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A Neumann eigenfunction is an eigenfunction of a spatial differential operator whose normal derivative vanishes on the boundary. A Sturm-Liouville eigenfunction expansion in these functions gives a heat kernel for homogeneous Neumann boundary conditions.

For $L>0$ and $t>0$, the Sturm-Liouville eigenfunction expansion for $u_t=u_{xx}$ on $(0,L)$ with homogeneous Neumann boundary conditions givesThe constant eigenfunction mode preserves the spatial integral. This is the $\beta =0$ limit of the weighted Neumann heat kernel with constant drift, and its boundary inputs have the signs in the Neumann boundary-forcing formula.

Impermeability requires $\hat{w}(-1)=\hat{w}(1)=0$. Let $c=\omega /\alpha$ with real $\alpha \ne 0$, and set $a=|\alpha |$. If $c$ is nonreal, or real outside the channel, the Rayleigh equation for inviscid shear flow gives ${\hat{w}}^{\prime \prime }-a^2\hat{w}=0$ everywhere. The two wall conditions then force $\hat{w}=0$. In fact there is no nonzero globally smooth eigenfunction for any $c$: the complete family is the inviscid Couette continuous spectrum.

For each $\xi \in (-1,1)$, permit a localized vorticity sheet. Let $G_a$ be the Dirichlet Green function satisfying $(D^2-a^2)G_a(z,\xi )=\delta (z-\xi )$. An explicit generalized eigenfunction iswhere $z_{<}=\min (z,\xi )$ and $z_{>}=\max (z,\xi )$. It vanishes at both walls, is continuous at $z=\xi$, and has derivative jump $[{\partial }_z{G}_a{]}_{{\xi }^{-}}^{{\xi }^{+}}=1$. Consequentlyusing the Dirac delta multiplication identity. These are vorticity-sheet eigenfunctions of inviscid Couette flow, understood as generalized eigenfunctions, not as a discrete smooth Sturm-Liouville eigenfunction expansion.

To see completeness, define the vorticity variable $q=(D^2-a^2)w$. Its evolution is $({\partial }_t+i\alpha z)q=0$, so for any admissible initial vorticity $q_0$,The homogeneous Dirichlet problem for $D^2-a^2$ has only the zero solution, so this inversion reconstructs every initial vertical-velocity field in its usual function space. The generalized frequencies fill the interval with endpoints $\pm \alpha$; the endpoint values are understood as the closure of the continuous spectrum.

The drift makes the natural measure weighted. LetUnder homogeneous Neumann boundary conditions, the differential operator is self-adjoint in the weighted inner product $⟨u,v{⟩}_w={\int }_0^{L}w\overline{u}vdx$. Indeed integration by parts giveswhen the derivative boundary terms vanish. In particular its eigenvalues are nonpositive and it has the constant stationary eigenfunction. We first construct the weighted Neumann heat kernel with constant drift, then incorporate the two prescribed coordinate derivatives.

Put $b=\beta /2$. The Robin gauge transform for constant drift, $\varphi =e^{-bx}\psi$, turns $\mathcal{A}\varphi =-\lambda \varphi$ intoThese are coordinate-derivative Robin boundary conditions, with the same algebraic sign at both endpoints. The left condition for an oscillatory solution of wavenumber $k$ gives $\psi =\cos (kx)+(b/k)\sin (kx)$. The right condition then reduces to $(k+b^2/k)\sin (kL)=0$, giving $k_n=n\pi /L$. There is also a separate mode $\lambda =0$, $\psi =e^{bx}$, which must not be discarded by restricting to oscillatory $k$. For $0\le \lambda <b^2$, write $k=i\eta$: the endpoint determinant reduces to $\lambda \sinh (\eta L)=0$, leaving only that zero mode. At $\lambda =b^2$, the linear solution $\psi =A+Bx$ satisfies both endpoint conditions only if it vanishes, because $b>0$. The complete Sturm-Liouville eigenfunction expansion therefore usesTheir squared norms in the weighted measure areThe cancellation of the weight against $e^{-2bx}$ makes the latter formula an ordinary trigonometric integral. DefineFor $t>0$ this kernel is smooth in the interior. It integrates initial values against $w(y)dy$, not against unweighted Lebesgue measure. It is symmetric in $x,y$ as a weighted kernel, even though the drift operator does not look symmetric in an unweighted inner product.

