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You are on page 1of 11

and http://www.its.caltech.edu/~schlag/notes_033002.pdf

1. Let us define Z 2

1

J0 (x) = 2 cos x sin() d

0

Show that Z

f (x) 7 F () = 2 J0 (2x)f (x)x dx

defines a unitary map from L2 [0, ), r dr to itself. Describe the relation to the

Fourier transform of radial functions in two dimensions.

2. Let d be a probability measure on R with x d(x) = 0 and x4 d(x) < .

R R

Prove the central limit theorem for the sum of independent random variables with

this distribution.

Specifically, if X1 , X2 , . . . are d-distributed, show that for any Schwartz function

f, Z

x2

E f X1 ++X 1

n1/2

n

2 2

exp{ 2 2 }f (x) dx

compact set.

3. Show that every continuous (group) homomorphism from T into C (the non-zero

complex numbers under multiplication) takes the form x 7 e2inx with n an integer.

What is the analogous statement for continuous homomorphisms R C .

4. Let us define a sequence functions on R by

hd in 2

n (x) = 2x ex

dx

where n = 0, 1, . . . . Show that n (x) form an orthogonal sequence of eigenfunctions

for the Fourier transform on L2 (R).

In fact they are a basis, but this is much harder to prove. One approach to

this latter problem is to realize that they are the eigenfunctions of the harmonic

oscillator:

hd ih d i d2 u

u(x) 7 2x 2x u(x) = 2 + (4 2 x2 2)u(x).

dx dx dx

we write

5. Let G be a finite cyclic group and H a subgroup. For G

X

f() = f (g)(g).

g

We say G

Prove the following analogue of the classical Poisson Summation formula:

1 X 1 X

f () = f (h).

|G| |H|

H

G hH

H = {e2inx : n

(The classical version has G = R and H = Z, which leads to G

Z}.)

1

2

from the values of f(n) for n Z (the characters form an orthonormal basis). Prove

the Shannon Sampling Theorem:

X sin[(n )]

f() = f(n)

n

(n )

(which includes proving convergence of this infinite sum).

Remark: The audible spectrum extends only to about 20kHz. Consequently, as

heard by a human, one may regard music as a function whose Fourier transform is

supported on a finite interval. The above theorem says that to faithfully reproduce

music, one need only sample the signal forty thousand times per second. This is

what happens in CD recording.

7. Given Rd , show that the following are equivalent:

(a) For m Zd , m = 0 implies m = 0.

(b) The curve t 7 t + Zd is dense in Rd /Zd .

(c) For any continuous function f on Rd /Zd ,

Z T Z 1 Z 1

1

lim f (t + Zd ) dt = f (x + Zd ) dx.

T 2T T 0 0

8. Let d be a finite complex measure on R.

(a) Show that

Z L

1 2

({x})2

X

lim () d =

L 2L L

xR

(finiteness of the measure implies that only countably many terms in the sum are

non-zero).

(b) Suppose that d is purely atomic, that is, d is a (countable) linear combination

of delta measures. Show that is almost periodic.

A function on f on R is said to be almost periodic if for any > 0, there exists

L > 0 so that any interval of length L contains an -almost period:

a R p [a, a + L] such that supf (x) f (x + p) < .

x

() = ei + e2i .

Hint: For part (b) begin by considering the case

9. The dyadic cubes in Rd are the sets of the form

Qn,k = [k1 2n , (k1 + 1)2n ) [kd 2n , (kd + 1)2n )

were n ranges over Z and k Zd .

(a) Given a collection of dyadic cubes whose diameters are bounded, show that one

may find a sub-collection which covers the same region of Rd but with all cubes

disjoint.

(b) Define the (uncentered) dyadic maximal function by

Z

1

[MD f ](x) = sup f (y) dy

Q3x |Q| Q

where the supremum is over all dyadic cubes that contain x. Show that this operator

is of weak type (1,1).

(c) Deduce boundedness of the Hardy-Littlewood maximal function from the above.

3

Remarks: Part (a) provides a replacement for the Vitali Covering Lemma. I propose

you address (c) geometrically; draw some pictures in the planar (d = 2) case.

10. (a) Evaluate

N

X

DN (x) = e2inx

n=N

and show that it is not an approximate identity on T.

(b) Show that 2N1+1 |DN (x)|2 is an approximate identity and derive its relation to

the Fejer kernel.

(c) Calculate

X

r|n| e2inx

nZ

for 0 < r < 1 and show that for r 1 it gives rise to an approximate identity.

(d) Suppose n is an approximate identity and d, a finite complex measure on T.

Show that n d converges weak- to d.

R Note: dRn converges weak- to d iff for every bounded continuous function, f ,

f dn f d.

11. (a) Given f Lp (R), 1 p < , show that t 7 f (x + t) defines a continuous map

of R into Lp (R, dx).

(b) Show that it is not equi-continuous as f varies over the set of f with kf kLp 1.

(That is, cannot be chosen from independently of f .)

(c) Show that part (a) is false for L and M (R).

12. (From Wolff 4.) Find a sequence of Schwartz functions n such that (a) kn kLp

and kn kLp0 are constant. The supports of n are disjoint and those of n are

PN

almost disjoint. Use n=1 n to show that if kfkLp0 . kf kLp then p 2.

PN PN

By almost disjoint we mean k n=1 n kpLp 100 99

p

n=1 kn kLp . Notice that if

the supports were actually disjoint, then 100/99 could be replaced by 1.

Hint: Take a single Cc function and modify it by translation and multiplication

by characters.

13. Prove the Rising Sun Lemma: Given a non-negative f L1 (R), define

1 t

Z

[MR f ](x) = sup f (x + s) ds.

t>0 t 0

R

(n) 0 as n ( is called a Rajchman measure).

on T with the property that

If f L1 (d||) and d = f d then (n) 0. [Hint: mimic the proof of the

RiemannLebesgue Lemma from Schlags notes.]

15. Let R(k) be the smallest number such that in any colouring of the edges of the

complete graph on R(k) vertices by two colours, one can find a monochromatic

complete graph on k vertices. These are known as Ramsey numbers; it is not

difficult to show that R(k) 22k . The problem here is to prove that 2k/2 R(k),

which is due to Erd os.

(a) Determine the expected number of monochromatic complete graphs on k ver-

tices contained within a random colouring of the complete graph on n vertices.

(b) Show that this is less that one when n = 2k/2 and so complete the problem.

4

16. Let f C with < 1, and let Kn denote the Fejer kernel.

(a) Show that

kf Kn f kC 0 . n kf kC .

(b)[Optional] Show that kf Kn f kC 0 may fail. However, it is true if one

restricts to those f with

(1) sup |f (x) f (y)| = o( ).

|xy|<

(c)[Optional] Show that the set of f C that obey (1) is exactly the closure of

C in C .

17. Let f be a continuous function on T. Suppose that for each n > 0 there is a

trigonometric polynomial pn of degree n (or less) such that

kf pn kC 0 . n

where < 1. Show that f is Holder continuous. Hint: write

X

f = p1 + p2k p2k1 .

k=1

theorem of Caratheodory, any conformal map f of D onto can be extended to a

homeomorphism of D onto .

We say that a curve : S 1 C is rectifiable if there exists a constant L so that

for any 0 0 < 1 < < n < 2,

n

X

|(eik ) (eik+1 )| L

k=0

where n+1 = 0 .

Prove the following theorem of F. and

P M. i Riesz: f 0 H 1 if and only if is

rectifiable. [Hint: the function z 7 |f (ze k ) f (zeik+1 )| is continuous and

sub-harmonic on D.]

19. Prove the following result of Privalov: For 0 < < 1, f C implies f C .

20. (a) Suppose T is a rotation invariant operator on L2 (R/Z), that is, Ry T = T Ry

for any rotation [Ry f ](x) = f (x y). Show that e2inx , n Z, are eigenfunctions

of T .

(b) Let T be a bounded operator on L2 (Rn ) such that there is a function K obeying

|K(x, y)| . |x y|n so that whenever f and g have disjoint supports,

Z Z

hg, T f i = g(x)K(x, y)f (y) dy dx.

Show that if T is translation invariant, then K(x, y) = F (x y), which means that

T is a convolution operator. [Hint: Treat (a) and (b) independently.]

21. (a) Let I R be an interval and let z C+ = {z : Im z > 0}. Show that the

harmonic measure of I C+ with respect to z is equal to the angle subtended

by I at z divided by . Deduce that the the harmonic measure of I is constant on

arcs of circles.

d

(b) Calculate the conjugate function of [0,a] () L2 (S 1 ; 2 ).

5

finite positive measure d and a real constant a so that

Z 2 i

e +z

f (z) = a + i d().

0 ei z

This result is due to Herglotz. [Hint: First look at Im(f ).]

(b) Deduce that any holomorphic mapping of C+ into itself admits the representa-

tion Z

1 + tz

f (z) = a + bz + d(t).

R tz

where a R, b 0, and d is a positive measure.

