MATHEMATICAL TRIPOS Part IA

Saturday, 5 June, 2021 10:00am to 1:00pm

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 master 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 master 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 master cover sheet

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
Solve the difference equation

yn+2 − 4yn+1 + 4yn = n

subject to the initial conditions y0 = 1 and y1 = 0.

2A Differential Equations
Let y1 and y2 be two linearly independent solutions to the differential equation

d2 y dy
2
+ p(x) + q(x)y = 0 .
dx dx
Show that the Wronskian W = y1 y20 − y2 y10 satisfies

dW
+ pW = 0 .
dx
Deduce that if y2 (x0 ) = 0 then
Z x
W (t)
y2 (x) = y1 (x) dt .
x0 y1 (t)2

Given that y1 (x) = x3 satisfies the equation

d2 y dy
x2 2
−x − 3y = 0
dx dx
find the solution which satisfies y(1) = 0 and y 0 (1) = 1.

3D Probability
A coin has probability p of landing heads. Let qn be the probability that the
number of heads after n tosses is even. Give an expression for qn+1 in terms of qn . Hence,
or otherwise, find qn .

Part IA, Paper 2

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4F Probability √
Let X be a continuous random variable taking values in [0, 3]. Let the probability
density function of X be
c √
fX (x) = , for x ∈ [0, 3],
1 + x2
where c is a constant.
Find the value of c and calculate the mean, variance and median of X.
[Recall that the median of X is the number m such that P(X 6 m) = 21 .]

Part IA, Paper 2 [TURN OVER]

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SECTION II
5A Differential Equations
For a linear, second order differential equation define the terms ordinary point,
singular point and regular singular point.
For a, b ∈ R and b ∈
/ Z consider the following differential equation

d2 y dy
x + (b − x) − ay = 0 . (∗)
dx2 dx
Find coefficients cm (a, b) such that the function y1 = M (x, a, b), where
∞
X
M (x, a, b) = cm (a, b)xm ,
m=0

satisfies (∗). By making the substitution y = x1−b u(x), or otherwise, find a second linearly
independent solution of the form y2 = x1−b M (x, α, β) for suitable α, β.
Suppose now that b = 1. By considering a limit of the form
y2 − y1
lim ,
b→1 b − 1

or otherwise, obtain two linearly independent solutions to (∗) in terms of M and derivatives
thereof.

Part IA, Paper 2

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6A Differential Equations
By means of the change of variables η = x − t and ξ = x + t, show that the wave
equation for u = u(x, t)
∂2u ∂2u
− 2 =0 (∗)
∂x2 ∂t
is equivalent to the equation
∂2U
=0
∂η ∂ξ
where U (η, ξ) = u(x, t). Hence show that the solution to (∗) on x ∈ R and t > 0, subject
to the initial conditions
∂u
u(x, 0) = f (x), (x, 0) = g(x)
∂t
is Z x+t
1 1
u(x, t) = [f (x − t) + f (x + t)] + g(y) dy .
2 2 x−t

Deduce that if f (x) = 0 and g(x) = 0 on the interval |x − x0 | > r then u(x, t) = 0 on
|x − x0 | > r + t.
Suppose now that y = y(x, t) is a solution to the wave equation (∗) on the finite
interval 0 < x < L and obeys the boundary conditions

y(0, t) = y(L, t) = 0

for all t. The energy is defined by

Z " 2  2 #
L
1 ∂y ∂y
E(t) = + dx .
2 0 ∂x ∂t

By considering dE/dt, or otherwise, show that the energy remains constant in time.

7A Differential Equations
The function θ = θ(t) takes values in the interval (−π, π] and satisfies the differential
equation
d2 θ 2µ sin θ
2
+ (λ − 2µ) sin θ + √ = 0, (∗)
dt 5 + 4 cos θ
where λ and µ are positive constants.
Let ω = θ̇. Express (∗) in terms of a pair of first order differential equations in
(θ, ω). Show that if 3λ < 4µ then there are three fixed points in the region 0 6 θ 6 π.
Classify all the fixed points of the system in the case 3λ < 4µ. Sketch the phase
portrait in the case λ = 1 and µ = 3/2.
Comment briefly on the case when 3λ > 4µ.

