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Cycling functions

Suppose $g : R \rightarrow R$ is such that there is exactly one pair of distinct real numbers $a$ and $b$ such that $g(a) = b$ and $g(b) = a$. In this case, I will call $g$ a cycling function and the pair $(a,b)$ a cycle of $g$.

Cycling functions have several interesting properties. For example, if $g$ is a cycling function, then there can be no function $f : R \rightarrow R$ such that $g(x) = f(f(x))$; that is, no cycling function can be the composition of another function with itself.

To see this, suppose the contrary. That is, suppose that $g$ has exactly one cycle $(a,b)$ and that there is a function $f : R \rightarrow R$ such that $g(x) = f(f(x))$. Writing $c = f(a)$ and $d = f(b)$, we may apply $f$ to both sides of these equations, obtaining $f(c) = f(f(a)) = g(a) = b$ and $f(d) = f(f(b) = g(b) = a$. Now apply $f$ again, yielding $f(b) = f(f(c)) = g(c)$ and $f(a) = f(f(d)) = g(d)$. But $f(b) = d$ and $f(a) = c$, so these are equivalent to $d = g(c)$ and $c = g(d)$.

Thus $(c,d)$ is also a cycle of $g$. Since $g$ has precisely one cycle, we must have $a = c$ and $b = d$ or $a = d$ and $b = c$.

In the first case, we have $a = g(b) = g(d) = f(a) = f(c) = g(a) = b$, contradicting the fact that $a$ and $b$ are distinct.

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Shanille O'Keale is back again

Problem. Shanille O'Keal shoots free throws on a basketball court. She hits the first and misses the second, and thereafter the probability that she hits the next shot is equal to the proportion of the shots she has hit so far. What is the probability she hits exactly 50 of her first 100 shots?

Solution. Let $S(N)$ denote the number of successful free throws she has made in her first $N$ attempts. Thus, $S(2) = 1$. The problem is to compute the probability that $S(100) = 50$.

We will consider the more general problem of finding the probability that $S(N) = k$, that is, the problem of finding the probability that she made $k$ shots in her first $N$ attempts. Denote this probability by $P(N,k)$.

Clearly, if she made $k$ shots in $N$ attempts, then she either made $k$ shots in $N - 1$ attempts and missed the $N$th shot or she made $k - 1$ shots in $N - 1$ attempts and made the $N$th shot. By the conditions put forth in the problem, this yields

\[
P(N,k) = P(N - 1, k) \left(1 - \frac{k}{N - 1} \right) + P(N - 1, k - 1) \frac{k - 1}{N - 1}.
\]

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Another Putnam Problem

Problem. 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 $N$?

Solution. Suppose that $S(N)$ was never precisely 80%. Then there would be an $N$ such that $S(N) / N < 4/5$ and $S(N+1) / (N+1) > 4/5$.

Since $S(N)$ is the number of successful free throws, there are two possibilities: either $S(N) = S(N+1)$ (i.e., O'Keal did not make a free throw on her $(N+1)$th attempt) or $S(N) + 1 = S(N+1)$ (i.e., O'Keal did make a free throw on her $(N+1)$th attempt).

The first case is impossible under our hypothesis since if $S(N) / N < .8$, then $S(N+1) / (N+1) = S(N) / (N+1) < S(N) / N = .8$.

We must then have the second case. On one hand, we have the inequality

\[
\frac{S(N)}{N} < \frac{4}{5}
\]

which gives

\[
5S(N) < 4N;
\]

On the other hand, we have

\[
\frac{4}{5} < \frac{S(N+1)}{N+1} = \frac{S(N) + 1}{N+1}
\]

which gives

\[
4N + 4 < 5S(N) + 5.
\]

Applying the previous inequality, we obtain

\[
4N + 4 < 5S(N) + 5 < 4N + 5.
\]

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Some Putnam Problems

Problem. Let $k$ be a fixed positive integer. The $n$-th derivative of $1/(x^k-1)$ has the form $\frac{P_n(x)}{(x^k-1)^{n+1}}$ where $P_n(x)$ is a polynomial. Find $P_n(1)$.

Solution. We take advantage of the information the problem has given us. We simply differentiate the given formula to obtain

\[
\frac{P_{n+1}(x)}{(x^k-1)^{n+2}} = P'_n(x) (x^k - 1)^{-n-1} - (n + 1)P_n(x) (x^k - 1)^{-n-2} kx^{k-1}.
\]

We can solve for $P_{n+1}(x)$; hence

\[
P_{n+1}(x) = P'_n(x) (x^k - 1) - (n + 1) kx^{k-1} P_n(x).
\]

Now setting $x = 1$ yields

\[
P_{n+1}(1) = -(n+1)k P_n(1).
\]

By direct computation, $P_1(x) = -kx^{k-1}$, so $P_1(1) = -k$. Then induction suffices to yield the final result

\[
P_n(1) = (-1)^n(n!)(k^n).
\]

Problem. Given any five points on a sphere, show that some four of them must lie on a closed hemisphere.

Solution. Pick any two distinct points among the five and consider a great circle containing them. This circle divides the sphere's surface into two hemispheres. Since three points remain and there are two hemispheres, the pigeonhole principle shows that at least two of the three remaining points must lie in the same hemisphere. Hence this (closed) hemisphere contains at least four points including the initial two that lie on its boundary.

