grandes-ecoles 2015 Q16
View
For $m \in \mathbb{R}$, we denote by $\mathcal{M}$ the matrix $$\mathcal{M} = \left(\begin{array}{ccc} 0 & -m & 0 \\ m & 0 & 0 \\ 0 & 0 & 0 \end{array}\right)$$ We assume that $G \in C^{2}(\mathbb{R}, \mathbb{R}^{3})$ satisfies $$\forall x \in \mathbb{R}, G^{\prime\prime}(x) = \frac{1}{2}\left((I_{3} + \mathcal{M})G(x)\right) \wedge G^{\prime}(x)$$ and that moreover $$\|G^{\prime}(0)\| = 1, \quad \left((I_{3} + \mathcal{M})G(0)\right) \cdot G^{\prime}(0) = 0$$ We set $\forall x \in \mathbb{R}, T(x) = G^{\prime}(x)$. $F(t)$ denotes the matrix exponential defined in question 9.
For $(t, x) \in \mathbb{R}_{+}^{*} \times \mathbb{R}$, we define $\tilde{G}(t, x) = \sqrt{t}\, F\!\left(\frac{\ln(t)}{2}\right) G\!\left(\frac{x}{\sqrt{t}}\right)$. Show that for all $(t, x) \in \mathbb{R}_{+}^{*} \times \mathbb{R}$ we have $\tilde{G}(., x) \in C^{1}(\mathbb{R}_{+}^{*}, \mathbb{R}^{3})$ and $\tilde{G}(t, .) \in C^{2}(\mathbb{R}, \mathbb{R}^{3})$, then establish that $$\forall (t, x) \in \mathbb{R}_{+}^{*} \times \mathbb{R}, \frac{\partial \tilde{G}}{\partial t}(x, t) = \frac{\partial \tilde{G}}{\partial x}(x, t) \wedge \frac{\partial^{2} \tilde{G}}{\partial x^{2}}(x, t)$$