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Put $s=\lambda t>0$. In the heat-kernel convolution, complete the real square asThe Gaussian integral therefore givesAt $t=0$ the same formula gives $\beta =\alpha$. Equivalently, ${\beta }^{-2}={\alpha }^{-2}+4\lambda t$: the variance of this normalized Gaussian function grows from $1/(2{\alpha }^2)$ to $1/(2{\alpha }^2)+2\lambda t$.

The initial profiles have unit integral and concentrate at zero as $\alpha \to \infty$. Precisely, for every smooth compactly supported test function $\phi$,Thus the limit is the Dirac delta distribution, rather than an ordinary function: pointwise the profiles tend to zero away from the origin and diverge at the origin. At every fixed $t>0$,The limiting evolved profile is the heat kernel for a unit point source.

Take $\lambda >0$ and $t>0$, the positive diffusivity requirement for the forward heat kernel. The PDF does not explicitly specify the sign of $\lambda$; the stated real Gaussian function formula requires this assumption. For a direct calculation, initially assume sufficiently smooth and rapidly decreasing data, so that the Fourier transform, its inverse and the following integrations are justified. The resulting heat-kernel convolution extends to wider classes of initial data.

Using the stated Fourier transform convention and integration by parts,The transformed ordinary differential equation has solution $\tilde{u}(k,t)=e^{-\lambda k^{2}t}{\tilde{u}}_0(k)$. Fourier inversion then givesComplete the square:Part (a), after scaling by $\sqrt{\lambda t}$, evaluates the remaining Gaussian integral even though its shift is imaginary. ThereforeThe heat kernel has integral one and is an approximate identity as $t\downarrow 0$, which recovers the initial condition. Mere decay at spatial infinity does not by itself imply every Fourier integral is absolutely convergent; the regularity assumption above supplies a rigorous setting for the derivation.

Write $a=s+ib$ with real $s,b$, and first translate the real integration variable by $s$. It remains to integrate $e^{-z^2}$ along the horizontal line $\mathrm{Im}z=b$.

For $b>0$, apply the Cauchy integral theorem to the rectangle with vertices $-R,R,R+ib,-R+ib$. The integrand is an entire function, sois the negative of the two vertical-edge integrals. On either vertical edge, $z=\pm R+iy$ andTheir combined absolute value is at most $2b{e}^{-R^2+b^2}$ and tends to zero. The rectangle below the real axis gives the same estimate with $|b|$ when $b<0$; $b=0$ needs no deformation. Absolute convergence follows from $|e^{-(x+ib{)}^2}|=e^{b^2}{e}^{-x^2}$. Taking $R\to \infty$ proves the Gaussian contour translation identity

For the simple-contour form of the residue theorem, let $C$ be a positively oriented, simple, closed, piecewise smooth contour. Assume $f$ is holomorphic on a neighbourhood of $C$ and its interior except at finitely many isolated singularities $z_1,\dots ,z_s$, all strictly inside $C$, with none on $C$. ThenThe more general version weights each residue by the contour's winding number, with the usual requirement that the contour be homologous to zero in the domain of analyticity containing it and the nonsingular region.

For the requested application, assume $f$ is holomorphic on a neighbourhood of the contour and its closed interior, and $z_0$ is strictly inside it. Its Taylor series showsOnly the second term contributes a residue. The residue theorem therefore proves the derivative form of the Cauchy integral formula:

The Taylor series of the entire function $g$ givesThe coefficient of $(z-z_0{)}^{-1}$, and therefore the residue, isIf $g(z_0)=0$, the apparent pole is a removable singularity and the residue is zero.

In the Laurent seriesabout a pole of order $m$, the residue is the coefficientwhere the circle is traversed anticlockwise. Equivalently, the residue is $\frac{1}{(m-1)!}{\frac{d^{m-1}}{d{z}^{m-1}}[(z-z_0{)}^{m}f(z)]|}_{z=z_0}$.

At the origin, the Poisson kernel is one, so the mean value property for harmonic functions givesFor $0<r<1$, the denominator in the Poisson kernel satisfies $1-2r\cos \vartheta +r^2\ge (1-r{)}^2$. ThusThe nonnegativity of $f$ allows this upper bound to be inserted under the Poisson integral on the unit disk:This is the upper bound in the Harnack inequality on the unit disk. The same argument with the minimum of the Poisson kernel gives the corresponding lower bound $(1-r)u(0)/(1+r)$.

