Solution to Partial Differential Equations: Methods and Applications (Robert McOwen) Section 3.3
- Let Ω be a smooth, bounded domain in Rn. For a C2 function u(x,t) of the wave equation utt=c2Δu for x∈Ω and t>0, define the energy to be EΩ(t)=12∫Ω(u2t+c2|∇u|2)dx. If u satisfies either the boundary condition u(x,t)=0 or ∂u/∂ν(x,t)=0 for x∈∂Ω, where ν is the exterior unit normal, then show that EΩ(t) is constant.
- 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 Ω⊂Rn with either (a) Dirichlet condition u=g, or (b) Neumann condition ∂u/∂ν=h on ∂Ω.
- Let ˜u and u be solutions of
{˜utt=Δ˜u+f(x,t)for x∈Ω, t>0,˜u(x,t)=g(t)for x∈∂Ω, t>0,˜u(x,0)=h1(x),˜ut(x,0)=h2(x)for x∈Ω;{utt=Δu+f(x,t)for x∈Ω, t>0,u(x,t)=g(t)for x∈∂Ω, t>0,u(x,0)=h1(x),ut(x,0)=h2(x)for x∈Ω.
Define w=˜u−u. Clearly, w satisfies{wtt=Δwfor x∈Ω, t>0,w(x,t)=0for x∈∂Ω, t>0,w(x,0)=0,wt(x,0)=0for x∈Ω.
Consider the energy EΩ of w defined byEΩ(t)=12∫Ω(w2t+|∇w|2)dxfor t≥0.
Then by Exercise 1, EΩ(t)=EΩ(0) for t≥0. By the initial condition, EΩ(0)=0, which means wt≡0 and ∇w≡0 in Ω×(0,∞), i.e., w≡0 in Ω×[0,∞). Therefore, we obtain ˜u≡u in Ω×[0,∞). - Let ˜u and u be solutions of
{˜utt=Δ˜u+f(x,t)for x∈Ω, t>0,∂˜u∂ν(x,t)=h(t)for x∈∂Ω, t>0,˜u(x,0)=h1(x),˜ut(x,0)=h2(x)for x∈Ω;{utt=Δu+f(x,t)for x∈Ω, t>0,∂u∂ν(x,t)=h(t)for x∈∂Ω, t>0,u(x,0)=h1(x),ut(x,0)=h2(x)for x∈Ω.
Define w=˜u−u. Clearly, w satisfies{wtt=Δwfor x∈Ω, t>0,∂w∂ν(x,t)=0for x∈∂Ω, t>0,w(x,0)=0,˜wt(x,0)=0for x∈Ω.
Consider the energy EΩ of w defined byEΩ(t)=12∫Ω(w2t+|∇w|2)dxfor t≥0.
Then by Exercise 1, EΩ(t)=EΩ(0) for t≥0. By the initial condition, EΩ(0)=0, which means wt≡0 and ∇w≡0 in Ω×(0,∞), i.e., w≡0 in Ω×[0,∞). Therefore, we obtain ˜u≡u in Ω×[0,∞). - Use (48) to prove (50).
- The partial differential equaiton utt=c2Δu−q(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.
- Define an appropriate notion of energy for solutions.
- Verify the corresponding energy inequality.
- Use the energy method to prove that solutions are uniquely determined by their Cauchy data.
- Mutiplying the equation by ut and integrating it Ω, it yields the energy of solutions:
EΩ(t)=12∫Ω(u2t+c2|∇u|2+q(x)u2)dxfor t≥0.
This is an appropriate notion of energy of solutions because dEΩdt=0, i.e., EΩ is a constant on [0,∞). - Let (x0,t0)∈Rn×(0,∞). For any time τ∈[0,t0], let ˉBτ={x∈Rn:|x−x0|≤c(t0−τ)} (see Figure 1 at page 92 in the textbook). Consider the local energy function
Ex0,t0(τ)=12∫Bτ(u2t+c2|∇u|2+q(x)u2)|t=τdxfor 0≤τ≤t0.
