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A general approach rate to the strong law of large numbers . . . . . . . . . . . ² 12

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A Proof of Finite Sum Theorem Using the

Concept of Ultrafilter

0201 Lei Tao

In this discussion we aim towards a proof of a celebrated result in combinatorial

number theory, the Finite Sum Theorem. Originally proven by Professor N.Hindman

with number theoretic techniques, we here show a proof that involves a unique synthesis

of topology and algebra. We state the theorem:

Theorem 1 (Finite Sum Theorem(Hindman)) Let Aiki=1 be a finite partition

of the set of natural numbers N . There exists an Ai that contains an infinite sequence

whose finite, nonrepeating sums remain in Ai.

We will need the very useful concept of ultrafilter from set-theroetic topology.

Definition 1 Let X be a set. A nonempty family F ⊂ P(X) is a filter provided:

(1) F ∈ F implies F 6= ∅(2) F,G ∈ F implies F ∩ G ∈ F(3) F ∈ F , G ∈ P(X) and G ⊃ F imply G ∈ F (Superset Property)

Definition 2 A filter F on a set X is an ultrafilter if it is a maximal element in the

set of all filters on X, partially ordered by inclusion. I.e, F is not contained in any

strictly larger filter on X.

If U is an ultrafilter then it contains so many subsets of X that for all A ⊂ X

either A ∈ U or X\A ∈ U .

Let βN = U : U is an ultrafilter on N .For a given n ∈ N , U = A ⊂ N : n ∈ A is an ultrafilter on N. These are principle

ultrafilters.

A Topological Structure on βN :

For A ⊂ N , set A∗ = U ∈ βN : A ∈ U. Then the set A∗ : A ⊂ N forms a basis

9

Page 16: waming - USTC

10 ïÄ?Ø ´

for a compact Hausdorff topology on βN . Next, we would like to identify the elements

of N with certain elements of βN , so that we can think of N as being contained in

βN . We do this using the principle ultrafilters. We note that for n ∈ N , n∗ consists

of one ultrafilter. [Suppose there exist U and V in n∗. If A ∈ U , then n ∈ A. As

n ∈ V, we have A ∈ V by the superset property of V. This shows U ⊂ V. Similarly,

V ⊂ U . So, U = V.] Let n∗ be the unique element of n∗. We then identify n ∈ N

with n∗ ∈ βN . With this identification, it turns out that N is dense in βN and βN is

the Stone-Cech Compactification of N.

An Algebraic Structure on βN :

We now define an algebraic operation (+) on βN that extends the ordinary sum

on N, i.e. n∗ + m∗ = (n + m)∗. For A ⊂ N , define A − n = k ∈ N : k + n ∈ A. This

is simply the elements of A shifted to the left n units. For U ,V ∈ βN , define:

U + V = A ⊂ N : n ∈ N : A − n ∈ U ∈ V.

Theorem 2 n∗ + m∗ = (n + m)∗, for all n,m ∈ N

Proof

n∗ + m∗ = A ⊂ N : k ∈ N : A − k ∈ n∗ ∈ m∗= A ⊂ N : k ∈ N : n ∈ A − k ∈ m∗= A ⊂ N : k ∈ N : n + k ∈ A ∈ m∗= A ⊂ N : A − n ∈ m∗= A ⊂ N : m ∈ A − n= A ⊂ N : n + m ∈ A= (n + m)∗

2

It can be shown that (+) defined above is closed and associative, making (βN,+) a

semigroup. Furthermore, the topological and algebraic structures on βN interact well:

For a fixed U ∈ βN , the left translation map LU : βN → βN defined by LU (V) = U +Vis continuous. Then, we finally have the necessary structure on βN for the proof of the

Finite Sum Theorem: (βN,+) is a compact, left-topological semigroup.

A very important theorem is known about such structures:

Theorem 3 (Auslander-Ellis) Every compact left-topological semigroup has an idem-

potent, i.e. an element a such that a + a = a.

⊲⊳⊲⊳⊲⊳⊲⊳⊲⊳⊲⊳⊲⊳⊲⊳⊲⊳⊲⊳⊲⊳⊲⊳⊲⊳⊲⊳⊲⊳⊲⊳⊲⊳⊲⊳⊲⊳⊲⊳⊲⊳⊲⊳⊲⊳⊲⊳⊲⊳⊲⊳⊲⊳⊲⊳⊲⊳⊲⊳⊲⊳⊲⊳⊲⊳⊲⊳⊲⊳⊲⊳⊲⊳⊲⊳⊲⊳⊲⊳⊲⊳⊲⊳⊲⊳⊲⊳⊲⊳⊲⊳⊲⊳⊲⊳⊲⊳⊲⊳⊲⊳⊲⊳⊲⊳⊲⊳⊲⊳⊲⊳⊲⊳⊲⊳⊲⊳⊲⊳⊲⊳⊲⊳⊲⊳⊲⊳⊲⊳⊲⊳⊲⊳⊲⊳⊲⊳⊲⊳⊲⊳⊲⊳⊲⊳⊲⊳

In great mathematics there is a very high degree of unexpectedness, combined with inevitability and economy.

— G H Hardy

Page 17: waming - USTC

1 59 Ï A Proof of Finite Sum Theorem Using the Concept of Ultrafilter 11

As (βN,+) is such a structure, the following is an immediate corollary:

Theorem 4 (Glazer) There exists U ∈ βN such that U + U = U .

Lemma 1 (Galvin) Let U be an idempotent element of βN . Then for all A ∈ U there

exists an infinite sequence B ⊂ A such that all nonempty finite sums of elements in B

remains in A.

Proof of Finite Sum Theorem . Consider the partition N = ∪ki=1Ak, and let U

be an idempotent ultrafilter on N. There exists some i ∈ 1, · · · , k such that Ai ∈ U .

By Galvin’s Lemma, there exists an infinite sequence B ⊂ Ai such that all nonempty

finite sums of elements of B remain in Ai. 2

As a final remark, we note that techniques similar to the above can be used to prove

other results in combinatorial number theory, notably Van der Waerden’s Theorem and

the Hales-Jewett Theorem.

::::::::::::::::::::

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⊲⊳⊲⊳⊲⊳⊲⊳⊲⊳⊲⊳⊲⊳⊲⊳⊲⊳⊲⊳⊲⊳⊲⊳⊲⊳⊲⊳⊲⊳⊲⊳⊲⊳⊲⊳⊲⊳⊲⊳⊲⊳⊲⊳⊲⊳⊲⊳⊲⊳⊲⊳⊲⊳⊲⊳⊲⊳⊲⊳⊲⊳⊲⊳⊲⊳⊲⊳⊲⊳⊲⊳⊲⊳⊲⊳⊲⊳⊲⊳⊲⊳⊲⊳⊲⊳⊲⊳⊲⊳⊲⊳⊲⊳⊲⊳⊲⊳⊲⊳⊲⊳⊲⊳⊲⊳⊲⊳⊲⊳⊲⊳⊲⊳⊲⊳⊲⊳⊲⊳⊲⊳⊲⊳⊲⊳⊲⊳⊲⊳⊲⊳⊲⊳⊲⊳⊲⊳⊲⊳⊲⊳⊲⊳⊲⊳⊲⊳

Mathematics is a game played according to certain simple rules with meaningless marks on paper.

—David Hilbert

Page 18: waming - USTC

A general approach rate to the strong law of

large numbers

0217 Hu Ming

We obtain the strong growth rate for the sum Sn of random variables by using a

Hajek-Renyi type maximal inequality. Under the same conditions as that in Fazekas

and Klesov(Theory Probab. Appl. 45 (2000) 436), we get sharper results for some

dependent sums.

Introduction

The strong law of large numbers (SLLN) asserts that a sequence of cumulative

sums of random variables becomes ”nonrandom” by normalizing it by an appropri-

ate sequence of nonrandom numbers and approaching the limit. Many results of this

type were obtained for both independent and dependent summands forming cumulative

sums.

There are two basic approaches to prove the strong law of large numbers. The first

is to prove the desired result for a sub sebsequence and then reduce the problem for

the whole sequence to that for the subsequence. In so doing, a maximal inequality for

cumulative sums is usually needed for the second step. Note that maximal inequalities

make up a well-developed branch of probability theory and many inequalities are known

for different classes of random variables.

The second approach is to use directly a maximal inequality for normed sums.

Inequalities of this kind are said to be of Hajek-Renyi type, referring to the paper by

Hajek and Renyi devoted to independent summands. However, after a Hajek-Renyi

inequality is obtained, the proof of the strong law of large numbers becomes an obvious

problem.

In this paper, our goals are to show that a Hajek-Renyi type inequality is , in fact,

a consequence of an appropriate maximal inequality for cumulative sums and to show

that the latter automatically implies the strong law of large numbers. Most important,

we made no restriction on the dependence structure of random variables.

