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1I (Number Theory)

Words: 100 Articles: 1

Solution

Words: 100
If and are coprime, every divisor of is uniquely with and . Hence, for a multiplicative arithmetic function ,
The MΓΆbius function is if a prime square divides , and if is a product of distinct primes. The Euler totient function counts residues modulo coprime to . From the prime factorizations,
Both sides of the second identity are multiplicative, and at a prime power ,
Therefore
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2G (Topics in Analysis)

Words: 98 Articles: 1

Solution

Words: 98
Directly,
Thus take , , , and . They are nonnegative and
Each finite block of a continued fraction acts by a fractional linear transformation with an integral matrix of determinant . If the block repeats, removing one period leaves the same tail , so
for integers . Hence , with the linear case allowed when .
For period ,
so
The continued fraction is positive, so it is the positive root
while the other root is negative.
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3K (Coding and Cryptography)

Words: 143 Articles: 4

a

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Solution

Words: 60
For a -ary code with codeword lengths , Kraft inequality is
Choose an infinite random -ary string with independent uniform symbols. The event that it begins with codeword has probability . For a prefix-free code, these events are disjoint, so their probabilities sum to at most one. This proves necessity.
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b

Words: 83 Articles: 1

Solution

Words: 83
If one comma codeword were a prefix of another, its terminal comma would occur inside the longer codeword, contrary to the definition. Thus every comma code is prefix-free. Directly, the disjoint cylinder sets of infinite strings beginning with the respective comma-terminated words have measures , so their total measure gives Kraft's inequality.
Kraft's inequality does not imply unique decipherability. Over the binary alphabet,
has Kraft sum , but
Thus it is not uniquely decipherable.
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4I (Automata and Formal Languages)

Words: 171 Articles: 1

Solution

Words: 171
Fix an effective enumeration of register-machine programs. The th register machine is , and its domain
is the th recursively enumerable set. A many-one reduction is a total computable function satisfying . Rice theorem says that every nontrivial property depending only on the computed partial function, or equivalently on an r.e. set in its extensional form, has an undecidable index set.
There is no total equality algorithm: it would decide whether is empty by comparing it with a fixed index for the empty set, contradicting Rice's theorem.
There is no partial algorithm that halts exactly when either. Given , effectively construct an index whose machine enumerates nothing unless halts, after which it enumerates . Then
A semialgorithm for equality with a fixed empty index would enumerate the complement of the halting problem . Since is r.e., both it and its complement would then be r.e., making recursive, a contradiction.
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5J (Statistical Modelling)

Words: 85 Articles: 1

Solution

Words: 85
For , the delta method with gives
Thus the transformation stabilizes variance at large .
A Gaussian linear model for treats the transformed observations as having additive constant-variance errors and models as linear. A Poisson regression with square-root link retains the Poisson likelihood and models
The two procedures therefore have different likelihoods, fitted means, and constraints; transforming the response is not the same as transforming its conditional mean.
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6C (Mathematical Biology)

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a

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Solution

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The positive fixed point satisfies , hence . Put and retain first-order terms:
Thus
with characteristic polynomial .
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b

Words: 38 Articles: 1

Solution

Words: 38
The Jury stability criterion for gives both roots inside the unit disc exactly when
The decay is monotone when both roots are real and positive. Since the discriminant is , this occurs for
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c

Words: 32 Articles: 1

Solution

Words: 32
For , the roots are a complex-conjugate pair with modulus . The perturbation therefore changes sign or phase while its envelope decays:
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d

Words: 36 Articles: 1

Solution

Words: 36
At the stability boundary , the characteristic roots are
They lie on the unit circle and satisfy , with no smaller positive common period. Hence
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7E (Further Complex Methods)

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Solution

Words: 130
Use a keyhole contour about the negative real axis, indented symmetrically around the pole . The jump of across the cut is determined by the chosen branch, and the small and large circular contributions vanish for . The residue theorem, with the symmetric indentation interpreted as a Cauchy principal value, gives
Splitting the real axis at zero and substituting in the negative part gives two linear relations. Solving them yields, for real ,
Both sides are holomorphic functions of throughout the vertical strip : convergence is locally uniform there, and the trigonometric expressions are holomorphic away from integer poles. The identity theorem therefore extends the identities from real to the whole strip.
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8B (Classical Dynamics)

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a

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Solution

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For a type-two generating function, compare
with
The coefficients give the canonical-transformation equations
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b

Words: 56 Articles: 1

Solution

Words: 56
Hamilton's equations give
so
Use
Then
and is the conserved combination. The transformed Hamiltonian depends on but not . Thus and are two independent first integrals in involution for two degrees of freedom, proving Liouville integrability.
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9A (Cosmology)

Words: 77 Articles: 1

Solution

Words: 77
Chemical equilibrium for gives
and charge neutrality gives . Insert the nonrelativistic Maxwell-Boltzmann number densities, use , and neglect the proton correction in the reduced mass. The spin degeneracies cancel in the ground-state approximation. One obtains Saha equation
Equivalently, its reciprocal is the ionization ratio. The exponential favors neutral hydrogen as the temperature falls, while the translational phase-space factor favors ionization at high temperature.
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a

Words: 45 Articles: 1

Solution

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The no-signalling theorem states that any trace-preserving quantum operation performed locally by Bob leaves Alice's reduced density matrix unchanged when Bob's outcome is not communicated:
Thus Bob's choice cannot change the statistics of any measurement made by Alice.
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b

