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2.5.1 Write down an explicit formula for a function u solving the initial
value problem
ut + b Du + cu = 0 in Rn
u = g on Rn
(0; 1)
ft = 0g
B(0;1)
@B(0;1)
B(0;1)
1=2
(1)
ds + d
c) Dierentiate v (x2 =t) with respect to x and select the constant c properly,
so as to obtain the fundamental solution for n = 1.
1
u = 0 in R3 (0; 1)
u = g, ut = h on R3 ft = 0g
where g and h are smooth and have compact support. Show that there exists
a constant C such that
ju (x; t) j
C=t, x 2 R3 , t > 0
1
sin (nx1 ) sinh (nx2 )
n2
4.7.9 Show that the line ft = 0g is characteristic for the heat equation
ut = uxx . Show that there does not exist an analytic solution u of the heat
equation in R R, with u = 1= (1 + x2 ) on ft = 0g. Hint: Assume there
is an analytic solution, compute its coe cients, and show that the resulting
power series diverges except at (0; 0). This example is due to Kovalevskaya.
Hints: Assume that
1
X
u (x; t) =
aj;k xj tk
j;k=0
and derive an innite linear system of equations for aj;k from the heat equation and the inital condition
X
1
=
( 1)j x2j
u (x; 0) =
2
1+x
j=0
1
Solve the system, and use the quotient test to show that u (0; t) diverges for
all t 6= 0.
5.10.8 Integrate by parts to prove the interpolation inequality
Z
jDuj dx
1=2
2
u dx
1=2
jD2 uj2 dx
6.6.1 Let
Lu =
n
X
aij uxi
xj
+ cu
i;j=1
where aij ,c are smooth and (aij ) satises the uniform ellipticity condition,
and let U Rn be an open bounded set with smooth boundary. Prove that
there is a constant > 0 such that if
c (x)
for all x 2 U
3
u = f in U
u=
= 0 on @U
@u
@
provided
u vdx =
(2)
f vdx
for all v 2 H02 (U ). Given f 2 L2 (U ), prove that there exists a unique weak
solution to (2).
6.6.3 Assume U is connected. A function u 2 H 1 (U ) is a weak solution
of Neumanns problem
u = f in U
(3)
@u
=
0 on @U
@
if
Du Dvdx =
f vdx
2
7.5.3 Galerkins method
Pm fork Poissons equation. Suppose that f 2 L (U )
and assume that um = k=1 dm wk solves
Z
Z
Dum Dwk dx =
f wk dx
U
7.5.10 Prove that there exists at most one smooth solution u of this
problem for the beam equation
utt + uxxxx = 0 in (0; 1) (0; T )
u = ux = 0 on (fx = 0g (0; T )) [ fx = 1g
u = g, ut = h on [0; 1] ft = 0g
(0; T )