Paper 2, Section II, 14E14 \mathrm{E}

Further Complex Methods
Part II, 2012

Let the complex function q(x,t)q(x, t) satisfy

iq(x,t)t+2q(x,t)x2=0,0<x<,0<t<Ti \frac{\partial q(x, t)}{\partial t}+\frac{\partial^{2} q(x, t)}{\partial x^{2}}=0, \quad 0<x<\infty, 0<t<T

where TT is a positive constant. The unified transform method implies that the solution of any well-posed problem for the above equation is given by

q(x,t)=12πeikxik2tq^0(k)dk12πLeikxik2t[kg~0(ik2,t)ig~1(ik2,t)]dk\begin{aligned} q(x, t) &=\frac{1}{2 \pi} \int_{-\infty}^{\infty} e^{i k x-i k^{2} t} \hat{q}_{0}(k) d k \\ &-\frac{1}{2 \pi} \int_{L} e^{i k x-i k^{2} t}\left[k \tilde{g}_{0}\left(i k^{2}, t\right)-i \tilde{g}_{1}\left(i k^{2}, t\right)\right] d k \end{aligned}

where LL is the union of the rays (i,0)(i \infty, 0) and (0,),q^0(k)(0, \infty), \hat{q}_{0}(k) denotes the Fourier transform of the initial condition q0(x)q_{0}(x), and g~0,g~1\tilde{g}_{0}, \tilde{g}_{1} denote the tt-transforms of the boundary values q(0,t),qx(0,t)q(0, t), q_{x}(0, t) :

q^0(k)=0eikxq0(x)dx,Imk0,=0teksq(0,s)ds,g~1(k,t)=0teksqx(0,s)ds,kC,0<t<T.\begin{gathered} \hat{q}_{0}(k)=\int_{0}^{\infty} e^{-i k x} q_{0}(x) d x, \quad \operatorname{Im} k \leqslant 0, \\ =\int_{0}^{t} e^{k s} q(0, s) d s, \quad \tilde{g}_{1}(k, t)=\int_{0}^{t} e^{k s} q_{x}(0, s) d s, \quad k \in \mathbb{C}, \quad 0<t<T . \end{gathered}

Furthermore, q0(x),q(0,t)q_{0}(x), q(0, t) and qx(0,t)q_{x}(0, t) are related via the so-called global relation

eik2tq^(k,t)=q^0(k)+kg~0(ik2,t)ig~1(ik2,t),Imk0e^{i k^{2} t} \hat{q}(k, t)=\hat{q}_{0}(k)+k \tilde{g}_{0}\left(i k^{2}, t\right)-i \tilde{g}_{1}\left(i k^{2}, t\right), \quad \operatorname{Im} k \leqslant 0

where q^(k,t)\hat{q}(k, t) denotes the Fourier transform of q(x,t)q(x, t).

(a) Assuming the validity of (1) and (2), use the global relation to eliminate g~1\tilde{g}_{1} from equation (1).

(b) For the particular case that

q0(x)=ea2x,0<x<;q(0,t)=cosbt,0<t<T,q_{0}(x)=e^{-a^{2} x}, \quad 0<x<\infty ; \quad q(0, t)=\cos b t, \quad 0<t<T,

where aa and bb are real numbers, use the representation obtained in (a) to express the solution in terms of an integral along the real axis and an integral along LL (you should not attempt to evaluate these integrals). Show that it is possible to deform these two integrals to a single integral along a new contour L~\tilde{L}, which you should sketch.

[You may assume the validity of Jordan's lemma.]