Past exam of the mathematics course of the University of Cambridge / 2019 / ib / Paper 4

An eigenvalue of a matrix $A$ is a scalar $\lambda$ for which $Av=\lambda v$ for some nonzero eigenvector $v$. Its corresponding eigenspace is

Write $v=(a,b,c,d{)}^T$. The displayed matrix is the outer product $A=v{v}^T$, soIts column space is contained in $\mathrm{span}\{v\}$ and is nonzero because $Av=\Vert v{\Vert }^{2}v\ne 0$. Hence $A$ is a rank-one matrix.

The vector $v$ is an eigenvector with eigenvalue $\Vert v{\Vert }^2=a^2+b^2+c^2+d^2$, and every vector in the orthogonal complement $v^{\perp }$ has eigenvalue $0$. ThusSince ${\mathbb{R}}^4=\mathrm{span}\{v\}\oplus v^{\perp }$ is a direct sum of these eigenspaces, $A$ has an eigenbasis and is therefore a diagonalizable.

The normalizer of $P$ in $G$ isIt is the stabilizer of the subgroup $P$ under the conjugation action of $G$ on its subgroups.

Take $g\in G$. Since $K$ is a normal subgroup, $gP{g}^{-1}\le K$; it has the same order as $P$, so it is also a Sylow subgroup of $K$. The conjugacy assertion in the Sylow theorems supplies $k\in K$ such thatConsequently $kg\in N_G(P)$, and thereforeThus $G\subseteq N_G(P)K$, while the reverse inclusion is immediate because both factors are subgroups of $G$. Hence

A sequence of functions $f_n:A\to \mathbb{R}$ converges uniformly to $f$ when, for every $\epsilon >0$, there is an $N$ such thatfor every $x\in A$. Equivalently, $\Vert f_n-f{\Vert }_{\infty }\to 0$ in the supremum norm.

Yes. Fix $x_0\in A$ and $\epsilon >0$. Uniform convergence gives $N$ such that $|f_N(x)-f(x)|<\epsilon /3$ for every $x\in A$. Since the continuous function $f_N$ is continuous at $x_0$, there is a $\delta >0$ such that $|x-x_0|<\delta$ implies $|f_N(x)-f_N(x_0)|<\epsilon /3$. The triangle inequality then givesThis proves the uniform limit theorem: $f$ is continuous.

No. For each $x>0$, $e^{-nx}\to 0$, whereas $e^{-n0}=1$ for every $n$. The pointwise limit on $[0,1]$ is thereforeThis limit is not continuous at $0$. Since every $f_n(x)=e^{-nx}$ is continuous, the uniform limit theorem rules out uniform convergence. Directly, $|f_n(x)-f(x)|=e^{-nx}$ for $x>0$, whose supremum over $(0,1]$ is $1$ for every $n$.

No. DefineEach $f_n$ is a differentiable function on $[-1,1]$, whileThus $f_n$ converges uniformly to the absolute value function $|x|$, which is not differentiable at $0$. Uniform convergence alone therefore does not preserve differentiability.

The Cauchy integral formula says that if $f$ is holomorphic on a neighbourhood of the closed disc $\overline{D(z_0;R)}$, then for $z\in D(z_0;R)$,In particular, at the centre,for every $0<r<R$.

If $f(z_0)=0$, the assumed bound gives $|f(z)|\le 0$, so $f=0$. Otherwise define $g=f/f(z_0)$. Then $g(z_0)=1$ and $|g|\le 1$. Applying the centre formula and taking real parts givesThe continuous nonnegative function $1-\mathrm{Re}g$ has integral zero, so it vanishes around the circle. Equality $\mathrm{Re}g=1$ together with $|g|\le 1$ forces $g=1$. This holds for every $r<R$, hence $f(z)=f(z_0)$ throughout the disc. This is the equality case underlying the maximum modulus principle.

Introduce the Cauchy approximate identityIt is an approximate identity converging to the Dirac delta function $\delta$, and $g_{\epsilon }={\delta }_{\epsilon }^{\prime }$. For a smooth rapidly decaying test function $\varphi$, integration by parts givesBy the definition of the derivative of the Dirac delta, $⟨{\delta }^{\prime },\varphi ⟩=-{\varphi }^{\prime }(0)$. Therefore the limit as a distribution is

For a wavefunction $\Psi (x,t)$, the probability density and probability current areMultiply the Schrodinger equation by ${\Psi }^{\ast }$, multiply its complex conjugate by $\Psi$, and subtract. The real potential energy terms cancel, leavingwhich is the probability continuity equation ${\rho }_t+j_x=0$.

