List IB

MATHEMATICAL TRIPOS Part IB 2019
List of Courses
Analysis II
Complex Analysis
Complex Analysis or Complex Methods
Complex Methods
Electromagnetism
Fluid Dynamics
Geometry
Groups, Rings and Modules
Linear Algebra
Markov Chains
Methods
Metric and Topological Spaces
Numerical Analysis
Optimisation
Quantum Mechanics
Statistics
Variational Principles
Part IB, 2019 List of Questions [TURN OVER

2
Paper 3, Section I
2E Analysis II
(a) Let A ⊂ R. What does it mean for a function f : A → R to be uniformly
continuous?
(b) Which of the following functions are uniformly continuous? Briefly justify your
answers.
(i) f (x) = x2 on R.
√
(ii) f (x) = x on [0, ∞).
(iii) f (x) = cos(1/x) on [1, ∞).
Paper 4, Section I
3E Analysis II
Let A ⊂ R. What does it mean to say that a sequence of real-valued functions on
A is uniformly convergent?
(i) If a sequence (fn ) of real-valued functions on A converges uniformly to f , and each

fn is continuous, must f also be continuous?
(ii) Let fn (x) = e−nx . Does the sequence (fn ) converge uniformly on [0, 1]?
(iii) If a sequence (fn ) of real-valued functions on [−1, 1] converges uniformly to f , and

each fn is differentiable, must f also be differentiable?
Give a proof or counterexample in each case.
Paper 2, Section I
3E Analysis II
Consider the map f : R2 → R2 given by
f (x, y) = (x1/3 + y 2 , y 5 )
where x1/3 denotes the unique real cube root of x ∈ R.

(a) At what points is f continuously differentiable? Calculate its derivative there.
(b) Show that f has a local differentiable inverse near any (x, y) with xy 6= 0.
You should justify your answers, stating accurately any results that you require.
Part IB, 2019 List of Questions

3
Paper 1, Section II
11E Analysis II
Let A ⊂ Rn be an open subset. State what it means for a function f : A → Rm to
be differentiable at a point p ∈ A, and define its derivative Df (p).
State and prove the chain rule for the derivative of g ◦ f , where g : Rm → Rr is a
differentiable function.
Let M = Mn (R) be the vector space of n × n real-valued matrices, and V ⊂ M the
open subset consisting of all invertible ones. Let f : V → V be given by f (A) = A−1 .
(a) Show that f is differentiable at the identity matrix, and calculate its derivative.
(b) For C ∈ V , let lC , rC : M → M be given by lC (A) = CA and rC (A) = AC.
Show that rC ◦ f ◦ lC = f on V . Hence or otherwise, show that f is differentiable at any
point of V , and calculate Df (C)(h) for h ∈ M .
Paper 4, Section II
12E Analysis II
(a) (i) Show that a compact metric space must be complete.
(ii) If a metric space is complete and bounded, must it be compact? Give a

proof or counterexample.
(b) A metric space (X, d) is said to be Stotally bounded if for all ǫ > 0, there exists
N ∈ N and {x1 , . . . , xN } ⊂ X such that X = Ni=1 Bǫ (xi ).
(i) Show that a compact metric space is totally bounded.
(ii) Show that a complete, totally bounded metric space is compact.

[Hint: If (xn ) is Cauchy, then there is a subsequence (xnj ) such that
X
d(xnj+1 , xnj ) < ∞ .]
j
(iii) Consider the space C[0, 1] of continuous functions f : [0, 1] → R, with the
metric Z 1
d(f, g) = min |f (t) − g(t)|dt, 1 .
0
Is this space compact? Justify your answer.

4
Paper 3, Section II
12E Analysis II
(a) Carefully state the Picard–Lindelöf theorem on solutions to ordinary differential
equations.
(b) Let X = C([1, b], Rn ) be the set of continuous functions from a closed interval
[1, b] to Rn , and let || · || be a norm on Rn .
(i) Let f ∈ X. Show that for any c ∈ [0, ∞) the norm
||f ||c = sup ||f (t)t−c ||

t∈[1,b]
is Lipschitz equivalent to the usual sup norm on X.
(ii) Assume that F : [1, b] × Rn → Rn is continuous and Lipschitz in the second

variable, i.e. there exists M > 0 such that
kF (t, x) − F (t, y)k 6 M kx − yk
for all t ∈ [1, b] and all x, y ∈ Rn . Define ϕ : X → X by

Z t
ϕ(f )(t) = F (l, f (l)) dl
1
for t ∈ [1, b].

Show that there is a choice of c such that ϕ is a contraction on (X, || · ||c ).
Deduce that for any y0 ∈ Rn , the differential equation
Df (t) = F (t, f (t))
has a unique solution on [1, b] with f (1) = y0 .

5
Paper 2, Section II
12E Analysis II
(a) (i) Define what it means for two norms on a vector space to be Lipschitz
equivalent.
(ii) Show that any two norms on a finite-dimensional vector space are Lipschitz
equivalent.
(iii) Show that if two norms ||·||, ||·||′ on a vector space V are Lipschitz equivalent
then the following holds: for any sequence (vn ) in V , (vn ) is Cauchy with
respect to || · || if and only if it is Cauchy with respect to || · ||′ .
P
(b) Let V be the vector space of real sequences x = (xi ) such that |xi | < ∞. Let
||x||∞ = sup{|xi | : i ∈ N},
and for 1 6 p < ∞, let

X 1/p
||x||p = |xi |p .
You may assume that || · ||∞ and || · ||p are well-defined norms on V .
(i) Show that || · ||p is not Lipschitz equivalent to || · ||∞ for any 1 6 p < ∞.
(ii) Are there any p, q with 1 6 p < q < ∞ such that || · ||p and || · ||q are
Lipschitz equivalent? Justify your answer.

6
Paper 4, Section I
4F Complex Analysis
State the Cauchy Integral Formula for a disc. If f : D(z0 ; r) → C is a holomorphic
function such that |f (z)| 6 |f (z0 )| for all z ∈ D(z0 ; r), show using the Cauchy Integral
Formula that f is constant.
Paper 3, Section II
13F Complex Analysis
Define the winding number n(γ, w) of a closed path γ : [a, b] → C around a point
w ∈ C which does not lie on the image of γ. [You do not need to justify its existence.]
If f is a meromorphic function, define the order of a zero z0 of f and of a pole w0
of f . State the Argument Principle, and explain how it can be deduced from the Residue
Theorem.
How many roots of the polynomial
z 4 + 10z 3 + 4z 2 + 10z + 5
lie in the right-hand half plane?

7
Paper 1, Section I
2F Complex Analysis or Complex Methods
What is the Laurent series for a function f defined in an annulus A? Find the
10
Laurent series for f (z) = (z+2)(z 2 +1) on the annuli
A1 = {z ∈ C | 0 < |z| < 1} and

A2 = {z ∈ C | 1 < |z| < 2} .
Paper 1, Section II
13F Complex Analysis or Complex Methods
State and prove Jordan’s lemma.
g(z)
What is the residue of a function f at an isolated singularity a? If f (z) = (z−a) k
with k a positive integer, g analytic, and g(a) 6= 0, derive a formula for the residue of f
at a in terms of derivatives of g.
Evaluate Z ∞
x3 sin x
dx .
−∞ (1 + x2 )2
Paper 2, Section II
13D Complex Analysis or Complex Methods
Let C1 and C2 be smooth curves in the complex plane, intersecting at some point
p. Show that if the map f : C → C is complex differentiable, then it preserves the angle
between C1 and C2 at p, provided f ′ (p) 6= 0. Give an example that illustrates why the
condition f ′ (p) 6= 0 is important.
Show that f (z) = z + 1/z is a one-to-one conformal map on each of the two regions
|z| > 1 and 0 < |z| < 1, and find the image of each region.
Hence construct a one-to-one conformal map from the unit disc to the complex plane
with the intervals (−∞, −1/2] and [1/2, ∞) removed.

