Past exam of the mathematics course of the University of Cambridge / 2009 / ii / Paper 2 / 14C / i / Solution

Use the half-line transform $\hat{u}(k,t)={\int }_0^{\infty }{e}^{-ikx}u(x,t)dx$ and let $g_j(t)={\partial }_x^{j}u(0,t)$. Integrating the heat equation twice by parts givesHere ${\hat{u}}_0(k)=(1+ik{)}^{-2}$ andwith removable singularities at the apparent denominator zeros. Let $D^{+}=\{\mathrm{Im}k>0,\mathrm{Re}{k}^2<0\}$, and orient its boundary from infinity on the $3\pi /4$ ray to zero and then out on the $\pi /4$ ray. Transform inversion and contour deformation giveTo eliminate the unknown boundary derivative, evaluate the transform identity at $-k$: ${\tilde{g}}_1={\hat{u}}_0(-k)+ik{\tilde{g}}_0-e^{k^{2}t}\hat{u}(-k,t)$. The resulting extra contour integral of $e^{ikx}\hat{u}(-k,t)$ vanishes by analyticity and decay in the upper half-plane. This proves that the boxed expression involves only the prescribed data. It is intended for $x,t>0$, with boundary and initial values obtained as limits.