For a stationary state, ${\rho }_t=0$, so $j_x=0$ and $j$ is constant in space. A normalizable wavefunction has vanishing current at spatial infinity, forcing this constant to be zero. By contrast the nonnormalizable plane wavehas stationary density $|A{|}^2$ and nonzero currentwhen $k\ne 0$.

The momentum operator in the position representation is $\hat{p}=-i\hslash d/dx$. Differentiating the given Gaussian wave packet givesThe probability density $|\Psi {|}^2$ is an even function, so the term proportional to the odd function $x$ has integral zero. Normalization supplies ${\int }_{-\infty }^{\infty }|\Psi {|}^{2}dx=1$, and hence

In vacuum the Maxwell equations areSubstitution of the complex plane electromagnetic wave amplitudes into these equations givesThus the electric field must be transverse to $k$; taking the positive-frequency branch gives $\omega =c|k|$.

For $E_0=E(1,i,0)$, $k=k\hat{z}$, and $\phi =kz-\omega t$, the real fields areThe electric vector rotates with constant magnitude, so this is circular polarization. Its Poynting vector isThe Poynting vector is the electromagnetic energy flux: its direction is the direction of propagation and its magnitude is the power crossing unit area.

Gaussian elimination without row exchanges gives the LU decompositionBecause $L$ has unit diagonal and $U$ is upper triangular,

Solving the two triangular systems givesand

Let $R$ be the number of returns to $v$ after time $0$. Since $v$ is a recurrent state, the probability of another return after each visit is one. By the stated geometric distribution description, ${\mathbb{P}}_v(R\ge k)=1$ for every positive integer $k$. Thus $R=\infty$ almost surely and ${\mathbb{E}}_{v}R=\infty$.

On the other hand, writing each visit as an indicator random variable and applying the monotone convergence theorem to the partial sums givesThe left side is infinite, proving the recurrence criterion by return probabilities in the required direction:

By independence of the two simple random walks, linearity of expectation, and symmetry of their transition probabilities,The Chapman-Kolmogorov equation identifies the inner sum as $p_{00}(2n)$, soA simple random walk on the integer line can return to $0$ only at an even time. Since it is recurrent at $0$, part (a) givesTherefore $\boxed{\mathbb{E}Z=\infty }$.

For $u\in U$, define $\varphi (u)\in U^{\ast }$ by $\varphi (u)(u^{\prime })=⟨u,u^{\prime }⟩$. If $\varphi (u)=0$, then in particularso $u=0$. Thus $\varphi$ is injective. Since a finite-dimensional vector space and its dual space have the same dimension, $\varphi$ is also surjective and hence an isomorphism. This is the finite-dimensional real case of the Riesz representation theorem.

The adjoint operator of $\alpha :V\to W$ is the unique linear map ${\alpha }^{\ast }:W\to V$ satisfyingfor every $v\in V$ and $w\in W$. In the stated orthonormal bases, if $v$ and $w$ denote coordinate columns, thenTherefore the matrix of ${\alpha }^{\ast }$ is the matrix transpose $A^T$.

For $w\in W$,Hence $\ker {\alpha }^{\ast }=(\mathrm{im}\alpha {)}^{\perp }$. Taking orthogonal complements in the finite-dimensional space $W$ proves the image-kernel orthogonality for an adjoint

Put $r=\alpha (v_0)-w_0$. For any $h\in V$,This is minimized at $h=0$ exactly when $r\perp \mathrm{im}\alpha$, equivalently when ${\alpha }^{\ast }r=0$. Thus the normal equation for a linear inverse problem is

For the given linear least-squares problem,The normal equations $2x+y=3$ and $x+2y=5$ have the unique solution

A Smith normal form of an $m\times n$ matrix $A$ over a principal ideal domain $R$ is a diagonal matrixwhere $U\in G{L}_m(R)$ and $V\in G{L}_n(R)$. It is guaranteed to exist for every matrix over a principal ideal domain. The entries $d_i$ are determined up to multiplication by units; over $\mathbb{Z}$ they are conventionally chosen positive.

