Part IB, 2010
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Paper 1, Section II, G
commentState and prove the contraction mapping theorem. Demonstrate its use by showing that the differential equation , with boundary condition , has a unique solution on , with one-sided derivative at zero.
Paper 2, Section I, G
commentLet be a real number, and let be the space of sequences of real numbers with convergent. Show that defines a norm on .
Let denote the space of sequences a with bounded; show that . If , show that the norms on given by restricting to the norms on and on are not Lipschitz equivalent.
By considering sequences of the form in , for an appropriate real number, or otherwise, show that (equipped with the norm ) is not complete.
Paper 2, Section II, G
commentSuppose the functions are defined on the open interval and that tends uniformly on to a function . If the are continuous, show that is continuous. If the are differentiable, show by example that need not be differentiable.
Assume now that each is differentiable and the derivatives converge uniformly on . For any given , we define functions by
Show that each is continuous. Using the general principle of uniform convergence (the Cauchy criterion) and the Mean Value Theorem, or otherwise, prove that the functions converge uniformly to a continuous function on , where
Deduce that is differentiable on .
Paper 3, Section I, G
commentConsider the map given by
Show that is differentiable everywhere and find its derivative.
Stating carefully any theorem that you quote, show that is locally invertible near a point unless .
Paper 3, Section II, G
commentLet be a map on an open subset . Explain what it means for to be differentiable on . If is a differentiable map on an open subset with , state and prove the Chain Rule for the derivative of the composite .
Suppose now is a differentiable function for which the partial derivatives for all . By considering the function given by
or otherwise, show that there exists a differentiable function with at all points of
Paper 4, Section I, G
commentLet denote the set of continuous real-valued functions on the interval . For , set
Show that both and define metrics on . Does the identity map on define a continuous map of metric spaces Does the identity map define a continuous map of metric spaces ?
Paper 4, Section II, G
commentWhat does it mean to say that a function on an interval in is uniformly continuous? Assuming the Bolzano-Weierstrass theorem, show that any continuous function on a finite closed interval is uniformly continuous.
Suppose that is a continuous function on the real line, and that tends to finite limits as ; show that is uniformly continuous.
If is a uniformly continuous function on , show that is bounded as . If is a continuous function on for which as , determine whether is necessarily uniformly continuous, giving proof or counterexample as appropriate.
Paper 3, Section II, G
commentState Morera's theorem. Suppose are analytic functions on a domain and that tends locally uniformly to on . Show that is analytic on . Explain briefly why the derivatives tend locally uniformly to .
Suppose now that the are nowhere vanishing and is not identically zero. Let be any point of ; show that there exists a closed disc with centre , on which the convergence of and are both uniform, and where is nowhere zero on . By considering
(where denotes the boundary of ), or otherwise, deduce that .
Paper 4, Section I, G
commentState the principle of the argument for meromorphic functions and show how it follows from the Residue theorem.
Paper 1, Section I, A
comment(a) Write down the definition of the complex derivative of the function of a single complex variable.
(b) Derive the Cauchy-Riemann equations for the real and imaginary parts and of , where and
(c) State necessary and sufficient conditions on and for the function to be complex differentiable.
Paper 1, Section II, A
commentCalculate the following real integrals by using contour integration. Justify your steps carefully.
(a)
(b)
Paper 2, Section II, A
comment(a) Prove that a complex differentiable map, , is conformal, i.e. preserves angles, provided a certain condition holds on the first complex derivative of .
(b) Let be the region
Draw the region . It might help to consider the two sets
(c) For the transformations below identify the images of .
Step 1: The first map is ,
Step 2: The second map is the composite where ,
Step 3: The third map is the composite where .
(d) Write down the inverse map to the composite , explaining any choices of branch.
[The composite means .]
Paper 3, Section I, A
comment(a) Prove that the real and imaginary parts of a complex differentiable function are harmonic.
(b) Find the most general harmonic polynomial of the form
where and are real.
(c) Write down a complex analytic function of of which is the real part.
