Part IB, {{ year }}
Part IB 2008
1.I.1E
Part IB, 2008 commentLet be an matrix over . What does it mean to say that is an eigenvalue of ? Show that has at least one eigenvalue. For each of the following statements, provide a proof or a counterexample as appropriate.
(i) If is Hermitian, all eigenvalues of are real.
(ii) If all eigenvalues of are real, is Hermitian.
(iii) If all entries of are real and positive, all eigenvalues of have positive real part.
(iv) If and have the same trace and determinant then they have the same eigenvalues.
1.II.9E
Part IB, 2008 commentLet be an matrix of real numbers. Define the row rank and column rank of and show that they are equal.
Show that if a matrix is obtained from by elementary row and column operations then .
Let and be matrices. Show that the matrices and have the same rank.
Hence, or otherwise, prove that
3.I.1G
Part IB, 2008 commentLet be the abelian group generated by elements subject to the relations
Express as a product of cyclic groups, and find the number of elements of of order 2 .
- Part IB, 2008
commentWhat is a Euclidean domain? Show that a Euclidean domain is a principal ideal domain.
Show that is not a Euclidean domain (for any choice of norm), but that the ring
is Euclidean for the norm function .
4.I.2G
Part IB, 2008 commentLet be an integer. Show that the polynomial is irreducible over if and only if is prime.
[You may use Eisenstein's criterion without proof.]
4.II.11G
Part IB, 2008 commentLet be a ring and an -module. What does it mean to say that is a free -module? Show that is free if there exists a submodule such that both and are free.
Let and be -modules, and submodules. Suppose that and . Determine (by proof or counterexample) which of the following statements holds:
(1) If is free then .
(2) If is free then .
1.I.2G
Part IB, 2008 commentShow that any element of is a rotation, and that it can be written as the product of two reflections.
2.II.12G
Part IB, 2008 commentShow that the area of a spherical triangle with angles is . Hence derive the formula for the area of a convex spherical -gon.
Deduce Euler's formula for a decomposition of a sphere into convex polygons with a total of edges and vertices.
A sphere is decomposed into convex polygons, comprising quadrilaterals, pentagons and hexagons, in such a way that at each vertex precisely three edges meet. Show that there are at most 7 possibilities for the pair , and that at least 3 of these do occur.
3.I.2G
Part IB, 2008 commentA smooth surface in has parametrization
Show that a unit normal vector at the point is
and that the curvature is .
3.II.12G
Part IB, 2008 commentLet be the unit disc model of the hyperbolic plane, with metric
(i) Show that the group of Möbius transformations mapping to itself is the group of transformations
where and .
(ii) Assuming that the transformations in (i) are isometries of , show that any hyperbolic circle in is a Euclidean circle.
(iii) Let and be points on the unit circle with . Show that the hyperbolic distance from to the hyperbolic line is given by
(iv) Deduce that if then no hyperbolic open disc of radius is contained in a hyperbolic triangle.
4.II.12G
Part IB, 2008 commentLet be a curve on a smoothly embedded surface . Define the energy of . Show that if is a stationary point for the energy for proper variations of , then satisfies the geodesic equations
where in terms of a smooth parametrization for , with first fundamental form .
Now suppose that for every the curves are geodesics.
(i) Show that and .
(ii) Suppose moreover that the angle between the curves is independent of and . Show that .
1.II.11F
Part IB, 2008 commentState and prove the Contraction Mapping Theorem.
Let be a nonempty complete metric space and a mapping such that, for some , the th iterate of (that is, composed with itself times) is a contraction mapping. Show that has a unique fixed point.
Now let be the space of all continuous real-valued functions on , equipped with the uniform norm , and let be a continuous function satisfying the Lipschitz condition
for all and all , where is a constant. Let be defined by
where is a fixed continuous function on . Show by induction on that
for all and all . Deduce that the integral equation
has a unique continuous solution on .
2.I.1E
Part IB, 2008 commentSuppose that and are finite-dimensional vector spaces over . What does it mean to say that is a linear map? State the rank-nullity formula. Using it, or otherwise, prove that a linear map is surjective if, and only if, it is injective.
