Past exam of the mathematics course of the University of Cambridge 2005 iii Paper 60 1 Solution Created 2026-10-03 Updated 2026-10-14
For a scalar, the Lie derivative of a function is its directional derivative:The Lie derivative of a vector field is their Lie bracket of vector fields:For a torsion-free connection,The last term vanishes because the connection coefficients are symmetric in . This proves .
For the metric tensor statements use the Levi-Civita connection, which also has metric compatibility. The tensor derivation property of the Lie derivative of a tensor field givesExpanding the first term using and using the vector identity cancels the derivatives of and . What remains isSince are arbitrary, the Killing equation isMetric compatibility is needed here, even though symmetry alone sufficed for the vector identity. In general the Lie derivative of a metric with nonmetricity contains a term . For example, with the metric tensor , zero connection coefficients and , the Lie derivative of a tensor field is , whereas . The usual metric connection interpretation of the question supplies the required compatibility.
For the Riemann curvature tensor calculation, keep the original PDF's convention. With and , it meansThus the commutator on a covector has the opposite sign. Write . Taking a covariant derivative of the Killing equation makes antisymmetric in its first two indices, while the Ricci identity givesCombining this with the first-two-index antisymmetry gives the three relationsAdd the first and third and subtract the second. Pair symmetry and the first Bianchi identity imply . ConsequentlyThis is the second covariant derivative of a Killing vector in the paper's convention; its sign is tied to the declared curvature-sign convention in Killing derivative identities, not to raising a particular index.
Set . Along any smooth curve with tangent vector , the chain rule and the just-proved identity give the Killing transport equationsChoose a parallel-propagated orthonormal frame along the curve. These become a homogeneous linear system of ordinary differential equations for the components of . Uniqueness of its initial value problem implies that zero initial data remain zero. Any point in the same connected component as can be joined to by a piecewise smooth curve. Therefore zero value and zero first derivative at force the Killing field and its derivative to vanish throughout that component, with no completeness assumption. On a manifold with one connected component this is the requested global result. Connectedness cannot be dropped: on two disjoint flat spacetimes, take the zero field on one and a nonzero translation on the other.
On a pseudo-Riemannian manifold of dimension with one connected component, the map is therefore injective. There are independent components of the value and of its antisymmetric derivative. The dimension bound for Killing vector fields isIt is attained in flat space by with constant antisymmetric , giving translations and infinitesimal rotations or Lorentz transformations. The four-dimensional maximum is 10. For a disconnected manifold the bound applies componentwise; there is no uniform global bound depending only on if the number of components is unrestricted.
Past exam of the mathematics course of the University of Cambridge 2005 iii Paper 72 1 1 Solution 2026-10-14
The Gaussian integral over the full vertical velocity line is . Thus the mass density of the self-gravitating isothermal slab isNeglecting radial derivatives makes the Poisson equation for Newtonian gravity . Substituting and , with , givesMultiply by and integrate. The central value and symmetry under fix the constant of integration:On the positive- side, Newtonian gravity makes . Put ; then with . Integration gives , and even reflection supplies the other side. ThereforeDirect differentiation verifies both the equation and central conditions. Uniqueness of the smooth initial value problem rules out other branches meeting those conditions. The surface density is , and the conventional slab scale height is ; the factor of two is only a definition of the length scale.
Past exam of the mathematics course of the University of Cambridge 2006 ia Paper 2 7B Solution Created 2026-09-24 Updated 2026-10-14
The Wronskian satisfies Abel identity. Differentiating and substituting the homogeneous equations givesso . The two homogeneous solutions are therefore independent.
Define the variation of parameters kernelFor fixed , it satisfies the homogeneous differential equation in . Direct evaluation gives and . For , differentiation under the integral therefore yieldsCombining these identities proves ; both initial values vanish. Continuity of the coefficients gives uniqueness of this initial value problem, establishing the proposed formula rather than merely recognizing it as a standard method.
