Paper 1, Section II, E

Partial Differential Equations
Part II, 2015

(a) State the Cauchy-Kovalevskaya theorem, and explain for which values of aRa \in \mathbb{R} it implies the existence of solutions to the Cauchy problem

xux+yuy+auz=u,u(x,y,0)=f(x,y),x u_{x}+y u_{y}+a u_{z}=u, \quad u(x, y, 0)=f(x, y),

where ff is real analytic. Using the method of characteristics, solve this problem for these values of aa, and comment on the behaviour of the characteristics as aa approaches any value where the non-characteristic condition fails.

(b) Consider the Cauchy problem

uy=vx,vy=uxu_{y}=v_{x}, \quad v_{y}=-u_{x}

with initial data u(x,0)=f(x)u(x, 0)=f(x) and v(x,0)=0v(x, 0)=0 which are 2π2 \pi-periodic in xx. Give an example of a sequence of smooth solutions (un,vn)\left(u_{n}, v_{n}\right) which are also 2π2 \pi-periodic in xx whose corresponding initial data un(x,0)=fn(x)u_{n}(x, 0)=f_{n}(x) and vn(x,0)=0v_{n}(x, 0)=0 are such that 02πfn(x)2dx0\int_{0}^{2 \pi}\left|f_{n}(x)\right|^{2} d x \rightarrow 0 while 02πun(x,y)2dx\int_{0}^{2 \pi}\left|u_{n}(x, y)\right|^{2} d x \rightarrow \infty for non-zero yy as nn \rightarrow \infty

Comment on the significance of this in relation to the concept of well-posedness.