Use the ratio definition of cutoff from part (a), and write . In the reversible Markov chain setting of the preceding parts let and . In particular .
If did not tend to infinity, there would be a subsequence and for which . Along it part (c) implies, for every fixed ,
Since , choose fixed so small that . The lower limit of this ratio is then greater than one, contradicting cutoff for Markov chains. Thus the Peres product condition holds:
In fact the argument with proves the stronger absolute-gap product condition. Part (d) does not repeat the reversible Markov chain hypothesis; the ordinary real ordering of eigenvalues above uses that hypothesis. If arbitrary chains are intended, define the spectral gap explicitly: the eigenvalue lower bound for total variation mixing works for complex eigenfunctions too, and proves the same assertion for or for , which is at least . No real ordering of complex eigenvalues is implicit.
For the requested counterexample take nonlazy simple random walk on the complete graph , . Let have every row equal to the uniform distribution on a finite set, and let . Then
Thus and : every fixed-level mixing time is eventually one. This is a bounded-time jump satisfying the ratio definition of cutoff. The ordinary spectral gap is and the absolute one is , so both products with tend to one, not infinity. The divergence assumption on is therefore essential under this convention.
Set . Work on the strip in conformal gauge, with worldsheet signature and target signature . In light-cone gauge in string theory, the independent fields are the transverse coordinates. Put the Neumann boundary condition at and the Dirichlet boundary condition at ; reversing the endpoints exchanges cosine and sine modes without changing the spectrum. The fixed endpoint is .
Varying the transverse Polyakov action gives and the spatial boundary contribution . At the free endpoint this vanishes precisely when ; at the fixed endpoint . Separation of variables then gives with , hence , . These are Neumann-Dirichlet open-string boundary conditions. No dynamical transverse worldsheet zero mode survives: a constant solution must equal the prescribed , and a linear-in- solution violates the free-end condition.
Write . The orthogonality relation reduces the action to independent harmonic oscillators:
The canonical commutation relations determine normalized annihilation operators at
Thus . These formulas derive the quantization from the action rather than import integer-moded open-string rules.
For the usual phased string oscillators, set and for . Then the half-integer open-string oscillator expansion and algebra are
The corresponding field momentum density is . Completeness of the mixed-boundary eigenfunctions gives , where . This is a distribution identity on the mixed-boundary function space, not an unrestricted value at a fixed endpoint with a Dirichlet boundary condition.
Classically, the transverse Virasoro algebra zero-mode generator is
There is no transverse momentum term. If the two light-cone directions are common directions with Neumann boundary conditions, the full zero-mode constraint adds : . This assumption about the longitudinal directions is needed to interpret oscillator levels as target-space masses.
Quantizing the symmetrically ordered transverse generator gives , where the string level operator is . Each harmonic oscillator contributes to the vacuum energy. Use zeta function regularization and the Riemann zeta function with the actual half-integer spectrum:
Consequently the Neumann-Dirichlet string zero-point energy is
In the common convention , the normal-ordering constant of a string is . This positive shift differs from the vacuum energy of 24 integer-moded transverse bosons. The difference between those two vacuum energies is . To distinguish zero-mode conventions, the ND twist conformal weight is per transverse boson. With 24 bosons, the plane matter generator is ; its physical open-string condition is exactly the strip/light-cone constraint used here. The transverse plane and strip constants differ by the central charge shift . A common exponential frequency cutoff independently gives , confirming the finite part and avoiding invalid termwise manipulation of divergent sums.
Let . The lowest levels of a fully transverse ND bosonic string are
The third level has two excitations; there is no oscillator. Its indices are symmetric because the creation operators commute. With and the common longitudinal momentum convention, the rest energies and masses obey
At fixed positive the corresponding light-cone energies are ; the table lists excitation levels, not a spectrum that remains discrete if longitudinal momentum is varied continuously.
The surviving transverse rotations form . The ground state is a scalar, the next level its vector, and the third level the symmetric square of the vector. Separating its trace gives
The trace state is proportional to ; subtracting this trace gives the 299-dimensional symmetric traceless square.
There is a qualification to the printed “little group”. The little group with mixed string boundary conditions must preserve the endpoints as well as momentum. These boundary conditions break the full 26-dimensional Lorentz group, so the massive states above cannot be classified as representations of the unbroken 26-dimensional massive little group . In a D1–D25 realization the common worldvolume has Lorentz group and trivial connected massive little group; acts on the ND coordinates as an internal rotation group. The scalar, vector and symmetric trace-free decomposition is under the surviving transverse SO(24), with this boundary-background qualification.
