Part IB, 2017
Part IB, 2017
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Paper 1, Section II, G
commentWhat does it mean to say that a real-valued function on a metric space is uniformly continuous? Show that a continuous function on a closed interval in is uniformly continuous.
What does it mean to say that a real-valued function on a metric space is Lipschitz? Show that if a function is Lipschitz then it is uniformly continuous.
Which of the following statements concerning continuous functions are true and which are false? Justify your answers.
(i) If is bounded then is uniformly continuous.
(ii) If is differentiable and is bounded, then is uniformly continuous.
(iii) There exists a sequence of uniformly continuous functions converging pointwise to .
Paper 2, Section I, G
commentLet . What does it mean to say that a sequence of real-valued functions on is uniformly convergent?
Let be functions.
(a) Show that if each is continuous, and converges uniformly on to , then is also continuous.
(b) Suppose that, for every converges uniformly on . Need converge uniformly on ? Justify your answer.
Paper 2, Section II, G
commentLet be a real vector space. What is a norm on ? Show that if is a norm on , then the maps for ) and (for ) are continuous with respect to the norm.
Let be a subset containing 0 . Show that there exists at most one norm on for which is the open unit ball.
Suppose that satisfies the following two properties:
if is a nonzero vector, then the line meets in a set of the form for some ;
if and then .
Show that there exists a norm for which is the open unit ball.
Identify in the following two cases:
(i) for all .
(ii) the interior of the square with vertices .
Let be the set
Is there a norm on for which is the open unit ball? Justify your answer.
Paper 3, Section I, G
commentWhat does it mean to say that a metric space is complete? Which of the following metric spaces are complete? Briefly justify your answers.
(i) with the Euclidean metric.
(ii) with the Euclidean metric.
(iii) The subset
with the metric induced from the Euclidean metric on .
Write down a metric on with respect to which is not complete, justifying your answer.
[You may assume throughout that is complete with respect to the Euclidean metric.
Paper 3, Section II, G
commentWhat is a contraction map on a metric space ? State and prove the contraction mapping theorem.
Let be a complete non-empty metric space. Show that if is a map for which some iterate is a contraction map, then has a unique fixed point. Show that itself need not be a contraction map.
Let be the function
Show that has a unique fixed point.
Paper 4, Section I, G
commentState the chain rule for the composition of two differentiable functions and .
Let be differentiable. For , let . Compute the derivative of . Show that if throughout , then for some function .
Paper 4, Section II, G
commentLet be a nonempty open set. What does it mean to say that a function is differentiable?
Let be a function, where is open. Show that if the first partial derivatives of exist and are continuous on , then is differentiable on .
Let be the function
Determine, with proof, where is differentiable.
Paper 3, Section II, F
commentLet be an entire function. Prove Taylor's theorem, that there exist complex numbers such that for all . [You may assume Cauchy's Integral Formula.]
For a positive real , let . Explain why we have
for all .
Now let and be fixed. For which entire functions do we have
Paper 4, Section I, 4F
commentLet be a star-domain, and let be a continuous complex-valued function on . Suppose that for every triangle contained in we have
Show that has an antiderivative on .
If we assume instead that is a domain (not necessarily a star-domain), does this conclusion still hold? Briefly justify your answer.
Paper 1, Section I, A
commentLet where . Suppose is an analytic function of in a domain of the complex plane.
Derive the Cauchy-Riemann equations satisfied by and .
For find a suitable function and domain such that is analytic in .
Paper 1, Section II, A
comment(a) Let be defined on the complex plane such that as and is analytic on an open set containing , where is a positive real constant.
Let be the horizontal contour running from to and let
By evaluating the integral, show that is analytic for .
(b) Let be defined on the complex plane such that as with . Suppose is analytic at all points except and which are simple poles with and .
Let be the horizontal contour running from to , and let
(i) Show that is analytic for .
(ii) Show that is analytic for .
(iii) Show that if then .
[You should be careful to make sure you consider all points in the required regions.]
