grandes-ecoles

Papers (176)
2025
centrale-maths1__official 40 centrale-maths2__official 36 mines-ponts-maths1__mp 17 mines-ponts-maths1__pc 21 mines-ponts-maths1__psi 21 mines-ponts-maths2__mp 28 mines-ponts-maths2__pc 23 mines-ponts-maths2__psi 25 polytechnique-maths-a__mp 35 polytechnique-maths__fui 9 polytechnique-maths__pc 27 x-ens-maths-a__fui 10 x-ens-maths-a__mp 18 x-ens-maths-b__mp 6 x-ens-maths-c__mp 6 x-ens-maths-d__mp 31 x-ens-maths__pc 27 x-ens-maths__psi 30
2024
centrale-maths1__official 21 centrale-maths2__official 28 geipi-polytech__maths 9 mines-ponts-maths1__mp 23 mines-ponts-maths1__psi 9 mines-ponts-maths2__mp 14 mines-ponts-maths2__pc 19 mines-ponts-maths2__psi 20 polytechnique-maths-a__mp 42 polytechnique-maths-b__mp 27 x-ens-maths-a__mp 43 x-ens-maths-b__mp 29 x-ens-maths-c__mp 22 x-ens-maths-d__mp 41 x-ens-maths__pc 20 x-ens-maths__psi 23
2023
centrale-maths1__official 37 centrale-maths2__official 32 e3a-polytech-maths__mp 4 mines-ponts-maths1__mp 14 mines-ponts-maths1__pc 21 mines-ponts-maths1__psi 21 mines-ponts-maths2__mp 21 mines-ponts-maths2__pc 13 mines-ponts-maths2__psi 22 polytechnique-maths__fui 3 x-ens-maths-a__mp 24 x-ens-maths-b__mp 10 x-ens-maths-c__mp 10 x-ens-maths-d__mp 10 x-ens-maths__pc 22
2022
centrale-maths1__mp 22 centrale-maths1__pc 33 centrale-maths1__psi 42 centrale-maths2__mp 26 centrale-maths2__pc 37 centrale-maths2__psi 40 mines-ponts-maths1__mp 26 mines-ponts-maths1__pc 20 mines-ponts-maths1__psi 23 mines-ponts-maths2__mp 22 mines-ponts-maths2__pc 9 mines-ponts-maths2__psi 18 x-ens-maths-a__mp 8 x-ens-maths-b__mp 19 x-ens-maths-c__mp 17 x-ens-maths-d__mp 47 x-ens-maths1__mp 13 x-ens-maths2__mp 26 x-ens-maths__pc 7 x-ens-maths__pc_cpge 14 x-ens-maths__psi 22 x-ens-maths__psi_cpge 26
2021
centrale-maths1__mp 34 centrale-maths1__pc 36 centrale-maths1__psi 28 centrale-maths2__mp 21 centrale-maths2__pc 38 centrale-maths2__psi 28 x-ens-maths2__mp 35 x-ens-maths__pc 29
2020
centrale-maths1__mp 42 centrale-maths1__pc 36 centrale-maths1__psi 38 centrale-maths2__mp 2 centrale-maths2__pc 35 centrale-maths2__psi 39 mines-ponts-maths1__mp_cpge 22 mines-ponts-maths2__mp_cpge 19 x-ens-maths-a__mp_cpge 10 x-ens-maths-b__mp_cpge 19 x-ens-maths-c__mp 10 x-ens-maths-d__mp 13 x-ens-maths1__mp 13 x-ens-maths2__mp 20 x-ens-maths__pc 6
2019
centrale-maths1__mp 37 centrale-maths1__pc 40 centrale-maths1__psi 38 centrale-maths2__mp 37 centrale-maths2__pc 39 centrale-maths2__psi 46 x-ens-maths1__mp 24 x-ens-maths__pc 18 x-ens-maths__psi 9
