30 practice points.
Question 1: Transport a supremum and recover its approximations
10 points
Let A be a nonempty bounded subset of [0,∞), let s=sup A, and set φ(t)=t/(1+t) for t≥0. Let B={φ(a):a∈A}. Use the least-upper-bound property and explicit algebraic estimates; do not merely cite continuity of φ. Suggested time: 20 minutes.
(a) · 3 points
Prove sup B=s/(1+s). Prove also that B has a largest element if and only if A does, identifying the corresponding elements. Include s=0.
(b) · 3 points
Choose aₙ∈A with s−1/n<aₙ≤s and define cₙ=max(a₁,…,aₙ). Prove cₙ is a member of A, increases to s, and φ(cₙ) increases to sup B with error less than 1/n. Explain why this argument does not assume that A is closed or that s∈A.
(c) · 4 points
Suppose zₙ∈B and 0≤sup B−zₙ≤1/n. Put dₙ=zₙ/(1−zₙ). Prove dₙ∈A and 0≤s−dₙ≤(1+s)²/n. Is there one finite constant C such that |u−v|≤C|φ(u)−φ(v)| for all nonnegative u,v? Prove your answer with an explicit family.
Review question 1: worked argument and scoring criteria
(a)
For 0≤a≤s, φ(s)−φ(a)=(s−a)/[(1+s)(1+a)]≥0, so U=φ(s) is an upper bound. If s>0, for every ε>0 the supremum property supplies a∈A with a>s−ε; hence 0≤U−φ(a)≤s−a<ε. Thus no smaller number than U is an upper bound. If s=0, nonemptiness and A⊆[0,s] give A={0} and B={0}. The same difference identity is strictly positive when a<s, so φ is strictly increasing. Therefore A has maximum s exactly when B contains U, in which case its maximum is φ(s). Conversely, a maximum φ(a) of B forces every original element at most a by strict increase, so a=s.
- 1 point: Derives the exact difference identity and proves U is an upper bound.
- 1 point: Proves leastness using the supremum approximation property and handles s=0.
- 1 point: Proves both directions of maximum attainment using strict monotonicity.
(b)
The supremum approximation property supplies each aₙ; for s=0 choose zero. A finite maximum is one of the finitely many selected elements, so cₙ∈A even when A is not closed under other operations. Adding a new candidate cannot decrease a finite maximum. Also s−1/n<aₙ≤cₙ≤s, so 0≤s−cₙ<1/n, proving convergence to s. Strict monotonicity makes φ(cₙ) nondecreasing and the difference identity gives 0≤U−φ(cₙ)=(s−cₙ)/[(1+s)(1+cₙ)]<1/n. Neither limit need be a member of its set; all selections are made from A using leastness of its upper bound, not closedness or attainment.
- 1 point: Justifies the selections and membership of the finite maximum in A.
- 1 point: Proves monotonicity and the explicit error bound for cₙ.
- 1 point: Transfers the bound to φ(cₙ) and separates convergence from closedness/attainment.
(c)
Every zₙ=φ(a) for some a∈A and zₙ≤U<1. Solving the defining equation gives dₙ=a, proving membership and the denominator restriction. Since s=U/(1−U), subtraction gives s−dₙ=(U−zₙ)/[(1−U)(1−zₙ)]. Because zₙ≤U, the denominator is at least (1−U)²=1/(1+s)², proving the bound. A universal inverse Lipschitz constant on the entire nonnegative half-line does not exist. Take u=m,v=2m for positive integers m. Their original difference is m and their transformed difference is m/[(1+m)(1+2m)]. The ratio of the two differences is (1+m)(1+2m), which grows without bound. Thus a bound depending on a fixed upper range, such as s, is essential; the forward transformation compresses large values without making its global inverse uniformly Lipschitz.
- 1 point: Proves zₙ<1 and recovers an element of A by the inverse formula.
- 1 point: Derives the exact inverse difference identity.
- 1 point: Obtains the stated range-dependent error bound.
- 1 point: Provides an explicit family with unbounded inverse difference ratio, refuting a universal C.
Targeted lesson returns:
Question 2: Repair convergence tests based on local changes
10 points
All sequences below are real and indexed by positive integers. Distinguish control of one successive difference from control of every sufficiently late finite tail. Suggested time: 20 minutes.