Suppose that is a linear map which has a right inverse, that is to say there is a linear map such that , the identity map. Show that .
Suppose that and are two matrices over such that . Prove that .
2.I.3F
Part IB, 2008 commentExplain what is meant by the statement that a sequence of functions defined on an interval converges uniformly to a function . If converges uniformly to , and each is continuous on , prove that is continuous on .
Now suppose additionally that is a sequence of points of converging to a limit . Prove that .
2.II.13F
Part IB, 2008 commentLet be a sequence of real-valued functions defined on a subset of . Suppose that for all and all we have , where converges. Prove that converges uniformly on .
Now let , and consider the series , where and
for . Show that the series converges uniformly on for any real number . Deduce that is a continuous function on . Does the series converge uniformly on ? Justify your answer.
- Part IB, 2008
commentExplain what it means for a function of two variables to be differentiable at a point . If is differentiable at , show that for any the function defined by
is differentiable at , and find its derivative in terms of the partial derivatives of at .
Consider the function defined by
Is differentiable at ? Justify your answer.
3.II.13F
Part IB, 2008 commentLet be a function, and a point of . Prove that if the partial derivatives of exist in some open disc around and are continuous at , then is differentiable at .
Now let denote the vector space of all real matrices, and let be the function assigning to each matrix its determinant. Show that is differentiable at the identity matrix , and that is the linear map . Deduce that is differentiable at any invertible matrix , and that is the linear map
Show also that if is a matrix with , then is invertible. Deduce that is twice differentiable at , and find as a bilinear map .
[You may assume that the norm on is complete, and that it satisfies the inequality for any two matrices and
4.I.3F
Part IB, 2008 commentLet be the vector space of all continuous real-valued functions on the unit interval . Show that the functions
both define norms on .
Consider the sequence defined by . Does converge in the norm ? Does it converge in the norm ? Justify your answers.
4.II.13F
Part IB, 2008 commentExplain what it means for two norms on a real vector space to be Lipschitz equivalent. Show that if two norms are Lipschitz equivalent, then one is complete if and only if the other is.
Let be an arbitrary norm on the finite-dimensional space , and let denote the standard (Euclidean) norm. Show that for every with , we have
where is the standard basis for , and deduce that the function is continuous with respect to . Hence show that there exists a constant such that for all with , and deduce that and are Lipschitz equivalent.
[You may assume the Bolzano-Weierstrass Theorem.]
1.II.12F
Part IB, 2008 commentWrite down the definition of a topology on a set .
For each of the following families of subsets of , determine whether is a topology on . In the cases where the answer is 'yes', determine also whether is a Hausdorff space and whether it is compact.
(a) : either is finite or .
(b) : either is finite or .
(c) : there exists such that, for all .
(d) : for all , there exists such that .
2.I.4F
Part IB, 2008 commentStating carefully any results on compactness which you use, show that if is a compact space, is a Hausdorff space and is bijective and continuous, then is a homeomorphism.
Hence or otherwise show that the unit circle is homeomorphic to the quotient space , where is the equivalence relation defined by
- Part IB, 2008
commentExplain what it means for a topological space to be connected.
Are the following subspaces of the unit square connected? Justify your answers.
(a) , and .
(b) or and .
4.II.14F
Part IB, 2008 commentExplain what is meant by a base for a topology. Illustrate your definition by describing bases for the topology induced by a metric on a set, and for the product topology on the cartesian product of two topological spaces.
A topological space is said to be separable if there is a countable subset which is dense, i.e. such that for every nonempty . Show that a product of two separable spaces is separable. Show also that a metric space is separable if and only if its topology has a countable base, and deduce that every subspace of a separable metric space is separable.
Now let with the topology having as a base the set of all half-open intervals
with . Show that is separable, but that the subspace of is not separable.
[You may assume standard results on countability.]
2.II.10E
Part IB, 2008 commentDefine the determinant of an square matrix over the complex numbers. If and are two such matrices, show that .
