todai-math

2020 todai-engineering-math

6 maths questions

Q1 Second order differential equations Solving homogeneous second-order linear ODE View
I. Answer the following questions about the differential equation:
$$\cos x \frac { d ^ { 2 } y } { d x ^ { 2 } } - \sin x \frac { d y } { d x } - \frac { y } { \cos x } = 0 \quad \left( - \frac { \pi } { 2 } < x < \frac { \pi } { 2 } \right) .$$
  1. A particular solution of Eq. (1) is of the form of $y = ( \cos x ) ^ { m }$ (m is a constant). Find the constant $m$.
  2. Find the general solution of Eq. (1), using the solution of Question I.1.

II. Find the value of the following integral:
$$I = \int _ { 1 } ^ { \infty } x ^ { 5 } e ^ { - x ^ { 4 } + 2 x ^ { 2 } - 1 } d x$$
Note that, for a positive constant $\alpha$, the relation $\int _ { 0 } ^ { \infty } e ^ { - \alpha x ^ { 2 } } d x = \frac { 1 } { 2 } \sqrt { \frac { \pi } { \alpha } }$ holds.
III. Express the general solution of the following differential equation in the form of $f ( x , y ) = C$ ( $C$ is a constant) using an appropriate function $f ( x , y )$ :
$$\left( x ^ { 3 } y ^ { n } + x \right) \frac { d y } { d x } + 2 y = 0 \quad ( x > 0 , y > 0 )$$
where $n$ is an arbitrary real constant.
Q2 Invariant lines and eigenvalues and vectors Eigenvalue constraints from matrix properties View
Consider the following matrix $\boldsymbol { A }$ :
$$A = \left( \begin{array} { c c c } 1 & - 2 & - 1 \\ - 2 & 1 & 1 \\ - 1 & 1 & \alpha \end{array} \right)$$
where $\alpha$ is a real number. In the following, the transpose of a vector $\boldsymbol { v }$ is denoted by $\boldsymbol { v } ^ { \mathrm { T } }$.
I. Obtain $\alpha$ when the sum of the three eigenvalues of the matrix $A$ is 7.
II. Obtain $\alpha$ when the product of the three eigenvalues of the matrix $\boldsymbol { A }$ is $- 16$.
III. Let $\| \boldsymbol { A } \|$ be the maximum of $\boldsymbol { x } ^ { \mathrm { T } } \boldsymbol { A x }$ for the set of real vectors $\boldsymbol { x } = \left( \begin{array} { l } x _ { 1 } \\ x _ { 2 } \\ x _ { 3 } \end{array} \right)$ that satisfy $\boldsymbol { x } ^ { \mathrm { T } } \boldsymbol { x } = 1$. Obtain $\alpha$ when $\| \boldsymbol { A } \| = 4$.
IV. In the following questions, $\alpha = 4$.
  1. Obtain all eigenvalues of the matrix $\boldsymbol { A }$ and their corresponding normalized eigenvectors.
  2. Find the range of $\boldsymbol { y } ^ { \mathrm { T } } \boldsymbol { A } \boldsymbol { y }$ for the real vectors $\boldsymbol { y } = \left( \begin{array} { l } y _ { 1 } \\ y _ { 2 } \\ y _ { 3 } \end{array} \right)$ that satisfy $\boldsymbol { y } ^ { \mathrm { T } } \boldsymbol { y } = 1$ and $y _ { 1 } - y _ { 2 } - 2 y _ { 3 } = 0$.
  3. Find the range of $\boldsymbol { z } ^ { \mathrm { T } } \boldsymbol { A } \boldsymbol { z }$ for the real vectors $\boldsymbol { z } = \left( \begin{array} { c } z _ { 1 } \\ z _ { 2 } \\ z _ { 3 } \end{array} \right)$ that satisfy $\boldsymbol { z } ^ { \mathrm { T } } \boldsymbol { z } = 1$ and $z _ { 1 } + z _ { 2 } + z _ { 3 } = 0$.
Q3 Complex numbers 2 Contour Integration and Residue Calculus View
In the following, $z$ denotes a complex number, and $x$ and $\varepsilon$ denote real numbers. The imaginary unit is denoted by $i$.
I. Answer the following questions about the function $f _ { n } ( z ) = 1 / \left( z ^ { n } - 1 \right)$. Here, $n$ is an integer greater than or equal to 2.
  1. For the case that $n = 3$, find all singularities of $f _ { n } ( z )$.
  2. Calculate the residue value at a singularity $p _ { 0 }$ of $f _ { n } ( z )$ and give a simple expression of the residue in terms of $n$ and $p _ { 0 }$.
  3. For a contour $C$ given by the closed curve $| z | = 2$ and oriented in the counter-clockwise direction, evaluate the contour integral $\oint _ { C } f _ { n } ( z ) d z$.

