Past exam of the mathematics course of the University of Cambridge 2017 iii Paper 105 2 e Solution Created 2026-10-03 Updated 2026-10-05
For the spherical coordinates in the question, the coordinate tangent vectors are mutually orthogonal, with lengths . Their metric tensor is therefore and the Jacobian determinant is . Applying the divergence formula to the gradient givesFor example, the formula follows directly from for this diagonal metric. These coordinates are valid away from the polar axis and angular seam; the Laplacian is a smooth geometric operator there as well, described by other charts. The coordinate volume form integrates over , , , with the usual periodic identification.
Past exam of the mathematics course of the University of Cambridge 2017 iii Paper 105 3 1 a Solution Created 2026-10-03 Updated 2026-10-05
The growth bound is . A characteristic curve through solvesThe field is locally Lipschitz in space, giving local existence and uniqueness. On either direction of a bounded time interval the Gronwall inequality gives . Thus no trajectory can escape to infinity at finite time. On the resulting compact space-time region, local ordinary differential equation existence continues it, proving global definition for all .
Uniqueness gives the flow composition law and inverse . Differentiation with respect to solves the variational equation, making each map a diffeomorphism. Its positive Jacobian determinant isThese facts constitute the global characteristic flow under linear growth. A uniform global bound on is not required; its bounds on each compact characteristic tube suffice.
Past exam of the mathematics course of the University of Cambridge 2017 iii Paper 203 2 c Solution Created 2026-10-03 Updated 2026-10-05
For real smooth functions of compact support in a planar domain , use the Dirichlet inner productChanging the positive normalization factor does not change orthogonality. For complex functions, insert complex conjugation in the second factor to obtain the corresponding Hermitian form.
Let be a conformal bijection, and let be smooth functions of compact support on . Its real Jacobian matrix is , where is a rotation. By the chain rule,The change of variables formula has Jacobian determinant , so this factor cancels:This proves conformal invariance of the planar Dirichlet inner product. By completion it is also an isometry between the corresponding Dirichlet energy spaces. It asserts invariance of the energy form, not of the inhomogeneous Sobolev norm, whose term has a different transformation rule.
Past exam of the mathematics course of the University of Cambridge 2017 iii Paper 216 5 b Solution Created 2026-10-03 Updated 2026-10-06
Let and . With conditional independence of the binary observations given the latent function, defineThe prior distribution is specified on the precision , not on . Its Jacobian determinant givesand the marginal posterior density is proportional to . Working instead with precision or logarithmic coordinates is possible, provided all corresponding Jacobian determinants are included.
Choose an importance sampling density covering the support of , draw independently from it, and use the nonnegative unbiased likelihood estimatorEach summand integrates to , proving unbiasedness. A simple always-valid choice is the latent Gaussian prior distribution, , when the covariance matrix is nonsingular. Then the estimator is just the average of the bounded values . For duplicate inputs, sample only the distinct latent values and multiply all likelihood contributions at each common input. A Gaussian approximation to the latent posterior distribution, or its mixture with the Gaussian prior distribution, can reduce relative variance while keeping complete support. Its approximation does not replace the exact weights.
The pseudo-marginal Metropolis–Hastings algorithm stores both the current and its estimator randomness ; write their sampling law as . Propose , independently generate , compute , and accept the pair withHere denotes the proposal probability density function from to . On rejection retain both the old parameter and the old likelihood estimate. Initialize with a positive estimate. One must not independently refresh the denominator after rejection.
Correctness follows from the extended posterior densityThe pair proposal is . Its Metropolis–Hastings acceptance probability simplifies to the displayed ratio, since the auxiliary densities cancel. Hence detailed balance holds for . Integrating over gives by unbiasedness, so the parameter marginal distribution is exactly the intended posterior distribution for any fixed positive . This is exactness of the stationary target, not independent exact samples or a guarantee of rapid convergence. Large relative variance of the likelihood estimates can produce long holding times, so marginalizing does not by itself guarantee an improvement in mixing time.
Past exam of the mathematics course of the University of Cambridge 2017 iii Paper 216 6 Solution Created 2026-10-03 Updated 2026-10-06
Use the extended target probability density functionThe desired stationary distribution for positions is ; the full position-momentum joint probability distribution is , not alone. Gaussian momentum refreshment preserves , since it redraws its momentum marginal distribution independently while keeping the position fixed.
Let and be the surrogate leapfrog integration map. The proposal in the paper is : its notation includes the final momentum flip. Reversibility gives , so . Both and preserve volume. Thus is an involutive Metropolis proposal, and the required acceptance probability isEquivalently, in terms of the surrogate Hamiltonian ,Only evaluations of the true target probability density function are needed at endpoints; the trajectory uses the surrogate gradient. Target and surrogate normalizing constants cancel.
