bn 8n 2 N w
2(n2 ) 2(n2 )
P
1
bn converges by the quotient test:
n=0
w
2
bn+1 ((n + 1)!)2 2(n ) (n + 1)2
lim = lim = lim =0<1
n!1 bn n!1 2(n+1)2 (n!)2 n!1 22n+1
P
1
Then by the comparison test an converges absolutely.
b) The series converges absolutely. w Proof: We use the integral test: The function
n=0
1
x 7! x log(x) 4 is monotonically decreasing on [2, 1) and limx!1
1
x log(x)4
= 0. wUsing
the substitution t = log (x) (dt = x 1 dx) we get:
Z M Z log(M )
1 1 1 1
4 dx = dx =
2 x log (x) log(2) t 4
3 log (2)3 3 log (M )3
and
w
Z M
1 1
lim 4 dx = <1.
M !1 2 x log (x) 3 log (2)3
Therefore the series is absolutely convergent.
c) The series diverges to +1. w Proof: We will use the root test:
s✓
w
◆
p n 3n + 2018 n 3n + 2018 3
lim an = lim
n
= lim = >1
n!1 n!1 2n + 3018 n!1 2n + 3018 2
P w
1
By the root test an diverges to +1.
d) The series converges absolutely. wProof: We will use the np an -theorem in the lecture
n=0
notes.
lim np |an | = lim np an = lim
n2 1
= =: L < 1 w
n!1 n!1 n!1 3n(2n 3) 6
Because L = 1
6= 1 and p = 2 > 1 we have absolute convergence. w
6
X
H1.3 Convergence and Absolute Convergence (8 points)
i) False. Let an = ( 1)n n 1/2 which converges by T1.2 b). a2n = 1/n which does
not converge. w
a)
ii) False. Use the same example as in a). w

iii) False. Use the same example as in a) and bn = ( 1)n which is bounded by 1.
Then an bn = n 1/2 which does not yield a convergent series. w
P
N
iv) True. By convergence: an ! 0 and thus |an | ! 0. Define bN = N1 |an |. Let
n=1
✏ > 0 be arbitrary. Then 9K 2 N s.t. |an | < ✏/2 8n K. We have (for N > K):
N
"K N
#
1 X 1 X X a N K
0  bN = |an | = |an | + |an | < + ✏
N N |N {z2N }
n=1 n=1 n=K+1
(?)
P
K
We write a := |an | because this number is independent of N (not of ✏ but
n=1
that does not matter). The limit as N ! 1 of (?) is ✏/2. Thus there exists an
Ne 2 N s.t. 0  bN < ✏ 8N > N e.
In summary: For all ✏ > 0 there exists Ñ 2 N s.t. 0  bN < ✏ for all N > Ñ .
w
This is the epsilon-delta equivalent of lim bN = 0. Thus the statement is true.
N !1
w
ii) False by H1.1 e). w
b) i) True by application of T1.4 b).
iii) True.
1
X ✓ ◆X
1
|bn an |  sup {|bn |} |an | < 1
n=1 n2N n=1
Proofing the above statement rigorously, i.e., by using partial sums, is left as
sequence is absolutely convergent and thus convergent. w

an exercise to the reader. Because bn is bounded, supn2N {|bn |} < 1 and the
iv) True, as this was even true for the case in a) and |an | ! 0. w
c) This is the Cauchy Schwartz inequality for series. The Cauchy Schwartz inequality
is a special case of Hölder’s inequality. The basic idea is:
1 2
0  (|an | + |bn |)2 = a2n + 2 |an bn | + b2n =) |an bn |  a + b2n
2 n
This inequality can now be applied to the (partial) series:
1 1 1
!
X 1 X 2
X 2
|an bn |  |an | + |bn | <1.
2
n=1 n=1 n=1
X
Di↵erential and Integral Calculus (MSE) PD Dr. Peter Massopust
Summer Semester 2022 May 06, 2022
T2.1 Pointwise and Uniform Convergence
a) For all x 2 [0, 1] =: I, 1 < x2 x  0 holds. Thus, we have:

n
lim gn (x) = lim x2 x = 0, 8x 2 I ,
n!1 n!1
and gn converges pointwise to g ⌘ 0.

For uniform convergence, we need to compute:
Mn := sup {|gn (x) g (x)|}

x2I
for arbitrary but fixed n. Because I is compact (closed and bounded) and gn is
continuous, we can apply the Extreme Value Theorem (Weierstrass’s Theorem). This
means that the supremum is attained, i.e.,
Mn := max {|gn (x) g (x)|} .

x2I
The maximum can be found by setting the derivative (gn is also continuously di↵er-
entiable) to 0.
n 1 !
gn0 (x) = n x2 x (2x 1) = 0 =) x 2 0, 1, 12
Extrema at the boundary must also be considered. We have gn (0) = 0, gn (1) = 0

and gn 12 = 4 n . Which gives Mn = 4 n . For uniform convergence we obtain:
n
lim sup {|gn (x) g (x)|} = lim Mn = lim 4 =0
n!1 x2I n!1 n!1
and thus gn converges uniformly to g ⌘ 0.

b) For x = 0, fn (x) = 1. For x 2 (0, 1] one has that fn (x) ! 0. Therefore, fn converges
pointwise to f :
(
1 , x = 0;
lim fn (x) = f (x) :=
n!1 0 , else.
fn is continuous for all x 2 [0, 1] = I and for all n 2 N. f is not continuous on I.

Assume that fn would converge uniformly to f , then by lectures f would have to be
continuous. This is a contradiction and thus fn cannot converge uniformly to f (or
any other function).
c) For x = 0, hn (x) = n and thus hn does not converge pointwise for x = 0. For
x 2 (0, 1] one has that for N = N (x) large enough, hn (x) = 0, 8n > N . Therefore,
hn converges pointwise to 0 on (0, 1] and does not converge pointwise for x = 0.
Because hn does not converge pointwise 8x 2 [0, 1] it cannot converge uniformly.
d) For fixed x 2 R =: I we have that the series converges pointwise, as shown in the
lecture. The pointwise limit is given by the exponential function f (x) = ex . We will
now prove that fn does not converge uniformly. As in a) we consider the supremum:
Mn := sup {|fn (x) f (x)|} .

x2I
For f we know that |f (x)|  1, 8x  0. fn is a polynomial with non-zero co-

efficients so lim |fn (x)| = 1 Therefore, |fn (x) f (x)| cannot be bounded and
x! 1
Mn = 1, 8n 2 N. Thus fn does not converge uniformly.
The following comments are interesting, but purely optional and can be skipped!
Note, that the problem is not the exponential series but the domain of definition
I = R. It is possible to show, and the reader is encouraged to do so, that fn converges
uniformly on any bounded set I.
Additionally note, that the problem is the approximation by polynomials on I = R.
It is possible to prove, and the reader might do so if interested, that if f : R ! R
(note the domain of definition) is the uniform limit of polynomials fn , then f is itself
a polynomial. A sketch of the proof is given:
We use the uniform Cauchy criterion which is useful here because we do not need
the limit f explicitly. By assumption fn converges uniformly on I = R and thus the
uniform Cauchy criterion holds: For all ✏ > 0 there exists ⌫ = ⌫ (✏) 2 N such that
|fn (x) fm (x)| < ✏, 8n, m ⌫, 8x 2 I
We use the criterion for ✏ = 1 and it follows that:
|f⌫ (x) f⌫+i (x)| < 1, 8x 2 I, i = 1, 2, 3, . . .
f⌫ (x) f⌫+i (x) is a polynomial which is bounded in absolute value by 1 on I =

R. This gives that f⌫ (x) f⌫+i (x) is constant (this is a consequence of Liouville’s
Theorem. We rearrange and get
f⌫+i (x) = f⌫ (x) + ci 8x 2 I, i = 1, 2, 3, . . .
with ci 2 R the constant di↵erence. Because fn converges pointwise it follows that

lim ci = c 2 R holds. We have thus proven that
i!1
f (x) := lim fn (x) = lim f⌫+i (x) = lim f⌫ (x) + ci = f⌫ (x) + lim ci = f⌫ (x) + c,
n!1 i!1 i!1 i!1
i.e., that f is a polynomial.
T2.2 Limits, Integrals and Derivatives

We define (I := [0, 1])
1
X
fk : I ! R, fk (x) = (k + 1) cos (x) sink (x) , f (x) = fk (x) .
k=0
cos(x)
In the remarks at the end of the exercise, we show that f (x) = sin(x)2 )
.
(1
a) We will check for total/normal convergence which implies uniform convergence. It is
helpful to choose the bound Mk such that terms that are complicated to deal with
but unnecessary for convergence, are dropped. For all x 2 [0, 1], the following holds:
|fk (x)| = (k + 1) cos (x) sink (x)

| {z }
depends on x
 (k + 1) q k =: Mk , q := sin (1) < 1 .

|{z}
independent of x
P
1
Then 8k : |fk (x)|  Mk , 8x 2 I, and the series Mk converges by e.g. the quotient
k=0
test with:
Mk+1 (k + 2) q k+1
lim = lim =q<1.
k!1 Mk k!1 (k + 1) q k
P
1
Thus, the series of function fk is normally convergent and thus uniformly conver-
k=0
gent. Uniform convergence then implies pointwise convergence. It is important to
P
1
consider if a function (here f (x) = . . . ) is well defined. It might be the case that
k=0
the sum diverges and thus f (x) does not exist. Here, f is well-defined.
b) Because the series is uniformly convergent we can apply the Interchange of Series
and Integral Theorem which gives the integrability of f . We can then interchange
integration and sum. This gives:
Z 1 h i1
fk (x) dx = sink+1 (x) = (sin (1))k+1 = q k+1 ,
0 0
and
Z 1 Z 1
1X 1 Z
X 1
f (x) dx = fk (x) dx = fk (x) dx
0 0 k=0 k=0 0
1
X 1
X
k+1 1 q
= q =q qk = q = ⇡ 5.3 .
1 q 1 q
k=0 k=0
c) fk is continuously di↵erentiable 8k 2 N. We will use Interchange of Series and

P
1
Derivative Theorem and thus have to prove that fk0 converges uniformly. We will
k=0
show total convergence which implies uniform convergence. For all x 2 [0, 1] it holds
that
fk0 (x) = (k + 1) sin (x)k+1 + (k + 1) k cos (x)2 sin (x)k 1
 (k + 1) q k+1 + (k + 1) kq k 1
=: Mk .
P
1
Then the series Mk converges by, e.g., the quotient criterion (details left to reader).
k=0
All requirements of the Interchange of Series and Derivative Theorem are fulfilled and
thus f is continuously di↵erentiable and the derivative is given by:
1
X 1
X
f 0 (x) = fk0 (x) = (k + 1) sin (x)k+1 + (k + 1) k cos (x)2 sin (x)k 1
k=0 k=0
The following comments are interesting, but purely optional and can be skipped!
Note, that both f and f 0 could be written in a series free form. We will show this
only for f . We use the identity
1
X q
kq k = , q 2 [0, 1) .
k=1
(1 q)2
P
1
Similar identities exist for k m q k . We then have:
k=1
1
X
f (x) = (k + 1) cos (x) sink (x)
k=0
" 1 1
#
X X
k k
= cos (x) k sin (x) + sin (x)
k=1 k=0

sin (x) 1
= cos (x) +
(1 sin (x))2 1 sin (x)
cos (x)
=
(1 sin (x))2
From b) we can infer, that

✓ ◆
d sin (x)
f (x) = .
dx 1 sin (x)
By d/dx we denote the derivative with respect to x. This is equivalent to the result
obtained above but slightly shorter and more elegant.
Because the computations are even longer for f 0 and the result is of no particular
use, we omit it here.
d) (i) By T2.1 a) gn converges uniformly to g on I = [0, 1]. By the Interchange of
Integration and Limit Theorem integration and summation can be interchanged.
Thus the equality is correct. Because g ⌘ 0 the integral is 0.
R1
(ii) For hn we have 0 hn (x) dx = 12 , 8n 2 N. Because the pointwise limit is not well
defined on [0, 1], the integral is also not well defined and the equation does not
make sense.
e) We will use the Interchange of Derivative and Limit Theorem. gn is continuously
di↵erentiable 8n 2 N and defined on the closed interval I = [0, 1]. gn converges
uniformly (and thus pointwise and thus at some point x0 ) to g (and g(x0 )). We will
show that gn0 converges uniformly to some continuous function : I ! R.
We know that g ⌘ 0 and if the Interchange of Derivative and Limit Theorem held
then g 0 = . Nevertheless, this gives us a good idea for a candidate. We will show,
that gn0 converges uniformly to ⌘ 0. We bound the error |gn0 | from above to
make the expressions easier (leaving out this step makes subsequent computations
much harder).
n 1 n 1 n 1
gn0 (x) (x) = gn0 (x) = n x2 x (2x 1)  n x2 x =n x x2
for all x 2 [0, 1]. We will find the maximum of the right hand side by di↵erentiation.
We will assume n 2, as for n = 1 the right hand side is constant:
⇢
2 n 2 ! 1
n (n 1) x x (1 2x) = 0 ! x 2 0, 1, .
2
The maximum is at x = 1
2 and has the value n (1/4)n 1 . We thus have:
n o
n 1
0  lim sup gn0 (x) (x) = lim sup n x2 x (2x 1)
n!1 x2[0,1] n!1 x2[0,1]
n o
n 1
 lim sup n x x2
n!1 x2[0,1]
n o
n 1
= lim max n x x2
n!1 x2[0,1]
n
= lim =0
n!1, n 2 4n 1
and thus gn0 converges uniformly to 0. All requirements of the Interchange of Deriva-
tive and Limit Theorem are fulfilled and thus g is continuously di↵erentiable with
g 0 (x) = lim gn0 (x) ⌘ 0, x 2 [0, 1] .

n!1
T2.3 a) The sequence (an )n2N is monotonically increasing and bounded and thus converges:
n
X1
1 1 1
an+1 an = > 0, an = n· =1 .
(2n + 2) (2n + 1) n+k+1 n
k=0
b) Direct computation yields:

Z 2 n
X1 n
X1 X n 1
1 1 1 1
fn (x) dx = (xk+1 xk ) = ·
k+1 n
= = an
1 xk+1 1+ n n+k+1
k=0 k=0 k=0
c) The function f : [1, 2] ! R, f (x) = 1/x is monotonically decreasing. For x 2

[xk , xk+1 ) we have: 0 < fn (x) < f (x). It follows that
1
1 1 n 1
sup {|fn (x) f (x)|} = f (xk ) fn (xk ) = =  .
x2[xk ,xk+1 ) xk xk+1 xk · xk+1 n
1
Therefore, sup {|fn (x) f (x)|}  n which gives:
x2[1,2]
lim sup {|fn (x) f (x)|} = 0

n!1 x2[1,2]
and fn converges uniformly to f in [1, 2].

d) Because fn converges uniformly we can apply the Interchange of Integration and Limit
Theorem to exchange limit and integration:
Z 2 Z 2 Z 2
f (x) dx = lim fn (x) dx = lim fn (x) dx = lim an .
1 1 n!1 n!1 1 n!1
R2
Because 1 f (x) dx = log (2) we obtain the result:
n
X1 1
lim an = lim = log (2)
n!1 n!1 n+k+1
k=0
where log denotes the logarithm with base e.
H2.1 (10 points)

Let I := [0, 1]. For arbitrary but fixed n 2 N, we have that fn is twice continuously
di↵erentiable (actually infinitely di↵erentiable but this is not necessary).
fn0 (x) = ne nx
(1 nx) .
a) fn converges pointwise to f ⌘ 0 but does not converge uniformly. wProof: For x = 0

we have fn (x) = 0, 8n, and thus f (x) = 0. Let x 2 (0, 1] be fixed but arbitrary.
n
Then lim fn (x) = lim nx (e x ) = 0 (note: 0 < e x < 1). Thus fn converges
pointwise to f ⌘ 0. w
n!1 n!1
By setting fn0 (x) = 0, we find that for x = n1 we have fn n1 = e 1 . w Additionally,

fn (x)  e 1 , 8x 2 I, and the reader is encouraged to check this. Thus,
lim sup {|fn (x) f (x)|} = e 1

6= 0 w
n!1 x2I
and fn does not converge uniformly.

not converge uniformly. w
b) The Interchange of Integration and Limit Theorem cannot be applied because fn does
For the integral of the pointwise limit we have:
w
Z Z
f (x) dx = 0 dx = 0
I I
For the functions in the sequence we have:
w
Z Z 1 n (n
1 e + 1)
fn (x) dx = nxe nx dx = ! 0 (n ! 1) .
I 0 n
Therefore, in this specific case, even though the theorem is not applicable the order
of integration and limit turns out to be interchangeable. Intuitively (this can never
be used as a justification) integration is a somewhat nice operation. There are other
theorems that have weaker requirements and would give interchangeability of inte-
gration and limit, e.g., the dominated convergence theorem. Those are not part of
this course though.
not converge uniformly. w

c) The Interchange of Derivative and Limit Theorem cannot be applied because fn does
For the derivative of the pointwise limit we have:
f 0 (x) = (0)0 ⌘ 0. w
For the functions in the sequence we have:

( )
lim f 0 (x) = lim ne nx
(1 nx) =
+1 , x = 0;
6⌘ 0 w
n!1 n n!1 0, else.
Therefore, in this specific case, the theorem is not applicable and indeed the results
are di↵erent.
X
H2.2 (20 points)
(i) a) The pointwise limit is given by:

8
w
>
<1 , |x| < 1;
f (x) = 12 , |x| = 1;
>
:
0, |x| > 1.
the pointwise limit f is not. w