For the oscillator, , and , so the kernel is . HenceUsing and givesThe factor reflects resonance with the homogeneous oscillator frequency.
Past exam of the mathematics course of the University of Cambridge 2006 iii Paper 56 1 Solution Created 2026-10-03 Updated 2026-10-14
The Euler-Lagrange equation is obtained by varying the scalar field, integrating the derivative terms by parts, and requiring the coefficient of an arbitrary compactly supported variation to vanish:The canonical momentum is , so the Hamiltonian density and conserved energy areIndeed,Thus for the finite-energy boundary conditions with no flux at infinity. The scalar-field vacua are the constant fields , .
For a static field, multiply by to obtain . The vacuum limits fix , so on the increasing interval ,ConsequentlyIts derivative is , and its energy is . The increasing sign cannot change inside because the derivative does not vanish there. This proves uniqueness up to translation for the prescribed boundary conditions.
There are continuously many translated static solutions with those same endpoints, but only one modulo translations. In the full theory, the adjacent-vacuum kinks and antikinks areTheir endpoints are and . Thus there are countably many adjacent-vacuum boundary sectors, each with a continuous center parameter; integer field shifts and reflection relate their shapes. A Lorentz boost gives moving kinks, replacing by , with energy . There is no finite static kink joining nonadjacent scalar-field vacua: reaching an intermediate vacuum at finite would give both the equilibrium value and zero derivative, forcing a constant solution by uniqueness of the second-order initial value problem. Dynamical multisolitons are a different matter.
The printed Sine-Gordon Bäcklund transformation has a normalization error. With precisely the printed coordinates , ,is the field equation. Put , . The printed relations give and , henceAdding and subtracting yieldsThese are the equations with mass squared four, not the unit-mass equation derived from the Lagrangian. A concrete counterexample is the seed , parameter , and transformed field . It obeys both printed first-order relations but satisfies , so its unit-mass field-equation residual is , which is not identically zero. The requested preservation claim is false with the printed normalization.
There are two equivalent repairs. Keep the printed first-order coefficients but take , ; then and the preceding calculation proves preservation. Alternatively keep the printed coordinates and replace the coefficients by . Then , , and the differentiated equations carry a factor , giving exactly . This is the light-cone normalization of the sine-Gordon Bäcklund transformation. For a zero seed it gives ; recovers the unit-width static kink.
Past exam of the mathematics course of the University of Cambridge 2010 iii Paper 68 3 a Solution Created 2026-10-03 Updated 2026-10-14
Use normal modes , so in the convention . For a translation-invariant, well-posed linear initial value problem on the whole line, localized data are propagated by a causal Green function. The Fourier transform in space and Laplace transform in time give an inverse integral whose denominator is the dispersion relation . The initial temporal contour is a Bromwich line to the right of every real-wave-number temporal singularity.
The Briggs-Bers technique lowers that temporal contour while deforming the spatial contour to avoid its poles. A spatial pinch point occurs when two spatial branches originating on opposite sides of the original Fourier contour collide and prevent further deformation. Algebraically a simple candidate satisfies , with and ; these equations alone do not establish the pinch topology. A same-side collision is a false spatial saddle in quartic dispersion. The opposite-side requirement is also explicit in the primary numerical study of pinch-point detection.
The rightmost contributing pinch determines the fixed-position exponential growth of the impulse response, ordinarily with a saddle point prefactor. A positive rate is absolute wave-packet instability. If real-wave-number normal modes grow but the impulse response decays at each fixed position, it is convective wave-packet instability; growth can then occur along moving rays. If no temporal normal mode grows, the system is stable, with equality thresholds treated as marginal rather than exponential decay. Along a ray , apply the same argument to , whose saddle point condition is . Thus the laboratory frame is part of the absolute/convective definition.
