{
  "index": "1960-B-3",
  "type": "ANA",
  "tag": [
    "ANA",
    "ALG"
  ],
  "difficulty": "",
  "question": "3. The motion of the particles of a fluid in the plane is specified by the following components of velocity\n\\[\n\\frac{d x}{d t}=y+2 x\\left(1-x^{2}-y^{2}\\right)\n\\]\n\\[\n\\frac{d y}{d t}=-x\n\\]\n\nSketch the snape of the trajectories near the origin. Discuss what happens to an individual particle as \\( t \\rightarrow+\\infty \\), and justify your conclusion. (page 529)\n\nNote. The second \\( y \\) in the first equation above was broken and looked like a \\( v \\) on the examination as it was distributed to the contestants.",
  "solution": "Solution. This is an autonomous differential system (i.e., the variable \\( t \\) does not appear explicitly), so the trajectories form a smooth covering of the plane by curves, except at the points where both \\( d x / d t \\) and \\( d y / d t \\) vanish. The only such point is the origin.\n\nTo find the structure of the trajectories near the origin, we drop the terms of degree greater than one and solve instead the system\n\\[\n\\begin{array}{l}\n\\frac{d x}{d t}=2 x+y \\\\\n\\frac{d y}{d t}=-x\n\\end{array}\n\\]\n\nIf we set \\( v=x+y \\), we find \\( d v / d t=v \\), whence \\( v=a e^{\\prime} \\), and we obtain\n\\[\n\\begin{array}{l}\nx=(a t+b) e^{\\prime} \\\\\ny=(-a t-b+a) e^{\\prime}\n\\end{array}\n\\]\nas solutions of (2), where \\( a \\) and \\( b \\) are arbitrary constants.\n|The system (2) can also be solved by differentiating the first equations and eliminating \\( d y / d t \\) with the aid of the second. Or we could immediately write the solution in the vector form\n\\[\n\\binom{x}{y}=e^{A_{1}}\\binom{c_{1}}{c_{2}},\n\\]\nwhere \\( A \\) is the coefficient matrix \\( \\left(\\begin{array}{cc}2 & 1 \\\\ -1 & 1\\end{array}\\right) \\) and \\( c_{1}, c_{2} \\) are arbitrary constants. The evaluation of \\( e^{4 t} \\) involves a change of basis to get \\( A \\) in canonical form and that is what we did above. The variable \\( v=x+y \\) is chosen because (1,1) is the row eigenvector for \\( A \\). (It happens that \\( A \\) has only one onedimensional eigen-subspace.)]\n\nTo find the nature of the curves (3), consider instead\n\\[\n\\begin{array}{l}\nx_{1}=a t+b \\\\\ny_{1}=-a t-b+a\n\\end{array}\n\\]\n\nSince \\( x_{1}+y_{1} \\) is constant, these equations represent uniform motion along straight lines as shown. All points are stationary along the line \\( x_{1}+y_{1}=0 \\), and other points move in the directions indicated.\n\nRestoring the factor \\( e^{\\prime} \\) causes the trajectories to \"pull-in\" rapidly toward the origin as \\( t \\rightarrow-\\infty \\). All are tangent to the line \\( x+y=0 \\) at the origin as \\( t \\rightarrow-\\infty \\), as shown. This configuration is called a node. The trajectories of the original system (1) have a similar appearance in a small neighborhood of the origin. (See, for example, F. G. Tricomi, Diffierential Equations, Hefner, New York, 1961.)\n\nReturning to the original system (1), we see that\n\\[\nx=\\cos t, \\quad y=-\\sin t\n\\]\nis a solution. This is the unit circle described uniformly clockwise. We shall show that all other trajectories (save the degenerate \\( x=y=0 \\) ) are asymp-\ntotic to the unit circle as \\( t \\rightarrow \\infty \\). Curves starting inside the unit circle spiral out towards it. While curves starting outside the unit circle spiral in to\"ards it.\n\nTo prove this we switch to polar coordinates. We have\n\\[\nr \\frac{d r}{d t}=x \\frac{d x}{d t}+y \\frac{d y}{d t}=2 x^{2}\\left(1-r^{2}\\right)\n\\]\n\nFor a trajectory inside the unit circle (5) shows that \\( r \\) is non-decreasing. Since \\( x=0 \\) is not a trajectory (we exclude the degenerate trajectory), every interval of a trajectory contains points at which \\( d r / d t \\neq 0 \\), so \\( r \\) is strictly increasing along any trajectory inside the unit circle. Moreover, \\( r \\) is not bounded above by a number \\( \\rho<1 \\) because then the circle of radius \\( \\rho \\) would be a trajectory, which is not the case as (5) shows. Along trajectories outside the unit circle \\( r \\) is strictly decreasing and there is no limit circle of radius greater than one. To verify the spiraling we consider\n\\[\n\\frac{d \\theta}{d t}=\\frac{1}{r^{2}}\\left(x \\frac{d y}{d t}-y \\frac{d x}{d t}\\right)=-1+\\left(r^{2}-1\\right) \\sin 2 \\theta .\n\\]\n\nThis shows that \\( d \\theta / d t<-1 / 2 \\) in the annulus \\( 3 / 4<r<6 / 5 \\), so the trajectories wind around the origin in the clockwise direction in this region.\n\nThe trajectories are therefore as pictured on page 533. The dotted curve has the equation \\( y+2 x\\left(1-x^{2}-y^{2}\\right)=0 \\); it is the locus of points where trajectories have vertical tangents. Horizontal tangents occur along the \\( y \\)-axis.",
  "vars": [
    "x",
    "y",
    "t",
    "v",
    "r",
    "\\\\theta",
    "x_1",
    "y_1"
  ],
  "params": [
    "a",
    "b",
    "c_1",
    "c_2",
    "A",
    "A_1",
    "\\\\rho"
  ],
  "sci_consts": [
    "e"
  ],
  "variants": {
    "descriptive_long": {
      "map": {
        "x": "horizontal",
        "y": "vertical",
        "t": "timestream",
        "v": "sumvalue",
        "r": "radiusvr",
        "\\theta": "anglevar",
        "x_1": "horizone",
        "y_1": "vertone",
        "a": "paramone",
        "b": "paramtwo",
        "c_1": "paramthr",
        "c_2": "paramfour",
        "A": "matcoeff",
        "A_1": "matoneco",
        "\\rho": "radiusco"
      },
      "question": "3. The motion of the particles of a fluid in the plane is specified by the following components of velocity\n\\[\n\\frac{d horizontal}{d timestream}=vertical+2\\,horizontal\\left(1-horizontal^{2}-vertical^{2}\\right)\n\\]\n\\[\n\\frac{d vertical}{d timestream}=-horizontal\n\\]\n\nSketch the shape of the trajectories near the origin. Discuss what happens to an individual particle as \\( timestream \\rightarrow+\\infty \\), and justify your conclusion. (page 529)\n\nNote. The second \\( vertical \\) in the first equation above was broken and looked like a \\( sumvalue \\) on the examination as it was distributed to the contestants.",
      "solution": "Solution. This is an autonomous differential system (i.e., the variable \\( timestream \\) does not appear explicitly), so the trajectories form a smooth covering of the plane by curves, except at the points where both \\( d horizontal / d timestream \\) and \\( d vertical / d timestream \\) vanish. The only such point is the origin.\n\nTo find the structure of the trajectories near the origin, we drop the terms of degree greater than one and solve instead the system\n\\[\n\\begin{array}{l}\n\\frac{d horizontal}{d timestream}=2\\,horizontal+vertical \\\\\n\\frac{d vertical}{d timestream}=-horizontal\n\\end{array}\n\\]\n\nIf we set \\( sumvalue = horizontal + vertical \\), we find \\( \\frac{d sumvalue}{d timestream}=sumvalue \\), whence \\( sumvalue = paramone e^{\\prime} \\), and we obtain\n\\[\n\\begin{array}{l}\nhorizontal=(paramone \\, timestream + paramtwo)\\,e^{\\prime} \\\\\nvertical=(-paramone \\, timestream - paramtwo + paramone)\\,e^{\\prime}\n\\end{array}\n\\]\nas solutions of (2), where \\( paramone \\) and \\( paramtwo \\) are arbitrary constants.\n\n[The system (2) can also be solved by differentiating the first equation and eliminating \\( d vertical / d timestream \\) with the aid of the second. Or we could immediately write the solution in the vector form\n\\[\n\\binom{horizontal}{vertical}=e^{matoneco}\\binom{paramthr}{paramfour},\n\\]\nwhere \\( matcoeff \\) is the coefficient matrix \\( \\left(\\begin{array}{cc}2 & 1 \\\\ -1 & 1\\end{array}\\right) \\) and \\( paramthr , paramfour \\) are arbitrary constants. The evaluation of \\( e^{4\\,timestream} \\) involves a change of basis to get \\( matcoeff \\) in canonical form and that is what we did above. The variable \\( sumvalue = horizontal + vertical \\) is chosen because (1,1) is the row eigenvector for \\( matcoeff \\). (It happens that \\( matcoeff \\) has only one one-dimensional eigen-subspace.)]\n\nTo find the nature of the curves (3), consider instead\n\\[\n\\begin{array}{l}\nhorizone = paramone\\,timestream + paramtwo \\\\\nvertone = -paramone\\,timestream - paramtwo + paramone\n\\end{array}\n\\]\n\nSince \\( horizone + vertone \\) is constant, these equations represent uniform motion along straight lines as shown. All points are stationary along the line \\( horizone + vertone = 0 \\), and other points move in the directions indicated.