Probeklausur “Partial Differential Equations”, SS 2023

Duration of the exam 120 min

Problem 1
9 pts (a) Give the definition of the Green function of the Laplace operator in a bounded domain
Ω ⊂ Rn . State and prove a formula for representation of any function u ∈ C 2 (Ω) via Δu
and u|∂Ω by means of the Green function.
Hint. Use a theorem about a representation of u by means of the fundamental solution.

8 pts (b) State a formula for the Green function G (x, y) in a ball BR (0) in Rn with n > 2. Prove
this formula in the case y = 0.

8 pts (c) Let Ω be a bounded domain in Rn , and assume that the Green function G(x, y) exists for
Ω. Prove that G(x, y) ≥ 0 for all distinct x, y ∈ Ω.
Hint. You may use without proof the generalized maximum principle in Ω \ {y}.

Problem 2
8 pts (a) State and prove the Harnack inequality for harmonic functions.
Hint. Use the Poisson formula for representation of a harmonic function in a ball.

9 pts (b) State and prove Harnack’s first theorem about uniformly convergent sequences of har-
monic functions.

8 pts (c) Let u be a non-negative harmonic function in Rn . Prove that u = const in Rn (Liouville
theorem).
Hint. Use the Harnack inequality in an arbitrary ball BR .

Problem 3
8 pts (a) Formulate the Cauchy problem for the heat equation. Give the definition of the heat
kernel (the Gauss-Weierstrass function). State without proof a theorem about existence
of a bounded solution to the Cauchy problem.

9 pts (b) State without proof the parabolic maximum principle (including the definition of the
parabolic boundary). State and prove a theorem about uniqueness of a bounded solution
to the Cauchy problem for the heat equation.

8 pts (c) A solution u (x, t) of the 1-dimensional heat equation ∂t u = ∂xx u is called a running wave
if it has the form u (x, t) = f (x + at) for some a ∈ R and some function f : R → R.
Prove that u is a running wave if and only if


u (x, t) = C1 exp ax + a2 t + C2

for some a ∈ R and C1 , C2 ∈ R.

1
 Problem 4
8 pts (a) Formulate the mixed problem for the heat equation in a bounded domain U ⊂ Rn . State
and prove a uniqueness result for solution of this problem.

9 pts (b) Consider the following mixed problem for the heat equation:

 ∂t u = ∂xx u in (0, π) × (0, ∞)
u (0, t) = u (π, t) = 0 for t ∈ [0, ∞) , (1)

u (x, 0) = ϕ(x) for x ∈ [0, π]
P∞
where ϕ(x) is a given function on [0, π]. Prove that if ϕ(x) =
P k=1 ck sin kx where
∞
k=1 |ck | < ∞, then the series

∞
X 2
u (x, t) = ck e−k t sin kx
k=1

determines a solution of (1).

8 pts (c) Solve the problem (1) for ϕ(x) = x2 (π − x) . Prove that, for any t > 0,
Z π X 1
−k2 t
u (x, t) dx = 8 4
e .
0 k odd
k

Hint. You may use that

Problem 5
8 pts (a) Formulate the eigenvalue problem for the Laplace operator in a bounded domain U ⊂ Rn .
Assuming that U is a bounded connected region, prove that any eigenvalue λ of this
problem is positive.
Hint. Use the 1st Green formula in U for functions u, v ∈ C 2 (U ) ∩ C 1 (U ).

8 pts (b) Let v1 , v2 be two eigenfunctions of the above eigenvalue problem in U , with the eigenvalues
λ1 , λ2 , respectively. Prove that if λ1 6= λ2 then
Z
v1 v2 dx = 0. (2)
U

9 pts (c) Formulate the mixed problem for the wave equation in Ω = U × (0, ∞) . By means of the
method of separation of variables, represent a solution of the mixed problem in terms of
a series using the eigenvalues {λk } and the eigenfunctions {vk } in U . No justification of
this method is needed.