grandes-ecoles 2021 Q31

grandes-ecoles · France · centrale-maths2__mp Differential equations Higher-Order and Special DEs (Proof/Theory)
Let $\rho$ be the function constructed in question 30. Let $r$ be the function from $\mathbb{R}$ to $\mathbb{C}$ such that, for all real $x$, $$r(x) = \frac{1}{2\pi} \int_{-\infty}^{+\infty} \mathrm{e}^{\mathrm{i}x\xi} \rho(\xi)\,\mathrm{d}\xi$$ Show that $r$ is differentiable on $\mathbb{R}$ and give an expression for its derivative function (possibly involving an integral).
Let $\rho$ be the function constructed in question 30. Let $r$ be the function from $\mathbb{R}$ to $\mathbb{C}$ such that, for all real $x$,
$$r(x) = \frac{1}{2\pi} \int_{-\infty}^{+\infty} \mathrm{e}^{\mathrm{i}x\xi} \rho(\xi)\,\mathrm{d}\xi$$
Show that $r$ is differentiable on $\mathbb{R}$ and give an expression for its derivative function (possibly involving an integral).