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Exact differential equations and their solutions

Recall from vector calculus that a vector field $\mathbf{F}(x,y) = (M(x,y),N(x,y))$ is conservative if and only if the functions $M$ and $N$ satisfy the equation

\[
\frac{\partial M}{\partial y} = \frac{\partial N}{\partial x}.
\]

In fact, this is a special case of a remarkable general result known as the Poincare Lemma. A high-level overview and proof of the lemma can be found in the Harvard College Mathematics Review.

In its simplest form, the Poincare Lemma states that closed differential forms defined on a suitable (contractible) domain are exact. To appreciate this, let us recall the basic definitions. A differential form $\omega$ is exact if there exists a form $f$ such that $\omega = df$, where $d$ is the exterior derivative. A form $\omega$ is closed if $d\omega = 0$.

It's clear that any exact form is closed; indeed, if $\omega$ is exact, then $\omega = df$ for some $f$, which implies $d\omega = d(df) = 0$ since $d^2 = 0$ in general. The converse is far less trivial: when is a closed form exact? The answer is provided by the Poincare Lemma, and it depends surprisingly on the nature of the domain on which the differential form is defined (specifically, it must be contractible).

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From fields to forms: a unifying theme; part 1

In a multivariable calculus course, one traditionally studies the major theorems of vector calculus. Vector calculus, of course, is the study of vector fields and their analytic properties. The classic pillars of this theory are the following intimately related results:

  • The normal form of Green's theorem. The integral of the divergence of a field over a region of the plane equals the net outward flux of the field over the region's bounding curve:

    \[
    \iint_R \nabla \cdot \mathbf{F} dA = \oint_{\partial R} \mathbf{F} \cdot \mathbf{n} ds\]

  • The divergence theorem. The integral of the divergence of a field over a region of Euclidean 3-space equals the net outward flux of the field over the volume's bounding surface:

    \[
    \iiint_V \nabla \cdot \mathbf{F} dV = \iint_{\partial V} \mathbf{F} \cdot \mathbf{n} dS
    \]

  • The tangential form of Green's theorem. The integral of the curl of a field over a region of the plane equals the net circulation of the field along the region's bounding curve:

    \[
    \iint_R \nabla \times \mathbf{F} \cdot \mathbf{k} dA = \oint_{\partial R} \mathbf{F} \cdot d\mathbf{r}
    \]

  • Stokes's theorem. The net flux of the curl of a field over a surface is equal to the net circulation of the field over the surface's bounding curve:

    \[
    \iint_S \nabla \times \mathbf{F} \cdot \mathbf{n} dS = \oint_{\partial S} \mathbf{F} \cdot d\mathbf{r}
    \]

Observe how these theorems naturally fall into pairs. The normal form of Green's theorem is a two-dimensional version of the divergence theorem, and the tangential form of Green's theorem is Stokes's theorem restricted to the plane.

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Finite and infinite dimensional vector spaces

Here's an interesting problem. Let $F$ represent either $R$ or $C$, the sets of real and complex numbers, respectively. Define $F^{\infty}$ to be the set of all (infinite) sequences of elements of $F$. You should verify that $F^{\infty}$ is a vector space with addition and scalar multiplication defined in the obvious ways. The problem is to show that $F^{\infty}$ is infinite dimensional.

Recall that a vector space is finite dimensional if there is a tuple of vectors that spans the space, and a vector space is infinite dimensional if no such tuple exists. Our task is then naturally to show that in the case of $F^{\infty}$ no spanning tuple exists.

To establish this, we first put forth the following lemma. All vector spaces are over $F$.

Lemma. A vector space $V$ is infinite dimensional if and only if there is a sequence of vectors $v_1,v_2,\dots$ in $V$ such that $(v_1,\dots,v_n)$ is linearly independent for every positive integer $n$.

Proof. A standard result is that the length of any linearly independent tuple is less than or equal to the length of any tuple that spans $V$. If such a sequence existed, then for every $n$ we would have a linearly independent tuple of length $n$. Thus no spanning tuple could exist; otherwise, a linearly independent tuple would be longer than the spanning tuple. Thus $V$ is infinite dimensional (by definition).

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Linear Maps Between Vector Spaces

Here are some exercises in the theory of linear maps on finite dimensional vector spaces.

Problem. Prove that if $(v_1,\dots,v_n)$ is linearly independent in a finite dimensional vector space $V$ over $F$ (where $F$ is either $R$ or $C$) and if $T \in L(V,W)$ is injective, then $(Tv_1,\dots,Tv_n)$ is linearly independent in $W$, another finite dimensional vector space over $F$.

Solution. Since $T$ is injective, $\text{null }T = \{0\}$. Suppose we have constants $a_1,\dots,a_n$ such that

\[
a_1Tv_1 + \dots + a_nTv_n = 0.
\]

Since $T$ is linear, this implies

\[
T(a_1v_1 + \dots + a_nv_n) = 0.
\]

Since $T$ is injective, we have

\[
a_1v_1 + \dots + a_nv_n = 0.
\]

And finally since $(v_1,\dots,v_n)$ is linearly independent we have that the $a$'s are zero, which implies that $(Tv_1,\dots,Tv_n)$ is linearly independent in $W$.

Problem. Prove that if $S_1,\dots,S_n$ are injective linear maps such that the product $S_1\dots S_n$ makes sense, then $S_1\dots S_n$ is injective.

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