Use the angular-frequency Fourier transform conventionFor the piecewise smooth functions here, the inverse gives the function at continuity points and the mean of one-sided limits at a jump. Values assigned at individual points do not affect the transform.
Past exam of the mathematics course of the year 2 of the natural sciences course of the University of Cambridge 2008 Paper 1 4 b Solution Created 2026-10-18 Updated 2026-10-20
For the chosen Fourier transform convention, Parseval's identity is . For smooth rapidly decaying functions its bilinear form follows by inserting the inverse transform of into and interchanging the integrals:Take . Approximation by such functions extends the identity to L2 space, which includes the compact triangular function here.
Past exam of the mathematics course of the year 2 of the natural sciences course of the University of Cambridge 2009 Paper 1 4 Solution Created 2026-10-18 Updated 2026-10-20
Choose the Fourier transform convention , with inverse . For absolutely integrable , Fubini's theorem permits the substitution in the convolution transform:This proves the convolution theorem in the chosen convention.
Take . Splitting its transform at zero gives . Thus the desired inverse is . For , split the convolution integral at and :The result is even, soDifferent normalization conventions alter the transform prefactors, which is why the convention was stated explicitly.
Split the Fourier transform integral at zero:By Fourier inversion applied to this pair, or by the residue theorem, the other transform isFor example, inversion with gives ; evenness supplies the desired sign convention.
Take the spatial Fourier transform of the Laplace equation. For it gives . Removing the exponentially growing solution and matching the boundary givesAt this formula is interpreted by continuity; a single transform value does not alter the inverse integral. The previous transform pair identifiesthe Poisson kernel for the upper half-plane. The convolution theorem therefore gives the Poisson integralThis is the bounded harmonic solution for bounded decaying data, or the corresponding solution in an appropriate Fourier class. Such a growth condition matters if vertical decay is interpreted only pointwise: the nonzero harmonic function vanishes on the real axis and tends to zero for fixed as , but grows rapidly in and has no ordinary spatial Fourier transform. It can be excluded by requiring boundedness; the stated pointwise limits alone would not establish uniqueness.
For the interval data, direct integration gives the Poisson extension of interval boundary dataAs it approaches for , zero for , and at . At those jump points the prescribed isolated values cannot be attained by a continuous extension; they do not affect the integral. The solution decays vertically, with for fixed and large .
Differentiate the spatial Fourier transform under the integral, and integrate the second spatial derivative by parts twice. For sufficiently decaying temperature and first derivative, the boundary terms vanish:Hence the transformed heat equation is the ordinary differential equation
With the stated Fourier transform convention, the inverse Fourier transform and the deterministic autocorrelation of a square-integrable function areAssume initially sufficient decay and smoothness, for example a Schwartz function, to justify interchanging integrations and Fourier inversion. With , the cross-correlation identity isEvaluating directly and by its inverse transform at zero proves the Parseval identity:Approximation extends the identity to L2 space, as the Plancherel theorem.
For the compact cosine profile, the Fourier transform of a truncated cosine follows from :At the apparent singularities are removable, with value . The direct squared norm is . Hence Parseval identity and evenness givePutting makes the left side times the requested integral. ThereforeAt the integrand's continuous extension is , so no principal-value prescription is required.
First prove the convolution theorem with the stated negative-exponential Fourier transform. Assuming absolute integrability sufficient for Fubini's theorem, change variables :
For the differential equation, integration by parts givesThe boundary terms vanish by the assumed decay of . As with the convolution step, the transforms can first be justified for integrable functions and derivatives; the resulting kernel gives the desired decaying response. ThusThe convolution theorem and Fourier inversion theorem imply .
For the inverse transform of , useThe poles are at . For , close the inverse-transform contour above; the residues of there are and . The inverse-transform factor makes the answer times their sum. For , close below, enclosing no poles. The large arcs vanish: the complete rational factor is and the exponential is bounded on the appropriate semicircle. Therefore the causal Green function of an overdamped oscillator isIt is continuous, with and , so . The response can also be written .
For the bilateral exponential forcing, split the real integral at zero:ConsequentlyFor negative time the lower half-plane contains only . The residue of there is . Clockwise closure makes the inverse transform times that residue. For positive time the three upper residues, at respectively, areMultiplication of their sum by gives the bilateral exponential forcing of an overdamped oscillator:Both expressions have . This verifies the matching that prevents an extra Dirac delta function at zero. Direct substitution gives the forcing on either side, and all terms decay at their corresponding infinities. A causal Green function does not imply zero response before when the forcing has already been acting at negative times. The assumptions avoid repeated poles; their limiting cases would contain polynomial times exponential terms.