Words: 84 Articles: 1

Solution

Words: 84
A unitary cloner with blank state would satisfy
for every . For , preservation of inner products gives
Hence every pair is either orthogonal or represents the same state. Conversely, an orthonormal set can be cloned by defining the map on its basis states and extending it to a unitary. Therefore the no-cloning theorem says that a set of pure states is unitarily clonable exactly when its distinct members are mutually orthogonal.
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c

Words: 102 Articles: 1

Solution

Words: 102
Let Alice and Bob share the Bell state
Alice may measure in the computational basis, remotely preparing Bob's ensemble , or in the Hadamard basis, preparing . Without her outcome, both ensembles have density matrix , as no-signalling requires.
If Bob could clone all four states, the resulting two-qubit ensembles would be
and
They are distinguishable: a measurement is perfectly correlated for the first and only equally likely correlated or anticorrelated for the second. Bob could infer Alice's basis choice instantaneously, violating no-signalling. Thus no-signalling implies no-cloning for this set.
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11K (Coding and Cryptography)

Words: 260 Articles: 9

a

Words: 106 Articles: 1

Solution

Words: 106
A binary cyclic code of odd length is an ideal of . For a primitive th root , its defining set is the set of powers at which every code polynomial vanishes. A BCH code of design distance has consecutive powers
in its defining set.
If a nonzero codeword had weight , write it as . Evaluation at consecutive defining roots gives a homogeneous Vandermonde system in the nonzero values . Its determinant is nonzero because the support elements are distinct. Thus every would vanish, a contradiction. This proves the BCH bound
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b

Words: 154 Articles: 6

i

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Solution
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The defining roots are . Frobenius conjugacy gives the two binary cyclotomic classes
Hence
while has order five and
The generator is their least common multiple:
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ii

Words: 48 Articles: 1
Solution
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For received polynomial , define the syndromes . If the error positions are , the error locator polynomial is
Its roots are , and its coefficients satisfy the Newton syndrome recurrences. For this design-distance-five code, bounded-distance decoding seeks degree at most two.
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iii

Words: 68 Articles: 1
Solution
Words: 68
For , reduction using gives
The degree-two syndrome recurrence yields
Checking the fifteen nonzero field elements shows that this polynomial has no root in . It therefore cannot be expressed as for error positions . The received word lies outside the code's two-error decoding radius, so the error positions cannot be determined uniquely by this decoder.
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Solution

Words: 158
The primitive recursive functions are the smallest class containing zero, successor, and projections and closed under composition and primitive recursion. Addition is defined by
and multiplication by
Thus both are primitive recursive directly from the definition. Inductively,
is primitive recursive. For fixed ,
so is primitive recursive.
Encode by . The exponent functions decode the coordinates. Therefore
is a primitive recursive one-number encoding of ; the finite product is built from the primitive recursive multiplication and exponentiation just established.
The Fibonacci function is primitive recursive. Encode the pair by
Starting with , primitive recursion using
constructs , and .
There is no universal exponential bound of the stated form. The primitive recursive function
exceeds for every fixed once is sufficiently large.
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13J (Statistical Modelling)

Words: 241 Articles: 8

a

Words: 61 Articles: 1

Solution

Words: 61
The first command counts missing values in every column: there are missing ages and missing cabin entries, with none in the other variables. The next command deletes Cabin. The final command replaces every missing age by the mean of the observed ages, using na.rm = TRUE so missing entries do not contaminate that mean.
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b

Words: 89 Articles: 1

Solution

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The code fits a Bernoulli logistic-regression model. Conditionally on the covariates, the responses are independent with
where the design includes the displayed numerical predictors and indicator columns for factor levels. It maximizes
Akaike information criterion is
where is the number of fitted parameters. Backward stepwise selection starts from the full model, tentatively removes each eligible term, chooses the removal producing the lowest AIC, and repeats while AIC decreases. It balances fit against model size rather than testing every coefficient at a fixed significance threshold.
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c

Words: 59 Articles: 1

Solution

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The residual deviance per residual degree of freedom is
reasonably close to one. The first and third quartiles of the deviance residuals, and , are also fairly close to the standard-normal quartiles . There is mild evidence of underdispersion, but nothing in this summary makes the binomial value one plainly unreasonable.
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d

Words: 32 Articles: 1

Solution

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A standard moment estimator is the Pearson dispersion estimator
For Bernoulli data, . The deviance divided by its residual degrees of freedom is a common alternative.
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14E (Further Complex Methods)

Words: 337 Articles: 8

a

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Solution

Words: 57
For fixed , the factor grows at most polynomially in , whereas decays exponentially when . The defining series for the polylogarithm therefore converges absolutely and locally uniformly for every complex and . It is holomorphic in on the unit disc and entire in there.
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b

Words: 113 Articles: 1

Solution

Words: 113
For on the negative-real portions of the Hankel contour, expand
Local uniform convergence permits termwise integration. The reciprocal Hankel formula gives
so initially on the disc.
For , choose the contour around the negative axis so that it passes between zero and every pole satisfying . On compact subsets of the slit -plane it can be chosen uniformly, and differentiation under the integral proves holomorphy. Deforming without crossing a pole gives a single-valued analytic continuation. Near the cut, the pole lies on opposite sides of the two admissible contours; this is why the contour must pass it consistently.
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c

