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Past exam of the mathematics course of the University of Cambridge 2006 ii Paper 4 15D b Solution by
Codex 0 Created 2026-09-24 Updated 2026-10-14
For a flat matter-dominated universe, the Friedmann solution has , and . Thus the density equation isTrying gives , with roots and . ThereforeThe growing mode is proportional to the scale factor. When smooth dark energy or a cosmological constant dominates, the matter source density falls while expansion provides continued damping, suppressing growth. In the late constant- limit, and , so and tends to a constant plus a decaying term. Matter perturbations therefore cease growing appreciably rather than continuing the matter-era law indefinitely.
Past exam of the mathematics course of the University of Cambridge 2006 ii Paper 4 15D a Solution by
Codex 0 Created 2026-09-24 Updated 2026-10-14
A comoving material cell contains the same particles in its perturbed and background descriptions, so its mass is . The Jacobian determinant is . Expanding the determinant givesSplit the potential into homogeneous and perturbed parts. There is a sign error in the printed hint: requires , not the printed negative sign. Its acceleration agrees with .
For the perturbation, . Under the usual homogeneous boundary convention the curl-free force therefore satisfieswhere is the longitudinal part of the displacement. Expanding the particle acceleration gives . The background acceleration cancels the first term, leavingFor a longitudinal displacement this proves the displayed longitudinal displacement in linear dust perturbations equation with . For unrestricted displacement, a transverse component has no density contrast and instead obeys ; the full-vector equation printed in the question thus needs the longitudinal assumption. Taking the divergence removes this qualification and gives
Past exam of the mathematics course of the University of Cambridge 2006 ii Paper 4 14E b Solution by
Codex 0 Created 2026-09-24 Updated 2026-10-14
Set , so . ThenThe beta--gamma identity, the Gamma function recurrence and the gamma reflection formula give
Past exam of the mathematics course of the University of Cambridge 2006 ii Paper 4 14E a Solution by
Codex 0 Created 2026-09-24 Updated 2026-10-14
Choose , each factor initially defined by polar argument in . The products of the boundary values agree on , so their apparent cuts there cancel; the product extends analytically to and has at infinity. In polar coordinates about the three branch points this choice is .
For , its upper and lower bank values are . For they are . The upper-minus-lower jump on each half is therefore times the positive real integrand. Deforming a positively oriented large circle onto the cut, with the upper bank traversed right to left, givesSmall circles about the branch points contribute zero in the limit. At infinity,so the large-circle integral is . HenceBoth the branch choice and the orientation are essential to the sign.
Past exam of the mathematics course of the University of Cambridge 2006 ii Paper 4 11H b Solution by
Codex 0 Created 2026-09-24 Updated 2026-10-14
For the plain pseudoprime assertion use the Fermat primality test. In the finite group of units modulo an integer, letIt is the kernel of a group homomorphism, because the unit group is an abelian group. The given witness makes a proper subgroup. By Lagrange's theorem for finite groups, . Thus at least half of all units fail the test. Removing base one removes a passing base, so among the permitted there remain failures out of bases, still at least half.
Past exam of the mathematics course of the University of Cambridge 2006 ii Paper 4 11H a Solution by
Codex 0 Created 2026-09-24 Updated 2026-10-14
Past exam of the mathematics course of the University of Cambridge 2006 ii Paper 3 9C ii Solution by
Codex 0 Created 2026-09-24 Updated 2026-10-14
Past exam of the mathematics course of the University of Cambridge 2006 ii Paper 3 9C i Solution by
Codex 0 Created 2026-09-24 Updated 2026-10-14
Near , the linearized equation is . When this is an harmonic oscillator, so the downward configuration is stable. Writing instead gives , with an exponentially growing solution. Downward is stable; upward is unstable.
Past exam of the mathematics course of the University of Cambridge 2006 ii Paper 3 6B b Solution by
Codex 0 Created 2026-09-24 Updated 2026-10-14
For and , a nonzero infected equilibrium requires . Using and population conservation givesEliminate before assessing stability, since perturbations must preserve the total population. The resulting Jacobian matrix at this endemic equilibrium isIts trace is negative and its determinant positive, so both eigenvalues have negative real part: the endemic equilibrium is locally asymptotically stable on the fixed-population plane. The full three-variable system has a neutral direction corresponding to changing the conserved population.
Writing , as the trace is and the determinant is . Hence the discriminant . As , the trace is and the determinant is again , giving a positive discriminant . Both quantities are in both limits, but the eigenvalues are complex for sufficiently small and real for sufficiently large .
Past exam of the mathematics course of the University of Cambridge 2006 ii Paper 3 6B a Solution by
Codex 0 Created 2026-09-24 Updated 2026-10-14
Since , the infected population satisfies . Integration gives . Hence forces the infected population to decrease exponentially from the outset: there is no epidemic outbreak.