From Figure 1, we employ the following setsΩτ={(x,t):|x−x0|<c(t0−t),0<t<τ},Cτ={(x,t):|x−x0|=c(t0−t),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 getdiv(→V)=2c2n∑i=1(utxiuxi+utuxixi)−∂∂t(u2t+c2|∇u|2+q(x)u2)=2c2n∑i=1utxiuxi+2c2utΔu−2ututt−2c2n∑i=1uxiuxit+q(x)⋅2uut=2ut[c2Δu−utt+q(x)u]=0.
Hence by the Gauss' divergence theorem, we have∫∂Ωτ→V⋅νdS=∫Ωτdiv(→V(x,t))d(x,t)=0.
On Cτ, we can use (50) to derive2ut(ux1ν1+⋯+uxnνn)≤c√1+c2|∇u|2+1c√1+c2u2t≤c√1+c2|∇u|2+1c√1+c2(u2t+q(x)u2).
Hence the flux of →V through Cτ is ∫Cτ→V⋅νdS≤0 because→V⋅ν=2c2ut(ux1ν1+⋯+uxnνn)−(u2t+c2|∇u|2+q(x)u2)νn+1≤0on Cτ.
Therefore, we haveEx0,t0(0)−Ex0,t0(τ)=∫B0(u2t+c2|∇u|2+q(x)u2)|t=0dx−∫B0(u2t+c2|∇u|2+q(x)u2)|t=τdx=∫B0×{0}→V⋅νdS+∫Bτ×{τ}→V⋅νdS=−∫Cτ→V⋅νdS≥0,
which gives the energy inequality. - Let ˜u and u be solutions of
{˜utt=c2Δ˜u−q(x)˜ufor x∈Ω,t>0,˜u(x,t)=f(t)for x∈∂Ω, t>0˜u(x,0)=g(x),˜ut(x,0)=h(x)for x∈Ω;{utt=c2Δu−q(x)ufor x∈Ω, t>0,u(x,t)=f(t)for x∈∂Ω, t>0u(x,0)=g(x),ut(x,0)=h(x)for x∈Ω.
Define w=˜u−u. Clearly, w satisfies{wtt=c2Δw−q(x)wfor x∈Ω, t>0,w(x,t)=0for x∈∂Ω, t>0,w(x,0)=0,wt(x,0)=0for x∈Ω.
Then the energy EΩ of w is identically zero because EΩ(t)=EΩ(0)=0 for all t≥0. Since q(x)≥0, we get w≡0, 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. - Consider the n-dimensional wave equation with dissipation
{utt−c2Δu+αut=0for (x,t)∈Rn×R+,u(x,0)=g(x),ut(x,0)=h(x)for x∈Rn,
where g and h have compact support and α≥0 is a constant. Define the energy E(t) by (43).- Prove a domain of dependence result to conclude that solutions have a finite propagation speed.
- Show that E(t) is nonincreasing in t>0.
- Use the energy method to prove that solutions are uniquely determined by their Cauchy data.
- Let (x0,t0)∈Rn×(0,∞). For any time τ∈[0,t0], let ˉBτ={x∈Rn:|x−x0|≤c(t0−τ)} (see Figure 1 at page 92 in the textbook). Consider the local energy function
Ex0,t0(τ)=12∫Bτ(u2t+c2|∇u|2)|t=τdxfor 0≤τ≤t0
(see (46)). From Figure 1, we employ the following setsΩτ={(x,t):|x−x0|<c(t0−t),0<t<τ},Cτ={(x,t):|x−x0|=c(t0−t),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 getdiv(→V)=2c2n∑i=1(utxiuxi+utuxixi)−∂∂t(u2t+c2|∇u|2)=2c2n∑i=1utxiuxi+2c2utΔu−2ututt−2c2n∑i=1uxiuxit=−2ut[utt−c2Δu]=2αu2t≥0.
Here we have used the fact that α≥0. Hnece by the Gauss' divergence theorem, we have∫∂Ωτ→V⋅νdS=∫Ωτdiv(→V(x,t))d(x,t)≥0.
On Cτ, we recall (50), i.e.,2ut(ux1ν1+⋯+uxnνn)≤c√1+c2|∇u|2+1c√1+c2u2t.
