/2pQB` bm`p2BHHö n e U9?V
1t2`+B+2
PM +QMbB/ĕ`2 M2(R)HǶ2bT+2 p2+iQ`B2H 2m+HB/B2M /2b Ki`B+2b +``û2b /ǶQ`/`2 k ¨ +Q2{+B2Mib `û2Hb KmMB /m T`Q/mBi b+HB`2 +MQMB[m2 /û}MB TQm`A2iB Ki`B+2b /2M2(R)T` ,
(A|B) = trace(tA·B).
RX aBA= Å a b
c d
ã2iA0=
Å a0 b0 c0 d0
ãbQMi /2mt Ki`B+2b /2M2(R)- [m2 pmi H2 `û2H(A|A0)\
kX PM MQi2T H2 bQmb@2bT+2 p2+iQ`B2H 7Q`Kû /2b Ki`B+2b i`BM;mHB`2b bmTû`B2m`2b /2M2(R)X .QMM2`- TQm` H2 T`Q/mBi b+HB`2 +MQMB[m2- mM2 #b2 Q`i?QMQ`Kû2 /2T 2i /2 bQM Q`i?Q;QMHT?X jX aB A=
Å 1 2 3 4
ã
- /ûi2`KBM2` H2 T`QD2iû Q`i?Q;QMH /2 H Ki`B+2b Abm` T- BMbB [m2 H /BbiM+2 /2 H Ki`B+2A ¨TX
S`Q#HĕK2
.Mb iQmi +2 T`Q#HĕK2- QM MQi2 ,
@F(R+,R)HǶ2Mb2K#H2 /2b TTHB+iBQMb /2R+ /MbRc
@ E HǶ2Mb2K#H2 /2b 7QM+iBQMb f : R+ ! R- +QMiBMm2b- i2HH2b [m2- TQm` iQmi x > 0 `û2H- H 7QM+iBQM t7 !f(t)e xt bQBi BMiû;`#H2 bm`R+c
@F HǶ2Mb2K#H2 /2b 7QM+iBQMb +QMiBMm2b 2i #Q`Mû2b bm`R+X
SQm` iQmi f /Mb E- QM TT2HH2 i`Mb7Q`Kû2 /2 GTH+2 /2 f 2i QM MQi2 L(f) H 7QM+iBQM /û}MB2 TQm` iQmix >0 `û2H T` ,
L(f)(x) = Z +1
0
f(t)e xtdt.
RX Zm2biBQM T`ûHBKBMB`2
aQB2Mia2R2if : [a,+1[ !RmM2 7QM+iBQM +QMiBMm2 T` KQ`+2mtX SQm` iQmix/Mb[a,+1[- QM TQb2 ,F(x) =
Z x a
f(t)dtX PM +QMbB/ĕ`2 H2b T`QTQbBiBQMb bmBpMi2b ,
UBVf 2bi BMiû;`#H2 bm`[a,+1[c UBBVF /K2i mM2 HBKBi2 }MB2 2M+1X
.QMM2`- bMb /ûKQMbi`iBQM- iQmi2b H2b BKTHB+iBQMb TQbbB#H2b 2Mi`2 UBV 2i UBBV HQ`b[m2 , UV f 2bi TQbBiBp2 bm`[a,+1[c
U#V f MǶ2bi Tb TQbBiBp2 bm`[a,+1[X
R
S`iB2 A , 1t2KTH2b 2i T`QT`Bûiûb kXUV .ûKQMi`2` [m2E 2bi mM bQmb@2bT+2 p2+iQ`B2H /2F(R+,R)X
U#V .ûKQMi`2` [m2F 2bi mM bQmb@2bT+2 p2+iQ`B2H /2EX
U+V CmbiB}2` [m2L 2bi mM2 TTHB+iBQM HBMûB`2 /2E /MbF(R+⇤,R)- 2bT+2 p2+iQ`B2H /2b TTHB+@
iBQMb /2]0,+1[/MbRX
jXUV PM +QMbB/ĕ`2U :R+ !R/û}MB2 T`U(t) = 1X .ûi2`KBM2`L(U)X
U#V aQBi >0`û2HX PM +QMbB/ĕ`2h : [0,+1[ !R/û}MB2 TQm` iQmit>0`û2H T` , h (t) =e t.
.ûKQMi`2` [m2h 2bi /Mb E 2i /ûi2`KBM2`L(h )X
9X aQB2Mif /MbE 2in/MbNX PM +QMbB/ĕ`2gn:t7 !tnf(t)/2[0,+1[/MbRX SQm`x >0- DmbiB}2` HǶ2tBbi2M+2 /2 A >0i2H [m2 tne xt 6e xt2 TQm` iQmit>AX 1M /û/mB`2 [m2gn 2bi mM ûHûK2Mi /2EX
8X h`Mb7Q`Kû2 /2 GTH+2 /ǶmM2 /û`Bpû2
aQBif /MbE /2 +Hbb2C1- +`QBbbMi2 2i #Q`Mû2 bm` [0,+1[X .ûKQMi`2` [m2f0 2bi 2M+Q`2 /MbE 2i [m2 HǶQM ,
8x2]0,+1[,L(f0)(x) =xL(f)(x) f(0).
eX _û;mH`Biû /ǶmM2 i`Mb7Q`Kû2 /2 GTH+2
UV .ûKQMi`2` [m2- TQm` iQmi f /MbE- H 7QM+iBQM L(f)2bi /2 +Hbb2C1 bm`]0,+1[2i [m2 HǶQM ,L(f)0= L(g1)Qɍg1 2bi /û}MB2 ¨ H [m2biBQM9X
U#V .ûKQMi`2` [m2- TQm` iQmi f /Mb E- H 7QM+iBQM L(f) 2bi /2 +Hbb2 C1 bm` ]0,+1[ 2i TQm`
x >02i n2N- /ûi2`KBM2`L(f)(n)(x)¨ HǶB/2 /ǶmM2 i`Mb7Q`Kû2 /2 GTH+2X
S`iB2 AA , *QKTQ`i2K2Mib bvKTiQiB[m2b /2 H i`Mb7Q`Kû2 /2 GTH+2 .Mb iQmi2 +2ii2 T`iB2-f 2bi mM ûHûK2Mi /2E
dX PM bmTTQb2 /Mb +2ii2 [m2biBQM [m2f 2bi /MbFX UV .ûi2`KBM2` H HBKBi2 2M+1/2L(f)X
U#V h?ûQ`ĕK2 /2 H pH2m` BMBiBH2
PM bmTTQb2- /2 THmb- [m2 f 2bi /2 +Hbb2 C1 2i +`QBbbMi2 bm` R+- p2+ f0 #Q`Mû2 bm` R+X .ûKQMi`2` [m2 lim
x!+1xL(f)(x) =f(0)X 3X h?ûQ`ĕK2 /2 H pH2m` }MH2
PM bmTTQb2 /Mb +2ii2 [m2biBQM [m2 lim
t!+1f(t) =HQɍH2bi mM `û2HX aQBi(an)n2NmM2 bmBi2 /2 `û2Hb bi`B+i2K2Mi TQbBiB7b [mB +QMp2`;2 p2`b yX
UV .ûKQMi`2` [m2f TT`iB2Mi ¨FX
U#V aQBi n mM 2MiB2` Mim`2HX .ûKQMi`2` [m2 anL(f)(an) = Z +1
0
hn(x)dxQɍ hn 2bi H 7QM+iBQM /û}MB2 bm` [0,+1[ T` ,hn(x) =e xf
Å x an
ãX
U+V 1M /û/mB`2- ¨ HǶB/2 /m i?ûQ`ĕK2 /2 +QMp2`;2M+2 /QKBMǶ22- [m2 , lim
n!+1anL(f)(an) =HX U/V GQ`b[m2 H6= 0- /ûi2`KBM2` mM û[mBpH2Mi /2L(f)(x)2M0X
k
NX .Mb +2ii2 [m2biBQM- QM bmTTQb2 [m2f 2bi BMiû;`#H2 bm`R+2i QM TQb2 ,R(x) = Z +1
x
f(t)dtTQm`
iQmix/Mb[0,+1[X
UV .ûKQMi`2` [m2R 2bi mM2 7QM+iBQM /2 +Hbb2C1 bm`[0,+1[2i /ûi2`KBM2`R0X 1M /û/mB`2 [m2- TQm` iQmi x >0 `û2H- QM ,L(f)(x) =R(0) xL(R)(x)X U#V PM }t2">0X
CmbiB}2` /2 HǶ2tBbi2M+2 /2 A`û2H TQbBiB7 i2H [m2 TQm` iQmit>A- QM Bi , |R(t)|6"X 1M /û/mB`2 [m2- TQm` iQmi x >0- QM ,
|L(f)(x) R(0)|6x Z A
0 |R(t)|dt+".
