Advanced Analysis and Optimization

Solutions to the suggested exercises

Updated November 30, 2022

Solution to Exercise 1 We check the three points of the definition.

1. Triangle inequality. If f , g P Cpr0, 1s, Rq then
ż1 ż1 ż1 ż1
| f pxq ` gpxq| dx ď | f pxq| ` |gpxq| dx “ | f pxq| dx ` |gpxq| dx
0 0 0 0
where we have used the triangle inequality in R and then the linearity of the integral.
2. Homogeneity. If f P Cpr0, 1s, Rq and a P R, using the homogeneity of the norm in Rd and the linearity
of the integral:
ż1 ż1 ż1
|a f pxq| dx “ |a|| f pxq| dx “ |a| | f pxq| dx.
0 0 0

3. Positivity. Clearly } f }1 is non-negative and } f }1 “ 0 if f is the zero function. On the other hand, if
} f }1 “ 0, it means that the (real-valued and continuous) function x ÞÑ | f pxq| is non-negative and has
integral zero. Thus it must be the zero function. Thus f pxq “ 0 for all x.

Solution to Exercise 2 We claim that the necessary and sufficient condition is “All the ai , for i “ 1, . . . , d, are
strictly positive number”.
This condition is necessary: consider ei “ p0, . . . , 0, 1, 0, . . . , 0q the vector whose all components are 0 but
the i-th one which is 1, we see that Npei q “ ai . If N is a norm, then Npei q ą 0 (as ei is not the zero vector), thus
“All the ai , for i “ 1, . . . , d, are strictly positive number” is a necessary condition for N to be a norm.
On the other hand, this condition is sufficient:
1. Triangle inequality. If x, y P Rd then
d
ÿ d
ÿ
Npx ` yq “ ai |xi ` yi | ď ai |xi | ` ai |yi | “ Npxq ` Npyq.
i “1 i “1

2. Homogeneity. If x P Rd and b P R then

d
ÿ d
ÿ d
ÿ
Npbxq “ ai |bxi | “ ai |b||xi | “ |b| ai |xi | “ |b|Npxq.
i “1 i “1 i “1

3. Positivity. Cleary Npxq ě 0. Moreover, if Npxq “ 0, as all the terms in the sum are non-negative (here
we use ai ą 0 for all i), then each term ai |xi | is equal to 0, thus (again because ai ą 0) we conclude that
xi “ 0 for all i.

Solution to Exercise 3 Fix x ě 0. Then in the expression f n pxq “ n{p1 ` np1 ` xqq, the numerator behaves
like n and the denominator like np1 ` xq, thus, as n Ñ `8,
1
lim f n pxq “ .
nÑ`8 1`x
We call f : x ÞÑ x{p1 ` xq the right hand side, it is the pointwise limit of f .
To check if the convergence is uniform, let us compute f n pxq ´ f pxq. We find
1
n 1 1 1 n¯
f n pxq ´ f pxq “ ´ “ 1
´ “ ´´ .
1 ` np1 ` xq 1 ` x `1`x 1`x 1
n n ` 1 ` x p1 ` xq

The denominator is increasing with x thus reaches its smallest value for x “ 0 where it is equal to 1 ` 1{n.
Thus
1
sup | f n pxq ´ f pxq| “ | f n p0q ´ f p0q| “ .
x ě0 n ` 1
The right hand side converges to 0 as n Ñ `8, which means the convergence is uniform.

Bocconi University – AAO Module 1 Page 1 of 4 Academic Year 2022/2023

Solution to Exercise 4 Let x ď y. We want to prove that f pxq ď f pyq. But we know that for all n, as the f n
are non-decreasing, f n pxq ď f n pyq. Sending n Ñ `8, by pointwise convergence, f pxq ď f pyq.
The result does not hold anymore if we assume the functions are stricly increasing. What fails in the proof
is that, by passing to the limit f n pxq ă f n pyq, we can a priori only deduce f pxq ď f pyq, and not the strict
inequality. To have a counterexample, we can consider for instant f n : x ÞÑ x{n. These are strictly increasing,
but converge pointwise to the zero function which is constant, thus not strictly increasing.

