A movable point \(P\) has cartesian coordinates \((x,y)\), where \(x\) and \(y\) are functions of \(t\). The polar coordinates of \(P\) with respect to the origin \(O\) are \(r\) and \(\theta\). Starting with the expression \[ \tfrac12 \int r^2 \, \d \theta \] for the area swept out by \(OP\), obtain the equivalent expression \[ \tfrac12 \int \left( x\frac{\d y}{\d t} - y \frac{\d x}{\d t}\right)\d t \,. \tag{\(*\)} \] The ends of a thin straight rod \(AB\) lie on a closed convex curve \(\cal C\). The point \(P\) on the rod is a fixed distance \(a\) from \(A\) and a fixed distance \(b\) from \(B\). The angle between \(AB\) and the positive \(x\) direction is \(t\). As \(A\) and \(B\) move anticlockwise round \(\cal C\), the angle \(t\) increases from \(0\) to \(2\pi\) and \(P\) traces a closed convex curve \(\cal D\) inside \(\cal C\), with the origin \(O\) lying inside \(\cal D\), as shown in the diagram.
Solution: \begin{align*} && \tan \theta &= y/x \\ \Rightarrow && \sec^2 \theta \frac{\d \theta}{\d t} &= \frac{x \frac{\d y}{\d t} - y \frac{\d x}{\d t}}{x^2} \\ \Rightarrow && \frac{\d \theta}{\d t} &=\left (x \frac{\d y}{\d t} - y \frac{\d x}{\d t} \right) \frac{\cos^2 \theta}{x^2} \\ &&&=\left (x \frac{\d y}{\d t} - y \frac{\d x}{\d t} \right) \frac{\cos^2 \theta}{r^2 \cos^2 \theta } \\ &&&=\left (x \frac{\d y}{\d t} - y \frac{\d x}{\d t} \right) \frac{1}{r^2 } \\ && \tfrac12 \int r^2 \, \d \theta &= \tfrac12 \int \left (x \frac{\d y}{\d t} - y \frac{\d x}{\d t} \right) \d t \end{align*} \(A = (x - a \cos t, y - a \sin t), B = (x + b \cos t , y + b \sin t)\) \begin{align*} && [A] &= \tfrac12 \int_0^{2\pi} \left ((x-a \cos t) \frac{\d (y-a \sin t)}{\d t} - (y-a \sin t) \frac{\d (x-a \cos t)}{\d t} \right) \d t \\ &&&= \tfrac12 \int_0^{2\pi} \left ((x - a \cos t) \left ( \frac{\d y}{\d t} - a \cos t \right) - (y - a \sin t) \left ( \frac{\d x}{\d t} + a \sin t \right)\right) \d t \\ &&&= \tfrac12 \int_0^{2\pi} \left ( x \frac{\d y}{\d t} - y \frac{\d x}{\d t} - a \cos t \frac{\d y}{\d t}-ax \cos t +a^2 \cos^2 t + a \sin t \frac{\d x}{\d t}-y a \sin t + a^2 \sin^2 t \right) \d t \\ &&&= \tfrac12 \int_0^{2\pi} \left ( \underbrace{x \frac{\d y}{\d t} - y \frac{\d x}{\d t}}_{[P]}-a\left ((x + \frac{\d y}{\d x}) \cos t + (y - \frac{\d x}{\d t}) \sin t \right) + \underbrace{a^2}_{\pi a^2} \right) \d t \\ &&&= [P] + \pi a^2 - af \end{align*} \begin{align*} && [B] &= \tfrac12 \int_0^{2\pi} \left ((x+b \cos t) \frac{\d (y+b \sin t)}{\d t} - (y+b \sin t) \frac{\d (x+b \cos t)}{\d t} \right) \d t \\ &&&= \tfrac12 \int_0^{2\pi} \left ((x+b \cos t) (\frac{\d y}{\d t} + b \cos t) - (y+b \sin t)(\frac{\d x}{\d t} - b \sin t) \right) \d t \\ &&&= \tfrac12 \int_0^{2\pi} \left (x \frac{\d y}{\d t} - y \frac{\d x}{\d t} + b^2 + b(\cos t (x + \frac{\d y}{\d t}) +(y - \frac{\d x}{\d t})\sin t\right) \d t \\ &&&= [P] + \pi b^2 + b f \end{align*} Since \(A\) and \(B\) trace out the same area, we must have \(\pi a^2 - af = \pi b^2 + bf \Rightarrow \pi (a^2-b^2) = f(b+a) \Rightarrow f = \pi (a-b)\). In particular the area inbetween is \([A] - [P] = \pi a^2 - a \pi (a-b)\)
The definite integrals \(T\), \(U\), \(V\) and \(X\) are defined by \begin{align*} T&= \int_{\frac13}^{\frac12} \frac{{\rm artanh}\, t}t \,\d t\,, & U&= \int _{\ln 2 }^{\ln 3 } \frac{u}{2\sinh u}\, \d u \,, \\[3mm] V&= - \int_{\frac13}^{\frac12} \frac{\ln v}{1-v^2} \,\d v \,, & X&= \int _{\frac12\ln2}^{\frac12\ln3} \ln ({\coth x})\, \d x\,. \end{align*} Show, without evaluating any of them, that \(T\), \(U\), \(V\) and \(X\) are all equal.
