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Question:

Consider the following heat system with $U\subset\mathbb{R}^n $ open and bounded $$\left\{\begin{array}{l} u_{t}-\Delta u=f(x,t), x \in U, t>0, \\ u+a\frac{\partial u}{\partial \nu}=0 \space\text{on}\space\partial U,\\ u(x, 0)=g(x), x \in U. \end{array}\right.$$

where $ν$ is the outward unit normal to the boundary. Suppose that $a(x)\ge0$ for any $x\in\partial U$ $(\text{recall that } \frac{\partial u}{\partial ν} := \nabla u\cdot v)$. Use the energy method to show that there is at most one solution $u\in C^{2}_{1}(U\times(0,\infty)) \cup C(U \times[0, \infty))$ to the above system.


My attempt

$$\text{Suppose } \alpha,\beta\text{ are solutions. Let }\gamma=\alpha-\beta.$$

$$\left\{\begin{array}{l} \gamma_{t}-\Delta \gamma=f(x,t), x \in U, t>0, \\ \gamma+a\frac{\partial \gamma}{\partial v}=0 \space\text{on}\space\partial U,\\ \gamma(x, 0)=g(x), x \in U. \end{array}\right. $$

$$\text{Let: } E(t)=\int_U \gamma^2(t)dx\ge0;\space E(0)=\int_U (g(x))^2dx$$

$$\Rightarrow E'(t)=2\int_U \gamma\cdot\gamma_tdx=2\int_U\gamma\cdot\Delta\gamma dx =-2\int|\nabla\gamma|^2dx+2\int_{\partial U}\gamma\cdot\frac{\partial\gamma}{\partial v}dS(x)$$ $$=-2\int|\nabla\gamma|^2dx-2\int_{\partial U}\frac{\gamma ^2}{a}dS(x)\le0.\quad \Rightarrow 0\le E(t)\le 0 \space\therefore\text{ by Sandwich Principle } E(t)=0$$

$$\Rightarrow \gamma=\alpha-\beta=0 \Rightarrow \alpha=\beta \space\therefore\text{ there must be one solution.}$$


Help!

Feel like this is pure waffle. Any alternative solutions or help would be wonderful :)


K.defaoite
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  • This looks correct to me. Depending on how rigorous you want to be you should justify swapping the derivative and the integral at the start. – JackT Nov 23 '21 at 00:53
  • Also, minor change but write $\gamma \frac{\partial \gamma}{\partial \nu} = -a \bigg ( \frac{\partial \gamma}{\partial \nu} \bigg)^2$ to avoid dividing by $a$ since $a$ could possibly be zero. – JackT Nov 23 '21 at 00:54
  • If $\alpha, \beta$ are solutions and $\gamma = \alpha - \beta$ then the PDE system in $\gamma$ should be \begin{align} \gamma_{t} - \Delta \gamma &= 0 \ \gamma + a \partial_{\nu} \gamma &= 0 \quad \text{on $\partial U$} \ \gamma(x,0) &= 0 \end{align} Because you used the wrong system, what you have shown is that $E$ is decreasing (as $E' \le 0$), implying that it is bounded above by $E(0)$ so that $$0 \le E \le E(0) = \int_{U} g^{2} dx$$ If you had used the correct system, you would have $$0 \le E \le E(0) = 0$$ which in turn implies $\gamma = 0$ and hence $\alpha = \beta$. – Matthew Cassell Nov 23 '21 at 06:21
  • @mattos I see what you mean, so if I change $\gamma(x,0)=\alpha(x,0)-\beta(x,0)=g(x)-g(x)=0$ in my proposed system the proof follows correctly, as you implied? – George Cooper Nov 23 '21 at 09:13
  • Almost. If you make that change and get rid of the $f(x,t)$ (which shouldn't be in the PDE system for $\gamma$ either) then you are good and you argument works. Note that you haven't computed $E'$ correctly when using the PDE system in $\gamma$ with $f$ and $g$ still there as this would imply $$E' = \int_{U} \gamma \gamma_{t} dx = \int_{U} \gamma \Delta \gamma \color{red}{+ \gamma f} dx$$ – Matthew Cassell Nov 23 '21 at 10:23
  • @mattos Thank you for your feedback! In response to your corrections, I have posted reposted my answer. Would be great to hear what you think :) – George Cooper Nov 23 '21 at 22:14
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    I've just cleaned up your answer slightly. It looks good now. Also, (+1) for your effort and working. – Matthew Cassell Nov 24 '21 at 04:08

1 Answers1

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Suppose $\alpha, \beta$ be solutions to the PDE problem in $u$. Let $\gamma=\alpha-\beta$. Then $\gamma$ solves the system

$$\left\{\begin{array}{l} \begin{align} \gamma_{t} - \Delta \gamma &= f(x,t)-f(x,t) = 0 & x \in U, t>0 \\ \gamma + a \frac{\partial \gamma}{\partial v} &=0 & \text{on } \partial U \\ \gamma(x, 0) &= g(x)-g(x) = 0 & x \in U \end{align} \end{array}\right. $$

Let

\begin{align} E(t) &= \int_U \gamma^2(x,t)dx \ge 0 \tag 1 \\ \implies E(0) &= \int_U \gamma^{2}(x,0)dx = 0 \tag 2 \end{align}

Computing the derivative of $E$

\begin{align} E'(t) &= 2 \int_U \gamma \cdot \gamma_t dx \\ &= 2 \int_U \gamma \cdot \Delta \gamma dx \\ &= -2 \int \lvert \nabla \gamma \rvert^2 dx + 2 \int_{\partial U} \gamma \cdot \frac{\partial \gamma}{\partial v} dS(x) \\ &= -2\int \lvert \nabla \gamma\rvert^2 dx - 2 \int_{\partial U} a \left(\frac{\partial \gamma}{\partial v} \right)^2 dS(x) \\ &\le0 \end{align}

where the last integral follows from $\gamma \cdot \frac{\partial \gamma}{\partial v}=-a\left(\frac{\partial\gamma}{\partial v}\right)^2$.

As $E'$ is non-positive then $E$ is decreasing or constant in time, meaning that $E$ is bounded above by $E(0) = 0$. Therefore, by $(1)$ and $(2)$, we have $0 \le E(t) \le 0$ and so by the Sandwich Principle $E$ is identically zero. As the integral of a non-negative function is non-negative, this implies $\gamma = \alpha - \beta = 0$ and hence $\alpha = \beta$, implying that the PDE system in $u$ has a unique solution.

Matthew Cassell
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