Solution to Exercise 5 Let pxn qnPN a Cauchy sequence. We use the definition. We choose ε “ 1. We can thus
invoke N P N such that, for any n, m ě N, there holds }xn ´ xm } ď 1. In particular, using m “ N we deduce
that for all n ě N,
}xn } ď }x N ´ xn } ` }x N } ď 1 ` }x N }.
On the other hand, the set containing the first N terms is bounded as it is finite set. Thus we conclude
sup }xn } ď max p}x1 }, }x2 }, . . . , }x N }, }x N } ` 1q
nPN

and the right hand side is finite as a maximum of a finite number of terms.

Solution to Exercise 6 We use the mean value theorem. For any a ă b, we have
cospaq ´ cospbq “ ´ sinpcqpb ´ aq, sinpaq ´ sinpbq “ cospdqpb ´ aq
for some numbers c, d P pa, bq. Using | sinpcq| ď 1 and | cospdq| ď 1, we indeed see that | cospaq ´ cospbq| ď
|a ´ b| and | sinpaq ´ sinpbq| ď |a ´ b|.
Then let us endow Rd with the norm N : px, yq ÞÑ maxp|x|, |y|q, and define T : R2 Ñ R2 by
ˆ ˙ ˆ1 ˙
x 5 p2 sinpxq ` cospyqq
T “ 1
y 5 pcospxq ` 3 sinpyqq
in such a way that the system of equation reads Tpx, yq “ px, yq. In other words, we are looking for a fix point
of T.
We claim, that, for the norm N, the function T is 4{5-contractive. Indeed, fix px, yq and px1 , y1 q two points
in R2 , we want to study

NpTpx, yq ´ Tpx1 , y1 qq “
ˆˇ ˇ ˇ ˇ˙
ˇ1 1 1 1 ˇ ˇ1
ˇ ˇ 1 1 1 ˇ
ˇ
max ˇ p2 sinpxq ` cospyqq ´ p2 sinpx q ` cospy qqˇ , ˇ pcospxq ` 3 sinpyqq ´ pcospx q ` 3 sinpy qqˇ
ˇ
5 5 5 5
For the first coordinate we find
ˇ ˇ
ˇ1
ˇ p2 sinpxq ` cospyqq ´ 1 p2 sinpx1 q ` cospy1 qqˇ ď 2 | sinpxq ´ sinpx1 q| ` 1 | cospyq ´ cospy1 q|
ˇ
ˇ5 5 ˇ 5 5
2 1
ď |x ´ x1 | ` |y ´ y1 |
5 5
2 1
ď Nppx, yq ´ px1 , y1 qq ` Nppx, yq ´ px1 , y1 qq
5 5
3 1 1
“ Nppx, yq ´ px , y qq.
5
By a similar computation, for the second coordinate we find
ˇ ˇ
ˇ1
ˇ pcospxq ` 3 sinpyqq ´ 1 pcospx1 q ` 3 sinpy1 qqˇ ď 1 Nppx, yq ´ px1 , y1 qq ` 3 Nppx, yq ´ px1 , y1 qq
ˇ
ˇ5 5 ˇ 5 5
4
“ Nppx, yq ´ px1 , y1 qq.
5
Thus we conclude
ˆ ˙
3 4 4
NpTpx, yq ´ Tpx1 , y1 qq ď max Nppx, yq ´ px1 , y1 qq, Nppx, yq ´ px1 , y1 qq ď Nppx, yq ´ px1 , y1 qq.
5 5 5
This exactly means that T is 4{5-contractive.
So to conclude we apply the fix point theorem, noting that pR2 , Nq is complete as it is finite dimensional.
The Picard fix point theorem gives us directly existence and uniqueness of the solution.