The convergence cannot be uniform (why?) because all fn are continuous but
b) The convergence R is not uniform wso integration and limit are not necessarily in-
terchangeable. I f (x) dx = 2.
interchangeable. In this case f is not even continuous. w

c) The convergence is not uniform so di↵erentiation and limit are not necessarily
(ii) a) For any fixed x 2 I we have
lim fn (x) = lim

x
=0 w
n!1 n!1 1 + n2 x 2
and thus the pointwise limit f ⌘ 0.
For fixed but arbitrary n we have that
1 n2 x 2 ! 1
fn0 (x) = =0 ! x=±
(1 + n2 x 2 ) 2 n
This gives (Extreme Value Theorem)
sup {|fn (x) f (x)|} = max {|fn (x)|}

x2I x2I
⇢ ✓ ◆ ✓ ◆
1 1
= max |fn ( 1)| , |fn (1)| , fn , fn
n n
⇢
1 1 1 1
= max 2
, 2
, ,
1 + n 1 + n 2n 2n
=
1
! 0 (n ! 1) w
2n
Thus the convergence is even uniform.
w
b) RThe convergence is uniform and thus integration and limit are interchangeable.
I f (x) dx = 0.
c) We have fn0 (0) = 1 8n 2 N, but f 0 (0) = 0 thus the order of di↵erentiation and
cannot converge uniformly. w

limit cannot be interchanged. Then by proof by contradiction we know that fn0
(iii) Remark: The following would be much shorter and easier if total convergence of
function series is used. Nevertheless, the more tedious direct approach is used to show
the usefulness of specialized theorems for function series. The reader is encouraged
to solve the exercise using both approaches and compare them.
a) Let n be arbitrary but fixed and x 2 I = [1, 10] which implies that 0 < e x < 1.
Then, for the pointwise limit:
w
1
X
x k 1
f (x) = e = x
1 e
k=0
For n arbitrary but fixed, we have:
w
n
X (n+1)x
kx 1 e
fn (x) = e = x
1 e
k=0
and:
( )
e (n+1)x e (n+1)
sup {|fn (x) f (x)|} = sup x
 1
! 0. (n ! 1)
x2I x2I 1 e 1 e
Thus, the convergence is also uniform. wThe reader is encouraged to verify why
the last bound ( . . . ) holds!
b) The convergence is uniform and thus integration and limit are interchangeable.
w
Z Z 10
1
f (x) dx = x
dx = log e10 1 log e1 1 ⇡ 9.5
I 1 1 e
c) Let n be arbitrary but fixed. Then, we have

n
X
fn0 (x) = ke kx
k=0
w
e x 1 (n + 1) e nx + ne (n+1)x
=
(1 e x )2
Note: The above result can be obtained by summing up the sum or by using the
short formula for fn (x) and di↵erentiating. The second option is less work and
justified because only finite sums are involved. For the pointwise limit we have:
e x
g (x) := lim fn0 (x) = .
n!1 (1 e x )2
For uniform convergence, let x 2 I be arbitrary but fixed:
⇥ x ⇤
0 e 1 (n + 1) e nx + n e (n+1)x + e x
fn (x) g (x) =
(1 e x )2
e x (n + 1) e nx ne (n+1)x
=
(1 e x )2
w
(n + 1) e n + ne (n+1)
 ! 0. (n ! 1)
e (1 e 1 )2
Here, we used the triangle inequality |a b|  |a| + |b| in the last step. By
the above, we have established, that fn0 converges uniformly to g on I. Thus,
di↵erentiation and limit are interchangeable and
w
e x
f 0 (x) = lim fn0 (x) = g (x) = .
n!1 (1 e x )2
P
1
1
(iv) The following holds for any ✏ > 0. This is similar in spirit to n1+✏
which also
n=1
converges for any ✏ > 0 but does not converge for ✏ = 0.
a) Let n be fixed but arbitrary. Then we have
1
lim |fn (x)|  lim =0, 8x 2 I := [0, ⇡] .
n!1 n!1 n1+✏
Thus fn converges pointwise to f ⌘ 0. w
1
Because the expression on the right, n1+✏ , does not depend on x, we also have
that
1
lim sup {|fn (x) f (x)|}  lim 1+✏ = 0
n!1 x2I n!1 n
and, therefore, fn converges uniformly to f ⌘ 0. w

R
0. w
b) The convergence is uniform so integration and limit are interchangeable. I f (x) dx =
c) Let n be arbitrary but fixed:
fn0 (x) =
sin (nx) cos (nx) 1
 ✏, 8x 2 I := [0, ⇡] . w
n ✏ n
Thus
1
lim sup fn0 (x) 0 = lim =0
n!1 x2I n!1 n✏
changeable and f 0 (x) ⌘ 0. w

and fn0 converges uniformly to g ⌘ 0. Thus, di↵erentiation and limit are inter-
X
T3.1 Domain of a Power Series

P
1
(x 3)k
a) To compute the radius of convergence for k , first substitute y = x 3 to
k=1
P
1
yk 1
obtain k . We set ak = k and apply either the Cauchy-Hadamard Theorem or
k=1
the Theorem of D’Alembert (which are essentially the root and ratio test for series):
i) Theorem of D’Alembert:
ak+1 1 k 1 ak+1 1
= · = 1 and lim = lim 1 = 1.
ak k+1 1 1+ k
k!1 ak k!1 1 +
k
ii) Cauchy-Hadamard:
s
p
k 1 1 1
|ãk | = k = p
k
and lim p
k
= 1 (do you remember a proof?).
k k k!1 k
Using D’Alembert or Cauchy-Hadamard, we conclude that the radius of convergence
P
1 k
y P
1
(x 3)k
of k is r = 1. Hence, k converges if |y| = |x 3| < 1 (equivalently, if
k=1 k=1
2 < x < 4) and diverges if |y| = |x 3| > 1 (equivalently, if x < 2 or x > 4). In
P
1
(x 3)k
particular, the power series k converges if x 2 (3 1, 3 + 2), so the radius of
k=1
P
1
(x 3)k
convergence of k is, in fact, r = 1.
k=1
It remains to check convergence of the series for x 2 {2, 4}. Substitution of x = 2

P
1
(2 3)k P
1
yields k = ( 1)k k1 which is a convergent alternating series by Leibniz’
k=1 k=1
P
1
(4 3)k
criterion. Substitution of x = 4 yields the divergent harmonic series: k =
k=1
P
1
1 P
1
(x 3)k
k. Therefore, k converges on [2, 4).
k=1 k=1
b) To apply D’Alembert’s or Cauchy-Hadamard, substitute y = x2 :
1
X 1
( 1)k 2k X ( 1)k
x = ak y k where ak = .
22k (k!)2 22k (k!)2
k=0 k=0
i) D’Alembert:
ak+1 ( 1)k+1 22k (k!)2 1

= 2(k+1) · k
=
ak 2 ((k + 1)!) 2 ( 1) 4(k + 1)2
and therefore
ak+1 1
lim = lim = 0.
k!1 ak k!1 4(k + 1)2
s p
p
k k ( 1)k k
1 1
|ak | = 2k 2
= p = p .
2 (k!) k 2k
2 (k!) 2 4 (k!)2
k
p
If lim k
(k!)2 = 1 then
k!1
p
k1
lim p |ak | = lim
= 0.
k!1 k!1 4 (k!)2
k
p
Unfortunately, our tools do not suffice to prove k k! ! 1, so we cannot invoke
the Cauchy-Hadamard Theorem!
P ( 1)k x2k
Using the Theorem of D’Alembert, the radius of convergence of 22k (k!)2
is r = 1
k2N
and the interval of convergence is R.
c) To apply D’Alembert or Cauchy-Hadamard, substitute y = x3 :
1
X 1
X
x3k 1
= ak y k where ak = .
Q
k Q
k
k=1 3n(3n 1) k=1 3n(3n 1)
n=1 n=1
i) D’Alembert:
Q
k
3n(3n 1)
ak+1 1 1
= n=1 = and lim = 0.
ak Q
k+1 3(k + 1)(3k + 2) k!1 3(k + 1)(3k + 2)
3n(3n 1)
n=1
v
u
u
u
p u 1 1
k
|ak | = u
k
u Q = s .
t k Q
k
3n(3n 1) k
(9n2 3n)
n=1 n=1
s
Q
k
If lim k
(9n2 3n) = 1 then
k!1 n=1
p
k 1
lim |ak | = lim s = 0.
k!1 k!1 Q
k
k
(9n2 3n)
n=1
s
Q
k
Unfortunately, our tools do not suffice to prove k
(9n2 3n) ! 1, so we
n=1
may not apply the Cauchy-Hadamard Theorem!
P
1
x3k
Using the Theorem of D’Alembert, the radius of convergence of Q
k
is
k=1 3n(3n 1)
n=1
r = 1 and the interval of convergence is R.
T3.2 Taylor Series
a) If f (x) = sin x then f (0) = 0 and
f 0 (x) = cos x, f 00 (x) = sin x, f 000 (x) = cos x, f (4) (x) = sin x,
f 0 (0) = 1, f 00 (0) = 0, f 000 (0) = 1, f (4) (0) = 0.
As the derivatives repeat in a cycle of four, we obtain
1
X X 1
f (k) (0) 1 3 1 1 7 x2k+1
xk = x x + x5 x + ... = ( 1)k .
k! 3! 5! 7! (2k + 1)!
k=0 k=0
Moreover, for each k 2 N we have
f (k) (x) 2 ± sin x, ± cos x
=) |f (k) (x)|  1, for all x 2 R
=) sup |f (k) (x)|  1.

x2R
k!
For r > 0 choose, k0 2 N such that rk
> 1 for all k > k0 . If we now choose Mr > 1
r`
such that M` > `! for ` 2 {0, 1, 2, . . . , k0 } then
k!
sup |f (k) (x)|  1  Mr · , for all k 2 N.
x2( r;r) rk
Therefore, sin x coincides with its Taylor series on ( r, r). Finally, as we can find
such an Mr for every r > 0, sin x coincides with its Taylor series on R.
2⇡
We now calculate sin 3° = sin 120 up to 8 significant figures. Recall that
X 1 ✓ ◆2k+1 ✓ ◆3 ✓ ◆5
2⇡ 1 2⇡ 2⇡ 1 2⇡ 1 2⇡
sin = ( 1)k = + ....
120 (2k + 1)! 120 120 3! 120 5! 120
k=0
P
1
1 2⇡ 2k+1
The series ( 1)k ak with ak = (2k+1)! 120 fulfils the Leibniz criterion:
k=0
i) Positivity: ak 0, 8k;
ii) Monotonicity:
2⇡ 2k+3 2⇡ 2
ak+1 (2k + 1)!
= 120 = 120
< 1;
ak 2⇡ 2k+1 (2k + 3) · (2k + 2)
(2k + 3)! 120
iii) lim ak = 0 .
k!1
P
n
2⇡
Thus sin 120 ( 1)k ak  an+1 . Because 2⇡
120 ⇡ 5.23598775598 · 10 2, we calcu-
k=0
late ✓ ◆3 ✓ ◆5
1 2⇡ 5 1 2⇡ 9
⇡ 2.39245962 · 10 , ⇡ 3.279 · 10 ,
3! 120 5! 120
1 2⇡ 2k+1 11
and notice (2k+1)! 120 < 10 for k 3. We obtain sin 3° ⇡ 0.052335956.
b) We could proceed as in a), but it is easier to di↵erentiate the Taylor series for sin x:
1
!
d d X ( 1)k x2k+1
cos x = sin x =
dx dx (2k + 1)!
k=0
1 ✓
X ◆
d ( 1)k x2k+1
=
dx (2k + 1)!
k=0
1
X 1
X
( 1)k (2k + 1)x2k ( 1)k x2k
= =
(2k + 1)! (2k)!
k=0 k=0
T3.3 Di↵erentiation of Power Series
P
1 P
1
We first check the radius of convergence of xk+1 = xk . We have
k=0 k=1
p
k 1
lim 1=1 as well as lim = 1.
k!1 k!1 1
Therefore, we may invoke the Theorem of Cauchy-Hadamard or of D’Alembert to obtain

P
1
r = 1 as the radius of convergence. Moreover, xk is a di↵erentable function for x 2
k=1
( 1, 1) and we can interchange di↵erentiation and summation for each x 2 ( 1, 1):
1
X 1
X 1
X
kxk = (k + 1)xk+1 = x (k + 1)xk
k=1 k=0 k=0
1 ✓ ◆ 1
!
X d k+1 (?) d X k+1
=x· x = x· x
dx dx
k=0 k=0
1
! 1
! ✓ ◆
d X d X d x 1
k k
=x· x =x· x· x =x· =x· .
dx dx dx 1 x (1 x)2
k=1 k=0
For (?) we used that interchangeability of di↵erentiation and summation.
Homework Problems
H3.1 Power Series (20 points)
(a) First, we substitute x for z 2 wand calculate the radius of convergence of the power
series
1
X k k
x .
3k
k=0
In this example, we use the Theorem of Cauchy-Hadamard, i.e., we calculate the

inverse of the radius of convergence by:
r p
= . w
p
k k k
k
k 1
L = lim |ak | = lim k
= lim
k!1 k!1 3 k!1 3 3
is 3 w
P
1
k k
Hence, the radius of convergence for the power series 3k
x . Now resubstitute
k=0
P
1
k 2k
p
z 2 = x, then the radius of convergence for the original power series
w
3k
z is 3.
k=0
(b) Again, we use the Theorem of Cauchy-Hadamard:

r
= 1. w
p k 1 1
L = lim k |ak | = lim 2
= lim p
k
k!1 k!1 k k!1 k2
P w
1
zk
So the radius of convergence of the power series k2
is equal to 1.
k=1
Remark: in this special case, we also can say something about the convergence prop-
erties of the power series at the boundary of the radius of convergence. For z = 1
we have the general harmonic series with exponent ↵ = 2, which converges, and for
z = 1 we have also an converging series, by the Leibniz convergence criteria.
(c) First, we substitute x for z 2 wand calculate the radius of convergence of the power
series
1
X ( 1)k k
x .
(2k)!
k=0
We use the quotient criteria to calculate the inverse of the radius of convergence:
= 0. w
ak+1 (2k)! 1
L = lim = lim = lim
k!1 ak k!1 (2k + 2)! k!1 (2k + 2)(2k + 1)
P wUndoing
1
( 1)k k
Hence, the radius of convergence of the power series (2k)! x is +1.
k=0
the substitution does not change the radius of convergence, so we have as radius of
P w
1
( 1)k 2k
convergence +1 for the power series (2k)! z .
k=0
(d) We use the quotient criterion to calculate the inverse of the radius of convergence:
= 1. w
ak+1 k
L = lim = lim
k!1 ak k!1 k + 1
P w
1 k
Hence, the radius of convergence of the power series ( 1)k+1 zk is 1.
k=1
Remark: As before, we can say something about the convergence property of the
P
1 k
power series ( 1)k+1 zk at the boundary of the radius of convergence. For z = 1
k=1
we have the alternating harmonic series which converges, and for z = 1 we have the
harmonic series which diverges.
(e) We use the Theorem of Cauchy-Hadamard to calculate the inverse of the radius of
convergence:
r
= . w
p
k k 1 1 1
L = lim |ak | = lim k
= lim p k
k!1 k!1 k2 k!1 2 k 2
P
1
zk
Since the limit exists the radius of convergence of the power series is equal to
2. w
k2k
k=1
(f) We use the quotient criterion to calculate the inverse of the radius of convergence:
= lim k = 1. w
ak+1 (k + 1)!
L = lim = lim
k!1 ak k!1 k! k!1
k!z k is 0. w
P
1
Hence, the radius of convergence of the power series
k=0
(g) We use the quotient criterion to calculate the radius of convergence:
= 2. w
ak (k + 2)3 2k+1 (k + 2)3
r = lim = lim = lim 2
k!1 ak+1 k!1 (k + 1)3 2k k!1 (k + 1)3
P w
1
zk
Hence, the radius of convergence of the power series (k+1)3 2k
is 2.
k=0
(h) First, we substitute x = z 2 . Then, we use the Theorem of Cauchy-Hadamard to
calculate the inverse of the radius of convergence (for x):
r
= . w
pk k 1 1 1
Lx = lim |ak | = lim (2 + ) k = lim 1
k!1 k!1 k k!1 2 +
k
2
P1
z 2k
Since the limit exists the radius of convergence of the power series 1 k
is equal
k=2 ( k)
to rz = rx = l1x = 2. w
2+
p q p
X
H3.2 Di↵erentiation of Power Series; Taylor Series (10 points)
(a) We proceed similar to T3.3. First, calculate the radius of convergence of the power
series using the Cauchy-Hadamard Theorem:
lim k |ak | = lim k (k + 1)k = 1. w

