Solution to Partial Differential Equations: Methods and Applications (Robert McOwen) Section 5.1
- A square two-dimensional plate of side length a is heated to a uniform temperature U0>0. Then at t=0 all sides are reduced to zero temperature. (Assume that the top and bottom of the plate are insulated so that the heat flow can be restricted to two dimensions.) Describe the heat diffusion u(x,y,t).
- Describe how you would solve the initial/boundary value problem (3) with the homogeneous Dirichlet condition replaced by u(x,t)=h(x) for x∈∂Ω and t>0. What happens to u(x,t) as t→∞?
- Suppose f(x,t)=∞∑n=1an(t)ϕn(x) converges absolutely and uniformly for (x,t)∈ˉUT for every T>0. Let g(x)≡0 and h(x,t)≡0, and describe the solution of (9).
- More generally than in Exercise 2, describe how you would solve the initial boundary value problem (3) with the homogeneous Dirichlet condition replaced by u(x,t)=h(x,t) for x∈∂Ω and t>0.
- Suppose the square plate of Exercise 1 is given an initial temperature distribution u(x,y,0)=g(x,y) and then insulated so that heat cannot flow across ∂Ω (i.e., ∂u/∂ν=0). Use an expansion in appropriate eigenfunctions to describe the heat diffusion u(x,y,t).
- Suppose U=Ω×(0,T) and u∈C2;1(U)∩C(ˉU) satisfies ut≤Δu+cu in U, where c≤0 is a constant. If u≥0, show that (11) holds for u. Give a counterexample when c<0 and u<0 in ˉU.
- If u satisfies (1), define its heat energy by E(t)=∫Ωu2(x,t)dx.
- If U=Ω×(0,∞) and u∈C2;1(ˉU) satisfies (1) and either (i) u=0 on ∂Ω, or (ii) ∂u/∂ν=0 on ∂Ω, then prove that E(t) is nonincreasing in t.
- Use (a) to conclude the uniqueness of a solution u∈C2;1(ˉU) for either the nonhomogeneous Dirichlet problem (9) or the corresponding nonhomogeneous Neumann problem.
- Since u∈C2,1(ˉU) satisfies ut=kΔu in U, we have
E′(t)=2∫Ωu(x,t)ut(x,t)dx=2k∫Ωu(x,t)Δu(x,t)dx=2k∫∂Ωu(x,t)∂u∂ν(x,t)dSx−2k∫Ω|∇u(x,t)|2dx=−2k∫Ω|∇u(x,t)|2dx≤0(k>0).
Here we have used the fact that u∂u∂ν≡0 on ∂Ω, which follows from either (i) u≡0 on ∂Ω or (ii) ∂u∂ν≡0 on ∂Ω. Threfore, E is nonincreasing in t. The proof is complete. - Suppose that there are two solutions ˜u and u of the nonhomogeneous Dirichlet problem (9), i.e.,
{˜ut(x,t)=Δ˜u(x,t)+f(x,t)for x∈Ω and t>0,˜u(x,0)=g(x)for x∈ˉΩ,˜u(x,t)=h(x,t)for x∈∂Ω and t>0,{ut(x,t)=Δu(x,t)+f(x,t)for x∈Ω and t>0,u(x,0)=g(x)for x∈ˉΩ,u(x,t)=h(x,t)for x∈∂Ω and t>0,
Let w(x,t)=˜u(x,t)−u(x,t) for (x,t)∈ˉU. Then w satisfies{wt(x,t)=Δw(x,t)for x∈Ω and t>0,w(x,0)=0for x∈ˉΩ,w(x,t)=0for x∈∂Ω and t>0
and its heat energy is given by Ew(t)=∫Ωw2(x,t)dx. By (a), it is clear that∫Ωw2(x,t)dx=Ew(t)≤Ew(0)=∫Ωw2(x,0)dx=0,
which implies w≡0 in ˉU and hence ˜u≡u in ˉU. Therefore, we complete the proof of uniquenees of solution of the nonhomogeneous Dirichlet problem. - Suppose that there are two solutions ˜u and u of the nonhomogeneous Neumann problem, i.e.,
{˜ut(x,t)=Δ˜u(x,t)+f(x,t)for x∈Ω and t>0,˜u(x,0)=g(x)for x∈ˉΩ,∂˜u∂ν(x,t)=h(x,t)for x∈∂Ω and t>0,{ut(x,t)=Δu(x,t)+f(x,t)for x∈Ω and t>0,u(x,0)=g(x)for x∈ˉΩ,∂u∂ν(x,t)=h(x,t)for x∈∂Ω and t>0,
Let w(x,t)=˜u(x,t)−u(x,t) for (x,t)∈ˉU. Then w satisfies{wt(x,t)=Δw(x,t)for x∈Ω and t>0,w(x,0)=0for x∈ˉΩ,∂w∂ν(x,t)=0for x∈∂Ω and t>0
and its heat energy is given by Ew(t)=∫Ωw2(x,t)dx. By (a), it is clear that∫Ωw2(x,t)dx=Ew(t)≤Ew(0)=∫Ωw2(x,0)dx=0,
which implies w≡0 in ˉU and hence ˜u≡u in ˉU. Therefore, we complete the proof of uniquenees of solution of the nonhomogeneous Neumann problem.
