PROBLEM SET VIII “FUNDAMENTALS” DUE FRIDAY, NOVEMBER In this problem set, we will use define some important functions using integrals. Use only the definitions given here in the following exercises. Definition. Define a function arctan : R . R by the following formula: ∫ x 1 dt. arctan(x) = 2 0 1+t Exercise . Show that arctan is increasing and that for any x ∈ R, one has arctan(−x) = − arctan(x) and | arctan(x)| ≤ |x|. Definition. Now define π as the real number 4 arctan(1). Exercise . Show that the image arctan(R) is the open interval (−π/2, π/2). [Hint: show that for any ε > 0, there exists a real number N > 0 such that for any x > N, one has π/2 − ε < arctan(x) < π/2.] Exercise . Prove that arctan : R . (−π/2, π/2) is a bijection of class C∞ . Definition. Denote by R+ the ray (0, +∞). Define a function log : R+ . the formula ∫ x 1 log(x) = dt. 1 t R by Exercise . Prove that for any x, y ∈ R+ , one has log(xy) = log(x) + log(y). Exercise . Show that log is increasing, and show that the image log(R+ ) is R. Exercise . Prove that log : R+ . R is a bijection of class C∞ . Exercise . Prove that the inverse exp : R . R+ of the function log is a differentiable function such that for any elements x, y ∈ R, exp′ (x) = exp(x), exp(0) = 1, and exp(x + y) = exp(x) exp(y).