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www.maths.cam.ac.uk/undergrad/pastpapers/files/2024/paperii_4_2024.pdf

1F (Number Theory)

Words: 96 Articles: 1

Solution

Words: 96
The Möbius function is
Möbius inversion says that
Now
is the sum of over subsets of the primes whose th powers divide . It is one if there are no such primes and zero otherwise, proving the power-free criterion.
Let
Grouping all th roots of unity by their exact order gives
Möbius inversion therefore yields .
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2G (Topics in Analysis)

Words: 178 Articles: 6

a

Words: 47 Articles: 1

Solution

Words: 47
For each degree and coefficient bound there are finitely many integer polynomials. Hence is countable. Every nonzero polynomial has finitely many roots, and every algebraic number is a root of one of these polynomials. A countable union of finite sets is countable.
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b

Words: 76 Articles: 1

Solution

Words: 76
Choose a subsequence so sparse that
for every ; this is possible because the tails of the convergent positive series tend to zero. Distinct binary sequences then have distinct sums : at their first disagreement, the corresponding term exceeds the entire remaining tail. Thus these subsums form an uncountable set. The algebraic numbers are countable, so at least one subsum is transcendental. Set and all other .
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c

Words: 55 Articles: 1

Solution

Words: 55
Let
and suppose . Choose such that some for . Then is an integer, while its first terms also sum to an integer. Their difference is strictly positive and satisfies
This cannot be the difference of two integers, so is irrational.
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3K (Coding and Cryptography)

Words: 133 Articles: 7

a

Words: 108 Articles: 4

i

Words: 27 Articles: 1
Solution
Words: 27
Because decryption determines from ,
The chain rule and monotonicity give
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ii

Words: 81 Articles: 1
Solution
Words: 81
The unicity distance is the least ciphertext length for which the key is determined, or in the usual approximation the length at which the expected number of spurious keys falls to about zero. Assume equiprobable keys, a stationary plaintext source of information entropy rate , and ciphertext symbols that are approximately uniform on . The language redundancy per symbol is
The key equivocation is then approximated by
Hence the classical closed-form estimate is
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b

Words: 25 Articles: 1

Solution

Words: 25
Entropy is nonnegative. Gibbs' inequality also gives
Divide by and pass to the assumed limit to obtain
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4J (Automata and Formal Languages)

Words: 183 Articles: 9

a

Words: 31 Articles: 1

Solution

Words: 31
A homomorphism is a map satisfying
for every state and symbol , together with
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b

Words: 45 Articles: 1

Solution

Words: 45
Induction on word length gives
The final-state condition then says that the state reached by is accepting exactly when the state reached by is accepting. Therefore exactly when , and the languages are equal.
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c

Words: 107 Articles: 4

i

Words: 52 Articles: 1
Solution
Words: 52
The statement is false. Given any , adjoin arbitrarily many unreachable states whose transitions remain among those new states, choosing their accepting status consistently away from the embedded copy. This produces infinitely many pairwise nonisomorphic finite deterministic automata containing an injective homomorphic copy of .
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ii

Words: 55 Articles: 1
Solution
Words: 55
The statement is true; in fact any fixed finite works. If , then has at most states. For a fixed finite alphabet, there are only finitely many transition tables, initial states, and accepting subsets on at most labelled states, hence only finitely many isomorphism classes.
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5L (Statistical Modelling)

Words: 87 Articles: 4

a

Words: 39 Articles: 1

Solution

Words: 39
Conditionally on ,
Thus this is a probit regression with linear predictor
Fit by maximum likelihood for Bernoulli observations, then recover
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b

Words: 48 Articles: 1

Solution

Words: 48
Write , , and let estimate the asymptotic covariance of . Then
An asymptotic confidence interval for the mean binary response is
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6A (Mathematical Biology)

Words: 183 Articles: 8

a

Words: 54 Articles: 1

Solution

Words: 54
Of the immature cells, a fraction leaves by maturation and the rest remains immature. Of the mature cells, a fraction divides and is replaced by four immature cells, while a fraction dies; the remainder stays mature. These contributions give exactly
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b

Words: 44 Articles: 1

Solution

Words: 44
Once a cell is mature, its eventual competing outcomes are division and death. Conditional on one of them occurring, division has probability and creates four immature offspring. Thus the expected lifetime offspring number is
assuming maturation eventually occurs.
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c

Words: 35 Articles: 1

Solution

Words: 35
Let . Adding the two recurrences gives
Since , total population can increase only if . This is exactly
so the population-growth and offspring criteria agree.
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d

Words: 50 Articles: 1

Solution

Words: 50
For , set . Mature cells then decay geometrically:
while their divisions add to the permanently immature population. If , mature cells disappear and
If , no further change occurs and the limit is .
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7D (Further Complex Methods)

Words: 185 Articles: 8

a

Words: 55 Articles: 1

Solution

Words: 55
For , a finite point is regular singular when
extend analytically to . Inspection shows that satisfy these conditions. There are no other finite singularities; with the Fuchs relation on the six exponents, the point at infinity is ordinary in the corresponding sphere description.
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b

