Past exam of the mathematics course of the University of Cambridge 2002 iii Paper 60 7 Solution 2026-10-14
Stability of a numerical method controls how perturbations in initial data, roundoff and local residuals propagate. For a linear evolution scheme , a suitable finite-time requirement iswith independent of the refining mesh. The norm should approximate the norm of the continuous problem, such as an area-weighted L2 norm. The bound need not imply decay: is appropriate when the equation itself permits finite-time growth. For a multilevel scheme the state includes all required time levels.
The error recurrence shows why stability matters. If , thenThus a consistent residual tending to zero and a convergent start produce convergence when the stability constant is uniform. Tiny defects need not remain tiny without that bound. The Lax equivalence theorem makes this precise: for a well-posed linear initial value problem and a consistent linear approximation, stability is equivalent to convergence in the compatible solution norms. It is not a theorem for arbitrary nonlinear schemes, and a high formal order does not substitute for stability.
For constant coefficients on a periodic or infinite grid, von Neumann stability analysis diagonalizes spatial translations using Fourier modes. If , the Parseval identity converts a uniform multiplier-power bound into an L2 norm bound. The contraction condition is sufficient; a more general also yields a finite-time bound. For the centered-space explicit heat method,so exactly for . Larger fixed Courant numbers amplify high frequencies. The Backward Euler method gives instead and is contractive for every .
For , forward time and centered space give , with . Hence for nonzero frequencies, causing instability at a fixed nonzero Courant number. The directionally correct upwind finite difference scheme uses the neighbor at and hasIt is contractive exactly for . This also has a direct maximum-norm proof: the update is a convex combination of two old values. The continuum domain of dependence must fit inside the numerical one for a local explicit hyperbolic method to converge, giving the Courant–Friedrichs–Lewy condition. That necessary geometric restriction is not by itself a sufficient stability proof.
For systems and multilevel methods, each Fourier multiplier becomes a matrix. All amplification roots must obey the appropriate root bound, but their moduli alone are insufficient. A repeated unit root in a companion matrix gives a Jordan block; for instance has . Even distinct roots require control of the diagonalizing matrices uniformly in frequency and mesh. The uniform power bound from separated amplification roots supplies such control for a bounded two-root family with a positive gap. Question5 illustrates both sides: strict gives a uniform gap, whereas the endpoints have a double unit root and are unstable despite unit moduli.
Energy estimates are especially useful when coefficients vary or boundaries prevent Fourier diagonalization. As a simple example, for implicit heat evolution with homogeneous Dirichlet boundary conditions, take the grid inner product of with . Discrete integration by parts givesThe boundary term vanishes because the boundary values are zero, proving contraction. For variable positive diffusion coefficients the corresponding flux-weighted squared differences remain nonnegative, so the argument extends without a constant-coefficient Fourier symbol. With forcing or lower-order terms, a discrete energy inequality and Gronwall inequality yield a mesh-independent finite-time bound.
A related technique is eigenvalue stability analysis of a finite difference method. If the spatial matrix is symmetric with nonpositive eigenvalues and the time update is , an orthonormal eigenbasis givesThis proves stability when all scaled spatial eigenvalues lie in the time method's stability domain. For a nonnormal spatial or amplification matrix, the eigenvalues alone do not control powers: ill-conditioned eigenvectors or Jordan terms can cause transient growth. Direct operator-norm estimates, symmetrizers or energy estimates then provide the missing information. In particular an A-stable scalar time formula does not automatically give mesh-uniform bounds for every ill-conditioned family of spatial matrices.
Boundary conditions and starting procedures are part of the discretization. Interior Fourier analysis may fail to detect a growing boundary mode, and a multilevel method can excite a parasitic mode through a poor start. One must therefore analyze the actual finite-domain operator or include its boundary terms in an energy proof. Stability is a uniform error-propagation bound; Fourier symbols, energy identities, matrix norms and spectral analysis are complementary ways of establishing that bound.
Past exam of the mathematics course of the University of Cambridge 2002 iii Paper 60 6 Solution 2026-10-14
Sparse Gaussian elimination seeks a direct solution while preserving the advantage of a small number of nonzeros. The main issue is that eliminating unknowns creates new interactions between the remaining unknowns. For a symmetric positive-definite system, simultaneous row and column permutation merely changes the elimination order, and Cholesky decomposition or LDL decomposition can proceed without pivoting. Partition one elimination step asThe remaining system has the Schur complement . It is positive-definite because, for any nonzero , minimizing the positive quadratic form of over the first coordinate gives . This both justifies the next positive pivot and identifies exactly where fill can appear.
