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| Question || Find maxima and minima of a function subject to a constraint (or several constraints):<br><math>{\textstyle u=x^{2}y^{3}z^{4}}</math> , <math>{\textstyle 2x+3y+4z=18}</math> , <math>{\textstyle x>0}</math> , <math>{\textstyle y>0}</math> , <math>{\textstyle z>0}</math> ;<br><math>{\textstyle u=x-y+2z}</math> , <math>{\textstyle x^{2}+y^{2}+2z^{2}=16}</math> ;<br><math>{\textstyle u=\sum \limits _{i=1}^{k}a_{i}x_{i}^{2}}</math> , <math>{\textstyle \sum \limits _{i=1}^{k}x_{i}=1}</math> , <math>{\textstyle a_{i}>0}</math> ; || 1
 
| Question || Find maxima and minima of a function subject to a constraint (or several constraints):<br><math>{\textstyle u=x^{2}y^{3}z^{4}}</math> , <math>{\textstyle 2x+3y+4z=18}</math> , <math>{\textstyle x>0}</math> , <math>{\textstyle y>0}</math> , <math>{\textstyle z>0}</math> ;<br><math>{\textstyle u=x-y+2z}</math> , <math>{\textstyle x^{2}+y^{2}+2z^{2}=16}</math> ;<br><math>{\textstyle u=\sum \limits _{i=1}^{k}a_{i}x_{i}^{2}}</math> , <math>{\textstyle \sum \limits _{i=1}^{k}x_{i}=1}</math> , <math>{\textstyle a_{i}>0}</math> ; || 1
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| Question || <math>{\textstyle u=x^{2}y^{3}z^{4}}</math> , <math>{\textstyle 2x+3y+4z=18}</math> , <math>{\textstyle x>0}</math> , <math>{\textstyle y>0}</math> , <math>{\textstyle z>0}</math> ; || 1
 
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| Question || <math>{\textstyle u=x-y+2z}</math> , <math>{\textstyle x^{2}+y^{2}+2z^{2}=16}</math> ; || 1
 
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| Question || <math>{\textstyle u=\sum \limits _{i=1}^{k}a_{i}x_{i}^{2}}</math> , <math>{\textstyle \sum \limits _{i=1}^{k}x_{i}=1}</math> , <math>{\textstyle a_{i}>0}</math> ; || 1
 
 
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| Question || Let us consider <math>{\textstyle u(x;y)={\begin{cases}1,&x=y^{2},\\0,&x\neq y^{2}.\end{cases}}}</math> Show that this function has a limit at the origin along any straight line that passes through it (and all these limits are equal to each other), yet this function does not have limit as <math>{\textstyle (x;y)\to (0;0)}</math> . || 0
 
| Question || Let us consider <math>{\textstyle u(x;y)={\begin{cases}1,&x=y^{2},\\0,&x\neq y^{2}.\end{cases}}}</math> Show that this function has a limit at the origin along any straight line that passes through it (and all these limits are equal to each other), yet this function does not have limit as <math>{\textstyle (x;y)\to (0;0)}</math> . || 0
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| Question || Find maxima and minima of functions <math>{\textstyle u(x,y)}</math> given implicitly by the equations:<br><math>{\textstyle x^{2}+y^{2}+u^{2}-4x-6y-4u+8=0}</math> , <math>{\textstyle u>2}</math> ;<br><math>{\textstyle x^{3}-y^{2}+u^{2}-3x+4y+u-8=0}</math> . || 0
 
| Question || Find maxima and minima of functions <math>{\textstyle u(x,y)}</math> given implicitly by the equations:<br><math>{\textstyle x^{2}+y^{2}+u^{2}-4x-6y-4u+8=0}</math> , <math>{\textstyle u>2}</math> ;<br><math>{\textstyle x^{3}-y^{2}+u^{2}-3x+4y+u-8=0}</math> . || 0
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| Question || <math>{\textstyle x^{2}+y^{2}+u^{2}-4x-6y-4u+8=0}</math> , <math>{\textstyle u>2}</math> ; || 0
 
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| Question || <math>{\textstyle x^{3}-y^{2}+u^{2}-3x+4y+u-8=0}</math> . || 0
 
