AMath 569, Spring 2013

Assignment 6.
Due Friday, May 24. Reading: Chapters 5 and 6 in the Notes.

1. Use the dispersion relation to determine whether the initial value problem for the following PDEs is well-posed in L2 . If the problem is well-posed, state whether the solution grows or decays or remains constant in L2 -norm over time. (a) ut = uxxxx , x R, t 0. i (k ) = (ik )4 = k 4 , so (k ) = ik 4 . This is pure imaginary and negative (or at least nonpositive), so energy (i.e., the L2 -norm of u) decreases (or stays constant if k = 0) over time, and the problem is well-posed. (b) ut = iux , x R, t 0. i (k ) = i(ik ) = k , so (k ) = ik . This is again pure imaginary, but for k < 0, it can be arbitrarily large. Therefore the problem is ill-posed. (c) ut = uxx uyy , (x, y ) R2 , t 0. We didnt actually go through this with two spatial variables, but the approach is very similar. Look for fundamental solutions of the form uk, (x, t) = A(k, )ei(kx+ y)i(k, )t . In this case, uk, t = i (k, )uk, uk, x = ikuk, uk, y = i uk, uk, xx = (ik )2 uk, uk, yy = (i )2 uk, . Thus the dispersion relation is (k, ) = i[k 2 +
2

].

Since this is pure imaginary and k 2 + 2 + as for xed k , it means that a small change in modes with large and xed k will result in a large change in the solution in a short period of time. Therefore the problem is not well-posed.

(d) ut = uxx uy , (x, y ) R2 , t 0. The dispersion relation is (k, ) = i[k 2 i ] = ik 2 + . The imaginary part is negative for all k so the problem is dissipative. The problem is well-posed and the L2 -norm of the solution decays over time. 2. Suppose u(x, t) satises ut = auxx + F (x, t), 0 < x < L, 0 < t T,

u(x, 0) = f (x), x [0, L], u(0, t) = g (t), u(L, t) = h(t), t [0, T ], and v (x, t) satises vt = avxx + F (x, t), 0 < x < L, 0 < t T,

(x), x [0, L], v (x, 0) = f (t), t [0, T ]. u(0, t) = g (t), u(L, t) = h Use the Maximum/Minimum principle to show that
(x,t)[0,L][0,T ]

max

|u(x, t) v (x, t)|

(x)|, max |g (t) g (t)|}. max{ max |f (x) f (t)|, max |h(t) h
x[0,L] t[0,T ] t[0,T ]

Thus, the principle can be used not only to establish uniqueness of solutions but also to establish continuous dependence on the boundary/initial data. Let w = u v . Then w satises wt = awxx , 0 < x < L, 0 < t T,

(x), x [0, L], w(x, 0) = f (x) f (t), t [0, T ], w(0, t) = g (t) g (t), w(L, t) = h(t) h Since wt = awxx , by Theorem 17 in the Notes, w is bounded between its minimum and maximum values on the boundaries x = 0, x = L, and t = 0. Hence w is bounded between plus and minus its maximum absolute value on the boundaries, so |w| is less than or equal to the maximum absolute value on the boundaries, which establishes the desired inequalities.

3. Exercise 1 on p. 109 in Notes. Find the Greens function for ut = L(u), t > 0, x R, x R.

u(x, 0) = f (x),

Here L is a dierential operator in x of order N . Assume that f is nice enough so that all formal calculations can be justied. This follows exactly the pattern used in the Notes for the heat equation on an innite domain. Look for solutions of the form uk (x, t) = A(k )eikxi(k)t . Suppose Lu = c0 u + c1 ux + . . . + cN Then the dispersion relation is
N

N u . xN

i (k ) =
j =0

cj (ik )j .

As long as this relation is satised, u(x, t) = 1 2

A(k )eikxi(k)t dk

solves the dierential equation. It satises the initial condition provided f (x) = 1 2

A(k )eikx dk ;

that is, provided f is the inverse Fourier transform of A, or, A is the Fourier transform of f :

A(k ) =

eiky f (y ) dy.

Substituting this into the expression for u and changing the order of integration, we nd

u(x, t) =

f (y )

1 2

eik(xy)i(k)t dk dy.

The quantity in brackets is the Greens function. 4. Exercise 2 on p. 110 in the Notes. Find a formal solution of ut = uxx + F (x, t), t > 0, 0 < x < L,

u(0, t) = 0, ux (L, t) = 0, u(x, 0) = 0.

We can use Duhamels principle and solve the homogeneous problem with initial data F (x, ), 0 t. Assume that the solution v to this homogeneous problem can be written in the form v (x, t, ) = X (x)T (t ). Substituting this into the homogeneous PDE we nd XT = X T , or, moving terms involving x to one side and those involving t to the other, T X = = K, T X where K is a constant independent of x and t. The equation for X becomes X = KX, X (0) = 0, X (L) = 0.

We solved this in a previous homework exercise: K= (2n 1) 2L

2

, Xn (x) = sin

(2n 1)x 2L

Substituting this value for K into the equation for T , we nd Tn + which has solutions of the form Tn (t ) = n e((2n1)/(2L)) Assume that F (x, ) =
n=1
2 (t )

(2n 1) 2L

Tn = 0,

n ( ) sin
L

(2n 1)x 2L (2n 1)x 2L

so that n ( ) = 2 L
0

f (x, ) sin

dx.

Then the solution of the homogeneous problem with initial data F (x, ) is

v (x, t, ) =
n=1

n ( ) sin

(2n 1)x 2L

e((2n1)/(2L))

2 (t )

By Duhamels principle, the solution of the inhomogeneous problem is

t

u(x, t) =
0

v (x, t, ) d =
n=1

sin

(2n 1)x 2L

t 0

n ( )e((2n1)/(2L))

2 (t )

d .