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2011 Paper 1 Q7
D: 1500.0 B: 1500.0

In this question, you may assume that \(\ln (1+x) \approx x -\frac12 x^2\) when \(\vert x \vert \) is small. The height of the water in a tank at time \(t\) is \(h\). The initial height of the water is \(H\) and water flows into the tank at a constant rate. The cross-sectional area of the tank is constant.

  1. Suppose that water leaks out at a rate proportional to the height of the water in the tank, and that when the height reaches \(\alpha^2 H\), where \(\alpha\) is a constant greater than 1, the height remains constant. Show that \[ \frac {\d h}{\d t } = k( \alpha^2 H -h)\,, \] for some positive constant \(k\). Deduce that the time \(T\) taken for the water to reach height \(\alpha H\) is given by \[ kT = \ln \left(1+\frac1\alpha\right)\,, \] and that \(kT\approx \alpha^{-1}\) for large values of \(\alpha\).
  2. Suppose that the rate at which water leaks out of the tank is proportional to \(\sqrt h\) (instead of \(h\)), and that when the height reaches \(\alpha^2 H\), where \(\alpha\) is a constant greater than 1, the height remains constant. Show that the time \(T'\) taken for the water to reach height \(\alpha H\) is given by \[ cT'=2\sqrt H \left( 1 - \sqrt\alpha +\alpha \ln \left(1+\frac1 {\sqrt\alpha} \right)\right)\, \] for some positive constant \(c\), and that \(cT'\approx \sqrt H\) for large values of \(\alpha\).


Solution:

  1. \begin{align*} \frac{\d h}{\d t} &= \underbrace{c}_{\text{flow in}} - \underbrace{kh}_{\text{flow out}} \end{align*}. We also know that when \(h = \alpha^2 H\), \(\frac{\d h}{\d t} = 0\), ie \(c - k \alpha^2 H = 0\) therefore: \[ \frac{\d h}{\d t} = k(\alpha^2 H - h) \] \begin{align*} && \frac{\d h}{\d t} &= k(\alpha^2 H - h) \\ && \int \frac{1}{\alpha^2 H - h} \d h &= \int k \d t \\ && - \ln |\alpha^2H -h| &= kt + C \\ t = 0, h = H: && -\ln |(1-\alpha^2 )H| &= C \\ \Rightarrow && kt &= \ln \left | \frac{(\alpha^2-1)H}{h-\alpha^2 H }\right | \\ && kT &= \ln \frac{(\alpha^2-1)H}{\alpha H - \alpha^2 H} \\ &&&= \ln \frac{1+\alpha}{\alpha} \\ &&&= \ln \left (1 + \frac1{\alpha} \right) \\ &&&\approx \frac1{\alpha} - \frac12 \frac1{\alpha^2}\\ &&&\approx \alpha^{-1} \end{align*}
  2. \begin{align*} && \frac{\d h}{\d t} &=c(\alpha \sqrt{H} - \sqrt{h}) \\ \Leftrightarrow && c \int_0^{T'} \d t&= \int_{H}^{\alpha H} \frac{1}{\alpha \sqrt{H}-\sqrt{h}} \d h \\ u = \sqrt{h/H}: && cT' &= \int_1^{\sqrt{\alpha}} \frac{1}{\alpha \sqrt{H} - \sqrt{H}u} 2\sqrt{H}u \d u \\ &&&= 2\sqrt{H}\int_1^{\sqrt{\alpha}} \frac{u}{\alpha - u} \d u \\ &&&= 2\sqrt{H}\int_1^{\sqrt{\alpha}} \frac{u - \alpha + \alpha}{\alpha - u} \d u \\ &&&= 2\sqrt{H}\left [-u - \alpha \ln |\alpha - u| \right]_1^{\sqrt{\alpha}} \\ &&&= 2\sqrt{H}\left ( -\sqrt{\alpha} + 1- \alpha \ln (\alpha - \sqrt{\alpha}) + \alpha \ln |\alpha - 1| \right) \\ &&&= 2\sqrt{H}\left (1-\sqrt{\alpha} + \alpha \ln \left ( \frac{\alpha-1}{\alpha - \sqrt{\alpha}} \right)\right)\\ &&&= 2\sqrt{H}\left (1-\sqrt{\alpha} + \alpha \ln \left ( \frac{\sqrt{\alpha}^2-1}{\sqrt{\alpha}(\sqrt{\alpha}-1)} \right)\right)\\ &&&= 2\sqrt{H}\left (1-\sqrt{\alpha} + \alpha \ln \left ( \frac{\sqrt{\alpha}+1}{\sqrt{\alpha}} \right)\right)\\ &&&= \boxed{2\sqrt{H}\left (1-\sqrt{\alpha} + \alpha \ln \left ( 1+\frac{1}{\sqrt{\alpha}} \right)\right)}\\ &&&\approx2\sqrt{H}\left (1-\sqrt{\alpha} + \alpha \left ( \frac{1}{\sqrt{\alpha}}-\frac12 \frac{1}{\alpha} \right)\right) \\ &&&=2\sqrt{H} \left ( 1 - \frac12 \right) \\ &&&= \sqrt{H} \end{align*} as required.

