Question Bank

Partial Differential Equations

S. Sivaji Ganesh
Department of Mathematics
Indian Institute of Technology Bombay

May 25, 2020

ii

Sivaji IIT Bombay

 Contents

1 Introduction 1

2 1st order 5

3 Wave equation 9

4 Laplace equation 15

5 Heat equation 19

iii
iv Contents

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Chapter 1

Introduction

1. Give an example of a second order linear PDE in two independent variables such
that it is of elliptic type at each point of the upper half-plane and is of hyperbolic
type at each point of the lower half-plane and is of parabolic type at each point of
the X -axis.
[5 MARKS]
2. Give an example (without any proof) of a wellposed problem for a second order
PDE of your choice. Explain the meaning of wellposedness of your example in
clear-cut mathematical terms (it means that you should not use “sufficiently close,
arbitrarily close, nearly close” and such vague english expressions). [10 MARKS]
3. Answer the following: (in the context of PDE)
(i) State a well-posedness theorem of your liking with complete details.
(ii) Give an example of an ill-posed problem with complete details.
[5+5=10 MARKS]
4. Reduce the following PDE into Canonical form

x 2 u x x − 2x y u x y − 3y 2 uy y = 0

for (x, y) belonging to the first quadrant x > 0, y > 0.

[5 MARKS]
5. Solve the following Cauchy problem

u x x + 2 cos x u x y − sin2 x uy y − sin x uy = 0,

u(x, sin x) = x, uy (x, sin x) = 0 for all x ∈ R,

for (x, y) belonging to the upper half-plane i.e., y > 0 by first reducing the given
differential equation to a canonical form.
[10 MARKS]

6. Let u be a solution of the modified KORTEWEG-DE VRIES equation

u t + 6u 2 u x + u x x x = 0.

Define the function q by q = u x + u 2 . Then the PDE satisfied by v is

... [2 MARKS]

1
2 Chapter 1. Introduction

7. Classify the following PDEs.

1
(i) x+ε
= O(1); for 0 ≤ x ≤ 1, ε → 0.
x
(ii) e −ε
= o(εn ) for any n ∈ N; for 0 ≤ x ≤ 1, ε → 0.
8. Give an example of a semi-linear PDE of fourth order which is not linear. (You
need not give the most general equation of this type.) [1 MARK]
∆u
9. What is the order of the PDE e = 1? Explain your answer. [1 MARK]
10. Consider the equation

u x x + 4u x y + u x = 0.

(a) Bring the equation to a canonical form.

(b) Find the general solution u(x, y) and check by substituting back into the equa-
tion that your solution is indeed correct.
(c) Find a specific solution satisfying the conditions

u(x, 8x) = 0 and u x (x, 8x) = 4e −2x

[5 MARKS]
4. Give an example of a second order linear PDE in two independent variables (with
constant coefficients) for which the line

x1 − 2x2 = 2015

is a characteristic hypersurface. [2 MARKS]

5. Reduce the following PDE into Canonical form

u x x + 2 cos x u x y − sin2 x uy y − sin x uy = 0.

[3 MARKS]
6. Give an example of a second order linear PDE in two independent variables which
is of parabolic type in the closed unit disk, and is of elliptic type on the complement
of the closed unit disk. [1 MARK]
7. Observe that there are three strict inclusions in

Linear PDE $ Semilinear PDE $ Quasilinear PDE $ PDE.

Let us call them the left, middle, and right inclusions (reading from left to right in
the above string of inclusions).
(i) A second order PDE in two independent variables x, y to show that the left
inclusion is strict

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 3

(ii) A second order PDE in two independent variables x, y to show that the mid-
dle inclusion is strict

(iii) A second order PDE in two independent variables x, y to show that the right
inclusion is strict

[3 marks]
8. Most general form of a second order quasilinear PDE (in two independent vari-
ables). [1
mark]

May 25, 2020 Sivaji

4 Chapter 1. Introduction

Sivaji IIT Bombay

Chapter 2

1st order

1. Find a solution of the PDE

u x − uy = u 2

that satisfies u = 4 on the line y = 2x − 1. [10 MARKS]

2. Show that for an arbitrary smooth function f : R → R, the Cauchy problem

u x + uy = 1, u(x, x) = f (x)

need not have a solution.

3. Carefully determine the type of the partial differential equation

x α y β u x x + x γ y δ uy y + 1 + x α y β u x + 1 + x γ y δ uy = 0
€ Š € Š

at each point (x, y) of R2 , where α, β, γ , δ are positive real numbers.

