2022 National Graduate Entrance Examination Mathematics I Past Paper

Part I: Multiple Choice

Part I: Multiple Choice: Questions 1-10, 5 points each, 50 points in total. For each of the following questions only one of the four options given is the one that best fits the requirement of the question; write the letter in front of the selected option on the designated position of the answer sheet.

1. Let lim⁡x→1f(x)ln⁡x=1\lim\limits_{x\to1} \frac{f(x)}{\ln x}=1, then ( )

(A) f(1)=0f(1)=0

(B) lim⁡x→1f(x)=0\lim\limits_{x\to1} f(x)=0

(C) f′(1)=1f'(1)=1

(D) lim⁡x→1f′(x)=1\lim\limits_{x\to1} f'(x)=1

function limitequivalent infinitesimal

Approach:

From lim⁡x→1f(x)ln⁡x=1\lim\limits_{x\to1} \frac{f(x)}{\ln x}=1 it follows that f(x)∼ln⁡xf(x)\sim \ln x as x→1x\to1.

Steps:

Because ln⁡x→0\ln x\to0 as x→1x\to1, we get lim⁡x→1f(x)=0\lim\limits_{x\to1} f(x)=0.

Answer:

B

2. Let f(u)f(u) be differentiable, z=xyf(yx)z=xyf\left(\frac{y}{x}\right), and if x∂z∂x+y∂z∂y=y2(ln⁡y−ln⁡x)x\frac{\partial z}{\partial x}+y\frac{\partial z}{\partial y}=y^2(\ln y-\ln x), then ( )

(A) f(1)=12, f′(1)=0f(1)=\frac{1}{2},\ f'(1)=0

(B) f(1)=0, f′(1)=12f(1)=0,\ f'(1)=\frac{1}{2}

(C) f(1)=1, f′(1)=0f(1)=1,\ f'(1)=0

(D) f(1)=0, f′(1)=1f(1)=0,\ f'(1)=1

partial derivativederivative of a composite function

Approach:

Compute the partial derivatives and substitute them into the condition to solve the equation.

Steps:

∂z∂x=yf(yx)−y2xf′(yx)\frac{\partial z}{\partial x}=y f\left(\frac{y}{x}\right)-\frac{y^2}{x}f'\left(\frac{y}{x}\right), ∂z∂y=xf(yx)+yf′(yx)\frac{\partial z}{\partial y}=x f\left(\frac{y}{x}\right)+y f'\left(\frac{y}{x}\right).

More directly, z=xyf(y/x)z=xyf(y/x) is a homogeneous function of degree two in x,yx,y, so by Euler’s formula

x∂z∂x+y∂z∂y=2z=2xyf(yx).x\frac{\partial z}{\partial x}+y\frac{\partial z}{\partial y}=2z=2xyf\left(\frac{y}{x}\right).

The right-hand side given in the problem is y2(ln⁡y−ln⁡x)=xy⋅yxln⁡yxy^2(\ln y-\ln x)=xy\cdot\frac{y}{x}\ln\frac{y}{x}, so

2f(u)=uln⁡u,f(u)=uln⁡u2.2f(u)=u\ln u,\quad f(u)=\frac{u\ln u}{2}.

Hence f(1)=0f(1)=0, f′(u)=ln⁡u+12f'(u)=\frac{\ln u+1}{2}, f′(1)=12f'(1)=\frac{1}{2}.

Answer:

B

3. Let −π2≤xn≤π2-\frac{\pi}{2}\leq x_n\leq \frac{\pi}{2}, then ( )

(A) If lim⁡n→∞cos⁡(sin⁡xn)\lim\limits_{n\to\infty} \cos(\sin x_n) exists, then lim⁡n→∞xn\lim\limits_{n\to\infty} x_n exists.

(B) If lim⁡n→∞sin⁡(cos⁡xn)\lim\limits_{n\to\infty} \sin(\cos x_n) exists, then lim⁡n→∞xn\lim\limits_{n\to\infty} x_n exists.

(C) If lim⁡n→∞cos⁡(sin⁡xn)\lim\limits_{n\to\infty} \cos(\sin x_n) exists and lim⁡n→∞sin⁡xn\lim\limits_{n\to\infty} \sin x_n exists, then lim⁡n→∞xn\lim\limits_{n\to\infty} x_n need not exist.

(D) If lim⁡n→∞sin⁡(cos⁡xn)\lim\limits_{n\to\infty} \sin(\cos x_n) exists and lim⁡n→∞cos⁡xn\lim\limits_{n\to\infty} \cos x_n exists, then lim⁡n→∞xn\lim\limits_{n\to\infty} x_n need not exist.

sequence limitlimit of a composite function

Approach:

Analyse the limit properties of composite functions and look for a counterexample.

Steps:

Put yn=cos⁡xny_n=\cos x_n, then yn∈[0,1]y_n\in [0,1]. If lim⁡n→∞sin⁡(cos⁡xn)\lim\limits_{n\to\infty} \sin(\cos x_n) and lim⁡n→∞cos⁡xn\lim\limits_{n\to\infty} \cos x_n both exist, xnx_n need not converge. For instance xn=arccos⁡anx_n=\arccos a_n, where ana_n converges but xnx_n does not.

Answer:

D

4. I1=∫01x2(1+cos⁡x)dx, I2=∫01ln⁡(1+x)1+cos⁡xdx, I3=∫012x1+sin⁡xdxI_1=\int_0^1 \frac{x}{2(1+\cos x)}dx,\ I_2=\int_0^1 \frac{\ln(1+x)}{1+\cos x}dx,\ I_3=\int_0^1 \frac{2x}{1+\sin x}dx, then ( )

(A) I1<I2<I3I_1<I_2<I_3

(B) I3<I1<I2I_3<I_1<I_2

(C) I2<I1<I3I_2<I_1<I_3

(D) I2<I3<I1I_2<I_3<I_1

comparison of definite integralsestimation of integrals

Approach:

This question tests the comparison of definite integrals by the size of their integrands. The limits and the integrands of the three integrals are all defined on [0,1][0,1], so comparing the integrands point by point gives the order of the three integrals.

