4.2 HW 1

  4.2.1 Section 1.1, Problem 10
  4.2.2 Section 1.1, Problem 16
  4.2.3 Section 1.1, Problem 24
  4.2.4 Section 1.1, Problem 32
  4.2.5 Section 1.2, problem 6(b,e)
  4.2.6 Section 1.2, problem 7(b,c)
  4.2.7 Section 1.2, problem 10
  4.2.8 Section 1.2, problem 28
  4.2.9 Section 1.2, problem 40
  4.2.10 Section 1.3, problem 9
  4.2.11 Section 1.3, Problem 11
  4.2.12 Section 1.3, Problem 12
  4.2.13 Section 1.3 problem 25

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4.2.1 Section 1.1, Problem 10

Problem: Prove or disprove this assertion: if f is differentiable at x, then for any α1

f(x)=limh0f(x+h)f(x+αh)hαh

Solution:

Since f(x) exists, then expanding f(x+h) and f(x+αh) in Taylor series results in

f(x+h)=f(x)+f(x)h+(Higher Order Terms involving hm where m2)f(x+αh)=f(x)+(αh)f(x)+(Higher Order Terms involving (αh)m where m2)

From first equation above we write

(1)f(x)=f(x+h)hf(x)(Higher Order Terms involving hmwhere m2)

And from the second equation we write

(2)f(x)=f(x+αh)(αh)f(x)(Higher Order Terms involving (αh)m where m2)

equating equations (1)-(2)=0 we obtain

[f(x+h)hf(x)O( hm)][f(x+αh)(αh)f(x)O (αh)m]=0f(x)[αhh]+f(x+h)f(x+αh)O (hm)+O(αh)m=0

Keep f(x) on one side, and move everything to the other side results in

f(x)=f(x+αh)f(x+h)(αhh)+(O (hm)O(αh)m)(αhh)

As h goes to zero the above reduces to

f(x)=limh0f(x+αh)f(x+h)(αhh)

rearrange the sign results in

f(x)=limh0f(x+h)f(x+αh)(hαh)

4.2.2 Section 1.1, Problem 16

Problem: If the series for lnx is truncated after the term involving (x1)1000 and is then used to compute ln2, what bound on the error can be give?

Answer:

Assume lnx has a power series expansion around x0, we write, from definition of power series

(1)ln(x)=a0+a1(xx0)+a2(xx0)2+a3(xx0)3++an(xx0)n+

When x0=1 we get

(2)ln(x)=a0+a1(x1)+a2(x1)2+a3(x1)3++an(x1)n+

At x=1 we obtain a0=0 since ln(1)=0

Differentiate (2)

(3)1x=a1+2a2(x1)+3a3(x1)2++nan(x1)n1+

At x=1 we obtain a1=1

Differentiate (3)

(4)1x2=2a2+(3×2)a3(x1)++n(n1)an(x1)n2+

At x=1 we obtain 1=2a2a2=12

Differentiate (4)

(5)2x3=(3×2)a3++n(n1)(n2)an(x1)n3+

at x=1 we obtain a3=13

continue as above, we obtain the power series for ln(x) as

ln(x)=(x1)12(x1)2+13(x1)314(x1)4++(1)n+1n(x1)n+

Notice that for the above to converge, we need to have (x1)1, or x2

Now if the series is truncated after (x1)1000, hence n=1000, and the maximum error will be the (n+1) term.

Hence E|(1)10021001(x1)1001|(x1)10011001

which for x=2

E(21)10011001110019.99×104

4.2.3 Section 1.1, Problem 24

Problem: For small values of x, how good is the approximation for cosx112x2? for what range of values will this approximation give correct results rounded to 3 decimal places?

