The prevailing winds blow in a constant southerly direction from an enchanted castle. Each year, according to an ancient tradition, a princess releases 96 magic seeds from the castle, which are carried south by the wind before falling to rest. South of the castle lies one league of grassy parkland, then one league of lake, then one league of farmland, and finally the sea. If a seed falls on land it will immediately grow into a fever tree. (Fever trees do not grow in water). Seeds are blown independently of each other. The random variable \(L\) is the distance in leagues south of the castle at which a seed falls to rest (either on land or water). It is known that the probability density function \(\mathrm{f}\) of \(L\) is given by \[ \mathrm{f}(x)=\begin{cases} \frac{1}{2}-\frac{1}{8}x & \mbox{ for }0\leqslant x\leqslant4,\\ 0 & \mbox{ otherwise.} \end{cases} \] What is the mean number of fever trees which begin to grow each year?
Solution: \begin{align*} \mathbb{P}(\text{fever tree grows}) &= \mathbb{P}(0 \leq L \leq 1) + \mathbb{P}(2 \leq L \leq 3) \\ &= \int_0^1 \frac12 -\frac18 x \d x + \int_2^3 \frac12 - \frac18 x \d x \\ &= \left [\frac12 x - \frac1{16}x^2 \right]_0^1+ \left [\frac12 x - \frac1{16}x^2 \right]_2^3 \\ &= \frac12 - \frac1{16}+\frac32-\frac9{16} - 1 + \frac{4}{16} \\ &= \frac58 \end{align*} The expected number of fever trees is just \(96 \cdot \frac58 = 60\).
I can choose one of three routes to cycle to school. Via Angle Avenue the distance is 5\(\,\)km, and I am held up at a level crossing for \(A\) minutes, where \(A\) is a continuous random variable uniformly distributed between \(0\) and 10. Via Bend Boulevard the distance is 4\(\,\)km, and I am delayed, by talking to each of \(B\) friends for 3\(\,\)minutes, for a total of \(3B\) minutes, where \(B\) is a random variable whose distribution is Poisson with mean 4. Via Detour Drive the distance should be only 2\(\,\)km, but in addition, due to never-ending road works, there are five places at each of which, with probability \(\frac{4}{5},\) I have to make a detour that increases the distance by 1\(\,\)km. Except when delayed by talking to friends or at the level crossing, I cycle at a steady 12\(\,\)km\(\,\)h\(^{-1}\). For each of the three routs, calculate the probability that a journey lasts at least 27 minutes. Each day I choose one of the three routes at random, and I am equally likely to choose any of the three alternatives. One day I arrive at school after a journey of at least 27 minutes. What is the probability that I came via Bend Boulevard? Which route should I use all the time: \begin{questionparts} \item if I wish my average journey time to be as small as possible; \item if I wish my journey time to be less than 32 minutes as often as possible? \end{questionpart} Justify your answers.
Solution: \(A \sim 5\cdot 5 + U[0,10]\) \(B \sim 4 \cdot 5 + 3 \textrm{Po}(4)\) \(C \sim 2 \cdot 5 + B(5, \frac{4}{5}) \cdot 5\) \begin{align*} && \mathbb{P}(A \leq 27) &= \mathbb{P}(U \leq 2) = 0.2 \\ && \mathbb{P}(B \leq 27) &= \mathbb{P}(3 \textrm{Po}(4) \leq 7) \\\ &&&= \mathbb{P}(Po(4) \leq 2) \\ &&&= e^{-4}(1 + 4 + \frac{4^2}{2}) \\ &&&= 0.23810\ldots \\ && \mathbb{P}(C \leq 27) &= \mathbb{P}(5 \cdot B(5,\tfrac45) \leq 17) \\ &&&= \mathbb{P}(B(5,\tfrac45) \leq 3) \\ &&&= \binom{5}{0} (\tfrac15)^5 + \binom{5}{1} (\tfrac45)(\tfrac 15)^4+ \binom{5}{2} (\tfrac45)^2(\tfrac 15)^3 + \binom{5}3 (\tfrac45)^3(\tfrac 15)^2+\\ &&&= 0.26272 \end{align*} \begin{align*} \mathbb{P}(\text{came via B} | \text{at least 27 minutes}) &= \frac{\mathbb{P}(\text{came via B and at least 27 minutes})}{\mathbb{P}(\text{at least 27 minutes})} \\ &= \frac{\frac13 \cdot 0.23810\ldots }{\frac13 \cdot 0.2 + \frac13 \cdot 0.23810\ldots + \frac13 \cdot 0.26272} \\ &= 0.3397\ldots \\ &= 0.340 \, \, (3\text{ s.f.}) \end{align*}
A and B play a guessing game. Each simultaneously names one of the numbers \(1,2,3.\) If the numbers differ by 2, whoever guessed the smaller pays the opponent £\(2\). If the numbers differ by 1, whoever guessed the larger pays the opponent £\(1.\) Otherwise no money changes hands. Many rounds of the game are played.
Solution:
Prove that \(\cos3\theta=4\cos^{3}\theta-3\cos\theta\). Show how the cubic equation \[ 24x^{3}-72x^{2}+66x-19=0\tag{*} \] can be reduced to the form \[ 4z^{3}-3z=k \] by means of the substitution \(y=x+a\) and \(z=by\), for suitable values of the constants \(a\) and \(b\). Hence find the three roots of the equation \((*)\), to three significant figures. Show, by means of a counterexample, or otherwise, that not all cubic equations of the form \[ x^{3}+\alpha x^{2}+\beta x+\gamma=0 \] can be solved by this method.
Solution: \begin{align*} \cos 3\theta &= \cos 2\theta\cos\theta - \sin 2\theta \sin \theta \\ &= (2\cos^2\theta-1)\cos \theta - 2\cos \theta \sin^2 \theta \\ &= 2\cos^3\theta-\cos \theta - 2\cos \theta(1- \cos^2 \theta) \\ &= 4\cos^3 \theta - 3\cos \theta \end{align*} \begin{align*} 0 &= 24x^{3}-72x^{2}+66x-19 \\ &= 24(y+1)^3-72(y+1)^2+66(y+1)-19 \\ &= 24(y^3+3y^2+3y+1)-72(y^2+2y+1)+66(y+1)-19\\ &= 24y^3+(72-144+66)y+(24-72+66-19) \\ &= 24y^3-6y-1 \\ &= 24b'^3z^3 - 6b'z - 1 \\ &= \frac{2}{\sqrt{3}}(4 z^3 -3z) - 1 \\ \end{align*} Therefore if \(b = \sqrt{3}, a = 1\), we have: \(4z^3 - 3z = \frac{\sqrt{3}}{2}\) So if \(z = \cos \theta \Rightarrow \cos 3\theta = \frac{\sqrt{3}}2 \Rightarrow 3 \theta = \frac{\pi}{6}, \frac{11\pi}{6}, \frac{13\pi}{6} \Rightarrow \theta = \frac{\pi}{18}, \frac{11\pi}{18}, \frac{13\pi}{18}\). Since \(\frac{\cos x}{\sqrt{3}} < 1\) we only need to approximate the first part to 2 significant figures. Therefore: \begin{align*} \sqrt{3} &\approx 1 + \frac{1}{1 + \frac{1}{2+\frac11}} = \frac{7}{4} = 1.75\\ \cos \tfrac{\pi}{18} &\approx \cos \frac{1}{6} \approx 1 - \frac{1}{2} \frac{1}{6^2} = \frac{71}{72} \approx 1 - \frac{1}{70} = 1 - 0.014 = 0.986 \\ \frac{\cos \tfrac{\pi}{18}}{\sqrt{3}} & \approx \frac{.986}{1.75} = 0.57 \\ \end{align*} Final answers: \(1.57, 0.803, 0.629\). We wouldn't be able to solve \(x^3 + 1= 0\) using this method, as we would have 2 non-real roots
Let \begin{alignat*}{2} \tan x & =\ \ \, \quad{\displaystyle \sum_{n=0}^{\infty}a_{n}x^{n}} & & \text{ for small }x,\\ x\cot x & =1+\sum_{n=1}^{\infty}b_{n}x^{n}\quad & & \text{ for small }x\text{ and not zero}. \end{alignat*} Using the relation \[ \cot x-\tan x=2\cot2x,\tag{*} \] or otherwise, prove that \(a_{n-1}=(1-2^{n})b_{n}\), for \(n\geqslant1\). Let \[ x\mathrm{cosec}x=1+{\displaystyle \sum_{n=1}^{\infty}c_{n}x^{n}\quad\text{ for small }x\neq0. \qquad \qquad \, } \] Using a relation similar to \((*)\) involving \(2\mathrm{cosec}2x\), or otherwise, prove that \[ c_{n}=\frac{2^{n-1}-1}{2^{n}-1}\frac{1}{2^{n-1}}a_{n-1}\qquad(n\geqslant1). \]
Solution: \begin{align*} && \cot x - \tan x &= 2 \cot 2x \\ \Rightarrow && x\cot x - x\tan x &= 2x\cot 2x \\ \Rightarrow && 1 + \sum_{n=1}^{\infty} b_n x^n - \sum_{n=0}^{\infty}a_n x^{n+1} &= 1 + \sum_{n=1}^{\infty} b_n (2x)^n \\ \Rightarrow && \sum_{n=1}^{\infty}(1-2^n)b_nx^n &= \sum_{n=1}^{\infty} a_{n-1}x^n \\ \Rightarrow && a_{n-1} &= (1-2^n)b_n \quad \text{if }n \geq 1 \end{align*} \begin{align*} \cot x + \tan x &= 2 \cosec 2x \end{align*} So \begin{align*} && \cot x + \tan x &= 2 \cosec 2x \\ \Rightarrow && x \cot x + x\tan x &= 2x \cosec 2x \\ \Rightarrow && 1 + \sum_{n=1}^{\infty} b_n x^n + \sum_{n=0}^{\infty} a_n x^{n+1} &= 1+\sum_{n=1}^\infty c_n (2x)^n \\ \Rightarrow && \sum_{n=1}^{\infty} \frac{1}{1-2^n}a_{n-1} +\sum_{n=1}^{\infty}a_{n-1}x^n &= \sum_{n=1}^{\infty} 2^nc_n x^n \\ \Rightarrow && c_n &= \frac{1}{2^n} \left ( 1 + \frac{1}{1-2^n} \right)a_{n-1} \\ &&&= \frac1{2^n} \frac{2^n-2}{2^n-1} a_{n-1}\\ &&&= \frac1{2^{n-1}}\frac{2^{n-1}-1}{2^n-1} a_{n-1} \end{align*}
The real numbers \(x\) and \(y\) are related to the real numbers \(u\) and \(v\) by \[ 2(u+\mathrm{i}v)=\mathrm{e}^{x+\mathrm{i}y}-\mathrm{e}^{-x-\mathrm{i}y}. \] Show that the line in the \(x\)-\(y\) plane given by \(x=a\), where \(a\) is a positive constant, corresponds to the ellipse \[ \left(\frac{u}{\sinh a}\right)^{2}+\left(\frac{v}{\cosh a}\right)^{2}=1 \] in the \(u\)-\(v\) plane. Show also that the line given by \(y=b\), where \(b\) is a constant and \(0<\sin b<1,\) corresponds to one branch of a hyperbola in the \(u\)-\(v\) plane. Write down the \(u\) and \(v\) coordinates of one point of intersection of the ellipse and hyperbola branch, and show that the curves intersect at right-angles at this point. Make a sketch of the \(u\)-\(v\) plane showing the ellipse, the hyperbola branch and the line segments corresponding to:
Solution: \begin{align*} && 2(u+iv) &= e^{a+iy} - e^{-a-iy} \\ && &=(e^a \cos y - e^{-a} \cos y) + (e^a \sin y + e^{-a} \sin y)i \\ &&&= 2 \sinh a \cos y + 2\cosh a \sin y i\\ \Rightarrow && \frac{u}{\sinh a} &= \cos y \\ && \frac{v}{\cosh a} &= \sin y \\ \Rightarrow && 1 &= \left(\frac{u}{\sinh a}\right)^{2}+\left(\frac{v}{\cosh a}\right)^{2} \end{align*} \begin{align*} && 2(u+iv) &= e^{x+ib} - e^{-x-ib} \\ &&&= 2\sinh x \cos b + 2\cosh x \sin b i \\ \Rightarrow && \frac{u}{\cos b} &= \sinh x \\ && \frac{v}{\sin b} &= \cosh x \\ \Rightarrow && 1 &= \left (\frac{v}{\sin b} \right)^2 - \left (\frac{u}{\cos b} \right)^2 \end{align*} Therefore all the points lie of a hyperbola, and since \(\frac{v}{\sin b} > 0 \Rightarrow v > 0\) it's one branch of the hyperbola. (And all points on it are reachable as \(x\) varies from \(-\infty < x < \infty\). \begin{align*} 2(u+iv) &= e^{a+ib} - e^{-a-ib} \\ &= 2 \sinh a \cos b + 2 \cosh a \sin b i \end{align*} so we can take \(u = \sinh a \cos b, v = \cosh a \sin b\). \begin{align*} \frac{\d }{\d u} && 0 &= \frac{2 u}{\sinh^2 a} + \frac{2v}{\cosh^2 a} \frac{\d v}{\d u} \\ \Rightarrow && \frac{\d v}{\d u} &= -\frac{u}{v} \coth^2 a \\ \\ && \frac{\d v}{\d u} \rvert_{(u,v)} &= -\frac{\sinh a \cos b}{\cosh a \sin b} \coth^2 a \\ &&&= -\cot b \coth a \\ \frac{\d }{\d u} && 0 &= \frac{2 v}{\sin^2 b} \frac{\d v}{\d u} - \frac{2u}{\cos^2 b} \\ \Rightarrow && \frac{\d v}{\d u} &= \frac{u}{v} \tan^2 b \\ && \frac{\d v}{\d u} \rvert_{(u,v)} &= \frac{\sinh a \cos b}{\cosh a \sin b} \tan^2 b \\ &&&= \tanh a \tan b \end{align*} Therefore they are negative reciprocals and hence perpendicular.
The function \(\mathrm{f}\) is defined by \[ \mathrm{f}(x)=\frac{\left(x-a\right)\left(x-b\right)}{\left(x-c\right)\left(x-d\right)}\qquad\left(x\neq c,\ x\neq d\right), \] where \(a,b,c\) and \(d\) are real and distinct, and \(a+b\neq c+d\). Show that \[ \frac{x\mathrm{f}'(x)}{\mathrm{f}(x)}=\left(1-\frac{a}{x}\right)^{-1}+\left(1-\frac{b}{x}\right)^{-1}-\left(1-\frac{c}{x}\right)^{-1}-\left(1-\frac{d}{x}\right)^{-1}, \] \((x\neq0,x\neq a,x\neq b)\) and deduce that when \(\left|x\right|\) is much larger than each of \(\left|a\right|,\left|b\right|,\left|c\right|\) and \(\left|d\right|,\) the gradient of \(\mathrm{f}(x)\) has the same sign as \((a+b-c-d).\) It is given that there is a real value of real value of \(x\) for which \(\mathrm{f}(x)\) takes the real value \(z\) if and only if \[ [\left(c-d\right)^{2}z+\left(a-c\right)\left(b-d\right)+\left(a-d\right)\left(b-c\right)]^{2}\geqslant4\left(a-c\right)\left(b-d\right)\left(a-d\right)\left(b-c\right). \] Describe briefly a method by which this result could be proved, but do not attempt to prove it. Given that \(a < b\) and \(a < c < d\), make sketches of the graph of \(\mathrm{f}\) in the four distinct cases which arise, indicating the cases for which the range of \(\mathrm{f}\) is not the whole of \(\mathbb{R}.\)
Solution: Notice that \(\ln f(x) = \ln (x - a) + \ln (x-b) - \ln (x-c) - \ln (x-d)\) therefore: \begin{align*} \frac{\d}{\d x}: && \frac{f'(x)}{f(x)} &= (x-a)^{-1}+(x-b)^{-1}-(x-c)^{-1} - (x-d)^{-1} \\ &&&= \frac{1}{x} \left ( (1-\frac{a}{x})^{-1}+(1-\frac{b}{x})^{-1}-(1-\frac{c}{x})^{-1} - (1-\frac{d}{x})^{-1}\right) \end{align*} Multiplying by \(x\) gives the desired result. When \(|x|\) is very large then: \begin{align*} \frac{x f'(x)}{f(x)} &\approx 1 + \frac{a}{x} + o(\frac{1}{x^2})+ 1 + \frac{b}{x} + o(\frac{1}{x^2})-(1 + \frac{c}{x} + o(\frac{1}{x^2}))-(1 + \frac{d}{x} + o(\frac{1}{x^2})) \\ &= \frac{a+b-c-d}{x} + o(x^{-2}) \end{align*} Dividing by \(x\) we obtain \(\frac{f'(x)}{f(x)} \approx \frac{a+b-c-d}{x^2} + o(x^{-3})\) if \(|x|\) is sufficiently large this will be dominated by the \(\frac{a+b-c-d}{x^2}\) term which will have the same sign as \((a+b-c-d)\). When \(|x|\) is very large all of the brackets will have the same sign, and therefore \(f(x)\) will be positive, and so \(f'(x)\) must have the same sign as \(a+b-c-d\). To prove this result, we could set \(f(x) = k\) and rearrange to form a quadratic in \(x\). We could then check the discriminant is non-zero. Case 1: \(a < c < d < b\) and \(a+b > c+d \Rightarrow\) not all values reached and approx asymtope from below on the right and above on the left.
Solution:
The function \(\mathrm{f}\) satisfies the condition \(\mathrm{f}'(x)>0\) for \(a\leqslant x\leqslant b\), and \(\mathrm{g}\) is the inverse of \(\mathrm{f}.\) By making a suitable change of variable, prove that \[ \int_{a}^{b}\mathrm{f}(x)\,\mathrm{d}x=b\beta-a\alpha-\int_{\alpha}^{\beta}\mathrm{g}(y)\,\mathrm{d}y, \] where \(\alpha=\mathrm{f}(a)\) and \(\beta=\mathrm{f}(b)\). Interpret this formula geometrically, in the case where \(\alpha\) and \(a\) are both positive. Prove similarly and interpret (for \(\alpha>0\) and \(a>0\)) the formula \[ 2\pi\int_{a}^{b}x\mathrm{f}(x)\,\mathrm{d}x=\pi(b^{2}\beta-a^{2}\alpha)-\pi\int_{\alpha}^{\beta}\left[\mathrm{g}(y)\right]^{2}\,\mathrm{d}y. \]
Solution: Let \(u = f(x)\) then \(\frac{\d u}{\d x} = f'(x)\) and \begin{align*} \int_a^b f(x) \d x &\underbrace{=}_{\text{IBP}} \left [ xf(x) \right]_a^b - \int_a^b x f'(x) \d x \\ &\underbrace{=}_{u = f(x)} b \beta - a \alpha - \int_{u = f(a) = \alpha}^{u = f(b) = \beta} g(u) \d u \\ &= b \beta - a \alpha - \int_{\alpha}^{\beta} g(u) \d u \end{align*}
By means of the substitution \(x^{\alpha},\) where \(\alpha\) is a suitably chosen constant, find the general solution for \(x>0\) of the differential equation \[ x\frac{\mathrm{d}^{2}y}{\mathrm{d}x^{2}}-b\frac{\mathrm{d}y}{\mathrm{d}x}+x^{2b+1}y=0, \] where \(b\) is a constant and \(b>-1\). Show that, if \(b>0\), there exist solutions which satisfy \(y\rightarrow1\) and \(\mathrm{d}y/\mathrm{d}x\rightarrow0\) as \(x\rightarrow0\), but that these conditions do not determine a unique solution. For what values of \(b\) do these conditions determine a unique solution?