For the quartic problem the temporal dispersion relation isWrite , , . For the causal Fourier kernel is absolutely convergent for positive time and the finite maximum temporal growth rate isThe usual initial-value framework fails if , or if and , because arbitrarily large real wave numbers grow arbitrarily fast: no finite Bromwich line can start to their right. This is a high-frequency ill-posedness obstruction, not an absolute instability criterion. If and , the growth bound is finite, but the dispersive limiting case needs oscillatory Fourier inversion or a limiting-absorption construction when there is no quadratic damping. It must not be justified by the absolutely convergent quartic-diffusion argument. The following explicit calculation first assumes and .
The double-root candidates areRather than assume all are physical, compute the causal resolvent at the impulse location. Put , and for large factorThen and , with sheets selected from that large- region. Partial fraction decomposition and give the quartic impulse-response Laplace resolventAll roots in this expression are continued from the causal region, not selected afresh at a candidate collision. The two possible singularities are now transparent. is a square-root singularity when . The extra singularity requires . Taking with positive real part and putting , this lies on the physical sheet precisely when . If that real part is zero the candidate is on a cut boundary and has nonpositive real , so it cannot lie to the right of . For , the apparently growing candidate may be on the wrong sheet altogether.
Therefore the physical-sheet growth rate of a quartic impulse response isThese are resolvent branch singularities on the causal continuation, so the formula implements the pinch test instead of merely listing formal saddle point rates. For , the zero saddle point is fourth-order and the resolvent is proportional to ; its impulse response is proportional to and the same exponential-rate formula applies. At nondegenerate candidates the prefactor is .
The classification in this diffusive case is now explicit: gives stability; gives absolute instability; with gives convective instability. When and , the nondegenerate fixed-position response still decays algebraically, at the marginal absolute/convective threshold. Other equality cases require the stated saddle point prefactors. Temporal instability supplies a growing ray: at a real maximum of , choose so that the moving-ray saddle point is stationary there.
Three examples show why complex coefficients and sheets matter. For , , so the instability is absolute. For , but , so it is convective even though there is no explicit first-derivative advection term: dispersion carries packets in opposite directions. For , both physical rates are . The formal candidates have but fail the physical-sheet condition, so this temporally stable example is not absolutely unstable.
On the admissible boundary , , , the oscillatory or damped Fourier construction has . The surviving zero-wave-number stationary response has the same exponential rate , with a quadratic or quartic algebraic factor; damping/dispersion therefore does not generate a separate convective-growth range there. If , the problem is second order and its diffusion/dispersive kernel must be used instead of the quartic formula. Application to a finite interval or nonlocalized data also changes the spatial inversion problem, so the whole-line localized-data hypothesis is essential.
Past exam of the mathematics course of the University of Cambridge 2013 iii Paper 60 1 Solution Created 2026-10-03 Updated 2026-10-07
The space of test functions is : its elements are smooth functions with compact support. For a fixed compact set , put and use the seminorms . The space of test functions carries the usual test-function inductive limit topology of these spaces. In particular, a sequence converges precisely when its supports eventually lie in one compact set and every derivative converges uniformly. Thus means that a common contains their supports and for every .
A distribution is a continuous linear functional on this space of test functions, and denotes their space. We use complex-linear, bilinear pairings . Equivalently, for every compact set there are and a nonnegative integer such thatThe usual weak convergence of distributions is if for every test function. This specifies the convergence used below; it does not require convergence in any norm.
The distributional derivative is defined byThe derivative map sends continuously to itself, with . The preceding continuity estimate therefore proves that is again a distribution. This definition extends the ordinary derivative of a smooth function, by integration by parts.
Choose the translation of a distribution convention . Its action on a test function isFor fixed , the translated test functions have translated compact support and unchanged derivative sup norms, so this defines a distribution. For the differentiability of distribution translations, apply the Taylor theorem in integral form:All supports lie in one slightly enlarged compact set for , and the same identity for every derivative proves uniform convergence. The continuity of now givesThe minus sign in the translation parameter is necessary for this convention.
For (a), choose a test function with . If , then is a test function, since the zero integral makes it vanish beyond both ends of the compact support. If , then . Decompose to obtainConversely, these constant regular distributions have zero distributional derivative. This also proves the general fact that a distribution with zero derivative is constant.
