The Heat Equation — Question 8

PDF ↗

Question 8

Let uu be continuous on [0,L]×[0,T][0,L]\times[0,T], sufficiently differentiable in the interior, and satisfy ut=αuxxu_t=\alpha u_{xx} with α>0\alpha>0. Assume 0≤u(x,0)≤M0\leq u(x,0)\leq M and 0≤u(0,t),u(L,t)≤M0\leq u(0,t),u(L,t)\leq M, where M>0M>0.

Tasks

  1. Prove u≤Mu\leq M by applying a maximum argument to w=u−M−εtw=u-M-\varepsilon t and then letting ε↓0\varepsilon\downarrow 0. Address a maximum occurring at the final observation time.

  2. Prove u≥0u\geq 0 and explain why these bounds concern the global range rather than monotonic cooling at every fixed position.

  3. Test v(x,t)=Meα(π/L)2tsin⁡(πx/L)v(x,t)=M e^{\alpha(\pi/L)^2t}\sin(\pi x/L) against the source-free heat equation and the range bound.

  4. Find the source needed to realize this growing candidate in Cvt=kvxx+sC v_t=k v_{xx}+s, with k/C=αk/C=\alpha. Give and verify a source-free decaying candidate with the same initial and endpoint data.

Original worksheet page 1: question and worked solution for 9-1-008
Show solutionHide solution

Question 8 – Solution

Strategy. A small time-dependent perturbation makes the maximum argument strict, while a growing test field exposes a missing source.

Step 1: Prove the upper bound. For ε>0\varepsilon>0, ww is nonpositive initially and at the spatial endpoints. If it has a positive maximum on the space-time rectangle, that maximum occurs at an interior spatial point and a time t*>0t_*>0. There wxx≤0w_{xx}\leq 0 and wt≥0w_t\geq 0: at the latest time, use the derivative from earlier times; at an interior time it is zero. Yet wt−αwxx=−ε<0,w_t-\alpha w_{xx}=-\varepsilon<0, a contradiction. One can first apply the argument on any shorter time rectangle and pass to TT by continuity if needed. Thus u≤M+εtu\leq M+\varepsilon t, and letting ε↓0\varepsilon\downarrow 0 gives u≤Mu\leq M.

Step 2: Prove the lower bound. Apply the same argument to −u-u with upper bound zero to obtain −u≤0-u\leq 0. Hence 0≤u≤M\boxed{0\leq u\leq M} throughout the rectangle. The theorem does not say ut≤0u_t\leq 0 at every point. At a local temperature minimum with positive curvature, the equation gives ut=αuxx>0u_t=\alpha u_{xx}>0. Redistribution can warm a cooler location without exceeding the allowed global range.

Step 3: Diagnose the growing sine. Write μ=(π/L)2\mu=(\pi/L)^2. Then vt=αμvv_t=\alpha\mu v and vxx=−μvv_{xx}=-\mu v, so vt−αvxx=2αμv≠0\boxed{v_t-\alpha v_{xx}=2\alpha\mu v\ne 0} in the spatial interior. It satisfies zero endpoint values and the allowed initial profile, but for t>0t>0 its midpoint exceeds MM. This violates the conclusion because it fails the source-free PDE hypothesis.

Step 4: Restore the missing physics or correct the time factor. The required source is s=C(vt−αvxx)=2kμv>0s=C(v_t-\alpha v_{xx})=2k\mu v>0 in the interior. With that source, the earlier source-free maximum argument no longer applies. Alternatively, ṽ(x,t)=Me−αμtsin⁡(πx/L)\boxed{\widetilde v(x,t)=M e^{-\alpha\mu t}\sin(\pi x/L)} has ṽt=−αμṽ=αṽxx\widetilde v_t=-\alpha\mu\widetilde v=\alpha\widetilde v_{xx}, the same initial profile and zero endpoints. It remains between zero and MM.

Original worksheet page 2: question and worked solution for 9-1-008

Original worksheet layout. Use Enlarge or open the PDF for a closer view.