Past exam of the mathematics course of the University of Cambridge 2015 iii Paper 70 3 Solution Created 2026-10-03 Updated 2026-10-06
Fix the convention , , and let . With , two families of modified Helmholtz adjoint plane waves areBoth satisfy , since the products of their and exponents are . They obey . Green second identity gives the two conjugate global relations for the modified Helmholtz equationFor real boundary traces, . Thus the second identity is the conjugate spectral companion, rather than an unrelated extra boundary condition. In complex differential form the first relation is equivalentlyIts integrand is a closed one-form: differentiating its coefficients gives . This supplies a direct derivation of the global relation as well as its outward-normal sign convention.
Write the known Dirichlet boundary condition on side as and the unknown outward normal derivative as , with . For any linear combination of the adjoint waves, the global relation isExpanding the in a finite basis and enforcing these identities at selected collocation points for a global relation gives a linear system with a known right side. The square permits especially simple paired tests.
Let , , and for . Define four real adjoint solutionsThey satisfy the modified Helmholtz equation because . Each is a linear combination of two adjoint exponentials, hence is obtained from the two spectral global relations. More explicitly, put , so . For the convention above, the required spectral pairs areAppropriate phase-weighted differences produce . For example the top test is . The conjugate relation ensures a real system for real data. This is sine collocation of square modified Helmholtz global relations.
The functions are an orthonormal Fourier sine basis on . Set and compute the known quantity by numerical integration. Since , each adjoint test vanishes on both adjacent sides. On its own side it equals , and on the opposite side it equals , where . Thus the square modified Helmholtz Dirichlet-to-Neumann coefficients obeyEach block is inverted explicitly: for opposite sides ,Compute these coefficients for and reconstruct . This is a semi-analytical scheme: the spectral basis integrals and two-by-two inverses are explicit, while the known boundary integrals are evaluated numerically. Increase and the quadrature resolution until the desired convergence is observed; compatible smooth side data have convergent normal-trace expansions, while corner singularities require the usual weaker trace interpretation and more careful quadrature.
The requested weak interaction between sides is particularly clear: the adjacent-side unknown traces contribute exactly zero, and the opposite-side coefficient is . The own-side coefficient stays equal to one. Thus diagonal dominance of paired square global-relation collocation is genuine after pairing; individual uncombined exponential samples need not have the same conditioning. The eigenvalues of each block are , so its condition number is .
There is also a direct localization check for an individual adjoint wave. On side with outward unit normal and tangent , the normalized test has . Its opposite-side magnitude is , and its magnitude integrates to at most along either adjacent side. This side localization of modified Helmholtz plane waves explains why suitable large spectral parameters suppress remote-side effects even before the exact sine cancellation.
Finally the interior solution can be evaluated from the computed traces using the two-dimensional modified Helmholtz fundamental solutionHere is the Modified Bessel function of the second kind, and . Replace by its computed finite Fourier sine series and use numerical integration; at interior points the boundary kernels are smooth. The sign follows from Green second identity with this fundamental-solution convention. This completes the numerical integration of the boundary value problem with a Dirichlet boundary condition, rather than stopping at an equation for its unknown boundary derivatives.
Past exam of the mathematics course of the University of Cambridge 2016 iii Paper 328 3 v Solution Created 2026-10-03 Updated 2026-10-06
A particularly simple constructive choice uses paired collocation points for a global relation. For , putFour suitable sets, one for each side, areThe braces in each set range over all . For large , compute to avoid cancellation. The corresponding pairs are, respectively,Each pair has the same exponentially growing normal direction and opposite tangential frequencies. Take the phase-weighted difference of the two collocated global relations for a linear boundary value problem. For example, the bottom pair gives the adjoint testThe other three phase-weighted differences giveThus the four spectral sets supply four real sine-tested equations per mode. We retain these equations; requiring every uncombined complex equation as well would instead form an overdetermined finite approximation. For real traces each retained equation is the appropriate real combination of its conjugate pair.
The key advantage is that vanish on the vertical sides, while vanish on the horizontal sides. Orthogonality then eliminates all off-mode unknowns. Define the known right-hand sidesThe retained global relations for a linear boundary value problem areFor example, with , the bottom and top right-hand sides are explicitlyFor completeness the left and right right-hand sides areAll these integrals use known polynomial approximations or the exact Dirichlet boundary condition.
Scale each row by . Every block becomesThere is just one off-diagonal entry in each row. This proves diagonal dominance of paired square global-relation collocation. Therefore the assembled system is strictly diagonally dominant, with row margin . This proof applies to the explicitly paired and scaled collocation system, rather than assuming arbitrary raw spectral rows are diagonally dominant. Each block is a positive-definite matrix and have spectral condition number of a positive-definite matrixFor instance, setting gives the concise answerwith the identical formula for the opposite vertical sides. If the known-data integrals use exact , these are exactly the first sine coefficients of the true normal traces: no discarded unknown mode contributes to a retained row. With a finite Legendre polynomial approximation, the error is solely that of the known-data approximation and the final normal-trace truncation. These square modified Helmholtz Dirichlet-to-Neumann coefficients determine the unknown boundary normal derivative; Green's third identity or the separated-variable construction can then recover the interior solution.