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STEP3 2009 -- Pure Mathematics

STEP3 2009 — Section A (Pure Mathematics)

Section titled “STEP3 2009 — Section A (Pure Mathematics)”

Exam: STEP3  |  Year: 2009  |  Questions: Q1—Q8  |  Total marks per question: 20

All questions are pure mathematics. Solutions and examiner commentary are included below.

QTopicDifficultyKey Techniques
1坐标几何与圆 (Coordinate Geometry and Circles)Standard相似三角形,韦达定理,根与系数的关系,对称字母替换
2微分方程与幂级数 (Differential Equations and Power Series)Standard幂级数法,比较系数,递推公式,泰勒级数识别
3函数分析 (Function Analysis)Challenging洛必达法则,泰勒展开,偶函数判定,导数符号分析,渐近线
4拉普拉斯变换 (Laplace Transforms)Standard拉普拉斯变换定义,换元积分,分部积分,逆变换
5对称多项式与递推关系 (Symmetric Polynomials and Recurrence Relations)Standard对称多项式恒等式,韦达定理,特征方程,递推关系
6复数 (Complex Numbers)Challenging欧拉公式,半角公式,因式分解公式,Ptolemy定理
7微积分 (Calculus)Challenging数学归纳法,莱布尼茨公式,乘积求导,递推关系
8积分 (Integration)Challenging极限,分部积分,递推关系,幂级数展开

Topic: 坐标几何与圆 (Coordinate Geometry and Circles)  |  Difficulty: Standard  |  Marks: 20

1 The points S,T,US, T, U and VV have coordinates (s,ms)(s, ms), (t,mt)(t, mt), (u,nu)(u, nu) and (v,nv)(v, nv), respectively. The lines SVSV and UTUT meet the line y=0y = 0 at the points with coordinates (p,0)(p, 0) and (q,0)(q, 0), respectively. Show that

p=(mn)svmsnv,p = \frac{(m - n)sv}{ms - nv} ,

and write down a similar expression for qq.

Given that SS and TT lie on the circle x2+(yc)2=r2x^2 + (y - c)^2 = r^2, find a quadratic equation satisfied by ss and by tt, and hence determine stst and s+ts + t in terms of m,cm, c and rr.

Given that S,T,US, T, U and VV lie on the above circle, show that p+q=0p + q = 0.

Hint

The result for pp can be found via calculating the equation of the line SVSV

(yms=msnvsv(xs))(y - ms = \frac{ms - nv}{s - v}(x - s)) or similar triangles. The result for qq follows from that for pp

(given in the question) by suitable interchange of letters to give

q=(mn)tumtnuq = \frac{(m - n)tu}{mt - nu}

As SS and TT lie on the circle, ss and tt are solutions of the equation

λ2+(mλc)2=r2i.e. (1+m2)λ22mcλ+(c2r2)=0\lambda^2 + (m\lambda - c)^2 = r^2 \quad \text{i.e. } (1 + m^2)\lambda^2 - 2mc\lambda + (c^2 - r^2) = 0

and so from considering sum and product of roots, st=c2r21+m2st = \frac{c^2 - r^2}{1 + m^2}, and s+t=2mc1+m2s + t = \frac{2mc}{1 + m^2}

Similarly uv=c2r21+n2uv = \frac{c^2 - r^2}{1 + n^2}, and u+v=2nc1+n2u + v = \frac{2nc}{1 + n^2} can be deduced by interchanging letters.

Substituting from the earlier results p+q=(mn)svmsnv+(mn)tumtnup + q = \frac{(m - n)sv}{ms - nv} + \frac{(m - n)tu}{mt - nu} which can

be simplified to (mn)(msnv)(mtnu)(stm(u+v)nuv(s+t))\frac{(m - n)}{(ms - nv)(mt - nu)}(stm(u + v) - nuv(s + t))

and then substituting the sum and product results yields the required result.

Model Solution

Finding pp:

The line SVSV passes through S(s,ms)S(s, ms) and V(v,nv)V(v, nv). Its gradient is

nvmsvs.\frac{nv - ms}{v - s} .

The equation of line SVSV is

yms=nvmsvs(xs).y - ms = \frac{nv - ms}{v - s}(x - s) .

Setting y=0y = 0 to find where SVSV meets the xx-axis:

ms=nvmsvs(xs)-ms = \frac{nv - ms}{v - s}(x - s)

xs=ms(vs)nvms=ms(sv)nvmsx - s = \frac{-ms(v - s)}{nv - ms} = \frac{ms(s - v)}{nv - ms}

x=s+ms(sv)nvms=s(nvms)+ms(sv)nvms=snvsms+mssmsvnvmsx = s + \frac{ms(s - v)}{nv - ms} = \frac{s(nv - ms) + ms(s - v)}{nv - ms} = \frac{snv - s \cdot ms + ms \cdot s - ms \cdot v}{nv - ms}

=snvmsvnvms=sv(nm)nvms=sv(mn)msnv.= \frac{snv - msv}{nv - ms} = \frac{sv(n - m)}{nv - ms} = \frac{sv(m - n)}{ms - nv} .

Therefore

p=(mn)svmsnv.(shown)p = \frac{(m - n)sv}{ms - nv} . \qquad \text{(shown)}

Finding qq:

By symmetry, qq is obtained from pp by interchanging sts \leftrightarrow t and vuv \leftrightarrow u (since line UTUT connects U(u,nu)U(u, nu) and T(t,mt)T(t, mt)). This gives

q=(mn)tumtnu.q = \frac{(m - n)tu}{mt - nu} .

Finding the quadratic equation:

Since S(s,ms)S(s, ms) lies on x2+(yc)2=r2x^2 + (y - c)^2 = r^2:

s2+(msc)2=r2s^2 + (ms - c)^2 = r^2

s2+m2s22mcs+c2=r2s^2 + m^2 s^2 - 2mcs + c^2 = r^2

(1+m2)s22mcs+(c2r2)=0.(1 + m^2)s^2 - 2mcs + (c^2 - r^2) = 0 .

Since T(t,mt)T(t, mt) also lies on the circle, tt satisfies the same equation. So ss and tt are roots of

(1+m2)λ22mcλ+(c2r2)=0.(1 + m^2)\lambda^2 - 2mc\lambda + (c^2 - r^2) = 0 .

By Vieta’s formulas:

s+t=2mc1+m2,st=c2r21+m2.s + t = \frac{2mc}{1 + m^2}, \qquad st = \frac{c^2 - r^2}{1 + m^2} .

Similarly, since U(u,nu)U(u, nu) and V(v,nv)V(v, nv) lie on the circle, uu and vv are roots of

(1+n2)λ22ncλ+(c2r2)=0,(1 + n^2)\lambda^2 - 2nc\lambda + (c^2 - r^2) = 0 ,

so

u+v=2nc1+n2,uv=c2r21+n2.u + v = \frac{2nc}{1 + n^2}, \qquad uv = \frac{c^2 - r^2}{1 + n^2} .

Showing p+q=0p + q = 0:

p+q=(mn)svmsnv+(mn)tumtnup + q = \frac{(m - n)sv}{ms - nv} + \frac{(m - n)tu}{mt - nu}

=(mn)[svmsnv+tumtnu]= (m - n)\left[\frac{sv}{ms - nv} + \frac{tu}{mt - nu}\right]

=(mn)sv(mtnu)+tu(msnv)(msnv)(mtnu).= (m - n) \cdot \frac{sv(mt - nu) + tu(ms - nv)}{(ms - nv)(mt - nu)} .

Expanding the numerator:

sv(mtnu)+tu(msnv)=stmvsnvu+stmutnvusv(mt - nu) + tu(ms - nv) = stm \cdot v - snv \cdot u + stm \cdot u - tnv \cdot u

Wait, let me expand carefully:

sv(mtnu)+tu(msnv)=svmtsvnu+tumstmsvuusv(mt - nu) + tu(ms - nv) = svmt - svnu + tums - tmsv \cdot \frac{u}{u}

Let me redo this. We have:

sv(mtnu)=svmtsvnusv(mt - nu) = svmt - svnu

tu(msnv)=tumstunvtu(ms - nv) = tums - tunv

Adding:

svmtsvnu+tumstunv=mt(sv+tu)nu(sv+tv)svmt - svnu + tums - tunv = mt(sv + tu) - nu(sv + tv)

Hmm, let me factor differently:

=mtsv+mstunusvnvtu= mt \cdot sv + ms \cdot tu - nu \cdot sv - nv \cdot tu

=mstu+mtsvnusvnvtu= ms \cdot tu + mt \cdot sv - nu \cdot sv - nv \cdot tu

=m(tus+svt)n(usv+vtu)= m(tu \cdot s + sv \cdot t) - n(u \cdot sv + v \cdot tu)

=mtus+mstunusvnvtu= mt \cdot us + ms \cdot tu - nu \cdot sv - nv \cdot tu

Let me try grouping by symmetric sums. The numerator is:

stmv+stmunusvnvtust \cdot mv + st \cdot mu - nu \cdot sv - nv \cdot tu

=stm(u+v)uvn(s+t).= st \cdot m(u + v) - uv \cdot n(s + t) .

Therefore:

p+q=(mn)[stm(u+v)uvn(s+t)](msnv)(mtnu).p + q = \frac{(m - n)\left[st \cdot m(u + v) - uv \cdot n(s + t)\right]}{(ms - nv)(mt - nu)} .

Substituting the expressions for s+ts + t, stst, u+vu + v, uvuv:

stm(u+v)=c2r21+m2m2nc1+n2=2mnc(c2r2)(1+m2)(1+n2)st \cdot m(u + v) = \frac{c^2 - r^2}{1 + m^2} \cdot m \cdot \frac{2nc}{1 + n^2} = \frac{2mnc(c^2 - r^2)}{(1 + m^2)(1 + n^2)}

uvn(s+t)=c2r21+n2n2mc1+m2=2mnc(c2r2)(1+m2)(1+n2)uv \cdot n(s + t) = \frac{c^2 - r^2}{1 + n^2} \cdot n \cdot \frac{2mc}{1 + m^2} = \frac{2mnc(c^2 - r^2)}{(1 + m^2)(1 + n^2)}

These are equal, so

stm(u+v)uvn(s+t)=0,st \cdot m(u + v) - uv \cdot n(s + t) = 0 ,

and hence p+q=0p + q = 0. (shown)\qquad \text{(shown)}

Examiner Notes

A popular question attempted by more than four fifths of the candidates, and scoring as well as any question, and most successfully obtained expressions for pp and qq. Quite a lot also obtained the quadratic equation and from it the sum and product of roots for ss and tt. However, a common error at this stage was to overlook the coefficient of the second degree term not being 1. For this reason, or otherwise, because they didn’t know what to do many “fell at the last hurdle”, although a good number completed the question successfully.


Topic: 微分方程与幂级数 (Differential Equations and Power Series)  |  Difficulty: Standard  |  Marks: 20

2 (i) Let y=n=0anxny = \sum_{n=0}^{\infty} a_n x^n, where the coefficients ana_n are independent of xx and are such that this series and all others in this question converge. Show that

y=n=1nanxn1,y' = \sum_{n=1}^{\infty} n a_n x^{n-1} ,

and write down a similar expression for yy''.

Write out explicitly each of the three series as far as the term containing a3a_3.

(ii) It is given that yy satisfies the differential equation

xyy+4x3y=0.xy'' - y' + 4x^3y = 0 .

By substituting the series of part (i) into the differential equation and comparing coefficients, show that a1=0a_1 = 0.

Show that, for n4n \geqslant 4,

an=4n(n2)an4,a_n = -\frac{4}{n(n - 2)} a_{n-4} ,

and that, if a0=1a_0 = 1 and a2=0a_2 = 0, then y=cos(x2)y = \cos(x^2).