Bocconi University – AAO Module 1 Page 2 of 4 Academic Year 2022/2023

Solution to Exercise 7 Here the function f : R2 Ñ R is

sinptxq a
f pt, xq “ ` |t ´ 1{2|.
t2
So it is defined and continuous everywhere on tpt, xq P R2 : t ‰ 0u. On the other hand,

Bf cosptxq
pt, xq “ ,
Bx t
which is continuous over tpt, xq P R2 : t ‰ 0u. The open set U is U “ tpt, xq P R2 : t ‰ 0u and it does contain
the point p1, 1q, so the function fits in the assumption of the theorem.
Bf
Remark. Even if B t does not exist for t “ 1{2, it does not interfere with the assumptions of the theorem.
Remark. Even if U “ tpt, xq P R2 : t ‰ 0u, the theorem only yields the exists of η ą 0 such that the solution
exists on p1 ´ η, 1 ` ηq. It does not guarantee a priori that the solution will be defined up to t “ 0.

Solution to Exercise 8 Let p f n qnPN a sequence in CpI, Bq which converges uniformly to a function f P
CpI, Rd q. We want to prove that f P CpI, Bq.
So fix t P I. As p f n qnPN converge uniformly to f , it converges also pointwise, that is, f n ptq converges to f ptq
as n Ñ `8. As B is closed and f n ptq P B for all n, we deduce f ptq P B. As t P I is arbitrary, we can conclude
f P CpI, Bq.

Solution to Exercise 9 For all t ě 0, we can write

żt żt
xptq “ xp0q ` x1 psq ds “ xp0q ` f pxpsqq ds.
0 0

In particular, using the triangle inequality, and the assumption on f ,

żt żt
|xptq| ď |xp0q| ` | f pxpsqq| ds ď |xp0q| ` |xpsq| ds.
0 0

We apply Gronwall’s lemma to the function t ÞÑ |xptq| which is continuous, and it directly gives |xptq| ď
|xp0q| expptq.

Solution to Exercise 10 Let us define yptq “ xp´tq and zptq “ ´xp´tq, so that y1 ptq “ ´x1 p´tq and z1 ptq “
x1 p´tq. We can see thus that
y1 “ ´y2 ` y6 ` 1, z1 “ z2 ´ z6 ´ 1.
So only z satisfies the same ODE as x, and moreover zp0q “ yp0q “ xp0q “ 0. By the uniqueness theorem for
ODEs, we deduce z “ x, that is, the function x is odd.

Solution to Exercise 11 This is a separable equation, applying the general method and we find

xptq “ p1 ` p1 ´ aqtq1{p1´aq ,

actually this formula is valid if a ‰ 1. In the case a “ 1 we find a Malthus equation whose solution is
xptq “ expptq and which is defined for all time. Thus if a ă 1 the solution is defined for any t ě 0. On the
other hand, if a ą 1 then the denominator vanishes at the blowup time β˚ “ 1{pa ´ 1q.
If a ď 1 then
| f pxq| “ |x|a ď maxp1, |x|a q ď maxp1, |x|q ď 1 ` |x|,
so Proposition 4.4 directly guarantees that β˚ “ `8. On the other hand, Proposition 4.4 does not say anything
when a ą 1.

Solution to Exercise 12 We directly apply Proposition 4.4 with f pxq “ x sin2 pxq as | f pxq| ď |x| for any x P R,
and f is of class C1 on R.

Bocconi University – AAO Module 1 Page 3 of 4 Academic Year 2022/2023

Solution to Exercise 13 Note that xptq “ 0 and xptq “ 1 for t ě 0 are two stationary solutions.
Thus, if b P p0, 1q, as solutions do not cross, xptq P p0, 1q for all t in the maximal interval of existence. By
the contraposition of Corollary 4.3, the solution is defined on R.
On the other hand, if b ą 1, then as solutions do not cross we know that xptq ě 1 for all t in the maximal
interval of existence. In particular x1 ptq “ xptq2 ´ xptq6 ď 0, that is, the function is decreasing. Thus xptq ď
xp0q “ b for all t ě 0 in the maximal interval of existence: the solution stays bounded. By the contraposition
of Corollary 4.3, the solution is at least defined on r0, `8q.

Bocconi University – AAO Module 1 Page 4 of 4 Academic Year 2022/2023