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For $u_t+u_{xxx}=0$ on $x>0$, define $V(x,p)={\int }_0^{\infty }{R}_p(x-y)u_0(y)dy$ and let $G$ be the time Laplace transform of $u_x(0,t)$. The transformed solution with spatial decay isOnly one characteristic root has negative real part, so one scalar boundary derivative fixes the remaining homogeneous mode. The Bromwich inversion formula supplies an integral representation involving only the initial and boundary data. For general linear differential equations on a half-line, the number and form of the necessary boundary data depend on the decaying spatial roots; Fokas and Wang study the corresponding boundary maps for linear dispersive equations.

With the Fourier transform convention $\hat{f}(\omega )={\int }_{\mathbb{R}}f(t)e^{-i\omega t}dt$, the regular order-zero Bessel function of the first kind has the tempered distribution transformThe density is integrable despite its endpoint singularities. Fourier inversion gives the equivalent integral representationThe second formula follows by $\omega =\cos \theta$ and cancellation of the odd imaginary part. It is the standard real integral representation of $J_0$.^[ref]

Indeed, transforming the order-zero Bessel differential equation $t{y}^{\prime \prime }+y^{\prime }+ty=0$ gives $(1-{\omega }^2)Y^{\prime }-\omega Y=0$. Inside $(-1,1)$, its solutions are $C(1-{\omega }^2{)}^{-1/2}$. The compactly supported choice also solves the equation as a distribution: rewrite it as $[(1-{\omega }^2)Y{]}^{\prime }+\omega Y=0$, and observe that $(1-{\omega }^2)Y=C\sqrt{1-{\omega }^2}{1}_{(-1,1)}$ is continuous and zero at the two endpoints. Its distributional derivative has no endpoint Dirac delta terms. The inverse is regular at $t=0$, and $y(0)=1$ fixes $C=2$.

The transformed equation alone also allows separate constants on $\omega <-1$ and $\omega >1$. Selecting the compactly supported density amounts to selecting the solution regular at the origin, rather than every possible singular solution of the Bessel differential equation.

For the linear dispersive Stokes equation on $x>0$, with sufficiently smooth decaying initial data and $\mathrm{Re}p>0$, define $V(x,p)={\int }_0^{\infty }{R}_p(x-y)u_0(y)dy$ and let $G(p)$ be the time Laplace transform of the prescribed derivative $u_x(0,t)$. Spatial decay and the one-dimensional decaying homogeneous space giveThe Neumann boundary condition follows by differentiating at zero. The initial forcing follows from the Stokes resolvent kernel with advection. The Bromwich inversion formula gives an integral representation with no unknown boundary traces. Truncating or extending the prescribed boundary signal beyond a target time does not affect earlier values, by the Laplace transform time-shift rule and causality of this Green function.

LetThe upper domain is the sector $\pi /3<\arg k<2\pi /3$; the lower domain consists of the sectors $\pi <\arg k<4\pi /3$ and $5\pi /3<\arg k<2\pi$. Orient their boundaries with the corresponding domain to the left. For $0<x<L$ and $0<t<T$, the Fokas method gives the integral representationHere $\mathcal{F},\mathcal{G}$ are the combinations of all six finite-time spectral boundary transforms defined above. Initially, Fourier inversion of the global relation gives the first integral together with $-{\int }_{\mathbb{R}}{e}^{ikx-\omega t}\mathcal{F}/(2\pi )$ and $+{\int }_{\mathbb{R}}{e}^{ik(x-L)-\omega t}\mathcal{G}/(2\pi )$. For the left endpoint, deform through the upper complementary sectors, where the spatial exponential decays andis bounded. This replaces the real line by $\partial D_{+}$. For the right endpoint, deform in the lower half-plane; the real portions of $\partial D_{-}$ run from right to left. Thus its integral is the negative of the real-line integral, explaining the minus sign in the last displayed term. The arc contributions vanish by spatial exponential decay and integration by parts in the transforms. Oscillatory real-line integrals can equivalently be defined by a decaying cutoff and its limit.