2018
centrale-maths1__mp 21 centrale-maths1__pc 31 centrale-maths1__psi 39 centrale-maths2__mp 23 centrale-maths2__pc 35 centrale-maths2__psi 30 x-ens-maths1__mp 18 x-ens-maths2__mp 13 x-ens-maths__pc 17 x-ens-maths__psi 20
2017
centrale-maths1__mp 45 centrale-maths1__pc 22 centrale-maths1__psi 17 centrale-maths2__mp 30 centrale-maths2__pc 28 centrale-maths2__psi 44 x-ens-maths1__mp 24 x-ens-maths2__mp 7 x-ens-maths__pc 17 x-ens-maths__psi 19
2016
centrale-maths1__mp 41 centrale-maths1__pc 31 centrale-maths1__psi 33 centrale-maths2__mp 25 centrale-maths2__pc 42 centrale-maths2__psi 17 x-ens-maths1__mp 10 x-ens-maths2__mp 32 x-ens-maths__pc 1 x-ens-maths__psi 20
2015
centrale-maths1__mp 18 centrale-maths1__pc 11 centrale-maths1__psi 42 centrale-maths2__mp 44 centrale-maths2__pc 1 centrale-maths2__psi 14 x-ens-maths1__mp 16 x-ens-maths2__mp 19 x-ens-maths__pc 30 x-ens-maths__psi 20
2014
centrale-maths1__mp 28 centrale-maths1__pc 26 centrale-maths1__psi 36 centrale-maths2__mp 24 centrale-maths2__pc 23 centrale-maths2__psi 29 x-ens-maths2__mp 13
2013
centrale-maths1__mp 3 centrale-maths1__pc 45 centrale-maths1__psi 20 centrale-maths2__mp 32 centrale-maths2__pc 50 centrale-maths2__psi 32 x-ens-maths1__mp 14 x-ens-maths2__mp 10 x-ens-maths__pc 22 x-ens-maths__psi 9
2012
centrale-maths1__pc 23 centrale-maths1__psi 20 centrale-maths2__mp 27 centrale-maths2__psi 20
2011
centrale-maths1__mp 27 centrale-maths1__pc 15 centrale-maths1__psi 21 centrale-maths2__mp 29 centrale-maths2__pc 8 centrale-maths2__psi 28
2010
centrale-maths1__mp 7 centrale-maths1__pc 23 centrale-maths1__psi 9 centrale-maths2__mp 10 centrale-maths2__pc 36 centrale-maths2__psi 27
2024 polytechnique-maths-b__mp

27 maths questions

Q1a Second order differential equations Structure of the solution space View
Let $q : \mathbb{R} \rightarrow \mathbb{R}$ be a continuous application, periodic with period $T > 0$. We consider the differential equation $$y'' + qy = 0 \tag{1}$$ Justify the existence of two solutions $y_1$ and $y_2$ in $\mathscr{C}^2(\mathbb{R}, \mathbb{C})$ to (1) such that: $$\left\{ \begin{array}{l} y_1(0) = 1 \\ y_1'(0) = 0 \end{array} \quad \text{and} \quad \left\{ \begin{array}{l} y_2(0) = 0 \\ y_2'(0) = 1 \end{array} \right. \right.$$ Justify that $\operatorname{Vect}(y_1, y_2)$ is the set of solutions of (1) in $\mathscr{C}^2(\mathbb{R}, \mathbb{C})$.