2005 Paper 3 Q2
D: 1700.0 B: 1502.0

Find the general solution of the differential equation \(\displaystyle \frac{\mathrm{d}y}{\mathrm{d}x} = -\frac{xy}{x^2+a^2}\;\), where \(a\ne0\,\), and show that it can be written in the form \(\displaystyle y^2(x^2+a^2)= c^2\,\), where \(c\) is an arbitrary constant. Sketch this curve. Find an expression for \(\displaystyle \frac{\mathrm{d}}{\mathrm{d}x} (x^2+y^2)\) and show that \[ \frac{\mathrm{d^2}}{\mathrm{d}x^2} (x^2+y^2) = 2\left(1 -\frac {c^2}{(x^2+a^2)^2} \right) + \frac{8c^2x^2}{(x^2+a^2)^3}\;. \]

  1. Show that, if \(0 < c < a^2\), the points on the curve whose distance from the origin is least are \(\displaystyle \l 0\,,\;\pm \frac{c}{a}\r\).
  2. If \(c > a^2\), determine the points on the curve whose distance from the origin is least.


Solution: \begin{align*} && \frac{\d y}{\d x} &= - \frac{xy}{x^2+a^2} \\ \Rightarrow && \int \frac{1}{y} \d y &= \int -\frac{x}{x^2+a^2} \d x \\ && \ln |y| &= -\frac12 \ln |x^2 + a^2| + C \\ \Rightarrow && C' &= \ln y^2 + \ln (x^2+a^2) \\ \Rightarrow && c^2 &= y^2(x^2+a^2) \end{align*} (where the final constant \(c^2\) can be taken as a square since it is clearly positive).

TikZ diagram
\begin{align*} && \frac{\d }{\d x} \left (x^2 + y^2 \right) &= 2x - \frac{2xy^2}{x^2+a^2} \\ &&&=2x - \frac{2x c^2}{(x^2+a^2)^2} \\ &&&= 2x \left ( 1 - \frac{c^2}{(x^2+a^2)^2}\right) \\ \\ && \frac{\d ^2}{\d x^2} \left (x^2 + y^2 \right) &= \frac{\d }{\d x} \left (2x \left ( 1 - \frac{c^2}{(x^2+a^2)^2}\right) \right) \\ &&&= 2 \left ( 1 - \frac{c^2}{(x^2+a^2)^2}\right) + 2x \left (\frac{2c^2 \cdot 2x}{(x^2+a^2)^3} \right) \\ &&&= 2 \left ( 1 - \frac{c^2}{(x^2+a^2)^2}\right) + \frac{8x^2c^2 }{(x^2+a^2)^3} \\ \end{align*}
  1. The shortest distance from the origin will have the first derivative as \(0\), ie \(x = 0\) or \(x^2 + a^2 = c\), but if \(c < a^2\) this can only occur for \(x = 0\), so the closest to the origin is \((0, \pm \frac{c}{a})\)
  2. If \(c > a^2\) then we can have \(x = 0\) or \(x = \pm \sqrt{c-a^2}\). Looking at the second derivative, when \(x = 0\) we have \(2(1- \frac{c^2}{a^4}) < 0\) which is a local maximum. When \(x = \pm\sqrt{c-a^2}\) we have \(8(c-a^2)c^2/c^3 > 0\) which is the minimum, therefore the points are \((\pm \sqrt{c-a^2}, c)\)
TikZ diagram

2003 Paper 1 Q8
D: 1516.0 B: 1484.0

A liquid of fixed volume \(V\) is made up of two chemicals \(A\) and \(B\,\). A reaction takes place in which \(A\) converts to \(B\,\). The volume of \(A\) at time \(t\) is \(xV\) and the volume of \(B\) at time \(t\) is \(yV\) where \(x\) and \(y\) depend on \(t\) and \(x+y=1\,\). The rate at which \(A\) converts into \(B\) is given by \(kVxy\,\), where \(k\) is a positive constant. Show that if both \(x\) and \(y\) are strictly positive at the start, then at time \(t\) \[ y= \frac {D\e^{kt}}{1+D \e^{kt}} \;, \] where \(D\) is a constant. Does \(A\) ever completely convert to \(B\,\)? Justify your answer.


