Mathematical Food for Thought

 
 
 
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    Serves a Daily Special and an All-You-Can-Eat Course in Problem Solving. Courtesy of me, Jeffrey Wang.
 
To Converge Or Not To Converge. Topic: Real Analysis/S&S. November 27th, 2006

Problem: (Stanford Math 51H, Cauchy Root Test) Suppose there exists a  \lambda \in (0,1) and an integer  N \ge 1 such that  |a_n|^{\frac{1}{n}} \le \lambda for all  n \ge N . Prove that  \displaystyle \sum_{n=1}^{\infty} a_n converges.

Solution: Well let’s just discard  \displaystyle \sum_{n=1}^{N-1} a_n because it is finite and obviously converges. It remains to show that  \displaystyle \sum_{n=N}^{\infty} a_n converges.

But then we have  |a_n|^{\frac{1}{n}} \le \lambda \Rightarrow |a_n| \le \lambda^n . So

 \displaystyle \sum_{n=N}^{\infty} a_n \le \sum_{n=N}^{\infty} |a_n| \le \sum_{n=N}^{\infty} \lambda^n .

The last summation, however, is a geometric series with common ratio  0 < \lambda < 1 , so it converges. Hence our sum does as well. QED.

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Comment: The root test is, in effect, a comparison to a geometric series. The hypothesis is that we can bound  |a_n| by a geometric series for all large  n , implying convergence.

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Practice Problem: (Stanford Math 51H) Discuss the convergence of

 \displaystyle \sum_{n=1}^{\infty} \frac{\sin{\frac{1}{n}}}{n} .

Limitten. Topic: Real Analysis. November 23rd, 2006

Definition: A sequence  \{a_n\} has limit  L , where  L is a given real number, if for each  \epsilon > 0 there is an integer  N \ge 1 such that

 |a_n-L| < \epsilon for all integers  n \ge N .

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Problem: (Stanford Math 51H) Prove that a sequence  \{a_n\} cannot have more than one limit.

Solution: This is logically true, as usual, but a rigorous argument is much more fun.

Suppose  \lim a_n = L_1 and  \lim a_n = L_2 . Letting  \epsilon = \frac{|L_1-L_2|}{2} , we know there exists  N_1, N_2 such that

 |a_n-L_1| < \epsilon for  n \ge N_1

 |a_n-L_2| < \epsilon for  n \ge N_2 .

So the above two inequalities are true for  n \ge \max(N_1, N_2) . Adding the two inequalities together, we get

 |a_n-L_1|+|a_n-L_2| < 2\epsilon = |L_1-L_2| .

However, by the triangle inequality we know  |a|+|b| \ge |a-b| (by setting  b = -b is the usual one), so

 |a_n-L_1|+|a_n-L_2| \ge |L_2-L_1| = |L_1-L_2| .

Then

 |L_1-L_2| < |L_1-L_2| ,

a contradiction. Hence  \{a_n\} can have at most one limit. QED.

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Comment: The real definition of the limit is almost always complete overlooked in a regular calculus course (i.e. Calc AB and BC). But it’s pretty much the foundation of all of calculus so it is really quite nice to know and work with.

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Practice Problem: (Stanford Math 51H, Sandwich Theorem) If  \{a_n\}, \{b_n\} are given convergent sequences with  \lim a_n = \lim b_n , and if  \{c_n\} is any sequence such that  a_n \le c_n \le b_n \forall n \ge 1 , prove that  \{c_n\} is convergent and  \lim c_n = \lim a_n = \lim b_n .

Root Beer. Topic: Real Analysis. November 22nd, 2006

Problem: (Stanford Math 51H) Prove that every positive real number has a positive square root (That is, for any  b > 0 , prove that there is a real number  \alpha such that  \alpha^2 = b ). [Usual properties of the integers are assumed.]

Solution: Consider the set  S = \{x \in \mathbb{R}: x > 0, x^2 < b\} . We can show that  S is non-empty by selecting an integer  n large enough such that  \frac{1}{n^2} < b . Since  b is a real and the integers are unbounded, there exists a positive integer  k such that  k^2 > b , thus  x^2 < k^2 \Rightarrow x < k so  S is bounded from above.

Now there must exist  \alpha such that  \sup S = \alpha . We claim that  \alpha^2 = b . Suppose the contrary; then either  \alpha^2 < b or  \alpha^2 > b .

CASE 1: If  \alpha^2 < b , then consider  \left(\alpha+\frac{1}{n}\right)^2 = \alpha^2+\frac{2\alpha}{n}+\frac{1}{n^2} . Choose  n large enough such that

 \alpha^2+\frac{2\alpha}{n}+\frac{1}{n^2} < b

which is definitely true for any  n > \frac{2\alpha+1}{b-\alpha^2} . But then  \alpha+\frac{1}{n} \in S and  \alpha+\frac{1}{n} > \alpha = \sup S , contradicting the fact that  \alpha is the supremum.

CASE 2: If  \alpha^2 > b , then consider  \left(\alpha-\frac{1}{n}\right)^2 = \alpha^2-\frac{2\alpha}{n}+\frac{1}{n^2} . Again, choose  n large enough such that

 \alpha^2-\frac{2\alpha}{n}+\frac{1}{n^2} > b

which we know is true for  n > \frac{2\alpha}{\alpha^2-b} (furthermore, we impose the restriction  \alpha > \frac{1}{n} so our resulting real is positive). Then  x \le \alpha-\frac{1}{n} for all  x \in S and  \alpha-\frac{1}{n} < \alpha = \sup S , contradicting the fact that  \alpha is the supremum.

Hence we know that  \alpha^2 = b , or that the square root of any positive real number exists and is a positive real number. QED.

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Comment: This is from the real analysis portion of a freshman honors calculus course, i.e. a rigorous treatment of the real numbers which is the basis for calculus like limits and stuff. Really understanding calculus involves really understanding how the real number system works.

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Practice Problem: (Stanford Math 51H) If  a, b \in \mathbb{R} with  a < b , prove:

(a) There is a rational  r \in (a,b) .
(b) There is an irrational  c \in (a,b) .
(c)  (a,b) contains infinitely many rationals and infinitely many irrationals.

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