p p
k!1 k!1
all x inside the radius of convergence, i.e., for all x 2 ( 1, 1). w

Hence, we are allowed to change di↵erentiation (arbitrarily often) and summation for
d2 X k+2 w
1
X 1
X 1
X 1
k k d2 k+2
(k + 1)kx = x (k + 2)(k + 1)x = x x =x 2 x .
dx2 dx
k=1 k=0 k=0 k=0
The value of the power series is explicitly given by
. w
1
X 1
X x2
xk+2 = x2 xk =
1 x
k=0 k=0
Next, we calculate the second derivative of this function:
. w
d2 x2 d x(2 x) 2
= =
dx2 1 x dx (1 x)2 (1 x)3
Finally we get:
. w
1
X 1
d2 X k+2 2x
(k + 1)kxk = x 2
x =
dx (1 x)3
k=1 k=0
(b) We start by calculating the first few derivatives of the function f (x) = (1 + x)ex :
f 0 (x) = (2 + x)ex , f 00 (x) = (2 + x)ex , f (3) (x) = (4 + x)ex , f (4) (x) = (5 + x)ex .
Hence, we see (but we have not proved this fact yet) that the following relation holds:
f (k) (x) = (k + 1 + x)ex . ww
Indeed, this formulae yields:
(k + 1 + x)ex = (k + 2 + x)ex . w
d (k) d
f (k+1) (x) = f (x) =
dx dx
Since this formulae is true for k = 1, the formulae is valid for all k 2 N. So, we have
as Taylor Series for f at x0 = 0
xk . w
1
X 1
X
f (k) (0) k+1
(x x0 ) k =
k! k!
k=0 k=0
X
T4.1 a) C [0, 1] is a vector space over R. First, it is important to check that || · ||1 is well
defined, i.e., that || · ||1 : C [0, 1] ! R holds. In particular, we must ensure that
||f ||1 6= 1, for all f 2 C [0, 1]. As [0, 1] is closed and bounded and f is continuous,
Weierstrass’s Theorem yields that f takes on its maximum and minimum value and,
thus, || · ||1 is well defined.
We now verify that || · ||1 is a norm on C [0, 1]:
0) The supremum is taken over non-negative numbers and thus it is also non-
negative:
||f ||1 0, 8f 2 C [0, 1] .
1) If f ⌘ 0 then ||f ||1 = sup {0} = 0 and thus f ⌘ 0 ) ||f ||1 = 0. For the reverse
direction: If ||f ||1 = 0 we have that sup {|f (t)|} = 0 which yields f ⌘ 0. Thus
t2I
||f ||1 = 0 ) f ⌘ 0. As f was arbitrary, we have proven that
f ⌘0 () ||f ||1 = 0 .
2) Let ↵ 2 R and f 2 C [0, 1] be arbitrary. Then,
sup {|↵f (t)|} = sup {|↵| |f (t)|} = |↵| sup {|f (t)|}
t2I t2I t2I
by using a basic property of the supremum. This gives
||↵f ||1 = |↵| · ||f ||1 , 8↵ 2 R 8f 2 C [0, 1] .
3) Let f, g 2 C [0, 1] be arbitrary. Then,
sup {|f (t) + g (t)|}  sup {|f (t)| + |g (t)|}  sup {|f (t)|} + sup {|g (t)|}
t2I t2I t2I t2I
by using the triangle inequality for real numbers and properties of the supremum.
This gives
||f + g||1  ||f ||1 + ||g||1 , 8f, g 2 C [0, 1] .
Therefore, || · ||1 is a norm and (C [0, 1] , || · ||1 ) a normed space.
b) C [0, 1] is a vector space over R. Again, we first have to check that hf, gi is well defined
8f, g 2 C [0, 1]. As f, g 2 C [0, 1], their product f · g is also continuous on [0, 1]. Any
continuous function is integrable, so the integral makes sense. f · g is continuous and
thus bounded (see a)). The integral of a bounded continuous function over a bounded
set is finite. Therefore,
Z
h·, ·i : C [0, 1] ⇥ C [0, 1] ! R , hf, gi = f (t) g (t) dt
I
is well defined. Now, we check that h·, ·i is a scalar product on C [0, 1]:
R1
0) Let f 2 C [0, 1] be arbitrary. Then 0 (f (t))2 dt 0 because (f (t))2 0. Thus,
hf, f i 0, 8f 2 C [0, 1] .
R1 R1
1) If f ⌘ 0, it follows directly that 0 (f (t))2 dt = 0 0 dt = 0. We will prove the
reverse directionRby contradiction: Assume that there exists an f 2 C [0, 1] such
1
that f 6⌘ 0 but 0 (f (t))2 dt = 0. Because f 6⌘ 0, there exists a t 2 [0, 1] with
|f (t)| = ✏ > 0, for some ✏. As f is continuous (indeed, this proof does not work
for non-continuous functions), there exists > 0 such that
f (x) f (t) < ✏/2, 8x with |x t| < .
|{z}
=±✏
In particular, this implies that |f (x)| ✏/2 for all x with |x t| < . Therefore,
Z 1 ⇣ ✏ ⌘2
(f (t))2 dt · >0.
0 2
We used instead of 2 to deal with t lyingR close to or on the boundary of
1
the interval. We have initially assumed that 0 (f (t))2 dt = 0 and now found
R1
that 0 (f (t))2 dt > 0 which is a contradiction. Hence, we have proven that
R1 2
0 (f (t)) dt = 0 implies that f ⌘ 0. Thus, for f 2 C [0, 1],
hf, f i = 0 () f ⌘0.
2) Let ↵, 2 R and f, g, h 2 C [0, 1] be arbitrary. Then
Z 1 Z 1 Z 1
(↵f (t) + g (t)) h (t) dt = ↵ f (t) h (t) dt + g (t) h (t) dt
0 0 0
because integration is a linear operation. Hence,

h↵f + g, hi = ↵ hf, hi + hg, hi , 8f, g, h 2 C [0, 1] 8↵, 2R.
3) Let f, g 2 C [0, 1] be arbitrary. Then
Z 1 Z 1
f (t) g (t) dt = g (t) f (t) dt
0 0
and therefore
hf, gi = hg, f i , 8f, g 2 C [0, 1] .
Thus, h·, ·i is a scalar product and (C [0, 1] , h·, ·i ) a pre-Hilbert space. (It would need
to be complete to be a Hilbert space.)
c) To prove that (C [0, 1] , || · ||1 ) is a Banach space, we must show that the normed
space (C [0, 1] , || · ||1 ) is complete. This means that every sequence of functions
(fn )n2N ⇢ C [0, 1] which is a Cauchy sequence with respect to || · ||1 is also a conver-
gent sequence, i.e., converges to a limit f 2 C [0, 1].
Let (fn )n2N ⇢ C [0, 1] be an arbitrary Cauchy sequence with respect to || · ||1 , i.e.,
8 ✏ > 0 9 N 2 N:
||fn fm ||1 < ✏, 8n, m N .
By using the definition of || · ||1 , we show that the above is equivalent to the Cauchy
criterion for uniform convergence:
8 ✏ > 0 9 N 2 N 8 t 2 I := [0, 1] 8 n, m > N
|fn (t) fm (t)|  sup |fn (z) fm (z)| = ||fn fm ||1 < ✏ .
z2I
Thus, fn converges uniformly to some function f . Therefore, f has to be continuous

because all fn are continuous (2 C [0, 1]) and the convergence is uniform, i.e., f 2
C [0, 1]. Thus, we have proven:
For every Cauchy sequence (fn )n2N ⇢ C [0, 1] there exists an f 2 C [0, 1] such that
fn ! f , i.e., lim ||fn f ||1 = 0:
n!1
(fn )n2N ⇢ C [0, 1] : Cauchy sequence () Convergent sequence.

So (C [0, 1] , || · ||1 ) is a complete normed space, i.e., a Banach space.
d) One method to show that some spaces cannot be Banach spaces is to construct a
particular Cauchy sequence and show that there is no limit within the space.
Consider the sequence (fn )n2N ⇢ C [0, 1] defined by
8 ⇥ ⇤
>
<0 , t 2 0, 14 ;
1 n
fn (t) = 2t 2 , t 2 14 , 34 ; ) fn 2 C [0, 1] , 8n .
>
: ⇥ ⇤
1, t 2 34 , 1 .
Let N 2 N be arbitrary and n, m N . Without loss of generality, assume that

n  m so that m = n + k for some k 2 N0 . Then
Z 1 Z 3 ✓✓ ◆n ✓ ◆m ◆2
4 1 1
||fn fm ||22 = (fn 2
fm ) dt = 2t 2t dt
0 1 2 2
4
Z 1⇣ ⌘2 Z 1 ⇣ ⌘2
1
(?) n n+k 1
= z z dz = z 2n 1 z k dt
2 0 2 0 | {z }
1
Z 1
1 1 1
 z 2n dt = < .
2 0 2 (2n + 1) 4N
At (?) we substituted z = 2t 1/2. Now, we will prove that (fn )n2N is a Cauchy
sequence. To this end, let ✏ > 0 be arbitrary and choose N > 4/✏. Then, for all
n, m N we have that
1
||fn fm ||22 < < ✏.
4N
Hence, (fn )n2N is a Cauchy sequence with respect to || · ||2 .
Remark 1: It is equally valid to prove, as we have done, the Cauchy property with
p
respect to the norm squared because we can just set ✏˜ = ✏ and then get the right
result. The reader is invited to check this.
Remark 2: This particular sequence is not a Cauchy sequence with respect to the
supremum norm.
The pointwise limit of the sequence (fn ) is be given by:
( ⇥
0 , t 2 0, 34 ;
f (t) := lim fn (t) = ⇥ ⇤
n!1 1 , t 2 34 , 1 .
f is not continuous. However, this is not sufficient1 to show that (C [0, 1] , || · ||2 ) is
not complete. We have to show that there cannot exist any f 2 C [0, 1] such that
lim ||f fn ||2 = 0. We will use a proof by contradiction. Assume there were a
n!1
continuous f such that fn ! f .
Now, if f 34 were not equal to 1 then we would get a contradiction by arguing
similarly to b): We could take the integral from 34 to 34 + and get ||f fn ||2 6! 0.
!
Hence, f 34 = 1.
1
⇥3 ⇤
By continuity of f , there exists > 0 such that f (t) > 2 for all t in 4 , 34 . Then,
for n large enough, we get that
Z 1 Z 3
(?)
Z 3
4 2 4 2 1
||fn f ||22 = (fn f ) dt 2
(fn 2
f ) dt dt = .
0 3 3 42 32
4 4
1
One example where this reasoning fails is the sequence gn : t 7! tn with pointwise limit g (t) = 0, 8t 2 [0, 1) ,
and g (1) = 1. g is also not continuous but we have that
Z 1
1
lim ||gn 0 ||22 = lim t2n dt = lim = 0,
n!1 n!1 0 n!1 2n + 1
and thus gn ! 0 but only with respect to the || · ||2 norm. (The intuition is that the integral does not “see”
what happens at one single point.)
⇥ ⇤
For (?), we used that for all t 2 34 , 34 2
✓ ◆
3 1
fn (t)  fn = (1 )n  , for n large enough.
4 2 4
But we assumed that limn!1 ||fn f ||2 = 0. This is a contradiction to ||fn f ||22
32 > 0, for all n large enough.
Hence, there cannot exists an f 2 C [0, 1] with fn ! f and, therefore, (C [0, 1] , || · ||2 )
is not a Banach space.
e) Proving that a space is not a (pre-)Hilbert space is often done by using the parallel-
ogram identity. This identity is useful because one only needs the norm and not
the scalar product. The parallelogram identity is used to verify whether a particular
norm is induced by a scalar product: If the norm violates the identity then it cannot
be defined by any scalar product.
Lemma (Parallelogram Identity). p Let (H, h·, ·i ) be a real Hilbert space and || · || the
associated norm (i.e., || · || = h·, ·i ). Then for all x, y 2 H there holds
2 ||x||2 + 2 ||y||2 = ||x + y||2 + ||x y||2 .
Proof. Let x, y 2 H be arbitrary.
||x + y||2 + ||x y||2 = hx + y, x + yi + hx y, x yi
= hx, xi + hx, yi + hy, xi + hy, yi +
hx, xi hx, yi hy, xi + hy, yi
= 2 hx, xi + 2 hy, yi = 2 ||x||2 + 2 ||y||2
We will find two functions f, g 2 C [0, 1] (plot) which violate the identity:
f (t) := max (0, 1 2t) , g (t) := max (0, 2t 1) .
For the norms we get
||f ||1 = 1, ||g||1 = 1, ||f + g||1 = 1, ||f g||1 = 1 .
Thus, 2 ||f ||2 +2 ||g||2 = 4 6= 2 = ||f + g||2 +||f g||2 . Hence, (C [0, 1] , || · ||1 ) cannot
be a Hilbert space.
T4.2 a) The angle \ (x, y) between two vectors x, y of any Hilbert space H over R is defined
by
hx, yi
cos (\ (x, y)) := .
||x|| ||y||
Applied to the current setting of H := L2 [ ⇡, ⇡], we have that
sZ
⇡ p
||f || = 1dt = 2⇡,
⇡
p
(i) ||1|| = 2⇡,
r
2⇡ 3
(ii) ||t|| = ,
r 3
3 2⇡ 7
(iii) t = ,
7
and
(i) h1, f i = 0,
Z ⇡
(ii) ht, f i = 2 tdt = ⇡ 2 ,
0
Z ⇡
⌦3 ↵ ⇡4
(iii) t ,f = 2 t3 dt = .
0 2
Therefore,
(i) cos (\ (1, f )) = 0, \ (1, f ) = 90°;

p
3 ⇡
(ii) cos (\ (t, f )) = , \ (t, f ) = = 30°;
p2 6
7
(iii) cos \ t3 , f = , \ t3 , f ⇡ 48.6°.
4
The results show that in this particular Hilbert space t 7! 1 and f are orthogonal,
t 7! t and f are somewhat similar (small angle between the two “vectors”) and t 7! t3
and f are less similar and not orthogonal. Intuitively, this can be seen by looking at
this plot.
b) Let x, y 2 H be arbitrary vectors in a Hilbert space over R. Then,2
||x + y||2 = hx + y, x + yi = hx, xi + 2 hx, yi + hy, yi

()
1⇣ ⌘
hx, yi = ||x + y||2 ||x||2 ||y||2 .
2
Hence,pthe converse of the “Pythagorean theorem” also holds. From a) we know that
p
||1|| = 2⇡ and ||sin (t)|| = ⇡. For 1 + sin (t), we obtain
Z ⇡
||1 + sin (t)||2 = (1 + sin (t))2 dt = 3⇡ .
⇡
As
1
h1, sin (t)i = (3⇡ 2⇡ ⇡) = 0
2
we have that t 7! 1 and t 7! sin (t) are orthogonal.
p
c) Note that the integrand satisfies · · · p 0. We use the Cauchy-Schwarz
p inequality
(|hf, gi|  ||f || · ||g||) in (?) with f (x) := cosh(t) and g(x) := cos(x/2):
Z ⇡s ✓ ◆ Z ⇡p s ✓ ◆
t t
cosh (t) cos dt = cosh (t) cos dt
⇡ 2 ⇡ 2
(?)
✓Z ⇡ ◆ 1 ✓Z ⇡ ✓ ◆ ◆1
2 t 2
 cosh (t) dt · cos dt
⇡ ⇡ 2
p
= 2 sinh (⇡) · 4 ⇡ 9.62
As a comparison: the numerical value of the integral on the left-hand side is ⇡ 7.52.
d) For said coefficients we get:
a0 = 0
Z ⇡
1 (??)
an = p f (t) cos (nt) dt = 0, 8n 1
⇡ ⇡
Z ⇡
1
bn = p f (t) sin (nt) dt
⇡ ⇡
Z ⇡ (
2 p4 , n odd;
= p sin (nt) dt = ⇡n
⇡ 0 0, n even.
(??) holds because f (t) cos (nt) is an odd function. We notice that
⌧ ⌧ ⌧
1 cos (nt) sin (nt)
a0 = f, p , an = f, p , bn = f, p .
2⇡ ⇡ ⇡
2
Identities of this type are called Polarization Identities.
The collection of functions
⇢
1 sin (nt) cos (nt)
p , p , p
2⇡ ⇡ ⇡ n2N
is a complete ONS (by the problem statement) and, therefore,

1
X X 1
4 4 sin ((2k + 1) t)
f (t) = sin (nt) = p p .
⇡n ⇡ (2k + 1) ⇡
n=1,3,5,... k=0
The coefficients we computed are – up to a multiplicative constant – the Fourier

coefficients of f .
p
e) We already know that ||f || = 2⇡. We will construct N -term approximations by
truncating the sum the Fourier series at N 1:
N
X1 4 sin ((2k + 1) t)
sN 1 (t) = p p .
⇡ (2k + 1) ⇡
k=0
The norm of the error is then given by

1 2 1
2
X 4 sin ((2k + 1) t) X 16
||f sN 1 || = p p =
k=N
⇡ (2k + 1) ⇡
k=N
⇡ (2k + 1)2
2
The relative error is defined by ✏2rel = ||f sN 1 || / ||f ||2 . For the relative error to
be smaller than 1% we get
2
✏rel < 0.01 () ||f sN 1 || < 0.012 · 2⇡,
which is first true for N = 2027. The convergence is slow because the function f has
a discontinuity at t = 0. A graphical illustration can be found at mathworld.
Homework Problems
H4.1 (a) The basis obtained by Gram-Schmidt is

(i)
1
e1 (t) = p
2⇡
r
e2 (t) =
3
t w
2⇡ 3
r ✓ ◆
45 ⇡2
e3 (t) = t2
8⇡ 5 3
(ii)
1
e1 (t) = p
2⇡
sin (t)
e2 (t) = p w
⇡
cos (t)
e3 (t) = p
⇡
(iii)
1
e1 (t) = p
2⇡
( 1
w
p
2⇡
, t 2 [ ⇡, 0];
e2 (t) =
+ p12⇡ , t 2 (0, ⇡] ;
8
> t 2 [ ⇡, 0] ;
<0 ,
>
⇤
e3 (t) = p1 , t 2 0, ⇡2 ;
> ⇡
> ⇤
:+ p1 , t 2 ⇡2 , ⇡ .
⇡
(b) We project the function f (t) = exp (t) onto the orthonormal vectors. The coefficients
ci are defined by ci = hf, ei i. They are numerically evaluated and given to four
significant digits.
(i)
ci ⇡ 9.215, 10.94, 7.118 w
(ii)
ci ⇡ 9.215, 6.516, 6.516 w
(iii)
ci ⇡ 9.215, 8.451, 8.192 w
(c) We will use the Pythagorean theorem and the fact, that f fi ? fi , i = 1, 2, 3. This
gives q
||f ||22 = ||f fi ||22 + ||fi ||22 =) ||f fi ||2 = ||f ||22 ||fi ||22 .
Because the systems are orthonormal, the norm squared is given by the sum over
the coefficients squared and we obtain for the errors (again to 4 significants digits;
||f ||22 = sinh (2⇡)):
||f f1 ||2 ⇡ 3.535 w
||f f2 ||2 ⇡ 9.896 w
||f f3 ||2 ⇡ 6.656 w.
Therefore, basis (i) is the best to represent f .

