Section 1.4

Differential Calculus

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Problem 1.4.1

Outline a proof, starting from basic properties of the real numbers, of the following theorem: Let f:[a,b]→Rf: [a,b] \rightarrow \mathbb {R} be a continuous function such that f′(x)=0f'(x) = 0 for all x∈(a,b)x \in (a,b). Then f(b)=f(a)f(b) = f(a).

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Problem 1.4.2

Let f(x)=xlog⁡(1+x−1)f(x) = x\log (1+x^{-1}), 0<x<∞0 < x < \infty.

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(1)

Show that ff is strictly monotonically increasing.

(2)

Compute lim⁡f(x)\lim f(x) as x→0x \rightarrow 0 and x→∞x \rightarrow \infty.

Problem 1.4.3

Let f(x)f(x), 0≤x<∞0 \leq x < \infty, be continuous, differentiable, with f(0)=0f(0) = 0, and that f′(x)f'(x) is an increasing function of xx for x≥0x \geq 0. Prove that

g(x)={f(x)/x,x>0f′(0),x=0 g(x) = \begin{cases} f(x)/x, & x > 0 \\ f'(0), & x = 0 \end{cases}

is an increasing function of xx.

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Problem 1.4.4
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(1)

Give an example of a differentiable function f:R→Rf: \mathbb {R} \rightarrow \mathbb {R} whose derivative f′f' is not continuous.

(2)

Let ff be as in Part 1. If f′(0)<2<f′(1)f'(0) < 2 < f'(1), prove that f′(x)=2f'(x) = 2 for some x∈[0,1]x \in [0,1].

Problem 1.4.5

Let y:R→Ry: \mathbb {R} \rightarrow \mathbb {R} be a C∞C^{\infty } function that satisfies the differential equation

y′′+y′−y=0 y''+y'-y = 0

for x∈[0,L]x \in [0,L], where LL is a positive real number. Suppose that y(0)=y(L)=0y(0) = y(L) = 0. Prove that y≡0y \equiv 0 on [0,L][0,L].

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Problem 1.4.6

Let u(x)u(x), 0≤x≤10 \leq x \leq 1, be a real valued C2C^{2} function which satisfies the differential equation

u′′(x)=exu(x). u''(x) = e^{x}u(x).
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(1)

Show that if 0<x0<10 < x_{0} < 1, then uu cannot have a positive local maximum at x0x_{0}. Similarly, show that uu cannot have a negative local minimum at x0x_{0}.

(2)

Now suppose that u(0)=u(1)=0u(0) = u(1) = 0. Prove that u(x)≡0u(x) \equiv 0, 0≤x≤10 \leq x \leq 1.

Problem 1.4.7

Let KK be a real constant. Suppose that y(t)y(t) is a positive differentiable function satisfying y′(t)≤Ky(t)y'(t) \leq Ky(t) for t≥0t \geq 0. Prove that y(t)≤eKty(0)y(t) \leq e^{Kt}y(0) for t≥0t \geq 0.

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Problem 1.4.8

Suppose ff is a differentiable function from the reals into the reals. Suppose f′(x)>f(x)f'(x) > f(x) for all x∈Rx \in \mathbb {R}, and f(x0)=0f(x_{0}) = 0. Prove that f(x)>0f(x) > 0 for all x>x0x > x_{0}.

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Problem 1.4.9

Suppose that ff is a twice differentiable real-valued function on R\mathbb {R} such that f(0)=0f(0) = 0, f′(0)>0f'(0) > 0, and f′′(x)≥f(x)f''(x) \geq f(x) for all x≥0x \geq 0. Prove that f(x)>0f(x) > 0 for all x>0x > 0.

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Problem 1.4.10

Show that the equation aex=1+x+x2/2ae^{x} = 1+x+x^{2}/2, where aa is a positive constant, has exactly one real root.

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Problem 1.4.11

Suppose f:[0,1]→Rf: [0,1] \rightarrow \mathbb {R} is continuous with f(0)=0f(0) = 0, and for 0<x<10 < x < 1, ff is differentiable and 0≤f′(x)≤2f(x)0 \leq f'(x) \leq 2f(x). Prove that ff is identically 0.