Finally use the finite-horizon extension of a boundary transform. The difference between upper limits $t$ and $T$ contains ${\int }_t^T{e}^{\omega (s-t)}{f}_j(s)ds$, bounded in $D$, while the appropriate spatial factor decays inside $D_{+}$ or $D_{-}$. The Cauchy integral theorem makes this difference vanish. Keeping $T>t$ also avoids an artificial endpoint half-value in temporal inversion. The integral representation at this stage deliberately includes the unknown traces; the rotated global relations eliminate them in the next step.

The rotated global relations form a square system for the three missing boundary traces. Solve this system and substitute the resulting finite-time spectral boundary transforms into the integral representation. The pieces containing $Q(k_j,T)$ have zero contour contribution by analyticity, rotation of the relevant sectors and the Cauchy integral theorem. The remaining expression involves only $Q_0,F_0,G_0,G_1$. The finite-interval Airy spectral determinant has no nonremovable zeros in the contour domains, as established below, so this elimination introduces no extra spectral data there. Differentiating the representation, and using temporal inversion and compatibility at the corners, verifies the partial differential equation, initial value and the three prescribed boundary values.

For a direct Hadamard well-posedness check, the homogeneous difference satisfiesThis proves uniqueness and continuous dependence for homogeneous boundary data. More generally subtract a smooth quadratic boundary lift $b(x,t)$ satisfying the three prescribed endpoint conditions. The remaining problem has homogeneous boundary conditions and forcing $-b_t-b_{xxx}$. Its semigroup generator is $A=-d^3/d{x}^3$ on $H^3(0,L)$ with $v(0)=v(L)=v^{\prime }(L)=0$. It is a dissipative operator; for every real $\zeta >0$ the equation $(\zeta -A)v=h$ has a unique solution, since the homogeneous third-order boundary system is injective by the same energy identity and therefore invertible. Thus $A$ is maximal dissipative and generates a contraction semigroup. This gives existence and continuous dependence on the lifted data and forcing. Smooth compatible data therefore define a well-posed problem. This operator argument and the spectral elimination describe the same evolution.

The Dirichlet series for the Riemann zeta function converges for $\Re z>1$. In the Hankel integral representation the branch is a branch of $t^{z-1}$, so the argument restriction concerns $t$, not the parameter $z$. Use the principal branch cut along the negative real axis and a positive Hankel loop with a fixed small indentation around zero. Its integral $I(z)$ is an entire function of $z$, since the tails have exponential decay and the fixed contour avoids zero. Multiplication by $\Gamma (1-z)/(2\pi i)$ gives the meromorphic continuation of $\zeta$: it is directly defined away from positive integers, has a pole at $1$, and the apparent singularities at $2,3,\dots$ are interpreted by limits.

For a check in the initial half-plane, collapsing the indentation for $\Re z>1$ givesExpansion of $(e^r-1{)}^{-1}$ into exponentials justifies the last equality there, and the Gamma reflection formula recovers the printed integral representation.

Take the upper semicircle contour with the straight segment oriented from left to right, making the total orientation positive. Its enclosed poles are $t=2\pi ij$, $j=1,\dots ,N$; each has residue $-(2\pi ij{)}^{z-1}$. ThusThe reverse orientation changes the sign.

Initially take $\Re z<0$, so the series on the right converges as $N\to \infty$ and the large arcs can be discarded under the given assumption. Denote by $L_{+}$ and $L_{-}$ the integrals along horizontal lines just above and below the real axis, both from left to right. The residue computation and its lower-half-plane clockwise counterpart giveContour deformation about the negative-axis branch cut gives $I=L_{-}-L_{+}$. HenceMultiplying by $\Gamma (1-z)/(2\pi i)$ yieldsIt extends by meromorphic continuation to all $z\ne 1$, with removable products evaluated by limits where individual factors diverge. The derivation does not assert ordinary convergence of the original positive-term series outside $\Re z>1$.

