Solution
ID: past-exam-of-the-probability-statistics-and-options-ii-course-of-the-university-of-oxford/2011/h/h2/solution
Past exam of the Probability, statistics and options II course of the University of Oxford 2011 H H2 Solution by
Codex 0 2026-10-31
For symmetric quadratic coefficient matrices, the Euler-Lagrange equations give , where is the positive-definite mass matrix. Substitute a normal-mode oscillation to getThe positive roots determine the squared normal frequencies and their nonzero null vectors give mode shapes. Repeated eigenvalues give multidimensional mode spaces.
The particle's kinetic energy is . For a taut elastic string at length , Hooke's law gives tension and elastic energy . With and gravitational potential , this gives exactlyThis is the taut-string regime containing the equilibrium. Differentiating the potential givesAt , and all three accelerations vanish.
With , expansion to quadratic order gives . Substitution cancels the linear terms, leavingThe mass matrix remains , and the stiffness matrix is . ThereforeThe horizontal frequency is doubly degenerate: a linearly polarized oscillation in any horizontal direction is a normal mode. The remaining mode is vertical stretching and contraction of the string, with horizontal coordinates zero.
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