4. Solve any ONE of the following Cauchy problems
(i) u x + 2x uy = 2x u, u(x, 0) = x 2 for x ≥ 0 and u(0, y) = y 2 for y ≥ 0.
(ii) u x + 2uy = 1 + u such that u = sin x on the line y = 3x + 1.
[10 MARKS]
5. Let u be a continuously differentiable function in the closed unit disk B(0, 1) and is
a solution of

a(x, y)u x + b (x, y)uy = −u in B(0, 1).

Let a(x, y)x + b (x, y)y > 0 on the unit circle. Prove that u vanishes identically.
(Hint: Think what will be the sign of directional derivative in an outward direction
at points of boundary where maxima and minima are attained. Show that max u ≤ 0
B(0,1)
and min u ≥ 0.)
B(0,1)
[10 MARKS]
6. Solve x u x − y uy = u − y posed on the domain {(x, y) ∈ R2 : y > 0} such that
u(x, y) = y on the part of the parabola x = y 2 (y > 0). [10 MARKS]

5
6 Chapter 2. 1st order

7. Let u be a continuously differentiable function in the closed unit disk B(0, 1) and is
a solution of
a(x, y)u x + b (x, y)uy = −u 3 in B(0, 1).

Let a(x, y)x + b (x, y)y > 0 on the unit circle. Prove that u vanishes identically.
[10 MARKS]

8. Solve the following Cauchy problem in the upper half-plane y > 0:

u 2 u x + x 3 y uy = x 3 u, u(x, y) = y 2 on the line x = 2y for y > 0.
[10 MARKS]
9. State the basic existence theorem concerning the Cauchy problem for a first order
quasilinear PDE
a(x, y, u) u x + b (x, y, u) uy = c(x, y, u).

Your statements should be complete with all necessary details. [5 MARKS]

10. Solve the Cauchy problem for the PDE
u x + 2x uy = 2x u,

where the Cauchy data is given by

u(x, 0) = x 2 for x ≥ 0 and u(0, y) = y 2 for y ≥ 0.
[5 MARKS]
11. Let u be a continuously differentiable function on the closure of D where D is given
by
D = (x, y) ∈ R2 : |x| < 1, |y| < 1 .


Let u be a solution of
a(x, y)u x + b (x, y)uy = −u,

where a, b are positive differentiable functions in the entire plane. Then

(a) Prove that the projection on the X Y -plane of each characteristic curve pass-
ing through a point in D intersects the boundary of D at exactly two points.
(Hint: The projection on the X Y -plane of each characteristic curve has a pos-
itive direction and it propagates with a strictly positive speed in the square.
Therefore, it intersects the boundary of D exactly twice.)
(b) Show that if u is positive on the boundary of D, then it is positive at every
point in D. (Hint: Suppose that u is positive on the boundary of D and
u ≤ 0 at some point in D. Consider the base characteristic passing through
this point. Consider what happens to solution along this characteristic and
get a contradiction.)
(c) Suppose that u attains a local minimum (maximum) at a point (x0 , y0 ) ∈ D.
Evaluate u(x0 , y0 ). (Hint: use your calculus)
(d) Denote by m the minimal value of u on the boundary of D. Assume m > 0.
Show that u(x, y) ≥ m for all (x, y) ∈ D. (Hint: If this were not true, then u
has a global minimum in D and hence it is a local minimum. Use (c) and (b)
above and conclude.)

Sivaji IIT Bombay

 7

[8 MARKS]
5. Solve the Cauchy problem
p 2 + q 2 + 2( p − x)(q − y) − 2u = 0, u(x, 0) = 0, 0 ≤ x ≤ 1.
[5 MARKS]
6. Show that the solution of u x + uy = u 2 passing through the initial curve x = t , y =
−t , z = t becomes infinite along the hyperbola x 2 − y 2 = 4.
7. Show that there is no continuously differentiable solution of the equation
u x + uy = w(x − y)

on R2 , where w : R → R is a nowhere differentiable function.

8. Solve p 2 − 3q 2 = u, u(x, 0) = x 2 . [4 MARKS]
9. Give an initial curve Γ for which the equation 2x uy + 3y u x = sin x has no C 1 solu-
tion along with justification. [2 MARKS]
2
10. A function f : R → R is said to be homogeneous of degree n if for all t ∈ R, and for
all (x, y) ∈ R2 ,
f (t x, t y) = t n f (x, y).
Show that solutions of the linear PDE
x u x + y uy = n u

are homogeneous functions of degree n. (No partial marking) [5 MARKS]

