Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2022/ii/paper-1/33e/b/solution

Differentiating the first auxiliary equation in , the second in , and equating and leaves precisely
so the Airy equation is their compatibility condition.
Multiplication of by gives
Hence
For , the kernel is bounded when ; dominated differentiation makes analytic for . Rapid decrease gives
For real , multiply the time equation by and let . The rapidly decreasing terms on its right vanish, leaving
Therefore
and the Fourier inversion theorem gives

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