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 85 2 b Solution Created 2026-10-03 Updated 2026-10-14
The origin's Jacobian matrix is triangular, , so its Floquet multipliers are , . It is attracting for , . The candidate codimension-one boundaries are , , , : respectively a or Floquet multiplier. No complex-pair crossing is possible at the origin.
The map is odd. To locate the nearby steady branches, write . The first fixed-point equation gives ; substituting into the second givesFor a symmetric two-cycle solve . Then andThese exact orbit equations for a triangular cubic map determine the amplitude and parameter side without confusing the original cubic coefficients with their centre manifold values.
On , with , steady states have and . The pitchfork bifurcation is supercritical for and subcritical for . Its centre manifold cubic coefficient is . In the stable-origin boundary segment , an attracting pair appears on .
On , with , the two-cycle has . The centre manifold map has cubic coefficient and Floquet multiplier . Since its unstable side is , the period-doubling bifurcation is supercritical for and subcritical for . In particular the boundary segment is subcritical: the nearby two-cycle lies on , where the origin is still attracting, and is unstable in the critical direction.
On , with , the steady branch hasIts scalar centre manifold map is . It is supercritical for , and subcritical for or . At the cubic vanishes: the exact equation gives , so this is a degenerate pitchfork bifurcation with destabilizing quintic coefficient and subcritical quartic amplitude scaling. It is not a generic point of the codimension-one curve.
On , with , put . The two-cycle satisfiesThe centre manifold map's cubic coefficient is . Thus the period-doubling bifurcation is subcritical for , and supercritical for or . In the stable-origin edge , a stable small two-cycle appears for . At the cubic vanishes, requiring the calculation below. All criticality labels concern the centre manifold direction; a bifurcating orbit is fully attracting only if the remaining Floquet multiplier is also stable. The sketch marks the small branches on the appropriate sides of each boundary of the stable-origin rectangle.
For clarity, these stability labels follow directly from one-dimensional derivatives. At a pitchfork bifurcation , the nonzero state has and Floquet multiplier to first order. At a period-doubling bifurcation , the symmetric cycle has and one-step derivative ; its two-step Floquet multiplier is . A supercritical branch lies on and is attracting in the centre manifold direction; a subcritical branch lies on and is repelling there.
At the Floquet multipliers are , so the degeneracy is not two simultaneous unit Floquet multipliers. On its centre manifold, and direct substitution gives . With small, the unfolding to leading weighted order isThis is a generalized flip bifurcation: one parameter crosses , and the other changes the cubic sign. Writing , its two-cycles obey . For a stable smaller two-cycle and an unstable larger two-cycle collide atThe intervening range contains both. For the period-doubling bifurcation is subcritical. At , the exact orbit equation is , so the unstable two-cycle exists for with . This proves both the codimension and the required quintic effect.
Past exam of the mathematics course of the University of Cambridge 2006 iii Paper 85 3 b Solution Created 2026-10-03 Updated 2026-10-14
For , put . There are no local equilibrium points and , so every incoming point passes through the local region. The same sections giveand again . The global return supplied by the problem closes the passage into a periodic orbit if this map has a fixed point.
Its derivative is strongly contracting: . To see the smallness uniformly near the codimension-two point, put and assume . The passage includes , on which , so . ConsequentlyFor a sufficiently small entry interval and all sufficiently small of either sign, maps the interval into itself and has derivative bounded strictly below one. The mean value theorem bounds differences by a factor strictly below one, while the endpoint signs of give existence of a fixed point. ThusHere “all ” means all return parameters in the neighborhood where the stated local/global construction applies, not arbitrarily distant global return geometries.
Past exam of the mathematics course of the University of Cambridge 2006 iii Paper 85 4 a Solution Created 2026-10-03 Updated 2026-10-14
At , the linear growth rate of a Fourier mode is . Its critical kernel of a linear map has . WriteFor a compatible periodic carrier, the slowly varying envelope is periodic on . Small carrier detuning can alternatively be included in the envelope wave phase.
