Past exam of the mathematics course of the University of Cambridge 2017 iii Paper 311 2 b Solution Created 2026-10-03 Updated 2026-10-06
Parallel transport the auxiliary null vector and a screen basis along each generator of the null geodesic congruence. This keeps the screen-space projector fixed under the corresponding transported derivative. Use the curvature convention .
With , differentiation of the affine geodesic equation givesHere the first term comes from commuting the derivative past , and the second from the curvature commutator. The constraints follow respectively from the null normalization and affine geodesic equation. Projecting onto the screen therefore yields the optical matrix equationThe trace of the tidal matrix is ; extra terms from replacing the screen trace by the spacetime trace vanish by curvature antisymmetry. Taking the trace givesDecompose the optical tensor as . The null shear is symmetric and trace-free and the null twist is antisymmetric. Their cross traces vanish, andThe negative sign in the last term is the identity on the positive-definite screen. Substitution proves the four-dimensional Null Raychaudhuri equation:The coefficient is in spacetime dimensions; the factor here belongs to the four-dimensional congruence in this question, not the five-dimensional geometry of the next question.
Past exam of the mathematics course of the University of Cambridge 2017 iii Paper 336 1 a Solution Created 2026-10-03 Updated 2026-10-06
Use the characteristic polynomial in the convention :For fixed with , all three limiting eigenvalues are simple. Expanding this polynomial at each root, or applying first-order perturbation of a simple eigenvalue, givesThese are fixed- asymptotic expansions, not uniform through . At the displayed correction to vanishes because is an exact root for every ; there is no second nonzero term for that branch.
The two roots near interact when the correction is comparable to their unperturbed gap . Thus the distinguished limit is , with bounded real . Set and . The polynomial becomesAt orders and ,With , the two interacting eigenvalues areThe correction to the pair is included to resolve the next perturbative term as well as the leading splitting. In particular the previously excluded fixed case is :The half-integer powers reflect square-root splitting of a defective double eigenvalue: the limiting matrix has a nontrivial Jordan block at .
For matching, write and take the overlap . For , , , while , . Consequently the distinguished branches reduce toThe regular coefficient satisfies , proving agreement. For the labels and exchange roles and the same matching holds. The isolated negative branch also matches because . As a spectral check, positive diagonal symmetrization of a matrix transforms this tridiagonal matrix to a real symmetric matrix with off-diagonal entries and ; its eigenvalues are real for positive .
Past exam of the mathematics course of the University of Cambridge 2017 iii Paper 338 3 a iii Solution Created 2026-10-03 Updated 2026-10-06
The speckle contrast of a sinusoidal wavefront error gives a peak modal wave amplitude . If all residual modes have that wave amplitude, their coefficient norm is . Substituting the printed quadrant count gives the intended expressionThere is a normalization issue if this quantity is called physical spatial root mean square wavefront error. For , the actual pupil-averaged value isOn an orthogonal full-period basis, and cross terms vanish. Alternatively, independent uniform random wave phases give this result after wave phase averaging, even on a circular optical pupil. With the same and equal contrasts the physical RMS is thenA single full-period cosine already demonstrates the issue: its RMS is , not . On the actual circular optical pupil, any nonconstant unit-peak cosine also has mean square strictly less than one; averaging over its wave phase gives exactly . On a finite circular optical pupil, phase-dependent mode overlaps can additionally matter. If a constant piston is removed before computing RMS, replace the mode Gram matrix by its centred optical pupil covariance. The printed value can be recovered as a modal coefficient norm, or by counting orthogonal peak-amplitude quadratures in the physical RMS; neither convention is specified by the quoted mode definition. This is the distinction between modal amplitude norm versus wavefront RMS, not a correction silently made to the PDF. Unequal residual contrasts require , so one speckle's alone cannot determine the total RMS. The weak-aberration approximation also requires the total wave phase error to stay small, not merely each coefficient separately.