12

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1 59 Ï A general approach rate to the strong law of large numbers 13

Recently, Fazekas and Klesov obtained a Hajek-Renyi type maximal inequality.

Then they proved the strong law of large numbers for general summands, and give

some applications for dependent summands. In this paper, we study the strong growth

rate for sums of random variable under the same conditions as that in Fazekas and

Klesov. We get sharper results for some dependent random variable sums.

Hajek-Renyi type maximal inequality and strong law of large numbers

Lemma 1 (Hajek-Renyi type maximal inequality) Let β1, · · · , βn be a nondecreasing

sequence of positive numbers. Let α1, · · · , αn be nonnegative numbers. Let r be a fixed

positive number. Assume that for each m with 1 ≤ m ≤ n

E

[

max1≤l≤m

|Sl|]r

≤m∑

l=1

αl (1)

Then

E

[

max1≤l≤n

|Sl

βl|]r

≤ 4

n∑

l=1

αl

βrl

(2)

Proof First, we multiply βr1 on both side of (2). Since β1 > 0, (2) holds true if and

only if

E

[

max1≤l≤n

| Sl

βl/β1|]r

≤ 4

n∑

l=1

αl

(βl/β1)r

So we can suppose that β1 = 1.

Let c = 21/r. Consider the sets

Ai = k : ci ≤ βk < ci+1, i = 0, 1, 2, · · ·

Because β1 = c0 = 1, we notice that 1 ∈ A0, A0 6= ∅. Using Ai, we can seperate

1, · · · , n into some pieces.

Denote by i(n) the index of the last nonempty Ai. When i is large enough such

that βn < ci, Ai = ∅. So i(n) < ∞. If Ai is nonempty, let k(i) = maxk : k ∈ Ai,i = 0, 1, 2, · · · , while k(i) = k(i − 1) if Ai is empty. Let k(−1) = 0.

If Al is nonempty, let

δl =

k(l)∑

j=k(l−1)+1

αj , l = 0, 1, 2, · · ·

where δl is considered to be zero if Al is empty.

∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼Abel has left mathematicians enough to keep them busy for 500 years. —Charles Hermite

Page 20: waming - USTC

14 ïÄ?Ø ´

For a fixed ω0, there exists some l0, Ai0 such that l0 ∈ Ai0 , and:

max1≤l≤n

|Sl

βl|r(ω0) = |Sl0

βl0

|r(ω0) ≤ maxl∈Ai0

|Sl

βl|r(ω0) ≤

i(n)∑

i=0

maxl∈Ai

|Sl

βl|r(ω0)

The inequality above holds true for almost every ω0 ∈ Ω. After take expectation on

both sides, the inequaltiy still holds true. We have:

E

[

max1≤l≤n

|Sl

βl|r]

≤ E

i(n)∑

i=0

maxl∈Ai

|Sl

βl|r

=

i(n)∑

i=0

E

[

maxl∈Ai

|Sl

βl|r]

Since i(n) < ∞, we can change the sum and expectation. According to the definition

of Ai, when l ∈ Ai, βl ≥ ci, so β−rl ≤ c−ir. We have:

i(n)∑

i=0

E

[

maxl∈Ai

|Sl

βl|r]

≤i(n)∑

i=0

c−irE

[

maxl∈Ai

|Sl|r]

Since k(i) = maxk : k ∈ Ai, i = 0, 1, 2, · · · , we notice that Ai ⊂ 1, · · · k(i) Using

the condition (1), we have:

E

[

maxl∈Ai

|Sl|r]

≤ E

[

max1≤l≤k(i)

|Sl|r]

≤k(i)∑

l=1

αl

i(n)∑

i=0

c−irE

[

maxl∈Ai

|Sl|r]

≤i(n)∑

i=0

c−ir

k(i)∑

k=1

αk

According to the defintion of δl and change the order of sum, we have:

i(n)∑

i=0

c−ir

k(i)∑

k=1

αk =

i(n)∑

i=0

c−iri∑

l=0

δl =

i(n)∑

l=0

δl

i(n)∑

i=l

c−ir

Now we get the inequality:

E

[

max1≤l≤n

|Sl

βl|r]

≤i(n)∑

l=0

δl

i(n)∑

i=l

c−ir ≤i(n)∑

l=0

δl

∞∑

i=l

c−ir =1

1 − c−r

i(n)∑

l=0

δlc−lr

According to the definition of δl, we have:

1

1 − c−r

i(n)∑

l=0

δlc−lr =

1

1 − c−r

i(n)∑

l=0

c−lr

k(l)∑

j=k(l−1)+1

αj

∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼On earth there is nothing great but man; in man there is nothing great but mind.

—William Rowan Hamilton

Page 21: waming - USTC

1 59 Ï A general approach rate to the strong law of large numbers 15

Using the defintion of Ai, when j ∈ Al, βj < cl+1, we have:

E

[

max1≤l≤n

|Sl

βl|r]

≤ 1

1 − c−r

i(n)∑

l=0

c−lr

k(l)∑

j=k(l−1)+1

αj

≤ 1

1 − c−r

i(n)∑

l=0

c−lr

k(l)∑

j=k(l−1)+1

c(l+1)r αj

βrj

=cr

1 − c−r

i(n)∑

l=0

k(l)∑

j=k(l−1)+1

αj

βrj

= 4n∑

k=1

αk

βrk

This completes the proof.

Lemma 2 (Fazekas-Klesov strong law of large numbers) Let b1, b2, · · · be a nonder-

creasing unbounded sequence of positive numbers. Let α1, α2, · · · be nonnegative num-

bers. Let r be a fixed positive number. Assume that for each n ≥ 1

E

[

max1≤l≤n

|Sl|]r

≤n∑

l=1

αl (3)

if∞∑

l=1

(al/brl ) < ∞, then

limn→∞

Sn

bn= 0 a.s. (4)

Proof Case 1: We assume that there exists an integer m, such tha αn = 0, n ≥ m.

Using condition (3), for all n > 1, we have:

E

[

max1≤l≤n

|Sl|]r

≤m∑

l=1

αl

Let n → ∞. By monotone convergence theorem, we get change the order of limitation

and expectatioin:

limn→∞

E

[

max1≤l≤n

|Sl|]r

= E

[

limn→∞

max1≤l≤n

|Sl|]r

= E

[

supn≥1

|Sn|]r

≤m∑

l=1

αl < ∞

So we get:

supn≥1

|Sn|r < ∞ a.s.

For almost every ω0 ∈ Ω,

|Sn(ω0)|bn

≤supn≥1

|Sn(ω0)|

bn→ 0 (n → ∞)

∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼What we know is not much. What we do not know is immense. — Pierre-Simon Laplace

Page 22: waming - USTC

16 ïÄ?Ø ´

So we have the conclusion:

limn→∞

Sn

bn= 0, a.s.

Case 2: We assume that αn > 0 for an infinite number of indices n. Set:

vn =

∞∑

k=n

αk

brk

, βn = max1≤k≤n

bkv1/2rk

It is easy to see that 0 < vn < ∞, for all n ≥ 1, and vn is a decreasing sequence. Using

the mean value theorem: ∀ 0 < α < 1, there exists ξ ∈ (vn+1, vn), such that:

v1−αn − v1−α

n+1 = (1 − α)(vn − vn+1)ξ−α ≥ (1 − α)

αn

brnvα

n

Sum from 1 to ∞, we have:

(1 − α)

∞∑

n=1

αn

brnvα

n

< v1−α1 − lim

n→∞v1−αn+1 = v1−α

1 < ∞

At the same time, we notice that vk → 0, since∞∑

k=1

vk < ∞. ∀ε > 0, there exists

N ∈ N, such that when i > N , v1/2ri < ε When k is large enough, we have:

βk

bk≤

max1≤i≤N

biv1/2ri

bk+

maxN+1≤i≤k

biv1/2ri

bk≤

max1≤i≤N

biv1/2ri

bk+ ε

Let k → ∞, we have βk/bk < ε. Let ε → 0, we prove that limk→∞

βk/bk = 0

So the sequence βn, n ≥ 1 is such that

(a) βk < βk+1, k = 1, 2, · · · ;(b)

∞∑

k=1

αk/βrk ≤

∞∑

k=1

αk/brkv

1/2k < ∞

(c) limk→∞

βk/bk = 0

Then Lemma 1 implies that (2) is satisfiled. Therefore, E[supl≥1

|Sl/βl|]r ≤ 4∞∑

l=1

αl/βrl <

∞. This implies supl≥1

|Sl/βl| < ∞, a.s.

