The problems of the UGA prelim, Fall 2017, in exam order.
Negation of two quantified statements (Tag P-F7Y7R)
Negate the following statements without using the word “not.”
For every real number \(x\), there is a real number \(y\) such that \(|x-y|\geq2017\).
The function \(f:\mathbb R\to\mathbb R\) is continuous.
Solution
The first negation is: \[ \text{There is an }x\in\mathbb R\text{ such that }|x-y|<2017 \text{ for every }y\in\mathbb R. \]
Using the pointwise definition of continuity on \(\mathbb R\), the second negation is: \[ \exists x\in\mathbb R\ \exists\varepsilon>0\ \forall\delta>0\ \exists y\in\mathbb R: |x-y|<\delta\ \text{ and }\ |f(x)-f(y)|\geq\varepsilon. \]
The plane $3x+4y+5z=0$ as kernel or image of an endomorphism of $\mathbb{R}^3$ (Tag P-CWELY)
Let \[ V=\{(x,y,z)\in\mathbb R^3:3x+4y+5z=0\}. \]
- Show that \(V\) is a linear subspace of \(\mathbb R^3\).
- Prove or disprove that some linear map \(S:\mathbb R^3\to\mathbb R^3\) has kernel \(V\).
- Prove or disprove that some linear map \(T:\mathbb R^3\to\mathbb R^3\) has image \(V\).
- Prove or disprove that some linear map \(U:\mathbb R^3\to\mathbb R^3\) has both kernel and image equal to \(V\).
Solution
Let \(\varphi\colon\mathbb R^3\to\mathbb R\) be \(\varphi(x,y,z)=3x+4y+5z\), so that \(V=\ker\varphi\).
<1>1. \(V\) is a linear subspace of \(\mathbb R^3\) of dimension \(2\), with basis \(v_1=(4,-3,0)\), \(v_2=(5,0,-3)\).
\(V\) is the kernel of the linear map \(\varphi\), hence a subspace. Since \(\varphi(1,0,0)=3\neq0\), the image of \(\varphi\) is \(\mathbb R\), and rank–nullity gives \(\dim V=\dim\mathbb R^3-\dim\operatorname{im}\varphi=3-1=2\). Both \(v_1\) and \(v_2\) satisfy \(3x+4y+5z=0\), and they are linearly independent: if \(av_1+bv_2=0\), the third coordinate gives \(-3b=0\) and then the second gives \(-3a=0\). Two independent vectors in a \(2\)-dimensional space form a basis.
<1>2. Some linear map \(S\colon\mathbb R^3\to\mathbb R^3\) has kernel \(V\).
Let \[ S=\begin{pmatrix}3&4&5\\0&0&0\\0&0&0\end{pmatrix}, \qquad S(x,y,z)^T=(3x+4y+5z,0,0)^T. \] Then \(S\mathbf x=0\) exactly when \(3x+4y+5z=0\), so \(\ker S=V\).
<1>3. Some linear map \(T\colon\mathbb R^3\to\mathbb R^3\) has image \(V\).
Let \(T\) be the matrix with columns \(v_1\), \(v_2\), \(0\): \[ T=\begin{pmatrix}4&5&0\\-3&0&0\\0&-3&0\end{pmatrix}. \] The image of \(T\) is its column space, \(\operatorname{span}\{v_1,v_2\}=V\) by <1>1.
<1>4. No linear map \(U\colon\mathbb R^3\to\mathbb R^3\) has \(\ker U=\operatorname{im}U=V\).
Rank–nullity gives \(\dim\ker U+\dim\operatorname{im}U=\dim\mathbb R^3=3\). If both equalled \(V\), the left side would be \(2\dim V=4\) by <1>1, a contradiction.
$\int_0^\infty x^n e^{-x}\,dx = n!$ (Tag P-IMYQU)
Prove, for every nonnegative integer \(n\), that \[ \int_0^\infty x^ne^{-x}\,dx=n!. \]
Solution
For \(n=0\), \[ \int_0^\infty e^{-x}\,dx=1=0!. \]
For the inductive step, integration by parts gives \[ \int_0^\infty x^ne^{-x} = -x^ne^{-x}\bigg\rvert_0^\infty - \int_0^\infty -nx^{n-1}e^{-x} = -x^ne^{-x}\bigg\rvert_0^\infty + n \int_0^\infty x^{n-1}e^{-x} \\ \equalsbecause{I.H.} -x^ne^{-x}\bigg\rvert_0^\infty + n (n-1)! \\ \equalsbecause{L.H.$\times n$}0 + n(n-1)! = n!. \qed \]
When does a matrix with eigenvalues $\pm 1$ satisfy $A^2=I$? (Tag P-SK4KT)
For a positive integer \(n\), let \(I_n\) denote the \(n\times n\) identity matrix.
Let \(A\) be a \(2\times2\) real matrix with eigenvalues \(1\) and \(-1\). Show that \(A^2=I_2\).