To determine the boundary forcing, set $a_n(t)=⟨{\varphi }_n,q(\cdot ,t){⟩}_w/N_n$. Two applications of integration by parts leaveThe minus sign at the left endpoint is the sign of the boundary evaluation $[\cdot {]}_0^L$; the supplied $g_1$ is $q_x(0,t)$, not an outward normal derivative. Solving this linear differential equation by an integrating factor and recombining the modes gives the requested space-time integral representation:This is the Neumann boundary-forcing formula. The zero mode also gives the useful consistency checkOrdinary unweighted mass instead obeys $d{\int }_0^{L}qdx/dt=h_1-g_1+\beta [q(L,t)-q(0,t)]$. Replacing the weighted measure by $dy$ or deleting the constant mode would therefore give an incorrect solution.

There is a subtle point when checking nonzero derivative data: every homogeneous eigenfunction has zero endpoint derivative, but differentiating the boundary-forcing sum and its time integral term by term at an endpoint is not valid. The kernel is singular as $t-s\downarrow 0$, and the prescribed derivatives are interior limits of the full solution. An explicit Laplace transform form verifies those limits without this interchange and gives an alternative purely contour-integral version.

For $\mathrm{Re}p>0$, set $\kappa =\sqrt{p+b^2}$ using the principal square root, and defineBoth solve $(p-\mathcal{A})f=0$, with $u_p(0)=v_p(L)=1$, $u_p^{\prime }(0)=v_p^{\prime }(L)=0$. Their weighted Wronskian is the nonzero constantHence the resolvent kernel for Neumann advection-diffusion on an interval isThe first derivative in $x$ has jump $-e^{-\beta y}$, giving $(p-{\mathcal{A}}_x){\mathcal{R}}_p=e^{-\beta y}{\delta }_y$ in the sense of distributional derivatives. If $G(p)={\int }_0^T{e}^{-ps}{g}_1(s)ds$ and $H(p)={\int }_0^T{e}^{-ps}{h}_1(s)ds$, an equivalent transformed solution isIn fact $v_p^{\prime }(0)=-D_p$ and $u_p^{\prime }(L)=e^{-\beta L}{D}_p$, so $Q_x(0,p)=G(p)$ and $Q_x(L,p)=H(p)$ exactly. The inverse Bromwich contour integral of $e^{pt}Q(x,p)/(2\pi i)$ is an alternative final answer. Its poles at $p=0$ and $p=-{\lambda }_n$ reproduce the constant and decaying modes of $K_{\beta }$, respectively; apparent square-root singularities in the normalized hyperbolic factors are removable. This also independently checks the kernel normalization and boundary signs.

As in question 1, the printed dot on $q_0$ denotes its spatial derivative: the two corner conditions are $q_0^{\prime }(0)=g_1(0)$ and $q_0^{\prime }(L)=h_1(0)$. The initial eigenfunction expansion converges to $q_0$ in the weighted space and, for the stated smooth compatible data, has the appropriate classical initial and boundary limits. Differences of solutions with zero data satisfy $\frac{1}{2}d\Vert q{\Vert }_w^2/dt=-{\int }_0^{L}w|q_x{|}^{2}dx$, proving uniqueness in the usual regular solution class. In the limit $\beta \to 0$, $N_0\to L$, ${\varphi }_n\to \cos (n\pi x/L)$, and the ordinary Neumann heat kernel on an interval and its boundary signs are recovered.

The Dirichlet Laplacian eigenfunctions and positive Dirichlet Laplacian eigenvalues on the interval of length two areA Sturm-Liouville eigenfunction expansion gives $u={\sum }_j{q}_j(t){\varphi }_j$, with $q_j^{\prime \prime }+({\lambda }_j-\alpha )q_j=0$. Thus all normal modes oscillate precisely when $\alpha <{\lambda }_1$.

