Pdeb 10
Pdeb 10
with some functions ck (t). Express the functions ck (t) via fk (t).
(b) Find the solution of (44) for the function
f (x, t) = e−4t sin 2x + te−t sin 3x.
57. (Duhamel’s formula) Consider again the mixed problem (44). For any s > 0, consider
the following auxiliary problem for an unknown function vs (x, t):
∂t vs − ∂xx vs = 0 in (0, π) × (0, ∞)
vs (0, t) = vs (π, t) = 0 for all t ≥ 0 .
vs (x, 0) = f (x, s) for all x ∈ [0, π]
Prove that the following function solves (44):
Z t
u (x, t) = vs (x, t − s) ds.
0
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58. Let u be a bounded solution of the Cauchy problem for the heat equation in Rn+1 + with
c
the initial function f . Fix some ε, R > 0. Prove that if |f (x)| ≤ ε for all x ∈ BR then,
for any t > 0,
c
|u (x, t)| ≤ 2ε for all x ∈ Bρ(t) ,
where
( q
R+ 2n t ln Tt , 0 < t < T,
ρ (t) =
0, t ≥ T,
and
R 2/n
1 1
T = 4π ε BR
|f | dx .
and represent the integral over Rn as the sum of two integrals over BR and BRc .
Remark. For any ε > 0, define the notion of the ε-support of f :
Let us consider ε as the error of measurement; that is, supp ε f ⊂ BR means that, up
to the error ε, the function f is concentrated in BR . Then the temperature u (x, t) at
time t > 0 is concentratedq in Bρ(t) (up to the error 2ε), that is, the heat wave travels
in time t at distance ≤ 2nt ln Tt , provided t T . If t > T then the temperature
drops below the error level 2ε everywhere, so that the heat wave dies out in time T .
∗
59. The purpose of this question to extend the uniqueness class for the Cauchy problem
to include some unbounded solutions.
(a) Prove that, for any T > 0, the following function is a solution of the heat equation
in Rn × (0, T ): !
1 |x|2
v (x, t) = exp .
(T − t)n/2 4 (T − t)
(b) Prove that the Cauchy problem for the heat equation in Rn × (0, T ) has at most
one solution in the class of functions u (x, t) satisfying the estimate
N
|u (x, t)| ≤ C 1 + |x| for all x ∈ Rn and t ∈ (0, T ) , (48)
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∗
60. Consider the Cauchy problem
∂t u = Δu in Rn+1
+
, (49)
u|t=0 = f in Rn
where f is a continuous function in Rn that satisfies condition
|f (x)| ≤ C 1 + |x|N , (50)
Hint. Use the same approach as in the proof for a bounded function f . In order to
show that Z
pt (z) |f (x − z) − f (x)| dz → 0 as t → 0
Bδc
(b) Prove that, for any T ∈ (0, ∞), the function u from (51) satisfies the estimate
00 N
|u (x, t)| ≤ C 1 + |x| for all x ∈ Rn , t ∈ (0, T ) ,
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