Properties and Manipulation of Power Series or Formal Series
The question asks to prove identities, algebraic properties, or perform operations (Cauchy product, composition, inversion) on power series or formal power series, or to state related theorems.
Show that there exists a real sequence $\left( a _ { n } \right) _ { n \in \mathbb { N } }$ having the following property: for every integer $p \in \mathbb { N } ^ { * }$, for every non-degenerate interval $I$ and for every complex function $f$ of class $C ^ { \infty }$ on $I$, the function $g$ defined on $I$ by $g = a _ { 0 } f + a _ { 1 } f ^ { \prime } + \cdots + a _ { p - 1 } f ^ { ( p - 1 ) }$ satisfies $$g ^ { \prime } + \frac { 1 } { 2 ! } g ^ { \prime \prime } + \frac { 1 } { 3 ! } g ^ { ( 3 ) } + \cdots + \frac { 1 } { p ! } g ^ { ( p ) } = f ^ { \prime } + \sum _ { l = 1 } ^ { p - 1 } b _ { l , p } f ^ { ( p + l ) }$$ where the $b _ { l , p }$ are coefficients independent of $f$ which we do not seek to calculate.
Show that $a _ { 0 } = 1$ and that for every $p \geqslant 1 , a _ { p } = - \sum _ { i = 2 } ^ { p + 1 } \frac { a _ { p + 1 - i } } { i ! }$. Deduce that $\left| a _ { p } \right| \leqslant 1$ for every natural integer $p$. Determine $a _ { 1 }$ and $a _ { 2 }$.
a) For every $z \in \mathbb { C }$ such that $| z | < 1$, justify that the series $\sum _ { p \in \mathbb { N } } a _ { p } z ^ { p }$ is convergent. We denote by $\varphi ( z )$ its sum: $\varphi ( z ) = \sum _ { p = 0 } ^ { \infty } a _ { p } z ^ { p }$. b) For $z \in \mathbb { C }$ such that $| z | < 1$, calculate the product $\left( e ^ { z } - 1 \right) \varphi ( z )$. Deduce that for every $z \in \mathbb { C } ^ { * }$ satisfying $| z | < 1$, we have $\varphi ( z ) = \frac { z } { e ^ { z } - 1 }$. c) Show that $a _ { 2 k + 1 } = 0$ for every integer $k \geqslant 1$. Calculate $a _ { 4 }$.
We define a sequence of polynomials $\left( A _ { n } \right) _ { n \in \mathbb { N } }$ satisfying $A _ { 0 } = 1 , A _ { n + 1 } ^ { \prime } = A _ { n }$ and $\int _ { 0 } ^ { 1 } A _ { n + 1 } ( t ) d t = 0$ for every $n \in \mathbb { N }$. a) Show that the series $\sum _ { n } A _ { n } ( t ) z ^ { n }$ converges for every real $t \in [ - 1,1 ]$ and every complex $z$ satisfying $| z | < 1$. Under these conditions, we set $f ( t , z ) = \sum _ { n = 0 } ^ { + \infty } A _ { n } ( t ) z ^ { n }$. b) Let $z \in \mathbb { C }$ such that $| z | < 1$. Show that the function $t \mapsto f ( t , z )$ is differentiable on $[ 0,1 ]$ and express its derivative in terms of $f ( t , z )$. Deduce that if $| z | < 1$ and $z \neq 0$, $$\sum _ { n = 0 } ^ { + \infty } A _ { n } ( t ) z ^ { n } = \frac { z e ^ { t z } } { e ^ { z } - 1 }$$ c) Show that if $z \in \mathbb { C }$ and $| z | < 2 \pi$, we have $\frac { z e ^ { z / 2 } } { e ^ { z } - 1 } + \frac { z } { e ^ { z } - 1 } = 2 \frac { z / 2 } { e ^ { z / 2 } - 1 }$. Deduce that for every natural integer $n , A _ { n } \left( \frac { 1 } { 2 } \right) = \left( \frac { 1 } { 2 ^ { n - 1 } } - 1 \right) a _ { n }$.