Words: 60 Articles: 1

Solution

Words: 60
At , insert . The coefficient of the most singular power gives the indicial equation
Thus the two local exponents are . Cyclically, the exponents at are and those at are . The assumed nonintegral exponent differences give two independent Frobenius solutions without logarithmic resonance at each point.
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c

Words: 29 Articles: 1

Solution

Words: 29
The Papperitz symbol is
It records the three regular singular points and the two characteristic exponents at each.
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d

Words: 41 Articles: 1

Solution

Words: 41
Set , , , . Comparing the coefficient gives
and comparison of the coefficient gives the exponents at infinity. Hence
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8E (Classical Dynamics)

Words: 122 Articles: 6

a

Words: 38 Articles: 1

Solution

Words: 38
The phase space of an -degree-of-freedom mechanical system is the -dimensional space of canonical positions and momenta , geometrically the cotangent bundle of configuration space. A point specifies a complete instantaneous state.
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b

Words: 38 Articles: 1

Solution

Words: 38
For the canonical Poisson bracket,
Hamilton's equations are
More generally .
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c

Words: 46 Articles: 1

Solution

Words: 46
With , the stated brackets give
and
Thus , the Lorentz-force equation with zero electric field. The magnetic interaction has been moved from the Hamiltonian into the noncanonical symplectic structure.
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9D (Cosmology)

Words: 126 Articles: 6

a

Words: 31 Articles: 1

Solution

Words: 31
From , , and ,
Using gives
Therefore
up to an irrelevant additive entropy constant.
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b

Words: 49 Articles: 1

Solution

Words: 49
When , reactions maintain thermal and chemical equilibrium, so the expansion is quasistatic and adiabatic. With no change in the equilibrium degrees of freedom, comoving entropy and photon number are conserved. Since
one gets and hence .
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c

Words: 46 Articles: 1

Solution

Words: 46
Before electron-positron annihilation, the electromagnetic plasma has
whereas afterward only the two photon polarizations remain, so . Entropy conservation in the decoupled electromagnetic sector gives
Neutrinos receive none of this entropy and continue cooling as . Therefore
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a

Words: 14 Articles: 1

Solution

Words: 14
Write . Then
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b

Words: 167 Articles: 8

i

Words: 22 Articles: 1
Solution
Words: 22
Since
application of gives , and subsequent application of gives
Thus .
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ii

Words: 28 Articles: 1
Solution
Words: 28
The matrix is real orthogonal. Part (a) gives
Expanding the left side in the computational basis yields
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iii

Words: 50 Articles: 1
Solution
Words: 50
Using the decomposition from part (ii), maps Alice's to and to . Alice obtains or , each with probability . Conditional on outcome , Bob has ; conditional on outcome , Bob has .
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iv

Words: 67 Articles: 1
Solution
Words: 67
Alice performs the operation and measurement from part (iii) and sends the one-bit outcome to Bob. If the bit is , Bob does nothing. If it is , Bob applies , which maps to by part (i). In either case Bob finishes with the known target state , using one shared Bell pair and one classical bit.
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11F (Number Theory)

Words: 173 Articles: 9

Solution

Words: 61
Set
and recursively
Then . The determinant identity
follows by induction. Writing the remaining complete quotient as gives
so lies strictly between consecutive convergents and their order alternates. For odd ,
Moreover , and , proving convergence.
The continued-fraction algorithm gives
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i

Words: 21 Articles: 1

Solution

Words: 21
The convergents begin
Since
a strictly positive solution is .
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ii

Words: 23 Articles: 1

Solution

Words: 23
Reducing modulo seven gives . The quadratic residues modulo seven are , so no solution exists.
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iii

Words: 22 Articles: 1

Solution

Words: 22
Reducing modulo seven gives , again impossible because five is not a quadratic residue modulo seven.
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iv

Words: 46 Articles: 1

Solution

Words: 46
The denominators of the convergents are
They increase strictly from onward, and none equals . Equivalently, , which ceases to agree with after the third partial quotient. Hence there is no positive index with .
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12G (Topics in Analysis)

Words: 339 Articles: 12

a

Words: 58 Articles: 1

Solution

Words: 58
Moving from to , the colour changes an odd number of times because the endpoints have opposite colours: every change toggles the current colour, while every nonchange preserves it. Formally, encode red and green by zero and one; the sum modulo two of adjacent differences is the endpoint difference, which is one.
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b

Words: 172 Articles: 4

i

Words: 112 Articles: 1
Solution
Words: 112
Count red-green segments modulo two. On , part (a) says their number is odd; the other two outer sides contain no red-green segment. Every interior segment belongs to two small triangles and therefore contributes zero modulo two, while each boundary segment belongs to one. Thus the sum, over all small triangles, of their numbers of red-green edges is odd.
A triangle with all three colours has exactly one red-green edge. A triangle using only red and green has zero or two, and any other nontrichromatic triangle has zero red-green edges. Hence the parity sum counts precisely the trichromatic triangles modulo two, proving that their number is odd.
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ii