- Suppose that there are two solutions ˜u and u of the nonhomogeneous Dirichlet problem (9), i.e.,
Solution
The initial/boundary value problem for heat equation can be formulated as{ut(x,y,t)=kΔu(x,y,t)=k(uxx(x,y,t)+uyy(x,y,t))for (x,y,t)∈(0,a)×(0,a)×(0,∞),u(x,y,0)=U0>0for (x,y)∈(0,a)×(0,a),u(0,y,t)=u(a,y,t)=0for y∈[0,a] and t>0,u(x,0,t)=u(x,a,t)=0for x∈[0,a] and t>0.
Recall that the eigenvalues and associated eigenfunctions of −Δ with zero Dirichlet boundary condition over the two-dimensional square areλmn=π2a2(m2+n2),ϕmn(x,y)=sinmπxasinnπyafor m,n∈N.
The initial condition can be represented asU0=∞∑m,n=1Amnϕmn(x,y)=Amnsinmπxasinnπya,
where Amn is given byAmn=4a2∫a0∫a0u(x,y,0)sinmπxasinnπyadydx=4a2⋅U0⋅a2mnπ2⋅cosmπxa|a0⋅cosnπya|a0=4(1−(−1)m)(1−(−1)n)mnπ2U0={16mnπ2U0if m and n are odd,0otherwise.
Let us assume that the solution u can be expanded in the eigenfunctions with coefficients depending on t:u(x,y,t)=∞∑m,n=1vmn(t)ϕmn(x,y)=∞∑m,n=1vmn(t)sinmπxasinnπya.
Assuming sufficient convergence to pass the derivatives inside the summation, this givesv′mn(t)+kλmnvmn(t)=0for t>0 and m,n∈N.
This ordinary differential equation has general solutionvmn(t)=vmn(0)exp(−kλmnt)for t≥0.
Hence we getu(x,y,t)=∞∑m,n=1vmn(0)exp(−kλmnt)sinmπxasinnπya.
By the initial condition, we get vmn(0)=Amn for all m,n∈N. Therefore, we obtainu(x,y,t)=∞∑m,n=1Amnexp(−kλmnt)sinmπxasinnπya=16U0π2∞∑m′,n′=11(2m′−1)(2n′−1)exp(−kπ2[(2m−1)2+(2n−1)2]a2t)sin(2m−1)πxasin(2n−1)πya.
Solution
Consider the following Laplace equation with the Dirichlet boundary condition{Δw(x)=0for x∈Ω,w(x)=h(x)for x∈∂Ω.
Then we consider the following initial value with homogeneous Dirichlet condition for heat equation:{vt(x,t)=Δv(x,t)for x∈Ω and t>0,v(x,0)=g(x)−w(x)for x∈ˉΩ,v(x,t)=0for x∈∂Ω and t>0.
By solving the above two problems, we can find that u(x,t)=v(x,t)+w(x) solves the following initial/boundary value problem{ut(x,t)=Δu(x,t)for x∈Ω and t>0,u(x,0)=g(x)for x∈ˉΩ,u(x,t)=h(x)for x∈∂Ω and t>0.
Now we study the asymptotic behaviour of u as t tends to infinity. Clearly, w is independent of t. Suppose that λn and ϕn are eigenvalues and eigenfunctions for −Δ over Ω with the Dirichlet boundary condition, i.e., −Δϕn=λnϕn in Ω with ϕn=0 on ∂Ω. Note that λn>0 for all n∈N and λn→∞ as n→∞. Then v can be represented asv(x,t)=∞∑n=1e−λntϕn(x)∫Ωϕn(y)(g−w)(y)dy.
