Past exam of the mathematics course of the University of Cambridge 2018 iii Paper 336 2 iii Solution Created 2026-10-03 Updated 2026-10-05
The first of the Gaussian drift primitives, , is an even function; the second, , is an odd function. Their derivatives follow by the fundamental theorem of calculus. In particular is the Dawson function, which behaves as . Since the error function tends to , the derivative of behaves as at either end. Integration therefore givesAlso on the left and on the right. The two inner overlaps are consequentlyExpressing the outer expansions in requires the left constant and the right constant . Equating those constants gives the stated . This is exactly how a logarithmic overlap creates a switchback term: . Adding the outer solutions and removing these overlaps leaves the displayed additive composite expansion.