Q1b Second order differential equations Structure of the solution space View
Let $q : \mathbb{R} \rightarrow \mathbb{R}$ be a continuous application, periodic with period $T > 0$. We consider the differential equation $$y'' + qy = 0 \tag{1}$$ Let $y_1$ and $y_2$ be the solutions in $\mathscr{C}^2(\mathbb{R}, \mathbb{C})$ to (1) satisfying $$\left\{ \begin{array}{l} y_1(0) = 1 \\ y_1'(0) = 0 \end{array} \quad \text{and} \quad \left\{ \begin{array}{l} y_2(0) = 0 \\ y_2'(0) = 1 \end{array} \right. \right.$$ Show that: $$\forall t \in \mathbb{R}, \quad y_1(t) y_2'(t) - y_1'(t) y_2(t) = 1$$
Q2 Second order differential equations Floquet theory and periodic-coefficient second-order ODE View
Let $q : \mathbb{R} \rightarrow \mathbb{R}$ be a continuous application, periodic with period $T > 0$. We consider the differential equation $$y'' + qy = 0 \tag{1}$$ Let $y_1$ and $y_2$ be the solutions in $\mathscr{C}^2(\mathbb{R}, \mathbb{C})$ to (1) satisfying $$\left\{ \begin{array}{l} y_1(0) = 1 \\ y_1'(0) = 0 \end{array} \quad \text{and} \quad \left\{ \begin{array}{l} y_2(0) = 0 \\ y_2'(0) = 1 \end{array} \right. \right.$$ Show that if $y \in \mathscr{C}^2(\mathbb{R}, \mathbb{C})$ is a solution of (1), then the function $t \mapsto y(t+T)$ is also one. Deduce that for all $t \in \mathbb{R}$: $$y(t+T) = y(T) y_1(t) + y'(T) y_2(t)$$
Q3 Second order differential equations Floquet theory and periodic-coefficient second-order ODE View
Let $q : \mathbb{R} \rightarrow \mathbb{R}$ be a continuous application, periodic with period $T > 0$. We consider the differential equation $$y'' + qy = 0 \tag{1}$$ Let $y_1$ and $y_2$ be the solutions in $\mathscr{C}^2(\mathbb{R}, \mathbb{C})$ to (1) satisfying $$\left\{ \begin{array}{l} y_1(0) = 1 \\ y_1'(0) = 0 \end{array} \quad \text{and} \quad \left\{ \begin{array}{l} y_2(0) = 0 \\ y_2'(0) = 1 \end{array} \right. \right.$$ Let $\mu \in \mathbb{C}^*$, and let $\lambda \in \mathbb{C}$ such that $\mu = e^{\lambda T}$. Show that the following three assertions are equivalent.
(a) Equation (1) has a non-zero solution $y \in \mathscr{C}^2(\mathbb{R}, \mathbb{C})$ that satisfies: $$\forall t \in \mathbb{R}, \quad y(t+T) = \mu y(t)$$
(b) The complex number $\mu$ is a solution of the equation with unknown $x$: $$x^2 - \left(y_1(T) + y_2'(T)\right) x + 1 = 0$$
(c) The differential equation (1) has a non-zero solution $y \in \mathscr{C}^2(\mathbb{R}, \mathbb{C})$ such that: $$\forall t \in \mathbb{R}, \quad y(t) = e^{\lambda t} u(t)$$ where $u \in \mathscr{C}^2(\mathbb{R}, \mathbb{C})$ is a $T$-periodic function.
Q4a Second order differential equations Floquet theory and periodic-coefficient second-order ODE View
Let $q : \mathbb{R} \rightarrow \mathbb{R}$ be a continuous application, periodic with period $T > 0$. We consider the differential equation $$y'' + qy = 0 \tag{1}$$ Let $y_1$ and $y_2$ be the solutions in $\mathscr{C}^2(\mathbb{R}, \mathbb{C})$ to (1) satisfying $$\left\{ \begin{array}{l} y_1(0) = 1 \\ y_1'(0) = 0 \end{array} \quad \text{and} \quad \left\{ \begin{array}{l} y_2(0) = 0 \\ y_2'(0) = 1 \end{array} \right. \right.$$ Let $\mu_1, \mu_2$ be the complex roots of the equation with unknown $x$: $$x^2 - \left(y_1(T) + y_2'(T)\right) x + 1 = 0$$ Show that if $\mu_1 \neq \mu_2$ and if $\lambda$ is a complex number such that $\mu_1 = e^{\lambda T}$, then for any solution $y$ of (1), there exist two $T$-periodic functions $w_1$ and $w_2$, as well as two complex numbers $\alpha$ and $\beta$ such that $$\forall t \in \mathbb{R}, \quad y(t) = \alpha e^{\lambda t} w_1(t) + \beta e^{-\lambda t} w_2(t)$$
Q4b Second order differential equations Floquet theory and periodic-coefficient second-order ODE View
Let $q : \mathbb{R} \rightarrow \mathbb{R}$ be a continuous application, periodic with period $T > 0$. We consider the differential equation $$y'' + qy = 0 \tag{1}$$ Let $y_1$ and $y_2$ be the solutions in $\mathscr{C}^2(\mathbb{R}, \mathbb{C})$ to (1) satisfying $$\left\{ \begin{array}{l} y_1(0) = 1 \\ y_1'(0) = 0 \end{array} \quad \text{and} \quad \left\{ \begin{array}{l} y_2(0) = 0 \\ y_2'(0) = 1 \end{array} \right. \right.$$ Let $\mu_1, \mu_2$ be the complex roots of the equation with unknown $x$: $$x^2 - \left(y_1(T) + y_2'(T)\right) x + 1 = 0$$ Suppose that $\mu_1 = \mu_2$. Show that $\mu_1 = \mu_2 = \pm 1$ and that equation (1) admits a periodic solution in $\mathscr{C}^2(\mathbb{R}, \mathbb{C})$.
