Part IB, {{ year }}
Part IB 2018
Paper 3, Section I,
Part IB, 2018 commentFor a continuous function , define
Show that
for every continuous function , where denotes the Euclidean norm on .
Find all continuous functions with the property that
regardless of the norm on .
[Hint: start by analysing the case when is the Euclidean norm .]
Paper 2, Section I, F
Part IB, 2018 commentShow that defines a norm on the space of continuous functions .
Let be the set of continuous functions with . Show that for each continuous function , there is a sequence with such that as
Show that if is continuous and for every then .
Paper 1, Section II, A
Part IB, 2018 comment(a) Let be a rectangular contour with vertices at and for some taken in the anticlockwise direction. By considering
show that
(b) By using a semi-circular contour in the upper half plane, calculate
for .
[You may use Jordan's Lemma without proof.]
Paper 2, Section II, A
Part IB, 2018 comment(a) Let be a complex function. Define the Laurent series of about , and give suitable formulae in terms of integrals for calculating the coefficients of the series.
(b) Calculate, by any means, the first 3 terms in the Laurent series about for
Indicate the range of values of for which your series is valid.
(c) Let
Classify the singularities of for .
(d) By considering
where for some suitably chosen , show that
Paper 3, Section I, A
Part IB, 2018 comment(a) Let . Define the branch cut of as such that
Show that is an odd function.
(b) Let .
(i) Show that is a branch point of .
(ii) Define the branch cuts of as such that
Find , where denotes just above the branch cut, and denotes just below the branch cut.
Paper 4, Section II, A
Part IB, 2018 comment(a) Find the Laplace transform of
for .
[You may use without proof that
(b) By using the Laplace transform, show that the solution to
can be written as
for some to be determined.
[You may use without proof that a particular solution to
is given by
Paper 2, Section I,
Part IB, 2018 commentDerive the Biot-Savart law
from Maxwell's equations, where the time-independent current vanishes outside . [You may assume that the vector potential can be chosen to be divergence-free.]
Paper 4, Section I,
Part IB, 2018 commentShow that Maxwell's equations imply the conservation of charge.
A conducting medium has where is a constant. Show that any charge density decays exponentially in time, at a rate to be determined.
Paper 1, Section II, C
Part IB, 2018 commentStarting from the Lorentz force law acting on a current distribution obeying , show that the energy of a magnetic dipole in the presence of a time independent magnetic field is
State clearly any approximations you make.
[You may use without proof the fact that
for any constant vector , and the identity
which holds when is constant.]
A beam of slowly moving, randomly oriented magnetic dipoles enters a region where the magnetic field is
with and constants. By considering their energy, briefly describe what happens to those dipoles that are parallel to, and those that are anti-parallel to the direction of .
Paper 3, Section II, C
Part IB, 2018 commentUse Maxwell's equations to show that
where is a bounded region, its boundary and its outward-pointing normal. Give an interpretation for each of the terms in this equation.
A certain capacitor consists of two conducting, circular discs, each of large area , separated by a small distance along their common axis. Initially, the plates carry charges and . At time the plates are connected by a resistive wire, causing the charge on the plates to decay slowly as for some constant . Construct the Poynting vector and show that energy flows radially out of the capacitor as it discharges.
Paper 2, Section II, C
Part IB, 2018 commentA plane with unit normal supports a charge density and a current density that are each time-independent. Show that the tangential components of the electric field and the normal component of the magnetic field are continuous across the plane.
Albert moves with constant velocity relative to the plane. Find the boundary conditions at the plane on the normal component of the magnetic field and the tangential components of the electric field as seen in Albert's frame.
Paper 1, Section I, D
Part IB, 2018 commentShow that the flow with velocity potential
in two-dimensional, plane-polar coordinates is incompressible in . Determine the flux of fluid across a closed contour that encloses the origin. What does this flow represent?
Show that the flow with velocity potential
has no normal flow across the line . What fluid flow does this represent in the unbounded plane? What flow does it represent for fluid occupying the domain ?
Paper 4, Section I, F
Part IB, 2018 commentState the Bolzano-Weierstrass theorem in . Use it to deduce the BolzanoWeierstrass theorem in .
Let be a closed, bounded subset of , and let be a function. Let be the set of points in where is discontinuous. For and , let denote the ball . Prove that for every , there exists such that whenever and .
