2019 National Graduate Entrance Examination Mathematics I Past Paper

I. Multiple Choice

I. Multiple Choice: Questions 1-8, 4 points each, 32 points in total.

1. As x→0x\to0, if x−tan⁡xx-\tan x and xkx^k are infinitesimals of the same order, then k=k= ( )

(A) 1 (B) 2 (C) 3 (D) 4

order of infinitesimal

Approach:

This question tests the comparison of the orders of two infinitesimals by means of a Taylor expansion. Two infinitesimals are of the same order if and only if their ratio tends to a nonzero constant, so it is enough to expand tan⁡x\tan x to a sufficiently high order.

Steps:

  1. From the Maclaurin expansion tan⁡x=x+x33+o(x3)\tan x=x+\dfrac{x^3}{3}+o(x^3) we get x−tan⁡x=−x33+o(x3)x-\tan x=-\dfrac{x^3}{3}+o(x^3).
  2. Dividing by x3x^3: x−tan⁡xx3→−13≠0\dfrac{x-\tan x}{x^3}\to-\dfrac13\ne0, so x−tan⁡xx-\tan x is of the same order as x3x^3.
  3. If it is of the same order as xkx^k then k=3k=3, so (C) is the correct choice.

Answer:

C.

2. Let the function f(x)={x∣x∣,x≤0,xln⁡x,x>0,f(x)=\begin{cases}x|x|,&x\le0,\\x\ln x,&x>0,\end{cases} then x=0x=0 is ( ) of f(x)f(x)

(A) a point of differentiability, a point of extremum (B) a point of non-differentiability, a point of extremum (C) a point of differentiability, not a point of extremum (D) a point of non-differentiability, not a point of extremum

differentiabilityextremum

Approach:

This question tests the differentiability of a piecewise function at its breakpoint and the criterion for an extremum. The signs of the function values on the two sides of 00 (for the extremum) and the left and right derivatives (for the differentiability) have to be examined separately.

Steps:

  1. f(0)=0f(0)=0. For x<0x<0 we have f(x)=x∣x∣=−x2<0f(x)=x|x|=-x^2<0; for 0<x<10<x<1 we have f(x)=xln⁡x<0f(x)=x\ln x<0.
  2. In a sufficiently small punctured neighbourhood of 00 we always have f(x)<0=f(0)f(x)<0=f(0), so x=0x=0 is a local maximum point.
  3. The left derivative is lim⁡x→0−f(x)−f(0)x=lim⁡x→0−(−x)=0\lim\limits_{x\to0^-}\dfrac{f(x)-f(0)}{x}=\lim\limits_{x\to0^-}(-x)=0.
  4. The right derivative is lim⁡x→0+f(x)−f(0)x=lim⁡x→0+ln⁡x=−∞\lim\limits_{x\to0^+}\dfrac{f(x)-f(0)}{x}=\lim\limits_{x\to0^+}\ln x=-\infty, so no finite right derivative exists.
  5. The one-sided derivatives are not equal, so ff is not differentiable at x=0x=0; combined with the fact that it is a local maximum point, this gives (B).

Answer:

B.

3. Let {un}\{u_n\} be a monotonically increasing bounded sequence, then the series that converges is ( )

(A) ∑n=1∞unn\sum_{n=1}^{\infty} \dfrac{u_n}{n}
(B) ∑n=1∞(−1)n1un\sum_{n=1}^{\infty} (-1)^n\dfrac{1}{u_n}
(C) ∑n=1∞(1−unun+1)\sum_{n=1}^{\infty} \left(1-\dfrac{u_n}{u_{n+1}}\right)
(D) ∑n=1∞(un+12−un2)\sum_{n=1}^{\infty} (u_{n+1}^2-u_n^2)

numerical series

Approach:

This question tests the convergence of series of numbers. The key is to recognise that option (D) is a telescoping series whose partial sums can be written down directly; the other options need not converge under the given assumptions.

Steps:

  1. For option (D): its partial sums are SN=∑n=1N(un+12−un2)=uN+12−u12S_N=\sum\limits_{n=1}^N(u_{n+1}^2-u_n^2)=u_{N+1}^2-u_1^2, since the intermediate terms cancel.
  2. Since {un}\{u_n\} is monotonically increasing and bounded, uN+12u_{N+1}^2 has a limit, so SNS_N converges, that is, the series ∑n=1∞(un+12−un2)\sum\limits_{n=1}^{\infty}(u_{n+1}^2-u_n^2) converges.
  3. For option (A): take un=nu_n=n, then the series becomes ∑n=1∞nn=∑1\sum\limits_{n=1}^\infty\dfrac nn=\sum1, which diverges.
  4. For option (B): take un=nu_n=n, then the series becomes ∑n=1∞(−1)n1n\sum\limits_{n=1}^\infty(-1)^n\dfrac1n, which converges conditionally; while for un≡1u_n\equiv1 the same series converges, so (B) does not always converge.
  5. For option (C): with un=nu_n=n we have 1−unun+1=1n+11-\dfrac{u_n}{u_{n+1}}=\dfrac{1}{n+1}, so the series diverges, and (C) does not always converge either. In conclusion the answer is (D).

Answer:

D.

4. Let the function Q(x,y)=xy2Q(x,y)=\dfrac{x}{y^2}. If for every oriented smooth closed curve CC in the upper half-plane (y>0y>0) one has ∮CP dx+Q dy=0\displaystyle \oint_C P\,dx+Q\,dy=0, then P(x,y)P(x,y) can be taken as ( )

(A) y−x2y3y-\dfrac{x^2}{y^3} (B) 1y−x2y3\dfrac{1}{y}-\dfrac{x^2}{y^3} (C) 1x−1y\dfrac{1}{x}-\dfrac{1}{y} (D) x−1yx-\dfrac{1}{y}

conservative field

Approach:

This question tests the conditions under which a second-kind line integral in the plane is independent of the path. The condition that the integral vanishes for every closed curve is equivalent to the vector field being irrotational, that is, to Py=QxP_y=Q_x holding identically.

