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.
 
Exponents Away. Topic: Algebra/Calculus. Level: AIME/Olympiad. November 30th, 2006

Problem: (Problem-Solving Through Problems – 6.5.12) Suppose  n is a nonnegative integer and

 f_n(x) = c_0e^{r_0x}+c_1e^{r_1x}+\cdots+c_ne^{r_nx} ,

where  c_i and  r_i are real numbers. Prove that if  f has more than  n zeros in  \mathbb{R} , then  f(x) \equiv 0 .

Solution: First, we add the claim that  f_n(x) = 1 can occur for at most  n+1 distinct  x .

We proceed by induction. For  n = 0 , we have  f_0(x) = c_0e^{r_0x} which we know is not zero unless  c_0 = 0 , so if it has a root it must be identically  0 . It also takes the value  1 at most once because it is monotonic. Now suppose both hypotheses are true for some nonnegative integer  k . We want to show that

 f_{k+1}(x) = c_0e^{r_0x}+c_1e^{r_1x}+\cdots+c_ke^{r_kx}+c_{k+1}e^{r_{k+1}x}

has at most  k+1 zeros (except when  c_i = 0 for all  i ) and takes the value  1 at most  k+2 times. If  c_{k+1} = 0 , we apply the inductive hypothesis and it is trivially true, so assume  c_{k+1} \neq 0 . From  f_{k+1}(x) = 0 , we get

 c_0e^{r_0x}+c_1e^{r_1x}+\cdots+c_ke^{r_kx} = -c_{k+1}e^{r_{k+1}x} .

Letting  b_i = -\frac{c_i}{c_{k+1}} and  q_i = r_i-r_{k+1} for  i = 0, 1, \ldots, k , we obtain

 b_0e^{r_0x}+b_1e^{r_1x}+\cdots+b_ke^{r_kx} = 1 .

By our inductive hypothesis, we know this occurs at most  k+1 times, proving that  f_{k+1} has at most  k+1 zeros or is identically  0 .

Now we want to show that  f_{k+1}(x) = 1 at most  k+2 times. Suppose  f_{k+1}(x) = 1 for  x_1 < x_2 < \ldots < x_m for  m > k+2 . Then, by Rolle’s Theorem, we have

 f_{k+1}^{\prime}(x) = c_0r_0e^{r_0x}+c_1r_1e^{r_1x}+\cdots+c_kr_ke^{r_kx}+c_{k+1}r_{k+1}e^{r_{k+1}x} = 0

between each consecutive pair of  x_i ’s, giving us  m-1 > k+1 pairs. But by what we just proved for  f_{k+1} having at most  k+1 zeros, we know  f_{k+1}^{\prime}(x) = 0 at most  k+1 times, since  f_{k+1}^{\prime} is in the same family of functions. Hence  f_{k+1}(x) = 1 for at most  k+2 distinct  x , completing the induction.

Therefore, we conclude that  f_n(x) has at most  n zeros or is identically  0 .

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Comment: A pretty tough problem, took a couple of looks at smaller cases to determine the method with which to solve it. The key is looking for the inductive step, somehow reducing the  k+1 case to the  k case. Adding in the extra condition might not have been necessary but it made it easier to move from case to case. Here’s a “flow chart” of what proves what.

 f_k(x) = 0 for at most  k values or is identically  0 –>  f_k(x) = 1 for at most  k+1 values –>  f_{k+1}(x) = 0 for at most  k+1 values or is identically  0 –>  f_{k+1}(x) = 1 for at most  k+2 values.

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Practice Problem: Show that  x^3-3x+b cannot have more than one zero in  [-1,1] , regardless of the value of  b .

Balance Those p’s. Topic: Algebra/Polynomials/S&S. Level: Olympiad. November 29th, 2006

Problem: (Stanford Putnam Practice) A finite sequence  a_1, a_2, \ldots, a_n is called  p -balanced if any sum of the form  a_k+a_{k+p}+a_{k+2p}+\cdots is the same for  k = 1, 2, \ldots, p . Prove that if a sequence with  50 members is  p -balanced for  p = 3, 5, 7, 11, 13, 17 , then all its members are equal to zero.

