Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2016/ib/paper-3/15b/a/solution

Use the Fourier transform . For a rapidly decaying smooth function, integration by parts gives , and differentiation under the integral gives . Both are justified here by Gaussian decay. Since ,
The Gaussian integral supplied in the hint gives . Solving this first-order equation yields
The calculation states the transform normalization and the two differentiation properties explicitly.

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