Paper 2, Section II, 13A
commentState the residue theorem.
By considering
with a suitably chosen contour in the upper half plane or otherwise, evaluate the real integrals
and
where is taken to be the positive square root.
Paper 3, Section I, A
commentBy using the Laplace transform, show that the solution to
subject to the conditions and , is given by
when .
Paper 4, Section II, A
commentBy using Fourier transforms and a conformal mapping
with and , and a suitable real constant , show that the solution to
is given by
where is to be determined.
In the case of , give explicitly as a function of . [You need not evaluate the integral.]
Paper 1, Section II, C
commentWrite down Maxwell's equations for the electric field and the magnetic field in a vacuum. Deduce that both and satisfy a wave equation, and relate the wave speed to the physical constants and .
Verify that there exist plane-wave solutions of the form
where and are constant complex vectors, is a constant real vector and is a real constant. Derive the dispersion relation that relates the angular frequency of the wave to the wavevector , and give the algebraic relations between the vectors and implied by Maxwell's equations.
Let be a constant real unit vector. Suppose that a perfect conductor occupies the region with a plane boundary . In the vacuum region , a plane electromagnetic wave of the above form, with , is incident on the plane boundary. Write down the boundary conditions on and at the surface of the conductor. Show that Maxwell's equations and the boundary conditions are satisfied if the solution in the vacuum region is the sum of the incident wave given above and a reflected wave of the form
where
Paper 2, Section I,
commentState Gauss's Law in the context of electrostatics.
A spherically symmetric capacitor consists of two conductors in the form of concentric spherical shells of radii and , with . The inner sphere carries a charge and the outer sphere carries a charge . Determine the electric field and the electrostatic potential in the regions and . Show that the capacitance is
and calculate the electrostatic energy of the system in terms of and .
Paper 2, Section II, C
commentIn special relativity, the electromagnetic fields can be derived from a 4-vector potential . Using the Minkowski metric tensor and its inverse , state how the electromagnetic tensor is related to the 4-potential, and write out explicitly the components of both and in terms of those of and .
If is a Lorentz transformation of the spacetime coordinates from one inertial frame to another inertial frame , state how is related to .
Write down the Lorentz transformation matrix for a boost in standard configuration, such that frame moves relative to frame with speed in the direction. Deduce the transformation laws
where
In frame , an infinitely long wire of negligible thickness lies along the axis. The wire carries positive charges per unit length, which travel at speed in the direction, and negative charges per unit length, which travel at speed in the direction. There are no other sources of the electromagnetic field. Write down the electric and magnetic fields in in terms of Cartesian coordinates. Calculate the electric field in frame , which is related to by a boost by speed as described above. Give an explanation of the physical origin of your expression.
Paper 3, Section II, C
comment(i) Two point charges, of opposite sign and unequal magnitude, are placed at two different locations. Show that the combined electrostatic potential vanishes on a sphere that encloses only the charge of smaller magnitude.
(ii) A grounded, conducting sphere of radius is centred at the origin. A point charge is located outside the sphere at position vector . Formulate the differential equation and boundary conditions for the electrostatic potential outside the sphere. Using the result of part (i) or otherwise, show that the electric field outside the sphere is identical to that generated (in the absence of any conductors) by the point charge and an image charge located inside the sphere at position vector , provided that and are chosen correctly.
Calculate the magnitude and direction of the force experienced by the charge .
Paper 4 , Section I,
commentA thin wire, in the form of a closed curve , carries a constant current . Using either the Biot-Savart law or the magnetic vector potential, show that the magnetic field far from the loop is of the approximate form
where is the magnetic dipole moment of the loop. Derive an expression for in terms of and the vector area spanned by the curve .
Paper 1, Section I, D
commentFor each of the flows
(i)
(ii)
determine whether or not the flow is incompressible and/or irrotational. Find the associated velocity potential and/or stream function when appropriate. For either one of the flows, sketch the streamlines of the flow, indicating the direction of the flow.
