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東京大学 新領域創成科学研究科 複雑理工学専攻 2021年8月実施 専門基礎科目

Slot 1: 1.1 Calculus (40 minutes)

Answer the following questions. All constants and variables are real numbers. All functions are real functions. Omit the derivations and write only the answers.

(Q.1) Let y(x) be a function satisfying the differential equation

d2ydx2+3dydx+2y=f(x).\frac{\mathrm{d}^2 y}{\mathrm{d}x^2} + 3\frac{\mathrm{d}y}{\mathrm{d}x} + 2y = f(x).
  • (1) Obtain the solution for f(x) = 0. Use C1C_1 and C2C_2 for arbitrary constants.
  • (2) Obtain the solution for f(x)=e2xf(x) = e^{2x} . e is the base of the natural logarithm.
  • (Q.2) Let y(x) be a function satisfying the differential equation

dydx=x+y1x+y+1.\frac{\mathrm{d}y}{\mathrm{d}x} = \frac{x+y-1}{x+y+1}.

  • (1) Changing variables as x + y = u, obtain the differential equation that x and u satisfy and y is not included.
  • (2) Obtain the function f(u) that satisfies x = f(u) by solving the differential equation. Use C for an arbitrary constant.

(Q.3) Calculate the following indefinite integral and write down the expression that fills the blank space. a is a non-zero constant.

exsinaxdx=(sinaxacosax).\int e^x \sin ax \, dx = \boxed{ (\sin ax - a \cos ax)}.

(Q.4) Consider an ellipse on a xy Cartesian coordinate system:

x2a2+y2b2=1,\frac{x^2}{a^2} + \frac{y^2}{b^2} = 1,

where a and b are non-zero positive constants.

  • (1) Obtain the equation of the tangent line of the ellipse. The tangent point is expressed as (acosθ,bsinθ)(a\cos\theta, b\sin\theta) using a variable θ\theta .
  • (2) Let the points where the tangent line intersects the x-axis and y-axis be A and B, respectively. Find the minimum length of the line segment AB.
  • (Q.5) Consider the following multiple integral over the region D enclosed by the ellipse given in (Q.4):

D(x2+y2)dxdy.\iint_{\mathcal{D}} (x^2 + y^2) \, \mathrm{d}x \mathrm{d}y.

(1) Obtain the Jacobian for the change of variables using r and θ\theta :

x=arcosθ,y=brsinθ.x = ar\cos\theta, \quad y = br\sin\theta.

(2) Calculate the multiple integral above.

Slot 2: 2.1 Linear algebra (40 minutes)

Answer the following questions.

(Q.1) Consider a real square matrix A given by

A=(αβ1α1β),A = \left(\begin{array}{cc} \alpha & \beta \\ 1 - \alpha & 1 - \beta \end{array}\right),

where 0<α<10 < \alpha < 1 , 0<β<10 < \beta < 1 . Answer the following questions. Omit the derivations and write only the answers.

  • (1) Obtain the eigenvalues λ1\lambda_1 and λ2\lambda_2 ( λ1<λ2\lambda_1 < \lambda_2 ) of matrix A.
  • (2) Obtain the eigenvectors x1\mathbf{x}_1 and x2\mathbf{x}_2 of matrix A. x1\mathbf{x}_1 and x2\mathbf{x}_2 correspond to λ1\lambda_1 and λ2\lambda_2 , respectively.
  • (3) Obtain limnAn\lim_{n\to\infty} A^n , where n is a positive integer.
  • (Q.2) Consider an n×nn \times n real symmetric matrix B with the eigenvalues μ1,μ2,,μn\mu_1, \mu_2, \ldots, \mu_n ( μ1<μ2<<μn\mu_1 < \mu_2 < \ldots < \mu_n ) and the corresponding eigenvectors v1,v2,,vn\boldsymbol{v}_1, \boldsymbol{v}_2, \ldots, \boldsymbol{v}_n .
    • (1) Under the constraint of x0x \neq 0 , obtain the minimum of xBxxx\frac{x^{\top}Bx}{x^{\top}x} . Show the derivations in addition to the answers.