II. Obtain the following limit value:
$$\lim _ { \varepsilon \rightarrow + 0 } \left[ \int _ { - \infty } ^ { 1 - \varepsilon } \frac { 1 } { x ^ { 3 } - 1 } d x + \int _ { 1 + \varepsilon } ^ { \infty } \frac { 1 } { x ^ { 3 } - 1 } d x \right]$$
III. Obtain the following limit value:
$$\lim _ { \varepsilon \rightarrow + 0 } \left[ \int _ { 0 } ^ { 1 - \varepsilon } \frac { \cos x } { x ^ { 4 } - 1 } d x + \int _ { 1 + \varepsilon } ^ { \infty } \frac { \cos x } { x ^ { 4 } - 1 } d x \right]$$
IV. Obtain the following limit value:
$$\lim _ { \varepsilon \rightarrow + 0 } \left[ \int _ { 0 } ^ { 1 - \varepsilon } \frac { \sin \left( x ^ { 2 } - \frac { \pi } { 4 } \right) } { x ^ { 4 } - 1 } d x + \int _ { 1 + \varepsilon } ^ { \infty } \frac { \sin \left( x ^ { 2 } - \frac { \pi } { 4 } \right) } { x ^ { 4 } - 1 } d x \right]$$
Q4 Parametric integration View
In the three-dimensional orthogonal coordinate system $x y z$, the unit vectors along the $x , y$, and $z$ directions are $\mathbf { i } , \mathbf { j }$, and $\mathbf { k }$, respectively. Using the parameter $\theta ( 0 \leq \theta \leq \pi )$, we define two curves by their vector functions $\mathbf { P } ( \theta )$ and $\mathbf { Q } ( \theta )$ :
$$\begin{aligned} & \mathbf { P } ( \theta ) = x ( \theta ) \mathbf { i } + y ( \theta ) \mathbf { j } \\ & \mathbf { Q } ( \theta ) = \mathbf { P } ( \theta ) + z ( \theta ) \mathbf { k } \end{aligned}$$
where
$$\begin{aligned} & x ( \theta ) = \frac { 3 } { 2 } \cos ( \theta ) - \frac { 1 } { 2 } \cos ( 3 \theta ) \\ & y ( \theta ) = \frac { 3 } { 2 } \sin ( \theta ) - \frac { 1 } { 2 } \sin ( 3 \theta ) \end{aligned}$$
Here, $z ( \theta )$ is a continuous function satisfying $z ( 0 ) > 0$ and $z ( \pi ) < 0$, and the curve parametrized by $\mathbf { Q } ( \theta )$ lies on the sphere of radius 2, centered at the origin $( 0,0,0 )$ of the coordinate system. The positive direction of a curve corresponds to increasing values of the parameter $\theta$. Note that the curvature is the reciprocal of the radius of curvature. Answer the following questions.
I. As $\theta$ is varied from 0 to $\pi$, calculate the arc length of the curve parametrized by $\mathbf { P } ( \theta )$.
II. Obtain $z ( \theta )$.
III. Let $\alpha$ be the angle between the tangent of the curve parametrized by $\mathbf { Q } ( \theta )$ and the unit vector $\mathbf { k }$. Calculate $\cos ( \alpha )$.
IV. Find the curvature $\kappa _ { P } ( \theta )$ of the curve parametrized by $\mathbf { P } ( \theta )$. Here, $\theta = 0$ and $\theta = \pi$ are excluded.
V. Let $\kappa _ { Q } ( \theta )$ be the curvature of the curve parametrized by $\mathbf { Q } ( \theta )$. Express $\kappa _ { Q } ( \theta )$ in terms of $\kappa _ { P } ( \theta )$ and $\alpha$. Here, $\theta = 0$ and $\theta = \pi$ are excluded.
Q5 Differential equations Applied Modeling with Differential Equations View
The Laplace transform of the function $f ( t )$, defined for $t \geq 0$, is denoted by $F ( s ) = \mathcal { L } [ f ( t ) ]$ and its definition is given by
$$F ( s ) = \mathcal { L } [ f ( t ) ] = \int _ { 0 } ^ { \infty } f ( t ) \exp ( - s t ) d t$$
where $s$ is a complex number. In the following, the set of all complex numbers is denoted by $\mathbb { C }$, and the set of the complex numbers with positive real parts is denoted by $\mathbb { C } ^ { + }$.
I. Consider the following function $g ( t )$ defined for $t \geq 0$ :
$$g ( t ) = \int _ { 0 } ^ { \infty } \frac { \sin ^ { 2 } ( t x ) } { x ^ { 2 } } d x$$
  1. Find the Laplace transform $G ( s ) = \mathcal { L } [ g ( t ) ] \left( s \in \mathbb { C } ^ { + } \right)$ of the function $g ( t )$.
  2. Obtain the value of the following integral using the result of Question I.1: $$\int _ { - \infty } ^ { \infty } \frac { \sin ^ { 2 } ( x ) } { x ^ { 2 } } d x$$

