Terminology — Question 4

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Question 4

Consider ut=uxxu_t=u_{xx} for 0<x<10<x<1, 0<t≤T0<t\le T, with u(x,0)=f(x)=x(1−x),u(0,t)=A(t),u(1,t)=B(t).u(x,0)=f(x)=x(1-x),\qquad u(0,t)=A(t),\quad u(1,t)=B(t). For this question a solution smooth up to the corners has continuous u,ut,ux,uxxu,u_t,u_x,u_{xx} on the closed rectangle, satisfies the PDE there by continuity, and has ut(x,0)u_t(x,0) and uxx(x,0)u_{xx}(x,0) obtained by differentiating its traces. Assume A,BA,B are continuously differentiable.

Tasks

  1. Derive the necessary value compatibility conditions at the two initial corners.

  2. Derive the next necessary compatibility conditions involving A′(0),B′(0)A'(0),B'(0) and f″f''.

  3. Set A=B=0A=B=0. Decide whether value compatibility holds and whether a solution in the stated corner-smooth class can exist. Explain why this does not rule out solutions smooth only for positive time.

  4. Keep ff fixed and construct linear-in-time boundary data for which a polynomial solution exists. Verify the PDE and every datum explicitly; distinguish this sufficiency proof from checking necessary conditions alone.

Original worksheet page 1: question and worked solution for 9-3-004
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Question 4 – Solution

Strategy. At a corner, two different traces must describe the same value and the same time derivative.

Step 1: Match the values. Continuity at (0,0)(0,0) and (1,0)(1,0) requires A(0)=f(0)=0,B(0)=f(1)=0.\boxed{A(0)=f(0)=0,\qquad B(0)=f(1)=0.} If these equalities fail, even a continuous solution on the entire closed rectangle is impossible. Interior smoothness alone does not imply these equalities.

Step 2: Match the PDE to the time traces. The left boundary trace gives ut(0,0)=A′(0)u_t(0,0)=A'(0) and the initial trace gives uxx(0,0)=f″(0)u_{xx}(0,0)=f''(0). The PDE therefore requires A′(0)=f″(0)A'(0)=f''(0). The right corner gives the analogous identity. Since f″=−2f''=-2, A′(0)=B′(0)=−2.\boxed{A'(0)=B'(0)=-2.} These conditions use the stated corner regularity; they cannot be imposed silently on a class that has no continuous uxxu_{xx} at the corners.

Step 3: Diagnose homogeneous endpoint data. For A=B=0A=B=0, both value conditions hold, but A′(0)=B′(0)=0≠−2A'(0)=B'(0)=0\ne-2. Thus no solution exists in the corner-smooth class specified here. This is a regularity obstruction at t=0t=0, not a proof of nonexistence in a weaker class. A solution may be continuous up to the initial edge and smooth for t>0t>0 without its second spatial derivative extending continuously through the initial corners. No such weaker solution is needed for the contradiction.

Step 4: Construct a compatible full example. Take A(t)=B(t)=−2tA(t)=B(t)=-2t and u(x,t)=x(1−x)−2t.\boxed{u(x,t)=x(1-x)-2t.} Then ut=uxx=−2u_t=u_{xx}=-2, u(x,0)=f(x)u(x,0)=f(x) and u(0,t)=u(1,t)=−2tu(0,t)=u(1,t)=-2t. This polynomial has all required corner derivatives and proves existence for the modified problem. Matching a finite list of necessary compatibility conditions would not alone prove existence for arbitrary data; the explicit field supplies the sufficiency argument in this case.

Original worksheet page 2: question and worked solution for 9-3-004

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