(a) · 3 points
Prove that convergence of aₙ implies aₙ₊₁−aₙ→0. Disprove the converse using an explicit sequence, and prove directly that your example is not Cauchy by exhibiting late pairs with a fixed positive separation.
(b) · 3 points
Now assume |aₙ₊₁−aₙ|≤C/[n(n+1)] for every n≥1, with C≥0. Prove convergence and the tail error bound |L−aₙ|≤C/n. Show that the coefficient of C/n cannot be reduced uniformly over all such sequences.
(c) · 4 points
A proposed weaker repair assumes a_(2^k)→L and aₙ₊₁−aₙ→0. Test it using a₁=0 and, for 2ᵏ≤n≤2ᵏ⁺¹ with k≥1, aₙ=min(n−2ᵏ,2ᵏ⁺¹−n)/2ᵏ⁻¹. Then prove the correct equivalence: assuming a_(2^k)→L, the whole sequence tends to L if and only if max over 2ᵏ≤n≤2ᵏ⁺¹ of |aₙ−a_(2^k)| tends to zero.
Review question 2: worked argument and scoring criteria
(a)
If aₙ→L, then |aₙ₊₁−aₙ|≤|aₙ₊₁−L|+|aₙ−L|→0. For the converse take aₙ=Σ from j=1 to n of 1/j. Its successive difference is 1/(n+1), which tends to zero. But a₂ₙ−aₙ=Σ from j=n+1 to 2n of 1/j≥n/(2n)=1/2. For every proposed Cauchy cutoff choose n beyond it; both indices n,2n lie beyond the cutoff and their difference is at least 1/2, violating, for example, tolerance 1/4. Hence the sequence does not converge.
- 1 point: Proves the necessary condition with a shared limiting value or two-error estimate.
- 1 point: Gives a sequence with vanishing successive differences.
- 1 point: Establishes failure of the full Cauchy quantifiers through arbitrarily late pairs.
(b)
For m>n, |aₘ−aₙ|≤Σ from j=n to m−1 of C/[j(j+1)]=C(1/n−1/m)≤C/n. If C>0, choose n beyond C/ε to obtain the Cauchy criterion; if C=0 the sequence is constant. Real completeness gives L. Let m tend to infinity in the finite-pair inequality to get |L−aₙ|≤C/n. For any C>0 the sequence aₙ=C(1−1/n) has differences exactly C/[n(n+1)], limit C and error exactly C/n. Thus no fixed multiplier smaller than 1 works for every admissible sequence. The guarantee comes from the sum of all later step bounds, not from the fact that each step is small.
- 1 point: Telescopes the finite sum of step bounds and proves the Cauchy condition, including C=0.
- 1 point: Invokes completeness and derives the error bound by a justified limit.
- 1 point: Exhibits and checks an equality case proving uniform sharpness.
(c)
At shared block endpoints both formulas give zero, so the sequence is well-defined. Every dyadic sample a_(2^k) is zero. Inside block k the successive slopes have magnitude 2^(1−k), and the same vanishing bound controls steps adjacent to block endpoints. Hence successive differences tend to zero. Yet at the integer midpoint n=3·2^(k−1) the value is 1 for every k, so there is no convergence to zero or any other limit. For the valid criterion, if aₙ→L, then all n in a sufficiently late dyadic block, including its left endpoint, are within ε/2 of L, so the maximum difference is less than ε. Conversely, if the block maxima tend to zero and the dyadic samples tend to L, choose one block cutoff after which both errors are less than ε/2. Every sufficiently large n belongs to such a block, and |aₙ−L|≤|aₙ−a_(2^k)|+|a_(2^k)−L|<ε. This controls all intervening terms rather than only a subsequence and individual increments.
- 1 point: Checks endpoint consistency, zero dyadic samples and vanishing successive differences.
- 1 point: Computes the recurring midpoint value 1 and disproves the proposed repair.
- 1 point: Proves necessity of the block-oscillation condition with one tail cutoff.
- 1 point: Proves sufficiency by bounding every late index through its dyadic block.
Targeted lesson returns:
Question 3: Construct a bijective rearrangement and audit every partial sum
10 points
Let Σaₙ be a convergent real series that is not absolutely convergent; allow infinitely many zero terms. Fix an arbitrary finite real number T. A rearrangement means a bijection of the positive integer indices, not merely a choice of infinitely many terms. Suggested time: 25 minutes.