Put $a=\alpha /2$ and apply the Dirichlet gauge transform for constant drift $w(x,t)=e^{ax}u(x,t)$. Taking derivatives directly removes the advection term and gives the damped heat equation $w_t=w_{xx}-a^{2}w$. Thus $w_0(y)=e^{ay}{u}_0(y)$, while the two Dirichlet boundary conditions become $w(0,t)=g_0(t)$ and $w(L,t)=e^{aL}h(t)$.

The Dirichlet heat kernel on an interval and its damped version areThe method of images gives an alternative, often better at short times:To determine the boundary signs, multiply the equation for $w$ by the backward heat kernel $K_a(x,y,t-s)$ and use integration by parts in $y$. Since the kernel vanishes at $y=0,L$, the surviving boundary expression is $K_{a,y}(x,0,t-s)g_0(s)-K_{a,y}(x,L,t-s)e^{aL}h(s)$. Consequently an integral representation containing only the given data isThis is a Dirichlet boundary-forcing heat-kernel formula. For $0<x<L$ the short-time Gaussian decay makes the forcing integral well defined. The endpoint values are interior limits of the complete formula: evaluating a termwise sine series at an endpoint before taking the time integral loses the nonzero boundary values. At the initial corners a continuous classical solution requires $u_0(0)=g_0(0)$ and $u_0(L)=h(0)$; otherwise the same formula describes the solution away from those corners.

Here is a second integral representation, useful when the integral transforms are explicit. Extend $g_0,h$ by zero after $T$; the values of the extension cannot affect a solution at $t<T$. Write their Laplace transforms as $G(p),H(p)$ and set $q=\sqrt{p+a^2}$ using the principal square root. The transformed Dirichlet Green function for $-{\partial }_x^2+q^2$ isIt vanishes at both endpoints and its first derivative in $x$ jumps by $-1$, which verifies the sign of its unit source. The resolvent kernel for Dirichlet advection-diffusion on an interval gives the transformed solutionThe Bromwich inversion formula therefore yieldsThe square-root notation creates no genuine branch singularity here: all three kernels are even in $q$. Their only spatial resolvent operator poles are $p=-a^2-q_n^2$. This transformed formula and the causal heat kernel formula represent the same solution in the usual smooth-data class.

Use the printed coordinate derivative $u_x(0,t)$, not an outward normal derivative; at the left endpoint these have opposite signs. Assume the usual bounded or admissibly growing solution at infinity, with an initial trace $b_0=u_0(0)$ and forcing possessing a Laplace transform. Set $a=\alpha /2$, so $\beta =a^2$, and use $z=\sqrt{p}$ on the principal square root branch. DefineThe half-line Dirichlet Green function for $p-{\partial }_x^2$ givesWrite the transformed solution as $U=U_D+e^{-zx}B(p)$. The Laplace transform of a derivative in the dynamic boundary condition is $pB-b_0$, soThe special choice of $\beta$ gives the perfect squareIn particular, the initial boundary trace cannot be omitted. Withan integral representation isChoose the Bromwich contour to the right of the forcing's growth abscissa and every pole; $\gamma >\max (0,a^2)$ and sufficiently large for the data is a safe choice for real $a$. No sign of $\alpha$ is explicitly imposed in this question.

The inverse transform can also be performed explicitly. For the repeated-root dynamic-boundary heat kernel, setFirst integrate the Heat Poisson kernel against $e^{ar}$, or differentiate the result with respect to $a$:Since differentiation of $(\sqrt{p}-a{)}^{-1}$ with respect to $a$ produces $(\sqrt{p}-a{)}^{-2}$, and ${\partial }_a{E}_a=(-x+2at)E_a+2\sqrt{t/\pi }{e}^{-x^2/(4t)}$, the desired kernel isHere $\mathrm{erfc}$ is the complementary error function. A direct integral characterization, also proving the sign and the transform, isThe convolution theorem for Laplace transforms now gives the fully real time-domain representationAll quantities here are known from the prescribed data. For $x>0$ it tends to $u_0(x)$ as $t\downarrow 0$. At $x=0$, $J_a(0,t)\to 1$ and the spatial correction tends to zero, recovering $b_0$. A solution classical through the initial corner additionally needs $u_0^{\prime \prime }(0)+\alpha u_0^{\prime }(0)+a^2{b}_0=f(0)$; weaker corner regularity does not invalidate the formula for positive times.