Finally,

0 ≤∣∣∣∣

Sl

bl

∣∣∣∣=

∣∣∣∣

Sl

βl

∣∣∣∣

βl

bl≤

supl≥1

∣∣∣∣

Sl

βl

∣∣∣∣

βl

bl→ 0, a.s. as l → ∞

The lemma is proved. 2

∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼Number theorists are like lotus-eaters - having tasted this food they can never give it up.

—Leopold Kronecker

Page 23: waming - USTC

1 59 Ï A general approach rate to the strong law of large numbers 17

Strong growth rate of random sequence under moment conditions

Lemma 3 (Dini Theorem) Let c1, c2, · · · be nonnegative numbers, vn =∞∑

k=n

ck, if 0 <

cn < ∞ for n ≥ 1,then∞∑

n=1

cn

vδn

< ∞, ∀0 < δ < 1 (5)

Proof Let f(x) = x1−δ, x > 0, 0 < δ < 1, then f ′(x) = (1− δ)/xδ . By the mean value

theroem, there exists a ξ ∈ (b, a), such that f(b) − f(a) = f ′(ξ)(b − a). Take b = vn,

a = vn+1, then we have:

vδn − vδ

n+1 = (1 − δ)(vn − vn+1)/ξδ ≥ (1 − δ)cn/vδ

n, ξ ∈ (vn, vn+1)

Thus:

(1 − δ)

∞∑

n=1

cn

vδn

≤ vδ1 − lim

n→∞vδn+1 = vδ

1 < ∞

Then the lemma is proved. 2

Theorem 1 Let b1, b2, · · · be a nondecreasing unbounded sequence of positive numbers

and α1, α2, · · · be nonnegative numbers. Let r and C be fixed positive numbers. Assume

that for each n ≥ 1

E

(

max1≤l≤n

|Sl|)r

< C

n∑

l=1

αl (6)

∞∑

l=1

αl

brl

< ∞ (7)

then

limn→∞

Sn

bn= 0 a.s. (8)

and with the growth rateSn

bn= O

(βn

bn

)

a.s. (9)

where

βn = max1≤k≤n

bkvδ/rk ∀0 < δ < 1, vn =

∞∑

k=n

αk

brk

, limn→∞

βn

bn= 0 (10)

Proof 1) First we assume that there exists an integer m such that αn = 0 for n ≥ m,

thus βn = max1≤k≤m

bkvδ/rk for n ≥ m. By monotone convergence theorem, we have

E

(

supn≥1

|Sn|)r

= limn→∞

E

(

max1≤l≤n

|Sl|)r

≤ Cm∑

l=1

αl < ∞,

thus supn≥1

|Sn| < ∞, a.s., and this easily gives (8)-(10).

∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼God made the integers, all else is the work of man. —Leopold Kronecker

Page 24: waming - USTC

18 ïÄ?Ø ´

2) We assume that αn > 0 for infinitely many n. By (7) and Lemma 3, we

know that∞∑

n=1αn/br

nvδn < ∞, it is easy to see that 0 < βk ≤ βk+1 for k ≥ 1, and

∞∑

n=1αn/βr

n ≤∞∑

n=1αn/br

nvδn < ∞,

βk

bk≤

max1≤l<k1

blvδ/rl

bk+

maxk1≤l≤k

blvδ/rl

bk≤

max1≤l<k1

blvδ/rl

bk+ v

δ/rk1

,

by (7) and limn→∞

bn = ∞, we get limn→∞

βn/bn = 0 . (6) and Lemma 2 imply that

E

(

max1≤l≤n

∣∣∣∣

Sl

βl

∣∣∣∣

)r

≤ 4Cn∑

l=1

αl

βrl

≤ 4C∞∑

l=1

αl

βrl

< ∞,

hence by monotone convergence theorem, we have

E

(

supn≥1

∣∣∣∣

Sn

βn

∣∣∣∣

)r

= limn→∞

E

(

max1≤l≤n

∣∣∣∣

Sl

βl

∣∣∣∣

)r

≤ 4C

∞∑

n=1

αn

βrn

< ∞,

so that supn≥1

|Sn/βn| < ∞, a.s., and

0 ≤∣∣∣∣

Sn

bn

∣∣∣∣≤ βn

bnsupn≥1

∣∣∣∣

Sn

βn

∣∣∣∣= O

(βn

bn

)

, a.s.,

this completes the proof.

2

Reference

[1] Hajek, J., Renyi, A., 1955. Generalization of an inequality of Kolmogorov, Acta Math.

Acad. Sci. Hungar., 6, 281-283.

[2] Fazekas, I., Klesov, O., 2000. A general approach to the strong law of large numbers.

Theory Probab. Appl. 45, 436-449.

∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼∼Try a hard problem. You may not solve it, but you will prove something else. — J E Littlewood

Page 25: waming - USTC

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(2)3 γ xC­¥£'X3+G¥¤"du^Ø1w­3

²L·1wzoUá­§@o·Ir@1w­

<L5'§á"ùk´OC©§3È©¥·®²

éÙG"

XJÄþá5§ C©ÒØ"Ïr6/ M ,:

/N0§ÏLT:áÿ/á5Ò»"6Äáò©

¤Aìwá£ÀN@:츤"6Ä/GÒ±

NþØ´á3C­¥á"ÏC©´3C­¥Ä§

3þvkék"CÏÚ\Ná5A۽µ

:"

19

Page 26: waming - USTC

20 ïÄ?Ø ´

1C©1C©

Ä M þü: p, q 9½^l p q ÿ/ γ : [a, b] → M"3§

NCkxÿ/ γ : [a, b] × [0, ǫ] → M§½öP γu : [a, b] → M,u ∈ [0, ǫ]§÷v

γ(t, u) = γu(t); γ0 = γ; γu(a) = γ(a), γu(b) = γ(b)

P L(u) = L(γu) =∫ ba |γu(t)|dt ÿ/ γu ݧu ∈ [0, ǫ]"½Â÷ γ ü

þ|Xeµ

(1)T (γ(t, u)) = dγ( ∂∂t (t, u))

(2)U(γ(t, u)) = dγ( ∂∂u(t, u))(¡ γu îþ|")

d [ ∂∂t ,

∂∂u ] = 0 [T,U ] = 0. w, DT T = 0. u´

DT DT U = DT DUT = DT DUT − DUDT T − D[T,U ]T = −RTUT

òd§3 γ þ§ Jacobi §µ DT DT U + RTUT = 0.

§·¡÷­ γ ·Ü Jacobi §þ| U Jacobi |. À½

÷ γ ²1ü Ie| e1(t), · · · , en(t)§Ø e1(t) = γ(t). XJP

U(t) = f i(t)ei(t)§Rei(t)ej(t)ek(t) = Rlijk(t)el(t) (þeI­EL«·?1l 1

m ¦Ú)§K Jacobi §du f i(t) + Ri1j1(t)f

j(t) = 0,∀i.

d~©§|)35½nµ

·K 1 (1) ÿ/ γ, ½ v,w ∈ Mγ(0), K3÷ γ Jacobi | U ¦

U(0) = v, U (0) = w.

(2) ÷^ÿ/ Jacobi |":´lѧØd Jacobi |ð".

Ún 1 U ´÷ÿ/ γ Jcaobi |§@o3 a, b ∈ R, Ñe¡©

)

U = U⊥ + (at + b)γ

Ù¥ U⊥ ´÷ γ Jcaobi |¿ < U⊥, γ >= 0

ùÚnL²§Ru γ Jacobi |â´k¿Â"¡ γ R Jacobi

|~ Jacobi |"*þù§ Jacobi | U§÷ γ/.0tU(t ∈ [0, ǫ])

Ò±üëêÿ/x"du U ÷ γ ©þ¿ØK.­Ý§

´UC÷­rÝ"ùué γ ?1­#ëêz" U⊥ â´é­

ÝCzkzþ"

⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄¤¦<h²§y¦<ŧêƦ<°[§óƦ<Û§¦<î§Ü6?`¦<õF"

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1 59 Ï lÛÜáNá 21

½Â 1 p ∈ M,X ∈ Mp, expp : Mp → M . ¡ d expp 3 X ?òz§XJ3 γ(t) =

expp(tX)þ3Øð"~ Jcaobi| U§÷v U(p) = 0 = U(expp(X)).

ù¡ X êN3 p ?Ý:§¡ expp X p ÷X γ = expp tX Ý

:"

e¡ÑC©úª"Ø t γ lëê§u´ |γ| = 1, L(u) =∫ ba |γu(t)|dt"

du T = γu(t), U = dγ( ∂∂u ), [T,U ] = 0 µ

L′(u) =

∫ b

a

d

du

< γu(t), γu(t) >dt =

∫ b

a

1

T< T,DUT > dt =

∫ b

a

1

T< T,DT U > dt

AO§u=0l1C©úªµ

L′(0) =

∫ b

a< γ,DγU > dt =< γ(t), U(t) > |ba −

∫ b

a< γ(t), U(t) > dt

XJ.à:½§= U(a) = U(b) = 0§K L′(0) = −∫ ba < γ(t), U(t) > dt"

L′(0) = 0, ·ÿ/ γ Ý3C­÷ U 6ÄÝC

z¥´."ä γ ´Ä´á§IÄlC© L′′(0):

L′′(u) =

∫ b

a

d

du(1

T< T,DT U >)dt

L′′(0) =

∫ b

a(|U (t)|2− < γ,RUγU > −[< γ(t), U(t) >′]2+ < DUU, γ >′)dt.