The drift makes the natural measure weighted. Let
Under homogeneous Neumann boundary conditions, the differential operator is self-adjoint in the weighted inner product . Indeed integration by parts gives
when the derivative boundary terms vanish. In particular its eigenvalues are nonpositive and it has the constant stationary eigenfunction. We first construct the weighted Neumann heat kernel with constant drift, then incorporate the two prescribed coordinate derivatives.
Put . The Robin gauge transform for constant drift, , turns into
These are coordinate-derivative Robin boundary conditions, with the same algebraic sign at both endpoints. The left condition for an oscillatory solution of wavenumber gives . The right condition then reduces to , giving . There is also a separate mode , , which must not be discarded by restricting to oscillatory . For , write : the endpoint determinant reduces to , leaving only that zero mode. At , the linear solution satisfies both endpoint conditions only if it vanishes, because . The complete Sturm-Liouville eigenfunction expansion therefore uses
Their squared norms in the weighted measure are
The cancellation of the weight against makes the latter formula an ordinary trigonometric integral. Define
For this kernel is smooth in the interior. It integrates initial values against , not against unweighted Lebesgue measure. It is symmetric in as a weighted kernel, even though the drift operator does not look symmetric in an unweighted inner product.
To determine the boundary forcing, set . Two applications of integration by parts leave
The minus sign at the left endpoint is the sign of the boundary evaluation ; the supplied is , not an outward normal derivative. Solving this linear differential equation by an integrating factor and recombining the modes gives the requested space-time integral representation:
This is the Neumann boundary-forcing formula. The zero mode also gives the useful consistency check
Ordinary unweighted mass instead obeys . Replacing the weighted measure by or deleting the constant mode would therefore give an incorrect solution.
There is a subtle point when checking nonzero derivative data: every homogeneous eigenfunction has zero endpoint derivative, but differentiating the boundary-forcing sum and its time integral term by term at an endpoint is not valid. The kernel is singular as , and the prescribed derivatives are interior limits of the full solution. An explicit Laplace transform form verifies those limits without this interchange and gives an alternative purely contour-integral version.
For , set using the principal square root, and define
Both solve , with , . Their weighted Wronskian is the nonzero constant
Hence the resolvent kernel for Neumann advection-diffusion on an interval is
The first derivative in has jump , giving in the sense of distributional derivatives. If and , an equivalent transformed solution is
In fact and , so and exactly. The inverse Bromwich contour integral of is an alternative final answer. Its poles at and reproduce the constant and decaying modes of , respectively; apparent square-root singularities in the normalized hyperbolic factors are removable. This also independently checks the kernel normalization and boundary signs.
As in question 1, the printed dot on denotes its spatial derivative: the two corner conditions are and . The initial eigenfunction expansion converges to in the weighted space and, for the stated smooth compatible data, has the appropriate classical initial and boundary limits. Differences of solutions with zero data satisfy , proving uniqueness in the usual regular solution class. In the limit , , , and the ordinary Neumann heat kernel on an interval and its boundary signs are recovered.
Set and , so and . Away from , the logarithmic derivative gives
For , and . The Taylor–Goldstein equation residual divided by consequently simplifies to
Thus the neutral mode of the equal-width Hazel model requires
The qualifier “solution” needs care at the critical level of an internal gravity wave . For , and : it is a solution separately on either side, not a classical smooth eigenfunction across the critical level of an internal gravity wave. A branch for negative is also needed. For example, a limit from assigns on .
The critical-layer regularity of a neutral Hazel mode further gives local finite horizontal kinetic energy only for , since incompressible flow gives and then converges. At , and is smooth after the removable quotient is continued. At , and the formal profile does not decay at infinity, so it fails the remote endpoint condition. These qualifications prevent interpreting the whole closed parameter interval as a family of classical decaying modes.
Eliminate the instantaneous Stokes flow velocity in favour of temperature. On a horizontal Fourier mode , the Stokes temperature-slaving operator maps to , where and . The temperature evolution has linear operator and bilinear map . Under the homogeneous thermal Dirichlet boundary conditions, is self-adjoint. Normalize its critical eigenfunction as and set ; the critical vertical velocity is .