\n\nRestoring the factor \\( e^{\\prime} \\) causes the trajectories to “pull-in” rapidly toward the origin as \\( timestream \\rightarrow -\\infty \\). All are tangent to the line \\( horizontal + vertical = 0 \\) at the origin as \\( timestream \\rightarrow -\\infty \\), as shown. This configuration is called a node. The trajectories of the original system (1) have a similar appearance in a small neighborhood of the origin. (See, for example, F. G. Tricomi, Differential Equations, Hefner, New York, 1961.)\n\nReturning to the original system (1), we see that\n\\[\nhorizontal = \\cos timestream, \\qquad vertical = -\\sin timestream\n\\]\nis a solution. This is the unit circle described uniformly clockwise. We shall show that all other trajectories (save the degenerate \\( horizontal = vertical = 0 \\) ) are asymptotic to the unit circle as \\( timestream \\rightarrow \\infty \\). Curves starting inside the unit circle spiral out towards it, while curves starting outside the unit circle spiral in towards it.\n\nTo prove this we switch to polar coordinates. We have\n\\[\nradiusvr \\frac{d radiusvr}{d timestream}\n   = horizontal \\frac{d horizontal}{d timestream}\n     + vertical \\frac{d vertical}{d timestream}\n   = 2\\,horizontal^{2}\\left(1 - radiusvr^{2}\\right).\n\\]\n\nFor a trajectory inside the unit circle (5) shows that \\( radiusvr \\) is non-decreasing. Since \\( horizontal = 0 \\) is not a trajectory (we exclude the degenerate trajectory), every interval of a trajectory contains points at which \\( d radiusvr / d timestream \\neq 0 \\), so \\( radiusvr \\) is strictly increasing along any trajectory inside the unit circle. Moreover, \\( radiusvr \\) is not bounded above by a number \\( radiusco < 1 \\) because then the circle of radius \\( radiusco \\) would be a trajectory, which is not the case as (5) shows. Along trajectories outside the unit circle \\( radiusvr \\) is strictly decreasing and there is no limit circle of radius greater than one. \n\nTo verify the spiraling we consider\n\\[\n\\frac{d anglevar}{d timestream}\n    = \\frac{1}{radiusvr^{2}}\\left(\n        horizontal \\frac{d vertical}{d timestream}\n        - vertical \\frac{d horizontal}{d timestream}\n      \\right)\n    = -1 + \\left(radiusvr^{2} - 1\\right)\\sin 2\\,anglevar .\n\\]\n\nThis shows that \\( \\frac{d anglevar}{d timestream} < -\\frac12 \\) in the annulus \\( \\frac34 < radiusvr < \\frac65 \\), so the trajectories wind around the origin in the clockwise direction in this region.\n\nThe trajectories are therefore as pictured on page 533. The dotted curve has the equation \\( vertical + 2\\,horizontal\\left(1 - horizontal^{2} - vertical^{2}\\right) = 0 \\); it is the locus of points where trajectories have vertical tangents. Horizontal tangents occur along the vertical-axis."
    },
    "descriptive_long_confusing": {
      "map": {
        "x": "lanterns",
        "y": "marigold",
        "t": "sideboard",
        "v": "driftwood",
        "r": "blackbird",
        "\\theta": "tablespoon",
        "x_1": "broomstick",
        "y_1": "gravelpit",
        "a": "candytuft",
        "b": "moonlight",
        "c_1": "parchment",
        "c_2": "aftershave",
        "A": "sledgeham",
        "A_1": "fireengine",
        "\\rho": "wineglass"
      },
      "question": "3. The motion of the particles of a fluid in the plane is specified by the following components of velocity\n\\[\n\\frac{d lanterns}{d sideboard}=marigold+2 lanterns\\left(1-lanterns^{2}-marigold^{2}\\right)\n\\]\n\\[\n\\frac{d marigold}{d sideboard}=-lanterns\n\\]\n\nSketch the snape of the trajectories near the origin. Discuss what happens to an individual particle as \\( sideboard \\rightarrow+\\infty \\), and justify your conclusion. (page 529)\n\nNote. The second \\( marigold \\) in the first equation above was broken and looked like a \\( driftwood \\) on the examination as it was distributed to the contestants.",
      "solution": "Solution. This is an autonomous differential system (i.e., the variable \\( sideboard \\) does not appear explicitly), so the trajectories form a smooth covering of the plane by curves, except at the points where both \\( d lanterns / d sideboard \\) and \\( d marigold / d sideboard \\) vanish. The only such point is the origin.\n\nTo find the structure of the trajectories near the origin, we drop the terms of degree greater than one and solve instead the system\n\\[\n\\begin{array}{l}\n\\frac{d lanterns}{d sideboard}=2 lanterns+marigold \\\\\n\\frac{d marigold}{d sideboard}=-lanterns\n\\end{array}\n\\]\n\nIf we set \\( driftwood=lanterns+marigold \\), we find \\( d driftwood / d sideboard=driftwood \\), whence \\( driftwood=candytuft e^{\\prime} \\), and we obtain\n\\[\n\\begin{array}{l}\nlanterns=(candytuft sideboard+moonlight) e^{\\prime} \\\\\nmarigold=(-candytuft sideboard-moonlight+candytuft) e^{\\prime}\n\\end{array}\n\\]\nas solutions of (2), where \\( candytuft \\) and \\( moonlight \\) are arbitrary constants.\n|The system (2) can also be solved by differentiating the first equations and eliminating \\( d marigold / d sideboard \\) with the aid of the second. Or we could immediately write the solution in the vector form\n\\[\n\\binom{lanterns}{marigold}=e^{fireengine}\\binom{parchment}{aftershave},\n\\]\nwhere \\( sledgeham \\) is the coefficient matrix \\( \\left(\\begin{array}{cc}2 & 1 \\\\ -1 & 1\\end{array}\\right) \\) and \\( parchment, aftershave \\) are arbitrary constants. The evaluation of \\( e^{4 sideboard} \\) involves a change of basis to get \\( sledgeham \\) in canonical form and that is what we did above. The variable \\( driftwood=lanterns+marigold \\) is chosen because (1,1) is the row eigenvector for \\( sledgeham \\). (It happens that \\( sledgeham \\) has only one onedimensional eigen-subspace.)]\n\nTo find the nature of the curves (3), consider instead\n\\[\n\\begin{array}{l}\nlanterns_{1}=candytuft sideboard+moonlight \\\\\nmarigold_{1}=-candytuft sideboard-moonlight+candytuft\n\\end{array}\n\\]\n\nSince \\( lanterns_{1}+marigold_{1} \\) is constant, these equations represent uniform motion along straight lines as shown. All points are stationary along the line \\( lanterns_{1}+marigold_{1}=0 \\), and other points move in the directions indicated.\n\nRestoring the factor \\( e^{\\prime} \\) causes the trajectories to \"pull-in\" rapidly toward the origin as \\( sideboard \\rightarrow-\\infty \\). All are tangent to the line \\( lanterns+marigold=0 \\) at the origin as \\( sideboard \\rightarrow-\\infty \\), as shown. This configuration is called a node. The trajectories of the original system (1) have a similar appearance in a small neighborhood of the origin. (See, for example, F. G. Tricomi, Diffierential Equations, Hefner, New York, 1961.)\n\nReturning to the original system (1), we see that\n\\[\nlanterns=\\cos sideboard, \\quad marigold=-\\sin sideboard\n\\]\nis a solution. This is the unit circle described uniformly clockwise. We shall show that all other trajectories (save the degenerate \\( lanterns=marigold=0 \\) ) are asymp-\ntotic to the unit circle as \\( sideboard \\rightarrow \\infty \\). Curves starting inside the unit circle spiral out towards it. While curves starting outside the unit circle spiral in to\"ards it.\n\nTo prove this we switch to polar coordinates. We have\n\\[\nblackbird \\frac{d blackbird}{d sideboard}=lanterns \\frac{d lanterns}{d sideboard}+marigold \\frac{d marigold}{d sideboard}=2 lanterns^{2}\\left(1-blackbird^{2}\\right)\n\\]\n\nFor a trajectory inside the unit circle (5) shows that \\( blackbird \\) is non-decreasing. Since \\( lanterns=0 \\) is not a trajectory (we exclude the degenerate trajectory), every interval of a trajectory contains points at which \\( d blackbird / d sideboard \\neq 0 \\), so \\( blackbird \\) is strictly increasing along any trajectory inside the unit circle. Moreover, \\( blackbird \\) is not bounded above by a number \\( wineglass<1 \\) because then the circle of radius \\( wineglass \\) would be a trajectory, which is not the case as (5) shows. Along trajectories outside the unit circle \\( blackbird \\) is strictly decreasing and there is no limit circle of radius greater than one. To verify the spiraling we consider\n\\[\n\\frac{d tablespoon}{d sideboard}=\\frac{1}{blackbird^{2}}\\left(lanterns \\frac{d marigold}{d sideboard}-marigold \\frac{d lanterns}{d sideboard}\\right)=-1+\\left(blackbird^{2}-1\\right) \\sin 2 tablespoon .\n\\]\n\nThis shows that \\( d tablespoon / d sideboard<-1 / 2 \\) in the annulus \\( 3 / 4<blackbird<6 / 5 \\), so the trajectories wind around the origin in the clockwise direction in this region.\n\nThe trajectories are therefore as pictured on page 533. The dotted curve has the equation \\( marigold+2 lanterns\\left(1-lanterns^{2}-marigold^{2}\\right)=0 \\); it is the locus of points where trajectories have vertical tangents. Horizontal tangents occur along the \\( marigold \\)-axis."