Find a \(3\times3\) real matrix whose only complex eigenvalues are \(1\) and \(-1\), but for which \(A^2\neq I_3\).
Let \(A\) be an \(n\times n\) real symmetric matrix whose only complex eigenvalues are \(1\) and \(-1\). Show that \(A^2=I_n\).
Solution
Since \(A\) is \(2\times 2\) and has 2 eigenvalues, noting that \(\deg \chi_A(x) = 2\), we have \(\chi_A(x) = (x-1)(x+1) = x^2 -1\). The minimal polynomial of \(A\) divides \(\chi_A(x)\), so we have \(\chi_A(A) = 0\) and thus \(A^2 - I_2 = 0 \implies A^2 = I_2\).
This will happen when \(x^2-1 = (x+1)(x-1)\) is not the minimal polynomial, and we can force the minimal polynomial to be degree 3 by inserting a nontrivial Jordan block to a diagonal matrix containing just the eigenvalues \(\pm 1\). An example that works: \[ \left(\begin{array}{rr|r} 1 & 1 & 0 \\ 0 & 1 & 0 \\ \hline 0 & 0 & -1 \end{array}\right),~ A^2 = \left(\begin{array}{rrr} 1 & 2 & 0 \\ 0 & 1 & 0 \\ 0 & 0 & 1 \end{array}\right), \quad \spec(A) = [-1, 1, 1] \]
Every symmetric matrix with \(A\) real spectrum admits a real eigendecomposition \(\Lambda D \Lambda^T\), where \(D\) is diagonal with entries the eigenvalues of \(A\) and \(\Lambda\) are orthogonal (which are also invertible). Here, we only need the fact that \(A\) is diagonalizable by invertible matrices. In our case we have \([D^2]_{ii} = (\pm 1)^2 = 1\) so \(D^2 = I_n\). Thus we have \[A^2 = (\Lambda D \inverseof{\Lambda})^2 = \Lambda D^2 \inverseof{\Lambda} = \Lambda I_n \inverseof{\Lambda} = I_n. \qed\]
Uniform convergence to zero implies convergence of the integrals (Tag P-ZR2WC)
Let \(\{f_n:[0,1]\to\mathbb R\}_{n=1}^{\infty}\) be continuous functions that converge uniformly to \(0\). Show that \[ \int_0^1 f_n(x)\,dx\longrightarrow0. \]
Solution
Uniform convergence to zero gives \[ \|f_n\|_{\infty}=\sup_{x\in[0,1]}|f_n(x)|\longrightarrow0. \] Therefore \[ \left|\int_0^1f_n(x)\,dx\right| \leq\int_0^1|f_n(x)|\,dx \leq\|f_n\|_{\infty}\longrightarrow0. \]
$\lim_{x\to 1}\frac{x^2+1}{x}=2$ (Tag P-LF4NL)
Use the \(\varepsilon\)-\(\delta\) definition of the limit to prove that \[ \lim_{x\to1}\frac{x^2+1}{x}=2. \]
Solution
Let \(\varepsilon>0\) and choose \[ \delta=\min\left\{\frac12,\sqrt{\frac\varepsilon2}\right\}. \] If \(|x-1|<\delta\), then \(|x|>1/2\). Hence \[ \left|\frac{x^2+1}{x}-2\right| =\frac{|x-1|^2}{|x|} <2|x-1|^2 <2\delta^2 \leq\varepsilon. \]
Gradient is orthogonal to level curves (Tag P-2QLBW)
Let \(z=f(x,y)\) be a smooth surface. Show that the gradient is perpendicular to the level curves.
Solution
- Definitions:
\(f: \RR^2 \to \RR, \quad (x,y) \mapsto z = f(x,y)\)
Level curves are given by \(f(x, y) = c\);
\(\nabla f: \RR^2 \to \RR^2, \quad \nabla f(\vector p) = \thevector{f_x(\vector p), f_y(\vector p)}\)
\(\gamma(t): \RR \to \RR^2, \quad \gamma(t) = \thevector{x(t), y(t)}, \quad \gamma_t(t) = \thevector{x_t(t), y_t(t)}\)
\(g(t) = f \circ \gamma:\RR \to \RR, \quad (f \circ \gamma)(t) = f(x(t), y(t)), \quad g_t(t) = f_t(\gamma(t))\cdot \gamma_t(t)\)
A vector \(v\) is perpendicular to a surface at a point \(p\) iff \(v\) is perpendicular to the tangent vector of every curve passing through \(p\).
Proof of actual statement
Let \(\vector p = \thevector{x_0, y_0}\) be a point on the level surface, so \(f(\vector p) = c\) for some constant.
Let \(\gamma(t) = \thevector{x(t), y(t)}\) be a curve on the level surface, so \(\gamma(t_0) = \vector p\) for some \(t_0\). Let \(\gamma'(t)\) be its tangent vector.
Let \(g(t) = f(x(t), y(t)) = (f \circ \gamma)(t)\), and note that for some \(\vector x\) on the level surface, and so we have \(g(t_0) = f(\vector x) = c\) and thus \(\dd{g}{t}(t) = 0\).