Fix the observation point $\mathbf{x}$ and apply Green's second identity in the source variable $\mathbf{y}$. Since $\Delta u=0$, ${\Delta }_{\mathbf{y}}{G}_D={\delta }_{\mathbf{x}}$ and $G_D=0$ on the boundary, it givesThe identity can be justified by deleting a small circle about $\mathbf{x}$ and letting its radius tend to zero; the logarithmic flux contributes $u(\mathbf{x})$.

Set $\mathbf{x}=(r,\varphi )$ and $\mathbf{y}=(\rho ,{\varphi }^{\prime })$, and write $c=\cos (\varphi -{\varphi }^{\prime })$. The symmetric expression for the Green's function isAt the boundary, the outward normal derivative is ${\partial }_{\rho }$ at $\rho =1$, and henceSince $ds=d{\varphi }^{\prime }$ on the unit circle, the Poisson integral on the unit disk follows, with Poisson kernel

A Dirichlet Green function satisfies ${\Delta }_{\mathbf{x}}{G}_D(\mathbf{x},\mathbf{y})={\delta }^{(2)}(\mathbf{x}-\mathbf{y})$ in the domain and $G_D=0$ when $\mathbf{x}$ lies on its boundary. For a source $\mathbf{y}\ne 0$ in the unit disc, put its opposite image at ${\mathbf{y}}^{\ast }=\mathbf{y}/|\mathbf{y}{|}^2$. The method of images givesThe image lies outside the unit disc, so its logarithm is a harmonic function inside. The original logarithm has precisely the unit source strength found in part (a). On $|\mathbf{x}|=1$,so the boundary value is zero. Equivalently, in complex coordinates, the Dirichlet Green function inside the unit disk isThis also covers a source at the origin, where $G_D(z,0)=(2\pi {)}^{-1}\log |z|$.

Use the sign convention in which a fundamental solution of the Laplace equation satisfiesin the sense of distributions. It is a harmonic function away from the source. Writing $\rho =|\mathbf{r}-{\mathbf{r}}^{\prime }|$, the radial equation is $(\rho G^{\prime }{)}^{\prime }=0$, so $G=A\log \rho +B$. The divergence theorem on a small circle about the source fixes its total flux:ConsequentlyThe arbitrary constant is a harmonic function. For the alternative convention $-\Delta G={\delta }^{(2)}$, the logarithm has the opposite sign; subsequent Green's function formulas must use that convention consistently.

With $u=\cos \theta$, the boundary data have the finite Legendre polynomial expansionInside the sphere, every $r^{-\ell -1}$ term is singular at the origin and must be absent. Matching at $r=a$ therefore givesIn the exterior, decay at infinity excludes all $r^{\ell }$ terms, including the constant term at $\ell =0$. ThusBoth harmonic functions have the prescribed Dirichlet boundary condition, and each is finite throughout its own domain. The interior expression is regular even at the origin because $r\cos \theta =z$ and $r^2(3{\cos }^2\theta -1)=2z^2-x^2-y^2$. Uniqueness of the Dirichlet problem identifies these as the respective solutions. Their normal derivatives need not match: the two Dirichlet problems do not require a single harmonic function across the bounding sphere.

For a separated axisymmetric harmonic function $\Psi =R(r)\Theta (\theta )$, multiplying the Laplace equation by $r^2/(R\Theta )$ givesThe two sides depend on different variables, hence both equal a constant. Put $u=\cos \theta$ in the angular equation. Since $\sin \theta {\Theta }^{\prime }=-{\sin }^2\theta d\Theta /du$, it becomes the Legendre differential equationRegularity on both parts of the polar axis restricts $\lambda =\ell (\ell +1)$, with $\ell =0,1,\dots$, and selects the Legendre polynomial $P_{\ell }(u)$. The other angular solution is singular at an endpoint.

The radial Euler differential equation isTrying $R=r^s$ gives $s(s+1)=\ell (\ell +1)$, so $s=\ell$ or $s=-\ell -1$. Superposition of these separated harmonic functions givesThe Legendre polynomials form the angular expansion for regular data with rotational symmetry about the polar axis; the radial domain and the boundary conditions determine which coefficients survive and where the expansion converges.

For a finite group over $\mathbb{C}$, the number of inequivalent irreducible representations is its number of conjugacy classes, and the sum of squares of irreducible representation dimensions equals the group order. There are therefore five irreducibles for $S_4$, with squared dimensions summing to $24$.