Find the corresponding result when a0=0a_0 = 0 and a2=1a_2 = 1.

Hint

(i) The five required results are straightforward to write down, merely observing that initial terms in the summations are zero.

(ii) Substituting the series from (i) in the differential equation yields that

a1+3a3x2+(8a4+4a0)x3+=0-a_1 + 3a_3x^2 + (8a_4 + 4a_0)x^3 + \dots = 0, after having collected like terms.

Thus, comparing constants and x2x^2 coefficients a1=0a_1 = 0 and a3=0a_3 = 0

Comparing coefficients of xn1x^{n-1}, for n4n \ge 4, n(n1)annan+4an4=0n(n - 1)a_n - na_n + 4a_{n-4} = 0 which gives the required result upon rearrangement.

With a0=1a_0 = 1, a2=0a_2 = 0, and as a1=0a_1 = 0, and a3=0a_3 = 0, we find a4=12!a_4 = \frac{-1}{2!}, a5=0a_5 = 0, a6=0a_6 = 0,

a7=0a_7 = 0, a8=14!a_8 = \frac{1}{4!}, etc.

Thus y=112!(x2)2+14!(x2)416!(x2)6+=cos(x2)y = 1 - \frac{1}{2!}(x^2)^2 + \frac{1}{4!}(x^2)^4 - \frac{1}{6!}(x^2)^6 + \dots = \cos(x^2)

With a0=0a_0 = 0, a2=1a_2 = 1, y=(x2)13!(x2)3+15!(x2)517!(x2)7+=sin(x2)y = (x^2) - \frac{1}{3!}(x^2)^3 + \frac{1}{5!}(x^2)^5 - \frac{1}{7!}(x^2)^7 + \dots = \sin(x^2)

Model Solution

Part (i)

Given y=n=0anxny = \sum_{n=0}^{\infty} a_n x^n, we differentiate term by term:

y=n=1nanxn1.(shown)y' = \sum_{n=1}^{\infty} n a_n x^{n-1} . \qquad \text{(shown)}

The sum starts at n=1n = 1 because the n=0n = 0 term is a constant, which vanishes on differentiation. Similarly:

y=n=2n(n1)anxn2.y'' = \sum_{n=2}^{\infty} n(n-1) a_n x^{n-2} .

Writing out explicitly:

y=a0+a1x+a2x2+a3x3+y = a_0 + a_1 x + a_2 x^2 + a_3 x^3 + \cdots

y=a1+2a2x+3a3x2+4a4x3+y' = a_1 + 2a_2 x + 3a_3 x^2 + 4a_4 x^3 + \cdots

y=2a2+6a3x+12a4x2+20a5x3+y'' = 2a_2 + 6a_3 x + 12a_4 x^2 + 20a_5 x^3 + \cdots

Part (ii)

We substitute into xyy+4x3y=0xy'' - y' + 4x^3 y = 0.

First, xy=x(2a2+6a3x+12a4x2+)=2a2x+6a3x2+12a4x3+xy'' = x(2a_2 + 6a_3 x + 12a_4 x^2 + \cdots) = 2a_2 x + 6a_3 x^2 + 12a_4 x^3 + \cdots

In general, xy=n=2n(n1)anxn1xy'' = \sum_{n=2}^{\infty} n(n-1) a_n x^{n-1}.

So xyy=n=2n(n1)anxn1n=1nanxn1xy'' - y' = \sum_{n=2}^{\infty} n(n-1) a_n x^{n-1} - \sum_{n=1}^{\infty} n a_n x^{n-1}.

For n2n \geqslant 2, the coefficient of xn1x^{n-1} in xyyxy'' - y' is n(n1)annan=n(n2)ann(n-1)a_n - na_n = n(n-2)a_n.

For n=1n = 1: the coefficient of x0x^0 is a1-a_1 (only the yy' term contributes).

Therefore xyy=a1+n=2n(n2)anxn1xy'' - y' = -a_1 + \sum_{n=2}^{\infty} n(n-2) a_n x^{n-1}.

Next, 4x3y=4x3n=0anxn=n=04anxn+34x^3 y = 4x^3 \sum_{n=0}^{\infty} a_n x^n = \sum_{n=0}^{\infty} 4a_n x^{n+3}.

Setting k=n+3k = n + 3, this is k=34ak3xk\sum_{k=3}^{\infty} 4a_{k-3} x^k.

Re-indexing xyyxy'' - y' with k=n1k = n - 1 (so n=k+1n = k + 1): the sum becomes k=1(k+1)(k1)ak+1xk\sum_{k=1}^{\infty} (k+1)(k-1) a_{k+1} x^k.

So the differential equation xyy+4x3y=0xy'' - y' + 4x^3 y = 0 gives:

a1+k=1(k+1)(k1)ak+1xk+k=34ak3xk=0.-a_1 + \sum_{k=1}^{\infty} (k+1)(k-1) a_{k+1} x^k + \sum_{k=3}^{\infty} 4a_{k-3} x^k = 0 .

Comparing coefficients:

  • Constant term (x0x^0): a1=0-a_1 = 0, so a1=0a_1 = 0. (shown)\qquad \text{(shown)}

  • Coefficient of x1x^1: (2)(0)a2=0(2)(0) a_2 = 0, which is automatically satisfied.

  • Coefficient of x2x^2: (3)(1)a3=0(3)(1) a_3 = 0, so a3=0a_3 = 0.

  • Coefficient of xkx^k for k3k \geqslant 3: (k+1)(k1)ak+1+4ak3=0(k+1)(k-1) a_{k+1} + 4a_{k-3} = 0.

Setting n=k+1n = k + 1 (so n4n \geqslant 4 and k=n1k = n - 1):

n(n2)an+4an4=0n(n-2) a_n + 4a_{n-4} = 0

an=4n(n2)an4.(shown)a_n = -\frac{4}{n(n-2)} a_{n-4} . \qquad \text{(shown)}

Case a0=1a_0 = 1, a2=0a_2 = 0:

We have a1=0a_1 = 0, a3=0a_3 = 0. Using the recurrence:

a4=442a0=121=12a_4 = -\frac{4}{4 \cdot 2} a_0 = -\frac{1}{2} \cdot 1 = -\frac{1}{2}

a5=453a1=0a_5 = -\frac{4}{5 \cdot 3} a_1 = 0

a6=464a2=0a_6 = -\frac{4}{6 \cdot 4} a_2 = 0

a7=475a3=0a_7 = -\frac{4}{7 \cdot 5} a_3 = 0

a8=486a4=112(12)=124a_8 = -\frac{4}{8 \cdot 6} a_4 = -\frac{1}{12} \cdot \left(-\frac{1}{2}\right) = \frac{1}{24}

a12=41210a8=130124=1720a_{12} = -\frac{4}{12 \cdot 10} a_8 = -\frac{1}{30} \cdot \frac{1}{24} = -\frac{1}{720}

So only a0,a4,a8,a12,a_0, a_4, a_8, a_{12}, \ldots are nonzero. In general, a4k=(1)k(2k)!a_{4k} = \frac{(-1)^k}{(2k)!} (verified: a0=1=10!a_0 = 1 = \frac{1}{0!}, a4=12=12!a_4 = -\frac{1}{2} = \frac{-1}{2!}, a8=124=14!a_8 = \frac{1}{24} = \frac{1}{4!}).

Therefore:

y=k=0(1)k(2k)!x4k=k=0(1)k(2k)!(x2)2k=cos(x2).(shown)y = \sum_{k=0}^{\infty} \frac{(-1)^k}{(2k)!} x^{4k} = \sum_{k=0}^{\infty} \frac{(-1)^k}{(2k)!} (x^2)^{2k} = \cos(x^2) . \qquad \text{(shown)}

Case a0=0a_0 = 0, a2=1a_2 = 1:

We have a1=0a_1 = 0, a3=0a_3 = 0. Using the recurrence:

a6=464a2=16a_6 = -\frac{4}{6 \cdot 4} a_2 = -\frac{1}{6}

a10=4108a6=120(16)=1120a_{10} = -\frac{4}{10 \cdot 8} a_6 = -\frac{1}{20} \cdot \left(-\frac{1}{6}\right) = \frac{1}{120}

So only a2,a6,a10,a_2, a_6, a_{10}, \ldots are nonzero. In general, a4k+2=(1)k(2k+1)!a_{4k+2} = \frac{(-1)^k}{(2k+1)!} (verified: a2=1=11!a_2 = 1 = \frac{1}{1!}, a6=16=13!a_6 = -\frac{1}{6} = \frac{-1}{3!}, a10=1120=15!a_{10} = \frac{1}{120} = \frac{1}{5!}).

Therefore:

y=k=0(1)k(2k+1)!x4k+2=x2k=0(1)k(2k+1)!(x2)2k=sin(x2).y = \sum_{k=0}^{\infty} \frac{(-1)^k}{(2k+1)!} x^{4k+2} = x^2 \sum_{k=0}^{\infty} \frac{(-1)^k}{(2k+1)!} (x^2)^{2k} = \sin(x^2) .

Examiner Notes

This was similar to question 1 in popularity and success. Virtually all got part (i) correct, and many used the series correctly to obtain the value for a1a_1. Quite a few completed the question, although frequently candidates dropped 2 marks through not looking at terms properly.


Topic: 函数分析 (Function Analysis)  |  Difficulty: Challenging  |  Marks: 20

3 The function f(t)f(t) is defined, for t0t \neq 0, by

f(t)=tet1.f(t) = \frac{t}{e^t - 1} .

(i) By expanding ete^t, show that limt0f(t)=1\lim_{t \to 0} f(t) = 1. Find f(t)f'(t) and evaluate limt0f(t)\lim_{t \to 0} f'(t).

(ii) Show that f(t)+12tf(t) + \frac{1}{2}t is an even function. [Note: A function g(t)g(t) is said to be even if g(t)g(t)g(t) \equiv g(-t).]

(iii) Show with the aid of a sketch that et(1t)1e^t(1 - t) \leqslant 1 and deduce that f(t)0f'(t) \neq 0 for t0t \neq 0.

Sketch the graph of f(t)f(t).

Hint

(i) Substituting the power series and tidying up the algebra yields

f(t)=1(1+t2!+) and so limt0f(t)=1.f(t) = \frac{1}{\left( 1 + \frac{t}{2!} + \dots \right)} \text{ and so } \lim_{t \to 0} f(t) = 1.

Similarly, f(t)=(et1)tet(et1)2=12t(12!13!)(1+t2!+)2f'(t) = \frac{(e^t - 1) - te^t}{(e^t - 1)^2} = \frac{-\frac{1}{2} - t \left( \frac{1}{2!} - \frac{1}{3!} \right) - \dots}{\left( 1 + \frac{t}{2!} + \dots \right)^2} and so limt0f(t)=12\lim_{t \to 0} f'(t) = \frac{-1}{2}

(Alternatively, this can be obtained by de l’Hopital.)

(ii) If we let g(t)=f(t)+12tg(t) = f(t) + \frac{1}{2}t, then simplifying the algebra gives

g(t)=t(et+1)2(et1)g(t) = \frac{t(e^t + 1)}{2(e^t - 1)}

after which it is can be shown by substituting t-t for tt that g(t)g(-t) is the same expression.

(iii) If we let h(t)=et(1t)h(t) = e^t(1 - t), and find its stationary point, sketching the graph gives

Hence et(1t)1e^t(1 - t) \leq 1 and so et(1t)10e^t(1 - t) - 1 \leq 0. (Alternatively, a sketch with ete^t and 11t\frac{1}{1-t} will yield the result.)

Thus f(t)=(1t)et1(et1)20f'(t) = \frac{(1-t)e^t - 1}{(e^t - 1)^2} \leq 0, with equality only possible for t=0t = 0, but we know

limt0f(t)=12\lim_{t \to 0} f'(t) = \frac{-1}{2} and so, in fact, f(t)f(t) is always decreasing i.e. has no turning points.