By the chain rule, compute \[\begin{align*} \dd{g}{t}(t) &= \left(\dd{f}{x}\dd{x}{t} + \dd{f}{y}\dd{y}{t}\right)(t) \\ &= \inner{ \thevector{\dd{f}{x}(x(t), y(t)), \dd{f}{y}(x(t), y(t))} } { \thevector{\dd{x}{t}(t), \dd{y}{t}(t)} } \\ &= \inner{\nabla f(\gamma(t))}{\dd{\gamma}{t} (t)}. \end{align*}\]
From above, we know that this is zero. Now note that we have \[ \dd{g}{t}(t_0) = \inner{\nabla f(\gamma(t_0))}{\dd{\gamma}{t}(t_0)} = \inner{\nabla f(\vector p)}{\gamma'(t_0)} \] but by the previous statement, \(\dd{g}{t}(t_0) = 0\), which exacty says that the gradient of \(f\) is orthogonal to \(\gamma\) at \(\vector p\). But \(\vector p\) was an arbitrary point on the level surface, and \(\gamma\) was an arbitrary curve through it. So \(\nabla f\) is orthogonal to every level curve through \(\vector p\), and this orthogonal to the tangent plane at \(\vector p\), and thus normal to the surface at \(\vector p\). Since \(\vector p\) was an arbitrary point on the level curve, this holds everywhere on the level curve, and for arbitrary level curves. Thus \(\nabla f\) is orthogonal to every level curve. \(\qed\)
Solution
Goal: Prove that for a continuously differentiable function \(f: \mathbb{R}^2 \to \mathbb{R}\), the gradient vector \(\nabla f(\mathbf{p})\) at any point \(\mathbf{p}\) on a level curve \(C = \{(x,y) \in \mathbb{R}^2 \mid f(x,y) = c\}\) is orthogonal to the tangent vector of every smooth curve in \(C\) passing through \(\mathbf{p}\).
<1>1. Let \(\mathbf{p} = (x_0, y_0) \in C\) such that \(f(\mathbf{p}) = c\). Let \(\gamma: (-\varepsilon, \varepsilon) \to \mathbb{R}^2\) be a differentiable parametrized curve such that \(\gamma(0) = \mathbf{p}\) and \(\gamma(t) \in C\) for all \(t \in (-\varepsilon, \varepsilon)\).
By definition of a smooth curve on the level set \(C\).
<1>2. The composite function \(g(t) = (f \circ \gamma)(t) = f(\gamma(t))\) is constant on \((-\varepsilon, \varepsilon)\) with value \(c\).
Since \(\gamma(t) \in C\) for all \(t\), \(f(\gamma(t)) = c\) identically.
<1>3. \(g'(0) = 0\).
The derivative of a constant function is identically zero.
<1>4. By the multivariable Chain Rule, \(g'(0) = \nabla f(\gamma(0)) \cdot \gamma'(0) = \nabla f(\mathbf{p}) \cdot \gamma'(0)\).
Since \(f\) is continuously differentiable and \(\gamma\) is differentiable at \(t=0\), the chain rule applies: \[g'(0) = \left.\frac{d}{dt} f(x(t), y(t))\right|_{t=0} = \frac{\partial f}{\partial x}(\mathbf{p}) x'(0) + \frac{\partial f}{\partial y}(\mathbf{p}) y'(0) = \nabla f(\mathbf{p}) \cdot \gamma'(0).\]
<1>5. \(\nabla f(\mathbf{p}) \cdot \gamma'(0) = 0\).
Combining <1>3 and <1>4 gives \(\nabla f(\mathbf{p}) \cdot \gamma'(0) = g'(0) = 0\).
<1>6. Conclusion: \(\nabla f(\mathbf{p})\) is orthogonal to the tangent vector \(\gamma'(0)\) of any curve lying on the level set through \(\mathbf{p}\).
Since two vectors with zero dot product are orthogonal by definition, and \(\gamma\) was arbitrary. Q.E.D.
A left inverse forces $f$ injective and $g$ surjective, but neither need be bijective (Tag P-BZIXT)
Let \(X\) and \(Y\) be sets, and let \(f:X\to Y\) and \(g:Y\to X\) satisfy \[ g(f(x))=x \] for every \(x\in X\).
Show that \(f\) is injective.
Show that \(g\) is surjective.
Give an example in which neither \(f\) nor \(g\) is bijective.
Solution
If \(f(x_1)=f(x_2)\), then applying \(g\) gives \[ x_1=g(f(x_1))=g(f(x_2))=x_2. \] Thus \(f\) is injective.
For each \(x\in X\), the element \(f(x)\in Y\) satisfies \(g(f(x))=x\). Thus \(g\) is surjective.
Let \(X=\{1\}\), \(Y=\{1,2\}\), \(f(1)=1\), and \(g(1)=g(2)=1\). Then \(g\circ f=\operatorname{id}_X\), while \(f\) is not surjective and \(g\) is not injective.