    },
    "descriptive_long_misleading": {
      "map": {
        "x": "nowherevector",
        "y": "absentaxis",
        "t": "timelessness",
        "v": "stillness",
        "r": "centerness",
        "\\theta": "straightness",
        "x_1": "nowhereone",
        "y_1": "notpresent",
        "a": "stillparam",
        "b": "idleparam",
        "c_1": "driftparam",
        "c_2": "ghostparam",
        "A": "emptymatrix",
        "A_1": "emptymatalt",
        "\\rho": "voidradius"
      },
      "question": "3. The motion of the particles of a fluid in the plane is specified by the following components of velocity\n\\[\n\\frac{d nowherevector}{d timelessness}=absentaxis+2 nowherevector\\left(1-nowherevector^{2}-absentaxis^{2}\\right)\n\\]\n\\[\n\\frac{d absentaxis}{d timelessness}=-nowherevector\n\\]\n\nSketch the snape of the trajectories near the origin. Discuss what happens to an individual particle as \\( timelessness \\rightarrow+\\infty \\), and justify your conclusion. (page 529)\n\nNote. The second \\( absentaxis \\) in the first equation above was broken and looked like a \\( stillness \\) on the examination as it was distributed to the contestants.",
      "solution": "Solution. This is an autonomous differential system (i.e., the variable \\( timelessness \\) does not appear explicitly), so the trajectories form a smooth covering of the plane by curves, except at the points where both \\( d nowherevector / d timelessness \\) and \\( d absentaxis / d timelessness \\) vanish. The only such point is the origin.\n\nTo find the structure of the trajectories near the origin, we drop the terms of degree greater than one and solve instead the system\n\\[\n\\begin{array}{l}\n\\frac{d nowherevector}{d timelessness}=2 nowherevector+absentaxis \\\\\n\\frac{d absentaxis}{d timelessness}=-nowherevector\n\\end{array}\n\\]\n\nIf we set \\( stillness=nowherevector+absentaxis \\), we find \\( d stillness / d timelessness=stillness \\), whence \\( stillness=stillparam e^{\\prime} \\), and we obtain\n\\[\n\\begin{array}{l}\nnowherevector=(stillparam\\; timelessness+idleparam) e^{\\prime} \\\\\nabsentaxis=(-stillparam\\; timelessness-idleparam+stillparam) e^{\\prime}\n\\end{array}\n\\]\nas solutions of (2), where \\( stillparam \\) and \\( idleparam \\) are arbitrary constants.\n\nThe system (2) can also be solved by differentiating the first equation and eliminating \\( d absentaxis / d timelessness \\) with the aid of the second. Or we could immediately write the solution in the vector form\n\\[\n\\binom{nowherevector}{absentaxis}=e^{emptymatalt}\\binom{driftparam}{ghostparam},\n\\]\nwhere \\( emptymatrix \\) is the coefficient matrix \\( \\left(\\begin{array}{cc}2 & 1 \\\\ -1 & 1\\end{array}\\right) \\) and \\( driftparam, ghostparam \\) are arbitrary constants. The evaluation of \\( e^{4 timelessness} \\) involves a change of basis to get \\( emptymatrix \\) in canonical form and that is what we did above. The variable \\( stillness=nowherevector+absentaxis \\) is chosen because (1,1) is the row eigenvector for \\( emptymatrix \\). (It happens that \\( emptymatrix \\) has only one one-dimensional eigen-subspace.)\n\nTo find the nature of the curves (3), consider instead\n\\[\n\\begin{array}{l}\nnowhereone=stillparam\\; timelessness+idleparam \\\\\nnotpresent=-stillparam\\; timelessness-idleparam+stillparam\n\\end{array}\n\\]\n\nSince \\( nowhereone+notpresent \\) is constant, these equations represent uniform motion along straight lines as shown. All points are stationary along the line \\( nowhereone+notpresent=0 \\), and other points move in the directions indicated.\n\nRestoring the factor \\( e^{\\prime} \\) causes the trajectories to “pull-in” rapidly toward the origin as \\( timelessness \\rightarrow-\\infty \\). All are tangent to the line \\( nowherevector+absentaxis=0 \\) at the origin as \\( timelessness \\rightarrow-\\infty \\), as shown. This configuration is called a node. The trajectories of the original system (1) have a similar appearance in a small neighborhood of the origin.\n\nReturning to the original system (1), we see that\n\\[\nnowherevector=\\cos timelessness,\\quad absentaxis=-\\sin timelessness\n\\]\nis a solution. This is the unit circle described uniformly clockwise. We shall show that all other trajectories (save the degenerate \\( nowherevector=absentaxis=0 \\) ) are asymptotic to the unit circle as \\( timelessness \\rightarrow \\infty \\). Curves starting inside the unit circle spiral out towards it, while curves starting outside the unit circle spiral in towards it.\n\nTo prove this we switch to polar coordinates. We have\n\\[\ncenterness \\frac{d centerness}{d timelessness}=nowherevector \\frac{d nowherevector}{d timelessness}+absentaxis \\frac{d absentaxis}{d timelessness}=2 nowherevector^{2}\\left(1-centerness^{2}\\right)\n\\]\n\nFor a trajectory inside the unit circle (5) shows that \\( centerness \\) is non-decreasing. Since \\( nowherevector=0 \\) is not a trajectory (we exclude the degenerate trajectory), every interval of a trajectory contains points at which \\( d centerness / d timelessness \\neq 0 \\), so \\( centerness \\) is strictly increasing along any trajectory inside the unit circle. Moreover, \\( centerness \\) is not bounded above by a number \\( voidradius<1 \\) because then the circle of radius \\( voidradius \\) would be a trajectory, which is not the case as (5) shows. Along trajectories outside the unit circle \\( centerness \\) is strictly decreasing and there is no limit circle of radius greater than one. To verify the spiraling we consider\n\\[\n\\frac{d straightness}{d timelessness}=\\frac{1}{centerness^{2}}\\left(nowherevector \\frac{d absentaxis}{d timelessness}-absentaxis \\frac{d nowherevector}{d timelessness}\\right)=-1+\\left(centerness^{2}-1\\right) \\sin 2 straightness .\n\\]\n\nThis shows that \\( d straightness / d timelessness<-1 / 2 \\) in the annulus \\( 3 / 4<centerness<6 / 5 \\), so the trajectories wind around the origin in the clockwise direction in this region.\n\nThe trajectories are therefore as pictured on page 533. The dotted curve has the equation \\( absentaxis+2 nowherevector\\left(1-nowherevector^{2}-absentaxis^{2}\\right)=0 \\); it is the locus of points where trajectories have vertical tangents. Horizontal tangents occur along the \\( absentaxis \\)-axis."