Present a finitely generated abelian group $G$ as the cokernel of an integer matrix $A:{\mathbb{Z}}^m\to {\mathbb{Z}}^n$. Changing $A$ by the invertible row and column operations used in its Smith normal form does not change the isomorphism type of the cokernel. Ifthenwhere factors with $d_i=1$ may be omitted. This is the Fundamental theorem of finitely generated abelian groups; the rank of an abelian group $r$ and invariant factors $d_i>1$ are unique.

There aresuch conjugacy classes. Every matrix in $G{L}_{10}(\mathbb{Q})$ is an invertible matrix, so by the minimal polynomial of an invertible matrix its minimal polynomial must have nonzero constant term. Buthas constant term zero and cannot be the minimal polynomial of an invertible matrix.

Let $(x_n)$ be a Cauchy sequence in a compact metric space $X$. By sequential compactness of a compact metric space, it has a convergent subsequence $x_{n_j}\to x\in X$. Given $\epsilon >0$, choose $N$ such that $d(x_m,x_n)<\epsilon /2$ whenever $m,n\ge N$, and then choose $j$ such that $n_j\ge N$ and $d(x_{n_j},x)<\epsilon /2$. For every $n\ge N$, the triangle inequality givesThus the whole sequence converges to $x$. Every Cauchy sequence converges in $X$, so $X$ is a complete metric space.

No. Give an infinite set $X$ the discrete metricThis space is bounded. Every Cauchy sequence is eventually constant, so it is complete. However, the open cover by the singleton balls $B_{1/2}(x)=\{x\}$ has no finite subcover. Hence $X$ is not compact.

For any $\epsilon >0$, the balls $\{B_{\epsilon }(x):x\in X\}$ form an open cover of the compact metric space $X$. Compactness supplies a finite subcoverThis is exactly total boundedness.

Let $(x_n)$ be any sequence in a complete, totally bounded metric space $X$. Cover $X$ by finitely many balls of radius $2^{-1}$; one contains infinitely many terms. From those terms choose an infinite subsequence lying in one ball of radius $2^{-2}$, and continue. The diagonal argument produces a subsequence $(x_{n_j})$ whose tail from its $j$th term onward lies in a ball of radius $2^{-j}$. Hencewhenever $k,\ell \ge j$, so the subsequence is Cauchy. Completeness makes it converge in $X$.

Every sequence in $X$ therefore has a convergent subsequence, so $X$ is sequentially compact. Sequential compactness is equivalent to compactness for metric spaces, and thus $X$ is compact. This proves that a complete totally bounded metric space is compact.

The space is not compact because it is not complete. For $n\ge 2$, define the continuous functionThese functions converge in the L1 norm to the step function $h=1_{(1/2,1]}$, because $f_n-h$ is supported on an interval of length $2/n$ and bounded in absolute value by one. They are consequently Cauchy for the metric $d$, since for sufficiently close pairs the outer minimum with $1$ does nothing.

If $(f_n)$ converged in this metric to some $f\in C[0,1]$, it would also converge to $f$ in $L^1$. Uniqueness of an $L^1$ limit would give $f=h$ almost everywhere. Continuity would then force $f=0$ on $[0,1/2)$ and $f=1$ on $(1/2,1]$, which is impossible at $1/2$. Thus this Cauchy sequence has no limit in $C[0,1]$, while every compact metric space is complete.

If $A\subseteq X$, the subspace topology on $A$ isIf $\sim$ is an equivalence relation on $X$ and $q:X\to X/\sim$ is the natural projection, the quotient topology declares $V\subseteq X/\sim$ open exactly when $q^{-1}(V)$ is open in $X$. For topological spaces $X$ and $Y$, the product topology on $X\times Y$ has as a basis all sets $U\times V$ with $U$ open in $X$ and $V$ open in $Y$.

A closed set $C\subseteq X$ is compact because it is closed in the compact space $X$. Its image $f(C)$ is compact by the fact that a continuous image of a compact space is compact, and every compact subset of the Hausdorff space $Y$ is closed. Thus the continuous bijection $f$ is a closed map. Its inverse $f^{-1}:Y\to X$ is consequently continuous, so $f$ is a homeomorphism. This is the compact-to-Hausdorff continuous bijection theorem.