First establish that part (c) found every one-dimensional representation. In such a representation, conjugate elements have the same scalar image. All transpositions are conjugate and square to the identity, so they all have one common image $s$ with $s^2=1$. Transpositions generate $S_4$, hence $s=1$ gives exactly the trivial representation, while $s=-1$ gives exactly the sign representation. There are precisely two degree-one irreducibles.

The other three dimensions $d_1,d_2,d_3$ are integers at least two and satisfyNo one of them can be at least four, since $4^2+2^2+2^2=24>22$. They are therefore all two or three. Starting from three twos gives sum of squares $12$; each replacement of a two by a three adds $5$. To reach $22$ requires exactly two replacements. Thus the complete list isThe count of conjugacy classes guarantees that these are all the inequivalent complex irreducible representations, not just dimensions of a proposed incomplete list.

The two one-dimensional representations are the trivial representation, ${\rho }_{+}(g)=1$, and the sign representation, ${\rho }_{-}(g)=\mathrm{sgn}(g)$. The first respects multiplication immediately. For the second, the sign of a permutation is the determinant of its permutation matrix, and multiplicativity of the determinant proves ${\rho }_{-}(gh)={\rho }_{-}(g){\rho }_{-}(h)$. They are inequivalent since a transposition has images $1$ and $-1$, and conjugation by a nonzero scalar cannot change a one-dimensional matrix.

Their group homomorphism kernels areBoth are subgroups, indeed normal subgroups, because they are kernels. In the second case $A_4$ is the alternating group of even permutations, with twelve elements.

The characters are their scalar values, since the trace of a one-dimensional matrix is its only entry. In the class order from part (b),The character inner product is the group average of ${\chi }_{+}\overline{{\chi }_{-}}$, soEach has squared norm $(1+6+3+8+6)/24=1$, in agreement with character orthogonality for distinct irreducible representations.

In a symmetric group, two permutations are in the same conjugacy class exactly when they have the same cycle type. For $S_4$ the five possibilities and their sizes areThere are $\left(\genfrac{}{}{0ex}{}{4}{2}\right)=6$ transpositions, three pairings into two unordered pairs, $\left(\genfrac{}{}{0ex}{}{4}{3}\right)(3-1)!=8$ three-cycles, and $(4-1)!=6$ four-cycles. Together with the identity these counts sum to $24=|S_4|$.

The symmetric group $S_n$ consists of all bijections of $\{1,\dots ,n\}$, with composition as its operation; its group order is $n!$.

An $m$-dimensional complex group representation of $G$ is a group homomorphism $\rho :G\to GL(V)$, where $V$ is an $m$-dimensional complex vector space. After a choice of basis, each $\rho (g)$ is an invertible $m\times m$ complex matrix, with $\rho (gh)=\rho (g)\rho (h)$.

An irreducible representation has $V\ne 0$ and no invariant vector subspace other than $\{0\}$ and $V$. Two group representations $\rho$ on $V$ and $\sigma$ on $W$ are isomorphic representations if there exists an invertible linear map $S:V\to W$ such that $S\rho (g)=\sigma (g)S$ for every $g$. They are inequivalent if no such map exists; in equal-dimensional matrix form this says no fixed change of basis conjugates every $\rho (g)$ to $\sigma (g)$.

The coefficient formula from part (b) and the Leibniz rule yield Rodrigues' formula directly:The leading coefficient is $(-1{)}^n/n!$, so $p_n^{(n)}=(-1{)}^n$. Substitute this differentiated expression into one factor in the squared weighted norm and apply integration by parts $n$ times:Every endpoint term contains a derivative of $e^{-x}{x}^n$ of order less than $n$: it vanishes at zero, and its exponential decay beats every polynomial at infinity. This proves the normalization of the ordinary Laguerre polynomials for all $n$, including $n=0$ without any integrations by parts.

The optimal approximation is the orthogonal projection onto the linear span of $p_0,\dots ,p_N$. Their orthogonality givesCompleting each square proves both optimality and uniqueness:For real $f$, these are real coefficients. If complex-valued $f$ is allowed while the coefficients remain real, replace the numerator by its real part and use the modulus-squared norm. The question's real formulation corresponds to real $f$.

Here the first three squared norms are one. Using ${\int }_0^{\infty }{x}^j{e}^{-2x}dx=j!/2^{j+1}$,Thus