UFM Pure

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grandes-ecoles 2021 Q18b Formal power series manipulation (Cauchy product, algebraic identities) View
Using the result that for all $x \in ]0,1[$: $$\frac{\pi}{\sin(\pi x)} = \sum_{n=0}^{+\infty} \frac{(-1)^n}{n+x} + \sum_{n=0}^{+\infty} \frac{(-1)^n}{n+1-x},$$ deduce that, for $x \in ]-\frac{1}{2}, \frac{1}{2}[$: $$\frac{\pi}{\cos(\pi x)} = \sum_{k=0}^{+\infty} \left(\sum_{n=0}^{+\infty} \frac{(-1)^n}{(2n+1)^{2k+1}}\right) 2^{2k+2} x^{2k}.$$
grandes-ecoles 2021 Q18c Prove smoothness or power series expandability of a function View
Using the result that for $x \in ]-\frac{1}{2}, \frac{1}{2}[$: $$\frac{\pi}{\cos(\pi x)} = \sum_{k=0}^{+\infty} \left(\sum_{n=0}^{+\infty} \frac{(-1)^n}{(2n+1)^{2k+1}}\right) 2^{2k+2} x^{2k},$$ deduce that the function $$v : \begin{array}{ccc} ]-\frac{\pi}{2}, \frac{\pi}{2}[ & \longrightarrow & \mathbb{R} \\ x & \longmapsto & \frac{1}{\cos(x)} \end{array}$$ is expandable as a power series and that, for all $k \in \mathbb{N}$, $$\sum_{n=0}^{+\infty} \frac{(-1)^n}{(2n+1)^{2k+1}} = \frac{\pi^{2k+1}}{2^{2k+2}(2k)!} E_{2k}$$ where, for all $k \in \mathbb{N}$, $E_{2k} = v^{(2k)}(0)$.
grandes-ecoles 2021 Q24 Construct Taylor/Maclaurin polynomial from derivative values View
Let $n \in \mathbb{N}$. We define, for any real number $x$, $$\Phi_n(x) = \mathrm{e}^{-x} x^n \quad \text{and} \quad L_n(x) = \frac{\mathrm{e}^x}{n!} \Phi_n^{(n)}(x).$$ Determine $L_0, L_1, L_2$ and $L_3$.
grandes-ecoles 2021 Q25 Formal power series manipulation (Cauchy product, algebraic identities) View
Let $n \in \mathbb{N}$ be a non-zero natural integer. We define, for any real number $x$, $$\Phi_n(x) = \mathrm{e}^{-x} x^n \quad \text{and} \quad L_n(x) = \frac{\mathrm{e}^x}{n!} \Phi_n^{(n)}(x).$$ Using Leibniz's formula, prove that the function $L_n$ is polynomial of degree $n$. Determine the coefficients $c_{n,k}$ such that $L_n(x) = \sum_{k=0}^{n} c_{n,k} x^k$.
grandes-ecoles 2022 Q5a Construct series for a composite or related function View
For every integer $k \geqslant 2$, we set $\zeta(k) = \sum_{n=1}^{+\infty} n^{-k}$.
Show that: $$\forall x \in ]-2\pi, 2\pi[ \backslash \{0\}, \quad \frac{x}{2} \operatorname{cotan}\left(\frac{x}{2}\right) = 1 - \sum_{k=1}^{+\infty} \frac{\zeta(2k)}{2^{2k-1}\pi^{2k}} x^{2k}.$$
grandes-ecoles 2022 Q5b Construct series for a composite or related function View
For every integer $k \geqslant 2$, we set $\zeta(k) = \sum_{n=1}^{+\infty} n^{-k}$.