    },
    "garbled_string": {
      "map": {
        "x": "qzxwvtnp",
        "y": "hjgrksla",
        "t": "bclmvxyq",
        "v": "slmrtkgh",
        "r": "znvdqprs",
        "\\theta": "phkjlmno",
        "x_1": "plxtdnfe",
        "y_1": "qrkhdmnp",
        "a": "fpldgnxr",
        "b": "kjvscmnr",
        "c_1": "wbvchqpl",
        "c_2": "nsgkzrto",
        "A": "zhqwmnbv",
        "A_1": "vtrslkhd",
        "\\rho": "hcvxplmf"
      },
      "question": "3. The motion of the particles of a fluid in the plane is specified by the following components of velocity\n\\[\n\\frac{d qzxwvtnp}{d bclmvxyq}=hjgrksla+2 qzxwvtnp\\left(1-qzxwvtnp^{2}-hjgrksla^{2}\\right)\n\\]\n\\[\n\\frac{d hjgrksla}{d bclmvxyq}=-qzxwvtnp\n\\]\n\nSketch the snape of the trajectories near the origin. Discuss what happens to an individual particle as \\( bclmvxyq \\rightarrow+\\infty \\), and justify your conclusion. (page 529)\n\nNote. The second \\( hjgrksla \\) in the first equation above was broken and looked like a \\( v \\) on the examination as it was distributed to the contestants.",
      "solution": "Solution. This is an autonomous differential system (i.e., the variable \\( bclmvxyq \\) does not appear explicitly), so the trajectories form a smooth covering of the plane by curves, except at the points where both \\( d qzxwvtnp / d bclmvxyq \\) and \\( d hjgrksla / d bclmvxyq \\) vanish. The only such point is the origin.\n\nTo find the structure of the trajectories near the origin, we drop the terms of degree greater than one and solve instead the system\n\\[\n\\begin{array}{l}\n\\frac{d qzxwvtnp}{d bclmvxyq}=2 qzxwvtnp+hjgrksla \\\\\n\\frac{d hjgrksla}{d bclmvxyq}=-qzxwvtnp\n\\end{array}\n\\]\n\nIf we set \\( slmrtkgh=qzxwvtnp+hjgrksla \\), we find \\( d slmrtkgh / d bclmvxyq=slmrtkgh \\), whence \\( slmrtkgh=fpldgnxr e^{\\prime} \\), and we obtain\n\\[\n\\begin{array}{l}\nqzxwvtnp=(fpldgnxr bclmvxyq+kjvscmnr) e^{\\prime} \\\\\nhjgrksla=(-fpldgnxr bclmvxyq-kjvscmnr+fpldgnxr) e^{\\prime}\n\\end{array}\n\\]\nas solutions of (2), where \\( fpldgnxr \\) and \\( kjvscmnr \\) are arbitrary constants.\n|The system (2) can also be solved by differentiating the first equations and eliminating \\( d hjgrksla / d bclmvxyq \\) with the aid of the second. Or we could immediately write the solution in the vector form\n\\[\n\\binom{qzxwvtnp}{hjgrksla}=e^{vtrslkhd}\\binom{wbvchqpl}{nsgkzrto},\n\\]\nwhere \\( zhqwmnbv \\) is the coefficient matrix \\( \\left(\\begin{array}{cc}2 & 1 \\\\ -1 & 1\\end{array}\\right) \\) and \\( wbvchqpl, nsgkzrto \\) are arbitrary constants. The evaluation of \\( e^{4 bclmvxyq} \\) involves a change of basis to get \\( zhqwmnbv \\) in canonical form and that is what we did above. The variable \\( slmrtkgh=qzxwvtnp+hjgrksla \\) is chosen because (1,1) is the row eigenvector for \\( zhqwmnbv \\). (It happens that \\( zhqwmnbv \\) has only one onedimensional eigen-subspace.)]\n\nTo find the nature of the curves (3), consider instead\n\\[\n\\begin{array}{l}\nplxtdnfe=fpldgnxr bclmvxyq+kjvscmnr \\\\\nqrkhdmnp=-fpldgnxr bclmvxyq-kjvscmnr+fpldgnxr\n\\end{array}\n\\]\n\nSince \\( plxtdnfe+qrkhdmnp \\) is constant, these equations represent uniform motion along straight lines as shown. All points are stationary along the line \\( plxtdnfe+qrkhdmnp=0 \\), and other points move in the directions indicated.\n\nRestoring the factor \\( e^{\\prime} \\) causes the trajectories to \\\"pull-in\\\" rapidly toward the origin as \\( bclmvxyq \\rightarrow-\\infty \\). All are tangent to the line \\( qzxwvtnp+hjgrksla=0 \\) at the origin as \\( bclmvxyq \\rightarrow-\\infty \\), as shown. This configuration is called a node. The trajectories of the original system (1) have a similar appearance in a small neighborhood of the origin. (See, for example, F. G. Tricomi, Diffierential Equations, Hefner, New York, 1961.)\n\nReturning to the original system (1), we see that\n\\[\nqzxwvtnp=\\cos bclmvxyq, \\quad hjgrksla=-\\sin bclmvxyq\n\\]\nis a solution. This is the unit circle described uniformly clockwise. We shall show that all other trajectories (save the degenerate \\( qzxwvtnp=hjgrksla=0 \\) ) are asymp-\ntotic to the unit circle as \\( bclmvxyq \\rightarrow \\infty \\). Curves starting inside the unit circle spiral out towards it. While curves starting outside the unit circle spiral in to\\\"ards it.\n\nTo prove this we switch to polar coordinates. We have\n\\[\nznvdqprs \\frac{d znvdqprs}{d bclmvxyq}=qzxwvtnp \\frac{d qzxwvtnp}{d bclmvxyq}+hjgrksla \\frac{d hjgrksla}{d bclmvxyq}=2 qzxwvtnp^{2}\\left(1-znvdqprs^{2}\\right)\n\\]\n\nFor a trajectory inside the unit circle (5) shows that \\( znvdqprs \\) is non-decreasing. Since \\( qzxwvtnp=0 \\) is not a trajectory (we exclude the degenerate trajectory), every interval of a trajectory contains points at which \\( d znvdqprs / d bclmvxyq \\neq 0 \\), so \\( znvdqprs \\) is strictly increasing along any trajectory inside the unit circle. Moreover, \\( znvdqprs \\) is not bounded above by a number \\( hcvxplmf<1 \\) because then the circle of radius \\( hcvxplmf \\) would be a trajectory, which is not the case as (5) shows. Along trajectories outside the unit circle \\( znvdqprs \\) is strictly decreasing and there is no limit circle of radius greater than one. To verify the spiraling we consider\n\\[\n\\frac{d phkjlmno}{d bclmvxyq}=\\frac{1}{znvdqprs^{2}}\\left(qzxwvtnp \\frac{d hjgrksla}{d bclmvxyq}-hjgrksla \\frac{d qzxwvtnp}{d bclmvxyq}\\right)=-1+\\left(znvdqprs^{2}-1\\right) \\sin 2 phkjlmno .\n\\]\n\nThis shows that \\( d phkjlmno / d bclmvxyq<-1 / 2 \\) in the annulus \\( 3 / 4<znvdqprs<6 / 5 \\), so the trajectories wind around the origin in the clockwise direction in this region.\n\nThe trajectories are therefore as pictured on page 533. The dotted curve has the equation \\( hjgrksla+2 qzxwvtnp\\left(1-qzxwvtnp^{2}-hjgrksla^{2}\\right)=0 \\); it is the locus of points where trajectories have vertical tangents. Horizontal tangents occur along the \\( hjgrksla \\)-axis."