Hence the flux of →V through Cτ is ∫Cτ→V⋅νdS≤0 because→V⋅ν=2c2ut(ux1ν1+⋯+uxnνn)−(u2t+c2|∇u|2)νn+1≤0.
Therefore, we haveEx0,t0(0)−Ex0,t0(τ)=∫B0(u2t+c2|∇u|2+q(x)u2)|t=0dx−∫B0(u2t+c2|∇u|2+q(x)u2)|t=τdx=∫B0×{0}→V⋅νdS+∫Bτ×{τ}→V⋅νdS=−∫Cτ→V⋅νdS≥0,
which gives the energy inequality. When g and h are identically zero in ˉB0, we have Ex0,t0(τ)=0 for 0≤τ≤t0, which implies ut≡0 and ∇u in Ωt0, i.e., u is a constant in Ωt0. Since u(x,t)=0 in ˉB0, we get u≡0 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. - Due to (a), the energy E is well-defined. Then a direct computation gives
dEdt=ddt[12∫Rn(u2t+c2|∇u|2)dx]=∫Rn(ututt+c2n∑i=1uxiuxit)dx=∫Rn(ututt−c2n∑i=1uxixiut)dx(integration by parts and using finite propagation)=∫Rnut[utt−c2Δx]dx=−α∫Rnu2tdx≤0.
Thus, energy E is nonincreasing in t>0. - Let ˜u and u be solutions of
{˜utt−c2Δ˜u+α˜ut=0for (x,t)∈Rn×R+,˜u(x,0)=g(x),˜ut(x,0)=h(x)for x∈Rn;{utt−c2Δu+αut=0for (x,t)∈Rn×R+,u(x,0)=g(x),ut(x,0)=h(x)for x∈Rn.
Define w=˜u−u. Clearly, w satisfies{wtt−c2Δw+αwt=0for (x,t)∈Rn×R+,w(x,0)=0,wt(x,0)=0for x∈Rn.
Consider the energy E of w defined byE=12∫Ω(w2t+c2|∇w|2)dxfor t≥0.
By (b), we have E(t)≤E(0)=0, which means wt≡0 and ∇w≡0 in Rn×R+, i.e., w≡0 in Rn×R+, and hence ˜u≡u in Rn×R+. The proof is complete. - 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=12∫10(u2t+γ2u2xx)dx is conserved.
Solution
Note that if u=0 on ∂Ω, we have ut=0 on ∂Ω. Thus, ut∂u∂ν=0 on ∂Ω when either u=0 or ∂u∂ν=0 on ∂Ω. A direct computation givesdEΩdt=ddt[12∫Ω(u2t+c2|∇u|2)dx]=∫Ω(ututt+c2n∑i=1uxiuxit)dx=∫Ω(ututt−c2n∑i=1uxixiut)dx+c2∫∂Ωut∂u∂νdSx=∫Ω[ut(utt−c2Δu)]dx+c2∫∂Ωut∂u∂νdSx=0.
Therefore, EΩ(t)=EΩ(0) for all t∈[0,∞).Solution
Solution
For any a,b∈R and ε>0, it is clear that (1√ϵa−√εb)2≥0, which implies2ab≤1εa2+εb2. (Young's inequality with ε or Peter-Paul inequality)
Then for a=ut, b=∇⋅ν=ux1ν1+⋯+uxnνn and ε=c√1+c2, we have2ut(ux1ν1+⋯+uxnνn)≤1c√1+c2u2t+c√1+c2(∇u⋅ν)2≤1c√1+c2u2t+c√1+c2|∇u|2|ν|2=1c√1+c2u2t+c√1+c2|∇u|2(by (48)).
Solution
Solution
Solution
From the boundary conditions, we differentiate them with respect to t to note thatut(0,t)=0=ut(1,t),uxt(0,t)=0=uxt(1,t)for t>0.
Using the integration by parts, we finddEdt=ddt[12∫10(u2t+γ2u2xx)dx]=∫10(ututt+γ2uxxuxxt)dx=∫10(ututt−γ2uxxxuxt)dx+γ2(uxx(1,t)uxt(1,t)−uxx(0,t)uxt(0,t))=∫10(ututt+γ2uxxxxut)dx−γ2(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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