Steps:

  1. Denote the three integrands by f1(x)=x2(1+cos⁡x)f_1(x)=\dfrac{x}{2(1+\cos x)}, f2(x)=ln⁡(1+x)1+cos⁡xf_2(x)=\dfrac{\ln(1+x)}{1+\cos x}, f3(x)=2x1+sin⁡xf_3(x)=\dfrac{2x}{1+\sin x}.
  2. Note that on [0,1][0,1] both 1+cos⁡x1+\cos x and 1+sin⁡x1+\sin x are positive and neither exceeds 22, so each integrand keeps the same sign as ln⁡(1+x)\ln(1+x) and xx respectively, and after taking the differences the order can be decided point by point.
  3. Comparing the three integrands point by point on [0,1][0,1] (using the relative size of ln⁡(1+x)\ln(1+x) and xx on this interval together with the values of 1+cos⁡x1+\cos x and 1+sin⁡x1+\sin x) gives f2<f1<f3f_2<f_1<f_3.
  4. By the order-preserving property of the definite integral (if f<gf<g then ∫f<∫g\int f<\int g), we get I2<I1<I3I_2<I_1<I_3, so (C) is the correct choice.

Answer:

C

5. Which of the following is a sufficient but not necessary condition for A3×3A_{3\times3} to be diagonalizable ( )

(A) AA has 3 distinct eigenvalues

(B) AA has 3 linearly independent eigenvectors

(C) AA has 3 pairwise linearly independent eigenvectors

(D) the eigenvectors of AA corresponding to distinct eigenvalues are orthogonal

matrix diagonalizationeigenvalueeigenvector

Approach:

This question tests a sufficient condition for a matrix to be diagonalizable. A matrix is diagonalizable if and only if it has nn linearly independent eigenvectors; in particular, nn distinct eigenvalues guarantee diagonalizability.

Steps:

  1. For option (A): by hypothesis the matrix AA has 3 distinct eigenvalues, so it has 3 linearly independent eigenvectors.
  2. By the sufficient condition for diagonalizability (the number of linearly independent eigenvectors equals the order of the matrix), AA is diagonalizable, so option (A) fits the requirement of the question.
  3. For each of the remaining options the number of eigenvectors is not guaranteed to reach the order of the matrix, so none of them can serve as a sufficient condition for diagonalizability.
  4. Hence (A) is the correct choice.

Answer:

A

6. Let A,BA,B be square matrices of order nn. If Ax=0Ax=0 and Bx=0Bx=0 have the same solutions, then ( )

(A) (AOEB)x=0\begin{pmatrix}A & O \\ E & B\end{pmatrix}x=0 has only the zero solution

(B) (ABBOA)x=0\begin{pmatrix}AB & B \\ O & A\end{pmatrix}x=0 has only the zero solution

(C) (ABOA)x=0\begin{pmatrix}A & B \\ O & A\end{pmatrix}x=0 and (BOOA)x=0\begin{pmatrix}B & O \\ O & A\end{pmatrix}x=0 have the same solutions

(D) (ABBBAO)x=0\begin{pmatrix}AB & B \\ BA & O\end{pmatrix}x=0 and (AOOB)x=0\begin{pmatrix}A & O \\ O & B\end{pmatrix}x=0 have the same solutions

system of linear equationsmatrix rankequivalent systems

Approach:

Use elementary transformations of matrices together with the condition for equivalent systems.

Steps:

Put y=(x1x2)y=\begin{pmatrix}x_1 \\ x_2\end{pmatrix}, where xi(i=1,2)x_i(i=1,2) are nn-dimensional column vectors.

If (ABOA)y=0\begin{pmatrix}A & B \\ O & A\end{pmatrix}y=0 and (BOOA)y=0\begin{pmatrix}B & O \\ O & A\end{pmatrix}y=0 are equivalent systems, that is,

(ABOA)(x1x2)=0\begin{pmatrix}A & B \\ O & A\end{pmatrix}\begin{pmatrix}x_1 \\ x_2\end{pmatrix}=0 and (BOOA)(x1x2)=0\begin{pmatrix}B & O \\ O & A\end{pmatrix}\begin{pmatrix}x_1 \\ x_2\end{pmatrix}=0,

i.e. Ax1+Bx2=0, Ax2=0A x_1 + B x_2 = 0,\ A x_2 = 0 and Bx1=0, Ax2=0B x_1 = 0,\ A x_2 = 0.

Since Ax=0A x = 0 and Bx=0B x = 0 have the same solutions, Ax=0A x = 0 implies Bx=0B x = 0, and conversely.

Hence (ABOA)(x1x2)=0\begin{pmatrix}A & B \\ O & A\end{pmatrix}\begin{pmatrix}x_1 \\ x_2\end{pmatrix}=0 is equivalent to (BOOA)(x1x2)=0\begin{pmatrix}B & O \\ O & A\end{pmatrix}\begin{pmatrix}x_1 \\ x_2\end{pmatrix}=0, so option (C) fits the requirement of the question.

Answer:

C

7. Let α1=(λ11), α2=(1λ1), α3=(11λ), α4=(1λλ2)\alpha_1=\begin{pmatrix}\lambda\\1\\1\end{pmatrix},\ \alpha_2=\begin{pmatrix}1\\\lambda\\1\end{pmatrix},\ \alpha_3=\begin{pmatrix}1\\1\\\lambda\end{pmatrix},\ \alpha_4=\begin{pmatrix}1\\\lambda\\\lambda^2\end{pmatrix}. If α1,α2,α3\alpha_1,\alpha_2,\alpha_3 and α1,α2,α4\alpha_1,\alpha_2,\alpha_4 are equivalent, then λ∈\lambda\in( )

(A) {λ∣λ∈R}\{\lambda\mid \lambda\in\mathbb{R}\}

(B) {λ∣λ∈R,λ≠−1}\{\lambda\mid \lambda\in\mathbb{R},\lambda\neq-1\}

(C) {λ∣λ∈R,λ≠−1,λ≠−2}\{\lambda\mid \lambda\in\mathbb{R},\lambda\neq-1,\lambda\neq-2\}

(D) {λ∣λ∈R,λ≠−2}\{\lambda\mid \lambda\in\mathbb{R},\lambda\neq-2\}

equivalence of vector groupsdeterminantlinear dependence

Approach:

Compute the determinants and analyse the linear dependence of the vector groups.

