The best place to start is Oxford's official information on preparing for interviews. But after you've looked there, read on to hear some students talk about their Mathematics interviews.
For my first interview I was given a sheet of six questions to answer before I went in. In the interview we talked through as many questions as I could solve and then expanded slightly on them. For example, the interviewer proposed a different method of solving one question and the coaxed me through the solution.
My other two interviews were also problem-based. We barely talked about my personal statement and focused primarily on questions. They both had the same format; I would be given a question and asked to solve it. When I got stuck they would give me help and when I got an answer wrong they would point it out.
First interview: Mainly geometry, with a few basic questions on number theory. The interview progressed from a basic proof by contradiction to some fairly simple geometric problems, which were built upon further. The questions became more difficult, but certainly within the reach of an able mathematician, and I never really felt out of my depth.
Second interview: Number theory, with some tricky calculus. I found this interview fairly comfortable, with the number theory questions building upon previous knowledge from school. However, the final question stumped me a bit and was a simple yet difficult to spot integration by substitution where the answer fell out very nicely from that. During the 10 minute struggle to answer the question, I was given several hints and it did really help to talk out loud about my thought process, since this meant the tutors could assist me more easily.
Third interview: Number theory and 3D geometry. This was easily my best interview, again it started off fairly easily but, with the encouragement of the tutors, I was able to answer tougher questions. The geometry question looked very difficult at first, but one observation helped me to simplify the problem greatly and it became a fairly straightforward A-level standard problem.
Overall I really enjoyed the interviews, and the time in Oxford. I felt the problems engaged me sufficiently, and were not too out-of-reach, and it was a privilege to have mathematical discussions with some of the best tutors in the world. To prospective students I would say: relax and take your time because the tutors don't expect you to know what to do straight away; have a practise interview with a schoolteacher so that you are used to an interview environment; and finally I wouldn't advise spending too much time 'revising' your personal statement because the tutors are more interested in your maths!
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