Solution: \begin{align*} && T &= \int_{\frac13}^{\frac12} \frac{{\rm artanh}\, t}t \,\d t \\ && &=\int_{\frac13}^{\frac12} \frac{1}{2t}\ln \left ( \frac{1+t}{1-t} \right) \,\d t \\ u = \tfrac{1+t}{1-t}, t= \tfrac{u-1}{u+1}, \d t = \tfrac{2}{(u+1)^2} \d t &&&= \int_{u=2}^{u=3} \frac{1}{2t} \ln u \frac{2}{(u+1)^2} \d u \\ &&&= \int_2^3 \frac{u+1}{u-1} \ln u \frac{1}{(u+1)^2} \d u \\ &&&= \int_2^3 \frac{1}{u^2-1} \ln u \d u \end{align*} \begin{align*} && U&= \int _{\ln 2 }^{\ln 3 } \frac{u}{2\sinh u}\, \d u \\ v = e^u, \d v = e^u \d u &&&= \int_{v=2}^{v=3} \frac{\ln v}{v - \frac{1}{v}} \frac{1}{v} \d v \\ &&&= \int_2^3 \frac{1}{v^2-1} \ln v \d v \end{align*} \begin{align*} &&V &= - \int_{\frac13}^{\frac12} \frac{\ln v}{1-v^2} \,\d v \\ u = \tfrac1v, \d u = -\tfrac1{v^2} \d v &&&= -\int_{u=3}^{u=2} \frac{-\ln u}{1 - \frac{1}{u^2}} \frac{-1}{u^2} \d u \\ &&&= -\int_3^2 \frac{\ln u}{u^2-1} \d u \\ &&&= \int_2^3 \frac{1}{u^2-1} \ln u \d u \end{align*} \begin{align*} &&X&= \int _{\frac12\ln2}^{\frac12\ln3} \ln ({\coth x})\, \d x \\ u = \coth x, \d u =(1-u^2) \d x &&&= \int_{u = 3}^{u=2} \ln u \frac{1}{1-u^2} \d u \\ &&&= \int_2^3 \frac{\ln u}{u^2-1} \d u \end{align*} Therefore all integrals are equal to the same integral, namely \(\displaystyle \int_2^3 \frac{\ln u}{u^2-1} \d u\)
Let \[ T _n = \left( \sqrt{a+1} + \sqrt a\right)^n\,, \] where \(n\) is a positive integer and \(a\) is any given positive integer.
Solution:
The complex numbers \(z\) and \(w\) are related by \[ w= \frac{1+\mathrm{i}z}{\mathrm{i}+z}\,. \] Let \(z=x+\mathrm{i}y\) and \(w=u+\mathrm{i}v\), where \(x\), \(y\), \(u\) and \(v\) are real. Express \(u\) and \(v\) in terms of \(x\) and \(y\).
Solution: \begin{align*} w &= \frac{1+iz}{i+z} \\ &= \frac{1-y+ix}{x+i(1+y)} \\ &= \frac{((1-y)+ix)(x-i(1+y))}{x^2+(1+y)^2} \\ &= \frac{x(1-y)+x(1+y)}{x^2+(1+y)^2}+\frac{x^2+y^2-1}{x^2+(1+y)^2}i \\ &= \frac{2x}{x^2+(y+1)^2}+\frac{x^2+y^2-1}{x^2+(1+y)^2}i \end{align*} Therefore \(u = \frac{2x}{x^2+(y+1)^2}, v = \frac{x^2+y^2-1}{x^2+(1+y)^2}\)
Particles \(P\) and \(Q\) have masses \(3m\) and \(4m\), respectively. They lie on the outer curved surface of a~smooth circular cylinder of radius~\(a\) which is fixed with its axis horizontal. They are connected by a light inextensible string of length \(\frac12 \pi a\), which passes over the surface of the cylinder. The particles and the string all lie in a vertical plane perpendicular to the axis of the cylinder, and the axis intersects this plane at \(O\). Initially, the particles are in equilibrium. Equilibrium is slightly disturbed and \(Q\) begins to move downwards. Show that while the two particles are still in contact with the cylinder the angle \(\theta\) between \(OQ\) and the vertical satisfies \[ 7a\dot\theta^2 +8g \cos\theta + 6 g\sin\theta = 10g\,. \]
Particles \(P\) and \(Q\), each of mass \(m\), lie initially at rest a distance \(a\) apart on a smooth horizontal plane. They are connected by a light elastic string of natural length \(a\) and modulus of elasticity \(\frac12 m a \omega^2\), where \(\omega\) is a constant. Then \(P\) receives an impulse which gives it a velocity \(u\) directly away from \(Q\). Show that when the string next returns to length \(a\), the particles have travelled a distance \(\frac12 \pi u/\omega\,\), and find the speed of each particle. Find also the total time between the impulse and the subsequent collision of the particles.
