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The test-function space is $\mathcal{D}({\mathbb{R}}^n)=C_c^{\infty }({\mathbb{R}}^n)$. Its topology is the strict inductive limit topology of the spaces ${\mathcal{D}}_K$ of smooth functions supported in a fixed compact set $K$, each with the seminorms $p_{K,j}(\phi )={\max }_{|\alpha |\le j}{\sup }_K|{\partial }^{\alpha }\phi |$. In particular, a sequence converges in $\mathcal{D}$ precisely when its supports lie in one compact set and all its derivatives converge uniformly. The indices $\alpha$ use multi-index notation.

The distribution space ${\mathcal{D}}^{\prime }({\mathbb{R}}^n)$ consists of continuous complex-linear forms on $\mathcal{D}$. Equivalently, for every compact $K$ there are $C_K$ and an integer $q_K\ge 0$ such thatWe use distributional convergence: $u_j\to u$ means $⟨u_j,\phi ⟩\to ⟨u,\phi ⟩$ for every $\phi \in \mathcal{D}$. The pairings are bilinear, with no complex conjugation. A test function $f$ is identified with its regular distribution $⟨f,\phi ⟩=\int f\phi$.

For a distribution $u$ and a test function $\psi$, their smoothing convolution with a test function isIt is a smooth function, with ${\partial }_x^{\alpha }(u\ast \psi )(x)=⟨u_y,{\partial }^{\alpha }\psi (x-y)⟩$. Indeed, for $x$ in a compact neighborhood all translated tests have support in one compact set, and their difference quotients converge in the space of test functions. Notice that $u\ast \psi$ need not be compactly supported.

Choose a nonnegative mollifier $\rho \in C_c^{\infty }(B_1)$ with $\int \rho =1$, and write ${\rho }_{\epsilon }(x)={\epsilon }^{-n}\rho (x/\epsilon )$. If $\tilde{\rho }(x)=\rho (-x)$, thenThe right-hand test tends to $\phi$ in $\mathcal{D}$: its supports lie in $\mathrm{supp}\phi +{\overline{B}}_1$ for $\epsilon \le 1$, and every derivative converges uniformly by the approximate-identity argument. Thus the smooth regularizations converge to $u$ as distributions.

To obtain actual compactly supported approximants, choose a smooth cutoff function $\chi$ equal to one on $B_1$ and supported in $B_2$, and setFor each fixed test function $\phi$, the cutoff is identically one on its support once $j$ is large. Hence $⟨f_j,\phi ⟩=⟨u,{\tilde{\rho }}_{1/j}\ast \phi ⟩\to ⟨u,\phi ⟩$. This proves $\mathcal{D}$ is dense in ${\mathcal{D}}^{\prime }$, and in fact establishes the density of test functions in distributions and gives a convergent approximating sequence for each distribution. The expanding cutoff is essential when $u$ has noncompact support of a distribution.

For the radial limit, take a test function $\phi$ and introduce $t=r^2-1$ in polar coordinates. The Jacobian $rdr=dt/2$ givesWhen $\phi$ is supported away from the origin, $A$ vanishes near $t=-1$ and extends to a compactly supported smooth function on the whole line. The folded sine approximation to a Dirac delta is exposed by setting $B(s)=A(s)+A(-s)$: integration by parts givesby the Riemann-Lebesgue lemma. ThereforeThis surface delta distribution is arclength measure on the unit circle. By the level-set normalization of a surface delta, it is $2\delta (|x{|}^2-1)$: the factor two cancels the gradient magnitude $|\nabla (|x{|}^2-1)|=2$ on the circle. It is not twice arclength measure.

