Past exam of the mathematics course of the University of Cambridge / 2023 / ia / Paper 2 / 11F / d

Take the spatial Fourier transform of the wave equation. The transformed initial-value problem isand hence

Part (c) and the convolution theorem turn the first term intoFor the second term, choose $p$ with $p^{\prime }=g$. Part (b) says $\tilde{g}=ik\tilde{p}$, soPart (c) now makes its inverse transformCombining the two terms gives the D'Alembert formula

Let $A=2V$ and $B=W-V$. Part (c) makes $A$ and $B$ independent identically distributed exponential variables of rate $\lambda$. The change of variables $(A,B)=(rs,(1-r)s)$ has Jacobian $s$, and integrating ${\lambda }^{2}s{e}^{-\lambda s}$ over $s>0$ gives density one for $0<r<1$. Therefore the uniform ratio of independent exponential variables gives