Solution: Let  P(x) = a_{50}x^{49}+a_{49}x^{48}+\cdots+a_2x+a_1 . Recall the strategy of isolating certain terms in a polynomial. Denoting  \omega_p by the  p th root of unity, we have

 \displaystyle a_1+a_{1+p}+a_{1+2p}+\cdots = \frac{1}{p} \sum_{i=0}^{p-1} P(\omega_p^i)

because all of the terms will cancel out by the identity  1+\omega_p+\omega_p^2+\cdots+\omega_p^{p-1} = 0 except for the terms in which the power of the exponent is divisible by  p , in which case  \omega_p^p = 1 . Similarly, using the polynomials  xP(x), x^2P(x), \ldots, x^{p-1}P(x) we obtain

 \displaystyle a_k+a_{k+p}+a_{k+2p}+\cdots = \frac{1}{p} \sum_{i=0}^{p-1} \omega_p^{i(p+1-k)}P(\omega_p^i)

from  x^{p+1-k}P(x) and  k = 2, 3, \ldots, p . Hence we have a system of  p equations in the variables

 P(1), P(\omega_p), \ldots, P(\omega_p^{p-1}) .

But if we have a system of  p equations for  p = 3, 5, 7, 11, 13, 17 , we have a total of  3+5+7+11+13+17 = 56 equations. Since the only repeated value in the polynomial was  1 and it showed up  6 times, once for each prime, there are  56-5 = 51 distinct points on the polynomial that we now know. However, since a polynomial of degree  49 is defined by at most  50 points, it must be the zero polynomial, which means  a_1 = a_2 = \cdots = a_{50} = 0 , as desired. QED.

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Comment: This is an example of generating functions showing up when you least expect it, well not exactly, but it was cool anyway. The proof above is not completely rigorous because we would need to show that a polynomial of degree  49 actually cannot pass through all  51 of the points, but it’s almost there.

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Practice Problem: Let  p(n, k) denote the number of ways you can partition  n into  k parts. Show that

 \displaystyle \sum_{k=1}^n p(n, k) = p(2n, n) .

Also show that the number of ways  n can be partitioned into unequal parts is equal to the number of ways  n can be partitioned into odd parts.

Divides Both! Topic: NT/S&S. Level: AIME. November 28th, 2006

Problem: (Stanford Putnam Practice) Let  a_0 = 1 and  a_{n+1} = a_n^2+1 for  n \ge 0 . Find  \gcd(a_{2004},a_{999}) .

Solution: Re-label starting with  a_0 = 0 ,  a_1 = 1 instead. We will prove a much stronger statement, that,  \gcd(a_m, a_k) = a_{gcd(m,k)} for  m, k \neq 0 .

First, we will show a lemma that if  q | a_r for positive integers  r, q then  a_{r+s} \equiv a_s \pmod{q} for  s \ge 0 . This is trivial by induction, since  a_r \equiv a_0 \pmod{q} ,  a_{r+s+1} \equiv a_{r+s}^2+1 \pmod{q} , and  a_{s+1} \equiv a_s^2+1 \pmod{q} .

We will prove the final result by induction as well, on  \max(m,k) . When this is  1 , we clearly have  (a_1, a_1) = 1 = a_{\gcd(1,1)} .

Assume the property is true for  \max(m,k) \le p . Now suppose  \beta divides  \gcd(a_m,a_{p+1}) with  m < p+1 . We must have  a_m \equiv a_{p+1} \equiv 0 \pmod{\beta} . But then by the lemma above we have  \beta | a_m \Rightarrow a_{p+1} \equiv a_{p+1-m} \equiv 0 \pmod{\beta} . So then

 \gcd(a_m,a_{p+1}) = \gcd(a_m,a_{p+1-m})

with  p+1-m \le p . But by our inductive hypothesis, we know that

 \gcd(a_m,a_{p+1-m}) = a_{\gcd(m,p+1-m)} = a_{\gcd(m,p+1)} = \gcd(a_m,a_{p+1}) , as desired. Shifting the indices in the problem statement, we have

 \gcd(a_{2005}, a_{1000}) = a_{\gcd(2005,1000)} = a_5 = 677 . QED.