For , the accepted flux satisfiesChanging variables has unit absolute Jacobian determinant, so this identity proves detailed balance for accepted moves. The rejection mass stays at the same point and is also reversible. The accept/reject step therefore preserves . Since momentum refreshment also preserves , their composition and either phase of the alternating process preserve . Projecting onto positions proves the position stationary distribution is exactly the original target. Stationarity alone does not establish uniqueness or convergence from every start; those require additional irreducible Markov chain and aperiodic Markov chain hypotheses.
There is a genuine defect in the printed smoothing claim. For the positive, nondifferentiable Laplace distribution on the real line, direct minimization gives, for every ,For the minimizer is ; for it is ; at zero both signs minimize. Hence normalization leaves , still nondifferentiable at zero. The displayed construction does not in general produce the asserted smooth surrogate. For example, the also nondifferentiable target makes that infimum for every , since the negative quartic term dominates the quadratic penalty. The invariance proof above is valid conditional on actually having a usable smooth surrogate, as the subsequent algorithm assumes.
A corrected sufficient construction is Moreau smoothing of a negative log-density. For a proper convex function with sequential lower semicontinuity , setThe Moreau envelope is differentiable, with ; require to be integrable to normalize it. The signs differ from the printed formula. For the Laplace distribution, this givesa genuinely differentiable potential with integrable exponential tails. Using that surrogate with the boxed acceptance probability still targets the original Laplace distribution.
Past exam of the mathematics course of the University of Cambridge 2017 iii Paper 306 3 Solution Created 2026-10-03 Updated 2026-10-05
Use a genus-zero Polyakov path integral, target signature and all four momenta incoming. Define the Mandelstam variables by , , . The string mass-shell condition is and momentum conservation is , soThe reduced amplitude omits the overall momentum-conservation Dirac delta distribution and any conventional overall scattering-matrix phase. Interpret each tachyon vertex operator as normal ordered; self-contractions must not be included.
The free-boson worldsheet propagator is . Wick theorem then evaluates the normal-ordered exponential correlator as the Koba-Nielsen factorThe worldsheet zero mode supplies momentum conservation. Four vertices give and the sphere contributes through the string genus expansion, leaving .
The sphere's residual Möbius transformations fix three insertion points. In sphere gauge fixing for four string vertices, take . The worldsheet ghost fields, equivalently the Faddeev-Popov determinant for this residual group, supply . At finite , this determinant grows as , while the matter correlator decays as by momentum conservation and the tachyon mass shell; their product has a finite limit. Equivalently the weight- matter operator at infinity is normalized with , while the ghost pair uses the inverse factor. After stripping the fixed-position normalization, onlyremains. Here choose the standard complex-coordinate measure . With instead, the reduced normalization must acquire a factor two to give the same requested amplitude. Absolute vertex/sphere normalization is a convention; this choice fixes it consistently with the displayed prefactor.
Set , , . Then and the integrand is . To evaluate the complex beta integral first work where . This ensures convergence near , and infinity. Set and . Schwinger parameterization givesCompleting the square, the Gaussian integral is . Change variables to and ; their Jacobian determinant is . Integrating gives . The remaining integral is the ordinary beta function . ThusRestoring and substituting the Mandelstam variables proves the Virasoro–Shapiro amplitude:For physical scattering the original position integral generally fails to converge. The formula defines the amplitude by analytic continuation from the convergence domain, with the desired scattering boundary value at real poles; the convergent integral should not be claimed valid for every physical momentum.
The gamma function is a meromorphic function, with simple poles at nonpositive integers and no zeros, while its reciprocal is an entire function. Consequently it is a meromorphic function of the independent invariants and a crossing-symmetric scattering amplitude: permuting leaves it unchanged. Its generic channel poles areand the same tower in and . They represent the exchanged bosonic string mass spectrum: the tachyon, massless states including the graviton, and an infinite sequence of massive closed-string levels. There are no threshold branch cuts at this tree order.
A precise check of factorization is the Virasoro–Shapiro amplitude pole residue. Near , set in the nonsingular factor. The gamma function recurrence givesCombining this with showsThe residue is a degree- polynomial in , consistent with exchange up to spin and scattering-amplitude factorization. At exceptional kinematics reciprocal Gamma zeros can remove apparent poles. In particular, when both and approach nonpositive integers, the zero from cancels the putative double pole, leaving channel simple-pole terms. Thus one must not count products of numerator poles without using .
Past exam of the mathematics course of the University of Cambridge 2017 iii Paper 309 3 c iii Solution Created 2026-10-03 Updated 2026-10-06
The Jacobian determinant of is , while every coordinate and every coordinate differential is multiplied by under . Hence the pullback of a differential form operation givesTo compare directly with Cartan's magic formula, note and computeThe first two differentiated terms vanish because their coordinate differentials repeat; the last contributes . AlsoTheir sum is , as required. Equivalently the divergence of relative to the standard volume form is one.
