Fix r > 0 r>0 r > 0 , x 0 ∈ R n x_{0}\in\mathbb{R}^{n} x 0 ∈ R n and λ > 0 \lambda>0 λ > 0 . For each u ∈ C 2 ( Ω ) ∩ C 0 ( Ω ‾ ) u\in C^{2}(\Omega)\cap C^{0}(\overline{\Omega}) u ∈ C 2 ( Ω ) ∩ C 0 ( Ω ) , define the rescaled function
u r ( x 0 ) : Ω r ( x 0 ) → R x ↦ u ( x 0 + r x ) , \begin{aligned} u_{r}^{(x_{0})}:\Omega_{r}^{(x_{0})}&\rightarrow\mathbb{R}\\ x&\mapsto u(x_{0}+rx),\end{aligned} u r ( x 0 ) : Ω r ( x 0 ) x → R ↦ u ( x 0 + r x ) , where Ω r ( x 0 ) = r − 1 ⋅ ( Ω − x 0 ) \Omega_{r}^{(x_{0})}=r^{-1}\cdot (\Omega - x_{0}) Ω r ( x 0 ) = r − 1 ⋅ ( Ω − x 0 ) . Show that the pair ( u , λ ) (u,\lambda) ( u , λ ) solves the eigenvalue problem
− Δ u = λ u on Ω u ∣ ∂ Ω = 0 \begin{aligned}-\Delta u &=\lambda u\ \textup{on }\Omega\\ \left.u\right|_{\partial\Omega}&=0 \end{aligned} − Δ u u ∣ ∂ Ω = λ u on Ω = 0 if and only if the pair ( u r , r 2 λ ) (u_{r},r^{2}\lambda) ( u r , r 2 λ ) solves the eigenvalue problem
− Δ u r = r 2 λ u on Ω r ( x 0 ) u r ∣ ∂ Ω r ( x 0 ) = 0. \begin{aligned}-\Delta u_{r} &=r^{2}\lambda u\ \textup{on }\Omega_{r}^{(x_{0})}\\ \left.u_{r}\right|_{\partial\Omega_{r}^{(x_{0})}}&=0. \end{aligned} − Δ u r u r ∣ ∂ Ω r ( x 0 ) = r 2 λ u on Ω r ( x 0 ) = 0 . (4 marks)
Let u 0 ∈ C ∞ ( Ω ‾ ) u_{0}\in C^{\infty}(\overline\Omega) u 0 ∈ C ∞ ( Ω ) and suppose u ∈ C ∞ ( Ω ‾ ∩ [ 0 , ∞ [ ) u\in C^{\infty}(\overline{\Omega}\cap \left[0,\infty\right[) u ∈ C ∞ ( Ω ∩ [ 0 , ∞ [ ) solves the initial-boundary value problem
∂ t u − Δ u = 0 on Ω × ] 0 , ∞ [ u ( ⋅ , 0 ) = u 0 ∂ u ∂ ν = 0 on ∂ Ω × [ 0 , ∞ [ , \begin{aligned}\partial_{t}u - \Delta u&=0\ \textup{on }\Omega\times\left]0,\infty\right[\\ u(\cdot,0)&=u_{0}\\ \frac{\partial u }{\partial \nu}&=0\ \textup{on }\partial\Omega\times\left[0,\infty\right[, \end{aligned} ∂ t u − Δ u u ( ⋅ , 0 ) ∂ ν ∂ u = 0 on Ω × ] 0 , ∞ [ = u 0 = 0 on ∂ Ω × [ 0 , ∞ [ , ν \nu ν denoting the outer unit normal of ∂ Ω \partial\Omega ∂ Ω . Let u ‾ ( t ) \overline{u}(t) u ( t ) denote the average value of u ( ⋅ , t ) u(\cdot,t) u ( ⋅ , t ) for each t ≥ 0 t\geq 0 t ≥ 0 .
a) Show that d u ‾ d t ≡ 0 \frac{d\overline{u}}{d t}\equiv 0 d t d u ≡ 0 , i.e. the average value of u ( ⋅ , t ) u(\cdot,t) u ( ⋅ , t ) is constant in t t t .
b) Show using the Poincaré inequality ∫ Ω ( v − v ‾ ) 2 ≤ c 0 ⋅ ∫ Ω ∣ D v ∣ 2 \int_{\Omega}(v-\overline{v})^{2}\leq c_{0}\cdot \int_{\Omega}|\D v|^{2} ∫ Ω ( v − v ) 2 ≤ c 0 ⋅ ∫ Ω ∣ D v ∣ 2 for v ∈ W 1 , 2 ( Ω ) v\in W^{1,2}(\Omega) v ∈ W 1 , 2 ( Ω ) that the inequality
∣ ∣ u ( ⋅ , t ) − u ‾ 0 ∣ ∣ 2 ≤ e − c 0 − 1 t ∣ ∣ u 0 − u ‾ 0 ∣ ∣ 2 ||u(\cdot,t)-\overline{u}_{0}||_{2} \leq e^{-c_{0}^{-1}t}||u_{0}-\overline{u}_{0}||_{2} ∣ ∣ u ( ⋅ , t ) − u 0 ∣ ∣ 2 ≤ e − c 0 − 1 t ∣ ∣ u 0 − u 0 ∣ ∣ 2 holds. Deduce that u ( ⋅ , t ) → t → ∞ u ‾ 0 u(\cdot,t)\xrightarrow{t\rightarrow\infty} \overline{u}_{0} u ( ⋅ , t ) t → ∞ u 0 in L 2 ( Ω ) L^{2}(\Omega) L 2 ( Ω ) .