U+V .ûKQMi`2` [m2L(f)b2 T`QHQM;2 T` +QMiBMmBiû 2M0UQM T`û+Bb2` H pH2m` 2M0 /2 +2 T`QHQM@
;2K2MiVX
S`iB2 AAA , TTHB+iBQM RyX *H+mH /2 HǶBMiû;`H2 /2 .B`B+?H2i
A+B-f 2bi H 7QM+iBQM /û}MB2 T` ,f(0) = 12i f(t) =sin(t)
t TQm` t >0`û2HX UV .ûKQMi`2` [m2 H 7QM+iBQMF :R+ !R/û}MB2 T`F(x) =
Z x 0
f(t)dt/K2i mM2 HBKBi2 }MB2
`û2HH2H2M+1X
U#V 1M +QMbB/û`Mi H bû`B2 X
n>0
un Qɍun=
Z (n+1)⇡
n⇡ |f(t)|dt- /ûKQMi`2` [m2f MǶ2bi Tb BMiû;`#H2 bm`R+X
U+V aQBix >0X .ûKQMi`2`- 2M /ûiBHHMi H2b +H+mHb- [m2- TQm` iQmiX >0- QM , Z X
0
sin(t)e xt dt= 1
1 +x2 e xX(xsin(X) + cos(X)) 1 . .ûKQMi`2` [m2 H 7QM+iBQMt7 !sin(t)e xt 2bi BMiû;`#H2 bm`R+X
.ûi2`KBM2` HQ`bZ +1 0
sin(t)e xtdtX
U/V .ûi2`KBM2`- TQm`x >0- mM2 2tT`2bbBQM bBKTH2 /2L(f)(x)2i 2M /û/mB`2HX
SQm` +2H- QM TQm`` miBHBb2` H2 `ûbmHii bmBpMi UH /ûK`+?2 /2 H T`2mp2 ûiMi B/2MiB[m2 ¨ +2HH2 /2 H [m2biBQMNV , HQ`b[m2f /MbE pû`B}2 , lim
x!+1
Z x 0
f(t)dt=H2R- HQ`b lim
x!0L(f)(x) =HX PM MQi2` [m2- T` `TTQ`i ¨ H [m2biBQMN- QM `2KTH+û HǶ?vTQi?ĕb2 dzf BMiû;`#H2 bm`R+Ǵ T` HǶ?vTQi?ĕb2 dz lim
x!+1
Z x 0
f(t)dt=H2RǴX
j
/2pQB` bm`p2BHHö n 8 U9?V
@ .Mb H2 T`Q#HĕK2- /ûbB;M2 iQmDQm`bmM2 TTHB+iBQM +QMiBMm2 /2R+ /MbR+- +`QBbbMi2 2i MQM KDQ`û2X
@ .Mb H2 T`Q#HĕK2- f /ûbB;M2iQmDQm`bmM2 TTHB+iBQM +QMiBMm2 /2R+ /MbRX
@ PM MQi2EHǶ2Mb2K#H2 /2b `û2HbxTQm` H2b[m2Hb HǶTTHB+iBQMt7!f(t)e (t)x2bi BMiû;`#H2 bm`R+X
@ PM MQi2E0 HǶ2Mb2K#H2 /2b `û2HbxTQm` H2b[m2Hb HǶBMiû;`H2 R+1
0 f(t)e (t)xdt+QMp2`;2X
PM b2 T`QTQb2 +B@T`ĕb /Ƕûim/B2` H i`Mb7Q`KiBQMf 7!Lf /û}MB2M 2M AX- /Ƕ2M ûi#HB` [m2H[m2b T`QT`Bû@
iûb- /Ƕ2tKBM2` +2`iBMb 2t2KTH2b 2i /ǶmiBHBb2` H i`Mb7Q`KiBQMLTQm` HǶûim/2 /ǶmM QTû`i2m`X
S`ûHBKBMB`2b- /û}MBiBQM /2 H i`Mb7Q`KiBQM LX
AXX Zm2HH2 BM+HmbBQM 2tbBbi2@i@BH 2Mi`2 H2b 2Mb2K#H2bE 2iE0\ .ûbQ`KBb- TQm`x2E0- QM MQi2`
Lf(x) = Z +1
0
f(t)e (t)xdt
AX"X JQMi`2` [m2 bBE MǶ2bi Tb pB/2- HQ`bE 2bi mM BMi2`pHH2 MQM KDQ`û /2RX AX*X JQMi`2` [m2 bBE MǶ2bi Tb pB/2- HQ`b Lf 2bi +QMiBMm2 bm`EX
1t2KTH2b /Mb H2 +b /2 f TQbBiBp2X
AAXX *QKT`2`E 2iE0 /Mb H2 +b Qɍ f 2bi TQbBiBp2X AAX"X .Mb H2b i`QBb +b bmBpMib- /ûi2`KBM2`EX AAX"XRV f(t) = 0(t)p2+ bmTTQbû2 /2 +Hbb2C1X AAX"XkV f(t) =et (t)X
AAX"XjV f(t) =e1+tt (t)2 X
AAX*X .Mb +2ii2 [m2biBQM- QM ûim/B2 H2 +b (t) =t2 2if(t) = 1+t12 TQm` iQmit2R+X AAX*XRV .ûi2`KBM2`EX Zm2 pmi Lf(0)\
AAX*XkV S`Qmp2` [m2Lf 2bi /û`Bp#H2 bm`R+⇤X
AAX*XjV JQMi`2` HǶ2tBbi2M+2 /ǶmM2 +QMbiMi2A >0 i2HH2 [m2 TQm` iQmix >0- QM Bi
Lf(x) (Lf)0(x) = A px AAX*X9V PM MQi2g(x) =e xLf(x)TQm`x 0X JQMi`2` [m2
8x 0, g(x) =⇡
2 A
Z x 0
e t pt dt AAX*X8V 1M /û/mB`2 H pH2m` /2 HǶBMiû;`H2R+1
0 e t2dtX 9
1im/2 /ǶmM T`2KB2` 2t2KTH2X
.Mb +2ii2 T`iB2- (t) =tTQm` iQmit2R+ 2if(t) =ett1 1 + t2 TQm` iQmit2R+⇤X
AAAXX JQMi`2` [m2f b2 T`QHQM;2 T` +QMiBMmBiû 2M0X PM MQi2 2M+Q`2f H2 T`QHQM;2K2Mi Q#i2MmX AAAX"X .ûi2`KBM2`EX
AAAX*X HǶB/2 /ǶmM /ûp2HQTT2K2Mi 2M bû`B2- KQMi`2` [m2 TQm` iQmix >0- QM
Lf(x) = 1 2x2
1 x+
+1X
n=1
1 (n+x)2 AAAX.X 1bi@+2 [m2Lf(x) 2x12 +1x /K2i mM2 HBKBi2 }MB2 2M0+\
:ûMû`HBiûb /Mb H2 +b ivTB[m2X
.Mb +2ii2 T`iB2- (t) =tTQm`t2R+X
AoXX JQMi`2` [m2 bB E MǶ2bi Tb pB/2 2i bB↵2bi b #Q`M2 BM7û`B2m`2 UQM +QMpB2Mi [m2↵= 1bB E=RV HQ`bLf 2bi /2 +Hbb2 C1bm` ]↵,+1[2i 2tT`BK2` b2b /û`Bpû2b bm++2bbBp2b ¨ HǶB/2 /ǶmM2 BMiû;`H2X
AoX"X .Mb H2 +b T`iB+mHB2` Qɍ f(t) =e attn TQm` iQmit2R+- p2+n2N2ia2R- 2tTHB+Bi2`E- E0 2i +H+mH2`Lf(x)TQm` x2E0X
AoX*X *QKTQ`i2K2Mi 2M HǶBM}MBX
PM bmTTQb2 B+B [m2 E MǶ2bi Tb pB/2 2i [m2f /K2i m pQBbBM;2 /2 0 H2 /ûp2HQTT2K2Mi HBKBiû /ǶQ`/`2n2NbmBpMi ,
f(t) = Xn
k=0
ak
k!tk+O(tn+1)
AoX*XRV JQMi`2` [m2 TQm` iQmi >0- QM - HQ`b[m2xi2M/ p2`b+1- H2 /ûp2HQTT2K2Mi bvKTiQiB[m2 bmBpMi ,
Z
0
f(t) Xn
k=0
ak
k!tk
!