Past exam of the mathematics course of the University of Cambridge 2018 iii Paper 105 1 a Solution Created 2026-10-03 Updated 2026-10-05
Put and . The fundamental theorem of calculus along a line segment, followed by averaging, givesFor fixed , use the change of variables formula . Its Jacobian determinant is . The transformed domain lies in , because a cube is a convex set. Moreover, implies . Thus Tonelli theorem givesThe diagonal is a null set. The Holder inequality with now applies: implies , and integration in spherical coordinates bounds the kernel byThis proves the Morrey inequality on a cube, uniformly even when approaches its boundary:Apply this at both and the center and use the triangle inequality to obtain
Past exam of the mathematics course of the University of Cambridge 2018 iii Paper 203 3 a i Solution Created 2026-10-03 Updated 2026-10-05
For real test functions , the Dirichlet inner product in the normalization compatible with the logarithmic Green kernel isIts norm measures gradient energy rather than the values of the functions. A change of variables shows that this energy is invariant under planar conformal maps: the squared derivative in the transformation of the gradient cancels the area Jacobian determinant.
Past exam of the mathematics course of the University of Cambridge 2018 iii Paper 216 2 b Solution Created 2026-10-03 Updated 2026-10-05
Write and letThis is the accepted fraction of directions when zero-length chords are redrawn; it equals one in the interior. The Markov kernel integrates a test function asThe signed polar representation has Jacobian determinant . Each point is represented twice, once with positive and once with negative and the opposite direction. Since the chord is the same in either representation, the hit-and-run kernel density isfor almost every , and it is zero outside the body. Thus the transition is absolutely continuous with respect to planar Lebesgue measure. Redrawing removes the only potential zero-chord atoms.
Let . For distinct , the chord contains their segment, so it has positive length, andHence . Values on the diagonal, and on other null sets where a density is only specified almost everywhere, can be assigned this same lower bound. This gives a version satisfyingFor interior , and the chord length is unchanged on interchanging its endpoints, so . A convex body's boundary has area zero; for example contractions about an interior point fill the interior and their areas tend to the body's area. Thus this symmetry holds almost everywhere for two uniform points, proving detailed balance and stationarity of the uniform distribution. Without positive area or the boundary convention in part (a), the literal assertion need not hold.
Past exam of the mathematics course of the University of Cambridge 2018 iii Paper 219 2 iv Solution Created 2026-10-03 Updated 2026-10-05
A log-flat improper prior is not appropriate when all known are positive: the integrated likelihood in (iii) has a positive finite limit as , so its integral against diverges. One defensible noninformative choice is the scalar Jeffreys prior for an additive variance component, calculated holding the mean parameters fixed:Indeed the normal variance score has information . This is a scalar conditional-information prior, not a claim that its product with the flat mean prior is the joint Jeffreys prior. It is bounded near zero and is at infinity. The integrated likelihood is uniformly bounded near zero and is bounded by a constant times at infinity, independently of the mean-shape parameters, since . Thus and a proper external prior on the physically admissible ensure posterior propriety. Proper weak scale priors are another option. If known errors vanish, the boundary argument and appropriate prior need separate reconsideration.
For an efficient parameterization, use with and . A chain on this joint reduced parameter space targetsThe factor is the Jacobian determinant. At each iteration propose , with for a fixed nonsingular proposal covariance, and accept with probability . Proposals outside the physical prior domain have target zero. Tune during warmup and freeze it for the retained Random-walk Metropolis algorithm. To obtain samples of the full original parameter vector, independently draw from its retained positive prior and reconstruct ; the resulting vector is . Analytically marginalizing using (iii) would also be valid.
Use several dispersed chains, trace plots, rank-normalized split , and the effective sample size of a Markov chain for each parameter and for . These Markov chain Monte Carlo convergence diagnostics reveal poor mixing and disagreement but do not prove convergence. Estimate the integrated autocorrelation time ; with retained draws, . Default to no thinning of a Markov chain, so the thinning factor is . If storage requires thinning, choose a spacing after inspecting the autocorrelation and verify the retained-chain effective sample size; no finite spacing guarantees independent draws.
Using the retained samples, computeThese are posterior summaries, provided the corresponding moments exist, not uncertainties of the numerical estimates. A proper prior alone does not ensure finite second moments; choose or check the external prior accordingly. The Monte Carlo standard error of the posterior mean is approximately .
Past exam of the mathematics course of the University of Cambridge 2018 iii Paper 219 4 i Solution Created 2026-10-03 Updated 2026-10-05
Write , and . A flat density in means with respect to ; likewise . The Jacobian determinant must therefore appear when using the original scale variables. The joint hierarchical Bayesian model kernel, with respect to , isThis is a kernel, not a normalized joint probability distribution, because the stated priors are improper. Conditioning on would still require posterior propriety. In fact that check fails here, as shown in part (iii)(c); proper formal full conditionals alone do not repair it. The Gaussian–exponential hierarchical colour model distinguishes the intrinsic normal colour, positive interstellar dust reddening, and measurement noise.
