Past exam of the mathematics course of the University of Cambridge 2014 ia Paper 2 5B Solution Created 2026-09-24 Updated 2026-10-06
For and on an interval where , the logarithmic derivative substitution givesThe quadratic terms cancel. Multiplying by gives the linearization of a Riccati equation:Multiplying by a nonzero constant leaves unchanged. If , that substitution is undefined, but the original equation is already a first-order linear ordinary differential equation, solvable by an integrating factor.
For the particular equation, and the linear equation is . Use the PDF's logarithmic coordinate and write . The chain rule gives and , leaving . Thus , as also follows from the Euler-Cauchy equation. Recovering the Riccati equation solution yieldsThe initial value imposes ; choose . ThereforeThe denominator vanishes only at , and its numerator is then nonzero. This is a simple pole: . The maximal interval containing is ; the same expression on is a separate solution branch. These are poles of a Riccati solution from zeros of its linearizing solution.
At a regular point of a second-order linear ordinary differential equation, a nontrivial solution cannot have both and zero, by initial-value uniqueness. Its zeros are therefore simple. Under the linearization of a Riccati equation, such a zero produces . Zeros separate the intervals on which the Riccati equation solution is finite.