Applying the Maximum Principle to Solve Mixed Boundary Value Problems

In summary, the conversation discusses two mixed problems involving the maximum/minimum principle and finding maximum and minimum points on the boundaries. The first problem involves finding the maximum and minimum points of the solution to the equation u_t - c^2u_{xx} = 0, with given boundary conditions. The second problem involves proving a statement about the solution u(t,x) to the equation u_t - u_{xx} = 0, with given boundary conditions and a hint involving the maximum principle. The conversation also includes the attempt at a solution for each problem.
  • #1
Vuldoraq
272
1
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;

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

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;

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

Prove that,

[tex]0 \leq u(t,x) \leq 1 - \frac{x}{2}[/tex]

hint: Write the initial boundary value problem for [tex]w(t,x) = u(t,x) - v(t,x)[/tex] where [tex]v(t,x) = 1 - x/2[/tex] 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 [tex]u(0,x) = x(x-l) \ \ 0< x< l [/tex]. 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,

[tex]0 \le u(x,t) \le \frac{l}{4}[/tex]

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,

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

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,

[tex]w(t,x) \ge -1 [/tex]
[tex]w(t,x) \le 0 [/tex]

since w = u-v we have,

[tex]u-v \ge -1 [/tex]
[tex]u-v \le 0 [/tex]

which implies,

[tex]u \ge v - 1 = -x/2 [/tex]
[tex]u \le v = 1-x/2 [/tex]

Therfore I get, [tex]-x/2 \le u(t,x) \le 1-x/2[/tex] 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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  • #2
Anyone have any ideas? Please say if I haven't explained myself properly.
 

1. What is the Maximum Principle?

The Maximum Principle is a fundamental concept in mathematics and physics that states that the maximum value of a function in a given domain is always achieved either at a boundary point or at a critical point within the domain.

2. How is the Maximum Principle used in science?

The Maximum Principle is used in a wide range of scientific fields, including optimization, control theory, and partial differential equations. It allows scientists to find the optimal solution to a problem by analyzing the behavior of a function and its derivatives at key points.

3. What are the key assumptions of the Maximum Principle?

The key assumptions of the Maximum Principle include continuity and differentiability of the function, as well as the existence of a maximum value within the given domain. These assumptions are essential for the principle to be applicable.

4. Can the Maximum Principle be applied to non-linear functions?

Yes, the Maximum Principle can be applied to non-linear functions as long as the key assumptions are met. However, the analysis and calculations may be more complex compared to linear functions.

5. What are the practical applications of the Maximum Principle?

The Maximum Principle has numerous practical applications, including in economics, engineering, and biology. It can be used to optimize resource allocation, control systems, and model biological processes, among others.

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