Considering the graph of g(t)=f(t)+12tg(t) = f(t) + \frac{1}{2}t. It passes through (0,1)(0,1), is symmetrical and approaches y=12ty = \frac{1}{2}t as tt \to \infty and thus is

Therefore the graph of f(t)=g(t)12tf(t) = g(t) - \frac{1}{2}t also passes through (0,1)(0,1), and has asymptotes y=0y = 0 and y=ty = -t and thus is

Model Solution

Part (i)

We expand et=1+t+t22!+t33!+e^t = 1 + t + \frac{t^2}{2!} + \frac{t^3}{3!} + \cdots, so

et1=t+t22!+t33!+=t(1+t2!+t23!+).e^t - 1 = t + \frac{t^2}{2!} + \frac{t^3}{3!} + \cdots = t\left(1 + \frac{t}{2!} + \frac{t^2}{3!} + \cdots\right) .

Therefore

f(t)=tet1=tt(1+t2!+t23!+)=11+t2!+t23!+.f(t) = \frac{t}{e^t - 1} = \frac{t}{t\left(1 + \frac{t}{2!} + \frac{t^2}{3!} + \cdots\right)} = \frac{1}{1 + \frac{t}{2!} + \frac{t^2}{3!} + \cdots} .

As t0t \to 0, the denominator tends to 11, so

limt0f(t)=1.(shown)\lim_{t \to 0} f(t) = 1 . \qquad \text{(shown)}

Now we find f(t)f'(t) using the quotient rule:

f(t)=(et1)1tet(et1)2=et1tet(et1)2=(1t)et1(et1)2.f'(t) = \frac{(e^t - 1) \cdot 1 - t \cdot e^t}{(e^t - 1)^2} = \frac{e^t - 1 - te^t}{(e^t - 1)^2} = \frac{(1 - t)e^t - 1}{(e^t - 1)^2} .

To evaluate limt0f(t)\lim_{t \to 0} f'(t), we substitute the power series. The numerator is

(1t)et1=(1t)(1+t+t22!+)1(1 - t)e^t - 1 = (1 - t)\left(1 + t + \frac{t^2}{2!} + \cdots\right) - 1

=1+t+t22!+tt2t32!1= 1 + t + \frac{t^2}{2!} + \cdots - t - t^2 - \frac{t^3}{2!} - \cdots - 1

=t22t33= -\frac{t^2}{2} - \frac{t^3}{3} - \cdots

and the denominator is

(et1)2=(t+t22!+)2=t2+t3+(e^t - 1)^2 = \left(t + \frac{t^2}{2!} + \cdots\right)^2 = t^2 + t^3 + \cdots

Dividing numerator and denominator by t2t^2:

f(t)=12t31+t+.f'(t) = \frac{-\frac{1}{2} - \frac{t}{3} - \cdots}{1 + t + \cdots} .

As t0t \to 0, this tends to 12-\frac{1}{2}, so

limt0f(t)=12.\lim_{t \to 0} f'(t) = -\frac{1}{2} .

Part (ii)

Let g(t)=f(t)+12tg(t) = f(t) + \frac{1}{2}t. We compute:

g(t)=tet1+t2=2t+t(et1)2(et1)=2t+tett2(et1)=t(et+1)2(et1).g(t) = \frac{t}{e^t - 1} + \frac{t}{2} = \frac{2t + t(e^t - 1)}{2(e^t - 1)} = \frac{2t + te^t - t}{2(e^t - 1)} = \frac{t(e^t + 1)}{2(e^t - 1)} .

Now we evaluate g(t)g(-t):

g(t)=(t)(et+1)2(et1).g(-t) = \frac{(-t)(e^{-t} + 1)}{2(e^{-t} - 1)} .

Multiplying numerator and denominator by ete^t:

g(t)=(t)(1+et)2(1et)=(t)(et+1)(2(et1))=t(et+1)2(et1)=g(t).g(-t) = \frac{(-t)(1 + e^t)}{2(1 - e^t)} = \frac{(-t)(e^t + 1)}{-(2(e^t - 1))} = \frac{t(e^t + 1)}{2(e^t - 1)} = g(t) .

Since g(t)=g(t)g(-t) = g(t) for all t0t \neq 0, the function g(t)=f(t)+12tg(t) = f(t) + \frac{1}{2}t is even. (shown)\qquad \text{(shown)}

Part (iii)

Let h(t)=et(1t)h(t) = e^t(1 - t). Then

h(t)=et(1t)+et(1)=tet.h'(t) = e^t(1 - t) + e^t(-1) = -te^t .

Since et>0e^t > 0 for all tt:

  • For t>0t > 0: h(t)<0h'(t) < 0, so hh is decreasing.
  • For t<0t < 0: h(t)>0h'(t) > 0, so hh is increasing.
  • At t=0t = 0: h(0)=0h'(0) = 0, so t=0t = 0 is a stationary point (in fact a global maximum).

Therefore h(t)h(0)=e0(10)=1h(t) \leqslant h(0) = e^0(1 - 0) = 1 for all tt, with equality only at t=0t = 0:

et(1t)1for all t.(shown)e^t(1 - t) \leqslant 1 \qquad \text{for all } t . \qquad \text{(shown)}

From part (i), we have

f(t)=(1t)et1(et1)2.f'(t) = \frac{(1 - t)e^t - 1}{(e^t - 1)^2} .

Since (1t)et1(1 - t)e^t \leqslant 1, the numerator satisfies (1t)et10(1 - t)e^t - 1 \leqslant 0 for all tt. The denominator (et1)2>0(e^t - 1)^2 > 0 for all t0t \neq 0. Therefore f(t)0f'(t) \leqslant 0 for t0t \neq 0.

Equality f(t)=0f'(t) = 0 would require (1t)et=1(1 - t)e^t = 1, which holds only at t=0t = 0. Since t0t \neq 0, we conclude

f(t)0 for t0.(shown)f'(t) \neq 0 \text{ for } t \neq 0 . \qquad \text{(shown)}

In fact, f(t)<0f'(t) < 0 for all t0t \neq 0, so ff is strictly decreasing on (,0)(-\infty, 0) and on (0,)(0, \infty).

Sketch of f(t)f(t):

From part (i): f(0)=1f(0) = 1 and f(0)=12f'(0) = -\frac{1}{2} (the function has a removable singularity at t=0t = 0).

From part (ii): f(t)=g(t)12tf(t) = g(t) - \frac{1}{2}t where gg is even.

As t+t \to +\infty: f(t)=tet10+f(t) = \frac{t}{e^t - 1} \to 0^+ (the exponential dominates).

As tt \to -\infty: f(t)=tet1t1=t+f(t) = \frac{t}{e^t - 1} \approx \frac{t}{-1} = -t \to +\infty, so f(t)tf(t) \sim -t is an asymptote.

The graph passes through (0,1)(0, 1), is strictly decreasing, approaches 00 from above as t+t \to +\infty, and approaches the line y=ty = -t as tt \to -\infty.

Examiner Notes

Though slightly more popular than the first 2 questions, the attempts scored marginally less well. Candidates began well, though the limit of f(t)f'(t) was not well done. The even function in (ii) was usually correctly justified. Part (iii) was frequently not quite correctly justified, though some did so by sketching y=et2y = e^{-t^2} and y=112t2y = 1 - \frac{1}{2}t^2. The sketch of f(t)f(t) often had the wrong gradient as it approached the y axis, and asymptotes were frequently not identified.


Topic: 拉普拉斯变换 (Laplace Transforms)  |  Difficulty: Standard  |  Marks: 20

4 For any given (suitable) function ff, the Laplace transform of ff is the function FF defined by

F(s)=0estf(t)dt(s>0).F(s) = \int_0^\infty e^{-st} f(t) dt \quad (s > 0) .

(i) Show that the Laplace transform of ebtf(t)e^{-bt} f(t), where b>0b > 0, is F(s+b)F(s + b).

(ii) Show that the Laplace transform of f(at)f(at), where a>0a > 0, is a1F(sa)a^{-1} F(\frac{s}{a}).

(iii) Show that the Laplace transform of f(t)f'(t) is sF(s)f(0)sF(s) - f(0).

(iv) In the case f(t)=sintf(t) = \sin t, show that F(s)=1s2+1F(s) = \frac{1}{s^2 + 1}.

Using only these four results, find the Laplace transform of eptcosqte^{-pt} \cos qt, where p>0p > 0 and q>0q > 0.

Hint

(i) Substituting into the definition yields the Laplace transform as 0estebtf(t)dt=0et(s+b)f(t)dt=F(s+b)\int_{0}^{\infty} e^{-st} e^{-bt} f(t) dt = \int_{0}^{\infty} e^{-t(s+b)} f(t) dt = F(s+b)

(ii) Similarly, a change of variable in the integral using u=atu = at yields the result.

(iii) Integrating by parts yields this answer.

(iv) A repeated integration by parts obtains F(s)=1s2F(s)F(s) = 1 - s^2 F(s) which leads to the stated result.

Using the results obtained in the question, the transform of cosqt\cos qt is

q1(s/qs2/q2+1)=ss2+q2,and so the transform of eptcosqt is (s+p)(s+p)2+q2q^{-1}\left(\frac{s/q}{s^2/q^2+1}\right) = \frac{s}{s^2+q^2}, \text{and so the transform of } e^{-pt} \cos qt \text{ is } \frac{(s+p)}{(s+p)^2+q^2}

Model Solution

Part (i)

The Laplace transform of ebtf(t)e^{-bt}f(t) is

0estebtf(t)dt=0e(s+b)tf(t)dt=F(s+b).(shown)\int_0^\infty e^{-st} \cdot e^{-bt} f(t) \, dt = \int_0^\infty e^{-(s+b)t} f(t) \, dt = F(s + b) . \qquad \text{(shown)}

Part (ii)

The Laplace transform of f(at)f(at) is

0estf(at)dt.\int_0^\infty e^{-st} f(at) \, dt .

Let u=atu = at, so t=uat = \frac{u}{a} and dt=duadt = \frac{du}{a}. When t=0t = 0, u=0u = 0; when tt \to \infty, uu \to \infty (since a>0a > 0). Substituting:

0esu/af(u)dua=1a0e(s/a)uf(u)du=1aF ⁣(sa).(shown)\int_0^\infty e^{-s \cdot u/a} f(u) \cdot \frac{du}{a} = \frac{1}{a} \int_0^\infty e^{-(s/a)u} f(u) \, du = \frac{1}{a} F\!\left(\frac{s}{a}\right) . \qquad \text{(shown)}

Part (iii)

The Laplace transform of f(t)f'(t) is

0estf(t)dt.\int_0^\infty e^{-st} f'(t) \, dt .

We integrate by parts with u=estu = e^{-st} and dv=f(t)dtdv = f'(t)\,dt, so du=sestdtdu = -se^{-st}\,dt and v=f(t)v = f(t):

0estf(t)dt=[estf(t)]00(s)estf(t)dt.\int_0^\infty e^{-st} f'(t) \, dt = \left[ e^{-st} f(t) \right]_0^\infty - \int_0^\infty (-s)e^{-st} f(t) \, dt .

For the boundary term: as tt \to \infty, estf(t)0e^{-st} f(t) \to 0 (since the Laplace transform is assumed to converge, meaning f(t)f(t) grows no faster than exponentially, and este^{-st} decays for s>0s > 0). At t=0t = 0: e0f(0)=f(0)e^0 f(0) = f(0). Therefore

[estf(t)]0=0f(0)=f(0).\left[ e^{-st} f(t) \right]_0^\infty = 0 - f(0) = -f(0) .