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Problem 1.4.12

Let f:[0,1]→Rf: [0,1] \rightarrow \mathbb {R} be continuous function, with f(0)=f(1)=0f(0) = f(1) = 0. Assume that f′′f'' exists on 0<x<10 < x < 1, with f′′+2f′+f≥0f''+2f'+f \geq 0. Show that f(x)≤0f(x) \leq 0 for all 0≤x≤10 \leq x \leq 1.

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Problem 1.4.13

Let v1v_{1} and v2v_{2} be two real valued continuous functions on R\mathbb {R} such that v1(x)<v2(x)v_{1}(x) < v_{2}(x) for all x∈Rx \in \mathbb {R}. Let φ1(t)\varphi_{1}(t) and φ2(t)\varphi_{2}(t) be, respectively, solutions of the differential equations

dxdt=v1(x)anddxdt=v2(x) \frac{dx}{dt} = v_{1}(x) \quad \text{and} \quad \frac{dx}{dt} = v_{2}(x)

for a<t<ba < t < b. If φ1(t0)=φ2(t0)\varphi_{1}(t_{0}) = \varphi_{2}(t_{0}) for some t0∈(a,b)t_{0} \in (a,b), show that φ1(t)≤φ2(t)\varphi_{1}(t) \leq \varphi_{2}(t) for all t∈(t0,b)t \in (t_{0}, b).

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Problem 1.4.14

Prove or supply a counterexample: If ff and gg are C1C^{1} real valued functions on (0,1)(0,1), if

lim⁡x→0f(x)=lim⁡x→0g(x)=0, \lim _{x \rightarrow 0} f(x) = \lim _{x \rightarrow 0} g(x) = 0,

if gg and g′g' never vanish, and if

lim⁡x→0f(x)g(x)=c, \lim _{x \rightarrow 0} \frac{f(x)}{g(x)} = c,

then

lim⁡x→0f′(x)g′(x)=c. \lim _{x \rightarrow 0} \frac{f'(x)}{g'(x)} = c.
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Problem 1.4.15

Let ff be a real-valued differentiable function on (−1,1)(-1,1) such that f(x)/x2f(x)/x^{2} has a finite limit as x→0x \rightarrow 0. Does it follow that f′′(0)f''(0) exists? Give a proof or a counterexample.

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Problem 1.4.16

Let ff be an infinitely differentiable function from R\mathbb {R} to R\mathbb {R}. Suppose that, for some positive integer nn,

f(1)=f(0)=f′(0)=f′′(0)=⋯=f(n)(0)=0. f(1) = f(0) = f'(0) = f''(0) = \cdots = f^{(n)}(0) = 0.

Prove that f(n+1)(x)=0f^{(n+1)}(x) = 0 for some xx in (0,1)(0,1).

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Problem 1.4.17

Let ff be a positive function of class C2C^{2} on (0,∞)(0,\infty ) such that f′≤0f' \leq 0 and f′′f'' is bounded. Prove that lim⁡t→∞f′(t)=0\lim_{t \rightarrow \infty } f'(t) = 0.

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Problem 1.4.18

Let ff be a positive differentiable function on (0,∞)(0,\infty ). Prove that

lim⁡δ→0(f(x+δx)f(x))1/δ \lim _{\delta \rightarrow 0} \left(\frac{f(x+\delta x)}{f(x)}\right)^{1/\delta }

exists (finitely) and is nonzero for each xx.

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Problem 1.4.19

Suppose that f(x)f(x), −∞<x<∞-\infty < x < \infty, is a continuous real valued function, that f′(x)f'(x) exists for x≠0x \neq 0, and that lim⁡x→0f′(x)\lim_{x \rightarrow 0} f'(x) exists. Prove that f′(0)f'(0) exists.

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Problem 1.4.20

For each real value of the parameter tt, determine the number of real roots, counting multiplicities, of the cubic polynomial pt(x)=(1+t2)x3−3t3x+t4p_{t}(x) = (1+t^{2})x^{3}-3t^{3}x+t^{4}.