Let $A \in \mathscr{M}_n(\mathbb{C})$. We denote by $\mathbb{C}[A]$ the set of elements of $\mathscr{M}_n(\mathbb{C})$ of the form $P(A)$ where $P \in \mathbb{C}[X]$ is a polynomial. We denote $$(\mathbb{C}[A])^* = \left\{B \in \mathbb{C}[A] \cap \mathrm{GL}_n(\mathbb{C}) \mid B^{-1} \in \mathbb{C}[A]\right\}$$ Show that $\exp(\mathbb{C}[A]) \subset (\mathbb{C}[A])^*$.
Q10b Matrices Existence Proof View
Let $A \in \mathscr{M}_n(\mathbb{C})$. We denote by $\mathbb{C}[A]$ the set of elements of $\mathscr{M}_n(\mathbb{C})$ of the form $P(A)$ where $P \in \mathbb{C}[X]$ is a polynomial. We denote $$(\mathbb{C}[A])^* = \left\{B \in \mathbb{C}[A] \cap \mathrm{GL}_n(\mathbb{C}) \mid B^{-1} \in \mathbb{C}[A]\right\}$$ For $a \in \mathbb{R}$, we define the application $$\begin{array}{ccc} Z_a : [0,1] & \longrightarrow & \mathbb{C} \\ t & \longmapsto & t + iat(1-t) \end{array}$$ Let $M_1$ and $M_2$ be two elements of $(\mathbb{C}[A])^*$. Show that there exists $a \in \mathbb{R}$ such that $$\forall t \in [0,1], \quad M(t) = Z_a(t) M_1 + \left(1 - Z_a(t)\right) M_2 \in (\mathbb{C}[A])^*.$$
Let $A \in \mathscr{M}_n(\mathbb{C})$. We denote by $\mathbb{C}[A]$ the set of elements of $\mathscr{M}_n(\mathbb{C})$ of the form $P(A)$ where $P \in \mathbb{C}[X]$ is a polynomial. We denote $$(\mathbb{C}[A])^* = \left\{B \in \mathbb{C}[A] \cap \mathrm{GL}_n(\mathbb{C}) \mid B^{-1} \in \mathbb{C}[A]\right\}$$ For $a \in \mathbb{R}$, we define the application $$\begin{array}{ccc} Z_a : [0,1] & \longrightarrow & \mathbb{C} \\ t & \longmapsto & t + iat(1-t) \end{array}$$ Using the result of question 10b, deduce that $(\mathbb{C}[A])^*$ is path-connected.
Let $A \in \mathscr{M}_n(\mathbb{C})$. We denote by $\mathbb{C}[A]$ the set of elements of $\mathscr{M}_n(\mathbb{C})$ of the form $P(A)$ where $P \in \mathbb{C}[X]$ is a polynomial. We denote $$(\mathbb{C}[A])^* = \left\{B \in \mathbb{C}[A] \cap \mathrm{GL}_n(\mathbb{C}) \mid B^{-1} \in \mathbb{C}[A]\right\}$$ Show that there exists an open set $U$ of $\mathbb{C}[A]$ containing $0$ and an open set $V$ of $\mathbb{C}[A]$ containing the identity matrix $I_n$ such that the exponential function induces a continuous bijection from $U \subset \mathbb{C}[A]$ to $V$ whose inverse is a continuous function on $V$.
Let $A \in \mathscr{M}_n(\mathbb{C})$. We denote by $\mathbb{C}[A]$ the set of elements of $\mathscr{M}_n(\mathbb{C})$ of the form $P(A)$ where $P \in \mathbb{C}[X]$ is a polynomial. We denote $$(\mathbb{C}[A])^* = \left\{B \in \mathbb{C}[A] \cap \mathrm{GL}_n(\mathbb{C}) \mid B^{-1} \in \mathbb{C}[A]\right\}$$ Using the result of question 11a, deduce that $\exp(\mathbb{C}[A])$ is an open set of $\mathbb{C}[A]$.
