How is exp(tL) rigorously defined in Duhamel's formula?

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In summary, the Duhamel formula can be used to solve PDEs that involve a differential operator, like the laplacian.
  • #1
Yugo
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Hello,

I am having trouble understanding how to use Duhamel's formula as a contraction to give existence uniqueness theorems for certain semi linear PDE.
To be more precise, have a look at the PDE and corresponding Duhamel formula in the wikipedia link given below:

http://tosio.math.toronto.edu/wiki/index.php/Duhamel's_formula

How is the exp(tL) even rigorously, defined? I can't find this anywhere.
 
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  • #2
L here is a differential operator. Exponentials of operators, like exponentials of matrices, are defined through the Taylor's series for ex:
[tex]e^L= I+ L+ \frac{1}{2}L^2+ \cdot\cdot\cdot + \frac{1}{n!}L^n+ \cdot\cdot\cdot[/tex]
where the powers mean repeated application of the operator and "I" is the identity operator. Of course, that should be applied to some function:
[tex]e^L(f)= f+ L(f)+ \frac{1}{2}L^2(f)+ \cdot\cdot\cdot + \frac{1}{n!}L^n(f)+ \cdot\cdot\cdot[/tex]
That is typically very difficult (or impossible) to evaluate for all but self-adjoint operators.
 
  • #3
I see. So for example, that thing would make sense if the operator L was a Laplacian?

Moreover, if that's the case, could you possibly give me an example of using that Duhamel formula as a contraction to solve a PDE problem? I've seen this sort of thing before for PDEs like the one above with u being a function of two variables and L the corresponding (spatial) laplacian, but I didn't understand how to show that the duhamel formula has a fixed point iff the PDE problem had a solution.
 
  • #5
HallsofIvy said:
L here is a differential operator. Exponentials of operators, like exponentials of matrices, are defined through the Taylor's series for ex:
[tex]e^L= I+ L+ \frac{1}{2}L^2+ \cdot\cdot\cdot + \frac{1}{n!}L^n+ \cdot\cdot\cdot[/tex]
where the powers mean repeated application of the operator and "I" is the identity operator. Of course, that should be applied to some function:
[tex]e^L(f)= f+ L(f)+ \frac{1}{2}L^2(f)+ \cdot\cdot\cdot + \frac{1}{n!}L^n(f)+ \cdot\cdot\cdot[/tex]
That is typically very difficult (or impossible) to evaluate for all but self-adjoint operators.

HallsofIvy, that is not difficult like you see! by semigroupe theory the expression [tex]e^{tL}f [/tex] is the solution of the differential equation on Banach space : [tex]u'+Lu=0, u(0)=f[/tex], so for example for the laplacian,
[tex]e^{t\Delta}f [/tex] is the solution of the Heat equation (for Dirichlet or Neumann conditions) which is the gaussian kernel:wink:
 
  • #6
Thank you, I think I got it.
 

FAQ: How is exp(tL) rigorously defined in Duhamel's formula?

What is Duhamel's formula and iterates?

Duhamel's formula is a mathematical tool used in solving linear differential equations. It involves using the initial conditions of a differential equation to find a particular solution. Iterates refer to the successive applications of this formula, which can be used to approximate the solution to a given differential equation.

How does Duhamel's formula work?

Duhamel's formula involves using the Green's function of a differential equation to find a particular solution. The Green's function is a function that satisfies the given differential equation with an impulse at the initial condition. By convolving the Green's function with the forcing function, the particular solution can be found.

What types of differential equations can be solved using Duhamel's formula?

Duhamel's formula is most commonly used to solve linear, constant coefficient differential equations. However, it can also be used for non-constant coefficients and higher-order differential equations, as long as the Green's function can be found.

What are the advantages of using Duhamel's formula?

Duhamel's formula provides an efficient and accurate way to solve differential equations, especially for problems with non-homogeneous boundary conditions. It also allows for the use of multiple initial conditions, making it a versatile tool for solving various types of differential equations.

Are there any limitations to using Duhamel's formula?

One limitation of Duhamel's formula is that it can only be used for linear differential equations. It also requires the Green's function to be known, which may not always be possible. In addition, it may not provide an exact solution, but rather an approximation, which can be improved by using more iterates.

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