Answer:

Expand cos(x) in power series, we write

cos(x)=a0+a1(xx0)+a2(xx0)2+a3(xx0)3++an(xx0)n+

expand at x0=0

cos(x)=a0+a1x+a2x2+a3x3++anxn+

At x=0a0=1, Differentiate the above

sin(x)=a1+2a2x+3a3x2++nanxn1+

at x=0a1=0, Differentiate the above

cos(x)=2a2+(3×2)a3x++n(n1)anxn2+

at x=0a2=12, continue as above, we obtain the series for cos(x) as

cos(x)=112x2+14!x4+(1)n+1n!xn+

Hence if we truncate the series at cos(x)112x2, then the maximum error will be bounded by E14!x4

Since we want the error to be correct to 3 decimal places, then we write

E<0.001

Hence x4<4!(0.001)<0.024

Hence x<(0.024)14=0.39360

So for x<0.39360 radians (about 22.5520), the approximation cos(x)112x2 give correct results to 3 decimal places.

A small code to verify:

pict
Figure 4.1:code

4.2.4 Section 1.1, Problem 32

Problem: First develop the function x in a series of powers of (x1) and then use it to approximate 0.99999 99995 to 10 decimal places.

Solution:

x=a0+a1(xx0)+a2(xx0)2+a3(xx0)3++an(xx0)n+

Expand at x0=1

x=a0+a1(x1)+a2(x1)2+a3(x1)3++an(x1)n+

at x=1a0=1, differentiating the above we obtain

12x=a1+2a2(x1)+3a3(x1)2++nan(x1)n1+

at x=1a1=12, differentiate the above we obtain

14(x)3/2=2a2+(3×2)a3(x1)++n(n1)an(x1)n2+

at x=1a2=14×2=18, differentiate the above we obtain

38(x)5/2=(3×2)a3++n(n1)(n2)an(x1)n3+

at x=1a3=38(3×2)=116 differentiating the above gives

1516(x)7/2=(4×3×2)a4++n(n1)(n2)(n3)an(x1)n4+

at x=1a4=1516(4×3×2)=5128

Hence the series is

x=1+12(x1)18(x1)2+116(x1)35128(x1)4+

Note: For convergence we require |x|1

We want accuracy to 10 decimal places. Since

0.99999 99995=0.9999 999974

Then the series, using 2 terms gives

0.99999 99995(1+12(x1))x=0.9999999995=1+12(0.99999999951)=0.9999 999975

hence 2 terms are only needed. hence n=1

4.2.5 Section 1.2, problem 6(b,e)

Problem: For the pair (xn,αn), is it true that xn=O(αn) as n?

b) xn=5n2+9n3+1,αn=1

e) xn=n+3,αn=1n

Solution:

b) Assume that 5n2+9n3+1C(αn) hence 5n2+9n3+1C, but since n>1 and keeps increasing, then no matter how large a C we select, 5n2+9n3 will eventually become larger than any constant C we choose when n>N  for sufficiently large N.

Hence there is no such C, hence the answer is NOT TRUE.

e) we see that limnxn=, however limn1n=0, hence it is not possible to find C s.t. n+3C1n for any N. Hence the answer is NOT TRUE.

4.2.6 Section 1.2, problem 7(b,c)

Problem: Choose the correct assertion (in each, n)

b) n+1n=o(1)

c)1lnn=O(1n)

Solution:

b) xn=n+1n,αn=1.

limn(xnαn)=limn(n+1n)=limn(n+1n)=limn(nn)+limn(1n)=limn(n)+00

Since the limit as n is not zero, hence the assertion is FALSE

c)xn=1lnn,αn=1n. Since lnn grows less rapidly than n then 1lnngrows more rapidly than 1n, Hence it is not possible to find some constant C s.t. 1lnnC1n , hence assertion is FALSE

4.2.7 Section 1.2, problem 10

Problem: Show that these assertions are not true:

a) ex1=O(x2) as x0

b) x2=O(cotx) as x0

c) cotx=o(x1) as x0

Answer:

a) We need to xn=ex1=(1+x+x22!+x33!+)1=x+x22!+x33!+

and αn=x2

As x0 the term x will become larger than x2, hence near x=0, xn>αn since near x=0 x+x22!+x33!+>x2

Therefore it is not possible to find a constant C such that xnCαn near x=0 since for any constant C we select, no matter how small, we can find x closer to zero such that xn>Cαn, Hence assertion is not true.