8
Paper 3, Section I
4D Complex Methods
By considering the transformation w = i(1 − z)/(1 + z), find a solution to Laplace’s
equation ∇2 φ = 0 inside the unit disc D ⊂ C, subject to the boundary conditions
(
φ0 for arg(z) ∈ (0, π)
φ|z|=1 =
−φ0 for arg(z) ∈ (π, 2π) ,
where φ0 is constant. Give your answer in terms of (x, y) = (Re z, Im z).
Paper 4, Section II
14D Complex Methods
(a) Using the Bromwich contour integral, find the inverse Laplace transform of 1/s2 .
The temperature u(r, t) of mercury in a spherical thermometer bulb r 6 a obeys
the radial heat equation
∂u 1 ∂2
= (ru)
∂t r ∂r 2
with unit diffusion constant. At t = 0 the mercury is at a uniform temperature u0 equal
to that of the surrounding air. For t > 0 the surrounding air temperature lowers such that
at the edge of the thermometer bulb

1 ∂u
= u0 − u(a, t) − t ,
k ∂r r=a
where k is a constant.
R∞
(b) Find an explicit expression for U (r, s) = 0 e−st u(r, t) dt.
(c) Show that the temperature of the mercury at the centre of the thermometer
bulb at late times is
a a2
u(0, t) ≈ u0 − t + + .
3k 6
[You may assume that the late time behaviour of u(r, t) is determined by the singular part
of U (r, s) at s = 0.]

9
Paper 2, Section I
6A Electromagnetism
Write down the solution for the scalar potential ϕ(x) that satisfies
1
∇2 ϕ = − ρ,
ε0
with ϕ(x) → 0 as r = |x| → ∞. You may assume that the charge distribution ρ(x)
vanishes for r > R, for some constant R. In an expansion of ϕ(x) for r ≫ R, show that
the terms of order 1/r and 1/r 2 can be expressed in terms of the total charge Q and the
electric dipole moment p, which you should define.
Write down the analogous solution for the vector potential A(x) that satisfies
∇2 A = −µ0 J ,
with A(x) → 0 as r → ∞. You may assume that the current J(x) vanishes for r > R and
that it obeys ∇ · J = 0 everywhere. In an expansion of A(x) for r ≫ R, show that the
term of order 1/r vanishes.
∂ ∂J
[Hint: ∂xj (xi Jj ) = Ji + xi ∂xjj .]
Paper 4, Section I
7A Electromagnetism
Write down Maxwell’s Equations for electric and magnetic fields E(x, t) and B(x, t)
in the absence of charges and currents. Show that there are solutions of the form
E(x, t) = Re{ E0 ei(k·x−ωt) } , B(x, t) = Re{ B0 ei(k·x−ωt) }
if E0 and k satisfy a constraint and if B0 and ω are then chosen appropriately.

Find the solution with E0 = E(1, i, 0), where E is real, and k = k(0, 0, 1). Compute
the Poynting vector and state its physical significance.

10
Paper 1, Section II
16A Electromagnetism
Let E(x) be the electric field and ϕ(x) the scalar potential due to a static charge
density ρ(x), with all quantities vanishing as r = |x| becomes large. The electrostatic
energy of the configuration is given by
Z Z
ε0 2 1
U = |E| dV = ρ ϕ dV , (∗)
2 2
with the integrals taken over all space. Verify that these integral expressions agree.
Suppose that a total charge Q is distributed uniformly in the region a 6 r 6 b and
that ρ = 0 otherwise. Use the integral form of Gauss’s Law to determine E(x) at all points
in space and, without further calculation, sketch graphs to indicate how |E| and ϕ depend
on position.
Consider the limit b → a with Q fixed. Comment on the continuity of E and ϕ.
Verify directly from each of the integrals in (∗) that U = Q ϕ(a)/2 in this limit.
Now consider a small change δQ in the total charge Q. Show that the first-order
change in the energy is δU = δQ ϕ(a) and interpret this result.
Paper 3, Section II
The electric and magnetic fields E, B in an inertial frame S are related to the fields
E′ , B′ in a frame S ′ by a Lorentz transformation. Given that S ′ moves in the x-direction
with speed v relative to S, and that
Ey′ = γ(Ey − vBz ) , Bz′ = γ(Bz − (v/c2 )Ey ) ,
write down equations relating the remaining field components and define γ. Use your
answers to show directly that E′ · B′ = E · B.
Give an expression for an additional, independent, Lorentz-invariant function of the
fields, and check that it is invariant for the special case when Ey = E and By = B are the
only non-zero components in the frame S.
Now suppose in addition that cB = λE with λ a non-zero constant. Show that the
angle θ between the electric and magnetic fields in S ′ is given by
λ(1 − β 2 )
cos θ = f (β) =
{(1 + λ2 β 2 )(λ2 + β 2 )}1/2
where β = v/c. By considering the behaviour of f (β) as β approaches its limiting values,
show that the relative velocity of the frames can be chosen so that the angle takes any
value in one of the ranges 0 6 θ < π/2 or π/2 < θ 6 π, depending on the sign of λ.

11
Paper 2, Section II
Consider a conductor in the shape of a closed curve C moving in the presence of
a magnetic field B. State Faraday’s Law of Induction, defining any quantities that you
introduce.
Suppose C is a square horizontal loop that is allowed to move only vertically. The
location of the loop is specified by a coordinate z, measured vertically upwards, and the
edges of the loop are defined by x = ±a, −a 6 y 6 a and y = ±a, −a 6 x 6 a. If the
magnetic field is
B = b ( x, y, −2z ) ,
where b is a constant, find the induced current I, given that the total resistance of the
loop is R.
Calculate the resulting electromagnetic force on the edge of the loop x = a, and show
that this force acts at an angle tan−1 (2z/a) to the vertical. Find the total electromagnetic
force on the loop and comment on its direction.
Now suppose that the loop has mass m and that gravity is the only other force
acting on it. Show that it is possible for the loop to fall with a constant downward
velocity Rmg/(8ba2 )2 .

12
Paper 1, Section I
5C Fluid Dynamics
A viscous fluid flows steadily down a plane that is inclined at an angle α to the
horizontal. The fluid layer is of uniform thickness and has a free upper surface. Determine
the velocity profile in the direction perpendicular to the plane and also the volume flux
(per unit width), in terms of the gravitational acceleration g, the angle α, the kinematic
viscosity ν and the thickness h of the fluid layer.
Show that the volume flux is reduced if the free upper surface is replaced by a
stationary plane boundary, and give a physical explanation for this.
Paper 2, Section I
7C Fluid Dynamics
Consider the steady flow
ux = sin x cos y , uy = − cos x sin y , uz = 0 ,
where (x, y, z) are Cartesian coordinates. Show that ∇ · u = 0 and determine the
streamfunction. Calculate the vorticity and verify that the vorticity equation is satisfied
in the absence of viscosity. Sketch the streamlines in the region 0 < x < 2π, 0 < y < 2π.