Paper 4, Section II, A
commentA linear system is described by the differential equation
with initial conditions
The Laplace transform of is defined as
You may assume the following Laplace transforms,
(a) Use Laplace transforms to determine the response, , of the system to the signal
(b) Determine the response, , given that its Laplace transform is
(c) Given that
leads to the response with Laplace transform
determine .
Paper 1, Section II, C
commentA capacitor consists of three perfectly conducting coaxial cylinders of radii and where , and length where so that end effects may be ignored. The inner and outer cylinders are maintained at zero potential, while the middle cylinder is held at potential . Assuming its cylindrical symmetry, compute the electrostatic potential within the capacitor, the charge per unit length on the middle cylinder, the capacitance and the electrostatic energy, both per unit length.
Next assume that the radii and are fixed, as is the potential , while the radius is allowed to vary. Show that the energy achieves a minimum when is the geometric mean of and .
Paper 2, Section I,
commentWrite down Maxwell's equations for electromagnetic fields in a non-polarisable and non-magnetisable medium.
Show that the homogenous equations (those not involving charge or current densities) can be solved in terms of vector and scalar potentials and .
Then re-express the inhomogeneous equations in terms of and . Show that the potentials can be chosen so as to set and hence rewrite the inhomogeneous equations as wave equations for the potentials. [You may assume that the inhomogeneous wave equation always has a solution for any given .]
Paper 2, Section II, C
commentA steady current flows around a loop of a perfectly conducting narrow wire. Assuming that the gauge condition holds, the vector potential at points away from the loop may be taken to be
First verify that the gauge condition is satisfied here. Then obtain the Biot-Savart formula for the magnetic field
Next suppose there is a similar but separate loop with current . Show that the magnetic force exerted on loop by loop is
Is this consistent with Newton's third law? Justify your answer.
Paper 3, Section II, C
commentWrite down Maxwell's equations in a region with no charges and no currents. Show that if and is a solution then so is and . Write down the boundary conditions on and at the boundary with unit normal between a perfect conductor and a vacuum.
Electromagnetic waves propagate inside a tube of perfectly conducting material. The tube's axis is in the -direction, and it is surrounded by a vacuum. The fields may be taken to be the real parts of
Write down Maxwell's equations in terms of and .
Suppose first that . Show that the solution is determined by
where the function satisfies
and vanishes on the boundary of the tube. Here is a constant whose value should be determined.
Obtain a similar condition for the case where . [You may find it useful to use a result from the first paragraph.] What is the corresponding boundary condition?
Paper 4, Section I, B
commentGive an expression for the force on a charge moving at velocity in electric and magnetic fields and . Consider a stationary electric circuit , and let be a stationary surface bounded by . Derive from Maxwell's equations the result
where the electromotive force and the flux .
Now assume that also holds for a moving circuit. A circular loop of wire of radius and total resistance , whose normal is in the -direction, moves at constant speed in the -direction in the presence of a magnetic field . Find the current in the wire.
Paper 1, Section I, B
commentA planar solenoidal velocity field has the velocity potential
Find and sketch (i) the streamlines at ; (ii) the pathline that passes through the origin at ; (iii) the locus at of points that pass through the origin at earlier times (streakline).
Paper 1, Section II, B
commentStarting with the Euler equations for an inviscid incompressible fluid, derive Bernoulli's theorem for unsteady irrotational flow.
Inviscid fluid of density is contained within a U-shaped tube with the arms vertical, of height and with the same (unit) cross-section. The ends of the tube are closed. In the equilibrium state the pressures in the two arms are and and the heights of the fluid columns are .
The fluid in arm 1 is displaced upwards by a distance (and in the other arm downward by the same amount). In the subsequent evolution the pressure above each column may be taken as inversely proportional to the length of tube above the fluid surface. Using Bernoulli's theorem, show that obeys the equation
Now consider the special case . Construct a first integral of this equation and hence give an expression for the total kinetic energy of the flow in terms of and the maximum displacement .
Paper 2, Section I, B
commentWrite down an expression for the velocity field of a line vortex of strength .
Consider identical line vortices of strength arranged at equal intervals round a circle of radius . Show that the vortices all move around the circle at constant angular velocity .