23. Prove the following theorem of Kolmogorov: suppose 0 < p < 1 then

Z 2 Z

d()

f (z) = i z

implies sup |f (rei )|p d <

0 e 0<r<1

24. Let `p denote the weighted `p space

X

kckp = (|n| + 1)2 |cn |p .

Let n , n Z, be an orthonormal basis for L2 (R/Z) which obeys kn kL . 1 and

define T : L2 `2 by

[T f ](n) = (|n| + 1) n (x), f (x) .

(a) Show that T extends to a bounded map of Lp into `p for all 1 < p 2. This

result is due to Hardy and Littlewood. [Hint: Prove a weak-type bound and use

Marcinkiewicz.]

(b) Given a sequence cj indexed by j Z, define the rearrangement cj as follows:

For j 0, cj is the (j +1)th largest element of the set {|c0 |, |c1 |, . . . } while for j < 0,

it is the |j|th largest element of {|c1 |, |c2 |, . . . }. Derive the following inequality

of Payley: X

(1 + |j|)p2 |cj |p . kf kpLp

where cj = f(j).

(c) By splitting the sum dyadically, show that this implies the usual Hausdorff

Young inequality for 1 < p 2.

25. Suppose f L1 (R/Z) and

R let M f denote its (uncentred) dyadic maximal function.

(a) Show that for > |f |,

Z

1

|f (x)| dx . |{x : M f > }|.

|f |>

[Hint: Do a CalderonZygmund style decomposition.]

(b) Deduce that if M f L1 , then |f | log[1 + |f |] L1 . This result is due to Stein.

(c) Use the fact that M : L L and L1 L1w to show

Z

1

|{x : M f > }| . |f (x)| dx.

|f |>c

for some small constant c.

(d) Deduce that if |f | log[1 + |f |] L1 then M f L1 .

6

26. For 1 p < , let Lpw (R) denote the set of measurable functions on R for which

1/p

kf kp = sup p |{x : |f | > }|

>0

(a) For 1 < p < , the following defines a norm on Lpw (R):

Z

1

kf kp,w = sup (p1)/p

|f (x)|.

E |E| E

Banach space.]

(b) Show that there is no norm on L1w (R) comparable to kf k1 by considering the

following family of functions

N

X 1

|x k|

k=0

as N .

27. (a) Let cn denote the surface area of S n1 Rn . Show that for n 3,

1

G(x) =

(n 2)cn |x|n2

is the Green function for the Laplace equation in Rn : if f S, then (Gf ) = f .

(b) For any f, g S,

Z 2 ZZ

f (x)g(x) dx kf k2 2

L g(x)G(x y)g(y) dx dy.

f S, kf kLq . kf kL2 where q = 2n/(n 2)

by choosing g appropriately.

(d) Show that on R, one does not have

kf k2L . kf 0 k2L2

however it is true that

kf k2L . kf 0 k2L2 + kf k2L2 .

[Remark: In this regard, R2 is like R; there is no estimate without adding kf kL2 .

However, one has only

kf k2Lq . kf k2L2 + kf k2L2

for all 2 q < .]

28. Suppose a : R2 R obeys

n+m

a(x, ) L

xn m

for all n, m 0. We then define an operator on L2 (R) by

Z

[T f ](x) = a(x, )e2ix f() d.

(This is the pseudo-differential operator with symbol, a, which belongs to the exotic

0

symbol class S0,0 .) Show that it is bounded. [Hint: let j be a partition of unity

7

adapted to the partition of R by [j, j +1), then apply the Cotlar-Stein Lemma using

the operators with symbols ai,j (x, ) = (x i)a(x, )( j).]

29. (a) Prove that Z Z

f (x)g (x) dx

f (x)g(x) dx

Rn Rn

(b) Suppose f 7 f K is a bounded operator on L2 (Rn ) and K(x) . |x|n . Show

that there exists C so that

Z

K(x) dx C

<|x|<N

30. Given a measurable function t : R (0, ), let us define

Z

1 2

[Tt f ](x) = p exp{ (xy)

2t(x) }f (y) dy.

2t(x)

(a) Determine the adjoint of the operator Tt ; write it as an integral operator.

(b) Consider Tt Tt and show that for f 0,

[Tt Tt f ](x) . [T2t f ](x) + [T2t

f ](x).

(c) Deduce that maximal operator

Z

1 2

[M f ](x) = sup exp{ (xy)

2t }f (y) dy.

t>0 2t

is bounded on L2 (R). [Remark: There is nothing special about the Gaussian, it

was just chosen for concreteness.]