13
Paper 1, Section II
17C Fluid Dynamics
Explain why the irrotational flow of an incompressible fluid can be expressed in
terms of a velocity potential φ that satisfies Laplace’s equation.
The axis of a stationary cylinder of radius a coincides with the z-axis of a Cartesian
coordinate system (x, y, z) with unit vectors (ex , ey , ez ). A fluid of density ρ flows steadily
past the cylinder such that the velocity field u is independent of z and has no component
in the z-direction. The flow is irrotational but there is a constant non-zero circulation
I
u · dr = κ
around every closed curve that encloses the cylinder once in a positive sense. Far from
the cylinder, the velocity field tends towards the uniform flow u = U ex , where U is a
constant.
State the boundary conditions on the velocity potential, in terms of polar coordi-
nates (r, θ) in the (x, y)-plane. Explain why the velocity potential is not required to be a
single-valued function of position. Hence obtain the appropriate solution φ(r, θ), in terms
of a, U and κ.
Neglecting gravity, show that the net force on the cylinder, per unit length in the
z-direction, is
−ρκU ey .
Determine the number and location of stagnation points in the flow as a function
of the dimensionless parameter
κ
λ= .
4πU a

14
Paper 4, Section II
18C Fluid Dynamics
The linear shallow-water equations governing the motion of a fluid layer in the
neighbourhood of a point on the Earth’s surface in the northern hemisphere are
∂u ∂η
− f v = −g ,
∂t ∂x
∂v ∂η
+ f u = −g ,
∂t ∂y

∂η ∂u ∂v
= −h + ,
∂t ∂x ∂y
where u(x, y, t) and v(x, y, t) are the horizontal velocity components and η(x, y, t) is the
perturbation of the height of the free surface.
(a) Explain the meaning of the three positive constants f , g and h appearing in the
equations above and outline the assumptions made in deriving these equations.
(b) Show that ζ, the z-component of vorticity, satisfies

∂ζ ∂u ∂v
= −f + ,
∂t ∂x ∂y
and deduce that the potential vorticity

f
q=ζ− η
h
satisfies
∂q
= 0.
∂t
(c) Consider a steady geostrophic flow that is uniform in the latitudinal (y) direction.
Show that
d2 η f2 f
2
− η = q.
dx gh g
Given that the potential vorticity has the piecewise constant profile
(
q1 , x < 0 ,
q=
q2 , x > 0 ,
where q1 and q2 are constants, and

√ that v → 0 as x → ±∞, solve for η(x) and v(x) in
terms of the Rossby radius R = gh/f . Sketch the functions η(x) and v(x) in the case
q1 > q2 .

15
Paper 3, Section II
18C Fluid Dynamics
A cubic box of side 2h, enclosing the region 0 < x < 2h, 0 < y < 2h, −h < z < h,
contains equal volumes of two incompressible fluids that remain distinct. The system is
initially at rest, with the fluid of density ρ1 occupying the region 0 < z < h and the
fluid of density ρ2 occupying the region −h < z < 0, and with gravity (0, 0, −g). The
interface between the fluids is then slightly perturbed. Derive the linearized equations
and boundary conditions governing small disturbances to the initial state.
In the case ρ2 > ρ1 , show that the angular frequencies ω of the normal modes are
given by
2 ρ2 − ρ1
ω = gk tanh(kh)
ρ1 + ρ2
and express the allowable values of the wavenumber k in terms of h. Identify the lowest-
frequency non-trivial mode(s). Comment on the limit ρ1 ≪ ρ2 . What physical behaviour
is expected in the case ρ1 > ρ2 ?

16
Paper 1, Section I
3E Geometry
Describe the Poincaré disc model D for the hyperbolic plane by giving the appro-
priate Riemannian metric.
Calculate the distance between two points z1 , z2 ∈ D. You should carefully state
any results about isometries of D that you use.
Paper 3, Section I
5E Geometry
State a formula for the area of a spherical triangle with angles α, β, γ.
Let n > 3. What is the area of a convex spherical n-gon with interior angles
α1 , . . . , αn ? Justify your answer.
Find the range of possible values for the interior angle of a regular convex spherical
n-gon.

17
Paper 3, Section II
14E Geometry
Define a geodesic triangulation of an abstract closed smooth surface. Define the
Euler number of a triangulation, and state the Gauss–Bonnet theorem for closed smooth
surfaces. Given a vertex in a triangulation, its valency is defined to be the number of
edges incident at that vertex.
(a) Given a triangulation of the torus, show that the average valency of a vertex of
the triangulation is 6.
(b) Consider a triangulation of the sphere.
(i) Show that the average valency of a vertex is strictly less than 6.
(ii) A triangulation can be subdivided by replacing one triangle ∆ with three

sub-triangles, each one with vertices two of the original ones, and a fixed
interior point of ∆.
Using this, or otherwise, show that there exist triangulations of the sphere
with average vertex valency arbitrarily close to 6.
(c) Suppose S is a closed abstract smooth surface of everywhere negative curvature.

Show that the average vertex valency of a triangulation of S is bounded above and below.

18
Paper 2, Section II
14E Geometry
Define a smooth embedded surface in R3 . Sketch the surface C given by
p 2
2x2 + 2y 2 − 4 + 2z 2 = 2
and find a smooth parametrisation for it. Use this to calculate the Gaussian curvature of
C at every point.
Hence or otherwise, determine which points of the embedded surface
p 2
x2 + 2xz + z 2 + 2y 2 − 4 + (z − x)2 = 2
have Gaussian curvature zero. [Hint: consider a transformation of R3 .]

[You should carefully state any result that you use.]
Paper 4, Section II
15E Geometry
Let H = {x + iy | x, y ∈ R, y > 0} be the upper-half plane with hyperbolic metric
dx2 +dy 2
y2
. Define the group P SL(2, R), and show that it acts by isometries on H. [If you
use a generation statement you must carefully state it.]
(a) Prove that P SL(2, R) acts transitively on the collection of pairs (l, P ), where l
is a hyperbolic line in H and P ∈ l.
(b) Let l+ ⊂ H be the imaginary half-axis. Find the isometries of H which fix l+
pointwise. Hence or otherwise find all isometries of H.
(c) Describe without proof the collection of all hyperbolic lines which meet l+ with
(signed) angle α, 0 < α < π. Explain why there exists a hyperbolic triangle with angles
α, β and γ whenever α + β + γ < π.
(d) Is this triangle unique up to isometry? Justify your answer. [You may use
without proof the fact that Möbius maps preserve angles.]