e txdt=O(x n 2)
AoX*XkV 1M /û/mB`2 [m2 HQ`b[m2xi2M/ p2`b+1- QM H2 /ûp2HQTT2K2Mi bvKTiQiB[m2 ,
Lf(x) = Xn
k=0
ak
xk+1 +O(x n 2) AoX.X *QKTQ`i2K2Mi 2M 0X
PM bmTTQb2 B+B [m2f /K2i mM2 HBKBi2 }MB2`2M+1X AoX.XRV JQMi`2` [m2E +QMiB2Mi R+⇤X
AoX.XkV JQMi`2` [m2xLf(x)i2M/ p2`b`2M0+X
1im/2 /ǶmM /2mtBĕK2 2t2KTH2X
.Mb +2ii2 T`iB2- (t) = t TQm` iQmi t 2 R+ 2i f(t) = sin(t)t TQm` iQmi t > 0- f ûiMi T`QHQM;û2 T`
+QMiBMmBiû 2M0X
oXX JQMi`2` [m2E M2 +QMiB2Mi Tb0X oX"X JQMi`2` [m2E=]0,+1[X
oX*X JQMi`2` [m2E0 +QMiB2Mi0X oX.X *H+mH2`(Lf)0(x)TQm`x2EX oX1X 1M /û/mB`2(Lf)(x)TQm` x2EX
8
oX6X PM MQi2 TQm` n2N2i x 0- fn(x) =R(n+1)⇡
n⇡
sin(t)
t e tx dtX JQMi`2` [m2 P(fn)n 0 +QMp2`;2 mMB7Q`KûK2Mi bm`[0,+1[X
oX:X Zm2 pmiLf(0)\
AMD2+iBpBiû /Mb H2 +b ivTB[m2X
.Mb +2ii2 T`iB2- (t) =tTQm` iQmit2R+X
oAXX aQBigmM2 TTHB+iBQM +QMiBMm2 /2[0,1]/MbRX PM bmTTQb2 [m2 TQm` iQmin2N- QM Z 1
0
tng(t)dt= 0 oAXXRV Zm2 /B`2 /2 R1
0 P(t)g(t)dtTQm` P 2R[X]\ oAXXkV 1M /û/mB`2 [m2 g2bi HǶTTHB+iBQM MmHH2X
oAX"X aQB2Mif }tû2 i2HH2 [m2E bQBi MQM pB/2-x2E 2ia >0X PM TQb2h(t) =Rt
0e xuf(u)duTQm`
iQmit 0X
oAX"XRV JQMi`2` [m2Lf(x+a) =aR+1
0 e ath(t)dtX
oAX"XkV PM bmTTQb2 [m2 TQm` iQmi n 2 N- QM Lf(x+na) = 0X JQMi`2` [m2- TQm` iQmi n2 N- HǶBMiû;`H2R1
0 unhÄ ln(u)
a
ä du+QMp2`;2 2i [mǶ2HH2 2bi MmHH2X oAX"XjV ZmǶ2M /û/mBi@QM TQm` H 7QM+iBQMh\
oAX*X JQMi`2` [m2 HǶTTHB+iBQM [mB ¨ f bbQ+B2Lf 2bi BMD2+iBp2X
1im/2 2M H #Q`M2 BM7û`B2m`2 /2 EX
oAAXX *b TQbBiB7X
PM bmTTQb2 [m2f 2bi TQbBiBp2 2i [m2EMǶ2bi MB pB/2 MB û;H ¨RX PM MQi2↵b #Q`M2 BM7û`B2m`2X oAAXXRV JQMi`2` [m2 bBLf 2bi #Q`Mû2 bm`E- HQ`b↵2EX
oAAXXkV aB ↵2/E- [m2 /B`2 /2Lf(x)[mM/ xi2M/ p2`b↵+\ oAAX"X .Mb +2ii2 [m2biBQM-f(t) = cos(t)2i (t) = ln(1 +t)X oAAX"XRV .ûi2`KBM2`EX
oAAX"XkV .ûi2`KBM2`E0X
oAAX"XjV JQMi`2` [m2Lf /K2i mM2 HBKBi2 2M↵- #Q`M2 BM7û`B2m`2 /2E- 2i H /ûi2`KBM2`X
lM2 miBHBbiBQM /2 H i`Mb7Q`KiBQM LX
.Mb +2ii2 T`iB2- P /ûbB;M2 HǶ2Mb2K#H2 /2b 7QM+iBQMb TQHvMQKBH2b ¨ +Q2{+B2Mib `û2Hb 2i QM miBHBb2 H i`Mb7Q`KiBQMLTTHB[mû ¨ /2b ûHûK2Mib /2P TQm` HǶûim/2 /ǶmM QTû`i2m`UX
oAAAXX aQB2MiP, Q /2mt ûHûK2Mib /2PX JQMi`2` [m2 HǶBMiû;`H2R+1
0 P(t)Q(t)e tdt +QMp2`;2X oAAAX"X SQm` iQmi +QmTH2(P, Q)2P2- QM MQi2
(P, Q) = Z +1
0
P(t)Q(t)e tdt oû`B}2` [m2(., .)/û}MBi mM T`Q/mBi b+HB`2 bm`PX
oAAAX*X PM MQi2D HǶ2M/QKQ`T?BbK2 /2 /û`BpiBQM 2iU HǶ2M/QKQ`T?BbK2 /2 P /û}MB T`
U(P)(t) =etD(te tP0(t)) oû`B}2` [m2U 2bi 2M/QKQ`T?BbK2 /2 PX
e
oAAAX.X JQMi`2` [m2 TQm` iQmbP, Q/2P QM
(U(P), Q) = (P, U(Q))
oAAAX1X JQMi`2` [m2U /K2i /2b pH2m`b T`QT`2b /MbC- [mǶ2HH2b bQMi `û2HH2b 2i [m2 /2mt p2+i2m`b T`QT`2b bbQ+Bûb ¨ /2b pH2m`b T`QT`2b /BbiBM+i2b bQMi Q`i?Q;QMmtX
oAAAX6X aQB2Mi mM2 pH2m` T`QT`2 /2U 2iP mM p2+i2m` T`QT`2 bbQ+BûX
oAAAX6XRV JQMi`2` [m2P 2bi bQHmiBQM /ǶmM2 û[miBQM /Bzû`2MiB2HH2 HBMûB`2 bBKTH2 [m2 HǶQM T`û+Bb2`X oAAAX6XkV Zm2H HB2M v@@i@BH 2Mi`2 2i H2 /2;`û /2P\
oAAAX:X .2b+`BTiBQM /2b ûHûK2Mib T`QT`2b /2 UX PM +QMbB/ĕ`2 bm`[0,+1[ HǶû[miBQM /Bzû`2MiB2HH2
(En) : tP00+ (1 t)P0+nP = 0 p2+n2N2i /ǶBM+QMMm2P 2PX
oAAAX:XRV 1M TTHB[mMi H i`Mb7Q`KiBQMLp2+ (t) =t¨(En)- KQMi`2` [m2 bBP 2bi bQHmiBQM /2 (En)bm`[0,+1[- HQ`b bQM BK;2QT`L2bi bQHmiBQM /ǶmM2 û[miBQM /Bzû`2MiB2HH2 (E0n)/ǶQ`/`2 1bm`]1,+1[X
oAAAX:XkV _ûbQm/`2 HǶû[miBQM (En0) bm` ]1,+1[ 2i 2M /û/mB`2 H2b pH2m`b 2i p2+i2m`b T`QT`2b /2 HǶ2M/QKQ`T?BbK2UX
oAAAX:XjV Zm2H 2bi H2 HB2M 2Mi`2 +2 [mB T`û+ĕ/2 2i H2b 7QM+iBQMb TQHvMQKBH2b /û}MB2b TQm`n2NT`
Pn(t) =etDn(e ttn)\
d
*2Mi`H2 SaA R lM +Q``B;û
S`ûHBKBMB`2b- /û}MBiBQM /2 H i`Mb7Q`KiBQM LX
AXX GǶBMiû;`#BHBiû 2Mi`ŗM2 H +QMp2`;2M+2 /2 HǶBMiû;`H2 2i QM /QM+
E⇢E0
AX"X aB x2 E HQ`b 8y x, 8t 2 R+, |f(t)e (t)y) |f(t)|e (t)x U+` (t) 0V 2i- H2 KDQ`Mi ûiMi BMiû;`#H2 bm`R+- QM y2EX PM pB2Mi /QM+ /2 pQB` [m2
8x2E, [x,+1[⇢E PM bmTTQb2 /ûbQ`KBbE MQM pB/2 2i QM /BbiBM;m2 /2mt +bX
@ aBEMǶ2bi Tb KBMQ`û c TQm` iQmi `û2Hy BH 2tBbi2x2Ei2H [m2 xy 2i +2 [mB T`û+ĕ/2 BM/B[m2 BM/B[m2 [m2y2EX PM /QM+