31. Given n Z3 , let us write |n| for the `1 norm: |n| = |n1 | + |n2 | + |n3 |. Consider

the following operator on `2 (Z3 ):

X

[Hu](n) = u(m).

|nm|=1

Schurs test (or part (b)) shows that this is a bounded operator.

(a) Given n Zd , let us write n for the function k 7 k,n . Show that hm |H N n i

is equal to the number of paths of length N from n to m in the Z3 lattice.

(b) As H is translation invariant, we know that we can write it as a Fourier multi-

plier. Find the Fourier multiplier.

(c) Determine the leading term in the t asymptotics of

h0 |etH 0 i.

(d) [Optional] Use the BorelCantelli Lemma to deduce that in three dimensions,

a random walker starting at the origin will return to the origin only finitely many

times (with probability one).

32. Let denote a hyperplane in Rd and let d denote the induced Lebesgue measure.

For s 0, H s denotes the Sobolev space of functions f L2 for which

Z

2

f
s = |f|2 (1 + ||2 )s d

H

is finite.

Show that for > 1/2, f 7 f | defines a continuous map from H s (Rd ) to

s

H (). Also show that for 1/2, it does not.

8

33. Let denote the cone |0 |2 = |1 |2 + + |d |2 in Rd+1 and let d denote the

induced surface measure.

(a) If f is a smooth function supported in a compact subset of Rd+1 \ {0}, show

that Fourier transform of f d has a natural interpretation as a solution of the wave

equation:

d2 u X d2 u

= .

dt2 j

dx2j

For simplicity, just treat the case d = 2 with f supported in the region {0 > 0}.

Warning: the cone does not have non-vanishing Gaussian curvature!

34. (a) Given 0 with 0 Cc (R), write the solution of the free Schrodinger equation

2

i = 2 , (x, t = 0) = 0 (x)

t x

as an integral involving 0 .

(b) Study the asymptotics in the regime t with x = vt and v R fixed.

Specifically, prove that

2

1

(x, t) 4t ei/4 eix /4t 0 ( 4t

x

) . (t2 + x2 )3/4

(c) Let us call the map of 0 into the leading asymptotic behaviour V (t). That is,

the LHS of the equation above is |(x, t) V (t)0 |. Check that this determines a

unitary map and that (t) V (t)0 converges to zero in L2 .

(d) Use the fact that for t fixed, 0 7 (t) is also a unitary map to deduce that

the above asymptotic holds in L2 sense for any initial data 0 L2 .

35. Prove the van der Corput Lemma: (a) Suppose is real-valued and smooth in (a, b)

and that for some k 1, (k) (x) 1 on [a, b]. Show that

Z

b

ei(x)

dx 3k 1/k

a

for k 2 and also for k = 1 if we assume that 0 is monotone. [Hints: Proceed

by induction. For k = 1, integrate by parts wisely. For the step from k to k + 1,

treat any interval with |(k) (x)| () separately from those where it is bigger

than ().]

(b) Deduce that

Z

b Z b

i(x) 1/k 0

e (x) dx . |(b)| + | (x)| dx .

a a

36. (a) Prove Debyes asymptotics for Bessel functions: given (0, ),

e[tanh()] h i

1 + O( 1 )

J sech() = p

2 tanh()

as .

(b) Prove that

X

cos[z sin()] = J0 (z) + 2 J2k (z) cos(2k)

k=1

9

37. Let E be a compact subset of Rn of non-zero -capacity. In class we proved the

existence of a probability measure d so that

1

= inf I () = I ().

C (E) supp()E

Recall that Z

d(y)

V (x) =

|x y|

denotes the potential generated by d.

(a) Show that V (x) 1/C (E) for p.p. x E. (Recall that p.p. means except

for a set of zero capacity.)

(b) Show that for any positive measure , V (x) is upper semi-continuous, that is,

for every a R, the set {x : V (x) > a} is open. Equivalently,

lim inf V (xn ) V (x).

xn x

(c) From part (a), it follows that C (E)V (x) 1 for -almost all x. Explain.

From this and part (b), show that C (E)V (x) 1 for all x supp().

(d) Show that

C (E) = sup{kk : supp() E and x supp(), V (x) 1}.

38. Let E Rn , be a compact set of non-zero -capacity (0 < < n). Let us define

X

2

Dn = inf n(n1) |xi xj |

1i<jn

and X

Mn = sup inf 1

|x xi | .

xE n

1in

The infimum in the definition of Dn and the supremum in the definition of Mn are

over {x1 , . . . , xn } E.