Let $A \in \mathscr{M}_n(\mathbb{C})$. We denote by $\mathbb{C}[A]$ the set of elements of $\mathscr{M}_n(\mathbb{C})$ of the form $P(A)$ where $P \in \mathbb{C}[X]$ is a polynomial. We denote $$(\mathbb{C}[A])^* = \left\{B \in \mathbb{C}[A] \cap \mathrm{GL}_n(\mathbb{C}) \mid B^{-1} \in \mathbb{C}[A]\right\}$$ Show that $\exp(\mathbb{C}[A])$ is a closed set of $(\mathbb{C}[A])^*$.
Let $A \in \mathscr{M}_n(\mathbb{C})$. We denote by $\mathbb{C}[A]$ the set of elements of $\mathscr{M}_n(\mathbb{C})$ of the form $P(A)$ where $P \in \mathbb{C}[X]$ is a polynomial. We denote $$(\mathbb{C}[A])^* = \left\{B \in \mathbb{C}[A] \cap \mathrm{GL}_n(\mathbb{C}) \mid B^{-1} \in \mathbb{C}[A]\right\}$$ We want to show that $\exp(\mathbb{C}[A]) = (\mathbb{C}[A])^*$. We suppose that $\exp(\mathbb{C}[A]) \neq (\mathbb{C}[A])^*$ and we fix $M_1, M_2 \in (\mathbb{C}[A])^*$ such that $M_1 \in \exp(\mathbb{C}[A])$ and $M_2 \notin \exp(\mathbb{C}[A])$.
Using the result of question 13a and the path-connectedness of $(\mathbb{C}[A])^*$, conclude that $\exp(\mathbb{C}[A]) = (\mathbb{C}[A])^*$.
Let $A \in \mathscr{M}_n(\mathbb{C})$. We denote by $\mathbb{C}[A]$ the set of elements of $\mathscr{M}_n(\mathbb{C})$ of the form $P(A)$ where $P \in \mathbb{C}[X]$ is a polynomial. We denote $$(\mathbb{C}[A])^* = \left\{B \in \mathbb{C}[A] \cap \mathrm{GL}_n(\mathbb{C}) \mid B^{-1} \in \mathbb{C}[A]\right\}$$ Using the result $\exp(\mathbb{C}[A]) = (\mathbb{C}[A])^*$, conclude that $\exp(\mathscr{M}_n(\mathbb{C})) = \mathrm{GL}_n(\mathbb{C})$.
Q15 Second order differential equations Floquet theory and periodic-coefficient second-order ODE View
Let $T > 0$ be a real number and $n \in \mathbb{N}^*$ be a natural integer. Let $A : \mathbb{R} \rightarrow \mathscr{M}_n(\mathbb{C})$ be a continuous application on $\mathbb{R}$ and $T$-periodic. We consider the differential system $$X'(t) = A(t) X(t) \tag{2}$$ where $X$ is a function from $\mathbb{R}$ to $\mathbb{C}^n$, of class $\mathscr{C}^1$ on $\mathbb{R}$.
Show that there exists $\mu \in \mathbb{C}^*$ and a non-zero solution $Y \in \mathscr{C}^1(\mathbb{R}, \mathbb{C}^n)$ of (2) such that $$\forall t \in \mathbb{R}, \quad Y(t+T) = \mu Y(t)$$
Q16a Second order differential equations Structure of the solution space View
Let $T > 0$ be a real number and $n \in \mathbb{N}^*$ be a natural integer. Let $A : \mathbb{R} \rightarrow \mathscr{M}_n(\mathbb{C})$ be a continuous application on $\mathbb{R}$ and $T$-periodic. We consider the differential system $$X'(t) = A(t) X(t) \tag{2}$$ where $X$ is a function from $\mathbb{R}$ to $\mathbb{C}^n$, of class $\mathscr{C}^1$ on $\mathbb{R}$. Let $\mathscr{S}$ be the space of solutions in $\mathscr{C}^1(\mathbb{R}, \mathbb{C}^n)$ of (2). Let $(Y_1, Y_2, \ldots, Y_n)$ be a basis of $\mathscr{S}$. For $t \in \mathbb{R}$, we denote by $M(t)$ the matrix whose columns are $Y_1(t), \ldots, Y_n(t)$.
Show that for every real number $t$, $M(t) \in \mathrm{GL}_n(\mathbb{C})$ and $M'(t) = A(t) M(t)$.
Q16b Second order differential equations Floquet theory and periodic-coefficient second-order ODE View
Let $T > 0$ be a real number and $n \in \mathbb{N}^*$ be a natural integer. Let $A : \mathbb{R} \rightarrow \mathscr{M}_n(\mathbb{C})$ be a continuous application on $\mathbb{R}$ and $T$-periodic. We consider the differential system $$X'(t) = A(t) X(t) \tag{2}$$ where $X$ is a function from $\mathbb{R}$ to $\mathbb{C}^n$, of class $\mathscr{C}^1$ on $\mathbb{R}$. Let $\mathscr{S}$ be the space of solutions in $\mathscr{C}^1(\mathbb{R}, \mathbb{C}^n)$ of (2). Let $(Y_1, Y_2, \ldots, Y_n)$ be a basis of $\mathscr{S}$. For $t \in \mathbb{R}$, we denote by $M(t)$ the matrix whose columns are $Y_1(t), \ldots, Y_n(t)$.
Show that the matrix $(M(t))^{-1} M(t+T)$ is independent of $t \in \mathbb{R}$.
Q16c Second order differential equations Floquet theory and periodic-coefficient second-order ODE View
Let $T > 0$ be a real number and $n \in \mathbb{N}^*$ be a natural integer. Let $A : \mathbb{R} \rightarrow \mathscr{M}_n(\mathbb{C})$ be a continuous application on $\mathbb{R}$ and $T$-periodic. We consider the differential system $$X'(t) = A(t) X(t) \tag{2}$$ where $X$ is a function from $\mathbb{R}$ to $\mathbb{C}^n$, of class $\mathscr{C}^1$ on $\mathbb{R}$. Let $\mathscr{S}$ be the space of solutions in $\mathscr{C}^1(\mathbb{R}, \mathbb{C}^n)$ of (2). Let $(Y_1, Y_2, \ldots, Y_n)$ be a basis of $\mathscr{S}$. For $t \in \mathbb{R}$, we denote by $M(t)$ the matrix whose columns are $Y_1(t), \ldots, Y_n(t)$.
Deduce that there exists $B \in \mathscr{M}_n(\mathbb{C})$ such that: $$\forall t \in \mathbb{R}, \quad M(t+T) = M(t) \exp(TB)$$
Q16d Second order differential equations Floquet theory and periodic-coefficient second-order ODE View
Let $T > 0$ be a real number and $n \in \mathbb{N}^*$ be a natural integer. Let $A : \mathbb{R} \rightarrow \mathscr{M}_n(\mathbb{C})$ be a continuous application on $\mathbb{R}$ and $T$-periodic. We consider the differential system $$X'(t) = A(t) X(t) \tag{2}$$ where $X$ is a function from $\mathbb{R}$ to $\mathbb{C}^n$, of class $\mathscr{C}^1$ on $\mathbb{R}$. Let $\mathscr{S}$ be the space of solutions in $\mathscr{C}^1(\mathbb{R}, \mathbb{C}^n)$ of (2). Let $(Y_1, Y_2, \ldots, Y_n)$ be a basis of $\mathscr{S}$. For $t \in \mathbb{R}$, we denote by $M(t)$ the matrix whose columns are $Y_1(t), \ldots, Y_n(t)$. There exists $B \in \mathscr{M}_n(\mathbb{C})$ such that $M(t+T) = M(t)\exp(TB)$ for all $t \in \mathbb{R}$.
Deduce that there exists an application $Q : \mathbb{R} \rightarrow \mathrm{GL}_n(\mathbb{C})$ continuous on $\mathbb{R}$ and $T$-periodic such that $$\forall t \in \mathbb{R}, \quad M(t) = Q(t) \exp(tB)$$ (This identity is called the normal form of the matrix $M$).