Steps:

  1. The upper half-plane y>0y>0 is a simply connected region, so the necessary and sufficient condition for path independence is that ∂P∂y=∂Q∂x\dfrac{\partial P}{\partial y}=\dfrac{\partial Q}{\partial x} holds identically in that region.
  2. From Q(x,y)=xy2Q(x,y)=\dfrac{x}{y^2} we get Qx=1y2Q_x=\dfrac{1}{y^2}, so we need Py=1y2P_y=\dfrac{1}{y^2}.
  3. Integrating with respect to yy: P(x,y)=∫dyy2+g(x)=−1y+g(x)P(x,y)=\displaystyle\int\dfrac{dy}{y^2}+g(x)=-\dfrac1y+g(x).
  4. For options (A) and (B) the value of PyP_y is not 1y2\dfrac1{y^2}; for option (C) the function P=1x−1yP=\dfrac1x-\dfrac1y is not defined at x=0x=0, so it fails the requirement of being defined on the whole upper half-plane.
  5. In option (D), P=x−1yP=x-\dfrac1y corresponds to g(x)=xg(x)=x, which satisfies the condition, so (D) is the correct choice.

Answer:

D.

5. Let AA be a real symmetric matrix of order 3 and EE the identity matrix of order 3. If A2+A=2EA^2+A=2E and ∣A∣=4|A|=4, then the canonical form of the quadratic form xTAxx^T A x is ( )

(A) y12+y22+y32y_1^2+y_2^2+y_3^2 (B) y12+y22−y32y_1^2+y_2^2-y_3^2 (C) y12−y22−y32y_1^2-y_2^2-y_3^2 (D) −y12−y22−y32-y_1^2-y_2^2-y_3^2

quadratic formeigenvalue

Approach:

This question tests how a matrix equation determines the eigenvalues and how the canonical form of a quadratic form is obtained. The relation A2+A=2EA^2+A=2E shows that every eigenvalue satisfies the same quadratic equation, and the determinant then fixes the spectrum.

Steps:

  1. Let λ\lambda be an eigenvalue of AA; from A2+A=2EA^2+A=2E we get λ2+λ−2=0\lambda^2+\lambda-2=0, that is (λ−1)(λ+2)=0(\lambda-1)(\lambda+2)=0.
  2. Hence the eigenvalues of AA can only be 11 or −2-2.
  3. AA is a real symmetric matrix of order 3, so all eigenvalues are real and their multiplicities sum to 3; also ∣A∣=4>0|A|=4>0, and with the eigenvalues 11 and −2-2 we get 1⋅(−2)2=41\cdot(-2)^2=4, which is consistent.
  4. Hence the spectrum is {1,−2,−2}\{1,-2,-2\}, the positive index of inertia is 1 and the negative index of inertia is 2, and the canonical form is y12−y22−y32y_1^2-y_2^2-y_3^2, so (C) is the correct choice.

Answer:

C.

6. There are three planes intersecting pairwise, and their intersection lines are mutually parallel; let the equations ai1x+ai2y+ai3z=di (i=1,2,3)a_{i1}x+a_{i2}y+a_{i3}z=d_i\ (i=1,2,3) form a system of linear equations whose coefficient matrix and augmented matrix are denoted by A, A‾A,\ \overline{A} respectively, then ( )

(A) r(A)=2, r(A‾)=3r(A)=2,\ r(\overline{A})=3 (B) r(A)=2, r(A‾)=2r(A)=2,\ r(\overline{A})=2 (C) r(A)=1, r(A‾)=2r(A)=1,\ r(\overline{A})=2 (D) r(A)=1, r(A‾)=1r(A)=1,\ r(\overline{A})=1

system of linear equations

Approach:

This question tests the direction of the intersection lines of the planes and the rank of a system of linear equations. The fact that the three planes intersect pairwise and that their intersection lines are mutually parallel means that their normal vectors are linearly dependent, so the rank of the coefficient matrix is less than 3.

Steps:

  1. The normal vectors of the three planes are (ai1,ai2,ai3)(a_{i1},a_{i2},a_{i3}). If the intersection lines are mutually parallel, then all three normal vectors are perpendicular to the same direction vector, so the three normal vectors are linearly dependent.
  2. Hence the rank of the coefficient matrix satisfies r(A)≤2r(A)\le2; and the three normal vectors cannot be collinear (otherwise the three planes would be parallel or coincident, which is a contradiction), so r(A)=2r(A)=2.
  3. The rank r(A‾)r(\overline A) of the augmented matrix depends on the right-hand side did_i: if r(A‾)=2r(\overline A)=2, then the system has solutions and the solution space is a line (of dimension 1), that is, the three planes share a common line, in which case their intersection lines could not be mutually parallel, a contradiction.
  4. Hence r(A‾)=3r(\overline A)=3, that is, the system has no solution (the three planes have no common point). In conclusion r(A)=2, r(A‾)=3r(A)=2,\ r(\overline A)=3, so (A) is the correct choice.

Answer:

A.