Past exam of the mathematics course of the University of Cambridge 2018 iii Paper 344 1 a Solution Created 2026-10-03 Updated 2026-10-05
Write for the functional derivative of the action. Under time reversal in classical mechanics, changes sign whereas is even by assumption. Thus the forward and reversed Gaussian white noise histories associated with the same geometric path areThe Onsager--Machlup path probability therefore givesHere the path probabilities are densities conditional on their respective initial states; they are not separately normalized bridges conditioned on both endpoints. The noise-to-path Jacobian determinant must be treated with a consistent discretization: it cancels when it is invariant under time reversal in classical mechanics. This is the usual additive-noise Langevin dynamics convention, including a constant-mass Underdamped Langevin dynamics or the time-reversal invariance of a path Jacobian in midpoint Overdamped Langevin dynamics. A completely arbitrary velocity-dependent Lagrangian would require specifying that measure rather than deducing its cancellation solely from the parity of .
Past exam of the mathematics course of the University of Cambridge 2019 ia Paper 3 9B Solution Created 2026-09-24 Updated 2026-10-06
For the one-to-one transformation , the Jacobian determinant used in the stated formula isLocally, the derivative maps a small rectangular box of volume to a parallelepiped of volume . Partitioning the region into such boxes and passing to the Riemann integral gives the change of variables formula
In the plane , the region is inside the unit circle and on the right-hand side of the hyperbolaIt is nonempty exactly when ; it has positive area when . In , its boundaries are and . The minimum and maximum values are and , both at . The largest absolute occurs where the boundaries meet:
Cross-section of the integration region
. Past exam of the mathematics course of the University of Cambridge 2019 iii Paper 344 2 d Solution Created 2026-10-03 Updated 2026-10-05
Put . The noises required by a joint trajectory are and . Their independent Gaussian white noise weights give the joint path probability of an order parameter and its flux:For the physically reversed path, is time-even and the transport flux is time-odd. Therefore , , andThe common factor includes the two noise normalizations and the midpoint Jacobian determinant. Its calculation must include both relaxation channels. On a finite spatial grid, let and represent the divergence and gradient, with the discrete Laplacian, and let be the Hessian matrix of at the midpoint of time step . Differentiating the two required noises with respect to the next configuration and the interval flux gives the Jacobian matrixUsing the Schur complement, its Jacobian determinant, apart from the path-independent power of , isReversal visits the same midpoint configurations in reverse order, so the product of these factors is unchanged. The joint time-reversal invariance of a path Jacobian therefore involves the complete relaxation operator .
Taking the action difference givesRepeated component indices are summed. The second squared norm sums over both flux indices. This is mixed conserved and nonconserved order-parameter dynamics; reversing the order parameter history while leaving the flux unreversed would give the wrong probability ratio.
Past exam of the mathematics course of the University of Cambridge 2019 iii Paper 348 2 a Solution Created 2026-10-03 Updated 2026-10-05
Write , the absolute Jacobian determinant. Under the usual meaning of a map on domains, the injective area formula gives, for any nonnegative measurable ,This version of the change of variables formula does not require to be nonsingular everywhere. A map is a locally Lipschitz function, and the formula applies by exhaustion if the domains are unbounded. For non-open , one needs the corresponding extension or regularity interpretation of the stated assumption.
First suppose almost everywhere with respect to Lebesgue measure. For each bounded nonnegative measurable ,Taking indicator functions proves .
Conversely, the area formula shows that the measure with probability density function has total mass one and satisfies . The assumed equality then implies , since the measurable bijection has a measurable inverse on these domains. Equivalently, apply both pushforward measure identities to for each Borel set . Uniqueness of the Radon-Nikodym derivative yields
Past exam of the mathematics course of the University of Cambridge 2019 iii Paper 348 4 d Solution Created 2026-10-03 Updated 2026-10-05
Define ; the printed quotient is undefined at the origin, but this continuous extension changes no transport cost because . In polar coordinates, the two probability density functions giveBoth angular distributions are uniform, with independence of angle and radius. The proposed transport map preserves the angle and sends to . Thereforeand preservation of the angle proves . As a local check using the Jacobian determinant, its radial and tangential derivatives for are and , respectively, so and .
Now use the convex functionIt is convex because the Euclidean norm is convex and is increasing and convex on . It is differentiable, including at zero, andIts graph transport plan lies in the graph of , so the Knott–Smith optimality criterion proves quadratic optimality. Since that plan is induced by a map, part 1(b) proves optimality for the Monge optimal transport problem as well. The minimum provides a useful independent check:
