Existence of smooth solutions to the heat equation with variable coefficients

254 Views Asked by At

Consider $$\partial_{t} u - a \partial_{x}^{2}u = f, $$ in $[0,1]\times [0,T]$, where $a, f : \mathbb{R} \times \mathbb{R}^+ \to \mathbb{R}$ are smooth. Additionally, the initial data $$u(x,0) = u_{0} $$ is smooth and we further endow $u$ with boundary conditions $$u(0,t) = u(1,t). $$

Question: How can you prove the existence of a smooth solution to this problem?

I have read somewhere that this follows from the theory of linear parabolic equations, but I don't know which theory exactly. I did see a proof in Evans for the homogeneous heat equation in $\mathbb{R}$ but that's about it.

1

There are 1 best solutions below

8
On BEST ANSWER

One way to proceed would be to explicitly construct the solution to this equation (which is relatively simple since it's linear). To satisfy the periodicity condition on the interval $[0,1]$ one needs to expand the solution in a Fourier series. Following through with this procedure, one finds that the function given by

$$u(x,t)=\int_0^1 dy ~u_0(y)\Theta(x-y,t)+\int_0^1 dy\int_0^{t}dt' f(y,t')\Theta(x-y,t-t')~~,~~ t>0$$

satisfies the equation and the initial conditions. Here $\Theta(x,t)$ is a kernel with the properties $$1.~~\Theta(x,t)\in C^\infty([0,1]\times(0,T])$$ $$2.~~~~~~~~~~~~~~~~~~\int_0^\infty \Theta(x,t)dx=1$$

Can you show properties 1. and 2. and replicate the proof of Evans?

HINT: $$\Theta(x,t)=\frac{1}{2\pi}\sum_{n=-\infty}^{\infty}e^{-4\pi^2 a n^2 t }e^{i2\pi n x}$$