Past exam of the mathematics course of the year 2 of the natural sciences course of the University of Cambridge / 2005 / Paper 1 / 3

Use the conventionThese are the Fourier transform and inverse Fourier transform for suitably integrable data. Assuming the required ordinary transforms exist and the lower derivatives vanish at both ends, integration by parts gives $\widehat{g^{\prime }}=[g{e}^{-ikx}{]}_{-\infty }^{\infty }+ik\hat{g}=ik\hat{g}$. Repeating this argument yieldsThe decay assumptions are used to discard the boundary terms at each step.

For positive diffusivity $\alpha$, transforming the heat equation gives ${\partial }_t\hat{f}=-\alpha k^2\hat{f}$. Thus $\hat{f}(k,t)=e^{-\alpha k^{2}t}{\hat{f}}_0(k)$, where $f_0(x)=f(x,0)$. The convolution theorem and the Gaussian heat kernel giveFor $f_0(x)=e^{-x^2}$, the Fourier transform of a Gaussian is $\sqrt{\pi }{e}^{-k^2/4}$. Multiplying by the heat factor and inverting gives the Gaussian initial data for the heat equation solutionIt recovers the initial profile as $t\downarrow 0$ and preserves its spatial integral $\sqrt{\pi }$.