Affine minorant Created 2026-10-06 Updated 2026-10-14
An affine minorant of is a function that is everywhere at most . Every proper lower-semicontinuous convex function has such a minorant, by separating a point below its closed epigraph. Adding a positive quadratic then yields a coercive function, which establishes existence in proximal minimization.
Convex potential for the Erlang fixed point 2026-10-06
Set and let . For positive integer capacities,The function is the carried load of an Erlang loss resource evaluated at its inverse blocking parametrization. It is continuous and strictly increasing from zero to . Hence is a coercive function and a strictly convex function on the nonnegative orthant. Its first-order conditions are the fixed-routing Erlang fixed point equations, including zero prices at unused links.
Finite-valued infimal convolution Created 2026-10-07 Updated 2026-10-14
If two nonnegative finite-valued convex functions are defined on all of a finite-dimensional space, their infimal convolution is finite, convex and continuous everywhere. Convex perturbation duality then gives strong duality and dual attainment at every argument. It does not require or imply attainment of the primal decomposition infimum.
More precisely, let be finite everywhere and write . Nonnegativity supplies a lower bound, while the two trial splits and giveMixing nearly optimal splits proves convexity, and continuity of a convex function applies because the effective domain is the entire finite-dimensional vector space. These statements concern the optimized value, rather than existence of an optimal split. For the continuity theorem and dual attainment under the equality constraint , see Bertsekas, Convex Optimization Theory: A Summary, Propositions 1.3.11 and 5.3.3(a). The equality has a feasible point in the whole space for every , and the displayed bound makes its optimal value finite.
A finite value without any optimal split. On , take the convex functions and . Both are nonnegative and finite everywhere, butfor every . The splits have costs , yet the exponential function is strictly positive at every finite . No split attains the infimum. The value function is even constant and differentiable; regularity of the value function does not prevent optimizing splits from escaping to infinity. For example, gives costs approximately , and .
A sufficient extra condition for attainment at a fixed is that be a coercive function, meaning it tends to as . Under the finite-valued assumptions it is a continuous function, so a sufficiently large closed ball contains a global minimum by the extreme value theorem. If this cost is also a strictly convex function, the optimal split is unique. The quadratic example above satisfies both conditions; the exponential function example does not satisfy coercivity.
Nonnegativity is sufficient, not necessary: finite lower bounds , would give by the same argument. Removing all lower-bound control can lose finiteness even for finite convex functions: and give , hence . Nor does finiteness alone guarantee differentiability: choosing gives by the triangle inequality and the split .
For a finite support whose convex hull has full dimension, every interior target mean is realized by a unique natural parameter. Minimize the coercive function ; its gradient is the mean discrepancy and its Hessian matrix is the positive-definite covariance matrix of the support.
We prove existence by the direct method in the calculus of variations, making the step with weakly compact sets explicit. For and , introduce the functionalIt is finite by part (b)(i). Hölder's inequality and the Sobolev embedding theorem giveThus is a coercive function, bounded below, and every minimizing sequence is bounded in .
The space is a reflexive Banach space: it is isomorphic to a closed linear subspace of the finite product of the reflexive spaces recording the function and its weak derivatives. A bounded sequence in a reflexive Banach space has a weakly convergent subsequence. Hence, after passing to a subsequence, a minimizing sequence satisfies in . The continuous linear maps into and into preserve weak convergence, soThe norm in any Banach space has weak lower semicontinuity, since it is the supremum of absolute values of bounded linear functionals of dual norm at most one, by the Hahn-Banach theorem. Therefore the two nonnegative norm powers in have weak lower semicontinuity. Also belongs to and is continuous for weak convergence. It follows thatFor any , the real function has a minimum at . Its derivative there isThis differentiation is justified directly by finite polynomial expansions: the fourth power of the Euclidean norm of and the eighth power of have integrable coefficients by Hölder's inequality. Thus , giving existence of a weak solution.
If are two weak solutions, testing the difference by and using part (b)(iii) givesHenceNo sign assumption on or on the weak solution is required.
Past exam of the functional analysis II course of the University of Oxford 2023 1 c Solution 2026-10-25
For each real , define the sublevel set . Continuity of and closure of make a closed set in ; the convex function inequality makes it a convex set. The preceding result therefore makes every a sequentially weakly closed set. Equivalently, has weak lower semicontinuity along sequences in .
Every is bounded. This is immediate if is bounded. Otherwise, an unbounded would contain with , contradicting the assumed coercive function condition .
Choose and put . Choose a minimizing sequence entirely in , with ; when , require for sufficiently large . It is bounded by the previous paragraph.
The weak subsequence of a bounded Hilbert-space sequence theorem gives . This applies even if is not separable: the closed linear span of the sequence is a separable Hilbert space; successive extraction makes every coefficient in a countable Hilbertian basis converge, the common norm bound gives square-summable limiting coefficients by the Bessel inequality, and approximation by finite linear combinations proves weak convergence. Orthogonal decomposition extends that conclusion to all test vectors in . Since is a sequentially weakly closed set, .
For any real , a tail of lies in , so . If , this would give for every real , impossible because is real-valued. Thus is finite; letting gives , while the definition of infimum gives the reverse inequality. ThereforeThis proves minimum of a coercive convex functional on a Hilbert space by the direct method in the calculus of variations, with bounded sublevel sets supplying the required weak sequential compactness in a Hilbert space.
Past exam of the mathematics course of the University of Cambridge 2007 iii Paper 35 1 Solution Created 2026-10-03 Updated 2026-10-14
Let be a finite collection of resources with positive integer capacities , and let be a finite collection of nonempty routes. In the standard unit-resource loss network, a call on route needs one unit simultaneously at each resource in ; fixed routing means that these requirements do not change when a request is rejected. Suppose route has an independent Poisson process of arrivals of rate and independent holding times of mean . Its offered traffic is . The Erlang fixed point approximation approximates resource blocking events as independent, rather than claiming this independence for the exact loss network.
Write for the approximate blocking probability at resource . The reduced-load approximation screens a call by every other resource that it needs, so the offered traffic seen by resource isFor a single resource with offered traffic and capacity , the Erlang loss formula isThus the Erlang fixed point approximation is the systemThe resulting route acceptance probability is . In particular, the screening product for excludes itself; including it would describe a different approximation.
For existence, define on . Each is a continuous polynomial, and the denominator of the Erlang loss formula is at least one. Consequently is continuous and maps this nonempty compact convex set into itself. The Brouwer fixed-point theorem supplies a fixed point. At any such point , since finite offered traffic and positive capacity give .
For uniqueness, we construct a strictly convex function whose minimizer is equivalent to an Erlang fixed point. Put . First establish the single-resource facts needed for this change of coordinates. For , the inverse blocking probability has the expressionThe terms with decrease strictly with , so increases strictly from zero to one. Let be its inverse parametrization defined by , with . If has the truncated Poisson distribution with weights proportional to , then shifting the sum gives its mean, the carried load of an Erlang loss resource, asDifferentiating the normalized weights showsThe variance is positive because both and have positive probability. Moreover, as , since the largest term in the truncated Poisson distribution dominates. Henceis continuous, strictly increasing from zero to .
Now minimize the following convex potential for the Erlang fixed point over the nonnegative orthant:Each exponential term is convex, and each integral is a strictly convex function of its coordinate because its derivative is strictly increasing. Their sum is therefore strictly convex. It is also a coercive function: once is large enough, , so each integral grows at least linearly in its coordinate, while the exponential terms are nonnegative. Thus attains exactly one minimum.
The coordinate derivative isAt an interior coordinate of a minimizer it vanishes. At , it is nonpositive, whereas the one-sided minimum condition requires it to be nonnegative; it therefore vanishes there too. Conversely, a zero gradient is a global minimizer of this convex function. Multiplying by givesApplying the Erlang loss formula converts this exactly to . The change of coordinates is one-to-one, proving uniqueness under fixed routing. A zero-capacity resource can instead be fixed as blocked with probability one, with all routes using it removed before applying the proof; an unused positive-capacity resource has blocking probability zero.
For alternative routing, consider a symmetric three-node loss network. Each of its three links has capacity ; every node pair offers traffic , tries its direct link first, and, if that link is blocked, tries the two-link path through the third node. Let all approximate link blocking probabilities equal . Each link receives its direct offered traffic and the overflow from the other two node pairs. An overflow is generated with probability and reaches the link under consideration only when its other required link accepts, with probability . The symmetric reduced-load approximation therefore givesFor , evaluate the Erlang loss formula by the stable recursion , . It givesThese signs can also be certified with exact rational arithmetic, since all four loads are rational. Continuity and the intermediate value theorem give three distinct roots, one in each intervening interval. Thus the alternative-routing approximation need not be unique. This is multiplicity of approximate fixed points, not multiplicity of stationary distributions for the exact finite irreducible Markov chain.
Past exam of the mathematics course of the University of Cambridge 2008 iii Paper 35 2 Solution Created 2026-10-03 Updated 2026-10-14
Take Poisson process arrivals of rate , independent holding times with the exponential distribution of parameter , unit resource requirement per call, no waiting room, and integer capacity . The occupancy is a birth-death process on with birth rate below and death rate at occupancy . Writing for offered traffic, detailed balance for a continuous-time Markov chain givesAn arrival is lost exactly in state , so Poisson arrivals see time averages proves the Erlang loss formulaThis derivation assumes exponential holding times; the insensitivity of loss networks extends the same formula to independent general holding times with the same mean. For completeness, ; for , set .
A loss network with fixed routing has finitely many resources, capacities , and call types indexed by nonempty subsets of resources. A call of type uses one unit of every resource in for its entire holding time and is accepted only if all are available. Let be the link-route incidence matrix and the type's offered traffic, arrival rate times mean holding time. Different types have independent Poisson processes and independent holding times.
In the reduced-load approximation, availability at distinct resources is treated as independent, and screening at the resources other than is modeled as independent Poisson thinning. The load offered to after that screening isApplying the Erlang loss formula to this isolated-resource load gives the Erlang fixed point approximation, . These equations are an approximation because simultaneous admission induces dependence between resource occupancies, and the screened arrival process need not actually be Poisson.
Here is a proof of existence and uniqueness for positive capacities. Write . Its truncated-Poisson mean is the carried load of an Erlang loss resource,For , differentiating its stationary probabilities givesThe variance is positive and because every state has positive probability. Moreover increases continuously from zero to one, and increases from zero to . Thus has a continuous inverse on .
Use acceptance coordinates and defineHere is strictly increasing, continuous, and tends to as . The convex potential for the Erlang fixed point isEach exponential term is convex, and each integral is a strictly convex function of its coordinate because its derivative is strictly increasing. Hence is strictly convex on the nonnegative orthant. It is also a coercive function: for sufficiently large , , so each integral tends at least linearly to infinity. Therefore attains a unique minimum .
Its partial derivative isAt an interior minimum this derivative is zero. Since , this is exactly . At a boundary coordinate , the one-sided minimizing condition is , whereas the displayed derivative is . Thus and there as well. Conversely every solution of the Erlang fixed point approximation has these derivative conditions and hence minimizes the convex potential. No solution has at positive capacity, since every is finite and for finite . The coordinates therefore give a bijection between solutions and minima, provingIf a capacity is zero, its blocking probability is forced to one. Routes using it contribute zero reduced load to every other resource. Delete those routes and the zero-capacity resources and apply the proof to the remaining network; unused positive-capacity resources have blocking probability zero. This establishes existence and uniqueness also with zero capacities, allowing precisely at those resources.
Past exam of the mathematics course of the University of Cambridge 2009 ia Paper 1 10D Solution Created 2026-09-24 Updated 2026-10-14
The intermediate value theorem says that if is a continuous function, every value between and is attained at some point of .
For a proof, endpoint values are immediate, and replacing by reduces the remaining case to . The set is nonempty and bounded above; let by the least-upper-bound property. Continuity and the strict endpoint inequalities ensure : near there are points in , and near there are none. If , continuity gives a neighborhood of containing no points of , contradicting the defining approximation property of the supremum. If , continuity gives points to the right of still in , contradicting its being an upper bound. Hence , proving the intermediate value theorem.
For the distance problem, define the continuous functionIt satisfies , so it is a coercive function: as . Choose . Outside , the distance is greater than . On , the extreme value theorem gives a minimizer , with . It is therefore a global minimizer and .
For any , choose so large that . Apply the intermediate value theorem to on to obtain a point whose distance is . The distance itself is attained at , and no smaller value is possible. This is the range of a continuous coercive real function. Thus the distance set is exactlyIn particular precisely when the fixed point lies on the graph.
Past exam of the mathematics course of the University of Cambridge 2010 iii Paper 30 3 b Solution Created 2026-10-03 Updated 2026-10-14
For the link-route incidence matrix , the reduced-load approximation and Erlang loss formula giveIntroduce and accepted route flows . Multiplying the reduced load by the link's own acceptance probability givesThese are precisely the first-order optimality conditions for the convex potential for the Erlang fixed point, sinceEach exponential term is a convex function, and the integral of the strictly increasing function is a strictly convex function. Hence is a strictly convex function. Moreover as , by the saturation of the carried load of an Erlang loss resource. Its integrals tend to infinity at least linearly, so is a coercive function on the nonnegative orthant and has a unique minimizer.
At , . If link is used by any positive-rate route, then , excluding a boundary minimizer there. An unused link instead minimizes at and has zero derivative. Thus the minimizer satisfies the displayed flow equations for every link. Conversely, those equations imply and therefore minimize the convex potential for the Erlang fixed point. Finally with converts the flow equations back to . The Erlang fixed point approximation has exactly one solution under fixed routing.
Past exam of the mathematics course of the University of Cambridge 2012 ia Paper 2 6A Solution Created 2026-09-24 Updated 2026-10-14
Completing squares reveals the geometry of the sheared quartic double-well gradient flow:The critical points satisfy and , so they are , and . The Hessian matrix isAt the origin its determinant is , so is a saddle point, with . At either other critical point, the determinant is and the upper-left entry is , so it is a positive-definite matrix. They are strict local minima; the completed squares show that both are global minima, with .
A contour at level obeysThere are no contours for , two isolated minimum points for , and two separate closed ovals for . At the two lobes meet at the saddle point; near the origin their tangents are . For one closed contour surrounds both minima.
Sheared quartic potential contours and the trajectory to the positive-x minimum
. Details. Along the gradient flow, the gradient-flow dissipation identity isAt the stated initial point, . Its trajectory stays in the invariant sublevel set . This set is compact because is a coercive function. It also excludes every point with , where ; continuity therefore keeps the trajectory in its positive- component.
To justify its limit rather than merely infer it from the sketch, integrate the dissipation identity: is finite. On this compact set the gradient and its time derivative are bounded, so is uniformly continuous. A nonnegative uniformly continuous function with finite integral tends to zero: otherwise separated intervals of a fixed positive height and width would force an infinite integral. Every accumulation point is consequently a critical point. In the positive- component below this energy level the only one is . Compactness then implies convergence, andThis is a compact gradient-flow trapping criterion; the drawn trajectory illustrates, rather than replaces, the convergence proof.
Past exam of the mathematics course of the University of Cambridge 2013 iii Paper 37 1 ii Solution Created 2026-10-03 Updated 2026-10-07
The exact normalizing sum can be expensive on a large loss network. The Erlang fixed point approximation replaces joint resource acceptance by a product of marginal acceptances. Here consider unit requirements , positive integer capacities and finitely many fixed routes. Let be resource blocking and . A route- call contributes to the offered traffic at resource after surviving the other resources on its route. Thus the reduced-load approximation iswhere the Erlang B formula isThe estimated route acceptance is . This is an independence approximation, not an alternative exact factorization of the stationary law in part (i).
Uniqueness follows from a convex potential for the Erlang fixed point. For a single resource, the carried load of an Erlang loss resource is . It increases strictly from zero to as increases: differentiating the expected value of its upper-truncated Poisson distribution with respect to gives the strictly positive occupancy variance. Blocking also increases strictly, as is evident on dividing the Erlang denominator by its final term.
Use . Let be the unique offered load with , and set , with . This function is strictly increasing and tends to . DefineEach exponential term is a convex function, and each integral is a strictly convex function because its derivative is strictly increasing. Therefore is a strictly convex function. It is also a coercive function on the nonnegative orthant: an unbounded coordinate makes its integral grow asymptotically linearly with positive slope . A unique minimizer exists.
If resource carries some positive offered route, its inward derivative at is negative, so its minimizing coordinate is positive. At such a coordinate the first-order equation isDividing by gives precisely . A resource with no positive offered route uniquely has , hence . Thus the minimizer and the fixed point coincide, proving existence and uniqueness of the Erlang fixed point for fixed unit-resource routing. This does not by itself guarantee convergence of every simultaneous substitution algorithm; the uniqueness claim concerns the solution of the equations.
Past exam of the mathematics course of the University of Cambridge 2015 iii Paper 39 2 Solution Created 2026-10-03 Updated 2026-10-06
For the Erlang loss formula, assume a Poisson process of arrivals with rate , independent holding times with exponential distribution of mean , unit capacity usage per accepted call, and rejection without waiting when all units are occupied. Here is a positive integer and the offered load is . The call population on is a birth-death process; detailed balance givesBy Poisson arrivals see time averages, the fraction of arrivals rejected is the time probability of full occupancy. ThereforeThe paper's is the offered load, rather than necessarily an arrival rate. Exponential holding times suffice for this derivation; no unproved insensitivity of loss networks assumption is needed.
A loss network with fixed routing has capacities , call types , and a link-route incidence matrix with exactly when a type- call requires link . An accepted call holds one unit on every link of its route for its holding time; if any required link is full, the call is rejected everywhere. Take independent Poisson processes of calls, independent holding times, and route offered loads . For the finite-variable formulation below, take ; a zero-capacity link and all routes using it may be removed first.
The Erlang fixed point approximation treats blocking at different links as independent and thins the traffic offered to link by acceptance at the other links. Its reduced offered load isThe equality uses : only routes with contribute. Treating this reduced stream as Poisson leads to . Independence and Poisson thinning here are the approximation, not exact properties of a general loss network.
To construct the convex potential for the Erlang fixed point, write and , the carried load of an Erlang loss resource, equivalently the mean occupancy in the single-link stationary distribution. Differentiating its finite sums gives, for ,The variance is positive because the finite occupancy law is nondegenerate for . Furthermore maps increasingly onto , while increases from zero to . SetIn particular , is continuous and strictly increasing, and as .
Forthe first sum is convex, and each integrated strictly increasing function is strictly convex. Thus is a strictly convex function on . Since tends to a positive limit on every coordinate, is a coercive function there; it has a unique minimizer. Its coordinate derivative isThe Erlang fixed point equation is exactly . For an unused link, and the optimum is ; for a used link with positive offered load, the derivative at zero is negative and the optimum is positive. Hence every fixed point gives the unique minimizer, and the minimizer gives a fixed point. The Erlang fixed point is unique under these fixed-routing assumptions.
A convergent cyclic substitution for the Erlang fixed point updates one coordinate at a time, repeatedly cycling through all links:Always use the most recently available values of the other coordinates. Start, for example, with . In coordinates this is exact coordinate descent for : with other coordinates fixed, the displayed update is the unique coordinate minimizer.
Here is a convergence proof. All iterates stay in the initial compact sublevel set of the coercive function , and their potential values decrease to a limit. Each single-coordinate update is continuous, since its reduced load is continuous and finite and . Thus a whole-sweep map is continuous. If a full-sweep subsequence converges to , continuity gives , because both consecutive potential values converge to the same limit. Strict coordinate convexity means equality can occur only when no coordinate changes during that sweep. Thus minimizes every coordinate, satisfies the nonnegative-orthant first-order conditions, and is the unique global minimizer of . Every subsequential limit is therefore the same point, proving convergence of the full-sweep iterates and, by continuity of the updates, all intermediate iterates. This argument applies to sequential substitution; it does not assume simultaneous updates converge.
Past exam of the mathematics course of the University of Cambridge 2016 iii Paper 213 3 Solution Created 2026-10-03 Updated 2026-10-06
Use an ideal carrier-sense multiple access scheme on the interference graph. An active station finishes its transmission after an independent unit-rate exponential distribution waiting time. An inactive station has an independent attempt clock with an exponential distribution of rate ; an attempt succeeds only when all its neighbors are inactive. Attempts that are blocked do not change the state. Thus, on the independent sets represented by , the continuous-time Markov chain has transition ratesThe empty independent set can be reached by successive deactivations, and any other independent set can be reached from it by successive activations. Hence this finite chain is an irreducible Markov chain. The weight satisfiesBy detailed balance for a continuous-time Markov chain, its unique stationary law isThis is a finite exponential family. Its natural parameter of an exponential family is and its mean parameter of an exponential family is the vector of active fractions.
The throughput region of an interference graph is exactly . To see the possibly less immediate inclusion, suppose a random feasible schedule has mean . Retain each of its active vertices independently with probability , interpreting zero coordinates as always deleted. A subset of an independent set remains an independent set; the thinned schedule has mean exactly . Thus lies in the convex hull of . The opposite inclusion follows from the definition using equality. Moreover , so this convex hull has full dimension.
Now choose such that remains in the interior of . Use interior moment matching in a finite exponential family. Consider the convex functionThere is a ball of radius around contained in . Maximizing a linear functional over the convex hull is the same as maximizing over its generating set, so, for every ,The last inequality uses the point when . Hence is a coercive function and has a finite minimizer . Differentiating the finite normalizing sum givesThis covariance matrix is a positive-definite matrix: a linear functional constant on all states of positive weight must be constant on , so its coefficients vanish. Thus is a strictly convex function; its minimizer is unique. At that minimizer the desired strict service margins areFor a backlogged station that transmits at unit speed whenever active, the long-run throughput is , by the ergodic theorem for a finite continuous-time Markov chain. Therefore the ideal carrier-sense multiple access scheme can supply a strict service margin for every arrival vector in the interior of the throughput region of an interference graph. The local attempt rates can realize the whole interior capacity region in this sense. Boundary points may require parameters tending to infinity, and the argument gives no uniform delay or mixing-time bound near the boundary.
Past exam of the mathematics course of the University of Cambridge 2016 iii Paper 335 3 a Solution Created 2026-10-03 Updated 2026-10-06
A regularization of an inverse problem replaces the possibly unbounded inverse by a family of continuous reconstruction operators . For compatible exact data it must recover the minimum-norm solution as . For noisy data , a parameter rule must make both bias and amplified noise tend to zero. The target is the minimum-norm solution because data cannot determine a component in the kernel of a linear map.
Tikhonov regularization minimizesThe quadratic norm penalty makes this functional strictly convex and a coercive function. Its first variation, applied to arbitrary real and imaginary perturbations, givesThe positive operator is bounded below by and has a bounded inverse. The unique Tikhonov regularization solution isThe Tikhonov stability bound follows from the singular-value gain:Thus reconstruction is stable for each fixed positive . Stability is not uniform as : that limit restores the unbounded inverse. For exact compatible data,The singular system of a compact operator makes this strong convergence transparent: each positive singular-value coefficient tends to zero and is bounded by the corresponding coefficient of . Consequentlywhenever and , for example . This is a convergent regularization of an inverse problem, not merely a bounded formula.
Past exam of the mathematics course of the University of Cambridge 2017 iii Paper 303 1 a Solution Created 2026-10-03 Updated 2026-10-05
In the Landau theory approximation, choose the global minimum of the Landau free energy as a function of the magnetization. Since , the polynomial is a coercive function and a global minimum exists. The candidates are stationary points satisfyingCheck their values of the free-energy density; a stationary point or a metastable local minimum alone need not be the equilibrium state. Positive curvature ensures local stability; when it vanishes, higher terms must be checked. The selected global minimum is the equilibrium magnetization within this approximation.
At zero magnetic field, equal opposite minima describe distinct phases exhibiting spontaneous symmetry breaking. A spontaneous magnetization is obtained by taking the thermodynamic limit before or . A symmetric finite-volume average can instead have zero expectation even when the minima are nonzero. Thus one must specify the phase when interpreting the minimizer as the equilibrium expectation.
Past exam of the mathematics course of the University of Cambridge 2018 iii Paper 213 1 ii Solution Created 2026-10-03 Updated 2026-10-05
First consider unit requirements, . The Erlang loss formula for a resource with capacity and offered traffic isThe Erlang fixed point approximation assumes that resources block independently and that the traffic retained after screening at other resources can be treated as a Poisson process. If is the approximate blocking probability and , the reduced-load approximation givesThe link whose load is being calculated is excluded from the screening product. Otherwise one would confuse its offered load with its carried load.
For existence, these equations define a continuous map from into itself. The Brouwer fixed-point theorem gives a fixed point. Assume ; a zero-capacity resource forces rejection of every call needing it and can be removed together with those call types.
For uniqueness, let have probabilities proportional to , , and write . Direct differentiation givesThese identities hold for , and . Also increases from zero to one and increases from zero to .
Put . Define by , and define . This is a continuous, strictly increasing function on , starting at zero and tending to . Multiplying each Erlang fixed point approximation load equation by transforms it intoThese are exactly the zero-gradient conditions ofEach integral is a strictly convex function; the exponential terms are convex functions. Thus is a strictly convex function. It is also a coercive function, since , so it has a unique minimizer. At , its partial derivative is negative if some positive-traffic route uses , so that coordinate of the minimizer is positive. If no route uses , the unique minimizing coordinate is zero. The minimizer therefore satisfies the equations in every coordinate. Conversely any fixed point has , finite , and these zero-gradient equations, so must equal that unique minimizer. Hence the Erlang fixed point approximation exists and is unique for fixed routing.
For integer requirements, the common generalized Erlang fixed point approximation usesMultiplication by gives the same equations for , so the existence and uniqueness argument also covers this generalized approximation. It remains an approximation, rather than the exact blocking law for a call requesting several units.
Past exam of the mathematics course of the University of Cambridge 2023 iii Paper 133 4 a Solution 2026-09-28
SetThe triangle inequality makes Lipschitz continuous and hence a continuous function. Since is an isometric embedding,so as . The function is therefore coercive, and the extreme value theorem on a sufficiently large compact interval gives a minimizing parameter.
Suppose both minimize , put and , and letThe restriction of between the two parameters is a geodesic from to . Let be its midpoint. In the geodesic triangle with vertices , the thin geodesic triangle condition gives a point on one of the other two sides with . By symmetry suppose . ThensoBut lies on and is a closest point, so . Therefore , which is stronger than the requiredThis is the closest point on a geodesic line in a hyperbolic metric space estimate.
Past exam of the mathematics course of the University of Cambridge 2023 ii Paper 4 12F b Solution Created 2026-09-24 Updated 2026-09-25
Write each polynomial of degree at most as and defineThis is a continuous function, and the reverse triangle inequality together with part (a) givesConsequently is a coercive function. Choose so large that outside the closed Euclidean ball of radius . That ball is compact, so the extreme value theorem supplies a minimizer there. Then is a best uniform approximation to among polynomials of degree at most .
Let and , and define the scaled forward difference operator, backward difference operator and second-order central difference byThe two finite difference methods are the nonlinear systemswith the prescribed Dirichlet boundary conditions and . These equations determine the interior nodal values.
For clarity distinguish the interior and edge inner products and their norms:The bracketed norm includes the last edge . Let , so , and put for . Direct telescoping gives discrete summation by parts:Subtract the two nonlinear systems, multiply each equation by and sum. The resulting discrete energy identity isThe nonlinear summands are nonnegative by the factorization in (a). Using Young's inequality for products at every node givesThis also proves uniqueness of each discrete solution. Existence can be seen by minimizing, with the endpoints fixed, the strictly convex energy functionalIt is a coercive function of its finitely many interior values, so it attains a minimum. Its first derivatives are ; thus its minimizer solves the scheme. The same argument applies to .
