May 2, 2011 18.01 Problem Set 11 solutions Part II: 15 points 1. (10 points) This problem is about the functions xm e−x , with m a non-negative integer. 1a) Calculate the average value A0 of e−x over the interval [0, 1]. By definition this is 1 Z e−x dx = [−e−x ]10 = −e−1 + e0 = 1 − e−1 ≈ .632 0 b) Calculate the average value A1 of xe−x over the interval [0, 1]. R1 By definition this is 0 xe−x dx. This is a good candidate for integration by parts, with u = x (since the derivative of x is simpler than x) and dv = e−x dx (since that’s easy to integrate). This gives du = dx, v = −e−x , so 1 Z −x xe dx = − xe −x 1 Z + 0 1 e −x dx = −e −1 Z 0 0 1 + e−x dx. 0 The last integral we calculated in (a) was A0 = 1 − e−1 , so the average value is A1 = −e−1 + A0 = 1 − 2e−1 ≈ .264. c) Calculate the average value A2 of x2 e−x over the interval [0, 1]. R1 By definition this is 0 x2 e−x dx. Again we can integrate by parts, with u = x2 (since the derivative of x2 is simpler than x2 ) and dv = e−x dx. We find du = 2xdx, v = −e−x , and Z 1 2 −x x e 2 −x 1 −x e dx = 0 Z 1 +2 e−x dx = −e−1 + 2A1 . 0 0 Plugging in the value of A1 from (b) gives A2 = 2 − 5e−1 ≈ .1606. d) Prove a reduction formula of the form Z Z m −x m −x x e dx = Cm x e + Dm xm−1 e−x dx. Integrate by parts: use u = xm , dv = e−x dx, so that du = mxm−1 and v = −e−x . The formula is Z Z m −x m −x x e dx = −x e + m xm−1 e−x dx. e) Explain how to calculate the average value Am of xm e−x over [0, 1] from Am−1 . Applying the reduction formula gives Z 1 m −x x e 0 m −x 1 dx = −x e Z +m 0 1 x 0 m−1 −x e dx = −e −1 Z +m 0 1 xm−1 e−x dx. In terms of the average values we are interested in, this says Am = mAm−1 − e−1 . f ) Show that there are integers am and bm with the property that bm . Am = am − e Explain how to calculate am and bm from am−1 and bm−1 . Certainly A0 and A1 and A2 are shaped like this. We proceed by induction: suppose that Am−1 = am−1 − bm−1 e , with am−1 and bm−1 (positive) integers. According to (e), Am = mAm−1 − 1 mbm−1 + 1 = mam−1 − . e e This answer has the shape that we want, with am = mam−1 , bm = mbm−1 + 1. That’s all you needed to say. In fact you can easily calculate am and bm using these formulas and the starting conditions (from (a)) a0 = 1, b0 = 1. The answers are am = m!, bm = m! + m(m − 1) · · · 2 + m(m − 1) · · · 3 + · · · m(m − 1) + m + 1. 1 (m+1) g) Explain why Am is between and 1 e(m+1) . What makes this question hard is thinking that it has something to do with parts (a)–(f). On the interval from 0 to 1, e−x decreases from 1 to e−1 . The function xm e−x is therefore always between xm and xm /e. The average values therefore satisfy (average value of xm ) ≥ Am ≥ (average value of xm /e). The first average value is Z 0 and the last is 1 xm+1 x dx = m+1 m 1 = 0 1 , m+1 1 e(m+1) . 1 1 1 1 e 1 + 2! + 3! + · · · + m! ) is between (m+1)! and (m+1)! . (This 2. (5 points) Explain why e − (1 + 1! means, for instance, that the error in the approximation 1 1 1 1 e ≈ 1 + + + + ··· + 1! 2! 3! 15! is at most e/15! ≈ 2 × 10−12 .) Parts (f) and (g) of Problem 1 (together with the formulas written there for am and bm ) say that 1 m! + m(m − 1) · · · 2 + m(m − 1) · · · 3 + · · · m(m − 1) + m + 1 1 ≤ m! − ≤ . e(m + 1) e m+1 Multiplying this by e/m! gives 1 1 1 1 1 e ≤ e − (1 + + + · · · + + ) ≤ . (m + 1)! 1! 2! (m − 1)! m! (m + 1)! Actually the first formula is interesting if you just multiply it by e: it says 1 e ≤ e · m! − [m! + m(m − 1) · · · 2 + m(m − 1) · · · 3 + · · · m(m − 1) + m + 1] ≤ . m+1 m+1 The expression in square brackets is an integer, so these inequalities (for m + 1 > e tell you that e · m! is not an integer: the reason is that it differs from an integer by something positive but less than 1. Since e · m! can never be an integer (for any big m), it follows that e must be an irrational number.