MA515, Autumn 2024 IIT Bombay

Partial Differential Equations

Problem Sheet 5

1. Let r > 0 and let u ∈ C2 (Br (0)) ∩ C(Br (0)) be harmonic in Br (0) such that
u(x) = g(x) for x ∈ ∂Br (0)
for some smooth function g : ∂Br (0) → R. Admit the following Poisson representation
formula involving the boundary data:
r2 − |ξ|2
Z
g(x)
u(ξ) = ds(x) for ξ ∈ Br (0).
r ωn |x − ξ|n
∂Br (0)

Here n ≥ 2 denotes the dimension and ωn denotes the surface area of the (n − 1)-
dimensional unit sphere in Rn .
(1a) Let v ∈ C2 (Br (0)) ∩ C(Br (0)) be the unique non-negative solution to the following
Dirichlet boundary value problem:
(
∆v(x) = 0 for x ∈ Br (0),
v(x) = g(x) for x ∈ ∂Br (0).

Show that the following inequalities hold:

(r − |ξ|) (r + |ξ|)
rn−2 n−1
v(0) ≤ v(ξ) ≤ rn−2 v(0) for ξ ∈ Br (0).
(r + |ξ|) (r − |ξ|)n−1
You may use the following inequalities that hold for any x ∈ ∂Br (0) and for any
ξ ∈ Br (0):
(r − |ξ)| ≤ |x − ξ| ≤ (r + |ξ|)
(1b) Let w ∈ C2 (Rn ) be a non-negative harmonic function in Rn . Show that w must be
a constant function.
2. Consider the following open set in R2 :
n o
Ω := (x1 , x2 ) ∈ R2 such that x1 > 0 and x2 > 0 .

Associated with any point ξ = (ξ1 , ξ2 ) ∈ Ω, define the points:

ξ ∗ := (ξ1 , −ξ2 )
ξ ∗∗ := (−ξ1 , ξ2 )
ξ ∗∗∗ := (−ξ1 , −ξ2 )

Let ξ ∈ Ω be arbitrarily fixed. Define Φξ : Ω → R as follows:

1 
Φξ (x) := ln (|x − ξ ∗ |) + ln (|x − ξ ∗∗ |) − ln (|x − ξ ∗∗∗ |) for x ∈ Ω.
2π

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(2a) Show that Φξ (x) is harmonic in Ω.

(2b) Show that
1
Φξ (x) = ln |x − ξ| for x ∈ ∂Ω.
2π
(2c) Using the corrector function Φξ (x) given above, construct a Dirichlet Green’s func-
tion for the domain Ω.

3. Consider the following open set in R2 :

n o
Ω := (x1 , x2 ) ∈ R2 such that x21 + x22 > 1 .

Associated with any point ξ = (ξ1 , ξ2 ) ∈ Ω, define the point:

ξ
ξb := 2
|ξ|

Let ξ ∈ Ω be arbitrarily fixed. Define Φξ : Ω → R as follows:

1  
Φξ (x) := ln |ξ||x − ξ|
b for x ∈ Ω.
2π
(3a) Show that Φξ (x) is harmonic in Ω.
(3b) Show that
1
Φξ (x) = ln |x − ξ| for x ∈ ∂Ω.
2π
(3c) Using the corrector function Φξ (x) given above, construct a Dirichlet Green’s func-
tion for the domain Ω.
(3d) Derive Poisson’s formula for the solution u of the boundary value problem:
(
∆u(x) = 0 for x ∈ Ω,
u(x) = g(x) for x ∈ ∂Ω,

using the Dirichlet Green’s function constructed in Question (3c).

4. Let T > 2 and let u(x, t) be the solution to the initial boundary value problem:

∂t u = ∂x2 u for x ∈ (0, 1) and t ∈ (0, T ],





u(0, t) = u(1, t) = 0 for t ∈ [0, T ],


u(x, 0) = sin(πx) + |cos(πx)| − 1 for x ∈ [0, 1].


Determine whether the following statement is TRUE or FALSE:

There exists a point x∗ ∈ (0, 1) and a point t∗ ∈ (0, T ) such that u(x∗ , t∗ ) = 21 .
If you declare the above statement to be TRUE, then you have to find such a point
(x∗ , t∗ ) ∈ (0, 1) × (0, T ) where u takes the value equal to 21 . On the other hand, if you
declare the above statement to be FALSE, then you have to justify your answer.

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5. Let T > 3 and let u(x, t) be the solution to the initial boundary value problem:
∂t u = ∂x2 u for x ∈ (0, 1) and t ∈ (0, T ],





∂x u(0, t) = 2u(0, t)
 for t ∈ [0, T ],


 ∂x u(1, t) = −3u(1, t) for t ∈ [0, T ],



u(x, 0) = u0 (x) for x ∈ [0, 1],
for some initial condition u0 (x). Consider the function E : [0, T ] → [0, ∞) defined as
follows: Z 1
E(t) := (u(x, t))2 dx for t ∈ [0, T ].
0

(5a) Show that

dE
(t) ≤ 0 for t ∈ (0, T ).
dt
(5b) Show that
d2 E
(t) ≥ 0 for t ∈ (0, T ).
dt2
6. We say that a function f : R → R is non-trivial if it is not identically zero. Answer the
following questions:
(6a) Determine the set of all κ ∈ R for which the following boundary value problem has
non-trivial solutions:
(
y 00 (x) = κy(x) for x ∈ (0, 1),
0
y(0) = y (1) = 0.
You are required to find those non-trivial solutions as well.
(6b) For the unknown u : [0, 1]×[0, ∞) → R, consider the initial boundary value problem
∂t u = ∂x2 u for (x, t) ∈ (0, 1) × (0, ∞),





u(0, t) = ∂x u(1, t) = 0 for t ∈ [0, ∞),

   
3πx 7πx



u(x, 0) = 3 sin
 + 7 sin for x ∈ [0, 1].
2 2
Derive an expression for the solution u(x, t) to the above initial boundary value
problem using variable separable approach. You may use your result from Ques-
tion (6a) while deriving this expression.
7. Let T > 0 and let a, b ∈ R be two non-zero constants. Let v(x, t) be the solution to the
initial boundary value problem:
∂t v = ∂x2 v for x ∈ (0, 1) and t ∈ (0, T ],




v(0, t) = v(1, t) = 0 for t ∈ [0, T ],


for x ∈ [0, 1],

v(x, 0) = v0 (x)

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for some initial condition v0 (x). Define a new function u : [0, 1] × [0, T ] as follows:

u(x, t) := v(x, t) + (1 − x)a + xb for (x, t) ∈ [0, 1] × [0, T ].

Show that u(x, t) solves the initial boundary value problem:

∂t u = ∂x2 u for x ∈ (0, 1) and t ∈ (0, T ],






 u(0, t) = a
 for t ∈ [0, T ],


 u(1, t) = b for t ∈ [0, T ],



u(x, 0) = v0 (x) + (1 − x)a + xb for x ∈ [0, 1].

8. Let f : [0, 1] → (0, ∞) be a twice continuously differentiable function. Consider the

function H : [0, 1] → R defined as follows:

H(t) := ln f (t) for t ∈ [0, 1].

Here ln denotes the natural logarithm, i.e. logarithm of the base e. Show that H is a
convex function on the interval (0, 1) if, and only if, the function f satisfies the following
differential inequality:
2
d2

d
f (t) ≤ f (t) 2 f (t) for all t ∈ (0, 1).
dt dt

9. Let T > 0 and let u(x, t) be the solution to the initial boundary value problem:

∂t u = ∂x2 u for x ∈ (0, 1) and t ∈ (0, T ],





u(0, t) = u(1, t) = 0 for t ∈ [0, T ],


u(x, 0) = x(1 − x) for x ∈ [0, 1].


(9a) Show that

1
0 ≤ u(x, t) ≤ for (x, t) ∈ [0, 1] × [0, T ].
4
(9b) Show that
u(x, t) = u(1 − x, t) for (x, t) ∈ [0, 1] × [0, T ].

10. Let u(x, t) be the solution to the heat equation:

∂t u = ∂x2 u for x ∈ (0, 1) and t ∈ (0, ∞).

Define functions f, g : (0, ∞) → R as follows:

f (s) := max u(x, t)

(x,t)∈[0,1]×[0,s]

g(s) := min u(x, t).

(x,t)∈[0,1]×[0,s]

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(10a) Does f (s) increase or decrease as a function of s?

(10b) Does g(s) increase or decrease as a function of s?
11. Consider the initial boundary value problem:


 ∂t u = ∂x2 u for t > 0, x ∈ (−1, 1),
u(−1, t) = u(1, t) = 0 for t ≥ 0,

u(x, 0) = u0 (x) for x ∈ (−1, 1).


It is given that the initial datum u0 (x) is an odd function, i.e.

u0 (−x) = −u0 (x) for x ∈ [−1, 1].
Show that the solution u(x, t) to the above initial boundary value problem is also an odd
function in the x variable for all t ≥ 0. More precisely, show that for all t ≥ 0, we have
u(−x, t) = −u(x, t) for x ∈ [−1, 1].
12. Let f : (0, 1) × (0, T ] → R, u0 : (0, 1) → R, g : [0, T ] → R and h : [0, T ] → R be four
given functions. Show that there can at most be one solution to the following initial
boundary value problem:
∂t u = ∂x2 u + f (x, t) for x ∈ (0, 1) and t ∈ (0, T ],





∂x u(0, t) = g(t)
 for t ∈ [0, T ],


 ∂x u(1, t) = h(t) for t ∈ [0, T ],



u(x, 0) = u0 (x) for x ∈ (0, 1).

13. Let u0,1 : [0, 1] → R and u0,2 : [0, 1] → R be two given functions. Let u0 : [0, 1]2 → R be
defined as follows:
u0 (x1 , x2 ) = u0,1 (x1 )u0,2 (x2 ) for (x1 , x2 ) ∈ [0, 1]2 .
Let u1 : [0, 1] × [0, ∞) → R be such that
∂ 2 u1


 ∂t u1 = for x1 ∈ (0, 1) and t ∈ (0, ∞),
∂x21

u1 (x1 , 0) = u0,1 (x1 ) for x1 ∈ (0, 1).


Let u2 : [0, 1] × [0, ∞) → R be such that

∂ 2 u2


 ∂t u2 = for x2 ∈ (0, 1) and t ∈ (0, ∞),
∂x22

u2 (x2 , 0) = u0,2 (x2 ) for x2 ∈ (0, 1).


Find a function u : [0, 1]2 × [0, ∞) → R such that

∂ 2u ∂ 2u


 ∂t u = + for (x1 , x2 ) ∈ (0, 1)2 and t ∈ (0, ∞),
∂x21 ∂x22

u(x1 , x2 , 0) = u0 (x1 , x2 ) for (x1 , x2 ) ∈ (0, 1)2 .


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