Words: 60 Articles: 1
Solution
Words: 60
Not necessarily, once the subdivision has at least two segments per side. Colour red, green, blue respectively and colour every other grid vertex red. No small triangle contains both exceptional vertices and , and every small triangle therefore uses at most two colours. For the unsubdivided triangle the assertion is of course true.
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c

Words: 109 Articles: 4

i

Words: 24 Articles: 1
Solution
Words: 24
The statement is false. The constant map to satisfies it: and also .
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ii

Words: 85 Articles: 1
Solution
Words: 85
The statement is true. At the vertices the side conditions force
On each side, remains in that same side, so the boundary restriction is homotopic within the boundary to the identity and has degree one. If it extended continuously over the filled triangle with image in the boundary circle, that degree-one boundary map would be null-homotopic, which is impossible. Equivalently, a sufficiently fine simplicial approximation would contradict the parity form of Sperner's lemma proved in part (b).
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13L (Statistical Modelling)

Words: 226 Articles: 10

a

Words: 44 Articles: 1

Solution

Words: 44
With , the fitted logistic model is
Risk category 1 is the reference level, so its effect is included in the intercept; adding a separate coefficient for both levels would make the design matrix linearly dependent.
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b

Words: 32 Articles: 1

Solution

Words: 32
Holding risk category fixed, increasing pollution by one unit multiplies the disease odds by
Thus the fitted odds increase by about twenty percent per unit of pollution.
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c

Words: 38 Articles: 1

Solution

Words: 38
There are observations. The null model estimates one intercept, so its residual degrees of freedom are . The fitted model estimates three coefficients, so its residual degrees of freedom are .
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d

Words: 37 Articles: 1

Solution

Words: 37
Fit the intercept-only model with
glm(dis ~ 1, family = binomial, data = disease)
Its deviance is . Since it has one fitted coefficient, its AIC on the same convention is
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e

Words: 75 Articles: 1

Solution

Words: 75
The first likelihood-ratio test compares
with the alternative that at least one is nonzero. The deviance drop is compared with , giving ; there is strong evidence that the covariates improve the model.
The second test compares the additive model with
against a model with a pollution-by-risk interaction. Its likelihood-ratio p-value is , so there is no evidence for an interaction.
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14A (Mathematical Biology)

Words: 196 Articles: 6

a

Words: 64 Articles: 1

Solution

Words: 64
For a positive homogeneous equilibrium,
so
requiring . The reaction Jacobian there is
Its determinant is , while its trace is . Stability therefore requires
This is the region above the line and to the right of in the positive quadrant.
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b

Words: 64 Articles: 1

Solution

Words: 64
For , the mode matrix is . Its trace remains negative. Its determinant is
It is negative for some exactly when
Together with homogeneous stability, the spatial-instability region is
For fixed , this is the region below the last curve, above , and left of .
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c

Words: 68 Articles: 1

Solution

Words: 68
If , the linearized matrix for wavenumber is
Its eigenvalues are those of the homogeneous Jacobian shifted left by , so a stable homogeneous equilibrium remains stable for every spatial mode. Thus equal diffusivities cannot produce a Turing instability. In part (b), equal diffusivities mean ; because homogeneous stability requires , the necessary condition fails, consistently ruling out instability.
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15E (Classical Dynamics)

Words: 160 Articles: 8

a

Words: 41 Articles: 1

Solution

Words: 41
The kinetic energy and squared angular-momentum magnitude are
Differentiate and substitute Euler's equations. In , the coefficient of is
The analogous weighted sum in also cancels, so both quantities are conserved.
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b

Words: 43 Articles: 1

Solution

Words: 43
The initial relation implies , and conservation preserves it. With , this identity reduces to
The energy then gives
The first Euler equation is . Squaring and substituting the preceding identities yields
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c

Words: 33 Articles: 1

Solution

Words: 33
Set
Then satisfies the squared equation and the stated initial condition after choosing the origin of time at the maximum of .
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d

Words: 43 Articles: 1

Solution

Words: 43
With compatible signs,
Thus as , and vanish while . The body approaches steady rotation about the intermediate principal axis; the full separatrix connects the two opposite intermediate-axis rotations.
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16I (Logic and Set Theory)

Words: 291 Articles: 4

a

Words: 106 Articles: 1

Solution

Words: 106
The rank is defined recursively by
For a nonzero limit ordinal , every function , viewed as a set of ordered pairs, has rank , and the set of all such functions consequently has rank .
The von Neumann hierarchy is
for limit . Foundation permits induction down the membership relation and shows that the ranks of all elements of a set form a set of ordinals. If , then every element of lies in , so and hence . Thus every set occurs in the hierarchy.
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b

Words: 185 Articles: 1

Solution

Words: 185
Define , let be the least cardinal greater than , and at a limit take the least cardinal above all earlier . In ZFC every set is well-orderable, so every infinite cardinal is an initial ordinal and equals a unique .
By transfinite induction on infinite well-ordered cardinals , order first by and then lexicographically. Every proper initial segment has cardinal below , using the inductive hypothesis for smaller infinite cardinals. Hence this well-order has cardinal at most , while the diagonal gives the reverse inequality, so . Therefore, for ,
Finally suppose nonempty had a set containing every set equinumerous with . For every ordinal , replacing each by a tagged ordered pair gives a set equinumerous with whose rank is at least . Then every would belong to , so the ranks of members of would be unbounded in the ordinals, contradicting the ordinal rank of . This proves the displayed sentence.
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17I (Graph Theory)