Words: 54 Articles: 1

Solution

Words: 54
When is a nonpositive integer, is meromorphic and the Hankel contour may be shrunk to a small circle about zero. The integral is then computed by the residue at zero. This gives
These also follow by repeatedly applying to the geometric series.
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d

Words: 113 Articles: 1

Solution

Words: 113
For real , collapse the Hankel contour onto the negative axis and use the jump in the argument of . The reflection formula for the gamma function yields
so . At positive integer , the original Hankel expression is interpreted by analytic continuation: the pole of cancels the corresponding zero of the contour integral.
When crosses the slit at , the pole of the real-integral kernel at crosses the integration path. The two boundary values differ by times its residue. Since there, that residue is , giving the jump
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15A (Cosmology)

Words: 168 Articles: 8

a

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Solution

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The homogeneous part of the continuity equation gives . At first order,
For the density contrast , the background equation cancels the expansion terms, leaving
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b

Words: 45 Articles: 1

Solution

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The homogeneous Euler equation removes the background force. Products of perturbations are second order, while differentiating the peculiar velocity inside the expanding flow produces the Hubble drag term. The first-order equation is therefore
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c

Words: 51 Articles: 1

Solution

Words: 51
Take the divergence of the linear Euler equation, use , and differentiate the continuity equation. Eliminating gives
The perturbed Poisson equation is
Thus
Here is the comoving Jeans wavenumber.
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d

Words: 34 Articles: 1

Solution

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Neglecting the pressure and self-gravity bracket leaves
During radiation domination, and , so
Consequently
Matter perturbations therefore grow only logarithmically while radiation dominates.
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16F (Logic and Set Theory)

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i

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Solution

Words: 194
The Knaster-Tarski theorem says that the fixed points of a monotone self-map of a complete lattice form a complete lattice. In particular,
For the first formula, let be the displayed meet. Monotonicity gives for every prefixed point , hence . Then , so is itself prefixed; minimality of gives . Thus . The dual argument gives the greatest fixed point. Applying the same construction above the join of any family of fixed points, and dually below its meet, supplies joins and meets within the fixed-point set.
A down-set contains every element below any of its members. Arbitrary unions and intersections of down-sets are down-sets. Thus the down-sets of , ordered by inclusion, have joins given by unions and meets by intersections, so they form a complete lattice.
For the requested counterexample, take
with their usual orders. The set is a down-set in , while is order-isomorphic to the down-set of . They are not isomorphic because has a greatest element and does not.
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ii

Words: 135 Articles: 1

Solution

Words: 135
Let be an order isomorphism onto a down-set, and let be an order isomorphism onto the complement of a down-set . Define increasing down-sets
The order assumptions ensure inductively that each is a down-set. Define
The usual Cantor-SchrΓΆder-Bernstein theorem orbit argument shows that these two pieces partition both domain and codomain bijectively: points generated from move forward through , while every remaining point lies in and moves backward through . Each branch preserves order. If and then ; hence the only mixed case has , and the initial/final-segment hypotheses put . Thus is an order isomorphism and
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17F (Graph Theory)

Words: 388 Articles: 8

a

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Solution

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A proper -coloring assigns one of colors to each vertex so adjacent vertices receive different colors. The chromatic number is the least such . Order the vertices arbitrarily and color greedily. At most colors are forbidden by previously colored neighbors, so
Equality occurs for every possible maximum degree: use for , for , an odd cycle for , and for every .
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b

Words: 130 Articles: 1

Solution

Words: 130
A graph is -connected when it has more than vertices and remains connected after deletion of fewer than vertices. In a noncomplete 3-connected graph, choose a vertex with two nonadjacent neighbors . Since is connected, take a spanning tree rooted at and order its vertices so every vertex other than has a later tree neighbor. Color and first with the same color, then greedily color the other vertices in reverse tree order, leaving last. Every nonfinal vertex has one uncolored neighbor and therefore sees at most colors. At , the two neighbors share a color, so again at most colors occur. Hence
This is the relevant 3-connected case of Brooks' theorem.
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c

Words: 75 Articles: 1

Solution

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Euler's formula for a connected plane graph is . If the graph is triangle-free, every face has boundary length at least four, so
Euler's formula then gives , so the average degree is less than four. There is a vertex of degree at most three. Delete it, color the remaining graph inductively with four colors, and restore it using a color absent from its at most three neighbors. Thus
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d

Words: 106 Articles: 1

Solution

Words: 106
The edge chromatic number is the least number of colors in a proper coloring of edges, where incident edges receive distinct colors. Hall marriage theorem says a bipartite graph has a matching saturating one side exactly when for every subset of that side.
In a 4-regular bipartite graph, the edges leaving all enter , whose vertices can receive at most such edges. Hence Hall's condition holds and there is a perfect matching. Remove it and repeat in the resulting 3-, 2-, and 1-regular bipartite graphs. The four perfect matchings give a four-edge-coloring, while every vertex requires four distinct colors. Therefore
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18H (Galois Theory)

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a

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Solution

Words: 141
For roots , the discriminant is
and for ,
If is irreducible, its Galois group is transitive in : it is when is a square in , and otherwise. If has one root in and an irreducible quadratic factor, the group is ; if it splits, it is trivial. A repeated-root depressed cubic already has all roots in , so adds no case.
For , the rational-root test proves irreducibility and
is not a rational square. Thus . By the fundamental theorem of Galois theory, the complete subfield list is
where the three cubic fields fix the three order-two subgroups and the quadratic field fixes .
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b

