Question 1 · Taylor series and improper convergence
(a) State Taylor's theorem of order \(n\) about \(x=a\), with its
local remainder. **(2 marks)**
(b) Expand \(\arctan x\) about \(x=1\) through cubic order and state
what must be checked before using the resulting series at another
point. **(4 marks)**
(c) For
\[
g(x)=\frac{\arctan x-\pi/4}{x-1},
\]
calculate the limits as \(x\to0^+\), \(x\to1\), and
\(x\to\infty\). Use the expansion to decide how many derivatives
\(g\) has at \(x=1\). **(7 marks)**
(d) Decide whether
\[
\int_0^\infty\frac{g(x)}{1+x}\,dx
\]
exists. Your conclusion must distinguish ordinary convergence from
a formal principal value. Split the integral at every point requiring
separate analysis and justify each comparison. **(7 marks)**
**[Total: 20 marks]**
Worked solution and marking guidance
Put \(h=x-1\).
**(a)** If \(f\) is \(n\)-times differentiable near \(a\), a local
Taylor form is
\[
f(x)=\sum_{k=0}^n\frac{f^{(k)}(a)}{k!}(x-a)^k+o((x-a)^n).
\]
Under the usual extra \(C^{n+1}\) hypothesis one may instead give the
Lagrange or integral remainder.
**(b)** Differentiation at \(x=1\) gives
\[
\arctan(1+h)=\frac\pi4+\frac h2-\frac{h^2}4+
\frac{h^3}{12}+O(h^4).
\]
Before substituting another point one must check that it lies inside
the interval/radius on which the Taylor series converges (the nearest
complex singularities are at \(\pm i\)).
**(c)**
\[
\lim_{x\to0^+}g(x)=\frac\pi4,\qquad
\lim_{x\to1}g(x)=\frac12,\qquad
\lim_{x\to\infty}g(x)=0.
\]
Moreover
\[
g(1+h)=\frac12-\frac h4+\frac{h^2}{12}+O(h^3).
\]
The numerator is analytic and has a simple zero at \(x=1\), so the
quotient has a removable singularity and its extension is
\(C^\infty\) (indeed real analytic) at \(1\).
**(d)** Near \(0\), \(g/(1+x)\to\pi/4\), so there is no singularity.
At \(1\) the quotient has the removable finite value \(1/4\).
As \(x\to\infty\),
\[
g(x)\sim\frac{\pi}{4x},\qquad
\frac{g(x)}{1+x}\sim\frac{\pi}{4x^2}.
\]
Comparison with \(x^{-2}\) proves ordinary absolute convergence of
the integral after splitting, for example, at \(1\) and at any large
finite point. No principal-value interpretation is needed.
Question 2 · Conservation model and Fourier series
A vertical tank of constant cross-sectional area \(S\) contains liquid
to height \(h(t)\). Liquid leaves through a base outlet at rate
\(c\sqrt h\) and through a porous side at rate \(kh\), where
\(c,k>0\).
(a) Derive the conservation equation for \(h\), check the dimensions
of \(k\), separate the equation, and express the emptying time in
terms of an elementary integral. **(8 marks)**
(b) Obtain the limiting model as \(k\to0\), compare the two emptying
times, and explain the inequality physically. **(4 marks)**
(c) The \(2\pi\)-periodic function equals 2 on \(0<x<\pi\) and 0 on
\(-\pi<x<0\). Set up its Fourier coefficients, state the value of
the series at a jump, and evaluate it at a suitable point to obtain an
alternating rational series for \(\pi\). **(8 marks)**
**[Total: 20 marks]**
Worked solution and marking guidance
Let \(h(0)=h_0\).
**(a)** Since the stored volume is \(V=Sh\),
\[
S\dot h=-c\sqrt h-kh.
\]
Thus \(k\) has dimensions area/time (so that \(kh\) is volume/time).
With \(u=\sqrt h\), \(dh=2u\,du\), hence
\[
dt=-\frac{2S\,du}{c+ku}.
\]
The emptying time is
\[
T=2S\int_0^{\sqrt{h_0}}\frac{du}{c+ku}
=\frac{2S}{k}\log\left(1+\frac{k\sqrt{h_0}}c\right).
\]
**(b)** As \(k\to0\), \(S\dot h=-c\sqrt h\) and
\[
T_0=\frac{2S\sqrt{h_0}}c.
\]
Because \(\log(1+x)<x\) for \(x>0\), \(T<T_0\). The porous-wall loss
adds outflow, so the tank empties sooner.
**(c)** With the standard \(2\pi\)-periodic convention,
\[
a_0=2,\quad a_n=0,\quad
b_n=\frac{2}{\pi n}(1-(-1)^n).
\]
Therefore
\[
f(x)\sim1+\frac4\pi\left(\sin x+\frac{\sin3x}{3}
+\frac{\sin5x}{5}+\cdots\right).
\]
At each jump the series equals the midpoint, \(1\). At \(x=\pi/2\),
\[
2=1+\frac4\pi\left(1-\frac13+\frac15-\cdots\right),
\]
so
\[
\frac\pi4=1-\frac13+\frac15-\frac17+\cdots.
\]
Question 3 · Linear systems and exact equations
(a) For \(X'=AX\), where
\[
A=\begin{pmatrix}2&-5\\1&-2\end{pmatrix},
\]
find the eigenvalues and eigenvectors, write a real general solution,
classify the origin and describe the large-time behaviour.