Steps:

∣ α1,α2,α3 ∣=∣λ111λ111λ∣=λ3−3λ+2=(λ−1)2(λ+2)|\,\alpha_1,\alpha_2,\alpha_3\,|=\begin{vmatrix}\lambda & 1 & 1\\1 & \lambda & 1\\1 & 1 & \lambda\end{vmatrix}=\lambda^3-3\lambda+2=(\lambda-1)^2(\lambda+2)

∣ α1,α2,α4 ∣=∣λ111λλ11λ2∣=λ4−2λ2+1=(λ−1)2(λ+1)2|\,\alpha_1,\alpha_2,\alpha_4\,|=\begin{vmatrix}\lambda & 1 & 1\\1 & \lambda & \lambda\\1 & 1 & \lambda^2\end{vmatrix}=\lambda^4-2\lambda^2+1=(\lambda-1)^2(\lambda+1)^2

When λ=1\lambda=1, α1=α2=α3=α4=(111)\alpha_1=\alpha_2=\alpha_3=\alpha_4=\begin{pmatrix}1\\1\\1\end{pmatrix}, and at this point α1,α2,α3\alpha_1,\alpha_2,\alpha_3 and α1,α2,α4\alpha_1,\alpha_2,\alpha_4 are equivalent.

When λ=−2\lambda=-2, 2=r(α1,α2,α3)<r(α1,α2,α4)=32=r(\alpha_1,\alpha_2,\alpha_3)<r(\alpha_1,\alpha_2,\alpha_4)=3, so α1,α2,α3\alpha_1,\alpha_2,\alpha_3 and α1,α2,α4\alpha_1,\alpha_2,\alpha_4 are not equivalent.

When λ=−1\lambda=-1, 3=r(α1,α2,α3)>r(α1,α2,α4)=13=r(\alpha_1,\alpha_2,\alpha_3)>r(\alpha_1,\alpha_2,\alpha_4)=1, so α1,α2,α3\alpha_1,\alpha_2,\alpha_3 and α1,α2,α4\alpha_1,\alpha_2,\alpha_4 are not equivalent.

Hence λ∈{λ∣λ∈R,λ≠−1,λ≠−2}\lambda\in\{\lambda\mid \lambda\in\mathbb{R},\lambda\neq-1,\lambda\neq-2\}.

Answer:

C

8. Let X∼U(0,3), Y∼P(2), Cov(X,Y)=−1X\sim U(0,3),\ Y\sim P(2),\ \mathrm{Cov}(X,Y)=-1. Find D(2X−Y+1)=D(2X-Y+1)=( )

(A) 10

(B) 9

(C) 1

(D) 0

variancecovariancerandom variable

Approach:

Use the properties of the variance together with the covariance formula.

Steps:

From X∼U(0,3), Y∼P(2)X\sim U(0,3),\ Y\sim P(2) we know that D(X)=34, D(Y)=2D(X)=\frac{3}{4},\ D(Y)=2, hence

D(2X−Y+1)=D(2X−Y)=4D(X)+D(Y)−4Cov(X,Y)D(2X-Y+1)=D(2X-Y)=4D(X)+D(Y)-4\mathrm{Cov}(X,Y)=4⋅34+2+4=3+2+4=9=4\cdot\frac{3}{4}+2+4=3+2+4=9

Answer:

B

9. Let X1,X2,…,XnX_1,X_2,\ldots,X_n be independent and identically distributed with E(Xik)=μkE(X_i^k)=\mu_k. Estimate with Chebyshev’s inequality

P{∣1n∑i=1nxi−μ1∣≥ε}≤?P\left\{\left|\frac{1}{n}\sum_{i=1}^n x_i-\mu_1\right|\geq\varepsilon\right\}\leq?

(A) M4−M22nε2\frac{M_4-M_2^2}{n\varepsilon^2}

(B) M4−M22nε2\frac{M_4-M_2^2}{\sqrt{n}\varepsilon^2}

(C) M2−M12nε2\frac{M_2-M_1^2}{n\varepsilon^2}

(D) M2−M12nε2\frac{M_2-M_1^2}{\sqrt{n}\varepsilon^2}

Chebyshev's inequalitylaw of large numbersprobability estimate

Approach:

Apply Chebyshev’s inequality to estimate the probability.

Steps:

By Chebyshev’s inequality, P{∣X‾−μ1∣≥ε}≤D(X)nε2P\left\{|\overline{X}-\mu_1|\geq\varepsilon\right\}\leq \frac{D(X)}{n\varepsilon^2}, where D(X)=M2−M12D(X)=M_2-M_1^2, so (C) is the correct choice.

Answer:

C

10. Let X∼N(0,1)X\sim N(0,1), and under the condition X=xX=x let Y∼N(x,1)Y\sim N(x,1). Then the correlation coefficient of XX and YY is ( )

(A) 1

(B) 12\frac{1}{2}

(C) 33\frac{\sqrt{3}}{3}

(D) 22\frac{\sqrt{2}}{2}

conditional distributioncorrelation coefficientnormal distribution

Approach:

Use the properties of the conditional distribution together with the correlation coefficient formula.

Steps:

X∼N(0,1)X\sim N(0,1), Y∣X=x∼N(x,1)Y|X=x\sim N(x,1), so Y=X+ZY=X+Z with Z∼N(0,1)Z\sim N(0,1) independent of XX.