Words: 129 Articles: 1

Solution

Words: 129
A strongly regular graph with parameters is -regular, with every adjacent pair having common neighbours and every distinct nonadjacent pair having common neighbours. Its adjacency matrix satisfies
On the orthogonal complement of the all-one vector, the two possible eigenvalues are
Using and gives exactly the two displayed expressions for . They are eigenspace dimensions and hence integers, proving the rationality condition.
The Petersen graph has parameters , so its spectrum is
If three Petersen graphs partitioned , their adjacency matrices would satisfy . The five-dimensional eigenvalue-one spaces of and inside the nine-dimensional space intersect nontrivially. For a nonzero common vector , and therefore
contradicting the Petersen spectrum. No such partition exists.
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18H (Galois Theory)

Words: 279 Articles: 6

a

Words: 59 Articles: 1

Solution

Words: 59
Let
Both have splitting field . On the roots of , the Galois group has two orbits of size two and embeds as
The roots of , namely , form one orbit and give the regular Klein-four subgroup
The subgroups are not conjugate because their orbit decompositions differ.
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b

Words: 116 Articles: 1

Solution

Words: 116
Let be the splitting field over of . Its derivative is , so it has distinct roots. The roots are closed under addition, subtraction, multiplication, and inversion, using and . They therefore form a field with elements.
Every field with elements has multiplicative group of order , so every element satisfies ; it is therefore a splitting field of the same polynomial and is unique up to isomorphism. If an irreducible factor over has a root , its degree is , which divides by the tower law. In particular it is at most .
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c

Words: 104 Articles: 1

Solution

Words: 104
Dedekind's factorization/Frobenius theorem says that for a prime not dividing the discriminant, the degrees of the distinct irreducible factors modulo give the cycle lengths of an element of the Galois group.
The polynomial is irreducible over by the rational-root test followed by a comparison of possible monic quadratic factors. Its discriminant is , a square, so its transitive Galois group lies in . Modulo five,
and the cubic has no root in , giving a three-cycle. A transitive subgroup of containing a three-cycle cannot be the Klein four group; hence
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19H (Representation Theory)

Words: 164 Articles: 5

Solution

Words: 63
The topological group has complex multiplication and the subspace topology. It is compact and abelian, so every finite-dimensional irreducible complex representation is one-dimensional. A continuous character lifts along to a continuous homomorphism , hence has the form . Periodicity by forces , giving precisely .
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a

Words: 60 Articles: 1

Solution

Words: 60
Every element of is unitarily conjugate to an element of the maximal torus
Since characters are class functions, is determined on . The restriction decomposes into finitely many torus weights, so
A Weyl-group element conjugates to , so and .
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b

Words: 41 Articles: 1

Solution

Words: 41
For the -dimensional irreducible,
The Clebsch--Gordan rule gives
The even total-spin summands are symmetric and the odd ones alternating, hence
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20F (Number Fields)

Words: 192 Articles: 5

Solution

Words: 85
For a nonzero ideal , its norm is
For and embeddings , define
The field discriminant is the discriminant of any integral basis of . If is a -basis of , then
Multiplication by on an integral basis has integer matrix . Its image lattice is , so
The determinant of this -linear map is the field norm , proving
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a

Words: 59 Articles: 1

Solution

Words: 59
If , then , so . The contraction is a nonzero prime ideal of containing the maximal ideal , hence equals . Conversely, if , every element of lies in , so the ideal it generates satisfies , equivalently .
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b

Words: 48 Articles: 1

Solution

Words: 48
The equality of residue-field sizes says that the residue degree is one. Since , the principal ideal factorization of has valuation one at and zero at every other prime. Taking the relative ideal norm gives
Thus .
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21J (Algebraic Topology)

Words: 125 Articles: 1

Solution

Words: 125
For , the simplicial Mayer--Vietoris sequence is
Construct a simplicial mapping cone of a degree- map of a circle. Explicitly, let the target circle have vertices , and let the source circle have vertices . Map to , triangulate each quadrilateral of its mapping cylinder, and cone the source circle to one new vertex. The resulting finite simplicial complex is the mapping cone .
Its reduced cellular, or equivalently simplicial, chain complex collapses to
in degrees two and one. Consequently
The same computation follows from Mayer--Vietoris applied to the cone and the mapping-cylinder neighborhood.
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22G (Linear Analysis)

Words: 256 Articles: 11

a

Words: 92 Articles: 1

Solution

Words: 92
Suppose the spectrum were empty. The resolvent
would then be an entire operator-valued function. For ,
because the series converges in operator norm and multiplication by telescopes to . Hence .
For fixed , the scalar function is entire, bounded outside a disc by the estimate and bounded inside by compactness. Liouville's theorem makes it constant, and its limit at infinity makes that constant zero. This for all would imply , impossible for an inverse. Thus the spectrum is nonempty.
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b

