U NIVERSITY OF W ISCONSIN -M ADISON

Math 619 - Spring 2015

Prof. Andrej Zlatos

Daniel Howard
February 27, 2015

1 S TRAUSS - 2.3.3
PART ( A ) By the strong maximum principle, u(x, t ) > 0 is in the interior points 0 < x < 1 and
0 < t < inf since the minimum value of u, i.e. 0, is attained at the boundary point and at the
two sides.
PART ( B ) Following the hint, let (t ) be the maximum of u(x, t ) on 0 x 1 and X (t ) [0, 1]
such that (t ) = u(X (t ), t ).
On the two lateral sides, we know from part a that u = 0 and thus (t ) > 0. So we have that
X (t ) (0, 1) and from the proof of the maximum principle in Struass:
u x (X (t ), t ) = 0 u t (X (t ), t ) 0
When we differentiate with respect to t ,
0 (t ) = u x X 0 (t ) + u t = u t 0
and is decreasing in t > 0.

2 S TRAUSS - 2.3.4
PART A The maximum value of u(0, x) = 4x(1 x) occurs at x = 1/2 where u(0, 1/2) = 1. The
minimum value 0 occurs at both x = 0 and x = 1. We see that the boundary values are 0, so
the strong maximum principle implies that 0 < u(t , x) < 1 for all t > 0 and 0 < x < 1.

PART B Suppose we have a solution u(x, t ). Consider v(t , x) = U (t , 1 x). We know that
v t = v xx . Also, v(t , 0) = v(t , 1) = 0 and v(0, x) = u(0, 1 x) = 4(1 x)(x) = u(0, x).
By uniqueness, u(t , x) = v(t , x) = u(t , 1 x).
PART C By the energy method, we have
Z
Z 1
d 1 1 2
u d x = k
u x2 d x.
dt 2 x
0
We see that the energy is strictly decreasing as long as
Z 1
u x2 d x > 0.
0

Now suppose there exists some t 0 such that

Z 1
u x (t 0 , x)2 d x = 0.
0

This would imply that u x (t 0 , x) = 0 for all x, and u(t 0 , x) is constant. Given our boundary
conditions, this constant must be 0. However, this contradicts Part A, where we know 0 <
u(t , x) < 1 for all t > 0 and 0 < x < 1.

3 S TRAUSS - 2.3.7
PART A We have for k > 0 and f g
u t ku xx = f

(3.1)

v t kv xx = g

(3.2)

and u v at x = 0, x = l , and t = 0.
Let w = u v. At the initial condition boundaries,
w <0

f g

w t kw xx 0

Thus, w 0 on x = 0 and x = l for all t .

Define w 0 = w + e t , > 0.
0
w xx
= w xx , w t0 = w t e t
0
Thus, w t0 kw xx
= w t e t kw xx < 0.
On the boundary where t = 0, w 0 e 0 = . Thus,
0
w t0 kw xx
<0
0

w |

(3.3)
(3.4)

0
If w 0 has a max at (t 0 , x 0 ) and 0 < x 0 < l , t 0 > 0, then w t0 0, w xx
0 at (t 0 , x 0 ), which is a
contradiction with 3.3.
It follows that w 0 (t , x) on 0 x l , t 0. This implies that w + e t and

w(t , x) (e t + 1)
for all . As 0 w(t , x) 0 on 0 x l , t 0.

PART B If v t v xx sin(x) for 0 x , 0 < t T < and v(0, t ) 0, v(, t ) 0, v(x, 0)

sin(x).
Using Part A, we show that v(x, t ) (1 e t ) sin(x). Define u(x, t ) = (1 e t ) sin(x).
u t = e t sin(x) u xx = sin(x) + e t sin(x)
u t u xx = sin(x)
u(0, t ) = 0(0, t ) u(, t ) = 0 v(, t ) u(x, 0) = sin(x) v(x, 0)
Therefore, we have
u t u xx = sin(x) v t v xx sin(x)
We know that u v on and from Part A u(x, t ) v(x, t ) on all 0 x , t 0.
In conclusion, v(x, t ) (1 e t ) sin(x).

