Past exam of the mathematics course of the University of Cambridge 2009 ii Paper 4 12F ii Solution Created 2026-09-24 Updated 2026-10-14
Represent the Möbius transformation by , which has determinant one and trace eight. Its distinct eigenvalues are and their product is one. A change of basis to eigenvectors conjugates its projective action to a dilation by or its reciprocal. Translation length is invariant under conjugacy, so part (i)'s dilation calculation givesThe fixed boundary points solve , namely . The axis of a hyperbolic-space isometry is the semicircular geodesic with those endpoints in the vertical real plane.
Past exam of the mathematics course of the University of Cambridge 2009 ii Paper 4 22H c Solution Created 2026-09-24 Updated 2026-10-14
Suppose otherwise and choose linearly independent eigenvectors with and . Put . Each is finite-dimensional and -invariant. Moreover , including when some eigenvalues coincide.
Apply the supplied distance fact inside the Banach space to choose with and . For , both and belong to . ConsequentlyThus has no Cauchy subsequence, although is bounded. This contradicts the compact operator property. Only finitely many linearly independent eigenvectors can have eigenvalue modulus greater than .
Past exam of the mathematics course of the University of Cambridge 2010 ia Paper 1 7B ii Solution Created 2026-09-24 Updated 2026-10-14
If , then for a nonzero eigenvector , contradicting the existence of a matrix inverse. Hence . Multiplying by gives , so
Past exam of the mathematics course of the University of Cambridge 2010 ia Paper 1 7B i Solution Created 2026-09-24 Updated 2026-10-14
By the definition of an eigenvalue, there is a nonzero eigenvector with . Induction using matrix multiplication givesstarting from . Thus the same nonzero eigenvector establishes
Past exam of the mathematics course of the University of Cambridge 2010 ia Paper 1 7B iv Solution Created 2026-09-24 Updated 2026-10-14
For , factor the matrix asThe determinant of a scalar multiple of an matrix gains the scalar's th power. ThusThe right side extends to a polynomial at : multiplying by removes all negative powers. Its value there is , since the leading coefficient of is . This equals , so the identity holds at zero with that interpretation.
For the relation between eigenvalues and the characteristic polynomial,The first equivalence is the definition of an eigenvector; the others use the kernel of a linear map and the criterion for an invertible matrix to have nonzero determinant. Since has degree , the fundamental theorem of algebra gives roots over counted with multiplicity. The multiplicity of a root is its algebraic multiplicity, and the eigenspace is exactly ; its dimension is the geometric multiplicity, which need not equal the algebraic multiplicity.
Finally, factor over as , including repeated roots when . Substituting into this polynomial is valid because the resulting factors commute. If is an eigenvalue of , thenAt least one factor must be zero, so its is an eigenvalue of and satisfies . Thus the reverse direction of this instance of the spectral mapping theorem isThis argument also covers , when the conclusion is that is singular and has eigenvalue zero.
Past exam of the mathematics course of the University of Cambridge 2010 ia Paper 1 8B i Solution Created 2026-09-24 Updated 2026-10-14
An orthogonal matrix satisfies , so it preserves the Euclidean norm. For a nonzero real eigenvector ,Therefore . Geometrically, eigenvalue fixes every vector on the linear span of ; eigenvalue reverses every vector on that line. In either case the line is preserved as a set.
For , solving gives , , . For , the equations are and , hence . For , let and , so that . Then is equivalent to . The resulting eigenspaces and their bases areSolving all the equations shows that these lists contain the maximum possible numbers of independent eigenvectors with eigenvalue .
The columns of form an orthonormal basis, so is an orthogonal matrix. Also . Its fixed axis is the line through , and on the perpendicular plane it acts as a two-dimensional rotation. If denotes the rotation angle, its matrix trace is . Since , we obtain . To fix the orientation relative to , note that andThe component of perpendicular to has squared length , and this scalar triple product equals . Hence . ThusEquivalently, its unsigned angle is , or its positive angle is about the opposite oriented axis.