Words: 102 Articles: 1

Solution

Words: 102
If is Galois, form the norm polynomial
The Galois group permutes the factors, so . Since the identity factor is , taking proves the claim.
If is merely finite separable, place it in a finite Galois closure and use the same product over . It gives divisible by in . Polynomial division of by uses only coefficients in , and the remainder is zero, so the quotient actually lies in . It is nonzero and satisfies .
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19H (Representation Theory)

Words: 162 Articles: 1

Solution

Words: 162
Maschke's theorem says that every invariant subspace of a finite-dimensional complex representation of a finite group has an invariant complement. Average any projection over the group to make it equivariant. Induction on dimension therefore decomposes every representation into irreducibles.
The character of a representation is . For a -set , the permutation representation has basis , and its character is the number of fixed points:
For the regular action,
The multiplicity of an irreducible is the character inner product
so
If , Schur lemma gives
For , this is .
Now suppose off the identity. The multiplicity of in is
Thus is a nonnegative integer and is that many copies of the regular representation. Finally,
so
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20H (Number Fields)

Words: 311 Articles: 11

a

Words: 105 Articles: 1

Solution

Words: 105
Write with minimal polynomial of degree . An embedding is determined by the image of , and each of the distinct complex roots gives one embedding, so there are exactly .
For an integral basis , the field discriminant is
Order the embeddings with all real embeddings first and each nonreal embedding adjacent to its conjugate. Replacing each conjugate pair of rows by their real and imaginary parts extracts one factor from the determinant. The remaining determinant is real and nonzero. Squaring shows
where is the number of conjugate pairs.
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b

Words: 46 Articles: 1

Solution

Words: 46
The polynomial is irreducible by the rational-root test. The power basis has discriminant
For the order ,
Since is squarefree, the index can only be one. Hence
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c

Words: 160 Articles: 6

i

Words: 73 Articles: 1
Solution
Words: 73
If the embedding with unit modulus is real, it sends to ; irreducibility of the minimal polynomial then forces . Otherwise is another conjugate. Hence is conjugate to , so their monic minimal polynomials coincide. The minimal polynomial is therefore reciprocal up to its constant sign, and its constant term has absolute value one. Taking the product of all conjugates gives
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ii

Words: 49 Articles: 1
Solution
Words: 49
If , its norm is an integer. The preceding result gives norm . The characteristic polynomial of multiplication by then expresses as an integral polynomial in , so . Therefore
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iii

Words: 38 Articles: 1
Solution
Words: 38
Take and
Its two embeddings give , both of modulus one. But , since its real and imaginary parts are not integers. This is the required example.
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21I (Algebraic Topology)

Words: 159 Articles: 1

Solution

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Chain maps are chain homotopic when maps satisfy
For a cycle , is a boundary, so on homology.
Fix a vertex of and define the cone operator by adjoining to an oriented simplex, with zero when it is already present. The simplicial boundary formula gives
on the reduced chain complex. Thus its identity is null-homotopic and
for every ; equivalently, and higher homology vanishes.
For the 2-skeleton of ,
It is connected and simply connected, so and . Euler characteristic then gives
For , no vertex or edge is fixed. The only invariant 2-simplex is , on which the 3-cycle preserves orientation, so the chain traces are . The Lefschetz trace formula gives
therefore
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22G (Linear Analysis)

Words: 148 Articles: 8

a

Words: 34 Articles: 1

Solution

Words: 34
Let and . Positivity and normalization give
Shift invariance makes the middle term equal to . Letting yields
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b

Words: 38 Articles: 1

Solution

Words: 38
No. Shift invariance makes all equal. Positivity gives
so . If an sequence represented , then for every , which would give , a contradiction.
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c

Words: 34 Articles: 1

Solution

Words: 34
Take . Its shift is , so linearity and shift invariance give
Thus every such functional assigns the common value
although the sequence does not converge.
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d

Words: 42 Articles: 1

Solution

Words: 42
Let be the left shift and define
Shift invariance gives . The hypothesis says converges uniformly in , hence in the norm, to the constant sequence . By continuity,
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23G (Analysis of Functions)

Words: 192 Articles: 1

Solution

Words: 192
The Lebesgue differentiation theorem states that if , then
for Lebesgue almost every . The Radon-Nikodym theorem states that if two sigma-finite measures satisfy , then there is a nonnegative measurable function , unique -almost everywhere, such that .
For any , take and let be a planar sector of angle . Every disc centred at the origin meets this sector in the proportion
so its measure density at is .
Apply the differentiation theorem to the indicator function . Its averages over balls are exactly , so the Lebesgue density theorem gives
almost everywhere. If , every numerator vanishes, so the density is zero wherever its denominator is nonzero. Conversely, if the density vanishes almost everywhere, the displayed identity gives almost everywhere, hence .
Finally suppose and are mutually absolutely continuous measures. Write . Then almost everywhere by the positive Radon-Nikodym derivative result. At almost every , the differentiation theorem applied to both and gives
Thus the -density also exists and belongs to at -almost every point.
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24F (Riemann Surfaces)