(d) The term ”best approximation” refers to the best approximation that can be obtained
as a linear combination of e1 , e2 , e3 and indeed there is no other such combination
with lower error in L2 -Norm. As we consider finite dimensional subspaces (each of
dimension 3 here), f cannot be perfectly represented or reconstructed from these
Depending on the particular subspace the error is bigger or smaller. w

subspaces. (Note that f could be perfectly represented if we chose e.g. e1 (t) = f (t).)
X
H4.2 The series contains only even powers of x. By substituting y = x2 , one obtains a power
x2 2 ( r, r). w
series in standard form. It is understood implicitly that the series converges for all x :
(a) The radius of convergence is given by:
=1 w
( 1)n
an 2n(2n 1) 2(n + 1)(2n + 1)
r = lim = lim = lim
n!+1 an+1 n!+1 ( 1)n+1 n!+1 2n(2n 1)
2(n+1)(2(n+1) 1)
(b) For x = r and x = r the same series is obtained:
+1
X 1
( 1)n .
2n(2n 1)
n=1
The series is absolutely convergent w because

1 1 w
lim n2 = .
n!+1 2n(2n 1) 4
(c) Within the interval of convergence ( 1, 1), series and derivative may be exchanged:
x2n 1 w
+1
X +1 +1
0 n 1 d 2n X 1 X
f (x) = ( 1) x = ( 1)n 2nx 2n 1
= ( 1)n .
2n(2n 1) dx 2n(2n 1) 2n 1
n=1 n=1 n=1
We use the index shift k + 1 = n and obtain:
arctan(x) w
+1
X +1
X
x2(k+1) 1 x2n+1
f 0 (x) = ( 1)k+1 = ( 1)n =
2(k + 1) 1 2n + 1
k=0 n=0
where we used the table of analytic functions from the lecture.
and series w and thus:

(d) The value of the series is equal to f 12 . We are allowed to interchange integration
arctan(x) dx . w
✓ ◆ ✓ ◆ ✓ ◆ Z 1 Z 1
1 1 1 2
0
2
f =f 0=f f (0) = f (x) dx =
2 2 2 0 0
The antiderivative of arctan (x) is known from last semester:
w= 1 . w
✓ ◆  1 ✓ ✓ ◆ ✓ ◆◆
1 1 2 1 5
f = x arctan(x) + ln(1 + x2 ) arctan + ln
2 2 0 2 2 4
X
Figure 1: A visualization of the di↵erent basis functions. Note that the functions in basis (iii)
overlap.
Figure 2: The best approximations in the three cases. It can be seen that each approximation
is a linear combination of the respective basis functions (compare Figure 1).
T5.2 a) The complex Fourier coefficients ck , k 2 Z, are given by:

Z 2⇡
1 4
k=0: c0 = x2 = ⇡ 2
2⇡ 0 3
Z 2⇡  ikx 2⇡ Z 2⇡
2 ikx (?) 2e e ikx
k 6= 0 : x e dx = x 2x dx
0 ik 0 0 ik
2
 2⇡ Z 2⇡
(?) 4⇡ e ikx e ikx
= 2x 2 + 2 dx
ik ( ik) 0 0 ( ik)2
4⇡ 4⇡ 2
= 2 +i
k k
Z 2⇡
1 2 2⇡
ck = x2 e ikx dx = 2 + i .
2⇡ 0 k k
We used integration by parts for (?). This conforms to the section Real Representation
from the lecture, as ck = c k . For the real representation we have:
8
a0 = 2c0= ⇡2;
3
4
ak = 2 Re (ck ) = 2 ;
k
4⇡
bk = 2 Im (ck ) = .
k
Thus, the Fourier series for f is given by:
1 ⇢
4 2 X 4 4⇡
Sf (x) = ⇡ + 2
cos (kx) sin (kx) .
3 k k
k=1
A plot of the function and truncated Fourier series is shown in Figure 1.

b) It is important to note that f : R ! R is not continuous, as for y 2 D = {l · 2⇡; l 2 Z}
it holds that lim f (x) = 4⇡ 2 6= 0 = lim f (x). f is piecewise C 1 because on each
x!y x!y+
possible interval [a, b) there are only finitely many discontinuities. Thus, we can
use the theorems from the lecture to conclude that the Fourier series converges to
f (1) = 1.
For x = 2⇡, we are at a discontinuity. Therefore, the Fourier series converges to:
✓ ◆
1 1
lim f (x) + lim f (x) = 4⇡ 2 + 0 = 2⇡ 2 .
2 x!2⇡ x!2⇡+ 2
This can be seen nicely in Figure 1.
c) By a theorem in the lectures, the Fourier series converges uniformly on every interval
[a, b] on which f is continuous. This means the Fourier series converges uniformly,
for example, on
[l · 2⇡ + ✏, (l + 1) · 2⇡ ✏] 8l 2 Z, 8✏ > 0 .
Another example would be [0.1, 2⇡ 0.2]. The farther away the boundary of the
interval is from the discontinuities, the faster is the convergence, as can be seen from
Figure 1.
1
d) By the example in the lecture the Fourier series for the function s (x) = 2 (⇡ x) is
given by
1
X sin (kx)
.
k
k=1
We need the value of this expression for x = 1. As s is piecewise C 1 and x = 1 is not

a discontinuity, we have that:
1
X
⇡ 1 sin (k)
= s (1) = .
2 k
k=1
Figure 1: The function f (x) = x2 and truncated Fourier series for a di↵erent number of terms.
Note the convergence for x = 0 and x = 2⇡.
Homework Problems
H5.1 A plot of the function x 7! x4 and truncated Fourier series is given in Figure 2.
a) The complex Fourier coefficients ck , k 2 Z, are given by:
w
Z 2⇡
1 16
k=0: c0 = x4 = ⇡ 4
2⇡ 0 5
w
Z 2⇡  ikx 2⇡ Z 2⇡
4 ikx (?) 4e e ikx
k 6= 0 : ck = x e dx = x 4x3 dx
0 ik 0 0 ik
w
4
 2⇡ Z 2⇡
(?) 16⇡ e ikx 12
= 4x3 2 + 2 x2 e ikx dx
ik ( ik) 0 ( ik) 0
3 4 48⇡ 2
(??) 32⇡ 48⇡ 16⇡
= + i i
k2 k4 k k3
w
Z 2⇡ 2
1 16⇡ 24 8⇡ 3 24⇡
ck = x4 e ikx dx = 2 + i i 3 .
2⇡ 0 k k4 k k
We used integration by parts for (?) and the result from T5.2 a) for (??). For the
real representation we have:
32 4
a0 = 2c0 = ⇡ ;
5
32⇡ 2 48
ak = 2Re (ck ) = 2 ;
k k4
16⇡ 3 48⇡
bk = 2Im (ck ) = + 3 .
k k
The Fourier series for f is given by:
w
1 ⇢ 
16 4 X 32⇡ 2 48 16⇡ 3 48⇡
Sf (x) = ⇡ + cos (kx) + + 3 sin (kx) .
5 k2 k4 k k
k=1
b) It is important to note that f : R ! R is not continuous, as for y 2 D = {l · 2⇡; l 2 Z}

it holds that lim f (x) = 16⇡ 4 6= 0 = lim f (x). f is piecewise C 1 , because in each
x!y x!y+
possible interval [a, b) there are only finitely many discontinuities. Thus, we can use
w
the theorems in the lecture to conclude that the Fourier series converges to f (1) = 1.
For x = 2⇡ we are at a discontinuity. Therefore, the second part of Theorem 4.18

must be applied and the Fourier series converges to:
w
✓ ◆
1 1
lim f (x) + lim f (x) = 16⇡ 4 + 0 = 8⇡ 4 .
2 x!2⇡ x!2⇡+ 2
c) By a theorem in the lectures, the Fourier Series converges uniformly on any interval
example on [0.1, 2⇡ 0.2]. w

[a, b] on which f is continuous. This means the Fourier series converges uniformly for
d) We consider Sf (2⇡) = 8⇡ 4 as we have shown in b). We have that
sin (k2⇡) = 0, 8k 2 N, cos (k2⇡) = 1, 8k 2 N .
Inserting into the Fourier series we obtain:
w
1 ⇢
16 4 X 32⇡ 2 48
Sf (2⇡) = ⇡ + = 8⇡ 4 .
5 k2 k4
k=1
P
1
2 ⇡2
The series is absolutely convergent (p-series!). We already know that k = 6
k=1
which gives
w
1
X ✓ ◆
1 1 16 4 32⇡ 4 4 ⇡4
= ⇡ + 8⇡ = .
k4 48 5 6 90
k=1
X
H5.2 The integral of an odd function over a symmetric interval is zero. A sketch of the proof is
as follows. Let f be odd, i.e., f ( x) = f (x). Let a > 0. Then
Z a Z 0 Z a Z a Z a
f (x) dx = f (x) dx + f (x) dx = f (x) dx + f (x) dx = 0 .
a a 0 0 0
k 2 N. Note that the function gk (x) = f (x) sin(kx) is an odd function since: w
a) Let f be an even function, i.e.; f (x) = f ( x)). We want to show that bk = 0 for all
gk ( x) = f ( x) sin( kx) = f (x)( sin(kx)) = f (x) sin(kx) = gk (x). w
w
So we can conclude, that the integral from ⇡ to ⇡ over the odd function gk is zero.
Figure 2: The function f (x) = x4 and truncated Fourier Series for di↵erent number of terms.
Note the convergence for x = 0 and x = 2⇡. The figure is exported from MATLAB using
export fig.
k 2 N. Note that the function hk (x) = f (x) cos(kx) is an odd function since: w
b) Let f be an odd function, i.e., f (x) = f ( x). We want to show that ak = 0 for all
hk ( x) = f ( x) cos( kx) = ( f (x)) cos(kx) = f (x) cos(kx) = hk (x). w
w
So we can conclude, that the integral from ⇡ to ⇡ over the odd function hk is zero.
X
Summer Semester 2022 June 03, 2022
T6.1 (a) Use polar coordinates: x = r cos ✓ and y = r sin ✓. Then r2 = x2 + y 2 and (x, y) !
(0, 0) is equivalent to r ! 0+. Therefore,
2 ln r (?) 2/r
lim (x2 + y 2 ) ln(x2 + y 2 ) = lim r2 ln r2 = lim 2
= lim
(x,y)!(0,0) r!0+ r!0+ 1/r r!0+ 2/r 3
= lim ( r2 ) = 0,
r!0+
where at (⇤), we used l’Hopital’s rule.

(b) Again, use polar coordinates with r2 = x2 + y 2 . Then
1 cos(x2 + y 2 ) 1 cos(r2 ) (?) sin(r2 ) · 2r
lim = lim = lim = 0,
(x,y)!(0,0) x2 + y 2 r!0+ r2 r!0+ 2r
where at (⇤), we used l’Hopital’s rule.

T6.2 (a) As we approach (0, 0) along the line y = mx we have
2xy 2mx2 2m 2m
lim = lim = lim 2 = 2 .
(x,y)!(0,0) x2 +y 2 (x,mx)!(0,0) x + m2 x2
2 x!0 m + 1 m +1
While the limit exists for every choice of m 2 R, we obtain a di↵erent value for each
choice of m. Hence, the limit cannot exist.
(b) Approaching (0, 0) along the path y = sin x yields
sin(xy) sin( x sin x) sin( x sin x)
lim = lim = lim
(x,y)!(0,0)x+y (x, sin x)!(0,0) x sin x x!0 x sin x
cos( x sin x)( sin x x cos x)
= lim
x!0 1 cos x
sin( x sin x)( sin x x cos x)2 + cos( x sin x)( 2 cos x + x sin x)
= lim = 1.
x!0 sin x
Here, we applied l’Hopital’s rule twice. Hence, the limit does not exist.
T6.3 Choose a fixed x 2 Rn and let h 2 Rn . First, we need to compute rf (x). Note that
n
X
f (x) = 12 xT Ax = 1
2 xk ak` x` , (A = (ak` ))
k,`=1
Thus, for xi 2 {x1 , . . . , xn },

0 1
n
X n
X n
X
@xi f (x) = @xi @ 12 xk ak` x` A = 1
2 @xi (xk ak` x` ) = 1
2 ((@xi xk ) · ak` x` + xk ak` · @xi x` )
k,`=1 k,`=1 k,`=1
n n n n
!
X X X X
1 1 1
= 2 ik ak` x` + 2 xk ak` i` = 2 ai` x` + xk aki
k,`=1 k,`=1 `=1 k=1
n n
!
X X X
1
= 2 ai` x` + xk aik = ai` x` .
`=1 k=1 `=1
Going from the second line to the third line, we used in the symmetry of A: aki = aik .
P
n
Denoting the ith-row of A by Ai , we see that ai` x` = Ai x. Therefore,
`=1
0 0 1 1
@ x1 f A1 x
B C B C
rf (x) = @ ... A = @ ... A = Ax.
@ xn f An x
Then,
f (x + h) f (x) = 12 hx + h, A(x + h)i 1

2 hx, Axi
= 12 hh, Axi + 12 hx, Ahi + 12 hh, Ahi
= hAx, hi + 12 hh, Ahi
where we used the fact that the inner product is symmetric (hh, Axi = hAx, hi) and
hx, Ahi = hAx, hi since A is symmetric, i.e., AT = A. Therefore, using hrf (x), hi =
hAx, hi,
(?) (??)
|f (x + h) f (x) hrf (x), hi| = | 12 hh, Ahi|  12 khk kAhk  1
2 khkCkhk = 12 Ckhk2 ,
where at (⇤) we used the Cauchy-Schwarz inequality and at (⇤⇤) the fact that since the
linear mapping h 7! Ah is continuous there exists a positive constant C such that kAhk 
Ckhk.
Whence,
|f (x + h) f (x) hrf (x), hi| khk!0
0  12 Ckhk ! 0.
khk
Hence, f is di↵erentiable at x and df (x)(h) = hAx, hi.
Homework Problems
H6.1 Continuity (5 points)

We show that independent of the choice of a 2 R, the limit lim fa (x, y) does not
(x,y)!(0,0)
exist.
It suffices to find sequences
(⇠n )n2N ! (0, 0) and (⇣n )n2N = (0, 0)
such that
lim fa (⇠n ) 6= lim f( ⇣n ).
w and (⇣ ) w and obtain for
n!1 n!1
We consider (⇠n )n2N with ⇠n = ( n1 , 0) 1

n n2N with ⇣n = (0, n )
every a 2 R:
fa (⇠n ) =
( n1 )2 02
=1 w and fa (⇣n ) =
(02 n1 )2
= 1. w
( n1 )2 + 02 (02 + n1 )2
This proves that fa is not continuous no matter how a 2 R is chosen. w
X
H6.2 Di↵erentiability (17 points)

Given is the function f : R2 ! R,
(
x3 3xy 2
x2 +y 2
, (x, y) 6= (0, 0);
f (x, y) =
0, (x, y) = 0.
a) To prove that f is continuous at (0, 0), we have to show that
x3 3xy 2
lim f (x, y) = lim = 0.
(x,y)!(0,0) (x,y)!(0,0) x2 + y 2
Notice that
x3 3xy 2 x3 3xy 2 |x|3 |x| |y|2 |x|3 |x| |y|2
|f (x, y)| = =  + 3  + 3
x2 + y 2 x2 + y 2 x2 + y 2 x2 + y 2 |x|2 y2
= |x| + 3 |x| = 4 |x| . w
Hence, we have
lim |f (x, y) f (0, 0)| = lim |f (x, y)|  lim 4 |x| = 0. w
Thus, f is continuous at (0, 0). w

(x,y)!(0,0) (x,y)!(0,0) (x,y)!(0,0)
b) The gradient of f at all (x, y) 2 R\{(0, 0)} is given by:

0 1
3(x2 y 2 )(x2 + y 2 ) 2x(x3 3xy 2 )
C w
B (x2 + y 2 )2 C
B
rf (x, y) = B
B
C.
C
@ 2 2
3x y(x + y ) + y(x 3 3xy ) A
2
2
(x2 + y 2 )2
At the origin, we have to compute the derivative using the definition.
=1 w
h3
f (0 + h, 0) f (0, 0) f (h, 0) f (0, 0) h2
(@x f )(0, 0) = lim = lim = lim
h!0 h h!0 h h h!0
= lim = 0. w
f (0, 0 + h) f (0, 0) f (0, h) f (0, 0) 0
(@y f )(0, 0) = lim = lim
h!0 h h!0 h h!0 h
. w
✓ ◆
1
Hence, the gradient of f at (0, 0) is given by rf (0, 0) =
0
c) Now, we prove that the partial derivative @x f is not continuous. We know that
(@x f )(0, 0) = 1. So we need to find a sequence (xn , yn ) such that
lim (@x f )(xn , yn ) 6= 1 = (@x f )(0, 0). w
For example, using the sequence ( n1 , n2 ) w and inserting it into @x f yields

n!1
(@x f ) 1 2 23 w
n, n = 25 .
Hence, we have
lim (@x f ) 1 2
n, n = 23
25 6= 1 = (@x f )(0, 0). w
n!1
of di↵erentiability since the partial derivative @x f is not continuous at (0, 0). wNow,
d) To check whether the function f is di↵erentiable at (0, 0), we have to use the definition
f is di↵erentiable at (x, y) = (0, 0) if the following holds (note that rf (0, 0) exists):
= 0. w
f (0, 0) hrf (0, 0), (h, k)i
f (h, k) f (h, k) h
lim p = lim p
(h,k)!(0,0) 2
h +k 2 (h,k)!(0,0) h2 + k 2
Simplifying the expression on the right hand side yields
w
h 3hk 3 2
f (h, k) h h2 +k2
h 4hk 2
p = p = 3 .
h2 + k 2 h2 + k 2 2 2
(h + k )
Choosing, for example, (h, k) = (h, h) w gives
2
2 6= 0. w
4h · h2 4h3 p
3 = 3 =
(h2 + h2 ) (2) h3
w
2 2
So, we have proven that f is not di↵erentiable at the origin.

