Analysis MAA102 - Bachelor

Final Exam.
Tuesday, January 24, 2023
2 hours.

Foreword: The use of electronic devices (cell phones, computers, . . . ) is forbidden.

The lecture notes, documents which have been distributed and personal notes are not
allowed.
It is strongly advised to read carefully the statements of all the exercises. The writing
should be concise and clear, special attention should be drawn on the precise statement
of the results of the course which are used.
The different exercises are independent and, if you are not able to answer one question,
you can nevertheless answer the next questions of an exercise using the results of the
previous questions.

It is not necessary to do all the exercises to get a very good grade.

Final word: Question 2.5 in Exercise 2 is a ”Bonus question” and Exercise 4 is ”Bonus
exercise”. Both do not bring extra points and hence should only be considered if, and
only if, you have finished all other exercises ... and questions.

1
Exercise 1. We define the function f : (−π, π) − {0} → R by
Å ã
1 sin x
f (x) := 2 ln .
x x
1.1 - Prove that the function f : (−π, π) − {0} → R is well defined, continuous and
differentiable.

The function x 7→ sinx x continuous and differentiable on (−π, π) − {0} as the quotient
of continuous and differentiable
functions. Since this function is positive on (−π, π) −
{0}, the function x 7→ ln sinx x is well defined and continuous (resp. differentiable)
on (−π, π) − {0} as the composition of continuous (resp. differentiable) functions.
Finally, f : (−π, π) − {0} → R is well defined and continuous (resp. differentiable)
as the product of continuous (resp. differentiable) functions

1.2 - Give the Taylor expansion of the function x 7→ sin x at order 3 at x0 = 0.

The function x 7→ sin x is three times differentiable and hence it admits a Taylor
expansion at order 3 at any point. Since sin(0) = 0, sin′ (0) = 1, sin(2) (0) = 0 and
sin(3) (0) = −1, Taylor’s formula from the lecture yields
x3
sin x = x − + x3 η(x),
3!
where the function x 7→ η(x) tends to 0 as x tends to 0.

1.3 - Give the Taylor expansion of the function y 7→ ln(1 + y) at order 1 at y0 = 0.

The function y 7→ ln(1+y) is differentiable on (−1, +∞) and hence it admits a Taylor
expansion at order 1 at y0 = 0. Since ln(1) = 0 and ln′ (1) = 1, Taylor’s formula from
the lecture yields
ln(1 + y) = y + y θ(y),
where the function y 7→ θ(y) tends to 0 as y tends to 0.

1.4 - Deduce from the above that the function g : (−π, π) → R defined by
Å ã
sin x
g(x) := ln ,
x
for x ̸= 0 and g(0) := 0, admits a Taylor expansion at order 2 at x0 = 0 and provide
this expansion.

Thanks to 1.2 we can write, for x ̸= 0,

x2
Å ã Å ã
sin x
g(x) = ln = ln 1 − + x2 η(x) ,
x 3!
and, using 1.3, we get
x2 x2
Å ã Å 2 ã
x
g(x) = − + x2 η(x) + − x2 η(x) θ − x2 η(x) ,
3! 3! 3!

2
 which simplifies into
x2
g(x) = − + x2 ψ(x),
3!
where the function x 7→ ψ(x) tends to 0 as x ̸= 0 tends to 0. If we extend the definition
of ψ at 0 by setting ψ(0) := 0, the above formula still holds when x = 0. This completes
the proof of the fact that the function g admits at x0 , a Taylor expansion at order 2.

1.5 - Prove that the function f has a limit as x ̸= 0 tends to 0 and compute this limit.

Be definition, we have
g(x)
f (x) = ,
x2
and thanks to the previous question, we can write
1
f (x) = − + ψ(x),
3!
when x = 0. This immediately implies that the function f has a limit as x ̸= 0 tends
to 0 and this limit is − 61 .

1.6 - We define the sequences (un )∞ ∞

n=1 and (vn )n=1 by
Å Å ããn2 Å Å ããn
1 1
un := n sin and vn := n sin .
n n
Do these sequences converge? If any of these sequences converges, what is its limit?

We have
sin( n1 )
Ç å Å ã
1 1
ln un = 1 2 ln 1 =f .
(n) n
n
Thanks to the previous question, we conclude that the sequence (ln un )∞n=1 converges
to − 61 as n tends to infinity and, since x 7→ ex is continuous, the sequence (un )∞
n=1
1
converges to e− 6 .
Next, we have
sin( n1 )
Ç å Å ã
1 1 1
ln vn = 1 ln 1 = f .
n n
n n
Thanks to the previous question, we conclude that the sequence (ln vn )∞
n=1 converges
to 0 as n tends to infinity and, since x 7→ ex is continuous, the sequence (vn )∞
n=1
converges to 1.

Exercise 2. The aim of this exercise is to study the set of accumulation points of the
sequence (cos (ln n))∞
n=1 .

3
2.1 - Given t ∈ [0, +∞). We define

φ(n) := et+2 π n ,
 

for all n ∈ N − {0}. Prove that φ(n) ⩾ 1, for all n ⩾ 1,

lim φ(n) = +∞ and lim (φ(n + 1) − φ(n)) = +∞.

n→+∞ n→+∞

By definition of the integer part of a real number, we have

φ(n) ⩽ et+2 π n < φ(n) + 1.

Observe that t + 2 π n > 0, hence et+2 π n > 1 and this implies that φ(n) ⩾ 1. By
construction
et+2 π n − 1 < φ(n),
and, since lim et+2 π n = +∞, we conclude that lim φ(n) = +∞.
n→+∞ n→+∞

Finally, we have
φ(n) ⩽ et+2 π n ,
and
et+2 π (n+1) − 1 < φ(n + 1).
Therefore

φ(n + 1) − φ(n) ⩾ et+2 π (n+1) − et+2 π n − 1 = et+2 π n e2π − 1 − 1

Since e2π − 1 > 0 and since lim et+2 π n = +∞, we conclude that lim (φ(n + 1) −
n→+∞ n→+∞
φ(n)) = +∞.

For this last point, other proofs were possible. For example, one could have used the
fact that ⌊a b⌋ ⩾ ⌊a⌋ ⌊b⌋ when a, b > 0 so that

⌊et+2 π (n+1) ⌋ = ⌊et+2 π n e2π ⌋ ⩾ ⌊et+2 π n ⌋ ⌊e2π ⌋,

to conclude that
φ(n + 1) − φ(n) ⩾ (⌊e2π ⌋ − 1) ⌊et+2 π n ⌋.
Alternatively, one could have used the fact that ⌊a + b⌋ ⩾ ⌊a ⌋ + ⌊b ⌋ so that

⌊et+2 π (n+1) ⌋ ⩾ ⌊et+2 π n ⌋ + ⌊et+2 π (n+1) − et+2 π n ⌋,

and hence
⌊et+2 π (n+1) ⌋ − ⌊et+2 π n ⌋ ⩾ ⌊(e2π − 1) et+2 π n ⌋.

2.2 - Prove that

y−x
|cos(ln y) − cos(ln x)| ⩽
,
x
for all 0 < x < y. Hint: Use the Mean Value Theorem.

4
 The function x 7→ cos(ln x) is continuously differentiable on (0, +∞) and its derivative
is given by
sin(ln x)
x 7→ − .
x
The Mean Value Theorem applied to the function x 7→ cos(ln x) between the points
0 < x < y yields he existence of z ∈ (x, y), such that

sin(ln z)
ln et+2πn − ln(φ(n)) =


(y − x) .
z
Since z > x we conclude that
y−x
|cos(ln y) − cos(ln x)| ⩽ .
x

2.3 - Prove that

lim cos(ln(φ(n))) = cos t.
n→+∞

Hint: Observe that cos(t + 2 π n) = cos t.

Take y := t + 2π n and x := φ(n). By construction

x = φ(n) ⩽ y = et+2πn < x + 1 = φ(n) + 1.

Using the previous question, we conclude that

1
|cos (ln(φ(n))) − cos(t + 2πn)| ⩽ .
φ(n)

The result follows from the fact that lim φ(n) = +∞.
n→+∞

2.4 - Determine the set of accumulation points of the sequence (cos (ln n))∞
n=1 .

If x ∈ [−1, 1], we define t := arccos x ∈ (0, π) and apply the previous analysis to get
∞
the existence of a subsequence (cos(ln(φ(n)))n=1 which converges to cos t. Thanks to
2.1, the function φ is strictly increasing for n large enough. This implies that any
∞
x ∈ [−1, 1] is an accumulation point of the sequence (cos(ln n))n=1 .
Since the sequence has values in [−1, 1], all accumulation points of the sequence
∞
(cos(ln n))n=1 belong to [−1, 1].

2.5 - Bonus question. To be considered if and only if you have finished all
other exercises. Let f : (0, +∞) → R be a C 1 function. Try to grasp the key properties
of the function x 7→ ln x we have used to reach the conclusion of 2.4 and give sufficient
conditions on the function f and its derivative for the conclusion of question 2.4 to hold
for the sequence (cos(f (n)))∞
n=1 .

5
Exercise 3. The aim of this exercise is to study the function S : (−1, +∞) → R defined
by
∞ Å ã
X 1 1
S(x) := − .
n n+x
n=1

In this exercise, explain clearly the reasons why your computations are le-
gitimate.
∞
X 1
3.1 - Let x, y > −1 be given. Prove that the infinite series converges.
(n + x)(n + y)
n=1
Hint: Observe that n + x > n − 1 and n + y > n − 1 for all x, y > −1.

We have
1 1
0⩽ ⩽ ,
(n + x)(n + y) (n − 1)2
∞
X 1
for all n ⩾ 2. Since the infinite series converges (Riemann Series), the
n=2
(n − 1)2
∞
X 1
Comparison Test for infinite series implies that the infinite series
n=2
(n + x)(n + y)
converges.

∞ Å ã
X 1 1
3.2 - For all x > −1, prove that the infinite series − converges. Its sum
n n+x
n=1
will be denoted by S(x). Prove that
∞ Å ã
1 X 1 1
S(x) = 1 − + − .
1+x n+1 n+1+x
n=1

Since
1 1 x
− = ,
n n+x n (n + x)
∞ Å ã
X 1 1
the fact that the infinite series − converges is just a consequence of
n=1
n n+x
the previous question with y = 0. Now, we write
∞ Å ã ∞ Å ã ∞ Å ã
X 1 1 1 X 1 1 1 X 1 1
− = 1− + − = 1− + − .
n=1
n n+x 1 + x n=2 n n + x 1 + x n=1 n + 1 n + 1 + x

3.3 - For all x > −1, prove that

1
S(x + 1) = S(x) + .
x+1

6
 We have seen in the previous question that
∞ Å ã
1 X 1 1
S(x) = 1 − + − .
1 + x n=1 n + 1 n + 1 + x

Now, by definition
∞ Å ã
X 1 1
S(x + 1) = − .
n=1
n n+x+1
Since both series converge, we can compute (using operations on convergent infinite
series)
∞ Å ã
1 X 1 1 1
S(x + 1) − S(x) = −1+ − = .
1+x n=1
n n+1 1+x

3.4 - For all x, y > −1, justify the equality

∞
X 1
S(y) − S(x) = (y − x) ,
(n + x)(n + y)
n=1

∞ Å ã ∞ Å ã
X 1 1 X 1 1
Both − and − converge and operations on convergent
n=1
n n+x n=1
n n+y
infinite series imply that
∞ Å ã X ∞ Å ã
X 1 1 1 1
S(y) − S(x) = − − −
n=1
n n+y n=1
n n+x
∞ Å ã
X 1 1 1 1
= − − +
n=1
n n+y n n+x
∞ Å ã
X 1 1
= −
n=1
n+x n+y
∞
X y−x
=
n=1
(n + x)(n + y)
∞
X 1
= (y − x) .
n=1
(n + x)(n + y)

3.5 - Prove that the function S is continuous on (−1 + ∞). Hint: Given a > −1 ,
observe that (n + x)(n + y) > (n + a)2 , for all n ∈ N − {0} and x, y > a. Deduce from
this that the function S is continuous on (a, +∞).

We can write for all x, y ⩾ a > −1

∞ ∞
!
X 1 X 1
|S(y) − S(x)| ⩽ |y − x] ⩽ |y − x| ,
n=1
(n + x)(n + y) n=1
(n + a)2
∞
X 1
where the infinite series converges (compare with Riemann Series). We
n=1
(n + a)2
conclude that S is continuous on (a, +∞), since it is a Lipschitz function. This implies
that the function S is continuous (−1, +∞).

7
3.6 - Prove that the function S is differentiable on (−1, +∞) and compute the derivative
of S. Hint: Prove that the function S is differentiable on (a, +∞) for all a > −1.

We have already seen that

∞
X 1
S(y) − S(x) = (y − x) .
n=1
(n + x)(n + y)

We can then compute

∞ ∞ Å
! ã
X 1 X 1 1
S(y) − S(x) − (y − x) = (y − x) −
n=1
(n + x)2 n=1
(n + x)(n + y) (n + x)2
∞ Å ã
X 1
= −(y − x)2 2 (n + y)
,
n=1
(n + x)

and we conclude as in the previous question that S is differentiable on all (a, +∞),
for all a > −1. Moreover,
∞
X 1
S ′ (x) = ,
n=1
(n + x)2
for all x > −1.

3.7 - Prove that

S(x)
lim ,
x→+∞ ln x
exists and compute its limit. Hint: Use 3.3.

We use inductively the formula in 3.3 to prove that

n
X 1
S(n) = S(0) + .
k
k=1

The Integral Comparison Test implies that

n
!
1 X 1
lim = 1.
n→+∞ ln n k
k=1

Since the derivative of S is bounded for all x ⩾ 0, we conclude that

S(x)
lim = 1.
x→+∞ ln x

8
Exercise 4. Bonus exercise. To be considered if and only if you have finished
all other exercises. Let f : N − {0} → N − {0} be an injective function. Prove that
the infinite series
∞
X f (k)
.
k2
k=1

diverges.