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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 2024年8月実施 専門基礎科目

Problem No. 1 (Calculus)

Answer the following questions. e is the base of the natural logarithm and i is the imaginary unit.

Omit the derivations and write only the answers.

(Q.1) Define the real function f(x) as follows:

f(x)=0xdtet2.f(x) = \int_0^x \mathrm{d}t \,\mathrm{e}^{-t^2}.

  • (1) Obtain the derivative of f(x).
  • (2) Obtain the Taylor expansion of f(x) around x = 0 up to the third order.
  • (Q.2) Two real functions x(t) and y(t) satisfy the following coupled differential equations:

dxdt=νxy+Acosat,\frac{\mathrm{d}x}{\mathrm{d}t} = -\nu x - y + A\cos at, dydt=νy+x+Asinat,\frac{\mathrm{d}y}{\mathrm{d}t} = -\nu y + x + A\sin at,

where A, a, and ν\nu ( ν>0\nu > 0 ) are real constants.

  • (1) Let z(t) = x(t) + iy(t). Obtain the differential equation for z(t).

  • (2) Let A = 0. Obtain the general solution x(t) and y(t) of the coupled differential equations.

  • (3) Let A > 0. x(t) asymptotically approaches x1(t)=Bcos(bt+ϕ)x_1(t) = B\cos(bt + \phi) as tt \to \infty regardless of the initial condition. Here, B (B > 0), b, and ϕ\phi are real constants. Obtain B, b, and ϕ\phi .

  • (Q.3) Define the real function f(x) as follows:

f(x)=xex.f(x) = xe^{-x}.

  • (1) Obtain all the extrema of f(x) and the corresponding values of x.
  • (2) In an xy Cartesian coordinate system, obtain the area of the region defined by 0yf(x)0 \le y \le f(x) and x > 0.
  • (3) In an xyz Cartesian coordinate system, obtain the volume of the solid formed by rotating the xy-plane region defined in (2) around the x-axis.
  • (4) The surface of the solid defined in (3) can be expressed in terms of the real function

g(x,y,z)=y2+z2x2e2x,g(x, y, z) = y^2 + z^2 - x^2 e^{-2x},

as g(x, y, z) = 0. Obtain the gradient vector of g(x, y, z).

(5) Obtain the coordinates (x, y, z) where h(x, y, z) = xyz is maximized on the surface of the solid defined in (3) in the x > 0 region. In addition, obtain the maximum.

Problem No. 2.1 (Linear algebra)

The transpose of a matrix or a vector is denoted by the superscript \top . The exponential of a square matrix J is defined as

eJ=k=01k!Jk.e^J = \sum_{k=0}^{\infty} \frac{1}{k!} J^k.

Answer the following questions.

(Q.1) Consider the following real matrix A and real vectors b\boldsymbol{b} and c\boldsymbol{c} :

A=(211121112),b=(11β),c=(321),A = \begin{pmatrix} 2 & -1 & -1 \\ -1 & 2 & -1 \\ -1 & -1 & 2 \end{pmatrix}, \quad \boldsymbol{b} = \begin{pmatrix} 1 \\ 1 \\ \beta \end{pmatrix}, \quad \boldsymbol{c} = \begin{pmatrix} 3 \\ 2 \\ 1 \end{pmatrix},

where β\beta is a constant.

Omit the derivations and write only the answers.

  • (1) Obtain the eigenvalues λ1λ2λ3\lambda_1 \leq \lambda_2 \leq \lambda_3 of A.
  • (2) Obtain the matrix P that satisfies

PAP=(λ1000λ2000λ3).P^{\top}AP = \begin{pmatrix} \lambda_1 & 0 & 0 \\ 0 & \lambda_2 & 0 \\ 0 & 0 & \lambda_3 \end{pmatrix}.

  • (3) Suppose that the equation Ax=bA\mathbf{x} = \mathbf{b} for the variable xR3\mathbf{x} \in \mathbb{R}^3 has a solution. Obtain the value of β\beta . In addition, obtain all the solutions of the equation.

  • (4) Obtain limteAtc\lim_{t\to\infty} e^{-At} \boldsymbol{c} , where t is a real number.

  • (Q.2) Let B be an n×nn \times n real asymmetric matrix.

    • (1) Show that the eigenvalues of B and BB^{\top} are the same. You may use the fact that the determinants of a square matrix and its transposed matrix are the same.
    • (2) Let λi\lambda_i (i = 1, ..., n) be the eigenvalues of B. Let ui\boldsymbol{u}_i and vi\boldsymbol{v}_i be the eigenvectors of B and BB^{\top} corresponding to the eigenvalue λi\lambda_i , respectively. Namely,

Bui=λiui,B\boldsymbol{u}_i = \lambda_i \boldsymbol{u}_i, Bvi=λiviB^{\top} \boldsymbol{v}_i = \lambda_i \boldsymbol{v}_i

hold true. Show that viui=0\boldsymbol{v}_i^{\top} \boldsymbol{u}_i = 0 for λiλj\lambda_i \neq \lambda_j .