b) The power series for cot(x) is (Using CAS:).

pict
Figure 4.2:code

Here we have xn=x2 and αn=1xx3x345

As x0,  then αn1x

But 1x will grow less rapidly than 1x2would as x0, hence it is not possible to find a constant C such that xnCαn near x=0 since for any constant C we select, no matter how small, can find x closer to zero such that xn>Cαn, Hence assertion is not true.

c) xn=cot(x)=1xx3x345,αn=1x, hence

limx0xnαn=limx01xx3x3451x=limx01x(1x23x445)1x=limx0(1x23x445)=1

Since the limit does not go to zero, hence the assertion is not true.

4.2.8 Section 1.2, problem 28

Problem: Prove that xn=x+o(1) iff limnxn=x

Solution:

Let Xn=xnx,αn=1

Forward direction proof:

limnXn=limn(xnx)=(limnxn)(limnx)=(limnxn)x

If limnxn=x, then the above become xx=0

Hence limnXnαn=01=0, hence Xn=o(1) or xnx=o(1) or xn=x+o(1)

Now proof in the reverse direction. Assume that limnxnx, we need to show that this implies xnx+o(1)

If limnxnx, then we can say that limnxn=β, where βx, hence limnXn=βx

Hence limnXnαn=limnβxαn=βx1=βx

But since βx, then this limit does not go to zero. Hence xnx+o(1). This complete the proof.

4.2.9 Section 1.2, problem 40

Problem: Prove: If αn0, xn=O(αn), and yn=O(αn) then xnyn=o(αn)

Answer: Since xn=O(αn) then xnC1(αn), and since yn=O(αn) then ynC2(αn), where C1,C2 are positive constants.

Hence xnynC1C2(αn)C(αn)

Where C=C1C2

But xnynC(αn) means that xnyn is bounded above by αn.

But we are told next that limnαn=0, hence this means that the sequence xnyn will reach zero before the sequence αn. But this is the same as saying that xnyn=o(αn)

4.2.10 Section 1.3, problem 9

Problem: Prove that if L1 and L2 are linear combinations of powers of E and if L1x=0, then L1L2x=0

Answer: Let L1=a1En1+a2En2+ and L2=b1Em1+b2Em2+

Then L1L2x=(a1En1+a2En2+)(b1Em1+b2Em2+)x=(a1En1+a2En2+)(b1Em1x+b2Em2x+)=(a1En1(b1Em1x)+a2En2(b1Em1x)+)+(a1En1(b2Em2x)+a2En2(b2Em2x)+)+=(b1a1En1(Em1x)+b1a2En2(Em1x)+)+(b2a1En1(Em2x)+b2a2En2(Em2x)+)+=(b1a1Em1(En1x)+b1a2Em1(En2x)+)+(b2a1Em2(En1x)+b2a2Em2(En2x)+)+=(b1Em1+b2Em2+)(a1En1x+a2En2x+)=L2L1x=L2(0)=0

4.2.11 Section 1.3, Problem 11

Problem: Give bases consisting of real sequences for each solution space.

a) (4E03E2+E3)x=0

b) (3E02E+E2)x=0

c) (2E69E5+12E44E3)x=0

d) (πE22E+E0log2)x=0

Solution:

a) Characteristic equation is λ33λ2+4=0, or (λ+1)(λ2)2=0, hence the roots are λ=1, and λ=2 or multiplicity 2.

i.e. λ1=1,λ2=2,λ3=2

Hence first solution x1(n) associated with λ1=1 is x1(n)=λ1n=1n

the second solution x2(n) associated with λ2=2 is x2(n)=λ2n=2n

the third solution x3(n) associated with λ3=2 is x3(n)=dx2(n)dλ=nλ2n1=n2n1

Hence now we can write some terms of the above 3 basis solutions are follows

x1(n)=[λ11,λ12,λ13,]=[1,12,13,]=[1,1,1,1,]x2(n)=[λ21,λ22,λ23,]=[21,22,23,]=[2,4,8,16,32,]x3(n)=[λ20,2λ21,3λ22,4λ23,]=[(20),2(21),3(22),4(23),5(24),]=[1,4,12,32,80,]

