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2024年2月9日 星期五

Solution to Partial Differential Equations: Methods and Applications (Robert McOwen) Section 3.3

Solution to Partial Differential Equations: Methods and Applications (Robert McOwen) Section 3.3

  1. Let Ω be a smooth, bounded domain in Rn. For a C2 function u(x,t) of the wave equation utt=c2Δu for xΩ and t>0, define the energy to be EΩ(t)=12Ω(u2t+c2|u|2)dx. If u satisfies either the boundary condition u(x,t)=0 or u/ν(x,t)=0 for xΩ, where ν is the exterior unit normal, then show that EΩ(t) is constant.
  2. SolutionNote that if u=0 on Ω, we have ut=0 on Ω. Thus, utuν=0 on Ω when either u=0 or uν=0 on Ω. A direct computation gives

    dEΩdt=ddt[12Ω(u2t+c2|u|2)dx]=Ω(ututt+c2ni=1uxiuxit)dx=Ω(ututtc2ni=1uxixiut)dx+c2ΩutuνdSx=Ω[ut(uttc2Δu)]dx+c2ΩutuνdSx=0.

    Therefore, EΩ(t)=EΩ(0) for all t[0,).

  3. Use the previous exercise to show uniqueness of the solution for the (nonhomogeneous) wave equation utt=Δu+f(x,t) in a smooth, bounded domain ΩRn with either (a) Dirichlet condition u=g, or (b) Neumann condition u/ν=h on Ω.
  4. Solution
    1. Let ˜u and u be solutions of

      {˜utt=Δ˜u+f(x,t)for xΩ, t>0,˜u(x,t)=g(t)for xΩ, t>0,˜u(x,0)=h1(x),˜ut(x,0)=h2(x)for xΩ;{utt=Δu+f(x,t)for xΩ, t>0,u(x,t)=g(t)for xΩ, t>0,u(x,0)=h1(x),ut(x,0)=h2(x)for xΩ.

      Define w=˜uu. Clearly, w satisfies

      {wtt=Δwfor xΩ, t>0,w(x,t)=0for xΩ, t>0,w(x,0)=0,wt(x,0)=0for xΩ.

      Consider the energy EΩ of w defined by

      EΩ(t)=12Ω(w2t+|w|2)dxfor t0.

      Then by Exercise 1, EΩ(t)=EΩ(0) for t0. By the initial condition, EΩ(0)=0, which means wt0 and w0 in Ω×(0,), i.e., w0 in Ω×[0,). Therefore, we obtain ˜uu in Ω×[0,).
    2. Let ˜u and u be solutions of

      {˜utt=Δ˜u+f(x,t)for xΩ, t>0,˜uν(x,t)=h(t)for xΩ, t>0,˜u(x,0)=h1(x),˜ut(x,0)=h2(x)for xΩ;{utt=Δu+f(x,t)for xΩ, t>0,uν(x,t)=h(t)for xΩ, t>0,u(x,0)=h1(x),ut(x,0)=h2(x)for xΩ.

      Define w=˜uu. Clearly, w satisfies

      {wtt=Δwfor xΩ, t>0,wν(x,t)=0for xΩ, t>0,w(x,0)=0,˜wt(x,0)=0for xΩ.

      Consider the energy EΩ of w defined by

      EΩ(t)=12Ω(w2t+|w|2)dxfor t0.

      Then by Exercise 1, EΩ(t)=EΩ(0) for t0. By the initial condition, EΩ(0)=0, which means wt0 and w0 in Ω×(0,), i.e., w0 in Ω×[0,). Therefore, we obtain ˜uu in Ω×[0,).

  5. Use (48) to prove (50).
  6. SolutionFor any a,bR and ε>0, it is clear that (1ϵaεb)20, which implies

    2ab1εa2+εb2. (Young's inequality with ε or Peter-Paul inequality)

    Then for a=ut, b=ν=ux1ν1++uxnνn and ε=c1+c2, we have

    2ut(ux1ν1++uxnνn)1c1+c2u2t+c1+c2(uν)21c1+c2u2t+c1+c2|u|2|ν|2=1c1+c2u2t+c1+c2|u|2(by (48)).


  7. The partial differential equaiton utt=c2Δuq(x)u arises in the study of wave propagation in a nonhomogeneous elastic medium: q(x) is nonnegative and proportional to the coefficient of elasticity at x.
    1. Define an appropriate notion of energy for solutions.
    2. Verify the corresponding energy inequality.
    3. Use the energy method to prove that solutions are uniquely determined by their Cauchy data.
  8. Solution
    1. Mutiplying the equation by ut and integrating it Ω, it yields the energy of solutions:

      EΩ(t)=12Ω(u2t+c2|u|2+q(x)u2)dxfor t0.