Hence

0estf(t)dt=f(0)+s0estf(t)dt=sF(s)f(0).(shown)\int_0^\infty e^{-st} f'(t) \, dt = -f(0) + s \int_0^\infty e^{-st} f(t) \, dt = sF(s) - f(0) . \qquad \text{(shown)}

Part (iv)

Let f(t)=sintf(t) = \sin t, so f(t)=costf'(t) = \cos t and f(0)=sin0=0f(0) = \sin 0 = 0. Let F(s)F(s) denote the Laplace transform of sint\sin t, and let G(s)G(s) denote the Laplace transform of cost\cos t.

From part (iii), the Laplace transform of f(t)=costf'(t) = \cos t is sF(s)f(0)=sF(s)sF(s) - f(0) = sF(s). Therefore

G(s)=sF(s).()G(s) = sF(s) . \qquad (*)

Now apply part (iii) again to f(t)=costf(t) = \cos t (so f(t)=sintf'(t) = -\sin t and f(0)=cos0=1f(0) = \cos 0 = 1): the Laplace transform of sint-\sin t is sG(s)1sG(s) - 1, i.e.

F(s)=sG(s)1.()-F(s) = sG(s) - 1 . \qquad (**)

Substituting ()(*) into ()(**):

F(s)=ssF(s)1=s2F(s)1.-F(s) = s \cdot sF(s) - 1 = s^2 F(s) - 1 .

Rearranging:

F(s)+s2F(s)=1F(s) + s^2 F(s) = 1

F(s)(s2+1)=1F(s)(s^2 + 1) = 1

F(s)=1s2+1.(shown)F(s) = \frac{1}{s^2 + 1} . \qquad \text{(shown)}

Finding the Laplace transform of eptcosqte^{-pt}\cos qt:

Step 1. From ()(*), G(s)=sF(s)=ss2+1G(s) = sF(s) = \frac{s}{s^2 + 1}, so the Laplace transform of cost\cos t is ss2+1\frac{s}{s^2 + 1}.

Step 2. Apply part (ii) with a=qa = q to find the Laplace transform of cosqt\cos qt: this is

1qG ⁣(sq)=1qs/q(s/q)2+1=1qs/qs2/q2+1=1qs/qq2s2+q2=ss2+q2.\frac{1}{q} G\!\left(\frac{s}{q}\right) = \frac{1}{q} \cdot \frac{s/q}{(s/q)^2 + 1} = \frac{1}{q} \cdot \frac{s/q}{s^2/q^2 + 1} = \frac{1}{q} \cdot \frac{s/q \cdot q^2}{s^2 + q^2} = \frac{s}{s^2 + q^2} .

Step 3. Apply part (i) with b=pb = p to find the Laplace transform of eptcosqte^{-pt}\cos qt: replace ss by s+ps + p:

L{eptcosqt}=s+p(s+p)2+q2.\mathcal{L}\{e^{-pt}\cos qt\} = \frac{s + p}{(s + p)^2 + q^2} .

Examiner Notes

About half the candidates attempted this, with similar levels of success to question 3. Parts (i) and (iii) caused few problems though part (ii) did. There were some errors in part (iv), but it was the last part using the four results that usually went wrong.


Topic: 对称多项式与递推关系 (Symmetric Polynomials and Recurrence Relations)  |  Difficulty: Standard  |  Marks: 20

5 The numbers x,yx, y and zz satisfy

x+y+z=1x2+y2+z2=2x3+y3+z3=3.\begin{aligned} x + y + z &= 1 \\ x^2 + y^2 + z^2 &= 2 \\ x^3 + y^3 + z^3 &= 3 \, . \end{aligned}

Show that

yz+zx+xy=12.yz + zx + xy = -\frac{1}{2} \, .

Show also that x2y+x2z+y2z+y2x+z2x+z2y=1x^2y + x^2z + y^2z + y^2x + z^2x + z^2y = -1 , and hence that

xyz=16.xyz = \frac{1}{6} \, .

Let Sn=xn+yn+znS_n = x^n + y^n + z^n . Use the above results to find numbers a,ba, b and cc such that the relation

Sn+1=aSn+bSn1+cSn2,S_{n+1} = aS_n + bS_{n-1} + cS_{n-2} \, ,

holds for all nn.

Hint

The first result may be obtained by considering

(x+y+z)2(x2+y2+z2)=2(yz+zx+xy)(x+y+z)^2 - (x^2+y^2+z^2) = 2(yz+zx+xy) the second by (x2+y2+z2)(x+y+z)=x3+y3+z3+(x2y+x2z+y2z+y2z+z2x+z2y)(x^2+y^2+z^2)(x+y+z) = x^3+y^3+z^3 + (x^2y+x^2z+y^2z+y^2z+z^2x+z^2y) and the third by (x+y+z)3=(x3+y3+z3)+3(x2y+x2z+y2z+y2z+z2x+z2y)+6xyz(x+y+z)^3 = (x^3+y^3+z^3) + 3(x^2y+x^2z+y^2z+y^2z+z^2x+z^2y) + 6xyz

Considering sums and products of roots, we can deduce that xx satisfies the cubic equation x3x212x16=0x^3 - x^2 - \frac{1}{2}x - \frac{1}{6} = 0, as do yy and zz by symmetry. Multiplying by xn2x^{n-2}, xn+1=xn+12xn1+16xn2x^{n+1} = x^n + \frac{1}{2}x^{n-1} + \frac{1}{6}x^{n-2}, with similar results for yy and zz. Summing these yields

Sn+1=Sn+12Sn1+16Sn2S_{n+1} = S_n + \frac{1}{2}S_{n-1} + \frac{1}{6}S_{n-2}

Alternatively, xn+1+yn+1+zn+1=(x+y+z)(xn+yn+zn)(xyn+xzn+yxn+yzn+zxn+zyn)x^{n+1} + y^{n+1} + z^{n+1} = (x+y+z)(x^n+y^n+z^n) - (xy^n+xz^n+yx^n+yz^n+zx^n+zy^n) =1.Sn(xy+yz+zx)(xn1+yn1+zn1)+xyz(xn2+yn2+zn2)= 1.S_n - (xy+yz+zx)(x^{n-1}+y^{n-1}+z^{n-1}) + xyz(x^{n-2}+y^{n-2}+z^{n-2}) to give the result.

Model Solution

Showing yz+zx+xy=12yz + zx + xy = -\frac{1}{2}:

We use the identity

(x+y+z)2=x2+y2+z2+2(xy+yz+zx).(x + y + z)^2 = x^2 + y^2 + z^2 + 2(xy + yz + zx) .

Substituting the given values:

12=2+2(xy+yz+zx)1^2 = 2 + 2(xy + yz + zx)

1=2+2(xy+yz+zx)1 = 2 + 2(xy + yz + zx)

xy+yz+zx=12.(shown)xy + yz + zx = -\frac{1}{2} . \qquad \text{(shown)}

Showing x2y+x2z+y2z+y2x+z2x+z2y=1x^2y + x^2z + y^2z + y^2x + z^2x + z^2y = -1:

We use the identity

(x2+y2+z2)(x+y+z)=x3+y3+z3+(x2y+x2z+y2x+y2z+z2x+z2y).(x^2 + y^2 + z^2)(x + y + z) = x^3 + y^3 + z^3 + (x^2y + x^2z + y^2x + y^2z + z^2x + z^2y) .

Substituting the given values:

21=3+(x2y+x2z+y2x+y2z+z2x+z2y)2 \cdot 1 = 3 + (x^2y + x^2z + y^2x + y^2z + z^2x + z^2y)

x2y+x2z+y2x+y2z+z2x+z2y=1.(shown)x^2y + x^2z + y^2x + y^2z + z^2x + z^2y = -1 . \qquad \text{(shown)}

Showing xyz=16xyz = \frac{1}{6}:

We use the identity

(x+y+z)3=x3+y3+z3+3(x2y+x2z+y2x+y2z+z2x+z2y)+6xyz.(x + y + z)^3 = x^3 + y^3 + z^3 + 3(x^2y + x^2z + y^2x + y^2z + z^2x + z^2y) + 6xyz .

Substituting the known values:

13=3+3(1)+6xyz1^3 = 3 + 3(-1) + 6xyz

1=33+6xyz1 = 3 - 3 + 6xyz

xyz=16.(shown)xyz = \frac{1}{6} . \qquad \text{(shown)}

Finding the recurrence relation for SnS_n:

By Vieta’s formulas, xx, yy and zz are roots of the cubic

λ3(x+y+z)λ2+(xy+yz+zx)λxyz=0\lambda^3 - (x+y+z)\lambda^2 + (xy+yz+zx)\lambda - xyz = 0

λ3λ212λ16=0.\lambda^3 - \lambda^2 - \frac{1}{2}\lambda - \frac{1}{6} = 0 .

Since xx satisfies this equation:

x3=x2+12x+16.x^3 = x^2 + \frac{1}{2}x + \frac{1}{6} .

Multiplying both sides by xn2x^{n-2} (for n2n \geqslant 2):

xn+1=xn+12xn1+16xn2.x^{n+1} = x^n + \frac{1}{2}x^{n-1} + \frac{1}{6}x^{n-2} .

Similarly for yy and zz:

yn+1=yn+12yn1+16yn2y^{n+1} = y^n + \frac{1}{2}y^{n-1} + \frac{1}{6}y^{n-2}

zn+1=zn+12zn1+16zn2z^{n+1} = z^n + \frac{1}{2}z^{n-1} + \frac{1}{6}z^{n-2}

Adding the three equations:

Sn+1=Sn+12Sn1+16Sn2.S_{n+1} = S_n + \frac{1}{2}S_{n-1} + \frac{1}{6}S_{n-2} .

Therefore a=1a = 1, b=12b = \frac{1}{2}, c=16c = \frac{1}{6}.

Examiner Notes

This was the most popular question, with a few more attempts than question 3, but with a level of success matching the first two questions. Many showed the first two results correctly, and quite a few the third one. The last part tripped up many candidates, though the most successful used the first approach in the mark scheme. A number of candidates understood “independent of nn” in the question to be given information, and attempted to find aa, bb, and cc by solving three simultaneous equations for specific values of nn. However, there were commonly errors in the values of the SnS_n used. An efficient alternative solution is given in the mark scheme.


Topic: 复数 (Complex Numbers)  |  Difficulty: Challenging  |  Marks: 20

6 Show that eiβeiα=2sin12(βα)|e^{i\beta} - e^{i\alpha}| = 2 \sin \frac{1}{2}(\beta - \alpha) for 0<α<β<2π0 < \alpha < \beta < 2\pi . Hence show that

eiαeiβ eiγeiδ+eiβeiγ eiαeiδ=eiαeiγ eiβeiδ,|e^{i\alpha} - e^{i\beta}| \ |e^{i\gamma} - e^{i\delta}| + |e^{i\beta} - e^{i\gamma}| \ |e^{i\alpha} - e^{i\delta}| = |e^{i\alpha} - e^{i\gamma}| \ |e^{i\beta} - e^{i\delta}| \, ,

where 0<α<β<γ<δ<2π0 < \alpha < \beta < \gamma < \delta < 2\pi.

Interpret this result as a theorem about cyclic quadrilaterals.