For (b), choose a cutoff function equal to one near zero. Every test function decomposes asThe quotient extends as a smooth function at zero, and it has compact support. If , the definition of multiplication of a distribution by a smooth function gives . Conversely, . Thus the kernel of multiplication by a coordinate is exactlyIn particular, derivatives of the Dirac delta distribution are not additional solutions: .
Now write and , where . The characteristic roots of a constant-coefficient differential equation are the distinct roots of a polynomial of , with multiplicities . The distributional regularity of a constant-coefficient ordinary differential equation can be proved without assuming regularity in advance. Put and . Since the are coprime polynomials, polynomial division and Bezout identity give polynomials such thatFor example, invert modulo , sum the resulting expressions, and absorb a remaining multiple of into one coefficient. For , the kernel decomposition for coprime polynomials therefore givesThe Leibniz rule for multiplication of a distribution by a smooth function implies . Repeatedly using a distribution with zero derivative is constant shows that a distribution with th derivative zero is a polynomial of degree at most : subtract the polynomial primitive of its constant st derivative, and induct on . Consequently the most general exponential polynomial solution of a constant-coefficient differential equation isEvery displayed term is annihilated by , so all coefficients are allowed. For the linear independence of these functions, on a relation, apply ; on times a polynomial of degree less than , each remaining factor acts invertibly on that polynomial space. Hence the th polynomial must vanish. Every distributional solution is an analytic function, and in particular a classical solution. For real coefficients and real-valued distributions, take complex conjugate coefficients at conjugate characteristic roots of a constant-coefficient differential equation, or equivalently use the corresponding real sine and cosine forms.
For the last equation, the operator is : the coordinate multiplies the result of differentiation. The kernel of multiplication by a coordinate says precisely thatChoose the retarded fundamental solution of a constant-coefficient ordinary differential operator , where is the Heaviside function and is the analytic solution of withSuch exists uniquely by the elementary initial value problem for a constant-coefficient ordinary differential equation; alternatively the residue construction in the next solution gives it explicitly. The distributional jump formula for a Heaviside product isIt follows by induction from , using integration by parts. With the chosen initial derivatives, every lower-order jump term vanishes and the leading coefficient gives . Subtracting reduces the last equation to the homogeneous one. Thus the coordinate-degenerate constant-coefficient differential equation has exactly the solutionsThere are independent constants. For , derivatives through order match at zero, while the derivative of order may jump; for , the function itself may jump. An arbitrary distribution concentrated at zero cannot be added, because its image under the nonzero leading derivative would contain a nonvanishing highest derivative of the Dirac delta distribution.
Past exam of the mathematics course of the University of Cambridge 2014 iii Paper 74 1 a Solution Created 2026-10-03 Updated 2026-10-14
The small root and the root near are regular perturbation roots: they stay finite as the parameter vanishes. Substitution of power series givesFor the third root, dominant balance for algebraic roots requires . The largest terms give , and the missing branch is . The sum of the three roots then yieldsThus the leading roots are , , and ; only the last is a divergent perturbation root. The first regular branch happens to have a zero limit, so retaining its first nonzero term is essential on the long spatial scale.
First take , the decaying half-line regime. If the three exact roots are , the exact initial value problem solution isThis follows either by solving the three initial-value equations or from the Laplace transform . The coefficient formula has sums and .
Retain the three leading roots but compute their coefficients without expanding their denominators. Set , , . A convenient composite asymptotic expansion isIt satisfies all three initial conditions exactly and retains the fast transient, the ordinary decay, and the slow decay. Its first two coefficients are and ; the fast coefficient is . Consequently the simpler bulk expression is , but that expression alone does not reproduce the initial derivative layer.
