Past exam of the mathematics course of the University of Cambridge 2006 iii Paper 8 5 Solution Created 2026-10-03 Updated 2026-10-14
Write . On the dense polynomial algebra in , the Gaussian creation and annihilation operators areGaussian integration by parts gives . Their closed realizations are adjoints. More explicitly, for the orthonormal basis of normalized Probabilists' Hermite polynomials,Thus the closed annihilation operator has domain , and the closed creation operator has domain . These describe the same set of functions, the Gaussian Sobolev space, though the two operators differ. Directly on polynomials, , and
Use the standard carré du champ operator convention . The product rule for this semigroup generator givesso the requested squared-gradient and joint energy formulas, for real functions in the standard algebra, areFor complex functions the joint energy is sesquilinear, with in the second factor. If “squared gradient” is defined without the factor in the product-rule expression, its value is instead and the joint energy is one half of its integral; the joint energy and logarithmic Sobolev constant used here remain as displayed.
For the Gaussian logarithmic Sobolev inequality, first take smooth bounded with bounded first and second derivatives, bounded away from zero. The Mehler formula for the Ornstein-Uhlenbeck semigroup isIt preserves and differentiating in gives the Ornstein-Uhlenbeck gradient commutation identityPut . Differentiate its entropy functional. Since is constant, and Gaussian integration by parts applies,For such data, Mehler's formula and dominated convergence give as . The uniform positive upper and lower bounds justify integrating this limit inside the entropy, whose limit is zero. Hence
Apply the allowed weighted Cauchy-Schwarz inequality with :After integration, invariance of givesIntegrating in yieldsFor a real smooth compactly supported , take . ThenLetting provesSmooth approximation and cutoff in the Gaussian Sobolev norm extend this to the full form domain. The entropy is lower semicontinuous under the resulting convergence: the square densities converge in , their masses converge, and, along an almost-everywhere convergent subsequence, Fatou's lemma applies to after adding the bound . The same inequality for complex follows by applying it to and using the weak-derivative bound . Thus the constant is at most .
For sharpness of the Gaussian logarithmic Sobolev constant, take with real . These functions belong to the Gaussian Sobolev space. The Gaussian moment-generating function givesThereforeThe entropy-to-energy ratio is exactly , so no smaller constant can work. Combining this lower bound with the proved inequality gives
Past exam of the mathematics course of the University of Cambridge 2006 iii Paper 8 4 Solution Created 2026-10-03 Updated 2026-10-14
Use the joint energy conventionOn the generator domain it is . The symmetric Feller semigroup has symmetric two-point measure , with both marginals equal to . Expanding the product of increments gives the finite-time identityfor real functions. This supplies a proof that works for a general symmetric Markov kernel, without assuming a diffusion chain rule.
For , Cauchy-Schwarz inequality givesInterchanging gives the same inequality in the other order. Apply it with , integrate against , and take . This proves the power inequality for symmetric Markov energiesInitially take bounded nonnegative functions in the form domain. On their bounded range, the power maps are Lipschitz; their finite-time squared-increment energies are therefore bounded by a constant times that of . This puts the powers in the form domain and makes both joint energy limits well defined. Truncation gives the corresponding extended-energy interpretation when needed. In particular the proof applies to the bounded positive functions used below.
Normalize the logarithmic Sobolev inequality asStart with a bounded bounded away from zero, and put , and . Positivity and preservation of constants keep within the same positive bounds. Symmetry realizes as a self-adjoint contraction semigroup on , so for its orbit lies in the generator domain and ; this justifies the following differentiation away from zero.
Differentiate both the evolving function and exponent:Since , it follows thatApply the logarithmic Sobolev inequality to , and then the joint energy inequality:ThereforeThe specified exponent satisfies and . Thus the right side is zero and the evolving norm is nonincreasing. Integrating from a positive time and letting givesHere the initial limit follows from strong continuity, boundedness of and , and .
For a bounded nonnegative , apply the estimate to and let . For arbitrary , truncate to bounded nonnegative functions. Their images converge in to ; an almost-everywhere convergent subsequence and Fatou lemma give the same estimate for that limit. Positivity of the Markov kernel gives , also for complex , soThis proves that the logarithmic Sobolev inequality implies hypercontractivity, with the numerical exponent matched to the stated joint-energy normalization.
Past exam of the mathematics course of the University of Cambridge 2006 iii Paper 8 3 Solution Created 2026-10-03 Updated 2026-10-14
For the Volterra integration operator, Cauchy-Schwarz inequality givesIntegrating and reversing the order yieldsThus is bounded, with . Since , is absolutely continuous and almost everywhere. If as an element, its continuous representative is zero everywhere, so its derivative is zero almost everywhere. Hence is one-to-one.