Hint
  1. Using Euler, eiβeiα=(cosβcosα)+i(sinβsinα)e^{i\beta} - e^{i\alpha} = (\cos\beta - \cos\alpha) + i(\sin\beta - \sin\alpha) and so eiβeiα2=(cosβcosα)2+(sinβsinα)2|e^{i\beta} - e^{i\alpha}|^2 = (\cos\beta - \cos\alpha)^2 + (\sin\beta - \sin\alpha)^2

which can be expanded, and then using Pythagoras, compound and half angle formulae this becomes

4sin212(βα)4\sin^2 \frac{1}{2}(\beta - \alpha)

eiβeiα=2sin12(βα) as both expressions are positive.|e^{i\beta} - e^{i\alpha}| = 2\sin \frac{1}{2}(\beta - \alpha) \text{ as both expressions are positive.}

Alternative methods employ the factor formulae.

eiαeiβeiγeiδ+eiβeiγeiαeiδ|e^{i\alpha} - e^{i\beta}||e^{i\gamma} - e^{i\delta}| + |e^{i\beta} - e^{i\gamma}||e^{i\alpha} - e^{i\delta}| =2sin(12(αβ))2sin(12(γδ))+2sin(12(βγ))2sin(12(αδ))= 2\sin\left(\frac{1}{2}(\alpha - \beta)\right)2\sin\left(\frac{1}{2}(\gamma - \delta)\right) + 2\sin\left(\frac{1}{2}(\beta - \gamma)\right)2\sin\left(\frac{1}{2}(\alpha - \delta)\right) which by use of the factor formulae and cancelling terms may be written 2(cos(12(αβγ+δ))cos(12(βγ+αδ)))2\left(\cos\left(\frac{1}{2}(\alpha - \beta - \gamma + \delta)\right) - \cos\left(\frac{1}{2}(\beta - \gamma + \alpha - \delta)\right)\right)

and then again by factor formulae,

2sin(12(αγ))2sin(12(βδ))2 \sin \left( \frac{1}{2} (\alpha - \gamma) \right) 2 \sin \left( \frac{1}{2} (\beta - \delta) \right)

which is

eiαeiγeiβeiδ as required.|e^{i\alpha} - e^{i\gamma}| |e^{i\beta} - e^{i\delta}| \text{ as required.}

Thus, the product of the diagonals of a cyclic quadrilateral is equal to the sum of the products of the opposite pairs of sides (Ptolemy’s Theorem).

Model Solution

Showing eiβeiα=2sin12(βα)|e^{i\beta} - e^{i\alpha}| = 2\sin\frac{1}{2}(\beta - \alpha):

Using Euler’s formula:

eiβeiα2=(cosβcosα)2+(sinβsinα)2|e^{i\beta} - e^{i\alpha}|^2 = (\cos\beta - \cos\alpha)^2 + (\sin\beta - \sin\alpha)^2

=cos2β2cosαcosβ+cos2α+sin2β2sinαsinβ+sin2α= \cos^2\beta - 2\cos\alpha\cos\beta + \cos^2\alpha + \sin^2\beta - 2\sin\alpha\sin\beta + \sin^2\alpha

=22(cosαcosβ+sinαsinβ)= 2 - 2(\cos\alpha\cos\beta + \sin\alpha\sin\beta)

=22cos(βα).= 2 - 2\cos(\beta - \alpha) .

Using the identity 1cosθ=2sin2θ21 - \cos\theta = 2\sin^2\frac{\theta}{2}:

eiβeiα2=22sin2βα2=4sin2βα2.|e^{i\beta} - e^{i\alpha}|^2 = 2 \cdot 2\sin^2\frac{\beta - \alpha}{2} = 4\sin^2\frac{\beta - \alpha}{2} .

Since 0<α<β<2π0 < \alpha < \beta < 2\pi, we have 0<βα2<π0 < \frac{\beta - \alpha}{2} < \pi, so sinβα2>0\sin\frac{\beta - \alpha}{2} > 0. Therefore

eiβeiα=2sinβα2.(shown)|e^{i\beta} - e^{i\alpha}| = 2\sin\frac{\beta - \alpha}{2} . \qquad \text{(shown)}

Proving the identity:

We need to show

eiαeiβeiγeiδ+eiβeiγeiαeiδ=eiαeiγeiβeiδ.|e^{i\alpha} - e^{i\beta}| \cdot |e^{i\gamma} - e^{i\delta}| + |e^{i\beta} - e^{i\gamma}| \cdot |e^{i\alpha} - e^{i\delta}| = |e^{i\alpha} - e^{i\gamma}| \cdot |e^{i\beta} - e^{i\delta}| .

Using the result above, each modulus can be written as a sine:

eiαeiβ=2sinβα2,eiγeiδ=2sinδγ2|e^{i\alpha} - e^{i\beta}| = 2\sin\frac{\beta - \alpha}{2}, \quad |e^{i\gamma} - e^{i\delta}| = 2\sin\frac{\delta - \gamma}{2}

eiβeiγ=2sinγβ2,eiαeiδ=2sinδα2|e^{i\beta} - e^{i\gamma}| = 2\sin\frac{\gamma - \beta}{2}, \quad |e^{i\alpha} - e^{i\delta}| = 2\sin\frac{\delta - \alpha}{2}

eiαeiγ=2sinγα2,eiβeiδ=2sinδβ2|e^{i\alpha} - e^{i\gamma}| = 2\sin\frac{\gamma - \alpha}{2}, \quad |e^{i\beta} - e^{i\delta}| = 2\sin\frac{\delta - \beta}{2}

So we need to prove:

4sinβα2sinδγ2+4sinγβ2sinδα2=4sinγα2sinδβ2.4\sin\frac{\beta - \alpha}{2}\sin\frac{\delta - \gamma}{2} + 4\sin\frac{\gamma - \beta}{2}\sin\frac{\delta - \alpha}{2} = 4\sin\frac{\gamma - \alpha}{2}\sin\frac{\delta - \beta}{2} .

Dividing by 4, we need:

sinβα2sinδγ2+sinγβ2sinδα2=sinγα2sinδβ2.()\sin\frac{\beta - \alpha}{2}\sin\frac{\delta - \gamma}{2} + \sin\frac{\gamma - \beta}{2}\sin\frac{\delta - \alpha}{2} = \sin\frac{\gamma - \alpha}{2}\sin\frac{\delta - \beta}{2} . \qquad (\dagger)

We use the product-to-sum formula sinAsinB=12[cos(AB)cos(A+B)]\sin A \sin B = \frac{1}{2}[\cos(A - B) - \cos(A + B)].

Let A=βα2A = \frac{\beta - \alpha}{2} and B=δγ2B = \frac{\delta - \gamma}{2}. Then:

sinAsinB=12[cos(βαδ+γ2)cos(βα+δγ2)].\sin A \sin B = \frac{1}{2}\left[\cos\left(\frac{\beta - \alpha - \delta + \gamma}{2}\right) - \cos\left(\frac{\beta - \alpha + \delta - \gamma}{2}\right)\right] .

Let C=γβ2C = \frac{\gamma - \beta}{2} and D=δα2D = \frac{\delta - \alpha}{2}. Then:

sinCsinD=12[cos(γβδ+α2)cos(γβ+δα2)].\sin C \sin D = \frac{1}{2}\left[\cos\left(\frac{\gamma - \beta - \delta + \alpha}{2}\right) - \cos\left(\frac{\gamma - \beta + \delta - \alpha}{2}\right)\right] .

Notice that AB=βαδ+γ2A - B = \frac{\beta - \alpha - \delta + \gamma}{2} and CD=γβδ+α2C - D = \frac{\gamma - \beta - \delta + \alpha}{2}, so cos(AB)=cos(DC)\cos(A - B) = \cos(D - C) and cos(CD)=cos(DC)\cos(C - D) = \cos(D - C). These terms are equal.

Also A+B=βα+δγ2A + B = \frac{\beta - \alpha + \delta - \gamma}{2} and C+D=γβ+δα2C + D = \frac{\gamma - \beta + \delta - \alpha}{2}, so A+B+C+D=δαA + B + C + D = \delta - \alpha.

Adding the two products:

sinAsinB+sinCsinD=12[2cos(AB)cos(A+B)cos(C+D)]\sin A \sin B + \sin C \sin D = \frac{1}{2}\left[2\cos(A - B) - \cos(A + B) - \cos(C + D)\right]

=cos(AB)12[cos(A+B)+cos(C+D)].= \cos(A - B) - \frac{1}{2}[\cos(A + B) + \cos(C + D)] .

Using cosP+cosQ=2cosP+Q2cosPQ2\cos P + \cos Q = 2\cos\frac{P+Q}{2}\cos\frac{P-Q}{2} with P=A+BP = A + B and Q=C+DQ = C + D:

A+B+C+D=βα+δγ+γβ+δα2=δαA + B + C + D = \frac{\beta - \alpha + \delta - \gamma + \gamma - \beta + \delta - \alpha}{2} = \delta - \alpha

A+BCD=βα+δγγ+βδ+α2=βγA + B - C - D = \frac{\beta - \alpha + \delta - \gamma - \gamma + \beta - \delta + \alpha}{2} = \beta - \gamma

So:

cos(A+B)+cos(C+D)=2cosδα2cosβγ2.\cos(A+B) + \cos(C+D) = 2\cos\frac{\delta - \alpha}{2}\cos\frac{\beta - \gamma}{2} .

Also:

AB=βαδ+γ2=(γα)(δβ)2.A - B = \frac{\beta - \alpha - \delta + \gamma}{2} = \frac{(\gamma - \alpha) - (\delta - \beta)}{2} .

Let P=γα2P = \frac{\gamma - \alpha}{2} and Q=δβ2Q = \frac{\delta - \beta}{2}. Then AB=PQA - B = P - Q, and A+B+C+D=δα=2P+2Q(γβ)=A + B + C + D = \delta - \alpha = 2P + 2Q - (\gamma - \beta) = \ldots Let me just directly verify by computing the RHS.

The RHS of ()(\dagger) is:

sinγα2sinδβ2=12[cos(γα)(δβ)2cos(γα)+(δβ)2]\sin\frac{\gamma - \alpha}{2}\sin\frac{\delta - \beta}{2} = \frac{1}{2}\left[\cos\frac{(\gamma - \alpha) - (\delta - \beta)}{2} - \cos\frac{(\gamma - \alpha) + (\delta - \beta)}{2}\right]

=12[cosγαδ+β2cosγα+δβ2].= \frac{1}{2}\left[\cos\frac{\gamma - \alpha - \delta + \beta}{2} - \cos\frac{\gamma - \alpha + \delta - \beta}{2}\right] .

Note γαδ+β2=AB\frac{\gamma - \alpha - \delta + \beta}{2} = A - B and γα+δβ2=δα2+γβ2=D+C\frac{\gamma - \alpha + \delta - \beta}{2} = \frac{\delta - \alpha}{2} + \frac{\gamma - \beta}{2} = D + C.

So the RHS is 12[cos(AB)cos(C+D)]\frac{1}{2}[\cos(A - B) - \cos(C + D)].

For the LHS, from the computation above:

LHS=cos(AB)12[cos(A+B)+cos(C+D)]\text{LHS} = \cos(A - B) - \frac{1}{2}[\cos(A + B) + \cos(C + D)]

Now we need to check cos(A+B)\cos(A+B). We have A+B=βα+δγ2A + B = \frac{\beta - \alpha + \delta - \gamma}{2}.

Note that AB=βαδ+γ2A - B = \frac{\beta - \alpha - \delta + \gamma}{2}, so cos(AB)=cosγα(δβ)2\cos(A-B) = \cos\frac{\gamma - \alpha - (\delta - \beta)}{2}.

And C+D=γβ+δα2C + D = \frac{\gamma - \beta + \delta - \alpha}{2}. So A+B=δα(C+D)=(A+B+C+D)(C+D)A + B = \delta - \alpha - (C + D) = (A + B + C + D) - (C + D).

Actually, let me just directly verify A+B=δα+βγ2A + B = \frac{\delta - \alpha + \beta - \gamma}{2} and C+D=δα+γβ2C + D = \frac{\delta - \alpha + \gamma - \beta}{2}, so A+BA + B and C+DC + D sum to δα\delta - \alpha and differ by βγ\beta - \gamma.

Using cos(A+B)=cos(δα(C+D))\cos(A+B) = \cos(\delta - \alpha - (C+D)), this makes the algebra messy. Let me try a cleaner approach.

