Past exam of the mathematics course of the University of Cambridge / 2014 / iii / Paper 69 / 1

Use the spectral parameter for a linear boundary value problem $k\in \mathbb{C}$ and define the dispersion relation $\omega (k)=k^2-i\alpha k$. Direct differentiation gives the divergence formIndeed the coefficient of $u$ left over after expansion is $\omega -k^2+i\alpha k=0$, and the remaining factor is $u_t-u_{xx}-\alpha u_x$. Thus this is equivalent to the advection-diffusion equation for every $k$.

Introduce the Half-range Fourier transforms and finite-time spectral boundary transformswhere $g_1(t)=u_x(0,t)$ is the unknown normal derivative with the positive-$x$ convention. The outward normal at zero instead gives $-g_1$. The spatial transforms are analytic for $\mathrm{Im}k<0$ and continuous on the real axis under the stated decay assumptions. Integrating the divergence form on $(0,\infty )\times (0,t)$ gives the global relationThe sign follows from the lower spatial endpoint: the integrated spatial derivative is minus its value at zero. This sign will determine the boundary-forcing term in the solution.

Apply Fourier inversion to the global relation on the real axis, extending $u$ by zero to negative $x$. At an interior point $x>0$ this givesThe finite-time spectral boundary transforms are entire functions of $k$. Define the upper decay domainOrient $\partial D^{+}$ from its left infinite end through $i\alpha$ to its right infinite end, so that $D^{+}$ lies to the left. Its finite point is $i\alpha$, not zero. On the contour, $\mathrm{Re}\omega =0$; the factor $e^{ikx}$ decays because $x>0$.

For the boundary term, write $e^{-\omega t}{G}_j={\int }_0^t{e}^{-\omega (t-s)}{g}_j(s)ds$. Between the real axis and $\partial D^{+}$, $\mathrm{Re}\omega \ge 0$, so this factor has no exponential growth. Contour deformation and Jordan lemma, with the usual cutoffs for oscillatory integrals, therefore giveThis is the requested complex-plane representation with the unknown finite-time spectral boundary transform still present. The decay domain must agree with the sign of the drift in the dispersion relation.

The dispersion symmetry elimination of a boundary trace uses the symmetry of the dispersion relationFor $k\in \overline{D^{+}}$, $\mathrm{Im}\nu (k)\le 0$, so the global relation is valid at $\nu (k)$. Since $i\nu +\alpha =-ik$, it givesSubstitution into the contour integral representation produces an unwanted integral ${\int }_{\partial D^{+}}{e}^{ikx}\hat{u}(\nu (k),t)dk$. Its integrand is analytic in $D^{+}$ and decays on closing the contour upwards; Jordan lemma makes this integral zero for $x>0$. Hence the Fokas method eliminates the unknown normal derivative:All quantities here are determined by the prescribed initial and Dirichlet boundary data up to time $t$.

For verification and for numerical evaluation it is useful to evaluate the spectral contour integrals, giving a half-line drift reflection kernel. Putand define the half-line drift boundary kernelFubini's theorem, the Gaussian Fourier transform and contour deformation give the equivalent causal formulaFor the reflected initial term, ${\hat{u}}_0(i\alpha -k)={\int }_0^{\infty }{e}^{\alpha y+iky}{u}_0(y)dy$ on the contour; the evaluated Gaussian supplies the necessary large-$y$ decay. If $e^{\alpha y}{u}_0(y)$ is not integrable, truncate the initial conditions first, evaluate, and pass to the limit using Gaussian bounds. No extra exponential-decay assumption on the original data is needed for this kernel formula.

The boundary kernel follows particularly simply fromThis calculation independently checks both the sign and the coefficient of the boundary forcing.

The partial differential equation. Each term in $K_{\alpha }$ is a translated heat kernel and satisfies $({\partial }_t-{\partial }_x^2-\alpha {\partial }_x)K_{\alpha }=0$ for $t>0$. The same holds for $P_{\alpha }$, either by direct differentiation or because it is $-(2{\partial }_x+\alpha )H(x+\alpha t,t)$. For $x>0$, $P_{\alpha }(x,t)$ and its derivatives vanish faster than any power as $t\downarrow 0$. Therefore differentiating the boundary convolution creates no extra upper-endpoint term. Gaussian domination justifies differentiating both integrals on compact subsets of $x,t>0$, proving the advection-diffusion equation.

The initial condition. For fixed $x>0$, the first Gaussian in $K_{\alpha }$ is an approximate identity centered at $y=x+\alpha t\to x$. Its integral tends to $u_0(x)$. The reflected Gaussian is exponentially small as $t\downarrow 0$, because its center lies outside the half-line. The boundary convolution also tends to zero for $x>0$. Thus $u(x,t)\to u_0(x)$.

The Dirichlet boundary condition. The identityshows that $K_{\alpha }(0,y,t)=0$, so the initial-data contribution vanishes at zero. The boundary contribution must be evaluated as a limit, not by substituting $x=0$ inside its singular integral. The positive kernel satisfiesfor every $ϵ>0$. Hence it is a one-sided approximate identity at zero time, and continuity of $g_0$ givesThe mass formula follows from the Gaussian Laplace integral, or from the decaying solution of the corresponding constant-coefficient ordinary differential equation. Compatibility $u_0(0)=g_0(0)$ gives the continuous corner value. These arguments also verify the equivalent contour solution in (iii). In the decaying energy class the solution is unique: the difference $v$ of two solutions has zero data and $\frac{d}{dt}{\int }_0^{\infty }{v}^{2}dx=-2{\int }_0^{\infty }{v}_x^{2}dx$ for real solutions, with the analogous modulus identity for complex solutions.

The unheaded sine transform question. The direct classical Fourier sine transform does not close on $u$. Ifthen integration by parts givesThe drift introduces an unknown cosine transform; the usual scalar sine-transform solution of the heat equation is therefore unavailable directly.

A Dirichlet gauge transform for constant drift does provide a qualified alternative. Set $v=e^{\alpha x/2+{\alpha }^{2}t/4}u$. Then $v_t=v_{xx}$, with $v_0=e^{\alpha x/2}{u}_0$ and $v(0,t)=e^{{\alpha }^{2}t/4}{g}_0(t)$. If these weighted data have the decay needed for an ordinary Fourier sine transform, it solves the transformed problem and produces exactly the kernel above. Mere decay of $u_0$ does not ensure this weighted integrability. Thus not directly by the classical sine transform of $u$; yes after a gauge transformation when the required weighted-transform hypotheses hold, or after a justified cutoff/limit argument.