Past exam of the mathematics course of the University of Cambridge 2008 ii Paper 1 29C iii Solution Created 2026-09-24 Updated 2026-10-14
Start a characteristic curve at with . The Characteristic curve equations give , , , so . Therefore the two branches areEach is on . The plus branch matches for , whereas the minus branch matches it for . Differentiating gives and , verifying wherever .
On the initial line, the normal Characteristic curve speed is , nonzero away from the origin. Thus the local existence theorem gives precisely these separate local branches near positive and negative initial points. At the branches merge and their derivatives become singular. There is no solution realizing the entire initial line in a neighborhood of the origin: the data force , while the equation and force . The failure at this Characteristic curve point is a genuine limitation of the printed global initial-data request.
Past exam of the mathematics course of the University of Cambridge 2008 ii Paper 1 29C ii Solution Created 2026-09-24 Updated 2026-10-14
Here the characteristic curves are straight lines , , along which . If , every nearby point determines a unique starting point and travel parameter:Integrating along the Characteristic curve givesThe non-characteristic condition is exactly what permits division by and ensures transversality to the data hyperplane. If , the Characteristic curve lines starting there never leave it. Moreover the prescribed data must satisfy on the hyperplane even to be compatible. If they do, the Characteristic curve construction still leaves off-hyperplane data undetermined; if they do not, no solution exists.
Past exam of the mathematics course of the University of Cambridge 2009 iii Paper 73 1 ii Solution Created 2026-10-03 Updated 2026-10-14
When the hydrostatic spreading term is small, the depth equation reduces to , where . Its characteristic curves have , and the depth is constant along each characteristic. At the inlet the imposed flux gives . Therefore in this advective approximation andThis is the advection limit of an inclined porous current, behind its leading nose and after the relevant characteristic has left the inlet. For injection starting into an empty aquifer, the advective support is .
The qualification “sufficiently large time” must refer to an advection-dominated outer region, not an exact solution of the full nonlinear equation. Substituting this exponential into the full equation leaves a nonzero spreading term. The next part quantifies when it can be neglected and explains the nonuniform leading-edge limit.
Past exam of the mathematics course of the University of Cambridge 2009 iii Paper 78 3 a Solution Created 2026-10-03 Updated 2026-10-14
For zero viscosity the Inviscid Burgers equation is . Along a characteristic curve, and . Labelling a characteristic by its initial position givesWhere is differentiable, . The first characteristic crossing occurs at if the maximum positive slope exists. A multivalued continuation is not a physical wave: rewrite the equation as the conservation law and replace the overturning part by an entropy-admissible shock wave. The Rankine-Hugoniot conditions give its trajectoryThe states on either side are supplied by the characteristics meeting the shock. Conservation supplies the equal-area construction, and the entropy condition requires characteristics to enter the shock. Since the flux is concave, a jump with is compressive.
For the rising step, and , the left characteristics have slope zero and the right ones slope . They overlap immediately. The Burgers Riemann problem with negative flux is solved byIt is a shock, not a rarefaction wave; the minus sign in the nonlinear flux is decisive.
For positive viscosity, substitute into the viscous Burgers equation. Writing givesAn -dependent multiplicative factor in removes the possible integration function. The Cole-Hopf transformation therefore gives . Normalize its initial value continuously at zero:Split the heat kernel integral at zero. Completing the square in the positive-half integral yieldsWhen differentiating, the Gaussian terms from the two complementary error functions cancel, becauseThus the exact viscous Burgers step solution with negative flux isFor its denominator is positive, its tails tend to and , and it approaches the initial step as . At it equals . Its vanishing-viscosity limit gives the entropy shock above. At large near the moving shock center it approaches the travelling profile , with thickness of order .
Past exam of the mathematics course of the University of Cambridge 2009 ii Paper 1 30B ii Solution Created 2026-09-24 Updated 2026-10-14
Along a characteristic curve, the Liouville equation gives . HenceComposition preserves nonnegativity, so . For locally integrable data this formula defines the transported weak solution, and the Lipschitz invertible flow preserves null sets locally. Thus the same assertion holds almost everywhere without requiring pointwise smooth data.