(If you use the fact that a continuous function on a compact metric space is uniformly continuous, you must prove it.)
Paper 2, Section I, D
Part IB, 2018 commentThe Euler equations for steady fluid flow in a rapidly rotating system can be written
where is the density of the fluid, is its pressure, is the acceleration due to gravity and is the constant Coriolis parameter in a Cartesian frame of reference , with pointing vertically upwards.
Fluid occupies a layer of slowly-varying height . Given that the pressure is constant at and that the flow is approximately horizontal with components , show that the contours of are streamlines of the horizontal flow. What is the leading-order horizontal volume flux of fluid between two locations at which and , where ?
Identify the dimensions of all the quantities involved in your expression for the volume flux and show that your expression is dimensionally consistent.
Paper 1, Section II, D
Part IB, 2018 commentA layer of fluid of dynamic viscosity , density and uniform thickness flows down a rigid vertical plane. The adjacent air has uniform pressure and exerts a tangential stress on the fluid that is proportional to the surface velocity and opposes the flow, with constant of proportionality . The acceleration due to gravity is .
(a) Draw a diagram of this situation, including indications of the applied stresses and body forces, a suitable coordinate system and a representation of the expected velocity profile.
(b) Write down the equations and boundary conditions governing the flow, with a brief description of each, paying careful attention to signs. Solve these equations to determine the pressure and velocity fields in terms of the parameters given above.
(c) Show that the surface velocity of the fluid layer is .
(d) Determine the volume flux per unit width of the plane for general values of and its limiting values when and .
Paper 4, Section II, D
Part IB, 2018 commentA deep layer of inviscid fluid is initially confined to the region , in Cartesian coordinates, with directed vertically upwards. An irrotational disturbance is caused to the fluid so that its upper surface takes position . Determine the linear normal modes of the system and the dispersion relation between the frequencies of the normal modes and their wavenumbers.
If the interface is initially displaced to position and released from rest, where is a small constant, determine its position for subsequent times. How far below the surface will the velocity have decayed to times its surface value?
Paper 3, Section II, D
Part IB, 2018 commentA soap bubble of radius is attached to the end of a long, narrow straw of internal radius and length , the other end of which is open to the atmosphere. The pressure difference between the inside and outside of the bubble is , where is the surface tension of the soap bubble. At time and the air in the straw is at rest. Assume that the flow of air through the straw is irrotational and consider the pressure drop along the straw to show that subsequently
where is the density of air.
By multiplying the equation by and integrating, or otherwise, determine an implicit equation for and show that the bubble disappears in a time
[Hint: The substitution can be used.]
Paper 1, Section I, G
Part IB, 2018 comment(a) State the Gauss-Bonnet theorem for spherical triangles.
(b) Prove that any geodesic triangulation of the sphere has Euler number equal to
(c) Prove that there is no geodesic triangulation of the sphere in which every vertex is adjacent to exactly 6 triangles.
Paper 3, Section I, G
Part IB, 2018 commentConsider a quadrilateral in the hyperbolic plane whose sides are hyperbolic line segments. Suppose angles and are right-angles. Prove that is longer than .
[You may use without proof the distance formula in the upper-half-plane model
Paper 3, Section II, G
Part IB, 2018 commentLet be an open subset of the plane , and let be a smooth parametrization of a surface . A coordinate curve is an arc either of the form
for some constant and , or of the form
for some constant and . A coordinate rectangle is a rectangle in whose sides are coordinate curves.
Prove that all coordinate rectangles in have opposite sides of the same length if and only if at all points of , where and are the usual components of the first fundamental form, and are coordinates in .
Paper 2, Section II, G
Part IB, 2018 commentFor any matrix
the corresponding Möbius transformation is
which acts on the upper half-plane , equipped with the hyperbolic metric .
(a) Assuming that , prove that is conjugate in to a diagonal matrix . Determine the relationship between and .
(b) For a diagonal matrix with , prove that
for all not on the imaginary axis.
(c) Assume now that . Prove that fixes a point in .
(d) Give an example of a matrix in that does not preserve any point or hyperbolic line in . Justify your answer.
Paper 4, Section II, G
Part IB, 2018 commentA Möbius strip in is parametrized by
for , where . Show that the Gaussian curvature is
at
Paper 3, Section I,
Part IB, 2018 comment(a) Find all integer solutions to .
(b) Find all the irreducibles in of norm 9 .
Paper 1, Section II, F
Part IB, 2018 commentLet be a non-empty open set and let .
(a) What does it mean to say that is differentiable? What does it mean to say that is a function?
If is differentiable, show that is continuous.
State the inverse function theorem.
(b) Suppose that is convex, is and that its derivative at a satisfies for all , where is the identity map and denotes the operator norm. Show that is injective.
Explain why is an open subset of .
Must it be true that ? What if ? Give proofs or counter-examples as appropriate.
(c) Find the largest set such that the map given by satisfies for every .
Paper 4, Section I, G
Part IB, 2018 comment(a) Show that every automorphism of the dihedral group is equal to conjugation by an element of ; that is, there is an such that
for all .
(b) Give an example of a non-abelian group with an automorphism which is not equal to conjugation by an element of .
Paper 2, Section ,
Part IB, 2018 commentLet be a principal ideal domain and a non-zero element of . We define a new as follows. We define an equivalence relation on by
if and only if . The underlying set of is the set of -equivalence classes. We define addition on by
and multiplication by .
(a) Show that is a well defined ring.
(b) Prove that is a principal ideal domain.
Paper 1, Section II, G
Part IB, 2018 comment(a) State Sylow's theorems.
(b) Prove Sylow's first theorem.
(c) Let be a group of order 12. Prove that either has a unique Sylow 3-subgroup or .
Paper 4, Section II, G
Part IB, 2018 comment(a) State the classification theorem for finitely generated modules over a Euclidean domain.
(b) Deduce the existence of the rational canonical form for an matrix over a field .
(c) Compute the rational canonical form of the matrix
Paper 3, Section II, G
Part IB, 2018 comment(a) State Gauss's Lemma.
(b) State and prove Eisenstein's criterion for the irreducibility of a polynomial.
(c) Determine whether or not the polynomial
is irreducible over .
Paper 2, Section II, G
Part IB, 2018 comment(a) Prove that every principal ideal domain is a unique factorization domain.
(b) Consider the ring .
(i) What are the units in ?
(ii) Let be irreducible. Prove that either , for a prime, or and .
(iii) Prove that is not expressible as a product of irreducibles.
Paper 1, Section I, E
Part IB, 2018 commentState the Rank-Nullity Theorem.
If and are linear maps and is finite dimensional, show that
If is another linear map, show that
Paper 2, Section I, E
Part IB, 2018 commentLet be a real vector space. Define the dual vector space of . If is a subspace of , define the annihilator of . If is a basis for , define its dual and prove that it is a basis for .
If has basis and is the subspace spanned by
give a basis for in terms of the dual basis .
Paper 4, Section I, E
Part IB, 2018 commentDefine a quadratic form on a finite dimensional real vector space. What does it mean for a quadratic form to be positive definite?
Find a basis with respect to which the quadratic form
is diagonal. Is this quadratic form positive definite?
Paper 1, Section II, E
Part IB, 2018 commentDefine a Jordan block . What does it mean for a complex matrix to be in Jordan normal form?
If is a matrix in Jordan normal form for an endomorphism , prove that
is the number of Jordan blocks of with .
Find a matrix in Jordan normal form for . [Consider all possible values of .]
Find a matrix in Jordan normal form for the complex matrix
assuming it is invertible.
Paper 4, Section II, F
Part IB, 2018 comment(a) Define what it means for a metric space to be complete. Give a metric on the interval such that is complete and such that a subset of is open with respect to if and only if it is open with respect to the Euclidean metric on . Be sure to prove that has the required properties.
(b) Let be a complete metric space.
(i) If , show that taken with the subspace metric is complete if and only if is closed in .
(ii) Let and suppose that there is a number such that for every . Show that there is a unique point such that .
Deduce that if is a sequence of points in converging to a point , then there are integers and such that for every .
Paper 2, Section II, E
Part IB, 2018 commentIf is an matrix over a field, show that there are invertible matrices and such that
for some , where is the identity matrix of dimension .
For a square matrix of the form with and square matrices, prove that .
If and have no common eigenvalue, show that the linear map
is injective.
Paper 4, Section II, E
Part IB, 2018 commentLet be a finite dimensional inner-product space over . What does it mean to say that an endomorphism of is self-adjoint? Prove that a self-adjoint endomorphism has real eigenvalues and may be diagonalised.