X
T7.1 Maximum Rate of Change 0 1 0 1

10x 3y + yz 38
The gradient of the potential V is rV = @ xz 3x A and thus rV (P ) = @ 6 A.
xy 12
a) To find the rate of change of the potential V at P in direction of v = e1 + e2 e3 ,
v
we have to compute the directional derivative @ṽ V where ṽ := kvk . Now, kvk =
p p
2 2 2
1 + 1 + ( 1) = 3 and therefore
0 1 0 1
D 38 1
1 @ AE 32
(@ṽ V )(P ) = @ A
6 ,p 1 =p .
12 3 1 3
b) The direction of largest change is given by the

0gradient
1 of rV . Hence, the steepest
19
increase occurs in the direction of · rV = @ 3 A for > 0, and steepest decrease
6
0 1
19
occurs in the direction of · rV = @ 3 A for < 0.
6
rV (P )
c) As the maximum rate of change of V at P occurs in direction w := krV (P )k we
compute the maximum rate of change of V at P as
⌦ ↵ p p
(@w V )(P ) = rV (P ), w = krV (P )k · hw, wi = 382 + 62 + 122 · 1 = 2 406.
T7.2 Chain Rule

a) Note that since f is a polynomial, it has continuous second order derivatives. More-
over,
f (tx, ty) = (tx)2 (ty) + 2(tx)(ty)2 + 5(ty)3
= t2 x2 ty + txt2 y 2 + 5t3 y 3
= t3 x2 y + xy 2 + 5y 3
= t3 f (x, y).
This shows that f is homogeneous of degree 3.
b) As f (tx, ty) = tn f (x, y), di↵erentiation of f (tx, ty) with respect to t yields
(@t f )(tx, ty) = @t [tn f (x, y)] = ntn 1
f (x, y).
Applying the chain rule to the left-hand side yields
(@t f )(tx, ty) = (@x f )(tx, ty) · @t (tx) + (@y f )(tx, ty) · @t (ty)
= x · (@x f )(tx, ty) + y · (@y f )(tx, ty).
For t = 1 this specializes to
x · (@x f )(x, y) + y · (@y f )(x, y) = nf (x, y).
Homework Problems
T7.1 Vector-Valued Functions (4 points)

(a) Partial Derivatives: By definition
0 1 0 1
@x f = @ @x sin(xy) A = @y cos(xy)A w
@x (x2 + y 3 ) 2x
@x (x4 y 2 ) 4x3
and 0 1 0 1
@y f = @ @y sin(xy) A = @x cos(xy)A . w
@y (x2 + y 3 ) 3y 2
@y (x4 y 2 ) 2y
(b) Jacobian: It is a 3 ⇥ 2-matrix
0 1
df (x) = (@x f @y f ) = @y cos(xy) x cos(xy)A . w

2x 3y 2
4x3 2y
(c) Directional Derivative:
0 1 0 1
= @(2y x) cos(xy)A . w
2x 3y 2 ✓ ◆ 4x 3y 2
2
df (x, y) · v = @y cos(xy) x cos(xy)A ·
3 1
4x 2y 8x3 + 2y
X
H7.2 Multivariate Calculus: Chain-Rule (10 points)
a) The (partial) derivatives are given by (total: w w)
(@t x1 ) (t) = sin (t)

(@t x2 ) (t) = cos (t)
(@t x3 ) (t) = 0
(@t x4 ) (t) = 1 .
b) The gradient exists because g is continuously di↵erentiable w
0 1
x 2 x 4 e x1 x2
ww
Bx 1 x 4 e x 1 x 2 C
rf = B @ g 0 (x3 ) A .
C
ex1 x2
c) Direct computation of the derivative:
f (x (t)) = g (0) + tesin(t) cos(t) w
w
⇣ ⌘
@t f (x (t)) = 0 + esin(t) cos(t) + tesin(t) cos(t) cos (t)2 sin (t)2
d) Computation by chain rule yields:

wX
w
4
@t f (x (t)) = @xi f · @t xi (t) = sin (t) x2 x4 ex1 x2 + cos (t) x1 x4 ex1 x2 + 0 + ex1 x2 .
i=1
This can be further simplified to
w
⇣ ⌘
tesin(t) cos(t) sin (t)2 + cos (t)2 + esin(t) cos(t)
which gives the same result as the direct computation.
X
T8.1 Taylor expansion

We compute all partial derivatives:
x2 t + exp ( x2 t) 1
@ x1 f =
x22
x1 e tx2 tx2 + etx2 (tx2 2) + 2
@ x2 f =
x32
@x21 f = 0
x1 e tx2 t2 x22 + 4tx2 + 2etx2 (tx2 3) + 6
@x22 f =
x42
e tx2 tx2 + etx2 (2 tx2 ) 2
@ x1 x2 f = .
x32
For h = (h1 , h2 )T , the second order Taylor expansion at (x1 , x2 ) is then given by
1 ⇣ ⌘
f (x1 + h1 , x2 + h2 ) = f (x1 , x2 ) + hrf (x1 , x2 ) , hi + hh, Hf hi + O ||h||3 .
2
T8.2 Paths
⇣ ⌘
a) A plot of the curve is given in Figure 1. As (0) = (2⇡) = 10 , we know that the
⇣ ⌘
curve is parametrized such that it starts and ends at 10 . Moreover, if t 2 (0, ✏) for
0 < ✏ not too large then
2 sin(✏) sin(2✏) = 2 sin(✏) 2 sin(✏) cos(✏) = 2 sin(✏)(1 cos(✏) > 0
and the orientation of the parametrized curve is counterclockwise.
b) Using sin(2t) = 2 sin(t) cos(t) and cos(2t) = cos2 (t) sin2 (t) = 2 cos2 (t) 1, we
compute
Z 2⇡
L0;2⇡ ( ) = k 0 (t)k dt
0
Z 2⇡ ✓ ◆
2 sin(t) + 2 sin(2t)
= dt
0 2 cos(t) 2 cos(2t)
Z 2⇡ q
2 2
= 2 sin(t) + 2 sin(2t) + 2 cos(t) 2 cos(2t) dt
0
Z 2⇡ q
= 8 8 sin(t) sin(2t) + cos(t) cos(2t) dt
0
Z 2⇡ q
= 8 8 2 sin2 (t) cos(t) + cos(t) 2 cos2 (t) 1 dt
0
Z 2⇡ q
= 8 8 2 sin2 (t) + cos2 (t) cos(t) cos(t) dt
0
Z 2⇡ p
= 8 8 cos(t) dt
0
Figure 1: The curve for from T8.2.
As cos(2t) = cos2 (t) sin2 (t) also implies 1 cos(t) = 2 sin2 ( 2t ), we obtain
Z 2⇡ q Z 2⇡ Z ⇡
t
L0;2⇡ ( ) = 8 1 cos(t) dt = 4 sin 2 dt = 8 sin(u) du = 16.
0 0 0
c) For x 2 [0, 2⇡] consider the path ↵x : [0, x] ! R2 with ↵x (t) = (t) for all t 2 [0, x]
and denote the arc length of the path ↵x by `(x). Calculations from Part b) show
Z x Z x/2
t x x
`(x) = 4 sin dt = 8 sin(u) du = 8 cos 0 cos =8 8 cos .
0 2 0 2 2
We have to find the inverse function ` 1 for ` (so ` 1 satisfies ` 1 ` (x) = x for all
x 2 [0, 2⇡]). Hence, we solve
x
y = `(x) = 8 8 cos
2
⇣ ⌘ ⇣ ⌘
1 (y) y 8 8 y
for x and obtain ` = 2 arccos 8 = 2 arccos 8 . The required di↵eo-
morphism is
: [0, 16] ! [0, 2⇡]

✓ ◆
8 y
y 7 ! 2 arccos .
8
T8.3 Parametric Curves

d
By the chain rule, we have (0) = df (p) · (p + tv)|t=0 = df (p) · v.
dt
Homework Problems
H8.1 Taylor expansion (5 points)

Given is the function f : (0, 1) ⇥ (0, 1) ! R,
f (x1 , x2 ) = xx1 2 = ex2 ln(x1 ) .
The gradient of f is given by:
. w
✓ ◆
x2 xx1 2 1
rf (x1 , x2 ) =
ln(x1 )xx1 2
The Hessian of f is
w
✓ ◆
x2 (x2 1)xx1 2 2 xx1 2 1 (x2 ln(x1 ) + 1)
Hf (x1 , x2 ) = x2 1
x1 (x2 ln(x1 ) + 1) ln(x1 )2 xx1 2
The second order Taylor polynom of f at (1, 1) is given by
i w
✓ ◆ ✓ ◆ ✓ ◆
x1 1 1 x1 1 x1 1
Tf (x, 0) = f (1, 1) + hrf (1, 1), i+ h , Hf (1, 1) ·
x2 1 2 x2 1 x2 1
i w
✓ ◆ ✓ ◆ ✓ ◆ ✓ ◆ ✓ ◆
1 x 1 1 x 1 0 1 x1 1
=1+h , 1 i+ h 1 , ·
0 x2 1 2 x2 1 1 0 x2 1
= 1 + (x1 1) + (x1 1)(x2 1). w
X
H8.2 Paths (10 points)
a) A plot of the curves is given in Figure 2. ww
15
10
-5
-10
-15
-15 -10 -5 0 5 10 15
Figure 2: The curves for k from H8.2.
b) The time derivative of k is given by
. w
✓ ◆
0 k sin(t) k sin(kt)
k (t) = k cos(t) + k cos(kt)
Computation of the norm of the time derivative of k yields
0
p
(t) = (k sin(t) k sin(kt))2 + ( k cos(t) + k cos(kt))2
= k (sin(t) sin(kt))2 + ( cos(t) + cos(kt))2 w
p
p
= k sin(t)2 2 sin(t) sin(kt) + sin(kt)2 + cos(t)2 2 cos(t) cos(kt) + cos(kt)2
= k 2 2 sin(t) sin(kt) 2 cos(t) cos(kt) w
p
p
= k 2 2 cos((k 1)t)
1)t) . w
1
= 2k sin( (k
2
Integrating this norm from 0 to 2⇡ gives:
|sin(t)| dt. w
Z 2⇡ Z 2⇡ Z (k 1)⇡
0 1 4k
L0,2⇡ ( k ) = (t) dt = 2k sin( (k 1)t) dt =
0 0 2 k 1 0
(k 1) times over a half period of the function (k is an integer!): w

Note that in order to determine the value of the integral it suffices to just integrate
|sin(t)| dt = (k 1) · 2. w
Z (k 1)⇡ Z ⇡
|sin(t)| dt = (k 1)
0 0
Hence, the arc-length of the path k is then given by
1) = 8k. w
4k
L0,2⇡ ( k ) = · 2(k
(k 1)
Remark: This path is know as epicycloid and it is produced by tracing the path of a
chosen point on the circumference of a circle, which rolls without slipping around a
fixed circle.
X
H8.3 Multivariate Calculus: Extrema (20 points)

Given the function f : R2 ! R, defined by
f (x, y) = 12 · (x2 (y 2 + 1) + y(y 4x) 1).
a) The gradient of f is given by
w
✓ ◆
xy 2 + x 2y
rf (x, y) = 24 2
x y+y 2x
and the Hessian Hf of f by
. ww
✓ ◆
y 2 + 1 2xy 2
Hf (x, y) = 24
2xy 2 x2 + 1
b) To determine the critical points of f , we solve the system of equations
0 = xy 2 + x 2y, w
0 = rf (x, y) ()
0 = x2 y + y 2x.
We solve the first equation for x, i.e.,
. w
2y
0 = xy 2 + x 2y () x(y 2 + 1) = 2y () x=
y2 + 1
Next, we insert this result into the second equation to obtain
. w
✓ ◆2 ✓ ◆
2y 2y 4
0= y+y 2 2 =y 1
y2 + 1 y +1 (y 2 + 1)2
The right-hand side becomes zero i↵ y = 0 or y = ±1. w
This yields the three critical points (0, 0), (1, 1), and ( 1, 1). w
points. wSince the function f is twice di↵erentiable, the definiteness of the Hessian
c) To determine the type of critical point, we evaluate the Hessian Hf at the above
Hf determines the type of the critical point. w
We have
w
✓ ◆
1 2
Hf (0, 0) = 24 ,
2 1
w
✓ ◆
2 0
Hf (1, 1) = 24 ,
0 2
w
✓ ◆
2 0
Hf ( 1, 1) = 24 .
0 2
To compute the eigenvalues of Hf (0, 0), we write down the characteristic polynomial
pHf (0,0) ( ) = det (Hf (0, 0) I) = 2

48 1728 = 0. w
The solution of this quadratic equation is given by 1 = 72 and 2 = 24. w So
point (0, 0) is a saddle point. w

the matrix Hf (0, 0) has a positiv and a negative eigenvalue and therefore the critical
eigenvalues of the matrix. The double eigenvalue is = 48. w This eigenvalue is

The matrix Hf (1, 1) has already diagonal structure and therefore we can read o↵ the
positive and therefore the critical point (1, 1) is a minimum. w
of the matrix. The double eigenvalue is = 48. w This eigenvalue is positive and
The matrix Hf ( 1, 1) is also diagonal and therefore we can read o↵ the eigenvalues
therefore the critical point ( 1, 1) is a minimum. w

X
T9.1 Line Integral, Multiple Integrals

a) The gradient of f is given by
✓ ◆
3x2
v (x, y) = .
2y
b) Consider the path defined by

✓ ◆
cos (t)
(t) = .
sin (t)
We have that || (t)|| = 1 and thus traverses E. For ✏ > 0 small enough, we have
that sin (✏) > 0 and thus the direction is counterclockwise.
c) We will prove that ✓ ◆
cos (t)
n (t) :=
sin (t)
fulfills the requirements. For (i), we have that
✓ ◆ q
cos (t)
= cos (t)2 + sin (t)2 = 1 .
sin (t)
For (ii), we obtain

✓ ◆
0 sin (t)
(t) = ,
cos (t)
⌦ 0
↵
n (t) , (t) = cos (t) sin (t) + sin (t) cos (t) = 0 .
As (t) = n (t), (iii) holds.

d) First, we evaluate v ( (t)):
✓ ◆
3 cos (t)2
v ( (t)) = .
2 sin (t)
Next, we compute the scalar product:
hv ( (t)) , n (t)i = 3 cos (t)3 + 2 sin (t)2 .
Because || 0 (t)|| = 1, 8t, the integral is given by

Z 2⇡ Z 2⇡ Z 2⇡
3 2 3
3 cos (t) + 2 sin (t) dt = 3 cos (t) dt + 2 sin (t)2 dt .
0 0 0
We will show that the first integral is 0

Z 2⇡ Z ⇡ Z 2⇡
3 3
3 cos (t) dt = 3 cos (t) dt + 3 cos (t)3 dt
0 0 ⇡
Z ⇣ Z ✓ ◆3
⇡ ⌘3
⇡ ⇡
(?) 2 2 3⇡
= 3 cos t + dt + 3 cos t + dt .
⇡ 2 ⇡ 2
2 2
For (?) we changed the domain of integration by substitution. For the cosine, we have
the identity cos (x + y) = cos (x) cos (y) sin (x) sin (y). Now, x = t and y 2 ⇡2 , 3⇡
2 .
In both cases cos (y) = 0 and sin (y) = ±1 which gives cos (x + y) = ⌥ sin (x) =
⌥ sin (t). Because sin (t)3 is an odd function and both intervals are symmetric around
0, both integrals above are 0.
To solve the second integral we use sin (t)2 = 12 cos(2t)
2 and compute:
Z 2⇡ Z 2⇡  2⇡
0 2 sin (2t)
hv ( (t)) , n (t)i (t) dt = 2 sin (t) dt = t = 2⇡ .
0 0 2 0
e) We compute the divergence as
div v (x, y) = 6x + 2 .
The circle bounds a normal region relative to the x-axis (also the y-axis), the integrand
is continuous, and therefore Fubini’s Theorem
p is applicable. To obtain p ↵ and , we
solve thep circle equation for y: y = ± 1 x2 which gives ↵ (x) = 1 x2 and
(x) = 1 x2 . Therefore,
ZZ Z 1 Z (x)
div v (x, y) dA = 6x + 2 dy dx
D 1 ↵(x)
Z 1
= (6x + 2) ( (x) ↵ (x)) dx
1
Z 1 p
= 2 (6x + 2) 1 x2 dx
1
Z 1 p Z 1 p
= 12 x 1 x2 dx + 4 1 x2 dx .
1 1
The first integral is zero because the interval of integration is symmetric about 0 and
the integrand is odd. The second integral has a standard solution (this is half the arc
of a circle with radius one):
Z 1 p Z 0
4 1 x2 dx = 4 |sin (t)| sin (t) dt
1 ⇡
Z 0
=4 sin (t)2 dt = [2t sin (2t)]0 ⇡ = 2⇡ .
⇡
T9.2 Harmonic Functions, Maximum Principle
a) We know from the lectures that any real analytic function is smooth. In particular,
this means that Hf is well defined and symmetric, thus diagonalizable. Furthermore,
as f (x) = trace Hf , we know that the sum of the eigenvalues i , 1  i  n, of Hf is
zero. (Recall: Similar matrices have the same trace. This follows from the fact that
similar matrices have the same characteristic polynomial.)
b) At all points x 2 U , the sum over the eigenvalues is zero. As by assumption Hf is
invertible, all eigenvalues must be non-zero. This means, that at least two eigenvalues
must have di↵erent signs: i > 0 and j < 0, for some i, j 2 {1, . . . , n}. Hence, every
x 2 U is a saddle point and f cannot have a local extremum (maximum or minimum).
Remark : The claim of b) also holds if the invertibility of Hf is not required. The proof
is then somewhat more difficult but the important ideas can be seen from the simplified
version. The general result is called the Maximum Principle and is one of the important
theorems of harmonic analysis. It is often used, e.g., in the study of partial di↵erential
equations.
T9.3 Moment of Inertia
In mechanics the following notation is often used:
Z
f dm .
D
Here dm is an infinitesimal mass element and must be substituted for by the density ⇢ (x)
times an appropriate volume element. Because the wire in our example is one-dimensional,
the appropriate volume element is the length element ds. If we integrated over a thin plate,
the appropriate volume element would be the area element dA. If we integrated over a
real 3D body, the appropriate volume element would be the standard volume element dV .
a) First we compute the overall mass:

Z Z
M= dm = ⇢ ds .
We have that
0
(t) = ( t sin t + cos t, t cos t + sin t, 1)T ,
and p p
0
(t) = ( t sin t + cos t)2 + (t cos t + sin t)2 + 1 = 2 + t2 .
Therefore, the line integral giving the mass is:
Z 4⇡ Z 4⇡ p
0 1
M= ⇢ ( (t)) (t) dt = p 2 + t2 dt = 4⇡ .
0 0 2 + t2
The coordinates of the center of gravity S are defined as
Z Z Z
1 1 1
xs := x dm , ys := y dm , zs := z dm .
M M M
Thus, we have
Z 4⇡ Z 4⇡
1 0 1
xs = x(t)⇢( (t)) (t) dt = t cos t dt = 0
4⇡ 0 4⇡ 0
Z 4⇡ Z 4⇡
1 0 1 4⇡
ys = y(t)⇢( (t)) (t) dt = t sin t dt = = 1
4⇡ 0 4⇡ 0 4⇡
Z 4⇡ Z 4⇡
1 0 1
zs = z(t)⇢( (t)) (t) dt = t dt = 2⇡ .
4⇡ 0 4⇡ 0
The center of gravity resides at the point S = (0, 1, 2⇡).
b) If r( (t)) is the distance of a point from an axis parallel to the z-axis that goes
through S, then the moment of inertia about the z-axis is given by
Z
Izz := r2 dm .
The distance from the shifted z-axis is given by

⇣ ⌘
r2 ( (t)) = (x(t) 0)2 +(y(t) + 1)2 = t2 sin (t)2 + cos (t)2 +2t sin (t)+1 = t2 +2t sin (t)+1.
Hence,
Z 4⇡
0
Izz = r2 ( (t))⇢( (t)) (t) dt
0
Z 4⇡ p
1
= t2 + 2t sin (t) + 1 p 2 + t2 dt
0 2 + t2
64⇡ 3
= 4⇡.
3
Homework Problems
H9.1 Line Integral (6 points)

Given the path : [0, 2⇡] ! R2 and the function f : R3 ! R as
1
(t) = (t cos(t), t sin(t), t)T and f (x, y, z) = p ,
2 + x2 + y 2
we first compute the time derivative 0:
0
(t) = (cos(t) t sin(t), sin(t) + t cos(t), 1)T . w
The norm of the time derivative 0 is given by:

0
p
(t) = (cos(t) t sin(t))2 + (sin(t) + t cos(t))2 + 1
= cos(t)2 2t cos(t) sin(t) + t2 sin(t) + sin(t)2 + 2t sin(t) cos(t) + t2 cos(t)2 w
p
= 2 + t2 . w
p
Next we simplify f ( (t)):
. w
1 1
f ( (t)) = p =p
2+ (t cos(t))2 + (t sin(t))2 2+t 2
This gives as the value for the line integral
ds w
Z Z 2⇡
0
f (s) ds = f ( (s)) · (s)
0
Z 2⇡ p
1
= p · 2 + t2 ds
0 2 + t2
1 ds = 2⇡. w
Z 2⇡
=
0
X
H9.2 Double Integral (9 points)
a) The domain of integration D defined by

1 2
D := {(x, y) 2 R2 | x  y  x, x 2 [0, 2]}
2
is graphically given by the following sketch:
1.8
1.6
1.4
1.2
0.8
0.6
0.4
0.2
ww
0
0 0.5 1 1.5 2
with respect to the x-axis. w Hence, by Fubini’s Theorem, we can compute the
b) Since the functions x 7! 12 x2 and x 7! x are continuous, the set D is a normal domain
integral over D as an iterated integral: w

!
f (x, y) dy dx. w
Z Z 2 Z x
f (x, y) dx =
1 2
D 0 2
x
Substituting the expression for f yields

Z 2 Z x ! Z Z !
2 x
f (x, y) dy dx = x2 + y dy dx
1 2 1 2
0 2
x 0 2
x
dx w
Z 2 x
1
= x y + y2
2
0 2 1 2
x
2
x dx w
Z 2
1 2 5 4
= x + x3
0 2 8
w
 2
1 3 1 4 1 5
= x + x x
6 4 8 0
4 w
=
3
X
H9.3 Triple Integral (10 points)

Given is the domain of integration
D := {(x, y, z) 2 R3 : 1  x  2, x  y  x2 , 0  z  ln(x + y)}.
normal domain with respect to the x-axis. w By Fubini’s Theorem we can compute the
Since the functions x 7! x, x 7! x2 , (x, y) !
7 ln(x + y) are continuous, the set D is a

! !
f (x, y, z)dz dy dx. w
Z Z 2 Z x2 Z ln(x+y)
f (x, y, z) dxdydz =
D 1 x 0
Substituting the expression for f gives

! ! ! !
dx w
Z 2 Z x2 Z ln(x+y) Z 2 Z x2 Z ln(x+y)
z
f (x, y, z)dz dy dx = e dz dy
1 x 0 1 x 0
!
dx w
Z 2 Z x2
ln(x+y)
= [ez ]0 dy
1 x
!
dx w
Z 2 Z x2
= x+y 1 dy
1 x
dx w
Z 2 x2
1
= (x 1)y + y 2
1 2 x
x + x dx w
Z 2
1 4 5 2
= x + x3
1 2 2
w
 2
1 5 1 4 5 3 x2
= x + x x +
10 4 6 2 1
151 w
=
60
X
Summer Semester 2022 July 01, 2022
T10.1 Triple Integral

We first remark that
p p
(x, y) 2 R2 : 1x1 ^ 1 x2  y  1 x2
= (x, y) 2 R2 : 1  x  1 ^ 0  y2  1 x2
describes a disk of radius 1 centered at the origin and that
p p p p
(x, y, z) 2 R3 : 1  x  1 ^ 1 x2  y  1 x2 ^ 1 x2 y2  z  1 x2 y2
= (x, y, z) 2 R3 : 1  x  1 ^ 0  y2  1 x2 ^ 0  z 2  1 x2 y2
describes a ball of radius 1 centered at the origin. Using spherical coordinates, we obtain
Z 1 Z p 1 x2 Z p 1 x2 y 2 3
2 2 2
p p e(x +y +z ) 2 dz dy dx
1 1 x2 1 x2 y 2
Z 1 Z 2⇡ Z ⇡ 3
2
= e(r ) 2 · r2 sin d d✓ dr
0 0 0
Z 1 ⇣ Z 2⇡ ⇣ Z ⇡ ⌘ ⌘
3
= r 2 · er sin d d✓ dr
0 0 0
Z 1 ⇣ Z 2⇡ ⌘
3
= r 2 · er 2d✓ dr
0 0
Z 1 ⇣ ⌘
3
= r2 · er 2 · 2⇡ 2 · 0 dr
0
1 1 4⇡
= 4⇡ (e e0 ) = (e 1).
3 3
T10.2 Change-of-Variables Formula I
a) An ellipsoid G with semi-axes a, b and c is given by

n 2 2
o
z2
G := (x, y, z) 2 R3 : xa2 + yb2 + c2
1 .
The following transform (think of it like generalized spherical coordinates) is used in

this case:
(x(r, ', ✓), y(r, ', ✓), z(r, ', ✓)) := (a r cos ' cos ✓, b r sin ' cos ✓, c r sin ✓).
Moreover, 0  r  1, 0  ' < 2⇡, ⇡2  ✓  ⇡2 .
We use Laplace’s formula to compute the functional determinant by expanding with
respect to the third row (note the 0):
0 1
✓ ◆ a cos ' cos ✓ a r sin ' cos ✓ a r cos ' sin ✓
@(x, y, z)
det = det @ b sin ' cos ✓ b r cos ' cos ✓ b r sin ' sin ✓ A =
@(r, ', ✓)
c sin ✓ 0 c r cos ✓
abc[r2 cos ✓(sin2 ' sin2 ✓ + cos2 ' sin2 ✓ + cos2 ' cos2 ✓ + sin2 ' cos2 ✓)] = abc r2 cos ✓ .
Naturally this agrees with the functional determinant for spherical coordinates in the
case a = b = c = 1.
For the region under consideration, cos ✓ 0, and we can drop the absolute value
from the functional determinant. This yields
ZZZ Z 1 Z 2⇡ Z ⇡
2
2 @(x, y, z)
x dx dy dz = x2 (r, ', ✓) det dr d' d✓ =
G 0 0 ⇡ @(r, ', ✓)
2
Z 1 Z 2⇡ Z ⇡
2
a3 bc r4 cos2 ' cos3 ✓ dr d' d✓ .
⇡
0 0 2
As the integrand is a product of functions each depending only on one of the three
variables, we get
Z 1 Z 2⇡ Z ⇡
2
r4 cos2 ' cos3 ✓dr d' d✓
⇡
0 0 2
⇣Z 1 ⌘⇣ Z 2⇡ ⌘⇣ Z ⇡
2
⌘
4 2
= r dr cos ' d' cos3 ✓ d✓
⇡
0 0 2
1 4 4⇡
= ⇡ = .
5 3 15
The first integral is simple and the second integral is of a standard type and a similar
integral has been considered in T9.1d). The third integral is given by:
Z ⇡ Z ⇡ h i⇡ h sin3 ✓ i ⇡
2 2 2 2 2 4
cos3 ✓ d✓ = cos ✓(1 sin2 ✓) d✓ = sin ✓ ⇡ =2 = .
⇡ ⇡
2
3 ⇡
2
3 3
2 2
4⇡ a3 bc
Finally, the solution is given by 15 .
b) It is often very useful to write the domain of integration as the image of a normal
region under some transformation. Here we use:
b := {(u, v) 2 R2 : 1  u  9 ^ 2  v  4}
H
and (
u = x2 y2
. (1)
v =x+y
b to H is given by the inverse of (1):
The transform that maps H
(
x(u, v) = 12 v + 2v
u
.
y(u, v) = 12 v 2vu
The absolute value of the functional determinant is given by:

✓ ◆ ✓ 1 1 u
◆ ✓ ◆
@(x, y) 2v 2 2v 2 1 1 u 1 u 1
det = det 1 1 u = 2
+ + 2 = ,
@(u, v) 2v 2 + 2v 2 2v 2 2v 2 2v 2v
b
because v > 0 for H.
The integral is then given by:
ZZ ZZ
@(x, y)
(x y) dx dy = (x(u, v) y(u, v)) det
du dv =
H Ĥ @(u, v)
ZZ ✓ ◆ ZZ
1 u 1 u 1 u
v+ v+ du dv = 2
du dv
Ĥ 2 2v 2 2v 2v Ĥ 2v
Again, the integrand is a product of functions each one depending only on one of the
two variables, and therefore
ZZ Z ⌘⇣ Z
1 u 1⇣ 9 4
1 ⌘
du dv = u du dv = 5 .
2 Ĥ v 2 2 1 2 v2
T10.3 Change-of-Variables Formula II
e with x2 + y 2 < 2x. Completing the
First, we notice that the solid lies above the disk D
square (in the equation x2 +y 2 = 2x of the boundary circle), we obtain 0  (x 1)2 +y 2 < 1.
We now describe D e \ {0} using polar coordinates. First; recall that for each ( xy ) 2 R2 \ {0}:
✓ ◆ ✓ ◆ p
x r · cos ' x ⇡ ⇡
= where r = x2 + y 2 2 (0, 1) and ' = arccos 2 [ , ).
y r · sin ' r 2 2
e \ {0}, yields
Substituting x = r · cos ' and y = r · sin ' for (x, y) 2 D
n ⇡ ⇡ o
D = ( 'r ) 2 (0, 1) ⇥ [ , ] : 0 < (r · cos ' 1)2 + (r · sin ')2 < 1
n 2 2 o
r ⇡ ⇡
= ( ' ) 2 (0; 1) ⇥ [ , ] : 1 < r2 2r cos ' < 0
n 2 2 o
r ⇡ ⇡
= ( ' ) 2 (0; 1) ⇥ [ , ] : 0 < r < 2 cos '
2 2
e \ {0}, (r, ') 7! (r · cos ', r · sin '), is bijective and satisfies det(dg) = r as
where g : D ! D
✓ ◆
cos ' r sin '
dg = .
sin ' r cos '
The change of variables formula for integrals implies for the volume of the solid V
ZZ
vol(V ) = (x2 + y 2 ) dxdy
e
D
Z ⇡ Z 2 cos '
2
= (r · cos ')2 + (r · sin ')2 · |det(dg)| dr d'
⇡
2
0
Z ⇡ ⇣Z 2 cos ' ⌘
2
= r2 · r dr d'
⇡
2
0
Z ⇡
2 1
= (2 cos ')4 d'
⇡ 4
2
Z ⇡
2
=4 cos4 'd'
⇡
2
Z ⇡
2
=8 cos4 'd'
0
Z ⇡ ✓ ◆
2 1 + cos(2') 2
=8 d'
0 2
Z ⇡
2
=2 1 + 2 cos(2') + cos2 (2') d'
0
Z ⇡
2 1 + cos(4') 3⇡
=2 1 + 2 cos(2') + d' = .
0 2 2
Homework Problems
H10.1 (20 points)

Given is the domain of integration
n p o
D := (x, y, z) 2 R3 : 0  x  1 ^ 0  y  x ^ 0  z  x2 + y 2 .
p
a) Since the functions x 7! x and (x, y) 7! x2 + y 2 are continuously di↵erentiable
respect to the x-axis. w Thus, by a theorem in the lectures, we can compute the
(except at (0, 0), but we can ignore this point) the set D is a normal domain with

Z Z Z Z p 1
! !
x x2 +y 2
f (x, y, z) dxdydz = f (x, y, z) dz dy dx.
D 0 0 0
Hence,
Z 1 Z x Z px2 +y2 ! !
f (x, y, z) dz dy dx
0 0 0
Z px2 +y2 ! !
dx w
Z 1 Z x 3
(x2 + y 2 ) 2
= dz dy
0 0 0 x2 + y 2 + z 2
0 1
" #px2 +y2
dy A dx w
Z 1 Z x
B z C
= (x2 + y 2 ) arctan( p
@ )
0 0 x + y2
2
0
(x + y ) dy dx w
Z 1 ✓Z x ◆
⇡ 2 2
=
0 0 4
dx w
Z 1 x
⇡ 2 1
= (x y + y 3 )
0 4 3 0
x dx w
Z 1
⇡ 3
=
0 3
w= ⇡ . w
h ⇡ i1
= x4
12 0 12
b) In cylindrical coordinates, this can be rewritten as
e := (r, ', z) 2 (0, 1) ⇥ (0, 2⇡) ⇥ R : 0  '  ⇡ ^ 0  r  1 + tan(')2 ^ 0  z  r w

n p o
D
4
p
Note that 1 + tan(')2 = sec('). Hence, we can use the transformation formula to
compute the integral
r drd'dz. w
Z 3 Z
(x2 + y 2 ) 2 r3
dxdydz =
D x2 + y 2 + z 2 D̃ r2 + z 2
e is normal w
As the domain D , we can compute the three dimensional integral as an
iterated integral: w
!
d' w
Z Z ⇡ Z sec(') ✓Z r ◆
r3 4 r4
2 2
r drd'dz = dz dr
e r +z
D 0 0 0 r2 + z 2
!
d' w
Z ⇡ Z sec(') h
4 z ir
= r3 arctan( ) dr
0 0 r 0
!
r dr d' w
Z ⇡ Z sec(')
4 ⇡ 3
=
0 0 4
d' w
Z ⇡ h ⇡ isec(')
4
= r4
0 16 0
sec(')4 d' w
Z ⇡
4 ⇡
=
0 16
w= ⇡ . w
 ⇡
⇡ 2 1 4
= tan(') + sec(')2 tan(')
16 3 3 0 12
X
H10.2 (19 points)

a) The domain of integration
DR := (x, y) 2 R2 : 0  x ^ 0  y ^ x2 + y 2  R2
is a quarter circle in the first quadrant. In polar coordinates this region is equivalent
to
(r cos('), r sin(')) 2 R2 : 0  r  R ^ 0  '  ⇡
2 . w
Recall the definition of the polar coordinates g : (0, 1) ⇥ (0, 2⇡) ! R2 which is given
by:
g(r, ') = (r cos('), r sin(')). w
eR by A
If we define a set A eR = [0, R] ⇥ [0, ⇡ ], than we have g(A eR ) = DR . w Thus,
2
by the change of variables formula
f (g(r, ')) |det dg(r, ')| drd'. w

Z Z
f (x, y) dxdy =
eR )
g(A eR
A
The Jacobian matrix of this transformation is equal to
. w
✓ ◆
cos(') r sin(')
dg(r, ') =
sin(') r cos(')
Hence, the absolute value of the determinant is given by
|det(dg(r, '))| = r cos(')2 + r sin(')2 = r. w
Applying the transformation formula gives
Z Z
x2 y 2 r2
IR = e dxdy = e r d'dr
DR ÃR
r d'dr w
Z RZ ⇡
2
r2
= e
0 0
p
dr w
Z ⇡ Z R
2
r2
= 1 d' · re
0 0
w
 R
⇡ 1 r2
= · e
2 2
) w
0
⇡ R2
= · (1 e
4
b) As IR = ⇡4 (1 e R2 ), the limit of IR , as R ! 1, is equal to
⇡ R2 ⇡ w
lim IR = lim (1 e )= .
R!1 R!1 4 4
c) Now it remains to prove that

✓Z 1 ◆2
x2
e dx = I1 .
0
Note that the integral is an improper Integral, so the value of this integral is given
as the limit of
e x dx = lim IeR w
Z 1 Z R
x2 2
e dx = lim
0 R!1 0 R!1
e R by
If we define a new domain of integration D
e R := (x, y) 2 R2 : 0  x  R ^ 0  y  R , w
D
then we obtain
dy = (IeR )2 . w
Z Z R Z R
x2 y 2 x2 y2
e dxdy = e dx · e
eR
D 0 0
By a geometric consideration, we have the following inclusion of sets

e R. w
e R ⇢ DR ⇢ D
D
2
As the integrand is positive, the monotonicity of the integral implies that
e x y dxdy, w
Z Z Z
x2 y 2 x2 y 2 2 2
e dxdy  e dxdy 
D̃ R DR D̃R
2
or, equivalently,
(I˜R )2  IR  (I˜R )2 . w (2)

2
By the Sandwich Theorem 1 for sequences, we finally get
lim (I˜R )2 = lim IR = . w

⇡
R!1 R!1 4
In conclusion:
⇡ w
Z 1 Z R p
x2 x2
e dx = lim e dx = lim I˜R = .
0 R!1 0 R!1 2
X
1
Let n 2 N and define (an )n2N ⇢ R by an = In , (bn )n2N ⇢ R by bn = I2n and (cn )n2N ⇢ R by cn = (Iñ )2 .
Rearranging Eqn. (2) gives
an = In  (Iñ )2 = cn
bn = I2n (Iñ )2 = cn
=) an  cn  bn
As an ! I1 and bn ! I1 the Sandwich Theorem is applicable.

T11.1 Viviani curve

a) To compute the volume V , we will compute the volume which is above p the xy-plane
and then multiply the result by two. We will integrate the height z = R2 x2 y 2
over the set n o
D = (x, y) 2 R2 : (x R/2)2 + y 2  R2 /4
which is the intersection of the interior of the cylinder and the xy-plane. Thus, the
volume is given by ZZ
V =2· z(x, y)dx dy .
D
We will use polar coordinates (✓, r) (with respect to the center of the sphere not the
cylinder) and apply the change-of-variables formula:
Z ⇡/2 Z R cos(✓) p
V =2· R2 r2 rdr d✓ .
⇡/2 0
The limits of integration can be found by geometric considerations, e.g., a small

sketch. Evaluation of the integral yields
Z ⇡/2 Z R cos(✓) p
V =2· R2 r2 rdr d✓
⇡/2 0
Z 
⇡/2
1 3 R cos(✓)
=2· R2 r 2 2 d✓
⇡/2 3 0
Z ✓ ◆
2R3 ⇡/2 ⇣ ⌘3
2 2
= 1 cos (✓) 1 d✓
3 ⇡/2
Z
2R3 ⇡/2 ⇣ ⌘
= |sin (✓)|3 1 d✓
3 ⇡/2
Z ⇡/2 !
2R3 3
= 2 sin (✓) d✓ ⇡
3 0
✓ ◆
2R3 4
= ⇡
3 3
✓ ◆
3 2⇡ 8
=R .
3 9
R
Solving the standard integral sin (x)3 dx is left as an exercise to the reader.
b) We will consider that part of the sphere which lies inside the cylinder. Thus,
n o
K = (u, v) 2 R2 : (u R/2)2 + v 2  R2 /4
is a disk with radius R/2 and center (R/2, 0), i.e., the intersection of the cylinder
with the xy–plane. The mapping ' : K ! R3 is then given by
0 1
u
' (u, v) = @p v A .
R 2 u 2 v 2
This is similar to exercise a). By definition, the surface area is given by
ZZ
S= ||'u ⇥ 'v || dA(u, v).
K
Computing the tangential vectors and their cross product gives

0 1
1
'u = @ 0 A
p u
R 2 u2 v 2
0 1
0
'v = @ 1 A
p v
R2 u2 v 2
0 u
1
p
R2 u2 v 2
B v C
'u ⇥ 'v = @ p R 2 u2 v 2
A
1
r
u2 + v 2 + R 2 u2 v2 R
||'u ⇥ 'v || = =p .
R 2 u2 v2 R2 u2 v2
Again, we employ polar coordinates (✓, r) and the change-of-variables formula:
ZZ
S= ||'u ⇥ 'v || dA(u, v)
Z ZK
R
= p dA(u, v)
R 2 u2 v 2
K
Z ⇡/2 Z R cos(✓)
r
=R p dr d✓
R 2 r2
⇡/2 0
Z ⇡/2 h p iR cos(✓)
=R R2 r 2 d✓
⇡/2 0
Z ⇡/2
= R2 (1 |sin (✓)|) d✓
⇡/2
Z ⇡/2
2 2
= ⇡R 2R sin (✓) d✓
0
= (⇡ 2) R2 .
T11.2 Surface integral I

We use the following parametrization
K = (u, v) 2 R2 : u2 + v 2  1 , 0  u ,
0 1
u
' (u, v) = @p v A .
u2 + v 2
Computing the tangential vectors and their cross product:
0 1
1
'u = @ 0 A
p u
u2 +v 2
0 1
0
'v = @ 1 A
p v
u2 +v 2
0 u
1
p
2 2
B pu +v
v C
'u ⇥ 'v = @ u2 +v 2A
1
r
u2 + v 2 p
||'u ⇥ 'v || = 2 2
+1= 2 .
u +v
The integral is then given by
Z p ZZ q p
I= x2 1 + z 4 dS = u2 1 + (u2 + v 2 )2 2dA(u, v) .
⌃ K
Once more, we utilize polar coordinates (✓, r):
p Z ⇡/2 Z 1 p
I= 2 r2 cos (✓)2 1 + r4 rdr d✓
⇡/2 0
As the integral is over a rectangular area and because the integrand can be written as a
product f (✓) · g (r), we obtain
! ✓Z ◆
p Z ⇡/2 2
1
3
p
I= 2 cos (✓) d✓ · 4
r 1 + r dr
⇡/2 0
 ⇡/2  1
p 1 1 4 3
= 2 (✓ + sin (✓) cos (✓)) · r +1 2
2 ⇡/2 6 0
p ⇡ 1⇣ p ⌘ ⇡ 4 p2
= 2· · 2 2 1 = .
2 6 12
T11.3 Divergence Theorem in R2

A sketch of the domain is given below.
y
'2 1
'1
x
1 1
A piecewise smooth parametrization of the boundary is given by
'1 : [ 1, 1] ! R2
✓ ◆
t
'1 (t) = 2
t
✓ ◆
1
⌧1 (t) =
2t
✓ ◆
1 2t
⌫b1 (t) = ,
||⌧1 (t)|| 1
and
'2 : [ 1, 1] ! R2
✓ ◆
t
'2 (t) =
1
✓ ◆
1
⌧2 (t) =
0
✓ ◆
0
⌫b2 (t) = .
1
The left-hand side of the Divergence Theorem evaluates to

ZZ Z 1Z 1
div F dA = (1 + 1) dy dx
D 1 x2
Z 1
= 2 1 x2 dx
1
4 8
=4 = .
3 3
The right-hand side of the Divergence Theorem evaluates to
Z Z 1 Z 1
hF, ⌫bi ds = hF ('1 (t)) , ⌫1 (t)i ||⌧1 (t)|| dt + hF ('2 (t)) , ⌫2 (t)i ||⌧2 (t)|| dt
@D 1 1
Z 1 ⌧✓ ◆ ✓ ◆ Z 1 ⌧✓ ◆ ✓ ◆
t 2t t 0
= 2 , dt + , dt
1 t 1 1 1 1
Z 1
= 2t2 t2 + 1dt
1
2 8
= +2= .
3 3
As the domain D and the vector field F fulfill the requirements of the Divergence Theorem
in R2 and the boundary is oriented counter-clockwise, both answers have to agree.
Homework Problems
We note that ⌃ is part of a cylinder centered at (0, 0) with radius R. w This gives:
H11.1 Surface integral II (10 points)
0 1 0 1
x(u, v) R sin u
B y(u, v) C = B R cos u C , u 2 [0, ⇡] , v 2 [0, h] , w
B C B C
@ A @ A
z(u, v) v
because of x 0 we have u 2 [0, ⇡]. w

The partial derivatives of ' are given by
0 1
0
1 R cos u
xu (u, v) B C
'u (u, v) := @ yu (u, v) A = B
@ R sin u C
A
zu (u, v)
0
and 0 1
0 0 1
xv (u, v) B C w
'v (u, v) := @ yv (u, v) A = B C
@0A .
zv (u, v)
1
Therefore: 0 1
R sin u
B C w
'u (u, v) ⇥ 'v (u, v) = B C
@ R cos u A
0
and the area element is given by
R2 cos2 u + R2 sin2 u du dv = R du dv . w
p
ds = k'u (u, v) ⇥ 'v (u, v)k du dv =
The integral is then given by
. w
Z hZ ⇡ ✓Z ⇡ ◆ ✓Z h ◆
4 3 v 4 3 v
I=R sin u e dudv = R sin u du e dv
0 0 0 0
Solving the first integral yields:
sin u(1 cos2 u) du = w = , w

Z ⇡ Z ⇡ h i⇡ h cos3 u i⇡ 2 4
sin3 u du = cos u + =2
0 0 0 3 0 3 3
and
1. w
Z h
ev dv = ev |h0 = eh
0
Finally,
4
I = R4 (eh 1)
3
is the result.
X
H11.2 Flow through a surface (8 points)
a) We note that ⌃ is part of the cylinder centred at (0, 0) with radius 4. w This gives:
0 1 0 1
' (u, v) = @ y(u, v) A = @ 4 sin u A , u 2 [0, ] , v 2 [0, 5] . w

x(u, v) 4 cos u
⇡
2
z(u, v) v
The tangential vectors are

0 1 0 1
xu (u, v) 4 sin u
'u (u, v) := @ yu (u, v) A = @ 4 cos u A
zu (u, v) 0
and 0 1 0 1
'v (u, v) := @ yv (u, v) A = @ 0 A . w

xv (u, v) 0
zv (u, v) 1
Therefore 0 1
4 cos u
'u (u, v) ⇥ 'v (u, v) = @ 4 sin u A ,
0
This gives the unit normal vector
0 1
= @ sin u A w
cos u
'u (u, v) ⇥ 'v (u, v)
⌫b(u, v) =
k'u (u, v) ⇥ 'v (u, v)k
0
b) The area element is given by
ds = k'u (u, v) ⇥ 'v (u, v)k du dv . w
With A := [0, ⇡2 ] ⇥ [0, 5] and using the definition of flow we obtain:

ZZ ZZ ⌧
'u (u, v) ⇥ 'v (u, v)
hF, ⌫bi ds = F, k'u (u, v) ⇥ 'v (u, v)k du dv
⌃ A k'u (u, v) ⇥ 'v (u, v)k
w
ZZ
= hF, 'u (u, v) ⇥ 'v (u, v)i du dv (1)
A
0 1 0 1
Z Z * 4 sin u 4 cos u +
= @ 4 cos u A, @ 4 sin u A du dv
A 4v cos u 0
16 sin(2u) du dv . w
ZZ
=
A
The integral evaluates to:
sin(2u) du = 80. w
ZZ Z ⇡
2
16 sin(2u) du dv = 80
A 0
Remark: We use a short cut in Eqn. (1) also in exercises to come as it simplifies
computation.
X
H11.3 Mixed (12 points)
a) Sketch and parametrization of the boundary are the same as in T11.3. www
The left-hand side of the Divergence Theorem evaluates to
ZZ Z 1Z 1
div F dA = 2 (x + y) dy dx
D 1 x2
Z 1
= 2x + 1 2x3 x4 dx
1
=0+2
2
0= .
8 w
5 5
The right-hand side of the Divergence Theorem evaluates to
Z Z 1 Z 1
hF, ⌫bi ds = hF ('1 (t)) , ⌫b1 (t)i ||⌧1 (t)|| dt + hF ('2 (t)) , ⌫b2 (t)i ||⌧2 (t)|| dt
@D 1 1
Z 1 ⌧✓ 2 ◆ ✓ ◆ Z 1 ⌧✓ 2 ◆ ✓ ◆
t 2t t 0
= 4 , dt + , dt
1 t 1 1 1 1
w
Z 1
2 8
= 2t3 t4 + 1 dt = 0 +2= .
1 5 5
As the domain D and the vector field F fulfill the requirements of the Divergence
to agree. w
Theorem in R2 and the boundary is oriented counter-clockwise, the two results have
b) Because the torus is a rotationally symmetric body, we will use the formulas from
section 10.3 of the lectures. We define fo , fi where fo is the distance of the outer
surface of the torus from the center-axis and fi is the distance of the inner surface of
a = r, b = r. This yields w w
the torus from the center-axis. The upper and lower limit of integration are given by
p
fo : [ r, r] ! R, fo (z) = R + r2 z 2
p
fi : [ r, r] ! R, fi (z) = R r2 z 2 .
The volume is then given by the di↵erence of the volume enclosed by the outer surface
and the volume enclosed by the inner surface
Z r Z r
voltorus = ⇡ fo2 (z) dz ⇡ fi2 (z) dz
r r
Z r✓ p p p p ◆
2 2
2 2 2 2 2 2 2 2 2 2
=⇡ R + 2R r z + r z R + 2R r z r z dz
r
ww
Z rp
= 4R⇡ r2 z 2 dz = 2R⇡ 2 r2 .
r
The last integral is half the area of a circle with radius r which can be seen by
considering
p the upper half of the circle centered atR0r with radius r. There it holds
that y = r2 x2 and the area would be given by r y (x) dx.
The surface area is given by the sum of the outer and inner area and therefore we
have
Z r q Z r q
2
Storus = 2⇡ 0
fo (z) 1 + fo (z) dz + 2⇡ fi (z) 1 + fi0 (z)2 dz
r r
Z r r Z r r
z2 z2
= 2⇡ fo (z) 1 + 2 2
dz + 2⇡ fi (z) 1 + 2 dz
r r z r r z2
ww
Z r Z r
r 1
= 2⇡ (fo (z) + fi (z)) p dz = 4Rr⇡ p dz = 4Rr⇡ 2 .
r 2 z 2 r 2 z2
r r
Where the last integral was solved using the transformation z = r sin ( ).
X
PD Dr. Peter Massopust
Di↵erential and Integral Calculus (MSE)
July 15, 2022
Summer Semester 2022

T12.1 Stokes Theorem I ⇢✓ x ◆
x2 +y 2 =1
The cylinder x2 + y 2 = 1 is the set A = y 2 R3 : and its base is the circle
z and z2R
x2 + y 2 = 1 which lies in the xy-plane. A paramatrization of is possible but is a bit more
tedious than applying Stokes’s theorem by integrating
0 @ z2 @ x 1 0 1
@y @z 0
curl F = @ @z
@ @ 2A
( y 2 ) @x z =@ 0 A
@
@x
@
x @y ( y )2 1 + 2y
over the surface
⇢✓ x ◆ (✓ ◆ )
x 1x1
x2 +y 2 1 p p
⌃= y 2 R3 : = y 2R 3
: 1 x2 y 1 x2 .
z and z=2 y z and z=2 y
(Of course, there are infinitely many surfaces with boundary , but this one seems to be
one of the simplest choices possible.) Using cylindrical coordinates (with polar coordinates
in the xy-plane), we obtain
(✓ ◆ )
r cos ' 0r1,
⌃= r sin ' 2 R3 : 0'2⇡ .
z and z=2 r sin '
Using cartesian coordinates, the surface ⌃ is parametrized by

n⇣ ⌘ |x|1
o ⇣ ⌘ ⇣ x ⌘
x 2 3 x
f: y 2 R : p
2
! R via y 7 ! y
|y| 1 x 2 y
so the unnormalized normal vector for ⌃ computes as

⇣1⌘ ⇣ 0 ⌘ ⇣0⌘
⌫ = @x f (x, y) ⇥ @y f (x, y) = 0 ⇥ 1 = 1 .
0 1 1
We use the unnormalized normal vector, because the normalization constant
1
||@x f (x, y) ⇥ @y f (x, y)||
cancels out with the area element
dS = ||@x f (x, y) ⇥ @y f (x, y)|| dA(x, y).
Thus, we obtain
Z ZZ
hF, ⌧î ds = hcurl F, ⌫î dS
⌃
Z Z p ✓ ◆ ✓ ◆
1 1 x2 0 0
= p h 0 , 1 i dydx
1 1 x2 1+2y 1
Z Z p
1 1 x2
= p (1 + 2y) dydx
1 1 x2
Z 1 Z 2⇡ Z 1
= (1 + 2r sin ')r d'dr = ⇡ 2r dr = ⇡
0 0 0
RR
It is important that we first computed curl F and stated the surface integral ⌃ hcurl F, ⌫î dS
in cartesian coordinates and then transformed the surface integral into cylindrical coordi-
nates!
T12.2 Existence and Uniqueness
Recall the following result from the lectures:
Consider the initial value problem
y 0 (x) = f (x, y (x)) , ⇠  x  ⇠ + a, (a > 0)
y (⇠) = ⌘ .
Theorem. Let S = (x, y) 2 R2 : ⇠  x  ⇠ + a, y 2 R . Suppose f 2 C (S)
and satisfies in S a Lipschitz condition in its second argument, i.e., 9L > 0,
such that
|f (x, y) f (x, ȳ)| < L |y ȳ| , 8 (x, y) , (x, ȳ) 2 S .
Then the IVP above has exactly one solution in the interval ⇠  x  ⇠ + a.
The function
1
f :R⇥R !R defined via (x, y) 7 !
1 + y2
is continuous. Hence by the Peano Existence Theorem, the ODE has at least one solution.
Let M > 0 be arbitrary and let x 2 [ M + 3, M + 3]. Because y 0 = f (x, y) and f1 :=
sup{|f (x, y)|}  1, we have that
x,y
|y (x)|  |y (x0 )| + M f1  2 + M . (1)