Write for the characteristic polynomial of a matrix . Let be matrices and suppose that is nonsingular. Show that . Taking for appropriate values of , or otherwise, deduce that .
Show that if then . Which of the following statements is true for all matrices ? Justify your answers.
(i) ;
(ii) .
1.I.3C
Part IB, 2008 commentGiven that is an analytic function, show that the mapping
(a) preserves angles between smooth curves intersecting at if ;
(b) has Jacobian given by .
1.II.13C
Part IB, 2008 commentBy a suitable choice of contour show the following:
(a)
where ,
(b)
2.II.14C
Part IB, 2008 commentLet . Find the first three terms in the Laurent expansion for valid for .
Now let be a positive integer, and define
Show that the singularities of in are all removable. By expanding as a Laurent series valid for , and as a Taylor series valid for , find the coefficients of for in the Laurent series for valid for .
By estimating an appropriate integral around the contour , show that
3.II.14E
Part IB, 2008 commentState and prove Rouché's theorem, and use it to count the number of zeros of inside the annulus .
Let be a sequence of polynomials of degree at most with the property that converges uniformly on compact subsets of as . Prove that there is a polynomial of degree at most such that uniformly on compact subsets of . [If you use any results about uniform convergence of analytic functions, you should prove them.]
Suppose that has distinct roots . Using Rouché's theorem, or otherwise, show that for each there is a sequence such that and as .
4.I.4E
Part IB, 2008 commentSuppose that and are two functions which are analytic on the whole complex plane . Suppose that there is a sequence of distinct points with such that . Show that for all . [You may assume any results on Taylor expansions you need, provided they are clearly stated.]
What happens if the assumption that is dropped?
3.I.5C
Part IB, 2008 commentUsing the contour integration formula for the inversion of Laplace transforms find the inverse Laplace transforms of the following functions: (a) real and non-zero , (b) .
[You may use the fact that .]
4.II.15C
Part IB, 2008 commentLet be the domain (i.e., cut along the negative -axis). Show, by a suitable choice of branch, that the mapping
maps onto the strip .
How would a different choice of branch change the result?
Let be the domain . Find an analytic transformation that maps to , where is the strip defined above.
1.II.14D
Part IB, 2008 commentWrite down the Euler-Lagrange equation for the variational problem for that extremizes the integral defined as
with boundary conditions , where and are positive constants such that , with . Find a first integral of the equation when is independent of , i.e. .
A light ray moves in the plane from to with speed taking a time . Show that the equation of the path that makes an extremum satisfies
where is a constant and write down an integral relating and .
When where is a constant and , show that the path is given by
- Part IB, 2008
commentDescribe briefly the method of Lagrange multipliers for finding the stationary values of a function subject to a constraint .
Use the method to find the largest possible volume of a circular cylinder that has surface area (including both ends).
2.II.15D
Part IB, 2008 comment(a) Legendre's equation may be written in the form
Show that there is a series solution for of the form
where the satisfy the recurrence relation
Hence deduce that there are solutions for that are polynomials of degree , provided that . Given that is then chosen so that , find the explicit form for .
(b) Laplace's equation for in spherical polar coordinates may be written in the axisymmetric case as
where .
Write down without proof the general form of the solution obtained by the method of separation of variables. Use it to find the form of exterior to the sphere that satisfies the boundary conditions, , and .
3.II.10E
Part IB, 2008 commentLet or . What is meant by a quadratic form ? Show that there is a basis for such that, writing , we have for some scalars
Suppose that . Define the rank and signature of and compute these quantities for the form given by .
Suppose now that and that are quadratic forms. If , show that there is some nonzero such that .
3.I.6D
Part IB, 2008 commentLet be the operator
on functions satisfying and .
Given that the Green's function for satisfies
show that a solution of
for a given function , is given by
Indicate why this solution is unique.
Show further that the Green's function is given by
3.II.15D
Part IB, 2008 commentLet and be the eigenvalues and corresponding eigenfunctions for the Sturm-Liouville system
where
with and . The boundary conditions on are that .