Its range is exactly , and . This contains the smooth compactly supported functions in , so is a densely defined operator. Closedness can also be seen directly: if and in , then , giving and .
For every ,If , the allowed fact makes invertible. At , is invertible too. Thus the bounded operatorhas range in and is a two-sided inverse of . Equivalently, solving the initial-value differential equation givesThis is bounded for every fixed on the finite interval. Therefore Volterra inverse differentiation has empty spectrum:The familiar nonempty-spectrum theorem for bounded operators does not apply to this unbounded operator.
The subspace is the kernel of the bounded functional , so it is closed. Its image under isthe zero-trace Sobolev space. If , and , then converges to , and . Thus is closed. It is densely defined because it also contains the smooth compactly supported functions.
For any , the same formula gives , with no endpoint term because vanishes there. Consequently and , proving the requested inclusion. In fact, testing against compactly supported smooth shows that every element of has weak derivative in ; conversely the integration-by-parts formula applies to every . Thuswith no boundary restrictions.
For any , the nonzero function belongs to this domain and satisfies . Conversely this first-order equation has only scalar multiples of that exponential. ThereforeFor any , the adjoint eigenfunction with eigenvalue annihilates , so this range is not all of . Explicitly the resolvent equation with zero initial value has the solution above, and its endpoint value is zero exactly whenThus the range is a proper closed hyperplane for every . This proves that the two-endpoint symmetric derivative has whole complex spectrum:There are no eigenvalues of itself: the eigenfunction equation together with forces the exponential coefficient to vanish. The operator is symmetric but not self-adjoint, since its adjoint has a strictly larger domain; symmetry alone does not force a real spectrum.
Past exam of the mathematics course of the University of Cambridge 2006 iii Paper 8 2 Solution Created 2026-10-03 Updated 2026-10-14
A linear operator on a Banach space is called a dissipative operator whenOn a Hilbert space, using the inner product linear in its first argument,If , this proves the defining inequality. Conversely that inequality implies for every ; letting gives
For the next spectral assertion, dissipativity must be retained as a hypothesis. Let be closed, densely defined and dissipative. For , the dissipative bound makes injective. Its range is closed: if , the bound makes Cauchy, and then converges. Closedness produces a preimage of . If the range is all of , the same bound gives a bounded inverse, so is in the resolvent set. If the closed range is proper, there is a nonzero vector in its orthogonal complement, and the definition of the adjoint of a densely defined operator givesThis proves that the positive spectrum of a dissipative operator is adjoint point spectrum:Without dissipativity the PDF's assertion is false. For example, multiplication by on is bounded, closed and densely defined. The value is spectral: normalized functions supported closer and closer to make tend to zero. But has no eigenvector for eigenvalue , since a square-integrable function supported on the singleton is zero.
For the given maximal-domain operator , finite-support sequences belong to , so the domain is dense. Coordinatewise limits also show it is closed: if and in , each defining coordinate equation passes to the limit, giving and hence .
Put and . For ,Since by Cauchy-Schwarz inequality, has a finite limit . Its increments are square summable as well. Direct summation givesThe original inner-product series converges because . Taking therefore givesThus is dissipative, including its full maximal domain; the limiting boundary term has not been discarded.
To decide generation, solve for arbitrary and fixed . The first coordinate gives , and the rest giveBecause all denominators are at least one,Hence is bounded, so belongs to . The coordinate equations give , proving and surjectivity of . Together with density, closedness and dissipativity, the Lumer-Phillips theorem proves the contraction generator from an exponentially weighted difference operator conclusion:
The domain is crucial. The formal transposed matrix suggests a positive-eigenvalue solutionwhich is square summable because the products converge. It is not a true adjoint eigenvector: the admissible test vector has , so , while . These cannot agree for unless . This exemplifies how boundary terms exclude formal adjoint eigenvectors, and explains why a calculation using only finite-support test vectors would give the wrong generation answer.
Past exam of the mathematics course of the University of Cambridge 2006 iii Paper 8 1 Solution Created 2026-10-03 Updated 2026-10-14
A strongly continuous semigroup on the complex Banach space is a family with , and as for every . Its semigroup generator is the linear operatorFor , boundedness of and the semigroup identity giveThus semigroup commutation with its unbounded generator meansThere is no assertion that is defined on every vector. The orbit is differentiable on this domain, with .
