Write down the formula for the solution u=u(t,x) for t>0 of the initial value problem for the heat equation in one space dimension
∂t∂u−∂x2∂2u=0u(0,x)=g(x)
for g:R→C a given smooth bounded function.
Define the distributional derivative of a tempered distribution T∈S′(R). Define a fundamental solution of a constant-coefficient linear differential operator P, and show that the distribution defined by the function 21e−∣x∣ is a fundamental solution for the operator P=−dx2d2+1.
For the equation
∂t∂u−∂x2∂2u=etϕ(x)
where ϕ∈S(R), prove that there is a unique solution of the form etv(x) with v∈S(R). Hence write down the solution of (∗) with general initial data u(0,x)=f(x) and describe the large time behaviour.