Paper 1, Section II, D
commentA layer of thickness of fluid of density and dynamic viscosity flows steadily down and parallel to a rigid plane inclined at angle to the horizontal. Wind blows over the surface of the fluid and exerts a stress on the surface of the fluid in the upslope direction.
(a) Draw a diagram of this situation, including indications of the applied stresses and body forces, a suitable coordinate system and a representation of the expected velocity profile.
(b) Write down the equations and boundary conditions governing the flow, with a brief description of each, paying careful attention to signs. Solve these equations to determine the pressure and velocity fields.
(c) Determine the volume flux and show that there is no net flux if
Draw a sketch of the corresponding velocity profile.
(d) Determine the value of for which the shear stress on the rigid plane is zero and draw a sketch of the corresponding velocity profile.
Paper 2, Section I,
commentFrom Euler's equations describing steady inviscid fluid flow under the action of a conservative force, derive Bernoulli's equation for the pressure along a streamline of the flow, defining all variables that you introduce.
Water fills an inverted, open, circular cone (radius increasing upwards) of half angle to a height above its apex. At time , the tip of the cone is removed to leave a small hole of radius . Assuming that the flow is approximately steady while the depth of water is much larger than , show that the time taken for the water to drain is approximately
Paper 3, Section II, D
commentUse Euler's equations to derive the vorticity equation
where is the fluid velocity and is the vorticity.
Consider axisymmetric, incompressible, inviscid flow between two rigid plates at and in cylindrical polar coordinates , where is time. Using mass conservation, or otherwise, find the complete flow field whose radial component is independent of .
Now suppose that the flow has angular velocity and that when . Use the vorticity equation to determine the angular velocity for subsequent times as a function of . What physical principle does your result illustrate?
Paper 4, Section II, D
commentThe linearised equations governing the horizontal components of flow in a rapidly rotating shallow layer of depth , where , are
where is the constant Coriolis parameter, and is the unit vector in the vertical direction.
Use these equations, either in vector form or using Cartesian components, to show that the potential vorticity
is independent of time, where is the relative vorticity.
Derive the equation
In the case that , determine and sketch the dispersion relation for plane waves with , where is constant. Discuss the nature of the waves qualitatively: do long waves propagate faster or slower than short waves; how does the phase speed depend on wavelength; does rotation have more effect on long waves or short waves; how dispersive are the waves?
Paper 1, Section I, G
commentGive the definition for the area of a hyperbolic triangle with interior angles .
Let . Show that the area of a convex hyperbolic -gon with interior angles is .
Show that for every and for every with there exists a regular hyperbolic -gon with area .
Paper 2, Section II, G
commentLet be a hyperplane in , where is a unit vector and is a constant. Show that the reflection map
is an isometry of which fixes pointwise.
Let be distinct points in . Show that there is a unique reflection mapping to , and that if and only if and are equidistant from the origin.
Show that every isometry of can be written as a product of at most reflections. Give an example of an isometry of which cannot be written as a product of fewer than 3 reflections.
Paper 3, Section I, G
commentLet
be stereographic projection from the unit sphere in to the Riemann sphere . Show that if is a rotation of , then is a Möbius transformation of which can be represented by an element of . (You may assume without proof any result about generation of by a particular set of rotations, but should state it carefully.)
Paper 3, Section II, G
commentLet be a parametrised surface, where is an open set.
(a) Explain what are the first and second fundamental forms of the surface, and what is its Gaussian curvature. Compute the Gaussian curvature of the hyperboloid .
(b) Let and be parametrised curves in , and assume that
Find a formula for the first fundamental form, and show that the Gaussian curvature vanishes if and only if
Paper 4, Section II, G
commentWhat is a hyperbolic line in (a) the disc model (b) the upper half-plane model of the hyperbolic plane? What is the hyperbolic distance between two points in the hyperbolic plane? Show that if is any continuously differentiable curve with endpoints and then its length is at least , with equality if and only if is a monotonic reparametrisation of the hyperbolic line segment joining and .