Since limt→∞e−λnt=0, we obtain limt→∞v(x,t)=0, which implieslimt→∞u(x,t)=w(x)+limt→∞v(x,t)=w(x)for x∈ˉΩ.
Solution
Since g≡0 and h≡0, equations (9) become{ut(x,t)=Δu(x,t)+f(x,t)for x∈Ω and t>0,u(x,0)=0for x∈ˉΩ,u(x,t)=0for x∈∂Ω and t>0.
Let us assume that the soluion u can be expanded in the eigenfunctions with coefficients depending on t:u(x,t)=∞∑n=1vn(t)ϕn(x).
Assuming sufficient convergence to pass the derivatives inside the summation, this givesv′n(t)+λnvn(t)=an(t)for t>0 and n∈Nwith vn(0)=0,
where λn is the eigenvalue of −Δ. Note that λn>0 for all n∈N. Multiplying it by eλnt, we get(eλntvn(t))′=eλntv′n(t)+λneλntvn(t)=eλntan(t)for t>0 and n∈N,
which impliesvn(t)=∫t0eλn(s−t)an(s)ds.
Therefore, the solution u is given byu(x,t)=∞∑n=1ϕn(x)∫t0eλn(s−t)an(s)ds.
Solution
Suppose that h(x,t) can be extends to x∈ˉΩ such that h has the eigenfunction expansion:h(x,t)=∞∑n=1an(t)ϕn(x),
which converges absolutely and uniformly on ˉUT for every T>0. Let f(x,t)=ht(x,t)−Δh(x,t) for x∈Ω and t>0. Clearly, f admits the eigenfunction expansion:f(x,t)=∞∑n=1(a′n(t)+λnan(t))ϕn(x),
which also converges absolutely and uniformly on ˉUT for every T>0. Then we consider the following initial/boundary value problem with homogeneous Dirichlet condition and forcing term:{vt(x,t)=Δv(x,t)+f(x,t)for x∈Ω and t>0,v(x,0)=g(x)−h(x,0)for x∈ˉΩ,v(x,t)=0for x∈ˉΩ and t>0.
Using the solution of v, we may find that u(x,t)=v(x,t)+h(x,t) solves{ut(x,t)=Δu(x,t)for x∈Ω and t>0,u(x,0)=g(x)for x∈ˉΩ,u(x,t)=h(x,t)for x∈∂Ω and t>0,
which is desired.Now we derive the expansion solution of u as follows. By the results of Exercise 2 and Exercise 3, we can get
v(x,t)=∞∑n=1e−λntϕn(x)[∫Ωϕn(y)[g(y)−h(y,0)]dy+∫t0eλns[a′n(s)+λnan(s)]ds].
From u(x,t)=v(x,t)+h(x,t), we obtainu(x,t)=∞∑n=1ϕn(x)[an(t)+e−λnt∫Ωϕn(y)[g(y)−h(y,0)]dy+∫t0e−λn(t−s)[a′n(s)+λnan(s)]ds].
Solution
The initial/boundary value problem for heat equation can be formulated as{ut(x,y,t)=kΔu(x,y,t)=k(uxx(x,y,t)+uyy(x,y,t))for (x,y,t)∈(0,a)×(0,a)×(0,∞),u(x,y,0)=g(x,y)for (x,y)∈(0,a)×(0,a),ux(0,y,t)=ux(a,y,t)=0for y∈[0,a] and t>0,uy(x,0,t)=uy(x,a,t)=0for x∈[0,a] and t>0.
Recall that the eigenvalues and associated eigenfunctions of −Δ with zero Neumann boundary condition over the two-dimensional square areλmn=π2a2(m2+n2),ϕmn(x,y)=cosmπxacosnπyafor m,n∈N∪{0}.
Using the eigenfunction expansion, the initial data can be represetned asg(x,y)=∞∑m,n=0Gmnϕmn(x,y)=∞∑m,n=0Gmncosmπxacosnπya,
whereGmn={1a2∫a0∫a0g(x,y)dydxif m=n=0,2a2∫a0∫a0g(x,y)cosmπxadydxif m≠0, n=0,2a2∫a0∫a0g(x,y)cosnπyadydxif m=0, n≠0,4a2∫a0∫a0g(x,y)cosmπxacosnπyadydxif m≠0, n≠0.