Define a continuous map $F:S\to T$ by the standard embedded torus of revolution parametrizationIts image lies in $T$ becauseThe periodicity of the trigonometric functions makes $F(s,0)=F(s,1)$ and $F(0,t)=F(1,t)$, so $F$ is constant on every $\sim$-equivalence class. The universal property of the quotient topology therefore gives a unique continuous map

Every point of $T$ has cylindrical radius between $1$ and $3$, so its polar angle determines $s$ modulo one, while the pair $(\sqrt{x^2+y^2}-2,z)$ on the unit circle determines $t$ modulo one. Hence $\overline{F}$ is surjective, and two parameters have the same image exactly when they differ by the endpoint identifications defining $\sim$; thus it is injective.

The quotient $S/\sim$ is compact as the continuous image of the given compact space $S$ under the quotient map. The surface $T$ is Hausdorff because it has the subspace topology inherited from ${\mathbb{R}}^3$. The compact-to-Hausdorff continuous bijection theorem now shows that $\overline{F}$ is a homeomorphism. Therefore

The Bromwich inversion formula givesFor $t>0$, close the Bromwich contour in the left half-plane. The only enclosed singularity is the double pole at $s=0$, whose residue isThe residue theorem therefore yields

Taking the Laplace transform in $t$ and using the initial condition $u(r,0)=u_0$, the radial heat equation in three dimensions becomesPut $W=rU$ and $q=\sqrt{s}$. ThensoFiniteness at the centre forces $B(s)=0$.

The transformed boundary condition isSincesubstitution and cancellation of the two $u_0/s$ terms givesHenceand the required explicit transform is

Taking $r\to 0$ and using $\sinh (r\sqrt{s})/r\to \sqrt{s}$ givesSet $x=a\sqrt{s}$. The Taylor series of the denominator isConsequentlyThe singular part at $s=0$ is thereforeUsing long-time asymptotics from a Laplace transform and part (a), the centre temperature has late-time behaviour

The groupacts on the Poincare half-plane model byA direct calculation givesThereforeso every element of PSL2(R) is an isometry of the hyperbolic metric.

A Geodesic in the Poincare half-plane model is a vertical line or a semicircle orthogonal to the real axis. Given a hyperbolic line $\ell$, choose a real Möbius transformation sending its two ideal endpoints to $0$ and $\infty$. After multiplying its representing matrix by a scalar and, if necessary, changing its sign, it represents an element of $PS{L}_2(\mathbb{R})$ and sends $\ell$ to the positive imaginary axis ${\ell }_{+}$.

The chosen point $P\in \ell$ then maps to $iy$ for some $y>0$. The dilation $z\mapsto z/y$, represented byfixes ${\ell }_{+}$ and sends $iy$ to $i$. Thus every pointed line $(\ell ,P)$ can be sent to $({\ell }_{+},i)$, proving transitivity on pointed hyperbolic lines.

An orientation-preserving isometry fixing every point of ${\ell }_{+}$ fixes more than two points in the upper half-plane and hence, as a Möbius transformation, is the identity. The mapfixes ${\ell }_{+}$ pointwise and preserves the hyperbolic metric; it is the hyperbolic reflection in ${\ell }_{+}$. Consequently the pointwise stabilizer is exactly

For any isometry $F$, use part (a) to choose $g\in PS{L}_2(\mathbb{R})$ that agrees with $F$ on one pointed line and its tangent direction. Then $g^{-1}F$ fixes that line pointwise, so it is either the identity or its reflection. Hence the Isometry group of the Poincare half-plane consists ofandwith real coefficients, modulo multiplication of all four coefficients by a nonzero scalar.

Because the half-plane metric is a conformal rescaling of the Euclidean metric, its angles are Euclidean angles. For each $y>0$, the hyperbolic lines meeting the imaginary axis at a fixed angle $\alpha$ at $iy$ are the Euclidean circleswhere $Y$ denotes the vertical coordinate. These circles have centres on the real axis and are therefore hyperbolic lines; varying $y$ gives the required collection.