Past exam of the mathematics course of the University of Cambridge 2010 ia Paper 2 8A c Solution Created 2026-09-24 Updated 2026-09-24
Past exam of the mathematics course of the University of Cambridge 2011 ia Paper 2 6A b iii Solution Created 2026-09-24 Updated 2026-09-24
Past exam of the mathematics course of the University of Cambridge 2012 ia Paper 2 6A Solution Created 2026-09-24 Updated 2026-10-07
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
. 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 2012 iii Paper 39 2 Solution Created 2026-10-03 Updated 2026-10-07
At an interior statistical parameter , local asymptotic normality means that there are random vectors and a symmetric nonnegative Fisher information matrix such that, for each fixed ,A common stronger definition requires this expansion also for . The fixed- version suffices here. A regular identifiable model usually has positive definite Fisher information; nonsingularity is unnecessary for the contiguity conclusion.
Here are sufficient differentiability conditions for a proof by Taylor's theorem. Suppose the local probability density functions have common support, is twice continuously differentiable near , differentiation can pass through the normalization integral twice, the score function has finite second moment, and the local Hessian matrix is bounded in operator norm by an integrable envelope of a function class. These hypotheses implyThe first identity differentiates once; the second uses and differentiates twice. The central limit theorem gives . Taylor's integral remainder givesThe weak law of large numbers and the continuity and integrable-envelope hypotheses make the bracket converge in probability to . Indeed, the expectation of the supremum of the Hessian matrix difference over a shrinking neighborhood tends to zero by dominated convergence, and Markov inequality controls its empirical average. This proves local asymptotic normality and explains the role of both derivatives.
Write for contiguity of probability measures: for every measurable sequence , implies . Mutual contiguity requires this in both directions. A useful form of Le Cam's first lemma is the following: if the Radon-Nikodym derivative of the absolutely continuous part of relative to converges in distribution under to , with almost surely and , then the two sequences are mutually contiguous. This includes the usual case . The mean-one condition ensures uniform integrability of and vanishing mass of any singular part; positivity ensures the reverse implication.
Take and . Their likelihood ratio on the support of satisfies, by local asymptotic normality and the continuous mapping theorem,This limit is positive and , including . The conditions of Le Cam's first lemma therefore hold, giving mutual contiguity of the product sampling laws. The products, rather than the one-observation laws, are the relevant sequences.
For any , let . Consistency under makes , and contiguity gives . Thus the estimator remains consistent for under each fixed local alternative. Since , it is also consistent for the moving parameter in the sense that in probability under .
Past exam of the mathematics course of the University of Cambridge 2013 ia Paper 2 6A Solution Created 2026-09-24 Updated 2026-10-07
Expand the function into separated terms: , where and . ThenPut and . The nine critical points are all pairs from and . The diagonal Hessian matrix has entries and .
At both entries are positive, giving strict local minima of value . At they have opposite signs, giving four saddle points of value zero. At the three points on the Hessian is degenerate, so its sign alone does not classify them. Use the higher-order test for separated extrema: is negative for small nonzero . At the positive term and negative term give a saddle. At , , so every sufficiently small nonzero displacement decreases and these are strict local maxima.
For the level curves, the exact zero set consists of the two parabolas and the oval . They cross at the four nondegenerate saddle points. Small positive levels enclose each maximum; small negative levels enclose each minimum. The degenerate central saddle has quartic narrowing, locally . Far along the axis the function is negative, while far along the axis it is positive. These signs and zero curves determine the connectivity shown in the sketch.
Level curves, exact zero set and all nine classified critical points of the separated quartic-octic function
. Past exam of the mathematics course of the University of Cambridge 2013 iii Paper 38 1 a Solution Created 2026-10-03 Updated 2026-10-07
Let . The feasible probability simplex is a nonempty compact convex set, so the extreme value theorem guarantees a minimizer. Its Hessian matrix is diagonal with positive entries , making a strictly convex function. Hence the minimizer is unique.
Use the Lagrange multipliers for the sum constraint and for . The Lagrangian isThe KKT conditions areA strictly positive feasible allocation exists, so the Slater condition holds. These conditions are necessary and sufficient for this convex optimization. At least one coordinate is positive, giving . Put . For a positive coordinate, complementary slackness gives . At a zero coordinate, stationarity gives , or . ThusHere . This logarithmic water filling raises the smaller baseline values to a common level. The scalar left side is a continuous function and strictly increasing above , starts at zero, and tends to infinity, so exactly one solves it. One can find it by interval bisection, or sort the baseline values increasingly and find an index for whichusing . Equality at the next baseline simply gives a zero allocation. Sorting and a running sum implement the water-filling algorithm in time.
Past exam of the mathematics course of the University of Cambridge 2013 iii Paper 45 1 a Solution Created 2026-10-03 Updated 2026-10-07
Take real field coordinates ; for complex scalar fields, split them into real and imaginary parts. Assume a smooth scalar potential and positive, canonically normalized kinetic terms in a relativistic theory. At a classical vacuum, . The Taylor expansion isThus the scalar mass matrix is the Hessian matrix, and its eigenvalues give squared masses of the linearized scalar excitations.
Put . Infinitesimal invariance of the scalar potential gives the identity at every field value. Differentiate with respect to and evaluate at the classical vacuum:Every nonzero infinitesimal symmetry direction therefore lies in the kernel of the scalar mass matrix. This is the classical Goldstone theorem expressed through Goldstone directions in the scalar mass matrix.
