Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2024/iii/paper-202/6/b/solution

Let be the heat kernel for . The symmetry of the Gaussian distribution gives the method-of-images formula
This is the Neumann heat kernel on a half-line. Differentiation under the integral sign shows that for and that . At , the two differentiated kernel terms cancel, so . The Gaussian approximate identity gives as , while the dominated convergence theorem gives continuity up to . Finally , which is stronger than the required exponential bound. Thus satisfies every condition in the displayed boundary-value problem.

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