We use the identity: sinAsinB=12[cos(AB)cos(A+B)]\sin A \sin B = \frac{1}{2}[\cos(A-B) - \cos(A+B)].

LHS:

sinAsinB+sinCsinD=12[cos(AB)cos(A+B)+cos(CD)cos(C+D)]\sin A \sin B + \sin C \sin D = \frac{1}{2}[\cos(A-B) - \cos(A+B) + \cos(C-D) - \cos(C+D)]

Now AB=βαδ+γ2A - B = \frac{\beta - \alpha - \delta + \gamma}{2} and CD=γβδ+α2C - D = \frac{\gamma - \beta - \delta + \alpha}{2}.

Note AB=(CD)+(γα)(δβ)+A - B = -(C - D) + (\gamma - \alpha) - (\delta - \beta) + \ldots Actually, let’s just note (AB)+(CD)=βαδ+γ+γβδ+α2=γδ(A - B) + (C - D) = \frac{\beta - \alpha - \delta + \gamma + \gamma - \beta - \delta + \alpha}{2} = \gamma - \delta and (AB)(CD)=βαδ+γγ+β+δα2=βα(A - B) - (C - D) = \frac{\beta - \alpha - \delta + \gamma - \gamma + \beta + \delta - \alpha}{2} = \beta - \alpha.

So cos(AB)+cos(CD)=2cos(AB)+(CD)2cos(AB)(CD)2=2cosγδ2cosβα2\cos(A - B) + \cos(C - D) = 2\cos\frac{(A-B)+(C-D)}{2}\cos\frac{(A-B)-(C-D)}{2} = 2\cos\frac{\gamma - \delta}{2}\cos\frac{\beta - \alpha}{2}.

And (A+B)=βα+δγ2-(A+B) = -\frac{\beta - \alpha + \delta - \gamma}{2}, (C+D)=γβ+δα2-(C+D) = -\frac{\gamma - \beta + \delta - \alpha}{2}, so (A+B)+((C+D))=(δα)-(A+B) + (-(C+D)) = -(\delta - \alpha) and (A+B)((C+D))=(βγ)-(A+B) - (-(C+D)) = -(\beta - \gamma).

So cos(A+B)cos(C+D)=[cos(A+B)+cos(C+D)]=2cos(A+B)+(C+D)2cos(A+B)(C+D)2=2cosδα2cosβγ2-\cos(A+B) - \cos(C+D) = -[\cos(A+B) + \cos(C+D)] = -2\cos\frac{(A+B)+(C+D)}{2}\cos\frac{(A+B)-(C+D)}{2} = -2\cos\frac{\delta - \alpha}{2}\cos\frac{\beta - \gamma}{2}.

Hmm, this is getting complicated. Let me try a more direct approach.

Using the factor formula approach:

Let me set α=a,β=b,γ=c,δ=d\alpha = a, \beta = b, \gamma = c, \delta = d for brevity and use half-angle substitution. Let A=a2,B=b2,C=c2,D=d2A = \frac{a}{2}, B = \frac{b}{2}, C = \frac{c}{2}, D = \frac{d}{2}.

Then sinba2=sin(BA)\sin\frac{b-a}{2} = \sin(B - A), etc.

We need: sin(BA)sin(DC)+sin(CB)sin(DA)=sin(CA)sin(DB)\sin(B-A)\sin(D-C) + \sin(C-B)\sin(D-A) = \sin(C-A)\sin(D-B).

Expand each using sinPsinQ=12[cos(PQ)cos(P+Q)]\sin P \sin Q = \frac{1}{2}[\cos(P-Q) - \cos(P+Q)]:

LHS =12[cos(BAD+C)cos(BA+DC)+sin(CB)sin(DA)]= \frac{1}{2}[\cos(B-A-D+C) - \cos(B-A+D-C) + \sin(C-B)\sin(D-A)]

This is still messy. Let me just use the addition formulas directly.

sin(BA)sin(DC)=12[cos(BAD+C)cos(BA+DC)]\sin(B-A)\sin(D-C) = \frac{1}{2}[\cos(B-A-D+C) - \cos(B-A+D-C)]

sin(CB)sin(DA)=12[cos(CBD+A)cos(CB+DA)]\sin(C-B)\sin(D-A) = \frac{1}{2}[\cos(C-B-D+A) - \cos(C-B+D-A)]

Note: BAD+C=(DC)+(BA)=(BA)(DC)B-A-D+C = -(D-C) + (B-A) = (B-A) - (D-C), and CBD+A=(CB)(DA)C-B-D+A = (C-B) - (D-A).

Also: BA+DC=(BC)+(DA)B-A+D-C = (B-C) + (D-A) and CB+DA=(DA)(BC)C-B+D-A = (D-A) - (B-C).

Hmm, let me note:

  • BAD+C=(CA)(DB)B - A - D + C = (C - A) - (D - B)
  • BA+DC=(DA)+(BC)B - A + D - C = (D - A) + (B - C)
  • CBD+A=(CA)(DB)C - B - D + A = (C - A) - (D - B) — Wait: CBD+A=(C+A)(B+D)=(CA)(DB)+2A2B+2AC - B - D + A = (C + A) - (B + D) = (C - A) - (D - B) + 2A - 2B + 2A… no.

Let me just carefully compute: CBD+A=AB+CD=(BA)(DC)=[(BA)+(DC)]C - B - D + A = A - B + C - D = -(B - A) - (D - C) = -[(B-A) + (D-C)].

And BAD+C=(BA)(DC)B - A - D + C = (B - A) - (D - C).

So cos(BAD+C)=cos((BA)(DC))\cos(B-A-D+C) = \cos((B-A)-(D-C)) and cos(CBD+A)=cos((BA)+(DC))\cos(C-B-D+A) = \cos((B-A)+(D-C)).

Therefore: sin(BA)sin(DC)=12[cos((BA)(DC))cos((BA)+(DC))]\sin(B-A)\sin(D-C) = \frac{1}{2}[\cos((B-A)-(D-C)) - \cos((B-A)+(D-C))]

Wait, that’s just the product formula restated. But the second product:

CB+DA=(DA)+(CB)=(DA)(BC)C - B + D - A = (D - A) + (C - B) = (D - A) - (B - C).

So cos(CB+DA)=cos((DA)(BC))\cos(C-B+D-A) = \cos((D-A)-(B-C)) and cos(CBD+A)=cos((DA)+(BC))\cos(C-B-D+A) = \cos((D-A)+(B-C)).

Wait: CBD+A=(AB)+(CD)=[(BA)+(DC)]C - B - D + A = (A - B) + (C - D) = -[(B-A) + (D-C)], so cos(CBD+A)=cos((BA)+(DC))\cos(C-B-D+A) = \cos((B-A)+(D-C)).

And CB+DA=(DA)+(CB)=(DA)(BC)C - B + D - A = (D - A) + (C - B) = (D - A) - (B - C). Note DA=(DB)+(BA)D - A = (D - B) + (B - A) and BC=(CB)B - C = -(C - B).

OK let me try yet another approach. I’ll use the sine subtraction formula.

The LHS of ()(\dagger) is: sinba2sindc2+sincb2sinda2\sin\frac{b-a}{2}\sin\frac{d-c}{2} + \sin\frac{c-b}{2}\sin\frac{d-a}{2}

Let p=ba2,q=cb2,r=dc2p = \frac{b-a}{2}, q = \frac{c-b}{2}, r = \frac{d-c}{2}. Then 0<p,q,r0 < p, q, r and p+q+r=da2p + q + r = \frac{d-a}{2}.

So da2=p+q+r\frac{d-a}{2} = p + q + r and ca2=p+q\frac{c-a}{2} = p + q and db2=q+r\frac{d-b}{2} = q + r.

LHS =sinpsinr+sinqsin(p+q+r)= \sin p \sin r + \sin q \sin(p + q + r)

RHS =sin(p+q)sin(q+r)= \sin(p+q)\sin(q+r)

Expanding the RHS:

sin(p+q)sin(q+r)=[sinpcosq+cospsinq][sinqcosr+cosqsinr]\sin(p+q)\sin(q+r) = [\sin p \cos q + \cos p \sin q][\sin q \cos r + \cos q \sin r]

=sinpsinqcosqcosr+sinpcos2qsinr+cospsin2qcosr+cospsinqcosqsinr= \sin p \sin q \cos q \cos r + \sin p \cos^2 q \sin r + \cos p \sin^2 q \cos r + \cos p \sin q \cos q \sin r

Expanding the LHS:

sinpsinr+sinqsin(p+q+r)\sin p \sin r + \sin q \sin(p + q + r)

=sinpsinr+sinq[sin(p+q)cosr+cos(p+q)sinr]= \sin p \sin r + \sin q [\sin(p+q)\cos r + \cos(p+q)\sin r]

=sinpsinr+sinq[(sinpcosq+cospsinq)cosr+(cospcosqsinpsinq)sinr]= \sin p \sin r + \sin q [(\sin p \cos q + \cos p \sin q)\cos r + (\cos p \cos q - \sin p \sin q)\sin r]

=sinpsinr+sinpsinqcosqcosr+cospsin2qcosr+cospsinqcosqsinrsinpsin2qsinr= \sin p \sin r + \sin p \sin q \cos q \cos r + \cos p \sin^2 q \cos r + \cos p \sin q \cos q \sin r - \sin p \sin^2 q \sin r

=sinpsinr(1sin2q)+sinpsinqcosqcosr+cospsin2qcosr+cospsinqcosqsinr= \sin p \sin r (1 - \sin^2 q) + \sin p \sin q \cos q \cos r + \cos p \sin^2 q \cos r + \cos p \sin q \cos q \sin r

=sinpsinrcos2q+sinpsinqcosqcosr+cospsin2qcosr+cospsinqcosqsinr= \sin p \sin r \cos^2 q + \sin p \sin q \cos q \cos r + \cos p \sin^2 q \cos r + \cos p \sin q \cos q \sin r

This matches the RHS exactly! Therefore ()(\dagger) holds, and we have proved

eiαeiβeiγeiδ+eiβeiγeiαeiδ=eiαeiγeiβeiδ.(shown)|e^{i\alpha} - e^{i\beta}| \cdot |e^{i\gamma} - e^{i\delta}| + |e^{i\beta} - e^{i\gamma}| \cdot |e^{i\alpha} - e^{i\delta}| = |e^{i\alpha} - e^{i\gamma}| \cdot |e^{i\beta} - e^{i\delta}| . \qquad \text{(shown)}

Geometric interpretation:

The points eiα,eiβ,eiγ,eiδe^{i\alpha}, e^{i\beta}, e^{i\gamma}, e^{i\delta} lie on the unit circle in the complex plane, with 0<α<β<γ<δ<2π0 < \alpha < \beta < \gamma < \delta < 2\pi. The distance between two points on the unit circle is eiθ1eiθ2|e^{i\theta_1} - e^{i\theta_2}|.

Label the four points A=eiαA = e^{i\alpha}, B=eiβB = e^{i\beta}, C=eiγC = e^{i\gamma}, D=eiδD = e^{i\delta}. Since 0<α<β<γ<δ<2π0 < \alpha < \beta < \gamma < \delta < 2\pi, these points are in order around the circle, forming a cyclic quadrilateral ABCDABCD.

The identity becomes:

ABCD+BCAD=ACBDAB \cdot CD + BC \cdot AD = AC \cdot BD

This is Ptolemy’s Theorem: for a cyclic quadrilateral, the product of the diagonals equals the sum of the products of opposite sides. Here ACAC and BDBD are the diagonals, while AB,CDAB, CD and BC,ADBC, AD are the two pairs of opposite sides.

