Past exam of the mathematics course of the University of Cambridge 2007 iii Paper 86 1 b Solution Created 2026-10-03 Updated 2026-10-14
Set and , so . For boundary traces , defineThe Half-range Fourier transform of the equation is obtained by two integrations by parts:Solving this scalar equation gives the drift-diffusion half-line global relationIn particular the reflected relation is valid on , since there.
In the region between the real axis and , . Thus a boundary contribution admits an upward contour deformation from the real axis to . Large-contour estimates follow from the spatial exponential and the time integral; at the upper time endpoint one can integrate in time once or use a small contour displacement. The initial-data transform is retained on the real axis. Hence, if , ordinary inversion first givesFor the Dirichlet boundary condition, take . Subtract the null integral of the reflected time-dependent transform, using the inversion from part (a) with . The unknown derivative transform cancels because . This derives the Dirichlet spectral formula for half-line constant drift:Only initial and prescribed boundary data occur in this expression.
For the Neumann boundary condition, take . The reflected global relation reads . Solve for and substitute it in the preliminary representation. The leftover term is a null integral with multiplier , analytic above ; its pole at zero is below the contour. Thus the Neumann spectral formula for half-line constant drift isThere is no residue from the origin, since this elimination never moves the contour across it. The given derivative is the inward-coordinate derivative , not the outward derivative . The initial compatibility for this case is .
Past exam of the mathematics course of the University of Cambridge 2007 iii Paper 86 1 c Solution Created 2026-10-03 Updated 2026-10-14
The Dirichlet spectral formula for half-line constant drift can be checked both spectrally and through its heat kernel. For , each factor solves the differential equation, since . Differentiating the upper limit in introduces onlyThis vanishes by closing upward for , or by recognizing the polynomial Fourier multiplier as a distribution supported at . Thus differentiation under regularized contours, followed by the smooth interior limit, proves the PDE. At the boundary transform vanishes and the reflected initial-data integral is zero by part (a), leaving Fourier inversion of .
For a direct verification of the boundary limit, evaluate the contour integrals. LetThe real-axis Gaussian Fourier transform gives this kernel. In the reflected initial term, , so a valid contour deformation gives . The boundary integral gives . Consequently the same solution iswhereInterchange of the space or time integrals with the spectral integral can first be performed with cutoffs; the displayed Gaussian kernels justify their removal for the stated smooth decaying data. The possible exponential is compensated by Gaussian decay, so exponential decay of is not an extra assumption.
At , , so the initial-data contribution has zero boundary trace. The kernel is a time approximate identity as . Indeed it is the standard positive heat boundary kernel multiplied by . The standard kernel has total mass one on , as the substitution shows; its mass on is . The additional factor tends to one uniformly on sufficiently short time intervals as , so for fixed . Continuity of and the vanishing tail then giveFor fixed , the first kernel tends to a point mass at , the reflected kernel is exponentially small as , and the boundary-forcing integral is also exponentially small. This independently proves . The compatibility supplies continuity at the initial corner.