Let be the full stabilizer subgroup of . The linear map from the Lie algebra of to field space, , has kernel equal to the Lie algebra of . The rank-nullity theorem givesThere are consequently at least massless scalar directions, namely the tangent directions to the symmetry orbit through the classical vacuum. If the intended is , these are the symmetry-required Goldstone bosons. Exactly that many massless modes occur if the scalar mass matrix is positive definite on a complement of those tangent directions. A nonsingular positive field-space kinetic metric changes normalization, but not the number of zero masses.
Two qualifications are needed for the literal assumptions. A subgroup fixing the classical vacuum need not be the full stabilizer subgroup. For example, take acting on a real triplet and with . At , the scalar mass matrix is : there are two massless modes. Choosing satisfies the printed invariance condition but would incorrectly predict three. The full stabilizer subgroup is .
Even with the full stabilizer subgroup, symmetry does not exclude an accidental massless scalar. Take rotating , with an invariant singlet , andAt the full continuous stabilizer is trivial, but the scalar mass matrix is . One zero direction is the Goldstone boson; the other is an accidental massless scalar at quadratic order. The proof establishes the symmetry-required count, not unconditional equality with the total number of massless fields. The statement concerns global internal symmetry; gauging it changes the physical interpretation through the Higgs mechanism.
Past exam of the mathematics course of the University of Cambridge 2014 iii Paper 16 1 b Solution Created 2026-10-03 Updated 2026-10-06
The passage to Hamiltonian mechanics uses the Legendre transform in mechanics. Assume a regular Lagrangian: the velocity Hessian matrix is invertible. Thendefines a locally invertible map from the tangent bundle to the cotangent bundle. Write its local inverse as and define the HamiltonianDifferentiating this expression, all terms containing cancel because . HenceThe Euler-Lagrange equations become Hamilton's equations:Conversely, a solution of Hamilton's equations satisfies , hence , and recovers the Euler-Lagrange equations. This proves local equivalence of the two descriptions.
On the cotangent bundle, choose the canonical symplectic form and the convention . Then , so its integral curves are exactly the phase-space equations above. This sign convention is used throughout these solutions. For a hyperregular Lagrangian, the Legendre transform in mechanics is globally invertible and gives global equivalence; regularity alone only gives local equivalence. A singular velocity Hessian matrix may instead produce constraints, so the ordinary unconstrained argument does not apply to every Lagrangian.
Past exam of the mathematics course of the University of Cambridge 2014 iii Paper 30 1 Solution Created 2026-10-03 Updated 2026-10-06
For independent identically distributed observations , the likelihood function and log-likelihood areA maximum-likelihood estimator is a measurable choice , when a maximizer exists. It need not be unique. The one-observation score function is , and the Fisher information matrix isUnder the regularity assumptions, differentiation beneath the integral gives . Differentiating again gives the second information identity. Independent observations have total Fisher information .
Assume fixed parameter dimension, an interior true parameter , a positive-definite matrix , the standard differentiability and integrability conditions, and statistical consistency of . Then the asymptotic normality of a maximum likelihood estimator isHere is the information per observation. Thus the leading covariance matrix of the estimator itself is .
To prove this, statistical consistency places the estimator in an interior ball about with probability tending to one, where its score function vanishes. Write and use the integral first-order Taylor formula for a vector map:This integral matrix is needed in a vector problem; one does not have to assert a common scalar mean-value point for every score component. PutThe regular local uniform law of large numbers, continuity of the expected Hessian matrix, and statistical consistency give . The multivariate central limit theorem givesThe limiting information matrix is nonsingular, so . Solving the Taylor identity and applying the Slutsky theorem proves the displayed normal limit, since . Boundary parameters or singular information are outside this regular theorem.
Past exam of the mathematics course of the University of Cambridge 2014 iii Paper 43 3 d Solution Created 2026-10-03 Updated 2026-10-06
For the stable branch found above, and . Hence the vacuum expectation value isin the stated Planck units. To verify that it is a vacuum rather than merely a zero-energy stationary point, evaluate the Hessian matrix. At either zero-energy stationary branch,Because and its first derivatives vanish there, the Hessian matrix of is just times this Hessian matrix. For , both eigenvalues are positive. This proves a strict local minimum in both real scalar directions. For , , so the alternative , is a saddle point and is excluded from the stable zero-energy Polonyi vacuum.
There is also a useful global check. Set on the stable branch. Directly completing squares givesBoth remaining coefficients are positive. Thus everywhere, with equality only at . The positive exponential prefactor proves that this is the unique global minimum, not just a metastable vacuum.
Finally, at the stable vacuum and . Its supergravity auxiliary field hasThus the Minkowski vacuum breaks supersymmetry, even though its cosmological constant vanishes. If , the potential is flat and the displayed tuned parameter and scalar value are not selected.
Past exam of the mathematics course of the University of Cambridge 2015 iii Paper 10 3 2 Solution Created 2026-10-03 Updated 2026-10-06
We use the homogeneous version of the Sobolev embedding theorem in three dimensions:Here homogeneous Sobolev space is the completion of compactly supported smooth functions in the L2 norm of the gradient, identified with its representative. Apply this Sobolev inequality both to and to its spatial derivatives.
LetThe Plancherel theorem identifies the L2 norm of the Hessian matrix with , because . In particular,Differentiating the defocusing semilinear wave equation gives . By the Holder inequality with exponents and , the preceding Sobolev inequality, and conservation of the positive wave energy,Use the inhomogeneous wave energy estimate simultaneously for the three spatial derivatives. It givesThe Gronwall inequality therefore yields . We may take the continuous, locally bounded functionThe constant is universal; the dependence on the initial data is only through and . The H2 bound for the defocusing cubic wave equation holds on every existing smooth interval, without assuming the global conclusion. If or , the zero solution satisfies the same estimate.

