Past exam of the mathematics course of the University of Cambridge 2016 iii Paper 328 1 ii Solution Created 2026-10-03 Updated 2026-10-06
Use the Bromwich inversion formula in the real variable , with :When the relevant Laplace transforms and spatial integral transforms are explicit, every sample of this integrand can be evaluated directly, without a time-stepping approximation to the partial differential equation. Split the initial condition integral at : the two pieces of are linear combinations of , so truncated spatial exponential transforms suffice. For real data the negative-frequency half is the complex conjugate of the positive-frequency half.
A practical numerical integration is to truncate to , apply an adaptive quadrature rule, and independently increase and refine the quadrature. Choose large enough to remain to the right of all singularities, but avoid an unnecessarily large . Evaluate hyperbolic function ratios in scaled form; for example,This prevents overflow when is large. The boundary contributions at an interior point are damped by or , with . Near an endpoint more frequencies are needed; at the endpoint itself use the prescribed Dirichlet boundary condition. The initial condition resolvent has a generally only tail. Treat its oscillatory tail accurately, subtract a known transform with the same leading term, or evaluate that contribution separately with the heat kernel.
An equally useful check is the eigenfunction expansion. DefineThe causal modal formula isIt follows either from the heat kernel formula or directly from integration by parts against a sine eigenfunction. Exponential-transform formulas evaluate the time integral explicitly when available. The initial condition contribution has a Gaussian function cutoff in for each positive time. Nonzero endpoint forcing produces a more slowly convergent sine series tail. A boundary lifting gives , where has zero Dirichlet boundary conditions and forcing ; expanding gives better convergence and imposes the endpoint values exactly. At very small times the method of images is often more efficient than retaining many modes.
Check convergence by increasing both the frequency cutoff and quadrature resolution, and compare with a separately truncated causal modal or image-kernel evaluation. Causality in finite-time Laplace contour inversion means a leftward contour deformation must respect both resolvent operator poles and growth of the transformed data. In particular, the transform of data extended by zero after can grow like in the left half-plane: for one cannot close that contour indiscriminately and discard its large arc. The modal forcing integral with upper limit avoids this causality error.