Past exam of the mathematics course of the University of Cambridge 2006 ii Paper 3 38C b Solution by
Codex 0 Created 2026-09-24 Updated 2026-10-14
The Dahlquist equivalence theorem states that a linear multistep method is convergent for well-posed sufficiently smooth initial-value problems, with consistent starting values, if and only if it is consistent and zero-stable. Zero-stability means that every root of its first characteristic polynomial lies in the closed unit disk, with roots on the unit circle simple.
Here the characteristic polynomials areConsistency holds because and . The two remaining roots have product one. For they are distinct conjugate unit roots, and neither equals one. At , the root one is triple; at , the root minus one is double. Outside , the remaining roots are real reciprocal roots and one has modulus greater than one. ThusThe order conditions give and , which is nonzero throughout the convergent range. Therefore the order of convergence is exactly two, for starting approximations of matching accuracy.
Past exam of the mathematics course of the University of Cambridge 2006 ii Paper 3 38C a Solution by
Codex 0 Created 2026-09-24 Updated 2026-10-14
Insert a smooth exact function into the multistep method and expand its residual about . DefineThe residual is . Therefore order at least is equivalent to . Applying the residual to the monomials , , gives exactly those conditions. Linearity then makes them equivalent to exactness on every polynomial of degree at most , as asserted. For exact rather than at-least order , the next coefficient must not vanish.
If an -step formula were exact for degree , use Hermite interpolation to choose with for , , and for every . Its degree is at most . The purported identity would then read , contradicting . No -step method has order or higher.
Past exam of the mathematics course of the University of Cambridge 2006 ii Paper 3 31E c Solution by
Codex 0 Created 2026-09-24 Updated 2026-10-14
A simple zero at supplies a discrete scattering mode and hence an order-one, right-moving soliton component of speed . Its position depends on the associated norming constant and, for general scattering data, the appropriate scattering phase shifts. A simple zero alone does not specify its position, nor exclude additional zeros and therefore additional solitons.
To locate the continuous radiation, set . The real-axis oscillatory phase is , whose stationary points satisfy . For there are two real stationary points , giving dispersive oscillatory radiation, ordinarily of order for nondegenerate data. For there is no real stationary point, so radiation is smaller and a soliton dominates near its moving centre. At the stationary points merge and the natural transition scale is , with Airy-type radiation of order . These statements assume the regular decaying scattering data implicit in the reconstruction problem; vanishing reflection can remove the radiation entirely. The discrete mode travels right, while the leading continuous radiation occupies left-going rays.
Past exam of the mathematics course of the University of Cambridge 2006 ii Paper 3 31E b Solution by
Codex 0 Created 2026-09-24 Updated 2026-10-14
Past exam of the mathematics course of the University of Cambridge 2006 ii Paper 3 31E a Solution by
Codex 0 Created 2026-09-24 Updated 2026-10-14
Suppress , put and . Removing the pole gives the additive jumpThe upper analytic function is and the lower analytic function is . The Cauchy integral formula and the Sokhotski–Plemelj formula solve this jump as the upper and lower boundary values of . At the lower point , with , this gives .
The rational part can be evaluated by closing the contour upward: . Thus the required linear integral equation isIt is supplemented by its value at , and follows under the usual decay or principal-value hypotheses of the stated Riemann-Hilbert problem.
Past exam of the mathematics course of the University of Cambridge 2006 ii Paper 3 27I c Solution by
Codex 0 Created 2026-09-24 Updated 2026-10-14
Past exam of the mathematics course of the University of Cambridge 2006 ii Paper 3 27I b Solution by
Codex 0 Created 2026-09-24 Updated 2026-10-14
With continuous dividend yield , it is the discounted total gain from the stock, including dividends, that must be a martingale. The ex-dividend stock drift under the risk-neutral measure is therefore . Replace in the exponential representation by and repeat the chain rule. The discount rate remains , givingThe terminal payoff condition is unchanged.
Past exam of the mathematics course of the University of Cambridge 2006 ii Paper 3 27I a Solution by
Codex 0 Created 2026-09-24 Updated 2026-10-14
Under the given risk-neutral measure, the option price is . Thus is a martingale. This valuation also follows from delta hedging: cancel the Brownian exposure with units of stock, after which absence of arbitrage makes the locally riskless remainder earn .
Set . The stated Brownian martingale identity and the chain rule giveThe drift vanishes because discounted option value is a martingale. Consequently the Black-Scholes equation isFor bounded measurable payoffs, the conditional-expectation solution is smooth for ; terminal values are interpreted in the usual limiting sense at continuity points, or in the bounded measurable pricing sense.