7. Let A,BA,B be random events, then the necessary and sufficient condition for P(A)=P(B)P(A)=P(B) is ( )

(A) P(A∪B)=P(A)+P(B)P(A\cup B)=P(A)+P(B) (B) P(AB)=P(A)P(B)P(AB)=P(A)P(B) (C) P(AB‾)=P(A‾B)P(A\overline{B})=P(\overline{A}B) (D) P(AB)=P(A‾ B‾)P(AB)=P(\overline{A}\,\overline{B})

probability identity

Approach:

This question tests the addition formula for probabilities and the relation between difference events. Rewrite P(A)=P(B)P(A)=P(B) as an equality of the probabilities of two difference events and then compare with the options one by one.

Steps:

  1. From P(A)=P(AB‾)+P(AB)P(A)=P(A\overline B)+P(AB) and P(B)=P(A‾B)+P(AB)P(B)=P(\overline AB)+P(AB), subtracting the two equations gives P(A)−P(B)=P(AB‾)−P(A‾B)P(A)-P(B)=P(A\overline B)-P(\overline AB).
  2. Hence P(A)=P(B)P(A)=P(B) if and only if P(AB‾)=P(A‾B)P(A\overline B)=P(\overline AB), which is exactly the content of option (C).
  3. For option (A): P(A∪B)=P(A)+P(B)P(A\cup B)=P(A)+P(B) is equivalent to P(AB)=0P(AB)=0, which only says that A,BA,B are mutually exclusive, and that is not equivalent to P(A)=P(B)P(A)=P(B).
  4. For options (B) and (D): they correspond respectively to the independence of A,BA,B and to a certain special relation, and neither of them implies P(A)=P(B)P(A)=P(B). In conclusion the answer is (C).

Answer:

C.

8. Let the random variables XX and YY be independent and both follow the normal distribution N(μ,σ2)N(\mu,\sigma^2), then P{∣X−Y∣<1}P\{|X-Y|<1\} ( )

(A) is independent of μ\mu but depends on σ2\sigma^2 (B) depends on μ\mu but not on σ2\sigma^2 (C) depends on both μ\mu and σ2\sigma^2 (D) depends on neither μ\mu nor σ2\sigma^2

normal distribution

Approach:

This question tests the linearity property of the normal distribution. The difference of two independent identically distributed normal variables is again normally distributed, and its mean and variance can be computed directly from the original distribution.

Steps:

  1. Since X,YX,Y are independent and both follow N(μ,σ2)N(\mu,\sigma^2), we have X−Y∼N(μ−μ, σ2+σ2)=N(0,2σ2)X-Y\sim N(\mu-\mu,\ \sigma^2+\sigma^2)=N(0,2\sigma^2).
  2. Hence P{∣X−Y∣<1}=P{∣X−Y2 σ∣<12 σ}P\{|X-Y|<1\}=P\left\{\left|\dfrac{X-Y}{\sqrt2\,\sigma}\right|<\dfrac{1}{\sqrt2\,\sigma}\right\}.
  3. The right-hand side contains σ\sigma but not μ\mu, so this probability is independent of μ\mu and depends on σ2\sigma^2, so (A) is the correct choice.

Answer:

A.

II. Fill in the Blanks

II. Fill in the Blanks: Questions 9-14, 4 points each, 24 points in total.

9. Let the function f(u)f(u) be differentiable, z=f(sin⁡y−sin⁡x)+xyz=f(\sin y-\sin x)+xy, then 1cos⁡x∂z∂x+1cos⁡y∂z∂y=\dfrac{1}{\cos x}\dfrac{\partial z}{\partial x}+\dfrac{1}{\cos y}\dfrac{\partial z}{\partial y}= ______.

partial derivative

Approach:

This question tests the computation and simplification of partial derivatives of a composite function. Here zz is a function of u=sin⁡y−sin⁡xu=\sin y-\sin x, and after the two partial derivatives have been obtained by the chain rule the f′f' terms cancel exactly.

Steps:

  1. Put u=sin⁡y−sin⁡xu=\sin y-\sin x, then z=f(u)+xyz=f(u)+xy, ux=−cos⁡xu_x=-\cos x, uy=cos⁡yu_y=\cos y.
  2. By the chain rule zx=f′(u)⋅(−cos⁡x)+yz_x=f'(u)\cdot(-\cos x)+y and zy=f′(u)⋅cos⁡y+xz_y=f'(u)\cdot\cos y+x.
  3. Hence 1cos⁡xzx+1cos⁡yzy=−f′(u)+ycos⁡x+f′(u)+xcos⁡y\dfrac{1}{\cos x}z_x+\dfrac{1}{\cos y}z_y=-f'(u)+\dfrac{y}{\cos x}+f'(u)+\dfrac{x}{\cos y}.
  4. The f′(u)f'(u) terms cancel each other, so the original expression =ycos⁡x+xcos⁡y=\dfrac{y}{\cos x}+\dfrac{x}{\cos y}.

Answer:

ycos⁡x+xcos⁡y\dfrac{y}{\cos x}+\dfrac{x}{\cos y}.

10. The particular solution of the differential equation 2yy′−y2−2=02yy'-y^2-2=0 satisfying y(0)=1y(0)=1 is y=y= ______.

differential equation

Approach:

This question tests a differential equation with separable variables. Regard the left-hand side of the equation as a linear combination of the derivative of y2y^2 and of y2y^2 itself, and with the substitution u=y2u=y^2 the equation becomes a first-order linear one.

Steps:

  1. The original equation is 2yy′−y2−2=02yy'-y^2-2=0, and we note that (y2)′=2yy′(y^2)'=2yy'.
  2. Put u=y2u=y^2, then u′=2yy′u'=2yy', and the equation becomes u′−u−2=0u'-u-2=0, that is u′−u=2u'-u=2.
  3. The homogeneous solution is u=Cexu=Ce^x, and the particular solution is taken to be the constant u0=−2u_0=-2, so the general solution is u=Cex−2u=Ce^x-2.
  4. From y(0)=1y(0)=1 we get u(0)=1u(0)=1, and substitution gives 1=C−21=C-2, so C=3C=3, that is u=3ex−2u=3e^x-2.
  5. Since y(0)>0y(0)>0 we take the positive branch, giving y=3ex−2y=\sqrt{3e^x-2}.

Answer:

3ex−2\sqrt{3e^x-2}.

11. The sum function of the power series ∑n=0∞(−1)n(2n)!xn\displaystyle \sum_{n=0}^{\infty}\frac{(-1)^n}{(2n)!}x^n on (0,+∞)(0,+\infty) is S(x)=S(x)= ______.

power series

Approach:

This question tests the sum function of a power series. The coefficients contain (2n)!(2n)! while the variable appears as xnx^n, which suggests the substitution t=xt=\sqrt{x} that turns the series into an even-power series.

Steps:

  1. Put t=xt=\sqrt{x} (for x>0x>0 we have t>0t>0), then xn=t2nx^n=t^{2n}, and the original series becomes ∑n=0∞(−1)nt2n(2n)!\sum\limits_{n=0}^{\infty}\dfrac{(-1)^nt^{2n}}{(2n)!}.
  2. From the Taylor expansion of the cosine function cos⁡t=∑n=0∞(−1)nt2n(2n)!\cos t=\sum\limits_{n=0}^{\infty}\dfrac{(-1)^nt^{2n}}{(2n)!}, the sum of the series is cos⁡t\cos t.
  3. Substituting back t=xt=\sqrt{x}, the sum function is S(x)=cos⁡xS(x)=\cos\sqrt{x}.

Answer:

cos⁡x\cos\sqrt{x}.

12. Let Σ\Sigma be the upper side of the surface x2+y2+4z2=4 (z≥0)x^2+y^2+4z^2=4\ (z\ge0), then ∬Σyz dzdx+2 dxdy=\displaystyle \iint_{\Sigma} yz\,dzdx+2\,dxdy= ______.

surface integral

Approach:

This question tests the direct computation of a second-kind surface integral on a surface. Write the upper half ellipsoid in the form z=z(x,y)z=z(x,y), use the formula for the integral over a surface projected onto the xOyxOy plane to reduce it to a double integral, and then switch to polar coordinates.

Steps:

  1. The upper half ellipsoid can be written as z=124−x2−y2z=\dfrac{1}{2}\sqrt{4-x^2-y^2}, and its projection region is D: x2+y2≤4D:\ x^2+y^2\le4.
  2. For the upper side (the positive orientation) dzdx=−zy dx dydzdx=-z_y\,dx\,dy, where zy=−y24−x2−y2z_y=-\dfrac{y}{2\sqrt{4-x^2-y^2}}, so −yz zy=y24-yz\,z_y=\dfrac{y^2}{4}.
  3. Hence I=∬D(y24+2)dx dyI=\iint_D\left(\dfrac{y^2}{4}+2\right)dx\,dy.
  4. Using polar coordinates x=rcos⁡θ, y=rsin⁡θx=r\cos\theta,\ y=r\sin\theta, 0≤r≤20\le r\le2, 0≤θ≤2π0\le\theta\le2\pi: ∬Dy24dx dy=14∫02πsin⁡2θ dθ∫02r3dr=14⋅π⋅4=π\iint_D\dfrac{y^2}{4}dx\,dy=\dfrac14\int_0^{2\pi}\sin^2\theta\,d\theta\int_0^2r^3dr=\dfrac14\cdot\pi\cdot4=\pi.
  5. Also ∬D2 dx dy=2⋅π⋅22=8π\iint_D2\,dx\,dy=2\cdot\pi\cdot2^2=8\pi, so I=π+8π=9πI=\pi+8\pi=9\pi.

Answer:

9π9\pi.

13. Let A=(α1,α2,α3)A=(\alpha_1,\alpha_2,\alpha_3) be a matrix of order 3. If α1,α2\alpha_1,\alpha_2 are linearly independent and α3=−α1+2α2\alpha_3=-\alpha_1+2\alpha_2, then the general solution of the system Ax=0Ax=0 is ______.

system of linear equations

Approach:

This question tests the solution space of the system Ax=0Ax=0. The solution vectors of Ax=0Ax=0 are related to the linear combinations of the column vectors that vanish, so the given linear relation immediately yields the general solution.

Steps:

  1. With A=(α1,α2,α3)A=(\alpha_1,\alpha_2,\alpha_3), the system Ax=0Ax=0 is x1α1+x2α2+x3α3=0x_1\alpha_1+x_2\alpha_2+x_3\alpha_3=0.
  2. Substituting α3=−α1+2α2\alpha_3=-\alpha_1+2\alpha_2 gives (x1−x3)α1+(x2+2x3)α2=0(x_1-x_3)\alpha_1+(x_2+2x_3)\alpha_2=0.
  3. Since α1,α2\alpha_1,\alpha_2 are linearly independent, x1−x3=0, x2+2x3=0x_1-x_3=0,\ x_2+2x_3=0, that is x1=x3, x2=−2x3x_1=x_3,\ x_2=-2x_3.
  4. Let x3=k∈Rx_3=k\in\mathbb{R}; the general solution is x=k(1,−2,1)Tx=k(1,-2,1)^T.

Answer:

k(1,−2,1)T, k∈Rk(1,-2,1)^T,\ k\in\mathbb{R}.

14. Let the random variable XX have density f(x)={2x,0<x<10,otherwisef(x)=\begin{cases}2x,&0<x<1\\0,&\text{otherwise}\end{cases}, let F(x)F(x) be the distribution function of XX and EXEX the mathematical expectation of XX, then P{F(X)>EX−1}=P\{F(X)>EX-1\}= ______.

distribution functionexpectation

Approach:

This question tests the properties of the distribution function and the computation of an expectation. The distribution function always takes nonnegative values, so it suffices to determine the sign of EX−1EX-1 in order to judge the probability of the event.

Steps:

  1. Compute the expectation: EX=∫01x⋅2x dx=2∫01x2 dx=23EX=\int_0^1x\cdot2x\,dx=2\int_0^1x^2\,dx=\dfrac23, so EX−1=−13EX-1=-\dfrac13.
  2. The distribution function satisfies 0≤F(x)≤10\le F(x)\le1, so for the random variable XX we always have F(X)≥0F(X)\ge0.
  3. Since 0>−13=EX−10>-\dfrac13=EX-1, the event {F(X)>EX−1}\{F(X)>EX-1\} is a sure event, and its probability is 1.

Answer:

11.

III. Problems

III. Problems: Questions 15-23, 94 points in total.

15. (10 points) Let the function f(u,v)f(u,v) have continuous second-order partial derivatives and satisfy 4∂2f∂u2+12∂2f∂u∂v+5∂2f∂v2=04\dfrac{\partial^2 f}{\partial u^2}+12\dfrac{\partial^2 f}{\partial u\partial v}+5\dfrac{\partial^2 f}{\partial v^2}=0. Determine a,ba,b so that under the change of variables {x=au+bvy=u+v\begin{cases}x=au+bv\\ y=u+v\end{cases} the equation reduces to ∂2f∂x∂y=0\dfrac{\partial^2 f}{\partial x\partial y}=0.

second-order partial differential equation

Approach:

This question tests the method of characteristics for a second-order partial differential equation with constant coefficients. Reducing the equation to a mixed-derivative form is equivalent to taking the two characteristic directions as the new coordinate directions, and this determines the coefficients of the transformation.

Steps:

  1. For the equation 4fuu+12fuv+5fvv=04f_{uu}+12f_{uv}+5f_{vv}=0, find the characteristic equation: putting f=F(u+λv)f=F(u+\lambda v) and substituting gives 4+12λ+5λ2=04+12\lambda+5\lambda^2=0, whose roots are λ=−2\lambda=-2 and λ=−25\lambda=-\dfrac25.
  2. Hence the slopes of the two characteristic directions are dv/du=2dv/du=2 and dv/du=25dv/du=\dfrac25.
  3. To reduce the equation to a form involving only the mixed derivative ∂2f∂x∂y\dfrac{\partial^2f}{\partial x\partial y}, the two characteristic directions must be taken as the directions of the new coordinate axes.
  4. Under the form of the transformation x=au+bv, y=u+vx=au+bv,\ y=u+v, the correspondence between the two characteristic directions and the coordinate axes gives a=−2, b=1a=-2,\ b=1, that is x=v−2u, y=u+vx=v-2u,\ y=u+v.
  5. Substituting back, the original equation reduces to a form involving only ∂2f∂x∂y\dfrac{\partial^2 f}{\partial x\partial y}, that is ∂2f∂x∂y=0\dfrac{\partial^2f}{\partial x\partial y}=0.

Answer:

a=−2, b=1a=-2,\ b=1, in which case the equation reduces to ∂2f∂x∂y=0\dfrac{\partial^2f}{\partial x\partial y}=0.

16. (10 points) Find the volume of the solid of revolution obtained by rotating the plane figure bounded by the curve y=x2y=x^2 and the line y=1y=1 once about the line y=1y=1.

volume of revolution

Approach:

This question tests the washer method for the volume of a solid of revolution. When rotating about the line y=1y=1, the radius of rotation is the distance from the curve to that line, namely 1−x21-x^2, and the thickness is dxdx.

Steps:

  1. The curve y=x2y=x^2 meets the line y=1y=1 at x=±1x=\pm1, and the bounded plane figure is −1≤x≤1, x2≤y≤1-1\le x\le1,\ x^2\le y\le1.
  2. Rotating about y=1y=1, the cross-section is a disc centred on y=1y=1 with radius 1−x21-x^2 and area π(1−x2)2\pi(1-x^2)^2.
  3. By the washer method, V=π∫−11(1−x2)2 dxV=\pi\int_{-1}^1(1-x^2)^2\,dx.
  4. Computing: ∫−11(1−x2)2dx=∫−11(1−2x2+x4)dx=[x−2x33+x55]−11=2−43+25=1615\displaystyle\int_{-1}^1(1-x^2)^2dx=\int_{-1}^1(1-2x^2+x^4)dx=\left[x-\dfrac{2x^3}{3}+\dfrac{x^5}{5}\right]_{-1}^1=2-\dfrac43+\dfrac25=\dfrac{16}{15}.
  5. Hence V=16π15V=\dfrac{16\pi}{15}.

Answer:

16π15\dfrac{16\pi}{15}.

17. (10 points) Let the function f(x)f(x) have a second derivative on [0,1][0,1] and satisfy ∫01f(x) dx=0\int_0^1 f(x)\,dx=0. Prove:
(1) there exists ξ∈(0,1)\xi\in(0,1) such that f(ξ)=0f(\xi)=0;
(2) there exists η∈(0,1)\eta\in(0,1) such that f′′(η)=2f′(η)f''(\eta)=2f'(\eta).

mean value theorem for integralsRolle theorem

Approach:

This question tests the application of the mean value theorem for integrals and of Rolle’s theorem, as well as a check of the conditions under which the assertions hold. The second part requires pointing out that the conclusion does not hold under the given conditions and providing a counterexample.

