Solution

ID: past-exam-of-the-algebra-1-and-differential-equations-1-course-of-the-university-of-oxford/2014/6/e/i/solution

For fixed frequency , the Fourier transform of a derivative gives . The transformed initial value problem is therefore
Solving this scalar ordinary differential equation yields
where the value at is interpreted by continuity and equals two. Thus diffusion suppresses high frequencies by the Gaussian multiplier while preserving the zero-frequency mass.
The differentiation and transform steps are justified for the heat kernel solution : for positive time its spatial derivatives are integrable, since Gaussian derivatives are integrable and is bounded with compact support. Alternatively, the transformed calculation first suggests the formula, and the next part verifies the resulting solution directly.

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