E =R
@ aBE 2bi KBMQ`û- ûiMi MQM pB/2 BH TQbbĕ/2 mM2 #Q`M2 BM7û`B2m`2↵2iE⇢[↵,+1[X S` BHH2m`b- bB y > ↵HQ`b U+`+iû`BbiBQM /2 H #Q`M2 BM7û`B2m`2V BH 2tBbi2 x 2 E i2H [m2 x y 2i BMbB y2EX PM T`Qmpû [m2
]↵,+1[⇢E⇢[↵,+1[ 2i E 2bi û;H ¨ HǶmM /2b BMi2`pHH2b]↵,+1[ Qm[↵,+1[X
AX*X AH bǶ;Bi /ǶmiBHBb2` H2 i?ûQ`ĕK2 /2 +QMiBMmBiû /2b BMiû;`H2b ¨ T`Kĕi`2bX
@ 8x2E, t7!f(t)e (t)x2bi +QMiBMm2 bm`R+X
@ 8t 0, x7!f(t)e (t)x2bi +QMiBMm2 bm` EX
@ 8[a, b]⇢E, 8x2[a, b], 8t 0, |f(t)e (t)x||f(t)|e (t)aX G2 KDQ`Mi 2bi BM/ûT2M/Mi /2 x2i 2bi BMiû;`#H2 bm`R+X
G2 i?ûQ`ĕK2 bǶTTHB[m2 2i /QMM2
Lf 2C0(E)
1t2KTH2b /Mb H2 +b /2 f TQbBiBp2X
AAXX GǶBMiû;`#BHBiû /2 g bm` I +Q``2bTQM/Mi ¨ H +QMp2`;2M+2 /2 HǶBMiû;`H2 /2 |g| bm` I- bB f 2bi TQbBiBp2 HQ`bE=E0X
AAX"X .Mb H2b i`QBb +b T`QTQbûb- H 7QM+iBQM f 2bi TQbBiBp2 U2M "XRV +2H /û+QmH2 /2 H +`QBbbM+2 bmTTQbû2 /2 VX PM T2mi /QM+ BM/Bzû`2KK2Mi ûim/B2` H +QMp2`;2M+2 /2 HǶBMiû;`H2 UBX2X HǶ2tBbi2M+2 /ǶmM2 HBKBi2 /2Ra
0 f(t)e (t)x dt [mM/a!+1V Qm HǶBMiû;`#BHBiû Um pQBbBM;2 /2+1+` H2b 7QM+iBQMb bQMi +QMiBMm2b bm`R+ 2i+12bi /QM+ H2 b2mH2 T`Q#HĕK2VX
AAX"XRV aQBia2R+X PM
8x6= 0, Z a
0
0(t)e (t)xdt= ï 1
xe (t)x òt=a
t=0
=e (0)x e (a)x x ûiMi +`QBbbMi2 2i MQM KDQ`û2 i2M/ p2`b+12M+12i BMbB
8x >0, lim
a!+1
Z a 0
0(t)e (t)xdt= e (0)x x 8x <0, lim
a!+1
Z a 0
0(t)e (t)xdt= +1
3
1M}M U+bx= 0VRa
0 0(t)dt= (a) (0)!+1[mM/ a!+1X PM /QM+ KQMi`û [m2 E=E0 =R+⇤ 2i 8x >0, Lf(x) = e (0)x
x
AAX"XkV aQBix2RX PM 8t max(x,0), f(t)e (t)x=e (t)(t x) 1X PM MǶ /QM+ Tb BMiû;`#BHBiû m pQBbBM;2 /2+12i
E=;
AAX"XjV aQBix2RX PM 8t max( x,0), 0f(t)e (t)x= e 1+t(t)(x+t)2 1+t12X G2 KDQ`Mi ûiMi BMiû;`#H2- QM x2EX BMbB
E=E0=R AAX*X AH bǶ;Bi /Ƕûim/B2` H 7QM+iBQMx7!R+1
0
e xt2 1+t2 dtX
AAX*XRV aBx 0HQ`b0 e1+txt22 1+t12 [mB 2bi BMiû;`#H2 bm`R+X PM /QM+x2EX
aBx <0- te1+txt22 !+1[mM/ t!+1U+`QBbbM+2b +QKT`û2bV 2it7! e1+txt22 MǶ2bi Tb BMiû;`#H2 m pQBbBM;2 /2+1U+QKT`BbQM ¨ H 7QM+iBQM /2 _B2KMMt7!1/tV 2i x /2EX PM /QM+
E=R+
PM BKKû/Bi2K2Mi UarctanûiMi mM2 T`BKBiBp2 /2t7! 1+t12 bm`RV
Lf(0) = Z +1
0
dt 1 +t2 =⇡
2
AAX*XkV AH bǶ;Bi /ǶmiBHBb2` H2 i?ûQ`ĕK2 /2 `û;mH`Biû /2b BMiû;`H2b ¨ T`Kĕi`2bX
@ 8x >0, 8t 0, t7! e xt
2
1+t2 2bi BMiû;`#H2 bm`R+X
@ 8t 0-x7! e1+txt22 2bi /2 +Hbb2C1 bm`R+⇤/2 /û`Bpû2x7! t21+te xt22X
@ 8x >0, t7! t21+te xt22 2bi +QMiBMm2 bm`R+X
@ PM
8a >0, 8x a, 8t 0, t2e xt2
1 +t2 t2
1 +t2e at2 = (t)
2bi +QMiBMm2 bm`R+ 2i Mû;HB;2#H2 /2pMi1/t2 m pQBbBM;2 /2+1U+`a >0)c +Ƕ2bi /QM+
mM2 7QM+iBQM BMiû;`#H2 bm` R+X
G2 +Qm`b BM/B[m2 HQ`b [m2Lf 2bi /2 +Hbb2C1 bm`R+⇤ p2+
8x >0, (Lf)0(x) =
Z +1 0
t2
1 +t2e xt2 dt
_2K`[m2 , QM M2 bBi `B2M [mMi ¨ H /û`Bp#BHBiû 2M0 2i QM M2 bǶ2M Q++mT2` [m2 bB +2H bǶpĕ`2 miBH2 /Mb H bmBi2X
AAX*XjV PM 2M /û/mBi [m2
8x >0, Lf(x) (Lf)0(x) = Z +1
0
ext2 dt= A
px p2+ A= Z +1
0
e t2 dt H /2`MBĕ`2 û;HBiû T`Qp2MMi /m +?M;2K2Mi /2 p`B#H2u=tpxX
_2K`[m2 , Lf ûiMi +QMiBMm2 2M 0- QM /QM+ (Lf)0(x)! 1 [mM/x!0+X S` i?ûQ`ĕK2 /2 HBKBi2 /2 H /û`Bpû2 Up2+Lf 2C0(R+)\C1(R+⇤)- QM T2mi 2M /û/mB`2 [m2Lf MǶ2bi Sa /û`Bp#H2 2M0 KBb [m2 bQM ;`T?2 T`ûb2Mi2 2M (0,⇡/2) mM2 /2KB@iM;2Mi2 p2`iB+H2X
N
AAX*X9V g2bi /û`Bp#H2 bm`R+⇤ 2i
8x >0, g0(x) =e x((Lf)0(x) Lf(x)) = Ae x px
x7! epxx 2bi +QMiBMm2 bm`R+⇤ 2i H2 i?ûQ`ĕK2 7QM/K2MiH BM/B[m2 [m2 x7!Rx 1
ept
t dt2M 2bi mM2 T`BKBiBp2 bm`RX .2mt T`BKBiBp2b bm` mM BMi2`pHH2 /Bzû`2Mi /ǶmM2 +QMbiMi2-
9c2R/8x >0, g(x) =c A Z x
1
e t pt dt
S` BHH2m`b-g 2bi +QMiBMm2 2M 0 ULf HǶ2biV 2ig(x)!g(0) = ⇡2 [mM/ x!0X PM 2M /û/mBi [m2 HǶQM T2mi Tbb2` ¨ H HBKBi2 /Mb HǶû;HBiû +B@/2bbmb U2M T`iB+mHB2`- HǶBMiû;`H2 2tBbi2 bm` [0,1] +2 [mB MǶ2bi Tb bm`T`2MMi +` H 7QM+iBQM [m2 HǶQM BMiĕ;`2 2bi T`QHQM;2#H2 T` +QMiBMmBiû 2M0VX PM Q#iB2Mic=⇡2 +AR0
1 ept
t dtX 6BMH2K2Mi- QM 8x >0, g(x) =⇡
2 A
Z x 0
e t pt dt 2i HǶû;HBiû `2bi2 p`B2 2Mx= 0 U2HH2 b2 HBig(0) =⇡/2VX
AAX*X8V _2K`[mQMb [m2
8x 0, 0g(x)e x Z +1
0
dt 1 +t2x !