Problem No. 2.2 (Probability and Statistics)

Answer the following questions. e is the base of the natural logarithm, and i is the imaginary unit.

Omit the derivations and write only the answers.

  • (Q.1) Let X and Y be random variables with the means X=1\overline{X} = 1 , Y=2\overline{Y} = 2 , the variances sX=1s_X = 1 , sY=2s_Y = 2 , respectively, and the covariance sXY=1s_{XY} = -1 . Random variables U and V are defined by U = X + 3 and V = X + Y.
    • (1) Obtain the means U\overline{U} , V\overline{V} of U, V.
    • (2) Obtain the variances sUs_U , sVs_V of U, V.
    • (3) Obtain the covariance sUVs_{UV} between U and V.
  • (Q.2) Let X be a random variable obeying the standard Cauchy distribution:

p(x)=1π(1+x2).p(x) = \frac{1}{\pi (1 + x^2)}.

Answer the following questions.

  • (1) Obtain the cumulative distribution function F(x) of the standard Cauchy distribution.

  • (2) Let U be a random variable obeying the uniform distribution on the interval [0,1]. Obtain the probability Pr(UF(x))\Pr(U \leq F(x)) , where F(x) is the cumulative distribution function in (1).

  • (3) For U defined in (2), obtain the real function g(U) that satisfies X = g(U).

  • (4) Obtain the characteristic function of the standard Cauchy distribution: ψ(t)=eitxp(x)dx\psi(t) = \int_{-\infty}^{\infty} e^{itx} p(x) dx , where t is a real number.

  • (5) Let X1,X2,...,XnX_1, X_2, ..., X_n be n random variables that are independent and identically distributed and obey the standard Cauchy distribution. A random variable Z is defined by Z=X1+X2+...+XnZ = X_1 + X_2 + ... + X_n . Obtain the probability density function of Z.

  • (Q.3) Let (x1,y1),(x2,y2),,(xN,yN)(x_1, y_1), (x_2, y_2), \ldots, (x_N, y_N) be N sample pairs of random variables X and Y. Define the following statistics on the sample pairs:

x=1Ni=1Nxi,y=1Ni=1Nyi,\overline{x} = \frac{1}{N} \sum_{i=1}^{N} x_i, \quad \overline{y} = \frac{1}{N} \sum_{i=1}^{N} y_i,

σxx=1Ni=1Nxixi,σxy=1Ni=1Nxiyi.\sigma_{xx} = \frac{1}{N} \sum_{i=1}^{N} x_i x_i, \quad \sigma_{xy} = \frac{1}{N} \sum_{i=1}^{N} x_i y_i.

The regression line Y=A0+A1XY = A_0 + A_1 X is obtained by minimizing the following function l:

l(A0,A1)=i=1N(yiA0A1xi)2,l(A_0, A_1) = \sum_{i=1}^{N} (y_i - A_0 - A_1 x_i)^2,

which is assumed to be minimum at A0=a0A_0 = a_0 and A1=a1A_1 = a_1 . Express a0a_0 and a1a_1 in terms of x\overline{x} , y\overline{y} , σxx\sigma_{xx} , and σxy\sigma_{xy} . In addition, show the condition under which both a0a_0 and a1a_1 are uniquely determined.

Problem No. 2.3 (Mechanics)

Answer the following questions. Let the gravitational acceleration be q > 0, constant). Write only the answers.

  • (Q.1) A liner molecule ABA is composed of Atoms A and B. Atom B is located between two Atoms A. Consider Molecule ABA as a system composed of three point masses connected by two massless springs of spring constant k. The masses of Atoms A and B are m and M, respectively. The atoms move along a common line. Ignore the gravity.
    • (1) Write the equations of motion for the three atoms. The displacements of Atoms A, B, A from the natural lengths are defined as x, y, and z, respectively, with the positive direction from one Atom A to the other Atom A.
    • (2) Introduce Q1=x+zQ_1 = x + z and Q2=xzQ_2 = x z . Answer the angular frequencies ω1\omega_1 and ω2\omega_2 of their oscillation. Let the center of the gravity of Molecule ABA do not move.
  • (Q.2) Consider a point mass thrown at an elevation angle θ\theta with initial velocity v0v \neq 0 . x axis is taken in the positive direction of the horizontal component of the initial velocity. y axis is taken in the

vertical upward direction. The origin is the initial position of the point mass.

  • (1) Answer the vertical position y of the point mass at x = X (> 0), using X, g, θ\theta , and v.
  • (2) Answer the range of the vertical position y where the point mass cannot reach at x = X (> 0) for any angles θ\theta , using X, g, and v.
  • (Q.3) A uniform-density rigid sphere of mass m and radius r is at rest on a frictionless horizonal plate. We want to roll the sphere without slipping by hitting horizontally with a stick as shown in the figure below. Answer the vertical distance h from the center of the sphere to hit using m, r, and the moment of inertia I of the rigid sphere.

