Past exam of the mathematics course of the University of Cambridge 2017 iii Paper 328 2 Solution Created 2026-10-03 Updated 2026-10-06
The drift makes the natural measure weighted. LetUnder homogeneous Neumann boundary conditions, the differential operator is self-adjoint in the weighted inner product . 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 . The Robin gauge transform for constant drift, , turns intoThese are coordinate-derivative Robin boundary conditions, with the same algebraic sign at both endpoints. The left condition for an oscillatory solution of wavenumber gives . The right condition then reduces to , giving . There is also a separate mode , , which must not be discarded by restricting to oscillatory . For , write : the endpoint determinant reduces to , leaving only that zero mode. At , the linear solution satisfies both endpoint conditions only if it vanishes, because . The complete Sturm-Liouville eigenfunction expansion therefore usesTheir squared norms in the weighted measure areThe cancellation of the weight against makes the latter formula an ordinary trigonometric integral. DefineFor this kernel is smooth in the interior. It integrates initial values against , not against unweighted Lebesgue measure. It is symmetric in as a weighted kernel, even though the drift operator does not look symmetric in an unweighted inner product.
To determine the boundary forcing, set . Two applications of integration by parts leaveThe minus sign at the left endpoint is the sign of the boundary evaluation ; the supplied is , 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 . Replacing the weighted measure by 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 , 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 , set using the principal square root, and defineBoth solve , with , . Their weighted Wronskian is the nonzero constantHence the resolvent kernel for Neumann advection-diffusion on an interval isThe first derivative in has jump , giving in the sense of distributional derivatives. If and , an equivalent transformed solution isIn fact and , so and exactly. The inverse Bromwich contour integral of is an alternative final answer. Its poles at and reproduce the constant and decaying modes of , 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 denotes its spatial derivative: the two corner conditions are and . The initial eigenfunction expansion converges to 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 , proving uniqueness in the usual regular solution class. In the limit , , , and the ordinary Neumann heat kernel on an interval and its boundary signs are recovered.