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Comment: Pretty classic as far as GCD of terms in a sequence go. It follows a similar property that the Fibonnacci sequence also has. Instead of using induction on the last step, another option was to invoke Euclid’s Algorithm to arrive at  \gcd(m,p+1) but that didn’t seem quite as fulfilling.

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Practice Problem: (Stanford Putnam Practice) Define a sequence  \{a_i\} by  a_1 = 3 and  a_{i+1} = 3^{a_i} for  i \ge 1 . Which integers between  00 and  99 occur as the last two digits of infinitely many  a_i ?

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} .

Stirling Silver. Topic: Calculus. November 25th, 2006

Problem: Evaluate  \displaystyle \lim_{n \rightarrow \infty} \frac{k^n \cdot n!}{n^n} where  k is an arbitrary positive real number.

Solution: Well in its current form the limit does not look very fun, so let’s take the natural log of it.

 \displaystyle \ln{L_k} = \lim_{n \rightarrow \infty} \left(n \ln{k}+\sum_{i=1}^n \ln{i}-n\ln{n}\right)

where  L_k is the limit in question. Let’s bound the summation term on the RHS using integrals. We see that

 \displaystyle \int_1^n \ln{x} dx \le \sum_{i=1}^n \ln{i} \le \int_1^n \ln{x}dx + \ln{n}

 \displaystyle n\ln{n}-n \le  \sum_{i=1}^n \ln{i} \le n\ln{n}-n+\ln{n}

because  \displaystyle \int \ln{x} dx = x\ln{x}-x . Plugging this back into the equation, we get

 \displaystyle \lim_{n \rightarrow \infty} n(\ln{k}-1) \le \ln{L_k} \le \lim_{n \rightarrow \infty} n(\ln{k}-1)+\ln{n} .

For  k < e , the coefficient of the  n term is negative and it dominates the  \ln{n} term, so as  n \rightarrow \infty both the upper and lower bounds approach  - \infty , hence  \ln{L_k} \rightarrow -\infty \Rightarrow L_k \rightarrow 0 .

For  k > e , the coefficient on the  n term is positive, so both the upper and lower bounds approach  \infty so  \ln{L_k} \rightarrow \infty \Rightarrow L_k \rightarrow \infty .

Now for the trickier case  k = e . Consider a midpoint approximation of the area under the curve  \ln{x} from  \frac{1}{2} to  n+\frac{1}{2} . Since  \ln{x} is concave, the midpoint approximation will be larger than the integral (draw a picture to see this). So

 \displaystyle \int_{\frac{1}{2}}^{n+\frac{1}{2}} \ln{x}dx \le \sum_{i=1}^n \ln{i} .

But the LHS turns out to be

 \left(n+\frac{1}{2}\right)\ln{\left(n+\frac{1}{2}\right)}-\left(n+\frac{1}{2}\right)-\frac{1}{2}\ln{\frac{1}{2}}+\frac{1}{2}

which we can bound below by

 n\ln{n}+\frac{1}{2}\ln{n}-n+C

for some arbitrary constant  C . Then

 \displaystyle \sum_{i=1}^n \ln{i} \ge n\ln{n}+\frac{1}{2}\ln{n}-n+C .

Plugging back into our original expression for  \ln{L_k} , we obtain

 \ln{L_e} \ge \lim_{n\rightarrow \infty} (n+n\ln{n}+\frac{1}{2}\ln{n}-n+C-n\ln{n}) = \lim_{n\rightarrow \infty} (\frac{1}{2}\ln{n}+C) = \infty

so  L_e \rightarrow \infty as well. Hence if  k < e , the limit converges to zero and if  k \ge e the limit diverges to  \infty . QED.

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Comment: This limit it very interesting because it gives us an idea about Stirling’s approximation. In fact, from the last inequality, we see that  L_e \sim \sqrt{n} and we have

 n! \sim \left(\frac{n}{e}\right)^n \cdot \sqrt{n} .

A very good approximation is

 n! \approx \sqrt{\pi \cdot \left(2n+\frac{1}{3}\right)} \cdot \left(\frac{n}{e}\right)^n .

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