A contraction semigroup additionally satisfies for every . For , define the Bochner integralStrong continuity gives a continuous integrand, and its norm is bounded by , so the integral exists andChanging variables in yieldsAfter subtracting and dividing by , the limit is . ConsequentlyFor , integrate the derivative of over . Its limit at infinity is zero by the contraction bound, and its value at zero is . ThereforeThus this is also the Laplace-transform formula for a semigroup resolvent, with .
To prove that is a closed operator, suppose , and . Fix one with positive real part. The identity just proved and boundedness of giveIts range lies in , and applying shows . Thus the graph is closed. Linearity follows directly from linearity of the defining difference quotient, so is a closed linear operator.
The closedness conclusion also holds without the contraction assumption. For a general strongly continuous semigroup, the Uniform boundedness principle gives a uniform operator bound on each compact time interval. Integrating the generator-orbit identity gives . Under and , pass to the limit to obtain . Divide by and let ; strong continuity makes the right side converge to , so and .
Past exam of the mathematics course of the University of Cambridge 2006 iii Paper 78 4 i Created 2026-10-03 Updated 2026-10-14
Past exam of the mathematics course of the University of Cambridge 2006 iii Paper 78 3 Solution Created 2026-10-03 Updated 2026-10-14
The material derivative follows surfactant carried by the moving interface. The term is dilution or concentration by tangential area expansion or contraction. The term is the additional area change produced by normal motion of a curved interface. The term represents surface diffusion, while relaxes the concentration towards a reservoir value through exchange. All these terms refer to concentration per surface area, as in surfactant transport with exchange relaxation.
In the steady bubble frame, the spherical interface has . Write with uniform and regard both and as first order in the rising speed. Advection of and its product with surface dilation are second order. Hence the linear steady equation isSpherical symmetry and linearity leave only the tangential projection of the imposed translation vector: . An azimuthal term would change sign under reflection and is excluded for this non-chiral rising bubble. The degree-one forcing does not excite other spherical-harmonic degrees in the linear problem.
On , differentiating givesEach component of is a degree-one spherical harmonic, soOne may also obtain the coefficient from : its surface Laplacian gives , while rotational symmetry makes the vector Laplacian parallel to . Expanding then yieldsThe candidate therefore solves the linear transport equation ifIts spherical mean is zero. This is the dipolar surfactant distribution. Assuming , its consistency condition isDiffusion or exchange must restore uniform concentration faster than the interfacial flow redistributes it: this holds with a small surface Péclet number, fast exchange, or sufficiently immobilized surface velocity. These same conditions justify neglecting the perturbation's advection. Small capillary number and sufficiently small buoyancy-induced shape distortion are separate requirements for a spherical interface.
Take to mean the outer liquid, the bubble interior and outward from the bubble. The general interfacial stress balance with variable surface tension isFor , its tangential part is . Thus the requested form isThis positive parameter measures the strength of the restoring Marangoni stress relative to viscous stress, including the relaxation of concentration by diffusion and exchange.
The far velocity is produced by the constant harmonic vector potential . The two independent decaying degree-one modes are the force-carrying vector potential and the scalar dipole . They are harmonic outside the bubble and have precisely the symmetry of uniform translation. The Unscaled Papkovich–Neuber representation gives, at arbitrary radius,The velocity at agrees with the printed expression. However, the original PDF's traction formula has a factor-of-two error. Direct differentiation with givesnot the printed prefactor . This is traction of translating-sphere Papkovich–Neuber potentials. The term follows immediately from the Stokeslet stress, and the scalar-potential part gives ; neither contribution contains the extra factor two.
With this consistent traction, no penetration requires , tangential velocity requires , and tangential stress balance requires . Solving,For comparison, taking the printed literally would instead giveThose solve the supplied algebraic pair but not the Newtonian stress calculated from the supplied potentials. The factor-six result is the physically consistent translating surfactant-coated bubble solution.
As , and : the clean bubble has a mobile interface and zero tangential traction. As , , and : the interface becomes immobilized and the exterior flow approaches that past a no-slip rigid sphere. The limiting tangential traction is , a useful check on the correct normalization.
The normal dynamic traction isapart from an arbitrary constant pressure. In the normal stress balance on a translating bubble, its degree-one part is balanced by the buoyant hydrostatic pressure difference and by the variation of normal capillary stress. A uniform internal gas pressure balances the constant Laplace-pressure term but cannot by itself balance this angular variation. If is upwards and is liquid minus bubble mass density, the degree-one balance can be writtenIt fixes , tending to the clean-bubble and rigid-sphere rise speeds. A degree-one radial displacement translates a sphere rather than changing its curvature, so a supposed dipolar shape distortion cannot replace this force balance.
There are unlisted articles, also show them or only show them.