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Questions tagged [real-analysis]

For questions about real analysis, a branch of mathematics dealing with limits, convergence of sequences, construction of the real numbers, least upper bound property and related analysis topics, such as continuity, differentiation, and integration through the Fundamental Theorem of Calculus.

274
votes
7answers
29k views

How can you prove that a function has no closed form integral?

I've come across statements in the past along the lines of "function $f(x)$ has no closed form integral", which I assume means that there is no combination of the operations: addition/subtraction ...
267
votes
26answers
40k views

Is it true that $0.999999999\dots=1$?

I'm told by smart people that $$0.999999999\dots=1$$ and I believe them, but is there a proof that explains why this is?
224
votes
2answers
17k views

Evaluate $ \int_{0}^{\frac{\pi}2}\frac1{(1+x^2)(1+\tan x)}\:\mathrm dx$

Evaluate the following integral $$ \tag1\int_{0}^{\frac{\pi}{2}}\frac1{(1+x^2)(1+\tan x)}\,dx $$ My Attempt: Letting $x=\frac{\pi}{2}-x$ and using the property that $$ \int_{0}^{a}f(x)\,dx = \int_{...
224
votes
4answers
21k views

The Integral that Stumped Feynman?

In "Surely You're Joking, Mr. Feynman!," Nobel-prize winning Physicist Richard Feynman said that he challenged his colleagues to give him an integral that they could evaluate with only complex methods ...
220
votes
1answer
14k views

How discontinuous can a derivative be?

There is a well-known result in elementary analysis due to Darboux which says if $f$ is a differentiable function then $f'$ satisfies the intermediate value property. To my knowledge, not many "...
196
votes
9answers
16k views

Evaluating $\lim\limits_{n\to\infty} e^{-n} \sum\limits_{k=0}^{n} \frac{n^k}{k!}$

I'm supposed to calculate: $$\lim_{n\to\infty} e^{-n} \sum_{k=0}^{n} \frac{n^k}{k!}$$ By using W|A, i may guess that the limit is $\frac{1}{2}$ that is a pretty interesting and nice result. I ...
156
votes
16answers
58k views

Any open subset of $\Bbb R$ is a at most countable union of disjoint open intervals. [Collecting Proofs]

This question has probably been asked. However, I am not interested in just getting the answer to it. Rather, I am interested in collecting as many different proofs of it which are as diverse as ...
151
votes
7answers
12k views

Why is Euler's Gamma function the “best” extension of the factorial function to the reals?

There are lots (an infinitude) of smooth functions that coincide with f(n)=n! on the integers. Is there a simple reason why Euler's Gamma function $\Gamma (z) = \int_0^\infty t^{z-1} e^{-t} dt$ is the ...
150
votes
9answers
14k views

Self-Contained Proof that $\sum\limits_{n=1}^{\infty} \frac1{n^p}$ Converges for $p > 1$

To prove the convergence of the p-series $$\sum_{n=1}^{\infty} \frac1{n^p}$$ for $p > 1$, one typically appeals to either the Integral Test or the Cauchy Condensation Test. I am wondering if ...
145
votes
4answers
8k views

Sum of random decreasing numbers between 0 and 1: does it converge??

Let's define a sequence of numbers between 0 and 1. The first term, $r_1$ will be chosen uniformly randomly from $(0, 1)$, but now we iterate this process choosing $r_2$ from $(0, r_1)$, and so on, so ...
142
votes
8answers
21k views

Why is $1^{\infty}$ considered to be an indeterminate form

From Wikipedia: In calculus and other branches of mathematical analysis, an indeterminate form is an algebraic expression obtained in the context of limits. Limits involving algebraic operations are ...
141
votes
8answers
35k views

How to define a bijection between $(0,1)$ and $(0,1]$?