The matrix graph of a symmetric sparsity pattern has one vertex per unknown and an edge when is structurally nonzero. At pivot , the updatecan change an entry only when both and are current neighbors of . Thus the elimination graph operation removes and makes its remaining neighbors a clique. Edges absent before this update are fill-in. The graph describes structural or generic nonzeros: special cancellations in the numerical values can reduce the actual fill, but cannot justify omitting possible entries in advance.
A useful global description is the fill-path criterion for symmetric elimination. After a set has been eliminated, remaining vertices are adjacent generically exactly when their original graph contains a path from to with all internal vertices in . The assertion starts with the original edges when is empty. Eliminating the next vertex concatenates two earlier such paths through it; conversely, split any allowed path at the newly eliminated vertex to recover the two earlier connections. This induction explains why sparse long-range couplings may eventually become dense.
The order is decisive. For a star with four leaves, eliminating a leaf only changes the diagonal of its sole neighbor and creates no fill. Repeated leaf elimination preserves this property. Eliminating the central vertex first instead connects all four leaves, creating six edges and a dense four-variable trailing system. This occurs, for example, in a positive-definite star matrix with central diagonal , leaf diagonals and edge entries ; no cancellation removes the new leaf couplings.
The same sparse star graph creates no fill with leaf elimination and six fill edges with central elimination
. Details. For an arbitrary graph, an ordering creates no fill precisely when each pivot's later neighbors are already a clique, namely a perfect elimination ordering. Such an ordering exists exactly for a chordal graph. A chordless cycle of length at least four illustrates the obstruction: its first removed vertex connects its two previously nonadjacent neighbors. Eliminating in a chosen order adds chords until the completed graph is chordal. Thus sparsity of the original matrix alone does not guarantee sparse factors; the graph and its ordering matter together.
If pivot has later neighbors, its column contains factor entries and its symmetric outer-product update costs arithmetic. The total storage is governed by and the work by . A band ordering with matrix bandwidth gives the familiar storage and work, but a narrow profile or graph separator can do better than a single global band. The minimum degree algorithm greedily chooses a current low-degree pivot; it often keeps immediate updates small, but it must account for previously created fill and need not minimize total fill.
Nested dissection instead finds a small vertex separator, recursively eliminates disconnected subdomains, and leaves separator variables until last. For a regular two-dimensional grid with unknowns, a separator has vertices. Its dense final work is , and recursive balanced separation givesAt each level the summed separator-square storage is , giving factor storage over the logarithmic number of levels. These estimates assume the usual geometric separator structure; they are not guarantees for every sparse graph. Independent subdomains also expose parallel work.
In a practical solver a symbolic factorization phase uses the pattern and ordering to allocate factor storage and schedule updates. For the lower-triangular factor, the elimination tree takes the parent of column to be its first later row index containing a structural nonzero. Descendant updates flow towards those later pivots, making the tree useful for dependency scheduling and the organization of the factorization. Compressed sparse storage records only entries and indices; the numerical phase then computes the values, followed by forward and backward substitution. The factors can be reused for many right-hand sides.
Finally, structural efficiency must be balanced with numerical stability. For a nonsymmetric system the pattern can be represented by a directed or bipartite graph, and elimination creates edges from incoming to outgoing neighbors. Separate row and column permutations are possible. A fill-reducing column ordering does not ensure a safe pivot: scaling and partial pivoting may be needed to prevent division by a tiny number and large growth. Such row interchanges can change the predicted fill. Positive-definite symmetric problems avoid this conflict; general sparse solvers must manage it explicitly. Graph-based ordering controls factor sparsity, while pivoting controls numerical safety; an effective sparse factorization needs both.
Past exam of the mathematics course of the University of Cambridge 2002 iii Paper 57 2 Solution 2026-10-14
Use a basal resource , herbivore and predator , with positive encounter, conversion and mortality parameters:Only the resource has intrinsic positive growth; the consumers die without food. There is no resource carrying capacity, immigration or feeding on nonadjacent levels. These assumptions define the simplest food chain with Lotka-Volterra equations.
A positive equilibrium would require both and . Hence three-level coexistence is possible only on the special balance . The exact identityfollows by combining and . It gives a useful classification rather than incorrectly postulating a generic coexistence fixed point.
If , the top predator cannot invade the underlying resource-herbivore cycle: its average per-capita growth there is . This extinction statement can be strengthened. The boundary equilibrium has , , . With weights , , , defineDirect cancellation of paired trophic terms gives . Its level sets bound the first two species above and away from zero and bound . Integration and uniform continuity imply ; the limiting dynamics are the usual resource-herbivore closed orbits, not generally an attracting equilibrium.
