S.-T. Yau College Student Mathematics Contests 2022
Analysis and Differential Equations
Solve every problem.
Problem 1. For n >= 1n \geq 1, we consider the integral
I_(n)=int_([0,1]^(n))(n)/((1)/(x_(1))+(1)/(x_(2))+cdots+(1)/(x_(n)))dx_(1)cdots dx_(n).I_{n}=\int_{[0,1]^{n}} \frac{n}{\frac{1}{x_{1}}+\frac{1}{x_{2}}+\cdots+\frac{1}{x_{n}}} d x_{1} \cdots d x_{n} .
Prove that lim_(n rarr oo)I_(n)\lim _{n \rightarrow \infty} I_{n} exists.
Solution: For all positive integers mm and nn, for all x,y > 0x, y>0, we check that
It is well-known that lim_(n rarr oo)(J_(n))/(n)\lim _{n \rightarrow \infty} \frac{J_{n}}{n} exists.
Problem 2. Let U subCU \subset \mathbf{C} be a non-empty open set and f:U rarr Uf: U \rightarrow U be a non-constant holomorphic function. Prove that, if f@f=ff \circ f=f, then f(z)-=zf(z) \equiv z for all z in Uz \in U.
Solution: Since ff is not a constant map, V:=f(U)sub UV:=f(U) \subset U is an nonempty open set (the open mapping property). Thus, for z in Vz \in V, we have z=f(z)z=f(z). This implies that f(z)-=zf(z) \equiv z.
Problem 3. Let X subRX \subset \mathbf{R} be a set with positive (Lebesgue) measure. Show that we can find an arithmetic progression of 2022 terms in XX, i.e., there exists x_(1),dots,x_(2022)in Xx_{1}, \ldots, x_{2022} \in X so that the x_(i+1)-x_(i)x_{i+1}-x_{i} 's are all equal and positive, i=1,dots,2021i=1, \ldots, 2021.
Solution: We use mm to denote the Lebesgue measure. Let x in Xx \in X be a Lebesgue point; therefore, there exists an interval II so that x in Ix \in I and (m(InX))/(m(I)) >= 1-epsi\frac{m(I n X)}{m(I)} \geq 1-\varepsilon and epsilon\epsilon will be determined at the end of the proof. By translating and rescaling, we may assume that I=[0,1]I=[0,1]. We divide II into 2022 intervals:
Let X_(k)=(I_(k)nn X)-(k-1)/(2022)X_{k}=\left(I_{k} \cap X\right)-\frac{k-1}{2022} be the translation of I_(k)nn XI_{k} \cap X and X_(k)subI_(1),k=1,dots,2022X_{k} \subset I_{1}, k=1, \ldots, 2022. We know that
m(nnn_(1 <= k <= 2022)X_(k)) >= (1)/(2022)-2022 epsilonm\left(\bigcap_{1 \leq k \leq 2022} X_{k}\right) \geq \frac{1}{2022}-2022 \epsilon
We may take epsilon=2023\epsilon=2023, thus, nnn_(1 <= k <= 2022)X_(k)!=O/\bigcap_{1 \leq k \leq 2022} X_{k} \neq \varnothing. Let x_(1)innnn_(1 <= k <= 2022)X_(k)x_{1} \in \bigcap_{1 \leq k \leq 2022} X_{k}. Then x_(k)=x_(1)+(k-1)/(2022)x_{k}=x_{1}+\frac{k-1}{2022} is the arithmetic progression.
Problem 4. Let C([0,1])C([0,1]) be the space of all continuous C\mathbf{C}-valued functions equipped with L^(oo)L^{\infty}-norm. Let Psub\mathbf{P} \subsetC([0,1])C([0,1]) be a closed linear subspace. Assume that the elements of P\mathbf{P} are polynomials. Prove that dim P < oo\operatorname{dim} \mathbf{P}<\infty.
Solution: Let I={(x,y)in[0,1]^(2)∣x!=y}I=\left\{(x, y) \in[0,1]^{2} \mid x \neq y\right\}. For each (x,y)in I(x, y) \in I, we define a mapping
T_((x,y)):PrarrC,u|->(u(x)-u(y))/(|x-y|)T_{(x, y)}: \mathbf{P} \rightarrow \mathbf{C}, u \mapsto \frac{u(x)-u(y)}{|x-y|}
Therefore, we have
s u p_((x,y)in I)|T_((x,y))u| <= ||u^(')||_(L^(oo))\sup _{(x, y) \in I}\left|T_{(x, y)} u\right| \leq\left\|u^{\prime}\right\|_{L^{\infty}}
Since P\mathbf{P} is closed, we can apply the Banach-Steinhaus Theorem: there exists C > 0C>0, so that
s u p_((x,y)in I)||T_((x,y))||_(PrarrC) <= C\sup _{(x, y) \in I}\left\|T_{(x, y)}\right\|_{\mathrm{P} \rightarrow \mathrm{C}} \leq C
Thus, the family BB is equicontinuous. By the Arzelà-Ascoli Theorem, it is compact. Thus, P\mathbf{P} is finite-dimensional.
