Brownian hitting of lattice spheres Created 2026-10-05 Updated 2026-10-06
For three-dimensional Brownian motion, every radius and every initial point satisfyIf the initial point is on one of the spheres, it is already a hit at time zero. If it is inside a lattice-centered open ball, its eventual exit hits that sphere. Otherwise choose at each integer time a nearest lattice center. The current displacement from it has norm at most , so the multivariate normal distribution of the next unit increment gives a uniform positive chance of entering its radius- open ball. The geometric tail bound from a uniform escape probability makes eventual entry certain, and continuity forces a boundary crossing. This periodic-family recurrence does not contradict the Brownian sphere-hitting probability in dimension three for one fixed sphere.
For a uniformly elliptic operator with continuous coefficients and ,Uniform continuity lets one freeze on sufficiently small open balls and use the perturbation of a constant-coefficient elliptic second-derivative estimate. A partition of unity and cutoff functions reduce the global interior estimate to finitely many such balls; derivatives of the cutoffs produce only the displayed lower-order norm.
Interior sphere condition 2026-10-05
A domain satisfies the interior sphere condition at a boundary point if an open ball contained in the domain is tangent to its boundary there. It gives the local barrier geometry for the Hopf boundary point lemma. The condition at a single point suffices for the corresponding local derivative conclusion.
Open ball Created 2026-09-24 Updated 2026-09-24
Past exam of the mathematics course of the University of Cambridge 2002 ib Paper 4 1E a Solution Created 2026-09-24 Updated 2026-09-24
Past exam of the mathematics course of the University of Cambridge 2004 ib Paper 2 15E ii Solution Created 2026-09-24 Updated 2026-09-24
Past exam of the mathematics course of the University of Cambridge 2007 ib Paper 4 14A b Solution Created 2026-09-24 Updated 2026-09-24
Past exam of the mathematics course of the University of Cambridge 2012 iii Paper 5 4 Solution Created 2026-10-03 Updated 2026-10-07
Start with a finite subcover of the compact set . Among its remaining open balls, retain one of greatest radius and discard every ball intersecting it. Repeat until no balls remain. The retained family is finite and pairwise disjoint. If a discarded ball met the retained ball , then and . Therefore, for any ,Every original ball lies in the concentric triple of one retained ball. This proves the Wiener covering lemma for the finite subcover. By Lebesgue measure scaling and subadditivity,Disjointness givesThe empty compact set is covered by the empty selection.
The spherical derivative of a measure at is the limitwhen it exists, where is the unit-ball volume. We prove that this limit is zero outside a Lebesgue-null set for the singular measure.
First derive the needed maximal estimate from the selection lemma. For a finite positive Borel measure , putThis is the uncentered maximal function of a finite measure. For , its strict superlevel set is the union of all balls with , so it is open. Cover any compact subset of this set by such balls and apply the finite Wiener covering lemma. The selected disjoint balls giveBy inner regularity of Lebesgue measure, this proves the uncentered maximal weak-type inequality
Since and are mutually singular measures, there is a Borel set with and . By regularity of finite Borel measures on Euclidean space, for each choose compact with . Define the remainder measure .
For , distance from to this compact set is positive. Thus sufficiently small centered balls avoid , andWrite for the upper limit of the ratios. If it exceeds , then either or . HenceThe right side has Lebesgue measure at most , since . This even bounds the outer measure of the left side, without a separate measurability argument for the upper density. Let , and then take the countable union over positive rational . We obtain Lebesgue almost everywhere. The ratios are nonnegative, so their lower limit is also zero andThis proves that the spherical derivative of a singular measure vanishes. It is important to approximate the null carrier by compact subsets: a null carrier can be dense, so points outside it need not have any neighbourhood avoiding it.
In one dimension, consider the cumulative distribution function . For either sign of , monotonicity gives a nonnegative difference quotient, and the relevant half-open interval lies inside . In detail, the numerator is for , while after reversing both signs it is for . ThusAt each point where the spherical derivative of a measure is zero, this bound tends to zero from both sides. The enlarged open interval avoids any endpoint ambiguity from atoms. Therefore the ordinary two-sided derivative exists andThis is why singular distribution functions have zero derivative almost everywhere without having to be constant: almost-everywhere differentiation recovers increments only under extra hypotheses such as absolute continuity of a function.
Past exam of the mathematics course of the University of Cambridge 2016 ib Paper 1 12E Solution Created 2026-09-24 Updated 2026-10-06
For write , where and neither integer nor integer is divisible by . Define the P-adic valuation and the p-adic absolute value , with . The p-adic metric isFactoring out the smaller power of from two rational numbers shows , with the usual convention . Consequently the ultrametric inequality givesTogether with symmetry, positivity and separation of points, this verifies that is a metric.
For the given geometric partial sums, use the finite geometric series identity. Since does not divide ,Thus the limit is the rational number , even though the partial sums diverge in the ordinary real metric.
If , the ultrametric inequality gives . Applying it to gives . Since , this forces . Interchanging handles the other unequal case, provingFinally, let be outside the open ball , so . If , the preceding unequal-norm identity gives . Therefore also lies outside . Its complement is open, so every p-adic open ball is also closed, that is, a clopen set.
Past exam of the mathematics course of the University of Cambridge 2016 iii Paper 107 1 Solution Created 2026-10-03 Updated 2026-10-06
The Hopf boundary point lemma requires an interior sphere condition, strictness of the boundary maximum, and quantitative control of the uniformly elliptic operator near the contact point. Assume that , that and , and that . After shrinking the tangent open ball, we may suppose that the coefficients are bounded there and that, for constants and ,The coefficient matrix may be replaced by its symmetric matrix part because the Hessian matrix is symmetric. Assume also that throughout the tangent open ball. In the usual statement, one assumes throughout ; when is connected, the strong maximum principle for elliptic operators supplies this strictness from a nonconstant solution attaining its global maximum at .
Put , the outward unit normal of the tangent open ball. With only the given continuity at , the precise conclusion isIf the outward normal derivative exists, it is strictly positive. In particular, if is continuously differentiable up to and the domain has this outward unit normal, then . The stated boundary regularity alone does not assert existence of a normal derivative.
For the proof, use the annulus and the barrier for the Dirichlet problemWriting , direct differentiation givesChoose , so that on . On the inner sphere, compactness and the strict maximum give . Choose with . On the outer sphere and , including at by continuity. Consequently has and nonpositive boundary values. The allowed comparison principle, or the weak maximum principle for elliptic operators, yields in .
Along the inward radius this givesThis proves the Hopf boundary point lemma. There is no sign restriction on here, because the operator has no zeroth-order term.