 
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| Question || Find maxima and minima of functions subject to constraints:<br><math>{\textstyle u=xy^{2}}</math> , <math>{\textstyle x+2y-1=0}</math> ;<br><math>{\textstyle u=xy+yz}</math> , <math>{\textstyle x^{2}+y^{2}=2}</math> , <math>{\textstyle y+z=2}</math> , <math>{\textstyle y>0}</math> . || 0
 
| Question || Find maxima and minima of functions subject to constraints:<br><math>{\textstyle u=xy^{2}}</math> , <math>{\textstyle x+2y-1=0}</math> ;<br><math>{\textstyle u=xy+yz}</math> , <math>{\textstyle x^{2}+y^{2}=2}</math> , <math>{\textstyle y+z=2}</math> , <math>{\textstyle y>0}</math> . || 0
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| Question || <math>{\textstyle u=xy^{2}}</math> , <math>{\textstyle x+2y-1=0}</math> ; || 0
 
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| Question || <math>{\textstyle u=xy+yz}</math> , <math>{\textstyle x^{2}+y^{2}=2}</math> , <math>{\textstyle y+z=2}</math> , <math>{\textstyle y>0}</math> . || 0
 
 
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==== Section 2 ====
 
==== Section 2 ====
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| Question || Having ascertained that integrand is an exact differential, calculate the integral along a piecewise smooth plain curve that starts at <math>{\textstyle A}</math> and finishes at <math>{\textstyle B}</math> : <math>{\textstyle \displaystyle \int \limits _{\Gamma }\left(x^{4}+4xy^{3}\right)\,dx+\left(6x^{2}y^{2}-5y^{4}\right)\,dy}</math> , <math>{\textstyle A(-2;-1)}</math> , <math>{\textstyle B(0;3)}</math> ; || 0
 
| Question || Having ascertained that integrand is an exact differential, calculate the integral along a piecewise smooth plain curve that starts at <math>{\textstyle A}</math> and finishes at <math>{\textstyle B}</math> : <math>{\textstyle \displaystyle \int \limits _{\Gamma }\left(x^{4}+4xy^{3}\right)\,dx+\left(6x^{2}y^{2}-5y^{4}\right)\,dy}</math> , <math>{\textstyle A(-2;-1)}</math> , <math>{\textstyle B(0;3)}</math> ; || 0
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==== Section 3 ====
 
==== Section 3 ====
 
{| class="wikitable"
 
{| class="wikitable"
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| Question || Prove that if for an absolutely integrable function <math>{\textstyle f(x)}</math> on <math>{\textstyle [-\pi ;\pi ]}</math> <br><math>{\textstyle f(x+\pi )=f(x)}</math> then <math>{\textstyle a_{2k-1}=b_{2k-1}=0}</math> , <math>{\textstyle k\in \mathbb {N} }</math> ;<br><math>{\textstyle f(x+\pi )=-f(x)}</math> then <math>{\textstyle a_{0}=0}</math> , <math>{\textstyle a_{2k}=b_{2k}=0}</math> , <math>{\textstyle k\in \mathbb {N} }</math> . || 1
 
| Question || Prove that if for an absolutely integrable function <math>{\textstyle f(x)}</math> on <math>{\textstyle [-\pi ;\pi ]}</math> <br><math>{\textstyle f(x+\pi )=f(x)}</math> then <math>{\textstyle a_{2k-1}=b_{2k-1}=0}</math> , <math>{\textstyle k\in \mathbb {N} }</math> ;<br><math>{\textstyle f(x+\pi )=-f(x)}</math> then <math>{\textstyle a_{0}=0}</math> , <math>{\textstyle a_{2k}=b_{2k}=0}</math> , <math>{\textstyle k\in \mathbb {N} }</math> . || 1
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| Question || <math>{\textstyle f(x+\pi )=f(x)}</math> then <math>{\textstyle a_{2k-1}=b_{2k-1}=0}</math> , <math>{\textstyle k\in \mathbb {N} }</math> ; || 1
 
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| Question || <math>{\textstyle f(x+\pi )=-f(x)}</math> then <math>{\textstyle a_{0}=0}</math> , <math>{\textstyle a_{2k}=b_{2k}=0}</math> , <math>{\textstyle k\in \mathbb {N} }</math> . || 1
 
