S.-T.

Yau College Student Mathematics Contests 2011

Analysis and Dierential Equations
Team
9:0012:00 am, July 9, 2011
(Please select 5 problems to solve)
1. Let H
2
() be the space of holomorphic functions in the unit disk
= {|z| < 1} such that

|f|
2
|dz|
2
< . Prove that H
2
() is a
Hilbert space and that for any r < 1, the map T : H
2
() H
2
()
given by Tf(z) := f(rz) is a compact operator.
2. For any continuous function f(z) of period 1, show that the equation
d
dt
= 2 + f(t)
has a unique solution of period 1.
3. Let h(x) be a C

function on the real line R. Find a C

function
u(x, y) on an open subset of R containing the x-axis such that u
x
+
2u
y
= u
2
and u(x, 0) = h(x).
4. Let S = {x R | |x
p
q
| c/q
3
, for all p, q Z, q > 0, c > 0}, show
that S is uncountable and its measure is zero.
5. Let sl(n) denote the set of all n n real matrices with trace equal
to zero and let SL(n) be the set of all n n real matrices with deter-
minant equal to one. Let (z) be a real analytic function dened in a
neighborhood of z = 0 of the complex plane C satisfying the conditions
(0) = 1 and

(0) = 1.
(a) If maps any near zero matrix in sl(n) into SL(n) for some n 3,
show that (z) = exp(z).
(b)Is the conclusion of (a) still true in the case n = 2? If it is true,
prove it. If not, give a counterexample.
6. Use mathematical analysis to show that:
(a) e and are irrational numbers;
(b) e and are also transcendental numbers.
1
S.-T. Yau College Student Mathematics Contests 2011
Applied Math., Computational Math.,
Probability and Statistics
Team
9:0012:00 am, July 9, 2011
(Please select 5 problems to solve)
1. Let A be an N-by-N symmetric positive denite matrix. The con-
jugate gradient method can be described as follows:
r
0
= b Ax
0
, p
0
= r
0
, x
0
= 0
FOR n = 0, 1, . . .

n
= r
n

2
2
/(p
T
n
Ap
n
)
x
n+1
= x
n
+
n
p
n
r
n+1
= r
n

n
Ap
n

n
= r
T
k+1
Ap
k
/p
T
k
Ap
k
p
n+1
= r
n+1
+
n
p
n
END FOR
Show
(a)
n
minimizes f(x
n
+p
n
) for all R where
f(x)
1
2
x
T
Ax b
T
x.
(b) p
T
i
r
n
= 0 for i < n and p
T
i
Ap
j
= 0 if i = j.
(c) Span{p
0
, p
1
, . . . , p
n1
}= Span{r
0
, r
1
, . . . , r
n1
} K
n
.
(d) r
n
is orthogonal to K
n
.
2. We use the following scheme to solve the PDE u
t
+u
x
= 0:
u
n+1
j
= au
n
j2
+bu
n
j1
+cu
n
j
where a, b, c are constants which may depend on the CFL number =
t
x
. Here x
j
= jx, t
n
= nt and u
n
j
is the numerical approximation
to the exact solution u(x
j
, t
n
), with periodic boundary conditions.
(i) Find a, b, c so that the scheme is second order accurate.
(ii) Verify that the scheme you derived in Part (i) is exact (i.e. u
n
j
=
u(x
j
, t
n
)) if = 1 or = 2. Does this imply that the scheme is stable
for 2? If not, nd
0
such that the scheme is stable for
0
.
Recall that a scheme is stable if there exist constants M and C, which
are independent of the mesh sizes x and t, such that
u
n
Me
CT
u
0

for all x, t and n such that t

n
T. You can use either the L

norm or the L
2
norm to prove stability.
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Applied Math. Prob. Stat., 2011-Team 2
3. Let X and Y be independent random variables, identically dis-
tributed according to the Normal distribution with mean 0 and variance
1, N(0, 1).
(a) Find the joint probability density function of (R, ), where
R = (X
2
+Y
2
)
1/2
and = arctan(Y/X).
(b) Are R and independent? Why, or why not?
(c) Find a function U of R which has the uniform distribution on
(0, 1), Unif(0, 1).
(d) Find a function V of which is distributed as Unif(0,1).
(e) Show how to transform two independent observations U and V
from Unif(0,1) into two independent observations X, Y from
N(0, 1).
4. Let X be a random variable such that E[|X|] < . Show that
E[|X a|] = inf
xR
E[|X x|],
if and only if a is a median of X.
5. Let Y
1
, . . . , Y
n
be iid observations from the distribution f(x ),
where is unknown and f( ) is probability density function symmetric
about zero.
Suppose a priori that has the improper prior Lebesgue (at)
on (, ). Write down the posterior distribution of .
Provides some arguments to show that this at prior is noninforma-
tive.
Show that with the posterior distribution in (a), a 95% probability
interval is also a 95% condence interval.
6. Suppose we have two independent random samples {Y
1
, i = 1, . . . , n}
from Poisson with (unknown) mean
1
and {Y
i
, i = n+1, . . . , 2n} from
Poisson with (unknown) mean
2
Let =
1
/(
1
+
2
).
(a) Find an unbiased estimator of
(b) Does your estimator have the minimum variance among all un-
biased estimators? If yes, prove it. If not, nd one that has the
minimum variance (and prove it).
(c) Does the unbiased minimum variance estimator you found at-
tain the Fisher information bound? If yes, show it. If no, why
not?
S.-T. Yau College Student Mathematics Contests 2011
Geometry and Topology
Team
9:0012:00 am, July 9, 2011
(Please select 5 problems to solve)
1. Suppose K is a nite connected simplicial complex. True or false:
a) If
1
(K) is nite, then the universal cover of K is compact.
b) If the universal cover of K is compact then
1
(K) is nite.
2. Compute all homology groups of the the m-skeleton of an n-simplex,
0 m n.
3. Let M be an n-dimensional compact oriented Riemannian manifold
with boundary and X a smooth vector eld on M. If n is the inward
unit normal vector of the boundary, show that

M
div(X) dV
M
=

M
X n dV
M
.
4. Let F
k
(M) be the space of all C

k-forms on a dierentiable man-

ifold M. Suppose U and V are open subsets of M.
a) Explain carefully how the usual exact sequence
0 F(U V ) F(U) FV ) F(U V ) 0
arises.
b) Write down the long exact sequence in de Rham cohomology as-
sociated to the short exact sequence in part (a) and describe explicitly
how the map
H
k
deR
(U V ) H
k+1
deR
(U V )
arises.
5. Let M be a Riemannian n-manifold. Show that the scalar curvature
R(p) at p M is given by
R(p) =
1
vol(S
n1
)

S
n1
Ric
p
(x)dS
n1
,
where Ric
p
(x) is the Ricci curvature in direction x S
n1
T
p
M,
vol(S
n1
) is the volume of S
n1
and dS
n1
is the volume element of
S
n1
.
1
Geometry and Topology, 2011-Team 2
6. Prove the Schurs Lemma: If on a Riemannian manifold of dimension
at least three, the Ricci curvature depends only on the base point but
not on the tangent direction, then the Ricci curvature must be constant
everywhere, i.e., the manifold is Einstein.
S.-T. Yau College Student Mathematics Contests 2011
Algebra, Number Theory and
Combinatorics
Team
9:0012:00 pm, July 9, 2011
(Please select 5 problems to solve)
For the following problems, every example and statement must be
backed up by proof. Examples and statements without proof will re-
ceive no-credit.
1. Let F be a eld and

F the algebraic closure of F. Let f(x, y) and
g(x, y) be polynomials in F[x, y] such that g.c.d.(f, g) = 1 in F[x, y].
Show that there are only nitely many (a, b)

F
2
such that f(a, b) =
g(a, b) = 0. Can you generalize this to the cases of more than two-
variables?
2. Let D be a PID, and D
n
the free module of rank n over D. Then
any submodule of D
n
is a free module of rank m n.
3. Identify pairs of integers n = m Z
+
such that the quotient rings
Z[x, y]/(x
2
y
n
)

= Z[x, y]/(x
2
y
m
); and identify pairs of integers
n = m Z
+
such that Z[x, y]/(x
2
y
n
)

= Z[x, y]/(x
2
y
m
).
4. Is it possible to nd an integer n > 1 such that the sum
1 +
1
2
+
1
3
+
1
4
+ +
1
n
is an integer?
5. Recall that F
7
is the nite eld with 7 elements, and GL
3
(F
7
) is the
group of all invertible 3 3 matrices with entries in F
7
.
(a) Find a 7-Sylow subgroup P
7
of GL
3
(F
7
).
(b) Determine the normalizer subgroup N of the 7-Sylow subgroup
you found in (a).
(c) Find a 2-Sylow subgroup of GL
3
(F
7
).
6. For a ring R, let SL
2
(R) denote the group of invertible 22 matrices.
Show that SL
2
(Z) is generated by T =

1 1
0 1

and S =

0 1
1 0

.
What about SL
2
(R)?
1