!+10
1M 7BbMi i2M/`2xp2`b+1/Mb HǶB/2MiBiû /2 H [m2biBQM T`û+û/2Mi2- QM Q#iB2Mi /QM+
x!lim+1A Z x
0
e t pt dt= ⇡
2 S` BHH2m`b- H2 +?M;2K2Mi /2 p`B#H2u=p
t UHB+Bi2 +` t7!p
t 2bi mMC1 /BzûQKQ`T?BbK2 /2 ]0, x[/Mb]0,px[V /QMM2
8x >0, Z x
0
e t pt dt= 2
Z px 0
e u2du
*2ii2 [mMiBiû i2M/ p2`b2A[mM/x!+12i }MH2K2Mi-2A2= ⇡2 Qm 2M+Q`2 U+QKK2A 0V Z +1
0
e t2dt=A= p⇡
2
1im/2 /ǶmM T`2KB2` 2t2KTH2X
AAAXX *QKK2et 1⇠0t- QM f(t)!0[mM/ t!0+Xf 2bi /QM+ T`QHQM;2#H2 T` +QMiBMmBiû 2M TQbMi
f(0) = 0
AAAX"X aQBix2Rcg : t7!f(t)e xt2bi +QMiBMm2 bm`R+2ig(t)⇠ t2e xt2M+1U+`f(t)⇠+1t/2VX aB x > 0- g 2bi BMiû;`#H2 m pQBbBM;2 /2 +1 UMû;HB;2#H2 /2pMi 1/t2VX aB x 0- g 2bi MQM BMiû;`#H2 m pQBbBM;2 /2+1U/2 HBKBi2 BM}MB2VX BMbB
E=R+⇤ Ry
AAAX*X S` /û}MBiBQM- QM
8x >0, Lf(x) = Z +1
0
f(t)e xtdt S` BHH2m`b- TQm`t >0 QM e t2[0,1[2i /QM+
8t >0, f(t) =te t
+1X
k=0
e kt 1 + t 2
G2b 7QM+iBQMbt7!e xt2it7!te xtûiMi BMiû;`#H2b bm`R+ TQm`x >0- QM T2mi /û+QmT2`Lf(x) 2M i`QBb KQ`+2mt TQm`x >0 2i Q#i2MB`
8x >0, Lf(x) = Z +1
0 +1
X
k=0
te (k+1+x)tdt
Z +1 0
e xtdt+1 2
Z +1 0
te xtdt
SQm` y > 0- mM2 BMiû;`iBQM T` T`iB2b /QMM2 Ra
0 te yt dt = î t
ye ytóa
0 + 1yRa
0 e yt dt =
aye ya+1 e ay
y2 X 1M 7BbMi i2M/`2 ap2`b+1- QM i`Qmp2 HQ`b 8y >0,
Z +1 0
te aydt= 1 y2 2i BMbB
8x >0, Lf(x) = 1 2x2
1 x+
Z +1 0
+1X
k=0
te (k+1+x)tdt
PM p2mi KBMi2MMi BMi2`p2`iB` bQKK2 2i BMiû;`H2 T` H2 i?ûQ`ĕK2 /ǶBMiû;`iBQM i2`K2 ¨ i2`K2X PM i`pBHH2 TQm` mMx >0 }tûX
@ SQbQMbfk : t7!te (k+1+x)tĘfk 2bi +QMiBMm2 TQm` iQmik 02i P(fk)+QMp2`;2 bBKTH2K2Mi bm`R+⇤ /2 bQKK2t7! ett1e xt [mB 2bi mbbB +QMiBMm2 bm`R+⇤X
@ G2bfk bQMi BMiû;`#H2b bm`R+ 2iR+1
0 |fk|= (k+1+x)1 2 2bi H2 i2`K2 ;ûMû`H /ǶmM2 bû`B2 +QMp2`@
;2Mi2X
G2 i?ûQ`ĕK2 bǶTTHB[m2 2i H2 +H+mH /ǶBMiû;`H2 7Bi THmb ?mi /QMM2
8x >0, Lf(x) = 1 2x2
1 x+
+1
X
k=0
1 (k+x+ 1)2
*Ƕ2bi H 7Q`KmH2 pQmHm2 UBH bm{i /2 TQb2`n=k+ 1VX AAAX.X PM pB2Mi /2 pQB` [m2
8x >0, Lf(x) 1 2x2 + 1
x=
+1
X
n=1
1 (n+x)2
@ SQbQMbhn : x7!(n+x)1 2X PM khnk1,R+n12 [mB 2bi H2 i2`K2 ;ûMû`H /ǶmM2 bû`B2 +QMp2`;2Mi2X BMbB-P(hn)+QMp2`;2 MQ`KH2K2Mi bm`R+X
@ G2bhn bQMi +QMiBMm2b bm`R+X
G2 +Qm`b BM/B[m2 [m2 H bQKK2 /2 H bû`B2P(hn)2bi +QMiBMm2 bm`R+X 1M T`B+mHB2`-
x!0lim+Lf(x) =
+1X
n=1
1 n2 =⇡2
6 RR
:ûMû`HBiûb /Mb H2 +b ivTB[m2X
AoXX AH bǶ;Bi /ǶmiBHBb2` H2 i?ûQ`ĕK2 /2 `û;mH`Biû /2b BMiû;`H2b ¨ T`Kĕi`2bX
@ SQm` iQmix >↵U2i /QM+x2EVt7!e xtf(t)2bi BMiû;`#H2 bm`R+X
@ SQm` iQmit 0-x7!e xtf(t)2bi /2 +Hbb2C1bm`]↵,+1[/2 /û`Bpû2n@BĕK2x7!( t)ne xtf(t)X
@ SQm` iQmix >↵-t7!( t)ne xtf(t)2bi +QMiBMm2 bm`R+X
@ aQB2Min2N⇤2i [a, b]⇢]↵,+1[X PM
8x2[a, b], 8t 0, |( t)ne xtf(t)|tne at|f(t)|= n(t)
n 2bi +QMiBMm2 bm` R+ 2i T`ûb2Mi2 mM mMB[m2 T`Q#HĕK2 /ǶBMiû;`#BHBiû 2M +1X *QKK2 a >
↵= inf(E)- BH 2tBbi2c2E i2H [m2a > cU+`+iû`BbiBQM /2 H #Q`M2 BM7û`B2m`2VX PM HQ`b- m pQBbBM;2 /2 +1- n(t) =e ct|f(t)|tne (a c)t=o(e ctf(t)) U+`a c > 0VX *QKK2 c 2E- t7!e ctf(t)2bi BMiû;`#H2 m pQBbBM;2 /2+1Ubm`R+VX BMbB- n 2bi BMiû;`#H2 m pQBbBM;2 /2+12HH2 mbbB 2i /QM+ 2HH2 HǶ2bi bm`R+X
G2 i?ûQ`ĕK2 bǶTTHB[m2X AH BM/B[m2 [m2Lf 2C1(]↵,+1[)2i
8n2N⇤, 8x >↵, (Lf)n(x) = ( 1)n Z +1
0
tnf(t)e xtdt AoX"X *QKK2f 2bi TQbBiBp2- QM E=E0X AH bǶ;Bi /2 i`Qmp2` H2b x2 Ri2H [m2R+1
0 tne (x+a)tdt +QMp2`;2 UH2 b2mH T`Q#HĕK2 ûiMi +2HmB m pQBbBM;2 /2+1V Qm i2Hb [m2t7!tne (x+a)t2bi BMiû;`#H2 bm`R+UB/2KVX aBx+a >0HQ`btne (x+a)t=o(1/t2)m pQBbBM;2 /2+1U+`QBbbM+2b +QKT`û2bV 2i H 7QM+iBQM 2bi BMiû;`#H2 m pQBbBM;2 /2 +1X aB x+a 0 HQ`b t.tne (x+a)t ! +1 [mM/
t!+12i H 7QM+iBQM MǶ2bi /QM+ Tb BMiû;`#H2 m pQBbBM;2 /2+1X 6BMH2K2Mi c E=E0=] a,+1[
SQm` y > 0 2i n 2 N⇤- mM2 BMiû;`iBQM T` T`iB2b /QMM2 U2M QK2iiMi H2b /ûiBHb /2 +H+mHV R+1
0 tne ytdt= nyR+1
0 tn 1e ytdtX PM 2M /û/mBi T` `û+m``2M+2 bBKTH2 [m2 8y >0, 8n2N,
Z +1 0
tne ytdt= n!
yn+1 1M T`iB+mHB2`- QM
8x > a, Lf(x) = n!
(x+a)n+1 AoX*XRV PM }t2 > 0X SQbQMb g : t 7! f(t) Pn
k=0ak
k!tkX PM bBi [mǶm pQBbBM;2 /2 0 QM g(t) =O(tn+1)X AH 2tBbi2 /QM+M 2R+ 2ic2]0, [ i2H [m2
8t2[0, c], |g(t)|M tn+1
G `2HiBQM /2 *?bH2b- HǶBMû;HBiû i`BM;mHB`2 2i H +`QBbbM+2 /m Tbb;2 ¨ HǶBMiû;`H2 /QMM2Mi Z
0
g(t)e txdt Z c
0 |g(t)|e tx dt+kgk1,[c, ]
Z
c
e xt dtM Z c
0
tn+1e txdt+kgk1,[c, ]( c)e cx G2 +H+mH /2 AoX" BM/B[m2 HQ`b [m2
Z
0
g(t)e txdt M(n+ 1)!
xn+2 +kgk1,[c, ]( c)e cx=Ox!+1(x n 2) +2 [mB +Q``2bTQM/ m `ûbmHii /2KM/ûX
Rk
AoX*XkV p2+ H2 +H+mH /2 AoX" QM U2M +QMiBMmMi ¨ miBHBb2` H 7QM+iBQMg BMi`Q/mBi2 2M AoX*XRV
8x2E\R+⇤, Lf(x) Xn
k=0
ak
xk+1 = Z +1
0
g(t)e txdt
G [m2biBQM T`û+û/2Mi2 /QMM2 mM `2Mb2B;M2K2Mi TQm` HǶBMiû;`H2 2Mi`20 2i 1X AMiû`2bbQMb@MQmb ¨ HǶmi`2 T`iB2X 6BtQMbc 2E\R+⇤ Uc 2tBbi2 +` E 2bi MQM KDQ`ûV- i`pBHHQMb p2+ x c+ 12i û+`BpQMb [m2
8t 1, |g(t)e tx|=|g(t)e cte (x c)t||g(t)e ct|e (x c)
t7!g(t)e ct 2bi BMiû;`#H2 bm`[1,+1[U+`c2E /QM+t7!f(t)e ct2bi BMiû;`#H2 2i c >0 /QM+
TQm` iQmik-t7!tke ct2bi mbbB BMiû;`#H2 bm` R+VX PM HQ`b Z +1
1
g(t)e xtdt e (x c) Z +1
1 |g(t)|e ctdt
2i +2i i2`K2 2bi /QKBMû T` U2i KāK2 Mû;HB;2#H2 /2pMiVx n 2 [mM/ x!+1X 1M bQKKMi- QM HQ`b
Z +1 0
f(t) Xn
k=0
ak
k!tk
!