Q17a Second order differential equations Floquet theory and periodic-coefficient second-order ODE View
Let $T > 0$ be a real number and $n \in \mathbb{N}^*$ be a natural integer. Let $A : \mathbb{R} \rightarrow \mathscr{M}_n(\mathbb{C})$ be a continuous application on $\mathbb{R}$ and $T$-periodic. We consider the differential system $$X'(t) = A(t) X(t) \tag{2}$$ Let $\mathscr{S}$ be the space of solutions in $\mathscr{C}^1(\mathbb{R}, \mathbb{C}^n)$ of (2). Let $(Y_1, Y_2, \ldots, Y_n)$ be a basis of $\mathscr{S}$. For $t \in \mathbb{R}$, let $M(t)$ be the matrix whose columns are $Y_1(t), \ldots, Y_n(t)$, and let $M(t) = Q(t)\exp(tB)$ be the normal form. We admit that there exist two matrices $D$ and $N$ of $\mathscr{M}_n(\mathbb{C})$ such that $D$ is diagonalizable, $N$ is nilpotent and $B = D + N$ and $DN = ND$. There exists a matrix $P \in \mathrm{GL}_n(\mathbb{C})$ and a diagonal matrix $\Delta$ such that $D = P\Delta P^{-1}$.
For $t \in \mathbb{R}$, we denote by $Z_1(t), Z_2(t), \ldots, Z_n(t) \in \mathbb{C}^n$ the columns of the matrix $M(t)P$. Show that $(Z_1, Z_2, \ldots, Z_n)$ is a basis of the space $\mathscr{S}$.
Q17b Second order differential equations Floquet theory and periodic-coefficient second-order ODE View
Let $T > 0$ be a real number and $n \in \mathbb{N}^*$ be a natural integer. Let $A : \mathbb{R} \rightarrow \mathscr{M}_n(\mathbb{C})$ be a continuous application on $\mathbb{R}$ and $T$-periodic. We consider the differential system $$X'(t) = A(t) X(t) \tag{2}$$ Let $\mathscr{S}$ be the space of solutions in $\mathscr{C}^1(\mathbb{R}, \mathbb{C}^n)$ of (2). Let $(Y_1, Y_2, \ldots, Y_n)$ be a basis of $\mathscr{S}$. For $t \in \mathbb{R}$, let $M(t)$ be the matrix whose columns are $Y_1(t), \ldots, Y_n(t)$, and let $M(t) = Q(t)\exp(tB)$ be the normal form. We admit that $B = D + N$ where $D$ is diagonalizable, $N$ is nilpotent, and $DN = ND$. There exists $P \in \mathrm{GL}_n(\mathbb{C})$ and a diagonal matrix $\Delta$ such that $D = P\Delta P^{-1}$. Let $Z_1(t), Z_2(t), \ldots, Z_n(t)$ be the columns of $M(t)P$.
Let $\lambda_1, \ldots, \lambda_n$ be the complex numbers such that $\Delta = \operatorname{Diag}(\lambda_1, \lambda_2, \ldots, \lambda_n)$. For all $0 \leqslant i \leqslant n-1$, $1 \leqslant k \leqslant n$ and $t \in \mathbb{R}$, we denote by $R_{i,k}(t)$ the $k$-th column of the matrix $\frac{1}{i!} Q(t) N^i P$. Show that for all $k \in \{1, 2, \ldots, n\}$, we have $$Z_k(t) = e^{\lambda_k t} \left(\sum_{i=0}^{n-1} t^i R_{i,k}(t)\right)$$ and verify that the applications $R_{i,k}$ are continuous on $\mathbb{R}$ and $T$-periodic.