For every natural integer $p \geqslant 1$ and every real number $x$, we set $\widetilde { A } _ { p } ( x ) = A _ { p } \left( \frac { x } { 2 \pi } - \left[ \frac { x } { 2 \pi } \right] \right)$. Show that $\widetilde { A } _ { p }$ is $2 \pi$-periodic and piecewise continuous.
The function $h$ is defined on $\mathbb{R}$ by $$h(u) = u - [u] - 1/2$$ Show that the function $H$ defined on $\mathbb{R}$ by: $$H(x) = \int_{0}^{x} h(t) \, dt$$ is continuous, of class $\mathcal{C}^{1}$ piecewise, and periodic with period 1.
The function $h$ is defined on $\mathbb{R}$ by $$h(u) = u - [u] - 1/2$$ Let $\varphi$ be the application defined for all $x > 0$ by: $$\varphi(x) = \int_{0}^{+\infty} \frac{h(u)}{u+x} du$$ By repeating the integration by parts from question IV.C, prove that the application $\varphi$ is of class $\mathcal{C}^{1}$ on $\mathbb{R}_{+}^{*}$ and that for all $x > 0$, $$\varphi^{\prime}(x) = -\int_{0}^{+\infty} \frac{h(u)}{(u+x)^{2}} du$$
Using the identity $$\ln \Gamma(x+1) = \left(x+\frac{1}{2}\right)\ln x - x + \ln\sqrt{2\pi} - \int_{0}^{+\infty} \frac{h(u)}{u+x} du$$ show that for all strictly positive real $x$, $$\frac{\Gamma^{\prime}(x+1)}{\Gamma(x+1)} = \ln x + \frac{1}{2x} + \int_{0}^{+\infty} \frac{h(u)}{(u+x)^{2}} du$$
For any function $h$ in $C(\mathbb{R})$ and any real $\alpha$, we define the function $T_{\alpha}(h)$ by setting $T_{\alpha}(h)(x) = h(x - \alpha)$ for all $x \in \mathbb{R}$. We assume that $f$ and $g$ belong to $L^{2}(\mathbb{R})$. For any real $\alpha$, show that $T_{\alpha}(f * g) = \left(T_{\alpha}(f)\right) * g$.
Let $k$ be a non-zero natural number. Assume that $g$ is of class $C^{k}$ on $\mathbb{R}$ and that all its derivative functions, up to order $k$, are bounded on $\mathbb{R}$. Show that $f * g$ is of class $C^{k}$ on $\mathbb{R}$ and specify its derivative function of order $k$.
To any function $g$ in $C(\mathbb{R})$, we associate the linear form $\varphi_{g}$ on $L^{1}(\mathbb{R})$ defined by $$\varphi_{g}(f) = \int_{\mathbb{R}} f(t) g(-t) \mathrm{d}t$$ Let $(g_{1}, \ldots, g_{p})$ be a family of elements of $C_{b}(\mathbb{R})$. Show that the family $(g_{1}, \ldots, g_{p})$ is free if and only if the family $(\varphi_{g_{1}}, \ldots, \varphi_{g_{p}})$ is free.
Let $E$ be an infinite-dimensional vector space and $\left(f_{n}\right)_{n \in \mathbb{N}}$ a family of linear forms on $E$. We denote $$K = \bigcap_{n \in \mathbb{N}} \operatorname{Ker}\left(f_{n}\right)$$ Show that the codimension of $K$ in $E$ is equal to the rank of the family $\left(f_{n}\right)_{n \in \mathbb{N}}$ in the dual space $E^{*}$ (begin with the case where this rank is finite).
