PDE Exam problems

2.5.1 Write down an explicit formula for a function u solving the initial
value problem
ut + b Du + cu = 0 in Rn
u = g on Rn

(0; 1)
ft = 0g

Here b 2 Rn and c 2 R are constants.

Hints: Let z (t) = u (x0 + bt; t0 + t), and derive an ODE for z (t). Solve this
ODE and choose suitable values of x0 , t0 .
2.5.5 Prove that there exists a constant C, depending only on n, such
that
max juj

B(0;1)

max jgj + max jf j

@B(0;1)

B(0;1)

whenever u is a smooth solution of

u = f in B (0; 1)
u = g on @B (0; 1)
Hints: Use the Greens function representation formula, and estimate the
integrals. To estimate the integral of the Green function over the ball, and
the integral of the Poisson kernel over the boundary of the ball, you may use
the Green function representation formula for the functions v (x) = 1 and
w (x) = (1 jxj2 ) = (2n). It is also useful to show that G and @G=@ are
nonnegative.
2.5.11 Assume n = 1 and u (x; t) = v (x2 =t).
a) Show
ut = uxx
if and only if
4zv 00 (z) + (2 + z) v 0 (z) = 0, z > 0
b) Show that the general solution of (1) is
Z z
v (z) = c
e s=4 s

1=2

(1)

ds + d

c) Dierentiate v (x2 =t) with respect to x and select the constant c properly,
so as to obtain the fundamental solution for n = 1.
1

2.5.18 Let u solve

utt

u = 0 in R3 (0; 1)
u = g, ut = h on R3 ft = 0g

where g and h are smooth and have compact support. Show that there exists
a constant C such that
ju (x; t) j

C=t, x 2 R3 , t > 0

Hints: Use Kirchhos formula, and estimate the integrals. It su ces to

show that jt u (x; t) j is bounded by a constant C. Consider the cases t >
1 and t
1 separately. For t > 1, restrict the surface integrals to the
support of g; h, giving integrals over surfaces with uniformly bounded areas
(independent of t), which gives the necessary estimates. For t 1, use that
the surface area is bounded by 4 t2 .
3.5.3a) Solve using characteristics
x1 ux1 + x2 ux2 = 2u, u (x1 ; 1) = g (x1 )
4.7.1 Use separation of variables to nd a nontrivial solution u of the
PDE
u2x1 ux1 x1 + 2ux1 ux2 ux1 x2 + u2x2 ux2 x2 = 0 in R2
Hints: Try the ansatz
u (x1 ; x2 ) = v (x1 ) + w (x2 )
4.7.2 Consider Laplaces equation u = 0 in R2 , taken with the Cauchy
data
sin (nx1 )
@u
=
on fx2 = 0g
u = 0,
@x2
n2
Employ separation of variables to derive the solution
u=

1
sin (nx1 ) sinh (nx2 )
n2

What happens to u as n ! 1? Is the Cauchy problem for Laplaces equation

wellposed? (This example is due to Hadamard).

4.7.9 Show that the line ft = 0g is characteristic for the heat equation
ut = uxx . Show that there does not exist an analytic solution u of the heat
equation in R R, with u = 1= (1 + x2 ) on ft = 0g. Hint: Assume there
is an analytic solution, compute its coe cients, and show that the resulting
power series diverges except at (0; 0). This example is due to Kovalevskaya.
Hints: Assume that
1
X
u (x; t) =
aj;k xj tk
j;k=0

and derive an innite linear system of equations for aj;k from the heat equation and the inital condition
X
1
=
( 1)j x2j
u (x; 0) =
2
1+x
j=0
1

Solve the system, and use the quotient test to show that u (0; t) diverges for
all t 6= 0.
5.10.8 Integrate by parts to prove the interpolation inequality
Z

jDuj dx

1=2
2

u dx

1=2

jD2 uj2 dx

for all u 2 Cc1 (U ). By approximation, prove this inequality if u 2 H 2 (U ) \

H01 (U ).
5.10.16 Assume F : R ! R is C 1 , with F 0 bounded. Suppose U is
bounded and u 2 W 1;p (U ) for some 1 < p < 1. Show that
v

F (u) 2 W 1;p (U ) and vxi = F 0 (u) uxi , i = 1; :::; n

6.6.1 Let
Lu =

n
X

aij uxi

xj

+ cu

i;j=1

where aij ,c are smooth and (aij ) satises the uniform ellipticity condition,
and let U Rn be an open bounded set with smooth boundary. Prove that
there is a constant > 0 such that if
c (x)

for all x 2 U
3

then the corresponding bilinear form B [ ; ] satises the hypotheses of the

LaxMilgram theorem. What conclusions can you draw from this concerning
solutions of Lu = f ?
6.6.2 A function u 2 H02 (U ) is a weak solution of this boundaryvalue
problem for the biharmonic equation
2

u = f in U
u=
= 0 on @U
@u
@

provided

u vdx =

(2)

f vdx

for all v 2 H02 (U ). Given f 2 L2 (U ), prove that there exists a unique weak
solution to (2).
6.6.3 Assume U is connected. A function u 2 H 1 (U ) is a weak solution
of Neumanns problem
u = f in U
(3)
@u
=
0 on @U
@
if

Du Dvdx =

f vdx

for all v 2 H 1 (U ). Suppose that f 2 L2 (U ). Prove that (3) has a weak

solution if and only if
Z
f dx = 0
U

2
7.5.3 Galerkins method
Pm fork Poissons equation. Suppose that f 2 L (U )
and assume that um = k=1 dm wk solves
Z
Z
Dum Dwk dx =
f wk dx
U

for k = 1; :::; m. Show that a subsequence of fum g1

m=1 converges weakly in
1
H0 (U ) to the weak solution of
u = f in U
u = 0 on @U

7.5.10 Prove that there exists at most one smooth solution u of this
problem for the beam equation
utt + uxxxx = 0 in (0; 1) (0; T )
u = ux = 0 on (fx = 0g (0; T )) [ fx = 1g
u = g, ut = h on [0; 1] ft = 0g

(0; T )