Suggested Solution for Applied Mathematics 2007 (II)

Paper II xn f (xn )
2 x n +1 f ( x n +1 )
1. (a) Consider λ + 1 = 0 , λ = ±1 x n f ( x n +1 ) − x n +1 f ( x n )
2. (a) x n+ 2 = = for n = 0, 1, 2, …
∴ x h = A cos t + B sin t 1 f (xn ) f ( x n +1 ) − f ( x n )
Let x p = Et cos t + Ft sin t such that 1 f ( x n +1 )

x& p = ( E cos t + F sin t ) + t ( F cos t − E sin t ) for which f ( x n +1 ) f ( x n ) < 0

&x& p = 2( F cos t − E sin t ) + t (− E cos t − F sin t )
Now 0 = &x& p + x p + 2 sin t = 2 F cos t + 2(1 − E ) sin t n xn f ( xn )
0 1 –1
So, E = 1, F=0
i.e. x = x h + x p = A cos t + B sin t + t cos t 1 10 5.697414907

x& = ( B + 1) cos t − A sin t − t sin t 2 2.343802068 –0.507972358

0 = x(0) = A 3 2.970537637
 , we have A = B = 0
1 = x& (0) = B + 1 i.e. The estimate of α = 2.9705 (correct to 4 d.p.)
i.e. x = t cos t f (xn ) x − ln x n − 2 x n (ln x n + 1)
(b) x n +1 = x n − = xn − n =
(b) Note that | x |=| t cos t |≤| t | for all t ≥ 0 . f ' (xn ) 1 xn −1
1−
xn
x
x0 = 2.9705
x=t
x1 = 3.148730435
x2 = 3.146193697

x = t cos t x3 = 3.146193221
x4 = 3.146193221
t

i.e. The estimate of α = 3.14619322 (correct to 8 d.p.)

x=–t

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Suggested Solution for Applied Mathematics 2007 (II)
− x2 − x2 − x2
 x& = −0.4 y − −− <1> 1 −1 −1
3. (a)  4. (a) f ( x) = e 2 , f ' ( x) = xe 2 , f " ( x) = (1 − x 2
)e 2
 y& = −0.1x − −− < 2 > 2π 2π 2π
Differentiate <1> w.r.t. t: − x2 −0 2
1 2 1 2 1
| f " ( x) |= |1− x |e 2 ≤ (1 − 0 )e 2 = as x ∈ [−1, 1]
&x& = −0.4 y& 2π 2π 2π
= −0.4(−0.1x ) (by <2>) 1
i.e. greatest value of | f " ( x) | is .
= 0.04 x 2π

(b) Consider λ2 − 0.04 = 0 , λ = ±0.2 [0.75 − (−0.25)]3

(b) Error = − f " (ξ) , where ξ ∈ (−0.25, 0.75)
x = Ae 0.2t + Be −0.2t , so x& = 0.2( Ae 0.2t − Be −0.2t ) 12n 2
50 = x(0) = A + B 1 1 1
 ∴ |Error| = 2
| f " (ξ) |≤ 2
× <0.00005
− 0.4(40) = −0.4 y (0) = x& (0) = 0.2( A − B) 12n 12n 2π
On solving, A = −15 , B = 65 1 1
∴ n2 > × ≈ 664.9038
i.e. x = −15e 0.2t
+ 65e −0.2t 12 2π 0.00005

5 ∴ n >25.7857
y=− x& = 7.5e 0.2t + 32.5e −0.2t
2 i.e. take n = 26 is enough.

65 13
(c) Consider x = 0 , which gives e 0.4t = =
15 3

5 13
∴ t= ln >0
2 3

5 13
* For 0 ≤ t < ln , x = −15e 0.2t + 65e −0.2t >0
2 3

y = 7.5e 0.2t + 32.5e −0.2t >0

5 13
* At t = ln , x = 0 and y = y1 , say
2 3

5 13
* For t > ln , y& = −0.1(0) = 0 , i.e. y = y1
2 3
Therefore, only A will be destroyed.

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Suggested Solution for Applied Mathematics 2007 (II)
5. (a) As X is a random variable, 6. (a) P(King Full House)

∞ 2 1 2 1 4 C3 ×12 C1 × 4 C 2
1= ∫ f ( x)dx = ∫ f ( x)dx = ∫ xdx + ∫ kdx = +k = = 0.000111 (correct to 3 sign. fig,)
−∞ 0 0 1 2 52 C 5

1 (Ways of thinking: No order count, get any 3 Kings among 4, a certain kind
i.e. k=
2 of pair can get from any one of 12 remaining kinds, finally take any 2 cards

∞ 2 from the 4 cards of that kind.)