Show that two distinct eigenfunctions are orthogonal in the sense that
Show also that if has the form
with being independent of , then
Assuming that the eigenfunctions are complete, deduce that a solution of the diffusion equation,
that satisfies the boundary conditions given above is such that
4.I.5A
Part IB, 2008 commentFind the half-range Fourier cosine series for . Hence show that
4.II.16A
Part IB, 2008 commentAssume satisfies
and that the series
converges uniformly in .
If is the Fourier transform of , prove that
[Hint: prove that is periodic and express its Fourier expansion coefficients in terms of .
In the case that , evaluate the sum
1.II.15A
Part IB, 2008 commentThe radial wavefunction for the hydrogen atom satisfies the equation
With reference to the general form for the time-independent Schrödinger equation, explain the origin of each term. What are the allowed values of ?
The lowest-energy bound-state solution of , for given , has the form . Find and and the corresponding energy in terms of .
A hydrogen atom makes a transition between two such states corresponding to and . What is the frequency of the emitted photon?
2.II.16A
Part IB, 2008 commentGive the physical interpretation of the expression
for an observable , where is a Hermitian operator and is normalised. By considering the norm of the state for two observables and , and real values of , show that
Deduce the uncertainty relation
where is the uncertainty of .
A particle of mass moves in one dimension under the influence of potential . By considering the commutator , show that the expectation value of the Hamiltonian satisfies
3.I.7A
Part IB, 2008 commentWrite down a formula for the orbital angular momentum operator . Show that its components satisfy
If , show that are also eigenvectors of , and find their eigenvalues.
3.II.16A
Part IB, 2008 commentWhat is the probability current for a particle of mass , wavefunction , moving in one dimension?
A particle of energy is incident from on a barrier given by
where . What are the conditions satisfied by at and ? Write down the form taken by the wavefunction in the regions and distinguishing between the cases and . For both cases, use your expressions for to calculate the probability currents in these two regions.
Define the reflection and transmission coefficients, and . Using current conservation, show that the expressions you have derived satisfy . Show that if .
4.I.6A
Part IB, 2008 commentWhat is meant by a stationary state? What form does the wavefunction take in such a state? A particle has wavefunction , such that
where and are normalised eigenstates of the Hamiltonian with energies and . Write down at time . Show that the expectation value of at time is
1.II.16B
Part IB, 2008 commentSuppose that the current density is constant in time but the charge density is not.
(i) Show that is a linear function of time:
where is the time derivative of at time .
(ii) The magnetic induction due to a current density can be written as
Show that this can also be written as
(iii) Assuming that vanishes at infinity, show that the curl of the magnetic field in (1) can be written as
[You may find useful the identities and also
(iv) Show that the second term on the right hand side of (2) can be expressed in terms of the time derivative of the electric field in such a way that itself obeys Ampère's law with Maxwell's displacement current term, i.e. .
4.I.1E
Part IB, 2008 commentDescribe (without proof) what it means to put an matrix of complex numbers into Jordan normal form. Explain (without proof) the sense in which the Jordan normal form is unique.
Put the following matrix in Jordan normal form:
2.I.6B
Part IB, 2008 commentGiven the electric potential of a dipole
where is the magnitude of the dipole moment, calculate the corresponding electric field and show that it can be written as
where is the unit vector in the radial direction.
2.II.17B
Part IB, 2008 commentTwo perfectly conducting rails are placed on the -plane, one coincident with the -axis, starting at , the other parallel to the first rail a distance apart, starting at . A resistor is connected across the rails between and , and a uniform magnetic field , where is the unit vector along the -axis and , fills the entire region of space. A metal bar of negligible resistance and mass slides without friction on the two rails, lying perpendicular to both of them in such a way that it closes the circuit formed by the rails and the resistor. The bar moves with speed to the right such that the area of the loop becomes larger with time.
(i) Calculate the current in the resistor and indicate its direction of flow in a diagram of the system.
