Solution

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

Insert part (i) in the inverse Fourier transform. The factor two in cancels half of the inverse normalization:
The integrand has a removable singularity at zero. For , the Gaussian controls every polynomial factor at infinity, so differentiation under the integral is valid. Differentiation in and twice in both multiply the integrand by , proving .
There is also a direct physical-space representation:
Since has integral one, write
The continuous compactly supported profile is uniformly continuous. Given , choose so its change is below for . That part of the integral is bounded by . The other part is bounded by , which tends to zero by the substitution and the vanishing tails of the Gaussian integral. This proves uniformly as and verifies the initial condition.
Thus the formula supplies the full heat evolution of a triangular profile, including the corner points of the initial profile. Positive time immediately smooths those corners.
Figure 1.
The triangular initial profile smooths and spreads under heat flow
. Original plots of the initial triangular profile and its convolution with the Gaussian heat kernel at three positive times. Each curve has total integral two on the real line. Details.

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