Part II, 2009, Paper 3
Part II, 2009, Paper 3
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Paper 3, Section II, G
commentLet be a smooth projective curve, and let be an effective divisor on . Explain how defines a morphism from to some projective space. State the necessary and sufficient conditions for to be finite. State the necessary and sufficient conditions for to be an isomorphism onto its image.
Let have genus 2 , and let be an effective canonical divisor. Show that the morphism is a morphism of degree 2 from to .
By considering the divisor for points with , show that there exists a birational morphism from to a singular plane quartic.
[You may assume the Riemann-Roch Theorem.]
Paper 3, Section II, G
comment(i) Suppose that and are chain complexes, and are chain maps. Define what it means for and to be chain homotopic.
Show that if and are chain homotopic, and are the induced maps, then .
(ii) Define the Euler characteristic of a finite chain complex.
Given that one of the sequences below is exact and the others are not, which is the exact one?
Justify your choice.
Paper 3, Section II, D
commentAn electron of charge and mass is subject to a magnetic field of the form , where is everywhere greater than some positive constant . In a stationary state of energy , the electron's wavefunction satisfies
where is the vector potential and and are the Pauli matrices.
Assume that the electron is in a spin down state and has no momentum along the -axis. Show that with a suitable choice of gauge, and after separating variables, equation (*) can be reduced to
where depends only on is a rescaled energy, and a rescaled magnetic field strength. What is the relationship between and ?
Show that can be factorized in the form where
for some function , and deduce that is non-negative.
Show that zero energy states exist for all and are therefore infinitely degenerate.
Paper 3, Section II, J
comment(a) Define the Poisson process with rate , in terms of its holding times. Show that for all times has a Poisson distribution, with a parameter which you should specify.
(b) Let be a random variable with probability density function
Prove that is distributed as the sum of three independent exponential random variables of rate . Calculate the expectation, variance and moment generating function of .
Consider a renewal process with holding times having density . Prove that the renewal function has the form
where and is the Poisson process of rate .
(c) Consider the delayed renewal process with holding times where , are the holding times of from (b). Specify the distribution of for which the delayed process becomes the renewal process in equilibrium.
[You may use theorems from the course provided that you state them clearly.]
Paper 3, Section II, A
commentConsider the contour-integral representation
of the Bessel function for real , where is any contour from to .
Writing , give in terms of the real quantities the equation of the steepest-descent contour from to which passes through .
Deduce the leading term in the asymptotic expansion of , valid as
Paper 3, Section I, E
comment(a) Show that the principal moments of inertia of a uniform circular cylinder of radius , length and mass about its centre of mass are and , with the axis being directed along the length of the cylinder.
(b) Euler's equations governing the angular velocity of an arbitrary rigid body as viewed in the body frame are
and
Show that, for the cylinder of part is constant. Show further that, when , the angular momentum vector precesses about the axis with angular velocity given by
Paper 3, Section I,
commentDefine a binary code of length 15 with information rate which will correct single errors. Show that it has the rate stated and give an explicit procedure for identifying the error. Show that the procedure works.
[Hint: You may wish to imitate the corresponding discussion for a code of length 7 .]
Paper 3, Section I, D
comment(a) Write down an expression for the total gravitational potential energy of a spherically symmetric star of outer radius in terms of its mass density and the total mass inside a radius , satisfying the relation .
An isotropic mass distribution obeys the pressure-support equation,
where is the pressure. Multiply this expression by and integrate with respect to to derive the virial theorem relating the kinetic and gravitational energy of the star
where you may assume for a non-relativistic ideal gas that , with the average pressure.
(b) Consider a white dwarf supported by electron Fermi degeneracy pressure , where is the electron mass and is the number density. Assume a uniform density , so the total mass of the star is given by where is the proton mass. Show that the total energy of the white dwarf can be written in the form
where are positive constants which you should specify. Deduce that the white dwarf has a stable radius at which the energy is minimized, that is,
Paper 3, Section II, D
commentIn the Zel'dovich approximation, particle trajectories in a flat expanding universe are described by , where is the scale factor of the universe, is the unperturbed comoving trajectory and is the comoving displacement. The particle equation of motion is
where is the mass density, is the pressure and is the Newtonian potential which satisfies the Poisson equation .
