Analysis MAA105 – Bachelor – Year 1 Course webpage: nsup.org/˜bettinel/ens/bachelor/maa105.

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MAA105 – Analysis

Final exam

3h
No documents allowed.

General advices:

• Have a quick overlook of the whole exam.

• Highlight your results!

• Solve the exercises in the order you like (but, even if it is not mandatory, it is usually better for the corrector if you
organize them in increasing order on your final paper).

• Do not hesitate to pass a question and come back to it later if you don’t like it or feel stuck on it (leave a sufficiently
large blank on your paper).

• Starred questions are supposedly trickier.

• Do not spend too much time on bonus questions.

• If you have worked seriously during the semester, relax, everything will be fine.

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Analysis MAA105 – Bachelor – Year 1 Course webpage: nsup.org/˜bettinel/ens/bachelor/maa105.html

Z ∞
cos(2t)
Exercise 1. We consider the improper integral √ dt.
0 t
cos(2t)
(1) (1a) Show that t 7→ √ is integrable at 0.
t
cos(2t)
(1b) Show that t 7→ √ is integrable at +∞.
t
Z∞
cos(2t)
(1c) Show that √ dt converges.
0 t

Z x
| cos(2t)|
(2) Show that x 7→ √ dt is increasing.
0 t
1
(3) Find α, β ∈ [0, π] such that α < β and, for all t ∈ [α, β], we have | cos(2t)| ≥ .
2
Z∞
cos(2t)
(4) Show that √ dt is not absolutely convergent.
0 t

Solution to Exercise 1.
cos(2t) 1
(1) (1a) Near 0, √ ∼ √ , which is integrable.
t t
1
(1b) We use Abel’s criterion: t 7→ √ decreases to 0 and the primitives of t 7→ cos(2t) are bounded.
t
(1c) The integrand is integrable at 0 and +∞ by the previous questions, so that the integral converges.

Z y Zy Z x
| cos(2t)|
| cos(2t)| | cos(2t)|
(2) Let 0 ≤ x < y. By Chasles’s identity, √ √dt = dt − √ dt. By continuity,
0 0 t t x t
| cos(2t)|
there exists δ > 0, z ∈ (x, y) and ε > 0 such that x < z−ε < z+ε < y and √ ≥ δ for all t ∈ [z−ε < z+ε].
Zy t
| cos(2t)|
As a result, √ dt ≥ 2δε > 0.
x t
We did the latter step to get the desired strict inequality as the integrand may cancel on [x, y].
π
(3) The variations of cos show that we can take α = 0 and β = .
6
(4) We proceed as in Example 1.113 in the notes. For N ∈ N,

Z πN N Z kπ N Z (k−1)π+β N X β−α
| cos(2t)| X | cos(2t)| X | cos(2t)|
√ dt = √ dt ≥ √ dt ≥ √ → +∞
0 t k=1 (k−1)π t k=1 (k−1)π+α t k=1 2 πk

as N → ∞.

Exercise 2.
Z x
(1) For x ∈ [1, ∞), compute ln(t) dt.
1

(n + 1) ln(n + 1)
(2) Compute lim .
n→∞ n ln(n)

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Analysis MAA105 – Bachelor – Year 1 Course webpage: nsup.org/˜bettinel/ens/bachelor/maa105.html

(3) Show that ln(n!) ∼ n ln(n) as n → ∞.

Solution to Exercise 2.
Z h x ix Z x 1 Zx h ix
(1) Integrating by parts, 1 ln(t) dt = t ln(t) − t dt = x ln(x)− 1 dt = x ln(x)− t = x ln(x)−x+1 .
1
1
1 t 1
1
 
1
(n + 1) ln(n + 1) (n + 1) ln(n) + ln(1 + n ) 1 ln(1 + n1 ) ln(1 + n1 )
(2) = = 1+ + + → 1 as n → ∞.
n ln(n) n ln(n) n ln(n) n ln(n)
Zk Z k+1
(3) We use a comparison of series with integrals. As ln is increasing, ln(t) dt ≤ ln(k) ≤ ln(t) dt.
k−1 k
Summing,
Z n n
X Z n+1 Z n+1
ln(t) dt ≤ ln(n!) = ln(k) ≤ ln(t) dt ≤ ln(t) dt .
1 k=2 2 1

From the first question, n ln(n) − n + 1 ≤ ln(n!) ≤ (n + 1) ln(n + 1) − n. Dividing by n ln(n), we find that
ln(n!)
→ 1 by comparison.
n ln(n)

Exercise 3.
p √
(1) (1a) Compute the Taylor expansion at 0 of order 2 for x 7→ 1 + 1 + x.
  
