Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2013/iii/paper-6/2/a/solution

For a linear spatial operator, let denote the formal homogeneous evolution from time to time , satisfying and . This also allows time-dependent coefficients in the spatial operator. The Duhamel principle states
Differentiation of the integral contributes at its upper endpoint and times the integral, while the initial value is . If is time-independent, one writes . The principle uses linearity; an arbitrary nonlinear differential operator would not justify this superposition formula. No analytic construction of or boundary conditions is required for this formal statement.

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