19
Paper 3, Section I
1G Groups, Rings and Modules √ √
Prove that the ideal (2, 1+ −13) in Z[ −13] is not principal.
Paper 4, Section I
2G Groups, Rings and Modules
Let G be a group and P a subgroup.
(a) Define the normaliser NG (P ).
(b) Suppose that K ⊳ G and P is a Sylow p-subgroup of K. Using Sylow’s second
theorem, prove that G = NG (P )K.
Paper 2, Section I
Let R be an integral domain. A module M over R is torsion-free if, for any r ∈ R
and m ∈ M , rm = 0 only if r = 0 or m = 0.
Let M be a module over R. Prove that there is a quotient
q : M → M0
with M0 torsion-free and with the following property: whenever N is a torsion-free mod-
ule and f : M → N is a homomorphism of modules, there is a homomorphism f0 : M0 → N
such that f = f0 ◦ q.
Paper 1, Section II
(a) Let G be a group of order p4 , for p a prime. Prove that G is not simple.
(b) State Sylow’s theorems.
(c) Let G be a group of order p2 q 2 , where p, q are distinct odd primes. Prove that
G is not simple.

20
Paper 4, Section II
(a) Define the Smith Normal Form of a matrix. When is it guaranteed to exist?
(b) Deduce the classification of finitely generated abelian groups.
(c) How many conjugacy classes of matrices are there in GL10 (Q) with minimal
polynomial X 7 − 4X 3 ?
Paper 3, Section II
11G Groups, Rings √and Modules
Let ω = 21 (−1 + −3).
(a) Prove that Z[ω] is a Euclidean domain.
(b) Deduce that Z[ω] is a unique factorisation domain, stating carefully any results
from the course that you use.
(c) By working in Z[ω], show that whenever x, y ∈ Z satisfy
x2 − x + 1 = y 3
then x is not congruent to 2 modulo 3.
Paper 2, Section II
(a) Let k be a field and let f (X) be an irreducible polynomial of degree d > 0 over
k. Prove that there exists a field F containing k as a subfield such that
f (X) = (X − α)g(X) ,
where α ∈ F and g(X) ∈ F [X]. State carefully any results that you use.
(b) Let k be a field and let f (X) be a monic polynomial of degree d > 0 over k,
which is not necessarily irreducible. Prove that there exists a field F containing k as a
subfield such that
Yd
f (X) = (X − αi ) ,
i=1
where αi ∈ F .
n
(c) Let k = Z/(p) for p a prime, and let f (X) = X p − X for n > 1 an integer. For
F as in part (b), let K be the set of roots of f (X) in F . Prove that K is a field.

21
Paper 4, Section I
1F Linear Algebra
What is an eigenvalue of a matrix A? What is the eigenspace corresponding to an
eigenvalue λ of A?
Consider the matrix  
aa ab ac ad
 ba bb bc bd 
A=
 ca

cb cc cd 
da db dc dd
for (a, b, c, d) ∈ R4 a non-zero vector. Show that A has rank 1. Find the eigenvalues of A
and describe the corresponding eigenspaces. Is A diagonalisable?
Paper 2, Section I
1F Linear Algebra
If U and W are finite-dimensional subspaces of a vector space V , prove that
dim(U + W ) = dim(U ) + dim(W ) − dim(U ∩ W ) .
Let
U = {x ∈ R4 | x1 = 7x3 + 8x4 , x2 + 5x3 + 6x4 = 0} ,

W = {x ∈ R4 | x1 + 2x2 + 3x3 = 0, x4 = 0} .
Show that U + W is 3-dimensional and find a linear map ℓ : R4 → R such that
U + W = {x ∈ R4 | ℓ(x) = 0} .
Paper 1, Section I
1F Linear Algebra
Define a basis of a vector space V .
If V has a finite basis B, show using only the definition that any other basis B ′ has
the same cardinality as B.

22
Paper 1, Section II
9F Linear Algebra
What is the adjugate adj(A) of an n × n matrix A? How is it related to det(A)?
(a) Define matrices B0 , B1 , . . . , Bn−1 by
n−1
X
adj(tI − A) = Bi tn−1−i
i=0
and scalars c0 , c1 , . . . , cn by
n
X
det(tI − A) = cj tn−j .
j=0
Find a recursion for the matrices Bi in terms of A and the cj ’s.

(b) By considering the partial derivatives of the multivariable polynomial
  
t1 0 ··· 0
 0t2 · · · 0  
  
p(t1 , t2 , . . . , tn ) = det  . .. . . ..  − A ,
 .. . . . 
0 0 · · · tn
show that
d
(det(tI − A)) = Tr(adj(tI − A)) .
dt
(c) Hence show that the cj ’s may be expressed in terms of Tr(A), Tr(A2 ), . . . , Tr(An ).

23
Paper 4, Section II
10F Linear Algebra
If U is a finite-dimensional real vector space with inner product h·, ·i, prove that the
linear map φ : U → U ∗ given by φ(u)(u′ ) = hu, u′ i is an isomorphism. [You do not need
to show that it is linear.]
If V and W are inner product spaces and α : V → W is a linear map, what is meant
by the adjoint α∗ of α? If {e1 , e2 , . . . , en } is an orthonormal basis for V , {f1 , f2 , . . . , fm }
is an orthonormal basis for W , and A is the matrix representing α in these bases, derive
a formula for the matrix representing α∗ in these bases.
Prove that Im(α) = Ker(α∗ )⊥ .
If w0 6∈ Im(α) then the linear equation α(v) = w0 has no solution, but we may
instead search for a v0 ∈ V minimising ||α(v) − w0 ||2 , known as a least-squares solution.
Show that v0 is such a least-squares solution if and only if it satisfies α∗ α(v0 ) = α∗ (w0 ).
Hence find a least-squares solution to the linear equation
   
1 0 1
1 1 x
= 2 .
y
0 1 3
Paper 3, Section II
10F Linear Algebra
If q is a quadratic form on a finite-dimensional real vector space V , what is the
associated symmetric bilinear form ϕ(·, ·)? Prove that there is a basis for V with respect
to which the matrix for ϕ is diagonal. What is the signature of q?
If R 6 V is a subspace such that ϕ(r, v) = 0 for all r ∈ R and all v ∈ V , show that
q ′ (v + R) = q(v) defines a quadratic form on the quotient vector space V /R. Show that
the signature of q ′ is the same as that of q.
If e, f ∈ V are vectors such that ϕ(e, e) = 0 and ϕ(e, f ) = 1, show that there is a
direct sum decomposition V = span(e, f ) ⊕ U such that the signature of q|U is the same
as that of q.

24
Paper 2, Section II
10F Linear Algebra
Let A and B be n × n matrices over C.
(a) Assuming that A is invertible, show that AB and BA have the same character-
istic polynomial.
(b) By considering the matrices A − sI, show that AB and BA have the same
characteristic polynomial even when A is singular.
(c) Give an example to show that the minimal polynomials mAB (t) and mBA (t) of
AB and BA may be different.
(d) Show that mAB (t) and mBA (t) differ at most by a factor of t. Stating carefully
any results which you use, deduce that if AB is diagonalisable then so is (BA)2 .

25
Paper 4, Section I
9H Markov Chains
For a Markov chain X on a state space S with u, v ∈ S, we let puv (n) for
n ∈ {0, 1, . . .} be the probability that Xn = v when X0 = u.
P∞ (a) Let X be a Markov chain. Prove that if X is recurrent at a state v, then

n=0 pvv (n) = ∞. [You may use without proof that the number of returns of a Markov
chain to a state v when starting from v has the geometric distribution.]
(b) Let X and Y Pbe independent simple symmetric random 2
∞ P∞ walks on Z starting from
the origin 0. Let Z = n=0 1{Xn =Yn } . Prove that E[Z] = n=0 p00 (2n) and deduce that
E[Z] = ∞. [You may use without proof that pxy (n) = pyx (n) for all x, y ∈ Z2 and n ∈ N,
and that X is recurrent at 0.]
Paper 3, Section I
9H Markov Chains
Suppose that (Xn ) is a Markov chain with state space S.
(a) Give the definition of a communicating class.
(b) Give the definition of the period of a state a ∈ S.
(c) Show that if two states communicate then they have the same period.