Words: 164 Articles: 8

i

Words: 58 Articles: 1
Solution
Words: 58
This is the unilateral right shift. It is not compact because the orthonormal sequence has no convergent subsequence. Its norm is one. For the Neumann series gives a resolvent; for , is an eigenvalue of the adjoint left shift, so lies in the spectrum of . Closedness supplies the boundary. Hence
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ii

Words: 36 Articles: 1
Solution
Words: 36
This is the unilateral left shift. It is not compact because . For every ,
is an eigenvector with eigenvalue . The norm bound and closedness then give
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iii

Words: 38 Articles: 1
Solution
Words: 38
The weighted shift is compact because truncating after the first weights gives finite-rank operators converging in norm, as . Moreover
so its spectral radius is zero. Since the spectrum is nonempty,
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iv

Words: 32 Articles: 1
Solution
Words: 32
Again the weights tend to zero, so finite-rank truncations prove compactness. Products of consecutive weights are bounded by , making the spectral radius zero. Therefore
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23G (Analysis of Functions)

Words: 163 Articles: 6

a

Words: 56 Articles: 1

Solution

Words: 56
Taking Fourier transforms gives
Thus
The multiplier and all its polynomially weighted derivatives have at most polynomial growth, so this defines a tempered distribution. In fact it maps continuously into . Since the multiplier never vanishes, any homogeneous tempered solution has zero Fourier transform; uniqueness follows.
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b

Words: 46 Articles: 1

Solution

Words: 46
A compactly supported smooth function belongs to for every real . Part (a) therefore puts in for every . Taking arbitrarily large and applying the Sobolev embedding theorem to every derivative shows that .
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c

Words: 61 Articles: 1

Solution

Words: 61
In three dimensions, for every . Hence the solution belongs to for every such ; choosing, for example, gives . Since , Sobolev embedding supplies a unique continuous representative. It solves the equation distributionally, and uniqueness follows from part (a), so this is the unique continuous solution.
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24F (Algebraic Geometry)

Words: 172 Articles: 1

Solution

Words: 172
A morphism is represented by homogeneous forms of the same degree with no common projective zero. If that degree were positive, the two plane curves and would intersect, producing a base point. Thus the degree is zero and is constant.
If a closed subvariety of were isomorphic to , composing its embedding with each coordinate projection would give three constant maps. Their product would be constant, contradicting that it is an embedding.
The Riemann--Hurwitz theorem states
for a degree- nonconstant map of smooth projective curves.
Project to the second . This is a degree-two map. Its quadratic discriminant in the variables is homogeneous of degree six in , so smoothness gives six branch points counted with multiplicity. Hence
and . A smooth plane curve has genus , which is never two for an integer , so is not isomorphic to a smooth plane curve.
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25J (Differential Geometry)

Words: 327 Articles: 8

a

Words: 171 Articles: 1

Solution

Words: 171
The homotopy lemma says that homotopic smooth maps between compact connected manifolds have the same mod-two degree, computed as the parity of the inverse image of a regular value. The homogeneity lemma says that any two points of a connected smooth manifold are related by a diffeomorphism isotopic to the identity.
Given regular values of , choose such a diffeomorphism with . Then is homotopic to , while . The homotopy lemma proves that the two inverse-image counts have equal parity.
For smooth Brouwer, suppose a smooth self-map of a ball had no fixed point. Following the ray from through to the boundary constructs a smooth retraction of the ball onto its sphere. Its restriction to the sphere is the identity, but it is also null-homotopic through the ball. The identity has odd mod-two degree and a constant map has even degree at a different regular value, contradicting the homotopy lemma. Thus a fixed point exists.
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b

Words: 71 Articles: 1

Solution

Words: 71
Orthogonality and give
so maps each boundary sphere to itself. Also
On compact , this derivative is uniformly close to the identity; for sufficiently small its determinant is positive and it is locally invertible. The map is properly homotopic to the identity and has degree one, so the local diffeomorphism has one sheet and is a global diffeomorphism .
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c

Words: 25 Articles: 1

Solution

Words: 25
Apply change of variables to the orientation-preserving diffeomorphism :
Rearranging gives
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d

Words: 60 Articles: 1

Solution

Words: 60
The left side in part (c) is a polynomial in of degree at most . If is even, is a half-integer, so
is not a polynomial and cannot agree with the left side on an interval. This contradiction shows that an everywhere nonzero tangent unit vector field cannot exist on an even-dimensional sphere.
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26G (Probability and Measure)

Words: 218 Articles: 9

a

Words: 52 Articles: 1

Solution

Words: 52
Uniform integrability means
If for , then
proving uniform integrability. For a counterexample, let with probability and zero otherwise. Then , but for every and the tail expectation is one.
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b

Words: 89 Articles: 1

Solution

Words: 89
Write . Truncate each at a level . The average of the truncated parts is at most , while the expected average of the tails is
independently of . Markov's inequality then shows that is uniformly integrable as . Since , the sequence is uniformly integrable.
Convergence in probability to the constant , together with uniform integrability, implies convergence of first absolute moments by the Vitali convergence theorem. Hence
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c