Paper 3, Section II, B
commentWrite down the exact kinematic and dynamic boundary conditions that apply at the free surface of a fluid layer in the presence of gravity in the -direction. Show how these may be approximated for small disturbances of a hydrostatic state about . (The flow of the fluid is in the -plane and may be taken to be irrotational, and the pressure at the free surface may be assumed to be constant.)
Fluid of density fills the region . At the -component of the velocity is , where . Find the resulting disturbance of the free surface, assuming this to be small. Explain physically why your answer has a singularity for a particular value of .
Paper 4, Section II, B
commentWrite down the velocity potential for a line source flow of strength located at in polar coordinates and derive the velocity components .
A two-dimensional flow field consists of such a source in the presence of a circular cylinder of radius centred at the origin. Show that the flow field outside the cylinder is the sum of the original source flow, together with that due to a source of the same strength at and another at the origin, of a strength to be determined.
Use Bernoulli's law to find the pressure distribution on the surface of the cylinder, and show that the total force exerted on it is in the -direction and of magnitude
where is the density of the fluid. Without evaluating the integral, show that it is positive. Comment on the fact that the force on the cylinder is therefore towards the source.
Paper 1, Section I, F
comment(i) Define the notion of curvature for surfaces embedded in .
(ii) Prove that the unit sphere in has curvature at all points.
Paper 2, Section II, F
commentSuppose that and that is the half-cone defined by , . By using an explicit smooth parametrization of , calculate the curvature of .
Describe the geodesics on . Show that for , no geodesic intersects itself, while for some geodesic does so.
Paper 3, Section I, F
comment(i) Write down the Poincaré metric on the unit disc model of the hyperbolic plane. Compute the hyperbolic distance from to , with .
(ii) Given a point in and a hyperbolic line in with not on , describe how the minimum distance from to is calculated. Justify your answer.
Paper 3, Section II, F
commentDescribe the hyperbolic metric on the upper half-plane . Show that any Möbius transformation that preserves is an isometry of this metric.
Suppose that are distinct and that the hyperbolic line through and meets the real axis at . Show that the hyperbolic distance between and is given by , where is the cross-ratio of the four points , taken in an appropriate order.
Paper 4, Section II, F
commentSuppose that is the unit disc, with Riemannian metric
[Note that this is not a multiple of the Poincaré metric.] Show that the diameters of are, with appropriate parametrization, geodesics.
Show that distances between points in are bounded, but areas of regions in are unbounded.
Paper 1, Section II, H
commentProve that the kernel of a group homomorphism is a normal subgroup of the group .
Show that the dihedral group of order 8 has a non-normal subgroup of order 2. Conclude that, for a group , a normal subgroup of a normal subgroup of is not necessarily a normal subgroup of .
Paper 2, Section I,
commentGive the definition of conjugacy classes in a group . How many conjugacy classes are there in the symmetric group on four letters? Briefly justify your answer.
Paper 2, Section II, H
commentFor ideals of a ring , their product is defined as the ideal of generated by the elements of the form where and .
(1) Prove that, if a prime ideal of contains , then contains either or .
(2) Give an example of and such that the two ideals and are different from each other.
(3) Prove that there is a natural bijection between the prime ideals of and the prime ideals of .
Paper 3, Section I, H
commentLet be the ring of integers or the polynomial ring . In each case, give an example of an ideal of such that the quotient ring has a non-trivial idempotent (an element with and ) and a non-trivial nilpotent element (an element with and for some positive integer ). Exhibit these elements and justify your answer.
Paper 3, Section II, H
commentLet be an integral domain and its group of units. An element of is irreducible if it is not a product of two elements in . When is Noetherian, show that every element of is a product of finitely many irreducible elements of .
Paper 4, Section I, H
commentLet be a free -module generated by and . Let be two non-zero integers, and be the submodule of generated by . Prove that the quotient module is free if and only if are coprime.
Paper 4, Section II,
commentLet , a 2-dimensional vector space over the field , and let
(1) List all 1-dimensional subspaces of in terms of . (For example, there is a subspace generated by
(2) Consider the action of the matrix group
on the finite set of all 1-dimensional subspaces of . Describe the stabiliser group of . What is the order of ? What is the order of ?