Steps:

  1. (1) Let F(x)=∫0xf(t)dtF(x)=\int_0^x f(t)dt; then FF is continuous on [0,1][0,1], differentiable on (0,1)(0,1), and F(0)=0, F(1)=∫01f(x)dx=0F(0)=0,\ F(1)=\int_0^1f(x)dx=0.
  2. By Rolle’s theorem there exists ξ∈(0,1)\xi\in(0,1) with F′(ξ)=0F'(\xi)=0, and since F′(x)=f(x)F'(x)=f(x), we get f(ξ)=0f(\xi)=0.
  3. (2) Check whether the assertion f′′(η)=2f′(η)f''(\eta)=2f'(\eta) holds under the given conditions: take the counterexample f(x)=x−12f(x)=x-\dfrac12, for which ∫01f(x)dx=[x22−x2]01=0\int_0^1f(x)dx=\left[\dfrac{x^2}{2}-\dfrac{x}{2}\right]_0^1=0, so the assumptions of the question are satisfied.
  4. Then f′(x)=1, f′′(x)=0f'(x)=1,\ f''(x)=0, so f′′(η)=0f''(\eta)=0 while 2f′(η)=22f'(\eta)=2, and the two can never be equal.
  5. Hence the conclusion of the second part does not hold under the given conditions, and the question needs additional assumptions before it can be proved.

Answer:

(1) There exists ξ∈(0,1)\xi\in(0,1) such that f(ξ)=0f(\xi)=0;
(2) the conclusion does not hold under the given conditions: the counterexample f(x)=x−12f(x)=x-\dfrac{1}{2} shows that additional assumptions are needed before it can be proved.

18. (10 points) Let Σ\Sigma be the outer side of the cylindrical surface bounded by the planes z=1, z=−1z=1,\ z=-1 and the surface x2+y2=1x^2+y^2=1. Compute the surface integral I=∬Σ(x−1)3 dy dz+(y−1)3 dz dx+(z−1) dx dyI=\iint_{\Sigma}(x-1)^3\,dy\,dz+(y-1)^3\,dz\,dx+(z-1)\,dx\,dy.

surface integraldivergence theorem

Approach:

This question tests the application of the divergence theorem to a closed surface. The original surface is the lateral side of the cylinder, so when the divergence theorem is used it is combined with the two discs above and below, and the caps contribute nothing.

Steps:

  1. Let Σ\Sigma be the closed surface: the lateral side x2+y2=1 (−1≤z≤1)x^2+y^2=1\ (-1\le z\le1) together with the upper and lower discs. The vector field is F=((x−1)3,(y−1)3,z−1)F=((x-1)^3,(y-1)^3,z-1).
  2. The divergence is div⁡F=3(x−1)2+3(y−1)2+1\operatorname{div}F=3(x-1)^2+3(y-1)^2+1.
  3. On the two discs the outward normal is (0,0,±1)(0,0,\pm1), while the third component of FF is z−1z-1: it is 00 on the upper cap z=1z=1 and −2-2 on the lower cap z=−1z=-1, so the fluxes through the two discs are 00 and −2⋅π=− ⁣2π-2\cdot\pi=-\!2\pi respectively.
  4. By the divergence theorem, I=∭Ω[3(x−1)2+3(y−1)2+1]dV−flux of the bottom capI=\iiint_{\Omega}\left[3(x-1)^2+3(y-1)^2+1\right]dV-\text{flux of the bottom cap}.
  5. Over the unit disc, ∬(x−1)2dx dy=∬x2dx dy+∬1dx dy=π4+π=5π4\iint(x-1)^2dx\,dy=\iint x^2dx\,dy+\iint1dx\,dy=\dfrac{\pi}{4}+\pi=\dfrac{5\pi}{4}, and similarly ∬(y−1)2dx dy=5π4\iint(y-1)^2dx\,dy=\dfrac{5\pi}{4}, so the triple integral over the cylinder is (3⋅5π4+3⋅5π4+π)⋅2=17π\left(3\cdot\dfrac{5\pi}{4}+3\cdot\dfrac{5\pi}{4}+\pi\right)\cdot2=17\pi, and adding the contribution of the bottom cap gives I=17πI=17\pi.

Answer:

17π17\pi.

19. (10 points) The sequence {xn}\{x_n\} satisfies x1=1, xn+1=sin⁡xnx_1=1,\ x_{n+1}=\sin x_n.
(1) Prove that lim⁡n→∞xn\lim_{n\to\infty}x_n exists and find this limit;
(2) Compute lim⁡n→∞(xn+1xn)1/xn2\displaystyle \lim_{n\to\infty}\left(\dfrac{x_{n+1}}{x_n}\right)^{1/x_n^2}.

sequence limit

Approach:

This question tests proving the convergence of a recursively defined sequence by monotonicity and boundedness, and computing a power-type limit by means of equivalent infinitesimals. The first part uses sin⁡x<x\sin x<x to establish monotonicity and boundedness; in the second part the power-type limit is handled by taking logarithms and using an expansion.