Past exam of the mathematics course of the University of Cambridge 2017 iii Paper 339 1 a Solution Created 2026-10-03 Updated 2026-10-06
For a vector in the nonnegative orthant, the PDF's matrix gives the quadratic formThus it is a copositive matrix. On the other hand, with ,so it is not a positive semidefinite matrix. Equivalently, the eigenvalues are and , with eigenvectors and .
The local TeX has corrupted the matrix entries. The PDF has diagonal entries one and off-diagonal entries two. The all-twos matrix in the TeX would instead have quadratic form and would be a positive semidefinite matrix; it cannot demonstrate the requested distinction.
Past exam of the mathematics course of the University of Cambridge 2017 iii Paper 339 1 c Solution Created 2026-10-03 Updated 2026-10-06
For each fixed in the nonnegative orthant, the map is a continuous linear function on the vector space of real symmetric matrices. Thusis an intersection of closed half-spaces, using the Frobenius inner product on this space. Arbitrary intersections of closed sets are closed, so is closed.
If and , then for every . Therefore , including the zero matrix when . HenceThe copositive cone is defined in the real space of symmetric matrices; symmetry is needed later to recover every matrix entry from these quadratic forms.
Past exam of the mathematics course of the University of Cambridge 2017 iii Paper 339 1 g Solution Created 2026-10-03 Updated 2026-10-06
Let . This set is nonempty and compact for , and the quadratic form is continuous. Its minimum is therefore attained.
For every nonzero in the nonnegative orthant, normalizing givesThe zero vector imposes no further condition. It follows that is a copositive matrix exactly when . Thus the feasible scalar set is , andBoth optima are attained. This copositive reformulation of an orthant Rayleigh minimum follows directly from homogeneity; it does not require invoking a duality theorem for the original nonconvex constraint.
The restriction to matters. For the matrix in part (a), this minimum is whereas the unrestricted smallest eigenvalue is .
Past exam of the mathematics course of the University of Cambridge 2017 iii Paper 339 2 b Solution Created 2026-10-03 Updated 2026-10-06
Every feasible sign vector gives the rank-one matrix . It is a positive semidefinite matrix, since , and . The matrix trace identity givesThus all original feasible objectives appear among the relaxed ones, provingThe semidefinite relaxation of binary quadratic optimization drops the rank-one requirement and keeps the elliptope constraints.
An optimal relaxed matrix exists. The feasible set is nonempty, since it contains , and closed. Its two-by-two principal minors give , so it is bounded and therefore compact. The linear objective attains its maximum. Also and hence , including the zero-objective case.
Past exam of the mathematics course of the University of Cambridge 2017 iii Paper 339 2 c Solution Created 2026-10-03 Updated 2026-10-06
Write a test vector as and put , . Its quadratic form against the block-constant matrix isSince , both and are nonnegative, andEquivalently it isTherefore the bipartite block-constant positive semidefinite matrix satisfies .
For positive block sizes, the condition is also necessary: choose and to obtain and . Equality is allowed, and vectors whose sums vanish in both blocks lie in the kernel. Positive semidefiniteness, rather than positive definiteness, is the conclusion.
Past exam of the mathematics course of the University of Cambridge 2017 iii Paper 339 2 d Solution Created 2026-10-03 Updated 2026-10-06
For each coefficient index , let have constant diagonal blocks and cross blocks . The preceding block-constant argument gives . Define the Hadamard powers , withThis is the constant entrywise power, including at zero entries; it is not the identity matrix. Repeated use of the Schur product theorem shows for every .
Applying the Schur product theorem again makes every summand positive semidefinite. The partial sums are positive semidefinite, and their entrywise limit is exactly . In finite dimension this is a matrix-norm limit; the positive semidefinite cone is closed. ConsequentlyEndpoint convergence follows from the stated expansions on the full interval: and , while . Thus the expansions converge absolutely at every matrix entry. This is coefficient-dominated entrywise positivity.
