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MATH 570: Partial Differential Equations (Homework 0)

Due February 1st


Problem 1 Recall that a function u(x) defined on a domain Rn is continuous at a point x0 if for every
 > 0 there exists a > 0 (depending on x0 and ) so that
|u(x) u(x0 )| < 
whenever |x x0 | < holds. Let u(x) denote a continuous function and Rn a domain. Show the following
(i) If {xn }n1 denotes any sequence converging to x0 , then limn u(xn ) = u(x0 ).
(ii) Suppose is compact: given any sequence of points {xn }n1 with xn , there exists a subsequence {xnk }k1
and a point x0 so that
lim xnk = x0 .
k

(By the Heine-Borel Theorem, this is equivalent to saying is both closed and bounded.) If u C(), show
that u(x) attains its supremum there exists an x0 so that
u(x0 ) = sup u(x).
x

(Hint: Consider a sequence of points {xn }n1 in so that u(xn ) supx u(x), and use compactness). Is
the conclusion still true if u C() but is not compact (i.e. either open or unbounded)? If so, prove the
result. If not, provide a counterexample.
(iii) Let u C((a, b)) for (a, b) an open interval. If u(x) 0 for all a < x < b and
Z b
u(x) dx = 0,
a

prove that u(x) = 0 for all a < x < b (argue by contradiction). Show by example that the conclusion is false
if u(x) is not continuous.
Problem 2 For each of the following functions u(x) = u(x1 , . . . , xn ) and domains Rn , find the largest integer
k 0 so that u C k (). Also find the largest integer k 0 so that u C k ()
(i) = (0, 1) and u(x) = x ( > 0)
1
(y > 1 arbitrary)
(ii) = (0, 1) and u(x) =
xy
(iii) = B1 (0) := {x Rn : |x| < 1} and u(x) = |x|
1
(iv) := {x R3 : 1 < |x y| < 2} and u(x) =
|x y|
(In all examples, |x| = (x21 + x2n )1/2 denotes Euclidean length.)
Problem 3 Consider the Laplace equation for x = (x1 , . . . , xn ) Rn :
u :=

n
X

xi xi u = 0.

i=1

(i) (Rotational Invariance in two dimensions) Suppose n = 2 and that u(x) = u(x, y) is a C 2 (R2 ) solution of
Laplaces equation. Define a function v(x, y) as
v(x, y) := u(cos x sin y, sin x + cos y)
for any real number. If u = 0, use the chain rule to show that v = 0 as well.
(ii) (Rotational Invariance in n dimensions) Let Q denote any n n orthogonal matrix, i.e. an n n matrix with
QQT = QT Q = Idn for Idn the identity matrix. If we define a function v(x) := u(Qx), show that u = 0
implies v = 0 as well.

Problem 4 Let f C 2 (R) denote any twice-differentiable function of a real variable, and suppose that f (r)
satisfies the ODE
n1 0
f (r) = 0.
f 00 (r) +
r
If x Rn , show that the function v(x) := f (|x|) solves Laplaces equation.
Problem 5 Recall that for domains with piecewise smooth boundary , the integration by parts formula
Z
Z
Z
uxi v dx =
uvi d
uvxi dx,

is valid for u, v C 2 () C 1 () and i the ith component of the outward normal to the boundary.
(i) Use integration by parts to prove the divergence theorem If has a piecewise smooth boundary and
v(x) = (v1 (x), . . . , vn (x)) is a vector-valued function with components vi C 2 () C 1 (), then
Z
Z
div v dx =
v d.

(ii) Let denote the simplex in R2 with vertices {(0, 0), (1, 0), (0, 1)}:


:= x R2 : 0 x1 1, 0 x2 1, x1 + x2 1 .
For integers m 0 and n 0, compute
Z

n
xm
1 x2 dx

(1)

n
by using the divergence theorem. That is, find a v(x) so divv = xm
1 x2 and then evaluate (1) as a sum of
three one-dimensional integrals over the sides of . (Finite element codes for elliptic PDE often use this idea
to simplify their computations.)