    • (2) Under the constraint of x0x \neq \mathbf{0} and xvi=0\mathbf{x}^{\top}\mathbf{v}_{i} = 0 ( i=1,2,...,m,1m<ni = 1, 2, ..., m, 1 \leq m < n ), obtain the minimum of xBxxx\frac{\mathbf{x}^{\top}B\mathbf{x}}{\mathbf{x}^{\top}\mathbf{x}} .

      Omit the derivations and write only the answers.

Note that n and m are positive integers, x\boldsymbol{x} is an n-dimensional real vector, and \top is a transpose.

(Q.3) Consider a real square matrix C given by

C=(c11c12c13c21c22c23c31c32c33).C = \begin{pmatrix} c_{11} & c_{12} & c_{13} \\ c_{21} & c_{22} & c_{23} \\ c_{31} & c_{32} & c_{33} \end{pmatrix}.

Assume the eigenvalues of matrix C are γ1\gamma_1 , γ2\gamma_2 , and γ3\gamma_3 ( γ1<γ2<γ3\gamma_1 < \gamma_2 < \gamma_3 ). Answer the following questions.

(1) Express the following in terms of γ1\gamma_1 , γ2\gamma_2 , and γ3\gamma_3 :

1i<j3(ciicjjcijcji).\sum_{1 \le i < j \le 3} (c_{ii}c_{jj} - c_{ij}c_{ji}).

Omit the derivations and write only the answer.

(2) Show that the following holds:

det(k=01k!Ck)=eγ1+γ2+γ3,\det\left(\sum_{k=0}^{\infty} \frac{1}{k!} C^k\right) = e^{\gamma_1 + \gamma_2 + \gamma_3},

where e is the base of the natural logarithm, k!=k(k1)21k! = k \cdot (k - 1) \cdots 2 \cdot 1 is the factorial of k, and det is the determinant. Show the derivations.

Slot 2: 2.2 Mechanics (40 minutes)

Consider four point masses with mass m which move along a straight line. As shown in Fig. 1, these masses are connected by massless springs with a natural length of l and a spring constant of k. Object A denotes the system composed of the two point masses and the spring on the left side, and Object B denotes the system composed of the two point masses and the spring on the right side. x1,x2,x3x_1, x_2, x_3 and x4x_4 denote the coordinates of each point mass, and v1,v2,v3v_1, v_2, v_3 and v4v_4 denote the velocities of each point mass. Suppose that x1<x2,x3<x4x_1 < x_2, x_3 < x_4 are satisfied at any time, and the coefficient of restitution is 1 (i.e., perfectly elastic collision) for the collisions between the masses, and friction can be neglected. Answer the following questions. You should write only the solutions on your answer sheet.

  • (Q.1) At time t = 0, x2<x3x_2 < x_3 , x2x1=x4x3=lx_2 x_1 = x_4 x_3 = l are satisfied, and v1=V10(>0)v_1 = V_{10} (> 0) , v2=v3=v4=0v_2 = v_3 = v_4 = 0 .

    • (1) Let us express the expansion and contraction of the spring by Δxx2x1l\Delta x \equiv x_2 x_1 l . Obtain the equation of motion for Δx\Delta x , and find the characteristic frequency.
    • (2) The energy of Object A can be divided into the following three energies: CAC_A : the kinetic energy of the center of mass, RAR_A : the energy of the relative motion of the two point masses and SAS_A : the energy stored in the spring. CA+RAC_A + R_A represents the total kinetic energy. Express CA+RAC_A + R_A using m, v1v_1 and v2v_2 .
    • (3) Express CAC_A , RAR_A using m, v1v_1 and v2v_2 , and express SAS_A using x1x_1 , x2x_2 , l and k.
  • (4) Express CAC_A and RAR_A at t = 0 using m and V10V_{10} . Find SAS_A at t = 0.

  • (Q.2) Consider the first collision between Object A and Object B under the initial condition shown in (Q.1). At this moment, x2=x3x_2 = x_3 , and the right point mass of Object A and the left point mass of Object B collide with each other. Let V2V_2 (> 0) and v3=0v_3 = 0 be the velocities of these point masses just before the collision, and let V2V_2' and V3V_3' be the velocities of them just after the collision.