Past exam of the mathematics course of the University of Cambridge 2006 ii Paper 3 26J c Solution by
Codex 0 Created 2026-09-24 Updated 2026-10-14
The proposal must connect the whole positive posterior support by moves with nonzero reverse probability. Use the full Metropolis–Hastings acceptance probability for asymmetric proposals; dropping the reverse proposal factor generally targets the wrong distribution. Compute likelihoods and acceptance ratios on a logarithmic scale to avoid overflow and underflow, and handle zero weights explicitly. A lazy step prevents periodicity when distributional convergence is needed.
Finite-chain convergence does not guarantee a useful run length: separated modes and narrow bottlenecks can make mixing extremely slow. Tune proposals to explore efficiently, inspect several starting points and chains, and assess autocorrelation and Monte Carlo uncertainty rather than treating correlated draws as independent observations. Discarding an initial segment can reduce initialization effects, but diagnostics do not prove that every posterior mode has been visited. Thinning is not required for correctness and often throws away useful information. The model and prior must themselves be specified correctly; an exact sampler from an incorrect posterior cannot repair the model.
Past exam of the mathematics course of the University of Cambridge 2006 ii Paper 3 26J b Solution by
Codex 0 Created 2026-09-24 Updated 2026-10-14
Restrict to the positive-weight support. From a state , propose according to and accept with probabilityOtherwise stay at . For distinct states, the accepted transition kernel satisfiesThus detailed balance holds, and summing over proves stationarity. Irreducibility of the accepted kernel makes this stationary distribution unique. Proposal irreducibility by itself is insufficient if proposed edges have zero reverse probability and are always rejected.
For convergence of the distribution from an arbitrary start, also require aperiodicity, which can always be supplied by making the chain lazy. In a finite irreducible aperiodic chain, some power has all entries positive. Its rows then share a fixed positive probability component, so repeated application contracts total variation distance geometrically. This proves that the chain's distribution approaches .
The stronger fact needed for averages isOne can justify this directly by returns to a chosen state. Successive excursions are independent identically distributed cycles by the Strong Markov property. In a finite irreducible chain, return times have finite mean: from every state there is a path of uniformly bounded length and uniformly positive probability to the chosen state, giving a geometric tail bound. Apply the strong law of large numbers to cycle lengths and accumulated rewards. Their ratio converges; the mean visits per cycle, normalized by the mean cycle length, form a stationary distribution and hence equal . The unfinished final cycle is negligible. This proves the displayed average law, even when the chain is periodic. Under these conditions, Metropolis–Hastings delivers the required posterior expectations.
Pinned article: Introduction to the OurBigBook Project
Welcome to the OurBigBook Project! Our goal is to create the perfect publishing platform for STEM subjects, and get university-level students to write the best free STEM tutorials ever.
Everyone is welcome to create an account and play with the site: ourbigbook.com/go/register. We belive that students themselves can write amazing tutorials, but teachers are welcome too. You can write about anything you want, it doesn't have to be STEM or even educational. Silly test content is very welcome and you won't be penalized in any way. Just keep it legal!
Intro to OurBigBook
. Source. We have two killer features:
- topics: topics group articles by different users with the same title, e.g. here is the topic for the "Fundamental Theorem of Calculus" ourbigbook.com/go/topic/fundamental-theorem-of-calculusArticles of different users are sorted by upvote within each article page. This feature is a bit like:
- a Wikipedia where each user can have their own version of each article
- a Q&A website like Stack Overflow, where multiple people can give their views on a given topic, and the best ones are sorted by upvote. Except you don't need to wait for someone to ask first, and any topic goes, no matter how narrow or broad
This feature makes it possible for readers to find better explanations of any topic created by other writers. And it allows writers to create an explanation in a place that readers might actually find it.Figure 1. Screenshot of the "Derivative" topic page. View it live at: ourbigbook.com/go/topic/derivativeVideo 2. OurBigBook Web topics demo. Source. - local editing: you can store all your personal knowledge base content locally in a plaintext markup format that can be edited locally and published either:This way you can be sure that even if OurBigBook.com were to go down one day (which we have no plans to do as it is quite cheap to host!), your content will still be perfectly readable as a static site.
- to OurBigBook.com to get awesome multi-user features like topics and likes
- as HTML files to a static website, which you can host yourself for free on many external providers like GitHub Pages, and remain in full control
Figure 2. You can publish local OurBigBook lightweight markup files to either OurBigBook.com or as a static website.Figure 3. Visual Studio Code extension installation.Figure 5. . You can also edit articles on the Web editor without installing anything locally. Video 3. Edit locally and publish demo. Source. This shows editing OurBigBook Markup and publishing it using the Visual Studio Code extension. - Infinitely deep tables of contents:
All our software is open source and hosted at: github.com/ourbigbook/ourbigbook
Further documentation can be found at: docs.ourbigbook.com
Feel free to reach our to us for any help or suggestions: docs.ourbigbook.com/#contact





