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Trinh @ Bath

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Lecture 33: Uniqueness of solutions I

Section 19.1: Uniqueness for zero Dirichlet heat equation

Let's show uniqueness of solutions to the heat equation with Dirichlet boundary conditions.

Let u, v be distinct solutions and set w=uv. Then w satisfies wt=κwxx,w(0,t)=T0T0=0,w(L,t)=0,w(x,0)=0,

Essentially this is a heat problem where the system begins at zero heat, has BCs with zero heat everywhere; it is sensible that the only solution is trivial. To prove it, we can manipulate the equation in the following way.

wt=κwxxwwt=κwwxxt12w2=κwwxxtL012w2dx=κL0wwxxdx

Let's call the quantity E(t)=L012w2dx, the energy.

Now use the fact that x(wwx)=w2x+wwxx to re-write the RHS. We then get after integrating once, E(t)=κwwx|L0κL0w2xdx=κL0w2xdx where the second equality occurs because w=0 at x=0 and x=L. So in the end, we have the fact that E(t)=κL0w2xdx0, so the energy is always decreasing. But note that E(0)=0 since w(x,0)=0. Finally, note that E(t) is always 0 by its form (the integral of a squared quantity). So the energy is always decreasing, begins from zero, and can never be negative. Therefore E(t)0 for all time.