Words: 284 Articles: 8

a

Words: 85 Articles: 1

Solution

Words: 85
The uniformization theorem says that every simply connected Riemann surface is conformally equivalent to exactly one of the Riemann sphere, the complex plane, and the unit disc. A proper simply connected plane domain is noncompact, so it is not the sphere. It cannot be uniformized by the plane: after choosing a point outside the domain, a branch of a square root and then a MΓΆbius transformation would produce a nonconstant bounded entire function, contradicting the Liouville theorem. It is therefore conformally equivalent to the disc, which is the Riemann mapping theorem.
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b

Words: 42 Articles: 1

Solution

Words: 42
Use the principal branch , with . Then
is a conformal equivalence from the slit plane to the vertical strip. Its imaginary part tends to as and to as .
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c

Words: 111 Articles: 1

Solution

Words: 111
The map is a conformal equivalence from to the plane slit along the nonpositive real axis. Conjugating by gives an automorphism of the slit plane whose two prime ends at and are fixed. Taking the principal square root identifies the slit plane with the right half-plane; the automorphisms of a half-plane that fix and are precisely with . Undoing the square root changes only the positive scale, so
for some . Since is connected and both sides use the same branch,
Thus is translation by a purely imaginary number.
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d

Words: 46 Articles: 1

Solution

Words: 46
If is the projection from part (b), then any other Mercator projection gives an automorphism of preserving its two ends. Part (c) therefore yields
Every map in this family plainly has the required limiting behaviour.
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25H (Algebraic Geometry)

Words: 246 Articles: 1

Solution

Words: 246
For an irreducible algebraic variety and , the local ring consists of germs of rational functions regular on a neighbourhood of . If has ideal , its Zariski tangent space is
The given variety is the blowup of the affine plane at the origin. On the chart , put ; then , so are free affine coordinates. On the chart , put ; then , so are free affine coordinates. These two smooth affine-plane charts cover , hence every point of is smooth.
If , the equation forces
Consequently restricts to an isomorphism away from the origin, and is therefore birational. Above the origin, however,
so is not injective and cannot be an isomorphism of algebraic varieties. Birationality gives
For any morphism with affine, its restriction to the exceptional curve is constant: every regular function on a projective line is constant, and the affine coordinate functions of therefore have constant pullbacks. Since has more than one point, is not injective. If itself were affine, its identity morphism would contradict this conclusion, so is not affine.
Over , is not compact in the Euclidean topology: the sequence has no convergent subsequence. Every complex projective variety is Euclidean compact. Since compactness is preserved by homeomorphisms, cannot be homeomorphic to a projective variety.
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26I (Differential Geometry)

Words: 290 Articles: 6

a

Words: 116 Articles: 1

Solution

Words: 116
The Gauss map sends to the chosen unit normal . Differentiating shows that maps into itself. The shape operator is self-adjoint because its associated second fundamental form is symmetric. Its eigenvalues are the principal curvatures. A point is umbilical when , and the surface is minimal when its mean curvature vanishes everywhere.
In an orthonormal principal basis, has diagonal matrix . It is conformal exactly when
which is equivalent to . At a nonumbilical point this says , exactly the condition . Hence, when there are no umbilical points, the surface is minimal if and only if its Gauss map is conformal.
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b

Words: 88 Articles: 1

Solution

Words: 88
A minimal surface can have a planar point, where . There , which fails the stipulated conformality condition . Thus minimality need not make the Gauss map conformal everywhere; a plane is the simplest counterexample.
Conversely, conformality gives . It permits either , which is minimal, or , which is umbilical and nonminimal. On a round sphere, the Gauss map is conformal while both principal curvatures are equal and nonzero. Thus conformality alone does not imply minimality.
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c

Words: 86 Articles: 1

Solution

Words: 86
No. If the image lies in a great circle, there is a fixed unit vector with , so is tangent to everywhere. Since the ambient derivative of this constant vector is zero, the shape operator satisfies . One principal curvature is therefore zero. Minimality makes their sum zero, so both vanish and . The Gauss map is then locally constant, and connectedness makes it constant on all of , contradicting its image being a great circle.
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27G (Probability and Measure)

Words: 187 Articles: 4

a

Words: 69 Articles: 1

Solution

Words: 69
Let be independent random variables and let
be their tail sigma-algebra. The Kolmogorov zero-one law states that every has probability zero or one.
Indeed, is independent of for every . The union of these finite-coordinate sigma-algebras generates , and independence extended from generating pi-systems shows that is independent of that entire sigma-algebra. Since itself belongs to it,
so .
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b

Words: 118 Articles: 1

Solution

Words: 118
On a probability space carrying an infinite IID sequence with law , map to . Its pushforward measure satisfies
for every cylinder set. Cylinder sets form a pi-system generating , so the sigma-finite uniqueness theorem for measures proves uniqueness. This is the countable product measure .
For a cylinder ,
The same generating-class argument extends this equality to every measurable set, so is a measure-preserving transformation.
If , then for every , so membership in is independent of the first coordinates. Thus belongs to the tail sigma-algebra. The zero-one law gives , proving that the shift is ergodic.
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28J (Applied Probability)

Words: 175 Articles: 11

a

Words: 47 Articles: 1

Solution

Words: 47
A Q-matrix satisfies for and ; on a countable state space the exit rate is required to be finite. For a finite-state continuous-time Markov chain with transition semigroup ,
The backward and forward Kolmogorov equations are respectively
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b

