Mathematical Tripos Part IA

MATHEMATICAL TRIPOS
Friday 30 May 2003
Part IA
1.30 to 4.30
PAPER 2
Before you begin read these instructions carefully.

Each question in Section II carries twice the credit of each question in Section I. In
Section I, you may attempt all four questions. In Section II, at most five answers
will be taken into account and no more than three answers on each course will be
taken into account.
Complete answers are preferred to fragments.
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:

Tie up your answers in bundles, marked D and F according to the code letter affixed
to each question. Attach a blue cover sheet to each bundle; write the code letter in
the box marked SECTION on the cover sheet. Do not tie up questions from Section
I and Section II in separate bundles.
You must also complete a green master cover sheet listing all the questions you have
attempted.
Every cover sheet must bear your examination number and desk number.
You may not start to read the questions

printed on the subsequent pages until
instructed to do so by the Invigilator.
SECTION I
1D
Differential Equations
Consider the equation
dy
= 1 y2 .
()
dx
Using small line segments, sketch the flow directions in x > 0, 2 6 y 6 2 implied by
the right-hand side of (). Find the general solution
(i) in |y| < 1 ,
(ii) in |y| > 1 .
Sketch a solution curve in each of the three regions y > 1 , |y| < 1, and y < 1 .
2D
Consider the differential equation
dx
+ Kx = 0 ,
dt
where K is a positive constant. By using the approximate finite-difference formula

dxn
xn+1 xn1
=
,
dt
2t
where t is a positive constant, and where xn denotes the function x(t) evaluated at t = nt
for integer n, convert the differential equation to a difference equation for xn .
Solve both the differential equation and the difference equation for general initial
conditions. Identify those solutions of the difference equation that agree with solutions
of the differential equation over a finite interval 0 6 t 6 T in the limit t 0, and
demonstrate the agreement. Demonstrate that the remaining solutions of the difference
equation cannot agree with the solution of the differential equation in the same limit.
[You may use the fact that, for bounded |u|,
3F
1/
lim (1 + u)
0
= eu . ]
Probability
(a) Define the probability generating function of a random variable. Calculate the
probability generating function of a binomial random variable with parameters n and p,
and use it to find the mean and variance of the random variable.
(b) X is a binomial random variable with parameters n and p, Y is a binomial
random variable with parameters m and p, and X and Y are independent. Find the
distribution of X + Y ; that is, determine P {X + Y = k} for all possible values of k.
Paper 2
3
4F
Probability
The random variable X is uniformly distributed on the interval [0, 1]. Find the
distribution function and the probability density function of Y , where
Y =
Paper 2
3X
.
1X
[TURN OVER
SECTION II
5D
(a) Show that if (x, y) is an integrating factor for an equation of the form
f (x, y) dy + g(x, y) dx = 0
then (f )/x = (g)/y .

Consider the equation
cot x dy tan y dx = 0
in the domain 0 6 x 6 12 , 0 6 y 6 12 . Using small line segments, sketch the flow
directions in that domain. Show that sin x cos y is an integrating factor for the equation.
Find the general solution of the equation, and sketch the family of solutions that occupies
the larger domain 12 6 x 6 12 , 12 6 y 6 12 .
(b) The following example illustrates that the concept of integrating factor extends
to higher-order equations. Multiply the equation
"
d2y
y 2 +
dx
dy
dx
2 #
cos2 x = 1
d
h(x, y) = 0, for some function h(x, y)
dx
to be determined. Find a particular solution y = y(x) such that y(0) = 0 with dy/dx
finite at x = 0 , and sketch its graph in 0 6 x < 12 .
by sec2 x , and show that the result takes the form
Paper 2
5
6D
Define the Wronskian W (x) associated with solutions of the equation
d2 y
dy
+ p(x)
+ q(x)y = 0
dx2
dx
and show that

W (x) exp
Rx
p( ) d
Evaluate the expression on the right when p(x) = 2/x.