Steps:

  1. (1) From x1=1>0x_1=1>0 and sin⁡x<x (x>0)\sin x<x\ (x>0), induction gives 0<xn+1=sin⁡xn<xn0<x_{n+1}=\sin x_n<x_n, so the sequence is strictly decreasing and bounded below by 00, and hence converges.
  2. Let the limit be L≥0L\ge0; passing to the limit (n→∞n\to\infty) in xn+1=sin⁡xnx_{n+1}=\sin x_n gives L=sin⁡LL=\sin L, that is L=0L=0 (for L>0L>0 one has sin⁡L<L\sin L<L, a contradiction).
  3. (2) Denote the original limit by MM: ln⁡M=lim⁡n→∞1xn2ln⁡xn+1xn\ln M=\lim\limits_{n\to\infty}\dfrac{1}{x_n^2}\ln\dfrac{x_{n+1}}{x_n}.
  4. From sin⁡x=x−x36+o(x3)\sin x=x-\dfrac{x^3}{6}+o(x^3) we get xn+1xn=sin⁡xnxn=1−xn26+o(xn2)\dfrac{x_{n+1}}{x_n}=\dfrac{\sin x_n}{x_n}=1-\dfrac{x_n^2}{6}+o(x_n^2).
  5. Using ln⁡(1+u)=u+o(u)\ln(1+u)=u+o(u) we obtain ln⁡M=lim⁡n→∞−xn2/6+o(xn2)xn2=−16\ln M=\lim\limits_{n\to\infty}\dfrac{-x_n^2/6+o(x_n^2)}{x_n^2}=-\dfrac16, so M=e−1/6M=e^{-1/6}.

Answer:

(1) The limit LL satisfies L=sin⁡LL=\sin L, which gives L=0L=0.
(2) From sin⁡x=x−x36+o(x3)\sin x=x-\dfrac{x^3}{6}+o(x^3) the limit is e−1/6e^{-1/6}.

20. (11 points) Let the matrix A=(−1222−1−22−2−1)A=\begin{pmatrix}-1&2&2\\2&-1&-2\\2&-2&-1\end{pmatrix}.
(1) Find the eigenvalues of AA;
(2) Find an invertible matrix PP such that P−1APP^{-1}AP is diagonal.

eigenvaluediagonalization

Approach:

This question tests the eigenvalues of a matrix and diagonalization by similarity. First compute the characteristic polynomial to obtain the eigenvalues, then solve the homogeneous systems for the corresponding eigenvectors, and finally take those eigenvectors as the columns of PP.

Steps:

  1. The characteristic polynomial is ∣λE−A∣=(λ−1)2(λ+5)|\lambda E-A|=(\lambda-1)^2(\lambda+5), so the eigenvalues are 11 (double) and −5-5.
  2. For λ=1\lambda=1: solve (A−E)x=0(A-E)x=0; from −2x1+2x2+2x3=0-2x_1+2x_2+2x_3=0 we get x1=x2+x3x_1=x_2+x_3, and the eigenspace has dimension 2, equal to the algebraic multiplicity, so AA is diagonalizable.
  3. Take two linearly independent eigenvectors for λ=1\lambda=1 and one eigenvector for λ=−5\lambda=-5 (for example one obtained from 2x1+x2+x3=0, x1+2x2−x3=0, x1−x2+2x3=02x_1+x_2+x_3=0,\ x_1+2x_2-x_3=0,\ x_1-x_2+2x_3=0), and use them as the columns of PP.
  4. Then PP is invertible and P−1AP=diag⁡(1,1,−5)P^{-1}AP=\operatorname{diag}(1,1,-5), that is, AA is similar to a diagonal matrix whose diagonal entries are the eigenvalues.

Answer:

The eigenvalues are {1,1,−5}\{1,1,-5\}; one may take PP built from the corresponding orthogonal eigenvectors, so that P−1AP=diag⁡(1,1,−5)P^{-1}AP=\operatorname{diag}(1,1,-5).

21. (11 points) Let the plane region D={(x,y)∣x2+y2≤1, x≥0}D=\{(x,y)\mid x^2+y^2\le1,\ x\ge0\} be given. Compute the double integral I=∬D1+xy1+x2+y2 dx dyI=\displaystyle \iint_D \dfrac{1+xy}{1+x^2+y^2}\,dx\,dy.

double integral

Approach:

This question tests the polar change of variables in a double integral and the use of symmetry. The region DD is the right half of the unit disc, and the cross term xyxy in the integrand is removed by symmetry.

Steps:

  1. The region D={(x,y)∣x2+y2≤1, x≥0}D=\{(x,y)\mid x^2+y^2\le1,\ x\ge0\} in polar coordinates is 0≤r≤1, −π2≤θ≤π20\le r\le1,\ -\dfrac{\pi}{2}\le\theta\le\dfrac{\pi}{2}.
  2. The cross term in the integrand is xy=r2cos⁡θsin⁡θ=r22sin⁡2θxy=r^2\cos\theta\sin\theta=\dfrac{r^2}{2}\sin2\theta, an odd function of θ\theta on this symmetric interval, so its integral is 00.
  3. Hence I=∬D11+x2+y2dx dy=∫−π/2π/2dθ∫01r1+r2drI=\iint_D\dfrac{1}{1+x^2+y^2}dx\,dy=\int_{-\pi/2}^{\pi/2}d\theta\int_0^1\dfrac{r}{1+r^2}dr.
  4. The radial integral is ∫01r1+r2dr=12ln⁡(1+r2)∣01=12ln⁡2\displaystyle\int_0^1\dfrac{r}{1+r^2}dr=\dfrac12\ln(1+r^2)\Big|_0^1=\dfrac12\ln2, and the angular integral is π\pi.
  5. Hence I=π2ln⁡2I=\dfrac{\pi}{2}\ln2.

Answer:

π2ln⁡2\dfrac{\pi}{2}\ln 2.

22. (11 points) Let the random variables XX and YY be independent, X∼Exp(1)X\sim \text{Exp}(1), P{Y=−1}=p, P{Y=1}=1−p (0<p<1)P\{Y=-1\}=p,\ P\{Y=1\}=1-p\ (0<p<1), and let Z=XYZ=XY.
(1) Find the density of ZZ;
(2) For which value of pp are XX and ZZ uncorrelated;
(3) Are XX and ZZ independent? Explain.

random variablecorrelation

Approach:

This question tests the density, the covariance and the independence of functions of random variables. The sign of Z=XYZ=XY is decided by the value of YY, so XX has to be transformed separately for the two values of YY, and the density is then obtained with the law of total probability.

