Past exam of the mathematics course of the University of Cambridge 2007 iii Paper 86 1 b Solution Created 2026-10-03 Updated 2026-10-14
Set and , so . For boundary traces , defineThe Half-range Fourier transform of the equation is obtained by two integrations by parts:Solving this scalar equation gives the drift-diffusion half-line global relationIn particular the reflected relation is valid on , since there.
In the region between the real axis and , . Thus a boundary contribution admits an upward contour deformation from the real axis to . Large-contour estimates follow from the spatial exponential and the time integral; at the upper time endpoint one can integrate in time once or use a small contour displacement. The initial-data transform is retained on the real axis. Hence, if , ordinary inversion first givesFor the Dirichlet boundary condition, take . Subtract the null integral of the reflected time-dependent transform, using the inversion from part (a) with . The unknown derivative transform cancels because . This derives the Dirichlet spectral formula for half-line constant drift:Only initial and prescribed boundary data occur in this expression.
For the Neumann boundary condition, take . The reflected global relation reads . Solve for and substitute it in the preliminary representation. The leftover term is a null integral with multiplier , analytic above ; its pole at zero is below the contour. Thus the Neumann spectral formula for half-line constant drift isThere is no residue from the origin, since this elimination never moves the contour across it. The given derivative is the inward-coordinate derivative , not the outward derivative . The initial compatibility for this case is .