(i) Show that the fractional density perturbation and the pressure gradient are given by
where has components is the homogeneous background density and is the sound speed. [You may assume that the Jacobian for
Use this result to integrate the Poisson equation once and obtain then the evolution equation for the comoving displacement:
[You may assume that the integral of is , that is irrotational and that the Raychaudhuri equation is for .]
Consider the Fourier expansion of the density perturbation using the comoving wavenumber and obtain the evolution equation for the mode :
(ii) Consider a flat matter-dominated universe with (background density and with an equation of state to show that becomes
where the constant . Seek power law solutions of the form to find the growing and decaying modes
Paper 3, Section II, H
comment(a) State and prove the Theorema Egregium.
(b) Let be a minimal surface without boundary in which is closed as a subset of , and assume that is not contained in a closed ball. Let be a plane in with the property that as , where for ,
Here denotes the Euclidean distance between and and . Assume moreover that contains no planar points. Show that intersects .
Paper 3, Section I, E
commentConsider the one-dimensional real map , where . Locate the fixed points and explain for what ranges of the parameter each fixed point exists. For what range of does map the open interval into itself?
Determine the location and type of all the bifurcations from the fixed points which occur. Sketch the location of the fixed points in the plane, indicating stability.
Paper 3, Section II, E
commentConsider the dynamical system
where and .
(i) Find and classify the fixed points. Show that a bifurcation occurs when .
(ii) After shifting coordinates to move the relevant fixed point to the origin, and setting , carry out an extended centre manifold calculation to reduce the two-dimensional system to one of the canonical forms, and hence determine the type of bifurcation that occurs when . Sketch phase portraits in the cases and .
(iii) Sketch the phase portrait in the case . Prove that periodic orbits exist if and only if .
Paper 3, Section II, C
commentA particle of charge of moves along a trajectory in spacetime where is the proper time on the particle's world-line.
Explain briefly why, in the gauge , the potential at the spacetime point is given by
Evaluate this integral for a point charge moving relativistically along the -axis, , at constant velocity so that
Check your result by starting from the potential of a point charge at rest
and making an appropriate Lorentz transformation.
Paper 3, Section II, E
commentAn axisymmetric incompressible Stokes flow has the Stokes stream function in spherical polar coordinates . Give expressions for the components and of the flow field in terms of , and show that
where
Write down the equation satisfied by .
Verify that the Stokes stream function
represents the Stokes flow past a stationary sphere of radius , when the fluid at large distance from the sphere moves at speed along the axis of symmetry.
A sphere of radius a moves vertically upwards in the direction at speed through fluid of density and dynamic viscosity , towards a free surface at . Its distance from the surface is much greater than . Assuming that the surface remains flat, show that the conditions of zero vertical velocity and zero tangential stress at can be approximately met for large by combining the Stokes flow for the sphere with that of an image sphere of the same radius located symmetrically above the free surface. Hence determine the leading-order behaviour of the horizontal flow on the free surface as a function of , the horizontal distance from the sphere's centre line.
What is the size of the next correction to your answer as a power of [Detailed calculation is not required.]
[Hint: For an axisymmetric vector field ,
Paper 3, Section , B
commentSuppose that the real function satisfies Laplace's equation in the upper half complex -plane, , where
The function can then be expressed in terms of the Poisson integral
By employing the formula
where is a complex constant with , show that the analytic function whose real part is is given by
where is a real constant.
Paper 3, Section II, H
commentLet , the function field in one variable, and let . The group acts as automorphisms of by . Show that , where .
[State clearly any theorems you use.]
Is a separable extension?
Now let
and let act on by . (The group structure on is given by matrix multiplication.) Compute . Describe your answer in the form for an explicit .
Is a Galois extension? Find the minimum polynomial for over the field .
Paper 3, Section I, F
commentExplain why there are discrete subgroups of the Möbius group which abstractly are free groups of rank 2 .
Paper 3, Section II, F
comment(a) State Brooks' theorem concerning the chromatic number of a graph . Prove it in the case when is 3-connected.
[If you wish to assume that is regular, you should explain why this assumption is justified.]
(b) State Vizing's theorem concerning the edge-chromatic number of a graph .
(c) Are the following statements true or false? Justify your answers.
(1) If is a connected graph on more than two vertices then .
(2) For every ordering of the vertices of a graph , if we colour using the greedy algorithm (on this ordering) then the number of colours we use is at most .
(3) For every ordering of the edges of a graph , if we edge-colour using the greedy algorithm (on this ordering) then the number of colours we use is at most .