For a test function that can meet the origin, the endpoint cannot be discarded. Now $A(-1)=\pi \phi (0)$. Its right derivative is integrable, with $A^{\prime }(-1+s)=(\pi /4)\Delta \phi (0)+O(s)$ from differentiated Taylor expansion: the angular average cancels odd Taylor terms, so $A(t)=\pi \phi (0)+(\pi /4)(1+t)\Delta \phi (0)+O((1+t{)}^2)$ near $t=-1$. Applying integration by parts separately on the negative and positive intervals givesThe last two integrals tend to zero by the Riemann-Lebesgue lemma. Thus the radial quadratic oscillation defect in two dimensions gives the stronger oscillating point-mass defect formulaChoose $\phi$ supported in $B_{1/2}$ with $\phi (0)=1$. Its pairing is $-\pi \cos m+o(1)$, which does not converge. For completeness, if $\cos m$ had a limit $L$, the recurrence $\cos (m+1)+\cos (m-1)=2\cos 1\cos m$ would force $L=0$, whereas the even subsequence identity $\cos (2m)=2{\cos }^{2}m-1$ would then force $L=-1$. Consequently there is no limit in ${\mathcal{D}}^{\prime }({\mathbb{R}}^2)$.

Use the Fourier transform convention $\hat{\phi }(\xi )=\int e^{-ix\cdot \xi }\phi (x)dx$, with inverse factor $(2\pi {)}^{-n}$. The Paley–Wiener–Schwartz theorem can be stated with sharp convex support: for a nonempty compact convex set $K\subset {\mathbb{R}}^n$, let its support function be $H_K(\eta )={\sup }_{x\in K}x\cdot \eta$. Then $F$ is the Fourier transform of a unique distribution supported in $K$ if and only if it is entire andfor some $C$ and nonnegative integer $M$. For $K={\overline{B}}_R$, this is the familiar bound $C(1+|z|{)}^M{e}^{R|\mathrm{Im}z|}$. Allowing some $R$ characterizes all compactly supported distributions. Here the extension of the Fourier transform is $F(z)=⟨u,e^{-ix\cdot z}⟩$, interpreted with a cutoff equal to one near the support of a distribution.

First suppose $\mathrm{supp}u\subset K$. Fix one smooth cutoff function equal to one near $K$. Pairing the resulting compactly supported exponential with $u$ shows that $F$ is an entire function: differentiation with respect to $z_j$ inserts $-i{x}_j$, and the power series converges in the test-function seminorms uniformly on compact subsets of ${\mathbb{C}}^n$.

To keep the exponential type exactly $H_K$, rather than that of a fixed larger neighborhood, use a shrinking-cutoff exponential-type estimate. There are cutoffs ${\chi }_{\epsilon }$ equal to one on $K+\epsilon B_1$, supported in $K+3\epsilon {\overline{B}}_1$, and satisfying $|{\partial }^{\alpha }{\chi }_{\epsilon }|\le C_{\alpha }{\epsilon }^{-|\alpha |}$ for $0<\epsilon \le 1$. One construction convolves the indicator of $K+2\epsilon B_1$ with a unit-mass mollifier supported in $\epsilon B_1$. Continuity of $u$ on a fixed compact neighborhood gives a finite order of a distribution $q$ there. By the product rule,Taking $\epsilon =(1+|z|{)}^{-1}$ proves the required bound with $M=2q$, since the extra exponential factor is at most $e^3$. The value of the pairing is independent of the chosen cutoff because all cutoffs agree near $\mathrm{supp}u$. Thus the forward direction has the exact asserted support function, without an unproved estimate on derivatives restricted only to $K$.

Conversely, suppose the entire $F$ has the stated bound. Its restriction to real frequency has polynomial growth, so define a tempered distribution $u$ byThe Schwartz space decay makes this integral absolutely convergent and continuous; by Fourier inversion, $\hat{u}=F$ on real frequency. It remains to prove the support assertion by mollifier regularization for contour recovery of support.

Choose a nonnegative unit-mass mollifier $\rho$ supported in $B_1$, and setOn real frequency, $F_{\epsilon }$ decays faster than any polynomial after enough applications of integration by parts to $\hat{\rho }$; hence $h_{\epsilon }$ is smooth, by differentiation under the integral sign. More generally, for every integer $L$ there is $C_{\epsilon ,L}$ such thatTo obtain this estimate, write the transform of ${\rho }_{\epsilon }$ as the real-frequency transform of $e^{x\cdot \eta }{\rho }_{\epsilon }(x)$ and integrate by parts; each derivative introduces at most one factor of $|\eta |$.

Fix a unit vector $v$ and take $L>M+n+1$. A contour-shift proof of the Paley–Wiener–Schwartz theorem moves the inverse-transform contour to ${\mathbb{R}}^n+itv$:Here is a justification of the shift. Rotate coordinates so $v$ is the first coordinate direction, apply the Cauchy integral theorem on a rectangle in the first complex variable, and integrate over the other real variables. For fixed $t$, the vertical sides at real part $\pm A$ have an integrated bound proportional to $A^{M-L+n-1}$, and hence vanish as $A\to \infty$. The same decay bounds give absolute convergence on the horizontal sides. No contour shift of an unregularized polynomially growing integral is needed.

Positive homogeneity of the support function now givesIf $x\notin K+\epsilon {\overline{B}}_1$, the Hahn-Banach separation theorem supplies a unit vector $v$ with $x\cdot v>H_K(v)+\epsilon$. Letting $t\to \infty$ proves $h_{\epsilon }(x)=0$. Therefore $h_{\epsilon }\in C_c^{\infty }$ and $\mathrm{supp}{h}_{\epsilon }\subset K+\epsilon {\overline{B}}_1$.

Since $\hat{\rho }(\epsilon \xi )\to 1$ and its modulus is at most one on real frequency, the dominated convergence theorem in the formula for $⟨u,\phi ⟩$ gives $h_{\epsilon }\to u$ as tempered distributions, and thus as distributions. A test function supported outside $K$ has positive distance from $K$, so its pairing with $h_{\epsilon }$ is zero for all sufficiently small $\epsilon$. This proves $\mathrm{supp}u\subset K$. The Fourier transform of a compactly supported distribution constructed in the forward direction equals $F$ on ${\mathbb{R}}^n$; applying the one-variable identity theorem successively in each coordinate extends the equality to ${\mathbb{C}}^n$. Injectivity of the Fourier transform of a tempered distribution proves uniqueness and completes both directions.

For the independence application, put $g_m(z)=e^{iz\cdot y_m}{f}_m(z)$ and $r_m=1/(m+1)$. The ball version of the Paley–Wiener–Schwartz theorem supplies a nonzero distribution $v_m$ supported in ${\overline{B}}_{r_m}(0)$ with ${\hat{v}}_m=g_m$. By the Translation property of the Fourier transform,where $⟨{\tau }_{y}v,\phi ⟩=⟨v,\phi (\cdot +y)⟩$. Distinct integer points are at least distance one apart. For distinct positive indices $j,k$, the largest possible radius sum is $1/2+1/3=5/6<1$. Thus these closed balls, and hence the distribution supports, are pairwise disjoint.

If ${\sum }_{m=1}^N{c}_m{f}_m=0$, injectivity of the Fourier transform gives ${\sum }_m{c}_m{w}_m=0$. For each $j$, choose a smooth cutoff function equal to one near its ball and zero near all other balls. Multiplying the distributional identity by this cutoff isolates $c_j{w}_j=0$. Since $f_j$ is not identically zero, $w_j\ne 0$, so $c_j=0$. Consequently $f_1,\dots ,f_N$ are linearly independent over $\mathbb{C}$. This Fourier independence from disjoint distribution supports uses the quantitative exponential types to establish support separation.

With $⟨\theta ⟩=(1+|\theta {|}^2{)}^{1/2}$, the symbol class $\mathrm{Sym}(X,{\mathbb{R}}^k;N)=S_{1,0}^N$ consists of complex-valued $a\in C^{\infty }(X\times {\mathbb{R}}^k)$ such that, for every compact $K⋐X$ and every pair of multi-indices $\alpha ,\beta$,An $x$ derivative preserves symbol order, while a $\theta$ derivative lowers it by one. The definition is local in $x$ and imposes estimates of every derivative order.