At order , the critical eigenfunction equation gives . At order , the weakly nonlinear expansion contains the imposed second harmonic and the quadratic products of the critical mode: a horizontally uniform temperature correction proportional to and, in a general vertical-mode calculation, a second harmonic proportional to . These corrections are found by solving the noncritical boundary value problems, with homogeneous thermal data except for the imposed forcing.
At order , the method of multiple scales produces the slow derivative , the detuning term , and the two cross-advection terms involving first- and second-order fields. Project the component onto the adjoint eigenfunction using the vertical inner product. This is the solvability condition in the method of multiple scales: divide each resonant projection by . The detuning supplies with ; interactions of horizontal wavenumbers and permit with ; self-interaction through the slaved mean and second harmonic supplies . Other products have the wrong horizontal wavenumber. Reflection permits real coefficients with this cosine forcing. Thus the symmetry-allowed spatially forced convection amplitude equation is
There is a useful specialization that should not be silently missed. For the literal one-vertical-mode Stokes flow problem, the vanishing two-to-one forcing coefficient for Stokes convection makes at this order. To see this, write a positive second-harmonic forcing component as , incorporating the cosine's factor . Its coupling to the negative critical harmonic has projected integrand, apart from sign and its factor ,
The integral vanishes because at both plates, even though is nonzero. This proves the cancellation without solving the forced profiles. The permitted coefficient is therefore zero times ; symmetry alone does not establish nonzero phase pinning for the equations actually supplied.
The same normalization makes the remaining coefficients explicit. Since , . The quadratic second harmonic cancels for , while the uniform correction is . Projecting gives . Thus for the literal model and this temperature normalization,
A generic nonzero would require a nonvanishing projection in an amended physical model or a different forcing structure. It is still meaningful to classify the real-coefficient amplitude equation requested independently.
Write . Then and . These are a gradient flow for , so local minima give stable equilibrium points. At the origin the two eigenvalues are and . The origin has exponential asymptotic stability if , retains asymptotic stability with algebraic decay at , and is unstable if . At equality, obeys , since both linear coefficients are nonpositive. Integrating this inequality proves attraction even in the zero-eigenvalue direction.
For the stable nonzero equilibrium points are real; for they are imaginary:
The real branch has Jacobian matrix eigenvalues ; the imaginary branch has . The oppositely aligned branch, when it exists, is a saddle equilibrium. No mixed real-imaginary nonzero equilibrium is possible when .
For , the origin is stable for , with algebraic decay at zero. If , the circle is radially attracting. Each point has Lyapunov stability but has a neutral phase direction, so it does not have individual asymptotic stability; the circle has orbital stability. This is the literal model's unpinned family. The general nonzero- branches instead exhibit phase locking to one of two phases separated by .
For Darcy-Bénard convection, the dimensionless Darcy law is , with incompressibility and a heat equation about . Here is a Darcy thermal-time Rayleigh number, with permeability replacing the squared-depth dependence in the fluid-layer Rayleigh number. The stated stream function convention gives , so . The vertical-plane curl of Darcy law gives ; omitting the quadratic perturbation advection from the heat equation gives .
On the impermeable connected square boundary, zero normal velocity makes constant along the boundary; choose that constant as zero. The prescribed conductive boundary temperature fixes on all four sides. Thus the perfect-conductor wording is interpreted through the supplied homogeneous perturbation data: the side temperatures retain the background vertical profile, rather than imposing a different isothermal side state.
At marginal stability put and . The two coupled equations imply
The gauge transformation for conducting-square Darcy onset removes the first derivative:
The square's Dirichlet Laplacian eigenfunctions are , with eigenvalues of equal to , . The first marginal value is therefore
It is genuinely the first instability threshold, not just an isolated neutral value. Eliminating gives the temperature linear operator , where is the Dirichlet realization of an elliptic operator for the Laplacian. Integration by parts shows the second term is self-adjoint and nonnegative, since its quadratic form is . Thus the spectrum is real, starts negative at , and its leading eigenvalue cannot cross into growth without a zero eigenvalue. The smallest zero value is the one found above.
Let , and . Multiplying the lowest real by independent real and imaginary constants gives two real physical eigenfunctions:
The subscripts indicate even and odd parity about . Because is even in , the first has even and odd , while the second reverses those parities. They are linearly independent and satisfy all four Dirichlet boundary conditions. The lowest complex eigenfunction is simple over the complex numbers, but its arbitrary complex multiplier supplies two independent real pairs; this explains the physical degeneracy.