±e·ob U ´à:½~ Jacobi |§OÑþªµ

L′′(0) =

∫ b

a[|U (t)|2− < RγU γ, U >]dt.

y3í2ù½Âþ|"é¤k÷ γ ÷v X(t) ⊥ γ(t) ∀t ∈(a, b) ©ã C∞ þ| X NP C∞

p [a, b]"±Ú\I/ªµ

I(X,X) =

∫ b

a[|X(t)|2− < RγX γ,X >]dt.

£é C∞p ¼êÈ©À31w¡þÈ©Ú§ X = DγX.¤

O I é R 5µI(aX, aX) = a2I(X,X)"½ÂAg

.µI(X,Y ) = 12 [I(X + Y,X + Y ) − I(X,X) − I(Y, Y )],∀ X,Y ∈ C∞

p "Ðmµ

I(X,Y ) =

∫ b

a[< X(t), Y (t) > − < Rγ(t),X(t)γ(t), Y (t) >]dt.

ù´é¡g.§¡§I/ª"ù´·l γ C©pÑ'u

îþ|g."ùr­C©©)÷îþ|.§

3îþ|.U5zïÄ"ù´éUõ§·3©AÛ¥

~ùo"

⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄»§âf§»§zó|§/¥C§)Ô§F^§Ã?Ø^êÆ" —uÛ

Page 28: waming - USTC

22 ïÄ?Ø ´

I/ªÿ/á5

M þ^l p q ^ÿ/ γ : [a, b] → M"γ[a, t] 3 t ¿©C a

· γ 3¤k M þë( γ(a) γ(t) ´á" t r'

ÿ§¹ÒkUu)Cz"~~fÒ´¥¡"ª:Lå©

:é»:§@o·r´ÒØ´á"e¡·¬å©:é»:

Ò´§Ý:"

Ún 2 5ÿ/ γ : [a, b] → M . XJ γ(a) Ý γ(b),U ÷ γ ¦ U(a) =

U(b) = 0 ~ Jacobi |§K I(U,U) = 0"

y² I(U,U) =∫ ba (|U |2+ < U,U >)dt =< U,U > |ba = 0" 2

e¡Qã'ªµ X,Y ∈ C∞[a, b]§ X,Y ⊥ γ

I(X,Y ) =< X(t), Y (t) > |ba −∫ b

a< X(t) + Rγ(t),X(t)γ(t), Y (t) > dt (1)

UìÎk) [1] ¥PÒÚ\µ

V= ¤k÷ γ ÷v X(t) ⊥ γ(t) X ∈ C∞p þ| X N"

V0 = X ∈ V : X(a) = X(b) = 0

·K 2 5ÿ/ γ : [a, b] → M,U ∈ V. K I(U, V ) = 0,∀V ∈ V ⇐ :U Jacobi

|"

·K 3 XJ γ[a, b] þع γ(a) Ý:§KI/ª3 V0 þ½"

·K 4 γ(b) ´÷ γ 'u γ(a) 1Ý:§KI/ª3 V0 þ´

½ ½"

·K 5 γ(c) ´÷ γ 'u γ(a) 1Ý:§a < c < b§KI/ª3 V0

þ´Ø½"

ù5y²3 [1]pé"'X1§dúª (1)§XJ U

Jacobi |§K I(U, V ) = 0,∀V ∈ V0. § [a,b] þ©ã1wK¼

ê f§§T3Ø1w: 0"Ä V = f ∗ (U + Rγ,U γ) ∈ V0 K

0 = I(U, V ) = −∑

i

∫ ai+1

ai

f(t)|Ui + Rγ,U γ|2dt

⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄Ü6´ØÔ§ÏéÜ6¦^Ü6" —ÙA°

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1 59 Ï lÛÜáNá 23

l U ÷ γ Jacobi |"ù·±aLÙ¦y²§5¼þ¡*

)º";.~f´nm¥ü ¥¡M = S2§éN´: p ∈ S2

é»: q AT´§Ý:§ù´o¿gQº

Ä¥¡3 p :m TpS2 9ÙþêN exp : TpS

2 → S2"

±b ∃X ∈ TpS2, |X| = 1, s.t.q = exp(πX). m©Ø¡§H4Ú4"

ùwm TpS2 ¥^AÏ Ct = Y ∈ TpS

2, |Y | = 1 3êNeµexp(πY ) : Y ∈ Ct"dé¡5± exp(tY )´lH4Ñu÷ Y

²§¿3 t = π Ó4"ÄêN3 X ∈ TpS2 ?N

dγq = d expq"du3 X ∈ TpS2 ?m TpS

2 Ó§ TpS2 ´d X,X1 Ü

¤§Ù¥ X1 ⊥ X"du tlu π O\u π §exp(tX)BLÙ§:

BL q :"· |dγq(X)| = |∂γ(t)∂t |t=π = 1 =3 X Øòz§

3 X1 %´òz§Ï exp(πY ) = q,∀Y 3m¥ X R"dÝ

:½Â γ C­¥Ø´á"

3AÛþwù´w,§ÏlÙ§²ÑurLål´"dA

Tk÷ γ" Jacobi| U,U(a) = U(b) = 0¦ I(U,U) = 0"e¡Oe

Jacobi§" e1(t) = γ(t), e2(t) ⊥ e1(t)±½"KU(t) = sin(t)e2(t), t ∈ [0, π]

=´3à:§÷v Jacobi§µf(t) + 1 ∗ f(t) = 0(Ïd­Ç 1)

îþ|"Ù¢ùîþ|3 e´"=¤k3à

:îþ|µU(t) = a sin(t)e2(t)£´d§)Ñ5¿÷vЩ^¤"

ÿ/rLÝ:§=¦3C­¥§Ø´á"~X·

r5 3¥¡þ§rà:½3H4§,à:4£Ä§

rL4§5Ò¬¥,ý "ù`²3ÊÏÝþe§3§NCk

áëüॡ´"y3·éÝ:k:)§3-1Ý:

cÿ/´3C­¥á§rL1Ý:ÒØ´á§=´3

C­¥k'§á"?Ú·¬¯µoÿÿ/´Ná

Ná9:¿Â

e¡Äÿ/oÿ´Ná"·é5â5

äNá5"Äk¬¯: XJv-Ý:§@o^ÿ/´Ná

íº2w~~fµÎ¡"Bå§Ñ§3 R3 ¥IL

⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄´Sê§Ñ %§k/u§kêí" —yÀ

Page 30: waming - USTC

24 ïÄ?Ø ´

«µx2 + y2 = 1,∀z. P p = (−1, 0, 0), q = (1, 0, 0). X ´ p ?þ X =

(0, 1, 0), γ(0) = p, γ(0) = X, K γ ´l p Ñu q ÿ/§ exp(πX) = q"l

mΡêN??òz§l Ý:8´8"ùqkÿ

/Ø´á§'X γ rL q :5 q′§,3C­¥§´á

§´r exp(−tX)w,¬'r exp(tX)@ q′"y3·2ѽµ

½Â 2 M Riemann 6/§γ : R+ → M ^5ÿ/"½öé¤k

t§γ[0, t]Ѵ᧽ö3, t0, γ[0, t0]´á§é?Û s > t0,

Ñk' γ[0, s] áë( γ(0) γ(s) ´"31«¹§¡ γ(t0) γ

'u γ(0) :"

ù½Âdu`µ3-:c§ÿ/Ñ´Ná"XJÝ:

Ú:ÑÑy§ ¬k-:"k§­Ü§'X3¥¡þ§§Ñ

´é»:"kÝ:8´8"'Xþ¡Î¡§ù p ¤k:T´

x = 1, y = 0,∀z ù^"3v-§c§l p Ñuÿ/Ñ´Ná

"

é p ∈ M§P C(p) l p Ñu-¤k:8ܧ¡,"P V(p)

,SÜ (ù´¹ p ëÏm8)"l p Ñuÿ/3,SÜØ

¬-:§3 TpM ¥¹:m8 V (p)§¦ exp : V (p) → V(p)

©Ó§qk V (p) ©Óuü m¥£Ó´éw,¤"P V (p) >

. C(p)"