    • (1) Express V2V_2' and V3V_3' using V2V_2 .
    • (2) Let CBC_{\rm B} , RBR_{\rm B} , SBS_{\rm B} be the energies of Object B defined in a similar manner as those of Object A. Obtain the ratio CB/(RB+SB)C_{\rm B}/(R_{\rm B}+S_{\rm B}) just after the collision.
    • (3) Express v1v_1 just before the collision using V10V_{10} and V2V_2 .
    • (4) Express RAR_A just before the collision using m, V10V_{10} and V2V_2 .
    • (5) Express the ratio CA/(RA+SA)C_{\rm A}/(R_{\rm A}+S_{\rm A}) just after the collision using V10V_{10} and V2V_2 .

Slot 3: 3.1 Mathematical analysis (40 minutes)

The Fourier transform of a real function f(t) and its inverse Fourier transform are, respectively, defined as

F(ω)=F[f(t)]=f(t)eiωtdt,F(\omega) = \mathcal{F}[f(t)] = \int_{-\infty}^{\infty} f(t) e^{-i\omega t} dt, F1[F(ω)]=12πF(ω)eiωtdω,\mathcal{F}^{-1}[F(\omega)] = \frac{1}{2\pi} \int_{-\infty}^{\infty} F(\omega) e^{i\omega t} d\omega,

where t and ω\omega are real numbers, e is the base of the natural logarithm, and i is the imaginary unit. A real function g(t) is defined as g(t)={eat,t00,t<0,g(t) = \begin{cases} \mathrm{e}^{-at}, & t \geq 0 \\ 0, & t < 0, \end{cases}

where a is a positive real constant. Answer the following questions. Omit the derivations and write only the answers in (Q.1) and (Q.2). Show the derivations in addition to the answers in (Q.3) and (Q.4).

  • (Q.1) Obtain the Fourier transform G(ω)G(\omega) of g(t).
  • (Q.2) A real function h(t) is defined as h(t)=g(t+s)g(s)dsh(t) = \int_{-\infty}^{\infty} g(t+s)g(s)\mathrm{d}s , where s is a real number. Express the Fourier transform H(ω)H(\omega) of h(t) in terms of G(ω)G(\omega) and its complex conjugate G(ω)\overline{G(\omega)} .
  • (Q.3) Let z be a complex number. Consider the following contour integral along the integral path C=C1+C2C = C_1 + C_2 shown in Figure 1.
Ceiztz2+a2dz(t0).(1)\oint_C \frac{e^{izt}}{z^2 + a^2} dz \quad (t \ge 0). \tag{1}

C1C_1 is the line segment connecting -R and R, and C2C_2 is the upper semicircle with radius R centered at the origin O, where R > a. Re z and Im z represent the real and imaginary part of z, respectively.

  • (i) Obtain the pole in Im z > 0 and the residue at the pole of the integrand of Eq. (1).
  • (ii) Calculate the integral

eiωtω2+a2dω,\int_{-\infty}^{\infty} \frac{e^{i\omega t}}{\omega^2 + a^2} d\omega,

by applying the residue theorem to Eq. (1). You may use the fact that the contribution of the integral along C2C_2 vanishes as RR \to \infty .

(Q.4) Obtain the inverse Fourier transform F1[H(ω)]\mathcal{F}^{-1}[H(\omega)] of H(ω)H(\omega) obtained in (Q.2), and sketch its graph as a function of t.

Figure 1: Integral path.

Slot 3: 3.2 Probability and Statistics (40 minutes)

  • (Q.1) Suppose that 0.1 % of the population has an infectious disease. A screening test for the disease gives a positive result for 80 % of those taking the test and being infected. However, the test incorrectly gives a positive result for 0.2 % of those taking the test and not being infected. If a randomly selected person from the population has tested positive, what is the probability of being infected? Choose the closest answer from the following choices. Omit the derivation and write only the answer.
    • (a) 0.2, (b) 0.3, (c) 0.4, (d) 0.5,
    • (e) 0.6, (f) 0.7, (g) 0.8, (h) 0.9.
  • (Q.2) Let X1,X2,...,XnX_1, X_2, ..., X_n be independent and identically distributed random variables with the probability density function f(x) given by

f(x)={λeλx,x0,0,x<0,f(x) = \begin{cases} \lambda e^{-\lambda x}, & x \ge 0, \\ 0, & x < 0, \end{cases}

where e is the base of the natural logarithm and λ\lambda is a positive parameter. Answer the following questions. Regarding questions (1), (2), and (3), omit the derivations and write only the answers. Show the derivations in addition to the answers in (4) and (5).