(ii) Show that the magnetic force on the bar is
(iii) Assume that the bar starts moving with initial speed at time , and is then left to slide freely. Using your result from part (ii) and Newton's laws show that its velocity at the time is
(iv) By calculating the total energy delivered to the resistor, verify that energy is conserved.
3.II.17B
Part IB, 2008 comment(i) From Maxwell's equations in vacuum,
obtain the wave equation for the electric field E. [You may find the following identity useful:
(ii) If the electric and magnetic fields of a monochromatic plane wave in vacuum are
show that the corresponding electromagnetic waves are transverse (that is, both fields have no component in the direction of propagation).
(iii) Use Faraday's law for these fields to show that
(iv) Explain with symmetry arguments how these results generalise to
where is the polarisation vector, i.e., the unit vector perpendicular to the direction of motion and along the direction of the electric field, and is the unit vector in the direction of propagation of the wave.
(v) Using Maxwell's equations in vacuum prove that:
where is the closed volume and is the bounding surface. Comment on the differing time dependencies of the left-hand-side of (1) for the case of (a) linearly-polarized and (b) circularly-polarized monochromatic plane waves.
4.I.7B
Part IB, 2008 commentThe energy stored in a static electric field is
where is the associated electric potential, , and is the volume charge density.
(i) Assuming that the energy is calculated over all space and that vanishes at infinity, show that the energy can be written as
(ii) Find the electric field produced by a spherical shell with total charge and radius , assuming it to vanish inside the shell. Find the energy stored in the electric field.
1.I.4C
Part IB, 2008 commentIn an inertial frame a photon of energy is observed to travel at an angle relative to the -axis. The inertial frame moves relative to at velocity in the direction and the -axis of is taken parallel to the -axis of . Observed in , the photon has energy and travels at an angle relative to the -axis. Show that
where .
2.I.7C
Part IB, 2008 commentA photon of energy collides with a particle of rest mass , which is at rest. The final state consists of a photon and a particle of rest mass . Show that the minimum value of for which it is possible for this reaction to take place is
4.II.17C
Part IB, 2008 commentWrite down the formulae for the one-dimensional Lorentz transformation for frames moving with relative velocity along the -direction. Derive the relativistic formula for the addition of velocities and .
A train, of proper length , travels past a station at velocity . The origin of the inertial frame , with coordinates , in which the train is stationary, is located at the mid-point of the train. The origin of the inertial frame , with coordinates , in which the station is stationary, is located at the mid-point of the platform. Coordinates are chosen such that when the origins coincide then .
Observers A and B, stationary in , are located, respectively, at the front and rear of the train. Observer C, stationary in , is located at the origin of . At , C sends two signals, which both travel at speed , where , one directed towards and the other towards , who receive the signals at respective times and . observes these events to occur, respectively, at times and . At also observes that the two ends of the platform coincide with the positions of and .
(a) Draw two space-time diagrams, one for and the other for , showing the trajectories of the observers and the events that take place.
(b) What is the length of the platform in terms of ? Briefly illustrate your answer by reference to the space-time diagrams.
(c) Calculate the time differences and .
(d) Setting , use this example to discuss briefly the fact that two events observed to be simultaneous in one frame need not be observed to be simultaneous in another.
1.I.5B
Part IB, 2008 commentVerify that the two-dimensional flow given in Cartesian coordinates by
satisfies . Find the stream function . Sketch the streamlines.
1.II.17B
Part IB, 2008 commentTwo incompressible fluids flow in infinite horizontal streams, the plane of contact being , with positive upwards. The flow is given by
where is the unit vector in the positive direction. The upper fluid has density and pressure , the lower has density and pressure , where is a constant and is the acceleration due to gravity.
(i) Consider a perturbation to the flat surface of the form
State the kinematic boundary conditions on the velocity potentials that hold on the interface in the two domains, and show by linearising in that they reduce to
(ii) State the dynamic boundary condition on the perturbed interface, and show by linearising in that it reduces to
(iii) Use the velocity potentials
where , and the conditions in (i) and (ii) to perform a stability analysis. Show that the relation between and is
Find the criterion for instability.
