Past exam of the mathematics course of the University of Cambridge / 2017 / iii / Paper 336 / 1

Use the characteristic polynomial in the convention $p(\lambda )=\det (\lambda I-A)$:For fixed $\alpha >0$ with $\alpha \ne 1$, all three limiting eigenvalues are simple. Expanding this polynomial at each root, or applying first-order perturbation of a simple eigenvalue, givesThese are fixed-$\alpha$ asymptotic expansions, not uniform through $\alpha =1$. At $\alpha =1/3$ the displayed correction to ${\lambda }_{\alpha }$ vanishes because $\lambda =1/3$ is an exact root for every $ϵ$; there is no second nonzero term for that branch.

The two roots near $1$ interact when the correction $ϵ/(\alpha -1)$ is comparable to their unperturbed gap $\alpha -1$. Thus the distinguished limit is $\alpha =1+d\sqrt{ϵ}$, with bounded real $d$. Set $h=\sqrt{ϵ}$ and $\lambda =1+hL+h^{2}N+\cdots$. The polynomial becomesAt orders $h^2$ and $h^3$,With $D=\sqrt{d^2+4}$, the two interacting eigenvalues areThe $h^2$ correction to the pair is included to resolve the next perturbative term as well as the leading splitting. In particular the previously excluded fixed case $\alpha =1$ is $d=0$:The half-integer powers reflect square-root splitting of a defective double eigenvalue: the limiting matrix has a nontrivial Jordan block at $1$.

For matching, write $\Delta =\alpha -1$ and take the overlap $\sqrt{ϵ}\ll |\Delta |\ll 1$. For $d\to +\infty$, $L_{+}=d+d^{-1}+O(d^{-3})$, $N_{+}=1+O(d^{-2})$, while $L_{-}=-d^{-1}+O(d^{-3})$, $N_{-}=O(d^{-2})$. Consequently the distinguished branches reduce toThe regular coefficient satisfies $(3\alpha -1)/[(\alpha +1)(\alpha -1)]=1/\Delta +2/(2+\Delta )=1/\Delta +1+O(\Delta )$, proving agreement. For $d\to -\infty$ the labels $+$ and $-$ exchange roles and the same matching holds. The isolated negative branch also matches because $-2/(\alpha +1)=-1+O(\Delta )$. As a spectral check, positive diagonal symmetrization of a matrix transforms this tridiagonal matrix to a real symmetric matrix with off-diagonal entries $\sqrt{2ϵ}$ and $\sqrt{ϵ}$; its eigenvalues are real for positive $ϵ$.

Apply the method of multiple scales with independent fast time $t$ and slow time $T={ϵ}^{2}t$. A preliminary slow time $ϵt$ produces no resonant forcing at first order, so its leading amplitudes are constant; the first nontrivial modulation is at $T$. Write $x=x_0+ϵx_1+\cdots$, withAt order $ϵ$, the inhomogeneous linear differential equation is $({\partial }_t^2+1)x_1=-\cos t{x}_0$. Absorbing its homogeneous part into the amplitudes givesAt order ${ϵ}^2$, the forcing is $-2{\partial }_t{\partial }_T{x}_0-k{x}_0-\cos t{x}_1$. Its resonant Fourier series coefficients areThe solvability condition in the method of multiple scales sets both coefficients to zero, giving the amplitude equations. DefineFor bounded initial conditions $x(0)=x_{\ast }$, $\dot{x}(0)=v_{\ast }$, the requested leading approximation isThis holds on bounded intervals of $T$, hence $t=O({ϵ}^{-2})$, with the constant in the error allowed to depend on the bounded $T$ interval. If desired, retain the displayed $ϵx_1$ and adjust $A(0),B(0)$ by $O(ϵ)$ to match initial conditions at that order. No particular initial conditions were supplied.

Since $M^2=abI$, the matrix exponential is $I\cosh (\sigma T)+(M/\sigma )\sinh (\sigma T)$ when ${\sigma }^2=ab>0$. When $ab<0$, put $\omega =\sqrt{-ab}$ and replace this with $I\cos (\omega T)+(M/\omega )\sin (\omega T)$. At $ab=0$ it is $I+TM$. Thus the leading second instability tongue of a weak Mathieu oscillator has exponentially growing solutions for $-1/12<k<5/12$, and the leading modulation is bounded for every initial condition precisely whenAt either displayed endpoint, $M$ is a nonzero nilpotent operator; some initial conditions give a secular term proportional to $T$. This leading calculation alone must not be mistaken for an exact finite-$ϵ$ stability decision at the endpoints.

For an exact small-$ϵ$ interpretation, put $t=2s$. The standard Mathieu equation parameters are $a_{\mathrm{M}}=4+4k{ϵ}^2$ and $q=-2ϵ$. Its two relevant Mathieu characteristic values are obtained by projecting $-d^2/d{s}^2+2q\cos 2s$ onto even and odd Fourier series modes. Near the unperturbed value $4$, the even modes $1,\cos 2s,\cos 4s,\cos 6s$ have diagonal entries $0,4,16,36$ and adjacent couplings $\sqrt{2}q,q,q$ in an orthonormal basis; the odd modes $\sin 2s,\sin 4s,\sin 6s$ have diagonal entries $4,16,36$ and couplings $q,q$. Substituting $4+c_2{q}^2+c_4{q}^4$ into their characteristic polynomials givesHigher modes of the Fourier series first contribute at higher order. Therefore the fourth-order edges of the second Mathieu instability tongue areFloquet theory gives boundedness of every solution outside the closed gap, $k<k_{-}(ϵ)$ or $k>k_{+}(ϵ)$, in this fixed-$k=O(1)$ neighborhood. At the actual gap edges the second independent solution is generically unbounded. In particular, if $k$ is fixed exactly at $-1/12$ or $5/12$, it lies just outside the true gap and is stable for each sufficiently small positive $ϵ$. The strict boxed criterion is the robust leading-order, uniformly separated criterion; the endpoints require this higher-order refinement, and their amplification bounds need not remain uniform as $ϵ\to 0$.