(1b) Compute the Taylor expansion at 0 of order 5 for x 7→ sin sin sin(x) .

(2) Compute the following limits.

!x
(sin(x))x − 1
" #
ln(x + 1)
(2a) lim . (2b) lim − 1 ln(x).
x→0
> xx − 1 x→+∞ ln(x)

Solution to Exercise 3. We use O at the next order but you may use O instead.

(1) (1a) As x → 0,
s r
√ √
q !
x x2 x x2
1+ 1+x = 1+ 1+ − + O(x3 ) = 2 1 + − + O(x3 )
2 8 4 16
2
2 
 ! 
√  2 √ x 5x2
! !
1 x x 1 x x 3
+ O(x3 )
A
= 2 1 + −
A  + O(x ) = 2 1 + −

 − −
2 4 16 8 4
16 A 8 128
√ x 5x2
2 + √ − √ + O(x3 ).
4 2 64 2

x3 x5
(1b) Recall that sin(x) = x − + + O(x7 ) as x → 0. Then, as x → 0,
6 120
!3
x3 x5 x3 x5 x3 x5
!
 
7 1
sin sin(x) = sin x − + + O(x ) = x − + − x− + + O(x7 )
6 120 6 120 6 6 120
x3 x5
=x− + + O(x7 )
3 10

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Analysis MAA105 – Bachelor – Year 1 Course webpage: nsup.org/˜bettinel/ens/bachelor/maa105.html

and
!3
x3 x5 x3 x5 1 x3 x5
!
  
7
sin sin sin(x) = sin x − + + O(x ) = x − + − x− + + O(x7 )
3 10 3 10 6 3 120
x3 11x5
=x− + + O(x7 ).
2 40

0
(2) (2a) We use Taylor expansions to treat this indeterminate form “ .” Near 0, ex − 1 = x + O(x). For x > 0,
0

ln(sin(x)) = ln(x + O(x)) = ln(x) + ln(1 + O(1)) = ln(x) + O(1)

so that lim x ln(sin(x)) = 0. We may thus use the expansion of exp at 0:

x→0
>

ln(sin(x))
   ln(sin(x)) 
(sin(x))x − 1 ex ln(sin(x)) − 1 x ln(sin(x)) + O x ln(sin(x)) ln(x)
+O ln(x)
= = = .
xx − 1
 
ex ln(x) − 1 x ln(x) + O x ln(x) 1 + O(1)

(sin(x))x − 1
As ln(sin(x)) = ln(x) + O(1), we conclude that lim = 1.
x→0
> xx − 1
(2b) First, near infinity,
         
ln 1 + 1x  1
+ O 1x 
!x
ln(x + 1)     x
= exp x ln 1 +  = exp x ln 1 +
    
ln(x)   ln(x)    ln(x) 
!! !
1 + O(1) 1 1 + O(1)
= exp +O = exp
ln(x) ln(x) ln(x)
!
1 + O(1) 1 1 + O(1)
= 1+ +O = 1+ .
ln(x) ln(x) ln(x)
" !x #
ln(x + 1)
Hence − 1 ln(x) = 1 + O(1) → 1.
ln(x)

Exercise 4. Solve the following ODEs. The variable is x and the unknown function is x 7→ y(x).

(1) xy − (1 + x2 )y ′ = 0. (3) y ′′ + 2y ′ + y = x2 e−x .

y p
(2) y ′ − = 1 + ln(x). (4) y ′′′ − 3y ′′ + 7y ′ − 5y = 0.
x

Solution to Exercise 4. Except for the second one, all these are defined on R.
x
(1) Since 1+x2 , 0 for all x ∈ R, the ODE can be rewritten as y ′ = y, whose solutions are the functions
1 + x2
1 2
√
x 7→ c e 2 ln(1+x ) = c 1 + x2 , for any c ∈ R .

(2) For this equation to be defined, we need x , 0, x > 0, and 1 + ln(x) ≥ 0, which amounts to the interval
′ y 1
 
e , +∞ . We start by solving the homogeneous equation y − x = 0. A primitive of x 7→ x is ln, thus the
1

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Analysis MAA105 – Bachelor – Year 1 Course webpage: nsup.org/˜bettinel/ens/bachelor/maa105.html

solutions to the homogeneous equation are x ∈ R⋆+ 7→ cx, for c ∈ R.