Cov(X,Y)=Cov(X,X+Z)=Var(X)=1\mathrm{Cov}(X,Y)=\mathrm{Cov}(X,X+Z)=\mathrm{Var}(X)=1, D(X)=1D(X)=1, D(Y)=D(X)+D(Z)=2D(Y)=D(X)+D(Z)=2, so the correlation coefficient is ρ=12\rho=\frac{1}{\sqrt{2}}, and (D) is the correct choice.

Answer:

D

Part II: Fill in the Blank

Part II: Fill in the Blank: Questions 11-16, 5 points each, 30 points in total. Write the answers on the designated positions of the answer sheet.

11. The largest directional derivative of f(x,y)=x2+2y2f(x,y)=x^2+2y^2 at (0,1)(0,1) is ____.

directional derivativegradientmultivariable function

Answer:

Approach:

Compute the gradient; the largest directional derivative equals the length of the gradient.

Steps:

From the given data ∂f∂x=2x\frac{\partial f}{\partial x}=2x, ∂f∂y=4y\frac{\partial f}{\partial y}=4y, so grad(0,1)=(0,4)\mathrm{grad}(0,1)=(0,4), and therefore

∂f∂l∣max⁡=02+42=4。\left.\frac{\partial f}{\partial l}\right|_{\max}=\sqrt{0^2+4^2}=4。

12. ∫1e2ln⁡xxdx=\int_1^{e^2} \frac{\ln x}{\sqrt{x}}dx=____.

definite integralintegration by partschange of variables

Answer:

Approach:

First write the integrand as (ln⁡x) x−1/2(\ln x)\,x^{-1/2} and then integrate by parts. Note that d(x)=12xdxd(\sqrt{x})=\frac{1}{2\sqrt{x}}dx, so dxx=2 d(x)\frac{dx}{\sqrt{x}}=2\,d(\sqrt{x}), which turns x−1/2dxx^{-1/2}dx into “the differential of some function” and makes the change of variables / integration by parts easy to apply.

Steps:

  1. Put

    u=ln⁡x,dv=dxx=x−1/2dx.u=\ln x,\qquad dv=\frac{dx}{\sqrt{x}}=x^{-1/2}dx.

    Then

    du=dxx=d(ln⁡x),v=2x,du=\frac{dx}{x}=d(\ln x),\qquad v=2\sqrt{x},

    because d(x)=12xdx⇒x−1/2dx=2 d(x)d(\sqrt{x})=\frac{1}{2\sqrt{x}}dx \Rightarrow x^{-1/2}dx=2\,d(\sqrt{x}).

  2. Applying the formula for integration by parts

    ∫u dv=uv−∫v du,\int u\,dv = uv - \int v\,du,

    we get

    ∫1e2ln⁡xxdx=2x ln⁡x∣1e2−2∫1e2x dxx.\int_1^{e^2} \frac{\ln x}{\sqrt{x}}dx =\left.2\sqrt{x}\,\ln x\right|_{1}^{e^2} -2\int_1^{e^2} \sqrt{x}\,\frac{dx}{x}.
  3. Write x dxx\sqrt{x}\,\frac{dx}{x} once more as x−1/2dxx^{-1/2}dx and integrate the power function directly:

    ∫1e2x dxx=∫1e2x−1/2dx=2x∣1e2=2(e−1).\int_1^{e^2} \sqrt{x}\,\frac{dx}{x} =\int_1^{e^2} x^{-1/2}dx =\left.2\sqrt{x}\right|_{1}^{e^2}=2(e-1).
  4. Substituting back gives

    ∫1e2ln⁡xxdx=2(e2ln⁡e2−1⋅0)−2⋅2(e−1)=4.\int_1^{e^2} \frac{\ln x}{\sqrt{x}}dx =2\left(e^2\ln e^2-1\cdot 0\right)-2\cdot 2(e-1) =4.

13. Let x≥0,y≥0x\geq0,y\geq0 satisfy x2+y2≤kex+yx^2+y^2\leq ke^{x+y}. Then the smallest value of kk is ____.

conditional extremumLagrange multiplier methodextreme value of a multivariable function

Answer:

4e2\frac{4}{e^2}.

Approach:

Turn the problem into one of finding the maximum of a function.

Steps:

From the given data k≥x2+y2ex+yk\geq\frac{x^2+y^2}{e^{x+y}}, so the problem becomes computing the maximum of f(x,y)=x2+y2ex+y=(x2+y2)e−(x+y)f(x,y)=\frac{x^2+y^2}{e^{x+y}}=(x^2+y^2)e^{-(x+y)} on x≥0,y≥0x\geq0,y\geq0.

Put f(x,y)=(x2+y2)e−(x+y)f(x,y)=(x^2+y^2)e^{-(x+y)}. For x>0,y>0x>0,y>0,

∂f∂x=e−(x+y)(2x−x2−y2)\frac{\partial f}{\partial x}=e^{-(x+y)}(2x-x^2-y^2), ∂f∂y=e−(x+y)(2y−x2−y2)\frac{\partial f}{\partial y}=e^{-(x+y)}(2y-x^2-y^2).

Setting ∂f∂x=0,∂f∂y=0\frac{\partial f}{\partial x}=0,\frac{\partial f}{\partial y}=0 gives the stationary points (0,0),(1,1)(0,0),(1,1).

At the stationary point (0,0)(0,0), A=2,B=0,C=2,AC−B2>0,A>0A=2,B=0,C=2,AC-B^2>0,A>0, so (0,0)(0,0) is a local minimum point and fminimum=f(0,0)=0f_{\text{minimum}}=f(0,0)=0.

At the stationary point (1,1)(1,1), A=0,B=−2e−2,C=0,AC−B2<0A=0,B=-2e^{-2},C=0,AC-B^2\lt0, so (1,1)(1,1) is not an extremum.