The absolute error estimate isTo see its uniformity, the slow-root error is , while its magnitude is and its coefficient is . The uniform error bound for nearby decaying exponentials therefore gives an contribution even for . The middle-root error is with coefficient , again giving . The fast-root error is with magnitude and coefficient , giving only . Coefficient errors are or smaller. This estimate concerns itself, rather than asserting the same uniform order for all derivatives or a relative error at its zero.
For the sketch, on one obtainsThus at the origin and rises smoothly after the fast layer. For it rises towards a plateau of height approximately , then decays on the much longer scale . The bulk maximum lies near and has height asymptotic to .
Initial quadratic rise, ordinary-scale plateau and slow decay of the singularly perturbed initial-value solution
. Details. The sign of the parameter matters on an infinite interval. If is allowed, the singular mode grows rather than decays. For each fixed , its dominant contribution is . The extra in that exponent is needed for relative leading accuracy at fixed . The positive-parameter uniform absolute bound and decaying sketch do not extend to that regime.
Past exam of the mathematics course of the University of Cambridge 2015 iii Paper 52 4 b iii Solution Created 2026-10-03 Updated 2026-10-06
Let be the affinely parametrized geodesic of the affine connection with and . For fixed , the curve has initial velocity . The geodesic equation is homogeneous of degree two in the velocity, so its left-hand side for is times the left-hand side for , and is zero. Uniqueness of the geodesic initial value problem gives .
By the definition of the affine exponential map, rescaling the initial velocity rescales affine parameter:At both sides equal . The statement is made where the geodesics exist; without geodesic completeness, the affine exponential map is defined only on a suitable neighbourhood of zero in , not necessarily all of . An affine parameter distance need not be a metric length.
Past exam of the mathematics course of the University of Cambridge 2015 iii Paper 68 7 Solution Created 2026-10-03 Updated 2026-10-18
Consider an initial value problem on , with a Lipschitz continuous vector field in the solution variable and enough smoothness for the stated error expansions. Convergence of a numerical method meanswith consistent starting values. An order of a numerical method quantifies this approximation: with sufficiently accurate starting data and the required stability, the global error is . Stability of a numerical method controls the amplification and accumulation of perturbations; it is the link between a small local defect and small global error.
For a one-step formula , define the unscaled local truncation errorThe method has local order if uniformly along sufficiently smooth solutions. If the defect is divided by , its order is instead ; the convention must be specified. Assume also the perturbation estimateThe global error then satisfiesIterating, or applying the discrete Gronwall inequality, givesThere are steps on a fixed interval, so stable propagation turns local defects into accumulated error. Starting error is needed to retain order . This explains why matching an exact Taylor expansion is insufficient unless errors are controlled during repeated steps.
For a fixed-coefficient linear multistep method, writeThe consistency of a numerical method conditions are and . The higher order conditions for a linear multistep method arewith right side zero for ; exact order means first failure at . They come from inserting the exact solution and comparing its Taylor expansion.
Errors at follow the homogeneous recurrence determined by . Zero-stability is equivalent to the root condition for a multistep method: all roots of a polynomial have modulus at most one, and every unit-modulus root is simple. Roots outside the disk give exponential growth in the number of steps; repeated unit roots give polynomial growth in that number. Repeated interior roots are harmless because their polynomial factors are dominated by decay. Under the usual Lipschitz continuity and initialization assumptions, the Dahlquist equivalence theorem givesFor a zero-stable order- linear multistep method, local defects and starting errors of the stated orders yield global error by a recurrence bound and the discrete Gronwall inequality. Every required starting value matters.
A concrete failure of “consistency implies convergence” isHere and , so and : the method is consistent, of order one. But its root violates zero-stability. For with exact solution zero and starting values , , the computed solution is . These starting errors vanish, yet at the error diverges. Local accuracy cannot compensate for an unstable recurrence.
A different meaning of stability concerns a fixed step on decaying equations. The Dahlquist test equation introduces . A one-step method gives and is absolutely stable when . For a linear multistep method, the corresponding amplification polynomial of a multistep method is , and every root must satisfy the bounded root condition, not just the root approximating . Strict asymptotic decay requires the roots to have modulus less than one for . This distinction matters at reducible methods with an undamped parasitic mode, as in question 1(c).
