B3.18

Partial Differential Equations
Part II, 2001

Write down a formula for the solution u=u(t,x)u=u(t, x), for t>0t>0 and xRnx \in \mathbb{R}^{n}, of the initial value problem for the heat equation:

utΔu=0u(0,x)=f(x)\frac{\partial u}{\partial t}-\Delta u=0 \quad u(0, x)=f(x)

for ff a bounded continuous function f:RnRf: \mathbb{R}^{n} \rightarrow \mathbb{R}. State (without proof) a theorem which ensures that this formula is the unique solution in some class of functions (which should be explicitly described).

By writing u=etvu=e^{t} v, or otherwise, solve the initial value problem

vt+vΔv=0,v(0,x)=g(x)\frac{\partial v}{\partial t}+v-\Delta v=0, \quad v(0, x)=g(x)

for gg a bounded continuous function g:RnRg: \mathbb{R}^{n} \rightarrow \mathbb{R} and give a class of functions in which your solution is the unique one.

Hence, or otherwise, prove that for all t>0t>0 :

supxRnv(t,x)supxRng(x)\sup _{x \in \mathbb{R}^{n}} v(t, x) \leqslant \sup _{x \in \mathbb{R}^{n}} g(x)

and deduce that the solutions v1(t,x)v_{1}(t, x) and v2(t,x)v_{2}(t, x) of ()(\dagger) corresponding to initial values g1(x)g_{1}(x) and g2(x)g_{2}(x) satisfy, for t>0t>0,

supxRnv1(t,x)v2(t,x)supxRng1(x)g2(x).\sup _{x \in \mathbb{R}^{n}}\left|v_{1}(t, x)-v_{2}(t, x)\right| \leqslant \sup _{x \in \mathbb{R}^{n}}\left|g_{1}(x)-g_{2}(x)\right| .