What does it mean to say that two hyperbolic lines are (a) parallel (b) ultraparallel? Show that and are ultraparallel if and only if they have a common perpendicular, and if so, then it is unique.
A horocycle is a curve in the hyperbolic plane which in the disc model is a Euclidean circle with exactly one point on the boundary of the disc. Describe the horocycles in the upper half-plane model. Show that for any pair of horocycles there exists a hyperbolic line which meets both orthogonally. For which pairs of horocycles is this line unique?
Paper 1, Section II, 10E
comment(a) State Sylow's theorem.
(b) Let be a finite simple non-abelian group. Let be a prime number. Show that if divides , then divides where is the number of Sylow -subgroups of .
(c) Let be a group of order 48 . Show that is not simple. Find an example of which has no normal Sylow 2-subgroup.
Paper 2, Section I, E
comment(a) Define what is meant by a unique factorisation domain and by a principal ideal domain. State Gauss's lemma and Eisenstein's criterion, without proof.
(b) Find an example, with justification, of a ring and a subring such that
(i) is a principal ideal domain, and
(ii) is a unique factorisation domain but not a principal ideal domain.
Paper 2, Section II, E
commentLet be a commutative ring.
(a) Let be the set of nilpotent elements of , that is,
Show that is an ideal of .
(b) Assume is Noetherian and assume is a non-empty subset such that if , then . Let be an ideal of disjoint from . Show that there is a prime ideal of containing and disjoint from .
(c) Again assume is Noetherian and let be as in part (a). Let be the set of all prime ideals of . Show that
Paper 3, Section I, E
commentLet be a commutative ring and let be an -module. Show that is a finitely generated -module if and only if there exists a surjective -module homomorphism for some .
Find an example of a -module such that there is no surjective -module homomorphism but there is a surjective -module homomorphism which is not an isomorphism. Justify your answer.
Paper 3, Section II, E
comment(a) Define what is meant by a Euclidean domain. Show that every Euclidean domain is a principal ideal domain.
(b) Let be a prime number and let be a monic polynomial of positive degree. Show that the quotient ring is finite.
(c) Let and let be a non-zero prime ideal of . Show that the quotient is a finite ring.
Paper 4, Section I,
commentLet be a non-trivial finite -group and let be its centre. Show that . Show that if and if is not abelian, then .
Paper 4, Section II, E
comment(a) State (without proof) the classification theorem for finitely generated modules over a Euclidean domain. Give the statement and the proof of the rational canonical form theorem.
(b) Let be a principal ideal domain and let be an -submodule of . Show that is a free -module.
Paper 1, Section I, F
commentState and prove the Steinitz Exchange Lemma.
Deduce that, for a subset of , any two of the following imply the third:
(i) is linearly independent
(ii) is spanning
(iii) has exactly elements
Let be a basis of . For which values of do form a basis of
Paper 1, Section II, F
commentLet and be finite-dimensional real vector spaces, and let be a surjective linear map. Which of the following are always true and which can be false? Give proofs or counterexamples as appropriate.
(i) There is a linear map such that is the identity map on .
(ii) There is a linear map such that is the identity map on .
(iii) There is a subspace of such that the restriction of to is an isomorphism from to .
(iv) If and are subspaces of with then .
(v) If and are subspaces of with then .
Paper 2, Section I, F
commentState and prove the Rank-Nullity theorem.
Let be a linear map from to of rank 2 . Give an example to show that may be the direct sum of the kernel of and the image of , and also an example where this is not the case.
Paper 2, Section II, F
commentLet and be linear maps between finite-dimensional real vector spaces.
Show that the rank satisfies . Show also that . For each of these two inequalities, give examples to show that we may or may not have equality.
Now let have dimension and let be a linear map of rank such that . Find the rank of for each .
Paper 3, Section II, F
commentLet be a quadratic form on a finite-dimensional real vector space . Prove that there exists a diagonal basis for , meaning a basis with respect to which the matrix of is diagonal.