c) Now suppose g ∈ C ∞ ( Ω ‾ ) g\in C^{\infty}(\overline{\Omega}) g ∈ C ∞ ( Ω ) and u u u solves the initial-boundary value problem
∂ t u − Δ u = 0 on Ω × ] 0 , ∞ [ u ( ⋅ , 0 ) = u 0 ∂ u ∂ ν ( x , t ) = g ( x ) for ( x , t ) ∈ ∂ Ω × [ 0 , ∞ [ \begin{aligned}\partial_{t}u - \Delta u&=0\ \textup{on }\Omega\times\left]0,\infty\right[\\ u(\cdot,0)&=u_{0}\\ \frac{\partial u }{\partial \nu}(x,t)&=g(x)\ \textup{for }(x,t)\in\partial\Omega\times\left[0,\infty\right[ \end{aligned} ∂ t u − Δ u u ( ⋅ , 0 ) ∂ ν ∂ u ( x , t ) = 0 on Ω × ] 0 , ∞ [ = u 0 = g ( x ) for ( x , t ) ∈ ∂ Ω × [ 0 , ∞ [ and let w ∈ C ∞ ( Ω ‾ ) w\in C^{\infty}(\overline{\Omega}) w ∈ C ∞ ( Ω ) be a solution to the following Neumann boundary-value problem :
− Δ w = 0 on Ω ∂ w ∂ ν ∣ ∂ Ω = g ∣ ∂ Ω \begin{aligned}-\Delta w&=0\ \textup{on }\Omega\\ \left.\frac{\partial w}{\partial\nu}\right|_{\partial\Omega}&=\left.g\right|_{\partial\Omega}\end{aligned} − Δ w ∂ ν ∂ w ∣ ∣ ∣ ∣ ∂ Ω = 0 on Ω = g ∣ ∂ Ω Show that u ( ⋅ , t ) → t → ∞ w − w ‾ + u ‾ 0 u(\cdot,t)\xrightarrow{t\rightarrow\infty} w - \overline{w} + \overline{u}_{0} u ( ⋅ , t ) t → ∞ w − w + u 0 in L 2 ( Ω ) L^{2}(\Omega) L 2 ( Ω ) .
(8 marks)
Let L u : = − ∑ i , j = 1 n ∂ i ( a i j ∂ j u ) Lu:=-\sum_{i,j=1}^{n}\partial_{i}(a_{ij}\partial_{j}u) L u : = − ∑ i , j = 1 n ∂ i ( a i j ∂ j u ) be an elliptic operator with a i j ∈ C ∞ ( Ω ‾ ) a_{ij}\in C^{\infty}(\overline{\Omega}) a i j ∈ C ∞ ( Ω ) and let u 0 , g ∈ C ∞ ( Ω ‾ ) u_{0},g\in C^{\infty}(\overline{\Omega}) u 0 , g ∈ C ∞ ( Ω ) . Suppose that u ∈ C ∞ ( Ω ‾ × [ 0 , ∞ [ ) u\in C^{\infty}(\overline{\Omega}\times\left[0,\infty\right[) u ∈ C ∞ ( Ω × [ 0 , ∞ [ ) solves the initial-boundary value problem
∂ t u + L u = 0 on Ω × ] 0 , ∞ [ u ( ⋅ , 0 ) = u 0 u ( x , t ) = g ( x ) for ( x , t ) ∈ ∂ Ω × [ 0 , ∞ [ . \begin{aligned}\partial_{t}u +L u&=0\ \textup{on }\Omega\times\left]0,\infty\right[\\ u(\cdot,0)&=u_{0}\\ u(x,t)&=g(x)\ \textup{for }(x,t)\in\partial\Omega\times\left[0,\infty\right[. \end{aligned} ∂ t u + L u u ( ⋅ , 0 ) u ( x , t ) = 0 on Ω × ] 0 , ∞ [ = u 0 = g ( x ) for ( x , t ) ∈ ∂ Ω × [ 0 , ∞ [ . Show that if w ∈ C ∞ ( Ω ‾ ) w\in C^{\infty}(\overline\Omega) w ∈ C ∞ ( Ω ) solves the boundary-value problem
L w = 0 on Ω w ∣ ∂ Ω = g ∣ ∂ Ω , \begin{aligned}Lw&=0\ \textup{on }\Omega\\\left.w\right|_{\partial\Omega}&=\left.g\right|_{\partial\Omega},\end{aligned} L w w ∣ ∂ Ω = 0 on Ω = g ∣ ∂ Ω , then for all t ≥ 0 t\geq 0 t ≥ 0 ,
∣ ∣ u ( ⋅ , t ) − w ∣ ∣ 2 ≤ e − λ 1 t ∣ ∣ u 0 − w ∣ ∣ 2 , ||u(\cdot,t)-w||_{2}\leq e^{-\lambda_{1}t}||u_{0}-w||_{2}, ∣ ∣ u ( ⋅ , t ) − w ∣ ∣ 2 ≤ e − λ 1 t ∣ ∣ u 0 − w ∣ ∣ 2 , where λ 1 > 0 \lambda_{1}>0 λ 1 > 0 denotes the principal eigenvalue of L L L . Deduce that u ( ⋅ , t ) → t → ∞ w u(\cdot,t)\xrightarrow{t\rightarrow\infty} w u ( ⋅ , t ) t → ∞ w in L 2 ( Ω ) L^{2}(\Omega) L 2 ( Ω ) .
(8 marks)