Applying the Maximum Principle to Solve Mixed Boundary Value Problems

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SUMMARY

The discussion focuses on applying the Maximum Principle to solve mixed boundary value problems defined by the equations \(u_t - c^2u_{xx} = 0\) and \(u_t - u_{xx} = 0\). The participants analyze boundary conditions and derive maximum and minimum values for the solutions. Specifically, they calculate that for the first problem, the maximum is \(\frac{l}{4}\) and for the second problem, the bounds are established as \(-\frac{x}{2} \leq u(t,x) \leq 1 - \frac{x}{2}\). The Maximum Principle is confirmed as a critical tool for determining these bounds.

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  • Understanding of the Maximum Principle in partial differential equations.
  • Familiarity with mixed boundary value problems.
  • Knowledge of continuous and differentiable functions.
  • Basic skills in calculus, particularly differentiation and optimization.
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Mathematics students, researchers in applied mathematics, and professionals working with partial differential equations and boundary value problems will benefit from this discussion.

Vuldoraq
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Hi, Please could someone help me with the following? Sorry for the extra long post!

Homework Statement


a) Using the Maximum/Minimum principle, find the maximum and minimum points of the solution of the following mixed problem;

u_t - c^2u_{xx} = 0, \ \ 0 < x < l, \ \ t>0
u(0,x) = x(x-l) \ \ 0< x< l
u(t,0) = 0 = u(t,l) \ \ t > o

and

b) Let u, belonging to the set of continuously differentiable once and continuously differentiable twice functions, be the solution to the following mixed problem;

u_t - u_{xx} =0, \ \ 0 < x < 2, \ \ 0 < t < T
u(0,x) = 0
u(t,0) = f(t)
u(t,2) = 0
where 0 \le f(t) \le 1

Prove that,

0 \leq u(t,x) \leq 1 - \frac{x}{2}

hint: Write the initial boundary value problem for w(t,x) = u(t,x) - v(t,x) where v(t,x) = 1 - x/2 and use the maximum principle.

Homework Equations



None?

The Attempt at a Solution


I'm really stuck on these. For a start I don't really understand the Maximum principle, so any information would be most helpful. I think it means that if you can find a maximum on the boundary of a function, then you have found the maximum for the whole space. The same is true for the minimum.

So is the boundary defined by our boundary/initial conditions? And how would you then find the maximum/minimum on that boundary?

Here is what I have for part a)

The only boundary that gives us any information is the one where u(0,x) = x(x-l) \ \ 0< x< l. The minimum of this boundary must be zero, since x lies between zero and l. The maximum can be found by differentiating once and setting equal to zero. This gives x=l/2. Plugging this back into the original boundary equation gives me a maximum of l/4. Therefore we have,

0 \le u(x,t) \le \frac{l}{4}

Is this the right thing to do? It doesn't seem very rigorous to me, so I think that I have done something wrong.

For part b)

We get an equation for w,

w_t - w_{xx} = 0
w(0,x) = \frac{x}{2} - 1
w(t,0) = f(t) -1
w(t,2) = 0

I find the minimum on the boundary of w to be minus one, because the lowest of f(t)-1 is when f(t)=0. I also get the maximum of w to be zero, corresponding to when x=2 or f(t)=1. Therefore we have the following,

w(t,x) \ge -1
w(t,x) \le 0

since w = u-v we have,

u-v \ge -1
u-v \le 0

which implies,

u \ge v - 1 = -x/2
u \le v = 1-x/2

Therfore I get, -x/2 \le u(t,x) \le 1-x/2 which is clearly wrong!

Please could someone help me make sense of all this? I have spent hours and hours trying to work it out and I must be missing something obvious. Thanks for your time!
 
Last edited:
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Anyone have any ideas? Please say if I haven't explained myself properly.
 

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