Define the rank and signature of in terms of this matrix. Prove that and are independent of the choice of diagonal basis.
In terms of , and the dimension of , what is the greatest dimension of a subspace on which is zero?
Now let be the quadratic form on given by . For which points in is it the case that there is some diagonal basis for containing ?
Paper 4, Section I, F
commentBriefly explain the Gram-Schmidt orthogonalisation process in a real finite-dimensional inner product space .
For a subspace of , define , and show that .
For which positive integers does
define an inner product on the space of all real polynomials of degree at most ?
Paper 4, Section II, F
commentWhat is the dual of a finite-dimensional real vector space ? If has a basis , define the dual basis, and prove that it is indeed a basis of .
[No results on the dimension of duals may be assumed without proof.]
Write down (without making a choice of basis) an isomorphism from to . Prove that your map is indeed an isomorphism.
Does every basis of arise as the dual basis of some basis of Justify your answer.
A subspace of is called separating if for every non-zero there is a with . Show that the only separating subspace of is itself.
Now let be the (infinite-dimensional) space of all real polynomials. Explain briefly how we may identify with the space of all real sequences. Give an example of a proper subspace of that is separating.
Paper 1, Section II, H
commentA rich and generous man possesses pounds. Some poor cousins arrive at his mansion. Being generous he decides to give them money. On day 1 , he chooses uniformly at random an integer between and 1 inclusive and gives it to the first cousin. Then he is left with pounds. On day 2 , he chooses uniformly at random an integer between and 1 inclusive and gives it to the second cousin and so on. If then he does not give the next cousin any money. His choices of the uniform numbers are independent. Let be his fortune at the end of day .
Show that is a Markov chain and find its transition probabilities.
Let be the first time he has 1 pound left, i.e. . Show that
Paper 2, Section II, H
commentLet be i.i.d. random variables with values in and . Moreover, suppose that the greatest common divisor of is 1 . Consider the following process
(a) Show that is a Markov chain and find its transition probabilities.
(b) Let . Find .
(c) Find the limit as of . State carefully any theorems from the course that you are using.
Paper 3, Section I, H
comment(a) What does it mean to say that a Markov chain is reversible?
(b) Let be a finite connected graph on vertices. What does it mean to say that is a simple random walk on ?
Find the unique invariant distribution of .
Show that is reversible when .
[You may use, without proof, results about detailed balance equations, but you should state them clearly.]
Paper 4, Section I,
commentProve that the simple symmetric random walk on is transient.
[Any combinatorial inequality can be used without proof.]
Paper 1, Section II, 14B
comment(a)
(i) Compute the Fourier transform of , where is a real positive constant.
(ii) Consider the boundary value problem
with real constant and boundary condition as .
Find the Fourier transform of and hence solve the boundary value problem. You should clearly state any properties of the Fourier transform that you use.
(b) Consider the wave equation
with initial conditions
Show that the Fourier transform of the solution with respect to the variable is given by
where and are the Fourier transforms of the initial conditions. Starting from derive d'Alembert's solution for the wave equation:
You should state clearly any properties of the Fourier transform that you use.
Paper 2, Section I, B
commentExpand as a Fourier series on .
By integrating the series show that on can be written as
where , should be determined and
By evaluating another way show that
Paper 2, Section II, A
commentLaplace's equation for in cylindrical coordinates , is
Use separation of variables to find an expression for the general solution to Laplace's equation in cylindrical coordinates that is -periodic in .
Find the bounded solution that satisfies
Paper 3, Section I, A
commentUsing the substitution , find that satisfies
with boundary data .
Paper 3, Section II, A
commentLet be the linear differential operator
where denotes differentiation with respect to .
Find the Green's function, , for satisfying the homogeneous boundary conditions .
Using the Green's function, solve
with boundary conditions . Here is the Heaviside step function having value 0 for and 1 for .