Let us assume that the solution u can be expanded in the eigenfunctions with coefficients depending on t:u(x,y,t)=∞∑m,n=0vmn(t)ϕmn(x,y)=∞∑m,n=0vmn(t)sinmπxasinnπya.
Assuming sufficient convergence to pass the derivatives inside the summation, this givesv′mn(t)+kλmnvmn(t)=0for t>0 and m,n∈N∪{0}.
This ordinary differential equation has general solutionvmn(t)=vmn(0)exp(−kλmnt)for t≥0.
Hence we getu(x,y,t)=∞∑m,n=0vmn(0)exp(−kλmnt)cosmπxacosnπya.
By the initial condition, we get vmn(0)=Gmn for m,n∈N∪{0}. Therefore, we getu(x,y,t)=∞∑m,n=0Gmnexp(−kλmnt)cosmπxacosnπya.
Solution
If the condition "u≥0" means u≥0 in ˉU, then it is easy to find that cu≤0 in U, and hence vt≤Δu+cu≤Δu. Clearly, (11) follows from the weak maximum principle.Now we consider the case that u(x0,t0)≥0 for some (x0,t0)∈ˉU. Without loss generality, we may assume that u(x0,t0)=maxˉUu≥0. Let us firstly assume that ut<Δu+cu in U. If (x0,t0)∈U∪(∂Ω×{T}), then ∇u(x0,t0)=0 and vt(x0,t0)≥0 and Δv(x0,t0)≤0, which implies
0≤ut(x0,t0)<Δu(x0,t0)+cu(x0,t0)≤0.
This leads a contradiction, and hence (x0,t0)∈Γ, i.e., (11) holds true. For the case that ut≤Δu+cu in U, we define uϵ(x,t)=u(x,t)−ϵt for (x,t)∈ˉU and ϵ>0. Then uϵ satisfiesuϵt=ut−ϵ≤Δu+cu−ϵ=Δuϵ+cuϵ+ϵ(ct−1)<Δuϵ+cuϵ.
Thus, by the previous case, we havemax(x,t)∈ˉU[u(x,t)−ϵt]=max(x,t)∈ˉUuϵ(x,t)=max(x,t)∈Γuϵ(x,t)=max(x,t)∈Γ[u(x,t)−ϵt].
Note thatmax(x,t)∈ˉUu(x,t)−ϵT≤max(x,y)∈ˉU[u(x,t)−ϵt]≤max(x,t)∈ˉUu(x,t),max(x,t)∈Γu(x,t)−ϵT≤max(x,y)∈Γ[u(x,t)−ϵt]≤max(x,t)∈Γu(x,t)for all ϵ>0.
Letting ϵ→0+, we obtain (11). The proof is complete.Suppose that c<0 and u<0 in ˉU. I thinkt the simplest example is that v(x,t)=−ect for (x,t)∈ˉU. Then it is easy to verify that
vt(x,t)=−ce−ct=cv=Δv+cuin U.
Since c<0, function v is increasing in t and the maximum value of v occurs at (x,t)∈ˉΩ×{T}. Clearly, (11) does not hold.Remark 1. It seems useless that consider v(x,t)=e−ctu(x,t) for (x,t)∈ˉU. Surely, one may obtainvt(x,t)=−ce−ctu(x,t)+e−ctut(x,t)≤−cv(x,t)+e−ctΔu(x,t)+ce−ctu(x,t)=Δv(x,t)in U.Note that e−ct≥1 in ˉU when c≤0. Thus, by the weak maximum principle for v, we getmax(x,t)∈ˉUu(x,t)≤max(x,t)∈ˉU[e−ctu(x,t)]=max(x,t)∈ˉUv(x,t)=max(x,t)∈Γv(x,t)=max(x,t)∈Γe−ctu(x,t),where Γ=(∂Ω×[0,T])∪(ˉΩ×{0}). This seems impossbile to derive (11).
Remark 2. The original question is that "If u≥0, show that (11) holds for u. Give a counterexample without the condition u≥0." The condition u≥0 is ambiguous, which is already dealt within the solution. However, when c=0, the weak maximum principle still holds true so we need to require c<0. In addition, we need to make the assumption that u<0 in ˉU.
Remark 3. When c≤0, we have max(x,t)∈ˉUu(x,t)≤max(x,t)∈Γu+(x,t), where u+=max{u,0}.
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