(3) Let be the subgroup of all elements of which act trivially on . Describe , and prove that is isomorphic to , the symmetric group on four letters.
Paper 1, Section I, F
commentSuppose that is the complex vector space of polynomials of degree at most in the variable . Find the Jordan normal form for each of the linear transformations and acting on .
Paper 1, Section II, F
commentLet denote the vector space of real matrices.
(1) Show that if , then is a positive-definite symmetric bilinear form on .
(2) Show that if , then is a quadratic form on . Find its rank and signature.
[Hint: Consider symmetric and skew-symmetric matrices.]
Paper 2, Section I, F
commentSuppose that is an endomorphism of a finite-dimensional complex vector space.
(i) Show that if is an eigenvalue of , then is an eigenvalue of .
(ii) Show conversely that if is an eigenvalue of , then there is an eigenvalue of with .
Paper 2, Section II, F
comment(i) Show that two complex matrices are similar (i.e. there exists invertible with ) if and only if they represent the same linear map with respect to different bases.
(ii) Explain the notion of Jordan normal form of a square complex matrix.
(iii) Show that any square complex matrix is similar to its transpose.
(iv) If is invertible, describe the Jordan normal form of in terms of that of .
Justify your answers.
Paper 3, Section II, F
commentSuppose that is a finite-dimensional vector space over , and that is a -linear map such that for some . Show that if is a subspace of such that , then there is a subspace of such that and .
[Hint: Show, for example by picking bases, that there is a linear map with for all . Then consider with
Paper 4, Section I, F
commentDefine the notion of an inner product on a finite-dimensional real vector space , and the notion of a self-adjoint linear map .
Suppose that is the space of real polynomials of degree at most in a variable . Show that
is an inner product on , and that the map :
is self-adjoint.
Paper 4, Section II, F
comment(i) Show that the group of orthogonal real matrices has a normal subgroup .
(ii) Show that if and only if is odd.
(iii) Show that if is even, then is not the direct product of with any normal subgroup.
[You may assume that the only elements of that commute with all elements of are .]
Paper 1, Section II, E
commentLet be a Markov chain.
(a) What does it mean to say that a state is positive recurrent? How is this property related to the equilibrium probability ? You do not need to give a full proof, but you should carefully state any theorems you use.
(b) What is a communicating class? Prove that if states and are in the same communicating class and is positive recurrent then is positive recurrent also.
A frog is in a pond with an infinite number of lily pads, numbered She hops from pad to pad in the following manner: if she happens to be on pad at a given time, she hops to one of pads with equal probability.
(c) Find the equilibrium distribution of the corresponding Markov chain.
(d) Now suppose the frog starts on pad and stops when she returns to it. Show that the expected number of times the frog hops is ! where What is the expected number of times she will visit the lily pad ?
Paper 2, Section II, E
commentLet be a simple, symmetric random walk on the integers , with and . For each integer , let . Show that is a stopping time.
Define a random variable by the rule
Show that is also a simple, symmetric random walk.
Let . Explain why for . By using the process constructed above, show that, for ,
and thus
Hence compute
when and are positive integers with . [Hint: if is even, then must be even, and if is odd, then must be odd.]
Paper 3, Section I, E
commentAn intrepid tourist tries to ascend Springfield's famous infinite staircase on an icy day. When he takes a step with his right foot, he reaches the next stair with probability , otherwise he falls down and instantly slides back to the bottom with probability . Similarly, when he steps with his left foot, he reaches the next stair with probability , or slides to the bottom with probability . Assume that he always steps first with his right foot when he is at the bottom, and alternates feet as he ascends. Let be his position after his th step, so that when he is on the stair , where 0 is the bottom stair.
(a) Specify the transition probabilities for the Markov chain for any .
(b) Find the equilibrium probabilities , for . [Hint:
(c) Argue that the chain is irreducible and aperiodic and evaluate the limit
for each .