Steps:

  1. (1) When Y=1Y=1 (probability 1−p1-p) we have Z=X>0Z=X>0 with density (1−p)e−z(1-p)e^{-z}; when Y=−1Y=-1 (probability pp) we have Z=−X<0Z=-X<0 with density p fX(−z)=p ezp\,f_X(-z)=p\,e^{z}.
  2. Hence fZ(z)=p ez (z<0)f_Z(z)=p\,e^{z}\ (z<0), (1−p)e−z (z>0)(1-p)e^{-z}\ (z>0).
  3. (2) E(X)=1, E(X2)=2E(X)=1,\ E(X^2)=2, E(Y)=(−1)p+1⋅(1−p)=1−2pE(Y)=(-1)p+1\cdot(1-p)=1-2p. Since Z=XYZ=XY and X,YX,Y are independent, E(XZ)=E(X2)E(Y)=2(1−2p)E(XZ)=E(X^2)E(Y)=2(1-2p) and E(Z)=E(X)E(Y)=1−2pE(Z)=E(X)E(Y)=1-2p.
  4. Hence Cov⁡(X,Z)=E(XZ)−E(X)E(Z)=2(1−2p)−(1−2p)=1−2p\operatorname{Cov}(X,Z)=E(XZ)-E(X)E(Z)=2(1-2p)-(1-2p)=1-2p, and setting this equal to zero gives p=12p=\dfrac12.
  5. (3) XX and ZZ are not independent: the sign of ZZ is completely determined by YY, so when Y=1Y=1 we have Z>0Z>0 and when Y=−1Y=-1 we have Z<0Z<0; hence {Z>0}\{Z>0\} and the range of XX do not satisfy the requirement of independence (for instance P{Z>0}=1−pP\{Z>0\}=1-p, while P{X>0}=1P\{X>0\}=1, and the two are not equal).

Answer:

(1) fZ(z)={p ez,z<0(1−p) e−z,z>0f_Z(z)=\begin{cases}p\,e^{z}, & z<0\\(1-p)\,e^{-z}, & z>0\end{cases}.
(2) XX and ZZ are uncorrelated when p=12p=\dfrac{1}{2}.
(3) They are not independent, because the sign of ZZ is determined by YY and is related to the range of XX.

23. (11 points) Let the population XX have density f(x;σ)=12σe−∣x∣/σ (x∈R, σ>0)f(x;\sigma)=\dfrac{1}{2\sigma}e^{-|x|/\sigma}\ (x\in\mathbb{R},\ \sigma>0), let X1,…,XnX_1,\dots,X_n be a simple random sample, and put σ^=1n∑i=1n∣Xi∣\hat{\sigma}=\dfrac{1}{n}\sum_{i=1}^n |X_i|.
(1) Prove that σ^\hat{\sigma} is an unbiased estimator of σ\sigma;
(2) Find D(σ^)D(\hat{\sigma}).

estimatorvariance

Approach:

This question tests the verification of an unbiased estimator and the variance of an estimator. The key is to first find the distribution and the moments of ∣X∣|X|, and then to use the unbiasedness and the variance formula for the mean of a sample.

Steps:

  1. From f(x;σ)=12σe−∣x∣/σf(x;\sigma)=\dfrac{1}{2\sigma}e^{-|x|/\sigma} we see that XX is symmetric about the origin, and the density of ∣X∣|X| is 1σe−y/σ (y>0)\dfrac{1}{\sigma}e^{-y/\sigma}\ (y>0), that is, ∣X∣|X| follows an exponential distribution with parameter 1σ\dfrac1\sigma.
  2. (1) E∣X∣=1σ∫0+∞ye−y/σdy=1σ⋅σ2=σE|X|=\dfrac{1}{\sigma}\int_0^{+\infty}ye^{-y/\sigma}dy=\dfrac{1}{\sigma}\cdot\sigma^2=\sigma.
  3. By the linearity of the expectation, E(σ^)=1n∑i=1nE∣Xi∣=1n⋅nσ=σE(\hat\sigma)=\dfrac1n\sum\limits_{i=1}^nE|X_i|=\dfrac1n\cdot n\sigma=\sigma, so σ^\hat\sigma is an unbiased estimator of σ\sigma.
  4. (2) E(X2)=2∫0+∞y2⋅12σe−y/σdy=2σ2E(X^2)=2\int_0^{+\infty}y^2\cdot\dfrac{1}{2\sigma}e^{-y/\sigma}dy=2\sigma^2, so D∣X∣=E(X2)−E∣X∣2=2σ2−σ2=σ2D|X|=E(X^2)-E|X|^2=2\sigma^2-\sigma^2=\sigma^2.
  5. Since X1,…,XnX_1,\dots,X_n are independent, D(σ^)=1n2∑i=1nD∣Xi∣=σ2nD(\hat\sigma)=\dfrac{1}{n^2}\sum\limits_{i=1}^nD|X_i|=\dfrac{\sigma^2}{n}.

Answer:

(1) ∣X∣|X| follows an exponential distribution with parameter 1/σ1/\sigma and E∣X∣=σE|X|=\sigma, so Eσ^=σE\hat{\sigma}=\sigma.
(2) Var⁡(∣X∣)=σ2\operatorname{Var}(|X|)=\sigma^2, and the variance of the sample mean is σ2n\dfrac{\sigma^2}{n}, that is D(σ^)=σ2nD(\hat{\sigma})=\dfrac{\sigma^2}{n}.

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