In the homogeneous convention, a phase function is real, smooth on $X\times ({\mathbb{R}}^k\setminus \{0\})$, positively homogeneous of degree one in $\theta$, and satisfiesOnly the large-frequency behavior is relevant to the regularization argument; any prescribed smooth modification near $\theta =0$ contributes an ordinary convergent integral. If the phase is presented on all of $X\times {\mathbb{R}}^k$, homogeneity can be required outside a bounded frequency region. Equivalently for this construction, its large-frequency symbol bounds and the following uniform estimate are sufficient:For a homogeneous phase function, this follows from compactness of $K\times S^{k-1}$. Nonvanishing of the total gradient is the condition; ${\nabla }_{\theta }\Phi$ may vanish. The displayed definition does not impose the stronger rank condition sometimes called a nondegenerate phase in Fourier-integral-operator theory.

We construct the oscillatory integral by integration by parts in both $x$ and $\theta$. For $|\theta |\ge 1$, setThen $L(e^{i\Phi })=e^{i\Phi }$. The coefficients of the $x$ derivatives have symbol order $-1$ and those of the $\theta$ derivatives have order zero. Use the bilinear formal transpose of a differential operator, not the Hermitian adjoint:The symbol order reduction by a phase integration operator follows from the product rule and the symbol class estimates: $L^t:S_{1,0}^s\to S_{1,0}^{s-1}$ locally in $x$. Differentiating the coefficients preserves precisely these orders because $q$ is elliptic of degree two on each compact $x$ set.

Let $\zeta \in C_c^{\infty }({\mathbb{R}}^k)$ equal one on $|\theta |\le 1$ and vanish on $|\theta |\ge 2$. The low-frequency part is an ordinary integral. For an integer $r>N+k$, define the high-frequency part byIf the homogeneous phase is only defined off zero, its value at the single point zero is immaterial to the low-frequency integral; its modulus remains one. In the high-frequency term all coefficients are used away from zero. For $\mathrm{supp}\phi \subset K$, repeated product rules giveSince $N-r<-k$, both terms converge absolutely. They are linear in the test function, with the continuity boundThus $I_{\Phi }(a)\in {\mathcal{D}}^{\prime }(X)$, with order of a distribution at most $r$ on each compact set.

To check that this construction is the intended oscillatory integral and does not depend on $r$, $\zeta$ or the large-frequency cutoff, let $\chi \in C_c^{\infty }({\mathbb{R}}^k)$ equal one near zero and formAfter $r$ applications of integration by parts, the term without a derivative on $\chi$ tends to the absolutely convergent high-frequency term by the dominated convergence theorem. Each extra term is supported in an annulus $|\theta |\asymp R$. A derivative of $\chi (\theta /R)$ contributes $R^{-1}$, so those terms have total absolute value at most $C_K{R}^{N-r+k}{\max }_{|\alpha |\le r}\Vert {\partial }^{\alpha }\phi {\Vert }_{\infty }\to 0$. The low-frequency part is unchanged for large $R$. Hence $J_R(\phi )$ tends to the displayed functional, independently of all cutoffs and of the permissible number of integrations. This proves the cutoff independence of an oscillatory integral as well as its continuity.

For the final distribution, the derivative convention $⟨{\delta }^{\prime },g⟩=-g^{\prime }(0)$ identifies it as $-x_2{\delta }^{\prime }(x_1)$. The delta derivatives from polynomial oscillatory amplitudes identity yieldsHere $k=1$, $a\in \mathrm{Sym}({\mathbb{R}}^2,\mathbb{R};1)$, and ${\nabla }_x\Phi =(\theta ,0)$ is nonzero for $\theta \ne 0$. Thus the phase is admissible even though ${\partial }_{\theta }\Phi =x_1$ vanishes on the distribution's support.

For a direct proof of the sign and normalization, put $g(s)={\int }_{\mathbb{R}}{x}_2\phi (s,x_2)d{x}_2\in C_c^{\infty }(\mathbb{R})$. The cutoff integral isThe Fourier transform $\hat{g}$ is rapidly decreasing, so the dominated convergence theorem and differentiated Fourier inversion giveThis is exactly the required pairing, so the oscillatory representation gives the prescribed distribution, not its negative or a multiple of it.

Use the Bromwich inversion formula in the real variable $\omega$, with $p=\gamma +i\omega$:When the relevant Laplace transforms and spatial integral transforms are explicit, every sample of this integrand can be evaluated directly, without a time-stepping approximation to the partial differential equation. Split the initial condition integral at $y=x$: the two pieces of $R_q$ are linear combinations of $e^{\pm qy}$, so truncated spatial exponential transforms suffice. For real data the negative-frequency half is the complex conjugate of the positive-frequency half.

A practical numerical integration is to truncate to $|\omega |\le \Omega$, apply an adaptive quadrature rule, and independently increase $\Omega$ and refine the quadrature. Choose $\gamma >0$ large enough to remain to the right of all singularities, but avoid an unnecessarily large $e^{\gamma t}$. Evaluate hyperbolic function ratios in scaled form; for example,This prevents overflow when $\mathrm{Re}qL$ is large. The boundary contributions at an interior point are damped by $e^{-x\mathrm{Re}q}$ or $e^{-(L-x)\mathrm{Re}q}$, with $\mathrm{Re}q\sim \sqrt{|\omega |/2}$. Near an endpoint more frequencies are needed; at the endpoint itself use the prescribed Dirichlet boundary condition. The initial condition resolvent has a generally only $O(1/\omega )$ tail. Treat its oscillatory tail accurately, subtract a known transform with the same leading term, or evaluate that contribution separately with the heat kernel.

An equally useful check is the eigenfunction expansion. DefineThe causal modal formula isIt follows either from the heat kernel formula or directly from integration by parts against a sine eigenfunction. Exponential-transform formulas evaluate the time integral explicitly when available. The initial condition contribution has a Gaussian function cutoff in $n$ for each positive time. Nonzero endpoint forcing produces a more slowly convergent sine series tail. A boundary lifting $\ell (x,t)=(1-x/L)g_0(t)+(x/L)e^{aL}h(t)$ gives $w=\ell +z$, where $z$ has zero Dirichlet boundary conditions and forcing $-{\ell }_t-a^2\ell$; expanding $z$ gives better convergence and imposes the endpoint values exactly. At very small times the method of images is often more efficient than retaining many modes.

Check convergence by increasing both the frequency cutoff and quadrature resolution, and compare with a separately truncated causal modal or image-kernel evaluation. Causality in finite-time Laplace contour inversion means a leftward contour deformation must respect both resolvent operator poles and growth of the transformed data. In particular, the transform of data extended by zero after $T$ can grow like $e^{-pT}$ in the left half-plane: for $t<T$ one cannot close that contour indiscriminately and discard its large arc. The modal forcing integral with upper limit $t$ avoids this causality error.

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.