(a) · 3 points
Prove that the strictly positive terms have divergent total sum and the magnitudes of the strictly negative terms also have divergent total sum. Identify the term-size fact needed to control crossings later. Do not infer either sign divergence just from the existence of infinitely many terms of that sign.
(b) · 3 points
Specify an algorithm that rearranges the series to T: use positive and negative terms in their original relative orders and account for every zero index. Prove each phase is finite and the resulting index map is a bijection. Explain how the start is handled when T<0.
(c) · 4 points
Prove convergence of every partial sum of your rearrangement, repairing the claim “the crossing sums converge, so nothing else is needed.” For an exact check let a₃ₖ₋₂=1/k, a₃ₖ₋₁=−1/k and a₃ₖ=0 for k≥1. Verify conditional convergence in the original order. For T=5/4 list the original indices used in the first complete cycle of your algorithm, including its inserted zero, and their partial sums.
Review question 3: worked argument and scoring criteria
(a)
Put pₙ=max(aₙ,0), qₙ=max(−aₙ,0). For original prefixes write S_N=Σaₙ and A_N=Σ|aₙ|. Then Σpₙ=(A_N+S_N)/2 and Σqₙ=(A_N−S_N)/2. The nonnegative partial sums A_N tend to infinity because their series diverges, whereas S_N converges and is bounded. Both displayed sign sums therefore tend to infinity. Removing zero terms preserves their values, so each strictly nonzero sign list is infinite with divergent total magnitude. Also aₙ=Sₙ−Sₙ₋₁→0. This vanishing of individual terms, rather than merely sign divergence, will force late crossing errors to vanish.
- 1 point: Introduces positive/negative parts and derives both finite-prefix identities.
- 1 point: Uses bounded original partial sums and divergent absolute sums to prove both sign divergences.
- 1 point: Proves aₙ→0 and distinguishes this needed fact from divergence of sign sums.
(b)
Start with sum zero. Take at least one next unused positive term and continue until the sum is strictly above T; then take at least one next unused negative term and continue until strictly below T. After each complete positive/negative cycle insert the next unused zero term if there is one. Repeat. Every phase ends: finitely many earlier removals leave a divergent remaining positive or negative magnitude sum. No index is repeated since each list is consumed from its front. Every cycle advances both nonzero lists at least once, so each fixed position in either list is eventually used. Each fixed zero-list position is likewise used after finitely many cycles. Thus all original indices occur exactly once, and infinitely many finite cycles define a bijection of the positive integers. If T<0, the first upward phase can finish after its mandatory first term even though its starting sum was already above T. Its error need not satisfy the later overshoot estimate; it is a finite exceptional prefix. All subsequent upward phases start below T.
- 1 point: Gives an unambiguous strict-crossing rule that consumes nonzero terms and schedules zero terms.
- 1 point: Proves finite phase termination from the remaining divergent sign sums.
- 1 point: Proves injectivity/exhaustion and handles the arbitrary-target initial phase.
(c)
After the finite initial exception, an upward phase starts below T and first ends strictly above it. Its final overshoot is at most the last positive term, since the preceding sum was at most T. A downward phase has undershoot at most the magnitude of its final negative term. The sign lists advance in original order without bound, so these final terms tend to zero by part a. Both sequences of crossing sums tend to T. All sums inside a phase lie monotonically between its starting and ending crossings. Given ε>0, after sufficiently many cycles both crossings are within ε of T, which controls every intermediate partial sum as well. Inserted zeros change nothing. For the displayed series each completed triple sums to zero, and the only nonzero intermediate triple sum is 1/k→0; hence the original sum is zero. Its absolute sums contain 2Σ1/k and diverge. For target 5/4 the first cycle uses indices 1,4,2,3, corresponding to terms 1,1/2,−1,0 and partial sums 1,3/2,1/2,1/2. The positive phase crosses upward at 3/2 and the negative phase crosses downward at 1/2. This finite trace illustrates the algorithm but cannot replace the preceding all-indices proof.
- 1 point: Bounds both crossing errors by late individual term magnitudes and proves those bounds vanish.
- 1 point: Controls every intermediate partial sum and inserted zero, not just crossing subsequences.
- 1 point: Proves the supplied original series converges conditionally, including intermediate triple sums.
- 1 point: Gives the correct first-cycle indices and partial sums and limits the evidential role of the trace.
Targeted lesson returns: