Past exam of the mathematics course of the University of Cambridge 2024 iii Paper 202 6 b Solution Created 2026-09-24 Updated 2026-09-25
Let be the heat kernel for . The symmetry of the Gaussian distribution gives the method-of-images formulaThis is the Neumann heat kernel on a half-line. Differentiation under the integral sign shows that for and that . At , the two differentiated kernel terms cancel, so . The Gaussian approximate identity gives as , while the dominated convergence theorem gives continuity up to . Finally , which is stronger than the required exponential bound. Thus satisfies every condition in the displayed boundary-value problem.