Solving a Boundary Value Problem: Proving u(x) < 0

In summary, we are discussing a boundary value problem of the form u" + f(x)u = g(x), u(0)=u(1)= 0, where f(x) and g(x) are positive functions. The goal is to prove that u(x) < 0 in the domain 0 < x < 1, using the method of contradiction and by comparing the given problem to a simplified problem with a known solution. The comparison is facilitated by an operator P which maps a given function h(x) to a solution of the simplified problem. By applying the Schauder fixed point theorem, we can show the existence of a solution u(x) that satisfies the desired inequality.
  • #1
matematikawan
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I have a BVP of the form u" + f(x)u = g(x) , u(0)=u(1)= 0
where f(x) and g(x) are positive functions.
I suspect that u(x) < 0 in the domain 0 < x < 1. How do I go proving this.

I have try proving by contradiction. Assuming first u > 0 but I can't deduce that u" > 0 which contradict that u has a maximum in the domain. Or because my conjecture is wrong :cry:
 
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  • #2
In the theory of elliptic PDE there are comparison theorems, you can try such a type argument here. Perhaps I describe details later
 
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  • #3
Thanks. Interesting suggestion wrobel. So to which DE should I compare my equation ?
Although I would prefer f(x) and g(x) to be general, I would still be content if f(x) is a monotonic increasing function since I'll be solving later on a specific DE with f(x) known.
 
  • #4
Well. First consider a boundary value problem
$$-u''(x)=h(x)\in C[0,1],\quad u(0)=u(1)=0.$$ (We can replace the spaces ##C^k[0,1]## with the Sobolev or Holder spaces , they are also suitable. Actually I will reason very rough , it is only to illustrate the general idea. ) Solving this problem we obtain a bounded operator ##P:C[0,1]\to C^2[0,1]## defined by the formula
$$u(x)=Ph=x\int_0^1d\xi\int_0^\xi h(s)ds-\int_0^xd\xi\int_0^\xi h(s)ds.$$
It is easy to see that if ##h\ge 0## then ##Ph\ge 0##.

In your case the equation is as follows $$-u''=f(x)u-g(x),\quad f,g>0.\qquad (*)$$ Assume that ##f,g\in C[0,1]## then introduce constants
##F=\max_{x\in[0,1]}f(x),\quad G=\max_{x\in[0,1]}g(x).##
Assume that the constants ##F,G## are such that the problem $$-U''=F U-G,\quad U(0)=U(1)=0$$
has a solution ##U(x)<0,\quad x\in(0,1)##. Then the problem (*) has a solution ##\tilde u(x)## such that ##U\le \tilde u\le 0##. Indeed,
consider an operator $$\mathcal F(u)=P(f(x)u-g(x)).$$
This operator takes the set
$$W=\{u\in C[0,1]\mid U\le u\le 0\}$$ to itself. Moreover, The operator ##\mathcal F## is a compact operator in ##W## with respect to ##C[0,1]## topology. By the Schauder fixed point theorem we get a fixed point of the operator ##\mathcal F##. This fixed point is the solution ##\tilde u##.
 
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  • #5
Wow! What a solution. Thank you very much Wrobel.
I need some time to properly understand the solution. Hope you don't mind if I ask again in case I do have problem understanding the argument.
:smile:
 
  • #6
Sorry to come back again to this thread.
If I understand correctly, the mapping [itex]\mathcal F : W \rightarrow W [/itex] where [itex] W=\{u\in C[0,1]\mid U\le u\le 0\} [/itex] required the statement
if [itex]h\le 0 [/itex] then [itex] Ph=x\int_0^1d\xi\int_0^\xi h(s)ds-\int_0^xd\xi\int_0^\xi h(s)ds \le 0 .[/itex]

Also in the equation
[itex] -U''=F U-G,\quad U(0)=U(1)=0, [/itex]
[itex]G=\min_{x\in[0,1]}g(x) [/itex] instead of maximum value.
 
  • #7
from this:
wrobel said:
It is easy to see that if h≥0h\ge 0 then Ph≥0Ph\ge 0.
it follows that if ##v\le V## then ##Pv\le PV## and particularly
matematikawan said:
the mapping F:W→W\mathcal F : W \rightarrow W where W={u∈C[0,1]∣U≤u≤0} W=\{u\in C[0,1]\mid U\le u\le 0\} required the statement
if h≤0h\le 0 then Ph=x∫10dξ∫ξ0h(s)ds−∫x0dξ∫ξ0h(s)ds≤0. Ph=x\int_0^1d\xi\int_0^\xi h(s)ds-\int_0^xd\xi\int_0^\xi h(s)ds \le 0 .

matematikawan said:
Also in the equation
−U′′=FU−G,U(0)=U(1)=0, -U''=F U-G,\quad U(0)=U(1)=0,
G=minx∈[0,1]g(x)G=\min_{x\in[0,1]}g(x) instead of maximum value.
O, for me that is a hardest point in whole the argument, I every time confuse in it:)
taking into account that ##f,F>0## we see that if ##0\ge u\ge U## then ## f(x)u-g(x)\ge FU-g(x)## that is clear. Then it must be ## FU-g(x)\ge FU-G ## so that ##-g\ge- G,\quad g\le G##. It seems everything has been written ok
 
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  • #8
You are right Wrobel. I overlooked that U is negative (the assumption). Sorry.
The result now is consistent with an example that I have.
u" + 4u = x^2 , u(0)=u(1)=0
Solution: u(x) = (2x^2 + sin(1-2x)/sin(1) - 1)/8

Lower bound solution F=4, G=1
U" + 4U = 1 , U(0)=U(1)=0
Solution: U(x)=-sin(1-x)sin(x)/2cos(1)

:smile:
 

1. What is a boundary value problem?

A boundary value problem is a type of mathematical problem where the solution is sought in a specified domain with certain conditions given at the boundaries of the domain.

2. How do you prove that u(x) < 0?

To prove that u(x) < 0, you can use various mathematical techniques such as the method of separation of variables or the method of Green's function. These methods involve solving the differential equation and applying the given boundary conditions to find the value of u(x) at each point in the domain.

3. What are the applications of solving boundary value problems?

Solving boundary value problems has various applications in physics, engineering, and other sciences. It can be used to model and analyze physical systems, such as heat flow and fluid dynamics, and to find optimal solutions in optimization problems.

4. Is it possible for u(x) to be greater than 0 in a boundary value problem?

Yes, it is possible for u(x) to be greater than 0 in a boundary value problem. The boundary conditions given in the problem may allow for a positive solution, or the solution may have different values on different parts of the domain.

5. What are some challenges in solving boundary value problems?

There are several challenges in solving boundary value problems, including finding an exact analytical solution, dealing with complex boundary conditions, and ensuring the stability and accuracy of numerical methods used in solving the problem.

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