How to define a bijection between $(0,1)$ and $(0,1]$? Or any other open and closed intervals? If the intervals are both open like $(-1,2)\text{ and }(-5,4)$ I do a cheap trick (don't know if that'...
135
votes
7answers
14k views

Find a real function $f:\mathbb{R}\to\mathbb{R}$ such that $f(f(x)) = -x$?

I've been perusing the internet looking for interesting problems to solve. I found the following problem and have been going at it for the past 30 minutes with no success: Find a function $f: \...
132
votes
6answers
44k views

When can you switch the order of limits?

Suppose you have a double sequence $\displaystyle a_{nm}$. What are sufficient conditions for you to be able to say that $\displaystyle \lim_{n\to \infty}\,\lim_{m\to \infty}{a_{nm}} = \lim_{m\to \...
131
votes
6answers
18k views

Induction on Real Numbers

One of my Fellows asked me whether total induction is applicable to real numbers, too ( or at least all real numbers ≥ 0) . We only used that for natural numbers so far. Of course you have to change ...
125
votes
4answers
12k views

Are there any series whose convergence is unknown?

Are there any infinite series about which we don't know whether it converges or not? Or are the convergence tests exhaustive, so that in the hands of a competent mathematician any series will ...
122
votes
2answers
60k views

Discontinuous derivative. [duplicate]

Could someone give an example of a ‘very’ discontinuous derivative? I myself can only come up with examples where the derivative is discontinuous at only one point. I am assuming the function is real-...
119
votes
0answers
1k views

What functions can be made continuous by “mixing up their domain”?

Definition. A function $f:\Bbb R\to\Bbb R$ will be called potentially continuous if there is a bijection $\phi:\Bbb R\to\Bbb R$ so that $f\circ \phi$ is continuous. So one could say a potentially ...
118
votes
24answers
107k views

Good book for self study of a First Course in Real Analysis

Does anyone have a recommendation for a book to use for the self study of real analysis? Several years ago when I completed about half a semester of Real Analysis I, the instructor used "Introduction ...
114
votes
3answers
57k views

When can a sum and integral be interchanged?

Let's say I have $\int_{0}^{\infty}\sum_{n = 0}^{\infty} f_{n}(x)\, dx$ with $f_{n}(x)$ being continuous functions. When can interchange the integral and summation? Is $f_{n}(x) \geq 0$ for all $x$ ...
112
votes
10answers
8k views

Proving an alternating Euler sum: $\sum_{k=1}^{\infty} \frac{(-1)^{k+1} H_k}{k} = \frac{1}{2} \zeta(2) - \frac{1}{2} \log^2 2$

Let $$A(p,q) = \sum_{k=1}^{\infty} \frac{(-1)^{k+1}H^{(p)}_k}{k^q},$$ where $H^{(p)}_n = \sum_{i=1}^n i^{-p}$, the $n$th $p$-harmonic number. The $A(p,q)$'s are known as alternating Euler sums. ...
112
votes
7answers
5k views

Is there an integral that proves $\pi > 333/106$?

The following integral, $$ \int_0^1 \frac{x^4(1-x)^4}{x^2 + 1} \mathrm{d}x = \frac{22}{7} - \pi $$ is clearly positive, which proves that $\pi < 22/7$. Is there a similar integral which proves $\...
108
votes
4answers
11k views

Is it possible for a function to be in $L^p$ for only one $p$?

I'm wondering if it's possible for a function to be an $L^p$ space for only one value of $p \in [1,\infty)$ (on either a bounded domain or an unbounded domain). One can use interpolation to show that ...
106
votes
2answers
25k views

Examples of bijective map from $\mathbb{R}^3\rightarrow \mathbb{R}$ [closed]

Could any one give an example of a bijective map from $\mathbb{R}^3\rightarrow \mathbb{R}$? Thank you.
105
votes
9answers
5k views

The deep reason why $\int \frac{1}{x}\operatorname{d}x$ is a transcendental function ($\log$)