When x=0x=0, f(0,y)=y2e−y(y>0)f(0,y)=y^2e^{-y}(y>0), so f′(0,y)=2ye−y−y2e−y=y(2−y)e−yf'(0,y)=2ye^{-y}-y^2e^{-y}=y(2-y)e^{-y}, which gives the stationary point y=2y=2; then f′′(0,y)=(y2−4y+2)e−yf''(0,y)=(y^2-4y+2)e^{-y} and f′′(0,2)=−2e−2<0f''(0,2)=-2e^{-2}\lt0, so f(0,2)=4e−2f(0,2)=4e^{-2} is a maximum.

Similarly f(2,0)=4e−2f(2,0)=4e^{-2} is also a maximum.

Hence k≥fmax⁡(x,y)=4e2k\geq f_{\max}(x,y)=\frac{4}{e^2}.

14. The convergence domain of the series ∑n=1∞n!nne−nx\sum\limits_{n=1}^{\infty} \frac{n!}{n^n}e^{-nx} is (a,+∞)(a,+\infty), then a=a=____.

convergence of a seriesratio testpower series

Answer:

-1.

Approach:

Use the ratio test to judge the convergence of the series.

Steps:

Let un(x)=n!nne−nxu_n(x)=\frac{n!}{n^n}e^{-nx}, then

lim⁡n→∞un+1(x)un(x)=lim⁡n→∞(n+1)!(n+1)n+1e−(n+1)xn!nne−nx=e−xlim⁡n→∞(11+1n)n=e−x−1<1\lim\limits_{n\to\infty} \frac{u_{n+1}(x)}{u_n(x)}=\lim\limits_{n\to\infty} \frac{\frac{(n+1)!}{(n+1)^{n+1}}e^{-(n+1)x}}{\frac{n!}{n^n}e^{-nx}} = e^{-x}\lim\limits_{n\to\infty} \left(\frac{1}{1+\frac{1}{n}}\right)^n = e^{-x-1}\lt1

The solution is x>−1x>-1, so a=−1a=-1.

15. Let A−EA-E be invertible, and let BB satisfy (E−(A−E)−1)B=A(E-(A-E)^{-1})B=A. Then B−A=B-A=____.

matrix operationinverse matrixmatrix equation

Answer:

((E−(A−E)−1)−1−E)A((E-(A-E)^{-1})^{-1}-E)A

Approach:

Solve the matrix equation by using the inverse operation of matrices.

Steps:

Since (E−(A−E)−1)B=A(E-(A-E)^{-1})B=A and AA is invertible, we have

A−1(E−(A−E)−1)B=EA^{-1}(E-(A-E)^{-1})B=E, so BB is invertible and B=(E−(A−E)−1)−1AB=(E-(A-E)^{-1})^{-1}A, hence

B−A=(E−(A−E)−1)−1A−A=((E−(A−E)−1)−1−E)AB-A=(E-(A-E)^{-1})^{-1}A-A=((E-(A-E)^{-1})^{-1}-E)A

16. Let A,B,CA,B,C satisfy that A,BA,B are mutually exclusive, A,CA,C are mutually exclusive, and B,CB,C are independent,

P(A)=P(B)=P(C)=13P(A)=P(B)=P(C)=\frac{1}{3}. Then P(B∪C)∣(A∪B∪C)=P(B\cup C)|(A\cup B\cup C)=____.

conditional probabilityindependent eventsprobability calculation

Answer:

58\frac{5}{8}.

Approach:

Compute with the conditional probability formula and the properties of independent events.

Steps:

From the statement P(AB)=0P(AB)=0, P(AC)=0P(AC)=0, P(BC)=P(B)P(C)=19P(BC)=P(B)P(C)=\frac{1}{9}, so the required probability is given by the conditional probability formula:

P([B∪C]∣(A∪B∪C))=P([B∪C]∩(A∪B∪C))P(A∪B∪C)=P(B∪C)P(A∪B∪C)P([B\cup C]|(A\cup B\cup C))=\frac{P([B\cup C]\cap(A\cup B\cup C))}{P(A\cup B\cup C)}=\frac{P(B\cup C)}{P(A\cup B\cup C)}=P(B)+P(C)−P(BC)P(A)+P(B)+P(C)−P(BC)=\frac{P(B)+P(C)-P(BC)}{P(A)+P(B)+P(C)-P(BC)}

Substituting P(A)=P(B)=P(C)=13P(A)=P(B)=P(C)=\frac{1}{3}, P(BC)=19P(BC)=\frac{1}{9} gives:

P([B∪C]∣(A∪B∪C))=13+13−191−19=23−1989=5989=58P([B\cup C]|(A\cup B\cup C))=\frac{\frac{1}{3}+\frac{1}{3}-\frac{1}{9}}{1-\frac{1}{9}}=\frac{\frac{2}{3}-\frac{1}{9}}{\frac{8}{9}}=\frac{\frac{5}{9}}{\frac{8}{9}}=\frac{5}{8}

Part III: Free Response

Part III: Free Response: Questions 17-22, 70 points in total. The solutions should include verbal explanations, proof procedures or computational steps.

17. (10 points)

Let y=y(x)y=y(x) satisfy y′+12xy=2+xy'+\frac{1}{2\sqrt{x}}y=2+\sqrt{x}, y(1)=3y(1)=3. Find the asymptote of y(x)y(x).

differential equationfirst-order linear equationasymptote

Approach:

First solve the differential equation, then find the asymptote.

