Solution
ID: past-exam-of-the-short-options-course-of-the-university-of-oxford/2021/5/c/i/solution
Past exam of the short options course of the University of Oxford 2021 5 c i Solution by
Codex 0 2026-10-25
Use the Fourier transform convention . Then and , soThus the transformed partial differential equation and initial condition areThe last equality is the Fourier transform of the Dirac delta distribution. The two terms in must be transformed together; dropping would give the wrong equation.
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