4 S TRAUSS - 2.3.8
l

E (t ) =

u 2 (x, t )d x

dR
=
dt

2uu t d x

0
l

(4.1)

2uku xx d x = 2k

= 2k(uu x |l0

uu xx d x

(4.2)

u x2 d x)

(4.3)
l

= 2k(u(l , t )u x (l , t ) u(0, y)u x (0, t )

2

= 2k(a l u(l , t ) a 0 u(0, t )

Z
0

u x2 d x)

u x2 d x)

(4.4)
(4.5)

Since the last integral term and a l u(l , t )2 a 0 u(0, t )2 < 0, the boundary conditions are
radiating.

5 S TRAUSS - 2.4.7
It is common knowledge that the integral of the Gaussian
Z
Z
p
2
p 2
e
dp = 2
e p d p =
0

When we set p =

p x , we have
4kt

p
=

p
x 2
dx
e 4kt p
=

4kt

This impies that

Z

S(x, t )d x

S(x, t )d x = 1.

6 S TRAUSS - 2.4.9
Since u xxx (t , x) satisfies the same equation with u(x, 0) = 0, uniqueness of solutions impies
u xxx (x, t ) = 0.
Integrating with respect to x, we have
u(x, t ) = A(t )x 2 + B (t )x +C (t )
We pug this into u t = ku xx and we get
A 0 (t )x 2 + B 0 (t )x +C 0 (t ) = 2k A(t ).
Matching coefficients, we see A 0 (t ) = 0, B 0 (t ) = 0, and C 0 (t ) = 2k A(t ). Thus we have the
constants A(t ) = A, B (t ) = B and C (t ) = 2k At +C 0 .
ooking at t = 0, we have
x 2 = Ax 2 + B x +C (0) = Ax 2 + B x +C 0
Matching coefficients again, we see A = 1, B = 0, and C 0 = 0. Therefore,
u(x, t ) = x 2 + 2kt .

7 S TRAUSS - 2.4.11
PART A For the diffusion equation, we have u t = ku xx . Suppose u(x, t ) is a solution of the
equation. We can replace x with x and we see that u(x, t ) is also a solution of the diffusion
equation since the second derviative in x cancels out the negative seen via the chain rule.
If the initial condition u(x, 0) = (x) is odd, then both u(x, t ) and u(x, t ) solve these
initial conditions and the diffusion equation. Since the initial value problem has a unique
solution, u(x, t ) = u(x, t ), which implies that u(x, t ) is odd for all of t .
PART B For the diffusion equation, we have u t = ku xx . Suppose u(x, t ) is a solution of the
equation. We can replace x with x and we see that u(x, t ) is also a solution of the diffusion
equation since the second derviative in x cancels out the negative seen via the chain rule.
If the initial condition u(x, 0) = (x) is even, then both u(x, t ) and u(x, t ) solve these initial
conditions and the diffusion equation. Since the initial value problem has a unique solution,
u(x, t ) = u(x, t ), which implies that u(x, t ) is even for all of t .
PART C The argument is the same for the wave equation since u t t = u xx has the same second derivative in space x and the derivative in time t does not affect the even or odd nature
of the initial conditions and solution.

8 S TRAUSS - 2.4.16
We solve u t ku xx + bu = 0 for < x < with u(x, t ) = (x), b > 0. Set v(x, t ) = e bt u(x, t ).
Then
v t = be bt u + e bt u t
v xx = e bt u xx

(8.1)
(8.2)
(8.3)

Thus,
v t kv xx = e bt (bu + u t ku xx ) = 0
We also have the same intial conition since v(x, 0) = (1)u(x, 0) = (x). Applying the solution
formula gives
u(x, t ) = e bt v(x, t )
Z
(xy)2
e bt
=p
e 4kt (y)d y.
4kt

(8.4)
(8.5)

9
TODO
Did not give myself enough time for these last two problems this past week.

10
TODO
Did not give myself enough time for these last two problems this past week.