The coefficient condition must include index zero. We interpret the PDF's accordingly. If it means only positive integers and no condition is imposed on , the assertion is false: take , , and . All positive-index inequalities hold, but .
Past exam of the mathematics course of the University of Cambridge 2017 iii Paper 339 2 e Solution Created 2026-10-03 Updated 2026-10-06
Put , so . The power series coefficients of the hyperbolic sine preprocessing areThus for every , and the series converge on the full interval. Applying coefficient-dominated entrywise positivity gives .
Every diagonal entry belongs to one of the diagonal blocks and equals . Because and , this is . ThereforeThe matrix lies in the elliptope and admits a Gram matrix representation by unit vectors. This preprocessing is the Krivine rounding scheme; the equality of absolute coefficients is what preserves positive semidefiniteness even though the cross-block sine coefficients alternate in sign.
Past exam of the mathematics course of the University of Cambridge 2017 iii Paper 339 2 g Solution Created 2026-10-03 Updated 2026-10-06
The Krivine rounding constant has . Since , the principal real inverse sine satisfieson every cross-block entry. The matrix has zero diagonal blocks, so those cross blocks are the only contributors to its Frobenius inner product with . Explicitly,No analogous identity is needed for the diagonal blocks involving .
Combining with the preceding expectation formula and optimality of gives the bipartite sign rounding boundAt least one feasible rounded outcome attains at least this expectation. This is an expectation-based approximation guarantee for the specific bipartite sign problem; no claim is made that is the largest possible constant. The inequalities remain valid when the optimal objective is zero.
Past exam of the mathematics course of the University of Cambridge 2017 iii Paper 339 3 c i Solution Created 2026-10-03 Updated 2026-10-06
Collect the factor's coefficients in the column vector and setThis is a Hermitian matrix and a positive semidefinite matrix, because for every complex vector ,On the unit circle, expanding the modulus square givesUniqueness of the finite Laurent polynomial coefficients, proved as in part (b)(i), therefore givesThis is the rank-one spectral-factor Gram matrix. The matrix has matrix rank one when and zero when . The orientation is the PDF's convention: using instead would generally interchange and .
Past exam of the mathematics course of the University of Cambridge 2017 iii Paper 341 6 Solution Created 2026-10-03 Updated 2026-10-06
A Runge-Kutta method advances through stagesThe Butcher tableau records , normally with . Linear absolute stability tests the amplification of a linear decay mode; nonlinear B-stability compares distances between two solutions of a dissipative vector field. Both describe propagation of perturbations, but they impose different conditions.
For the Dahlquist test equation, elimination of stages givesThe linear stability domain consists of for which the step is defined and . Poles or singular stage systems must be excluded, even if an output formula has a formal cancellation. For a scalar test equation, the proof is : the powers are bounded exactly when . For , the update is . If is a normal matrix, unitary diagonalization of a normal matrix makes the operator norm equal to the largest scalar amplification modulus. For a diagonalizable matrix, powers are bounded by the condition number of the eigenvector matrix times the maximal scalar power. These constants must remain uniform for mesh-dependent systems. A defective unit-modulus eigenvalue can instead produce a growing Jordan block; the scalar spectral test alone does not control a general matrix.
An A-stable method accepts the entire closed left half-plane. The Explicit Euler method has and a disk of stability , so it is not A-stable. No nonconstant polynomial stability function can be A-stable, since it is unbounded on the negative real axis; this excludes all consistent explicit Runge-Kutta methods. The Backward Euler method has , and when , proving A-stability. It is also L-stable, because for large left-half-plane .
The implicit midpoint rule and the trapezoidal rule have the same scalar stability function,The identity proves A-stability. On the imaginary axis their amplification has unit modulus, and along the negative real axis it tends to . Thus neither is L-stable; very stiff decay can persist as alternating numerical values. In contrast, the two-stage Radau IIA method has , with the explicit nonnegative modulus-gap proof in question 1, and is L-stable. This illustrates why L-stability matters beyond A-stability for a stiff differential equation.