E( X ) = ∫−∞ xf ( x)dx = ∫0 xf ( x)dx Alternatively

1 1 2 13 P(King Full House)

= ∫ x 2 dx + ∫ xdx =
0 2 1 12 4 3 2 48 3
= ⋅ ⋅ ⋅ ⋅ = 0.000111 (correct to 3 sign. fig,)
(b) For x ≤ 0 , F ( x) = 0 52 51 50 49 48

x x x2 (Ways of thinking: first three fraction are the probability in getting any 3
For 0 < x ≤ 1 , F ( x) = ∫ f (t )dt = ∫ tdt =
0 0 2 kinds, followed by any card that is not the remaining King, finally take one

1 x 1 x 1 x more card of the same kind as before.)

For 1 < x ≤ 2 , F ( x) = ∫ f (t )dt + ∫ f (t )dt = ∫ tdt + ∫ dt =
0 1 0 1 2 2
For x > 2 , F ( x) = 1
Thus,

0 for x ≤ 0
 2
 x / 2 for 0 < x ≤ 1
F ( x) =  .
 x / 2 for 1 < x ≤ 2
1 for x > 2

(You may also make use of the graphical meaning to handle this part.)

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Suggested Solution for Applied Mathematics 2007 (II)
(b) P(King Full House| Full House on hand already) 7. (a) (i) For fourth order differentiable function g ( y ) ,

4 C 3 ( 10 C1 × 4C 2 + 1 C1 × 2 C 2 ) g" (0) 2 g (3) (ξ) 3

= = 0.000159 (correct to 3 sign. fig,) g ( y ) = g (0) + g ' (0) y + y + y
47 C 5 2 3!
(Ways of thinking: As a conditional probability, we start from the fact that Where ξ lies between 0 and y.
‘a non-King Full House’ is already taken away from the deck. Put g ( y ) = e y such that g ( n ) (0) = 1 for all non-negative integer n.
To get the King Full House later on, we need to get any 3 Kings among 4, 1 2 eξ 3
We have e y = 1 + y + y + y .
and that get a pair of same kind. The pair can be taken out from 11 different 2 6
kinds (as one kind of 3 cards has already taken away from the first scenario Put y = − x 2 , and then multiple the equation by x 2 , result follows.
of ‘non-King Full House’) Among the 11 different kinds, 10 kinds have 1 x6 43
(ii) I ≈ ∫ (x 2 − x 4 + )dx =
complete 4 suits and 1 kind has only 2 suit. (This special case happens due 0 2 210
to the fact that we have make a ‘non-King Full House’ at the first stage, in 1 − x8 ξ
which a pair is required.)
Error = ∫0 (
6
e )dx , where −1 < ξ < 0

1 − x8 ξ 1 x
8
e −1
|Error| = | ∫ ( e )dx |> e −1 ∫ dx = ≈ 0.006812582
0 6 0 6 54
Alternatively
P(King Full House| Full House on hand already) > 0.006

4 3 2 40 3 2 1 1 2 1 1 − x2 2
I = ∫ x 2 e − x dx = −
2 ∫0
= ⋅ ⋅ ( ⋅ + ⋅ ) (b) (i) xe dx
47 46 45 44 43 44 43 0

1
= 0.000159 (correct to 3 sign. fig,) 1 2 1 1 2
= − [ xe − x ] + ∫ e − x dx
2 0 2 0

1 1 1 − x2
2e 2 ∫ 0
=− + e dx

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Suggested Solution for Applied Mathematics 2007 (II)
(ii) number of subintervals = 2 = 2n, n = 1 dx
8. (a) 100 = 0.2 x(100 − x)
1 − x2 1− 0 2 dt
∫0 e dx ≈ [h(0) + 4h(0.5) + h(1)] , where h( x) = e − x
6(1) dx
100∫
x(100 − x) ∫
= 0.2dt
≈ 0.7472 (correct to 4 d.p.)

