MATH 425, PRACTICE MIDTERM EXAM 2, SOLUTIONS.

Exercise 1. Suppose that u solves the boundary value problem:


ut (x, t) − uxx (x, t) = 1, for 0 < x < 1, t > 0

(1) u(x, 0) = 0, for 0 ≤ x ≤ 1

u(0, t) = u(1, t) = 0, for t > 0.


a) Find a function v = v(x) which solves:

(
−vxx (x) = 1, for 0 < x < 1
v(0) = v(1) = 0.
b) Show that:
u(x, t) ≤ v(x)
for all x ∈ [0, 1], t > 0.

c) Show that:
u(x, t) ≥ (1 − e−2t )v(x)
for all x ∈ [0, 1], t > 0.

d) Deduce that, for all x ∈ [0, 1]:

u(x, t) → v(x)
as t → ∞.
Solution:

a) We need to solve v 00 (x) = −1 with boundary conditions v(0) = v(1) = 0. The ODE implies
that v(x) = − 21 x2 + Ax + B for some constants A, B. We get the system of linear equations:
(
B=0
− 12 + A + B = 0
from where it follows that:
1
A= and B = 0.
2
Hence:
1
v(x) = x · (1 − x).
2
b) Let us now think of v as a function of v as a function of (x, t) which doesn’t depend on x. By
construction, we know that:

vt (x, t) − vxx (x, t) = 1, for 0 < x < 1, t > 0

v(x, 0) ≥ 0, for 0 ≤ x ≤ 1

v(0, t) = v(1, t) = 0, for t > 0.


Here, we used the fact that 21 x · (1 − x) ≥ 0 for 0 ≤ x ≤ 1. By using the Comparison principle for
the heat equation (Exercise 3 on Homework Assignment 4), it follows that:
u(x, t) ≤ v(x, t) = v(x)
1
2 MATH 425, PRACTICE MIDTERM EXAM 2, SOLUTIONS.

for all x ∈ [0, 1], t > 0.

c) Let us define:
1
w(x, t) := (1 − e−2t )v(x) = · (1 − e−2t ) · x(1 − x)
2
We compute:
wt (x, t) = e−2t · x(1 − x)
wxx (x, t) = −(1 − e−2t ) = −1 + e−2t .
Hence:  
wt (x, t) − wxx (x, t) = 1 − e−2t 1 − x(1 − x) .
We know that for x ∈ [0, 1], one has: x(1 − x) ∈ [0, 1]. Hence, it follows that:
wt (x, t) − wxx (x, t) ≤ 1
for all 0 ≤ x ≤ 1, t > 0. In particular, we deduce that:

wt (x, t) − wxx (x, t) = 1, for 0 < x < 1, t > 0

w(x, 0) = 0, for 0 ≤ x ≤ 1

w(0, t) = w(1, t) = 0, for t > 0.


By using the comparison principle, it follows that, for all x ∈ [0, 1], t > 0, the following holds:
1
· (1 − e−2t ) · x(1 − x) = (1 − e−2t )v(x).
u(x, t) ≥ w(x, t) =
2
d) Combining the results of parts b) and c), it follows that, for all x ∈ [0, 1], t > 0, it holds that:
(1 − e−2t )v(x) ≤ u(x, t) ≤ v(x).
Letting t → ∞, it follows that:
u(x, t) → v(x)
as t → ∞. 
Exercise 2. a) Find the function u solving (1) of the previous exercise by using separation of
variables. Leave the Fourier coefficients in the form of an integral. [HINT: Consider the function
w := u − v for u, v as in the previous exercise.]

b) Show that this is the unique solution of the problem (1).

c) By using the formula from part a), give an alternative proof of the fact that u(x, t) → v(x)
as t → ∞. In this part, one is allowed to assume that the Fourier coefficients at time zero are
absolutely summable without proof.
Solution:

a) Let ũ(x, t) := u(x, t) − 21 x(1 − x). Then the function ũ solves:


ũt (x, t) − ũxx (x, t) = 0, for 0 < x < 1, t > 0

ũ(x, 0) = − 21 x(1 − x), for 0 ≤ x ≤ 1

ũ(0, t) = ũ(1, t) = 0, for t > 0.