Figure 1.
Neutral and oscillatory modes in porous convection
. Details.
For homogeneous corrections at the square boundary, integration by parts gives and . The first-derivative cross terms give and . Using and , these four contributions cancel in pairs. This proves exactly the supplied solvability condition, including the weight on its second row. Equivalently is the relevant adjoint eigenfunction for this coupled system.
At first order in the detuning, the inhomogeneous equations are
Insert these right-hand sides into the verified solvability condition. One obtains
A further integration by parts, using the leading heat equation, gives
Hence the growth-rate solvability for conducting-square Darcy convection yields
The PDF prints the reciprocal of the required integral ratio. With its declared , the displayed reciprocal does not follow and is false for . Both integrals are positive for these nonzero modes. The square's Poincaré inequality gives their ratio at least , so it cannot equal its reciprocal. For , the two explicit parities give approximately for odd and for even ; the printed expression instead gives about and . These values provide direct mode-based counterexamples.
The corrected growth rate is positive for and negative for , as expected at a convection threshold. Because the critical eigenspace is two-dimensional, an arbitrary superposition generally splits into two different first-order growth rates. The specified parity modes remain independent under the detuning: the temperature linear operator preserves reflection parity, so the cross-parity projection vanishes. This justifies applying the scalar solvability condition to either listed eigenfunction; it should not be applied as a single common eigenvalue to an arbitrary mixture.
Consider a horizontal fluid layer under the Boussinesq approximation heated from below, rotating uniformly about its vertical axis. To make the linear formulas definite, take depth one, stress-free impermeable fixed-temperature plates, a horizontally infinite or sufficiently large periodic domain, and negligible centrifugal-buoyancy modifications. Rigid plates change the vertical eigenfunctions and thresholds and require their own boundary value problem; the explicit formulas below use the free-slip model. Let be the Prandtl number, the Taylor number, and the Rayleigh number. Time is again measured on the thermal diffusion time.
The linearized rotating Rayleigh-Bénard convection equations about conduction are
The Coriolis force does no work on the fluid, but it couples vertical motion to vertical vorticity and thereby changes the balance of buoyancy and viscous damping. On the plates require and . Write . Taking a curl and a double curl removes pressure and gives
A normal mode with horizontal wavenumber , vertical index and complex growth rate has , and . Put . The three equations become , , and . Their determinant gives the rotating-convection growth-rate polynomial
This cubic includes viscous and thermal modes as well as the convective instability. It avoids excluding a root by division by . Linear stability means every root has negative real part; stationary onset has , while overstability has with nonzero angular frequency.
Setting gives the stationary neutral curve of rotating convection
For oscillatory convection, set and equate real and imaginary parts. Eliminating yields
The oscillatory neutral curve of rotating convection is physically admissible only when . Thus and sufficiently rapid rotation are necessary; a formal minimum with is not a Hopf bifurcation. Convection begins at the smaller of the stationary minimum and the admissible oscillatory minimum. The angular frequency approaches zero where a fixed-wave-number stationary and oscillatory threshold meet; that is a double-zero limit of the cubic, requiring a different slow-time reduction.
For wavenumber selection in rotating convection, the lowest vertical index is . To compare indices, set at fixed . Both neutral thresholds have a positive term proportional to and a rotation term independent of , while the admissible angular frequency squared decreases with . Their minima therefore cannot improve on . Set , . Minimizing each neutral curve gives
For the latter equation also check , or minimize over the admissible set instead. Without rotation, and . At rapid rotation, and : rotation narrows the horizontal convection rolls and raises their threshold. In a finite box only discrete wavenumbers are permitted, so the minimum must be taken over those allowed modes.
The rapid-rotation comparison has . Its equality gives , with positive root about . Below this value, sufficiently rapid rotation can make oscillatory convection the primary instability; low Prandtl number allows inertial motions to interact with the thermal field before viscosity damps them. This estimate describes the selected neutral-curve comparison in the stated free-slip asymptotic model, rather than claiming every has oscillatory primary onset at every rotation rate.
Figure 1.
Neutral curves for rotating convection
. Details.
