Fourier sine inversion 2026-10-06
For sufficiently regular integrable functions on a half-line, Fourier sine transform inversion recovers the odd extension at continuity points. A zero endpoint value is required when demanding continuity at the endpoint.
Past exam of the mathematics course of the University of Cambridge 2014 iii Paper 69 1 iv Solution Created 2026-10-03 Updated 2026-10-06
The partial differential equation. Each term in is a translated heat kernel and satisfies for . The same holds for , either by direct differentiation or because it is . For , and its derivatives vanish faster than any power as . Therefore differentiating the boundary convolution creates no extra upper-endpoint term. Gaussian domination justifies differentiating both integrals on compact subsets of , proving the advection-diffusion equation.
The initial condition. For fixed , the first Gaussian in is an approximate identity centered at . Its integral tends to . The reflected Gaussian is exponentially small as , because its center lies outside the half-line. The boundary convolution also tends to zero for . Thus .
The Dirichlet boundary condition. The identityshows that , so the initial-data contribution vanishes at zero. The boundary contribution must be evaluated as a limit, not by substituting inside its singular integral. The positive kernel satisfiesfor every . Hence it is a one-sided approximate identity at zero time, and continuity of givesThe mass formula follows from the Gaussian Laplace integral, or from the decaying solution of the corresponding constant-coefficient ordinary differential equation. Compatibility gives the continuous corner value. These arguments also verify the equivalent contour solution in (iii). In the decaying energy class the solution is unique: the difference of two solutions has zero data and for real solutions, with the analogous modulus identity for complex solutions.
The unheaded sine transform question. The direct classical Fourier sine transform does not close on . Ifthen integration by parts givesThe drift introduces an unknown cosine transform; the usual scalar sine-transform solution of the heat equation is therefore unavailable directly.
A Dirichlet gauge transform for constant drift does provide a qualified alternative. Set . Then , with and . If these weighted data have the decay needed for an ordinary Fourier sine transform, it solves the transformed problem and produces exactly the kernel above. Mere decay of does not ensure this weighted integrability. Thus not directly by the classical sine transform of ; yes after a gauge transformation when the required weighted-transform hypotheses hold, or after a justified cutoff/limit argument.
Past exam of the mathematics course of the University of Cambridge 2015 iii Paper 70 1 b Solution Created 2026-10-03 Updated 2026-10-06
The unknown Neumann boundary condition can be removed by the Fokas method. Evaluate the global relation for the half-line free Schrodinger equation at :Consequently . In the representation from part (a), the last term has integral , by the Cauchy integral theorem and Jordan lemma. It is analytic in the upper half-plane, and the exponential decays on the closing first-quadrant arc. Hence an expression involving only the given data isOne may replace by in the upper limit defining : the contribution of boundary times closes to zero in , since then decays there. Using makes causality transparent.
For an explicit proof of uniform convergence, it is useful to apply boundary lifting before inversion. Set , , , andThe compatibility condition gives . The Fourier sine transform of satisfies , with initial value . The integrating factor therefore gives the equivalent representationThis last integral is absolutely and uniformly convergent for , under concrete sufficient hypotheses , decay of the boundary terms, and . Indeed, two integrations by parts give for . Another integration by parts, this time in , givesThus the initial term is uniformly and the forcing term uniformly . For , use and the bounded time integral. An integrable majorant proves the claimed uniform convergence and permits evaluation at both boundaries.
At , Fourier sine inversion gives . At , the integral vanishes, giving , including the compatible corner. To verify the equation, note that and the transformed equation impliesAdding the lifted part gives . Under the stated smoothness, this holds classically in the interior; differentiated spectral integrals can first be Gaussian-regularized, or read in the sine-transform sense and then identified with the smooth solution. Uniform convergence of itself does not require claiming uniform convergence of every differentiated integral at the corner.
For the free Schrodinger equation with compatible smooth initial and boundary data, subtract before taking a Fourier sine transform. The lifted initial datum vanishes at the endpoint, making its sine transform if its second derivative is integrable. The transformed forcing is ; time integration followed by integration by parts makes its solution contribution uniformly . An integrable spectral majorant proves uniform convergence even at the compatible initial-boundary corner.