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Math 6410 • ODE

Fall 2003 • Question 9

Heat Equation. Let \(\Omega \subset \mathbb {R}^n\) be a bounded smooth domain, \(0<T<\infty \) be a constant, \(c(x)\in C^\infty (\overline {\Omega })\) such that \(c(x)\le 0\) for all \(x\) and \(\psi (x,t)\in C^\infty (\overline {\Omega }\times [0,T])\). Let \(u\in C^{2,1}(\overline {\Omega }\times [0,T])\) be a solution to \[ \begin {cases} \dfrac {\partial u}{\partial t}=\Delta u+c(x)u, & \text {if }(x,t)\in \Omega \times [0,T],\\ u(x,t)=\psi (x,t), & \text {if }(x,t)\in \Omega \times \{0\}\text { or if }(x,t)\in \partial \Omega \times [0,T]. \end {cases} \qquad (\heartsuit ) \]

  1. Prove the Maximum Principle: If \(\psi (x,t)\ge 0\) then the solution satisfies \(u(x,t)\ge 0\).
  2. Show that such solutions of \((\heartsuit )\) are unique.

Raw LaTeX

\textbf{Heat Equation.}
Let \(\Omega\subset\R^n\) be a bounded smooth domain, \(0<T<\infty\) be a constant,
\(c(x)\in C^\infty(\overline{\Omega})\) such that \(c(x)\le0\) for all \(x\) and
\(\psi(x,t)\in C^\infty(\overline{\Omega}\times[0,T])\). Let
\(u\in C^{2,1}(\overline{\Omega}\times[0,T])\) be a solution to
\[
\begin{cases}
  \dfrac{\partial u}{\partial t}=\Delta u+c(x)u,
    & \text{if }(x,t)\in\Omega\times[0,T],\\
  u(x,t)=\psi(x,t),
    & \text{if }(x,t)\in\Omega\times\{0\}\text{ or if }(x,t)\in\partial\Omega\times[0,T].
\end{cases}
\qquad(\heartsuit)
\]
\begin{enumerate}
\item[(a.)] Prove the Maximum Principle: If \(\psi(x,t)\ge0\) then the solution satisfies
\(u(x,t)\ge0\).
\item[(b.)] Show that such solutions of \((\heartsuit)\) are unique.
\end{enumerate}