10 points) Here’s an important formula in PDE theory:
u(x, t) = 1
2???t
? ?
??
f (y)e?(x?y)2/(4?t)dy.
(a) (4 pts) What name(s) does this formula have? (One name is
enough.)
(b) (6 pts) Which equation that we have studied in class does u
solve? For full credit, write down the corresponding PDE, the
auxiliary conditions that match this solution, and the domain in
which the solution is valid.