Show that Dn+1 Mn , that Mn 1/C (E), and that lim inf Dn 1/C (E).

Conclude that C (E) = lim Dn = lim Mn . [You may use the results of Question 3.]

39. Functions defined by

X an

f (s) = ,

n=1

ns

are known as Dirichlet series. The most famous example is the Riemann zeta

function, where an 1. By writing s = + it we have ns = e log(n) eit log(n)

which shows the connection to Fourier integrals.

bn ns , show that f (s)g(s) can also be

P

(a) Given f (s) as above and g(s) =

written as a Dirichlet series and find the formula for the coefficients. In this way,

interpret the coefficients of (s)2 . (This operation is the multiplicative analogue of

convolution.)

(b) Let f and g be Dirichlet series absolutely convergent for Re(s) > 0 . Show that

Z T

1 X an bn

lim f ( + it)g( it) =

T 2T T n+

for Re() and Re() larger than 0 . This is the analogue of the Plancherel Theorem.

10

lim log (n)an = A = lim u1 f (1 + u) = C A

n u0

40. (a) Let d(n) = #{d > 0 : d|n}. Prove that if n = pai i then

Q

d(n) Y ai + 1 n 1/ o

2

= < exp log(2)

n pa

i

i

pa

1 + paa 1 + log(2)

1

.]

(b) Refine the above argument to show that

(1 + ) log(2) log(n)

log[d(n)]

log log(n)

for n sufficiently large (depending on ). P

(c) By the prime number theorem, (x) = px log(p) obeys (x)/x 1. Use

this to show that

(1 ) log(2) log(n)

log[d(n)] .

log log(n)

infinitely often.

(d) By counting lattice points under the hyperbola xy = n, show that

d(1) + d(2) + d(3) + + d(n) = n log(n) + O(n).

While part (c) shows that d(n) can be enormous, this result shows that it is typically

much smaller.

41. Let = e2i/3 .

(a) Show that Z[] is a Euclidean domain using the norm N (a + b) = |a + b|2 =

a2 ab + b2 .

(b) Determine the units (there are six).

(c) Show that the following is a complete list of the primes in Z[] (without repe-

tition):

(i) 1 and its associates,

(ii) the rational primes of the form 3n + 2 and their associates, and

(iii) the (non-trivial) factors a + b of rational primes of the form 3n + 1.

(d) Deduce that the number of solutions (n, m) Z2 to N = n2 + 3m2 is bounded

by C N . (You may use results from the previous problem.)

42. (a) Use the previous problem to prove the following result of Bourgain1:

2

X 2 X

2i[nx+n t]

an e .N |an |2

|n|N 6

L

6 6 2 2

where L denotes L (R /Z ; dx dt).

(b) Gauss proved that if a, b are integers and q is an odd prime with a, b [1, q 1],

then

q1 2i[an2 +bn]/q

X

e = q.

n=0

1Fourier transform restriction phenomena for certain lattice subsets and applications to non-

linear evolution equations, I. Geom. Funct. Analysis, 3 (1993) 107156.

11

(Such sums are known as Gauss sums.) From this we may deduce

N 2i[an2 +bn]/q

X

N

e &

n=0

q

2

when N q, for example. By studying small regions around x = b/q and t = a/q

with q [3, N ] show that N cannot be replaced by an N -independent constant

in part (a).

43. Prove the following two Strichartz estimates due to Bourgain2:

2
2

X
X

an e2i(nx+n t)
. |an |2

L4

where L4 denotes L4 (R2 /Z2 ; dx dt) and

2

X 2 2 X

2i[nx+my+(n +m )t]

|a(n, m)|2

a(n, m)e
.N

n2 +m2 N 2
4

L

where L4 denotes L4 (R3 /Z3 ; dx dy dt). [Hint: Use the method from the proof of

Zygmunds restriction theorem.]

44. Let d and dn be probability measures on [0, ).

(a) Show that if dn converges weak- to d, then

lim sup n (K) (K)

n

for any closed set K. Also show that for any open set, O,

lim inf n (O) (O).

n

(b) Give examples that show that the inequalities in part (a) can fail to be equalities.

(c) If we do not assume that d is a probability measure, half of (a) can fail. Which

half and why?

(c) Show that if Z Z

lim emx dn (x) = emx d(x)

n

for all m {0, 1, 2, . . . } then dn converges weak- to d.

2Fourier transform restriction phenomena for certain lattice subsets and applications to non-

linear evolution equations, I. Geom. Funct. Analysis, 3 (1993) 107156.

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