Past exam of the mathematics course of the University of Cambridge 2016 ib Paper 3 15B b Solution Created 2026-09-24 Updated 2026-10-06
Taking the spatial Fourier transform of the diffusion equation gives and . Hence . Fourier inversion and the Gaussian transform from part (a), or direct evaluation of the inverse Gaussian integral, give the heat kernelSubstituting the integral for and interchanging absolutely integrable terms produces the convolution solutionFor the stated nonnegative compactly supported data, understood to be nonzero on a set of positive measure, the kernel is strictly positive everywhere. Therefore for every real and every . Property P holds: diffusion has infinite propagation speed. The distant value can be extremely small, but is not zero. For continuous initial data, any nontrivial nonnegative automatically has the required positive-measure set.