2.I.8B
Part IB, 2008 comment(i) Show that for a two-dimensional incompressible flow , the vorticity is given by where is the stream function.
(ii) Express the -component of the vorticity equation
in terms of the stream function .
4.II.10E
Part IB, 2008 commentWhat is meant by a Hermitian matrix? Show that if is Hermitian then all its eigenvalues are real and that there is an orthonormal basis for consisting of eigenvectors of .
A Hermitian matrix is said to be positive definite if for all . We write in this case. Show that is positive definite if, and only if, all of its eigenvalues are positive. Show that if then has a unique positive definite square root .
Let be two positive definite Hermitian matrices with . Writing and , show that . By considering eigenvalues of , or otherwise, show that .
3.II.18B
Part IB, 2008 commentAn ideal liquid contained within a closed circular cylinder of radius rotates about the axis of the cylinder (assume this axis to be in the vertical -direction).
(i) Prove that the equation of continuity and the boundary conditions are satisfied by the velocity , where is the angular velocity, with the unit vector in the -direction, which depends only on time, and is the position vector measured from a point on the axis of rotation.
(ii) Calculate the angular momentum per unit length of the cylinder.
(iii) Suppose the the liquid starts from rest and flows under the action of an external force per unit mass . By taking the curl of the Euler equation, prove that
(iv) Find the pressure.
4.II.18B
Part IB, 2008 comment(i) Starting from Euler's equation for an incompressible fluid show that for potential flow with ,
where , the body force per unit mass is and is an arbitrary function of time.
(ii) Hence show that, for the steady flow of a liquid of density through a pipe of varying cross-section that is subject to a pressure difference between its two ends, the mass flow through the pipe per unit time is given by
where and are the cross-sectional areas of the two ends.
1.I.6D
Part IB, 2008 commentShow that if , where is a lower triangular matrix with all elements on the main diagonal being unity and is a diagonal matrix with positive elements, then is positive definite. Find and the corresponding when
2.II.18D
Part IB, 2008 comment(a) A Householder transformation (reflection) is given by
where , and is the unit matrix and is a non-zero vector which has norm . Show that is orthogonal.
(b) Suppose that and with . Show that if minimises then it also minimises , where is an arbitrary orthogonal matrix.
(c) Using Householder reflection, find the that minimises when
3.II.19D
Part IB, 2008 commentStarting from the Taylor formula for with an integral remainder term, show that the error of an approximant can be written in the form (Peano kernel theorem)
when , which is identically zero if is a polynomial of degree , satisfies conditions that you should specify. Give an expression for .
Hence determine the minimum value of in the inequality
when
4.I.8D
Part IB, 2008 commentShow that the Chebyshev polynomials, obey the orthogonality relation
State briefly how an optimal choice of the parameters is made in the Gaussian quadrature formula
Find these parameters for the case .
- Part IB, 2008
commentA Bayesian statistician observes a random sample drawn from a distribution. He has a prior density for the unknown parameters of the form
where and are constants which he chooses. Show that after observing his posterior density is again of the form
where you should find explicitly the form of and .
1.II.18H
Part IB, 2008 commentSuppose that is a sample of size with common distribution, and is an independent sample of size from a distribution.
(i) Find (with careful justification) the form of the size- likelihood-ratio test of the null hypothesis against alternative unrestricted.
(ii) Find the form of the size- likelihood-ratio test of the hypothesis
against unrestricted, where is a given constant.
Compare the critical regions you obtain in (i) and (ii) and comment briefly.
2.II.19H
Part IB, 2008 commentSuppose that the joint distribution of random variables taking values in is given by the joint probability generating function
where the unknown parameters and are positive, and satisfy the inequality . Find . Prove that the probability mass function of is
and prove that the maximum-likelihood estimators of and based on a sample of size drawn from the distribution are
where (respectively, ) is the sample mean of (respectively, ).
By considering or otherwise, prove that the maximum-likelihood estimator is biased. Stating clearly any results to which you appeal, prove that as , making clear the sense in which this convergence happens.