In general, the indefinite integral of $x^n$ has power $n+1$. This is the standard power rule. Why does it "break" for $n=-1$? In other words, the derivative rule $$\frac{d}{dx} x^{n} = nx^{n-1}$$ ...
105
votes
2answers
40k views

Limit of $L^p$ norm

Could someone help me prove that given a finite measure space $(X, \mathcal{M}, \sigma)$ and a measurable function $f:X\to\mathbb{R}$ in $L^\infty$ and some $L^q$, $\displaystyle\lim_{p\to\infty}\|f\|...
103
votes
3answers
10k views

Compute $\int_0^{\pi/4}\frac{(1-x^2)\ln(1+x^2)+(1+x^2)-(1-x^2)\ln(1-x^2)}{(1-x^4)(1+x^2)} x\exp(\frac{x^2-1}{x^2+1}) dx$

Compute the following integral \begin{equation} \int_0^{\Large\frac{\pi}{4}}\left[\frac{(1-x^2)\ln(1+x^2)+(1+x^2)-(1-x^2)\ln(1-x^2)}{(1-x^4)(1+x^2)}\right] x\, \exp\left[\frac{x^2-1}{x^2+1}\right]\, ...
102
votes
10answers
6k views

Motivation for the rigour of real analysis

I am about to finish my first year of studying mathematics at university and have completed the basic linear algebra/calculus sequence. I have started to look at some real analysis and have really ...
101
votes
15answers
37k views

Nice proofs of $\zeta(4) = \frac{\pi^4}{90}$?

I know some nice ways to prove that $\zeta(2) = \sum_{n=1}^{\infty} \frac{1}{n^2} = \pi^2/6$. For example, see Robin Chapman's list or the answers to the question "Different methods to compute $\sum_{...
99
votes
24answers
14k views

Can an infinite sum of irrational numbers be rational?

Let $S = \sum_ {k=1}^\infty a_k $ where each $a_k$ is positive and irrational. Is it possible for $S$ to be rational, considering the additional restriction that none of the $a_k$'s is a linear ...
97
votes
8answers
8k views

Proof of Frullani's theorem

How can I prove the Theorem of Frullani? I did not even know all the hypothesis that $f$ must satisfy, but I think that this are Let $\,f:\left[ {0,\infty } \right) \to \mathbb R$ be a a continuously ...
97
votes
5answers
9k views

Getting Students to Not Fear Confusion

I'm a fifth year grad student, and I've taught several classes for freshmen and sophomores. This summer, as an "advanced" (whatever that means) grad student I got to teach an upper level class: Intro ...
92
votes
7answers
5k views

Is the “determinant” that shows up accidental?

Consider the class of rational functions that are the result of dividing one linear function by another: $$\frac{a + bx}{c + dx}$$ One can easily compute that, for $\displaystyle x \neq \frac cd$ $$\...
90
votes
12answers
12k views

Why can't calculus be done on the rational numbers?

I was once told that one must have a notion of the reals to take limits of functions. I don't see how this is true since it can be written for all functions from the rationals to the rationals, which ...
90
votes
11answers
7k views

Calculating the integral $\int_{0}^{\infty} \frac{\cos x}{1+x^2}\mathrm{d}x$ without using complex analysis

Suppose that we do not know anything about the complex analysis (numbers). In this case, how to calculate the following integral in closed form? $$\int_0^\infty\frac{\cos\;x}{1+x^2}\mathrm{d}x$$
90
votes
7answers
13k views

Is $[0,1]$ a countable disjoint union of closed sets?

Can you express $[0,1]$ as a countable disjoint union of closed sets, other than the trivial way of doing this?
85
votes
3answers
4k views

How did Hermite calculate $e^{\pi\sqrt{163}}$ in 1859?

