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2021 Alibaba Global Math Competition, 5
Tags: complex analysis , ode , differential equation , calculus
For the complex-valued function $f(x)$ which is continuous and absolutely integrable on $\mathbb{R}$, define the function $(Sf)(x)$ on $\mathbb{R}$: $(Sf)(x)=\int_{-\infty}^{+\infty}e^{2\pi iux}f(u)du$. (a) Find the expression for $S(\frac{1}{1+x^2})$ and $S(\frac{1}{(1+x^2)^2})$. (b) For any integer $k$, let $f_k(x)=(1+x^2)^{-1-k}$. Assume $k\geq 1$, find constant $c_1$, $c_2$ such that the function $y=(Sf_k)(x)$ satisfies the ODE with second order: $xy''+c_1y'+c_2xy=0$.