**(8 marks)**
(b) Add the forcing \(F(t)=(e^t,3)^T\). Choose a justified ansatz for
a particular solution, account for possible resonance, and state the
complete solution. **(5 marks)**
(c) Rewrite
\[
2x^2y\,dx+(x^3+3xy^2)\,dy=0
\]
as an exactness problem on a suitable domain. Test exactness
explicitly; if it fails, seek an integrating factor \(x^my^n\),
determine \(m,n\), and describe how the potential function is
recovered. **(7 marks)**
**[Total: 20 marks]**
Worked solution and marking guidance
**(a)** The characteristic polynomial is
\(\lambda^2+1\), so \(\lambda=\pm i\). For \(\lambda=i\), one may
take \(v=(2+i,1)^T\); the conjugate is an eigenvector for \(-i\).
Equivalently \(A^2=-I\), hence
\[
X_h(t)=(I\cos t+A\sin t)C,\qquad C\in\mathbb R^2.
\]
All nonzero solutions are bounded periodic closed orbits. The origin
is a neutrally stable centre; there is no convergence to or escape
from the origin as \(t\to\infty\).
**(b)** Neither 1 nor 0 is an eigenvalue, so there is no resonance.
For the \(e^t(1,0)^T\) term set \(X_{p1}=pe^t\);
\((I-A)p=(1,0)^T\) gives \(p=(3/2,1/2)^T\). For the constant forcing
set \(X_{p2}=q\); \(Aq=(0,-3)^T\) gives \(q=(-15,-6)^T\). Thus
\[
X(t)=(I\cos t+A\sin t)C+
e^t\binom{3/2}{1/2}+\binom{-15}{-6}.
\]
**(c)** Here \(M=2x^2y\), \(N=x^3+3xy^2\), and
\(M_y=2x^2\ne N_x=3x^2+3y^2\), so the form is not exact. On either
half-plane \(x>0\) or \(x<0\), multiply by \(x^my^n\). Equality of
the cross-partials forces
\[
m=-1,\qquad n=0.
\]
The resulting form is
\[
2xy\,dx+(x^2+3y^2)\,dy=0,
\]
which is exact. Integrating its first component gives
\(\Phi=x^2y+\phi(y)\); matching \(\Phi_y=x^2+3y^2\) yields
\(\phi(y)=y^3\). Hence
\[
x^2y+y^3=C.
\]
Question 4 · Bifurcation, transform and local linearisation
(a) For
\[
y'=ry-\frac{y^2}{2+y},
\]
find all fixed and singular points, determine stability on each
parameter range, draw the bifurcation diagram, and classify every
exchange of stability. **(8 marks)**
(b) The boundary-value problem
\[
u''-xu=0,\qquad u(x)\to0\quad\text{as }x\to\pm\infty,
\]
is to be treated by Fourier transform. State a transform convention,
transform both \(u''\) and \(xu\), derive the frequency-domain
first-order equation, and explain how a real inverse-integral
representation is obtained. **(6 marks)**
(c) Let
\[
F(x,y,z)=e^{xz}+xy-z-1=0
\]
define \(z\) near \((0,1,0)\). Verify the implicit-function
condition, find \(z_x,z_y\) there, and write the first-order Taylor
approximation. **(6 marks)**
**[Total: 20 marks]**
Worked solution and marking guidance
**(a)** Write
\[
F_r(y)=\frac{y(2r+(r-1)y)}{2+y}.
\]
The singular state is \(y=-2\). The equilibria are \(y_0=0\) for
all \(r\), and, when \(r\ne1\),
\[
y_*(r)=\frac{2r}{1-r}.
\]
The linearisation derivatives are
\[
F_r'(0)=r,\qquad F_r'(y_*)=r(r-1).
\]
Thus \(y=0\) is stable for \(r<0\) and unstable for \(r>0\).
The second branch is stable for \(0<r<1\) and unstable for
\(r<0\) or \(r>1\). At \(r=0\) the two finite branches cross and
exchange stability: a transcritical bifurcation. At \(r=1\) the
second branch escapes through infinity rather than meeting a finite
equilibrium. The line \(y=-2\) must be drawn as a singular barrier,
and the phase-line arrows on each side follow from the sign of
\(F_r(y)\).
**(b)** Take
\[
\widehat u(\xi)=\int_{\mathbb R}u(x)e^{-i\xi x}\,dx,\qquad
u(x)=\frac1{2\pi}\int_{\mathbb R}\widehat u(\xi)e^{i\xi x}\,d\xi.
\]
Then
\[
\mathcal F(u'')=-\xi^2\widehat u,\qquad
\mathcal F(xu)=i\widehat u',
\]
so
\[
-\xi^2\widehat u-i\widehat u'=0,\qquad
\widehat u(\xi)=C e^{i\xi^3/3}.
\]
Interpreting the inverse as the standard oscillatory integral and
pairing positive and negative frequencies gives
\[
u(x)=\frac{C}{\pi}\int_0^\infty
\cos\left(\frac{t^3}{3}+xt\right)\,dt=C\,\operatorname{Ai}(x).
\]
This is the real decaying Airy branch (up to scale).
**(c)** At \((0,1,0)\), \(F=0\) and
\[
F_x=ze^{xz}+y=1,\quad F_y=x=0,\quad
F_z=xe^{xz}-1=-1\ne0.
\]
The implicit-function theorem applies and
\[
z_x=-F_x/F_z=1,\qquad z_y=-F_y/F_z=0.
\]
Hence, near \((0,1)\),
\[
z(x,y)=x+o\!\left(\sqrt{x^2+(y-1)^2}\right).
\]