3.II.29A

Partial Differential Equations
Part II, 2007

Write down the formula for the solution u=u(t,x)u=u(t, x) for t>0t>0 of the initial value problem for the heat equation in one space dimension

ut2ux2=0u(0,x)=g(x)\begin{aligned} &\frac{\partial u}{\partial t}-\frac{\partial^{2} u}{\partial x^{2}}=0 \\ &u(0, x)=g(x) \end{aligned}

for g:RCg: \mathbb{R} \rightarrow \mathbb{C} a given smooth bounded function.

Define the distributional derivative of a tempered distribution TS(R)T \in \mathcal{S}^{\prime}(\mathbb{R}). Define a fundamental solution of a constant-coefficient linear differential operator PP, and show that the distribution defined by the function 12ex\frac{1}{2} e^{-|x|} is a fundamental solution for the operator P=d2dx2+1P=-\frac{d^{2}}{d x^{2}}+1.

For the equation

ut2ux2=etϕ(x)\frac{\partial u}{\partial t}-\frac{\partial^{2} u}{\partial x^{2}}=e^{t} \phi(x)

where ϕS(R)\phi \in \mathcal{S}(\mathbb{R}), prove that there is a unique solution of the form etv(x)e^{t} v(x) with vS(R)v \in \mathcal{S}(\mathbb{R}). Hence write down the solution of ()(*) with general initial data u(0,x)=f(x)u(0, x)=f(x) and describe the large time behaviour.