26
Paper 2, Section II
20H Markov Chains
Fix n > 1 and let G be the graph consisting of a copy of {0, . . . , n} joining vertices
A and B, a copy of {0, . . . , n} joining vertices B and C, and a copy of {0, . . . , n} joining
vertices B and D. Let E be the vertex adjacent to B on the segment from B to C. Shown
below is an illustration of G in the case n = 5. The vertices are solid squares and edges
are indicated by straight lines.
A B
Let (Xk ) be a simple random walk on G. In other words, in each time step, X moves to
one of its neighbours with equal probability. Assume that X0 = A.
(a) Compute the expected amount of time for X to hit B.
(b) Compute the expected amount of time for X to hit E. [Hint: first show that
the expected amount of time x for X to go from B to E satisfies x = 31 + 23 (L + x) where
L is the expected return time of X to B when starting from B.]
(c) Compute the expected amount of time for X to hit C. [Hint: for each i, let vi
be the vertex which is i places to the right of B on the segment from B to C. Derive an
equation for the expected amount of time xi for X to go from vi to vi+1 .]
Justify all of your answers.

27
Paper 1, Section II
20H Markov Chains
Let P be a transition matrix for a Markov chain (Xn ) on a state space with N
elements with N < ∞. Assume that the Markov chain is aperiodic and irreducible and
let π be its unique invariant distribution. Assume that X0 ∼ π.
(a) Let P ∗ (x, y) = P[X0 = y | X1 = x]. Show that P ∗ (x, y) = π(y)P (y, x)/π(x).
(b) Let T = min{n > 1 : Xn = X0 }. Compute E[T ] in terms of an explicit function
of N .
(c) Suppose that a cop and a robber start from a common state chosen from π. The
robber then takes one step according to P ∗ and stops. The cop then moves according to P
independently of the robber until the cop catches the robber (i.e., the cop visits the state
occupied by the robber). Compute the expected amount of time for the cop to catch the
robber.

28
Paper 2, Section I
5B Methods
Let r, θ, φ be spherical polar coordinates, and let Pn denote the nth Legendre
polynomial. Write down the most general solution for r > 0 of Laplace’s equation ∇2 Φ = 0
that takes the form Φ(r, θ, φ) = f (r)Pn (cos θ).
Solve Laplace’s equation in the spherical shell 1 6 r 6 2 subject to the boundary
conditions
Φ = 3 cos 2θ at r = 1 ,
Φ = 0 at r = 2 .
[The first three Legendre polynomials are

3 1
P0 (x) = 1, P1 (x) = x and P2 (x) = x2 − .]
2 2
Paper 4, Section I
5D Methods
Let
−2ǫx
gǫ (x) = .
π(ǫ2 + x2 )2
R∞
By considering the integral −∞ φ(x) gǫ (x) dx, where φ is a smooth, bounded function that
vanishes sufficiently rapidly as |x| → ∞, identify limǫ→0 gǫ (x) in terms of a generalized
function.
Paper 3, Section I
7D Methods
Define the discrete Fourier transform of a sequence {x0 , x1 , . . . , xN −1 } of N complex
numbers.
Compute the discrete Fourier transform of the sequence
1
xn = (1 + e2πin/N )N −1 for n = 0, . . . , N − 1 .
N

29
Paper 1, Section II
14B Methods
The Bessel functions Jn (r) (n > 0) can be defined by the expansion
∞
X
eir cos θ = J0 (r) + 2 in Jn (r) cos nθ . (∗)
n=1
By using Cartesian coordinates x = r cos θ, y = r sin θ, or otherwise, show that
(∇2 + 1)eir cos θ = 0 .
Deduce that Jn (r) satisfies Bessel’s equation

2

2 d d 2 2
r + r − (n − r ) Jn (r) = 0 .
dr 2 dr
By expanding the left-hand side of (∗) up to cubic order in r, derive the series
expansions of J0 (r), J1 (r), J2 (r) and J3 (r) up to this order.

30
Paper 3, Section II
15D Methods
By differentiating the expression ψ(t) = H(t) sin(αt)/α, where α is a constant and
H(t) is the Heaviside step function, show that
d2 ψ
+ α2 ψ = δ(t) ,
dt2
where δ(t) is the Dirac δ-function.
Hence, by taking a Fourier transform with respect to the spatial variables only,
derive the retarded Green’s function for the wave operator ∂t2 − c2 ∇2 in three spatial
dimensions.
[You may use that
Z Z ∞
1 sin(kct) 3 i
eik·(x−y) d k=− eik|x−y| sin(kct) dk
2π R3 kc c|x − y| −∞
without proof.]
Thus show that the solution to the homogeneous wave equation ∂t2 u − c2 ∇2 u = 0,
subject to the initial conditions u(x, 0) = 0 and ∂t u(x, 0) = f (x), may be expressed as
u(x, t) = hf i t ,
where hf i is the average value of f on a sphere of radius ct centred on x. Interpret this

result.

31
Paper 2, Section II
16D Methods
For n = 0, 1, 2, . . ., the degree n polynomial Cnα (x) satisfies the differential equation
(1 − x2 )y ′′ − (2α + 1)xy ′ + n(n + 2α)y = 0
where α is a real, positive parameter. Show that, when m 6= n,
Zb
α
Cm (x) Cnα (x) w(x) dx = 0
a
for a weight function w(x) and values a < b that you should determine.
Suppose that the roots of Cnα (x) that lie inside the domain (a, b) are {x1 , x2 , . . . , xk },
with k 6 n. By considering the integral
Zb k
Y
Cnα (x) (x − xi ) w(x) dx ,
a i=1
show that in fact all n roots of Cnα (x) lie in (a, b).

32
Paper 4, Section II
17B Methods
(a) Show that the operator
d4 d2 d
4
+ p 2
+q +r,
dx dx dx
where p(x), q(x) and r(x) are real functions, is self-adjoint (for suitable boundary
conditions which you need not state) if and only if
dp
q= .
dx
(b) Consider the eigenvalue problem
d4 y d2 y dp dy
4
+ p 2
+ = λy (∗)
dx dx dx dx
on the interval [a, b] with boundary conditions
dy dy
y(a) = (a) = y(b) = (b) = 0 .
dx dx
Assuming that p(x) is everywhere negative, show that all eigenvalues λ are positive.
(c) Assume now that p ≡ 0 and that the eigenvalue problem (∗) is on the interval
[−c, c] with c > 0. Show that λ = 1 is an eigenvalue provided that
cos c sinh c ± sin c cosh c = 0
and show graphically that this condition has just one solution in the range 0 < c < π.
[You may assume that all eigenfunctions are either symmetric or antisymmetric
about x = 0.]