An endomorphism is called positive definite if it is self-adjoint and satisfies for all non-zero ; it is called negative definite if is positive definite. Characterise the property of being positive definite in terms of eigenvalues, and show that the sum of two positive definite endomorphisms is positive definite.
Show that a self-adjoint endomorphism has all eigenvalues in the interval if and only if is positive definite for all and negative definite for all .
Let be self-adjoint endomorphisms whose eigenvalues lie in the intervals and respectively. Show that all of the eigenvalues of lie in the interval .
Paper 3, Section II, E
Part IB, 2018 commentState and prove the Cayley-Hamilton Theorem.
Let be an complex matrix. Using division of polynomials, show that if is a polynomial then there is another polynomial of degree at most such that for each eigenvalue of and such that .
Hence compute the entry of the matrix when
Paper 3, Section I, H
Part IB, 2018 commentThe mathematics course at the University of Barchester is a three-year one. After the end-of-year examinations there are three possibilities:
(i) failing and leaving (probability );
(ii) taking that year again (probability );
(iii) going on to the next year (or graduating, if the current year is the third one) (probability ).
Thus there are five states for a student year, year, year, left without a degree, graduated).
Write down the transition matrix. Classify the states, assuming . Find the probability that a student will eventually graduate.
Paper 4, Section I, H
Part IB, 2018 commentLet be the transition matrix for an irreducible Markov chain on the finite state space .
(a) What does it mean to say that a distribution is the invariant distribution for the chain?
(b) What does it mean to say that the chain is in detailed balance with respect to a distribution ? Show that if the chain is in detailed balance with respect to a distribution then is the invariant distribution for the chain.
(c) A symmetric random walk on a connected finite graph is the Markov chain whose state space is the set of vertices of the graph and whose transition probabilities are
where is the number of vertices adjacent to vertex . Show that the random walk is in detailed balance with respect to its invariant distribution.
Paper 1, Section II, H
Part IB, 2018 commentA coin-tossing game is played by two players, and . Each player has a coin and the probability that the coin tossed by player comes up heads is , where . The players toss their coins according to the following scheme: tosses first and then after each head, pays one pound and has the next toss, while after each tail, pays one pound and has the next toss.
Define a Markov chain to describe the state of the game. Find the probability that the game ever returns to a state where neither player has lost money.
Paper 2, Section II, H
Part IB, 2018 commentFor a finite irreducible Markov chain, what is the relationship between the invariant probability distribution and the mean recurrence times of states?
A particle moves on the vertices of the hypercube, , in the following way: at each step the particle is equally likely to move to each of the adjacent vertices, independently of its past motion. (Two vertices are adjacent if the Euclidean distance between them is one.) The initial vertex occupied by the particle is . Calculate the expected number of steps until the particle
(i) first returns to ,
(ii) first visits ,
(iii) first visits .
Paper 2, Section I,
Part IB, 2018 commentShow that
along a characteristic curve of the -order pde
Paper 4, Section I, A
Part IB, 2018 commentBy using separation of variables, solve Laplace's equation
subject to
Paper 3, Section I, A
Part IB, 2018 comment(a) Determine the Green's function satisfying
with . Here ' denotes differentiation with respect to .
(b) Using the Green's function, solve
with .
Paper 3, Section II, F
Part IB, 2018 comment(a) Let and let be functions for What does it mean to say that the sequence converges uniformly to on ? What does it mean to say that is uniformly continuous?
(b) Let be a uniformly continuous function. Determine whether each of the following statements is true or false. Give reasons for your answers.
(i) If for each and each , then uniformly on .
(ii) If for each and each , then uniformly on .
(c) Let be a closed, bounded subset of . For each , let be a continuous function such that is a decreasing sequence for each . If is such that for each there is with , show that there is such that .
Deduce the following: If is a continuous function for each such that is a decreasing sequence for each , and if the pointwise limit of is a continuous function , then uniformly on .
Paper 1, Section II, 14C
Part IB, 2018 commentDefine the convolution of two functions and . Defining the Fourier transform of by
show that
Given that the Fourier transform of is
find the Fourier transform of .
Paper 3, Section II, A
Part IB, 2018 commentConsider the Dirac delta function, , defined by the sampling property
for any suitable function and real constant .
(a) Show that for any non-zero .