    },
    "kernel_variant": {
      "question": "Let the tracer particle move in $\\mathbb R^{3}$ under the \\emph{autonomous cubic system}  \n\\[\n\\tag{\\dagger_\\varepsilon}\\label{E}\n\\begin{aligned}\n\\dot x &= 3y+4x\\bigl(1-x^{2}-y^{2}-z^{2}\\bigr)+2\\varepsilon\\,xz,\\\\[2pt]\n\\dot y &= -3x+4y\\bigl(1-x^{2}-y^{2}-z^{2}\\bigr)+2\\varepsilon\\,yz,\\\\[2pt]\n\\dot z &= z\\Bigl[-2+\\bigl(x^{2}+y^{2}\\bigr)\\bigl(1-z^{2}\\bigr)+\\varepsilon\\bigl(x^{2}+y^{2}\\bigr)\\Bigr],\n\\end{aligned}\n\\qquad |\\varepsilon|<1 .\n\\]\n\nIntroduce  \n\\[\nL=\\{(0,0,z):z\\in\\mathbb R\\},\\qquad \n\\Pi=\\{(x,y,0):(x,y)\\in\\mathbb R^{2}\\},\\qquad\n\\mathcal C=\\{x^{2}+y^{2}=1,\\;z=0\\}\\subset\\Pi .\n\\]\n\n(a) Prove that $L$ and $\\Pi$ are invariant submanifolds of the flow generated by \\eqref{E} of dimensions one and two, respectively.\n\n(b) Restrict \\eqref{E} to $\\Pi$ (set $z\\equiv0$).  In polar coordinates $(r,\\theta)$ show that  \n\\[\n\\dot r=4r(1-r^{2}),\\qquad\\dot\\theta=-3 ,\n\\]\nand deduce that the unit circle $\\mathcal C$ is a hyperbolic, asymptotically stable limit cycle when $\\varepsilon=0$.\n\n(c) All $\\varepsilon$–dependent terms in \\eqref{E} are proportional to $z$.\n\n(i) Show that the restriction of \\eqref{E} to $\\Pi$ is therefore independent of $\\varepsilon$; consequently $\\mathcal C$ persists \\emph{unaltered} for every $|\\varepsilon|<1$.\n\n(ii) View $\\mathcal C$ as a periodic orbit of the full three–dimensional system.  Compute its three Floquet multipliers (tangential, radial–in–plane, normal–to–$\\Pi$) and prove that $\\mathcal C$ is hyperbolic and asymptotically stable in $\\mathbb R^{3}$ for all $|\\varepsilon|<1$.  Show moreover that $\\mathcal C$ is the unique periodic orbit contained in $\\Pi$.\n\n(d) Put $R=x^{2}+y^{2}$ and define the scalar function  \n\\[\n\\tag{\\heartsuit}\\label{Vdef}\nV(R,z)=(R-1)^{2}+2z^{2}.\n\\]\n\n(i) Show that for $\\varepsilon=0$\n\\[\n\\tag{\\star}\\label{ineq}\n\\dot V\\le -16\\,R(R-1)^{2}-\\tfrac{7}{4}\\,z^{2}-4Rz^{4},\n\\]\nwith equality \\emph{only} at the origin $O=(0,0,0)$ and on the limit cycle $\\mathcal C$.  Make explicit that $\\dot V<0$ whenever $R=0$ but $z\\neq0$.\n\n(ii) Employ inequality \\eqref{ineq} together with LaSalle’s invariance principle and the stable–manifold theorem for $O$ in order to establish the global dichotomy ($\\varepsilon=0$):\n\n• every trajectory that starts on the axis $L$ converges to $O$;  \n• every trajectory that starts outside $L$ converges to the limit cycle $\\mathcal C$.\n\nThus $L$ is the global stable manifold of $O$, while $\\mathcal C$ attracts $\\mathbb R^{3}\\setminus L$.\n\n(iii) Prove that there exists a neighbourhood $U$ of $E:=\\{O\\}\\cup\\mathcal C$ and a constant $\\eta>0$ such that, for every $|\\varepsilon|<\\eta$, one still has $\\dot V<0$ on $(\\mathbb R^{3}\\setminus U)\\cup(L\\setminus\\{O\\})$.  Deduce that the dichotomy of part (d)(ii) persists for all sufficiently small $|\\varepsilon|$, the (still straight) line $L$ remaining the global stable manifold of $O$ and $\\mathcal C$ remaining the global attractor of $\\mathbb R^{3}\\setminus L$.\n\n(e) Linearise \\eqref{E} at $O$ and verify that its Jacobian has eigenvalues $4\\pm3i$ (unstable) and $-2$ (stable).  Construct the Lyapunov function  \n\\[\nW(x,y,z):=(x^{2}+y^{2})-\\kappa z^{2},\\qquad 0<\\kappa<\\tfrac12,\n\\]\nand show that, in a neighbourhood of $O$, $\\dot W\\ge\\lambda W$ for some $\\lambda>0$ whenever $(x,y)\\neq(0,0)$.  Conclude that $O$ is an unstable equilibrium for every $|\\varepsilon|<1$, that its global stable manifold is exactly $L$, and that there exist $\\delta>0$ and $\\eta>0$ such that the compact segment  \n\\[\nL_{\\delta}:=\\{(0,0,z):|z|\\le\\delta\\}\n\\]\nis a $C^{k}$ normally hyperbolic invariant manifold of \\eqref{E} for all $|\\varepsilon|<\\eta$.  (No claim of normal hyperbolicity is required for the unbounded portions of $L$.)\n\n────────────────────────────────────────────────────────",
      "solution": "A dot denotes differentiation with respect to $t$.\n\n(a) \\emph{Invariance of $L$ and $\\Pi$.}\n\n(i) $L$:  Putting $x=y=0$ in \\eqref{E} gives $\\dot x=\\dot y\\equiv0$ and $\\dot z=-2z$, so the vector field is tangent to $L$ everywhere; trajectories starting on $L$ stay on $L$.\n\n(ii) $\\Pi$:  Setting $z=0$ annihilates every $\\varepsilon$–term, while the third component becomes $\\dot z=0$.  The first two components,\n\\[\n\\dot x=3y+4x(1-x^{2}-y^{2}),\\qquad\n\\dot y=-3x+4y(1-x^{2}-y^{2}),\n\\]\nare tangent to $\\Pi$, which is therefore invariant.\n\n────────────────────────────────────────────────────────\n(b) \\emph{Planar dynamics for $\\varepsilon=0$.}\n\nTake $z\\equiv0$, $\\varepsilon=0$, and set $x=r\\cos\\theta$, $y=r\\sin\\theta$.  Differentiation gives  \n\\[\n\\dot r=4r(1-r^{2}),\\qquad\\dot\\theta=-3 .\n\\]\nThe scalar equation has equilibria $r=0$ (repelling) and $r=1$ (attracting).  Linearising at $r=1$ yields\n\\[\n\\dot{\\rho}=-8\\rho,\\qquad \\rho=r-1,\n\\]\nso $|\\rho(t)|\\le e^{-8t}|\\rho(0)|$.  Hence the periodic orbit $\\mathcal C$ (period $T=2\\pi/3$) is hyperbolic and asymptotically stable within $\\Pi$.\n\n────────────────────────────────────────────────────────\n(c) \\emph{Persistence and Floquet spectrum of $\\mathcal C$.}\n\n(i) Because each $\\varepsilon$–term in \\eqref{E} is proportional to $z$, the restriction to $\\Pi$ is \\emph{independent} of $\\varepsilon$.  Consequently $\\mathcal C$ itself is unaltered for all $|\\varepsilon|<1$.\n\n(ii) Floquet multipliers of $\\mathcal C$ in $\\mathbb R^{3}$ (period $T=2\\pi/3$):\n\n• Tangential: $\\mu_{t}=1$ (autonomy).  \n\n• Radial–in–plane: $\\partial\\dot r/\\partial r|_{r=1}=-8$, hence $\\mu_{r}=e^{-8T}=e^{-16\\pi/3}\\in(0,1)$.  \n\n• Normal ($z$–direction): linearise the third equation at $(R=1,z=0)$:\n\\[\n\\delta\\dot z=\\bigl[-2+R+\\varepsilon R\\bigr]\\delta z=(-1+\\varepsilon)\\,\\delta z,\n\\quad\\Longrightarrow\\quad\n\\mu_{n}=e^{(-1+\\varepsilon)T}.\n\\]\nBecause $|\\varepsilon|<1$ we have $-2< -1+\\varepsilon<0$, whence $0<\\mu_{n}<1$.\n\nExactly one multiplier equals $1$, the others lie strictly inside the unit circle, so $\\mathcal C$ is a hyperbolic, asymptotically stable periodic orbit of the full three–dimensional flow.  Uniqueness of periodic orbits contained in $\\Pi$ follows from the planar analysis in (b).\n\n────────────────────────────────────────────────────────\n(d) \\emph{Global behaviour for $\\varepsilon=0$ and small $\\varepsilon$.}\n\nFirst compute, for $\\varepsilon=0$,  \n\\[\n\\dot R=2(x\\dot x+y\\dot y)=8R(1-R-z^{2}),\\qquad\n\\dot z=z\\bigl[-2+R(1-z^{2})\\bigr].\n\\]\n\n\\underline{(i) Inequality \\eqref{ineq}.}  For $V$ defined in \\eqref{Vdef},\n\\[\n\\dot V\n=2(R-1)\\dot R+4z\\dot z\n=-16R(R-1)^{2}+(-16R^{2}+20R-8)z^{2}-4Rz^{4}.