Paper 4, Section I, E
commentConsider a Markov chain with state space and transition probabilities given by the following table.
\begin{tabular}{c|cccc} & & & & \ \hline & & & & 0 \ & 0 & & 0 & \ & & 0 & & \ & 0 & & 0 & \end{tabular}
By drawing an appropriate diagram, determine the communicating classes of the chain, and classify them as either open or closed. Compute the following transition and hitting probabilities:
for a fixed
for some .
Paper 1, Section II, A
comment(a) A function is periodic with period and has continuous derivatives up to and including the th derivative. Show by integrating by parts that the Fourier coefficients of
decay at least as fast as as
(b) Calculate the Fourier series of on .
(c) Comment on the decay rate of your Fourier series.
Paper 2, Section I, A
commentConsider the initial value problem
where is a second-order linear operator involving differentiation with respect to . Explain briefly how to solve this by using a Green's function.
Now consider
where is a constant, subject to the same initial conditions. Solve this using the Green's function, and explain how your answer is related to a problem in Newtonian dynamics.
Paper 2, Section II, B
commentExplain briefly the use of the method of characteristics to solve linear first-order partial differential equations.
Use the method to solve the problem
where is a constant, with initial condition .
By considering your solution explain:
(i) why initial conditions cannot be specified on the whole -axis;
(ii) why a single-valued solution in the entire plane is not possible if .
Paper 3, Section I, B
commentShow that Laplace's equation in polar coordinates has solutions proportional to for any constant .
Find the function satisfying Laplace's equation in the region , where .
[The Laplacian in polar coordinates is
Paper 3, Section II, A
comment(a) Put the equation
into Sturm-Liouville form.
(b) Suppose are eigenfunctions such that are bounded as tends to zero and
Identify the weight function and the most general boundary conditions on which give the orthogonality relation
(c) The equation
has a solution and a second solution which is not bounded at the origin. The zeros of arranged in ascending order are . Given that , show that the eigenvalues of the Sturm-Liouville problem in (b) are
(d) Using the differential equations for and and integration by parts, show that
Paper 4, Section I, A
comment(a) By considering strictly monotonic differentiable functions , such that the zeros satisfy but , establish the formula
Hence show that for a general differentiable function with only such zeros, labelled by ,
(b) Hence by changing to plane polar coordinates, or otherwise, evaluate,
Paper 4, Section II, B
commentDefining the function , prove Green's third identity for functions satisfying Laplace's equation in a volume with surface , namely
A solution is sought to the Neumann problem for in the half plane :
where . It is assumed that . Explain why this condition is necessary.
Construct an appropriate Green's function satisfying at , using the method of images or otherwise. Hence find the solution in the form
where is to be determined.
Now let
By expanding in inverse powers of , show that
Paper 1, Section II, H
commentLet and be continuous maps of topological spaces with .
(1) Suppose that (i) is path-connected, and (ii) for every , its inverse image is path-connected. Prove that is path-connected.
(2) Prove the same statement when "path-connected" is everywhere replaced by "connected".
Paper 2, Section I, H
commentOn the set of rational numbers, the 3 -adic metric is defined as follows: for , define and , where is the integer satisfying where is a rational number whose denominator and numerator are both prime to 3 .
(1) Show that this is indeed a metric on .
(2) Show that in , we have as while as . Let be the usual metric on . Show that neither the identity map nor its inverse is continuous.
Paper 3, Section I, H
commentLet be a topological space and be a set. Let be a surjection. The quotient topology on is defined as follows: a subset is open if and only if is open in .
(1) Show that this does indeed define a topology on , and show that is continuous when we endow with this topology.
(2) Let be another topological space and be a map. Show that is continuous if and only if is continuous.
Paper 4, Section II, H
comment(1) Prove that if is a compact topological space, then a closed subset of endowed with the subspace topology is compact.
(2) Consider the following equivalence relation on :
Let be the quotient space endowed with the quotient topology, and let be the canonical surjection mapping each element to its equivalence class. Let
(i) Show that is compact.
(ii) Assuming that is dense in , show that is bijective but not homeomorphic.
Paper 1, Section I, C
commentObtain the Cholesky decompositions of
What is the minimum value of for to be positive definite? Verify that if then is positive definite.
Paper 1, Section II, 18C
Let
be an inner product. The Hermite polynomials