To justify a spatially uniform bound for arbitrary appropriate data, assume the usual wave equation energy class $u(0)\in H_0^1(-1,1)$ and $u_t(0)\in L^2(-1,1)$, or smoother compatible data. The energy method conservesThe sharp Poincare inequality is $\Vert u{\Vert }_{L^2}^2\le {\lambda }_1^{-1}\Vert u_x{\Vert }_{L^2}^2$. For $0\le \alpha <{\lambda }_1$, this makes $E$ coercive with constant $1-\alpha /{\lambda }_1$; for $\alpha <0$, coercivity is immediate. The one-dimensional Sobolev representative satisfies $|u(x,t)|\le \sqrt{2}\Vert u_x(t){\Vert }_{L^2}$ by the fundamental theorem of calculus and the Cauchy-Schwarz inequality. Hence the conserved energy bounds $u$ uniformly in both variables.

At $\alpha ={\lambda }_1$, the smooth solution $u=t{\varphi }_1$ is unbounded. At $\alpha >{\lambda }_1$, $u=e^{\sqrt{\alpha -{\lambda }_1}t}{\varphi }_1$ is unbounded. ThereforeThe bound depends on the initial data; it is not a single bound for all arbitrarily rescaled solutions. The energy-class hypothesis supplies pointwise meaning and excludes undefined rough-data interpretations.

Use the weighted Neumann heat kernel with constant drift. The spatial operator has the self-adjoint formso its homogeneous Neumann boundary conditions give a regular Sturm-Liouville problem in the weighted inner productThe constant eigenfunction is ${\varphi }_0=1$, with eigenvalue ${\lambda }_0=0$ and squared norm $N_0=(e^{\beta L}-1)/\beta$. For $k\ge 1$, put $q_k=k\pi /L$. Substitution of $\varphi =e^{-\beta x/2}v$ in $\mathcal{L}\varphi =-\lambda \varphi$ gives $v^{\prime \prime }+(\lambda -{\beta }^2/4)v=0$ and the Robin boundary conditions $v^{\prime }=\beta v/2$ at both endpoints. HenceIndeed,The Sturm-Liouville eigenfunction expansion is complete and orthogonal. Its heat kernel, relative to the measure $e^{\beta y}dy$, isFor a coefficient $a_k(t)=⟨{\varphi }_k,u(\cdot ,t){⟩}_{\beta }/N_k$, two applications of integration by parts yieldSolving these scalar linear differential equations and summing gives the Neumann boundary-forcing formula:This depends only on the given data. In particular, the zero eigenvalue retains the changing weighted mean:The endpoint derivatives of the boundary integral are understood as interior limits. Differentiating each homogeneous Neumann eigenfunction at the endpoint before summing would incorrectly discard the prescribed boundary forcing: the short-time heat kernel makes that interchange invalid. The stated compatibility conditions give the classical boundary traces.

Set $y=e^{-x}u$. Thenso the eigenvalue equation becomesThe Dirichlet eigenvalues and corresponding eigenfunctions are thereforeThey form an infinite discrete increasing set. Their weighted inner products satisfyThus the Sturm-Liouville eigenfunction expansion coefficient is

For a positive weight $w$, the weighted inner product of functions is $⟨f,g{⟩}_w=\int \overline{f}gw$. It is the usual inner product in the L2 space for the measure $w(x)dx$. A Sturm-Liouville eigenfunction expansion uses this weight to make its eigenfunctions orthogonal.

On $(0,L)$, the differential operator $\mathcal{L}={\partial }_x^2+\beta {\partial }_x=e^{-\beta x}{\partial }_x(e^{\beta x}{\partial }_x)$ with homogeneous Neumann boundary conditions is self-adjoint in the weighted inner product with weight $e^{\beta x}$. Its eigenfunctions and nonnegative decay rates areTheir squared norms are $N_0=(e^{\beta L}-1)/\beta$ and $N_k=L[1+{\beta }^2/(4q_k^2)]/2$. The Sturm-Liouville eigenfunction expansion givesThis kernel acts against the measure $e^{\beta y}dy$, not Lebesgue measure alone. It is symmetric in $x,y$; the transition density against Lebesgue measure is $e^{\beta y}{K}_{\beta }(x,y,t)$.