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This document outlines 5 problems related to partial differential equations (PDEs). Problem 1 asks to prove that the energy function for a diffusion equation is non-increasing and use this to show uniqueness of the solution. Problem 2 asks to solve a diffusion equation with a specific initial condition. Problem 3 asks to change coordinates to solve a PDE involving diffusion and convection. Problem 4 analyzes a "backward diffusion" equation and asks about maximum principles and well-posedness. Problem 5 asks to find the form of a function such that a traveling wave solution exists for the diffusion equation.

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79 views

Assignment

This document outlines 5 problems related to partial differential equations (PDEs). Problem 1 asks to prove that the energy function for a diffusion equation is non-increasing and use this to show uniqueness of the solution. Problem 2 asks to solve a diffusion equation with a specific initial condition. Problem 3 asks to change coordinates to solve a PDE involving diffusion and convection. Problem 4 analyzes a "backward diffusion" equation and asks about maximum principles and well-posedness. Problem 5 asks to find the form of a function such that a traveling wave solution exists for the diffusion equation.

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Jaggerjack90
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© Attribution Non-Commercial (BY-NC)
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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Fall 2013 MAT311H5F

Due on October 10th 2013

Assignment 4

Problem 1 Assume u(x, t) to be a solution of the diusion equation ut = kuxx on {0 x , 0 t < } satisfying the following auxiliary conditions: u(x, 0) = cos(x) ux (0, t) = ux (, t) = 0.

(a) Prove that the Energy function E (t) = 1 u(x, t)2 dx is non-increasing 2 0 for any solution u of the above problem. Note: In class (and in the book) we proved that E is non-increasing if u is a solution of the same equation but with dierent boundary conditions. Check that the same proof works also in this case. (b) Use the previous item to show uniqueness of the solution of the above PDE problem. Problem 2 Solve the diusion equation ut = kuxx with the initial condition u(x, 0) = 1 if 1 < x < 1 0 otherwise.

Problem 3 Find the general solution u(x, t) of the PDE ut + cux = kuxx satisfying the initial condition u(x, 0) = (x). [Hint: Try changing coordinates to = x ct and = t.] continues

Problem 4 Consider the following backward diusion equation: 1 vt = vxx ; 4 observe that this is just the diusion equation (with k = 1/4) with reversed direction of time, that is: (a) Prove that if u(x, t) solves the diusion equation with k = 1/4, the function v (x, t) := u(x, t) solves the backward diusion equation. (b) State and prove a version of the Maximum Principle for solutions of the backward diusion equation in a rectangle D = {0 x , 0 t T }. (c) Check that, for any T > 0 the functions vT (x, t) = 1 (T t) exp x2 (T t)

are solutions of the backward diusion equation on the strip { < x < , 0 t < T } with initial condition 1 x2 vT (x, 0) = exp T T What happens to vT as t T ? [Hint: Consider x = 0, for instance ] What can you conclude about well-posedness of the initial condition problem for the backward diusion equation? [Hint: Consider the functions v1 and v1+ where > 0; then both functions are solutions of our problem and their initial conditions dier by less than ; yet, what happens for (x, t) = (0, 1 )? Is this consistent with the stability property? ] Problem 5 Find the form of f so that u(x, t) = f (x + ct) is a solution of the diusion equation ut = kuxx on the real line. [A comment: Observe that this is the kind of solution that we found for the wave equation (traveling wave); however, in this case c can be any real number, whereas for the wave equation c was determined by the equation itself, but f was arbitrary]

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