      This is an appropriate notion of energy of solutions because dEΩdt=0, i.e., EΩ is a constant on [0,).
    2. Let (x0,t0)Rn×(0,). For any time τ[0,t0], let ˉBτ={xRn:|xx0|c(t0τ)} (see Figure 1 at page 92 in the textbook). Consider the local energy function

      Ex0,t0(τ)=12Bτ(u2t+c2|u|2+q(x)u2)|t=τdxfor 0τt0.

      From Figure 1, we employ the following sets

      Ωτ={(x,t):|xx0|<c(t0t),0<t<τ},Cτ={(x,t):|xx0|=c(t0t),0<t<τ}.

      It is clear that Ωτ=Cτ(ˉB0×{0})(ˉBτ×{τ}), where the unions are disjoint. Moreover, the exterior unit normal ν on Ωτ is given on ˉBτ×{τ} by ν=0,,0,1, and on ˉB0×{0} by ν=0,,0,1. On Cτ, the normal ν=ν1,,νn,νn+1 satisfies (48), i.e.,

      ν21++ν2n=ν2n+1c2=11+c2.

      Now we define the vector field

      V=2c2utux1,,2c2utuxn,(u2t+c2|u|2+q(x)u2).

      Then we compute the divergence of V in variable (x,t) to get

      div(V)=2c2ni=1(utxiuxi+utuxixi)t(u2t+c2|u|2+q(x)u2)=2c2ni=1utxiuxi+2c2utΔu2ututt2c2ni=1uxiuxit+q(x)2uut=2ut[c2Δuutt+q(x)u]=0.

      Hence by the Gauss' divergence theorem, we have

      ΩτVνdS=Ωτdiv(V(x,t))d(x,t)=0.

      On Cτ, we can use (50) to derive

      2ut(ux1ν1++uxnνn)c1+c2|u|2+1c1+c2u2tc1+c2|u|2+1c1+c2(u2t+q(x)u2).

      Hence the flux of V through Cτ is CτVνdS0 because

      Vν=2c2ut(ux1ν1++uxnνn)(u2t+c2|u|2+q(x)u2)νn+10on Cτ.

      Therefore, we have

      Ex0,t0(0)Ex0,t0(τ)=B0(u2t+c2|u|2+q(x)u2)|t=0dxB0(u2t+c2|u|2+q(x)u2)|t=τdx=B0×{0}VνdS+Bτ×{τ}VνdS=CτVνdS0,

      which gives the energy inequality.
    3. Let ˜u and u be solutions of

      {˜utt=c2Δ˜uq(x)˜ufor xΩ,t>0,˜u(x,t)=f(t)for xΩ, t>0˜u(x,0)=g(x),˜ut(x,0)=h(x)for xΩ;{utt=c2Δuq(x)ufor xΩ, t>0,u(x,t)=f(t)for xΩ, t>0u(x,0)=g(x),ut(x,0)=h(x)for xΩ.

      Define w=˜uu. Clearly, w satisfies

      {wtt=c2Δwq(x)wfor xΩ, t>0,w(x,t)=0for xΩ, t>0,w(x,0)=0,wt(x,0)=0for xΩ.

      Then the energy EΩ of w is identically zero because EΩ(t)=EΩ(0)=0 for all t0. Since q(x)0, we get w0, i.e., ˜u=u. The proof is complete.
      Warning: The question does not mention the boundary condition so for the sake of simplicity, we impose the Dirichlet boundary condition. In addition, we also may consider the problem in whole domain Rn with initial data which has compact supports.

  9. Consider the n-dimensional wave equation with dissipation

    {uttc2Δu+αut=0for (x,t)Rn×R+,u(x,0)=g(x),ut(x,0)=h(x)for xRn,

    where g and h have compact support and α0 is a constant. Define the energy E(t) by (43).
    1. Prove a domain of dependence result to conclude that solutions have a finite propagation speed.
    2. Show that E(t) is nonincreasing in t>0.
    3. Use the energy method to prove that solutions are uniquely determined by their Cauchy data.
  10. Solution
    1. Let (x0,t0)Rn×(0,). For any time τ[0,t0], let ˉBτ={xRn:|xx0|c(t0τ)} (see Figure 1 at page 92 in the textbook). Consider the local energy function

      Ex0,t0(τ)=12Bτ(u2t+c2|u|2)|t=τdxfor 0τt0

      (see (46)). From Figure 1, we employ the following sets

      Ωτ={(x,t):|xx0|<c(t0t),0<t<τ},Cτ={(x,t):|xx0|=c(t0t),0<t<τ}.

