Prof. A.

Grigoryan, PDE SS 2023

Blatt 10. Abgabe bis 16.06.23

Additional problems are marked by *
55. Consider the following the mixed problem for the heat equation:

 ∂t u = ∂xx u in (0, π) × (0, ∞)
u (0, t) = u (π, t) = 0 for t ∈ [0, ∞) (43)

u (x, 0) = x2 (π − x) for x ∈ [0, π] .

(a) Find the solution u(x, t) in terms of Fourier series.

(b) Prove that, for any t > 0,
Z π X 1 2
u (x, t) dx = 8 4
e−k t .
0 k odd
k

56. Consider the mixed problem


 ∂t u − ∂xx u = f (x, t) in (0, π) × (0, ∞)
u (0, t) = u (π, t) = 0 for all t ≥ 0 , (44)

u (x, 0) = 0 for all x ∈ [0, π]
where f (x, t) is a given function. Assume that this function has the following form
N
X
f (x, t) = fk (t) sin kx, (45)
k=1

where N ∈ N and fk (t) are continuous functions on [0, ∞).

(a) Prove that (44) has a solution of the form

N
X 2
u (x, t) = ck (t) e−k t sin kx (46)
k=1

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

Hint. For differentiation of u in t use the following formula:

Z t Z t
∂t F (t, s)ds = F (t, t) + ∂t F (t, s)ds. (47)
0 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 .

Hint. Use the formula

Z !
1 |x − y|2
u (x, t) = exp − |f (y)| dy
Rn (4πt)n/2 4t

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 :

suppε f := {x ∈ Rn : |f (x)| > ε} .

Then the above statement means the following:

suppε f ⊂ BR ⇒ supp2ε u(∙, t) ⊂ Bρ(t) for any t > 0.

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)

for some positive C, N .

Hint. Compare u with the function εv in a large enough cylinder Ω = BR × (0, T )

using the parabolic maximum principle.

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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)

for some positive constants C and N (in particular, f may be unbounded).

(a) Prove that the function

Z
u (x, t) := pt ∗ f (x) = pt (x − y) f (y)dy (51)
Rn

is a solution of the Cauchy problem (49).

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

use (50), which yields

   
|f (x − z) − f (x)| ≤ |f (x − z)|+|f (x)| ≤ C 2 + |x − z|N + |x|N ≤ C 0 1 + |x|N + |z|N ,


where C 0 = 2N + 1 C.

(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 ) ,

for some constant C 00 depending on T . In other words, u is in the uniqueness

class of Exercise 59.
∗
61. Prove the following identity for all t > 0:
Z
pt (x − y) |y|2 dy = |x|2 + 2nt. (52)
Rn

Hint. You may use the results of Exercises 59 and 60.

62. ∗
Let u (x, t) be the bounded solution of the Cauchy problem in Rn with the initial
function f that is continuous, bounded and non-negative in Rn .

(a) Prove that, for any t > 0,

Z Z
u (x, t) dx = f (x)dx. (53)
Rn Rn

(b) Prove that, for any t > 0,

Z Z Z
2
|x| u (x, t) dx = 2nt f (x)dx + |x|2 f (x)dx. (54)
Rn Rn Rn

Hint. Use the identity (52).

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