(b) Show that , where denotes differentiation with respect to .
(c) Calculate
where is the derivative of the delta function.
(d) For
show that .
(e) Find expressions in terms of the delta function and its derivatives for
(i)
(ii)
(f) Hence deduce that
[You may assume that
Paper 2, Section II, A
Part IB, 2018 comment(a) Let be a -periodic function (i.e. for all ) defined on by
Find the Fourier series of in the form
(b) Find the general solution to
where is as given in part (a) and is -periodic.
Paper 4, Section II, 17C
Part IB, 2018 commentLet be a bounded region in the plane, with smooth boundary . Green's second identity states that for any smooth functions on
where is the outward pointing normal to . Using this identity with replaced by
and taking care of the singular point , show that if solves the Poisson equation then
at any , where all derivatives are taken with respect to .
In the case that is the unit disc , use the method of images to show that the solution to Laplace's equation inside , subject to the boundary condition
is
where are polar coordinates in the disc and is a constant.
[Hint: The image of a point is the point , and then
for all
Paper 3, Section I,
Part IB, 2018 commentWhat does it mean to say that a topological space is connected? If is a topological space and , show that there is a connected subspace of so that if is any other connected subspace containing then .
Show that the sets partition .
Paper 2, Section I, E
Part IB, 2018 commentWhat does it mean to say that is a metric on a set ? What does it mean to say that a subset of is open with respect to the metric ? Show that the collection of subsets of that are open with respect to satisfies the axioms of a topology.
For , the set of continuous functions , show that the metrics
give different topologies.
Paper 1, Section II, E
Part IB, 2018 commentWhat does it mean to say that a topological space is compact? Prove directly from the definition that is compact. Hence show that the unit circle is compact, proving any results that you use. [You may use without proof the continuity of standard functions.]
The set has a topology for which the closed sets are the empty set and the finite unions of vector subspaces. Let denote the set with the subspace topology induced by . By considering the subspace topology on , or otherwise, show that is compact.
Paper 4, Section II, E
Part IB, 2018 commentLet and for each let
Prove that the set of unions of the sets forms a topology on .
Prove or disprove each of the following:
(i) is Hausdorff;
(ii) is compact.
If and are topological spaces, is the union of closed subspaces and , and is a function such that both and are continuous, show that is continuous. Hence show that is path-connected.
Paper 1, Section I, D
Part IB, 2018 commentThe Trapezoidal Rule for solving the differential equation
is defined by
where .
Determine the minimum order of convergence of this rule for general functions that are sufficiently differentiable. Show with an explicit example that there is a function for which the local truncation error is for some constant .
Paper 4 , Section I, D
Part IB, 2018 commentwhere and are real parameters. Find the factorisation of the matrix . For what values of does the equation have a unique solution for ?
For , use the decomposition with forward and backward substitution to determine a value for for which a solution to exists. Find the most general solution to the equation in this case.
Paper 2, Section II, F
Part IB, 2018 comment(a) Let be a metric space, a non-empty subset of and . Define what it means for to be Lipschitz. If is Lipschitz with Lipschitz constant and if
for each , show that for each and that is Lipschitz with Lipschitz constant . (Be sure to justify that , i.e. that the infimum is finite for every .)
(b) What does it mean to say that two norms on a vector space are Lipschitz equivalent?
Let be an -dimensional real vector space equipped with a norm . Let be a basis for . Show that the map defined by is continuous. Deduce that any two norms on are Lipschitz equivalent.
(c) Prove that for each positive integer and each , there is a constant with the following property: for every polynomial of degree , there is a point such that
where is the derivative of .
Paper 1, Section II, D
Part IB, 2018 commentShow that if then the matrix transformation
is orthogonal. Show further that, for any two vectors of equal length,
Explain how to use such transformations to convert an matrix with into the form , where is an orthogonal matrix and is an upper-triangular matrix, and illustrate the method using the matrix
Paper 3, Section II, D
Part IB, 2018 commentTaylor's theorem for functions is given in the form
Use integration by parts to show that
Let be a linear functional on such that for . Show that
where the Peano kernel function You may assume that the functional commutes with integration over a fixed interval.]
The error in the mid-point rule for numerical quadrature on is given by
Show that if is a linear polynomial. Find the Peano kernel function corresponding to explicitly and verify the formula ( ) in the case .