\n\\]\nThe quadratic polynomial $q(R)=-16R^{2}+20R-8$ attains its maximum at $R=5/8$ with $q(5/8)=-7/4$.  Hence $q(R)\\le-7/4$ for every $R\\ge0$, giving the universal bound\n\\[\n\\dot V\\le -16R(R-1)^{2}-\\tfrac{7}{4}z^{2}-4Rz^{4}\\quad\\text{for all }(R,z).\n\\]\nEquality occurs only when both $(R-1)^{2}$ and $z^{2}$ vanish (i.e.\\ on $\\mathcal C$) or when $R=0=z$ (the origin).  If $R=0$ but $z\\neq0$, then $\\dot V=-\\tfrac{7}{4}z^{2}<0$.\n\n\\underline{(ii) Global dichotomy for $\\varepsilon=0$.}  \nThe function $V$ is non–negative and $\\dot V\\le0$, so $V$ is a Lyapunov function.  Let  \n\\[\nE=\\{O\\}\\cup\\mathcal C=\\{(R,z):\\,(R,z)=(0,0)\\text{ or }(R,z)=(1,0)\\}.\n\\]\nOutside $E$ we have $\\dot V<0$.  By LaSalle’s invariance principle every bounded trajectory approaches the largest invariant subset of $E$, namely either $O$ or $\\mathcal C$.\n\n• If the initial point lies on $L$ ($x=y\\equiv0$), then $R\\equiv0$ and $\\dot z=-2z$, whence $z(t)\\to0$ as $t\\to\\infty$; the orbit converges to $O$.\n\n• Suppose the initial point is \\emph{not} on $L$, so $R(0)>0$.  Linearisation at $O$ gives eigenvalues $4\\pm3i,-2$; the stable–manifold theorem asserts that the set of points whose trajectories converge to $O$ is a one–dimensional $C^{1}$ manifold tangent to the $z$–axis.  Because $L$ is already such an invariant one–dimensional manifold, we must have $W^{s}(O)=L$.  Therefore an orbit starting off $L$ cannot approach $O$; its $\\omega$–limit set must be $\\mathcal C$.  Hence  \n\\[\n\\omega(p)=\n\\begin{cases}\n\\{O\\},&p\\in L,\\\\\n\\mathcal C,&p\\notin L.\n\\end{cases}\n\\]\nThus $L$ is the global stable manifold of $O$ and $\\mathcal C$ attracts $\\mathbb R^{3}\\setminus L$.\n\n\\underline{(iii) Persistence for small $|\\varepsilon|$.}  \nChoose a compact neighbourhood $U$ of $E$ such that $\\dot V\\le -\\alpha<0$ on $\\mathbb R^{3}\\setminus (U\\cup L)$ for some $\\alpha>0$ when $\\varepsilon=0$.  Since the right–hand side of \\eqref{E} depends smoothly on $\\varepsilon$, there exists $\\eta>0$ so small that  \n\\[\n\\dot V\\le -\\tfrac12\\alpha<0\\qquad\\text{on }(\\mathbb R^{3}\\setminus(U\\cup L))\n\\]\nfor every $|\\varepsilon|<\\eta$.  Therefore no trajectory that starts outside $U\\cup L$ can leave $U\\cup L$, and the arguments of (ii) apply verbatim inside $U$ (where all needed derivatives depend continuously on $\\varepsilon$).  Hence the dichotomy persists for $|\\varepsilon|<\\eta$: $L$ (which remains invariant because $x=y=0$ annihilates the right–hand sides) is the global stable manifold of $O$, while the unchanged $\\mathcal C$ still attracts every orbit that does not start on $L$.\n\n────────────────────────────────────────────────────────\n(e) \\emph{Instability of $O$ and local normal hyperbolicity of $L$.}\n\nThe Jacobian at $O$ is\n\\[\nJ=\\begin{pmatrix}\n4 & 3 & 0\\\\\n-3& 4 & 0\\\\\n0 & 0 & -2\n\\end{pmatrix},\n\\]\nwith eigenvalues $4\\pm3i$ (unstable) and $-2$ (stable).  For  \n\\[\nW(x,y,z)=(x^{2}+y^{2})-\\kappa z^{2},\\qquad 0<\\kappa<\\tfrac12,\n\\]\nwe compute, using \\eqref{E},\n\\[\n\\begin{aligned}\n\\dot W&=2x\\dot x+2y\\dot y-2\\kappa z\\dot z\\\\\n      &=2x\\bigl(3y+4x+O_{2}\\bigr)+2y\\bigl(-3x+4y+O_{2}\\bigr)+4\\kappa z^{2}+O_{3}\\\\\n      &=8(x^{2}+y^{2})+4\\kappa z^{2}+O(\\|(x,y,z)\\|^{3}),\n\\end{aligned}\n\\]\nwhere $O_{2}$ and $O_{3}$ denote quadratic and cubic terms, respectively.  \nChoose $r_{0}>0$ so small that \n\\[\n\\bigl|O(\\|(x,y,z)\\|^{3})\\bigr|\\le 4(x^{2}+y^{2})\n\\qquad\\text{for }\\|(x,y,z)\\|\\le r_{0}.\n\\]\nThen, whenever $(x,y)\\neq(0,0)$ and $\\|(x,y,z)\\|\\le r_{0}$,\n\\[\n\\dot W\\ge 4(x^{2}+y^{2})+2\\kappa z^{2}\n         =4\\bigl[(x^{2}+y^{2})-\\kappa z^{2}\\bigr]+6\\kappa z^{2}\n         \\ge 4W .\n\\]\nThus $\\dot W\\ge\\lambda W$ with $\\lambda:=4$.  In particular $O$ is an unstable equilibrium for every $|\\varepsilon|<1$.\n\n\\emph{Local normal hyperbolicity of $L$.}  Along $L$ the linearised dynamics in the $(x,y)$–plane is\n\\[\n\\dot{\\mathbf u}=A(z,\\varepsilon)\\,\\mathbf u,\\qquad \nA(z,\\varepsilon)=\n\\begin{pmatrix}\n4(1-z^{2})+2\\varepsilon z & 3\\\\\n-3 & 4(1-z^{2})+2\\varepsilon z\n\\end{pmatrix},\n\\]\nwhose eigenvalues are \n\\[\n\\lambda_{\\pm}(z,\\varepsilon)=4(1-z^{2})+2\\varepsilon z\\pm 3i .\n\\]\nThe real parts equal $\\sigma(z,\\varepsilon):=4(1-z^{2})+2\\varepsilon z$.  Choose $\\delta>0$ so small that\n\\[\n\\sigma(z,\\varepsilon)\\ge 2 \\quad\\text{for all }|z|\\le\\delta\\text{ and }|\\varepsilon|<\\eta ,\n\\]\nwhere $\\eta$ is the constant from (d)(iii).  Then, on the compact segment \n\\[\nL_{\\delta}=\\{(0,0,z):|z|\\le\\delta\\},\n\\]\nthe spectral gap condition \n\\[\n\\min_{|z|\\le\\delta}\\sigma(z,\\varepsilon)>\\max_{|z|\\le\\delta}(-2)= -2\n\\]\nholds uniformly.  Consequently $L_{\\delta}$ is a $C^{k}$ normally hyperbolic invariant manifold for all $|\\varepsilon|<\\eta$ and hence $C^{k}$–persistent.  (No claim whatsoever is made about normal hyperbolicity of the unbounded parts of $L$, where $\\sigma(z,\\varepsilon)$ can become negative.)\n\nSince $x=y\\equiv0$ annihilates the first two components of \\eqref{E} for every $z$ and $\\varepsilon$, $L$ itself remains globally invariant; what the argument above supplies is the \\emph{robust local structure} of $L$ near $O$.\n\n────────────────────────────────────────────────────────",
      "metadata": {
        "replaced_from": "harder_variant",
        "replacement_date": "2025-07-14T19:09:31.522721",
        "was_fixed": false,
        "difficulty_analysis": "1. Higher Dimension.  The original problems are planar; the enhanced variant takes place in \\(\\mathbb R^{3}\\), automatically introducing richer geometry (centre manifolds, two–dimensional invariant submanifolds, absence of Poincaré–Bendixson, etc.).\n\n2. Multiple Invariant Sets.  Candidates for \\(\\omega\\)–limits now include an axis of equilibria and a family of periodic orbits, forcing a global separation–of–attractors argument.\n\n3. Advanced Theory.  The solution invokes Floquet theory, the hyperbolic–periodic–orbit persistence theorem, LaSalle’s invariance principle, and the Centre–Manifold Theorem—none of which are needed in the original setting.\n\n4. Parameter Dependence.  The small parameter \\(\\varepsilon\\) requires perturbation analysis and continuation of invariant objects, greatly complicating both proofs and computations.\n\n5. Non-trivial Lyapunov Function.  A scalar inequality for \\(\\dot V\\) involving quartic terms must be established to control global dynamics; the original problem needs only a straightforward polar–coordinate trick.\n\nThese layers of extra structure and theory render the enhanced kernel variant substantially more technical and conceptually demanding than either the original question or the current kernel variant."
