Terminology — Question 8

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Question 8

Let ut=κuxxu_t=\kappa u_{xx} on 0<x<L0<x<L, t≥0t\ge 0, with κ,L>0\kappa,L>0 and u(0,t)=A(t),u(L,t)=B(t),u(x,0)=f(x).u(0,t)=A(t),\qquad u(L,t)=B(t),\qquad u(x,0)=f(x). Assume all data are smooth and f(0)=A(0),f(L)=B(0)f(0)=A(0),f(L)=B(0). Define a boundary lifting ℓ(x,t)=(1−xL)A(t)+xLB(t),v=u−ℓ.\ell(x,t)=\left(1-\frac{x}{L}\right)A(t)+\frac{x}{L}B(t),\qquad v=u-\ell.

Tasks

  1. Determine the PDE, endpoint data and initial data for vv. Classify the homogeneity of its PDE and its spatial boundary conditions separately.

  2. Find the exact condition on A,BA,B for this affine lifting to leave the transformed PDE homogeneous for every x,tx,t.

  3. For A(t)=tA(t)=t, B(t)=2tB(t)=2t, f=0f=0, compute the transformed source and initial data. Does making the endpoint conditions homogeneous remove the time-dependent forcing from the full problem?

  4. Show that a lifting is not unique. Replace ℓ\ell by ℓ̃=ℓ+q\widetilde\ell=\ell+q, where q(0,t)=q(L,t)=0q(0,t)=q(L,t)=0, and derive the new source and initial data. Explain why this is a change of unknown, not a different physical field uu.

Original worksheet page 1: question and worked solution for 9-3-008
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Question 8 – Solution

Strategy. Subtract the lifting from every part of the problem, including the differential equation and the initial condition.

Step 1: Compute the transformed full problem. Since ℓxx=0\ell_{xx}=0, vt−κvxx=−ℓt=−(1−xL)A′(t)−xLB′(t).\boxed{v_t-\kappa v_{xx}=-\ell_t =-\left(1-\frac{x}{L}\right)A'(t)-\frac{x}{L}B'(t).} The endpoints are v(0,t)=v(L,t)=0v(0,t)=v(L,t)=0, and v(x,0)=f(x)−ℓ(x,0)v(x,0)=f(x)-\ell(x,0). The endpoint conditions are homogeneous Dirichlet. The transformed PDE is linear, but generally nonhomogeneous. Its initial condition is homogeneous only if f=ℓ(⋅,0)f=\ell(\cdot,0).

Step 2: Determine when the source vanishes. For each tt, the displayed affine function of xx vanishes throughout (0,L)(0,L) if and only if both its endpoint limits vanish. Thus A′(t)=B′(t)=0A'(t)=B'(t)=0 for all tt, or equivalently A,B are constant in time\boxed{A,B\text{ are constant in time}}. Nonzero constant boundary values can therefore produce a homogeneous transformed PDE, although the original boundary data were nonhomogeneous.

Step 3: Inspect time-dependent endpoint values. For A=t,B=2tA=t,B=2t, ℓ=t(1+x/L)\ell=t(1+x/L), so vt−κvxx=−(1+x/L),v(0,t)=v(L,t)=0,v(x,0)=0.v_t-\kappa v_{xx}=-(1+x/L),\qquad v(0,t)=v(L,t)=0,\qquad v(x,0)=0. The boundary forcing has moved into the interior equation; it has not been removed from the full problem. In particular, v=0v=0 would fail this PDE. The stated value compatibility holds, but no corner-smooth existence is claimed for these data; higher compatibility would require additional checks.

Step 4: Track the freedom in the lifting. Let ṽ=u−ℓ̃=v−q\widetilde v=u-\widetilde\ell=v-q. Direct differentiation gives ṽt−κṽxx=−ℓt−qt+κqxx,ṽ(x,0)=f(x)−ℓ(x,0)−q(x,0).\widetilde v_t-\kappa\widetilde v_{xx} =-\ell_t-q_t+\kappa q_{xx},\qquad \widetilde v(x,0)=f(x)-\ell(x,0)-q(x,0). The endpoints still vanish. For example, q=x(L−x)e−tq=x(L-x)e^{-t} is a nonzero smooth choice with zero endpoints. Although the source and transformed initial data change, u=v+ℓ=ṽ+ℓ̃u=v+\ell=\widetilde v+\widetilde\ell is identical. Each lifting gives an equivalent formulation when every datum is transformed consistently.

Original worksheet page 2: question and worked solution for 9-3-008

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