The repeated-root unstable heat boundary mode gives a useful sign check on the dynamic boundary condition for the heat equation. If $a>0$, $(\sqrt{p}-a{)}^2$ has a genuine double pole at $p=a^2$ on the physical branch, and the exact homogeneous mode $e^{-ax+a^{2}t}$ satisfies both the heat equation and the printed boundary condition. Generic data can also excite a $t{e}^{a^{2}t}$ contribution. A contour deformation must retain this repeated-pole contribution. If $a<0$, the putative root $\sqrt{p}=a$ is outside the chosen branch and is not a physical pole. At $a=0$, $J_0=\mathrm{erfc}(x/(2\sqrt{t}))$, as expected when the boundary trace satisfies $b^{\prime }(t)=f(t)$.

Use a time Laplace transform and a spatial Green function. The first-order transport term must be retained: the Airy resolvent kernel for ${\partial }_x^3+p$ alone would solve a different equation. The governing linear partial differential equation is the linear dispersive Stokes equation, distinct from the viscous-fluid Stokes equation.

For the time interval of interest, extend the given boundary signal by zero after $T$ and putThe possible discontinuity at $T$ does not affect a solution at $t<T$. Equivalently, use any sufficiently regular continuation beyond $T$: the resulting causal Green function produces the same earlier solution. We seek the usual solution with spatial decay and a time transform, rather than an unrestricted spatially growing solution on the half-line.

Writing $Q(x,p)$ for the time Laplace transform, the Laplace transform of a derivative givesThe corresponding characteristic roots are the three roots of a polynomialFor $\mathrm{Re}p>0$, label the unique root of negative real part by $r_{-}(p)$, and the two roots of positive real part by $r_1(p),r_2(p)$. This spatial root splitting for the dispersive Stokes resolvent is easily checked: if $r=ik$, then $p=-i(k-k^3)$ is imaginary, so no root crosses the imaginary axis as $p$ varies in the right half-plane. For real $p>0$ the cubic is strictly increasing on the real line and has one negative real root, while its conjugate pair has positive real parts. The root count remains the same throughout that connected half-plane. A repeated root would satisfy $3r^2+1=0$ and again put $p$ on the imaginary axis. All roots are therefore simple there, and $r_{-}(p)$ is a nonzero holomorphic function.

Set $d_j=3r_j^2+1$, including $j=-$. Define the Stokes resolvent kernel with advectionThe sign on the negative half-line is essential. To verify the Green function, use the partial fraction decompositionIts expansion at infinity yields the reciprocal-polynomial root identitiesConsequently $R_p$ and $R_p^{\prime }$ are continuous at zero, and $R_p^{\prime \prime }$ has jump one. Each piece solves the homogeneous ordinary differential equation, so the jump conditions for a third-order Green function imply, in the sense of distributional derivatives,Both pieces decay in their respective spatial directions.

Now defineIt satisfies the transformed inhomogeneous equation. The difference $Q-V$ solves the homogeneous linear ordinary differential equation; spatial decay leaves only $e^{r_{-}x}$. Imposing the Neumann boundary condition fixes its coefficient, giving the half-line Stokes solution with a boundary derivativeNo division by a vanishing root is involved, since $r_{-}=0$ would require $p=0$. Moreover the remaining boundary trace is explicitly known from $q_0$:Thus introduce the completely explicit initial-data kernelFor any upward Bromwich contour $\mathrm{Re}p=\sigma >0$ to the right of any transform singularities, the requested integral representation isThe contour integral is understood in the standard Bromwich inversion formula sense, with truncation limits if it is not absolutely convergent. Every term is expressed in the supplied data and algebraic characteristic roots; there are no unknown Dirichlet or second-derivative boundary traces.

The transformed equation verifies the linear partial differential equation and the initial term, while taking the spatial derivative gives $Q_x(0,p)=G(p)$. Bromwich inversion formula therefore supplies the prescribed derivative for $0<t<T$ and the initial value for $x>0$. For zero initial and boundary data, the transformed solution is a decaying homogeneous mode with zero boundary derivative, hence vanishes; this proves uniqueness in the stated transform/decay class. A change of the boundary continuation after $T$ has transform $e^{-pT}$ times another causal transform and contributes only after $T$, by the Laplace transform time-shift rule. The printed dot on $q_0$ is interpreted as its derivative in its sole variable $x$, so the stated corner compatibility is $q_0^{\prime }(0)=g_1(0)$. Additional differentiability at the corner requires the corresponding higher-order compatibility, but is not needed for the representation at positive $x,t$.

The drift makes the natural measure weighted. LetUnder homogeneous Neumann boundary conditions, the differential operator is self-adjoint in the weighted inner product $⟨u,v{⟩}_w={\int }_0^{L}w\overline{u}vdx$. Indeed integration by parts giveswhen 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 $b=\beta /2$. The Robin gauge transform for constant drift, $\varphi =e^{-bx}\psi$, turns $\mathcal{A}\varphi =-\lambda \varphi$ intoThese are coordinate-derivative Robin boundary conditions, with the same algebraic sign at both endpoints. The left condition for an oscillatory solution of wavenumber $k$ gives $\psi =\cos (kx)+(b/k)\sin (kx)$. The right condition then reduces to $(k+b^2/k)\sin (kL)=0$, giving $k_n=n\pi /L$. There is also a separate mode $\lambda =0$, $\psi =e^{bx}$, which must not be discarded by restricting to oscillatory $k$. For $0\le \lambda <b^2$, write $k=i\eta$: the endpoint determinant reduces to $\lambda \sinh (\eta L)=0$, leaving only that zero mode. At $\lambda =b^2$, the linear solution $\psi =A+Bx$ satisfies both endpoint conditions only if it vanishes, because $b>0$. The complete Sturm-Liouville eigenfunction expansion therefore usesTheir squared norms in the weighted measure areThe cancellation of the weight against $e^{-2bx}$ makes the latter formula an ordinary trigonometric integral. DefineFor $t>0$ this kernel is smooth in the interior. It integrates initial values against $w(y)dy$, not against unweighted Lebesgue measure. It is symmetric in $x,y$ as a weighted kernel, even though the drift operator does not look symmetric in an unweighted inner product.

To determine the boundary forcing, set $a_n(t)=⟨{\varphi }_n,q(\cdot ,t){⟩}_w/N_n$. Two applications of integration by parts leaveThe minus sign at the left endpoint is the sign of the boundary evaluation $[\cdot {]}_0^L$; the supplied $g_1$ is $q_x(0,t)$, 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 checkOrdinary unweighted mass instead obeys $d{\int }_0^{L}qdx/dt=h_1-g_1+\beta [q(L,t)-q(0,t)]$. Replacing the weighted measure by $dy$ 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 $t-s\downarrow 0$, 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 $\mathrm{Re}p>0$, set $\kappa =\sqrt{p+b^2}$ using the principal square root, and defineBoth solve $(p-\mathcal{A})f=0$, with $u_p(0)=v_p(L)=1$, $u_p^{\prime }(0)=v_p^{\prime }(L)=0$. Their weighted Wronskian is the nonzero constantHence the resolvent kernel for Neumann advection-diffusion on an interval isThe first derivative in $x$ has jump $-e^{-\beta y}$, giving $(p-{\mathcal{A}}_x){\mathcal{R}}_p=e^{-\beta y}{\delta }_y$ in the sense of distributional derivatives. If $G(p)={\int }_0^T{e}^{-ps}{g}_1(s)ds$ and $H(p)={\int }_0^T{e}^{-ps}{h}_1(s)ds$, an equivalent transformed solution isIn fact $v_p^{\prime }(0)=-D_p$ and $u_p^{\prime }(L)=e^{-\beta L}{D}_p$, so $Q_x(0,p)=G(p)$ and $Q_x(L,p)=H(p)$ exactly. The inverse Bromwich contour integral of $e^{pt}Q(x,p)/(2\pi i)$ is an alternative final answer. Its poles at $p=0$ and $p=-{\lambda }_n$ reproduce the constant and decaying modes of $K_{\beta }$, 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 $q_0$ denotes its spatial derivative: the two corner conditions are $q_0^{\prime }(0)=g_1(0)$ and $q_0^{\prime }(L)=h_1(0)$. The initial eigenfunction expansion converges to $q_0$ 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 $\frac{1}{2}d\Vert q{\Vert }_w^2/dt=-{\int }_0^{L}w|q_x{|}^{2}dx$, proving uniqueness in the usual regular solution class. In the limit $\beta \to 0$, $N_0\to L$, ${\varphi }_n\to \cos (n\pi x/L)$, and the ordinary Neumann heat kernel on an interval and its boundary signs are recovered.

