Problems

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Solution: Let \(f(x) = x^4 + ax^3 + bx^2 + ax + 1\), and suppose \(f(k) = 0\). Since \(f(0) = 1\), \(k \neq 0\), therefore we can talk about \(k^{-1}\). \begin{align*} && f(k^{-1}) &= k^{-4} + ak^{-3} + bk^{-2} + ak^{-1} + 1 \\ &&&= k^{-4}(1 + ak + bk^2 + ak^3 + k^4) \\ &&&= k^{-4}(k^4+ak^3+bk^2+ak+1) \\ &&&= k^{-4}f(k) = 0 \end{align*} Therefore \(k^{-1}\) is also a root of \(f\)

1. If \(f\) has only on distinct root, we must have \(f(x) = (x+k)^4\) therefore \(k = k^{-1} \Rightarrow k^2 = 1 \Rightarrow k = \pm1\), or \(a = 4, b = 6\) or \(a = -4, b = 6\)
2. If \(f\) has exactly three distinct roots then one of the roots must be a repeated \(1\) or \(-1\), ie \(0 = f(1) = 1 + a + b + a + 1 = 2 + b +2a \Rightarrow b = -2a-2\) or \(0 = f(-1) = 1 -a + b -a + 1 \Rightarrow b = 2a - 2\)
3. If \(b = 2a-2\), we have \begin{align*} && f(x) &= 1 + ax + (2a-2)x^2 + ax^3 + x^4 \\ &&&= (x^2+2x+1)(1+(a-2)x+x^2) \\ \Rightarrow && x &= \frac{2-a \pm \sqrt{(a-2)^2 - 4}}{2} \\ &&&= \frac{2-a \pm \sqrt{a^2-4a}}{2} \end{align*}

\(f\) has exactly three distinct real roots iff \(b = \pm 2a - 2\) and \(b \neq 6\)

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Solution:

Consider the function \(g(t) = f(tx_1 + (1-t)x_2) - tf(x_1) - (1-t)f(x_2)\), notice that \(g(0) = g(1) = 0\). Since \(g''(x) < 0\) over the whole interval, we must have two things: 1. \(g'(x)\) is increasing. 2. It \(g'(x) = 0\) can have at most one solution. Therefore \(g'(x)\) is initially \(0\), we have exactly one turning point. Therefore the function is initially decreasing and then increasing, therefore it is always negative and our inequality holds.

1. \(\,\) \begin{align*} && f \left ( \frac{u+v+w}{3} \right) &= f \left ( \frac{2}{3}\cdot \frac{u+v}2+\frac{1}{3}w \right) \\ &&&\geq \frac23 f \left ( \frac{u+v}{2} \right) + \frac13 f(w) \\ &&&\geq \frac23 \left (\frac12 f(u) + \frac12 f(v) \right) + \frac13 f(w) \\ &&&= \frac{f(u)+f(v)+f(w)}{3} \end{align*}
2. Notice that if \(A, B, C\) are angles in a triangle then they add to \(\pi\) \(0 < A,B,C < \pi\). We also have \(f(x) = \sin x \Rightarrow f''(x) = - \sin x < 0\) on this interval. Therefore \(\sin A + \sin B + \sin C \leq 3 \sin \frac{A+B+C}{3} = 3 \sin \frac{\pi}{3} = \frac{3\sqrt{3}}2\)
3. Also notice that \begin{align*} && f(x) &= \ln ( \sin x) \\ \Rightarrow && f'(x) &= \frac{\cos x}{ \sin x} \\ && f''(x) &= -\textrm{cosec}^2 x < 0 \\ \\ \Rightarrow && \ln( \sin A) + \ln (\sin B) + \ln (\sin C) &\leq 3 \ln \left (\sin \left ( \frac{A + B+ C}{3} \right) \right) \\ &&&= 3 \ln \left ( \frac{\sqrt{3}}{2} \right) = \ln \frac{3\sqrt{3}}{8} \\ \Rightarrow && \sin A \sin B \sin C &\leq \frac{3\sqrt{3}}8 \end{align*}

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Solution:

1. \(\,\) \begin{align*} && f(x) &= \frac1{1+\tan x} \\ && f'(x) &=-(1+\tan x)^{-2} \cdot \sec^2 x \\ &&&= - (\cos x+ \sin x)^{-2} \\ &&&= - (1 + 2 \sin x \cos x)^{-1} \\ &&&= - \frac{1}{1+\sin 2x} \end{align*} \(\sin 2x \in [0, 1]\) so \(1+\sin 2x \in [1,2]\) and \(f'(x) \in [-1, -\tfrac12]\)
   

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2. \(\displaystyle \int_{-1}^1 g(x) \d x = 2g(0) \)
3. Let \(g(x) = \frac{1}{1 + \tan^k x}\) then \(g(x)\) has rotational symmetry of order \(2\) about the point \((\frac{\pi}{4}, \frac12)\) which we can see since \begin{align*} g(x) + g(\tfrac12\pi - x) &= \frac{1}{1 + \tan^k x} + \frac{1}{1 + \tan^k(\tfrac12\pi - x)} \\ &= \frac{1}{1+\tan^k x} + \frac{1}{1+\cot^k x} \\ &= \frac{1}{1+\tan^k x} + \frac{\tan^k x}{\tan^k x + 1} \\ &= 1 = 2 \cdot \tfrac12 \end{align*} Therefore \[ \int_{\frac16\pi}^{\frac13\pi} \frac 1 {1+\tan^kx} \, \d x = \frac{\pi}{6} \cdot \frac12 = \frac{\pi}{12}\]

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Solution:

1. \(\,\) \begin{align*} && 0 &= \cos x + 3 \cos 2x + 3 \cos 3x + \cos 4 x \\ &&&= \cos x + \cos 4x + 3 \left (\cos 2x + \cos 3 x \right) \\ &&&= 2 \cos \frac{5x}{2} \cos \frac{3x}{2} + 6 \cos \frac{x}{2}\cos\frac{5x}{2} \\ &&&= 2 \cos \frac{5x}{2} \left (\cos \frac{3x}{2} + 3 \cos \frac{x}{2} \right)\\ &&&= 2 \cos \frac{5x}{2} \left ( \cos \frac{2x}{2}\cos \frac{x}{2} - \sin \frac{2x}{2} \sin \frac{x}{2}+3 \cos \frac{x}{2} \right) \\ &&&= 2 \cos \frac{5x}{2} \left ( \left (2\cos^2 \frac{x}{2} - 1 \right)\cos \frac{x}{2} - 2\sin \frac{x}{2} \cos \frac{x}{2} \sin \frac{x}{2}+3 \cos \frac{x}{2} \right) \\ &&&= 2 \cos \frac{5x}{2} \left ( 4\cos^3 \frac{x}{2} \right) \\ &&&= 8 \cos \frac{5x}{2} \cos^3 \frac{x}{2} \\ \Rightarrow && \frac{x}{2} &= \frac{\pi}{2}, \frac{3\pi}{2}, \cdots \\ && \frac{5x}{2} &= \frac{\pi}{2}, \frac{3\pi}{2}, \cdots \\ \Rightarrow && x &= \frac{\pi}{5}, \frac{3\pi}{5}, \pi, \frac{7\pi}{5}, \frac{9\pi}{5} \end{align*}
2. \(\,\) \begin{align*} && 1 &= \cos (x + y) + \cos(x-y) - \cos 2x \\ &&&= 2 \cos x \cos y - 2\cos^2 x + 1 \\ \Rightarrow && 0 &= \cos x (\cos y - \cos x) \\ \Rightarrow && 0 &=\cos x \left ( \cos y + \cos (\pi - x) \right) \\ &&&= 2\cos x \cos \frac{y+x-\pi}{2} \cos \frac{y-x+\pi}{2} \\ \Rightarrow && x &= \frac{\pi}{2} \\ && y+x - \pi&= \pi ,3\pi, \cdots \\ && y-x + \pi&=\pi, 3 \pi, \cdots \\ \Rightarrow && x &= \frac{\pi}{2} \\ && y+x &= 2\pi \Rightarrow x = y = \pi \\ && y&= x \end{align*} So the only solutions are \(x =y\) and \(x = \frac{\pi}{2}\)
3. \(\,\) \begin{align*} && \frac32 &= \cos x + \cos y - \cos (x+y) \\ &&&= 2 \cos \frac{x+y}{2} \cos \frac{x-y}{2} - 2 \cos^2 \frac{x+y}{2} + 1 \\ \Rightarrow && \frac14 &= \cos \frac{x+y}{2} \left ( \cos \frac{x-y}{2} - \cos \frac{x+y}{2} \right) \\ \Rightarrow && 0 &= \cos^2 \frac{x+y}{2} - \cos \frac{x-y}{2}\cos \frac{x+y}{2} + \frac14 \\ \Rightarrow && \cos \frac{x+y}{2} &= \frac{\cos \frac{x-y}{2} \pm \sqrt{\cos^2 \frac{x-y}{2}-1}}{2} \\ \Rightarrow && \cos \frac{x-y}{2} &= \pm 1\\ && \cos \frac{x+y}{2} &= \pm \frac12 \\ \Rightarrow && x-y &= -4\pi, 0, 4\pi, \cdots \\ \Rightarrow && x &= y \\ \Rightarrow && \cos x &= \frac12 \\ \Rightarrow && x &= \frac{\pi}{3} \\ \Rightarrow && (x, y) &= \left ( \frac{\pi}{3}, \frac{\pi}{3}\right) \end{align*}

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Solution:

1. \begin{align*} && \frac1{1+x} &= 1 - x+ x^2 - x^3+ \cdots \\ \Rightarrow && \int_0^x \frac{1}{1+t} \d t &= \int_0^x \sum_{n=0}^{\infty} (-t)^n \d t \\ &&&= \left [\sum_{n=0}^{\infty} -\frac{(-t)^{n+1}}{n+1} \right]_0^x \\ \Rightarrow &&\ln(1+x)&=- \sum_{n=1}^\infty \frac{(-x)^n}{n} \end{align*}
2. \begin{align*} && e^{-ax} &= \sum_{n=0}^\infty \frac{(-a)^n}{n!} x^n \\ \Rightarrow && \int_0^{\infty} \frac{1}{x} \left (1-e^{-ax} \right)e^{-x} \d x &= \int_0^{\infty} \frac{1}{x} \left (-\sum_{n=1}^\infty \frac{(-a)^n}{n!}x^n \right)e^{-x} \d x \\ &&&= -\int_0^{\infty} \sum_{n=1}^\infty \frac{(-a)^n}{n!} x^{n-1} e^{-x} \d x \\ &&&= -\sum_{n=1}^\infty \frac{(-a)^n}{n!} \int_0^{\infty} x^{n-1} e^{-x} \d x \\ &&&= -\sum_{n=1}^\infty \frac{(-a)^n}{n!} (n-1)! \\ &&&= -\sum_{n=1}^\infty \frac{(-a)^n}{n} \\ &&&= \ln (1+a) \end{align*}
3. \begin{align*} && \int_0^1 \frac{x^p - x^q}{\ln x} \, \d x &= \int_0^1 \frac{x^p(1 - x^{q-p})}{\ln x} \, \d x \\ e^{-u} = x, \d x = -e^{-u} \d u: &&&=\int_{u=\infty}^{0} \frac{e^{-pu}-e^{-qu}}{-u} (-e^{-u})\d u \\ &&&= \int_0^\infty \frac{e^{-u}(e^{-qu}-e^{-pu})}{u} \d u \\ &&&= \int_0^\infty \frac{e^{-(1+q)u}(1-e^{-(p-q)u})}{u} \d u \\ v = (1+q)u, \d v = (1+q) \d u: &&&=\int_0^{\infty} \frac{e^{-v}(1-e^{-\left(\frac{p-q}{1+q}\right)v}}{v}\d v \\ &&&= \ln \left(1 + \frac{p-q}{1+q} \right) \\ &&&= \ln \left ( \frac{1+p}{1+q} \right) \end{align*}

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Solution:

1. Let \(n! + 5 = p\). If \(n \geq 5\) then \(5\) divides the LHS and so must also divide the RHS. Since \(n!+5 > 5\) this means the RHS cannot be prime. Therefore consider \(n = 1, 2, 3, 4\). \begin{align*} n = 1: && 1! + 5 = 6 &&\text{ nope} \\ n=2: && 2! + 5 = 7 && \checkmark \\ n=3: && 3! + 5 = 11 && \checkmark \\ n=4: && 4! + 5 = 29 && \checkmark \end{align*} Therefore the solutions are \((2,7), (3,11), (4,29)\).
2. Suppose \(1! \times 3! \times \cdots \times (2n-1)! = m!\). If \(n \geq 7\) then \(m! > (4n)!\) (by the first theorem) in particular \(m > 4n\). Therefore (by the second theorem) the RHS is divisible by some prime which cannot divide the LHS. Therefore consider \(n = 1,2,3,4,5,6\) \begin{align*} n = 1: && 1! = 1 = 1! && \checkmark \\ n = 2: && 1! \times 3! = 6 = 3! && \checkmark \\ n = 3: && 1! \times 3! \times 5! = 6! && \checkmark \\ n = 4: && 1! \times 3! \times 5! \times 7! = 6! \times 7! = 10! && \checkmark \\ n = 5: && 1! \times 3! \times 5! \times 7! \times 9! = 10! 9! > 11! && \text{would need a factor of } 11\text{ so no} \\ n = 6: && 1! \times 3! \times 5! \times 7! \times 9! \times 11! = 10! 11! 9! > 13! && \text{would need a factor of } 13\text{ so no} \\ \end{align*} Therefore all solutions are \((1,1), (2,3), (3,6), (4,10)\)

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Solution:

The line \(AN\) is \(\mathbf{a} + \alpha (\mathbf{n}-\mathbf{a})\) \\ The line \(BM\) is \(\mathbf{b} + \beta (\mathbf{m} - \mathbf{b})\) The point \(OQ = OB + BQ = \mathbf{b} + \frac{1}{\mu+1} (\mathbf{m}-\mathbf{b})\) It is also \(OQ = OA + AQ = \mathbf{a} + \frac{1}{\nu+1} ( \mathbf{n} - \mathbf{a})\) \begin{align*} && \mathbf{q} &= \mathbf{a} + \frac{1}{\nu+1} ( n\mathbf{b} - \mathbf{a}) \\ && \mathbf{q} &= \mathbf{b} + \frac{1}{\mu+1} ( m\mathbf{a} - \mathbf{b}) \\ \Rightarrow && \frac{\nu}{\nu+1} &= \frac{m}{\mu+1} \\ \Rightarrow && m &= \frac{(1+\mu)\nu}{1+\nu} \\ \Rightarrow && \mathbf{m} &= \frac{(1+\mu)\nu}{1+\nu} \mathbf{a} \end{align*} By similar triangles (\(\triangle OAN \sim \triangle OML\), we can observe that \(\lambda = \mu \nu\). The significance of \(\mu \nu < 1\) \(L\) lies on the side \(OB\) and both \(M\) and \(N\) lie between \(O\) and \(A\) and \(B\) respectively.

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Solution:

1. Suppose \(v = \sqrt{y} \Rightarrow v^2 = y \Rightarrow 2v v' = y'\) so \begin{align*} && 2vv' &= \alpha v-\beta v^2 \\ \Rightarrow && 2v' &= \alpha - \beta v \\ \Rightarrow && v' + \frac{\beta}{2} v &= \frac{\alpha}{2} \\ \Rightarrow && \frac{\d}{\d t} \left (e^{\beta t/2} v \right) &= \frac{\alpha}{2} e^{\beta t/2} \\ \Rightarrow && e^{\beta t/2} v &=C+ \frac{\alpha}{\beta}e^{\beta t /2} \\ \Rightarrow && v &= Ce^{-\beta t/2} + \frac{\alpha}{\beta} \\ \Rightarrow && \sqrt{y} &= Ce^{-\beta t/2} + \frac{\alpha}{\beta} \\ y(0) = 0: && 0 &= C+\frac{\alpha}{\beta} \\ \Rightarrow && \sqrt{y} &= \frac{\alpha}{\beta} \left (1-e^{-\beta t/2} \right) \\ \Rightarrow && y &= \frac{ \alpha^2}{\beta^2} \left (1-e^{-\beta t/2} \right)^2 \end{align*}
2. Try \(v = y^{1/3} \Rightarrow v^3 = y \Rightarrow 3v^2 v' = y'\) so \begin{align*} && y' &= \alpha v^2 - \beta y \\ \Rightarrow && 3v^2v' &= \alpha v^2 - \beta v^3 \\ \Rightarrow && v' +\frac{\beta}{3} v &= \frac{\alpha}{3} \\ \Rightarrow && (v e^{\beta t/3})' &= \frac{\alpha}{3}e^{\beta t/3} \\ \Rightarrow && v &= Ce^{-\beta t/3} + \frac{\alpha}{\beta} \\ v(0) = 0: && v &= \frac{\alpha}{\beta} \left (1 - e^{-\beta t/3} \right) \\ \Rightarrow && y &= \frac{\alpha^3}{\beta^3} \left (1 - e^{-\beta t/3} \right) ^3 \end{align*}
3. \(y_1 = (1-e^{-\beta t/2})^2, y_2 = (1-e^{-\beta t/3})^3\)
   

   + - ↺
   By considering the differential equation, notice that \(0 < y_i < 1\) so \(y^{1/2} > y^{2/3}\) and therefore \(y_1' > y_2'\) and so \(y_1\) increases faster.

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Solution: \begin{align*} && v^2 &= u^2 +2as \\ \Rightarrow && V^2 &= 2 g \cdot (8h)\\ \Rightarrow && V &=4\sqrt{hg}\\ \end{align*} When the first particle collides with the ground, the second particle is at \(9h\) traveling with speed \(V\), the first particle is at \(0\) traveling (upwards) with speed \(\tfrac12 V\). For a collision we need: \begin{align*} && \underbrace{\frac12 V t- \frac12 g t^2}_{\text{position of A}} &= \underbrace{9h - Vt - \frac12 gt^2}_{\text{position of B}} \\ \Rightarrow && \frac32Vt &= 9h \\ \Rightarrow && t &= \frac{6h}{V} \\ \\ && \underbrace{\frac12 V t- \frac12 g t^2}_{\text{position of A}} &= \frac12 V \frac{6h}{V} - \frac12 g t^2 \\ &&&= 3h - \frac12 g\frac{36h^2}{16hg} \\ &&&= 3h - \frac{9}{8}h \\ &&&= \frac{15}{8}h \end{align*} Just before the collision, \(A\) will be moving with velocity (taking upwards as positive) \begin{align*} && u_A &= \frac12 V-gt \\ &&&= 2\sqrt{hg}-g \frac{6h}{V} \\ &&&= 2\sqrt{hg} - g \frac{6h}{4\sqrt{hg}} \\ &&&= 2\sqrt{hg}-\frac32\sqrt{hg} \\ &&&= \frac12 \sqrt{hg} \end{align*} Similarly, for \(B\). \begin{align*} && u_B &= -V -gt \\ &&&= -4\sqrt{hg} - \frac32\sqrt{hg} \\ &&&= -\frac{11}{2}\sqrt{hg} \end{align*} Considering \(A\), to figure out \(v_A\). \begin{align*} && v^2 &= u^2 + 2as \\ && V^2 &= v_A^2 + 2g\frac{15}{8}h \\ && 16hg &= v_A^2 + \frac{15}{4}gh \\ \Rightarrow && v_A^2 &= \frac{49}{4}gh \\ \Rightarrow && v_A &= -\frac{7}{2}\sqrt{gh} \end{align*}

To keep things clean, lets use units of \(\sqrt{hg}\) so we don't need to focus on that for now: \begin{align*} \text{COM}: && \frac12 - \frac{11}{2} &= -\frac{7}{2}+v_B \\ \Rightarrow && v_B& =-\frac{3}{2} \\ \text{NEL}: && e &= \frac{2}{6} = \frac13 \end{align*}