Past exam of the mathematics course of the University of Cambridge 2009 ii Paper 1 30B iv Solution Created 2026-09-24 Updated 2026-10-14
For the quadratic potential the characteristic curves are harmonic oscillations:The inverse is , . Therefore the Liouville equation has solutionThis formula works for smooth data or by transport for locally integrable data, and for measures by pushforward. Although the quadratic itself is not globally Lipschitz as in the initial sufficient hypotheses, its gradient is globally Lipschitz, which is the property actually needed for this global flow.
Past exam of the mathematics course of the University of Cambridge 2010 iii Paper 71 3 c Solution Created 2026-10-03 Updated 2026-10-14
For the early release, approximate the intact left half by water at rest at depth , and the right half by a dry bed. Put . The parabolic-channel dry-bed dam break is a centered rarefaction wave of the family, with the other Riemann invariant fixed at . Inside the fan, , soHenceThe left edge moves into the reservoir at and the dry front advances at . At the failed dam and . There is initially no finite-depth hydraulic bore into the dry bed: the depth falls continuously to zero.
Characteristics and depth profile of the initial dry-bed dam break in a parabolic channel
. Details. On the – diagram, the characteristic curves inside the fan are straight rays from the origin. The curves obey , so they have form . The solution describes the period before the finite lake ends and their reflected signals matter. Immediately after failure, near the dam and very near the thin nose, strong vertical acceleration can invalidate the shallow-water approximation. The outer fan becomes appropriate when the horizontal flow scale is large compared with its depth.
Past exam of the mathematics course of the University of Cambridge 2010 iii Paper 71 3 d Solution Created 2026-10-03 Updated 2026-10-14
Let states and be just left and right of a hydraulic bore moving at speed , and let . Integrating the conservative prismatic-channel shallow water equations across it gives the Rankine-Hugoniot conditionEquivalently the discharge in the shock frame is common on the two sides,Thus, for unequal positive depths,Momentum is conserved through the bore in this ideal model, but mechanical energy is dissipated; an energy-conservation jump must not be imposed as well.
For a stationary bore with rightward flow, , , and the momentum jump must still hold. A compressive hydraulic jump has andThe characteristic curves approach the stationary bore from both sides: upstream flow is supercritical flow, while downstream flow is subcritical flow using the local wave speed . The family travels downstream on both sides. These characteristic directions accompany, rather than replace, the two stationary conservation jumps.
Past exam of the mathematics course of the University of Cambridge 2012 iii Paper 62 1 Solution Created 2026-10-03 Updated 2026-10-07
Write and . In this geometry the Lorentz force density is purely longitudinal and equals . The ideal magnetohydrodynamic induction equation becomes . Together with the continuity equation and adiabatic pressure evolution, the four primitive-variable equations areThey have the required quasilinear form withHere the notation in derivatives means , whereas denotes the longitudinal velocity. Spatial dependence is one-dimensional; time dependence is allowed in the wave problem.
Put , and assume and . Expansion of the characteristic polynomial givesTwo independent eigenvectors for can be chosen as and . For the two propagating branches, useful eigenvectors areThe repeated branch advects an entropy disturbance and a disturbance with unchanged total gas-plus-magnetic pressure. The branches are perpendicular fast magnetosonic waves, with speed relative to the fluid.
On a uniform background, a Fourier amplitude obeys . Thus the eigenvalues are the phase velocities for , and the four dispersion branches are twice and . The reduced geometry retains neither an independent transverse velocity nor an additional propagating Alfvén wave.
To construct each finite-amplitude simple wave in magnetohydrodynamics, trace a state-space curve with tangent , using as its parameter. Integrating the pressure and magnetic components givesThe constants and are the entropy and transverse magnetic flux freezing invariants along this state curve. HenceSince , substituting this curve into the original system reduces it to . By the chain rule,Thus the characteristic speed itself satisfies the Inviscid Burgers equation. For initial speed , its smooth solution is along , until the characteristic curves intersect. This derivation supplies genuine state curves for simple waves, not merely a linear dispersion relation.