For nonlinear problems, assume a real or complex Euclidean inner product and the dissipativity hypothesisfor all relevant states at each common time. Exact solutions satisfyA B-stable Runge-Kutta method reproduces this nonexpansion of distances whenever its stages exist. Put , , and . Then . Expansion of the output squared norm, followed by substituting in its linear terms, proves the Runge-Kutta contractivity identityIf and is a positive semidefinite matrix, the first sum is nonpositive by dissipativity, and the second is nonnegative: expand each coordinate of the stage vectors to express it as a sum of nonnegative quadratic forms. These are exactly the conditions for algebraic stability of a Runge-Kutta method. Hence algebraic stability implies B-stability. Applying B-stability to the linear dissipative problem , or its two-dimensional real form, also proves A-stability whenever stages are well defined.
The Backward Euler method has , hence ; the implicit midpoint rule has , , hence . Both are algebraically stable and B-stable. For the two-stage Radau IIA method,a positive semidefinite matrix, while both weights are positive. It therefore combines third-order accuracy, B-stability, and L-stability. The distinction between stability and solvability is essential: for Lipschitz continuous , the stage map is a contraction when , so the contraction mapping theorem proves small-step unique solvability. The preceding algebraic stability proof is an estimate for existing stages; it is not a theorem asserting stage existence for arbitrary step sizes and domains.
Linear A-stability is insufficient for nonlinear B-stability. The trapezoidal rule fails B-stability, even though its scalar stability function is identical to that of the B-stable implicit midpoint rule. Its Runge-Kutta method coefficients areFailure of this sufficient algebraic stability test alone would not prove failure of B-stability. An actual counterexample does: take and . Dissipativity follows fromThe unique step map obeys , because the left-hand side is strictly increasing and onto. At , , and implicit differentiation givesNearby initial states expand in distance. This proves a true nonlinear failure rather than merely failure of a coefficient criterion.
Finally, stability of a numerical method on finite intervals connects these contractivity properties to accuracy. If a one-step map is nonexpansive and its exact one-step defect has norm at most , then the error satisfies , hence for . A Lipschitz step bound gives the same order using the discrete Gronwall inequality. For a stiff differential equation, the value of B-stability is that the propagation estimate need not grow with a large negative dissipative rate. The accuracy constant still needs appropriate smoothness and uniform derivative bounds; stability alone does not establish a mesh-uniform error order.
Past exam of the mathematics course of the University of Cambridge 2017 iii Paper 341 7 Solution Created 2026-10-03 Updated 2026-10-06
For a fully discrete linear partial differential equation evolution, write in a specified discrete norm. Finite-time stability of a numerical method meanswith independent of the allowed meshes. For a multistep method, augment the state with its time-history values and include a stable starter. Bounds may grow as when the continuous problem has growth; demanding decay for all time would be a stronger assertion. The treatment of initial data, forcing, Dirichlet boundary conditions, and the norm is part of the hypothesis, not a detail supplied by an interior calculation.
For constant coefficients on an infinite or periodic uniform grid, Von Neumann stability analysis substitutes the Fourier mode . The discrete Fourier transform and the Parseval identity turn a uniform multiplier estimate into a discrete L2 norm estimate. In a one-step scalar scheme, proves contractivity, while gives finite-time stability. In a multilevel scheme, every root of a polynomial in its amplification polynomial of a multilevel finite difference scheme matters, as does uniform control of the associated companion matrix.
For the Forward Euler diffusion scheme with ,Thus for all frequencies exactly whenSufficiency follows since ; necessity follows from the highest-frequency mode on even periodic grids. This gives the usual parabolic mesh restriction . For the Backward Euler diffusion scheme,so every is stable. The Crank--Nicolson method hasagain of modulus at most one for all , but stiff modes approach rather than zero. These are PDE manifestations of the A-stability and L-stability distinctions for time integration.