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Solution: Points always maintain a constant fraction of the distance from the start, so the point distance \(x\) from the start at time \(t\) is moving with speed \(\frac{x}{a+ut} u\) The point is moving with speed \(v+\frac{x}{a+ut} u\) or in other words \begin{align*} && \frac{\d x}{\d t} &= v + \frac{x}{a+ut}u \\ \Rightarrow && \frac{\d x }{\d t} - \frac{u}{a+ut} x &= v \\ \Rightarrow && \frac{1}{a+ut} \frac{\d x}{\d t} - \frac{u}{(a+ut)^2} x &= \frac{1}{a+ut} v\\ \Rightarrow && \frac{\d}{\d x} \left ( \frac{x}{a+ut} \right) &= \frac{v}{a+ut} \\ \Rightarrow && \frac{x}{a+ut} &=\frac{v}{u} \ln (a + ut) + C \\ t = 0, x = 0: && 0 &= \frac{v}{u} \ln a + C \\ \Rightarrow && x &= (a+ut) \frac{v}{u} \ln \left ( \frac{a+ut}{a} \right) \\ \\ \Rightarrow && 1 &= \frac{v}{u} \ln \left ( \frac{a+uT}{a} \right) \\ \Rightarrow && e^k &= 1 + \frac{uT}{a} \\ \Rightarrow && uT &= a(e^k-1) \end{align*} On the return journey, we have \begin{align*} && \frac{\d x}{\d t} &= \frac{x}{a+ut}u - v \\ \Rightarrow && \frac{\d x}{\d t} - \frac{u}{a+ut} x &= - v \\ \Rightarrow && \frac{\d }{\d x} \left ( \frac{x}{a+ut} \right) &= -\frac{v}{a+ut} \\ \Rightarrow &&f &= -\frac{v}{u} \ln(a+ut) + K \\ t = T, f = 1: && 1 &= -\frac{v}{u}\ln(a+uT) + K \\ \Rightarrow && f &= 1+\frac{v}{u}\ln \left ( \frac{a+uT}{a+ut} \right) \\ \Rightarrow && 0 &= 1+\frac{v}{u} \ln \left ( \frac{a+uT}{a+uT_2} \right) \\ \Rightarrow && e^k &= \frac{a+uT_2}{a+uT}\\ \Rightarrow && uT_2 &= (a+uT)e^k - a \\ \Rightarrow && T_2 - T &= \frac{1}{u} \left ( (a+uT)e^k - a - uT\right) \\ &&&= \frac{1}{u} \left ((a+a(e^k-1))e^k-a-a(e^k-1) \right) \\ &&&= \frac{1}{u} \left (ae^{2k} -ae^k \right) \\ &&&= \frac{ae^k}{u} \left ( e^k-1 \right) \\ &&&= Te^k \end{align*}

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Solution:

\begin{align*} % \text{N2}(\uparrow): && R_B+ R_F &= mg \\ \overset{\curvearrowright}{G}: && -R_Fd - F_B h + R_B (b-d) &= 0 \\ \Rightarrow && -d R_F - \mu h R_B +R_B(b-d) &= 0 \\ \Rightarrow && R_B(b-d-\mu h) &= d R_F \\ \underbrace{\Rightarrow}_{R_F > 0 \text{ if not leaving ground}} && R_B(b-d-\mu h) & > 0 \\ \Rightarrow && \frac{b-d}{h} > \mu \end{align*} The acceleration is \(\frac{F_B}{m}\), so we wish to maximize \(F_B\) which is the same as maximising \(R_B\). Since the bike will slip before the front wheel lifts, we want the bike to be on the point of slipping, ie $$ \begin{align*} && R_B(b-d-\mu h) &= d R_F \\ \text{N2}(\uparrow): && R_B + R_F &= mg \\ \Rightarrow && R_B(b-d-\mu h) &= d(mg - R_B) \\ \Rightarrow && R_B(b-\mu h) &= dmg \\ \Rightarrow && R_B &= \frac{dmg}{b-\mu h} \\ \Rightarrow && a &= \frac{F_B}{m} \\ &&&= \frac{\mu R_B}{m} \\ &&&= \frac{\mu dg}{b-\mu h} \\ \end{align*} If the inequality doesn't hold, we want to be at the point just before \(R_F = 0\), since that gives us maximum friction at \(F_B\), ie \begin{align*} && R_B &= mg \\ \Rightarrow && a &= \frac{F_B}{m} \\ &&&= \frac{\mu mg}{m} \\ &&&= \mu g \end{align*}

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Solution:

1. Since we either win \(h\) or \(0\), to calculate the expected winnings we just need to calculate the probability that we get \(h\) consecutive heads, therefore: \begin{align*} && \mathbb{E}(\text{winnings}) &= E_h \\ &&&= h \cdot \left ( \frac{N}{N+1} \right)^h \\ && \frac{E_{h+1}}{E_h} &= \frac{h+1}{h }\left ( \frac{N}{N+1} \right) \end{align*} Therefore \(E_h\) is increasing if \(h \leq N\), so we can maximise our winnings by taking \(h = N\). (In fact, we could take \(h = N\) or \(h = N+1\), but arguably \(h = N\) is better as we have the same expected value but lower variance).
2. We can have up to \(h\) tails appearing (if we imagine slots for tails of the form \(\underbrace{\_H\_H\_H\_\cdots\_H}_{h\text{ spaces and }h\, H}\) so, we have \begin{align*} && \mathbb{P}(\text{wins}) &= \sum_{t = 0}^h \mathbb{P}(\text{wins and } t\text{ tails}) \\ &&&= \sum_{t = 0}^h\binom{h}{t} \left ( \frac{N}{N+1} \right)^h\left ( \frac{1}{N+1} \right)^t \\ &&&= \left ( \frac{N}{N+1} \right)^h \sum_{t = 0}^h\binom{h}{t}\left ( \frac{1}{N+1} \right)^t \cdot 1^{h-t} \\ &&&= \left ( \frac{N}{N+1} \right)^h \left ( 1 + \left ( \frac{1}{N+1} \right) \right)^h \\ &&&= \left ( \frac{N}{N+1} \right)^h \left ( \frac{N+2}{N+1}\right)^h \\ &&&= \frac{N^h(N+2)^h}{(N+1)^{2h}} \\ \Rightarrow && \E(\text{winnings}) &= h \cdot \frac{N^h(N+2)^h}{(N+1)^{2h}} \end{align*} If \(N = 2\), we have \begin{align*} && \E(\text{winnings}) &= E_h \\ &&&= h \cdot \frac{2^h\cdot2^{2h}}{3^{2h}}\\ &&&= h \cdot \frac{2^{3h}}{3^{2h}} \\ \Rightarrow && \frac{E_{h+1}}{E_h} &= \frac{h+1}{h} \frac{8}{9} \\ \end{align*} Therefore to maximise the winnings we should take \(h = 8\), and the expected winnings will be: \begin{align*} && E_8 &= 8 \cdot \frac{2^{24}}{3^{16}} \\ \Rightarrow && \log_3 E_8 &= 27 \log_3 2 - 16 \\ &&&\approx 24 \cdot 0.63 - 16 \\ &&&\approx 17 - 16 \\ &&&\approx 1 \\ \Rightarrow && E_8 &\approx 3 \end{align*}

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Solution:

1. \(\,\) \begin{align*} && A_1 &= \frac12 \\ && B_1 &= \frac14 \\ && C_1 &= 0 \\ && D_1 &= \frac14 \end{align*} \begin{align*} && A_2 &= \frac12 \cdot \frac12 + 2 \cdot \frac14 \cdot \frac14 = \frac38 \\ && B_2 &= \frac14 \cdot \frac12 + \frac12 \cdot \frac14 = \frac14 \\ && C_2 &=2 \cdot \frac14 \cdot \frac14 =\frac18 \\ && D_2 &= B_2 = \frac14 \end{align*}
2. \begin{align*} && A_{n+1} &= \frac12 A_n+ \frac14(B_n + D_n) \\ && B_{n+1} &= \frac12 B_n+ \frac14(A_n + C_n) \\ && C_{n+1} &= \frac12 C_n+ \frac14(D_n +B_n) \\ && D_{n+1} &= \frac12 D_n+ \frac14(C_n +A_n) \\ \\ \Rightarrow && B_{n+1}+D_{n+1} &= \frac12 (B_n+D_n) + \frac12(A_n+C_n) \\ &&&= \frac12 \\ \Rightarrow && B_{n+1}&=D_{n+1} = \frac14 \\ \\ && C_{n+1} &= \frac12C_n + \frac14 \cdot \frac12 \\ &&&= \frac12 C_n + \frac18\\ &&&= \frac12 C_{n-1} + \frac1{8} + \frac1{16} \\ &&&= \frac1{8} + \frac{1}{16} + \cdots + \frac{1}{8 \cdot 2^{n-1}} \\ &&&= \frac18 \left (1 + \frac12 + \cdots + \frac1{2^{n-1}} \right) \\ &&&= \frac18\left ( \frac{1-\frac1{2^n}}{1-\frac12} \right) \\ &&&= \frac18 \left (2 - \frac{1}{2^{n-1}} \right) \\ &&&= \frac14 - \frac{1}{2^{n-1}} \\ \Rightarrow && A_n &= \frac14 + \frac1{2^{n-1}} \end{align*}