Q17c Second order differential equations Qualitative and asymptotic analysis of solutions View
Let $T > 0$ be a real number and $n \in \mathbb{N}^*$ be a natural integer. Let $A : \mathbb{R} \rightarrow \mathscr{M}_n(\mathbb{C})$ be a continuous application on $\mathbb{R}$ and $T$-periodic. We consider the differential system $$X'(t) = A(t) X(t) \tag{2}$$ Let $\mathscr{S}$ be the space of solutions in $\mathscr{C}^1(\mathbb{R}, \mathbb{C}^n)$ of (2). Using the notation and results of question 17b (in particular, $Z_k(t) = e^{\lambda_k t}\left(\sum_{i=0}^{n-1} t^i R_{i,k}(t)\right)$ where $R_{i,k}$ are continuous and $T$-periodic), deduce that if the real parts of the $\lambda_i$ for $1 \leqslant i \leqslant n$ are strictly negative and if $Y$ is any solution of (2), then $$\lim_{t \rightarrow +\infty} Y(t) = 0$$
Q18a Second order differential equations Floquet theory and periodic-coefficient second-order ODE View
Let $T > 0$ be a real number and $n \in \mathbb{N}^*$ be a natural integer. Let $A : \mathbb{R} \rightarrow \mathscr{M}_n(\mathbb{C})$ be a continuous application on $\mathbb{R}$ and $T$-periodic. We consider the differential system $$X'(t) = A(t) X(t) \tag{2}$$ Let $B \in \mathscr{M}_n(\mathbb{C})$ be the matrix from the normal form $M(t) = Q(t)\exp(tB)$.
Show that if $B$ has an eigenvalue of the form $\lambda = i\frac{2k\pi}{mT}$ with $k \in \mathbb{Z}$ and $m \in \mathbb{N}^*$, then (2) has a non-zero $mT$-periodic solution.
Q18b Second order differential equations Floquet theory and periodic-coefficient second-order ODE View
Let $T > 0$ be a real number and $n \in \mathbb{N}^*$ be a natural integer. Let $A : \mathbb{R} \rightarrow \mathscr{M}_n(\mathbb{C})$ be a continuous application on $\mathbb{R}$ and $T$-periodic. We consider the differential system $$X'(t) = A(t) X(t) \tag{2}$$ Let $B \in \mathscr{M}_n(\mathbb{C})$ be the matrix from the normal form $M(t) = Q(t)\exp(tB)$.
Suppose that there exists $m \in \mathbb{N}^*$ such that (2) has a non-zero $mT$-periodic solution. Show that $\exp(TB)$ has an eigenvalue that is an $m$-th root of unity.
Q19 Second order differential equations Floquet theory and periodic-coefficient second-order ODE View
Let $T > 0$ be a real number and $n \in \mathbb{N}^*$ be a natural integer. Let $A : \mathbb{R} \rightarrow \mathscr{M}_n(\mathbb{C})$ be a continuous application on $\mathbb{R}$ and $T$-periodic. We consider the differential system $$X'(t) = A(t) X(t) \tag{2}$$ In this question, we suppose that (2) has a $T'$-periodic solution $X$ with $T' \notin \mathbb{Q} T$.
Show that for all $t \in \mathbb{R}$ and $u \in \mathbb{R}$, we have $$A(u) X(t) = A(t) X(t).$$ One may use without proof the fact that if $G$ is a subgroup of $(\mathbb{R}, +)$ which is not of the form $\mathbb{Z}a$ for $a \in \mathbb{R}$, then $G$ is dense in $\mathbb{R}$.
Q20 Second order differential equations Floquet theory and periodic-coefficient second-order ODE View
Let $T > 0$ be a real number and $n \in \mathbb{N}^*$ be a natural integer. Let $A : \mathbb{R} \rightarrow \mathscr{M}_n(\mathbb{C})$ be a continuous application on $\mathbb{R}$ and $T$-periodic. We consider the differential system $$X'(t) = A(t) X(t) \tag{2}$$ Let $B \in \mathscr{M}_n(\mathbb{C})$ be the matrix from the normal form $M(t) = Q(t)\exp(tB)$.
We assume that there does not exist a vector subspace $V \subset \mathbb{C}^n$, different from $\{0\}$ and $\mathbb{C}^n$, such that, for all $t \in \mathbb{R}$, $V$ is stable under $A(t)$. Give a necessary and sufficient condition on $A$ and on $B$ for (2) to have at least one non-zero periodic solution.
Q22 Second order differential equations Reduction of a differential system to a second-order ODE View
Solve the differential system $$\left\{ \begin{array}{l} x'(t) = x(t) - \cos(t) y(t) \\ y'(t) = \cos(t) x(t) + y(t) \end{array} \right.$$ and determine its normal form (see question 16d).