Interpret the malformed printed domain inequality as the first quadrant $x>0,y>0$, as indicated by the two axis boundary conditions. There is also a genuine missing hypothesis: decay of the boundary data does not require the harmonic function itself to be bounded. For zero data, both $q=0$ and $q=xy$ satisfy the Laplace equation and both edge values, but the Wirtinger derivative of the latter isThus the data do not determine an arbitrary solution's derivative without a growth restriction. We derive the integral representation for the bounded solution, which is also the standard decaying solution when the continuous edge data decay. Any other admissible unbounded solution can differ by a zero-boundary harmonic function.

The conformal map $w=z^2$ sends the quadrant bijectively to the complex upper half-plane: the positive real axis maps to $s>0$, and the positive imaginary axis maps to $s<0$. Define its real-axis boundary function byThe compatibility at the corner makes $f$ continuous there. The Dirichlet Poisson integral in a quadrant follows from the upper-half-plane Poisson kernel:It is bounded by the supremum of the bounded edge data, and the kernel's approximate identity property supplies both Dirichlet boundary conditions. More explicitly, for $z^2=a+ic$, where $a=x^2-y^2$ and $c=2xy>0$, this integral isIt displays directly which part of the real-line boundary corresponds to each original axis.

To obtain its derivative, first take real data and use the Schwarz integral formula. A holomorphic function whose real part is the Poisson solution in the $w$-plane isThe regularizing subtraction is independent of $w$ and affects only the imaginary normalization; it permits bounded data without an artificial integrability assumption. Then $q=\mathrm{Re}F(z^2)$. By the chain rule and the Wirtinger derivative,The factor is $z$, not $2z$: taking the real part contributes the factor $1/2$ in the complex derivative. Differentiation under the integral sign is justified uniformly on compact interior subsets because the denominator stays away from the real boundary and decays quadratically at infinity. Splitting the real integral at zero and substituting $s=r^2$ or $s=-r^2$ gives the holomorphic derivative of a quadrant Dirichlet solution:This converges for bounded data, and in particular for the stated sufficiently decaying data. No interior pole is encountered since $\mathrm{Im}(z^2)=2xy>0$. For complex-valued data the same formula holds by applying the real-data construction separately to their real and imaginary parts and using linearity.

An equivalent form, often convenient when the data's derivatives decay, comes from integration by parts. Sincethe two endpoint terms are $-g_2(0)/z^2$ and $+g_1(0)/z^2$. They cancel by the specified compatibility, leavingThis is the harmonic quadrant solution from tangential boundary derivatives applied to the actual derivatives $g_1^{\prime },g_2^{\prime }$; the supplied $g_1,g_2$ in this question are boundary values, not derivatives. Omitting those primes would solve a different boundary problem.