For a solution with a continuous gradient at a quadrant corner, the prescribed derivative directions are and . When , these vectors are negatives of one another. Their corner data must therefore be opposite. Imposing as well forces both to vanish. Smooth decay of separate boundary functions alone does not ensure this local compatibility condition for an overdetermined linear system.
// Target: analysis.bigb
The system prescribes both first derivatives of the same vector , so it is overdetermined: the two mixed derivatives must agree. Differentiating gives
Thus every solution satisfies
For the system to possess arbitrary nontrivial local solution data, the coefficient matrix must vanish:
This is the zero-curvature condition, or the compatibility condition for an overdetermined linear system.
Differentiating the first auxiliary equation in , the second in , and equating and leaves precisely
so the Airy equation is their compatibility condition.
Multiplication of by gives
Hence
For , the kernel is bounded when ; dominated differentiation makes analytic for . Rapid decrease gives
For real , multiply the time equation by and let . The rapidly decreasing terms on its right vanish, leaving
Therefore
and the Fourier inversion theorem gives