We assume that $g \in C_{b}(\mathbb{R})$. We consider the vector subspace $$N_{g} = \left\{f \in L^{1}(\mathbb{R}) \mid f * g = 0\right\}$$ and the vector space $V_{g} = \operatorname{Vect}\left(T_{\alpha}(g)\right)_{\alpha \in \mathbb{R}}$ where $T_{\alpha}(g)(x) = g(x-\alpha)$. Show that the codimension of $N_{g}$ in $L^{1}(\mathbb{R})$ is equal to the dimension of $V_{g}$.
a) Let $\beta \in \mathbb{R}$ and let $g$ be the function defined by $g(t) = \mathrm{e}^{\mathrm{i}\beta t}$ for all $t \in \mathbb{R}$. Determine the codimension of $N_{g}$ in $L^{1}(\mathbb{R})$. b) Let $n$ be a natural number. Show that there exists a function $g$ in $C_{b}(\mathbb{R})$ such that $N_{g}$ has codimension $n$ in $L^{1}(\mathbb{R})$.
Let $g \in C_{b}(\mathbb{R})$. We assume that $N_{g}$ has finite codimension $n$ in $L^{1}(\mathbb{R})$, and that $V_{g} = \operatorname{Vect}\left(T_{\alpha}(g)\right)_{\alpha \in \mathbb{R}}$ has dimension $n$. Show that there exist real numbers $\alpha_{1}, \alpha_{2}, \ldots, \alpha_{n}$ and functions $m_{1}, \ldots, m_{n}$ of a real variable such that, for every real $\alpha$, $$T_{\alpha}(g) = \sum_{i=1}^{n} m_{i}(\alpha) T_{\alpha_{i}}(g)$$
Let $F$ be a finite-dimensional subspace of $C(\mathbb{R})$, with dimension denoted $p$. For any function $f \in C(\mathbb{R})$ and for any real $x$, we denote $e_{x}(f) = f(x)$. a) Show that there exist real numbers $a_{1}, \ldots, a_{p}$ such that $(e_{a_{1}}, \ldots, e_{a_{p}})$ is a basis of the dual space $F^{*}$. b) If $\left(f_{1}, \ldots, f_{p}\right)$ is a family of elements of $F$, show that $\operatorname{Det}\left(f_{i}\left(a_{j}\right)\right)_{1 \leqslant i,j \leqslant p}$ is non-zero if and only if $\left(f_{1}, \ldots, f_{p}\right)$ is a basis of $F$.
Let $g \in C_{b}(\mathbb{R})$ with $N_{g}$ of finite codimension $n$ in $L^{1}(\mathbb{R})$, and let $\alpha_{1}, \ldots, \alpha_{n}$, $m_{1}, \ldots, m_{n}$ be as in III.C.1 such that $T_{\alpha}(g) = \sum_{i=1}^{n} m_{i}(\alpha) T_{\alpha_{i}}(g)$ for every real $\alpha$. By applying question III.C.2) to $V_{g}$, show that if $g$ is of class $C^{k}$ then the functions $m_{1}, \ldots, m_{n}$ are of class $C^{k}$.
Let $g \in C_{b}(\mathbb{R})$ with $N_{g}$ of finite codimension in $L^{1}(\mathbb{R})$. The functions $h_{r}$ are those from question I.D.3, defined on $[-1,1]$ by $h_{r}(t) = \frac{(1-t^2)^r}{\lambda_r}$ and zero outside $[-1,1]$. Show that for every non-zero natural number $r$, $V_{h_{r} * g}$ is finite-dimensional.
Let $g \in C_{b}(\mathbb{R})$ with $N_{g}$ of finite codimension in $L^{1}(\mathbb{R})$. The functions $h_{r}$ are those from question I.D.3. Show that for $r$ sufficiently large the dimension of $V_{h_{r} * g}$ is equal to that of $V_{g}$.
Let $g \in C_{b}(\mathbb{R})$ with $N_{g}$ of finite codimension $n$ in $L^{1}(\mathbb{R})$, and let $m_{1}, \ldots, m_{n}$ be as in III.C.1. Deduce that the functions $m_{1}, \ldots, m_{n}$ are of class $C^{\infty}$.
In this part, $\lambda(t) = t$ for all $t \in \mathbb{R}^+$. Show that if $E$ is not empty and if $\alpha$ is its infimum (we agree that $\alpha = -\infty$ if $E = \mathbb{R}$), then $Lf$ is of class $C^{\infty}$ on $]\alpha, +\infty[$ and express its successive derivatives using an integral.