5 7.24, §5 Back

We need to find the original function $u$ corresponding to the transformed

\begin{displaymath}
\hat u = - \sqrt{\frac{\kappa}{s}} e^{-\sqrt{s/\kappa}  x} \hat g
\end{displaymath}

We do not really know what $\hat g$ is, just that it transforms back to $g$. However, we can find the other part of $\hat u$ in the tables.

\begin{displaymath}
- \sqrt{\frac{\kappa}{s}} e^{-\sqrt{s/\kappa}  x}
\quad ...
...rrow}
\quad
- \sqrt{\frac{\kappa}{\pi t}} e^{-x^2/4\kappa t}
\end{displaymath}

How does $\hat g$ times this function transform back? The product of two functions, say $\hat f(s)\hat g(s)$, does not transform back to $f(t)g(t)$. The convolution theorem Table 6.3 # 7 is needed:

\begin{displaymath}
u(x,t) = - \int_0^t
\sqrt{\frac{\kappa}{\pi (t-\tau)}}
e^{-x^2/4\kappa(t-\tau)} g(\tau) \d\tau
\end{displaymath}