Linear selection does not determine the nonlinear planform or its stability. A weakly nonlinear expansion with a solvability condition gives amplitude equations. A stationary convection roll amplitude has the Landau amplitude equation ; a supercritical branch requires and has , whereas requires higher-order saturation and permits subcritical behaviour. The coefficient depends on the physical parameters and boundary conditions, and should not be assumed positive merely because the linear threshold is known.
A nonzero-frequency Hopf bifurcation supplies oppositely travelling convection roll amplitudes . At a fixed orientation, a cubic normal form is
with complex and the understood symmetry exchanging propagation directions. For and , a travelling-roll branch has one nonzero amplitude, of squared modulus ; it is stable to the opposite travelling amplitude when . A standing-roll branch has equal squared moduli , and is stable within this pair when and . The imaginary parts shift angular frequencies. These conditions concern amplitude perturbations in that reduced subspace; orientation and modulation modes still have to be tested. This is the competition of travelling and standing convection rolls.
Near simultaneous stationary and oscillatory thresholds, a codimension-two bifurcation requires retaining both types of mode. After selecting an orientation and fixing a steady spatial phase, a schematic nonresonant steady–Hopf mode interaction is
Here is real, is the chosen complex oscillatory amplitude, are real, and may be complex. Assume , for a radially stable pure steady branch, and , for a radially stable pure oscillatory branch. Steady convection rolls suppress the oscillatory mode if , where ; oscillatory convection rolls suppress the steady mode if . These are transverse tests for branches whose existence and radial stability have already been checked. Mixed states have positive intensities , solving , . If , then , . For positive and the positive self-saturation coefficients above, the intensity Jacobian matrix has negative trace and determinant , so the mixed state is attracting in intensities when and is a saddle equilibrium when ; phase and other-mode perturbations remain separate tests. Depending on the cross-couplings, one obtains coexistence or competition and bistability; degeneracies or resonances require extra terms. A full travelling/standing-wave competition must retain both , not just this illustrative one-mode . If the Hopf angular frequency tends to zero, averaging over fast oscillations fails and a double-zero normal form must keep the corresponding two slow variables. A crossing of global minima at distinct wavenumbers is instead an interaction of distinct modes, not automatically the same double-zero problem.
Weakly nonlinear convection rolls can also lose stability spatially. The real Ginzburg–Landau equation , with , has detuned convection rolls with . Linear phase modulation gives diffusion coefficient , so the Eckhaus instability excludes even though convection rolls exist up to . Transverse bending and mean-flow couplings impose additional restrictions in the actual rotating layer; the scalar equation is a local longitudinal example, not its complete stability theory.
Most distinctively, rotation breaks mirror symmetry between competing convection roll orientations. For two sets of convection rolls at relative angle , write and interchange indices with for the other equation. The established convection roll is unstable to the new orientation when its linear growth rate is positive. The inequality need not be symmetric under because the imposed rotation supplies handedness. This is the Küppers–Lortz instability: sufficiently rapid rotation can destabilize steady convection rolls immediately above their stationary onset to oblique convection rolls of another orientation. Successive replacements can produce time-dependent convection roll switching or heteroclinic cycles, instead of a stable single convection roll pattern. It requires three-dimensional perturbations even when the original convection roll solution is independent of its axial coordinate.
At finite Prandtl number and stress-free plates, nearly parallel convection rolls can couple resonantly to a slowly damped large-scale Eulerian mean flow. This small-angle instability of rotating convection rolls makes a regular two-roll expansion nonuniform as the angle tends to zero; one must retain the mean-flow mode. It should not be identified automatically with the finite-angle Küppers–Lortz instability or assigned a universal threshold from a one-amplitude equation. Consequently the onset type and selected scale follow from the admissible neutral curves, while persistent convection roll patterns require a separate nonlinear and sideband stability calculation.
On the zero-boundary Sobolev space , the associated bilinear form is
The homogeneous Dirichlet boundary condition removes the boundary term, so for sufficiently regular and .
Formal self-adjointness means that equals its formal adjoint, or equivalently for compactly supported smooth functions. Here
With the symmetric real principal coefficients in the question, is equivalent to . It makes a symmetric bilinear form.
For the assertions in part (b), positivity must mean strict Dirichlet positivity:
This is the positive-definite operator convention. The weaker positive semidefinite operator convention does not suffice: has zero energy on a first Dirichlet eigenfunction. Under strict positivity, the compactness argument in part (b)(i) gives a uniform lower bound as well.