The Forward Euler method has order one and , so its linear stability domain is . For , with , it requires . It converges as , yet an excessively large step can produce growing oscillations on an exactly decaying problem. The Backward Euler method has the same order, but makes it A-stable and L-stable. For a stiff differential equation, fast decay can impose a severe explicit time-step restriction even when accuracy of the slow dynamics would permit a much larger step.
The trapezoidal rule has order two and is A-stable, but is not L-stable, since its stability function tends to along the negative real axis. The Second Dahlquist barrier limits an irreducible A-stable linear multistep method to order at most two. This does not limit implicit Runge-Kutta methods: question 4's Lobatto IIIA method is fourth-order and A-stable. Conversely, question 1's fourth-order member is convergent but not A-stable. These examples show that order of a numerical method, zero-stability and A-stability answer different questions.
For nonlinear dissipative problems, B-stability controls distances between numerical solutions; algebraic stability of a Runge-Kutta method is a sufficient coefficient criterion. Question 4 shows that A-stability alone does not imply that coefficient criterion. Variable time steps require additional analysis of step ratios and error propagation, and stiff problems may require uniform-in-stiffness error estimates beyond the fixed-problem convergence result. The useful chain is local accuracy plus the appropriate perturbation bound, giving global accuracy; absolute and nonlinear stability then determine which practical time steps preserve the intended dynamics.
Past exam of the mathematics course of the University of Cambridge 2016 ia Paper 2 8A b Solution Created 2026-09-24 Updated 2026-10-06
For a constant matrix, the matrix exponential series and its differentiated series converge uniformly on bounded time intervals, as follows by comparison with the scalar exponential in a operator norm. Termwise derivatives therefore giveHence solves the initial value problem. For this particular matrix, direct multiplication gives . Splitting the matrix exponential into its even and odd powers provesThis is the matrix exponential when the square is minus the identity. If , the general solution isThe constants in part (a) are and , which makes the two forms identical.
Past exam of the mathematics course of the University of Cambridge 2016 ib Paper 1 18D c Solution Created 2026-09-24 Updated 2026-10-06
The Dahlquist equivalence theorem states that a linear multistep method has convergence of a numerical method if and only if it is consistent and zero-stable, under the standard assumptions for the initial value problem and convergent starting values. Consistency of a numerical method means order at least one, orThe root condition for a multistep method expresses zero-stability: every root of has modulus at most one, and every root with modulus one is simple. Usual hypotheses include a well-posed ordinary differential equation with continuous in time and Lipschitz continuous in the solution variable, a valid step equation, and starting approximations converging to the exact values.
Past exam of the mathematics course of the University of Cambridge 2017 iii Paper 336 3 Solution Created 2026-10-03 Updated 2026-10-06
The three distinguished limits are the outer expansion at , an intermediate asymptotic region at , and an inner expansion at . The middle scale resolves the coefficient change from to ; the narrower scale resolves the unmet left boundary condition. The original equation is understood on with a continuous extension to the boundary. As explained below, imposing a classical second derivative at would be too strong for this degenerate ordinary differential equation.
In the outer expansion, set . The leading equation is . Enforcing the right boundary condition gives . Because , the next equation is particularly simple:An integrating factor, or the substitution , gives . ThusThe error statement is for bounded away from zero. The left limiting form is through the terms needed for matching. A logarithm in the correction makes a pure integer-power inner ansatz inadequate.
For the intermediate asymptotic region, put and . The transformed equation isThe leading is a constant fixed to by matching. There is no order- forcing, so that homogeneous constant is zero after matching. At order , , giving . Matching for with the outer expansion fixes . HenceThe switchback term is larger than an ordinary constant correction and must be retained. The highest derivative term first changes this middle solution at order , so it does not alter the displayed result.