 
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| Question || Show that sequence <math>{\textstyle f_{n}(x)=nx\left(1-x^{2}\right)^{n}}</math> converges on <math>{\textstyle [0;1]}</math> to a continuous function <math>{\textstyle f(x)}</math> , and at that <math>{\textstyle \lim \limits _{n\rightarrow +\infty }\int \limits _{0}^{1}f_{n}(x)\,dx\neq \lim \limits _{n\rightarrow +\infty }\int \limits _{0}^{1}f(x)\,dx}</math> . || 0
 
| Question || Show that sequence <math>{\textstyle f_{n}(x)=nx\left(1-x^{2}\right)^{n}}</math> converges on <math>{\textstyle [0;1]}</math> to a continuous function <math>{\textstyle f(x)}</math> , and at that <math>{\textstyle \lim \limits _{n\rightarrow +\infty }\int \limits _{0}^{1}f_{n}(x)\,dx\neq \lim \limits _{n\rightarrow +\infty }\int \limits _{0}^{1}f(x)\,dx}</math> . || 0
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| Question || Function <math>{\textstyle f(x)}</math> is absolutely integrable on <math>{\textstyle [0;\pi ]}</math> , and <math>{\textstyle f(\pi -x)=f(x)}</math> . Prove that<br>if it is decomposed into Fourier series of sines then <math>{\textstyle b_{2k}=0}</math> , <math>{\textstyle k\in \mathbb {N} }</math> ;<br>if it is decomposed into Fourier series of cosines then <math>{\textstyle a_{2k-1}=0}</math> , <math>{\textstyle k\in \mathbb {N} }</math> . || 0
 
| Question || Function <math>{\textstyle f(x)}</math> is absolutely integrable on <math>{\textstyle [0;\pi ]}</math> , and <math>{\textstyle f(\pi -x)=f(x)}</math> . Prove that<br>if it is decomposed into Fourier series of sines then <math>{\textstyle b_{2k}=0}</math> , <math>{\textstyle k\in \mathbb {N} }</math> ;<br>if it is decomposed into Fourier series of cosines then <math>{\textstyle a_{2k-1}=0}</math> , <math>{\textstyle k\in \mathbb {N} }</math> . || 0
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| Question || if it is decomposed into Fourier series of sines then <math>{\textstyle b_{2k}=0}</math> , <math>{\textstyle k\in \mathbb {N} }</math> ; || 0
 
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| Question || if it is decomposed into Fourier series of cosines then <math>{\textstyle a_{2k-1}=0}</math> , <math>{\textstyle k\in \mathbb {N} }</math> . || 0
 
 
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| Question || ## Decompose <math>{\textstyle f(x)={\begin{cases}1,\;|x|<\alpha ,\\0,\;\alpha \leqslant |x|<\pi \end{cases}}}</math> into Fourier series using the standard trigonometric system.<br>Using Parseval’s identity find <math>{\textstyle \sigma _{1}=\sum \limits _{k=1}^{\infty }{\frac {\sin ^{2}k\alpha }{k^{2}}}}</math> and <math>{\textstyle \sigma _{2}=\sum \limits _{k=1}^{\infty }{\frac {\cos ^{2}k\alpha }{k^{2}}}}</math> . || 0
 
| Question || ## Decompose <math>{\textstyle f(x)={\begin{cases}1,\;|x|<\alpha ,\\0,\;\alpha \leqslant |x|<\pi \end{cases}}}</math> into Fourier series using the standard trigonometric system.<br>Using Parseval’s identity find <math>{\textstyle \sigma _{1}=\sum \limits _{k=1}^{\infty }{\frac {\sin ^{2}k\alpha }{k^{2}}}}</math> and <math>{\textstyle \sigma _{2}=\sum \limits _{k=1}^{\infty }{\frac {\cos ^{2}k\alpha }{k^{2}}}}</math> . || 0
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| Question || Using Parseval’s identity find <math>{\textstyle \sigma _{1}=\sum \limits _{k=1}^{\infty }{\frac {\sin ^{2}k\alpha }{k^{2}}}}</math> and <math>{\textstyle \sigma _{2}=\sum \limits _{k=1}^{\infty }{\frac {\cos ^{2}k\alpha }{k^{2}}}}</math> . || 0
 
