Solution

ID: past-exam-of-the-mathematics-course-of-the-year-2-of-the-natural-sciences-course-of-the-university-of-cambridge/2007/paper-1/2/i/solution

Separation of variables gives and . The periodic matching of both the function and its first derivative selects , with the constant mode at . Thus the periodic diffusion on a circle solution is
where the Fourier coefficients of the initial function are
The formula for also gives at . The constant mode preserves the initial spatial mean; every nonconstant Fourier mode decays. For initial data in L2 space, the series approaches those data in L2 space as and is smooth at positive times.

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