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Setb4 Remarks

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29 views4 pages

Setb4 Remarks

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alonbroo
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Remarks on Problem Set 4

Math 201B: Winter 2001

1. Let D ⊂ R2 be the unit disc and f ∈ C(∂D) a continuous function


defined on the unit circle ∂D. Suppose that u : D → R is a function
u ∈ C 2 (D) ∩ C(D) such that

∆u = 0 in D,
(1)
u=f on ∂D.

Show that
max u = max f.
D ∂D

Hint. Let u (x, y)


= u(x, y) + (x2 + y2) and show that u cannot have an
interior maximum for any  > 0.

Remarks.

• This result is called the weak maximum principle for harmonic func-
tions. Note that we have to perturb u slightly to u to take care of the
possibility of a degenerate maximum where uxx = uyy = 0. The strong
maximum principle states that a harmonic function which attains a
local maximum at an interior point of a connected open set D must
be constant in D. Similar maximum principles apply to solutions of
other scalar elliptic PDEs.

• A physical interpretation of this result is that if a disc in in thermal


equilibrium then, in the absence of heat sources, the temperature is
greatest and least at some points on the boundary and lies between
these extreme values everywhere in the interior of the disc.

1
2. Define f ∈ L2 (T) by

f (x) = |x| for |x| < π.

Show that f ∈ H 1 (T) and compute its weak derivative f 0 ∈ L2 (T). Is


f 0 ∈ H 1 (T)? For what values of s > 0 is it true that f ∈ H s (T)?

Remarks.
• As this example illustrates, a function like f 0 (x) = sgn x may be differ-
entiable pointwise a.e. but not weakly differentiable; the weak deriva-
tive is the ‘right’ way to define the derivative of a function which isn’t
smooth. The function f 0 does, however, have a distributional deriva-
tive, f 00 = 2δ, but this is not a weak derivative since the periodic
δ-function is not a regular distribution.

3. Suppose that f : [0, L] → R is a smooth function e.g. f ∈ C 1 ([0, L]) such


that f (0) = f (L) = 0. Prove that
Z L  2 Z L
2 L  0 2
[f (x)] dx ≤ f (x) dx.
0 π 0

Show that the constant in this inequality is sharp. Why do you need to
assume that f (0) = f (L) = 0? Show that you cannot estimate the L2 -norm
of a smooth, square-integrable function f : [0, ∞) → R such that f (0) = 0
in terms of the L2 norm of its derivative.

Remarks.
• This inequality is called Wirtinger’s inequality. It is the simplest ex-
ample of a Poincaré inequality that estimates the L2 norm of a function
in terms of the L2 norm of its derivative under suitable assumptions
that eliminate the constant functions and imposes some boundedness
on the domain of the function.

• For example, if Ω ⊂ Rn is a bounded open set and u : Ω → R is a


smooth function with compact support in Ω, then
Z Z
C u2 dx ≤ |∇u| dx
Ω Ω

where C > 0 is a constant independent of u. The best constant C is,


in fact, the smallest eigenvalue of the Dirichlet Laplacian −∆ on Ω.

2
• In the given problem, the eigenvalues λn and eigenfunctions fn of
−d2 /dx2 with Dirichlet boundary conditions

−fn00 = λn fn , fn (0) = fn (L) = 0

are given by
n2 π 2  nπx 
λn = , fn (x) = sin
L2 L
2
for n ∈ N, and C = λ1 = π /L . 2

4. Suppose that u(x, t) is a solution of the following initial value problem


for the heat equation

ut = uxx x ∈ T, t > 0
u(x, 0) = f (x) x∈T

where f ∈ C(T) and

u ∈ C 2 (T × (0, ∞)) ∩ C (T × [0, ∞)) .

Show that
u(x, t) = (θt ∗ f ) (x) for t > 0

Remarks.
• The function
1 X −n2 t inx
θt (x) = e e
2π
n∈Z
is the Green’s function of the heat equation with periodic boundary
conditions. It is a smooth solution of the heat equation in t > 0 and,
in the sense of periodic distributions, we have
1 X inx
θt (x) * e = δ(x) in D0 (T) as t → 0+ .
2π
n∈Z

• Writing t = −iπτ and x = 2πz, we can extend 2πθt (x) to a function


ϑ(z; τ ) of the complex variables (z, τ ) defined by
2
X
ϑ(z, τ ) = eπin τ e2πinz
n∈Z

This series converge uniformly on compact sets in C × {=τ > 0} to a


holomorphic function, called a theta function.

3
• Note that

ϑ(z + 1; τ ) = ϑ(z; τ ), ϑ(z + τ ; τ ) = e−πiτ −2πiz ϑ(z; τ ).

Thus, up to some factors, the theta function is almost doubly-periodic


in z, with period 1 and quasi-period τ , and one can use it to construct
doubly-periodic meromorphic functions of z (elliptic functions). Theta
functions have many connections with Riemann surfaces, integrable
systems, number theory (the Riemann zeta function), automorphic
forms, and other areas of mathematics.

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