33
Paper 3, Section I
3G Metric and Topological Spaces
Let X be a metric space.
(a) What does it mean for X to be compact? What does it mean for X to be
sequentially compact?
(b) Prove that if X is compact then X is sequentially compact.
Paper 2, Section I
(a) Let f : X → Y be a continuous surjection of topological spaces. Prove that, if
X is connected, then Y is also connected.
(b) Let g : [0, 1] → [0, 1] be a continuous map. Deduce from part (a) that, for every
y between g(0) and g(1), there is x ∈ [0, 1] such that g(x) = y. [You may not assume the
Intermediate Value Theorem, but you may use the fact that suprema exist in R.]
Paper 1, Section II
Consider the set of sequences of integers
X = {(x1 , x2 , . . .) | xn ∈ Z for all n} .
Define (
∞ xn = yn for all n
nmin ((xn ), (yn )) =
min{n | xn 6= yn } otherwise
for two sequences (xn ), (yn ) ∈ X. Let
d((xn ), (yn )) = 2−nmin ((xn ),(yn ))
where, as usual, we adopt the convention that 2−∞ = 0.

(a) Prove that d defines a metric on X.
(b) What does it mean for a metric space to be complete? Prove that (X, d) is
complete.
(c) Is (X, d) path connected? Justify your answer.

34
Paper 4, Section II
(a) Define the subspace, quotient and product topologies.
(b) Let X be a compact topological space and Y a Hausdorff topological space.
Prove that a continuous bijection f : X → Y is a homeomorphism.
(c) Let S = [0, 1]× [0, 1], equipped with the product topology. Let ∼ be the smallest
equivalence relation on S such that (s, 0) ∼ (s, 1) and (0, t) ∼ (1, t), for all s, t ∈ [0, 1]. Let
p
T = {(x, y, z) ∈ R3 | ( x2 + y 2 − 2)2 + z 2 = 1}
equipped with the subspace topology from R3 . Prove that S/∼ and T are homeomorphic.
[You may assume without proof that S is compact.]

35
Paper 1, Section I
6C Numerical Analysis
Let [a, b] be the smallest interval that contains the n + 1 distinct real numbers
x0 , x1 , . . . , xn , and let f be a continuous function on that interval.
Define the divided difference f [x0 , x1 , . . . , xm ] of degree m 6 n.
Prove that the polynomial of degree n that interpolates the function f at the points
x0 , x1 , . . . , xn is equal to the Newton polynomial
n−1
Y
pn (x) = f [x0 ] + f [x0 , x1 ](x − x0 ) + · · · + f [x0 , x1 , . . . , xn ] (x − xi ) .
i=0
Prove the recursive formula

f [x1 , x2 , . . . , xm ] − f [x0 , x1 , . . . , xm−1 ]
f [x0 , x1 , . . . , xm ] =
xm − x0
for 1 6 m 6 n.
Paper 4, Section I
Calculate the LU factorization of the matrix
 
3 2 −3 −3
 6 3 −7 −8
A=  3
.
1 −6 −4
−6 −3 9 6
Use this to evaluate det(A) and to solve the equation
Ax = b
with 

3
 3
b= 
−1 .
−3

36
Paper 1, Section II
(a) An s-step method for solving the ordinary differential equation
dy
= f (t, y)
dt
is given by
s
X s
X
ρl yn+l = h σl f (tn+l , yn+l ) , n = 0, 1, . . . ,
l=0 l=0
where ρl and σl (l = 0, 1, . . . , s) are constant coefficients, with ρs = 1, and h is the

time-step. Prove that the method is of order p > 1 if and only if
ρ(ez ) − zσ(ez ) = O(z p+1 )
as z → 0, where
s
X s
X
ρ(w) = ρl wl , σ(w) = σl w l .
l=0 l=0
(b) Show that the Adams–Moulton method
h
yn+2 = yn+1 + 5 f (tn+2 , yn+2 ) + 8 f (tn+1 , yn+1 ) − f (tn , yn )
12
is of third order and convergent.
[You may assume the Dahlquist equivalence theorem if you state it clearly.]

37
Paper 3, Section II
(a) Let w(x) be a positive weight function on the interval [a, b]. Show that
Z b
hf, gi = f (x)g(x)w(x) dx
a
defines an inner product on C[a, b].

(b) Consider the sequence of polynomials pn (x) defined by the three-term recurrence
relation
pn+1 (x) = (x − αn )pn (x) − βn pn−1 (x) , n = 1, 2, . . . , (∗)
where
p0 (x) = 1 , p1 (x) = x − α0 ,
and the coefficients αn (for n > 0) and βn (for n > 1) are given by
hpn , xpn i hpn , pn i

αn = , βn = .
hpn , pn i hpn−1 , pn−1 i
Prove that this defines a sequence of monic orthogonal polynomials on [a, b].
(c) The Hermite polynomials Hen (x) are orthogonal on the interval (−∞, ∞) with
2
weight function e−x /2 . Given that
2 /2 dn −x2 /2
Hen (x) = (−1)n ex e ,
dxn
deduce that the Hermite polynomials√ satisfy a relation of the form (∗) with αn = 0 and
βn = n. Show that hHen , Hen i = n! 2π.
(d) State, without proof, how the properties of the Hermite polynomial HeN (x), for
some positive integer N , can be used to estimate the integral
Z ∞
2
f (x) e−x /2 dx ,
−∞
where f (x) is a given function, by the method of Gaussian quadrature. For which
polynomials is the quadrature formula exact?

38
Paper 2, Section II
Define the linear least squares problem for the equation
Ax = b ,
where A is a given m × n matrix with m > n, b ∈ Rm is a given vector and x ∈ Rn is an

unknown vector.
Explain how the linear least squares problem can be solved by obtaining a QR
factorization of the matrix A, where Q is an orthogonal m × m matrix and R is an upper-
triangular m × n matrix in standard form.
Use the Gram–Schmidt method to obtain a QR factorization of the matrix
 
1 1 1
1 0 1
A= 1 1

0
1 0 0
and use it to solve the linear least squares problem in the case
 
1
2
b= 
3 .
6

39
Paper 1, Section I
8H Optimisation
Suppose that f is an infinitely differentiable function on R. Assume that there exist
constants 0 < C1 , C2 < ∞ so that |f ′′ (x)| > C1 and |f ′′′ (x)| 6 C2 for all x ∈ R. Fix
x0 ∈ R and for each n ∈ N set
f ′ (xn−1 )
xn = xn−1 − .
f ′′ (xn−1 )
Let x∗ be the unique value of x where f attains its minimum. Prove that
C2 ∗
|x∗ − xn+1 | 6 |x − xn |2 for all n ∈ N.
2C1
[Hint: Express f ′ (x∗ ) in terms of the Taylor series for f ′ at xn using the Lagrange form
of the remainder: f ′ (x∗ ) = f ′ (xn )+f ′′ (xn )(x∗ −xn )+ 12 f ′′′ (yn )(x∗ −xn )2 where yn is between
xn and x∗ .]
Paper 2, Section I
9H Optimisation
State the Lagrange sufficiency theorem.
Find the maximum of log(xyz) over x, y, z > 0 subject to the constraint
x2 + y 2 + z 2 = 1
using Lagrange multipliers. Carefully justify why your solution is in fact the maximum.
Find the maximum of log(xyz) over x, y, z > 0 subject to the constraint
x2 + y 2 + z 2 6 1.