For the Lipschitz condition we have:
1 1 y22 y12
|f (x, y1 ) f (x, y2 )| = =
1 + y12 1 + y22 (1 + y12 )(1 + y22 )
(y2 y1 )(y2 + y1 )
=
(1 + y12 )(1 + y22 )
 y2 y1 · y2 + y1
 2 (M + 2) · y1 y2
= L M · y1 y2 .
Hence, the above-stated results is applicable and there exists a unique solution for every
M > 0.
T12.3 Initial Value Problems
a) The first step is to bring all terms to one side of the equation:
(2ex y) y 0 + ex y 2 + 2x = 0 .
We will now show that the above is an exact ODE:
Q (x, y) = 2ex y
P (x, y) = ex y 2 + 2x
@P
= 2ex y
@y
@Q
= 2ex y .
@x
Because @y P = @x Q this is an exact ODE. We will thus use the solution method from
the lectures.
Z
u (x, y) = Q (x, y) dy + (x)
Z
= 2ex ydy + (x)
= ex y 2 + (x)
We know that @x u = P and have
0
ex y 2 + 2x = P = @x u = ex y 2 + (x)
0
(x) = +2x
and thus (x) = x2 +C1 . And u (x, y) = ex y 2 +x2 = C. Inserting the initial condition
y (0) = 1 yields: u (0, 1) = 1+0 = 1 = C. We can solve the equation for y and obtain:
p
y = e x (1 x2 ) .
Note that there was also a solution with y < 0 which did not fit the initial value. The
maximal interval of existence is x 2 [ 1, 1]. The readers are encouraged to compute
y 0 and check that y really fulfills the di↵erential equation.
b) Notice that the ODE satisfies
f (x)
y0 = with f (x) = x4 and g (y) = y 4
.
g (y)
Therefore, the equation is of type II. Because the initial condition is y (1) = 2 and
the solution y is continuous, the right-hand side is bounded for x close enough to 1.
Consequently, we can use separation of variables
y0
= x4
y4
Z x Z x
y 0 (s) 4 x5 1
ds = s ds = .
1 y (s)4 1 5 5
We substitute u := y (s):
Z x Z y(x)
y 0 (s) 1 y 3 (x) 1
ds = du = + .
1 y (s)4 2 u4 3 24
Finally,
3 (x)
r
y 1 x5 1 3 40 3 40
+ = =) y (x) = =) y (x) = .
3 24 5 5 29 24x5 29 24x5
q q
40
The function y(x) = 3
has a discontinuity at x = 5 29
29 24x5 24 and solves the ODE
q q
by construction. Moreover, y : ( 1, 5 2924 ) ! R with x 7!
3 40
29 24x5
is the solution
q
for the initial condition by construction as 1 < 5 2924 . This interval is the largest
possible.
c) We will first prove that the given ODE is homogeneous, i.e., of type III.
Q (x, y) = x (y x)
2
P (x, y) = y
2
Q ( x, y) = x ( y x) = Q (x, y)
2 2 2
P ( x, y) = y = P (x, y)
Therefore, the ODE is homogeneous of degree two. We use the solution method from the
lectures. The reader is encouraged to use the substitution y = vx and y 0 = xv 0 + v and
repeat the derivation given in the lectures.
R (v) = P (1, v) = v 2
S (v) = Q (1, v) = (v 1)
Z Z
S (v) dx
dv = +C
R (v) vS (v) x
Z
v 1
2
dv = log |x| + C
v v2 + v
Z
1
1 dv = log |x| + C
v
v log |v| = log |x| + C
ev
log = log eC x .
v
Because of the continuity of the solution and the initial value y (1) = 1 we can drop the
absolute value for x close enough to 1. Also, we redefine C as eC which is mathematically
incorrect but doesn’t matter, because we could have written C̃ instead of C. Resubstituting
v = y/x gives
xey/x
= Cx
y
ey/x = Cy
y
= C + log y
x
y
x=
C + log y
Again, we redefined C as log C. We assumed that C + log y 6= 0. Inserting the initial
condition gives C = e 1 (check!) and
y
x= . (2)
e 1 + log y
The above is well defined in a neighborhood of the initial point because log e = 1. A plot
of x = x (y) is given in Figure 1. The partial derivative of x with respect to y is given by
log y + e 2
(log y + e 1)2
e e 2
which is positive for log y > e 2 which is equivalent to x > 2e 3 . Therefore, y = y (x)
⇣ e 2 ⌘
e
is given by Eqn. (2) for x 2 2e 3 , 1 =: I. Because @y x (y) > 0 for x 2 I the inverse
function theorem applies and y = y (x) is continuously di↵erentiable.
d) The given ODE is a linear ODE, i.e., type V in the lectures. We could apply the theorem
from the lectures but nevertheless, we use a more direct approach which works well if the
involved functions are simple.
Homogeneous equation. We solve the homogeneous equations:
y 0 + 3y = 0
first. We use the ”Ansatz” y (x) = e x and obtain:

x
e ( + 3) = 0
which gives the solution y (x) = e 3x .

3
0
0 2 4 6 8 10
Figure 1: A plot of x = x (y) from T12.3 c). Note the axis labels.
Inhomogeneous equation. For the inhomogeneous equation we select a suitable ”Ansatz”.

The right-hand side is sin (2x) and thus we try y (x) = A sin (2x) + B cos (2x). This gives:
2A cos (2x) 2B sin (2x) + 3A sin (2x) + 3B cos (2x) = sin (2x)
sin (2x) ( 2B + 3A 1) + cos (2x) (2A + 3B) = 0 .
As the above equation has to hold for all x, the two expressions in the parentheses have
3 2
to be equal to zero. This gives A = 13 and B = 13 . Therefore, a particular solution is
given by
3 2
yp (x) = sin (2x) cos (2x) .
13 13
The solution of the initial value problem is then given by
3x
y (x) = Ce + yp (x)
with C chosen to fullfil the initial condition:
3⇡ 2 2 3⇡
0 = y (⇡) = Ce =) C= e .
13 13
Finally, the solution to the IVP is
1 ⇣ 3(x ⇡)
⌘
y (x) = 2e + 3 sin (2x) 2 cos (2x)
13
and is valid 8x 2 R.
Homework Problems
H12.1 Stokes Theorem II (10 points)

The points of the intersection of the sphere x2 + y 2 + z 2 = 4 with the cylinder x2 + y 2 = 1
z = 3. Therefore, w w
above
p the xy-plane satisfy x2 + y 2 = 1, z 2 = 3 and z > 0 or, equivalently, x2 + y 2 = 1 and
80 1 9 80 1 9
ww
< x 1x1 = < cos ' =
p p
@⌃ = @y A 2 R3 1 x2 y 1 x2 = @ sin ' A 2 R3 0  '  2⇡
: p ; : p ;
z z= 3 3
that we have to traverse @⌃ clockwise (seen from z = 1). w w A valid parametrization

As the normal vectors @xf ⇥ @y f of ⌃ point towards the origin, the right-hand rule implies
of @⌃ is therefore
0 1
w
cos t
: [0; 2⇡] ! R3 with t 7 ! @ sin
pt
A.
3
✓ ◆
sin t
Because of 0 (t) = cos t , we obtain
0
w
ZZ Z
curl V dS = V ds
⌃
w
Z 2⇡
(?)
= hV ( (t)), 0 (t)i dt
0
Z 2⇡ p ! ✓ ◆
3 cos t sin t
p
= h 3 sin t , cos t i dt
0 cos t·sin t 0
w
Z 2⇡
= 0 dt = 0
0
For (?) we used that the norm of 0 (t) cancels out.

X
H12.2 Picard Iteration (15 points)

a) First, we prove that f (x, y) = 4xy is uniformly Lipschitz continuous in the second
argument for x 2 [0, 1]:
|f (x, y) f (x, z)| = |4xy 4xz| = 4x |y z|  4 |y z| . w
b) The function f (x, y) = 4xy is continuous w

can be applied and implies that the problem has a unique solution. w
. Therefore, the theorem from the lectures
c) The Picard iteration is given by:

Z x
y0 (x) := y(0), yk (x) := y(0) + f (s, yk 1 (s)) ds.
0
So, we have for y0 (x):

y0 (x) = y(0) = 1. w
For y1 (x) we have:
Z x
y1 (x) = y(0) + f (s, y0 (s)) ds
0
Z x
=1+ 4s · 1ds
= 1 + 2x2 . w
0
For y2 (x) we have:
Z x
y2 (x) = y(0) + f (s, y1 (s)) ds
0
Z x
=1+ 4s · (1 + 2s2 )ds
= 1 + 2x2 + 2x4 . w
0
For y3 (x) we have:

Z x
y3 (x) = y(0) + f (s, y2 (s)) ds
0
Z x
=1+ 4s · (1 + 2s2 + 2s4 )ds
0
= 1 + 2x2 + 2x4 + x6 . w
4
3
For y4 (x) we have:
Z x
y4 (x) = y(0) + f (s, y3 (s)) ds
0
Z x
4
=1+ 4s · (1 + 2s2 + 2s4 + s6 )ds
0 3
= 1 + 2x2 + 2x4 + x6 + x8 . w
4 2
3 3
d) An explicit formula for yk (x) is given by:
(2x2 )n . w
k
X 1
yk (x) =
n!
n=0
To validate this conjecture we insert the formulae into the Picard iteration:
Z x Z x X k Z xX k
1 2 n 2n 2n+1
1+ 4syk (s)ds = 1 + 4s (2s ) ds =1 + 4 s ds
0 0 n! 0 n=0 n!
n=0
Z k k Z
2n x X 2n+1 2n X x 2n+1
=1+4 s ds =1 + 4 s ds
n! 0 n! 0
n=0 n=0
k k
2n X 1 X 2n 1
=1+4 x2n+2 =1 + 4 x2(n+1)
n! 2n + 2 n! 2(n + 1)
n=0 n=0
x = yk+1 (x). w w
k
X k+1
X
2n+1 2n 2n
=1+ x2(n+1) =1 +
(n + 1)! n!
n=0 n=1
P
1
1 2 n
e) The function sequence (yk (x))k2N is the k-th partial sum of the power series n! (2x )
w
n=0
verges uniformly. w
. Therefore, in the interval of convergence, the partial sum of the power series con-
An explicit representation of the limit function, can be derived as follows:
(2x2 )n = e2x . w
1
X 1 2
y⇤ (x) =
n!
n=0
f) Calculate the first derivative of y⇤ (x)

y⇤0 (x) = 4xe2x = 4xy⇤ (x). w
2
Since also y⇤ (0) = 1, the limit function y⇤ (x) solves the problem.
X
T13.1 Graphical Integration

a) A stationary solution y(x) of y 0 = y(y 2)(y 4) satisfies y 0 (x) = 0 for all x 2 R.
Thus
y1 (x) = 0, y2 (x) = 2 and y3 (x) = 4
are the only stationary solutions.
b) An isocline for c 2 R is the locus of all (xc , yc ) such that there is a solution y : R ! R
of the ODE with y(xc ) = yc and y 0 (xc ) = c. For given c 2 R we first have to
decide whether a solution yc with y 0 (xc ) = yc (yc 2)(yc 4) = c exists or not. The
polynomial p(y) = y(y 2)(y 4) = y 3 6y 2 + 4y is a continuous function with
lim p(y) = 1 and lim p(y) = +1.

y! 1 y!+1
By the Mean Value Theorem there is at least one solution yc 2 R for every c 2 R. As
there exists an integral curve y : R ! R through (x, yc ) for every x 2 R, we conclude
that
{(x, yc ) | x 2 R and yc (yc 2)(yc 4) = c} = 6 ;
is a subset of the isocline for c 2 R. To determine the isocline for any given c 2 R,
we therefore have to find all solutions p(yc ) = c.
The polynomial p(y) has one maximum and one minimum at

2 2
ymax = 2 p and ymin = 2 + p
3 3
as ymin and ymax solve p0 (y) = 3y 2 12y + 8 = 0 and satisfy p00 (ymin ) > 0 and
p00 (ymax ) < 0. Then p(yc ) = c has
i. three distinct solutions ↵, , if p(ymin ) < c < p(ymax ) that yield the isocline
{(x, ↵) | x 2 R} [ {(x, ) | x 2 R} [ {(x, ) | x 2 R};
ii. two solutions ↵, for c 2 {p(ymin ), p(ymax )} that yield the isocline
{(x, ↵) | x 2 R} [ {(x, ) | x 2 R};
iii. one solution ↵ if c < p(ymin or c > p(ymax ) that yields the isocline
{(x, ↵) | x 2 R}.
c) Any integral curve y(x) satisfies for all x 2 R precisely one of the following:
y 0 (x) < 0 or y 0 (x) = 0 or y 0 (x) > 0.
By Part a), the isocline for c = 0 is

n o n o n o
(x, 0) | x 2 R [ (x, 2) | x 2 R [ (x, 4) | x 2 R .
Part b) then implies that every non-stationary integral curve satisfies precisely one
of the following statements:
i. y(x) < 0 and y 0 (x) < 0.
ii. 0 < y(x) < 2 and 0 < y 0 (x) with limx! 1y
0 (x)
= limx!1 y 0 (x) = 0.
iii. 2 < y(x) < 4 and y 0 (x) < 0 with limx! 0 0
1 y (x) = limx!1 y (x) = 0.
iv. y(x) > 4 and y 0 (x) > 0.
To generate these curves with pplane.m we do the following:
Setup:
• d
x0 = dx x=1
• 0
y = y(y 2)(y 4)
• xmin = 0, xmax = 8, ymin = 2 and ymax = 6
• Click Proceed
Drawing:
A vector field representing the right-hand side of the di↵erential equation is shown in
gray. With a click at a point (x0 , y0 ), a solution that goes through this point forward
and backward in time is generated and drawn until it leaves the window. Generate
solutions with y0 < 0, 0 < y0 < 2, 2 < y0 < 4 and 4 < y0 . A figure of the integral
curves is purposefully omitted to encourage you to try it for yourself!
T13.2 ODEs and Power Series

P
1
We use the Ansatz y(x) = ak xk , so we assume that y(x) solves
k=0
x2 · y 00 (x) + x · y 0 (x) + x2 · y(x) = 0.

P
1
First, the initial condition y(0) = 1 implies y(x) = 1+ ak xk . Second, to find appropriate
k=1
coefficients ak , we assume that the radius of convergence is r > 0. As a consequence of
this assumption, the power series is arbitrarily often di↵erentiable for each x 2 ( r, r) and
d ⇣ ⌘ X
1 1 1 1
d X X X
y 0 (x) = ak xk = ak xk = k · ak · xk 1
= a1 + k · ak · xk 1
.
dx dx
k=0 k=0 k=1 k=2
The initial condition y 0 (0) = 0 now implies a1 = 0. Moreover, we compute

1
X 1
X
x2 · y(x) = ak xk+2 = ak 2x
k
k=0 k=2
1
X X1
x · y 0 (x) = k · ak · xk = k · ak · xk
k=1 k=2
1
X 1
X
2 00 2 k 2
x · y (x) = x · k(k 1)ak x = k(k 1)ak xk .
k=2 k=2
As y(x) is assumed to solve the ODE, we conclude

1
X 1
X 1
X
0 = x2 y 00 (x) + xy 0 (x) + x2 y(x) = k(k 1)ak xk + k · ak · xk + ak 2x
k
k=2 k=2 k=2

X1 1
X
= k(k 1)ak + k · ak + ak 2 xk = k 2 ak + ak 2 xk
k=2 k=2
and obtain the recursion

ak 2
ak = , 8 k 2 N \ {0, 1},
k2
with a0 = 1 and a1 = 0. Thus
a2(k 1) ( 1)k
a2k+1 = 0 and a2k = ( 1)k = , for all k 2 N,
22 · k 2 22k (k!)2
and
1
X 1
X
2k ( 1)k 2k
y(x) = a2k x = x .
22k (k!)2
k=0 k=0
This shows that y(x) is the Bessel function from Exercise T3.1 of Problem Sheet 3 where
we calculated the radius of convergence r = 1. Hence, the Ansatz yields indeed a solution
of the ODE for all x 2 R.

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Di↵erential and Integral Calculus (MSE) PD Dr.

Proposed Solutions for Problem Set 1

Because L = 2 6= 1 and p = 2 > 1 we have convergence.

For the terms on the right hand side we have:

By the laws of limits we know that if an ! a and bn ! b then an + bn ! a + b. This

(2n 1)! |x|2n+1 |x|2

Thus we obtain absolute convergence.

Which is a contradiction to the necessity criterion for convergence. Because an >

The perimeter diverges to +1 for n ! 1.

The right hand side is a convergent geometric series which gives:

a) Yes, it does converge and it holds that

to go through the definition again. w

b) One possible answer is: an = n and f : R ! R

d) By assumption, f is continuously di↵erentiable on [0, 1). This means that f 0 is

because f is Lipschitz continuous on [0, 1] and c). w

a) The series converges absolutely. w Proof: We use the comparison test:

H1.3 Convergence and Absolute Convergence (8 points)

ii) False. Use the same example as in a). w

sequence is absolutely convergent and thus convergent. w

Proposed Solutions for Problem Set 2

T2.1 Pointwise and Uniform Convergence

a) For all x 2 [0, 1] =: I, 1 < x2 x  0 holds. Thus, we have:

and gn converges pointwise to g ⌘ 0.

Mn := sup {|gn (x) g (x)|}

Mn := max {|gn (x) g (x)|} .

Extrema at the boundary must also be considered. We have gn (0) = 0, gn (1) = 0

and thus gn converges uniformly to g ⌘ 0.

fn is continuous for all x 2 [0, 1] = I and for all n 2 N. f is not continuous on I.

Mn := sup {|fn (x) f (x)|} .

For f we know that |f (x)|  1, 8x  0. fn is a polynomial with non-zero co-

|fn (x) fm (x)| < ✏, 8n, m ⌫, 8x 2 I

We use the criterion for ✏ = 1 and it follows that:

|f⌫ (x) f⌫+i (x)| < 1, 8x 2 I, i = 1, 2, 3, . . .

f⌫ (x) f⌫+i (x) is a polynomial which is bounded in absolute value by 1 on I =

f⌫+i (x) = f⌫ (x) + ci 8x 2 I, i = 1, 2, 3, . . .

with ci 2 R the constant di↵erence. Because fn converges pointwise it follows that

i.e., that f is a polynomial.

T2.2 Limits, Integrals and Derivatives

|fk (x)| = (k + 1) cos (x) sink (x)

 (k + 1) q k =: Mk , q := sin (1) < 1 .

c) fk is continuously di↵erentiable 8k 2 N. We will use Interchange of Series and

fk0 (x) = (k + 1) sin (x)k+1 + (k + 1) k cos (x)2 sin (x)k 1

From b) we can infer, that

g 0 (x) = lim gn0 (x) ⌘ 0, x 2 [0, 1] .

b) Direct computation yields:

c) The function f : [1, 2] ! R, f (x) = 1/x is monotonically decreasing. For x 2

lim sup {|fn (x) f (x)|} = 0

and fn converges uniformly to f in [1, 2].

where log denotes the logarithm with base e.

H2.1 (10 points)

a) fn converges pointwise to f ⌘ 0 but does not converge uniformly. wProof: For x = 0

By setting fn0 (x) = 0, we find that for x = n1 we have fn n1 = e 1 . w Additionally,

lim sup {|fn (x) f (x)|} = e 1

and fn does not converge uniformly.

For the integral of the pointwise limit we have:

For the functions in the sequence we have:

not converge uniformly. w

For the derivative of the pointwise limit we have:

For the functions in the sequence we have:

H2.2 (20 points)

(i) a) The pointwise limit is given by:

the pointwise limit f is not. w

interchangeable. In this case f is not even continuous. w

(ii) a) For any fixed x 2 I we have