Hint: Solving a Cauchy problem with a ‘good’ (carefully chosen) initial curve Γ
would be useful.
11. Using method of characteristics, obtain a polynomial equation satisfied by base
characteristics in following Cauchy problem
€ Š
u t2 − c 2 u x21 + u x22 + u x23 = 0,
u ( f1 (s), f2 (s), f3 (s), g (s)) = 0,
where f1 , f2 , f3 , g , h : R3 → R are smooth functions satisfying
k ( f1 (s), f2 (s), f3 (s)) − x 0 k = c| g (s) − t0 |
(x − x 0 , t − t0 ). ( p1 (s), p2 (s), p3 (s), q(s)) = 0,
where ( f1 (s), f2 (s), f3 (s), g (s), 0, p1 (s), p2 (s), p3 (s), q(s)) is the initial strip, and x, t
are varying along base characteristics. [5 MARKS]
12. As discussed in the class, the statement “If two integral surfaces intersect at a point
P , then they intersect along the entire characteristic curve through P .” is wrong.
Give at least two reasons justifying this. (No need to give any examples/counter-
examples.) [3 MARKS]
13. Let u be a continuously differentiable function in the closed unit disk B(0, 1) and is
a solution of
a(x, y)u x + b (x, y)uy = −u in B(0, 1).
Let a(x, y)x + b (x, y)y > 0 on the unit circle. Prove that u vanishes identically.
(Hint: Show that max u ≤ 0 and min u ≥ 0.) [5 MARKS]
B(0,1) B(0,1)

May 25, 2020 Sivaji

8 Chapter 2. 1st order

14. Consider the Cauchy problem

u t + u u x = t , u(x, 0) = −2x ∀x ∈ R.

(i) Let γ1 and γ2 be two base characteristics starting from two distinct (s1 , 0) and
(s2 , 0) respectively. At what value of t do they intersect?
(ii) Solve the Cauchy problem, and find the domain in the upper half of the (x, t )-
plane t ≥ 0 where the solution is valid.
(iii) Compute the value of t at which the gradient catastrophe occurs.
[5 MARKS]

15. Define an initial strip in the context of a nonlinear PDE f (x, y, u, u x , uy ) = 0.

[2 marks]

Sivaji IIT Bombay

Chapter 3

Wave equation

1. (i) Solve the Darboux problem:

ut t − ux x = 0 , t > max{x, −x}, t ≥ 0,

φ(t ) if x = t , t ≥ 0,
§
u(x, t ) =
ψ(t ) if x = −t , t ≥ 0,

where φ, ψ ∈ C 2 ([0, ∞)) satisfies φ(0) = ψ(0).

(ii) Find the domain of dependence for any point (x0 , t0 ) with t0 > |x0 |.
(iii) Explain what is meant by saying that above problem is well-posed. Is the
above problem well-posed? On what domain is it well-posed? State and prove
a precise statement concerning this.
[3+2+5=10 MARKS]
2. Let u be a solution of the one-dimensional wave equation (with c = 1) such that
u(x, 0) = u t (x, 0) = 0 for x ∈
/ (−1, 1). Upto what time t can you be sure that
u(−2, t ) = 0 ? Upto what time t can you be sure that u(5, t ) = 0 ?
[5 MARKS]
3. Let ϕ, ψ be twice continuously differentiable functions. Let u be a solution to the
following initial boundary value problem:

u t t − u x x + u t = 0, 0 < x < l , t > 0,

u(x, 0) = ϕ(x), u t (x, 0) = ψ(x), 0 ≤ x ≤ l,
u(0, t ) = 0, u(l , t ) = 0, t ≥ 0.

Prove that the energy defined by

Z l
1
E(t ) := u t2 + u x2 d x


2 0

is a decreasing function of t .
[5 MARKS]
4. Answer the following: (in the context of Wave equation in one space dimension)
(i) State a well-posedness theorem of your liking with complete details.
(ii) Give an example of an ill-posed problem with complete details.

9
10 Chapter 3. Wave equation

[5+5=10 MARKS]

5. Let ϕ ∈ C 2 (R) and ψ ∈ C 1 (R) be such that ϕ ≡ ψ ≡ 0 outside an interval [a, b ].

Let u(x, t ) be the solution of the Cauchy problem for wave equation in one space
dimension, where u(x, 0) − ϕ(x), u t (x, 0) = ψ(x).
(i) Show that for each fixed t > 0, the function x 7→ u(x, t ) is identically zero
outside an interval.
R t ) = F (x − c t ) +
(ii) Show that the functions F , G in the decomposition u(x,
G(x + c t ) for u can be of compact support only when R ψ(s) d s = 0.
[10 MARKS]
6. Let ϕ, ψ be twice continuously differentiable functions. Let u be a solution to the
following initial boundary value problem:
u t t − u x x + u t = 0, 0 < x < l , t > 0,
u(x, 0) = ϕ(x), u t (x, 0) = ψ(x), 0 ≤ x ≤ l,
u(0, t ) = 0, u(l , t ) = 0, t ≥ 0.
Prove that the energy defined by
Z l
1
E(t ) := u t2 + u x2 d x


