MAT0

MATHEMATICAL TRIPOS Part IA

Friday, 31 May, 2024 1.30pm to 4:30pm

PAPER 2
Before you begin read these instructions carefully
The examination paper is divided into two sections. Each question in Section II
carries twice the number of marks of each question in Section I. Section II questions
also carry an alpha or beta quality mark and Section I questions carry a beta quality
mark.
Candidates may obtain credit from attempts on all four questions from Section I
and at most five questions from Section II. Of the Section II questions, no more
than three may be on the same course.

Write on one side of the paper only and begin each answer on a separate sheet.
Write legibly; otherwise you place yourself at a grave disadvantage.

At the end of the examination:

Separate your answers to each question.
Complete a gold cover sheet for each question that you have attempted, and place
it at the front of your answer to that question.
Complete a green main cover sheet listing all the questions that you have
attempted.
Every cover sheet must also show your Blind Grade Number and desk
number.
Tie up your answers and cover sheets into a single bundle, with the main cover
sheet on the top, and then the cover sheet and answer for each question, in the
numerical order of the questions.

STATIONERY REQUIREMENTS
Gold cover sheets
Green main cover sheet
Treasury tag

You may not start to read the questions

printed on the subsequent pages until
instructed to do so by the Invigilator.
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SECTION I
1A Differential Equations
(a) Find all solutions of the differential equation for y(x)

xyy ′′ − xy ′2 = yy ′ .

[Hint: you may find the substitution z(x) = y ′ (x)/y(x) helpful.]

(b) For n ̸= 0, 1, show that the substitution z = y 1−n transforms the differential
equation for y(x)
y ′ + P (x)y = Q(x)y n
into a linear differential equation that you should state explicitly.
Hence, or otherwise, solve the differential equation for x(t) > 0
1 3 √
√ ẋ = 2te−t − 6t2 x
x

subject to the condition x(1) = 4.

2A Differential Equations
A real-valued function f (x) is differentiable on some interval (−a, a). For any
x, y ∈ (−a, a) such that x + y ∈ (−a, a), the equality

f (x) + f (y)
f (x + y) =
1 − f (x)f (y)

holds.

(i) Show that f (0) = 0.

(ii) By considering the definition of the derivative as a limit, or otherwise, show that
there exists a number C such that f ′ (x) = C(1 + f 2 (x)) everywhere on the interval
(−a, a).

(iii) Hence find the most general form of f (x). Also, find f (x) that satisfies f ′ (0) = 2.

Part IA, Paper 2

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3F Probability
(a) State Markov’s inequality. Prove that for any random variable X and any t > 0,

P(X ⩾ x) ⩽ e−tx MX (t) ,

where MX (t) = E(etX ) is the moment generating function of X.

(b) Let X1 , X2 , . . . , Xn be i.i.d. Poisson random variables with mean 1. Let
S = X1 + · · · + Xn .

(i) Compute the moment generating function of S. Find the distribution of S.

(ii) Prove that

P(S ⩾ 2n) ⩽ (e/4)n .

[You may use the fact that the moment generating function MX (t) of a Poisson random
t
variable X with mean λ is eλ(e −1) .]

4F Probability
Let (X1 , X2 ) have a bivariate normal distribution with E(Xi ) = µi , var(Xi ) = σi2
for i = 1, 2 and corr(X1 , X2 ) = ρ.

(a) Write down the joint probability density function of (X1 , X2 ).

(b) Find the conditional probability density function of X1 |X2 .

(c) If σ1 = σ2 = σ, show that X1 + X2 and X1 − X2 are independent random variables.

Find their distributions.

Part IA, Paper 2 [TURN OVER]

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SECTION II
5A Differential Equations
Let φ1 (x) and φ2 (x) be non-trivial solutions of the equations

φ′′1 + q1 (x)φ1 = 0

and
φ′′2 + q2 (x)φ2 = 0,
where q1 (x) and q2 (x) are continuous functions such that q1 (x) ⩽ q2 (x) for all x.

(i) Let x1 and x2 with x1 < x2 be consecutive zeroes of φ1 . By considering

Z x2
(q1 (x) − q2 (x))φ1 (x)φ2 (x) dx
x1

or otherwise, show that if both φ1 (x) and φ2 (x) are strictly positive on (x1 , x2 ) then
q1 (x) ≡ q2 (x) on (x1 , x2 ).