Paper 4, Section I, A
commentThe Legendre polynomials, for integers , satisfy the Sturm-Liouville equation
and the recursion formula
(i) For all , show that is a polynomial of degree with .
(ii) For all , show that and are orthogonal over the range when .
(iii) For each let
Assume that for each there is a constant such that for all . Determine for each .
Paper 4, Section II, B
comment(a)
(i) For the diffusion equation
with diffusion constant , state the properties (in terms of the Dirac delta function) that define the fundamental solution and the Green's function .
You are not required to give expressions for these functions.
(ii) Consider the initial value problem for the homogeneous equation:
and the forced equation with homogeneous initial condition (and given forcing term :
Given that and in part (i) are related by
(where is the Heaviside step function having value 0 for and 1 for , show how the solution of (B) can be expressed in terms of solutions of (A) with suitable initial conditions. Briefly interpret your expression.
(b) A semi-infinite conducting plate lies in the plane in the region . The boundary along the axis is perfectly insulated. Let denote standard polar coordinates on the plane. At time the entire plate is at temperature zero except for the region defined by and which has constant initial temperature . Subsequently the temperature of the plate obeys the two-dimensional heat equation with diffusion constant . Given that the fundamental solution of the twodimensional heat equation on is
show that the origin on the plate reaches its maximum temperature at time .
Paper 1, Section II, E
commentConsider and with their usual Euclidean topologies.
(a) Show that a non-empty subset of is connected if and only if it is an interval. Find a compact subset for which has infinitely many connected components.
(b) Let be a countable subset of . Show that is path-connected. Deduce that is not homeomorphic to .
Paper 2, Section I, E
commentLet be a function between metric spaces.
(a) Give the definition for to be continuous. Show that is continuous if and only if is an open subset of for each open subset of .
(b) Give an example of such that is not continuous but is an open subset of for every open subset of .
Paper 3, Section I,
commentLet and be topological spaces.
(a) Define what is meant by the product topology on . Define the projection maps and and show they are continuous.
(b) Consider in . Show that is Hausdorff if and only if is a closed subset of in the product topology.
Paper 4, Section II, E
commentLet be a continuous map between topological spaces.
(a) Assume is compact and that is a closed subset. Prove that and are both compact.
(b) Suppose that
(i) is compact for each , and
(ii) if is any closed subset of , then is a closed subset of .
Show that if is compact, then is compact.
Hint: Given an open cover , find a finite subcover, say , for each ; use closedness of and property (ii) to produce an open cover of .]
Paper 1, Section I, C
commentGiven real points , define the Lagrange cardinal polynomials . Let be the polynomial of degree that interpolates the function at these points. Express in terms of the values , and the Lagrange cardinal polynomials.
Define the divided difference and give an expression for it in terms of and . Prove that
for some number .
Paper 1, Section II, C
commentA three-stage explicit Runge-Kutta method for solving the autonomous ordinary differential equation
is given by
where
and is the time-step. Derive sufficient conditions on the coefficients , and for the method to be of third order.
Assuming that these conditions hold, verify that belongs to the linear stability domain of the method.
Paper 2, Section II, C
commentDefine the linear least-squares problem for the equation , where is an matrix with is a given vector and is an unknown vector.
If , where is an orthogonal matrix and is an upper triangular matrix in standard form, explain why the least-squares problem is solved by minimizing the Euclidean norm .
Using the method of Householder reflections, find a QR factorization of the matrix
Hence find the solution of the least-squares problem in the case
Paper 3, Section II, C
commentLet be the th monic orthogonal polynomial with respect to the inner product
on , where is a positive weight function.
Prove that, for has distinct zeros in the interval .
Let be distinct points. Show that the quadrature formula
is exact for all if the weights are chosen to be
Show further that the quadrature formula is exact for all if the nodes are chosen to be the zeros of (Gaussian quadrature). [Hint: Write as , where .]
Use the Peano kernel theorem to write an integral expression for the approximation error of Gaussian quadrature for sufficiently differentiable functions. (You should give a formal expression for the Peano kernel but are not required to evaluate it.)
