Past exam of the mathematics course of the year 1 of the natural sciences course of the University of Cambridge / 2005 / Paper 2 / 12

Work with $t>0$ and write $u=t^{-1/2}{e}^{-x^2/(4t)}$. The chain rule givesThus $u_{xx}=u_t$: it is a constant multiple of the one-dimensional Gaussian heat kernel.

For the modified equation, put $f=g(t)u$. Substitution gives $g{u}_{xx}=g^{\prime }u+g{u}_t-gu/t$. The heat-equation terms cancel, and $u>0$ permits division to obtain $\boxed{g^{\prime }=g/t}$. Solving this separable differential equation givesThe zero solution is included by $C=0$. This is the scalar integrating factor for a reaction-diffusion equation with reaction coefficient $1/t$, because the modified equation is $f_t=f_{xx}+f/t$. Its sign produces growth. Indeed ${\int }_{\mathbb{R}}udx=2\sqrt{\pi }$ is constant, while ${\int }_{\mathbb{R}}fdx=2C\sqrt{\pi }t$ increases linearly for $C>0$; neither profile is being assigned unit normalization here.