Past exam of the mathematics course of the University of Oxford / 2015 / Prelims / Mathematics V resit / Question 6 / c / Solution

For separation of variables, set $u=X(x)Y(y)$, with $X^{\prime \prime }/X=-Y^{\prime \prime }/Y=-\lambda$. The side Neumann boundary conditions give $X^{\prime }(0)=X^{\prime }(\pi )=0$. As in the standard Sturm-Liouville problem, integration by parts shows $\lambda \ge 0$. The zero eigenvalue gives constant $X$, and $Y^{\prime \prime }=0$ together with $Y^{\prime }(\pi )=0$ makes $Y$ constant too.

For positive eigenvalues, the side conditions give $\lambda =n^2$, $X_n=\cos (nx)$, $n\ge 1$. The top condition chooses the hyperbolic cosine factor $\cosh (n(\pi -y))$. Normalize it to one at $y=0$, obtainingThe orthogonality of integer Fourier modes and the permitted interchange of summation and integration giveFor the remaining Fourier coefficients, integrate by parts twice. The sine boundary term vanishes, and with $f=x(\pi -x)$,The last integral vanishes because $f^{\prime \prime }=-2$ and $n$ is a positive integer. Thus $a_n=-2(1+(-1{)}^n)/n^2$: only even Fourier modes survive, as expected from reflection symmetry about $x=\pi /2$. Writing $n=2m$ givesThe factor involving hyperbolic cosine lies between zero and one on the closed rectangle. Comparison with $\sum m^{-2}$ proves uniform convergence, so the solution is continuous on the entire boundary and takes the prescribed bottom values. On every strip $y\ge \epsilon >0$, the Fourier coefficients have additional exponential decay, allowing differentiation and verifying Laplace's equation and all three Neumann boundary conditions.

To justify the endpoint calculation in b, differentiate at $0<x<\pi$, $y=0$ in the interior-edge sense:Subtracting $1$ from the hyperbolic tangent leaves an absolutely convergent series. For the remaining part, the power series $-\log (1-z)={\sum }_{m\ge 1}{z}^m/m$ gives, by taking real parts at $z=r{e}^{2ix}$ and then $r\uparrow 1$,The same formula follows as the limit of the differentiated interior solution, since its leading multiplier is $e^{-2my}$. This establishes the boundary normal derivative used in b. It also explains why the failure of the corner compatibility condition for mixed boundary data affects first derivatives at the bottom corners without spoiling continuity of $u$ itself.