For , the reflection in a hyperplane formula givesIt fixes the plane pointwise and maps to , so . These actions also show that is an orthogonal matrix. In contrast, the second column of has squared length , so is not orthogonal and cannot represent either of these Euclidean motions.
A diagonalizable matrix must have a basis of eigenvectors over the field in question. For , a direct determinant computation gives . Its eigenvalues are , where . Only one is real, with one-dimensional eigenspace, so is not diagonalizable over . Over the three eigenvalues are distinct, and the vectors for give an eigenbasis. The upper triangular matrix has only eigenvalue , of algebraic multiplicity , but its eigenspace has dimension over either field. Hence is not diagonalizable over either field. For , the two real plane vectors displayed above, together with , form an eigenbasis, with eigenvalues . They remain independent over . Therefore
Past exam of the mathematics course of the University of Cambridge 2010 ia Paper 2 7A a Solution Created 2026-09-24 Updated 2026-10-14
Write the coefficient matrix as . Its characteristic polynomial is . Corresponding eigenvectors arewith eigenvalues respectively, as direct multiplication verifies. Distinct eigenvalues make these vectors a basis. Expanding a solution as decouples the linear ordinary differential equations into , , . Thus the general solution is
Past exam of the mathematics course of the University of Cambridge 2010 ia Paper 2 7A b Solution Created 2026-09-24 Updated 2026-10-14
The forcing vector has the eigenvector decompositionThere is no component in the zero eigenvalue direction. The scalar inhomogeneous linear differential equations in this basis areFor the first, a particular solution is . For the third, multiplying by the integrating factor gives . Consequently for every real When , the resonant component vanishes and a particular solution is , of the stipulated constant-vector form. If , substituting would require . In the eigenbasis the left side has zero component, while the right side has component . This is impossible. The factor is therefore unavoidable: it is resonance in a differential equation.
Past exam of the mathematics course of the University of Cambridge 2010 ia Paper 2 8A a Solution Created 2026-09-24 Updated 2026-10-14
At a critical point of a twice continuously differentiable function, the linear term in the Taylor expansion vanishes:The real symmetric Hessian matrix has an orthonormal basis of eigenvectors. If all its eigenvalues are positive, its quadratic term is bounded below by a positive multiple of , giving a strict local minimum. If all are negative, it gives a strict local maximum. If positive and negative eigenvalues both occur, directions along their eigenvectors give values on both sides of , so the point is a saddle point of a scalar function. The non-singularity assumption excludes zero eigenvalues; with them the quadratic test may be inconclusive and higher-order terms are needed.
Past exam of the mathematics course of the University of Cambridge 2010 iii Paper 63 7 Solution Created 2026-10-03 Updated 2026-10-14
Eigenvalue analysis proves mesh-uniform stability when it is accompanied by control of eigenvectors or an energy norm; the signs of eigenvalues alone are insufficient. For an evolution equation, the method of lines first produces . A time integrator then gives an amplification matrix , for example for a Runge-Kutta method. The useful stability requirement on a fixed physical time interval iswhere is independent of the refining spatial and temporal meshes. The semidiscrete analogue is for . These are bounds on propagation of initial errors and residuals, not merely statements that each finite matrix has a bounded solution over its own finite time interval.
If is a normal matrix in the chosen discrete inner product, it has a unitary eigenbasis. ThenFor dissipative problems it is sufficient that every lie in the integrator's linear stability domain. A diagonalizable family also suffices if its eigenvector matrices have uniformly bounded condition numbers: the same maximum is multiplied by . Without that uniform bound the argument does not establish mesh stability. For finite-time estimates, an amplification modulus can also be acceptable; strict contraction at every step is a stronger property.