 
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==== Section 4 ====
 
==== Section 4 ====
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| Question || It is known that Dirichlet’s integral <math>{\textstyle \int \limits _{0}^{+\infty }{\frac {\sin x}{x}}\,dx}</math> is equal to <math>{\textstyle {\frac {\pi }{2}}}</math> . Find the values of the following integrals using Dirichlet’s integral<br><math>{\textstyle \int \limits _{0}^{+\infty }{\frac {\sin }{\alpha x}}x\,dx}</math> , <math>{\textstyle \alpha \neq 0}</math> ;<br><math>{\textstyle \int \limits _{0}^{+\infty }{\frac {\sin x-x\cos x}{x^{3}}}\,dx}</math> . || 1
 
| Question || It is known that Dirichlet’s integral <math>{\textstyle \int \limits _{0}^{+\infty }{\frac {\sin x}{x}}\,dx}</math> is equal to <math>{\textstyle {\frac {\pi }{2}}}</math> . Find the values of the following integrals using Dirichlet’s integral<br><math>{\textstyle \int \limits _{0}^{+\infty }{\frac {\sin }{\alpha x}}x\,dx}</math> , <math>{\textstyle \alpha \neq 0}</math> ;<br><math>{\textstyle \int \limits _{0}^{+\infty }{\frac {\sin x-x\cos x}{x^{3}}}\,dx}</math> . || 1
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| Question || <math>{\textstyle \int \limits _{0}^{+\infty }{\frac {\sin }{\alpha x}}x\,dx}</math> , <math>{\textstyle \alpha \neq 0}</math> ; || 1
 
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| Question || <math>{\textstyle \int \limits _{0}^{+\infty }{\frac {\sin x-x\cos x}{x^{3}}}\,dx}</math> . || 1
 
 
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| Question || Find out if <math>{\textstyle \displaystyle \int \limits _{0}^{1}\left(\int \limits _{0}^{1}f(x,\alpha )\,d\alpha \right)\,dx=\int \limits _{0}^{1}\left(\int \limits _{0}^{1}f(x,\alpha )\,dx\right)\,d\alpha }</math> if <math>{\textstyle f(x;\alpha )={\frac {\alpha -x}{(\alpha +x)^{3}}}}</math> . || 0
 
| Question || Find out if <math>{\textstyle \displaystyle \int \limits _{0}^{1}\left(\int \limits _{0}^{1}f(x,\alpha )\,d\alpha \right)\,dx=\int \limits _{0}^{1}\left(\int \limits _{0}^{1}f(x,\alpha )\,dx\right)\,d\alpha }</math> if <math>{\textstyle f(x;\alpha )={\frac {\alpha -x}{(\alpha +x)^{3}}}}</math> . || 0
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| Question || Find Fourier transform of the following functions:<br><math>{\textstyle f(x)={\begin{cases}1,&|x|\leq 1,\\0,&|x|>1;\end{cases}}}</math> || 0
 
| Question || Find Fourier transform of the following functions:<br><math>{\textstyle f(x)={\begin{cases}1,&|x|\leq 1,\\0,&|x|>1;\end{cases}}}</math> || 0
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| Question || <math>{\textstyle f(x)={\begin{cases}1,&|x|\leq 1,\\0,&|x|>1;\end{cases}}}</math> || 0
 
 
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| Question || Let <math>{\textstyle {\widehat {f}}(y)}</math> be Fourier transform of <math>{\textstyle f(x)}</math> . Prove that Fourier transform of <math>{\textstyle e^{i\alpha x}f(x)}</math> is equal to <math>{\textstyle {\widehat {f}}(y-\alpha )}</math> , <math>{\textstyle \alpha \in \mathbb {R} }</math> . || 0
 
| Question || Let <math>{\textstyle {\widehat {f}}(y)}</math> be Fourier transform of <math>{\textstyle f(x)}</math> . Prove that Fourier transform of <math>{\textstyle e^{i\alpha x}f(x)}</math> is equal to <math>{\textstyle {\widehat {f}}(y-\alpha )}</math> , <math>{\textstyle \alpha \in \mathbb {R} }</math> . || 0