Examiner Notes

About a third of the candidates attempted this, though with less success than any of its predecessors. Attempts were mostly “all or nothing”. Some candidates thought that the cyclic quadrilateral property had to be that opposite angles are supplementary, as the only property that they knew.


Topic: 微积分 (Calculus)  |  Difficulty: Challenging  |  Marks: 20

7 (i) The functions fn(x)f_n(x) are defined for n=0,1,2,n = 0, 1, 2, \dots, by

f0(x)=11+x2andfn+1(x)=dfn(x)dx.f_0(x) = \frac{1}{1 + x^2} \qquad \text{and} \qquad f_{n+1}(x) = \frac{\mathrm{d}f_n(x)}{\mathrm{d}x} .

Prove, for n1n \geqslant 1, that

(1+x2)fn+1(x)+2(n+1)xfn(x)+n(n+1)fn1(x)=0.(1 + x^2)f_{n+1}(x) + 2(n + 1)xf_n(x) + n(n + 1)f_{n-1}(x) = 0 .

(ii) The functions Pn(x)P_n(x) are defined for n=0,1,2,n = 0, 1, 2, \dots, by

Pn(x)=(1+x2)n+1fn(x).P_n(x) = (1 + x^2)^{n+1}f_n(x) .

Find expressions for P0(x)P_0(x), P1(x)P_1(x) and P2(x)P_2(x).

Prove, for n0n \geqslant 0, that

Pn+1(x)(1+x2)dPn(x)dx+2(n+1)xPn(x)=0,P_{n+1}(x) - (1 + x^2)\frac{\mathrm{d}P_n(x)}{\mathrm{d}x} + 2(n + 1)xP_n(x) = 0 ,

and that Pn(x)P_n(x) is a polynomial of degree nn.

Hint
  1. (i) This result is simply obtained using the principle of mathematical induction. The n=1n = 1 case can be established merely by obtaining f1f_1 and f2f_2 from the definition, and then substituting these along with f0f_0.

(ii)

P0(x)=(1+x2)11+x2=1P_0(x) = (1 + x^2) \frac{1}{1 + x^2} = 1

P1(x)=(1+x2)22x(1+x2)2=2xP_1(x) = (1 + x^2)^2 \frac{-2x}{(1 + x^2)^2} = -2x

P2(x)=(1+x2)36x22(1+x2)3=6x22P_2(x) = (1 + x^2)^3 \frac{6x^2 - 2}{(1 + x^2)^3} = 6x^2 - 2

Pn+1(x)(1+x2)dPn(x)dx+2(n+1)xPn(x)P_{n+1}(x) - (1 + x^2) \frac{dP_n(x)}{dx} + 2(n + 1)xP_n(x)

which differentiating PnP_n by the product rule and substituting

=(1+x2)n+2fn+1(x)(1+x2)((1+x2)n+1fn+1(x)+(n+1)2x(1+x2)nfn(x))+2(n+1)x(1+x2)n+1fn(x)= (1 + x^2)^{n+2} f_{n+1}(x) - (1 + x^2) \left( (1 + x^2)^{n+1} f_{n+1}(x) + (n + 1)2x(1 + x^2)^n f_n(x) \right) + 2(n + 1)x(1 + x^2)^{n+1} f_n(x) which is zero.

Again using the principle of mathematical induction and the result just obtained, it can be found that Pk+1(x)P_{k+1}(x) is a polynomial of degree not greater than k+1k + 1.

Further, assuming that Pk(x)P_k(x) has term of highest degree, (1)k(k+1)!xk(-1)^k (k + 1)! x^k, as

Pn+1(x)(1+x2)dPn(x)dx+2(n+1)xPn(x)=0, the term of highest degree of Pk+1(x) isP_{n+1}(x) - (1 + x^2) \frac{dP_n(x)}{dx} + 2(n + 1)xP_n(x) = 0 \text{, the term of highest degree of } P_{k+1}(x) \text{ is}

(1)k(k+1)!kxk1x22(k+1)x(1)k(k+1)!xk(-1)^k (k + 1)! kx^{k-1} x^2 - 2(k + 1)x(-1)^k (k + 1)! x^k

=(1)k+1(k+2)!xk+1 as required.= (-1)^{k+1} (k + 2)! x^{k+1} \text{ as required.}

(The form of the term need not be determined, but it must be shown to be non-zero.)

Model Solution

Part (i): Proving the recurrence for fnf_n

We prove by induction that for n1n \geqslant 1:

(1+x2)fn+1(x)+2(n+1)xfn(x)+n(n+1)fn1(x)=0.(1 + x^2)f_{n+1}(x) + 2(n+1)x f_n(x) + n(n+1)f_{n-1}(x) = 0 .

Base case n=1n = 1: We have f0(x)=11+x2f_0(x) = \frac{1}{1+x^2}. Differentiating:

f1(x)=f0(x)=2x(1+x2)2f_1(x) = f_0'(x) = \frac{-2x}{(1+x^2)^2}

f2(x)=f1(x)=2(1+x2)2+2x2(1+x2)2x(1+x2)4=2(1+x2)+8x2(1+x2)3=6x22(1+x2)3f_2(x) = f_1'(x) = \frac{-2(1+x^2)^2 + 2x \cdot 2(1+x^2) \cdot 2x}{(1+x^2)^4} = \frac{-2(1+x^2) + 8x^2}{(1+x^2)^3} = \frac{6x^2 - 2}{(1+x^2)^3}

Substituting into the recurrence:

(1+x2)6x22(1+x2)3+4x2x(1+x2)2+211+x2(1+x^2) \cdot \frac{6x^2 - 2}{(1+x^2)^3} + 4x \cdot \frac{-2x}{(1+x^2)^2} + 2 \cdot \frac{1}{1+x^2}

=6x22(1+x2)2+8x2(1+x2)2+2(1+x2)(1+x2)2= \frac{6x^2 - 2}{(1+x^2)^2} + \frac{-8x^2}{(1+x^2)^2} + \frac{2(1+x^2)}{(1+x^2)^2}

=6x228x2+2+2x2(1+x2)2=0(1+x2)2=0.= \frac{6x^2 - 2 - 8x^2 + 2 + 2x^2}{(1+x^2)^2} = \frac{0}{(1+x^2)^2} = 0 . \qquad \checkmark

Inductive step: Assume the result holds for n=kn = k (where k1k \geqslant 1), i.e.

(1+x2)fk+1+2(k+1)xfk+k(k+1)fk1=0.()(1 + x^2)f_{k+1} + 2(k+1)x f_k + k(k+1)f_{k-1} = 0 . \qquad (*)

We differentiate ()(*) with respect to xx:

2xfk+1+(1+x2)fk+2+2(k+1)fk+2(k+1)xfk+1+k(k+1)fk=02x f_{k+1} + (1+x^2)f_{k+2} + 2(k+1)f_k + 2(k+1)x f_{k+1} + k(k+1)f_k = 0

(1+x2)fk+2+[2x+2(k+1)x]fk+1+[2(k+1)+k(k+1)]fk=0(1+x^2)f_{k+2} + [2x + 2(k+1)x]f_{k+1} + [2(k+1) + k(k+1)]f_k = 0

(1+x2)fk+2+2(k+2)xfk+1+(k+1)(k+2)fk=0.(1+x^2)f_{k+2} + 2(k+2)x f_{k+1} + (k+1)(k+2)f_k = 0 .

This is exactly the result for n=k+1n = k + 1. By induction, the recurrence holds for all n1n \geqslant 1. (shown)\qquad \text{(shown)}

Part (ii)

Finding P0P_0, P1P_1, P2P_2:

P0(x)=(1+x2)1f0(x)=(1+x2)11+x2=1P_0(x) = (1+x^2)^1 f_0(x) = (1+x^2) \cdot \frac{1}{1+x^2} = 1

P1(x)=(1+x2)2f1(x)=(1+x2)22x(1+x2)2=2xP_1(x) = (1+x^2)^2 f_1(x) = (1+x^2)^2 \cdot \frac{-2x}{(1+x^2)^2} = -2x

P2(x)=(1+x2)3f2(x)=(1+x2)36x22(1+x2)3=6x22P_2(x) = (1+x^2)^3 f_2(x) = (1+x^2)^3 \cdot \frac{6x^2 - 2}{(1+x^2)^3} = 6x^2 - 2

Proving the recurrence for PnP_n:

We want to show that for n0n \geqslant 0:

Pn+1(x)(1+x2)dPndx+2(n+1)xPn(x)=0.P_{n+1}(x) - (1+x^2)\frac{dP_n}{dx} + 2(n+1)xP_n(x) = 0 .

By definition Pn(x)=(1+x2)n+1fn(x)P_n(x) = (1+x^2)^{n+1} f_n(x), so fn(x)=Pn(x)(1+x2)n+1f_n(x) = \frac{P_n(x)}{(1+x^2)^{n+1}} and Pn+1(x)=(1+x2)n+2fn+1(x)P_{n+1}(x) = (1+x^2)^{n+2} f_{n+1}(x).

Differentiating Pn(x)P_n(x) by the product rule:

dPndx=(n+1)2x(1+x2)nfn(x)+(1+x2)n+1fn+1(x)\frac{dP_n}{dx} = (n+1) \cdot 2x \cdot (1+x^2)^n f_n(x) + (1+x^2)^{n+1} f_{n+1}(x)

=2(n+1)x(1+x2)nfn(x)+(1+x2)n+1fn+1(x).= 2(n+1)x(1+x^2)^n f_n(x) + (1+x^2)^{n+1} f_{n+1}(x) .

Therefore:

(1+x2)dPndx=2(n+1)x(1+x2)n+1fn(x)+(1+x2)n+2fn+1(x)(1+x^2)\frac{dP_n}{dx} = 2(n+1)x(1+x^2)^{n+1} f_n(x) + (1+x^2)^{n+2} f_{n+1}(x)

=2(n+1)xPn(x)+Pn+1(x).= 2(n+1)x P_n(x) + P_{n+1}(x) .

Rearranging:

Pn+1(x)(1+x2)dPndx+2(n+1)xPn(x)=Pn+1[2(n+1)xPn+Pn+1]+2(n+1)xPn=0.(shown)P_{n+1}(x) - (1+x^2)\frac{dP_n}{dx} + 2(n+1)xP_n(x) = P_{n+1} - [2(n+1)xP_n + P_{n+1}] + 2(n+1)xP_n = 0 . \qquad \text{(shown)}

Proving Pn(x)P_n(x) is a polynomial of degree nn:

We prove by induction that Pn(x)P_n(x) is a polynomial of degree exactly nn.

Base cases: P0=1P_0 = 1 (degree 0), P1=2xP_1 = -2x (degree 1), P2=6x22P_2 = 6x^2 - 2 (degree 2). \checkmark

Inductive step: Assume Pk(x)P_k(x) is a polynomial of degree kk with leading term ckxkc_k x^k (where ck0c_k \neq 0). From the recurrence:

Pk+1(x)=(1+x2)dPkdx2(k+1)xPk(x).P_{k+1}(x) = (1+x^2)\frac{dP_k}{dx} - 2(k+1)xP_k(x) .

Since PkP_k has degree kk, dPkdx\frac{dP_k}{dx} has degree k1k - 1, so (1+x2)dPkdx(1+x^2)\frac{dP_k}{dx} has degree k+1k + 1 with leading term kckxk+1k \cdot c_k \cdot x^{k+1} (from x2kckxk1x^2 \cdot k c_k x^{k-1}).

The term 2(k+1)xPk(x)2(k+1)xP_k(x) has degree k+1k + 1 with leading term 2(k+1)ckxk+12(k+1)c_k x^{k+1}.

Therefore the leading term of Pk+1(x)P_{k+1}(x) is:

kckxk+12(k+1)ckxk+1=ck[k2(k+1)]xk+1=ck(k+2)xk+1.k \cdot c_k \cdot x^{k+1} - 2(k+1) \cdot c_k \cdot x^{k+1} = c_k[k - 2(k+1)] x^{k+1} = -c_k(k+2) x^{k+1} .