½n 1 Riemann 6/ M ´;= ∀x ∈ M,C(x) ÑÓuü

¥¡ Sx ⊂ TxM

y² e M ;§P d(M) = δ. u´5ÿ/ γ : R+ → M,γ(0) = x 3rL δ

ÒØ´á§3 ǫ > 0 ¦ γ[0, ǫ] o´á§

=:C(x) ∈ Bx(0, δ + ǫ)\Bx(0, ǫ)

l C(x)Óu Sx ∈ TxM . §C(x)Óu Sx ∈ TxM ,K V (x)∪C(x);"

- d = maxx∈M

maxX∈C(x)

|X|, K d(M) = d < ∞, l M ;" 2

½Â 3 ¡ U ⊂ M :à ('u x ∈ U)§XJ U ¥?¿:T±^^

áÿ/ x ë("

d½Â V(p) 'u p :à8"©(·OA

:à8ü~f"

⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄·d)vko¢Ã§k¿Øù§§ØL´·¼ê" —.KF

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1 59 Ï lÛÜáNá 25

~ 1

1). î¼m Rn",´§V(p) = Rn§'X R3"

2). ¥¡ Sn"=k p é»: q ´:£½´Ý:¤§V(p) = Sn\q§'X S2"

3). R3 ¥Î¡ Mµx2 + y2 = 1,∀z"V(−1, 0, 0) = M\x = 1, y = 0"

4). R3 ¥¡ Mµ(√

x2 + y2 − 2)2 + z2 = 1"V(−3, 0, 0) = M\x2 + y2 = 1, z =

0\(x − 2)2 + z2 = 1, y = 0"

·w¡¹k:E,§Ù¢ x2 +y2 = 1, z = 0∪(x−2)2 +z2 = 1, y = 0Tд (−3, 0, 0) :8"ù´~g,§·e÷,r¡m§

ùL§Tд·3ÿÀþ¡_L§"u´ù;6/Àl

4ü ¥ÏLé>.,/ÊÜ0£3î¿Âþı

Ýþ¤"é;6/§ù´é"ù§V (p) ∪ C(p) ©Óu4ü

¥§expp : V (p) ∪ C(p) → M ´÷"ùêNÒué>. C(p) ?1

Êܧl C(p)"·e¥¡Ú¡§ù´ü²~f"

5y² [1]"

ëÖ [1] ´©ÌëÔ§¤kÑy²þ3Ù¥é"ù´

É~Ðá"XJé6/ÿÀm'Xk¡@£§¿

sm§[2]´ýÐëÖ"

ë©z

[1] ÎõÚ§!Xn§xó"5iùAÛÐÚ6§®ÆÑ"

[2] ¿"56/ÿÀÆ6§ÉÇÆÑ"

⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄⋄þ2MEê§Ù¦Ñ´<E" —ÛS

Page 32: waming - USTC

Hodge (f9Ù5

0201 d

Hodge (f´©AÛ¥©­f§k Hodge (f½

§·Ò±½Â©f§? ½Â6/þ Laplace-Beltramif§ª

Ͷ Hodge ©)½n"©Ì8´0 Hodge (f½Â9

ÙÄ5"

£M,g¤´ m ½iù6/§ÙiùÝþ g"Ä M þ?Iã

£U,ϕ, xi¤§·k

g = gijdxi ⊗ dxj (11)

gij = g(∂

∂xi,

∂xj)

±eeÃAO`²§Io´ 1, · · · ,m"

´ M NÈ η ±L«¤

η =√

Gdx1 ∧ · · · ∧ dxm, G = det(gij) (12)

BuO§·Ú\ Kronecker ÎÒ

δi1···irj1···jr

= det

δi1j1

δi1j2

· · · δi1jr

δi2j1

δi2j2

· · · δi2jr

· · · · · · · · ·δirj1

δirj2

· · · δirjr

(13)

r=1§ùÒ´Ï~Kronecker delta δij§d½Âª£3¤wѧKronecker

ÎÒäk±e5µ

1. δi1···irj1···jr

'uI (i1, · · · , ir)½ (j1, · · · , jr) ´¡;

2. e i1 < · · · < ir,j1 < · · · < jr,K δi1···irj1···jr

= δi1j1· · · δir

jr;

3. δi1···irj1···jr

=

0, e (j1, · · · , jr)Ø´ (i1, · · · , ir);

1, e (j1, · · · , jr)´ (i1, · · · , ir) ó;

−1, e (j1, · · · , jr)´ (i1, · · · , ir) Û"

26

Page 33: waming - USTC

1 59 Ï Hodge (f9Ù5 27

NÈ η M m g/ª§¤

η =∑

i<

ηi1···imdxi1 ∧ · · · ∧ dxim =1

m!ηi1···imdxi1 ∧ · · · ∧ dxim (14)

Ù¥∑

i<

≡∑

i1<···<im

L«IU^Sü¦Ú§

ηi1···im =√

Gδ1···mi1···im (15)

w, dη=0§du ηi1···im ´ (0,m) .Üþ©þ§

ηi1···im,k =∂ηi1···im

∂xk−

m∑

t=1

Γlitkηi1···it−ilit+1···im

(0,m + 1) .Üþ©þ"q dimM = m§k

ηi1···im,k = 0 (16)

^ Ar(M) L« M þ r /ª¤þm§·½Â Hodge (f ∗ :

Ar(M) −→ Am−r(M) Xeµ

½Â 1 α ∈ Ar(M),0 ≤ r ≤ m, ÛÜL«

α =∑

i<

αi1···irdxi1 ∧ · · · ∧ dxir =1

r!αi1···irdxi1 ∧ · · · ∧ dxir (17)

½Â ∗α ∈ Am−r(M) ´

∗α =∑

j<

∗αjr+1···jmdxjr+1 ∧ · · · ∧ dxjm (18)

Ù¥

∗αjr+1···jm=∑

i<

ηi1···irjr+1···jmαi1···ir (19)

αi1···ir = gi1k1 · · · girkrαk1···kr, (gij) = (gij)

−1

∗α ¡ α /ª"

≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖

êÆ3u§gd" —x÷

Page 34: waming - USTC

28 (¡ ´

β ∈ Ar(M) §

β =∑

i<

βi1···irdxi1 ∧ · · · ∧ dxir (20)

½Â 2 r g/ª α Ú β ÛÜSÈ < α, β > ½Â

< α, β >=∑

i<

αi1···irβi1···ir =1

r!αi1···irβi1···ir (21)

±þ·þ®b αi1···ir (½ βi1···ir) 'u i1, · · · , ir ´é¡"

zO, ·kÛÜ5Ie| ei 9ÙéóIe| wi,ù

gij =< ei, ej >= δij , gij = δi

j ,√

G = 1

XJ

α =∑

i<

αi1···irωi1 ∧ · · · ∧ ωir

Kd½Â 1, k

∗α =∑

j<

∗αjr+1···jmωjr+1 ∧ · · · ∧ ωjm

Ù¥

∗αjr+1···jm=

i<

δ1···mi1···irjr+1···jm

αi1···ir

=1

r!δ1···mi1···irjr+1···jm

αi1···ir

u´,35Ie|e,NȤ

η = ω1 ∧ · · · ∧ ωm = ∗1 (22)

|^eã·K´:

∗η = ∗(ω1 ∧ · · · ∧ ωm) = 1

·K 1 α, β ∈ Ar(M), f ∈ C∞(M), Kk

(i) ∗ (α + β) = ∗α + ∗β, ∗fα = f(∗α)

(ii) ∗ ∗α = ∗(∗α) = (−1)r(m−r)α

(iii)α ∧ ∗β = β ∧ ∗α =< α, β > η

≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖

êÆ´£ó䧽´Ù§£óä "¤kïÄ^SÚÝþÆþÚêÆk'" —(k

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1 59 Ï Hodge (f9Ù5 29

y² Bå§ÛÜ5Ie|§

α =∑

i<

αi1···irωi1 ∧ · · · ∧ ωir

β =∑

i<

βi1···irωi1 ∧ · · · ∧ ωir

K

gij = δij,√

G = 1, ηi1···im = δ1···mi1···im, αi1···ir = αi1···ir

(i) d½Âw,"

(ii) d½Â 1 µ

∗α =∑

j<

∗αjr+1···jmωjr+1 ∧ · · · ∧ ωjm

=∑

j,i<

δ1···mi1···irjr+1···jm

αi1···irωjr+1 ∧ · · · ∧ ωjm

k

∗(∗α) =∑

j,i<

δ1···mi1···irjr+1···jm

αi1···ir ∗ (ωjr+1 ∧ · · · ∧ ωjm)

P γ = ωjr+1 ∧ · · · ∧ ωjm,K

γlr+1···lm=

1, lr+1 = jr+1, · · · lm = jm ;

0, Ù§.