For a constant-coefficient stencil on the full lattice or a periodic grid, von Neumann stability analysis provides the eigenvectors explicitly. A Fourier mode diagonalizes each translation-invariant spatial difference, giving a scalar symbol or a small matrix symbol for a system. The discrete Fourier transform and Parseval identity turn a uniform modal bound into an actual discrete L2 norm bound. The two-dimensional stencil in question 3 has , so its continuous-time amplification is contractive; a later time integrator must still be checked. With boundaries one must analyze the boundary rows as well: a whole-line Fourier symbol cannot detect an unstable boundary closure.
For the heat equation on a unit interval with zero Dirichlet data, the centred second difference has a sine eigenbasis and eigenvaluesExplicit Euler method multiplies mode by . Requiring all factors to have modulus at most one yields on a given grid, and the sharp grid-independent sufficient limit isThese parabolic time-step restrictions express the growth of the largest-magnitude diffusion eigenvalue like . Backward Euler method instead has factor and the Crank-Nicolson method factor , both bounded by one for every . Their unconditional stability follows from A-stability, with much stronger damping of the shortest scales for backward Euler.
For , , explicit time stepping with a backward spatial difference givesThus the upwind finite difference scheme is contractive exactly for , a Courant–Friedrichs–Lewy condition matching the direction and speed of information propagation. A centred spatial difference has purely imaginary eigenvalues, and forward Euler gives . Under a fixed positive hyperbolic Courant number, high-frequency data grow by a fixed factor in each of steps, proving instability as the mesh is refined. This is not a claim that no exceptionally small coupled step can ever give a finite-time bound: if , the excess per step is only , but the usual hyperbolic scaling is unstable. Higher-order explicit integrators can possess nontrivial imaginary-axis stability intervals and are then suitable for skew-adjoint advection or the energy-form first-order wave equation.
Variable coefficients usually prevent Fourier diagonalization, but may preserve a self-adjoint spatial operator. The positive-face diffusion discretization in question 5 is an example. Its discrete energy identity makes symmetric negative definite, so a unitary eigenbasis still exists even without a closed eigenvalue formula. More generally, a dissipative operator in a discrete energy inner product obeyswhich directly proves a uniform semigroup estimate. The dissipative Cayley-transform contraction also follows without normality: for ,Taking proves contraction of the Crank–Nicolson factor. The contractivity of split Crank-Nicolson diffusion then follows from multiplying two contraction bounds; simultaneous eigenvectors of the two directional matrices are unnecessary.
The negative spectra do not imply uniform semidiscrete stability example shows what can go wrong. LetBoth eigenvalues are for every mesh, but applying the propagator to the second unit vector at gives norm at least . The evolution is therefore not mesh-uniformly stable. For a discrete matrix, a unit-modulus eigenvalue with a nontrivial Jordan block gives powers growing polynomially in the step number. Even strictly interior eigenvalues can allow large transient growth when eigenvectors are badly conditioned. A pseudospectrum or numerical range of an operator, and especially a direct energy estimate, can reveal behavior missed by eigenvalues.
A resolvent estimate provides another way to see the needed uniformity. If for every , then for ,This shows directly that a uniform power estimate imposes more than the location of the spectrum. Conversely, resolvent-to-power estimates in varying dimension must themselves be uniform; a bound with constants depending on the number of grid points is not enough.
For a linear multistep method, each spatial eigenvalue gives an amplification polynomial, and all roots must satisfy the root condition for a multistep method, including simplicity of any unit-modulus root. Merely following the root approximating misses parasitic modes. The temporal and spatial analyses must therefore be combined with the appropriate zero-stability and uniform modal bounds.
Finally stability connects to convergence. If the exact grid samples have normalized residual and the error obeys , iteration givesA residual tending uniformly to zero then gives convergence on . For a well-posed linear initial-value problem and a consistent linear finite-difference approximation, this is the forward implication of the Lax equivalence theorem. The practical conclusion is to analyze the full operator including boundaries, select a time method whose stability region contains the relevant scaled spectrum, and verify that eigenvectors or an energy estimate make the resulting bounds uniform as the grid is refined.