Given that p(x) = 2/x and that q(x) = 1, show that solutions in the form of
power series,
y = x
an xn
(a0 6= 0) ,
n=0
can be found if and only if = 0 or 3. By constructing and solving the appropriate

recurrence relations, find the coefficients an for each power series.
You may assume that the equation is satisfied by y = cosh x x sinh x and by
y = sinh xx cosh x . Verify that these two solutions agree with the two power series found
previously, and that they give the W (x) found previously, up to multiplicative constants.
[Hint: cosh x = 1 +
Paper 2
x4
x3
x5
x2
+
+ ... , sinh x = x +
+
+ ... . ]
2!
4!
3!
5!
[TURN OVER
6
7D
Consider the linear system
x(t)
Ax(t) = z(t)
where the n-vector z(t) and the n n matrix A are given; A has constant real entries,
and has n distinct eigenvalues 1 , 2 , ..., n and n linearly independent eigenvectors
a1 , a2 , ..., an . Find the complementary function. Given a particular integral xp (t), write
down the general solution. In the case n = 2 show that the complementary function is
purely oscillatory, with no growth or decay, if and only if
trace A = 0
and
det A > 0 .
Consider the same case n = 2 with trace A = 0 and det A > 0 and with
z(t) = a1 exp(i1 t) + a2 exp(i2 t) ,
where 1 , 2 are given real constants. Find a particular integral when
(i) i1 6= 1 and i2 6= 2 ;
(ii) i1 6= 1 but i2 = 2 .
In the case

A =

with z(t) =
1
5
2
1

1
2
exp(3it), find the solution subject to the initial condition x =
0
3i 1
at t = 0.
Paper 2
7
8D
For all solutions of
x =
1
2 x
+ y 2y 3 ,
y = x
show that dK/dt = x2 where
K = K(x, y) = x2 + y 2 y 4 .
In the case = 0, analyse the properties of the critical points and sketch the
phase portrait, including the special contours for which K(x, y) = 14 . Comment on the
asymptotic behaviour, as t , of solution trajectories that pass near each critical
point, indicating whether or not any such solution trajectories approach from, or recede
to, infinity.
Briefly discuss how the picture changes when is made small and positive, using
your result for dK/dt to describe, in qualitative terms, how solution trajectories cross
K-contours.
9F
Probability
State the inclusion-exclusion formula for the probability that at least one of the
events A1 , A2 , . . . , An occurs.
After a party the n guests take coats randomly from a pile of their n coats. Calculate
the probability that no-one goes home with the correct coat.
Let p(m, n) be the probability that exactly m guests go home with the correct
coats. By relating p(m, n) to p(0, n m), or otherwise, determine p(m, n) and deduce that
lim p(m, n) =
Paper 2
1
.
em!
[TURN OVER
8
10F Probability
The random variables X and Y each take values in {0, 1}, and their joint distribution p(x, y) = P {X = x, Y = y} is given by
p(0, 0) = a,
p(0, 1) = b,
p(1, 0) = c,
p(1, 1) = d .
Find necessary and sufficient conditions for X and Y to be

(i) uncorrelated;
(ii) independent.
Are the conditions established in (i) and (ii) equivalent?
11F Probability
A laboratory keeps a population of aphids. The probability of an aphid passing
a day uneventfully is q < 1. Given that a day is not uneventful, there is probability r
that the aphid will have one offspring, probability s that it will have two offspring and
probability t that it will die, where r + s + t = 1. Offspring are ready to reproduce
the next day. The fates of different aphids are independent, as are the events of different
days. The laboratory starts out with one aphid.
Let X1 be the number of aphids at the end of the first day. What is the expected
value of X1 ? Determine an expression for the probability generating function of X1 .
Show that the probability of extinction does not depend on q, and that if 2r+3s 6 1
then the aphids will certainly die out. Find the probability of extinction if r = 1/5, s = 2/5
and t = 2/5.
[Standard results on branching processes may be used without proof, provided that
they are clearly stated.]
12F Probability
Planet Zog is a ball with centre O. Three spaceships A, B and C land at random
on its surface, their positions being independent and each uniformly distributed on its
surface. Calculate the probability density function of the angle AOB formed by the
lines OA and OB.
Spaceships A and B can communicate directly by radio if AOB < /2, and
similarly for spaceships B and C and spaceships A and C. Given angle AOB = < /2,
calculate the probability that C can communicate directly with either A or B. Given angle
AOB = > /2, calculate the probability that C can communicate directly with both A
and B. Hence, or otherwise, show that the probability that all three spaceships can keep in
in touch (with, for example, A communicating with B via C if necessary) is ( + 2)/(4).
Paper 2

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MATHEMATICAL TRIPOS

Friday 30 May 2003

Before you begin read these instructions carefully.

At the end of the examination:

You may not start to read the questions

where K is a positive constant. By using the approximate finite-difference formula

then (f )/x = (g)/y .

and show that

Evaluate the expression on the right when p(x) = 2/x.

can be found if and only if = 0 or 3. By constructing and solving the appropriate

Find necessary and sufficient conditions for X and Y to be

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