We then use the variation of constants to find a particular solution to the p original equation. Let y(x) =
1 + ln(x) p
c(x)x be such a solution, where c is a differentiable function. Then c′ (x) = = ln′ (x) 1 + ln(x),
3
x
which leads to c(x) = 32 (1 + ln(x)) 2 for instance. Summing up, the solutions are

1

2  3
x ∈ , +∞ 7→ x 1 + ln(x) 2 + cx , for any c ∈ R .
e 3

(3) The characteristic polynomial is X 2 +2X +1 = (X +1)2 , so the solutions to the homogeneous equation are
x ∈ R 7→ (λx + µ) e−x for λ, µ ∈ R. As the factor in the exponential is a double root of the characteristic
polynomial, we look for a particular solution x 7→ (ax2 + bx3 + cx4 ) e−x . Plugging this in the equation
1 4 −x
yields (2a + 6bx + 12cx2 ) e−x = x2 e−x . Identifying the coefficients, we find that x e is a solution to
12
the equation. Thus the solutions of the equation are the functions

1 4
 
x ∈ R 7→ x + λx + µ e−x , for any λ, µ ∈ R .
12

(4) The characteristic polynomial is X 3 − 3X 2 + 7X − 5. Its roots are 1, 1 ± 2i so the solutions are
 
x ∈ R 7→ ex λ + µ cos(2x) + ν sin(2x) , λ, µ, ν ∈ R .

Exercise 5. Find the maximal solutions to the following ODEs. The variable is x and the unknown function y.

(1) y ′ + ex−y = 0. (2) xy ′ + y − 1 = 0.

Solution to Exercise 5.
(1) The function y is solution if and only if y ′ ey = −ex , that is, ey = −ex + a for some a ∈ R. This is only
possible if −ex + a > 0, which implies that a > 0. For any such time, we have y(x) = ln(a − ex ). The
solutions are thus
x ∈ (−∞, ln(a)) 7→ ln(a − ex ) , for any a > 0.

(2) Since the coefficient in front of y ′ cancels at 0, we have to separately solve the equation on R⋆− and R⋆+ .
Let I = R⋆− or I = R⋆+ . On I, our equation can be rewritten as

y 1
y′ + = .
x x
a
The solutions to the associated homogeneous equation are the functions x 7→ ae− ln |x| = |x| for some
⋆ a
a ∈ R; up to changing a into −a when I = R− , we may write them as x 7→ x for some a ∈ R. We then
observe that x ∈ I 7→ 1 is a particular solution (we may also find it using the variation of constants). At
this point, the solutions are the functions x ∈ I 7→ 1 + xa for some a ∈ R.
We now have to investigate if those solutions can be patched at 0. A solution y(x) = 1+ xa admits a finite
limit at 0 if and only if a = 0; hence the only maximal solution defined on R is the constant function
equal to 1.

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Analysis MAA105 – Bachelor – Year 1 Course webpage: nsup.org/˜bettinel/ens/bachelor/maa105.html

All in all, the maximal solutions are

• x ∈ R⋆− 7→ 1 + xa for some a ∈ R⋆ ;

• x ∈ R⋆+ 7→ 1 + xa for some a ∈ R⋆ ;
• x ∈ R 7→ 1.

Exercise 6. K Bonus exercise J Let f : R+ → R be a function of class C 1 such that

f ′ (t) + f (t) → 0 as t → +∞.

By setting g(t) := f ′ (t) + f (t) and solving y ′ + y = g(t), show that f (t) → 0 as t → +∞.

Solution to Exercise 6. The function f satisfies the ODE y ′ + y = g(t). There exists thus a constant c ∈ R such
that, for t ∈ R+ , Z t !
s
f (t) = c + g(s) e ds e−t .
0

Recall that this expression (Theorem 3.31) is found using the variation of constants: c(t)e−t solves the ODE yields
that c′ (t) = g(t) et .
We need to show that this quantity tends to 0 at +∞. Let ε > 0. Since g(t) → 0 as t → +∞, there exists
T ∈ R+ such that, for all t ≥ T , |g(t)| ≤ ε. Then, for t ≥ T ,
Z T ! Z t !
s −t s
f (t) = c + g(s) e ds e + g(s) e ds e−t . ( )
0 T

The second term of ( ) satisfies

Z t ! Z t 
!

s
g(s) e ds e −t
≤ |g(s)| e ds e−t ≤ ε et − eT e−t ≤ ε et e−t = ε.
s
T T

Z T
As c + g(s) es ds is a constant (with respect to t), the first term of ( ) tends to 0 as t → ∞. There exists
0
thus T ′ ≥ T large enough such that, for any t ≥ T ′ , this term is bounded by ε in absolute value. All in all, for
t ≥ T ′ , we have |f (t)| ≤ 2ε. The result follows.