Paper 3, Section II, B
commentConsider the partial differential equation
where and are non-negative integers.
(i) Find a Lie point symmetry of of the form
where are non-zero constants, and find a vector field generating this symmetry. Find two more vector fields generating Lie point symmetries of (*) which are not of the form and verify that the three vector fields you have found form a Lie algebra.
(ii) Put in a Hamiltonian form.
Paper 3, Section II, H
comment(a) State the Arzela-Ascoli theorem, explaining the meaning of all concepts involved.
(b) Prove the Arzela-Ascoli theorem.
(c) Let be a compact topological space. Let be a sequence in the Banach space of real-valued continuous functions over equipped with the supremum norm . Assume that for every , the sequence is monotone increasing and that for some . Show that as .
Paper 3, Section II, G
commentLet be a subset of a (von Neumann) ordinal taken with the induced ordering. Using the recursion theorem or otherwise show that is order isomorphic to a unique ordinal . Suppose that . Show that .
Suppose that is an increasing sequence of subsets of , with an initial segment of whenever . Show that . Does this result still hold if the condition on initial segments is omitted? Justify your answer.
Suppose that is a decreasing sequence of subsets of . Why is the sequence eventually constant? Is it the case that ? Justify your answer.
Paper 3, Section I, A
commentConsider an organism moving on a one-dimensional lattice of spacing , taking steps either to the right or the left at regular time intervals . In this random walk there is a slight bias to the right, that is the probabilities of moving to the right and left, and , are such that , where . Write down the appropriate master equation for this process. Show by taking the continuum limit in space and time that , the probability that an organism initially at is at after time , obeys
Express the constants and in terms of and .
Paper 3, Section II, A
commentAn activator-inhibitor reaction diffusion system in dimensionless form is given by
where and are positive constants. Which is the activitor and which the inhibitor? Determine the positive steady states and show, by an examination of the eigenvalues in a linear stability analysis of the spatially uniform situation, that the reaction kinetics is stable if .
Determine the conditions for the steady state to be driven unstable by diffusion. Show that the parameter domain for diffusion-driven instability is given by , , and sketch the parameter space in which diffusion-driven instability occurs. Further show that at the bifurcation to such an instability the critical wave number is given by .
Paper 3, Section I, G
commentFor any integer , define , where the sum is taken over all primes . Put . By studying the integer
where is an integer, prove that
Deduce that
for all .
Paper 3, Section II, G
commentLet be an odd prime. Prove that there is an equal number of quadratic residues and non-residues in the set .
If is an integer prime to , let be an integer such that . Prove that
and deduce that
Paper 3, Section II, B
commentProve that all Toeplitz tridiagonal matrices of the form
share the same eigenvectors , with the components , where , and find their eigenvalues.
The advection equation
is approximated by the Crank-Nicolson scheme
where , and is an approximation to . Assuming that , show that the above scheme can be written in the form
where and the real matrices and should be found. Using matrix analysis, find the range of for which the scheme is stable. [Fourier analysis is not acceptable.]
Paper 3, Section II, I
commentTwo scalar systems have dynamics
where and are independent sequences of independent and identically distributed random variables of mean 0 and variance 1 . Let
where is a policy in which depends on only .
Show that is a solution to the optimality equation satisfied by , for some and which you should find.
Find the optimal controls.
State a theorem that justifies .
For each of the two cases (a) and (b) , find controls which minimize
Paper 3, Section II, B
comment(a) Consider the nonlinear elliptic problem
Let for all . Prove that there exists at most one classical solution.
[Hint: Use the weak maximum principle.]
(b) Let be a radial function. Prove that the Fourier transform of is radial too.
(c) Let be a radial function. Solve
by Fourier transformation and prove that is a radial function.
(d) State the Lax-Milgram lemma and explain its use in proving the existence and uniqueness of a weak solution of
where bounded, for all and .
Paper 3, Section II, C
comment(i) Consider two quantum systems with angular momentum states and . The eigenstates corresponding to their combined angular momentum can be written as
where are Clebsch-Gordan coefficients for addition of angular momenta one and . What are the possible values of and how must and be related for ?
Construct all states in terms of product states in the case .
(ii) A general stationary state for an electron in a hydrogen atom is specified by the principal quantum number in addition to the labels and corresponding to the total orbital angular momentum and its component in the 3-direction (electron spin is ignored). An oscillating electromagnetic field can induce a transition to a new state and, in a suitable approximation, the amplitude for this to occur is proportional to
where are components of the electron's position. Give clear but concise arguments based on angular momentum which lead to conditions on and for the amplitude to be non-zero.