2 0

is a decreasing function of t .
[5 MARKS] Let u(x, t ) ∈ C 3 (R2 ) satisfy parallelogram identity
for every characteristic parallelogram (with c = 1). Show that u is a solution to the
one-dimensional wave equation.
[10 MARKS]
7. Let u be a solution of the one-dimensional wave equation (with c = 1) such that
u(x, 0) = u t (x, 0) = 0 for x ∈ / (0, 1). Upto what time t can you be sure that
u(−1, t ) = 0 ? Upto what time t can you be sure that u(6, t ) = 0 ? Justify your
answer.
[5 MARKS]
8. Let u be a solution to the problem
u t t − 4u x x = 0, 0 < x < ∞, t > 0,

u(0, t ) = t 2 , t > 0,
u(x, 0) = x 2 , 0 ≤ x < ∞,
u t (x, 0) = 6x, 0 ≤ x < ∞.

Evaluate u(3, 2) and u(2, 3). [5 MARKS]

9. A pressure wave generated as a result of an explosion satisfies the equation
P t t − 16P x x = 0
in the domain {(x, t ) : x ∈ R, t > 0}, where P (x, t ) is the pressure at the point x
and at time t . The initial conditions at the explosion time t = 0 are
10 |x| ≤ 1, 1 |x| ≤ 1,
§ §
P (x, 0) = and P t (x, 0) =
0 |x| > 1, 0 |x| > 1.

Sivaji IIT Bombay

 11

A building is located at the point x0 = 10. The engineer who designed the building
determined that it will sustain a pressure up to P = 6. Find the time t0 when the
pressure at the building is maximal. Will the building collapse?
[5 MARKS]
10. Solve the Darboux problem:
ut t − ux x = 0 , t > max{x, −x}, t ≥ 0,
φ(t ) if x = t , t ≥ 0,
§
u(x, t ) =
ψ(t ) if x = −t , t ≥ 0,
where φ, ψ ∈ C 2 ([0, ∞)) satisfies φ(0) = ψ(0).
11. Explain what is meant by saying that above problem is well-posed. Prove that the
above problem is well-posed.
12. Solve the following problem by separation of variables method:
u t t − u x x = cos(2πx) cos(2πt ), 0 < x < 1, t > 0,
u x (0, t ) = u x (1, t ) = 0, t ≥ 0,
u(x, 0) = cos2 (πx), 0 ≤ x ≤ 1,
u t (x, 0) = 2 cos(2πx) 0 ≤ x ≤ 1.

13. Let u(x, t ) be a solution of Wave equation for (x, t ) ∈ R × (0, ∞) and u(x, 0) is a
smooth function satisfying 0 ≤ u(x, 0) ≤ 1, u t (x, 0) = 0 ∀x ∈ R. Does it imply that
0 ≤ u(x, t ) ≤ 1 for all x ∈ R and t > 0?
14. Solve the following IBVP
u t t = u x x , u(x, 0) = φ(x), u t (x, 0) = ψ(x) for 0 < x < l,
u(0, t ) = u(l , t ) = 0 for 0<t <∞
for (x, t ) belonging to the region marked 3, 2 in the picture by deriving a precise
formula in terms of the given data. Also explain why the notation 3, 2 was used to
denote that region. (Hint: You may assume a form of the solution that we obtained
in the class using appropriate extension procedure. Drawing a similar picture in the
strip [−l , 0] × [0, ∞) might be helpful.)
Explanation for the picture: The lines appearing are the characteristics corre-
sponding to the given wave equation apart from the obvious lines t = 0, x = 0,
and x = l .

15. Let D := {(x, t ) : x ∈ R, t > 0} and c > 0. Let f : D → R be an infinitely

differentiable function on D and continuous on the closure of D. Let v : D → R
be defined by
Z
1
v(x, t ) = f,
2c T
where T is the triangle formed by the two characteristics passing through the point
(x, t ) and the X -axis (it is also called the characteristic triangle). Verify directly by
differentiation that
vt t = c 2 vx x + f
and v(x, 0) ≡ v t (x, 0) ≡ 0.

May 25, 2020 Sivaji

12 Chapter 3. Wave equation

16. Solve

u t t − c 2 u x x = 0, 0 < x < ∞, 0 < t < ∞, (3.5a)

u x (0, t ) − k u(0, t ) = 0, t ≥ 0, (3.5b)
u(x, 0) = 0, x ≥ 0, (3.5c)
0 if 0 ≤ x ≤ a
§
u t (x, 0) = (3.5d)
1 if x > a,

where a, c, k are positive constants. Also find the behaviour of the solution as t →
∞.
17. Let φ, ψ ∈ C 2 ([0, ∞)) such that φ(0) = ψ(0). Consider the Darboux problem

u t t − u x x = 0, t > max{x, −x}, t ≥ 0,

φ(t ) if x = t , t ≥ 0,
§
u(x, t ) =
ψ(t ) if x = −t , t ≥ 0.

1. Define the notion of classical solution to Darboux problem. [1 MARK]

2. Find a solution to Darboux problem, and show that it is a classical solution.
[1 MARK]
3. Show that Darboux problem has a unique classical solution. [1 MARK]
4. State a well-posedness result for Darboux problem (since existence and unique-
ness are already proved, state only the stability condition). [1
MARK ]
5. Prove the statement made in 4. [2 MARKS]
6. Recall the Poisson-Kirchoff formula for the solution to Cauchy problem for two
dimensional wave equation (in the usual notation) given by

ϕ(y1 , y2 )
‚ Œ
∂
Z
1
u(x1 , x2 , t ) = dy dy
∂ t 2πc D((x1 ,x2 ),c t ) c 2 t 2 − (x1 − y1 )2 − (x2 − y2 )2 1 2
p

ψ(y1 , y2 )
Z
1
+ dy dy .
2πc D((x1 ,x2 ),c t ) c 2 t 2 − (x1 − y1 )2 − (x2 − y2 )2 1 2
p

Use this formula to deduce d’Alembert formula for the Cauchy problem

ut t = c 2 ux x , x ∈ R, t > 0,
u(x, 0) = f (x), x ∈ R,
u t (x, 0) = g (x), x ∈ R.

where f ∈ C 2 (R), g ∈ C 1 (R). [5 MARKS]

7. Let u be the solution to Cauchy problem

u t t − c 2 u x x = f (x, t ), x ∈ R, t > 0,
u(x, 0) = 0, x ∈ R,
u t (x, 0) = 0, x ∈ R.

If for each fixed t , the function x 7→ f (x, t ) is an odd function, show that u(0, t ) = 0.
[3 MARKS]

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 13

8. Find u(x, t ) at (x, t ) = (1, 2) where u is the solution to the Cauchy problem

u t t − u x x = x 2 t , 0 < x < ∞, t > 0,

u(x, 0) = sin(x), 0 ≤ x < ∞,
u t (x, 0) = 0, 0 ≤ x < ∞,
u(0, t ) = 0, t > 0.

[4 MARKS]
9. State the strong forms of Huygens principle. [1 MARK]
10. Let ϕ, ψ be twice continuously differentiable functions. Let u be a solution to the
following initial boundary value problem:

u t t − u x x + u t = 0, 0 < x < l , t > 0,

u(x, 0) = ϕ(x), u t (x, 0) = ψ(x), 0 ≤ x ≤ l,
u(0, t ) = 0, u(l , t ) = 0, t ≥ 0,

1 Rl
Prove that the energy defined by E(t ) := 2 0 u t2 + u x2 d x is a decreasing function

of t . [2.5 MARKS]
11. State and prove the parallelogram identity. [2.5 MARKS]
12. Using separation of variables method, obtain a formal solution to the IBVP for the
damped wave equation:

ut t + ut = ux x , 0 < x < π, t > 0,

u(0, t ) = u(π, t ) = 0, 0 ≤ t,
u(x, 0) = sin(x), 0 ≤ x ≤ π,
u t (x, 0) = 0, 0 ≤ x ≤ π.

[5 MARKS]
13. Let u be the solution of the IBVP

ut t − ux x = 0 for 0 < x < 2, t > 0,

∂u
u(x, 0) = (x, 0) = x for 0 ≤ x ≤ 2,
∂t
u(0, t ) = u(2, t ) = 0 for t ≥ 0.

€3 Š
Compute u 2 , 3 . [5 MARKS]
Hint: You may directly use the formula that expresses u(x, t ) in terms of the points
L and R on x-axis which are arrived at by following left and right characteristics
from the point (x, t ).

14. Define two notions of a weak solution to the wave equation u t t = u x x . [2 marks]

May 25, 2020 Sivaji

14 Chapter 3. Wave equation

15. What do we mean by speed of propagation? Explain briefly why Wave equation
and Heat equation are associated with finite and infinite speeds of propagation re-
spectively. [3 marks]

Sivaji IIT Bombay

Chapter 4

Laplace equation

1. Let Ω ⊆ R2 be given by
Ω := {(x, y) ∈ R2 : y > 0}.

Let u ∈ C 2 (Ω) ∩ C (Ω) be a harmonic function in Ω. Further assume that u is

bounded above in Ω. Prove that
sup u = sup u.
Ω ∂Ω

(Hint: Take for ε > 0 the harmonic function

p
u(x, y) − ε log( x 2 + (y + 1)2 ),
Apply the maximum principle to a region {(x, y) ∈ R2 : x 2 + (y + 1)2 < a 2 }, y ≥ 0
with large a. Let ε → 0. You may have to use the following inequalities
max f + min g ≤ max( f + g ) ≤ max f + max g , and min( f ) = − max(− f ),
where f and g any real-valued functions for which all the quantities appearing in
the inequalities are meaningful.) [15 MARKS]
2. Let Ω be the domain Ω = {(x, y) ∈ R : x + y < 4}. Consider the Neumann
2 2 2

problem
∆u = 0 on Ω,
∂n u = αx 2 + βy + γ for (x, y) ∈ ∂ Ω,
where α, β, γ are real numbers. Find the values of α, β, γ for which the problem is
not solvable.
[5 MARKS]
3. Let u be a non-constant harmonic function in the disk {(x, y) : x + y 2 < R2 }.
2

Define a function M : (0, R) → R by

M (r ) = max u(x, y).
x 2 +y 2 =r 2

Show that M is an increasing function on the interval (0, R). Is it strictly increasing?
Justify your answer.
[5 MARKS]

15
16 Chapter 4. Laplace equation

4. Let Ω ⊆ R2 be given by

Ω := {(x, y) ∈ R2 : y > 0}.

Let u ∈ C 2 (Ω) ∩ C (Ω) be a harmonic function in Ω. Further assume that u is

bounded above in Ω. Prove that

sup u = sup u.
Ω ∂Ω

(Hint: Take for ε > 0 the harmonic function

p
u(x, y) − ε log( x 2 + (y + 1)2 ),

Apply the maximum principle to a region {(x, y) ∈ R2 : x 2 + (y + 1)2 < a 2 }, y ≥ 0

with large a. Let ε → 0.)
[10 MARKS]
5. Let Ω be the domain Ω = {(x, y) ∈ R : x + y < 4}. Consider the Neumann
2 2 2

problem

∆u = 0 on Ω,
2
∂n u = αx + βy + γ for (x, y) ∈ ∂ Ω,

where α, β, γ are real numbers. Find the values of α, β, γ for which the problem is
not solvable.
[5 MARKS]
6. Let u be a non-constant harmonic function in the disk {(x, y) : x 2 + y 2 < R2 }.
Define a function M : (0, R) → R by

M (r ) = max u(x, y).

x 2 +y 2 =r 2

Show that M is an increasing function on the interval (0, R). Is it strictly increasing?
Justify your answer.
[5 MARKS]
7. Let Ω be a bounded domain in R . Show that the Neumann problem
2

∆u = u − 1 on Ω,
∂n u = 0 for (x, y) ∈ ∂ Ω.

has at most one solution.

[5 MARKS]
8. Let Ω ⊂ R denote the set {(x, y) ∈ R : x + y > 1}. Let u ∈ C (Ω) ∩ C (Ω) be
2 2 2 2 2

such that

∆ u = 0,
u = 0 on ∂ Ω, and lim u(x, y) = 0.
x 2 +y 2 →∞

Show that u ≡ 0 on Ω.
[10 MARKS]
9. State and prove the strong maximum principle (also called, stricter version of the
maximum principle) for harmonic functions.

Sivaji IIT Bombay

 17

10. Answer the following questions.

1. Define mean value properties I and II.
2. Prove that they are equivalent.
3. Assuming that Dirichlet problem for Laplace equation on a bounded domain has a
solution, prove that Dirichlet problem is well-posed.
4. State and prove the Strong maximum principle for harmonic functions. (You MUST
justify each step in the proof. Every statement you make should accompany sound
logical reasons. In case you read my notes, what you have to do here is fill-in the
details of the proof in my notes.)
5. State Harnack’s inequality for harmonic functions.
6. Show that if the problem ∆u = 0 for |x| < 1, |y| < 1, u = 0 for |x| = 1, |∇u| = 1 for
|y| = 1, has at least one solution, then the problem has at least two solutions.
7. Prove that for every positive harmonic function u in the domain {(x, y) ∈ R2 :
x 2 + y 2 > 1} ⊂ R2 , the limit p lim u(x, y) exists.
x +y →∞
2 2

8. Prove the uniqueness up to constants of solutions to the Neumann problem for

Laplace equation onRa smooth bounded domain using the energy method. (Hint:
The energy E(φ) = ∗∗∗ |∇φ|2 d x might be useful).
9. Find the harmonic function in the semi-infinite strip {(x, y) ∈ R2 : 0 ≤ x ≤ π, 0 ≤
y < ∞} that satisfies the conditions
u(0, y) = u(π, y) = 0, u(x, 0) = h(x), lim u(x, y) = 0.
y→∞

Comment on what would go wrong if we omit the condition at infinity?

10. Let Ω be the domain Ω = {(x, y) ∈ R2 : x 2 + y 2 < 4}. Consider the Neumann
problem
∆u = 0 on Ω,
2
∂n u = αx + βy + γ for (x, y) ∈ ∂ Ω,
where α, β, γ are real numbers.
(i) Find the values of α, β, γ for which the problem is not solvable.
(ii) Solve the problem for those values of α, β, γ for which a solution exists.
11. Solve the equation ∆u = 0 in the domain D = {(x, y) : x 2 + y 2 > a 2 } with the
boundary condition u = 1 + 3 sin θ on the circle r = a and with the condition that
the solution is bounded for r → ∞.
12. Laplacian in polar coordinates is given by
1 1
∆(r,θ) v ≡ v r r + v + v =0
r r r 2 θθ
13. 1. State weak maximum principle. [1 MARK]
2. State strong maximum principle. [1 MARK]
3. Let Ω ⊆ R2 be given by Ω := {(x, y) ∈ R2 : x 2 + y 2 > 1}. Let u ∈ C 2 (Ω) be
such that ∆u = 0 in Ω, and lim u(x, y) = 0. Show that
|(x,y)|→∞

max |u| = max |u|.

Ω ∂Ω

[4 MARKS]

May 25, 2020 Sivaji

18 Chapter 4. Laplace equation

4. Let u : R2 → R be a polynomial function, which is also radial and harmonic. Show

that u is a constant function. [5 MARKS]

5. Let Ω ⊆ R2 be given by

Ω := {(x, y) ∈ R2 : y > 0}.

Let u ∈ C 2 (Ω) ∩ C (Ω) be a harmonic function in Ω. Further assume that u is

bounded above in Ω. Prove that

sup u = sup u.
Ω ∂Ω

(Hint: Take for ε > 0 the harmonic function

p
u(x, y) − ε log( x 2 + (y + 1)2 ),

Apply the maximum principle to a region {(x, y) ∈ R2 : x 2 + (y + 1)2 < a 2 }, y ≥ 0

with large a. Let ε → 0.) [5 MARKS]
6. Let Ω ⊆ R2 be given by Ω := {(x, y) ∈ R2 : x 2 + y 2 > 1}. It is well-known that
a solution u ∈ C 2 (Ω) to ∆u = 0 in Ω, and lim u(x, y) = 0 exists, which is a
|(x,y)|→∞
non-constant function. In the last quiz, you have shown that

max |u| = max |u|.

Ω ∂Ω

Now taking g (x, y) := u(x, y) for (x, y) ∈ ∂ Ω, we can find a harmonic function
v(x, y) in the unit disk {(x, y) ∈ R2 : x 2 + y 2 < 1} whose value on the boundary
equals g (x, y). Defining

 v(x, y) if x 2 + y 2 < 1,


w(x, y) := g (x, y) if x 2 + y 2 = 1,
 u(x, y) if x 2 + y 2 > 1,

we get a bounded function w(x, y) on R2 , and is harmonic. This contradicts Liou-

ville’s theorem. Explain the mistake in my reasoning. [2 marks]

Sivaji IIT Bombay

Chapter 5

Heat equation

1. Let u be a solution of u t = u x x for 0 < x < L, t > 0.

(a) Prove that
 ZL  x=L Z
L
∂

1 2

u (x, t ) d x = [u(x, t )u x (x, t )] − u x2 (x, t ) d x.

∂t 2 0 
x=0 0

(Hint: Multiply the heat equation by u and integrate by parts).

(b) Use the previous result to show that the problem
ut = ux x for 0 < x < L, t > 0
u(0, t ) = u(L, t ) = 0 for t ≥ 0
u(x, 0) = f (x) for 0 < x < L
can have only one solution.
(c) List the assumptions on u that were used in the last two parts and explain
clearly by pointing out the location where they were used.
[10 MARKS]
4. Consider the following initial boundary value problem: (k > 0)
ut = k ux x , 0 < x < π, 0 < t < T
u(0, t ) = g (t ), u(π, t ) = h(t ), 0≤t ≤T
u(x, 0) = f (x), 0≤x ≤π
Using maximum principle, show that the solutions to IBVP are stable in the sense
that for each ε > 0, there exists a δ > 0 such that for functions f1 , f2 , g1 , g2 , h1 , h2
satisfying
max | f1 (x) − f2 (x)| < δ, max | g1 (t ) − g2 (t )| < δ, max |h1 (t ) − h2 (t )| < δ,
x∈[0,π] t ∈[0,T ] t ∈[0,T ]

the corresponding solutions u1 , u2 of the IBVP corresponding to the data ( f , g , h) =

( f1 , g1 , h1 ) and ( f , g , h) = ( f2 , g2 , h2 ) respectively satisfy
max |u1 (x, t ) − u2 (x, t )| ≤ ε,
R

where R := (0, l ) × (0, T ). [5 MARKS]

19
20 Chapter 5. Heat equation

5. For T > 0, let R be defined by

R = {(x, t ) : 0 < x < π, 0 < t < T }.

Let u be a solution to the problem

ut − ux x = 0 on R,
u(0, t ) = u(π, t ) = 0 for 0 ≤ t ≤ T ,
2
u(x, 0) = sin x for 0 ≤ x ≤ π.

Using maximum principle, show that 0 ≤ u(x, t ) ≤ e −t sin x holds for (x, t ) ∈ R.
Write all the details
[10 MARKS]

6. Consider the following initial boundary value problem: (k > 0)

ut = k ux x , 0 < x < π, 0 < t < T

u(0, t ) = g (t ), u(π, t ) = h(t ), 0≤t ≤T
u(x, 0) = f (x), 0≤x ≤π

Using maximum principle, show that the solutions to IBVP are stable in the sense
that for each ε > 0, there exists a δ > 0 such that for functions f1 , f2 , g1 , g2 , h1 , h2
satisfying

max | f1 (x) − f2 (x)| < δ, max |g1 (t ) − g2 (t )| < δ, max |h1 (t ) − h2 (t )| < δ,
x∈[0,π] t ∈[0,T ] t ∈[0,T ]

the corresponding solutions u1 , u2 of the IBVP corresponding to the data ( f , g , h) =

( f1 , g1 , h1 ) and ( f , g , h) = ( f2 , g2 , h2 ) respectively satisfy

max |u1 (x, t ) − u2 (x, t )| ≤ ε,

R

where R := (0, l ) × (0, T ). [5 MARKS]

7. Using separation of variables method, solve the following initial boundary value
problem:

ut = ux x , 0 < x < π, 0 < t

u(0, t ) = u(π, t ) = 0, 0≤t
u(x, 0) = sin x cos2 x, 0 ≤ x ≤ π.

[10 MARKS]
8. State a maximum principle for Heat equation u t = u x x + uy y posed for (x, y) be-
longing to a smooth bounded domain Ω ⊂ R2 , and t > 0.
9. Let u be a solution of the problem

u t − u x x = 0on QT = {(x, t ) : 0 < x < π, 0 < t ≤ T },

u(0, t ) = u(π, t ) = 0for 0 ≤ t ≤ T ,
u(x, 0) = sin2 xfor 0 ≤ x ≤ π.

Use the maximum principle to prove that 0 ≤ u(x, t ) ≤ e −t sin x in the rectangle
QT .

Sivaji IIT Bombay

 21

10. For T > 0, let R be defined by

R = {(x, t ) : 0 < x < π, 0 < t < T }.

Let u be a solution to the problem

ut − ux x = 0 on R,
u(0, t ) = u(π, t ) = 0 for 0 ≤ t ≤ T ,
2
u(x, 0) = sin x for 0 ≤ x ≤ π.

Using maximum principle, show that 0 ≤ u(x, t ) ≤ e −t sin x holds for (x, t ) ∈ R.
Write all the details [4 MARKS]
11. Give an explicit formula for a function h so that the boundary value problem

u t − u x x = 0 for 0 < x < π, 0 < t < T ,

u(0, t ) = u(π, t ) = 0 for 0 ≤ t ≤ T ,
2
u(x, 0) = sin x for 0 ≤ x ≤ π,
u(x, T ) = h(x) for 0 ≤ x ≤ π.

has no solution. [2 marks]

h(x) = .

May 25, 2020 Sivaji

22 Chapter 5. Heat equation

Sivaji IIT Bombay