Mathematical Modeling with PDEs (MAMME) List of exercises #1

1. Consider a scalar function u representing the ground height (for instance, for a mountain)
with respect to the sea. Water would flow in the steepest descent direction, that is the
opposite to the gradient, with a velocity proportional to its modulus. As a simple case,
we consider the trajectories x(t) such that
1
x′ = −∇u(x), with u(x) = xT Ax, (1)
2
with a symmetric and positive-definite matrix A.
Proof that if x(t) satisfies (1) with x(0) = x0 , then it is the unique absolute minimum of
Z T 
1 1 ′ T −1 ′ 1
J(y) = y(t) Ay(t) + y (t) A y (t) dt + |y(T )|2 .
T
0 2 2 2

among all curves y : [0, T ] → Rn such that y(0) = x0 . Hint: consider y = x + z and
check that J(x + z) = J(x) + A, with positive A, for any z ̸= 0.
Some indications to prove a similar result for any function u such that D2 u is positive-
definite, can be found at “A variational principle for gradient flows”by N. Ghoussoub and
L. Tzou, in Math. Ann. 330 (2004).

2. Use the Divergence Theorem to prove the identity

Z Z
pn dS = ∇p dV,
∂Ω Ω

and deduce from it the Archimedes Principle, when p is the hydrostatic pressure p = −ρgz,
with density ρ, g is the gravitational acceleration constant, and −z is the depth.

3. Consider a motion in a volume defined by x = φ(X, t), where x is the position at time
t of the material particle that was at X at time t0 = 0. For a fixed point X, φ(X, t) is
the trajectory of the material particle along time, and v = ∂φ(X, t)/∂t is the velocity
for each particle. We also note that, for small time t = ε,

φ(X, ε) = X + εv(X, 0) + O(ε2 ). (2)

a) Check that det(∂φ(X, ε)/∂X) = 1 + ε trace(∂v(X, 0)/∂X) + O(ε2 ).

From point a) we can then deduce that

 
d ∂φ
det( ) (X, 0) = ∇ · v(X, 0).
dt ∂X

b) Proof that Z
d
[vol(φ(Ω, t))]t=0 = ∇ · v(X, 0) dX
dt Ω
for any volume Ω.

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 Thus, ∇ · v(X, 0) can be physically interpreted as the rate of variation with respect to
time of the volume around X. For an incompresible flow, we have then ∇ · v = 0.
4. Suppose that a particle moves in a grid {(ih, jh) : i, j ∈ Z} ⊂ R2 , jumping every ∆t from
one point to one of its left, right, up or down neighbours with probability 1/4. Deduce
that, for ∆t, h → 0, under some limit assumptions, the probability, u, for the particle to
be at a point x and time t is modelled by ut = ν∆u, with some constant ν.
5. Suppose that a particle, moving in a 1D grid with spacing h, can either stay in the same
point with probability (1 − d), or jump to its left or right neighbour with probability d/2,
with d ∈ (0, 1). Dedude that, in the limit, ut = νuxx , with some constant ν and state the
hypothesis for the limit for ∆t and h.
6. Consider the parabolic equation ut = ν∆u in a bounded domain Ω, with constant diffu-
sivity coefficient ν.
a) Show that, if u = 0 or ∂u/∂n = 0 on ∂Ω, the solution dissipates as
Z Z
d 1 2
u dΩ = −ν ||∇u||2 dΩ < 0
dt Ω 2 Ω

except at equilibrium, i.e. except for u = 0 or constant u, respectively.

b) For the case with u = 0 on ∂Ω, by use of Poincare’s inequality, deduce that Ω 12 u2 dΩ
R

tends exponentially to zero for any initial condition.

Poincare’s inequality:R if Ω is bounded Rin some direction, then there exists a constant
C(Ω) > 0 such that Ω u2 dΩ ≤ C(Ω) Ω ||∇u||2 dΩ for any u, smooth function in Ω
that vanishes at ∂Ω.
7. Calculate the steady-state temperature profiles inside a bar Ω = (−1, 1) made of three
parts in perfect thermal contact with diffusivity k for x ∈ (−ε, ε), and 1 elsewhere. The
boundary temperatures are u(−1) = a and u(1) = b. Observe that for small k, u ≃ a for
the first part, and u ≃ b for the other one. How small (with ε) should k be to keep this
property as ε tends to 0?
8. The Matlab code available at Atena solves with finite differences the 1D parabolic equation
and the 1D Maxwell-Cattaneo 1D equation in Ω = (a, b).
a) Run mainHeat.m and comment the solution of the parabolic equation, and the dif-
ferences when solving the problem with Dirichlet boundary conditions, and with
homogeneous boundary conditions. Is the solution behaving as expected?
b) Proof that in the case of homogeneous Neumann boundary conditions
d b
Z
u du = 0.
dt a
c) What is the steady state solution in the case of Dirichlet and homogeneous Neumann
boundary conditions? Does it depend on the initial condition?
d) Run mainCattaneo.m, that solves the Maxwell-Cattaneo equation with homogeneus
Neumann boundary conditions, for final time T = 0.05 and T = 0.3. Comment on
the effect of the parameters τ and ν on the solution. Is the solution behaving as
expected? Select some suitable plots to illustrate your comments.

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 e) Check that the discretization was fine enough for the analysis done in this exercise
and explain how have you checked it.

9. Consider the 1D one-phase Stefan problem modeling the temperature in a domain (0, ∞),
with left temperature u(0, t) = 1, temperature at the interface u(s(t), t) = 0, and null
temperature in the ice, i.e. u(x, t) = 0 in (s(t), ∞). The unknows of the problem are
then the position of the interface, s(t) and the temperature, u(x, t), in the water, for
x ∈ (0, s(t)).

a) State the problem for x ∈ (0, s(t)) and t > 0, assuming null temperature as initial
condition.
√
solution of the form u(x, t) = F (x/ t) for x ∈ (0, s(t)), and
b) Derive an analytical √
deduce that s(t) = A t for some constant A. How does A depend on L?