      }
    },
    "original_kernel_variant": {
      "question": "Let the tracer particle move in $\\mathbb R^{3}$ under the \\emph{autonomous cubic system}  \n\\[\n\\tag{\\dagger_\\varepsilon}\\label{E}\n\\begin{aligned}\n\\dot x &= 3y+4x\\bigl(1-x^{2}-y^{2}-z^{2}\\bigr)+2\\varepsilon\\,xz,\\\\[2pt]\n\\dot y &= -3x+4y\\bigl(1-x^{2}-y^{2}-z^{2}\\bigr)+2\\varepsilon\\,yz,\\\\[2pt]\n\\dot z &= z\\Bigl[-2+\\bigl(x^{2}+y^{2}\\bigr)\\bigl(1-z^{2}\\bigr)+\\varepsilon\\bigl(x^{2}+y^{2}\\bigr)\\Bigr],\n\\end{aligned}\n\\]\nwhere the real parameter satisfies $|\\varepsilon|<1$.  Introduce  \n\\[\nL=\\{(0,0,z):z\\in\\mathbb R\\},\\qquad \n\\Pi=\\{(x,y,0):(x,y)\\in\\mathbb R^{2}\\},\\qquad\n\\mathcal C=\\{x^{2}+y^{2}=1,\\;z=0\\}\\subset\\Pi .\n\\]\n\n(a) Prove that $L$ and $\\Pi$ are invariant submanifolds of the flow generated by \\eqref{E} of dimensions one and two, respectively.\n\n(b) Restrict \\eqref{E} to $\\Pi$ (set $z\\equiv0$).  In polar coordinates $(r,\\theta)$ show that  \n\\[\n\\dot r=4r(1-r^{2}),\\qquad\\dot\\theta=-3 ,\n\\]\nand deduce that the unit circle $\\mathcal C$ is a hyperbolic, asymptotically stable limit cycle when $\\varepsilon=0$.\n\n(c) All $\\varepsilon$–dependent terms in \\eqref{E} are proportional to $z$.\n\n(i) Show that the restriction of \\eqref{E} to $\\Pi$ is therefore independent of $\\varepsilon$; consequently $\\mathcal C$ persists \\emph{unaltered} for every $|\\varepsilon|<1$.\n\n(ii) View $\\mathcal C$ as a periodic orbit of the full three–dimensional system.  Compute its three Floquet multipliers (tangential, radial–in–plane, normal–to–$\\Pi$) and prove that $\\mathcal C$ is hyperbolic and asymptotically stable in $\\mathbb R^{3}$ for all $|\\varepsilon|<1$.  Show moreover that $\\mathcal C$ is the unique periodic orbit contained in $\\Pi$.\n\n(d) Put $R=x^{2}+y^{2}$ and define the scalar function  \n\\[\n\\tag{\\heartsuit}\\label{Vdef}\nV(R,z)=(R-1)^{2}+2z^{2}.\n\\]\n\n(i) Show that for $\\varepsilon=0$\n\\[\n\\tag{\\star}\\label{ineq}\n\\dot V\\le -16\\,R(R-1)^{2}-\\tfrac{7}{4}\\,z^{2}-4Rz^{4},\n\\]\nwith equality \\emph{only} at the origin $O=(0,0,0)$ and on the limit cycle $\\mathcal C$.  Make explicit that $\\dot V<0$ whenever $R=0$ but $z\\neq0$.\n\n(ii) Employ inequality \\eqref{ineq} together with LaSalle’s invariance principle and the stable–manifold theorem for $O$ in order to establish the global dichotomy ($\\varepsilon=0$):\n\n• every trajectory that starts on the axis $L$ converges to $O$;  \n• every trajectory that starts outside $L$ converges to the limit cycle $\\mathcal C$.\n\nThus $L$ is the global stable manifold of $O$, while $\\mathcal C$ attracts $\\mathbb R^{3}\\setminus L$.\n\n(iii) Using continuity of the vector field and of $\\dot V$, prove that the same dichotomy persists for all sufficiently small $|\\varepsilon|$: the (possibly deformed) line $L$ remains the global stable manifold of $O$, whereas the unchanged limit cycle $\\mathcal C$ keeps attracting every orbit that does not start on $L$.\n\n(e) Linearise \\eqref{E} at $O$ and verify that its Jacobian has eigenvalues $4\\pm3i$ (unstable) and $-2$ (stable).  Construct the Lyapunov function  \n\\[\nW(x,y,z):=(x^{2}+y^{2})-\\kappa z^{2},\\qquad 0<\\kappa<\\tfrac12,\n\\]\nand show that, in a neighbourhood of $O$, $\\dot W\\ge\\lambda W$ for some $\\lambda>0$ whenever $(x,y)\\neq(0,0)$.  Conclude that $O$ is an unstable equilibrium for every $|\\varepsilon|<1$, that its global stable manifold is exactly $L$, and that $L$ is normally hyperbolic (hence $C^{k}$–robust) under small $\\varepsilon$–perturbations.\n\n────────────────────────────────────────────────────────",
      "solution": "A dot denotes differentiation with respect to $t$.\n\n(a) \\emph{Invariance of $L$ and $\\Pi$.}\n\n(i) $L$:  Putting $x=y=0$ in \\eqref{E} yields $\\dot x=\\dot y\\equiv0$ and $\\dot z=-2z$, hence the vector field is tangent to $L$ everywhere; trajectories starting on $L$ stay on $L$.\n\n(ii) $\\Pi$:  Setting $z=0$ makes every $\\varepsilon$–term vanish, and the third component reduces to $\\dot z=0$.  The first two components,\n\\[\n\\dot x=3y+4x(1-x^{2}-y^{2}),\\qquad\n\\dot y=-3x+4y(1-x^{2}-y^{2}),\n\\]\nare tangent to $\\Pi$, which is therefore invariant.\n\n────────────────────────────────────────────────────────\n(b) \\emph{Planar dynamics for $\\varepsilon=0$.}\n\nTake $z\\equiv0$, $\\varepsilon=0$, and set $x=r\\cos\\theta$, $y=r\\sin\\theta$.  Differentiation gives  \n\\[\n\\dot r=4r(1-r^{2}),\\qquad\\dot\\theta=-3 .\n\\]\nThe scalar equation has equilibria $r=0$ (repelling) and $r=1$ (attracting).  Linearising at $r=1$ gives\n\\[\n\\dot{\\rho}=-8\\rho,\\qquad \\rho=r-1,\n\\]\nso $|\\rho(t)|\\le e^{-8t}|\\rho(0)|$.  Hence the periodic orbit $\\mathcal C$ (period $T=2\\pi/3$) is hyperbolic and asymptotically stable within $\\Pi$.\n\n────────────────────────────────────────────────────────\n(c) \\emph{Persistence and Floquet spectrum of $\\mathcal C$.}\n\n(i) Since every $\\varepsilon$–term in \\eqref{E} is proportional to $z$, the restriction of the system to $\\Pi$ is \\emph{independent} of $\\varepsilon$.  Consequently $\\mathcal C$ itself is unaltered for all $|\\varepsilon|<1$.\n\n(ii) Floquet multipliers of $\\mathcal C$ in $\\mathbb R^{3}$ (period $T=2\\pi/3$):\n\n• Tangential: $\\mu_{t}=1$ (autonomy).  \n\n• Radial–in–plane: $\\partial\\dot r/\\partial r|_{r=1}=-8$, hence $\\mu_{r}=e^{-8T}=e^{-16\\pi/3}\\in(0,1)$.  \n\n• Normal ($z$–direction): linearise the third equation at $(R=1,z=0)$:\n\\[\n\\delta\\dot z=\\bigl[-2+R+\\varepsilon R\\bigr]\\delta z=(-1+\\varepsilon)\\,\\delta z,\n\\quad\\Longrightarrow\\quad\n\\mu_{n}=e^{(-1+\\varepsilon)T}.\n\\]\nBecause $|\\varepsilon|<1$ we have $-2< -1+\\varepsilon<0$, whence $0<\\mu_{n}<1$.