  • (1) Consider the expectation E[X1]E[X_1] and variance V[X1]V[X_1] of X1X_1 . Obtain constants a, b, c, and d satisfying E[X1]=aλbE[X_1] = a\lambda^b and V[X1]=cλdV[X_1] = c\lambda^d .
  • (2) Obtain the maximum likelihood estimator of λ\lambda based on the sample (X1,X2,,Xn)(X_1, X_2, \dots, X_n) .
  • (3) Consider two random variables S2=X1+X2S_2 = X_1 + X_2 and S3=X1+X2+X3S_3 = X_1 + X_2 + X_3 . Obtain the probability density functions of S2S_2 and S3S_3 , denoted as fS2(x)f_{S_2}(x) and fS3(x)f_{S_3}(x) , respectively.
  • (4) Consider a sum of n random variables Sn=k=1nXkS_n = \sum_{k=1}^n X_k . Derive the probability density function of SnS_n , denoted as fSn(x)f_{S_n}(x) . You may use the following formula:

m!=0tmetdt,m! = \int_0^\infty t^m e^{-t} dt,

where m is a natural number, t is a real number, and m!=m(m1)21m! = m \cdot (m-1) \cdots 2 \cdot 1 represents the factorial of m.

(5) Show whether the maximum likelihood estimator obtained in (2) is the unbiased estimator or not.

Slot 3: 3.3 Electromagnetism (40 minutes)

Answer the following questions. Use the vacuum permittivity ε0\varepsilon_0 and vacuum permeability μ0\mu_0 as necessary. E\boldsymbol{E} and B\boldsymbol{B} represent the electric field and magnetic field, respectively. Write only the solutions on your answer sheet.

  • (Q.1) Express the following values using ρ\rho , l, S, d and n.
    • (1) Electrical resistance R of a cylinder (cross-sectional area S, length l) made of a material with resistivity ρ\rho .
    • (2) Capacitance C between parallel plates of area S separated by a small distance d.
    • (3) Self-inductance L of a long solenoid with cross-sectional area S, length l and number of turns per unit length n.
  • (Q.2) When an AC voltage (angular frequency ω\omega ) is applied to both ends of the circuit shown in Fig.1, express the total impedance using R, L and C.

(Q.3) Faraday's law and Ampere's law in vacuum with charge and

current densities 0 are expressed as follows.

×E+B/t=0,\nabla \times \mathbf{E} + \partial \mathbf{B} / \partial t = 0, ×Bε0μ0E/t=0.\nabla \times \mathbf{B} - \varepsilon_0 \mu_0 \partial \mathbf{E} / \partial t = 0.

Write the wave equation for E. You may use the vector formula ×(×F)=(F)2F\nabla \times (\nabla \times F) = \nabla (\nabla \cdot F) - \nabla^2 F if necessary.

(Q.4) When the solutions to the wave equation for E and B can be expressed as follows, find the relationship between ω\omega and k.

E(x,t)=e1E0sin(kxωt),E(x,t) = e_1 E_0 \sin(k \cdot x - \omega t),

B(x,t)=e2B0sin(kxωt).B(x,t) = e_2 B_0 \sin(k \cdot x - \omega t).

In addition, find the phase velocity vpv_p of this wave. Note that k is a real wavenumber vector, x is a coordinate vector, ω\omega is a frequency (real number) and e1e_1 and e2e_2 are unit vectors. Here, k, e1e_1 and e2e_2 are perpendicular to each other.

  • (Q.5) Find the relationship between E0E_0 , B0B_0 , and the phase velocity vpv_p obtained in the previous question.
  • (Q.6) When the energy u of the electromagnetic field per unit volume can be expressed as follows, find the energy and the pointing vector averaged over a cycle.

u=ε0E2/2+B2/2μ0.u = \varepsilon_0 |\mathbf{E}|^2 / 2 + |\mathbf{B}|^2 / 2\mu_0.

(Q.7) When the average energy flux of the sunlight is 1.4 kW/m2, calculate the average energy density and the amplitudes of the electric field and magnetic field to one significant digit. Let ε0=8.9×1012\varepsilon_0 = 8.9 \times 10^{-12} F/m and μ0=1.3×106\mu_0 = 1.3 \times 10^{-6} H/m.