e tx dt=O(x n 2) 2i H2 +H+mH /2 AoX" /QMM2
Lf(x) = Xn
k=0
ak
xk+1 +O(x n 2)
AoX.XRV f 2bi +QMiBMm2 bm` R+ 2i /K2i mM2 HBKBi2 2M+12i 2HH2 2bi /QM+ #Q`Mû2 bm`R+ UKDQ`û2 2M KQ/mH2 T` |`|+ 1 m pQBbBM;2 /2 +1 2i +QMiBMm2 bm` H2 b2;K2Mi [mB `2bi2VX aQBi x > 0c
|f(t)e xt| kfk1,R+e xt 2bi BMiû;`#H2 bm`R+ 2i /QM+x2EX BMbB R+⇤⇢E
AoX.XkV PM
8x >0, xLf(x) = Z +1
0
xf(t)e xtdt G2 +?M;2K2Mi /2 p`B#H2u=xt/QMM2
8x >0, xLf(x) = Z +1
0
f(u/x)e udu=G(x)
SQm` ûim/B2` H2 +QKTQ`i2K2Mi /2 G2M +1- QM p miBHBb2` H +`+iû`BbiBQM bû[m2MiB2HH2X PM b2 /QMM2 BMbB mM2 bmBi2(xn)/ǶûHûK2Mib /2]0,1]i2HH2 [m2xn!02i QM p2mi KQMi`2` [m2G(xn)!`X SQm` +2H- QM miBHBb2 H2 i?ûQ`ĕK2 /2 +QMp2`;2M+2 /QKBMû2X
@ SQbQMbgn : u7!f(u/xn)e uX(gn)2bi mM2 bmBi2 /2 7QM+iBQMb +QMiBMm2b [mB +QMp2`;2 bBKTH2@
K2Mi bm`R+⇤ p2`b H 7QM+iBQM +QMbiMi2u7!`2HH2 KāK2 +QMiBMm2 bm`R+X
@ 8n2N, 8u 0, |gn(u)| kfk1e u2i H2 KDQ`Mi 2bi BMiû;`#H2 bm` R+X G2 i?ûQ`ĕK2 bǶTTHB[m2 2i BM/B[m2 [v2G(xn)!R+1
0 `e udu=`X PM Q#iB2Mi H KāK2 HBKBi2 TQm`
iQmi2b H2b bmBi2b(xn)2i BMbB U+`+iû`BbiBQM bû[m2MiB2HH2 /2b HBKBi2bV
x!0lim+xLf(x) =` Rj
1im/2 /ǶmM /2mtBĕK2 2t2KTH2X
oXX AH bǶ;Bi /2 KQMi`2` [m2f MǶ2bi Tb BMiû;`#H2 bm`R+Qm 2M+Q`2 [m2F(a) =Ra
0 |f|MǶ/K2i Tb /2 HBKBi2 BM}MB2 [mM/a!+1X PM `2K`[m2 [m2
8n2N,
Z (n+1)⇡
n⇡ |f(t)|dt
Z (n+1)⇡ ⇡/4 n⇡+⇡/4
pdt 2t
p 1
2(n+ 1)⇡
⇡ 2
PM 2M /û/mBi [m2
8n2N⇤, F((n+ 1)⇡) 1 2p
2 Xn
k=0
1
k+ 1n!+1! +1 F MǶ2bi /QM+ Tb #Q`Mû2 bm`R+ 2i
02/E
oX"X p2+ H T`iB2 T`ûHBKBMB`2- QM 2M /û/mBi [m2 E ⇢]0,+1[X _û+BT`Q[m2K2Mi- bB x > 0 HQ`b f(t)e xt=o(1/t2)m pQBbBM;2 /2+12i /QM+x2EX BMbB
E=]0,+1[ oX*X G2 b2mH T`Q#HĕK2 /Mb HǶBMiû;`H2R+1
0 f(t)dt2bi +2HmB m pQBbBM;2 /2+1X PM 8a 1,
Z a 1
sin(t) t dt=
ï cos(t) t
òa 1
+ Z a
1
cos(t) t2 dt
G2 i2`K2 dziQmi BMiû;`ûǴ /m K2K#`2 /2 /`QBi2 /K2i mM2 HBKBi2 [mM/ a ! +1X t 7! cos(t)t2 2bi BMiû;`#H2 m pQBbBM;2 /2 +1 UKDQ`û2 2M KQ/mH2 T`1/t2) 2i HǶBMiû;`H2 /m K2K#`2 /2 /`QBi2 /K2i /QM+ mM2 HBKBi2 [mM/ a!+1VX AH 2M 2bi }MH2K2Mi /2 KāK2 /2 HǶBMiû;`H2 /m K2K#`2 /2 ;m+?2X GǶBMiû;`H2 /2 sin(t)t 2tBbi2 /QM+ mbbB m pQBbBM;2 /2 +1X PM }MH2K2Mi 2tBbi2M+2 /2R+1
0
sin(t) t dt 2i
02E0
oX.X AH +QMpB2Mi 2M+Q`2 /ǶmiBHBb2` H2 i?ûQ`ĕK2 /2 `û;mH`Biû /2b BMiû;`H2b ¨ T`Kĕi`2bX
@ 8x >0, t7!f(t)e xt 2bi BMiû;`#H2 bm`R+U+`x2EVX
@ 8t >0, x7!f(t)e xt 2bi /2 +Hbb2C1bm`R+⇤ /û /û`Bpû2x7! sin(t)e xtX
@ 8x >0, t7! sin(t)e xt 2bi +QMiBMm2 bm`R+X
@ 8a >0, 8x a, 8t 0, | sin(t)e xt|e at [mB 2bi BMiû;`#H2 bm`R+X BMbB-Lf 2C1(R+⇤)2i
8x >0 (Lf)0(x) =
Z +1 0
sin(t)e xt dt= 1 1 +x2
H2 +H+mH /2 HǶBMiû;`H2 b2 7BbMi- T` 2t2KTH2- 2M BMi2`T`ûiMi H2 bBMmb +QKK2 T`iB2 BK;BMB`2 /2 eitX
oX1X .2mt T`BKBiBp2b /ǶmM2 7QM+iBQM bm` mM BMi2`pHH2 /Bzû`Mi /ǶmM2 +QMbiMi2- 9c2R/8x >0, Lf(x) =c arctan(x)
f ûiMi #Q`Mû2 bm`R+ U+QMiBMm2 2i /2 HBKBi2 MmHH2 2M HǶBM}MBV QM |Lf(x)| kfk1R+1
0 e xtdt=
|fk1
x !0 [mM/x!+1X PM 2M /û/mBi [m2 c=⇡/22i 8x >0, f(x) =⇡
2 arctan(x) R9
oX6X aQBix 0 U2i /QM+x2E0VX G2 +?M;2K2Mi /2 p`B#H2u=x n⇡/QMM2 fn(x) = ( 1)ne n⇡x
Z ⇡ 0
sin(u)
u+n⇡e uxdx
PM `2K`[m2 [m2 (fn(x)) 2bi mM2 bmBi2 Hi2`Mû2- /2 HBKBi2 MmHH2 U+` x 2 E0V 2i [m2 (|fn(x)|) /û+`Qŗi U+Ƕ2bi H2 +b /2b bmBi2b TQbBiBp2b /2 i2`K2 ;ûMû`mte n⇡x 2i R⇡
0 sin(u)
u+n⇡e ux dxVX PM T2mi HQ`b TTHB[m2` H `ĕ;H2 bTû+BH2 TQm` {`K2` [m2
8n2N, X
k n+1
fk(x) |fn+1(x)|
Z (n+2)⇡
(n+1)⇡
dt t = ln
Ån+ 2 n+ 1
ã
2i QM /QM+
X
k n+1
fk 1,R+
ln Ån+ 2
n+ 1 ã
!0 +2 [mB KQMi`2 [m2P(fk)+QMp2`;2 mMB7Q`KûK2Mi bm`R+X
oX:X PM T2mi BMbB miBHBb2` H2 i?ûQ`ĕK2 /2 /Qm#H2 HBKBi2 TQm` {`K2` [m2
⇡ 2 = lim
x!0Lf(x) = lim
x!0 +1
X
n=0
fn(x) =
+1
X
n=0
fn(0) =Lf(0)
AMD2+iBpBiû /Mb H2 +b ivTB[m2X
oAXXRV S` HBMû`Biû /m Tbb;2 ¨ HǶBMiû;`H2- QM
8P2R[X], Z 1
0
P(t)g(t)dt= 0
oAXXkV .ǶT`ĕb H2 i?ûQ`ĕK2 /2 q2B2`bi`bb- BH 2tBbi2 mM2 bmBi2 (Pn) /ǶûHûK2Mib /2R[X] i2HH2 [m2 kPn gk1,[0,1]!0X PM HQ`b
Z 1 0
Png Z 1
0
g2 kPn gk1,[0,1]
Z 1 0 |g|!0 2i +QKK2R1
0 Png2bi iQmDQm`b MmH-
Z 1 0
g2= 0 g2 ûiMi +QMiBMm2 2i TQbBiBp2 bm`[0,1]+2+B 2Mi`ŗM2 [m2
8t2[0,1], g(t) = 0
oAX"XRV u 7! e xuf(u) ûiMi +QMiBMm2 bm` R+- H2 i?ûQ`ĕK2 7QM/K2MiH BM/B[m2 [m2 h 2bi mM2 T`BKBiBp2 /2 +2ii2 7QM+iBQM bm`R+X lM2 BMiû;`iBQM T` T`iB2 /QMM2 HQ`b
8b >0, Z b
0
f(t)e (x+a)tdt=⇥
h(t)e at⇤b
0+a Z b
0
e ath(t)dt
G2 K2K#`2 /2 ;m+?2 /K2i mM2 HBKBi2 Uû;H2 ¨Lf(x+a)V [mM/b!+1U+`x+a2EVX PM /QM+
Lf(x+a) = lim
b!+1
Ç
h(b)e ab+a Z b
0
e ath(t)dt å
R8
S` BHH2m`b-h/K2i mM2 HBKBi2 }MB2 2M+1U+`x2E ⇢E0V 2ie ab!0 [mM/b!+1 U+`
a >0VX BMbB-
L(f x+a) = lim
b!+1a Z b
0
e ath(t)dt=a Z +1
0
e ath(t)dt HǶ2tBbi2M+2 /2 HǶBMiû;`H2 ûiMi +QMbû[m2M+2 /2 HǶ2tBbi2M+2 /2b mi`2b HBKBi2bX
oAX"XkV t7!e at 2bi mMC1 /BzûQKQ`T?BbK2 /2R+⇤ /Mb]0,1[X PM T2mi BMbB TQb2`u=e ta TQm`
Q#i2MB` U+2 [mB BM+Hmi HǶ2tBbi2M+2 /2 HǶBMiû;`H2 /m K2K#`2 /2 /`QBi2V
a Z +1
0
e t(n+1)ah(t)dt= Z 1
0
unh
Å ln(u) a
ã du
S` BHH2m`b H2 KK#`2 /2 ;m+?2 pmin+11 Lf(x+(n+1)a)2i 2bi MmH /ǶT`ĕb H [m2biBQM T`û+û/2Mi2X BMbB
8n2N, Z 1
0
unh
Å ln(u) a
ã du= 0 oAX"XjV G 7QM+iBQM g : u7! hÄ ln(u)
a
ä 2bi +QMiBMm2 bm` ]0,1]2i T`QHQM;2#H2 T` +QMiBMmBiû 2M 0 U+` h/K2i mM2 HBKBi2 }MB2 2M +1+` x2 EVX p2+ H2b [m2biBQM oAX"XkV 2i oAXXkV- QM 2M /û/mBi [m2g 2bi MmHH2X ZmM/up`B2 /Mb[0,1]- ln(u)a p`B2 /MbR+2ih2bi /QM+ MmHH2 bm`R+X oAX*X aQBi f i2HH2 [m2 E 2bi MQM pB/2X amTTQbQMb [m2Lf = 0c H [m2biBQM T`û+û/2Mi2 BM/B[m2 [m2 8x2E- mM2 T`BKBiBp2 /2 u7!e xuf(u)2bi MmHH2 bm` R+X SQm` iQmi x/2E- u7!e xuf(u) 2bi /QM+ MmHH2 bm`R+X *QKK2EMQM pB/2 U2i +QKK2expM2 bǶMMmH2 Tb bm`RVf 2bi /QM+ MmHH2 bm`
R+X
G2 MQvm /2 HǶTTHB+iBQM HBMûB`2L2bi /QM+ `û/mBi ¨{0}2i L2bi BMD2+iBp2X
1im/2 2M H #Q`M2 BM7û`B2m`2 /2 EX
oAAXX *QKK2f 2bi TQbBiBp2- QM E=E0 KBb mbbBLf [mB 2bi /û+`QBbbMi2 bm`E U8x, y2E i2Hb [m2xy- 8t 2R+ QM f(t)e (t)x f(t)e (t)y 2i /QM+Lf(x) Lf(y)VX 1M T`iB+mHB2`- T`
i?ûQ`ĕK2 /2 HBKBi2 KQMQiQM2-Lf /K2i /2b HBKBi2b mt #Q`M2b /2 HǶBMi2`pHH2E Uûp2Mim2HH2K2Mi +12M H #Q`M2 BM7û`B2m`2 bB H 7QM+iBQM MǶ2bi Tb KDQ`û2VX
oAAXXRV PM bmTTQb2Lf #Q`Mû2 bm`E 2i QM MQi2M mM KDQ`Mi /2 +2ii2 7QM+iBQMX JQMi`QMb [m2
8b 0, Z b
0
f(t)e ↵tdtM (⇤)
6BtQMb /QM+b 0cGb : x7!Rb
0f(t)e xt dt2bi +QMiBMm2 bm`RT` i?ûQ`ĕK2 bm` H2b BMiû;`H2b ¨ T`Kĕi`2b +`
@ 8x2R, t7!f(t)e xt 2bi +QMiBMm2 bm`[0, b]
@ 8t2[0, b], x7!f(t)e xt 2bi +QMiBMm2 bm`R
@ 8[u, v]⇢R, 8x2[u, v], 8t2[0, b], |f(t)e xt|f(t)e ut2i H2 KDQ`Mi 2bi BMiû;`#H2 bm`[u, v]
TmBb[m2 +QMiBMm bm` +2 a1:J1LhVX
P`-8x2E, Gb(x)Lf(x)U+`f 2bi TQbBiBp2V 2i /QM+8x2E, Gb(x)MX 1M 7BbMi i2M/`2x p2`b↵- QM Q#iB2Mi(⇤)X
b 7!Rb
0 f(t)e ↵t dt 2bi BMbB KDQ`û bm`R+ 2i +Ƕ2bi mM2 7QM+iBQM +`QBbbMi2 U+` f 2bi TQbBiBp2VX 1HH2 /K2i /QM+ mM2 HBKBi2 }MB2 [mM/b!+12i /QM+
↵2E0 =E
oAAXXkV S` +QMi`TQbû2- bB↵2/EHQ`bLf MǶ2bi Tb #Q`Mû2X p2+ H `2K`[m2 BMBiBH2 /2 KQMQiQMB2- QM /QM+
x!↵lim+Lf(x) = +1 Re
oAAX"X PM B+B UTQm` x2E0VLf(x) =R+1 0
cos(t) (1+t)x dtX
oAAX"XRV aB x >1 HQ`b (1+t)cos(t)x (1+t)1 x 2bi BMiû;`#H2 m pQBbBM;2 /2+12ix2EX aBx1HQ`b QM `2K`[m2 [m2
8n2N,
Z (n+1)⇡
n⇡
|cos(t)| (1 +t)x dt
Z n⇡+⇡/4 n⇡
p dt
2(1 +t)x
⇡ 4p
2(1 + (n+ 1)⇡)x PM +QM+Hmi HQ`b +QKK2 2M oX [m2x /2EX BMbB
E=]1,+1[ oAAX"XkV AH bǶ;Bi /2 pQB` bB G : b7!Rb
0 cos(t)
(1+t)x dt /K2i mM2 HBKBi2 2M+1X
@ aBx >0- mM2 BMiû;`iBQM T` T`iB2b /QMM2
8b 0, G(b) = sin(b) (1 +b)x +x
Z b 0
sin(t) (1 +t)x+1 dt
H2b /2mt i2`K2b /m K2K#`2 /2 /`QBi2 /K2ii2Mi mM2 HBKBi2 [mM/b!+1U2M T`iB+mHB2`- H 7QM+iBQM bQmb HǶBMiû;`H2 2bi BMiû;`#H2 +` /QKBMû2 T`1/tx+1VX AH 2M 2bi /2 KāK2 /m K2K#`2 /2 ;m+?2 2ix2E0X
@ aBx= 0 HQ`bG(b) = sin(b)MǶ/K2i Tb /2 HBKBi2 2M+12i02/E0X
@ aBx <0 HQ`bR2n⇡+⇡/4 2n⇡
cos(t)
(1+t)x dt p12R2n⇡+⇡/4 2n⇡
1
(1+t)x dt 4p⇡2(1 +n⇡) xM2 i2M/ Tb p2`b 0 [mM/ n!+1X BMbB G(2n⇡+⇡/4) G(2n⇡)M2 i2M/ Tb p2`b 0 2i x /2E0 UbBMQM- MQi`2 /Bzû`2M+2 i2M/`Bi p2`b0 +QKK2 /Bzû`2M+2 /2 /2mt i2`K2b vMi H KāK2 HBKBi2VX
PM /QM+ KQMi`û [m2
E0=]0,+1[
oAAX"XjV PM `ûmiBHBb2 H2 +H+mH /2 oAX"XkV /Mb H2 +bx >0[mB MQmb /QMM2
8x >0, Lf(x) =x Z +1
0
sin(t) (1 +t)x+1 dt
1M miBHBbMi H2 i?ûQ`ĕK2 /2 +QMiBMmBiû /2b BMiû;`H2b ¨ T`Kĕi`2- QM Q#iB2Mi [m2x7!R+1 0
sin(t) (1+t)x+1 dt 2bi +QMiBMm2 bm`[1,+1[UQM miBHBb2 H /QKBMiBQM (1+t)sin(t)x+1 (1+t)1 2VX PM 2M /û/mBi [m2
xlim!1+Lf(x) = Z +1
0
sin(t) (1 +t)2 dt
1M `27BbMi mM2 BMiû;`iBQM T` T`iB2 /Mb HǶmi`2 b2Mb- QM KQMi`2 [m2 Lf(x) ! Lf(1) = R+1
0
cos(t)
1+t dt[mM/x!1+X
lM2 miBHBbiBQM /2 H i`Mb7Q`KiBQM LX
oAAAXX aQB2MiP, Q2PXt7!P(t)Q(t)e t 2bi +QMiBMm2 bm`R+2i /QKBMû2 T` 1/t2 m pQBbBM;2 /2 +1U+`QBbbM+2b +QKT`û2bVX *Ƕ2bi /QM+ mM2 7QM+iBQM BMiû;`#H2 bm`R+2i bQM BMiû;`#H2 2tBbi2 7Q`iBQ`B bm`R+X
oAAAX"X GǶTTHB+iBQM 2bi #B2M /û}MB2- TQbbĕ/2 H bvKûi`B2 ?2`KBiB2MM2 U(P, Q) = (Q, P)V 2i 2bi HBMûB`2 T` `TT`Qi ¨ H b2+QM/2 p`B#H2 UT` HBMû`Biû /m Tbb;2 ¨ HǶBMiû;`H2VX .2 THmb bBP2P- (P, P) =R+1
0 |P(t)|2e t dt 0 2i bB +2ii2 [mMiBiû 2bi MmHH2 HQ`bP = 0U+`t 7!|P(t)|2e t 2bi HQ`b +QMiBMm2 TQbBiBp2 /ǶBMiû;`H2 MmHH2 2i /QM+ MmHH2 2i HǶ2tTQM2MiB2HH2 M2 bǶMMmH2 TbVX
PM }MH2K2Mi mM T`Q/mBi b+HB`2 bm` H2C@2bT+2 p2+iQ`B2HPX
Rd
oAAAX*X U 2bi HBMûB`2 T` HBMû`Biû /m Tbb;2 ¨ H /û`Bpû2X .2 THmb-U(X0) = 02i 8n2N⇤n U(Xn)(t) =etD(ntne t) = ntn+n2tn 1
BMbB- 8n 2N, U(n)2 PX *QKK2 iQmi ûHûK2Mi /2 P 2bi +QK#BMBbQM HBMûB`2 /ǶûHûK2Mib /2 H 7KBHH2(Xn)n2N- P 2bi bi#H2 T`UX 6BMH2K2Mi
U 2L(P)
oAAAX.X PM U(P)(t)Q(t)e t=D(te tP0(t))Q(t)X lM2 BMiû;`iBQM T` T`iB2b /QMM2
8a 0, Z a
0
U(P)(t)Q(t)e tdt=î
te tP0(t)Q(t)óa 0
Z a 0
te tP0(t)Q0(t)dt
S` +`QBbbM+2b +QKT`û2b- H2b /Bzû`2Mib i2`K2b /K2ii2Mi mM2 HBKBi2 [mM/a!+12i QM Q#iB2Mi Z +1
0
U(P)(t)Q(t)e tdt=
Z +1 0
te tP0(t)Q0(t)dt PM KQMi`2 /2 KāK2 [m2
Z +1 0
P(t)U(Q)(t)e tdt=
Z +1 0
te tP(t)0Q0(t)dt
G /û`Bpû2 /m +QMDm;mû ûiMi H2 +QMDm;mû /2 H /û`Bpû2 QM HǶû;HBiû /2b i2`K2b T`û+û/2Mib , (U(P), Q) = (P, U(Q))
oAAAX1X U(1) = 0 KQMi`2 [m2U /K2i m KQBMb0+QKK2 pH2m` T`QT`2X aQBi mM2 pH2m` T`QT`2 /2U 2i P mM p2+i2m` T`QT`2 bbQ+BûX PM HQ`b
kPk2= ( P, P) = (U(P), P) = (P, U(P)) = (P, P) = kPk2
2i +QKK2P 6= 0U+Ƕ2bi mM p2+i2m` T`QT`2V QM kPk26= 02i /QM+ = +Ƕ2bi ¨ /B`2 2RX aQB2Mi , µ /2mt pH2m`b T`QT`2b /BbiBM+i2b U`û2HH2b /ǶT`ĕb +2 [mB T`û+ĕ/2V 2i P, Q /2b p2+i2m`
T`QT`2b bbQ+BûbX PM
(P, Q) = (P, Q) = (U(P), Q) = (P, U(Q)) =µ(P, Q)
*QKK2 6=µ- QM /QM+(P, Q) = 02i H2b p2+i2m`b T`QT`2b bbQ+Bûb ¨ /2b pH2m`b T`QT`2b /BbiBM+i2b bQMi Q`i?Q;QMmt UH2b bQmb@2bT+2b T`QT`2b bQMi /2mt ¨ /2mt Q`i?Q;QMmtVX
oAAAX6XRV U(P)(t) = etD(te tP0(t)) = tP0(t) +P0(t) +tP00(t)X aB U(P) = P-P 2bi bQHmiBQM /2 HǶû[miBQM /Bzû`2MiB2HH2
ty00(t) + (1 t)y0(t) y(t) = 0
oAAAX6XkV aQBi n H2 /2;`û /2 PX AH 2tBbi2 Q 2 Cn 1[X] 2i a 2 C⇤ i2Hb [m2 P(t) = atn +Q(t)X G2 +Q2{+B2Mi /2Xn /MbXP00+ (1 X)P0 P 2bi na aX PM 2M /û/mBi [m2 = deg(P)X oAAAX:XRV aQBiP 2Pc QM L(XP0)(x) =R+1
0 tP0(t)e tx dtX lM2 BMiû;`iBQM T` T`iB2b U/QMi QM M2 /ûiBHH2 Tb H2 +H+mH p2+ H2 Tbb;2 T` mM2 #Q`M2 ~QiiMi2V /QMM2 U+QKTi2@i2Mm /2b +`QBbbM+2b +QKT`û2b 2i /2 H [m2biBQM AoXV
8x >0, L(XP0)(x) =
Z +1 0
P(t)(e tx xte tx)dt= LP(x) x(LP)0(x)
R3
2i /2 7ÏQM bBKBHB`2-
8x >0, L(XP00)(x) =
Z +1 0
P0(t)(e tx xte tx)dt
= L(P0)(x) +x Z +1
0
tP0(t)e txdt
= L(P0)(x) x Z +1
0
P(t)(e tx xte tx)dt
= L(P0)(x) xLP(x) x2(LP)0(x)
amTTbQMbXP00+ (1 X)P0+nP = 0X PM HQ`bL(XP00) +L(P0) L(XP0) +nL(P) = 0+2 [mB /QMM2
8x >0, x(1 x)(LP)0(x) + (1 x)LP(x) +nLP(x) = 0 Q=LP 2bi /QM+ bQHmiBQM bm`]0,+1[/2
x(1 x)y0(x) + (n+ 1 x)y(x) = 0 (En0) oAAAX:XkV am`]1,+1[- HǶû[miBQM(En0)2bi `ûbQHm2 2i ¨ +Q2{+B2Mib +QMiBMmbX GǶ2Mb2K#H2 /2 b2b bQHm@
iBQMb 2bi Ui?ûQ`ĕK2 /2 *m+?v@GBTb+?BixV mM 2bT+2 p2+iQ`B2H UHǶû[miBQM 2bi ?QKQ;ĕM2V /2 /BK2M@
bBQM1X *QKK2
8x >1, x n 1
x(1 x) = n+ 1
x + n
1 x
mM2 T`BKBiBp2 bm`]1,+1[/2x7!x nx(1 x)1 2bix7!lnÄ(x 1)n
xn+1
äX G2 +Qm`b BM/B[m2 [m2 HǶ2Mb2K#H2 /2b bQHmiBQMb bm`]1,+1[/2(En0)2bi HǶ2bT+2 p2+iQ`B2H 2M;2M/`û T`
fn : x7! (x 1)n xn+1
_BbQMMQMb T` +QM/BiBQMb Mû+2bbB`2b TmBb bm{bMi2b TQm` i`Qmp2` H2b ûHûK2Mib T`QT`2b /2UX
@ aQBi mM2 pH2m` T`QT`2 2iP mM p2+i2m` T`QT`2 bbQ+BûX AH 2tBbi2n2Ni2H [m2 = n2i P 2bi bQHmiBQM /2 (En) U[m2biBQM oAAAX6VX LP 2bi BMbB bQHmiBQM /2 (En0) bm` ]1,+1[ 2i LP 2bi KmHiBTH2 /2 fnX S` BHH2m`b
fn(x) = Xn
k=0
( 1)k k!
Çn k
å k!
xk+1
p2+ H [m2biBQM AoX" /Mb H2 +ba= 0- QM pQBi [m2fn2bi BK;2 T`L/2Qn=Pn k=0
( 1)k k!
n k XkX BMbB- p2+ H T`iB2 oA-P 2bi mM KmHiBTH2 /2Qn UTmBb[m2 LP 2bi KmHiBTH2 /2LQnVX
@ _û+BT`Q[m2K2Mi QM KQMi`2 [m2U Qn= nQn T` mM +H+mH [m2 MQmb QK2iiQMb 2M +2ii2 }M /2 T`Q#HĕK2X
PM /QM+ KQMi`û [m2 H2b pH2m`b T`QT`2b /2U bQMi H2b ûHûK2Mib /2Z 2i [m2 +?[m2 bQmb@2bT+2 T`QT`2 2bi mM2 /`QBi2 p2+iQ`B2HH2 /QMi QM /QMMû mM2 #b2X
oAAAX:XjV .ǶT`ĕb H 7Q`KmH2 /2 G2B#MBx- QM
Pn(t) = et Xn
k=0
Çn k å
Dk(e t)Dn k(tn)
= et Xn
k=0
Çn k å
( 1)ke tn!
k!tk
= n!Qn(t)
Pn 2M;2M/`2 /QM+ mbbB H /`QBi2 p2+iQ`B2HH2 T`QT`2 bbQ+Bû2 ¨ H pH2m` T`QT`2 nX RN