M597K: Solution to Homework Assignment 7

Similar documents
MATH34032: Green s Functions, Integral Equations and the Calculus of Variations 1

Variational Techniques for Sturm-Liouville Eigenvalue Problems

Theoretical foundations of Gaussian quadrature

Math Solutions to homework 1

Abstract inner product spaces

The Regulated and Riemann Integrals

STURM-LIOUVILLE BOUNDARY VALUE PROBLEMS

STURM-LIOUVILLE THEORY, VARIATIONAL APPROACH

Best Approximation in the 2-norm

Sturm-Liouville Eigenvalue problem: Let p(x) > 0, q(x) 0, r(x) 0 in I = (a, b). Here we assume b > a. Let X C 2 1

Physics 116C Solution of inhomogeneous ordinary differential equations using Green s functions

SOLUTIONS FOR ANALYSIS QUALIFYING EXAM, FALL (1 + µ(f n )) f(x) =. But we don t need the exact bound.) Set

Inner-product spaces

MATH 423 Linear Algebra II Lecture 28: Inner product spaces.

Functional Analysis I Solutions to Exercises. James C. Robinson

Notes on the Eigenfunction Method for solving differential equations

Analytical Methods Exam: Preparatory Exercises

1 1D heat and wave equations on a finite interval

g i fφdx dx = x i i=1 is a Hilbert space. We shall, henceforth, abuse notation and write g i f(x) = f

Lecture 3. Limits of Functions and Continuity

MATH 174A: PROBLEM SET 5. Suggested Solution

2 Fundamentals of Functional Analysis

MATH1050 Cauchy-Schwarz Inequality and Triangle Inequality

Math 61CM - Solutions to homework 9

Phil Wertheimer UMD Math Qualifying Exam Solutions Analysis - January, 2015

Properties of the Riemann Integral

7.2 Riemann Integrable Functions

AMATH 731: Applied Functional Analysis Fall Additional notes on Fréchet derivatives

u t = k 2 u x 2 (1) a n sin nπx sin 2 L e k(nπ/l) t f(x) = sin nπx f(x) sin nπx dx (6) 2 L f(x 0 ) sin nπx 0 2 L sin nπx 0 nπx

Chapter 3. Vector Spaces

38 Riemann sums and existence of the definite integral.

NOTES ON HILBERT SPACE

Presentation Problems 5

p(x) = 3x 3 + x n 3 k=0 so the right hand side of the equality we have to show is obtained for r = b 0, s = b 1 and 2n 3 b k x k, q 2n 3 (x) =

Math 270A: Numerical Linear Algebra

Regulated functions and the regulated integral

(9) P (x)u + Q(x)u + R(x)u =0

Problem Set 4: Solutions Math 201A: Fall 2016

Lecture 1. Functional series. Pointwise and uniform convergence.

Green function and Eigenfunctions

The Banach algebra of functions of bounded variation and the pointwise Helly selection theorem

Math Theory of Partial Differential Equations Lecture 2-9: Sturm-Liouville eigenvalue problems (continued).

Chapter 14. Matrix Representations of Linear Transformations

(4.1) D r v(t) ω(t, v(t))

MATH 409 Advanced Calculus I Lecture 19: Riemann sums. Properties of integrals.

u(t)dt + i a f(t)dt f(t) dt b f(t) dt (2) With this preliminary step in place, we are ready to define integration on a general curve in C.

Review of Gaussian Quadrature method

Lecture 19: Continuous Least Squares Approximation

Best Approximation. Chapter The General Case

MORE FUNCTION GRAPHING; OPTIMIZATION. (Last edited October 28, 2013 at 11:09pm.)

Notes on length and conformal metrics

Partial Derivatives. Limits. For a single variable function f (x), the limit lim

September 13 Homework Solutions

ODE: Existence and Uniqueness of a Solution

Linearity, linear operators, and self adjoint eigenvalue problems

ACM 105: Applied Real and Functional Analysis. Solutions to Homework # 2.