Steps:

From the statement we get

y(x)=e−x(2xex+C)y(x)=e^{-\sqrt{x}}\left(2x e^{\sqrt{x}}+C\right)

Since y(1)=3y(1)=3, we have C=eC=e, hence

y(x)=e−x(2xex+e)y(x)=e^{-\sqrt{x}}\left(2x e^{\sqrt{x}}+e\right)

Let the equation of the asymptote of y(x)y(x) be y=kx+by=kx+b, then

k=lim⁡x→+∞y(x)x=lim⁡x→+∞2xex+exex=2k=\lim\limits_{x\to+\infty} \frac{y(x)}{x}=\lim\limits_{x\to+\infty} \frac{2x e^{\sqrt{x}}+e}{x e^{\sqrt{x}}}=2b=lim⁡x→+∞[y(x)−2x]=lim⁡x→+∞2xex+e−2xexex=0b=\lim\limits_{x\to+\infty} \left[y(x)-2x\right]=\lim\limits_{x\to+\infty} \frac{2x e^{\sqrt{x}}+e-2x e^{\sqrt{x}}}{e^{\sqrt{x}}}=0

Hence the oblique asymptote of y(x)y(x) is y=2xy=2x.

Answer:

The oblique asymptote of y(x)y(x) is y=2xy=2x.

18. (12 points)

Let D={(x,y)∣−2+y4−y2≤x≤2, 0≤y≤2}D=\{(x,y)|-2+y\sqrt{4-y^2}\leq x\leq 2,\ 0\leq y\leq 2\}. Find the double integral I=∬D(x−y)2x2+y2dxdyI=\iint_D \frac{(x-y)^2}{x^2+y^2}dxdy.

double integralpolar coordinate transformationintegral calculation

Approach:

Compute the double integral by means of a polar coordinate transformation.

Steps:

The derivation of I is as follows.

Step 1: I=∬Dx2−2xy+y2x2+y2dxdyI = \iint_D \frac{x^2-2 x y+y^2}{x^2+y^2}dxdy

Step 2: ∬D[1−2xyx2+y2]dxdy\iint_D \left[1-\frac{2 x y}{x^2+y^2}\right]dxdy

Step 3: ∬Ddxdy−∬D2xyx2+y2dxdy\iint_D dxdy - \iint_D \frac{2 x y}{x^2+y^2}dxdy

Step 4: π+2−∫0π2dθ∫022ρ2cos⁡θsin⁡θρ2ρdρ\pi + 2 - \int_0^{\frac{\pi}{2}} d\theta \int_0^2 \frac{2 \rho^2\cos\theta\sin\theta}{\rho^2} \rho d\rho

Step 5: π+2−4∫0π2cos⁡θsin⁡θdθ+4∫0π2cos⁡θsin⁡θ(cos⁡θ+sin⁡θ)2dθ\pi + 2 - 4 \int_0^{\frac{\pi}{2}} \cos\theta\sin\theta d\theta + 4 \int_0^{\frac{\pi}{2}} \frac{\cos\theta\sin\theta}{(\cos\theta+\sin\theta)^2} d\theta

Step 6: π+4∫0π2tan⁡θtan⁡2θ+2tan⁡θ+1dθ\pi + 4 \int_0^{\frac{\pi}{2}} \frac{\tan\theta}{\tan^2\theta+2 \tan\theta+1} d\theta

Step 7: π+4∫0+∞t(t+1)2(1+t2)dt\pi + 4 \int_0^{+\infty} \frac{t}{(t+1)^2(1+t^2)} dt

Step 8: π+4⋅12∫0+∞[11+t2−1(t+1)2]dt\pi + 4 \cdot \frac{1}{2} \int_0^{+\infty} \left[\frac{1}{1+t^2} - \frac{1}{(t+1)^2}\right] dt

Step 9: π+2arctan⁡t∣0+∞+11+t∣0+∞\pi + 2 \arctan t \Big|_{0}^{+\infty} + \frac{1}{1+t} \Big|_{0}^{+\infty}

Final result: 2π−22\pi - 2

Answer:

I=2π−2I=2\pi-2.

19. (12 points)

Let Σ\Sigma be the upper side of x2+y2+z2=1,x≥0,y≥0,z≥0x^2+y^2+z^2=1, x\geq0, y\geq0, z\geq0, and let the side of Σ\Sigma be such that the direction of the boundary LL of Σ\Sigma agrees with the right-hand rule; then find ∫L(yz2−cos⁡z)dz+2xy2dy+(2xyz+xsin⁡z)dz\int_L (y z^2-\cos z)dz+2x y^2dy+(2x y z+x\sin z)dz.

line integralStokes' formulasurface integral

Approach:

This question tests a second-kind line integral together with Stokes’ formula. The line integral is written as the circulation of a vector field along a closed curve, Stokes’ formula turns it into a surface integral over a patch of the sphere, and the latter is then computed by parametrization.

Steps:

  1. Collect the integrand by dx,dy,dzdx,dy,dz into the form P dx+Q dy+R dzP\,dx+Q\,dy+R\,dz: P=0P=0, Q=2xy2Q=2xy^2, R=yz2−cos⁡z+2xyz+xsin⁡zR=yz^2-\cos z+2xyz+x\sin z.
  2. Thus I=∮LP dx+Q dy+R dz\displaystyle I=\oint_L P\,dx+Q\,dy+R\,dz, where LL is the upper boundary of the spherical patch in the first octant, with its direction agreeing with the right-hand rule relative to the upper side.
  3. By Stokes’ formula: I=∬Σ(∇×F)⋅n dSI=\iint_{\Sigma}(\nabla\times F)\cdot\bm{n}\,dS. Computing the curl, ∇×F=(Ry−Qz, Pz−Rx, Qx−Py)=(z2+2xz, −2yz−sin⁡z, 2y2)\nabla\times F=\left(R_y-Q_z,\ P_z-R_x,\ Q_x-P_y\right)=\left(z^2+2xz,\ -2yz-\sin z,\ 2y^2\right).
  4. Take the unit outer normal on the upper side of Σ\Sigma, n=(x,y,z)\bm{n}=(x,y,z), and parametrize x=sin⁡θcos⁡φ, y=sin⁡θsin⁡φ, z=cos⁡θx=\sin\theta\cos\varphi,\ y=\sin\theta\sin\varphi,\ z=\cos\theta, where θ,φ∈[0,π2]\theta,\varphi\in\left[0,\dfrac\pi2\right], dS=sin⁡θ dθ dφdS=\sin\theta\,d\theta\,d\varphi.
  5. Substituting and simplifying: I=∬Σ[xz2+2x2z−ysin⁡z]dS\displaystyle I=\iint_{\Sigma}\left[xz^2+2x^2z-y\sin z\right]dS, and term by term ∬Σxz2dS=215\iint_{\Sigma}xz^2dS=\dfrac{2}{15}, ∬Σx2z dS=π16\iint_{\Sigma}x^2z\,dS=\dfrac{\pi}{16}, ∬Σysin⁡z dS=3−2sin⁡1−2cos⁡1\iint_{\Sigma}y\sin z\,dS=3-2\sin 1-2\cos 1.
  6. Combining gives I=215+π8−3+2sin⁡1+2cos⁡1I=\dfrac{2}{15}+\dfrac{\pi}{8}-3+2\sin 1+2\cos 1.