For advection , assume and set . The upwind finite difference scheme is , withIt is contractive when . This also has a direct maximum-norm proof: each newest value is a convex combination of two old values. The resulting Courant–Friedrichs–Lewy condition expresses that the numerical domain of dependence covers the physical one. For negative , the upwind direction must be reversed. By contrast, Forward Euler method time stepping with the centered first finite difference has and for nonzero . Under fixed nonzero refinement it is unstable, since a fixed nontrivial mode grows geometrically over steps. This is not a claim of instability under every imaginable mesh coupling: instead bounds its spurious finite-time growth, since .
The leapfrog advection scheme illustrates a multilevel subtlety. Its amplification polynomial of a multilevel finite difference scheme isFor , both roots of a polynomial have unit modulus and separation at least . A uniformly conditioned eigenbasis of the companion matrix then proves power boundedness of a two-level Fourier scheme for arbitrary history data. At and a grid admitting , the roots coincide on the unit circle, and a Jordan block produces growth. Thus the endpoint fails the ordinary arbitrary-history root condition for a multistep method; checking only that both moduli equal one misses the instability. Restricting the starter or filtering the parasitic mode is an additional hypothesis.
The energy method handles variable coefficients and finite boundaries for which Fourier stability analysis may be unavailable. For the Backward Euler diffusion scheme with homogeneous Dirichlet boundary conditions, define . The discrete summation by parts identity isTake the inner product of with . The elementary identity givesThis proves unconditional contractivity including the actual boundary treatment. More generally, a dissipative operator gives of operator norm at most one: with , dissipativity implies , and the Cauchy-Schwarz inequality gives . In finite dimensions this also proves invertibility. For the second-order backward differentiation formula, the BDF2 discrete energy identity used in question 4 controls both time levels and proves unconditional diffusion stability. A repeated root strictly inside the disk is harmless here; the energy argument supplies the uniform bound without a singular eigenvector formula.
A second technique is eigenvalue stability analysis of a finite difference method. Under the method of lines, a time integrator advances by . If is a normal matrix, the scalar linear stability domain criterion on all controls its powers exactly in the corresponding L2 norm. For the centered Dirichlet discrete Laplacian, its eigenvalues lie between and zero; intersecting this interval with a time integrator's stability interval determines its mesh restriction. A uniform bound on the diagonalization of a matrix is needed for nonnormal diagonalizable systems. Eigenvalues alone can be misleading. For example,has both eigenvalues inside the disk for , but the upper-right entry of is . Taking , , this grows like . Hence stable scalar eigenvalues do not give mesh-uniform stability. Boundary closures can introduce precisely the extra growth that an interior Fourier symbol overlooks, so boundary stability of a finite-difference method must be checked separately.
For nonlinear spatial discretizations, a useful replacement for Fourier stability analysis is a convexity argument. If the Forward Euler method map is nonexpansive in a chosen norm for , the second-order strong stability preserving Runge-Kutta methodis also nonexpansive under the same restriction. Indeed, for two inputs, the triangle inequality gives . Its Taylor expansion is , proving order two. Such strong stability preserving Runge-Kutta methods transfer suitable forward-step bounds without relying on a linear spectral calculation.
Finally, consistency of a numerical method explains what stability buys. For a linear Hadamard well-posed problem, the Lax equivalence theorem equates convergence of a consistent discretization with its stability, under the stated approximation-space and norm hypotheses. Directly, if the error satisfies , iteration gives the discrete Duhamel principleThus vanishing normalized local truncation error and initial error yield convergence. With a nonlinear Lipschitz step estimate, the discrete Gronwall inequality plays the same role. A stable but inconsistent stencil, such as the literal defective formulas in questions 3 and 4 under their usual refinement, is not rescued by any amplification bound. The decisive checks are a mesh-uniform evolution bound, a valid boundary closure, and consistency with the actual PDE.