Paper 2, Section II, D
Part IB, 2018 commentShow that the recurrence relation
where is an inner product on real polynomials, produces a sequence of orthogonal, monic, real polynomials of degree exactly of the real variable , provided that is a monic, real polynomial of degree exactly .
Show that the choice leads to a three-term recurrence relation of the form
where and are constants that should be determined in terms of the inner products and .
Use this recurrence relation to find the first four monic Legendre polynomials, which correspond to the inner product defined by
Paper 1, Section I, 8H
Part IB, 2018 commentWhat is meant by a transportation problem? Illustrate the transportation algorithm by solving the problem with three sources and three destinations described by the table
where the figures in the boxes denote transportation costs, the right-hand column denotes supplies, and the bottom row denotes requirements.
Paper 2, Section , H
Part IB, 2018 commentWhat does it mean to state that is a convex function?
Suppose that are convex functions, and for let
Assuming is finite for all , prove that the function is convex.
Paper 4, Section II, H
Part IB, 2018 commentGiven a network with a source , a sink , and capacities on directed edges, define a cut. What is meant by the capacity of a cut? State the max-flow min-cut theorem. If the capacities of edges are integral, what can be said about the maximum flow?
Consider an matrix in which each entry is either 0 or 1 . We say that a set of lines (rows or columns of the matrix) covers the matrix if each 1 belongs to some line of the set. We say that a set of 1 's is independent if no pair of 1 's of the set lie in the same line. Use the max-flow min-cut theorem to show that the maximal number of independent 1's equals the minimum number of lines that cover the matrix.
Paper 3, Section II, 21H
Part IB, 2018 commentState and prove the Lagrangian Sufficiency Theorem.
The manufacturers, and , of two competing soap powders must plan how to allocate their advertising resources ( and pounds respectively) among distinct geographical regions. If and denote, respectively, the resources allocated to area by and then the number of packets sold by and in area are
respectively, where is the total market in area , and are known constants. The difference between the amount sold by and is then
seeks to maximize this quantity, while seeks to minimize it.
(i) If knows 's allocation, how should choose ?
(ii) Determine the best strategies for and if each assumes the other will know its strategy and react optimally.
Paper 4, Section I, B
Part IB, 2018 commentA particle moving in one space dimension with wavefunction obeys the timedependent Schrödinger equation. Write down the probability density and current density in terms of the wavefunction and show that they obey the equation
Evaluate in the case that
where , and and are constants, which may be complex.
Paper 3, Section I, B
Part IB, 2018 commentWhat is meant by the statement that an operator is Hermitian?
Consider a particle of mass in a real potential in one dimension. Show that the Hamiltonian of the system is Hermitian.
Starting from the time-dependent Schrödinger equation, show that
where is the momentum operator and denotes the expectation value of the operator .
Paper 1, Section II, B
Part IB, 2018 commentThe relative motion of a neutron and proton is described by the Schrödinger equation for a single particle of mass under the influence of the central potential
where and are positive constants. Solve this equation for a spherically symmetric state of the deuteron, which is a bound state of a proton and a neutron, giving the condition on for this state to exist.
[If is spherically symmetric then .]
Paper 4, Section I, F
Part IB, 2018 comment(a) Let be open, and suppose that . Let be analytic.
State the Cauchy integral formula expressing as a contour integral over . Give, without proof, a similar expression for .
If additionally and is bounded, deduce that must be constant.
(b) If is analytic where are real, and if for all , show that is constant.
Paper 3, Section II, B
Part IB, 2018 commentWhat is the physical significance of the expectation value
of an observable in the normalised state ? Let and be two observables. By considering the norm of for real values of , show that
Deduce the generalised uncertainty relation
where the uncertainty in the state is defined by
A particle of mass moves in one dimension under the influence of the potential . By considering the commutator , show that every energy eigenvalue satisfies
Paper 2, Section II, B
Part IB, 2018 commentFor an electron in a hydrogen atom, the stationary-state wavefunctions are of the form , where in suitable units obeys the radial equation
Explain briefly how the terms in this equation arise.
This radial equation has bound-state solutions of energy , where . Show that when , there is a solution of the form , and determine . Find the expectation value in this state.
Determine the total degeneracy of the energy level with energy .
Paper 1, Section I, H
Part IB, 2018 commentform a random sample from a distribution whose probability density function is
where the value of the positive parameter is unknown. Determine the maximum likelihood estimator of the median of this distribution.