40
Paper 4, Section II
20H Optimisation
(a) State and prove the max-flow min-cut theorem.
(b) (i) Apply the Ford–Fulkerson algorithm to find the maximum flow of the
network illustrated below, where S is the source and T is the sink.
a
1
d
6 8 3
3 b
S 8 T
2
7 e
4
c
(ii) Verify the optimality of your solution using the max-flow min-cut theorem.
(iii) Is there a unique flow which attains the maximum? Explain your answer.
(c) Prove that the Ford–Fulkerson algorithm always terminates when the network
is finite, the capacities are integers, and the algorithm is initialised where the initial flow
is 0 across all edges. Prove also in this case that the flow across each edge is an integer.
Paper 3, Section II
21H Optimisation
(a) Suppose that A ∈ Rm×n and b ∈ Rm , with n > m. What does it mean for
x ∈ Rn to be a basic feasible solution of the equation Ax = b?
Assume that the m rows of A are linearly independent, every set of m columns is
linearly independent, and every basic solution has exactly m non-zero entries. Prove that
the extreme points of X (b) = {x > 0 : Ax = b} are the basic feasible solutions of Ax = b.
[Here, x > 0 means that each of the coordinates of x are at least 0.]
(b) Use the simplex method to solve the linear program
max 4x1 + 3x2 + 7x3

s.t. x1 + 3x2 + x3 6 14
4x1 + 3x2 + 2x3 6 5
− x1 + x2 − x3 > −2
x1 , x2 , x3 > 0.

41
Paper 4, Section I
6B Quantum Mechanics
(a) Define the probability density ρ and probability current j for the wavefunction
Ψ(x, t) of a particle of mass m. Show that
∂ρ ∂j
+ = 0,
∂t ∂x
and deduce that j = 0 for a normalizable, stationary state wavefunction. Give an example
of a non-normalizable, stationary state wavefunction for which j is non-zero, and calculate
the value of j.
(b) A particle has the instantaneous, normalized wavefunction
1/4
2α 2 +ikx
Ψ(x, 0) = e−αx ,
π
where α is positive and k is real. Calculate the expectation value of the momentum for
this wavefunction.
Paper 3, Section I
Consider a quantum mechanical particle moving in two dimensions with Cartesian
coordinates x, y. Show that, for wavefunctions with suitable decay as x2 + y 2 → ∞, the
operators
∂
x and − i~
∂x
are Hermitian, and similarly
∂
y and − i~
∂y
are Hermitian.
Show that if F and G are Hermitian operators, then
1
(F G + GF )
2
is Hermitian. Deduce that

∂ ∂ ∂ ∂
L = −i~ x −y and D = −i~ x +y +1
∂y ∂x ∂x ∂y
are Hermitian. Show that

[L, D] = 0.

42
Paper 1, Section II
Starting from the time-dependent Schrödinger equation, show that a stationary
state ψ(x) of a particle of mass m in a harmonic oscillator potential in one dimension with
frequency ω satisfies
~2 d2 ψ 1
− + mω 2 x2 ψ = Eψ .
2m dx2 2
Find a rescaling of variables that leads to the simplified equation
d2 ψ
− + y 2 ψ = εψ .
dy 2
1 2
Setting ψ = f (y)e− 2 y , find the equation satisfied by f (y).
Assume now that f is a polynomial
f (y) = y N + aN −1 y N −1 + aN −2 y N −2 + . . . + a0 .
Determine the value of ε and deduce the corresponding energy level E of the harmonic
oscillator. Show that if N is even then the stationary state ψ(x) has even parity.
Paper 3, Section II
Consider a particle of unit mass in a one-dimensional square well potential
V (x) = 0 for 06 x 6 π,
with V infinite outside. Find all the stationary states ψn (x) and their energies En , and
write down the general normalized solution of the time-dependent Schrödinger equation
in terms of these.
The particle is initially constrained by a barrier to be in the ground state in the
narrower square well potential
π
V (x) = 0 for 06x6 ,
2
with V infinite outside. The barrier is removed at time t = 0, and the wavefunction
is instantaneously unchanged. Show that the particle is now in a superposition of
stationary states of the original potential well, and calculate the probability that an energy
measurement will yield the result En .

43
Paper 2, Section II
Let x, y, z be Cartesian coordinates in R3 . The angular momentum operators satisfy
the commutation relation
[Lx , Ly ] = i~Lz
and its cyclic permutations. Define the total angular momentum operator L2 and show
that [Lz , L2 ] = 0. Write down the explicit form of Lz .
Show that a function of the form (x + iy)m z n f (r), where r 2 = x2 + y 2 + z 2 , is an
eigenfunction of Lz and find the eigenvalue. State the analogous result for (x−iy)m z n f (r).
There is an energy level for a particle in a certain spherically symmetric potential
well that is 6-fold degenerate. A basis for the (unnormalized) energy eigenstates is of the
form
(x2 − 1)f (r), (y 2 − 1)f (r), (z 2 − 1)f (r), xyf (r), xzf (r), yzf (r) .
Find a new basis that consists of simultaneous eigenstates of Lz and L2 and identify their
eigenvalues.
[You may quote the range of Lz eigenvalues associated with a particular eigenvalue of L2 .]

44
Paper 1, Section I
7H Statistics
Suppose that X1 , . . . , Xn are i.i.d. N (µ, σ 2 ) random variables.
(a) Compute the MLEs µ b2 for the unknown parameters µ, σ 2 .
b, σ
(b) Give the definition of an unbiased estimator. Determine whether µ b2 are
b, σ
2
unbiased estimators for µ, σ .
Paper 2, Section I
8H Statistics
Suppose that X1 , . . . , Xn are i.i.d. coin tosses with probability θ of obtaining a head.
(a) Compute the posterior distribution of θ given the observations X1 , . . . , Xn in
the case of a uniform prior on [0, 1].
(b) Give the definition of the quadratic error loss function.
(c) Determine the value θb of θ which minimizes the quadratic error loss function.
b
Justify your answer. Calculate E[θ].
[You may use that the β(a, b), a, b > 0, distribution has density function on [0, 1]
given by
ca,b xa−1 (1 − x)b−1
where ca,b is a normalizing constant. You may also use without proof that the mean of a
β(a, b) random variable is a/(a + b).]
Paper 4, Section II
19H Statistics
Consider the linear model
Yi = βxi + ǫi for i = 1, . . . , n
where x1 , . . . , xn are known and ǫ1 , . . . , ǫn are i.i.d. N (0, σ 2 ). We assume that the
parameters β and σ 2 are unknown.
(a) Find the MLE βb of β. Explain why βb is the same as the least squares estimator
of β.
(b) State and prove the Gauss–Markov theorem for this model.
(c) For each value of θ ∈ R with θ 6= 0, determine the unbiased linear estimator βe
of β which minimizes
Eβ,σ2 [exp(θ(βe − β))] .