A thin uniform circular disc of radius \(a\) and mass \(m\) is held in equilibrium in a horizontal plane a distance \(b\) below a horizontal ceiling, where \(b>2a\). It is held in this way by \(n\) light inextensible vertical strings, each of length \(b\); one end of each string is attached to the edge of the disc and the other end is attached to a point on the ceiling. The strings are equally spaced around the edge of the disc. One of the strings is attached to the point \(P\) on the disc which has coordinates \((a,0,-b)\) with respect to cartesian axes with origin on the ceiling directly above the centre of the disc. The disc is then rotated through an angle \(\theta\) (where \(\theta<\pi\)) about its vertical axis of symmetry and held at rest by a couple acting in the plane of the disc. Show that the string attached to~\(P\) now makes an angle \(\phi\) with the vertical, where \[ b\sin\phi = 2a \sin\tfrac12 \theta\,. \] Show further that the magnitude of the couple is \[ \frac {mga^2\sin\theta}{\sqrt{b^2-4a^2\sin^2 \frac12\theta \ } \ }\,. \] The disc is now released from rest. Show that its angular speed, \(\omega\), when the strings are vertical is given by \[ \frac{a^2\omega^2}{4g} = b-\sqrt{b^2 - 4a^2\sin^2 \tfrac12\theta \;}\,. \]
The random variable \(N\) takes positive integer values and has pgf (probability generating function) \(\G(t)\). The random variables \(X_i\), where \(i=1\), \(2\), \(3\), \(\ldots,\) are independently and identically distributed, each with pgf \({H}(t)\). The random variables \(X_i\) are also independent of \(N\). The random variable \(Y\) is defined by \[ Y= \sum_{i=1}^N X_i \;. \] Given that the pgf of \(Y\) is \(\G(H(t))\), show that \[ \E(Y) = \E(N)\E(X_i) \text{ and } \var(Y) = \var(N)\big(\E(X_i)\big)^2 + \E(N) \var(X_i) \,.\] A fair coin is tossed until a head occurs. The total number of tosses is \(N\). The coin is then tossed a further \(N\) times and the total number of heads in these \(N\) tosses is \(Y\). Find in this particular case the pgf of \(Y\), \(\E(Y)\), \(\var(Y)\) and \(\P(Y=r)\).
Solution: Recall that for a random variable \(Z\) with pgf \(F(t)\) we have \(F(1) = 1\), \(\E[Z] = F'(1)\) and \(\E[Z^2] = F''(1) +F'(1)\) so \begin{align*} && \E[Y] &= G'(H(1))H'(1) \\ &&&= G'(1)H'(1) \\ &&&= \E[N]\E[X_i] \\ \\ && \E[Y^2] &= G''(H(1))(H'(1))^2+G'(H(1))H''(1) + G'(H(1))H'(1) \\ &&&= G''(1)(H'(1))^2+G'(1)H''(1) + G'(1)H'(1) \\ &&&= (\E[N^2]-\E[N])(\E[X_i])^2 + \E[N](\E[X_i^2]-\E[X_i]) + \E[N]\E[X_i] \\ &&&= (\E[N^2]-\E[N])(\E[X_i])^2 + \E[N]\E[X_i^2] \\ && \var[Y] &= (\E[N^2]-\E[N])(\E[X_i])^2 + \E[N]\E[X_i^2] - (\E[N])^2(\E[X_i])^2\\ &&&= (\var[N]+(\E[N])^2-\E[N])(\E[X_i])^2 + \E[N](\var[X_i]+\E[X_i]^2) - (\E[N])^2(\E[X_i])^2\\ &&&= \var[N](\E[X_i])^2 + \E[N]\var[X_i] \end{align*} Notice that \(N \sim Geo(\tfrac12)\) and \(Y = \sum_{i=1}^N X_i\) where \(X_i\) are Bernoulli. We have that \(G(t) = \frac{\frac12}{1-\frac12z}\) and \(H(t) = \frac12+\frac12p\) so the pgf of \(Y\) is \(G(H(t) = \frac{\frac12}{1 - \frac14-\frac14p} = \frac{2}{3-p}\). \begin{align*} && \E[X_i] &= \frac12\\ && \var[X_i] &= \frac14 \\ && \E[N] &= 2 \\ && \var[N] &= 2 \\ \\ && \E[Y] &= 2 \cdot \frac12 = 1 \\ && \var[Y] &= 2 \cdot \frac14 + 2 \frac14 = 1 \\ && \mathbb{P}(Y=r) &= \tfrac23 \left ( \tfrac13 \right)^r \end{align*}
In this question, the notation \(\lfloor x \rfloor\) denotes the greatest integer less than or equal to \(x\), so for example \(\lfloor \pi\rfloor = 3\) and \(\lfloor 3 \rfloor =3\).
Solution: