Past exam of the perturbation methods and applied complex variables course of the University of Oxford / 2010 / B / 6 / iii

Use the Fourier convention $\hat{u}(k,y)={\int }_{\mathbb{R}}u(x,y)e^{ikx}dx$. Transforming the differential equation givesDefine $k_{+}(k)=\sqrt{k}$ analytic above the downward cut from zero, and $k_{-}(k)=\sqrt{k-i}$ analytic below the upward cut from $i$. More explicitly take $\arg k\in (-\pi /2,3\pi /2)$ and $\arg (k-i)\in (-3\pi /2,\pi /2)$. In the strip $0<\mathrm{Im}k<1$, put $q=k_{+}{k}_{-}$. Then $q^2=k^2-ik$ and $\mathrm{Re}q>0$; at $k=i/2$, $q=1/2$, fixing the choice throughout the strip. The decaying $y$ mode is $e^{-qy}$.

The positive-half-line boundary value has transform ${\int }_0^{\infty }{e}^{ikx}dx=i/k$ for $\mathrm{Im}k>0$. Thus $\hat{u}(k,0)=\overline{f}+i/k$ and ${\hat{u}}_y(k,0)=\overline{g}$. The transformed boundary relation isLet $c=k_{-}(0)=e^{-i\pi /4}$. Splitting off the pole at zero givesThe left side is analytic in the lower domain up to $\mathrm{Im}k<1$: its apparent pole at zero is removable. The right side is analytic for $\mathrm{Im}k>0$. By the supplied boundedness of $k\overline{f}$ and $\overline{g}$, both sides tend to zero at infinity in their half-planes. The gluing and Liouville theorem argument therefore makes their common value zero. ConsequentlyChoose the inversion contour $\Gamma =\{s+i\eta :s\in \mathbb{R}\}$ oriented left to right, with any fixed $0<\eta <1$. It passes above the pole at zero and below the branch point at $i$. Fourier inversion gives exactlyThus the appropriate value is $\sqrt{-i}=e^{-i\pi /4}$. The other proposed value reverses the residue of the boundary step and violates its prescribed positive value.

There is also a far-field qualification in the source. The formula is the intended bounded mixed-boundary solution, but it does not tend to zero along every path to infinity. This can be checked explicitly: in parabolic coordinates $x=a^2-b^2$, $y=2ab$, with $a,b>0$, the mixed-boundary convection-diffusion solution in parabolic coordinates isIndeed $\Delta u=u_{bb}/[4(a^2+b^2)]$ and $u_x=-b{u}_b/[2(a^2+b^2)]$; the identity $u_{bb}=-2b{u}_b$ proves the differential equation. At $b=0$ the boundary value is one, and at $a=0$ its normal derivative is zero. Its traces are $f(x)=\mathrm{erfc}\sqrt{-x}$ for $x<0$ and $g(x)=-1/\sqrt{\pi x}$ for $x>0$, whose one-sided transforms are the expressions derived above.

At a fixed angle away from the positive $x$ axis, $b\to \infty$ and $u\to 0$. But at fixed $y>0$ and $x\to +\infty$, $b\sim y/(2\sqrt{x})$ and $u\to 1$. Hence the radial decay statement cannot hold uniformly as printed; the intended decay is away from the downstream boundary layer. The exact expression also identifies its thickness as $O(\sqrt{x})$.