u´§

∗γ =∑

k<

∗γk1···krωk1 ∧ · · · ∧ ωkr

Ù¥§

∗γ =∑

l<

δ1···mlr+1···lmk1···kr

γlr+1···lm

=∑

l<

(−1)r(m−r)δ1···mk1···krlr+1···lm γlr+1···lm

= (−1)r(m−r)δ1···mk1···krjr+1···jm

≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖

êÆ[Òô< · · · · · · êÆ[n§¦òl¥Ñ\7L@(اlù(ئ

q¬Ñ,(Ø" —´S|

Page 36: waming - USTC

30 (¡ ´

k

∗(∗α) =∑

j,i<

δ1···mi1···irjr+1···jm

αi1···ir

k<

(−1)r(m−r)δ1···mk1···krjr+1···jm

ωk1 ∧ · · · ∧ ωkr

=∑

j,i,k<

(−1)r(m−r)αi1···irδ1···mi1···irjr+1···jm

δ1···mk1···krjr+1···jm

ωk1 ∧ · · · ∧ ωkr

du i1 < · · · < ir, k1 < · · · < kr,Úª¥"÷v i1, · · · , ir = k1, · · · , kr =

1, · · · ,m − jr+1, · · · , jm, k i1 = k1, · · · , ir = kr. (i1, · · · , ir) ½

§jr+1, · · · , jm (½"

∗(∗α) =∑

i,j<

(−1)r(m−r)αi1···irωi1 ∧ · · · ∧ ωir

= (−1)r(m−r)∑

i<

αi1···irωi1 ∧ · · · ∧ ωir = (−1)r(m−r)α

(iii)

α ∧ ∗β = (∑

i<

αi1···irωi1 ∧ · · · ∧ ωir) ∧ (

j<

∗βjr+1···jmωjr+1 ∧ · · · ∧ ωjm)

=∑

i,j,k<

αi1···ir βk1···krδ1···mk1···krjr+1···jm

ωi1 ∧ · · · ∧ ωir ∧ ωjr+1 ∧ · · · ∧ ωjm

d δ1···mk1···krjr+1···jm

6= 09 ωi1 ∧ · · · ∧ ωir ∧ ωjr+1 ∧ · · · ∧ ωjm 6= 0Ó (ii) ¥?ا

Úª¥"÷v i1 = k1, · · · , ir = kr. (i1, · · · , ir)½§jr+1, · · · , jm

(½"u´k

α ∧ ∗β =∑

i,j<

αi1···ir βi1···irδ1···mi1···irjr+1···jm

ωi1 ∧ · · · ∧ ωir ∧ ωjr+1 ∧ · · · ∧ ωjm

= (∑

i<

αi1···ir βi1···ir)ω1 ∧ ω2 ∧ · · · ∧ ωm

d½Â 2 9 βi1···ir = βi1···ir , ω1 ∧ ω2 ∧ · · · ∧ ωm = η

α ∧ ∗β =< α, β > η

Óny β ∧ ∗α =< β,α > η =< α, β > η"·Ky." 2

≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖

½N\±Ø&þ2§´\ØØ&êƶÃØ^oØy§\Ñvy\Øuo§§

ûØUuÊ. —x%

Page 37: waming - USTC

1 59 Ï Hodge (f9Ù5 31

íØ 1 α ∧ ∗α = 0 = α = 0"

Ù/n) Hodge (f§·5wA~f"

~ 1 α = α1dx1,m = 3, ¦ ∗α"

)µ d½Â 1§

∗α =∑

j1<j2

∗αj1j2dxj1 ∧ dxj2

∗αj1j2 = ηij1j2αi = ηij1j2g

ikαk

= α1ηij1j2gi1 = α1

√Gδ123

ij1j2

∗α =∑

j1<j2

α1

√Gδ123

ij1j2dxj1 ∧ dxj2

= α1

√G(g31dx1 ∧ dx2 + g11dx2 ∧ dx3 − g21dx1 ∧ dx3)

~ 2 α = α12dx1 ∧ dx2,m = 3, ¦ ∗α"

)µ Äkò α ¤é¡/ªµ

α =1

2(α12dx1 ∧ dx2 − α12dx2 ∧ dx1)

K ∗α =∑

j ∗αjdxj "Ù¥µ

∗αj =∑

i1<i2

ηi1i2jαi1i2 =

i1<i2

√Gδ123

i1i2jgi1k1gi2k2αk1k2

5¿µ

αij=

α12, i = 1, j = 2 ;

−α12, i = 2, j = 1 ;

0, Ù§"

∗α3 =√

Gg1k1g2k2αk1k2= α12

√G(g11g22 − g12g21)

∗α1 =√

Gg2k1g3k2αk1k2= α12

√G(g21g32 − g22g31)

≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖

·Qfk<`·´êÆéö§´êÆ'<§vk<'·­êƧϧ¤·ØQ

Ù¤Ò1" —x

Page 38: waming - USTC

32 (¡ ´

∗α2 = −√

Gg1k1g3k2αk1k2= −α12

√G(g11g32 − g12g31)

l µ

∗α = α12

√G[(g21g32 − g22g31)dx1 − (g11g32 − g12g31)dx2 + (g11g22 − g12g21)dx3]

= α12

√Gdet

g11 g12 dx1

g21 g22 dx2

g31 g32 dx3

~ 3 α = dx1 ∧ dx2 ∧ dx3,m = 3, ¦ ∗α")µ Äkò α ¤é¡/ªµ

α = dx1 ∧ dx2 ∧ dx3

=1

3![dx1 ∧ dx2 ∧ dx3 − dx1 ∧ dx3 ∧ dx2 + dx3 ∧ dx1 ∧ dx2

− dx3 ∧ dx2 ∧ dx1 + dx2 ∧ dx3 ∧ dx1 − dx2 ∧ dx1 ∧ dx3]

u´ βijk = δ123ijk . d½Â 1

∗(dx1 ∧ dx2 ∧ dx3) =∑

i1<i2<i3

ηi1i2i3βi1i2i3 =

√Gβ123

=√

Gg1i1g2i2g3i3βi1i2i3

=√

G[g11g22g33 − g11g23g32 + g12g23g31

− g12g21g33 + g13g21g32 − g13g22g31]

=√

Gdet

g11 g12 g13

g21 g22 g23

g31 g32 g33

=√

G · 1

G=

1√G

AO/, 3ÛÜIee,dxi = ωi, i = 1, 2, 3, G = det(gij) = 1, k

∗(ω1 ∧ ω2 ∧ ω3) = 1

.

ë©z

[1] xI, !WÍ"5iùAÛÐÚ6, pÑÑ"

≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖≖

3êÆ+¥§JѯK²â')¯K²â­" —x÷

Page 39: waming - USTC

­¡g,IeIe

0201 ?¤

3©AÛ§¥§·|^K­¡g,IeIeü«¹ÄIeïÄ

­¡AÛ§¿(Ü$ħí Gauss−Codazzi§§ddÚÑ­¡nØ¥X

\(J"ü«IeÑ^5£ã­¡AÛ§/ÏuØÓÎÒ"g,Ie$^E

, Christoffel ÎÒ§§Ie$^'©/ª§òE,$ħÚ

(§±`/ªÐyÑ5"·ØB¬§Q,ü«Lãó´d§@oü«

ÎÒm'X´NQº

Äk§4·£e­¡g,IeÚIeÄVg"

½Â 1 E3¥ëê­¡ r = r (u1, u2)g,Ie|´N r; r1, r2, nIe¤± r (u1, u2)

:¹ÄIe|"Ù¥§r1,r2 ´­¡Iþ§r3 = r1∧r2

|r1∧r2| ´ S ü þ"

½Â 2 E3 ¥ëê­¡ r = r (u1, u2) :²¡þþ e1,e2, ¦ (e1, e1) = (e2, e2) =

1,(e1, e2) = 0, ¿ e1, e2 'u (u1, u2) 1w" e3 = e1 ∧ e2 ­¡ü þ|§K

r; e1, e2, e3 ¤­¡ S Ie"ùIeN¤­¡ S Ie|"

e¡Ñü«¹ÄIee­¡$ħ§ù´·íÑu:"

½n 1 ­¡$ħ

g,Ieeµ∂r

∂uα= rα (M1)

∂rα

∂uβ= Γγ

αβrγ + bαβr3 (M2)

∂r

∂uα= −bβ

αrβ (M3)

Ieeµ

dr = ωα eα, α = 1, 2 (M4)

deη = ωkη ek, η, k = 1, 2, 3 (M5)

33

Page 40: waming - USTC

34 (¡ ´

Ún 1 rα = aηαeη, α, β, γ, η = 1, 2, @o­¡ü«Iee$ħ¥XêkXe'

alγΓγ

αβduβ − dalα − aη

αωlη = 0 (1.1)

bαβduβ = aηαω3

η (1.2)