Paper 4, Section I, C
commentFor the matrix
find a factorization of the form
where is diagonal and is lower triangular with ones on its diagonal.
For what values of is positive definite?
In the case find the Cholesky factorization of .
Paper 1, Section I, H
commentSolve the following linear programming problem using the simplex method:
Suppose we now subtract from the right hand side of the last two constraints. Find the new optimal value.
Paper 2, Section I, H
commentConsider the following optimization problem
(a) Write down the Lagrangian for this problem. State the Lagrange sufficiency theorem.
(b) Formulate the dual problem. State and prove the weak duality property.
Paper 3, Section II, H
comment(a) Explain what is meant by a two-person zero-sum game with payoff matrix and define what is an optimal strategy (also known as a maximin strategy) for each player.
(b) Suppose the payoff matrix is antisymmetric, i.e. and for all . What is the value of the game? Justify your answer.
(c) Consider the following two-person zero-sum game. Let . Both players simultaneously call out one of the numbers . If the numbers differ by one, the player with the higher number wins from the other player. If the players' choices differ by 2 or more, the player with the higher number pays to the other player. In the event of a tie, no money changes hands.
Write down the payoff matrix.
For the case when find the value of the game and an optimal strategy for each player.
Find the value of the game and an optimal strategy for each player for all .
[You may use results from the course provided you state them clearly.]
Paper 4, Section II, H
comment(a) Let be a flow network with capacities on the edges. Explain the maximum flow problem on this network defining all the notation you need.
(b) Describe the Ford-Fulkerson algorithm for finding a maximum flow and state the max-flow min-cut theorem.
(c) Apply the Ford-Fulkerson algorithm to find a maximum flow and a minimum cut of the following network:
(d) Suppose that we add to each capacity of a flow network. Is it true that the maximum flow will always increase by ? Justify your answer.
Paper 1, Section II, B
commentConsider the time-independent Schrödinger equation in one dimension for a particle of mass with potential .
(a) Show that if the potential is an even function then any non-degenerate stationary state has definite parity.
(b) A particle of mass is subject to the potential given by
where and are real positive constants and is the Dirac delta function.
Derive the conditions satisfied by the wavefunction around the points .
Show (using a graphical method or otherwise) that there is a bound state of even parity for any , and that there is an odd parity bound state only if . [Hint: You may assume without proof that the functions and are monotonically increasing for .]
Paper 2, Section II, B
comment(a) The potential for the one-dimensional harmonic oscillator is . By considering the associated time-independent Schrödinger equation for the wavefunction with substitutions
show that the allowed energy levels are given by for [You may assume without proof that must be a polynomial for to be normalisable.]
(b) Consider a particle with charge and mass subject to the one-dimensional harmonic oscillator potential . You may assume that the normalised ground state of this potential is
The particle is in the stationary state corresponding to when at time , an electric field of constant strength is turned on, adding an extra term to the harmonic potential.
(i) Using the result of part (a) or otherwise, find the energy levels of the new potential.
(ii) Show that the probability of finding the particle in the ground state immediately after is given by . [You may assume that .]
Paper 3, Section I, B
commentA particle of mass is confined to a one-dimensional box . The potential is zero inside the box and infinite outside.
(a) Find the allowed energies of the particle and the normalised energy eigenstates.
(b) At time the particle has wavefunction that is uniform in the left half of the box i.e. for and for . Find the probability that a measurement of energy at time will yield a value less than .
Paper 3, Section II, B
comment(a) Given the position and momentum operators and (for in three dimensions, define the angular momentum operators and the total angular momentum .
Show that is Hermitian.
(b) Derive the generalised uncertainty relation for the observables and in the form
for any state and a suitable expression that you should determine. [Hint: It may be useful to consider the operator .]
(c) Consider a particle with wavefunction
where and and are real positive constants.