Solution: We have \(\dot{A} = -kVxy\) or \(\dot{x}V = -kVxy\), ie \(\dot{x} = -kxy\) and similarly \(\dot{y} = kxy = k(1-y)y\). \begin{align*} && \frac{\d y}{\d t} &= ky(1-y) \\ \Rightarrow && \int k \d t &= \int \frac{1}{y(1-y)} \d y \\ \Rightarrow && kt &= \int \left ( \frac{1}{y} + \frac{1}{1-y} \right) \d y \\ &&&= \ln y - \ln (1-y) + C\\ \Rightarrow && kt &= \ln \frac{y}{D(1-y)} \\ \Rightarrow && De^{kt} &= \frac{y}{1-y} \\ \Rightarrow && y(1+De^{kt}) &= De^{kt} \\ \Rightarrow && y &= \frac{De^{kt}}{1+De^{kt}} \end{align*} As \(t \to \infty\) \(y \to \frac{D}{D} = 1\) so depending on how fine grained we want to go we might say that 'yes it completely converts' when there is an immeasurably small amount of \(A\) left, or we might say it doesn't since it only tends to \(1\) and never actually reaches it.

2003 Paper 2 Q8
D: 1600.0 B: 1516.0

It is given that \(y\) satisfies $$ {{\d y} \over { \d t}} + k\left({{t^2-3t+2} \over {t+1}}\right)y = 0\;, $$ where \(k\) is a constant, and \(y=A \) when \(t=0\,\), where \(A\) is a positive constant. Find \(y\) in terms of \(t\,\), \(k\) and \(A\,\). Show that \(y\) has two stationary values whose ratio is \((3/2)^{6k}\e^{-5{k}/2}.\) Describe the behaviour of \(y\) as \(t \to +\infty\) for the case where \(k> 0\) and for the case where \(k<0\,.\) In separate diagrams, sketch the graph of \(y\) for \(t>0\) for each of these cases.


Solution: \begin{align*} && \frac{\d y}{\d t} &= - k \left (\frac{t^2-3t+2}{t+1} \right) y \\ \Rightarrow && \int \frac1y \d y &= -k\int \left (t-4 + \frac{6}{t+1}\right) \d t \\ \Rightarrow && \ln y &= -k \left ( \frac12 t^2 -4t + 6\ln (t+1) \right) + C \\ (t,y) = (0,A): && \ln A &=C \\ \Rightarrow && \ln y &= -k \left ( \frac12 t^2 -4t + 6\ln (t+1) \right) + \ln A \\ && \ln \left ( \frac{y}{A}(t+1)^{6k} \right) &= -k \l \frac12 t^2 - 4t \r \\ \Rightarrow && y &= A\frac{\exp \l -k(\frac12 t^2-4t)\r}{(t+1)^{6k}} \end{align*} \(y\) wil have stationary values when \(\frac{\d y}{\d t} = 0\), ie \begin{align*} k \left (\frac{t^2-3t+2}{t+1} \right) y &= 0 \\ k \left ( \frac{(t-2)(t-1)}{t+1} \right) y &= 0 \end{align*} ie when \(y = 0, t = 1, t =2\). Clearly \(y = 0\) is not a solution, so \(y\) has the values: \begin{align*} t = 1: && y &= A\frac{\exp \l -k(\frac12 -4)\r}{(2)^{6k}} \\ &&&= A \frac{e^{7/2 k}}{2^{6k}} \\ t = 2: && y &= A\frac{\exp \l -k(2 -8)\r}{(3)^{6k}} \\ &&&= A \frac{e^{6 k}}{3^{6k}} \\ \text{ratio}: && \frac{e^{7/2k}}{2^{6k}} \cdot \frac{3^{6k}}{e^{6k}} &= (3/2)^{6k} e^{-5k/2} \end{align*} If \(k > 0\) as \(t \to \infty\) \(y \to 0\) since the \(e^{-kt^2/2}\) term dominates everything. If \(k < 0\) as \(t \to \infty\) \(y \to \infty\) as since the \(e^{-kt^2}\) term also dominates but now it growing to infinity faster than everything else.

TikZ diagram

2002 Paper 2 Q8
D: 1600.0 B: 1500.0

Find \(y\) in terms of \(x\), given that: \begin{eqnarray*} \mbox{for \(x < 0\,\)}, && \frac{\d y}{\d x} = -y \mbox{ \ \ and \ \ } y = a \mbox{ when } x = -1\;; \\ \mbox{for \(x > 0\,\)}, && \frac{\d y}{\d x} = y \mbox{ \ \ \ \ and \ \ } y = b \ \mbox{ when } x = 1\;. \end{eqnarray*} Sketch a solution curve. Determine the condition on \(a\) and \(b\) for the solution curve to be continuous (that is, for there to be no `jump' in the value of \(y\)) at \(x = 0\). Solve the differential equation \[ \frac{\d y}{\d x} = \left\vert \e^x-1\right\vert y \] given that \(y=\e^{\e}\) when \(x=1\) and that \(y\) is continuous at \(x=0\,\). Write down the following limits: \ \[ \text{(i)} \ \ \lim_ {x \to +\infty} y\exp(-\e^x)\;; \ \ \ \ \ \ \ \ \ \text{(ii)} \ \ \lim_{x \to -\infty}y \e^{-x}\,. \]