Complete the square in the Fourier transform exponent:The supplied shifted Gaussian integral therefore givesThis is the Fourier transform of a Gaussian, with angular-wavenumber convention .
Take the spatial Fourier transform of the heat equation. Two integrations by parts, with decaying fields and first derivatives at infinity, give . Thus each mode satisfies the ordinary differential equationInserting the transformed initial condition and integrating the time equation givesFinally set . The inverse Fourier transform, evaluated by the same Gaussian identity, givesEquivalently the Gaussian initial data for the heat equation evolve asThe profile broadens and its peak decreases, while its total integral remains , as required by diffusion without loss on the whole line. Direct differentiation verifies the equation and the initial limit.
For integrable , define their convolution by . Absolute integrability of the double integral permits Fubini's theorem. With ,The convolution theorem, together with uniqueness of the Fourier transform, therefore identifies the inverse transform of that product with . With the stated convention the inverse carries , so there is no extra factor in the convolution itself.
Now take . For , split the convolution at and :The convolution of two even functions is even, so the self-convolution of a bilateral exponential givesIn particular the centre value is one; both pieces extend continuously there.
The direct squared L2 norm is the length of the interval, namely . The Fourier transform isFor the transformed norm, let . Integration by parts, with vanishing endpoint term , givesThe supplied oscillatory integral is understood as an improper integral. Thereforewhich agrees with the direct norm and verifies the Parseval identity with the specified normalization.
Set . The cross-correlation at zero is , while part (i) gives . Evaluating the inverse Fourier transform at zero yields the Parseval identityThis derivation is immediate for Schwartz functions, for which all integrations and Fourier inversion are justified. Approximation by such functions and completeness then extend the identity to L2 space, defining its Fourier transform by the corresponding norm limit. This is the Plancherel theorem extension; no absolute integrability of an arbitrary square-integrable function is presumed.
First take , so Fubini's theorem applies to the cross-correlation double integral. With , the Fourier transform isThe complex conjugation and the sign in are both essential to this convention.
The triangular function is real and even, so its Fourier transform reduces to a cosine integral:For , one integration by parts gives . Therefore the Fourier transform of a triangular function isThe zero-frequency value is the removable limit and also the area of the triangle. The transform is a squared sinc function, which explains its nonnegativity despite the oscillating Fourier exponential.
Let be the Fourier transform of . Since , integration by parts gives . Differentiation under the integral then yields . The Gaussian integral supplies , soApplying part (ii) with givesIt is imaginary and odd, as expected for the transform of a real odd function.
Differentiate under the Fourier transform integral:Hence the Fourier transform of a polynomial multiple isAbsolute integrability of the required moments justifies differentiation under the integral. The identity also extends to tempered distributions.
The initial profile is , with the absolute value confirmed in the original PDF. Its Fourier transform isUsing in the regular cosine-sine form giveswith the quotient interpreted as when . Put . Inverting, or applying the D'Alembert formula to , whose initial velocity is , givesFor an explicit expression at , let and . The integral is for and for . ThereforeThe branches agree at . At zero time, the integral vanishes and the translated profiles coincide, recovering . Their time derivatives cancel, while the integral contributes , cancelling the derivative of the prefactor, so .
For the limiting answer is . The cusp in means the solution is understood as a weak solution, classically smooth away from the characteristic fronts ; it is not globally twice differentiable. No assumption that is positive is needed for this initial-value solution.
The Fourier transform of is : two integrations by parts have no boundary terms under the stated decay assumption. Time differentiation commutes with the spatial transform. ThereforeFor every fixed spatial wavenumber , this is a constant-coefficient ordinary differential equation in time.
Use the Fourier transform convention , with inverse factor . Direct integration over the pulse givesThe apparent singularity at zero is removable. Changing the values of the pulse at its two endpoints does not affect the transform.
The filter is a real even triangular function. Its Fourier transform iswith . Since the transmitted pulse is the convolution , the convolution theorem givesThe normalized filter preserves the time integral of the pulse, while its extra inverse-frequency factors suppress high-frequency content. It is a smoothing filter rather than an exact compact-bandwidth cutoff.
Use the Fourier transform convention . For a transformable response with the necessary boundary terms vanishing, integration by parts givesTransforming the differential equation therefore gives , soThe identities also hold for tempered distributions. The denominator factors as ; its two poles are in the upper half-plane, corresponding under inverse factor to the causal Green function of a damped oscillator.
The frequency-domain formula selects the Fourier-transformable response. Decay of the force alone would not remove arbitrary homogeneous solutions, which grow towards negative time and do not have an ordinary bilateral Fourier transform.