1 1 1 1 x
I ≈− + (0.7472) ≈ 0.1897 (correct to 4 d.p.) 0.2t + C = ∫ ( + )dx = ln
2e 2 x 100 − x 100 − x
(iii) E S = Error in using Simpson’s rule 10 1
At t = 0, x = 10, so C = ln = ln
(1 − 0) 5 90 9
= − 4
h ( 4) (ξ) for some ξ ∈ (0, 1)
2880(1) 9x 100e 0.2t 100
∴ 0.2t = ln i.e. x= =
| h ( 4) (ξ) | 12 1 100 − x 9+e 0.2t
1 + 9e − 0.2t
| E S |= ≤ = <0.006 < | ET |
2880 2880 240 1 1
(b) Put u = , then u& = − 2 y&
i.e. Approximation by Simpson’s rule is better than that of Taylor’s y y
expansion in this case. y2
The given differential equation is: y& = 0.4 y − 0.4 [Bernoulli’s Equ. ]
x
−1 1 1
or, by dividing − y 2 : 2
y& = −0.4 + 0.4( )
y y x

0.4
u& + 0.4u = (1 + 9e −0.2t ) --- Linear first order
100

Integrating factor= e
∫ 0.4 dt
= e 0.4t

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Suggested Solution for Applied Mathematics 2007 (II)
Multiple the above integrating factor on both sides of the linear first order:
9. (a) Let X i be the number (in thousands) of passengers at day i
d (ue 0.4t ) 0.4 0.4t
= (e + 9e 0.2t )
dt 100
where i = 1, 2, …, 7.
0.4t 1
ue = (e 0.4t + 18e 0.2t ) + C
100 7
Then X i ~ N (800, σ 2 ) . So ∑ Xi ~ N (7 × 800,7σ 2 ) .
1 1 81 i =1
At t = 0, u (0) = = = 1 , so C =
y ( 0) 1 100 7
5700 − 7 × 800 100
0.2236 = P( ∑ X i > 5700 ) = P( Z > ) = P( Z > )
1 0.4t 1 (e 0.2t + 9) 2 i =1 7σ 7σ
So, ⋅e = (e 0.4t + 18e 0.2t + 81) =
y 100 100 100
∴ =0.76 i.e. σ = 50 (correct to the nearest integer)
100e 0.4t 100 7σ
i.e. y= =
(e 0.2t + 9) 2 (1 + 9e − 0.2t ) 2 Σx i
(b) (i) x= = 825 , σ = 50
(c) Consider y = 0.8 x 16

100 100 σ
− 0.2 t 2
= 0.8 × − 0.2t
95% confidence interval = x ± 1.96 = [800.5, 849.5]
(1 + 9e ) 1 + 9e 16

5 (ii) H 0 : µ 1 = 800 , H 1 : µ 1 > 800

1 + 9e − 0.2t =
4 50 2
(iii) (1) Under H 0 , X 16 ~ N (800, )
t = 5 ln 36 ≈ 18 (correct to the nearest integer) 16
i.e. Required time = 18 months. Let α be the level of significance.

50 2
α = P(Type I error) = P( X 16 > 820 | X 16 ~ N (800, ))
16
820 − 800
= P (Z > ) =P( Z > 1.6 ) = 0.0548
50 / 16

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Suggested Solution for Applied Mathematics 2007 (II)

50 2 3 2 1 3
(2) Let n be the minimum sample size. Then X ~ N (µ 1 , ). 10. (a) P(a sad face appears) = 1 – P(no sad face) = 1 – × × =
n 4 3 2 4
0.05 ≥ P(Type II error) (b)
1 stamp (no sad face)
= P(Accept H 0 | H 0 is false) 1 film
50 2 p sad face appear
= P( X ≤ 820 | X ~ N (830, )) 1/3
n
1/3 2 stamps (no sad face)
820 − 830 − n
= P( Z ≤ ) = P( Z ≤ ) 2 films
50 / n 5
q sad face appear
n
− ≤ −1.645 1/3 3 stamps (no sad face)
5
3 films
n ≥ 67.6506 r sad face appear
i.e. minimum value of n is 68.
(iv) Let the sample taken be n. p, q and r be the probabilities of appearing a sad face on conditional that
50 Tony has rubbed off 1, 2 and 3 metallic films.
Rejecting Rule for the councillor is X > 800 + 1.645
n 1 1 3 1 1 3
(i) p= , q = + × = , r = (by(a))
Rejecting Rule for the assistant is: 4 4 4 4 2 4

50 50 P(rub 3 films| sad face appears)

X > 800 + 1.96 or X < 800 − 1.96
n n = P(rub 3 films and sad face appears)/ P(sad face appears)
50 1
i.e. X > 800 + 1.96 (as we suppose that X > 800 ) ×r
3 r 1
n = = =
1 1 1 p+q+r 2
× p + ×q + ×r
Obvious that the criteria of two rules are different, so different 3 3 3
conclusion may be drawn.