With , and , all three terms , , first appear at . Balancing the time derivative thus requires . Since the linear growth rate near is , spatial detuning must be to contribute at the same order. ConsequentlyTreating independently, let on the fast carrier. Expansion of the linear operator givesThe term annihilates , since . At orders two through four there is no nonresonant forcing, and kernel of a linear map corrections can be absorbed into the definition of , allowing . At order five the equation for isThe fast operator is a self-adjoint operator on periodic functions. Its Fredholm alternative requires the right-hand side to have zero inner product with each kernel of a linear map mode , equivalently to have zero resonant Fourier coefficients. The coefficient of in is , and in it is . Therefore the solvability condition isThe conjugate condition supplies the same real equation for the negative mode. The remaining noncritical harmonics determine without obstruction. This is the cubic-quintic Swift–Hohenberg amplitude reduction; it retains quintic saturation because the small positive cubic coefficient makes the onset mildly subcritical.
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 86 1 b Solution Created 2026-10-03 Updated 2026-10-14
Define the initial Half-range Fourier transform , and, for each available boundary trace, its finite-time spectral boundary transformTemporarily let also denote the missing trace. Three integrations by parts in giveConsequently the backward-sign Airy half-line global relation isThe spatial transform is holomorphic below the real axis, while each finite-time is an entire function. Moreover, because .
Suppose the missing derivative has order , and put . Its contribution to the right-hand side is , where , , . Apply the inversion from the preceding part at time and selectThe rotated coefficients of that missing trace now equal minus its real-line coefficient. Its entire contribution is thereforeThe real-axis pieces cancel. What remains is the boundary of the middle upper sector, outward on and inward on . In this sector , andis bounded by . The factor decays exponentially throughout the closing arc, overcoming . There are no poles. Thus the Cauchy integral theorem proves the cubic-dispersion elimination of one missing boundary trace and removes every occurrence of the unknown .
For a compact explicit answer, use only the two prescribed traces to form . The three choices areFor each row the solution isAll quantities in this formula are transforms of the given data. On the contour rays is real, so the time exponential is oscillatory; the integrals use the usual limiting interpretation of Fourier inversion. The decay estimate used for elimination belongs to the middle sector, not to or , where can grow.
At , and the preceding inversion recovers . The spectral exponential satisfies the Airy equation with the required minus sign. Differentiating the finite-time amplitudes produces only derivatives of the Dirac delta supported at and zero rotated closed-contour contributions, so the interior equation also holds. Finally, two solutions with the same data have for their difference, so this representation gives zero: each of the three prescribed pairs determines the solution uniquely in the smooth decaying class.
Past exam of the mathematics course of the University of Cambridge 2006 iii Paper 86 2 a Solution Created 2026-10-03 Updated 2026-10-14
Use the Wirtinger derivative . Since satisfies the Laplace equation, , so is holomorphic. The differential relation is understood as a one-form identity:The differential is needed on its right-hand side. Because this form is closed, its integral is independent of path within the semistrip.
Three spectral primitives are obtained by integrating from the two finite corners and from the infinite end:The last integral is taken horizontally and defines the infinite-end primitive for . Their differences are times the three boundary spectral functions. Using counterclockwise boundary orientation, defineThen , , and . Their sum gives the global relation for .
To express these spectra in boundary data, write , , , , , and . Direct substitution into givesThese are transforms of tangential derivatives of Dirichlet boundary data and the corresponding Neumann boundary data. The outward derivatives are at the bottom, at the top, and at the left.
The boundary spectral representation of a holomorphic function on a semistrip isAll three -rays are oriented outward from zero. To verify the spectral inversion, usewhenever the exponential decays. The positive real ray works for the bottom, the negative real ray for the top, and the positive imaginary ray for the left. Substitution of the boundary spectra therefore turns the boxed formula into by the Cauchy integral formula. This also fixes all orientation signs.
Past exam of the mathematics course of the University of Cambridge 2006 iii Paper 86 2 b Solution Created 2026-10-03 Updated 2026-10-14
Let denote the Half-range Fourier transforms of , and let denote those of the upward derivatives . Also setIntegrate the tangential derivatives in the three spectral functions by parts. For example, , and . All corner values cancel in . The result is the semistrip Laplace spectral global relation
For , use the sine transformsReality of makes and real, so taking imaginary parts removes the unknown left-side normal derivative. At and the two consequences of the global relation areSubtracting these equations and then substituting back gives the semistrip Dirichlet-to-Neumann sine transforms entirely in terms of the prescribed Dirichlet boundary data:These are the requested transforms of itself. The bottom outward Neumann boundary data have the opposite sign. The apparent division at is handled by a continuous limit whenever the corresponding moments exist; there is no singularity for any .
Past exam of the mathematics course of the University of Cambridge 2006 iii Paper 86 3 a Solution 2026-10-14
Let , . Inverting the two orthogonal derivative systems gives, on the vertical axis,and, on the horizontal axis,Using the Wirtinger derivative , these become
Define the appropriate boundary transforms byThe first pair is holomorphic for ; the second pair consists of Half-range Fourier transforms, holomorphic for . Parametrizing the vertical boundary by gives , which must be retained. Substitution yields the quarter-plane oblique boundary spectral functions:Their signs follow from the stated clockwise boundary orientations: upward on the left and inward on the bottom.
Past exam of the mathematics course of the University of Cambridge 2006 iii Paper 86 3 b Solution 2026-10-14
Since is harmonic, is holomorphic and the one-form is closed. Closing the physical quadrant at infinity gives the global relationIn this third spectral quadrant the exponential decays on both boundary axes. Set . The relation becomes
All four boundary functions are real. Consequently their transforms obeyand the same identities for . Complex conjugation of the global relation therefore gives its upper-left consequenceIntroduce just one unknown function,It is holomorphic in the upper half-plane. Under the transform-admissible decay assumptions, , so it is bounded there.
For on the positive real ray, use both consequences of the global relation at . Adding them removes and givesFor on the positive imaginary ray, use the upper-left relation and . The resulting single-function spectral elimination for a rational-angle quadrant isBoundary limits from the appropriate transform domains are understood. Every remaining unknown boundary derivative is contained in the one bounded upper-half-plane function .
Past exam of the mathematics course of the University of Cambridge 2006 iii Paper 86 3 c Solution 2026-10-14
First resolve the orientation sign in quadrant harmonic spectral inversion. The printed spectral definitions traverse the physical boundary clockwise, whereas both reconstruction rays run outward from zero. Integrating first in gives the kernel . The resulting clockwise Cauchy integral is the negative of the desired holomorphic function. Thus, with exactly the spectral definitions used above, the consistent reconstruction isThe printed plus sign would reconstruct . For a concrete nonzero example, is real, harmonic, smooth on the closed quadrant and decays along both axes. With , it has and . The printed orientation returns the negative of this derivative, so the issue persists even under the stated corner condition.
Let . In the expressions from the preceding part, the coefficient of on the imaginary ray is , and the coefficient on the real ray is . For each of the three allowed sums, . The unknown part is therefore proportional toIndeed, close the first spectral quadrant. For with , , so the large-arc contribution vanishes for bounded . The Cauchy integral theorem proves the equality and eliminates the single unknown function.
Substituting only the known pieces leavesThis already determines the answer from alone. Evaluating the elementary ray kernels gives the more direct rational-angle oblique derivative problem on a quadrant formulaNo denominator vanishes for an interior point of the first quadrant.
There is also a necessary corner compatibility for collinear oblique derivative data. When , the two prescribed derivative directions are opposites, so a continuous corner gradient requires . Together with the stipulated equality, this forces in that case. Existence was assumed, so admissible data must satisfy this additional consequence. Smoothness at the corner and decay at infinity also exclude the homogeneous corner ambiguity in a quadrant Laplace problem; no extra singular or growing term is permitted in the boxed reconstruction.
Past exam of the mathematics course of the University of Cambridge 2006 iii Paper 9 1 Solution Created 2026-10-03 Updated 2026-10-14
Let be a nonconstant rational map of the Riemann sphere, and write for its -fold iterate, with the identity. The appropriate notion of convergence is uniform convergence on compact subsets in the chordal metric, which treats poles as ordinary values at infinity. A family of meromorphic maps is a normal family if every sequence in it has a subsequence converging locally uniformly in that metric; the limit is meromorphic or constant, possibly the constant infinity.