Since ck0c_k \neq 0 and k+20k + 2 \neq 0, the leading coefficient ck(k+2)0-c_k(k+2) \neq 0, so Pk+1P_{k+1} has degree exactly k+1k + 1.

By induction, Pn(x)P_n(x) is a polynomial of degree nn for all n0n \geqslant 0. (shown)\qquad \text{(shown)}

(As a check: the leading coefficients follow c0=1c_0 = 1, c1=2c_1 = -2, c2=6c_2 = 6, and in general ck+1=(k+2)ckc_{k+1} = -(k+2)c_k, giving cn=(1)n(n+1)!c_n = (-1)^n(n+1)!, consistent with the computed values.)

Examiner Notes

Approximately two thirds of the candidates attempted this, earning roughly half marks in doing so. Part (i) and finding the three expressions for P0P_0, P1P_1 & P2P_2 from part (ii) largely went well. The result involving Pn+1P_{n+1} saw most falling by the wayside, especially those who attempted it by induction. Quite a few candidates did score all but two marks in proving that PnP_n was a polynomial of degree nn or less, but not appreciating that there was still something to do regarding the leading term.


Topic: 积分 (Integration)  |  Difficulty: Challenging  |  Marks: 20

8 Let mm be a positive integer and let nn be a non-negative integer.

(i) Use the result limtemttn=0\lim_{t \to \infty} e^{-mt}t^n = 0 to show that

limx0xm(lnx)n=0.\lim_{x \to 0} x^m(\ln x)^n = 0 .

By writing xxx^x as exlnxe^{x \ln x} show that

limx0xx=1.\lim_{x \to 0} x^x = 1 .

(ii) Let In=01xm(lnx)ndxI_n = \int_0^1 x^m(\ln x)^n \mathrm{d}x. Show that

In+1=n+1m+1InI_{n+1} = -\frac{n + 1}{m + 1}I_n

and hence evaluate InI_n.

(iii) Show that

01xxdx=1(12)2+(13)3(14)4+.\int_0^1 x^x \mathrm{d}x = 1 - \left(\frac{1}{2}\right)^2 + \left(\frac{1}{3}\right)^3 - \left(\frac{1}{4}\right)^4 + \dots .

Hint
  1. (i) Letting x=etx = e^{-t}, limx0[xm(lnx)n]=limt[(et)m(t)n]=(1)nlimx0[emttn]=0\lim_{x \to 0} [x^m (\ln x)^n] = \lim_{t \to \infty} [(e^{-t})^m (-t)^n] = (-1)^n \lim_{x \to 0} [e^{-mt} t^n] = 0

and so letting m=n=1m = n = 1, limx0[xlnx]=0\lim_{x \to 0} [x \ln x] = 0.

Thus, limx0xx=limx0exlnx=elimx0xlnx=e0=1\lim_{x \to 0} x^x = \lim_{x \to 0} e^{x \ln x} = e^{\lim_{x \to 0} x \ln x} = e^0 = 1

(ii) Integrating by parts,

In+1=01xm(lnx)n+1dx=[xm+1(lnx)n+1m+1]0101xm+1m+1(n+1)(lnx)nxdxI_{n+1} = \int_{0}^{1} x^{m} (\ln x)^{n+1} dx = \left[ \frac{x^{m+1} (\ln x)^{n+1}}{m+1} \right]_{0}^{1} - \int_{0}^{1} \frac{x^{m+1}}{m+1} \frac{(n+1) (\ln x)^{n}}{x} dx

=00 (using the first result)01n+1m+1xm(lnx)ndx=n+1m+1In= 0 - 0 \text{ (using the first result)} - \int_{0}^{1} \frac{n+1}{m+1} x^{m} (\ln x)^{n} dx = -\frac{n+1}{m+1} I_{n}

So In=nm+1×(n1)m+1×(n2)m+1××1m+1I0=(1)nn!(m+1)n01xmdxI_{n} = \frac{-n}{m+1} \times \frac{-(n-1)}{m+1} \times \frac{-(n-2)}{m+1} \times \dots \times \frac{-1}{m+1} I_{0} = \frac{(-1)^{n} n!}{(m+1)^{n}} \int_{0}^{1} x^{m} dx

=(1)nn!(m+1)n+1= \frac{(-1)^{n} n!}{(m+1)^{n+1}}

(iii) $\int_{0}^{1} x^{x} dx = \int_{0}^{1} e^{x \ln x} dx = \int_{0}^{1} 1 + x \ln x + \frac{x^{2} (\ln x)^{2}}{2!} + \dots dx$$

=1+I1+12!I2+=1(12)2+(13)3(14)4+ as required.= 1 + I_{1} + \frac{1}{2!} I_{2} + \dots = 1 - \left( \frac{1}{2} \right)^{2} + \left( \frac{1}{3} \right)^{3} - \left( \frac{1}{4} \right)^{4} + \dots \text{ as required.}

Model Solution

Part (i): Showing limx0xm(lnx)n=0\lim_{x \to 0} x^m(\ln x)^n = 0

Let x=etx = e^{-t}, so as x0+x \to 0^+, tt \to \infty, and lnx=t\ln x = -t. Then:

xm(lnx)n=(et)m(t)n=(1)nemttn.x^m(\ln x)^n = (e^{-t})^m(-t)^n = (-1)^n e^{-mt} t^n .

Therefore:

limx0+xm(lnx)n=(1)nlimtemttn=0,\lim_{x \to 0^+} x^m(\ln x)^n = (-1)^n \lim_{t \to \infty} e^{-mt} t^n = 0 ,

using the given result limtemttn=0\lim_{t \to \infty} e^{-mt}t^n = 0. (shown)\qquad \text{(shown)}

Showing limx0xx=1\lim_{x \to 0} x^x = 1:

We write xx=exlnxx^x = e^{x \ln x}. Since eue^u is continuous, it suffices to show limx0+xlnx=0\lim_{x \to 0^+} x\ln x = 0.

Setting m=1m = 1, n=1n = 1 in the result above:

limx0+x1(lnx)1=limx0+xlnx=0.\lim_{x \to 0^+} x^1 (\ln x)^1 = \lim_{x \to 0^+} x \ln x = 0 .

Therefore:

limx0+xx=limx0+exlnx=e0=1.(shown)\lim_{x \to 0^+} x^x = \lim_{x \to 0^+} e^{x\ln x} = e^0 = 1 . \qquad \text{(shown)}

Part (ii): Evaluating InI_n

We integrate In+1=01xm(lnx)n+1dxI_{n+1} = \int_0^1 x^m (\ln x)^{n+1}\, dx by parts. Let u=(lnx)n+1u = (\ln x)^{n+1} and dv=xmdxdv = x^m\,dx, so du=(n+1)(lnx)nxdxdu = \frac{(n+1)(\ln x)^n}{x}\,dx and v=xm+1m+1v = \frac{x^{m+1}}{m+1}.

In+1=[xm+1(lnx)n+1m+1]0101xm+1m+1(n+1)(lnx)nxdxI_{n+1} = \left[\frac{x^{m+1}(\ln x)^{n+1}}{m+1}\right]_0^1 - \int_0^1 \frac{x^{m+1}}{m+1} \cdot \frac{(n+1)(\ln x)^n}{x}\,dx

=[xm+1(lnx)n+1m+1]01n+1m+101xm(lnx)ndx.= \left[\frac{x^{m+1}(\ln x)^{n+1}}{m+1}\right]_0^1 - \frac{n+1}{m+1}\int_0^1 x^m(\ln x)^n\,dx .

For the boundary term at x=1x = 1: ln1=0\ln 1 = 0, so the term is 00.

At x=0x = 0: xm+1(lnx)n+1m+1\frac{x^{m+1}(\ln x)^{n+1}}{m+1}. This is 1m+1xm+1(lnx)n+1\frac{1}{m+1} \cdot x^{m+1}(\ln x)^{n+1}. Setting the result from part (i) with m=m+1m' = m + 1 (which is a positive integer since mm is) and n=n+1n' = n + 1 (a non-negative integer), we get limx0xm+1(lnx)n+1=0\lim_{x \to 0} x^{m+1}(\ln x)^{n+1} = 0.

Therefore the boundary term vanishes at both ends, giving:

In+1=n+1m+1In.(shown)I_{n+1} = -\frac{n+1}{m+1} I_n . \qquad \text{(shown)}

Evaluating InI_n:

Applying the recurrence repeatedly:

In=nm+1In1=nm+1(n1m+1)In2==(1)nn!(m+1)nI0I_n = -\frac{n}{m+1} I_{n-1} = -\frac{n}{m+1} \cdot \left(-\frac{n-1}{m+1}\right) I_{n-2} = \cdots = \frac{(-1)^n \cdot n!}{(m+1)^n} I_0

where

I0=01xmdx=[xm+1m+1]01=1m+1.I_0 = \int_0^1 x^m\,dx = \left[\frac{x^{m+1}}{m+1}\right]_0^1 = \frac{1}{m+1} .

Therefore:

In=(1)nn!(m+1)n+1.I_n = \frac{(-1)^n \, n!}{(m+1)^{n+1}} .

Part (iii): Evaluating 01xxdx\int_0^1 x^x\,dx

We write xx=exlnxx^x = e^{x\ln x} and expand as a power series:

xx=exlnx=1+xlnx+(xlnx)22!+(xlnx)33!+=k=0xk(lnx)kk!.x^x = e^{x\ln x} = 1 + x\ln x + \frac{(x\ln x)^2}{2!} + \frac{(x\ln x)^3}{3!} + \cdots = \sum_{k=0}^{\infty} \frac{x^k(\ln x)^k}{k!} .

Integrating term by term (justified since the series converges uniformly on [0,1][0, 1]):

01xxdx=k=01k!01xk(lnx)kdx=k=01k!Ikm=k\int_0^1 x^x\,dx = \sum_{k=0}^{\infty} \frac{1}{k!}\int_0^1 x^k(\ln x)^k\,dx = \sum_{k=0}^{\infty} \frac{1}{k!} I_k \Big|_{m=k}

where Ikm=k=01xk(lnx)kdxI_k\big|_{m=k} = \int_0^1 x^k(\ln x)^k\,dx. Using the result from part (ii) with m=km = k and n=kn = k:

01xk(lnx)kdx=(1)kk!(k+1)k+1.\int_0^1 x^k(\ln x)^k\,dx = \frac{(-1)^k \, k!}{(k+1)^{k+1}} .

Therefore:

01xxdx=k=01k!(1)kk!(k+1)k+1=k=0(1)k(k+1)k+1.\int_0^1 x^x\,dx = \sum_{k=0}^{\infty} \frac{1}{k!} \cdot \frac{(-1)^k \, k!}{(k+1)^{k+1}} = \sum_{k=0}^{\infty} \frac{(-1)^k}{(k+1)^{k+1}} .

Writing out the first few terms (with k=0,1,2,3,k = 0, 1, 2, 3, \ldots):

=111122+133144+= \frac{1}{1^1} - \frac{1}{2^2} + \frac{1}{3^3} - \frac{1}{4^4} + \cdots

=1(12)2+(13)3(14)4+.(shown)= 1 - \left(\frac{1}{2}\right)^2 + \left(\frac{1}{3}\right)^3 - \left(\frac{1}{4}\right)^4 + \cdots . \qquad \text{(shown)}

Examiner Notes

Roughly the same number attempted this as question 7, with slightly less success. Usually, a candidate did not properly obtain the first three results, and so would end up having apparently finished the whole question but in fact scoring only two thirds marks. The problem was often that the limiting process was not fully understood. In part (ii), there was often odd splitting going on to attempt the integration by parts and this part often went wrong.