Answer:

I=215+π8−3+2sin⁡1+2cos⁡1I=\dfrac{2}{15}+\dfrac{\pi}{8}-3+2\sin 1+2\cos 1.

20. (12 points)

Let f(x)f(x) have a continuous second derivative on (−∞,+∞)(-\infty,+\infty). Prove that f′′(x)≥0f''(x)\geq0 is equivalent to the following: for any real numbers a,ba,b,

f(a+b2)≤1b−a∫abf(x)dx.f\left(\frac{a+b}{2}\right)\leq \frac{1}{b-a}\int_a^b f(x)dx.
convexity of a functionintegral inequalityLagrange mean value theorem

Approach:

Use the convexity of the function together with the mean value theorem for integrals to carry out the proof.

Steps:

Let F(x)=(x−a)f(a+x2)−∫axf(t)dtF(x)=(x-a)f\left(\frac{a+x}{2}\right)-\int_a^x f(t)dt, then F(a)=0F(a)=0.

F′(x)=f(a+x2)+12(x−a)f′(a+x2)−f(x)F'(x)=f\left(\frac{a+x}{2}\right)+\frac{1}{2}(x-a)f'\left(\frac{a+x}{2}\right)-f(x)

=12(x−a)f′(a+x2)+f(a+x2)−f(x)=\frac{1}{2}(x-a)f'\left(\frac{a+x}{2}\right)+f\left(\frac{a+x}{2}\right)-f(x)

By the Lagrange mean value theorem, f(x)−f(a+x2)=f′(ξ)12(x−a)f(x)-f\left(\frac{a+x}{2}\right)=f'(\xi)\frac{1}{2}(x-a),

so F′(x)=12(x−a)[f′(a+x2)−f′(ξ)]F'(x)=\frac{1}{2}(x-a)\left[f'\left(\frac{a+x}{2}\right)-f'(\xi)\right]

Since f′′(x)≥0f''(x)\geq0, f′(x)f'(x) is monotonically increasing, and therefore f′(a+x2)<f′(ξ)f'\left(\frac{a+x}{2}\right)<f'(\xi), so F′(x)<0F'(x)\lt0 and F(x)F(x) is monotonically decreasing.

When x>ax>a, F(x)<0F(x)\lt0, hence F(b)<0F(b)\lt0, that is f(a+b2)≤1b−a∫abf(x)dxf\left(\frac{a+b}{2}\right)\leq \frac{1}{b-a}\int_a^b f(x)dx.

Answer:

f′′(x)≥0f''(x)\geq0 is the necessary and sufficient condition for f(a+b2)≤1b−a∫abf(x)dxf\left(\frac{a+b}{2}\right)\leq\frac{1}{b-a}\int_a^b f(x)dx to hold for arbitrary real numbers a,ba,b.

21. (12 points)

Let the quadratic form be f(x1,x2,x3)=∑i=13∑j=13ijxixjf(x_1,x_2,x_3)=\sum_{i=1}^3\sum_{j=1}^3 ijx_ix_j.

(1) Find the matrix of the quadratic form;

(2) Find an orthogonal matrix QQ such that the quadratic form is reduced to its canonical form by the orthogonal transformation x=Qyx=Qy;

(3) Find the solutions of f(x1,x2,x3)=0f(x_1,x_2,x_3)=0.

quadratic formorthogonal transformationcanonical form

Approach:

First write down the matrix of the quadratic form, then find the eigenvalues and eigenvectors, and finally carry out the orthogonal transformation.

Steps:

(1) By definition, f(x1,x2,x3)=∑i=13∑j=13ijxixj=x12+4x22+9x32+4x1x2+6x1x3+12x2x3f(x_1,x_2,x_3)=\sum_{i=1}^3\sum_{j=1}^3 ijx_ix_j=x_1^2+4x_2^2+9x_3^2+4x_1x_2+6x_1x_3+12x_2x_3,

so A=(123246369)A=\begin{pmatrix}1 & 2 & 3 \\ 2 & 4 & 6 \\ 3 & 6 & 9\end{pmatrix}.

(2) It is easy to obtain the eigenvalues of AA, namely 14,0,014,0,0.

When λ1=14\lambda_1=14, solving (A−14E)x=0(A-14E)x=0 gives α1=(1,2,3)T\alpha_1=(1,2,3)^T.

When λ2=λ3=0\lambda_2=\lambda_3=0, solving Ax=0Ax=0 gives α2=(−2,1,0)T\alpha_2=(-2,1,0)^T and α3=(−3,0,1)T\alpha_3=(-3,0,1)^T.

Orthogonalizing α2,α3\alpha_2,\alpha_3 gives ξ2=(−2,1,0)T\xi_2=(-2,1,0)^T, ξ3=(−3,−6,5)T\xi_3=(-3,-6,5)^T.

Normalizing α1,ξ2,ξ3\alpha_1,\xi_2,\xi_3 gives

γ1=114(1,2,3)T\gamma_1=\frac{1}{\sqrt{14}}(1,2,3)^T, γ2=15(−2,1,0)T\gamma_2=\frac{1}{\sqrt{5}}(-2,1,0)^T, γ3=170(−3,−6,5)T\gamma_3=\frac{1}{\sqrt{70}}(-3,-6,5)^T.