Deduce: $$\forall x \in ]-2\pi, 2\pi[ \backslash \{0\}, \quad \frac{ix}{e^{ix}-1} = 1 - \frac{ix}{2} - \sum_{k=1}^{+\infty} \frac{\zeta(2k)}{2^{2k-1}\pi^{2k}} \cdot x^{2k}.$$
grandes-ecoles 2022 Q5a Construct series for a composite or related function View
For every integer $k \geqslant 2$, we set $\zeta(k) = \sum_{n=1}^{+\infty} n^{-k}$. Using the identity $\pi x \operatorname{cotan}(\pi x) = 1 + 2\sum_{n=1}^{+\infty} \frac{x^2}{x^2 - n^2}$, show that: $$\forall x \in \left]-2\pi, 2\pi\right[ \backslash \{0\}, \quad \frac{x}{2}\operatorname{cotan}\left(\frac{x}{2}\right) = 1 - \sum_{k=1}^{+\infty} \frac{\zeta(2k)}{2^{2k-1}\pi^{2k}} x^{2k}$$
grandes-ecoles 2022 Q5b Construct series for a composite or related function View
For every integer $k \geqslant 2$, we set $\zeta(k) = \sum_{n=1}^{+\infty} n^{-k}$. Using the result $$\forall x \in \left]-2\pi, 2\pi\right[ \backslash \{0\}, \quad \frac{x}{2}\operatorname{cotan}\left(\frac{x}{2}\right) = 1 - \sum_{k=1}^{+\infty} \frac{\zeta(2k)}{2^{2k-1}\pi^{2k}} x^{2k}$$ deduce: $$\forall x \in \left]-2\pi, 2\pi\right[ \backslash \{0\}, \quad \frac{ix}{e^{ix}-1} = 1 - \frac{ix}{2} - \sum_{k=1}^{+\infty} \frac{\zeta(2k)}{2^{2k-1}\pi^{2k}} \cdot x^{2k}$$
grandes-ecoles 2022 Q6 Formal power series manipulation (Cauchy product, algebraic identities) View
For every integer $k \geqslant 2$, we set $\zeta(k) = \sum_{n=1}^{+\infty} n^{-k}$.
Let $h$ be the function from $\mathbb{R}$ to $\mathbb{R}$ defined by $$\forall x \in \mathbb{R}, \quad h(x) = \begin{cases} \frac{x}{e^x - 1} & \text{if } x \neq 0 \\ 1 & \text{if } x = 0 \end{cases}$$
Show that for all $z \in \mathbb{C}$ such that $|z| < 2\pi$, we have $$z = \left(e^z - 1\right)\left(1 - \frac{z}{2} + \sum_{k=1}^{+\infty} \frac{(-1)^{k-1} \zeta(2k)}{2^{2k-1}\pi^{2k}} z^{2k}\right).$$
grandes-ecoles 2022 Q6 Formal power series manipulation (Cauchy product, algebraic identities) View
For every integer $k \geqslant 2$, we set $\zeta(k) = \sum_{n=1}^{+\infty} n^{-k}$. Let $h$ be the function from $\mathbb{R}$ to $\mathbb{R}$ defined by $$\forall x \in \mathbb{R}, \quad h(x) = \begin{cases} \frac{x}{e^x - 1} & \text{if } x \neq 0 \\ 1 & \text{if } x = 0 \end{cases}$$ Show that for all $z \in \mathbb{C}$ such that $|z| < 2\pi$, we have $$z = \left(e^z - 1\right)\left(1 - \frac{z}{2} + \sum_{k=1}^{+\infty} \frac{(-1)^{k-1}\zeta(2k)}{2^{2k-1}\pi^{2k}} z^{2k}\right)$$
grandes-ecoles 2022 Q7a Extract derivative values from a given series View
For every integer $k \geqslant 2$, we set $\zeta(k) = \sum_{n=1}^{+\infty} n^{-k}$.
Let $h$ be the function from $\mathbb{R}$ to $\mathbb{R}$ defined by $$\forall x \in \mathbb{R}, \quad h(x) = \begin{cases} \frac{x}{e^x - 1} & \text{if } x \neq 0 \\ 1 & \text{if } x = 0 \end{cases}$$
Show that the function $h$ is of class $C^\infty$ on $\mathbb{R}$ and that, for all $n \in \mathbb{N}^*$, we have $$h^{(2n)}(0) = \frac{(-1)^{n-1}(2n)!}{\pi^{2n} 2^{2n-1}} \zeta(2n).$$
grandes-ecoles 2022 Q7a Extract derivative values from a given series View
For every integer $k \geqslant 2$, we set $\zeta(k) = \sum_{n=1}^{+\infty} n^{-k}$. Let $h$ be the function from $\mathbb{R}$ to $\mathbb{R}$ defined by $$\forall x \in \mathbb{R}, \quad h(x) = \begin{cases} \frac{x}{e^x - 1} & \text{if } x \neq 0 \\ 1 & \text{if } x = 0 \end{cases}$$ Show that the function $h$ is of class $C^\infty$ on $\mathbb{R}$ and that, for all $n \in \mathbb{N}^*$, we have $$h^{(2n)}(0) = \frac{(-1)^{n-1}(2n)!}{\pi^{2n} 2^{2n-1}} \zeta(2n)$$
grandes-ecoles 2022 Q11 Formal power series manipulation (Cauchy product, algebraic identities) View
We consider a power series $g \in O_1$ with non-negative real coefficients. We assume that there exist $a > 0, b > 0$ such that $$g \prec a\left(I + \frac{g^2}{b - g}\right)$$ Show that there exist $r > 0$ and a function $h: ]-r, r[ \longrightarrow \mathbb{R}$, expandable as a power series at 0, satisfying $h(0) = 0$ and such that $$h(x) = a\left(x + \frac{h(x)^2}{b - h(x)}\right)$$ for all $x \in ]-r, r[$. We also denote by $h$ the element of $O_1$ associated with the function $h$.