To locate the inner expansion, compare the derivative terms for . Their ratio at a layer width is , so the square-root-degenerate endpoint layer has . Put and . After dividing by the common leading factor, the equation through order isBoth orders therefore have the same homogeneous operator . Its derivative mode is proportional to . Using and the supplied elementary integral, defineThe intermediate asymptotic region gives the overlap value as . ThereforeIt satisfies the left boundary condition exactly to the retained orders, and its large- limit matches the middle result in . The outer and middle limits match with . These three formulae include all terms through , including the logarithmic switchback; the omitted terms in the middle and inner regions need not be .
For a check on that last point, continue the middle equation by one order. Its term obeysThe integration constant is selected by the outer limit. Its value at is , so the inner matching amplitude has a next correction . This independently explains why an remainder is appropriate.
If a single additive composite expansion is useful, combine the three formulae and subtract their two common overlaps. Writing and interpreting at zero givesIt is zero at , gives at , and reproduces all three retained expansions. It does not assert an error uniformly through the nested regions.
Finally, near zero . Thus the solution has a finite nonzero first derivative but generally a second derivative diverging like . This is compatible with the equation for : the vanishing coefficient of multiplies that singular derivative to give a finite limit. If one instead required and the differential equation pointwise at , the left condition would force . The normalized equation's other coefficients have only integrable singularities, so uniqueness for the initial value problem with would give the zero solution, contradicting the right condition. Explicitly, write the normalized equation as a first-order system for with an integrable coefficient matrix; its integral equation and the Gronwall inequality force a solution with zero initial vector to vanish. The continuous-endpoint interpretation is therefore essential.
The integrating factor for this linear ordinary differential equation is . Multiplication gives an exact derivative:Consequently . The initial condition gives , so the initial value problem has solutionThe integrating factor calculation determines every solution, and the initial condition fixes its remaining constant of integration uniquely.
The Bernoulli differential equation becomes linear after : multiplying by gives . A quadratic particular solution is , while the homogeneous solution is . The initial condition gives and . HenceThe denominator is positive for all real , since . Thus this initial value problem has the displayed solution on the entire real line. The separate solution does not satisfy its initial condition.
Use the slope substitution for equations involving x y'-y: put on the positive interval containing the initial point. Then , so . Near , separating variables gives . Integration yields . The initial value fixes the sign and constant, givingChoose the inverse cosine branch that agrees with . The solution isOn this interval the argument lies strictly between zero and one and the original cotangent is defined. At the finite lower endpoint, and the cotangent becomes singular, so that endpoint is excluded from the maximal interval of the initial value problem. The slope substitution here is valid without classifying the original equation as homogeneous in the usual sense.
On the interval containing the initial condition, division by gives a linear ordinary differential equation with integrating factor . ConsequentlyThe initial value gives . ThusThis polynomial also satisfies the original equation at and gives an extension to all real . The initial value problem is uniquely determined on ; the vanishing leading coefficient at does not ensure unique continuation to its left.
For the first-order linear ordinary differential equation, seek an integrating factor that makes its left side a product rule derivative. Multiplying by gives , and comparison with requires . On an interval where is continuous chooseThis factor is never zero. The transformed equation is , so integration from to yieldsHere for an initial value problem. The indefinite integral version is , with any constant choices inside the integrating factor absorbed into . Continuity of is a convenient sufficient hypothesis for a classical differentiable solution of a differential equation.
For the general solution in part (i),Thus and , giving the solution of the initial value problemDirect substitution checks both the differential equation and the two initial conditions.
The initial data force , so the implicit relation factors as . Near this permits either the constant branch or the sine branch:Both satisfy the original equation, including its degenerate value at the initial point. They have different slopes there, zero and one, so the initial value problem is not unique. There are no further differentiable local branches through that point: away from the two factors cannot switch, and joining the two different branches at zero would give unequal one-sided derivatives.
Using the general solution in part (a), the initial condition givesTherefore the solution of this initial value problem isThe formula is used on the interval containing where the original ordinary differential equation and the displayed expression are defined.