Words: 77 Articles: 4

i

Words: 37 Articles: 1
Solution
Words: 37
By the union bound,
For an random variable, . Taking makes the right side tend to zero, proving in probability.
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ii

Words: 40 Articles: 1
Solution
Words: 40
For any ,
Therefore
The last term tends to zero. Taking the limsup and then proves the claim.
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27K (Applied Probability)

Words: 169 Articles: 6

a

Words: 76 Articles: 1

Solution

Words: 76
A dispatch cycle contains interarrival times and has mean length . The expected total passenger waiting time in one cycle is
The renewal-reward average cost rate is therefore
Thus the continuous optimum is , and the integer optimum is the positive integer minimizing ; equivalently it is the smallest with
with both adjacent values optimal in the equality case.
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b

Words: 54 Articles: 1

Solution

Words: 54
The lifetime is uniform on with mean . The equilibrium age and excess densities are both
Hence, for ,
The observed total lifetime is length-biased, so
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c

Words: 39 Articles: 1

Solution

Words: 39
Campbell's formula for a Poisson point process gives
Expanding separates equal and distinct Poisson points. The factorial-moment formula gives
Subtracting the square of the mean yields
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28L (Principles of Statistics)

Words: 148 Articles: 8

a

Words: 26 Articles: 1

Solution

Words: 26
The identity
and the weak law applied to and give convergence in probability to
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b

Words: 22 Articles: 1

Solution

Words: 22
The central limit theorem and Delta method give
Thus one may take
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c

Words: 70 Articles: 1

Solution

Words: 70
Put . Taylor's theorem gives
Since , centering the leave-one-out values and expanding the square gives
with the stated and the cross term satisfying by Cauchy--Schwarz.
Now
The fourth-moment assumption gives
and hence . Since , it follows that
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d

Words: 30 Articles: 1

Solution

Words: 30
By the Delta method and consistency of the jackknife variance, Slutsky's theorem gives
Therefore an asymptotically valid interval is
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29L (Stochastic Financial Models)

Words: 180 Articles: 10

a

Words: 41 Articles: 1

Solution

Words: 41
For times , the vector is a linear transformation of the independent Gaussian increments
so Brownian motion is a Gaussian process. Its mean is zero, and for ,
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b

Words: 17 Articles: 1

Solution

Words: 17
Fubini gives . For ,
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c

Words: 49 Articles: 1

Solution

Words: 49
For ,
The increment is independent of the Brownian filtration at time , and its exponential factor has mean one by the Gaussian moment-generating function. Hence the conditional expectation of the discounted time- price is the discounted time- price.
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d

Words: 23 Articles: 1

Solution

Words: 23
Risk-neutral valuation gives
With and , this is exactly
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e

Words: 50 Articles: 1

Solution

Words: 50
The average log price is
Part (b) gives , so the Gaussian variance of the final term is
Rewriting the lognormal factor in the normalized form and discounting gives
Thus .
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a

Words: 40 Articles: 1

Solution

Words: 40
The subdifferential is
If , this inequality says , so minimizes . Conversely, the zero vector satisfies the subgradient inequality at any global minimizer.
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b

Words: 32 Articles: 1

Solution

Words: 32
For a convex surrogate margin loss , the empirical risk is
It replaces the discontinuous classification error by a convex penalty on signed margins.
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c

Words: 70 Articles: 1

Solution

Words: 70
The matrix
is the orthogonal projection onto the row space of . Since , the empirical risks of and are equal. Orthogonality gives
so , with strict inequality unless . Therefore the minimizer lies in the row space:
Because is injective when is invertible, minimizing over that row space is equivalent to minimizing .
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d

Words: 57 Articles: 1

Solution

Words: 57
For hinge loss, choose
The subgradient optimality condition is
Injectivity of gives . Multiplying by and writing for its th column yields
If , then , and implies .
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31C (Asymptotic Methods)

Words: 183 Articles: 8

a

Words: 49 Articles: 1

Solution

Words: 49
The coefficient changes sign where , so the single turning point is
Put and . The WKB approximation satisfying the boundary condition at is
while decay at infinity selects
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b

Words: 65 Articles: 1

Solution

Words: 65
Near ,
With
the leading equation is . Decay for selects . The Airy turning-point connection formula gives on the oscillatory side
For this to be proportional to the inner expression from part (a), the two phases must differ by an integer multiple of . Thus the WKB quantization condition is
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c

Words: 37 Articles: 1

Solution

Words: 37
Write , where , and put . The integration range is , and
Consequently
Substitution into the quantization condition gives
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d

Words: 32 Articles: 1

Solution

Words: 32
The action integral can be evaluated exactly:
As ,
Its leading logarithmic term is . Hence the large eigenvalues satisfy, to leading order,
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32A (Dynamical Systems)