W. We shall do so one by one, starting with I 1, and we shall do it greedily, trying

Calculus of Variations

Line Integrals. Partitioning the Curve. Estimating the Mass

MAT612-REAL ANALYSIS RIEMANN STIELTJES INTEGRAL

STUDY GUIDE FOR BASIC EXAM

Hilbert Spaces. Chapter Inner product spaces

Lecture 4: Piecewise Cubic Interpolation

Differential Equations 2 Homework 5 Solutions to the Assigned Exercises

Chapter 3 Polynomials

Main topics for the First Midterm

Bases for Vector Spaces

AM1 Mathematical Analysis 1 Oct Feb Exercises Lecture 3. sin(x + h) sin x h cos(x + h) cos x h

Prof. Girardi, Math 703, Fall 2012 Homework Solutions: 1 8. Homework 1. in R, prove that. c k. sup. k n. sup. c k R = inf

Math 554 Integration

Consequently, the temperature must be the same at each point in the cross section at x. Let:

Convex Sets and Functions

Lecture 3 ( ) (translated and slightly adapted from lecture notes by Martin Klazar)

440-2 Geometry/Topology: Differentiable Manifolds Northwestern University Solutions of Practice Problems for Final Exam

Chapter 28. Fourier Series An Eigenvalue Problem.

1 Probability Density Functions

1 E3102: a study guide and review, Version 1.0

Summary: Method of Separation of Variables

The Riemann Integral

Section 17.2 Line Integrals

Lecture 2e Orthogonal Complement (pages )

Review of basic calculus

PHYSICS 116C Homework 4 Solutions

Math 2142 Homework 2 Solutions. Problem 1. Prove the following formulas for Laplace transforms for s > 0. a s 2 + a 2 L{cos at} = e st.

3 Mathematics of the Poisson Equation

Eigenfunction Expansions for a Sturm Liouville Problem on Time Scales

Numerical integration

Exam 2, Mathematics 4701, Section ETY6 6:05 pm 7:40 pm, March 31, 2016, IH-1105 Instructor: Attila Máté 1

Elementary Linear Algebra

1. Gauss-Jacobi quadrature and Legendre polynomials. p(t)w(t)dt, p {p(x 0 ),...p(x n )} p(t)w(t)dt = w k p(x k ),

Riemann is the Mann! (But Lebesgue may besgue to differ.)

Unit #9 : Definite Integral Properties; Fundamental Theorem of Calculus

Partial Differential Equations

df dt f () b f () a dt

Green s functions. f(t) =

Calculus of Variations: The Direct Approach

Math Lecture 23

Math 473: Practice Problems for the Material after Test 2, Fall 2011

10 Elliptic equations

CMDA 4604: Intermediate Topics in Mathematical Modeling Lecture 19: Interpolation and Quadrature

Transcription:

M597K: Solution to Homework Assignment 7 The following problems re on the specified pges of the text book by Keener (2nd Edition, i.e., revised nd updted version) Problems 3 nd 4 of Section 2.1 on p.94; Problem 1 of Section 3.1 on p.128; Problem 1 of Section 3.2 on p.128. 1. Show tht the sequence (x n ), x n = n 1 k=1 k! is cuchy sequence using the mesure of distnce d(x, y) = x y. A sequence of points x n IR is Cuchy if for every ɛ>thereexistsnn, such tht m>n>n implies x n x m <ɛ Let ɛ>begiven,choosen = 1 ɛ.thenform>n>n,wehve x n x m = 1 (n+1)! + 1 (n+2)! +... + 1 m! n(n+1) + 1 n(n+1)(n+2) +... n(n+1) + 1 n(n+1)(n+1) +... n(n+1) (1 + 1 n+1 + 1 +...) (n+1) 2 n(n+1) 1 = 1 1 1 n = ɛ. 2 n+1 Therefore the sequence is Cuchy. 2. Show tht the continues functions on [, 1] form n infinite dimensionl vector spce. Find set of linerly independent vectors which is not finite. To prove the continues functions on [, 1] form vector spce is trivil, omitted. We show tht the polynomils re lredy infinite dimensionl. Functions 1,x,x 2,x 3,... is infinite nd none is liner combintion of the others. They re linerly independent becuse the only wy we cn write c 1 x n + c 2 x m + c 3 x l +... = (ssuming n>m>l> ) is if ll the coefficients re zero. Becuse otherwise we will hve polynomil of finite degree n which hs t most n roots. Thus the continues functions form n infinite dimensionl vector spce. nd 1,x,x 2,x 3,... re independent.

3. Verify tht the solution of u = f(x),u() = u(1) = is given by u(x) = 1 k(x, y)f(y)dy where y(x 1), y<x 1, k(x, y) = x(y 1), x<y. We should first check the boundry: u() = k(,y)f(y)dy = u(1) = k(1,y)f(y)dy = And u(x) = 1 k(x, y)f(y)dy = x y(x 1)f(y)dy + 1 x x(y 1)f(y)dy = 1 xyf(y)dy x yf(y)dy 1 x xf(y)dy u (x) = 1 yf(y)dy xf(x)+ x 1 f(y)dy + xf(x) = x 1 f(y)dy u (x) = f(x) 4. Show T (f) = f(), defined for ll continuous functions on [ 1, 1], is not bounded liner functionl in the L 2 norm, but it is bounded liner functionl with the uniform norm. For T to be bounded on continuous functions in the L 2 norm, there must exist constnt C such tht Tf C f L 2, for ll continuous f(x). The converse: i.e., for T not bounded, the sttement is: For ny finite number C, there is lwys continuous function f, which my depend on C, thusweuse f C (x) to denote it, such tht Tf >C f L 2. (1) 2

We prove tht such n f C (x) exists. So let C be positive number. Tke f C (x) be such tht f C (x) =C, x [ d, d], nd f C (x) = for ll other x, whered is smll number. Thus, we hve Tf C (x) = f C () = C, nd f C (x) L 2 = C 2d. If we tke d = 1 8C, then inequlity (1) 2 holds like C>C 1 2. Thus this T is not bounded liner functionl on the set of continuous functions mesured in the norm L 2. (The function f C (x) cnbemde continuous esily without chnging is primry property.) Since f() mx f(x), T is bounded with uniform norm (tke C =1). 5. Let l 2 denote ll the sequences (x 1,x 2,x 3,,x n, ) of rel numbers. Let x denote such sequence. Use vector ddition nd sclr multipliction. Then it is vector spce (no proof needed). Use the inner product <x,y>= x i y i i=1 where y =(y 1,y 2,,y n, ). Show tht this inner product is well defined in l 2 nd it stisfies the four properties of the definition of inner product. (It is clled the little l two spce. (Reference: p. 59 of text book) By Cuchy-Schwrz inequlity: <x,y> = x i y i x 2 i yi 2 =<x,x>1 2 <y,y> 1 2 i=1 i=1 i=1 Thus <x,y> <, <x,y>is well defined in l 2. And (1) <x+ y,z >= i=1 (x i + y i )z i = i=1 x i z i + i=1 y i z i =<x,z>+ <y,z> (2) <αx,z>= α i=1 x i z i = α<x,z>. (3) <x,y>=< y,x> (4) <x,x> nd<x,x>=iffx = This <.,.>is n inner product. 6. Let f(t) be equl to 1 for t between 19 nd 2, nd equl to zero for ll other times t. This my represent Miss Universe s sttus score history of her lifetime. 3

Let g(t) be equl to 85 for t between 35 nd 116, nd equl to zero for ll other times t. This might represent nother person s socil sttus score history, who t ge 35 invented perpetul mchine nd enjoyed the fme he got throughout his lifetime. (Unfortuntely he lived only to 116. Thus his perpetul mchine ws just somewht perpetul, nd tht explins the score 85 insted of higher number.) Now pnel wnt to select one from the two to put into Hll of Fme nd wnt you to give the pnel single mesurement number from ech of the two so tht the pnel cn decide. Do the mximum norm nd the L 2 norm clcultion (serious prt) nd decide which norm you wnt to use to give to the pnel ( decision tht is purely up to you). 1, 19 t 2, f(t) =, else, 85, 35 t 16, g(t) =, else, f(t) = 1, g(t) =85 f(t) L 2=( 2 19 12 dx) 1 2 = 1, g(t) L 2=( 116 35 85 2 dx) 1 2 = 765 7. Solve Problem 5, p. 94, of the text book, where L 2 is replced by L 1. As f n (t) =when t< 1 2 1 n,ndf n(t) =1whent> 1 2 + 1 n Suppose n<m, f n (t) f m (t) =when t< 1 2 1 n or t> 1 2 + 1 n nd f n (t) f m (t) f n (t) + f m (t) 2 Thus f n (t) f m (t) L 2=( 1 (f n(t) f m (t)) 2 ) 1 2 ( 1 2 + 1 n 1 (f n (t) f m (t)) 2 ) 1 2 ( 1 2 + 1 n 1 2 (2) 2 ) 1 1 2 = 8 n sn n Tht implies it is Cuchy in L 1 2 1 n 8. Show tht the functionl T on the Bnch spce C[, 1] defined by is liner nd bounded. Tf = 1 f(x) x dx, f(x) C[, 1] 4

T (αf + βg) = 1 αf(x)+βg(x) x dx = α 1 f(x) x dx + β 1 f(x) x dx = αt (f)+βt(g). Thus T is liner. And Tf = 1 Thus T is bounded. f(x) x dx mx f(x) 1 1 x dx =2 mx f(x) 9. Let nd b be two points in the intervl [, 1]. Show tht the functionl T on the Bnch spce C[, 1] defined by Tf = f() f(b), f(x) C[, 1] is liner nd bounded. (This functionl is generlly written s δ(x ) δ(x b).) (Hint: Lecture notes might help.) T (αf + βg) =α(f()) + βg() (α(f(b)) + βg(b)) = α(f() f(b)) + β(g() g(b)) = αt (f)+βt(g). Thus T is liner. And Tf = f() f(b) f() + f(b) 2 mx f(x) Thus T is bounded. 1. Find the djoint opertor T for the opertor T defined on the Hilbert spce L 2 [, b] by b Tu(x) =w(x) k(x, y)u(y)dy where k(x, y) L 2 ([, b] [, b]) nd w(x) C[, b] re both given functions nd u is n rbitrry member in L 2 [, b]. (Hint: Red text book p.17.) Strting with the definition of Tu(x) =w(x) b k(x, y)u(y)dy nd the definition of T we formulte <Tu,v> = b (w(x) b k(x, y)u(y)dy)v(x)dx = b b w(x)k(x, y)v(x)u(y) dx dy = b ( b k(x, y)w(x)v(x) dx)u(y) dy =< T v, u >. Thus T v(y) = b k(x, y)w(x)v(x)dx or equivlently but more stndrd: T u(x) = b k(y,x)w(y)u(y) dy. 5

11. Verify tht λ =(nπ) 2 nd u =cos(nπx) re eigenvlues nd corresponding eigenfunctions for the Sturm-Liouville eigenvlue problem: d 2 u dx 2 + λu =, ( <x<1); u () = u (1) = for ll positive integer n. From λ =(nπ) 2 nd u =cos(nπx), we cn get du dx = nπ sin(nπx), nd d 2 u + λu =, ( <x<1) dx2 And s u (x) = nπ sin(nπx), u () =, u (1) =. 6