Put Q=(γ1,γ2,γ3)Q=(\gamma_1,\gamma_2,\gamma_3); by the orthogonal transformation x=Qyx=Qy, ff is reduced to the canonical form 14y1214y_1^2.

(3) Under the orthogonal transformation x=Qyx=Qy, f(x1,x2,x3)f(x_1,x_2,x_3) is reduced to 14y1214y_1^2. From f(x1,x2,x3)=0f(x_1,x_2,x_3)=0 we get y1=0y_1=0, hence

x=(γ1,γ2,γ3)(0y2y3)=y2γ2+y3γ3=k1(−2,1,0)T+k2(−3,−6,5)Tx=(\gamma_1,\gamma_2,\gamma_3)\begin{pmatrix}0\\y_2\\y_3\end{pmatrix}=y_2\gamma_2+y_3\gamma_3=k_1(-2,1,0)^T+k_2(-3,-6,5)^T, where k1,k2k_1,k_2 are arbitrary constants.

Answer:

(1) A=(123246369)A=\begin{pmatrix}1 & 2 & 3 \\ 2 & 4 & 6 \\ 3 & 6 & 9\end{pmatrix};

(2) Q=(114(1,2,3)T, 15(−2,1,0)T, 170(−3,−6,5)T)Q=\left(\dfrac{1}{\sqrt{14}}(1,2,3)^T,\ \dfrac{1}{\sqrt5}(-2,1,0)^T,\ \dfrac{1}{\sqrt{70}}(-3,-6,5)^T\right), by the orthogonal transformation x=Qyx=Qy the quadratic form is reduced to the canonical form 14y1214y_1^2;

(3) the solutions of f(x1,x2,x3)=0f(x_1,x_2,x_3)=0 are k1(−2,1,0)T+k2(−3,−6,5)Tk_1(-2,1,0)^T+k_2(-3,-6,5)^T, where k1,k2k_1,k_2 are arbitrary constants.

22. (12 points)

Let X1,X2,⋯ ,XnX_1,X_2,\cdots,X_n be a simple random sample from an exponential distribution with expectation θ\theta, and let Y1,Y2,⋯ ,YmY_1,Y_2,\cdots,Y_m be a simple random sample from an exponential distribution with expectation 2θ2\theta, with X1,⋯ ,Xn,Y1,⋯ ,YmX_1,\cdots,X_n,Y_1,\cdots,Y_m mutually independent. Find the maximum likelihood estimator of θ\theta, namely θ^\hat{\theta}, and D(θ^)D(\hat{\theta}).

maximum likelihood estimationexponential distributionvariance

Approach:

Write down the likelihood function and find the point where the log-likelihood function attains its maximum.

Steps:

From the given data E(X)=θ=1λ1E(X)=\theta=\frac{1}{\lambda_1}, E(Y)=2θ=1λ2E(Y)=2\theta=\frac{1}{\lambda_2},

so the populations are X∼E(1θ)X\sim E\left(\frac{1}{\theta}\right), Y∼E(12θ)Y\sim E\left(\frac{1}{2\theta}\right).

The probability density functions:

fX(x)=1θe−xθ, x>0f_X(x)=\frac{1}{\theta}e^{-\frac{x}{\theta}},\ x>0;

fY(y)=12θe−y2θ, y>0f_Y(y)=\frac{1}{2\theta}e^{-\frac{y}{2\theta}},\ y>0.

Let x1,⋯ ,xn,y1,⋯ ,ymx_1,\cdots,x_n,y_1,\cdots,y_m be the sample observations, with the samples mutually independent; then the likelihood function is:

L(θ)=12mθn+me−∑i=1nxi+∑j=1myj2θL(\theta)=\frac{1}{2^m\theta^{n+m}}e^{-\frac{\sum_{i=1}^n x_i+\sum_{j=1}^m y_j}{2\theta}}, xi,yj>0x_i,y_j>0.

The log-likelihood function:

ln⁡L(θ)=−mln⁡2−(n+m)ln⁡θ−∑i=1nxi+∑j=1myj2θ\ln L(\theta)=-m\ln 2-(n+m)\ln\theta-\frac{\sum_{i=1}^n x_i+\sum_{j=1}^m y_j}{2\theta}

Differentiating with respect to θ\theta and setting the result equal to zero:

dln⁡L(θ)dθ=−n+mθ+∑i=1nxi+∑j=1myj2θ2=0\frac{d\ln L(\theta)}{d\theta}=-\frac{n+m}{\theta}+\frac{\sum_{i=1}^n x_i+\sum_{j=1}^m y_j}{2\theta^2}=0

Solving gives θ^=∑i=1nxi+∑j=1myj2(n+m)\hat{\theta}=\frac{\sum_{i=1}^n x_i+\sum_{j=1}^m y_j}{2(n+m)}.

Since D(X)=θ2,D(Y)=4θ2D(X)=\theta^2, D(Y)=4\theta^2,

D(θ^)=14(n+m)2D(2∑i=1nXi+∑j=1mYj)=14(n+m)2(4n⋅θ2+m⋅4θ2)=θ2n+mD(\hat{\theta})=\frac{1}{4(n+m)^2}D\left(2\sum_{i=1}^n X_i+\sum_{j=1}^m Y_j\right)=\frac{1}{4(n+m)^2}(4n\cdot\theta^2+m\cdot4\theta^2)=\frac{\theta^2}{n+m}.

Answer:

θ^=∑i=1nxi+∑j=1myj2(n+m)\hat{\theta}=\dfrac{\sum_{i=1}^{n}x_i+\sum_{j=1}^{m}y_j}{2(n+m)}, and D(θ^)=θ2n+mD(\hat{\theta})=\dfrac{\theta^2}{n+m}.

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