      It is clear that Ωτ=Cτ(ˉB0×{0})(ˉBτ×{τ}), where the unions are disjoint. Moreover, the exterior unit normal ν on Ωτ is given on ˉBτ×{τ} by ν=0,,0,1, and on ˉB0×{0} by ν=0,,0,1. On Cτ, the normal ν=ν1,,νn,νn+1 satisfies (48), i.e.,

      ν21++ν2n=ν2n+1c2=11+c2.

      Now we define the vector field

      V=2c2utux1,,2c2utuxn,(u2t+c2|u|2).

      Then we compute the divergence of V in variable (x,t) to get

      div(V)=2c2ni=1(utxiuxi+utuxixi)t(u2t+c2|u|2)=2c2ni=1utxiuxi+2c2utΔu2ututt2c2ni=1uxiuxit=2ut[uttc2Δu]=2αu2t0.

      Here we have used the fact that α0. Hnece by the Gauss' divergence theorem, we have

      ΩτVνdS=Ωτdiv(V(x,t))d(x,t)0.

      On Cτ, we recall (50), i.e.,

      2ut(ux1ν1++uxnνn)c1+c2|u|2+1c1+c2u2t.

      Hence the flux of V through Cτ is CτVνdS0 because

      Vν=2c2ut(ux1ν1++uxnνn)(u2t+c2|u|2)νn+10.

      Therefore, we have

      Ex0,t0(0)Ex0,t0(τ)=B0(u2t+c2|u|2+q(x)u2)|t=0dxB0(u2t+c2|u|2+q(x)u2)|t=τdx=B0×{0}VνdS+Bτ×{τ}VνdS=CτVνdS0,

      which gives the energy inequality. When g and h are identically zero in ˉB0, we have Ex0,t0(τ)=0 for 0τt0, which implies ut0 and u in Ωt0, i.e., u is a constant in Ωt0. Since u(x,t)=0 in ˉB0, we get u0 in Ωt0, and hence u(x0,t0)=0. This shows the domain of dependene. Moreover, this implies the finite propagation speed because the domain of dependence indicates that the impact of the initial condition cannot exceed the speed c.
    2. Due to (a), the energy E is well-defined. Then a direct computation gives

      dEdt=ddt[12Rn(u2t+c2|u|2)dx]=Rn(ututt+c2ni=1uxiuxit)dx=Rn(ututtc2ni=1uxixiut)dx(integration by parts and using finite propagation)=Rnut[uttc2Δx]dx=αRnu2tdx0.

      Thus, energy E is nonincreasing in t>0.
    3. Let ˜u and u be solutions of

      {˜uttc2Δ˜u+α˜ut=0for (x,t)Rn×R+,˜u(x,0)=g(x),˜ut(x,0)=h(x)for xRn;{uttc2Δu+αut=0for (x,t)Rn×R+,u(x,0)=g(x),ut(x,0)=h(x)for xRn.

      Define w=˜uu. Clearly, w satisfies

      {wttc2Δw+αwt=0for (x,t)Rn×R+,w(x,0)=0,wt(x,0)=0for xRn.

      Consider the energy E of w defined by

      E=12Ω(w2t+c2|w|2)dxfor t0.

      By (b), we have E(t)E(0)=0, which means wt0 and w0 in Rn×R+, i.e., w0 in Rn×R+, and hence ˜uu in Rn×R+. The proof is complete.

  11. Consider a flexible beam with clamped ends at x=0 and x=1. Small wave motion in the beam satisfies

    {utt+γ2uxxxx=0for 0<x<1,t>0,u(0,t)=0=u(1,t)for t>0,ux(0,t)=0=ux(1,t)for t>0,

    where γ2 is a constant depending on the shape and the material of the beam. Show that the energy E=1210(u2t+γ2u2xx)dx is conserved.
  12. SolutionFrom the boundary conditions, we differentiate them with respect to t to note that

    ut(0,t)=0=ut(1,t),uxt(0,t)=0=uxt(1,t)for t>0.

    Using the integration by parts, we find

    dEdt=ddt[1210(u2t+γ2u2xx)dx]=10(ututt+γ2uxxuxxt)dx=10(ututtγ2uxxxuxt)dx+γ2(uxx(1,t)uxt(1,t)uxx(0,t)uxt(0,t))=10(ututt+γ2uxxxxut)dxγ2(uxxx(1,t)ut(1,t)uxxx(0,t)ut(0,t))=10ut[utt+γ2uxxxx]dx=0.

    This means energy E is conserved.

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