The Fatou set consists of points with a neighborhood on which the iterate family is normal. The complementary Julia set is . Thus the sphere is the disjoint union of an open stability region and a closed instability region . These definitions concern all subsequences of iterates, rather than assuming that the iterates themselves converge on every stable region.
Equicontinuity makes this distinction precise. On a compact subset of a neighborhood, the family is equicontinuous if, for every , some makes whenever and , uniformly in . The Arzelà-Ascoli theorem says that equicontinuity of continuous maps from a compact domain to a compact metric target gives relative compactness for uniform convergence. Apply it to a compact exhaustion and take a diagonal subsequence to obtain local normality. Locally uniform spherical limits of meromorphic maps are again meromorphic or constant, by using finite target charts and the locally uniform limit theorem for holomorphic functions. Conversely, if equicontinuity failed, there would be maps and points with bounded below by a positive number. A subsequence converging uniformly on a compact neighborhood contradicts this. Hence local normality and local equicontinuity are equivalent here.
Both sets are completely invariant:For the inverse direction, if the family is normal near , composition with makes normal near , and adding the identity does not affect normality. For the forward direction, suppose the iterates are equicontinuous near . A nonconstant holomorphic sphere map is open. Thus each sufficiently small neighborhood of maps onto a neighborhood of ; every nearby target point has a preimage as close to as desired. Thenis uniformly small. Applying this at each point of the image neighborhood proves equicontinuity there. This argument works at rational critical points and requires no single-valued inverse branch. Surjectivity of supplies the asserted image equalities. Also and for : one direction follows by taking a subfamily, and the other by splitting into the finitely many residue classes , .
For degree , the Julia set is nonempty. Otherwise the family would be equicontinuous on the whole compact sphere, giving a subsequence converging uniformly to a continuous sphere map . Maps sufficiently close in chordal distance are homotopic, using the unique short spherical geodesic between their values. They therefore have equal topological degrees. This is impossible because whereas has one fixed degree.
It cannot be a nonempty finite set either. Complete invariance would make a permutation of that finite set, with just one sphere preimage for each of its points. That preimage would have local degree of a holomorphic map . Every holomorphic cycle in this set would consequently be superattracting for its return map, hence lie in , a contradiction. In particular contains at least three points.
The Montel theorem in the form used here says that a family of meromorphic maps on a domain, each omitting the same three distinct points of the sphere, is normal for spherical convergence. It also shows that is perfect. If were isolated in , choose a disc with and four distinct points of . For each , complete invariance makes have at most the single point . Partition the iterates into finitely many families according to which of the four points, if any, that single value equals. Each family omits at least three fixed points, so each is normal by Montel; their finite union is normal. This would put in , a contradiction. Therefore the degree-at-least-two Julia set is compact, infinite and has no isolated points.
The same omitted-value argument explains its global reach. If an open meets , then can omit at most two sphere points, since three omissions would imply normality on . If had an interior and were not the whole sphere, these image sets would remain in and their complement would contain the nonempty open set , impossible. Thus a proper Julia set has empty interior and equals the boundary of . If the Julia set is the whole sphere, the Fatou set is empty instead.
An attracting periodic point and its holomorphic cycle has a contracting return map in a small disc, so its basin is in the Fatou set. Repelling periodic points belong to the Julia set: return iterates fix the point but have derivatives equal to unbounded powers of their periodic-orbit multiplier, contradicting derivative bounds for a normal subsequence near that fixed value. A standard further global property is that repelling periodic points are dense in the Julia set. Fatou components can also support convergence towards a parabolic cycle on the boundary, or rotation behavior in a Siegel disc or a Herman ring; normality need not mean attraction. For example, has , with the interior converging to zero and the exterior to infinity. On the unit circle, arbitrarily close radii have incompatible limiting behavior, preventing normality there.
Degree one has a different picture. A rational map of degree one is a Möbius transformation. Up to Möbius conjugacy, an elliptic map is with ; its iterates are rotations and are equicontinuous on the sphere, so is the whole sphere and is empty (including the identity). For with , all compact subsets away from zero converge to infinity, while and prevent equicontinuity at zero. Thus ; for the reciprocal coordinate gives . A nonidentity parabolic map is conjugate to . Its iterates converge locally uniformly to infinity on the finite plane, but has , so . Holomorphic conjugacy carries these sets to the corresponding fixed points of the original map. These finite Julia sets explain why the degree restriction in many global Julia-set properties is essential.