Words: 341 Articles: 12

a

Words: 121 Articles: 4

i

Words: 55 Articles: 1
Solution
Words: 55
The Poincare-Bendixson theorem says that a nonempty compact -limit set of a planar flow which contains only finitely many fixed points is either a fixed point, a periodic orbit, or a union of fixed points and connecting trajectories. In particular, if it contains no fixed point, it is a periodic orbit.
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ii

Words: 66 Articles: 1
Solution
Words: 66
Along a periodic orbit the vector field is tangent and makes one full turn, so its index around the orbit is . If the enclosed region contained no fixed point, the normalized vector field would extend continuously across the disc and its boundary map would have degree zero. This contradicts the index . Thus every planar periodic orbit encloses a fixed point.
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b

Words: 220 Articles: 6

i

Words: 72 Articles: 1
Solution
Words: 72
Adding the two equations gives , so a fixed point has
At this point the Jacobian has determinant and trace
The fixed point is asymptotically stable exactly when , or
The equality curve exists only for and is
For the fixed point is unstable between these two curves and stable outside them; for it is stable everywhere.
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ii

Words: 76 Articles: 1
Solution
Words: 76
On , ; on , . On , the identity gives a negative outward component because . On , one has . Finally, the sloping edge has outward normal proportional to , and there
Thus the vector field points inward or is tangent on every edge, so trajectories cannot leave the closed polygon .
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iii

Words: 72 Articles: 1
Solution
Words: 72
The region is compact and positively invariant and contains the unique fixed point. If that fixed point is unstable, choose an initial point in which is not on its stable set. Its nonempty compact -limit set cannot be the fixed point. The Poincare-Bendixson theorem therefore supplies a periodic orbit. Hence a sufficient parameter condition, and the one selected by the preceding analysis, is
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a

Words: 34 Articles: 1

Solution

Words: 34
For unit mass,
where
The Hilbert space is , equivalently the Fock-space completion of the orthonormal number states , .
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b

Words: 170 Articles: 8

i

Words: 25 Articles: 1
Solution
Words: 25
The unperturbed ground state is with energy . Since
the first-order energy correction vanishes and first-order nondegenerate perturbation theory gives
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ii

Words: 36 Articles: 1
Solution
Words: 36
Put . Normalization through order gives
Thus
Tracing over removes the cross terms. The reduced density operator of a weakly coupled oscillator pair is therefore
whose trace is one to the required order.
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iii

Words: 55 Articles: 1
Solution
Words: 55
If the eigenvalues of a density operator are with , then
with equality exactly when one eigenvalue is one, namely for a pure state. In dimension , Cauchy--Schwarz gives , with equality for the maximally mixed state. On an infinite-dimensional space the universal lower bound is zero as an infimum.
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iv

Words: 54 Articles: 1
Solution
Words: 54
The eigenvalues found in part (ii) give the purity of a density operator
The displayed truncation lies between zero and one when . Perturbation theory requires the stronger condition ; the exact coupled oscillator is stable only for . The reduction in purity records entanglement between and .
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a

Words: 26 Articles: 1

Solution

Words: 26
Under the stated potential transformation, set
Then
and
Applying the spatial identity twice proves the Gauge covariance of the Schrödinger equation.
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b

Words: 52 Articles: 1

Solution

Words: 52
Writing , the current is
The two covariant factors acquire opposite phases under a gauge transformation, so is invariant.
Multiply the Schrodinger equation by , subtract its complex conjugate multiplied by , and use
The real scalar-potential terms cancel, leaving
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c

Words: 67 Articles: 1

Solution

Words: 67
The proposed potentials give and . Substituting gives
This is a harmonic oscillator with cyclotron frequency and centre
for as written. Completing the square yields
Thus the Landau levels in crossed electric and magnetic fields retain their oscillator spacing but acquire a linear dependence on , lifting their guiding-centre degeneracy.
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35B (Statistical Physics)

Words: 211 Articles: 13

a

Words: 49 Articles: 1

Solution

Words: 49
At a first-order transition the Gibbs free energy is continuous but a first derivative such as entropy or volume jumps; there is latent heat. At a second-order transition the first derivatives are continuous while a second derivative, such as heat capacity or susceptibility, is discontinuous or divergent, and there is no latent heat.
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b

Words: 30 Articles: 1

Solution

Words: 30
Equality of chemical potentials gives along coexistence. Since
one obtains
Using gives the Clausius-Clapeyron relation
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c

Words: 42 Articles: 1

Solution

Words: 42
With and , the coexistence equation becomes
For constant this integrates to
where is constant. For gas particles, , and therefore
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d

Words: 90 Articles: 6

i

Words: 32 Articles: 1
Solution
Words: 32
In the Dieterici equation, is the excluded volume per particle caused by short-range repulsion. The positive constant measures cohesive attraction, which lowers the pressure through the Boltzmann factor.
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ii

Words: 17 Articles: 1
Solution
Words: 17
At low density,
Hence the second virial coefficient is
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iii

Words: 41 Articles: 1
Solution
Words: 41
At the critical point, . The first logarithmic derivative gives
At a stationary point the second-derivative condition reduces to
Combining the equations gives , and substitution then gives
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36D (Electrodynamics)