- Part IB, 2008
commentIf is a sample from a density with unknown, what is a confidence set for ?
In the case where the are independent random variables with known, unknown, find (in terms of ) how large the size of the sample must be in order for there to exist a confidence interval for of length no more than some given .
[Hint: If then
1.II.10G
Part IB, 2008 comment(i) Show that is not simple.
(ii) Show that the group Rot of rotational symmetries of a regular dodecahedron is a simple group of order 60 .
(iii) Show that is isomorphic to .
4.II.19H
Part IB, 2008 comment(i) Consider the linear model
where observations , depend on known explanatory variables , , and independent random variables .
Derive the maximum-likelihood estimators of and .
Stating clearly any results you require about the distribution of the maximum-likelihood estimators of and , explain how to construct a test of the hypothesis that against an unrestricted alternative.
(ii) A simple ballistic theory predicts that the range of a gun fired at angle of elevation should be given by the formula
where is the muzzle velocity, and is the gravitational acceleration. Shells are fired at 9 different elevations, and the ranges observed are as follows:
The model
is proposed. Using the theory of part (i) above, find expressions for the maximumlikelihood estimators of and .
The -test of the null hypothesis that against an unrestricted alternative does not reject the null hypothesis. Would you be willing to accept the model ? Briefly explain your answer.
[You may need the following summary statistics of the data. If , then 17186. ]
1.I.8H
Part IB, 2008 commentState the Lagrangian Sufficiency Theorem for the maximization over of subject to the constraint .
For each , solve
2.I.9H
Part IB, 2008 commentGoods from three warehouses have to be delivered to five shops, the cost of transporting one unit of good from warehouse to shop being , where
The requirements of the five shops are respectively and 10 units of the good, and each warehouse holds a stock of 15 units. Find a minimal-cost allocation of goods from warehouses to shops and its associated cost.
3.II.20H
Part IB, 2008 commentUse the simplex algorithm to solve the problem
subject to , and
4.II.20H
Part IB, 2008 comment(i) Suppose that , and are continuously differentiable. Suppose that the problem
subject to
is solved by a unique for each , and that there exists a unique such that
Assuming that and are continuously differentiable, prove that
(ii) The output of a firm is a function of the capital deployed, and the amount of labour employed, given by
where . The firm's manager has to optimize the output subject to the budget constraint
where is the wage rate and is the available budget. By casting the problem in Lagrangian form, find the optimal solution and verify the relation .
1.II.19H
Part IB, 2008 commentThe village green is ringed by a fence with fenceposts, labelled . The village idiot is given a pot of paint and a brush, and started at post 0 with instructions to paint all the posts. He paints post 0 , and then chooses one of the two nearest neighbours, 1 or , with equal probability, moving to the chosen post and painting it. After painting a post, he chooses with equal probability one of the two nearest neighbours, moves there and paints it (regardless of whether it is already painted). Find the distribution of the last post unpainted.
2.II.20H
Part IB, 2008 commentA Markov chain with state-space has non-zero transition probabilities and
Prove that this chain is recurrent if and only if
Prove that this chain is positive-recurrent if and only if
3.I.9H
Part IB, 2008 commentWhat does it mean to say that a Markov chain is recurrent?
Stating clearly any general results to which you appeal, prove that the symmetric simple random walk on is recurrent.
4.I.9H
Part IB, 2008 commentA Markov chain on the state-space has transition matrix
Classify the chain into its communicating classes, deciding for each what the period is, and whether the class is recurrent.
For each say whether the exists, and evaluate the limit when it does exist.
2.I.2G
Part IB, 2008 commentWhat does it means to say that a complex number is algebraic over ? Define the minimal polynomial of .
Suppose that satisfies a nonconstant polynomial which is irreducible over . Show that there is an isomorphism .
[You may assume standard results about unique factorisation, including Gauss's lemma.]
2.II.11G
Part IB, 2008 commentLet be a field. Prove that every ideal of the ring is finitely generated.
Consider the set
Show that is a subring of which is not Noetherian.