grandes-ecoles 2022 Q16 Taylor's formula with integral remainder or asymptotic expansion View
Conclude that
$$\ln P \left( e ^ { - t } \right) = \frac { \pi ^ { 2 } } { 6 t } + \frac { \ln ( t ) } { 2 } - \frac { \ln ( 2 \pi ) } { 2 } + o ( 1 ) \quad \text { when } t \text { tends to } 0 ^ { + } .$$
grandes-ecoles 2022 Q16 Taylor's formula with integral remainder or asymptotic expansion View
Conclude that $$\ln P(e^{-t}) = \frac{\pi^2}{6t} + \frac{\ln(t)}{2} - \frac{\ln(2\pi)}{2} + o(1) \text{ when } t \text{ tends to } 0^+.$$
grandes-ecoles 2022 Q18 Lagrange error bound application View
Let $n$ be a nonzero natural integer, $I = [a,b]$ with $a < b$, and $a_1 < \cdots < a_n$ distinct real numbers in $I$. Let $f$ be a real-valued function of class $\mathcal{C}^n$ on $I$ and $P = \Pi(f)$ its Lagrange interpolation polynomial. Deduce that $$\sup _ { x \in [ a , b ] } | f ( x ) - P ( x ) | \leqslant \frac { M _ { n } ( b - a ) ^ { n } } { n ! }$$ where $M _ { n } = \sup _ { x \in [ a , b ] } \left| f ^ { ( n ) } ( x ) \right|$.
grandes-ecoles 2022 Q19 Lagrange error bound application View
Let $I = [ a , b ]$ where $a < b$, and let $f(x) = \exp(x)$ for all $x \in I$. For all $n \in \mathbb { N } ^ { * }$, let $P _ { n } = \Pi _ { n } ( f )$ be the Lagrange interpolation polynomial of $f$ at $n$ distinct points $a_{1,n} < \cdots < a_{n,n}$ of $I$. Show that the sequence $\left( P _ { n } \right) _ { n \in \mathbb { N } ^ { * } }$ converges uniformly towards $f$ on $I$.
grandes-ecoles 2022 Q21 Prove smoothness or power series expandability of a function View
Let $a > 0$, $I = [-a, a]$, and $$f : \begin{array}{ccc} \mathbb{R} & \rightarrow & \mathbb{R} \\ x & \mapsto & \dfrac{1}{1+x^2} \end{array}.$$ Show that $f$ is of class $\mathcal { C } ^ { \infty }$ and that, for all $k$ in $\mathbb { N }$ and all $t \in \left] - \pi / 2 , \pi / 2 \right[$, $$f ^ { ( k ) } ( \tan t ) = k ! \cos ^ { k + 1 } ( t ) \cos ( ( k + 1 ) t + k \pi / 2 ).$$
grandes-ecoles 2022 Q22 Lagrange error bound application View
Let $x \in [ 0,1 [$ and $\theta \in \mathbf { R }$. Using the function $L$, show that
$$\left| \frac { 1 - x } { 1 - x e ^ { i \theta } } \right| \leq \exp ( - ( 1 - \cos \theta ) x ) .$$
Deduce that for all $x \in [ 0,1 [$ and all real $\theta$,
$$\left| \frac { P \left( x e ^ { i \theta } \right) } { P ( x ) } \right| \leq \exp \left( - \frac { 1 } { 1 - x } + \operatorname { Re } \left( \frac { 1 } { 1 - x e ^ { i \theta } } \right) \right)$$
grandes-ecoles 2022 Q22 Lagrange error bound application View
Let $x \in [0,1[$ and $\theta \in \mathbf{R}$. Using the function $L$, show that $$\left|\frac{1-x}{1-xe^{i\theta}}\right| \leq \exp(-(1-\cos\theta)x)$$ Deduce that for all $x \in [0,1]$ and all real $\theta$, $$\left|\frac{P(xe^{i\theta})}{P(x)}\right| \leq \exp\left(-\frac{1}{1-x} + \operatorname{Re}\left(\frac{1}{1-xe^{i\theta}}\right)\right)$$
grandes-ecoles 2022 Q22 Lagrange error bound application View
Let $a > 0$, $I = [-a, a]$, and $f(x) = \dfrac{1}{1+x^2}$ for $x \in \mathbb{R}$. For all $n \in \mathbb { N } ^ { * }$, let $P _ { n } = \Pi _ { n } ( f )$ be the Lagrange interpolation polynomial of $f$ on $I$. Show that, if $a < \frac { 1 } { 2 }$, the sequence of polynomials $\left( P _ { n } \right) _ { n \in \mathbb { N } ^ { * } }$ converges uniformly towards $f$ on $[ - a , a ]$.