(ii) Hence prove that between any two consecutive zeroes x1 and x2 of φ1 (x), there
exists at least one zero of φ2 (x), unless q1 (x) ≡ q2 (x) on (x1 , x2 ).

(iii) Hence show that any solution of the equation

y ′′ + (2 + cos 3x)y = 0

has at least one zero on the interval [−1, π − 1].

(iv) Show that each non-trivial solution of the equation

p
1 + x3 y ′′ + y = 0

has at most one zero on the interval [2, 6].

Part IA, Paper 2

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6A Differential Equations
Define the generating function G(x) for a difference equation F (un , un−1 , . . . , u0 ) = 0
as
G(x) = u0 + u1 x + u2 x2 + · · · .

(a) Consider the difference equation un + un−1 − 6un−2 = n for n ⩾ 2. Find the
solution of this equation, given u0 = 0, u1 = 2.
Show that
x
(1 + x − 6x2 )G(x) = x +
(1 − x)2
and use this expression to find the power series expansion of G(x). Verify that this
expansion is consistent with the un determined directly above.
1
[Hint: it may be helpful to note that 1 + 2x + 3x2 + 4x3 + · · · = (1−x)2
.]
(b) Find the generating function G(x) for the difference equation
jnk
un − 2un−1 = , n ⩾ 1, u0 = 1,
2
where ⌊ n2 ⌋ is the greatest integer less than or equal to n
2. Hence solve this equation.

Part IA, Paper 2 [TURN OVER]

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7A Differential Equations
Consider the following system of equations involving two functions, x(t) and y(t):

ẋ = y + kx(x2 + y 2 ),
ẏ = −x + ky(x2 + y 2 ),

where k is a constant.

(i) Show that there exists a function F (x(t), y(t)) (which you should state explicitly in
terms of x(t) and y(t)) such that

dF
= 2kF 2 .
dt
Solve this equation assuming that F = 1 at t = 0.

(ii) Find the equilibrium point of this system and show that the linearised system has
a centre at this point. Taking into account the nonlinear terms, deduce for which
values of k this equilibrium point is stable, and why. Do the trajectories rotate
clockwise or anticlockwise as t increases, and why?

(iii) By changing variables to polar coordinates, via x(t) = r(t) cos θ(t) and y(t) =
r(t) sin θ(t), find f (r) and g(θ) such that

ṙ = f (r),
θ̇ = g(θ).

Integrate these equations to find r(t) and θ(t) if r(0) = 1 and θ(0) = 0.

(iv) Now the system is modified to:

ẋ = y + x − 2x(x2 + y 2 ),
ẏ = −x + y − 2y(x2 + y 2 ).

At t = 0, the system is at a point on the circle x2 + y 2 = 1. Determine x2 + y 2 as a

function of t. Find limt→∞ (x2 + y 2 ).

Part IA, Paper 2

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8A Differential Equations
The dynamicspof a gas is described by a partial differential equation for the complex
function ψ(x, t) = ρ(x, t) exp[iS(x, t)] as

∂ψ ∂2ψ
−2i = + (1 − |ψ|2 )ψ. (∗)
∂t ∂x2
Let v(x, t) = ∂S/∂x.

(i) Determine the real-valued equations describing the gas dynamics in terms of ρ and
v as
∂ρ ∂A
= ,
∂t ∂x
∂v ∂B ∂C
= + ,
∂t ∂x ∂x
where you should specify the functions A that depends only on ρ and v, B that
depends only on ρ and its derivatives in x, and C that depends only on v.
p
(ii) Write down the ordinary differential equation for a(x) = ρ(x, t) in the case of a
stationary gas (S = constant). What is the constant solution a(x) = d > 0 of this
equation?

(iii) There are solutions of (∗) of the form ψ(x, t) = ψ0 (ξ) where ξ = x − U t with U a
constant satisfying 0 ⩽ U < √12 . Determine the ordinary differential equation that
√
ψ0 (ξ) satisfies if it is known that Im(ψ0 (ξ)) = 2U for all ξ and |ψ0 (ξ)| → d as
ξ → ±∞.

(iv) Plot |ψ0 (ξ)|2 for the solutions when U = 0 and when U = 1/2 as a function of ξ,
and discuss how these solutions evolve in time.

Part IA, Paper 2 [TURN OVER]

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9F Probability
Let S1 , S2 , . . . be independent exponential random variables with means E(Si ) =
1/qi for i = 1, 2, . . .. Let T = min{S1 , S2 , . . . , Sn } and let K be the value of i for which
Si = T .

(i) Find P(K = k, T ⩾ t) for k ∈ {1, 2, . . . , n}, t ⩾ 0.

(ii) Find the distributions of the random variables K and T . Show that K and T are
independent.

Now assume that qi = 1 for all i = 1, 2, . . ..

Pn
(iii) Show that for all n ⩾ 1, the probability density function of Xn = i=1 Si is given
by
xn−1 −x
f (x) = e , x > 0.
(n − 1)!

(iv) Let N be a geometric random variable independent of the sequence S1 , S2 , . . ., with

P(N = n) = p(1 − p)n−1 for n = 1, 2, . . .. Define
N
X
Y = Si .
i=1

Find E(eθY ) for θ < p. Hence or otherwise, find the distribution of Y .

[You may use the fact that the moment generating function MX (t) of an exponential
random variable X with mean 1/λ is λ/(λ − t) for t < λ.]

Part IA, Paper 2

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10F Probability
A fair n-sided die is rolled repeatedly so that each roll is independent. We say a
match occurs if the face i appears on the i-th roll.

(i) Find the probability pn that at least one match occurs in the first n rolls. What is
the value of limn→∞ pn ?

Now let Tn be the minimum number of rolls required until all the n faces have appeared
at least once.

(ii) Show that Tn is the sum of n independent geometric random variables.

(iii) Find the expectation E(Tn ).

P∞
(iv) Find the variance var(Tn ). Show that var(Tn ) ⩽ Cn2 where C = i=1 i
−2 .

[You may use the fact that the variance of a geometric random variable of parameter
p is (1 − p)/p2 .]

(v) Show that for any ε > 0 we have

 
Tn
lim P − 1 > ε = 0.
n→∞ n log n
P
[You may use the fact that ni=1 i−1 / log n → 1 as n → ∞. You may use standard
inequalities from lectures if you state them clearly.]

Part IA, Paper 2 [TURN OVER]

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11F Probability
Let (Sn : n ⩾ 0) be a simple random walk on Z with S0 = 0 and P(Sn −Sn−1 = 1) = p
and P(Sn − Sn−1 = −1) = q = 1 − p for all n ⩾ 1.

(i) Find the distribution of Sn .

(ii) Find bn , cn so that  

Sn − bn
P ⩽x → Φ(x)
cn
as n → ∞, where Φ is the standard normal distribution function.
[You may quote standard results from lectures.]

From now on, assume that p = q = 1/2.

(iii) Let T be the random number of steps taken by the random walk until it first hits
−a or b for some a, b ∈ N. Find E(T ).

(iv) Let Vn be the number of visits to the origin until time n, that is, Vn =
|{0 ⩽ i ⩽ n : Si = 0}|. Using Stirling’s formula or otherwise, prove that there exists
some c > 0 such that √
E(V2n ) ⩾ c n
for all n.

Part IA, Paper 2

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12F Probability
A graph on a set V is a set of some unordered pairs of (distinct) elements of V : we
call these the edges of the graph and the elements of V are called the vertices. The degree
of a vertex is the number of edges that contain it.
We form a random graph with n vertices v1 , v2 , . . . , vn by including the edge vi vj
with probability p for all i ̸= j independently.

(i) Find the distribution of the degree of the vertex vi .

We call a vertex isolated if its degree is 0. Let N be the number of isolated vertices.

(ii) Find the expectation E(N ).

(iii) Let p = c log n/n. Show that if c > 1, then P(N = 0) → 1 as n → ∞.

(iv) Show that if p is such that var(N )/E(N )2 → 0 as n → ∞, then P(N = 0) → 0 as

n → ∞.

(v) Find E(N 2 ). Now let p = c log n/n with c < 1. Show that P(N = 0) → 0 as n → ∞.

[You may want to use the inequalities e−x ⩾ 1−x for all x; and for any α > 1, e−αx ⩽ 1−x
for all x ⩾ 0 small enough (depending on α). You may use standard inequalities from
lectures if you state them clearly.]

END OF PAPER

Part IA, Paper 2