Pretend you are in 1859. What is a fast, efficient, and accurate way to numerically evaluate constants like that to, say, 20 decimal places, using ONLY pen and paper?
84
votes
7answers
19k views

Evaluate the integral: $\int_{0}^{1} \frac{\ln(x+1)}{x^2+1} \mathrm dx$

Compute $$\int_{0}^{1} \frac{\ln(x+1)}{x^2+1} \mathrm dx$$
84
votes
5answers
15k views

Construction of a Borel set with positive but not full measure in each interval

I was wondering how one can construct a Borel set that doesn't have full measure on any interval of the real line but does have positive measure everywhere. To be precise, if $\mu$ denotes Lebesgue ...
84
votes
6answers
2k views

Contest problem about convergent series [closed]

The following is probably a math contest problem. I have been unable to locate the original source. Suppose that $\{a_i\}$ is a set of positive real numbers and the series $$\sum_{n = 1}^\infty \...
83
votes
5answers
14k views

Continuous bijection from $(0,1)$ to $[0,1]$

Does there exist a continuous bijection from $(0,1)$ to $[0,1]$? Of course the map should not be a proper map.
82
votes
3answers
51k views

Can someone clearly explain about the lim sup and lim inf?

Can some explain the lim sup and lim inf? In my text book the definition of these two is this. Let $(s_n)$ be a sequence in $\mathbb{R}$. We define $$\lim \sup\ s_n = \lim_{N \rightarrow \infty} \...
81
votes
18answers
19k views

Proofs of AM-GM inequality

The arithmetic - geometric mean inequality states that $$\frac{x_1+ \ldots + x_n}{n} \geq \sqrt[n]{x_1 \cdots x_n}$$ I'm looking for some original proofs of this inequality. I can find the usual ...
81
votes
8answers
31k views

Lebesgue integral basics

I'm having trouble finding a good explanation of the Lebesgue integral. As per the definition, it is the expectation of a random variable. Then how does it model the area under the curve? Let's take ...
81
votes
1answer
4k views

The closed form of $\int_0^{\pi/4}\frac{\log(1-x) \tan^2(x)}{1-x\tan^2(x)} \ dx$

What tools or ways would you propose for getting the closed form of this integral? $$\int_0^{\pi/4}\frac{\log(1-x) \tan^2(x)}{1-x\tan^2(x)} \ dx$$ EDIT: It took a while since I made this post. I'll ...
80
votes
4answers
124k views

Reverse Triangle Inequality Proof

I've seen the full proof of the Triangle Inequality \begin{equation*} |x+y|\le|x|+|y|. \end{equation*} However, I haven't seen the proof of the reverse triangle inequality: \begin{equation*} ||x|-|...
79
votes
11answers
10k views

Comparing $\pi^e$ and $e^\pi$ without calculating them

How can I calculate, without calculator or similar device, the values of $\pi^e$ and $e^\pi$ in order to compare them?
79
votes
3answers
7k views

How to evaluate $\int_{0}^{\infty} \frac{x^{-\mathfrak{i}a}}{x^2+bx+1} \,\mathrm{d}x$ using complex analysis?

We were told today by our teacher (I suppose to scare us) that in certain schools for physics in Soviet Russia there was as an entry examination the following integral given $$\int\limits_{0}^{\...
77
votes
4answers
4k views

How to prove that $\frac{\zeta(2) }{2}+\frac{\zeta (4)}{2^3}+\frac{\zeta (6)}{2^5}+\frac{\zeta (8)}{2^7}+\cdots=1$?

How can one prove this identity? $$\frac{\zeta(2) }{2}+\frac{\zeta (4)}{2^3}+\frac{\zeta (6)}{2^5}+\frac{\zeta (8)}{2^7}+\cdots=1$$ There is a formula for $\zeta$ values at even integers, but it ...
75
votes
4answers
6k views

Is there a function with a removable discontinuity at every point?

If memory serves, ten years ago to the week (or so), I taught first semester freshman calculus for the first time. As many calculus instructors do, I decided I should ask some extra credit questions ...