Past exam of the mathematics course of the University of Cambridge 2009 iii Paper 71 3 Solution Created 2026-10-03 Updated 2026-10-14
Take the negative-exponential Half-range Fourier transform and setThe advection-diffusion equation has the local relation with flux . Integration over the half-line gives the half-line drift global relationFor the upper decay domainwrite . It is the region above , in particular above . Its boundary is oriented from upper-left infinity through to upper-right infinity, with the domain on the left. Fourier inversion and deformation of the boundary terms giveUse the dispersion symmetry elimination of a boundary trace . It preserves and maps into the lower half-plane. Because , the global relation at impliesThe last term contributes an holomorphic upper-domain integral multiplied by , so it vanishes upon closing the contour for . The solution representation with only known data is consequentlyFor the boundary value , direct integration givesThis quotient is an entire function of when its apparent singularities at are filled by their limits. Those points are not genuine forcing poles of the finite-time transform.
To obtain an exponentially decaying spectral integrand, choose and the exponential-decay contour for half-line drift diffusionDeform to . No pole is crossed: the initial-data denominator in that boundary integral has its only pole at , which lies below since . The apparent singularities of the forcing transform are removable. In the swept outer sectors, has the appropriate bounded growth for the deformation. The contour formula becomesEvaluate the second quotient as a removable expression at , rather than splitting it into artificial residue terms. On either ray,Since , the transient factors have Gaussian decay as . The nontransient forcing term is and thus also decays exponentially for every . The real-axis integral has the Gaussian factor . These estimates provide the requested improvement over integration along .
Upper cubic-dispersion contour and exponentially decaying drift-diffusion contour, with their orientations
. Details. The first panel shows the cubic domain from Question 1. The second uses and ; its marked initial-data pole corresponds to and lies below both boundary contours.
An independent real-kernel form also makes the initial and boundary traces explicit. Apply the Dirichlet gauge transform for constant drift, , and then multiply by to obtain the heat equation. The odd-reflected heat kernel for initial data and its Dirichlet boundary-forcing heat-kernel formula yieldThe first kernel tends to the initial delta kernel on as and vanishes at . For the second kernel, the substitution gives the unit-mass approximate boundary delta as , so its trace is ; it vanishes initially for fixed . Differentiating the kernels for verifies the advection-diffusion equation. The integrals converge for every positive , even when the exponentially weighted initial datum grows, because the spatial Gaussian controls that growth. Thus this gives the same decaying solution without introducing an additional restriction on .
For a general decaying initial datum, an unweighted Fourier sine transform does not directly diagonalize the drift operator. DefineTwo integrations by parts for and one for giveThe cosine transform remains unknown, so this is not a closed sine-transform evolution. In contrast, the weighted sine transform for half-line drift diffusion of is closed:When the weighted initial transform exists, Fourier sine inversion gives . This method requires suitable decay of , not merely decay of . For the exponential datum it is an ordinary integrable sine transform only when . At one would need a generalized or regularized transform instead; the contour and real-kernel formulas above already work without that restriction. Therefore the ordinary sine transform of is not a closed solution method; a weighted sine transform works under the stated extra weighted-decay condition.
Past exam of the mathematics course of the University of Cambridge 2016 iii Paper 328 1 i Solution Created 2026-10-03 Updated 2026-10-06
Put and apply the Dirichlet gauge transform for constant drift . Taking derivatives directly removes the advection term and gives the damped heat equation . Thus , while the two Dirichlet boundary conditions become and .
The Dirichlet heat kernel on an interval and its damped version areThe method of images gives an alternative, often better at short times:To determine the boundary signs, multiply the equation for by the backward heat kernel and use integration by parts in . Since the kernel vanishes at , the surviving boundary expression is . Consequently an integral representation containing only the given data isThis is a Dirichlet boundary-forcing heat-kernel formula. For the short-time Gaussian decay makes the forcing integral well defined. The endpoint values are interior limits of the complete formula: evaluating a termwise sine series at an endpoint before taking the time integral loses the nonzero boundary values. At the initial corners a continuous classical solution requires and ; otherwise the same formula describes the solution away from those corners.
Here is a second integral representation, useful when the integral transforms are explicit. Extend by zero after ; the values of the extension cannot affect a solution at . Write their Laplace transforms as and set using the principal square root. The transformed Dirichlet Green function for isIt vanishes at both endpoints and its first derivative in jumps by , which verifies the sign of its unit source. The resolvent kernel for Dirichlet advection-diffusion on an interval gives the transformed solutionThe Bromwich inversion formula therefore yieldsThe square-root notation creates no genuine branch singularity here: all three kernels are even in . Their only spatial resolvent operator poles are . This transformed formula and the causal heat kernel formula represent the same solution in the usual smooth-data class.