Words: 128 Articles: 8

i

Words: 32 Articles: 1
Solution
Words: 32
Put . Solving either Kolmogorov equation gives
These entries have the correct initial values and their rows sum to one.
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ii

Words: 30 Articles: 1
Solution
Words: 30
Direct multiplication gives , hence for ,
Therefore the matrix exponential is
which expands to exactly the transition matrix found in part (i).
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iii

Words: 37 Articles: 1
Solution
Words: 37
Writing , the equations and give
This is the invariant distribution. Since , both rows of converge to , directly verifying convergence to equilibrium.
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iv

Words: 29 Articles: 1
Solution
Words: 29
The Markov property and conditioning on the intermediate state give the bridge probability
Substitution from part (i) yields
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29K (Principles of Statistics)

Words: 130 Articles: 8

a

Words: 41 Articles: 1

Solution

Words: 41
Continuous differentiability gives the first-order expansion
The assumed convergence in distribution implies , so after multiplication by the remainder is . The Slutsky theorem gives the multivariate delta method
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b

Words: 45 Articles: 1

Solution

Words: 45
For observations , the log-likelihood is, up to an additive constant,
Its unique maximum is
Now and, using , . The central limit theorem followed by the delta method for gives
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c

Words: 25 Articles: 1

Solution

Words: 25
The one-observation score function is
Its variance, or equivalently minus the expected second derivative of the log-likelihood, is the Fisher information
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d

Words: 19 Articles: 1

Solution

Words: 19
Since and the reparametrization is one-to-one, invariance of the maximum-likelihood estimator gives
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30K (Stochastic Financial Models)

Words: 119 Articles: 6

a

Words: 32 Articles: 1

Solution

Words: 32
Let be the minimum expected remaining cost after time , given . The terminal condition is , and the Bellman equation is
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b

Words: 54 Articles: 1

Solution

Words: 54
Set . The terminal values are . Since the noise is centred, backward induction keeps . Completing the square in the Bellman equation gives
Hence
(with the empty sum equal to zero). This proves the asserted quadratic form of the value function.
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c

Words: 33 Articles: 1

Solution

Words: 33
At time , the minimizing feedback from part (b) is
Starting with and repeatedly substituting
gives by induction
Therefore
as required.
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a

Words: 49 Articles: 1

Solution

Words: 49
For a binary function class , the shattering coefficient is
Its VC dimension is the largest for which , with value infinity if there is no largest such . The Sauer-Shelah lemma states that, when ,
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b

Words: 110 Articles: 4

i

Words: 63 Articles: 1
Solution
Words: 63
Choose ordered points. Every subset of them has at most maximal consecutive runs, and those runs can be covered by at most closed intervals. Thus the points are shattered. On ordered points, however, the alternating labeling
has separated positive runs and cannot be realized by a union of intervals. Therefore
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ii

Words: 47 Articles: 1
Solution
Words: 47
These are indicators of affine half-spaces in . Adjoining a constant coordinate embeds their defining functions in the -dimensional vector space
The VC dimension of a vector space bound therefore gives
In fact equality holds, but only the upper bound is required.
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c

Words: 109 Articles: 4

i

Words: 57 Articles: 1
Solution
Words: 57
Fix sample points , . A labeling by is the coordinatewise product of one labeling that realizes on and one that realizes on . There are at most the product of the two numbers of choices, so
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ii

Words: 52 Articles: 1
Solution
Words: 52
For fixed , the vector
is again the coordinatewise product of a labeling realized by and one realized by , now on the same sample. Hence there are at most
possible products. Maximizing over samples proves the claimed inequality.
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d

Words: 122 Articles: 4

i

Words: 60 Articles: 1
Solution
Words: 60
For one real coordinate, a union of intervals labels a fixed -point sample by choosing at most endpoints among the gaps, so the number of labelings is at most . Membership in a Cartesian product is the product of the coordinate-membership indicators. Applying part (c) repeatedly gives
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ii

Words: 62 Articles: 1
Solution
Words: 62
A convex polygon with sides is an intersection of affine half-planes. Affine half-plane indicators in have VC dimension at most , so the Sauer-Shelah growth bound gives at most labelings on points. An intersection corresponds to the coordinatewise product of its half-plane indicators. Repeated use of part (c) therefore gives
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32B (Dynamical Systems)

Words: 277 Articles: 9

a

Words: 72 Articles: 1

Solution

Words: 72
For the unperturbed Hamiltonian system, choose a conserved energy . Along the perturbed system,
The energy balance method integrates this expression around each unperturbed periodic orbit. A zero of the resulting energy change is a necessary leading-order condition for a nearby periodic orbit. A simple zero at which the drift changes from positive inside to negative outside predicts a stable orbit; the opposite change predicts an unstable one.
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b

Words: 205 Articles: 6

i

Words: 65 Articles: 1
Solution
Words: 65
At ,
is conserved, and its orbit of amplitude may be written
The energy change over one period, to first order in , is
Here the stated trigonometric integrals, together with
, were used. The two candidate leading-order amplitudes are therefore
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ii

Words: 86 Articles: 1
Solution
Words: 86
For , the roots satisfy . The averaged drift is positive below the first root, negative between the roots, and positive above the second. Hence the orbit of amplitude is stable and the orbit of amplitude is unstable.
For , their order reverses. The same sign calculation shows that the orbit of amplitude is stable and that of amplitude is unstable. Thus in either case the smaller-amplitude candidate is stable and the larger one unstable.
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iii

Words: 54 Articles: 1
Solution
Words: 54
At , the two zeros coalesce and
The first-order drift has a double zero and does not change sign there. The energy balance calculation is therefore degenerate: it neither proves persistence of a periodic orbit nor determines its stability near . Higher-order terms are needed.
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33E (Integrable Systems)

Words: 188 Articles: 4

a

Words: 85 Articles: 1

Solution

Words: 85
Since and ,
so the commutator is symmetric. If with , symmetry permits a differentiable orthonormal eigenbasis locally, and
Thus a Lax pair evolution is isospectral.
For the harmonic oscillator,
With the stated , take
Direct calculation gives
The eigenvalues of are
Their constancy proves conservation of the oscillator energy .
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b

Words: 103 Articles: 1

Solution

Words: 103
Differentiating the first auxiliary equation in , the second in , and equating and leaves precisely
so the Airy equation is their compatibility condition.
Multiplication of by gives
Hence
For , the kernel is bounded when ; dominated differentiation makes analytic for . Rapid decrease gives
For real , multiply the time equation by and let . The rapidly decreasing terms on its right vanish, leaving
Therefore
and the Fourier inversion theorem gives
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a

Words: 32 Articles: 1

Solution

Words: 32
From the number operator commutator ,
so is proportional to . Its squared norm is
With the conventional phase choice,
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b

Words: 40 Articles: 1

Solution

Words: 40
Orthogonality of the energy eigenstates gives
Using the lowering-operator action from part (a) and shifting the summation index,
Thus this coherent state is a normalized eigenstate of with eigenvalue .
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c

Words: 40 Articles: 1

Solution

Words: 40
The number probabilities are
a Poisson distribution of parameter . Hence
The relative uncertainty is , which tends to zero as the mean occupation tends to infinity.
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d

Words: 51 Articles: 1

Solution

Words: 51
The quantum harmonic oscillator Hamiltonian is
. Therefore
so the evolved state remains an -eigenstate, with eigenvalue
.
The coherent-state overlap gives
For the classical period , this probability equals one whenever .
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a

Words: 69 Articles: 1

Solution

Words: 69
For incidence from the left, normalize the asymptotic wavefunction by
For incidence from the right, define analogously with the directions reversed. Conservation of the probability current gives
Applying the same conserved sesquilinear current to the two scattering solutions gives
These are exactly the column orthonormality relations for the stated One-dimensional S-matrix, so is unitary.
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b

Words: 57 Articles: 1

Solution

Words: 57
The parity of a wavefunction is its eigenvalue under spatial reflection: for even parity and for odd parity. If , the Hamiltonian commutes with reflection, so its energy eigenspaces admit a parity eigenbasis. In particular, every nondegenerate bound-state energy eigenfunction has definite parity; within a degenerate scattering eigenspace one must choose the even and odd linear combinations.
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c

Words: 57 Articles: 1

Solution

Words: 57
Put
An even solution is proportional to inside the potential barrier. Normalize the right exterior region as
Continuity of and at gives, with
,
Solving,
Its modulus is one, as expected for the even-parity eigenvalue of the unitary S-matrix.
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36A (Statistical Physics)

Words: 229 Articles: 15

a

Words: 47 Articles: 1

Solution

Words: 47
A grand canonical ensemble describes a system that exchanges both energy and particles with a reservoir, at fixed . If microstate has occupation and one-particle energy , then
with the allowed occupations chosen for the particle statistics.
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b

Words: 10 Articles: 1

Solution

Words: 10
The grand potential is
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c

Words: 22 Articles: 1

Solution

Words: 22
Extensivity makes proportional to . Comparing its differential

with Euler scaling gives
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d

Words: 85 Articles: 6

i

Words: 29 Articles: 1
Solution
Words: 29
The one-particle translational partition function is
For a classical ideal gas,
and hence
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ii

Words: 32 Articles: 1
Solution
Words: 32
Differentiating with respect to gives
Thus
which vanishes in the thermodynamic limit.
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iii

Words: 24 Articles: 1
Solution
Words: 24
Combining with part (i) and the expression for gives the ideal-gas equation of state
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e

Words: 65 Articles: 1

Solution

Words: 65
For relativistic one-particle energy
, replace by
Classical particle counting still gives
Since is proportional to , , and therefore
The classical ideal-gas equation of state is independent of the dispersion relation.
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37B (Electrodynamics)

Words: 218 Articles: 10

a

Words: 45 Articles: 1

Solution

Words: 45
Dot the vacuum Ampère-Maxwell equation with and Faraday's law with . The vector identity

gives the Poynting theorem
Thus
is the Poynting vector, the electromagnetic energy-flux density.
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b

Words: 50 Articles: 1

Solution

Words: 50
Differentiate , use the vacuum Maxwell equations, and use . Componentwise vector identities then give
where
This is the negative of the conventional Maxwell stress tensor; with the sign used here, its divergence is the outward momentum flux.
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c

Words: 47 Articles: 1

Solution

Words: 47
With , so that , the component of
is
and the component is
These are exactly the energy and momentum conservation laws from parts (a) and (b), now combined into conservation of the electromagnetic stress-energy tensor.
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d