45
Paper 1, Section II
19H Statistics
State and prove the Neyman–Pearson lemma.
Suppose that X1 , . . . , Xn are i.i.d. exp(λ) random variables where λ is an unknown
parameter. We wish to test the hypothesis H0 : λ = λ0 against the hypothesis H1 : λ = λ1
where λ1 < λ0 .
(a) Find the critical region of the likelihood ratio test of size α in terms of the
sample mean X.
(b) Define the power function of a hypothesis test and identify the power function in
the setting described above in terms of the Γ(n, λ) probability distribution function. [You
may use without proof that X1 + · · · + Xn is distributed as a Γ(n, λ) random variable.]
(c) Define what it means for a hypothesis test to be uniformly most powerful. Deter-
mine whether the likelihood ratio test considered above is uniformly most powerful for test-
e 1 : λ < λ0 .
ing H0 : λ = λ0 against H
Paper 3, Section II
20H Statistics
Suppose that X1 , . . . , Xn are i.i.d. N (µ, σ 2 ). Let
n n
1X X
X= Xi and SXX = (Xi − X)2 .
n
i=1 i=1
(a) Compute the distributions of X and SXX and show that X and SXX are
independent.
√ p
(b) Write down the distribution of n(X − µ)/ SXX /(n − 1).
(c) For α ∈ (0, 1), find a 100(1 − α)% confidence interval in each of the following
situations:
(i) for µ when σ 2 is known;
(ii) for µ when σ 2 is not known;
(iii) for σ 2 when µ is not known.
(d) Suppose that Xe1 , . . . , X

ene are i.i.d. N (e e2 ). Explain how you would use the F -
µ, σ
test to test the hypothesis H1 : σ > σ 2 e against the hypothesis H0 : σ 2 = σ
2 e2 . Does the F -
test depend on whether µ, µe are known?

46
Paper 1, Section I
4A Variational Principles
A function φ = xy − yz is defined on the surface x2 + 2y 2 + z 2 = 1. Find the
location (x, y, z) of every stationary point of this function.
Paper 3, Section I
The function f with domain x > 0 is defined by f (x) = a1 xa , where a > 1 . Verify
that f is convex, using an appropriate sufficient condition.
Determine the Legendre transform f ∗ of f , specifying clearly its domain of definition,
and find (f ∗ )∗ .
Show that
xr ys
+ > xy
r s
1 1
where x, y > 0 and r and s are positive real numbers such that r + s = 1.

47
Paper 2, Section II
Write down the Euler–Lagrange (EL) equations for a functional
Z b
f ( u, w, u′, w′, x ) dx ,
a
where u(x) and w(x) each take specified values at x = a and x = b. Show that the EL
equations imply that
∂f ∂f
κ = f − u′ ′ − w ′ ′
∂u ∂w
is independent of x provided f satisfies a certain condition, to be specified. State conditions
under which there exist additional first integrals of the EL equations.
Consider m ′2 m −1 ′ 2
f = 1− w − 1− u
u u
where m is a positive constant. Show that solutions of the EL equations satisfy
m
u ′ 2 = λ2 + κ 1 − ,
u
for some constant λ. Assuming that κ = −λ2 , find dw/du and hence determine the most
general solution for w as a function of u subject to the conditions u > m and w → −∞
as u → ∞. Show that, for any such solution, w → ∞ as u → m.
[Hint:
dn z 1/2 − 1 o 1
log 1/2 = 1/2 . ]
dz z +1 z (z − 1)

48
Paper 4, Section II
Consider the functional
Z ∞
I[y] = 1
2 y′ 2 + 1
2 U (y)2 dx ,
−∞
where y(x) is subject to boundary conditions y(x) → a± as x → ±∞ with U (a± ) = 0.

[You may assume the integral converges.]
(a) Find expressions for the first-order and second-order variations δI and δ2 I
resulting from a variation δy that respects the boundary conditions.
(b) If a± = a, show that I[y] = 0 if and only if y(x) = a for all x. Explain briefly
how this is consistent with your results for δI and δ2 I in part (a).
(c) Now suppose that U (y) = c2 − y 2 with a± = ±c (c > 0). By considering an
integral of U (y)y ′ , show that
4c3
I[y] > ,
3
with equality if and only if y satisfies a first-order differential equation. Deduce that global
minima of I[y] with the specified boundary conditions occur precisely for
y(x) = c tanh{ c(x − x0 ) } ,
where x0 is a constant. How is the first-order differential equation that appears in this case
related to your general result for δI in part (a)?

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MATHEMATICAL TRIPOS Part IB 2019

Part IB, 2019 List of Questions [TURN OVER

(iii) f (x) = cos(1/x) on [1, ∞).

(i) If a sequence (fn ) of real-valued functions on A converges uniformly to f , and each

(iii) If a sequence (fn ) of real-valued functions on [−1, 1] converges uniformly to f , and

Give a proof or counterexample in each case.

where x1/3 denotes the unique real cube root of x ∈ R.

Part IB, 2019 List of Questions

(ii) If a metric space is complete and bounded, must it be compact? Give a

(i) Show that a compact metric space is totally bounded.

(ii) Show that a complete, totally bounded metric space is compact.

Part IB, 2019 List of Questions [TURN OVER

(i) Let f ∈ X. Show that for any c ∈ [0, ∞) the norm

||f ||c = sup ||f (t)t−c ||

is Lipschitz equivalent to the usual sup norm on X.

(ii) Assume that F : [1, b] × Rn → Rn is continuous and Lipschitz in the second

kF (t, x) − F (t, y)k 6 M kx − yk

for all t ∈ [1, b] and all x, y ∈ Rn . Define ϕ : X → X by

for t ∈ [1, b].

Df (t) = F (t, f (t))

has a unique solution on [1, b] with f (1) = y0 .

Part IB, 2019 List of Questions

||x||∞ = sup{|xi | : i ∈ N},

and for 1 6 p < ∞, let

Part IB, 2019 List of Questions [TURN OVER

lie in the right-hand half plane?

Part IB, 2019 List of Questions

A1 = {z ∈ C | 0 < |z| < 1} and

Part IB, 2019 List of Questions [TURN OVER

where φ0 is constant. Give your answer in terms of (x, y) = (Re z, Im z).

Part IB, 2019 List of Questions

E(x, t) = Re{ E0 ei(k·x−ωt) } , B(x, t) = Re{ B0 ei(k·x−ωt) }

if E0 and k satisfy a constraint and if B0 and ω are then chosen appropriately.

Part IB, 2019 List of Questions [TURN OVER

Ey′ = γ(Ey − vBz ) , Bz′ = γ(Bz − (v/c2 )Ey ) ,

Part IB, 2019 List of Questions

Part IB, 2019 List of Questions [TURN OVER

ux = sin x cos y , uy = − cos x sin y , uz = 0 ,

Part IB, 2019 List of Questions

Part IB, 2019 List of Questions [TURN OVER

and deduce that the potential vorticity

where q1 and q2 are constants, and

Part IB, 2019 List of Questions

Part IB, 2019 List of Questions [TURN OVER

Part IB, 2019 List of Questions

(ii) A triangulation can be subdivided by replacing one triangle ∆ with three

(c) Suppose S is a closed abstract smooth surface of everywhere negative curvature.

Part IB, 2019 List of Questions [TURN OVER

have Gaussian curvature zero. [Hint: consider a transformation of R3 .]

Part IB, 2019 List of Questions

Part IB, 2019 List of Questions [TURN OVER

then x is not congruent to 2 modulo 3.

Part IB, 2019 List of Questions

dim(U + W ) = dim(U ) + dim(W ) − dim(U ∩ W ) .

U = {x ∈ R4 | x1 = 7x3 + 8x4 , x2 + 5x3 + 6x4 = 0} ,

Show that U + W is 3-dimensional and find a linear map ℓ : R4 → R such that

Part IB, 2019 List of Questions [TURN OVER

Find a recursion for the matrices Bi in terms of A and the cj ’s.