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On the Green function for the heat equation and for the planerectangular wedge

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ANNALES SOCIETATIS MATHEMATICAE POLONAE Series I: COMMENTATIONES MATHEMATICAE XXII (1981) ROCZNIKI POLSKIEGO TOWARZYSTWA MATEMATYCZNEGO

Séria I: PRACE MATEMATYCZNE XXII (1981)

J

a n

M

u s i a l e k

(Krakôw)

On the Green function for the heat equation and for the plane rectangular wedge

1. In this paper we shall construct the Green function G for the parabolic equation

(1) (D2 x + D2 + D2- D t) u ( X , t ) = 0, X = (x,y,z) in the domain

D = {(X , t): x > 0, y > 0, \z\ < a, t > 0},

where a is a positive constant satisfying the homogeneous boundary conditions of the Dirichlet type.

2. Let X s D x = {X : x > 0, y > 0, \z\ < a}. Let Y = ( p , q , r ) denote an arbitrary point of the space £ 3.

Let

G i(x, t , p , s) = (t - s ) 1/2

G2(y, t, q, s) = (t - s ) 1/2 exp

exp

& 1 LJ __ 1

— exp (p + x)2

— 4 ( t - s ) —4(t —s) (q - y ?

— exp ( q+y)2 _ —4 ( t - s ) _ i 1 1 05 Let us consider the series

G3( z , t , r , s ) = g0( z , t , r , s ) + X (- 1 )" l9n (z> t, r, s) + g2(z, t, r, s)], n=l

where

g i i Z ' t ^ r ^ ) = ( t - s ) 1/2 exp (4 )2

- 4 ( t - s ) (i - 1 , 2 ; n = 1,2, 3,...), ( r - z ) 2

g0( z , t , r , s ) = gl0(z, t , r , s ) = ( t - s ) 1/2 exp

- 4 ( t - s ) ( i = U2)

(2)

302 J. Mu s i al e k

and

4 = r - z \ (i = 1,2; n = 0, 1,2,...),

z\n = 4an + z, *2n = —4 an + z, z2n + 1 = —4an — 2a — z, z 2 n + i — 4an — z + 2a (n = 0, 1,...).

Let

G( X, t, Y, s) = Gt (x, t, p, s)G2{y, t, q, s)G3(z, t, r, s).

3. Now we shall give some lemmas which we shall use in the sequel.

L emma 1. I f t > s ^ 0, then the function Gx satisfies the equation (la) { D i - D , ) G 1( x , t , p , s ) = 0

and the function G2 satisfies the equation

(lb) ( D * - D t) G 2(y, t, q, s) = 0.

We omit the simple proof.

L emma 2. I f t > s ^ 0 and the function G3 satisfies the equation (le) ( D Î - D , ) G 3( z , t , r , s ) = 0,

then the function G satisfies equation (1).

P roof. By Lemma 1 we have

(Dj + D,2 + D f - D ,)G (X , t , Y, s) = G2G3(D2- D ,)G ,+

+ G1G3(£>2-Z>,)G2 + G1G2(B2-Z ),)G 3 = 0.

L emma 3. I f t > s ^ 0, z e( — a, a) and r e f —a, a}, then the functions gl„ (i = 1,2; n = 0, 1,2,...) satisfy equation (lc).

We omit the simple proof.

L emma 4. Let t > s ^ 0, z e (- fl,a ), r e f —a, a}. Then Mil ^ c ( n - 1) ({ = 1,2; n = 2, 3, 4,...), where C is a convenient positive constant.

We omit the simple proof.

Let us consider the functions

(2) Sl(au a2) = (t - s ) ei № )"2 exp

0d'n) i\2

■4(t —s)

(i = 1,2; n = 2, 3,4,...), where t > s ^ 0, (alt a2)e{{%, 0), (§, 0), (f, 1), (f, 2)} (i = 1, 2; n = 2, 3,...).

Now we shall prove the following

(3)

Green function fo r the heat equation 303

L emma 5. I f r e ( — a, a>, z e( — a,a) and t > s ^ 0, then

\SUai,a2)\ ^ C t (2t)ai + a2(n—4)~2 (i = 1,2; и = 2 ,3,...), where Cx is a convenient positive constant.

P roof. The function Si„(al , a2) given by formula (2) may be written in the form

Si„(a1,a2) = ( t - s ) a i +a2 m 2 4 (r -s )

2 a \ + a 2

exp Ю 2

- 4 ( t - s )

(dh)~4al~ 2a2 .4 2al + a2 ' If we use the formula

zk exp [ — z2] ^ (k/2)k/2 for z ^ 0, к > 0 we obtain

|Si(ûi,fl2)| ^ (t — s)"1 +°242"1 +°2(2at + a2)2ai + “2(dln)~4ai~2°2.

Hence by Lemma 4 we obtain

|Si(fli,fl2)l < C ^ l t y ^ ^ i n - X ) - 2 (n = 2 ,3 ,...; i = 1,2), where Ci is a convenient positive constant, which proves our lemma.

Let us consider the functions / and J of the form I = DigUz, t, r,s), J =

where i = 1,2; j = 0 ,1 ,2 ; n = 2 ,3 ,4 ,...

It is not difficult to show that the functions J and / are linear combinations of the functions Sin(al ,a2) given by formula (2). Taking into consideration the above property we get as a corollary to Lemma 5:

L

e m m a

6. Let t > s ^ 0, z e ( — a, a), r e ( —a, a}. Then

\Dtg'n{ z , t , r , s)| [a 1(2t)3/2 + a2(205/2 + 2] ( n - l ) ~ 2 and

\Щgi(z, t , r, s)| ^ [ai (2r)3/2 + 1 + ai (2t)1/2 + aJ 3 (2t)3/2 + a{ (2t)5/2 + 2] (n- 1 ) " 2, where af (i = 1,2); ol { (/ c = 1 ,2 ,3 ,4 ; j = 0 ,1,2 ) are convenient positive constants.

By Lemmas 3 and 6 we obtain the following

L

e m m a

7. I f t > s ^ 0, r e ( — a, a), then the function G3 satisfies equation (lc) for z e ( — a,a) and t > 0.

As the consequence of Lemmas 1, 2 and 7 we get the fundamental

T

h e o r e m

1. Let t > s ^ 0, p ^ 0, q ^ 0, x > 0, y > 0, re< — a, a),

z e ( — a,a). Then the function G satisfies equation (1) and the following

boundary conditions: Г G (X , t, 0, q, r, s) = 0, 2° G { X , t., p, 0, r, s) = 0,

3° G ( X , t, p, q, —a, s) = 0, 4° G ( X , t, p, q, a, s) = 0.

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