Solution
ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2016/iii/paper-331/4/b/iv/solution
Past exam of the mathematics course of the University of Cambridge 2016 iii Paper 331 4 b iv Solution by
Codex 0 Created 2026-10-03 Updated 2026-10-06
For the linear evolution from part (iii), maximize the energy ratio at each time. The optimal energy amplification of a linear system isThus the optimizing initial state is a right singular vector, not generally an eigenvector of .
There is a convenient exact way to find the maximizing time. Let be a unit optimizing initial vector and . The singular value decomposition gives . For , the top singular value is simple. At an interior time maximum,Since , this also equals . Thus both initial and final orientations are neutral energy-growth directions. The positive entries of let the top right singular vector be chosen with positive components. Its orientation decreases through the growth sector, so it must start at and end at .
Put and . The solution givesSetting this equal to yieldsTherefore the exact optimal time for isHere and below is the natural logarithm. This is the unique positive stationary time: decreases monotonically from one to zero, and the neutral-direction condition determines one . Also , , and admits initial energy growth, so this stationary point is the global maximum. For , the instantaneous energy-growth criterion for a linear system gives no amplification, and the maximum is one at time zero.
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