If , there is a line of positive equilibria: , . Choosing any positive point on that line gives a conserved coercive version of with all three relative-entropy terms. Together with the product integral, it confines generic trajectories to closed curves, with neutral oscillations around the equilibrium line. All three can persist, but only under this finely balanced parameter condition.
If , the product identity grows without bound, so at least one of must become unbounded in the unregulated model. There is no bounded persistent three-species attractor. Finite-time blow-up is excluded by a weighted total-abundance bound whose encounter terms cancel and whose derivative is at most a constant times that abundance. The unbounded long-term behavior signals the missing biological resource regulation. The simplest odd chain does not generically permit bounded full coexistence; adding resource self-limitation changes this conclusion.
Past exam of the mathematics course of the University of Cambridge 2002 iii Paper 47 1 Solution 2026-10-14
Use the Unscaled Papkovich–Neuber representationwith harmonic vector and scalar potentials. For a torque-driven sphere chooseIts components are harmonic for , and both and vanish. HenceThe last equality follows from the no-slip boundary condition at . To check that is indeed the applied couple, the traction on the sphere, with directed into the fluid, is . Its hydrodynamic torque isHere . The applied couple balances this resisting torque. The resulting field is the rotlet of a rotating sphere in Stokes flow.
For the Lorentz reciprocal theorem for Stokes flow, let point out of the fluid domain and take the same viscosity in both flows. With , the theorem isIt follows by taking the divergence of the boundary integrand: incompressibility removes pressure-work terms, the two Newtonian strain contractions are equal, and the remaining stress divergences give the displayed body-force terms. This convention matters: on the inner boundary of an exterior domain, .
Past exam of the mathematics course of the University of Cambridge 2002 iii Paper 42 3 Solution 2026-10-14
A constant number star formation rate over produces a uniform present-age distribution. The birth-age distribution under constant star formation therefore givesOutside this age interval the cumulative distribution function is zero or one. The census here retains stellar remnants as objects, as required by the population model.
Write . The initial mass function is proportional to on . Normalizing the tail integral gives the power-law initial-mass-function tail coordinate:For lower thresholds . Because the birth mass and formation time have independence, the probability integral transform makes uniform on the unit square. is an upper-tail coordinate, so larger masses have smaller .
A red giant of current age lies in the stellar lifetime regions in a mass-age diagramThere are no red giants below in this model. For the upper boundary is the population's age limit, while for both lifetime boundaries are present. A white dwarf lies above .
In uniform probability coordinates the main-sequence boundary is and the end of the giant phase is . The giant region is therefore , clipped to the unit square: it is the triangle with vertices . Its area, and hence the individual giant fraction, isThe white dwarf region is the triangle with vertices , givingThe remaining are on the main sequence. Boundaries have zero probability and do not affect these counts. Treating every post-giant object as a white dwarf is a stipulated toy-model assumption; real high-mass stars have other stellar remnants.
Red-giant and white-dwarf regions in mass-age coordinates and their triangular images in uniform tail-mass and age coordinates
. Details. For the binary calculations, use a coeval binary population: components share their birth time even though their birth masses are independently drawn and their subsequent evolution is independent. Hence is uniform in the unit cube. At a fixed age coordinate , a component is a giant when , and a white dwarf when . Define the conditional state fractionsComponents have conditional independence given ; averaging over the common age must be done after forming the conditional pair probabilities. The continuous-birth binary state fractions below are consequently volumes in this cube, not products of the marginal single-star fractions.
Past exam of the mathematics course of the University of Cambridge 2002 iii Paper 4 5 Solution 2026-10-14
The additive Abelian group is divisible because it is a real vector space. Each convex subgroup is divisible too: for in and a positive integer , its unique additive quotient satisfies , hence belongs to . Negative elements follow by taking inverses. Thus all are rational vector subspaces, independently of whether the given real scalar multiplication respects the order.
Choose an ordered-group isomorphism . It is rational-linear, since additive homomorphisms between divisible torsion-free groups preserve division by integers. Extend a rational basis of to one of ; equivalently choose a rational-linear section of composed with the quotient map. ThenSince and the union is , each has a unique expression with only finitely many nonzero coefficients. Define . This is an injective additive group homomorphism. If is the largest active coefficient, the image of in the ordered quotient has sign equal to that of . Convexity ensures that this is also the sign of .
The maximum-support convention for the Hahn group uses precisely finite supports and the sign of the largest active coefficient. Hence preserves and reflects the total order, and therefore preserves join and meet. This proves the finite-support Hahn embedding along a countable convex chain. In fact every finite coefficient sequence is obtained, so is an ordered-group isomorphism in this convention; the requested embedding follows.
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