\n\nExactly one multiplier equals $1$ (the tangential one); the others lie strictly inside the unit circle, so $\\mathcal C$ is a hyperbolic, asymptotically stable periodic orbit of the full three–dimensional flow.  Uniqueness of periodic orbits contained in $\\Pi$ follows from the planar analysis in (b).\n\n────────────────────────────────────────────────────────\n(d) \\emph{Global behaviour for $\\varepsilon=0$ and small $\\varepsilon$.}\n\nFirst compute, for $\\varepsilon=0$,  \n\\[\n\\dot R=2(x\\dot x+y\\dot y)=8R(1-R-z^{2}),\\qquad\n\\dot z=z\\bigl[-2+R(1-z^{2})\\bigr].\n\\]\n\n\\underline{(i) Inequality \\eqref{ineq}.}  For $V$ defined in \\eqref{Vdef},\n\\[\n\\dot V\n=2(R-1)\\dot R+4z\\dot z\n=-16R(R-1)^{2}+(-16R^{2}+20R-8)z^{2}-4Rz^{4}.\n\\]\nThe quadratic polynomial $q(R)=-16R^{2}+20R-8$ attains its maximum at $R=5/8$ with $q(5/8)=-7/4$.  Hence $q(R)\\le-7/4$ for every $R\\ge0$, giving the universal bound\n\\[\n\\dot V\\le -16R(R-1)^{2}-\\tfrac{7}{4}z^{2}-4Rz^{4}\\quad\\text{for all }(R,z).\n\\]\nEquality is obtained only when both $(R-1)^{2}$ and $z^{2}$ vanish (i.e.\\ on $\\mathcal C$) or when $R=0=z$ (the origin).  If $R=0$ but $z\\neq0$, then $\\dot V=-\\tfrac{7}{4}z^{2}<0$.\n\n\\underline{(ii) Global dichotomy for $\\varepsilon=0$.}  \nThe function $V$ is non–negative and $\\dot V\\le0$, so $V$ is a Lyapunov function.  Let  \n\\[\nE=\\{O\\}\\cup\\mathcal C=\\{(R,z):\\,(R,z)=(0,0)\\text{ or }(R,z)=(1,0)\\}.\n\\]\nOutside $E$ we have $\\dot V<0$.  By LaSalle’s invariance principle every bounded trajectory approaches the largest invariant subset of $E$, namely either $O$ or $\\mathcal C$.\n\n• If the initial point lies on $L$ ($x=y\\equiv0$), then $R\\equiv0$ and $\\dot z=-2z$, whence $z(t)\\to0$ as $t\\to\\infty$; the orbit converges to $O$.\n\n• Suppose the initial point is \\emph{not} on $L$, so $R(0)>0$.  Linearisation at $O$ gives eigenvalues $4\\pm3i,-2$; the stable–manifold theorem asserts that the set of points whose trajectories converge to $O$ is a one–dimensional $C^{1}$ manifold tangent to the $z$–axis.  Because $L$ is already such an invariant one–dimensional manifold, we must have $W^{s}(O)=L$.  Therefore an orbit starting off $L$ cannot approach $O$; its $\\omega$–limit set must be $\\mathcal C$.  Hence  \n\\[\n\\omega(p)=\n\\begin{cases}\n\\{O\\},&p\\in L,\\\\\n\\mathcal C,&p\\notin L.\n\\end{cases}\n\\]\nThus $L$ is the global stable manifold of $O$ and $\\mathcal C$ attracts $\\mathbb R^{3}\\setminus L$.\n\n\\underline{(iii) Persistence for small $|\\varepsilon|$.}  \nFor $|\\varepsilon|$ sufficiently small the right–hand side of \\eqref{E} is an $O(|\\varepsilon|)$ perturbation (in $C^{1}$) of the $\\varepsilon=0$ field.  Consequently\n\\[\n\\dot V= \\bigl[\\dot V\\bigr]_{\\varepsilon=0}+O(|\\varepsilon|)\\bigl(|R-1|+|z|\\bigr),\n\\]\nso the strict negativity of $\\dot V$ outside an $O(|\\varepsilon|)$ neighbourhood of $E$ is preserved.  In addition, $L$ and $\\mathcal C$ are normally hyperbolic invariant manifolds; by the theory of normally hyperbolic persistence they survive as $C^{k}$ submanifolds under small perturbations.  Combining both facts yields the same global dichotomy for all sufficiently small $|\\varepsilon|$.\n\n────────────────────────────────────────────────────────\n(e) \\emph{Instability of $O$ and normal hyperbolicity of $L$.}\n\nThe Jacobian at $O$ is\n\\[\nJ=\\begin{pmatrix}\n4 & 3 & 0\\\\\n-3& 4 & 0\\\\\n0 & 0 & -2\n\\end{pmatrix},\n\\]\nwith eigenvalues $4\\pm3i$ (unstable) and $-2$ (stable).  For $W(x,y,z)=(x^{2}+y^{2})-\\kappa z^{2}$,\n\\[\n\\dot W= \\dot R-2\\kappa z\\dot z = 8R+4\\kappa z^{2}+O(\\|(x,y,z)\\|^{3}).\n\\]\nChoose $0<\\kappa<\\tfrac12$ and restrict to a sufficiently small neighbourhood of $O$ so that the cubic remainder is dominated by, say,~$R$.  Then $\\dot W\\ge4W$ whenever $(x,y)\\neq(0,0)$, showing that $O$ is \\emph{nonlinearly unstable}.  The global stable manifold is the one–dimensional invariant manifold tangent to the $z$–axis, i.e.\\ $L$.  Because the transverse eigenvalues have positive real part $4$, $L$ is normally hyperbolic, hence persists under small $|\\varepsilon|$.\n\n────────────────────────────────────────────────────────",
      "metadata": {
        "replaced_from": "harder_variant",
        "replacement_date": "2025-07-14T01:37:45.437432",
        "was_fixed": false,
        "difficulty_analysis": "1. Higher Dimension.  The original problems are planar; the enhanced variant takes place in \\(\\mathbb R^{3}\\), automatically introducing richer geometry (centre manifolds, two–dimensional invariant submanifolds, absence of Poincaré–Bendixson, etc.).\n\n2. Multiple Invariant Sets.  Candidates for \\(\\omega\\)–limits now include an axis of equilibria and a family of periodic orbits, forcing a global separation–of–attractors argument.\n\n3. Advanced Theory.  The solution invokes Floquet theory, the hyperbolic–periodic–orbit persistence theorem, LaSalle’s invariance principle, and the Centre–Manifold Theorem—none of which are needed in the original setting.\n\n4. Parameter Dependence.  The small parameter \\(\\varepsilon\\) requires perturbation analysis and continuation of invariant objects, greatly complicating both proofs and computations.\n\n5. Non-trivial Lyapunov Function.  A scalar inequality for \\(\\dot V\\) involving quartic terms must be established to control global dynamics; the original problem needs only a straightforward polar–coordinate trick.\n\nThese layers of extra structure and theory render the enhanced kernel variant substantially more technical and conceptually demanding than either the original question or the current kernel variant."
      }
    }
  },
  "checked": true,
  "problem_type": "proof"
}