Solution

ID: past-exam-of-the-mathematics-course-of-the-year-1-of-the-natural-sciences-course-of-the-university-of-cambridge/2008/paper-2/14/b/ii/solution

For , the chain rule gives and . Consequently
Thus
This is the potential form of the Cole-Hopf transformation, with . For it is a forward diffusion equation; at the exponential transformation is undefined, while negative gives a backward heat equation.

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