Solution: Let \(z = x^\alpha, \frac{\d z}{\d x}=\alpha x^{\alpha-1} \), then \begin{align*} \frac{\d y}{\d x} &= \frac{\d y}{\d z} \frac{\d z}{\d x} \\ &= \alpha x^{\alpha-1}\frac{\d y}{\d z} \\ \\ \frac{\d^2 y}{\d x^2} &= \frac{\d }{\d x} \left ( \alpha x^{\alpha-1}\frac{\d y}{\d z} \right) \\ &= \alpha (\alpha-1)x^{\alpha-2} \frac{\d y}{\d z} + \alpha x^{\alpha-1} \frac{\d ^2 y}{\d z^2} \frac{\d z}{\d x} \\ &= \alpha(\alpha-1)x^{\alpha-2} \frac{\d y}{\d z} + \alpha^2 x^{2\alpha-2} \frac{\d ^2y}{\d z^2} \end{align*} \begin{align*} && 0 &=x\frac{\mathrm{d}^{2}y}{\mathrm{d}x^{2}}-b\frac{\mathrm{d}y}{\mathrm{d}x}+x^{2b+1}y \\ &&&= x \left ( \alpha(\alpha-1)x^{\alpha-2} \frac{\d y}{\d z} + \alpha^2 x^{2\alpha-2} \frac{\d ^2y}{\d z^2}\right) - b \left ( \alpha x^{\alpha-1}\frac{\d y}{\d z} \right) + x^{2b+1}y \\ &&&= \alpha^2 x^{2\alpha-1} \frac{\d^2 y}{\d z^2} +\left (\alpha(\alpha-1)x^{\alpha-1}-b\alpha x^{\alpha-1} \right) \frac{\d y}{\d z} + x^{2b+1} y \\ \end{align*} If we set \(\alpha = b +1\) the middle term disappears, so we get \begin{align*} && 0 &= (b+1)^2 x^{2b+1} \frac{\d^2 y}{\d z^2} + x^{2b+1} y \\ \Rightarrow && 0 &= (b+1)^2 \frac{\d^2 y}{\d z^2} + y \\ \Rightarrow && y &= A \sin \left (\frac{z}{b+1} \right) + B \cos \left (\frac{z}{b+1} \right) \\ &&&= \boxed{A \sin \left (\frac{x^{b+1}}{b+1} \right) + B \cos \left (\frac{x^{b+1}}{b+1} \right)} \\ \\ \lim_{x \to 0}: && y &\to B \\ && \frac{\d y}{\d x} &= A x^b \cos\left (\frac{x^{b+1}}{b+1} \right) - B x^b \sin\left (\frac{x^{b+1}}{b+1} \right) \\ b>0: && \frac{\d y}{\d x} &\to 0 \\ \end{align*} So there are infinitely many different solutions with \(B = 1\) and \(A\) is anything it wants to be. If \(b = 0\) \(y' \to A\) so \(A =0 \) and unique. If \(b < 0\) \(x^b \to \infty\) so we need \(A = 0\), unique. However, we also need \(y' \to 0\), so we need to check \(y' = -x^b \sin \left ( \frac{x^{b+1}}{b+1}\right) \to 0\), \begin{align*} y' &= -x^b \sin \left ( \frac{x^{b+1}}{b+1}\right) \\ &\approx -x^b \left ( \frac{x^{b+1}}{b+1}\right) \\ &= - \frac{x^{2b+1}}{b+1} \end{align*} so we need \(2b+1>0 \Rightarrow b > -\frac12\). Therefore the solution is unique on \((-\frac12,0]\)