Hence the basis are

[1,1,1,1,][2,4,8,16,32,][1,4,12,32,80,]

b)(3E02E+E2)x=0

Characteristic equation is λ22λ+3=0, The roots are λ1=1+2iλ2=12i

Hence first solution x1(n) associated with λ1=1+2i is x1(n)=λ1n=(1+2i)n

the second solution x2(n)associated with λ2=12i is x2(n)=λ2n=(12i)n

Hence x1(n)=λ1n=[(1+2i)1,(1+2i)2,(1+2i)3,]=[(1+2i),(1+2i2),(5+i2),(74i2),]x2(n)=[(12i)1,(12i)2,(12i)3,]=[(12i),(12i2),(5i2),(7+4i2)]

Notice that the 2 basis are conjugate to each others in each term in the sequence.

c)(2E69E5+12E44E3)x=0

Characteristic equation is 2λ69λ5+12λ44λ3=0

Factoring we obtain λ3(2λ1)(λ2)2=0 hence the solutions are

λ=0 with multiplicity 3, λ=12,λ=2 with multiplicity 2.

Hence Solutions associated with λ=0 are

x1(n)=λn,x2(n)=nλn1,x3(n)=n(n1)λn2

Hence x1(n)=[0,0,0,], and x2 and x3 are also the null sequence.

Solution associated with λ=12 is x4(n)=λn=(12)n=[12,14,18,116,]

Solutions associated with λ=2 are x5(n)=λn=2n=[2,4,8,16,]

and x6(n)=dx5dλ=nλn1=n2n1=[1,2(2),3(22),4(23),]=[1,4,12,32,]

Hence the basis are

[0,0,0,][12,14,18,116,][2,4,8,16,][1,4,12,32,]

d)(πE22E+E0log2)x

Characteristic equation is πλ22λ+log2=0λ22πλ+log2π=0λ20.45016 λ+0.22064=0

λ=b±b24ac2a=0.45016±0.4501624×0.220642=0.45016±0.679922=0.45016±i0.824572

Hence λ1=0.225079+i0.41228 and λ2=0.225079i0.41228

Hence x1=λ1n=(0.225079+i0.41228)n

and x2=λ2n=(0.225079i0.41228)n

4.2.12 Section 1.3, Problem 12

Problem: Prove that if P is a polynomial with real coefficients and if z[z1,z2,z3,] is a complex solution of p(E)z=0, then the conjugate of z, the real part of z and the imaginary part of z are also solutions.

Solution:

P(E)z=0

Take conjugate of both sides

P(E) z=0P(E) z=0

But P(E)=a0E0+a1E1+a2E2+

and all the as are real, hence P(E)=P(E), then (1)P(E)z¯=0

Now take the real part of P(E)z=0 we get

Re(P(E)z)=Re(0)Re(P(E))Re(z)=0

But Re(P(E))=P(E)

Hence (2)P(E)Re(z)=0

For the last part, let z=Re(z)+i Im(z)

Then P(E)z=0 can be written as

P(E){Re(z)+i Im(z)}=0P(E)Re(z)+i P(E)Im(z)=0

But from (2) we see that P(E)Re(z)=0, hence the above becomes

i P(E)Im(z)=0

Hence

P(E)Im(z)=0

4.2.13 Section 1.3 problem 25

Problem: Determine if the difference equation xn=xn1+xn2

Solution: Using the shift operator, we write E2xn2=Exn1+E0xn2

Hence

E2xn2Exn2E0xn2=0(E2E1)xn2=0

Hence the roots of the characteristic polynomial p(E)x=0 are λ2λ1=0  or λ=b±b24ac2a, hence λ=1±1+42=1±52

Hence |λ1|=|1+52|= 1.618 and |λ2|=|152| =0.61803

Since λ11, then NOT STABLE difference equation.