Past exam of the mathematics course of the University of Cambridge 2012 iii Paper 7 1 b Solution Created 2026-10-03 Updated 2026-10-07
The chain rule gives along each characteristic curve. Pulling the initial datum back by the inverse characteristic flow map therefore givesDirect differentiation also gives , so this is a classical solution of the transport equation. Composition with a smooth function makes smooth jointly in ; nonnegative initial data remain nonnegative.
If , then . A continuous image of a compact set is compact. Thus compact support is preserved at every finite time; there is no claim of one fixed compact support for all .
Past exam of the mathematics course of the University of Cambridge 2012 iii Paper 7 1 g Solution Created 2026-10-03 Updated 2026-10-07
Fix the standard Jacobian matrix convention . With column gradients, the commuting velocity derivative for kinetic transport isIf the symbol is instead defined with derivative indices as rows, the printed expression is this same formula. Under the standard convention it needs a transpose.
To prove the claim, put . Differentiating in givesThe terms cancel, so each component of satisfies the transport equation. Multiplication by the smooth coefficient and differentiation preserve the same uniform compact support, hence componentwise. At , . The L2 norm calculation in part (d), summed over components, givesOne can also differentiate the explicit solution: the term cancels the derivative of , leaving the initial velocity derivative transported along the characteristic curves.
Past exam of the mathematics course of the University of Cambridge 2012 iii Paper 7 2 b Solution 2026-10-07
Take canonical coordinates and . The Hamiltonian system isIn the standard Hamilton's equations and , its Hamiltonian isAn arbitrary function of can be added without affecting the characteristic curves. The Hamiltonian generally depends on time through and need not be conserved along a trajectory.
Past exam of the mathematics course of the University of Cambridge 2012 iii Paper 7 2 c Solution 2026-10-07
Let be the position at time of the characteristic curve satisfying and . Smooth uniqueness implies . Differentiating in the initial point gives the variational equationThe Liouville formula for a fundamental matrix, or the derivative formula for a determinant, therefore givesBecause , the mixed second derivatives cancel and . The initial Jacobian determinant is one, soThus this Hamiltonian flow preserves planar Lebesgue measure. This calculation assumes smoothness as in the part; a rough-flow conclusion later must be justified by approximation rather than by differentiating a merely continuous velocity.
Past exam of the mathematics course of the University of Cambridge 2012 iii Paper 7 2 g Solution Created 2026-10-07 Updated 2026-10-14
For smooth vorticity, parts (b)--(c) and the transport equation give and measure preservation. The change of variables formula therefore conserves and . Parts (d)--(e) give a uniformly bounded velocity and a uniform log-Lipschitz modulus; applying the time-dependent version of part (f) constructs unique global characteristic curves.
For a rough Yudovich characteristic flow, state the needed temporal hypothesis explicitly:The usual weak Euler solution class provides these conditions and the initial time trace. On , put . The velocity bounds are and , with integrable on this interval.
For completeness, mollify spatially. The resulting smooth velocities have trajectories and obey the same speed and modulus bounds, up to one common constant. Their speeds have the integrable majorant , giving uniform boundedness and equicontinuity of trajectories. Arzelà-Ascoli theorem supplies a uniformly convergent subsequence. The modulus estimate controls , while the spatial mollification error tends to zero with an integrable majorant. Thus the limit solvesReplace by in the Osgood uniqueness criterion proof. It gives uniqueness and prevents finite-time escape. The characteristics are globally uniquely defined for each given Euler solution in the usual Yudovich class. This constructs the flow for a fixed solution; it is not by itself the entire uniqueness proof for the nonlinear Euler equation.
Merely saying that both spatial norms are finite separately at each time does not state the local temporal bound or measurability used in this argument. The printed formulation must be interpreted in the usual solution class, or supplemented with these temporal conditions. Also, an initial datum here is a function of ; the extra time variable in the displayed initial-data space is extraneous.
Past exam of the mathematics course of the University of Cambridge 2012 iii Paper 7 4 Solution Created 2026-10-03 Updated 2026-10-07
A kinetic model of a dilute gas. In the Boltzmann equation, is the particle number density in phase space, so counts particles near position and velocity . For unit particle mass in three dimensions, without external forces, the nonlinear equation isThe left side is the free transport equation. The quadratic right side describes binary elastic collisions occurring locally in space. A prescribed acceleration would add ; all conclusions below about energy or entropy must then include the appropriate force terms. Assume enough smoothness, velocity decay and finite moments to justify the calculations, and either periodic space or decay that removes spatial boundary fluxes. These are assumptions on a classical solution, not a general existence theorem.