(Q.4) Suppose the Earth is a rigid sphere that rotates eastward around the axis passing through the south pole and the north pole at a constant angular velocity ω\omega . Let (x, y, z) be the coordinate system fixed to the Earth's surface with the origin at Point P on the northern hemisphere at latitude θ\theta ( 0<θ<π20 < \theta < \frac{\pi}{2} ). Positive direction of z axis is defined in the direction from the Earth's center to Point P, and positive directions of x axis and y axis are defined towards the south and east, respectively, on the tangential plane at Point P. A point mass of mass m is thrown from Point P to the positive direction of z axis at initial velocity v.

  • (1) Answer the x, y, and z components of the Earth's angular velocity vector ω\boldsymbol{\omega} in the coordinate system (x, y, z).
  • (2) The equation of motion for the point mass in the coordinate system (x, y, z) is expressed as follows using position vector r\mathbf{r} , its first derivative with respect to time r˙\dot{\mathbf{r}} , and its second derivative r¨\ddot{\mathbf{r}} :

mr¨=F+2mr˙×ωm\ddot{\boldsymbol{r}} = \boldsymbol{F} + 2m\dot{\boldsymbol{r}} \times \boldsymbol{\omega}

F=(0,0,mg)\mathbf{F} = (0, 0, -mg)

Write the acceleration for the point mass in the y direction at the time t elapsed after throwing the point mass, using, g, t, v, ω\omega , θ\theta . Ignore the terms of order ω2\omega^2 or higher.

Problem No. 2.4 (Electromagnetism)

Answer the following questions, assuming vacuum environment. Except for Q.5(2), write only the answers.

  • (Q.1) In the below, ε0\varepsilon_0 and μ0\mu_0 are dielectric constant and permeability, respectively, in vacuum.
    • (1) Write the light speed, using ε0\varepsilon_0 and μ0\mu_0 .
    • (2) Two conducting wires are placed in parallel at a distance r. The length of the wires is infinite. Current I is flowing in the same direction in each wire. Write the magnitude and direction of the force acting on the wire per unit length.
  • (Q.2) Answer the questions on the electric circuit shown in Figure 1. The R1R_1 , R2R_2 , and R3R_3 represent electric resistors, whose resistance values are r1r_1 , r2r_2 , and r3r_3 , respectively.
    • (1) Write the combined resistance value between A and B, using r1,r2,r3r_1, r_2, r_3 .
    • (2) A constant voltage V is applied between A and B. Write the current flowing in R3R_3 , and write the electric power consumed in R2R_2 . The answers should use V, r1r_1 , r2r_2 , r3r_3 .
  • (Q.3) Answer the questions on the electric circuit shown in Figure 2. An AC voltage is applied with an amplitude V~\tilde{V} and an angular frequency

  • ω\omega . Here, L is the inductance of the coil, C is the capacitance of the capacitor, R is the resistance value of the resistor. Use j as the imaginary unit.
  • (1) Write the combined impedance between A and B, using ω\omega , L, C, R.
  • (2) Write the ratio I~C/I~R\tilde{I}_C/\tilde{I}_R , where I~C\tilde{I}_C is the amplitude of the current flowing in the capacitor and I~R\tilde{I}_R is the amplitude of the current flowing in the resistor.
  • (3) We remove the capacitor from the circuit, namely we handle a circuit without the capacitor. We express the voltage variation between A and B as V=V~ejωtV = \tilde{V}e^{j\omega t} . Write the current flowing in the coil, using ω\omega , L, R, V. Write also the effective electric power consumed in the resistor, using ω\omega , L, R, V~\tilde{V} . (The effective electric power is the time-averaged electric power.)
  • (Q.4) There is a closed circuit shown in Figure 3. The circuit is formed by one turn loop of a conducting wire and its surface area is S.

Using an equation

×E=Bt\nabla \times \mathbf{E} = -\frac{\partial \mathbf{B}}{\partial t}

from Maxwell's equations, derive the expression on a voltage V in the circuit induced by the magnetic field crossing the circuit (Note: write only the expression on V). Here, B\boldsymbol{B} is a magnetic field externally given, and E\boldsymbol{E} is an electric field induced by the magnetic field. The magnetic field is uniform in space. The circuit is placed on a flat surface whose normal unit vector is expressed by n\boldsymbol{n} . Ignore the thickness of the conducting wire.

Figure 3

(Q.5) There is a square, whose side length is L, on an xy plane in a Cartesian coordinate system as depicted by broken lines in Figure 4(a). We made a closed circuit by winding a conducting wire twice in the same direction along the sides of this square. This wire has a resistance value R per the length L. Here, a magnetic field is applied uniformly in space in the z direction. The magnitude of the magnetic field B varies with time t as shown in Figure 4(b). The value of B is BsB_s for ttst \leq t_s , BeB_e for ttet \geq t_e and varies at a constant rate for ts<t<tet_s < t < t_e . Answer the following questions for ts<t<tet_s < t < t_e .

Ignore the self-inductance of the circuit and the thickness of the conducting wire.

  • (1) Write the electric voltage V induced in the circuit by using the variables used in the above.
  • (2) Describe the force on the wire, using V, R, L in about 5 lines.

Figure 4