Revision as of 12:26, 20 April 2022

MathematicalAnalysis II

  • Course name: MathematicalAnalysis II
  • Code discipline:
  • Subject area: Multivariate calculus: derivatives, differentials, maxima and minima, Multivariate integration, Functional series. Fourier series, Integrals with parameters

Short Description

Prerequisites

Prerequisite subjects

Prerequisite topics

Course Topics

Course Sections and Topics
Section Topics within the section
Differential Analysis of Functions of Several Variables
  1. Limits of functions of several variables
  2. Partial and directional derivatives of functions of several variables. Gradient
  3. Differentials of functions of several variables. Taylor formula
  4. Maxima and minima for functions of several variables
  5. Maxima and minima for functions of several variables subject to a constraint
Integration of Functions of Several Variables
  1. Z-test
  2. Double integrals. Fubini’s theorem and iterated integrals
  3. Substituting variables in double integrals. Polar coordinates
  4. Triple integrals. Use of Fubini’s theorem
  5. Spherical and cylindrical coordinates
  6. Path integrals
  7. Area of a surface
  8. Surface integrals
Uniform Convergence of Functional Series. Fourier Series
  1. Uniform and point wise convergence of functional series
  2. Properties of uniformly convergent series
  3. Fourier series. Sufficient conditions of convergence and uniform convergence
  4. Bessel’s inequality and Parseval’s identity.
Integrals with Parameter(s)
  1. Definite integrals with parameters
  2. Improper integrals with parameters. Uniform convergence
  3. Properties of uniformly convergent integrals
  4. Beta-function and gamma-function
  5. Fourier transform

Intended Learning Outcomes (ILOs)

What is the main purpose of this course?

The goal of the course is to study basic mathematical concepts that will be required in further studies. The course is based on Mathematical Analysis I, and the concepts studied there are widely used in this course. The course covers differentiation and integration of functions of several variables. Some more advanced concepts, as uniform convergence of series and integrals, are also considered, since they are important for understanding applicability of many theorems of mathematical analysis. In the end of the course some useful applications are covered, such as gamma-function, beta-function, and Fourier transform.

ILOs defined at three levels

Level 1: What concepts should a student know/remember/explain?

By the end of the course, the students should be able to ...

  • find partial and directional derivatives of functions of several variables;
  • find maxima and minima for a function of several variables
  • use Fubini’s theorem for calculating multiple integrals
  • calculate line and path integrals
  • distinguish between point wise and uniform convergence of series and improper integrals
  • decompose a function into Fourier series
  • calculate Fourier transform of a function

Level 2: What basic practical skills should a student be able to perform?

By the end of the course, the students should be able to ...

  • how to find minima and maxima of a function subject to a constraint
  • how to represent double integrals as iterated integrals and vice versa
  • what the length of a curve and the area of a surface is
  • properties of uniformly convergent series and improper integrals
  • beta-function, gamma-function and their properties
  • how to find Fourier transform of a function

Level 3: What complex comprehensive skills should a student be able to apply in real-life scenarios?

By the end of the course, the students should be able to ...

  • find multiple, path, surface integrals
  • find the range of a function in a given domain
  • decompose a function into Fourier series

Grading

Course grading range

Grade Range Description of performance
A. Excellent 85-100 -
B. Good 65-84 -
C. Satisfactory 45-64 -
D. Poor 0-44 -

Course activities and grading breakdown

Activity Type Percentage of the overall course grade
Test 1 10
Midterm 25
Test 2 10
Participation 5
Final exam 50

Recommendations for students on how to succeed in the course

Resources, literature and reference materials

Open access resources

  • Robert A. Adams, Christopher Essex (2017) Calculus. A Complete Course, Pearson
  • Jerrold Marsden, Alan Weinstein (1985) Calculus (in three volumes; volumes 2 and 3), Springer

Closed access resources

Software and tools used within the course

Teaching Methodology: Methods, techniques, & activities

Activities and Teaching Methods

Activities within each section
Learning Activities Section 1 Section 2 Section 3 Section 4
Homework and group projects 1 1 1 1
Midterm evaluation 1 1 1 1
Testing (written or computer based) 1 1 1 1
Discussions 1 1 1 1

Formative Assessment and Course Activities

Ongoing performance assessment

Section 1

Activity Type Content Is Graded?
Question Find , and if . 1
Question Find the differential of a function: (a)  ; (b)  . 1
Question Find the differential of given implicitly by an equation at points and . 1
Question Find maxima and minima of a function subject to a constraint (or several constraints):
, , , ,  ;
,  ;
, ,  ;
1
Question Let us consider Show that this function has a limit at the origin along any straight line that passes through it (and all these limits are equal to each other), yet this function does not have limit as . 0
Question Find the largest possible value of directional derivative at point of function . 0
Question Find maxima and minima of functions given implicitly by the equations:
,  ;
.
0
Question Find maxima and minima of functions subject to constraints:
,  ;
, , , .
0

Section 2

Activity Type Content Is Graded?
Question Represent double integrals below as an iterated integrals (or a sum of iterated integrals) with different orders of integration: where . 1
Question Represent integral as iterated integrals with all possible (i.e. 6) orders of integration; is bounded by , , , , , . 1
Question Find line integrals of a scalar fields where is boundary of a triangle with vertices , and . 1
Question Change order of integration in the iterated integral . 0
Question Find the volume of a solid given by , , , . 0
Question Change into polar coordinates and rewrite the integral as a single integral: , . 0
Question Having ascertained that integrand is an exact differential, calculate the integral along a piecewise smooth plain curve that starts at and finishes at  : , ,  ; 0

Section 3

Activity Type Content Is Graded?
Question Find out whether the following functional series converges uniformly on the indicated intervals. Justify your answer. , ,  ; 1
Question , , 1
Question Show that sequence converges non-uniformly on to a continuous function , but . 1
Question Decompose the following function determined on into Fourier series using the standard trigonometric system . Draw the graph of the sum of Fourier series obtained. 1
Question Prove that if for an absolutely integrable function on
then ,  ;
then , , .
1
Question Show that sequence converges on to a continuous function , and at that . 0
Question Show that sequence converges uniformly on , but . 0
Question Decompose , into Fourier series on . Using this decomposition prove that . 0
Question Function is absolutely integrable on , and . Prove that
if it is decomposed into Fourier series of sines then ,  ;
if it is decomposed into Fourier series of cosines then , .
0
Question ## Decompose into Fourier series using the standard trigonometric system.
Using Parseval’s identity find and .
0

Section 4

Activity Type Content Is Graded?
Question Find out if . 1
Question Differentiating the integrals with respect to parameter , find it: , . 1
Question Prove that the following integral converges uniformly on the indicated set. ,  ; 1
Question It is known that Dirichlet’s integral is equal to . Find the values of the following integrals using Dirichlet’s integral
,  ;
.
1
Question Find out if if . 0
Question Find if . 0
Question Differentiating the integral with respect to parameter , find it: , . 0
Question Find Fourier transform of the following functions:
0
Question Let be Fourier transform of . Prove that Fourier transform of is equal to , . 0

Final assessment

Section 1

  1. Find all points where the differential of a function is equal to zero.
  2. Show that function satisfies the equation .
  3. Find maxima and minima of function under condition that . Find the maximum and minimum value of a function
  4. on a domain given by inequality  ;

Section 2

  1. Domain is bounded by lines , and . Rewrite integral as a single integral.
  2. Represent the integral as iterated integrals with different order of integration in polar coordinates if .
  3. Find the integral making an appropriate substitution: , .
  4. Use divergence theorem to find the following integrals where is the outer surface of a tetrahedron , , ,  ;

Section 3

  1. Find out whether the following functional series converge uniformly on the indicated intervals. Justify your answer. , ,  ;
  2. Show that sequence converges uniformly on to a differentiable function , and at that .

Section 4

  1. Find out if if .
  2. Find if .
  3. Prove that the following integral converges uniformly on the indicated set. ,  ;
  4. Find Fourier integral for

The retake exam

Section 1

Section 2

Section 3

Section 4