Problem 5. Let Omega subR^(3)\Omega \subset \mathbf{R}^{3} be a bounded domain with smooth boundary. Assume that u in C( bar(R^(3)-Omega))u \in C\left(\overline{\mathbf{R}^{3}-\Omega}\right) is a harmonic function on R^(3)-Omega\mathbf{R}^{3}-\Omega so that u|_(Omega)=1\left.u\right|_{\Omega}=1 and lim_(|x|rarr oo)|u(x)|=0\lim _{|x| \rightarrow \infty}|u(x)|=0.
Prove that for such u,lim_(|x|rarr oo)|x|u(x)u, \lim _{|x| \rightarrow \infty}|x| u(x) exists.
Solution: Let varphi(x)inC^(oo)(R^(3))\varphi(x) \in C^{\infty}\left(\mathbf{R}^{3}\right) so that varphi-=0\varphi \equiv 0 on an open neighborhood of Omega\Omega and varphi-=1\varphi \equiv 1 for |x| >= R|x| \geq R where R > 0R>0 is a sufficiently large number. Therefore, we can regard varphi*u\varphi \cdot u as a smooth function defined on R^(3)\mathbf{R}^{3}. Hence,
Delta(varphi u)=rho\Delta(\varphi u)=\rho
where rho-=0\rho \equiv 0 for |x| >= R|x| \geq R. Therefore, for sufficiently large |x||x|, we have
{:[u(x)=varphi(x)u(x)],[=-(1)/(4pi)int_(R^(3))(rho(y))/(|y-x|)dy],[=-(1)/(4pi)int_(|y| <= R)(rho(y))/(|y-x|)dy]:}\begin{aligned}
u(x) & =\varphi(x) u(x) \\
& =-\frac{1}{4 \pi} \int_{\mathbf{R}^{3}} \frac{\rho(y)}{|y-x|} d y \\
& =-\frac{1}{4 \pi} \int_{|y| \leq R} \frac{\rho(y)}{|y-x|} d y
\end{aligned}
Therefore,
|x|u(x)=-(1)/(4pi)int_(|y| <= R)(|x|)/(|y-x|)rho(y)dy|x| u(x)=-\frac{1}{4 \pi} \int_{|y| \leq R} \frac{|x|}{|y-x|} \rho(y) d y
Since |y| <= R,(|x|)/(|y-x|)|y| \leq R, \frac{|x|}{|y-x|} converges uniformly to 1 as |x|rarr oo|x| \rightarrow \infty, the conclusion follows.
Problem 6. Let f(x,y)inC^(1)(R^(2))f(x, y) \in C^{1}\left(\mathbf{R}^{2}\right). We assume that there exists C > 0C>0 so that for all (x,y)inR^(2),|(del f)/(del y)(x,y)| <= C(x, y) \in \mathbf{R}^{2},\left|\frac{\partial f}{\partial y}(x, y)\right| \leq C. Prove that the following ODE has a globally defined solution for all y(0)=y_(0)inRy(0)=y_{0} \in \mathbf{R} :
In addition, we assume that ff is 1-periodic in xx, i.e., for all (x,y)inR^(2)(x, y) \in \mathbf{R}^{2}, we have f(x+1,y)=f(x,y)f(x+1, y)=f(x, y). Prove that if (1) admits a globally defined bounded solution, then (1) admits a periodic solution.
Solution: The global existence is easy: fix an interval [0,a)[0, a), we have
where M=s u p_(x in[0,a])|f(x,y(0))|M=\sup _{x \in[0, a]}|f(x, y(0))|. By Gronwall's inequality, yy is bounded all the way up to [0,a][0, a]. We can then extend ff across aa. This shows the solution can be defined globally.
Assume that varphi\varphi is a bounded solution. We may assume that varphi(1)!=varphi(0)\varphi(1) \neq \varphi(0). Otherwise, varphi\varphi is a periodic solution. Without loss of generality, we may assume that varphi(1) > varphi(0)\varphi(1)>\varphi(0). By comparing two solutions varphi(x)\varphi(x) and varphi(x+1)\varphi(x+1) of (1), we see that varphi(0) < varphi(1) < cdots < varphi(n) < cdots\varphi(0)<\varphi(1)<\cdots<\varphi(n)<\cdots. Thus, by the boundedness of varphi\varphi, we may assume that
varphi(n)rarry_(**)inR,n rarr oo\varphi(n) \rightarrow y_{*} \in \mathbf{R}, n \rightarrow \infty
Therefore, the solution to (1) with y_(**)y_{*} as the initial data is a 1-periodic solution.