Words: 45 Articles: 1

Solution

Words: 45
Let . Local momentum conservation and integration by parts, with the boundary term vanishing for a localized field, give
because is symmetric. Hence the total electromagnetic angular momentum is independent of time.
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e

Words: 31 Articles: 1

Solution

Words: 31
For to be symmetric in every inertial frame, its mixed components must satisfy
For arbitrary fields this requires
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38D (General Relativity)

Words: 151 Articles: 6

a

Words: 35 Articles: 1

Solution

Words: 35
For , the Friedmann-Lemaitre-Robertson-Walker metric is
The empty first Friedmann equation, with , gives
Choosing the expanding branch and shifting the origin of proper time yields
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b

Words: 57 Articles: 1

Solution

Words: 57
For an FLRW spacetime,
With and , both terms vanish, so
Indeed the vacuum equations give a vanishing Ricci tensor, and conformal flatness of an FLRW metric then makes the whole Riemann tensor vanish. The apparent singularity at is therefore only a coordinate singularity.
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c

Words: 59 Articles: 1

Solution

Words: 59
Introduce
Then
which is the Minkowski metric. Since ,
so these coordinates cover exactly the interior of the future light cone of its vertex . The slices are future hyperboloids. Their spatial isometries are precisely the proper orthochronous Lorentz transformations of Minkowski spacetime that fix .
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39C (Fluid Dynamics II)

Words: 269 Articles: 10

a

Words: 40 Articles: 1

Solution

Words: 40
Steadiness, axial and rotational symmetry, and the absence of any imposed radial or azimuthal motion make the velocity independent of and and directed along the cylinders. Incompressibility is then automatic, so
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b

Words: 30 Articles: 1

Solution

Words: 30
The radial momentum equation makes independent of . The axial Navier-Stokes equation reduces to
The no-slip boundary conditions are
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c

Words: 49 Articles: 1

Solution

Words: 49
The reduced axial equation shows that is constant, because its other terms depend only on . Both open ends are at the same atmospheric pressure. Since a linear pressure cannot take the same value at the two ends unless its slope vanishes,
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d

Words: 76 Articles: 1

Solution

Words: 76
Put
Integrating the equation in part (b) and imposing both no-slip conditions gives
For , gravity drives downward annular Poiseuille flow, positive in the interior and zero at both walls. Positive raises the inner-wall endpoint to and strengthens the downward flow; sufficiently negative creates a region of upward flow near the inner cylinder. In each case the graph is the displayed quadratic-plus-logarithmic profile.
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e

Words: 74 Articles: 1

Solution

Words: 74
The shear stress is , where
Thus the axial forces exerted by the fluid per unit length on the inner and outer cylinders are
Their sum is
the weight per unit length of the fluid in the annulus. This is the expected overall vertical force balance.
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40C (Waves)

Words: 303 Articles: 11

a

Words: 56 Articles: 1

Solution

Words: 56
Write , , and let be small. Linearized mass and momentum conservation are
The linearized equation of state is
. Differentiate the first equation in time and eliminate the velocity with the second to obtain the wave equation
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b

Words: 46 Articles: 1

Solution

Words: 46
With the convention , a wave travelling in the positive -direction has
The linearized momentum equation gives
for this right-moving wave; the sign is reversed for a left-moving wave.
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c

Words: 201 Articles: 6

i

Words: 84 Articles: 1
Solution
Words: 84
In , write
In the cavity, the rigid condition gives
. Continuity of fluid velocity at the membrane and the membrane equation
give, after eliminating and ,
The numerator is the complex conjugate of the denominator, hence . No mean acoustic energy can pass through the rigid end, so all incident energy is ultimately reflected.
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ii

Words: 59 Articles: 1
Solution
Words: 59
The membrane is stationary when the incident and reflected velocities cancel, so . The formula gives this while allowing a nonzero cavity pressure when
These are standing-wave resonances of the closed cavity: both the membrane at and the rigid wall at are velocity nodes, while the pressure field is nontrivial.
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iii

Words: 58 Articles: 1
Solution
Words: 58
Take the heavy-membrane limit
away from the resonances . Then , the membrane velocity tends to zero, and the cavity amplitude obtained from the matching equations is relative to the pressure in . The membrane therefore acts as an almost rigid reflecting wall and scarcely excites the cavity.
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41C (Numerical Analysis)

Words: 187 Articles: 8

a

Words: 63 Articles: 1

Solution

Words: 63
Since is diagonalizable, write . Then
If the spectral radius , every eigenvalue satisfies , so and hence for every initial vector. Conversely, taking to be an eigenvector of any eigenvalue shows that convergence for every initial vector forces , hence . Therefore
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b

Words: 39 Articles: 1

Solution

Words: 39
Because is symmetric positive definite,
Thus the only stationary point is , and
The final term is positive unless , proving that is the unique minimizer.
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c

Words: 42 Articles: 1

Solution

Words: 42
The gradient descent iteration is
For the error ,
Part (a) shows that convergence for every initial vector is equivalent to
for every eigenvalue of . Since all eigenvalues are positive,
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d

Words: 43 Articles: 1

Solution

Words: 43
Since , exact line search minimizes
. Differentiating with respect to gives
so
Moreover,
and substitution of the displayed step size yields
Thus consecutive residuals are orthogonal.
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