Paper 2, Section I,
Part IB, 2018 commentDefine a simple hypothesis. Define the terms size and power for a test of one simple hypothesis against another. State the Neyman-Pearson lemma.
There is a single observation of a random variable which has a probability density function . Construct a best test of size for the null hypothesis
against the alternative hypothesis
Calculate the power of your test.
Paper 1, Section II, H
Part IB, 2018 comment(a) Consider the general linear model where is a known matrix, is an unknown vector of parameters, and is an vector of independent random variables with unknown variances . Show that, provided the matrix is of rank , the least squares estimate of is
Let
What is the distribution of ? Write down, in terms of , an unbiased estimator of .
(b) Four points on the ground form the vertices of a plane quadrilateral with interior angles , so that . Aerial observations are made of these angles, where the observations are subject to independent errors distributed as random variables.
(i) Represent the preceding model as a general linear model with observations and unknown parameters .
(ii) Find the least squares estimates .
(iii) Determine an unbiased estimator of . What is its distribution?
Paper 4, Section II, H
Part IB, 2018 commentThere is widespread agreement amongst the managers of the Reliable Motor Company that the number of faulty cars produced in a month has a binomial distribution
where is the total number of cars produced in a month. There is, however, some dispute about the parameter . The general manager has a prior distribution for which is uniform, while the more pessimistic production manager has a prior distribution with density , both on the interval .
In a particular month, faulty cars are produced. Show that if the general manager's loss function is , where is her estimate and the true value, then her best estimate of is
The production manager has responsibilities different from those of the general manager, and a different loss function given by . Find his best estimate of and show that it is greater than that of the general manager unless .
[You may use the fact that for non-negative integers ,
Paper 3, Section II, H
Part IB, 2018 commentA treatment is suggested for a particular illness. The results of treating a number of patients chosen at random from those in a hospital suffering from the illness are shown in the following table, in which the entries are numbers of patients.
Describe the use of Pearson's statistic in testing whether the treatment affects recovery, and outline a justification derived from the generalised likelihood ratio statistic. Show that
[Hint: You may find it helpful to observe that
Comment on the use of this statistical technique when
Paper 1, Section I, B
Part IB, 2018 commentFind, using a Lagrange multiplier, the four stationary points in of the function subject to the constraint . By sketching sections of the constraint surface in each of the coordinate planes, or otherwise, identify the nature of the constrained stationary points.
How would the location of the stationary points differ if, instead, the function were subject to the constraint
Paper 3, Section I, B
Part IB, 2018 commentFor a particle of unit mass moving freely on a unit sphere, the Lagrangian in polar coordinates is
Determine the equations of motion. Show that is a conserved quantity, and use this result to simplify the equation of motion for . Deduce that
is a conserved quantity. What is the interpretation of ?
Paper 2, Section II, B
Part IB, 2018 commentDerive the Euler-Lagrange equation for the integral
when and take given values at the fixed endpoints.
Show that the only function with and as for which the integral
is stationary is .
Paper 3, Section II, F
Part IB, 2018 commentLet and let be analytic.
(a) If there is a point such that for all , prove that is constant.
(b) If and for all , prove that for all .
(c) Show that there is a constant independent of such that if and for all then whenever
[Hint: you may find it useful to consider the principal branch of the map .]
(d) Does the conclusion in (c) hold if we replace the hypothesis for with the hypothesis for , and keep all other hypotheses? Justify your answer.
Paper 4, Section II, B
Part IB, 2018 comment(a) A two-dimensional oscillator has action
Find the equations of motion as the Euler-Lagrange equations associated with , and use them to show that
is conserved. Write down the general solution of the equations of motion in terms of and , and evaluate in terms of the coefficients that arise in the general solution.
(b) Another kind of oscillator has action
where and are real constants. Find the equations of motion and use these to show that in general is not conserved. Find the special value of the ratio for which is conserved. Explain what is special about the action in this case, and state the interpretation of .
Paper 1, Section I, A
Part IB, 2018 comment(a) Show that
is a conformal mapping from the right half -plane, , to the strip
for a suitably chosen branch of that you should specify.
(b) Show that
is a conformal mapping from the right half -plane, , to the unit disc
(c) Deduce a conformal mapping from the strip to the disc .