3 rα = aηαeη ü>é uβ ¦µ

∂rα

∂uβ= aη

α

deη

duβ+

∂aηα

∂uβeη

(Ü (M2)§(M5) ªµ

Γγαβrγ + bαβr3 =

∂aηα

∂uβeη + aη

α

ωkη

duβek

aηα aλ

η = δλα, 2d rα = aη

α eη µ

rλaλη = eη, e3 = r3, λ = 1, 2

\þª=µ

Γγαβrγ + bαβr3 =

∂aηα

∂uβrλaλ

η + aηα

ωkη

duβrλ aλ

k + aηα

ω3η

duβr3 l, k = 1, 2, 3

(Γγαβ − ∂aη

α

∂uβaγ

η − aηα aγ

k

ωkη

duβ)rγ + (bαβ − aη

α

ω3η

duβ)r3 = 0 γ = 1, 2

d r1, r2, r3 5Ã'5µ

Γγαβ − ∂aη

α

∂uβaγ

η − aηαaγ

k

ωkη

duβ= 0

bαβ − aηα

ω3η

duβ= 0

^©/ªÑ=µ

Γγαβduβ − daη

αaγη − aη

αaγkωk

η = 0

bαβduβ − aηαω3

η = 0

α, β, η, γ, k = 1, 2

31ªü>¦± alr =(Ø" 2

ÏL±þØ㧷±wÑÛ¹3©/ª ωkη E, Christoffel ÎÒ§dd

±wÑ|^©/ªL$ħ`5"

[1] ¥Ñ e1 = r1√E

, e2 = r2√G§g,IeIee Gauss− Codazzi úª

d5"e¡·|^þ¡Úny²/§ü|úª5"

::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::

ÆSêÆõSK§>>g¢"kÙ,§,Ù¤±," —Ú

Page 41: waming - USTC

1 59 Ï ­¡g,IeIe 35

½n 2 Gauss-Codazzi §

g,Ieeµ

∂Γξαβ

∂uγ− ∂Γξ

αγ

∂uβ+ Γη

αβΓξηγ − Γη

αγΓξηβ − bαβbξ

γ + bαγbξβ = 0 (G1)

∂bαβ

∂uγ− ∂bαγ

∂uβ+ Γξ

αβbξγ − Γξαγbξβ = 0 (C1)

Ieeµ

dωβα = ω3

α ∧ ω3β (G2)

dω3k = ωl

k ∧ ω3l (C2)

½n 3 g,Iee Gauss § (G) Ú Codazzi § (C) IeeA§´

d.

y² é (1.1) Ú (1.2) ª?1·C/µ

ωlk = aα

k alγΓγ

αβduβ − aαkdal

α (2.1)

ω3k = aα

k bαηduη (2.2)

/(C2) −→ (C1)0

(2.2) ªü>©µ

dω3k = bαηdaα

k ∧ duη + aαk dbαη ∧ duη = (bαη

∂aαk

∂uβ+ aα

k

∂bαη

∂uβ)duβ ∧ duη

ωlk ∧ ω3

l = (aαkal

γΓγαβduβ − aα

kdalα) ∧ (am

l bmηduη)

= (aαkΓm

αβbmη − aαk am

l bmη

∂alα

∂uβ)duβ ∧ duη

d (C2) dω3k = ωl

k ∧ ω3l ,

2(Ü duβ ∧ duη = −duη ∧ duβ 9 duβ ∧ duηp β < η Ã'5,

aαk (Γm

αβbmη − Γmαηbmβ +

∂bαβ

∂uη− ∂bαη

∂uβ) = bαη

∂aαk

∂uβ− bαβ

∂aαk

∂uη+ aα

k aml bmη

∂alα

∂uβ− aα

k aml bmβ

∂alα

∂uη

ü>¦± akξ§¿·N¦ÚI§=k

Γmξβbmη − Γm

ξηbmβ +∂bξβ

∂uη− ∂bξη

∂uβ= bαηak

ξ

∂aαk

∂uβ− bαβak

ξ

∂aαk

∂uη+ aα

l bαη

∂alξ

∂uβ− aα

l bαβ

∂alξ

∂uη

qdu alξa

αl = δα

ξ§k

::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::

ê"/*§/"êJ\" —uÛ

Page 42: waming - USTC

36 (¡ ´

∂alξ

∂uβ+ ak

ξalµ

∂aµk

∂uβ= 0

\þª§=þªm> 0"

l

Γmξβbmη − Γm

ξηbmβ +∂bξβ

∂uη− ∂bξη

∂uβ= 0

d= Codazzi §"

/(C1) −→ (C2)0

þãy²=^§¦ÚI§l ±_í£§y"

/(G2) −→ (G1)0

dωlk = (

∂aαk

∂uξal

γΓγαβ +

∂Γγαβ

∂uξaα

kalγ + aα

k

∂alγ

∂uξΓγ

αβ − ∂aαk

∂uξ

∂alα

∂uβ)duξ ∧ duβ

ω3k ∧ ω3

l = amk an

l bmξbnβduξ ∧ duβ

d (G2) µdωlk = −ω3

k ∧ ω3l§òÙ\þªnµ

(∂Γγ

αβ

uξ−

∂Γγαξ

uβ)aα

k alγ−am

k anl (bmβbnξ−bmξbnβ)+al

γ(Γγαβ

∂aαk

∂uξ−Γγ

αξ

∂aαk

∂uβ)+

∂aαk

∂uβ

∂alα

∂uξ−∂aα

k

∂uξ

∂alα

∂uβ= 0

ü>¦± aks at

l µ

(∂Γt

uξ− ∂Γt

sξuβ) − at

l anl (bsβbnξ − bsξbnβ) + ak

s(Γtαβ

∂aαk

∂uξ− Γt

αξ

∂aαk

∂uβ)

+aks at

l(∂aα

k

∂uβ

∂alα

∂uξ− ∂aα

k

∂uξ

∂alα

∂uβ) = 0 (A1)

5¿þª1§¿|^ gβα = aαl aβ

l

µ

anl at

l(bsβbnξ − bsξbnβ) = gnt(bsβbnξ − bsξbnβ) = bsβbtξ − bsξbt

β (A2)

(Ü®(Jµ∂aα

k

∂uξ +∂aµ

η

∂uξ aαµ aη

k = 0

\ (1) üµ

aks(Γt

αβ

∂aαk

∂uξ− Γt

αξ

∂aαk

∂uβ) + ak

s atl(

∂aαk

∂uβ

alα

∂uξ− ∂aα

k

∂uξ

alα

∂uβ)

::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::

êÆ[ѧªÚúª§XÓwH!wºµ§f`­N ¿©¯W"

—Êw

Page 43: waming - USTC

1 59 Ï ­¡g,IeIe 37

= −Γtαβ

∂als

∂uξaα

l + Γtαξ

∂als

∂uβaα

l − atµ

∂aµα

∂uξ

∂als

∂uβaα

l + atµ

∂aµα

∂uβ

∂als

∂uξaα

l

±yµ

þª = ΓηsβΓt

ηξ − ΓηsξΓ

tηβ (A3)

nÜ (A1), (A2), (A3) ª§ Gauss §:

∂Γtsβ

∂uξ−

∂Γtsξ

∂uβ+ Γη

sβΓtηξ − Γt

sξΓtηβ − bsβbt

ξ + bsξbtβ = 0

/(G1) −→ (G2)0

aq§òþãy²£í=" 2

ë©z

[1] $[B§"5©AÛ6§pÑ"

::::::::::::::::::::

Koch Snow Curves

::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::

êÚ£X»" —.x.d

Page 44: waming - USTC

[-2,2] ¥a:8È5

0201 Á[

½Â:8:

F1 = ±√

2

F2 = ±√

2 ±√

2

F3 = ±√

2 ±√

2 ±√

2...

Fn = ±√

2 ±√

2 ± . . . ±√

2︸ ︷︷ ︸

n

-

S =

∞⋃

n=1

Fn

Ù¥ Fn ¥ ± L«?KÒþ?¿|Ü, ~X

F2 = ±√

2 ±√

2 = +√

2 +√

2, +

2 −√

2,−√

2 +√

2,−√

2 −√

2

ØJ Fn ⊂ [−2, 2],l S =⋃∞

n=1Fn ⊂ [−2, 2].