The dilute-gas approximation neglects simultaneous many-body collisions and treats the interaction region as small relative to macroscopic spatial scales. Molecular chaos for the Boltzmann equation factorizes the distribution of two incoming particles as . It applies to incoming collision pairs; it does not assert that an interacting many-particle system stays exactly independent. This approximation closes the equation at the one-particle level and explains its nonlinearity.
Collision geometry and the gain-loss operator. Let and . A useful parametrization of an equal-mass elastic collision isThe center velocity is unchanged and the relative velocity is reflected in the plane normal to . ConsequentlyThe fixed- pre/post-collision transformation is an involutive orthogonal map of , so it preserves . Take a nonnegative collision kernel invariant under interchange of particles and reversal of the collision; for example . The nonlinear Boltzmann collision operator isAny convention about counting and is absorbed in . For a hard-sphere gas, this reflection parametrization has , with a positive constant determined by the sphere size and counting convention. Maxwell molecule collision operators instead have a collision frequency independent of after angular integration. A Grad angular cutoff requires a finite angular integral; singular kernels need additional cancellation analysis and cannot be handled by every elementary gain-loss argument below.
Writing , wheremakes the physical meaning clear: gain into velocity competes with loss out of . Along a free characteristic curve, put . Then . The integrating factor givesFor finite collision integrals, this representation shows preservation of nonnegativity. It is implicit, because both the gain and damping depend on ; it does not alone prove existence.
The weak collision identity and conserved quantities. The weak Boltzmann collision identity follows from particle interchange and the measure-preserving pre/post-collision substitution: it gives, for a velocity test function ,The factor comes from averaging the two particle labels. Equivalently the right side isA collision invariant has zero square-bracketed change in every collision. The functions , the three velocity coordinates, and are collision invariants by the geometric identities above. Hence the collision term conserves particle number, momentum and kinetic energy locally in position. Multiplying the full Boltzmann equation by these functions and integrating in velocity gives local conservation laws; integrating in space yields constant total mass, momentum and energy when boundary fluxes vanish.
The smooth collision invariants are exactly their linear span, provided the kernel allows all scattering directions. Here is a direct proof. If is unchanged by every collision, then for fixed center and relative radius , the sum is independent of the unit vector . Taylor expansion at forces to be independent of , so . Mixed derivatives vanish. Differentiating in a direction and commuting derivatives gives . Thus is constant andThis proof can be read for invariants; weaker regularity is handled distributionally. The multidimensional scattering hypothesis matters: in one dimension equal-mass elastic collisions only exchange the two velocities, and every function is then a collision invariant.
Entropy dissipation and the H theorem. Define the Boltzmann H functional , with . The physical kinetic entropy has the opposite sign, up to constants and the particle-number normalization. Particle-number conservation removes the in the derivative of ; spatial transport contributes only a boundary flux. With and , the symmetrized weak collision identity givesThe sign follows from monotonicity of the logarithm: . Zeros are treated by the usual extended nonnegative limit. This is the Boltzmann H theorem for the present kernel normalization, and is the Boltzmann entropy dissipation.
For a positive smooth and a kernel positive on all collision directions, equality requires in every collision, so is a collision invariant. Finite velocity mass then forces a negative quadratic coefficient and gives a local Maxwellian:Here is number density, is mean velocity, and is the temperature expressed in velocity-squared units, . Completing the square proves the formula; conservation of momentum and kinetic energy makes , so . Vacuum is another collision equilibrium.
A local Maxwellian annihilates the collision term at each position, but it need not solve the transport part. A spatially uniform time-independent Maxwellian is a full equilibrium on periodic space. On all of it has infinite total mass unless it is vacuum. Spatially varying local Maxwellians must satisfy their additional transport equations; collision equilibrium alone is insufficient.
