Sigurd Spieckermann CME 303: Homework #3 10/21/2010

Problem 1.
Problem 2.
Problem 3. Let the function g(t) be bounded and continuous, with g(0) = 0, and set
Z t
x 1 x2
u(t, x) = √ 3 e− 4(t−s) g(s)ds
4π 0 (t − s) 2

defined for t > 0 and x > 0.

(i) Why does the integral above converge for all x > 0 (there is a potential problem at t = s where
1
3 blows up)?
(t−s) 2

Solution: In order to show convergence it is beneficial to perform a change of variables z =

√ x . Then
t−s

∞ ∞
x2
Z Z
1 z2 1 z2
u(t, x) = − √ e− 4 g(t − 2
)dz → − √ g(t) e− 4 dz
4π x
√ z 4π x
√
t t

according to the Lebesgue dominated convergence theorem since g(t) is bounded. This integral
converges and thus u(t, x) converges.

(ii) Verify that u(t, x) satisfies the heat equation for t > 0 and x > 0:

∂u ∂2u
= .
∂t ∂x2

∂u √x .
Solution: First determine ∂t and perform a change of variables with z = t−s

Z t
∂u x ∂ 1 x2
− 4(t−s)
=√ 3 e g(s)ds
∂t 4π ∂t 0 (t − s) 2
Z ∞
1 ∂ z2 x2
= −√ e− 4 g(t − 2 ) dz
4π ∂t √xt | {z z }
h(t,x;z)
 
Z ∞
1  ∂ ∂ x  ∂
= −√  [h(t, x; z)]z=∞ ∞ − [h(t, x; z)]z= √xt √  + h(t, x; z)dz
4π |
 ∂t } ∂t t  x
√ ∂t
{z | {z } t
=0 =0
Z ∞
1 ∂
= −√ h(t, x; z)dz
4π x
√ ∂t
t
Sigurd Spieckermann CME 303: Homework #3 10/21/2010

∂u
Second determine ∂x .

∞
x2
Z
∂u 1 ∂ z2
= −√ e− 4 g(t − 2 ) dz
∂x 4π ∂x x
√
{z z }
t |
h(t,x;z)
 
Z ∞
1  ∂ ∂ x  ∂
= −√  [h(t, x; z)]z=∞ ∞ − [h(t, x; z)]z= √xt √  + h(t, x; z)dz
4π |
 ∂x ∂x t x
√ ∂x
{z } | {z } t
=0 =0
Z ∞
1 ∂
= −√ h(t, x; z)dz
4π x
√ ∂x
t

∂2u
Third determine ∂x2 .

∞
∂2u x2
Z
1 ∂ ∂ − z2
2
= −√ e 4 g(t − 2 ) dz
∂x 4π ∂x x
√ ∂x | {z z }
t
h(t,x;z)
 
∞
∂2
Z
1  ∂ ∂ ∂ ∂ x 
= −√  [ h(t, x; z)]z=∞ ∞ − [ h(t, x; z)]z= √xt √  + h(t, x; z)dz
4π |
 ∂x ∂x ∂x ∂x t x
√ ∂x2
{z } | {z } t
=0 =0
Z ∞ 2
1 ∂
= −√ h(t, x; z)dz
4π x
√ ∂x2
t

Therefore
∞ ∞
∂2
Z Z
1 ∂ 1
−√ h(t, x; z)dz = − √ h(t, x; z)dz
4π x
√ ∂t 4π x
√ ∂x2
t t

Changing the variables back and removing the integral sign on both sides of the equation yields
the required equation.

(iii) Show that u(t, x) → 0 as t → 0 for all x > 0.

Solution:

(iv) Show that u(t, x) → g(t) as x → 0 for all t > 0. Hence, u(t, x) is the solution of the initial boundary
value problem posed in the half-space x > 0:

∂u ∂2u
=
∂t ∂x2
u(t, 0) = g(t)
u(0, x) = 0.

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