We look for ũ in the form of a Fourier sine series with coefficients which depend on t.
∞
X
ũ(x, t) = An (t) sin(nπx).
n=1
 MATH 425, PRACTICE MIDTERM EXAM 2, SOLUTIONS. 3

We first set t = 0 to deduce that:

∞
1 X 1
ũ(x, 0) = − x(1 − x) = An (0) sin(nπx) = − x(1 − x).
2 n=1
2

Hence, An (0) equals the n-th Fourier sine series coefficient of the function − 12 x(1 − x) on [0, 1]. In
particular,
Z 1
1 
An (0) = 2 − x(1 − x) sin(nπx) dx.
0 2
In order for ũ to solve the heat equation, we need:
A0n (t) − n2 π 2 An (t) = 0.
Hence:
2
π2 t
An (t) = An (0) · e−n .
Consequently:
∞
2
π2 t
X
ũ(x, t) = An (0) · e−n · sin(nπx).
n=1
We then deduce that:
∞
1 X 2 2
u(x, t) = x(1 − x) + An (0) · e−n π t · sin(nπx).
2 n=1

b) Uniqueness of the problem (1) was shown in class by using the maximum principle and by using
the energy method.

c) We note that:
∞ ∞ ∞
2
π2 t 2
π2 t 2
X X X
|u(x, t) − v(x)| = An (0) · e−n · sin(nπx) ≤ |An (0)| · e−n ≤ e−π t · |An (0)|.
n=1 n=1 n=1
1
As is noted in the problem, we are allowed to assume that
∞
X
|An (0)| < ∞.
n=1

The claim now follows. 

Exercise 3. Suppose that u : R3 → R is a harmonic function.

a) By using the Mean Value Property (in terms of averages over spheres), show that, for all x ∈ R3 ,
and for all R > 0, one has:
Z
3
u(x) = u(y) dy.
4πR3 B(x,R)

R
b) Suppose, moreover, that R3
|u(y)| dy < ∞. Show that then, one necessarily obtains:
u(x) = 0
for all x ∈ R3 .

1We can integrate by parts twice in the definition of A (0) and use the fact that − 1 x(1 − x) vanishes at x = 0
n
P 2
and x = 1 in order to deduce that: |An (0)| ≤ nC2 from where it indeed follows that ∞n=1 |An (0)| < ∞.
4 MATH 425, PRACTICE MIDTERM EXAM 2, SOLUTIONS.

Solution:

a) Let us fix x ∈ R3 . The Mean Value Property, proved in Exercise 1 of Homework Assignment 7,
implies that, for all r > 0:
Z
1
(2) u(x) = u(y) dS(y).
4πr2 ∂B(x,r)
We note that:
Z Z R Z
3 3 
u(y) dS(y) = u(y) dS(y) dr.
4πR3 B(x,R) 4πR3 0 ∂B(x,r)

By the Mean Value Property (2), it follows that this expression equals:
Z R Z R
3 2 3
4πr u(x) dr = u(x) · · 4πr2 dr = u(x).
4πR3 0 4πR3 0
b) We note that, by part a), it follows that:
Z Z
3 3
|u(x)| ≤ |u(y)| dy ≤ |u(y)| dy.
4πR3 B(x,R) 4πR3 R3
R
Since R3 |u(y)| dy < ∞, we can let R → ∞ to deduce that |u(x)| = 0. It follows that u is identically
equal to zero. 
Exercise 4. Suppose that u : B(0, 2) → R is a harmonic function on the open ball B(0, 2) ⊆ R2 ,
which is continuous on its closure B(0, 2). Suppose that, in polar coordinates:
u(2, θ) = 3 sin 5θ + 1
for all θ ∈ [0, 2π].
a) Find the maximum and minimum value of u in B(0, 2) without explicitly solving the Laplace
equation.

b) Calculate u(0) without explicitly solving the Laplace equation.

Solution:

a) By using the weak maximum principle for solutions to the Laplace equation, we know that
the maximum of the function u on B(0, 2) is achieved on ∂B(0, 2). We observe that the function
u(2, θ) = 3 sin 5θ + 1 takes values in [−2, 4]. It equals −2 when sin 5θ = −1, which happens at
θ = 3π π
10 (for example). Moreover u(2, θ) = 4 when sin 5θ = 1, which happens at θ = 10 (for exam-
ple). Hence, the maximum value of u on B(0, 2) is 4 and the minimum value of u on B(0, 2) is
−2.

b) We use the Mean Value Property to deduce that u(0) equals the average of u over the circle
∂B(0, 2). Since the average of the 3 sin 5θ term equals zero, it follows that u(0) = 1.