Words: 217 Articles: 6

a

Words: 54 Articles: 1

Solution

Words: 54
A dielectric is a medium whose constituent charges become polarized by an applied electric field; it may also acquire a magnetization. Spatial variation of leaves uncompensated dipole charge, giving . Time-dependent polarization transports charge and aligned microscopic current loops contribute magnetization current, giving the bound charge and bound current
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b

Words: 60 Articles: 1

Solution

Words: 60
Split the microscopic sources into free and bound parts and define
Substitution of into Gauss's law gives . Similarly, using in the Ampère-Maxwell equation gives . The homogeneous Maxwell equations are unchanged. Thus
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c

Words: 103 Articles: 1

Solution

Words: 103
Since there are no currents, in each constant-permeability region, while gives . The displayed dipole forms are therefore harmonic. Regularity at the origin and the field at infinity give
For ,
The magnetic spherical-shell matching conditions, continuity of and , give the remaining four equations
The two equations yield
Together with and , these are the requested expressions. Substituting them into the two equations gives a two-by-two linear system for and .
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37B (General Relativity)

Words: 96 Articles: 4

a

Words: 38 Articles: 1

Solution

Words: 38
The Levi-Civita connection is
For , retain only first-order terms in . Substitution into the curvature formula and contraction gives the linearized Ricci tensor and scalar
Hence
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b

Words: 58 Articles: 1

Solution

Words: 58
For the given metric, direct substitution of the stated connection coefficients into the curvature formula leaves
The inverse metric has , and every other Ricci component vanishes, so
Thus the full, nonlinear vacuum Einstein equation is precisely the transverse Laplace equation from a plane-fronted gravitational wave:
The dependence on is unrestricted.
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38C (Fluid Dynamics II)

Words: 143 Articles: 1

Solution

Words: 143
The interface is the material level set . The condition gives
which is the stated equation.
Let the perturbation potentials inside and outside be
Linearizing the kinematic condition at gives
The linearized interior Euler equations give
whereas the stationary exterior gives . Since the basic interior pressure has , pressure continuity on the displaced boundary is
Eliminating and gives the circular vortex-sheet mode relation
so
The mode is a neutral displacement. Every mode has one exponentially growing branch, so the circular interface rolls up through a Kelvin--Helmholtz instability. Its pattern angular velocity is , in the direction of the gyre but slower than the solid-body motion; the disturbances therefore propagate upstream relative to the rotating water.
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39D (Waves)

Words: 183 Articles: 7

a

Words: 48 Articles: 1

Solution

Words: 48
Mass and momentum conservation are
For homentropic ideal-gas flow, and
Combining the two conservation equations then gives
Subtracting the harmless constant proves that each Riemann invariant
is constant on , where .
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b

Words: 135 Articles: 4

i

Words: 86 Articles: 1
Solution
Words: 86
Before characteristics intersect, the right-running compression is a simple wave. The left-running invariant retains its undisturbed value , so
A characteristic emitted by the piston at time carries the constant value and has speed
It therefore has equation
which gives the required parametrization. It applies between the piston and the leading undisturbed characteristic,
for , until the first characteristic intersection; for the gas remains at rest.
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ii

Words: 49 Articles: 1
Solution
Words: 49
Put . A shock formation by characteristic intersection first occurs when the map from emission time to position loses monotonicity:
Thus
For , write to obtain
Minimizing over gives and hence
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40A (Numerical Analysis)

Words: 289 Articles: 11

a

Words: 58 Articles: 1

Solution

Words: 58
The power method starts from and iterates
If the eigenvalue of largest modulus is separated by a spectral gap and the initial vector is nonorthogonal to a corresponding eigenvector, the iterates converge in direction to that eigenvector.
Inverse iteration with shift instead solves
It applies the power method to and therefore finds an eigenvector whose eigenvalue is closest to .
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b

Words: 231 Articles: 8

i

Words: 31 Articles: 1
Solution
Words: 31
The unshifted QR algorithm computes the eigenvalues of . For a real symmetric matrix it drives toward a diagonal or block-diagonal matrix; the accumulated orthogonal factors simultaneously approximate its eigenvectors.
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ii

Words: 80 Articles: 1
Solution
Words: 80
Since ,
Thus every step is an orthogonal similarity, so it preserves eigenvalues and symmetry.
For a symmetric -banded matrix, its subdiagonal entries can be eliminated by Givens rotations ordered along the band. Each rotation creates only the next local bulge; multiplication in reverse order chases that bulge out without creating entries beyond the original upper band. Symmetry supplies the corresponding lower band. This is symmetric bandwidth preservation under QR iteration, and proves that is again -banded.
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iii

Words: 44 Articles: 1
Solution
Words: 44
For the claim is just . If
then , and hence
Induction proves for all .
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iv

Words: 76 Articles: 1
Solution
Words: 76
Let and be the first and last columns of . Since is upper triangular,
Thus is the normalized th power method iterate starting from .
Taking the transpose of and using symmetry gives . Therefore
So the last column is the normalized th inverse iteration iterate with shift zero and starting vector .
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