¯K:S 3 [−2, 2]¥´ÄȺ=´Ä [−2, 2]¥?¿:þ^ S ¥:%Cº

e¡òy² [−2, 2]¥äkù«/ª:8È5. ¦´,qXêõª fii∈N

3 [−2, 2]¥":8. e¡Ñõªq fii∈N ½Â: -

f1(z) = z2 − 2

ò fn(z) ½Âd f1(z) n gSõª

fn(z) = fn1 (z) = f1 · · · f1(z)

︸ ︷︷ ︸

n

l fn(z)½Â,§´ 2ngXêõªy8Ü Fn¥:þ´ fn(z)":. 2n

gXêõªõk 2n":, |Fn| = 2n§ Fn fn(z)":8"l §·µ

38

Page 45: waming - USTC

1 59 Ï [-2,2] ¥a:8È5 39

(Ø 1õªq fii∈N ":8 S.

y²õªq fii∈N ":8 S 3 [−2, 2] ¥È5§e¡Ñù":,«

L«µC

z = ω +1

ω

K

fn(ω) = fn(ω +1

ω) = ω2

n

+1

ω2n

e¡¦ fn(ω) = 0 ":µ

ω2n

+1

ω2n = 0

m

ω2n+1

= −1 = eiπ

m

ω = cos(2k + 1)π

2n+1+ i sin

(2k + 1)π

2n+1, 0 ≤ k ≤ 2n+1 − 1

m

z = ω +1

ω= 2 cos θ, θ =

(2k + 1)π

2n+1, 0 ≤ k ≤ 2n+1 − 1

-

T = θ|θ =(2k + 1)π

2n+1, 0 ≤ k ≤ 2n+1 − 1, ∀n ∈ N

këY÷N ϕ : [0, 2π] −→ [−2, 2], θ 7−→ 2cosθ § ϕ(T ) = S. ÏØJwÑ T 3 [0, 2π]

¥È, l § S 3 [−2, 2] ¥È.

(Ø 2 S 3 [−2, 2]¥È.

aq S ½Â§∀x ∈ [−2, 2] -

H1(x) = ±x

H2(x) = ±√

2 ± x

H3(x) = ±√

2 ±√

2 ± x...

Hn(x) = ±√

2 ±√

2 ± . . .√

2 ± x︸ ︷︷ ︸

n

-

Hx =

∞⋃

n=1

Hn(x)

⊛⊛⊛⊛⊛⊛⊛⊛⊛⊛⊛⊛⊛⊛⊛⊛⊛⊛⊛⊛⊛⊛⊛⊛⊛⊛⊛⊛⊛⊛⊛⊛⊛⊛⊛⊛⊛⊛⊛⊛⊛⊛⊛⊛⊛⊛⊛⊛⊛⊛⊛⊛⊛⊛⊛⊛⊛⊛⊛⊛⊛⊛⊛⊛⊛⊛⊛⊛⊛⊛⊛⊛⊛⊛

·m!m!9é꧷±ME»" —³|Ñ

Page 46: waming - USTC

40 (¡ ´

(Ø 2 íØ·kµ

íØ 3 ∀ x ∈ [−2, 2], Hx 3 [−2, 2]¥È.

y² Ø x ∈ [0, 2], Ïe x ∈ [−2, 0] K√

2 − x ∈ [0, 2]. : ε1 =√

x, ε2 =√

2 − x, . . . , εk =

2 −√

2 − . . .√

2 − x, , . . ., KØJy²

limk−→∞

εn = 2

∀ y ∈ [−2, 2] Ú§?Û U ⊂ [−2, 2], d S È57, ∃n ∈ N, z ∈ Fn st. z ∈ U

l εk ¿©C 2 , K3 z V ⊂ U ¦ V ¥äkù/ª:

±

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1´êƧ1´êƧ1n´êÆ" —Ô

Page 47: waming - USTC

\UÙeíº

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~K 2.4.4 (J±§Ñ1VÇ´µ

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i=1

P (Ai) ´ (1) ª¥ m = n ¦Ñ pi§4´Ün"

41

Page 48: waming - USTC

42 #)/ ´

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Page 49: waming - USTC

1 59 Ï \UÙeíº 43

1. 1

26 p §

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2. p < 1

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,d=P.

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´§ p < 1

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gêƶ<

• Music

Art Garfunkel: ùÒ´Ã<Ø"Simon & GarfunkelkͶy­ Scarborough

Fair. Columbia 1967 MA, UY3 Columbia g PhD, ØL¥åòÆ, ;%ÑW¯

• Literature

Lewis Carroll:/Alice in Wonderland0Ú/Through the Looking Glass0ö. ý

¶ Charles Lutwidge Dodgson, ùÿ¦Ò´Ü6Æ[

• Finance

John Maynard Keynes: ²LÆ[, Cambridge

J. P. Morgan: Õ1, gc, c´ãÞ. Ø^[`, [ www.jpmorgan.com. D`

Gottigen êÆ[Q²¿ã!`¦êÆ[

• Philosophers

Edmund Husserl: yÆI. Vienna 1883 PhD

Ludwig Wittgenstein: 20 ­VóÆã<. l Bertrand Russel ÆênÜ6

• Athletes

Michael Jordan: ;¥ã(. ØL¦3 junior ÿ=X

David Robinson: , NBA ã(. BS in math from Annapolis

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Page 50: waming - USTC

The 65th William Lowell Putnam Mathematical

Competition

Saturday, December 4, 2004

A1 Basketball star Shanille O’Keal’s team statistician keeps track of the number, S(N), of

successful free throws she has made in her first N attempts of the season. Early in the

season, S(N) was less than 80% of N , but by the end of the season, S(N) was more than

80% of N . Was there necessarily a moment in between when S(N) was exactly 80% of N?

A2 For i = 1, 2 let Ti be a triangle with side lengths ai, bi, ci, and area Ai. Suppose that

a1 ≤ a2, b1 ≤ b2, c1 ≤ c2, and that T2 is an acute triangle. Does it follow that A1 ≤ A2?

A3 Define a sequence un∞n=0 by u0 = u1 = u2 = 1, and thereafter by the condition that

det

(

un un+1

un+2 un+3

)

= n!

for all n ≥ 0. Show that un is an integer for all n. (By convention, 0! = 1.)

A4 Show that for any positive integer n, there is an integer N such that the product x1x2 · · ·xn

can be expressed identically in the form

x1x2 · · ·xn =

N∑

i=1

ci(ai1x1 + ai2x2 + · · · + ainxn)n

where the ci are rational numbers and each aij is one of the numbers −1, 0, 1.

A5 An m×n checkerboard is colored randomly: each square is independently assigned red or

black with probability 1/2. We say that two squares, p and q, are in the same connected

monochromatic component if there is a sequence of squares, all of the same color, starting

at p and ending at q, in which successive squares in the sequence share a common side.

Show that the expected number of connected monochromatic regions is greater than mn/8.

A6 Suppose that f(x, y) is a continuous real-valued function on the unit square 0 ≤ x ≤ 1, 0 ≤y ≤ 1. Show that

∫ 1

0

(∫ 1

0

f(x, y)dx

)2

dy +

∫ 1

0

(∫ 1

0

f(x, y)dy

)2

dx

≤(∫ 1

0

∫ 1

0

f(x, y)dx dy

)2

+

∫ 1

0

∫ 1

0

(f(x, y))2 dx dy.

44

Page 51: waming - USTC

1 59 Ï The 65th William Lowell Putnam Mathematical Competition 45

B1 Let P (x) = cnxn + cn−1xn−1 + · · ·+ c0 be a polynomial with integer coefficients. Suppose

that r is a rational number such that P (r) = 0. Show that the n numbers

cnr, cnr2 + cn−1r, cnr3 + cn−1r2 + cn−2r,

. . . , cnrn + cn−1rn−1 + · · · + c1r

are integers.

B2 Let m and n be positive integers. Show that

(m + n)!

(m + n)m+n<

m!

mm

n!

nn.

B3 Determine all real numbers a > 0 for which there exists a nonnegative continuous function

f(x) defined on [0, a] with the property that the region

R = (x, y); 0 ≤ x ≤ a, 0 ≤ y ≤ f(x)

has perimeter k units and area k square units for some real number k.

B4 Let n be a positive integer, n ≥ 2, and put θ = 2π/n. Define points Pk = (k, 0) in the

xy-plane, for k = 1, 2, . . . , n. Let Rk be the map that rotates the plane counterclockwise

by the angle θ about the point Pk. Let R denote the map obtained by applying, in order,

R1, then R2, . . . , then Rn. For an arbitrary point (x, y), find, and simplify, the coordinates

of R(x, y).

B5 Evaluate

limx→1−

∞∏

n=0

(1 + xn+1

1 + xn

)xn

.

B6 Let A be a non-empty set of positive integers, and let N(x) denote the number of elements

of A not exceeding x. Let B denote the set of positive integers b that can be written in

the form b = a− a′ with a ∈ A and a′ ∈ A. Let b1 < b2 < · · · be the members of B, listed

in increasing order. Show that if the sequence bi+1 − bi is unbounded, then

limx→∞

N(x)/x = 0.

Page 52: waming - USTC

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