With and , the equation is
Multiply by the real eigenfunction and integrate over . The clamped boundary conditions at both endpoints eliminate all boundary terms, so
Since , the right side is a sum of nonnegative terms. It cannot vanish for a nonzero eigenfunction: if , the boundary conditions force . Thus
Use the weighted Neumann heat kernel with constant drift. The spatial operator has the self-adjoint form
so its homogeneous Neumann boundary conditions give a regular Sturm-Liouville problem in the weighted inner product
The constant eigenfunction is , with eigenvalue and squared norm . For , put . Substitution of in gives and the Robin boundary conditions at both endpoints. Hence
Indeed,
The Sturm-Liouville eigenfunction expansion is complete and orthogonal. Its heat kernel, relative to the measure , is
For a coefficient , two applications of integration by parts yield
Solving these scalar linear differential equations and summing gives the Neumann boundary-forcing formula:
This depends only on the given data. In particular, the zero eigenvalue retains the changing weighted mean:
The endpoint derivatives of the boundary integral are understood as interior limits. Differentiating each homogeneous Neumann eigenfunction at the endpoint before summing would incorrectly discard the prescribed boundary forcing: the short-time heat kernel makes that interchange invalid. The stated compatibility conditions give the classical boundary traces.
Choose in the power-transformed Taylor–Goldstein energy identity and let . The result is
Because and , its imaginary part gives
If everywhere, the integral is strictly positive for every nonzero eigenfunction, so a mode with is impossible. Thus the flow is neutrally stable to these inviscid normal modes. This is the Miles–Howard theorem, expressed as a lower bound on the gradient Richardson number. It excludes exponential modal growth; it does not by itself exclude transient growth.
Let and denote the full third-order coefficients. This notation keeps the detuning term, proportional to , and the slow-time term, proportional to , visible. Define
The equations at order are
Equivalently, where , the question's coefficients satisfy and . Eliminate from the full coefficients:
Use the Fredholm solvability condition for a self-adjoint operator. With , projection onto the critical eigenfunction makes the left side vanish. Therefore the Landau amplitude equation is
These integrals already answer the requested coefficient calculation. Evaluating them gives , , and . Hence, for the prescribed normalization,
The cubic term opposes growth, so the nonzero steady amplitudes are stable equilibria within the chosen roll phase. The conductive state is unstable for this positive detuning. This is supercritical saturation of Darcy convection rolls.
If and , differentiation and the Lax equation give , so after projection onto the normalized eigenfunction for a nondegenerate eigenvalue.
For ,
The compatibility is precisely . If all coefficients are -independent, this becomes , and cyclicity of trace gives .
For separation of variables, put and set . The boundary conditions are , . Multiplying by and using integration by parts gives
A nonzero solution therefore has : the zero case forces constant, and then forces . Writing , the eigenfunctions and their temporal factors are
These sine functions are orthogonal on , with squared norm . Expanding the initial condition and multiplying by gives, using the permitted interchange of the sum and integral,
Here and . Thus the Fourier series solution is
The exponential decay permits differentiation of the series for , and each term satisfies both boundary conditions. At it is the mixed-end Fourier expansion of .
The gained heat is the increase in internal energy. Since the paper specifies no cross-sectional area, first give the answer per unit cross-sectional area; multiply by for a rod of cross-sectional area . The initial temperature has integral , whereas . At this gives
Numerically . This is positive and less than the eventual gain , as expected from relaxation towards the uniform steady state.
Subtract the constant steady state profile: set . Then
The last equation follows from Fourier's law and zero heat flux at the insulated end. For a nonzero separated solution , separation of variables gives
To see that for a nonzero eigenfunction, multiply the spatial equation by and use integration by parts:
Both boundary terms vanish. If the right side were zero, would be constant and would make it zero. Thus write with . Solving gives , and requires . The mixed Dirichlet-Neumann modes on an interval therefore have
The eigenvalues of are ; are their positive square roots. By superposition, with coefficients for which the resulting series and its required derivatives converge at positive times,
The eigenfunctions are orthogonal on and have squared norm . Expanding the initial excess temperature gives
Thus the requested temperature is
At the insulated endpoint cancels the alternating coefficient sign, leaving
Every summand is positive. The endpoint temperature never drops below ; it decreases towards as and starts at .