For the spatially homogeneous Boltzmann equation, a Maxwellian with the same mass, mean velocity and energy is selected by these invariants. The relative entropy is nonnegative. Indeed, writing and using equal mass givesMoreover is a collision invariant, so the derivative of this relative entropy is . Thus minimizes at fixed conserved moments. Entropy decrease and the characterization of its equality case are structural information; convergence to equilibrium or a decay rate additionally needs compactness or a quantitative coercive estimate.
Moment equations and fluid closure. LetThe tensor is the kinetic pressure tensor and the kinetic heat flux. Put . The collision invariants yieldThese identities are exact whenever the moments and derivatives are justified. They are not a closed fluid system: and contain information beyond . For a local Maxwellian, Gaussian integration gives , and . Substitution gives the compressible Euler equations for a monatomic ideal gas, with pressure and ratio of specific heats .
This connection is naturally organized by the Knudsen number , the ratio of the mean free path to a macroscopic length. In an appropriate fluid scaling the equation reads . Formally, as , the dominant collision term imposes , hence local Maxwellian form, and the conserved moments evolve by the Euler equations. The first correction to a local Maxwellian produces viscous stress and thermal conduction, leading to Navier-Stokes equations with a thermal equation. This is a formal hydrodynamic limit of the Boltzmann equation; a rigorous limit requires estimates, preparation of data and treatment of boundaries, and is not justified merely by inserting .
Linearization and its dissipative structure. Around a fixed positive Maxwellian , write . The linearized collision operator on the relative perturbation isThis follows by expanding the two quadratic products to first order and using . In the weighted Hilbert space with inner product , collision symmetrization givesThis dissipation form of the linearized Boltzmann operator and its corresponding polarized identity prove symmetry on a common domain where the integrals converge. Its nullspace is spanned by under the same nondegenerate scattering assumption, exactly the conserved modes. For unbounded collision frequencies, the domain and closed realization must be specified before calling the operator self-adjoint. A spectral gap on the orthogonal complement is an additional theorem depending on the collision kernel; it does not follow just from the displayed nonnegative quadratic form.
Analytic scope and irreversibility. With an angular cutoff and bounded collision kernel, the spatially homogeneous equation has a simple local well-posedness argument in velocity . The pre/post-collision substitution gives , so the quadratic map is locally Lipschitz. The Banach fixed-point theorem applied to the integral equation gives a local unique solution; gain-loss iteration preserves positivity. For nonnegative solutions the conserved mass keeps the norm bounded, allowing continuation for all time. This bounded-kernel homogeneous argument is a precise special case, not a proof of global classical well-posedness for arbitrary inhomogeneous hard-sphere data.
More difficult collision kernels and spatial dependence require different solution frameworks. One should distinguish classical solutions, weak solutions and renormalized solutions rather than infer smoothness from conservation and entropy alone. For instance, a renormalized Boltzmann solution uses nonlinear bounded transforms to make sense of collision and transport terms when their raw integrability is insufficient. No general smooth global existence conclusion for unrestricted large inhomogeneous data follows from the elementary calculations above.
Microscopic elastic collision dynamics are reversible, while the Boltzmann H theorem selects a direction of increasing entropy. The step that introduces this direction is the incoming-pair factorization: time reversal creates correlations in incoming pairs that the same factorization discards. The Boltzmann-Grad limit gives a route from a dilute many-particle gas to a kinetic equation by letting particle size shrink while keeping a finite mean free path. Propagation of an appropriate chaos hypothesis and control of recollisions are substantive parts of that limit; the collision geometry alone is not a derivation.
Past exam of the mathematics course of the University of Cambridge 2013 iii Paper 6 1 a Solution Created 2026-10-03 Updated 2026-10-07
The characteristic equations for a transport equation on phase space areA sufficient global hypothesis is that is continuous in time, locally Lipschitz continuous in uniformly on compact time intervals, and, for every finite , satisfies for . These hypotheses give unique characteristic curves for all real times if the field is defined for all real times. It suffices for forward existence to impose them on nonnegative time. One may strengthen the spatial hypothesis to when differentiating the characteristic flow map below. Local Lipschitz continuity alone guarantees only local existence; the linear-growth bound prevents finite-time escape.
