Integral Involving a Parameter or Operator Identity

Use integration by parts to simplify or transform an integral containing a parameter, or to prove an operator identity (e.g., showing an integral operator acts as the identity).

grandes-ecoles 2022 Q16 View
To each function $f \in E$, we associate the function $U ( f )$ defined for all $x > 0$ by $$U ( f ) ( x ) = \left\langle k _ { x } \mid f \right\rangle = \int _ { 0 } ^ { + \infty } \left( \mathrm { e } ^ { \min ( x , t ) } - 1 \right) f ( t ) \frac { \mathrm { e } ^ { - t } } { t } \mathrm {~d} t$$ Show that for all functions $f \in E$ and for all $x > 0$, $$U ( f ) ( x ) = \int _ { 0 } ^ { x } \left( 1 - \mathrm { e } ^ { - t } \right) \frac { f ( t ) } { t } \mathrm {~d} t + \left( \mathrm { e } ^ { x } - 1 \right) \int _ { x } ^ { + \infty } f ( t ) \frac { \mathrm { e } ^ { - t } } { t } \mathrm {~d} t$$
grandes-ecoles 2022 Q16 View
Let $\mathcal{C}^{1}$ be the space of functions of class $C^{1}$ from $[-\pi, \pi]$ to $\mathbf{C}$. For $f \in \mathcal{C}^{1}$, we set $$\|f\|_{\infty} = \max\{|f(t)|; t \in [-\pi, \pi]\} \quad \text{and} \quad V(f) = \int_{-\pi}^{\pi} |f^{\prime}|.$$
Let $F \in \mathcal{R}_{n}$, $P$ and $Q$ be two elements of $\mathbf{C}_{n}[X]$ satisfying $F = \frac{P}{Q}$ and $\forall z \in \mathbb{U},\ Q(z) \neq 0$. For $t \in [-\pi, \pi]$, we set $f(t) = F(e^{it}) = g(t) + ih(t)$. For $u \in [-\pi, \pi]$, we define $f_{u}(t) = g(t)\cos(u) + h(t)\sin(u)$.
Express the integral $$\int_{-\pi}^{\pi} \left(\int_{-\pi}^{\pi} \left|f_{u}^{\prime}(t)\right| \mathrm{d}u\right) \mathrm{d}t$$ in terms of $V(f)$.
grandes-ecoles 2023 Q14 View
For $p \in \mathbb{K}[X]$, express $Jp$ in terms of the derivatives $p^{(k)}$ ($k \in \mathbb{N}$) of $p$, where $J$ is defined by $Jp(x) = \int_x^{x+1} p(t)\,\mathrm{d}t$.