Past exam of the mathematics course of the University of Cambridge 2006 iii Paper 9 2 Solution Created 2026-10-03 Updated 2026-10-14
For , the Mandelbrot set is the set of parameters for which the finite critical orbit remains bounded. It is a compact connected parameter set. Its main cardioid consists of parameters with an attracting fixed point, with a period-two bulb attached on the left, smaller bulbs attached recursively and fine filamentary structure. It is symmetric about the real axis and meets that axis in . The quadratic filled Julia set is connected exactly when belongs to this parameter set; outside it, the rational critical point escapes and the Julia set is a Cantor set. Thus it organizes the contrasting phase-space dynamics of the quadratic family, rather than itself being a Julia set in the dynamical -plane.
Informal Mandelbrot-set sketch, with the cardioid cusp and period-two attachment marked
. Details. The affine map , its own inverse, givesThis value is unique even among Möbius conjugacies. The finite fixed point of is zero and its periodic-orbit multiplier is one. Holomorphic conjugacy preserves that periodic-orbit multiplier. Infinity has periodic-orbit multiplier zero for a quadratic polynomial, so a corresponding multiplier-one fixed point of must be finite; it obeys and , forcing . To locate it explicitly, a quadratic fixed point of periodic-orbit multiplier gives . The boundary parametrization has its cusp at , so is the right-hand cusp on the Mandelbrot boundary. It is in the set: the critical orbit starts at zero, stays in and increases to the fixed point . For real , the increment is strictly positive; a bounded critical orbit would have a limit solving , which has no real solution. These nearby real parameters escape, proving that the cusp belongs to the boundary of the full Mandelbrot set as well.
The fixed points of on the sphere are zero and infinity. There is no neighborhood of zero on which all iterates converge to zero, even pointwise: a negative real initial point satisfies , so its iterates decrease without a finite limit and escape to infinity. Every neighborhood of zero contains such points. At infinity there is a uniformly attracting neighborhood in the chordal metric. In the reciprocal coordinate ,For , its modulus is at most . Thus the reciprocal iterates tend uniformly to zero there, proving uniform convergence to infinity on the corresponding sphere neighborhood.
For the given disc, is equivalent to , and hence to . Under the iteration becomesIf , then , so . Consequently the half-plane is forward invariant andThis proves uniform convergence to zero on the disc and therefore . It is the explicit parabolic disk for z minus z squared.
Let . The iterate family is normal on the connected open set . Every subsequential limit along equals zero on ; by the identity theorem it is zero throughout . If the full sequence failed to converge uniformly on some compact subset, a further normal subsequence would contradict that conclusion. Hence locally uniformly throughout . Complete invariance of the Fatou set puts in a Fatou component. Since , that component is , so .
We prove the reverse-image assertion, rather than assuming that a basin has only one component. Each connected component of maps properly to : for compact , the sphere preimage is compact, and its intersection with is closed in it because is a relatively closed component of . Its image is open by holomorphic openness. To prove it is closed in , lift a convergent sequence of image points to preimages in . Their images eventually lie in a compact neighborhood inside ; properness gives a convergent preimage subsequence with limit in and the desired limiting image. Thus the image is also closed, and equals the connected target . Moreover itself is one such component: it lies in by forward invariance, and any connected inverse-image component containing it lies in and hence in by maximality.
Now and its entire preimage is , counted twice. Every component of must contain a preimage of , so every one must be . ThereforeThis is the Fatou component containing an entire fiber is completely invariant argument. The convergence on this component is locally uniform: it cannot be uniform on all of , because for every and contains nonzero points.
Finally suppose zero belonged to the Fatou set. A normal subsequence on a disc around zero would have limit zero, since that disc meets in an open set where the entire sequence tends to zero. The identity theorem forces this limit to be zero on the whole disc. Uniform convergence in a smaller finite coordinate disc would then imply derivative convergence at zero by the Cauchy integral formula. Butfor every , whereas the derivative of the zero limit is zero. This contradiction proves