Explain briefly how parity can be used to obtain an additional selection rule.
[Standard angular momentum states are joint eigenstates of and , obeying
You may also assume that and have commutation relations with orbital angular momentum given by
Units in which are to be used throughout. ]
Paper 3, Section II, I
commentWhat is meant by an equaliser decision rule? What is meant by an extended Bayes rule? Show that a decision rule that is both an equaliser rule and extended Bayes is minimax.
Let be independent and identically distributed random variables with the normal distribution , and let . It is desired to estimate with loss function .
Suppose the prior distribution is . Find the Bayes act and the Bayes loss posterior to observing . What is the Bayes risk of the Bayes rule with respect to this prior distribution?
Show that the rule that estimates by is minimax.
Paper 3, Section II, J
commentState and prove the first and second Borel-Cantelli lemmas.
Let be a sequence of independent Cauchy random variables. Thus, each is real-valued, with density function
Show that
for some constant , to be determined.
Paper 3, Section II, F
commentLet . Let be the complex vector space of homogeneous polynomials of degree in two variables . Define the usual left action of on and denote by the representation induced by this action. Describe the character afforded by .
Quoting carefully any results you need, show that
(i) The representation has dimension and is irreducible for ;
(ii) Every finite-dimensional continuous irreducible representation of is one of the ;
(iii) is isomorphic to its dual .
Paper 3, Section II, G
comment(i) Let . Show that the unit circle is the natural boundary of the function element , where .
(ii) Let be a connected Riemann surface and a function element on into . Define a germ of at a point . Let be the set of all the germs of function elements on into . Describe the topology and the complex structure on , and show that is a covering of (in the sense of complex analysis). Show that there is a oneto-one correspondence between complete holomorphic functions on into and the connected components of . [You are not required to prove that the topology on is secondcountable.]
Paper 3, Section , I
commentConsider the linear model , where and is an matrix of full rank . Suppose that the parameter is partitioned into sets as follows: . What does it mean for a pair of sets , to be orthogonal? What does it mean for all sets to be mutually orthogonal?
In the model
where are independent and identically distributed, find necessary and sufficient conditions on for and to be mutually orthogonal.
If and are mutually orthogonal, what consequence does this have for the joint distribution of the corresponding maximum likelihood estimators and ?
Paper 3, Section II, D
commentConsider an ideal Bose gas in an external potential such that the resulting density of single particle states is given by
where is a positive constant.
(i) Derive an expression for the critical temperature for Bose-Einstein condensation of a gas of of these atoms.
[Recall
(ii) What is the internal energy of the gas in the condensed state as a function of and ?
(iii) Now consider the high temperature, classical limit instead. How does the internal energy depend on and ?
Paper 3, Section II, J
commentWhat is a Brownian motion? State the assumptions of the Black-Scholes model of an asset price, and derive the time- 0 price of a European call option struck at , and expiring at .
Find the time- 0 price of a European call option expiring at , but struck at , where , and is the price of the underlying asset at time .
Paper 3, Section I,
comment(a) If is continuous, prove that there exists a sequence of polynomials such that uniformly on compact subsets of .
(b) If is continuous and bounded, prove that there exists a sequence of polynomials such that are uniformly bounded on and uniformly on compact subsets of .
Paper 3, Section II, F
comment(a) State Runge's theorem on uniform approximation of analytic functions by polynomials.
(b) Let be an unbounded, connected, proper open subset of . For any given compact set and any , show that there exists a sequence of complex polynomials converging uniformly on to the function .
(c) Give an example, with justification, of a connected open subset of , a compact subset of and a point such that there is no sequence of complex polynomials converging uniformly on to the function .
Paper 3, Section II, A
commentStarting from the equations of motion for an inviscid, incompressible, stratified fluid of density , where is the vertical coordinate, derive the dispersion relation
for small amplitude internal waves of wavenumber , where is the constant Brunt-Väisälä frequency (which should be defined), explaining any approximations you make. Describe the wave pattern that would be generated by a small body oscillating about the origin with small amplitude and frequency , the fluid being otherwise at rest.
The body continues to oscillate when the fluid has a slowly-varying velocity , where . Show that a ray which has wavenumber with at will propagate upwards, but cannot go higher than , where
Explain what happens to the disturbance as approaches .