grandes-ecoles 2022 Q23 Lagrange error bound application View
Let $x \in [ 0,1 [$ and $\theta$ a real number. Show that
$$\frac { 1 } { 1 - x } - \operatorname { Re } \left( \frac { 1 } { 1 - x e ^ { i \theta } } \right) \geq \frac { x ( 1 - \cos \theta ) } { ( 1 - x ) \left( ( 1 - x ) ^ { 2 } + 2 x ( 1 - \cos \theta ) \right) }$$
Deduce that if $x \geq \frac { 1 } { 2 }$ then
$$\left| \frac { P \left( x e ^ { i \theta } \right) } { P ( x ) } \right| \leq \exp \left( - \frac { 1 - \cos \theta } { 6 ( 1 - x ) ^ { 3 } } \right) \quad \text { or } \quad \left| \frac { P \left( x e ^ { i \theta } \right) } { P ( x ) } \right| \leq \exp \left( - \frac { 1 } { 3 ( 1 - x ) } \right)$$
For this last result, distinguish two cases according to the relative values of $x ( 1 - \cos \theta )$ and $( 1 - x ) ^ { 2 }$.
grandes-ecoles 2022 Q23 Lagrange error bound application View
Let $x \in [0,1[$ and $\theta$ a real. Show that $$\frac{1}{1-x} - \operatorname{Re}\left(\frac{1}{1-xe^{i\theta}}\right) \geq \frac{x(1-\cos\theta)}{(1-x)\left((1-x)^2 + 2x(1-\cos\theta)\right)}.$$ Deduce that if $x \geq \frac{1}{2}$ then $$\left|\frac{P(xe^{i\theta})}{P(x)}\right| \leq \exp\left(-\frac{1-\cos\theta}{6(1-x)^3}\right) \quad \text{or} \quad \left|\frac{P(xe^{i\theta})}{P(x)}\right| \leq \exp\left(-\frac{1}{3(1-x)}\right).$$ For this last result, distinguish two cases according to the relative values of $x(1-\cos\theta)$ and $(1-x)^2$.
grandes-ecoles 2022 Q23 Derive series via differentiation or integration of a known series View
Let $\sum _ { k \geqslant 0 } c _ { k } x ^ { k }$ be a power series with radius of convergence $R > 0$. We set $$\forall x \in ] - 1,1 [ , \quad g ( x ) = \sum _ { k = 0 } ^ { + \infty } x ^ { k }.$$ Show that $g$ is of class $\mathcal { C } ^ { \infty }$ on $] - 1,1 [$ and that $$\forall j \in \mathbb { N } , \quad \forall x \in ] - 1,1 [ , \quad g ^ { ( j ) } ( x ) = \frac { j ! } { ( 1 - x ) ^ { j + 1 } }.$$
grandes-ecoles 2022 Q24 Determine radius or interval of convergence View
We now study the linearization problem in the case $|\lambda| = 1$, with $\lambda$ not a root of unity. We set, for $m \geqslant 1$, $$\alpha_m := \min(1/5, \omega_{m+1}, \omega_{m+2}, \ldots, \omega_{2m}), \quad \gamma_m := \alpha_m^{2/m},$$ where $\omega_k := |\lambda^k - \lambda|, k \geqslant 2$.
We are given a series $F \in O_{m+1}, m \geqslant 1$ such that $\rho(F) > 0$. Show that there exists $r_0 \in ]0,1[$ such that $\hat{F}(r) \leqslant r$ for all $r \in [0, r_0]$. Show then, for $\gamma \in ]0,1[$, that $$\hat{F}(r) \leqslant \gamma^m r$$ for all $r \in [0, \gamma r_0]$.