For completeness, the Sturm-Liouville eigenfunction expansion gives the initial profile in the sense. Here the coefficients are absolutely summable, so the Weierstrass M-test also gives uniform convergence on , and the initial values are recovered everywhere. For positive times the exponential factors justify all required termwise derivatives, giving a classical solution. There is, however, an initial incompatibility with a Neumann boundary condition at : the initial slope is , while the insulated Neumann boundary condition requires zero slope for . The temperature is continuous to the initial edge, but cannot extend continuously to that corner. One must not differentiate the initial series term by term at .
With , the chain rule gives . Thus
Separation of variables gives the eigenfunctions with time factors . The Fourier sine coefficients of the initial constant are
Only odd modes survive, so
Returning to , , hence
For every the exponential coefficients give uniform convergence of the differentiated series on later-time compact sets, verifying the PDE and boundary conditions. As , the solution tends to at every interior point and in L2 norm, while remaining zero at the endpoints. The expression is visibly even in , consistent with the corrected symmetry argument for .
Put in Laplace's equation and multiply by on intervals where the factors are nonzero. Separation of variables gives
and hence
The angular Dirichlet boundary conditions are . Multiplication of the angular equation by , followed by integration by parts, gives
For a nonzero angular eigenfunction this forces : equality would make constant and then zero. Write . The first angular condition removes the cosine term, and the second requires . Thus
The radial Cauchy-Euler equation has the two solutions and . By superposition, the general separated series is therefore
The coefficients are arbitrary subject to convergence with enough partial derivatives on compact subsets to give a harmonic function and to the prescribed zero values on the two open radial edges. Completeness of the sine eigenfunctions gives the usual series representation for solutions smooth up to those edges on closed radial subintervals. There is no constant or logarithmic zero mode because its angular factor would be linear in and would vanish at both ends only if it were zero.
The negative powers must be retained: the stated domain omits , and no boundedness at that vertex is prescribed. For example, is a harmonic function satisfying both edge conditions. An additional boundedness condition as would remove all ; an additional value on the circular arc would then determine the remaining . With only the conditions in the paper, neither restriction is available and the solution is not unique.
Set in Laplace's equation. Separation of variables gives
The Sturm-Liouville problem in has the constant mode with , and the eigenfunctions with , . Indeed, integration by parts makes nonnegative; for the first Neumann boundary condition removes the sine term and the second requires to be an integer. For , both derivative conditions make constant.
Expand the top data using a Fourier cosine series:
The constant coefficient is
For , the constant part has zero integral against , and two integrations by parts give
Since the bottom value is zero, a convenient factor depending on for the nonconstant modes is , which vanishes at . Its value at is . The zero mode is linear in , so matching both constant boundary values gives
To obtain exactly the paper's form, use the hyperbolic-function identity
Thus
Each product of hyperbolic sine or hyperbolic cosine with has . The zero mode is also a harmonic function. On , the factor lies between zero and one. Since converges, the Weierstrass M-test gives uniform convergence on the closed rectangle. The series therefore gives zero at the bottom and the continuous Fourier cosine series of at the top, including its endpoints. On compact subsets with , the factors decay exponentially with , justifying termwise partial derivatives. In particular on both open vertical edges because every differentiated cosine factor vanishes there. The solution has finite Dirichlet energy: Fourier orthogonality gives the th nonconstant mode's energy as , whose sum is finite. Here is the hyperbolic cotangent. Thus a proves uniqueness in that class.
There is a corner compatibility condition for mixed boundary data in the printed wording. The top data have , but the paper writes even at . The series solves the interior equation and all the open-edge boundary conditions; the literal derivative condition at is incompatible with the top data. A function differentiable in along the top edge would necessarily have . Hence it cannot simultaneously satisfy the printed zero derivative at that corner, and there is no solution with all those literal corner requirements. The standard interpretation of this mixed boundary condition imposes the Neumann boundary condition on the open sides and the Dirichlet boundary condition continuously on the horizontal edges. Differentiating the series term by term on the top edge would be invalid at this corner; the uniform convergence of the undifferentiated series does not license that operation.
For the stated inward heating, take and put . Since , the transient from ii satisfies
Equality holds at , where every cosine is one and all coefficients have the same sign. Thus the maximum is attained at the heated end, and its exact value and late-time form are
This is dominance of the slowest-decaying eigenfunction when . More explicitly, the omitted relative correction is nonnegative and bounded by , using . For a signed imposed heat flux, the maximum-deviation formula uses .