A direct elimination of pressure gives the same result as taking a double curl of the momentum equation. Incompressibility gives ${\nabla }^{2}p=\mathrm{Ra}\mathrm{Pr}{\partial }_z\theta$. Apply ${\nabla }^2$ to the vertical momentum equation and subtract this pressure derivative to obtainHere ${\nabla }_h^2={\partial }_x^2+{\partial }_y^2$ is the horizontal Laplacian. At $z=0,1$, impermeability gives $w=0$ and fixed temperature gives $\theta =0$. The stress-free boundary condition gives ${\partial }_{z}u={\partial }_{z}v=0$, since horizontal derivatives of the boundary value $w=0$ vanish. Differentiating incompressibility once in $z$ therefore givesFor a horizontal Fourier mode $X=e^{i(k_{x}x+k_{y}y)}$, ${\nabla }_h^{2}X=-{\lambda }^{2}X$ with real $\lambda =\sqrt{k_x^2+k_y^2}$. More generally the nonnegative spectrum of $-{\nabla }_h^2$ follows by integration by parts for periodic or square-integrable horizontal disturbances. Substituting the separated normal mode gives, with $D=d/dz$,The boundary conditions admit a complete Fourier sine series in $z$. For a nonzero horizontal wavenumber, take $W=W_n\sin (n\pi z)$, $\Theta ={\Theta }_n\sin (n\pi z)$, and set $a_n^2={\lambda }^2+n^2{\pi }^2$. The two amplitude equations areThus the stress-free convection growth-rate polynomial isIts discriminant is $(\mathrm{Pr}-1{)}^2{a}_n^4+4\mathrm{Ra}\mathrm{Pr}{\lambda }^2/a_n^2$, so both growth rates are real for $\mathrm{Ra}>0$. For $\mathrm{Ra}<0$, its two coefficients after the leading term are positive: their sum gives ${\sigma }_1+{\sigma }_2=-(1+\mathrm{Pr})a_n^2<0$, and their product is $\mathrm{Pr}(a_n^4-\mathrm{Ra}{\lambda }^2/a_n^2)>0$. Real roots are both negative; nonreal roots have real part $-(1+\mathrm{Pr})a_n^2/2<0$. Hence stable heating from above damps every mode. Horizontally uniform thermal modes and uncoupled horizontal viscous modes are also purely damped; impermeability and incompressibility exclude a horizontally uniform nonzero $w$.

Because the unstable-side roots are real, the onset is stationary, an exchange of stabilities in stress-free convection. Setting $\sigma =0$ gives the free-slip convection neutral curveWith $x={\lambda }^2$, its derivative has the sign of $2x-n^2{\pi }^2$. Its minimum is at $x=n^2{\pi }^2/2$, with value $27n^4{\pi }^4/4$. Minimizing also over $n\ge 1$ gives the critical values

Use the kinetic-energy inner product $⟨v,u⟩=\int v^{\ast }\cdot udV$, with perturbation energy $\Vert u{\Vert }^2/2$. On divergence-free fields the primal generator, before the pressure projection, isThe base state is also divergence-free. The periodic boundary terms in $x,z$ cancel, and decay at $|y|\to \infty$ removes the remaining boundary terms. Integration by parts changes $-\mathbf{U}\cdot \nabla$ to $+\mathbf{U}\cdot \nabla$; the Laplacian is self-adjoint under these conditions. Writing $J_{ij}={\partial }_j{U}_i$, the shear term $-Ju$ has adjoint operator $-J^{T}v$. A pressure gradient pairs to zero with a divergence-free field. Hencewhere the last term enforces the divergence-free projection.

To conserve $⟨v(t),u_p(t)⟩$ over the finite interval, the physical-time adjoint obeys $-{\partial }_{t}v=A^{†}(t)v$. Put $\tau =-t$ and $u_d(\tau )=v(-\tau )$; then ${\partial }_{\tau }{u}_d=A^{†}(-\tau )u_d$. This reverses the interval from $t=T$ towards $t=0$, or $\tau =-T$ towards $\tau =0$.

For $\mathbf{\Omega }=\nabla \times \mathbf{U}$, the vorticity cross-product identity and the curl of a cross producthold when both fields are divergence-free. Their difference equals the transport and shear terms in the adjoint operator. Therefore the adjoint linearized Navier-Stokes evolution isThe Leray-Helmholtz projection determines the adjoint pressure. The time-dependent base state is evaluated at $-\tau$; no extra time derivative of that base state appears in the spatial adjoint operator.

Set $d=1/\sqrt{2}$. At the positive real endpoint the contour is real and crosses the saddle point at zero. The Gaussian integral givesBoth omitted tails are exponentially small. At the negative real endpoint the contour is oriented leftward and does not cross the saddle point:The endpoint contribution in steepest descent, or one integration by parts, gives ${\int }_d^{\infty }{e}^{-\lambda x^2}dx\sim e^{-\lambda d^2}/(2\lambda d)$. The upper-end correction is $O(e^{-\lambda }/\lambda )$ and is much smaller. ThereforeThe sign comes from contour orientation, not from a different Gaussian convention.

