Take upward velocity as positive. The linear drag force is , so it opposes the motion both during ascent and descent. Newton's second law gives . With , the integrating factor yieldsThe terminal velocity is . The limit at fixed recovers ; expanding the exponential is necessary to see the cancellation of the apparently singular terms.
Take horizontal, upward and . Resolve Newton's second law into components for projectile motion with linear drag:For , let . An integrating factor givesThe relaxation time is , and the terminal velocity is . For fixed finite , expanding the exponential function as gives the continuous limit and ; the two terms proportional to cancel before taking the limit.
Put and , with . The first interval leaves electric current . Position B reconnects the battery, so the driven RL circuit obeys . Multiplication by the integrating factor , or subtraction of the constant solution , givesConsequentlyThe same two intervals give the recurrence relation . Its fixed point is . Subtracting this fixed point makes the recurrence relation homogeneous:This is the upper endpoint of the eventual periodically switched RL circuit response, immediately before switching from B to A. The lower endpoint is . Their sum is , consistent with equal charging and discharging intervals.
Set . The proposed velocity and its derivative areThe remaining term in the linear ordinary differential equation isso the sum is exactly . Also , establishing both the equation and its initial condition:The integrating factor explains where the expression comes from:The result has units of velocity. Its continuous limit is , despite the apparent in the written expression.
In the steady state, conservation of probability requires , so is constant. The sign is positive because increasing gap reaches the incorporation boundary, whereas the deterministic drift points towards smaller gap. ThusAn integrating factor givesSubstitution makes the check particularly transparent:so . The constant offset is necessary for nonzero transport; a pure Boltzmann distribution would have and could not describe a steady succession of addition events. The limit is taken after applying the boundary conditions, avoiding the apparent singularity of the displayed parametrization.
Each addition starts a new statistically identical waiting episode at zero gap. Thus the addition rate is the reciprocal of a mean first-passage time, not the reciprocal of the mean gap:This can also be derived without the steady density. If is the mean time to reach starting at gap , its backward Smoluchowski equation isThe first boundary is reflecting and the second absorbing. An integrating factor gives , whenceAt weak force, is the time for a freely diffusing wall to move a monomer length, with reflection at the tip. At strong force, opening the gap requires work , with Boltzmann distribution suppression . The drift establishes a near-tip thermal length and a diffusion time ; consequentlyThe exponentially long wait explains why the growth slows. There is no additional chemical waiting time in the imposed absorbing-threshold model; such a time would be needed to describe the separate reaction-limited polymerization Brownian ratchet regime.
Here the diffusion generator is . The Feynman-Kac formula givesTry , where and . Substitution and collection of the coefficients of and the constant term giveThe solutions of these ordinary differential equations, with the terminal conditions imposed, areFor , define the conditional varianceThen the required conditional characteristic function isIn particular, for this exponent is . The variance is nonnegative for either sign of , and its limit at is . Hence the solution is bounded in absolute value by one and the Feynman-Kac formula identifies it with the required expectation. The value gives one directly, including that case without dividing by .
For an independent check, the integrating factor and the Itô product rule giveThe stochastic integral has a normal distribution because its integrand is deterministic; the Itô isometry gives its variance as . For this is the Ornstein-Uhlenbeck transition distribution. The formula also covers the unstable case , and degenerates to deterministic motion when .
Past exam of the theoretical mechanics course of the University of Oxford 2010 B 6 b ii Solution 2026-10-31
Inside the fan, . Hence a right-running characteristic satisfiesMultiplication by the integrating factor givesIntegration yields . Requiring determines , soThe invariant stays constant along it until it enters a region affected by new boundary data.
Set . The product rule givesMultiplying by the integrating factor and integrating yields the commutator of an operator with an exponential:Equivalently, differentiate directly; its derivative is the integrand and it vanishes at zero. The argument is exact for finite matrices, and for bounded operators with their norm-convergent exponentials; unbounded linear operators require an appropriate common domain.
The first integral and yield the linear identity . Multiply by the integrating factor and integrate from . Since the bounded limit makes there,Positivity of makes the last integral nonnegative, and strictly positive at any finite point of a strictly positive travelling wave. Thuswith equality approached only at the far-behind boundary. This bound uses the first integral rather than an unsupported assumption that the bacterial profile is monotone.
Past exam of the topics in fluid mechanics course of the University of Oxford 2023 3 c ii Solution 2026-10-25
The two external stream velocities imposeLet and seek over . The nonlinear term is then , so the leading ordinary differential equation isFor , this is the first-order linear differential equation . Its integrating factor is , giving . An integration using the error function givesThe two far-field boundary conditions require and . A second integration usesConsequentlyThe relation between and cancels the extra term when differentiating. It gives the familiar error function mean velocity profileto first order in . The additive constant does not affect this velocity profile at the retained order; its interpretation comes from the transverse velocity.
Set . The boundary value problem becomesFor , direct substitution gives . This growing polynomial solution is useful for reduction of order.
Write . Substitution into the linear ordinary differential equation cancels the terms proportional to and givesAn integrating factor for this first-order equation for yieldsThe far-field boundary condition selects the convergent integral from :Any additional multiple of would grow at . The chosen expression tends to zero: for ,Here and . Thus the far-field boundary condition is verified without a cancellation of large terms.
At , differentiating gives , so . Using the antiderivative supplied in the paper gives the explicit answerHere is the error function. Finally,recovers the unique correction satisfying . The decay bound also shows that approaches a finite constant at , as allowed by the normal velocity matching. This is the weak surface-shear perturbation of stagnation flow.
Divide by , which is allowed because :The integrating factor for this linear ordinary differential equation is . Multiplying through makes the left side a product rule derivative:Part (b) now gives . Therefore
After division by , the equation is linear with coefficient on . Its integrating factor is , and the product rule givesUsing the antiderivative from the preceding part,The arbitrary constant multiplies the homogeneous solution .
For , write the linear ordinary differential equation asAn integrating factor on each interval avoiding is ; multiplication by a nonzero constant, including a sign, is immaterial. ThereforeThe partial fraction decomposition isIntegrating gives the general solutionThe constant is independent on each connected interval of definition. At the singular points the undivided differential equation forces and . The displayed family tends to these values, but its derivative has a logarithmic divergence there, so no member extends as a differentiable function through either singular point.
Since , divide by to obtain the first-order linear ordinary differential equationAn integrating factor is . Multiplication by this factor givesAfter integration, , so
On an interval avoiding , divide by to obtain the first-order linear ordinary differential equationAn integrating factor is . Multiplying through and using the product rule givesBy integration by parts, . ConsequentlyThe formula differentiates back to the original equation. Although division excluded , this formula has a smooth extension there with , satisfying the original equation at zero as well.
Factor the right side as . On , division by gives a first-order linear differential equation with integrating factorMultiplication makes the equation , so . At zero, , hence . Simplifying givesIts derivative isThe derivation solves the initial-value problem on . The simplified expression also extends smoothly through and satisfies the original undivided equation there, giving a solution on all ; its pole prevents continuation through .
Here the integrating factor is , since its logarithmic derivative is . Multiplying the differential equation by it cancels the right-hand exponential and yields . HenceThis formula is actually defined for every real .