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Suggested Solution for Applied Mathematics 2007 (II)
(ii) Let X be the number of stamps awarded for a scratch card. Required probability
X = {0, 1, 2, 3} = P( 20 ≤ Y < 40 ) = P( 19.5 ≤ Y ≤ 39.5 )

1 1 1 19.5 − 25 39.5 − 25
P(X = 1) = × (1 − p) , P(X = 2) = × (1 − q) , P(X = 3)= × (1 − r ) = P( ≤Y ≤ )
3 3 3 18.75 18.75
Expected number of stamps awarded = P( ≤ Z ≤ 3.3486 )
3 = 0.8976
5
= ∑ k × P( X = k ) = 6
k =0

(iii) Let X 1 be the number of scratch cards that Steven has no awarded
among 5 cards.

3
Then, by (a), X 1 ~ Bin(5, )
4
Required probability
5 5
3 1 459
= P( X 1 ≥ 3 )= ∑ P ( X 1 = k ) = ∑ 5 C k ( ) k ( ) 5− k =
k =3 k =3 4 4 512

(iv) Let Y be the number of cards that Steven can get no sad face after
rubbing 3 metallic films.
As each single card with no sad face appears, Steven can get 3 stamps
Steven can redeem exactly one souvenir
iff 60 ≤ S < 120 where S = number of stamps that Steven own
iff 20 ≤ Y < 40

1 1 1 3
Now Y ~ Bin(100 , ), so Y ~ N (100 × ,100 × × )
4 4 4 4
i.e. Y ~ N (25, 18.75)

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Suggested Solution for Applied Mathematics 2007 (II)
11. (a) Taylor’s expansion of g (x) about x = a: (b) Let f ( x) = x − cos x for x ∈ [0.5, 1]

g " ( ξ) * f (0.5) = −0.3776 < 0 , f (1) = 0.4597 > 0

g ( x) = g (a) + g ' (a)( x − a ) + ( x − a) 2
2 * f ' ( x) = 1 + sin x > 0 for all x ∈ [0.5, 1]
where ξ lies between x and a. ∴ f (x) is strictly increasing on [0.5, 1]
Put x = x n −1 and a = r , i.e. f ( x) = 0 has exactly one root on [0.5, 1].

g " (ξ )
g ( x n −1 ) = g (r ) + g ' (r )( x n −1 − r ) + ( x n −1 − r ) 2
2 x 0 = 0 .7

g " (ξ ) x1 = 0.764842187
xn = r + ( x n −1 − r ) 2
2 x 2 = 0.721491639

| g " ( ξ) | 1 x 3 = 0.750821328
| x n − r |= | x n −1 − r | 2 < | x n −1 − r | 2
2 2 x 4 = 0.731128722

1 x 5 = 0.744421183
| x n − r |< | x n −1 − r | 2
2 x 6 = 0.7354802

1 1 1 2 x 7 = 0.741508651
< ( | x n − 2 − r | 2 ) 2 = ( )1+ 2 | x n − 2 − r | 2
2 2 2 x 8 = 0.737450453

1 1 2 1 2 3 i.e. The estimate of s = 0.74 (correct to 2 d.p.)

< ( )1+ 2 ( | x n −3 − r | 2 ) 2 = ( )1+ 2+ 2 | x n −3 − r | 2
2 2 2 x sin x + cos x
(c) (i) E 3 : x = h( x ) = , x(sin x + 1) = x sin x + cos x
< ... sin x + 1

1 2 n −1 n i.e. x = cos x --- E 2 .

< ( )1+ 2 + 2 +...+ 2 | x 0 − r | 2
2 cos x( x − sin x )
(ii) h' ( x ) = , ∴ h' ( s ) = 0 as s = cos s
1 n n
(1 + sin x) 2
= ( ) 2 −1 | x 0 − r | 2
2

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Suggested Solution for Applied Mathematics 2007 (II)
(iii) Together with the results in (b)(ii) and the 2 given information, the 3
conditions in (a) are satisfied.

1 n n
By (a), | x n − s |< ( ) 2 −1 | x 0 − s | 2
2

1 n n
< ( ) 2 −1 (1 − 0.5) 2
2

1 n +1
= ( ) 2 −1
2
<0.00001

1
(2 n +1 − 1) ln < ln 0.00001
2

ln 0.00001
(2 n +1 − 1) > = 16.60964047
ln 0.5
(n + 1) ln 2 > ln 17.60964047

ln 17.60964047
n> − 1 ≈ 3.1383
ln 2
Take n = 4 is sufficient.

--- End of Solutions ---

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