The conditional density givesusing either integration by parts or the expected value of an exponential distribution. HenceThis is a finite value for almost every realization of $X$, but not an integrable random variable: $\mathbb{E}[1/X]={\int }_0^{\infty }{e}^{-x}/xdx=\infty$. Since $Y\ge 0$, its conditional expectation remains well-defined in the nonnegative, extended-expectation sense; the tower property of conditional expectation then gives $\mathbb{E}Y=\infty$.

Let $E(t)={\int }_V|\nabla w{|}^{2}dV$, using real-valued smooth $w$ and a fixed bounded region. Differentiation under the integral sign and Green's first identity yieldThe boundary term vanishes because $w_t=0$ on $S$, and the heat equation gives $w_t=\Delta w$ in $V$. ConsequentlyThe integrand is continuous and nonnegative. Thus at any fixed time, equality is equivalent to $\Delta w=0$ everywhere in $V$, also giving $w_t=0$ there at that time. This proves Dirichlet energy dissipation for the heat equation.

The boundary condition fixes the boundary temperature in time; it is not a zero normal derivative condition. No sign condition on ${\partial }_{n}w$ is used. The stated smoothness licenses the time derivative, spatial integration by parts and boundary trace; without that regularity an appropriate weak energy argument would be required.

The original PDF has forcing $e^{-|x|}$; the supplied TeX loses the absolute-value bars. Set $q=|\omega |$. First assume $q>0$ and $q\ne 1$. The Fourier transform of a derivative, obtained by integration by parts with the boundary terms zero, is $\widetilde{u^{\prime \prime }}=-k^2\tilde{u}$. Applying it and the preceding transform givesUsing the inverse Fourier transform pairs from part (i),Both decay conditions hold. The first derivatives of the two exponential terms cancel at zero, so $u$ is continuously differentiable there; the second derivatives have matching limits and the differential equation holds at zero as well as on both half-lines. For uniqueness, a difference solves the homogeneous equation. Decay gives $A{e}^{-qx}$ on the positive half-line and $B{e}^{qx}$ on the negative half-line. Continuity gives $A=B$ and derivative continuity gives $-qA=qB$, forcing both to be zero.

The PDF's condition $\omega \ne \pm 1$ also allows $\omega =0$, but no decaying solution exists when $\omega =0$. Indeed on $x>0$, $-u^{\prime \prime }=e^{-x}$ and decay forces $u=-e^{-x}$; on $x<0$, decay forces $u=-e^x$. Their one-sided derivatives at zero are $1$ and $-1$, which cannot match. The missing condition $\omega \ne 0$ is therefore a genuine source omission, not a transcription repair. The transform expression at $q=0$ has a nonintegrable $k^{-2}$ singularity, consistently with this obstruction.

Take a smooth variation $u_{\epsilon }=u+\epsilon \varphi$ with $\varphi =0$ on the boundary. Assume enough differentiability for the following operations, for example a smooth bounded open set, $u\in C^2$, and a twice continuously differentiable integrand. Differentiation under the integral givesBy integration by parts, the boundary term vanishes and the first variation isStationarity for every such variation, including every compactly supported smooth one, and the fundamental lemma of the calculus of variations give the Euler-Lagrange equationFor the quadratic integrand, $L_u=2k^{2}u$, $L_{u_x}=2u_x$, and $L_{u_y}=2u_y$. Thuswith the prescribed Dirichlet boundary condition. For real $k$, a stationary function is also the unique minimizer, if it exists: for any nonzero admissible $\varphi$, the linear term vanishes and $I[u+\varphi ]-I[u]={\int }_{\mathcal{D}}(|\nabla \varphi {|}^2+k^2{\varphi }^2)>0$. This last positivity uses the zero boundary values; it also holds at $k=0$.