II. Consider the function $u ( x , t )$ that satisfies the following partial differential equation:
$$\frac { \partial u ( x , t ) } { \partial t } = \frac { \partial ^ { 2 } u ( x , t ) } { \partial x ^ { 2 } } ( 0 < x < 1 , t > 0 )$$
under the boundary conditions:
$$\left\{ \begin{array} { l } \left. \frac { \partial u ( x , t ) } { \partial x } \right| _ { x = 0 } = 0 \quad ( t \geq 0 ) \\ u ( 1 , t ) = 1 \quad ( t \geq 0 ) \\ u ( x , 0 ) = \frac { \cosh ( x ) } { \cosh ( 1 ) } \quad ( 0 < x < 1 ) \end{array} \right.$$
  1. The Laplace transform of $u ( x , t )$ is denoted by $U ( x , s ) = \mathcal { L } [ u ( x , t ) ]$ ( $s \in \mathbb { C } ^ { + }$). Derive the ordinary differential equation and boundary conditions for $U ( x , s )$ with respect to the independent variable $x$. Here, the function $u ( x , t )$ can be assumed to be bounded. The following relations can also be used: $$\begin{aligned} & \mathcal { L } \left[ \frac { \partial u ( x , t ) } { \partial x } \right] = \frac { \partial U ( x , s ) } { \partial x } \\ & \mathcal { L } \left[ \frac { \partial ^ { 2 } u ( x , t ) } { \partial x ^ { 2 } } \right] = \frac { \partial ^ { 2 } U ( x , s ) } { \partial x ^ { 2 } } \end{aligned}$$
  2. Using an analytic function $Q ( s ) ( s \in \mathbb { C } )$, the function $U _ { \mathrm { c } } ( x , s )$ is defined as follows: $$U _ { c } ( x , s ) = \frac { \cosh ( x ) } { ( s - 1 ) \cosh ( 1 ) } - \frac { \cosh ( x \sqrt { s } ) } { Q ( s ) } \quad ( 0 \leq x \leq 1 )$$ When the function $U ( x , s ) = U _ { \mathrm { c } } ( x , s )$ satisfies the differential equation and the boundary conditions derived in Question II.1 for $s \in \mathbb { C } ^ { + }$, find the function $Q ( s )$.
  3. Using the function $Q ( s )$ derived in Question II.2, the sequence of complex numbers $\left\{ a _ { r } \right\} ( r = 1,2 , \cdots )$ is defined by arranging all of the roots of $Q ( s ) = 0 ( s \in \mathbb { C } )$ in ascending order of their absolute values. In this case, the following limits $R _ { r } ( x , t )$ are finite for $t \geq 0,0 \leq x \leq 1$, and $r \geq 1$ : $$R _ { r } ( x , t ) = \lim _ { s \rightarrow a _ { r } } \left( s - a _ { r } \right) U _ { \mathrm { c } } ( x , s ) \exp ( s t )$$ and the solution of the partial differential equation is given by $$u ( x , t ) = \sum _ { r = 1 } ^ { \infty } R _ { r } ( x , t )$$ Determine $R _ { 1 } ( x , t ) , R _ { 2 } ( x , t )$, and $R _ { r } ( x , t )$ for $r \geq 3$.
Q6 Discrete Probability Distributions Probability Computation for Compound or Multi-Stage Random Experiments View
Consider a game where points are awarded in $n$ independent trials. In each trial, either $+1$ or $-1$ is awarded and both outcomes have the same probability of $1/2$. Let $X _ { k }$ be the point awarded in the $k ^ { \text {th } }$ trial $( 1 \leq k \leq n )$, and $S _ { k } = \sum _ { i = 1 } ^ { k } X _ { i }$. In the following questions, $n$ is an even integer such that $n \geq 4$, and $t$ is an even integer such that $2 \leq t \leq n$.
I. Obtain the probability for $S _ { 4 } = 0$.
II. Let $P _ { n } ( t )$ be the probability for $S _ { n } = t$. Find $P _ { n } ( t )$.
III. Let $P _ { n } ^ { + } ( t )$ be the probability for $S _ { 1 } = 1$ and $S _ { n } = t$. Find $P _ { n } ^ { + } ( t )$.
IV. Let $P _ { n } ^ { - } ( t )$ be the probability for $S _ { 1 } = - 1$ and $S _ { n } = t$. Find $P _ { n } ^ { - } ( t )$.
V. Let $Q _ { n } ( t )$ be the probability that all of the variables $\left\{ S _ { j } \right\}$ $( j = 1,2 , \cdots , n - 1 )$ are greater than zero and $S _ { n } = t$. Express $Q _ { n } ( t )$ with $P _ { n } ^ { + } ( t )$ and $P _ { n } ^ { - } ( t )$. Then, express $Q _ { n } ( t )$ with $P _ { n } ( t )$.
VI. Obtain the probability that all of the variables $\left\{ S _ { j } \right\} ( j = 1,2 , \cdots , n )$ are greater than zero.