西北大学2018数学分析试题
证明:
(1)、
$\displaystyle \because |x-y|^2= (x_1-y_1)^2+(x_2-y_2)^2,$
$\begin{align*}\therefore \iint_{R^2}\frac{1}{4\pi t}e^{-\frac{|x-y|^2}{4t}}dy_1dy_2&=\frac{1}{\pi}\int_{0}^{+\infty }e^{-\frac{(x_2-y_2)^2}{2\sqrt{t}}}d(\frac{x_2-y_2}{2\sqrt{t}})\int_{0}^{+\infty }e^{-\frac{(x_1-y_1)^2}{2\sqrt{t}}}d(\frac{x_1-y_1}{2\sqrt{t}})\\\\&=\frac{1}{\pi}\cdot \sqrt{\pi}\cdot \sqrt{\pi}=1.\end{align*}$
(2)、由结论(1)及积分中值定理,得
$\displaystyle \exists \xi\in R^2,s.t.$
$\begin{align*}u(t,x)&=\iint_{R^2}\frac{1}{4\pi t}e^{-\frac{|x-y|^2}{4t}}f(y)dy_1dy_2\\\\&=f(\xi)\iint_{R^2}\frac{1}{4\pi t}e^{-\frac{|x-y|^2}{4t}}dy_1dy_2\\\\&=f(\xi).\end{align*}$
令
$\displaystyle \frac{x-y}{2\sqrt{t}}=v,$
$\displaystyle y=x-2\sqrt{t}v,$
由$\xi$的任意性,可知
$\displaystyle \therefore \lim_{t\to0^+}u(t,x)=\lim_{t\to0^+}f(\xi)=\lim_{t\to0^+}f(x-2\sqrt{t}v)=f(x).$