Part IA, Paper 2 [TURN OVER]

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8A Differential Equations
For an n × n matrix A, define the matrix exponential by
∞
X Am
exp(A) = ,
m!
m=0

where A0 ≡ I, with I being the n × n identity matrix. [You may assume that
exp((s + t)A) = exp(sA) exp(tA) for real numbers s, t and you do not need to consider
issues of convergence.] Show that

d
exp(tA) = A exp(tA) .
dt
Deduce that the unique solution to the initial value problem
 
y1 (t)
dy  
= Ay, y(0) = y0 , where y(t) =  ...  ,
dt
yn (t)

is y(t) = exp(tA)y0 .
Let x = x(t) and f = f (t) be vectors of length n and A a real n × n matrix. By
considering a suitable integrating factor, show that the unique solution to
dx
− Ax = f , x(0) = x0 (∗)
dt
is given by Z t
x(t) = exp(tA)x0 + exp[(t − s)A]f (s) ds .
0
Hence, or otherwise, solve the system of differential equations (∗) when
     
2 2 −2 sin t 1
A = 5 1 −3 , f (t) = 3 sin t , x0 = 1 .
1 5 −3 0 2

[Hint: Compute A2 and show that A3 = 0.]

Part IA, Paper 2

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9E Probability
(a) (i) Define the conditional probability P(A|B) of the event A given the event B.
Let {Bj : 1 6 j 6 n} be a partition of the sample space such that P(Bj ) > 0
for all j. Show that, if P(A) > 0,

P(A|Bj )P(Bj )
P(Bj |A) = Pn .
k=1 P(A|Bk )P(Bk )

(ii) There are n urns, the rth of which contains r − 1 red balls and n − r blue
balls. Alice picks an urn (uniformly) at random and removes two balls
without replacement. Find the probability that the first ball is blue, and
the conditional probability that the secondPball is blue, given that the first is
blue. [You may assume, if you wish, that n−1 1
i=1 i(i − 1) = 3 n(n − 1)(n − 2).]

(b) (i) What is meant by saying that two events A and B are independent? Two
fair (6-sided) dice are rolled. Let At be the event that the sum of the
numbers shown is t, and let Bi be the event that the first die shows i. For
what values of t and i are the two events At and Bi independent?

(ii) The casino at Monte Corona features the following game: three coins each
show heads with probability 3/5 and tails otherwise. The first counts 10
points for a head and 2 for a tail; the second counts 4 points for both a head
and a tail; and the third counts 3 points for a head and 20 for a tail. You
and your opponent each choose a coin. You cannot both choose the same
coin. Each of you tosses your coin once and the person with the larger score
wins the jackpot. Would you prefer to be the first or the second to choose
a coin?

Part IA, Paper 2 [TURN OVER]

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10E Probability
(a) Alanya repeatedly rolls a fair six-sided die. What is the probability that the
first number she rolls is a 1, given that she rolls a 1 before she rolls a 6?
(b) Let (Xn )n>0 be a simple symmetric random walk on the integers starting at
x ∈ Z, that is, 
Px if n = 0
Xn = ,
x + ni=1 Yi if n > 1
where (Yn )n>1 is a sequence of IID random variables with P(Yn = 1) = P(Yn = −1) = 21 .
Let T =min{n > 0 : Xn = 0} be the time that the walk first hits 0.

(i) Let n be a positive integer. For 0 < x < n, calculate the probability that
the walk hits 0 before it hits n.

(ii) Let x = 1 and let A be the event that the walk hits 0 before it hits 3. Find
P(X1 = 0|A). Hence find E(T |A).

(iii) Let x = 1 and let B be the event that the walk hits 0 before it hits 4. Find
E(T |B).

11D Probability
Let ∆ be the disc of radius 1 with centre at the origin O. Let P be a random point
uniformly distributed in ∆. Let (R, Θ) be the polar coordinates of P . Show that R and
Θ are independent and find their probability density functions fR and fΘ .
Let A, B and C be three random points selected independently and uniformly in
∆. Find the expected area of triangle OAB and hence find the probability that C lies in
the interior of triangle OAB.
Find the probability that O, A, B and C are the vertices of a convex quadrilat-
eral.

Part IA, Paper 2

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12F Probability
State and prove Chebyshev’s inequality.
Let (Xi )i>1 be a sequence of independent, identically distributed random variables
such that
P(Xi = 0) = p and P(Xi = 1) = 1 − p
for some p ∈ [0, 1], and let f : [0, 1] → R be a continuous function.

(i) Prove that   

X1 + · · · + Xn
Bn (p) := E f
n
is a polynomial function of p, for any natural number n.

(ii) Let δ > 0. Prove that

X  n 1
pk (1 − p)n−k 6 ,
k 4nδ 2
k∈Kδ

where Kδ is the set of natural numbers 0 6 k 6 n such that |k/n − p| > δ.

(iii) Show that

sup |f (p) − Bn (p)| → 0
p∈[0,1]

as n → ∞. [You may use without proof that, for any  > 0, there is a δ > 0
such that |f (x) − f (y)| 6  for all x, y ∈ [0, 1] with |x − y| 6 δ.]

END OF PAPER

Part IA, Paper 2