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Problem 1.4.21

Let the real valued function ff be defined in an open interval about the point aa on the real line and be differentiable at aa. Prove that if (xn)(x_{n}) is an increasing sequence and (yn)(y_{n}) is a decreasing sequence in the domain of ff, and both sequences converge to aa, then

lim⁡n→∞f(yn)−f(xn)yn−xn=f′(a). \lim _{n \rightarrow \infty } \frac{f(y_{n})-f(x_{n})}{y_{n}-x_{n}} = f'(a).
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Problem 1.4.22

Let ff be a continuous real valued function on [0,1][0,1] such that, for each x0∈[0,1)x_{0} \in [0,1),

lim sup⁡x→x0+f(x)−f(x0)x−x0≥0. \limsup _{x \rightarrow x_{0}^{+}} \frac{f(x)-f(x_{0})}{x-x_{0}} \geq 0.

Prove that ff is nondecreasing.

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Problem 1.4.23

Let II be an open interval in R\mathbb {R} containing zero. Assume that f′f' exists on a neighborhood of zero and f′′(0)f''(0) exists. Show that

f(x)=f(0)+f′(0)sin⁡x+12f′′(0)sin⁡2x+o(x2) f(x) = f(0)+f'(0)\sin x+\frac{1}{2}f''(0)\sin ^{2}x+o(x^{2})

(o(x2)o(x^{2}) denotes a quantity such that o(x2)x2→0\frac{o(x^{2})}{x^{2}} \rightarrow 0 as x→0x \rightarrow 0).

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Problem 1.4.24

Prove that the Taylor coefficients at the origin of the function

f(z)=zez−1 f(z) = \frac{z}{e^{z}-1}

are rational numbers.

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Problem 1.4.25

Give an example of a function f:R→Rf: \mathbb {R} \rightarrow \mathbb {R} having all three of the following properties:

  • f(x)=0f(x) = 0 for x<0x < 0 and x>2x > 2,

  • f′(1)=1f'(1) = 1,

  • ff has derivatives of all orders.

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Problem 1.4.26

Prove that if nn is a positive integer and α,ε\alpha , \varepsilon are real numbers with ε>0\varepsilon > 0, then there is a real function ff with derivatives of all orders such that

  1. ∣f(k)(x)∣≤ε\left|f^{(k)}(x)\right| \leq \varepsilon for k=0,1,…,n−1k = 0, 1, \ldots , n-1 and all x∈Rx \in \mathbb {R},

  2. f(k)(0)=0f^{(k)}(0) = 0 for k=0,1,…,n−1k = 0, 1, \ldots , n-1,

  3. f(n)(0)=αf^{(n)}(0) = \alpha.

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Problem 1.4.27

Let f:R→Rf: \mathbb {R} \rightarrow \mathbb {R} be continuously differentiable, periodic of period 1, and nonnegative. Show that

ddx(f(x)1+cf(x))→0(as c→∞) \frac{d}{dx}\left(\frac{f(x)}{1+cf(x)}\right) \rightarrow 0 \qquad (\text{as } c \rightarrow \infty )

uniformly in xx.

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Problem 1.4.28

Let I⊂RI \subset \mathbb {R} be the open interval from 0 to 1. Let f:I→Cf: I \rightarrow \mathbb {C} be C1C^{1} (i.e., the real and imaginary parts are continuously differentiable). Suppose that f(t)→0f(t) \rightarrow 0, f′(t)→C≠0f'(t) \rightarrow C \neq 0 as t→0+t \rightarrow 0+. Show that the function g(t)=∣f(t)∣g(t) = \left|f(t)\right| is C1C^{1} for sufficiently small t>0t > 0 and that lim⁡t→0+g′(t)\lim_{t \rightarrow 0+} g'(t) exists, and evaluate the limit.

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Problem 1.4.29

Let f:R→Rf: \mathbb {R} \rightarrow \mathbb {R} be a C∞C^{\infty } function. Assume that f(x)f(x) has a local minimum at x=0x = 0. Prove there is a disc centered on the yy axis which lies above the graph of ff and touches the graph at (0,f(0))(0, f(0)).

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