Show that is an eigenstate of total angular momentum and find the corresponding angular momentum quantum number . Find also the expectation value of a measurement of on the state .
Paper 4, Section I, B
comment(a) Give a physical interpretation of the wavefunction (where and are real constants).
(b) A particle of mass and energy is incident from the left on the potential step
with .
State the conditions satisfied by a stationary state at the point .
Compute the probability that the particle is reflected as a function of , and compare your result with the classical case.
Paper 1, Section I, H
comment(a) State and prove the Rao-Blackwell theorem.
(b) Let be an independent sample from with to be estimated. Show that is an unbiased estimator of and that is a sufficient statistic.
What is
Paper 1, Section II, H
comment(a) Give the definitions of a sufficient and a minimal sufficient statistic for an unknown parameter .
Let be an independent sample from the geometric distribution with success probability and mean , i.e. with probability mass function
Find a minimal sufficient statistic for . Is your statistic a biased estimator of
[You may use results from the course provided you state them clearly.]
(b) Define the bias of an estimator. What does it mean for an estimator to be unbiased?
Suppose that has the truncated Poisson distribution with probability mass function
Show that the only unbiased estimator of based on is obtained by taking if is odd and if is even.
Is this a useful estimator? Justify your answer.
Paper 2, Section I, 8H
comment(a) Define a confidence interval for an unknown parameter .
(b) Let be i.i.d. random variables with distribution with unknown. Find a confidence interval for .
[You may use the fact that
(c) Let be independent with to be estimated. Find a confidence interval for .
Suppose that we have two observations and . What might be a better interval to report in this case?
Paper 3, Section II,
commentConsider the general linear model
where is a known matrix of full rank with known and is an unknown vector.
(a) State without proof the Gauss-Markov theorem.
Find the maximum likelihood estimator for . Is it unbiased?
Let be any unbiased estimator for which is linear in . Show that
for all .
(b) Suppose now that and that and are both unknown. Find the maximum likelihood estimator for . What is the joint distribution of and in this case? Justify your answer.
Paper 4, Section II, H
comment(a) State and prove the Neyman-Pearson lemma.
(b) Let be a real random variable with density with
Find a most powerful test of size of versus .
Find a uniformly most powerful test of size of versus .
Paper 1, Section I, D
commentDerive the Euler-Lagrange equation for the function that gives a stationary value of
where is a bounded domain in the -plane and is fixed on the boundary .
Find the equation satisfied by the function that gives a stationary value of
where is a constant and is prescribed on .
Paper 2, Section II, D
commentA proto-planet of mass in a uniform galactic dust cloud has kinetic and potential energies
where is constant. State Hamilton's principle and use it to determine the equations of motion for the proto-planet.
Write down two conserved quantities of the motion and state why their existence illustrates Noether's theorem.
Determine the Hamiltonian of this system, where and are the conjugate momenta corresponding to .
Write down Hamilton's equations for this system and use them to show that
and is a constant. With the aid of a diagram, explain why there is a stable circular orbit.
Paper 3, Section , D
comment(a) A Pringle crisp can be defined as the surface
Use the method of Lagrange multipliers to find the minimum and maximum values of on the boundary of the Pringle crisp and the positions where these occur.
(b) A farmer wishes to construct a grain silo in the form of a hollow vertical cylinder of radius and height with a hollow hemispherical cap of radius on top of the cylinder. The walls of the cylinder cost per unit area to construct and the surface of the cap costs per unit area to construct. Given that a total volume is desired for the silo, what values of and should be chosen to minimise the cost?
Paper 4, Section II,
commentConsider the functional
of a function defined for , with having fixed values at and .
By considering , where is an arbitrary function with and , determine that the second variation of is
The surface area of an axisymmetric soap film joining two parallel, co-axial, circular rings of radius a distance apart can be expressed by the functional
where is distance in the axial direction and is radial distance from the axis. Show that the surface area is stationary when
where is a constant that need not be determined, and that the stationary area is a local minimum if
for all functions that vanish at , where .