Maximum principle-Uniqueness of solution

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In summary, the conversation discusses using the maximum principle to prove the uniqueness of a solution for a problem involving the heat equation. The first speaker presents the problem and their approach, showing that the difference between two solutions must be equal to zero. The second speaker points out a small error and suggests using a specific version of the maximum principle. They also ask about the version being used by the first speaker.
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mathmari
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Hey! :eek:

Let $\Omega$ a bounded space. Using the maximum principle I have to show that the following problem has an unique solution.

$$u_t(x, t)-\Delta u(x, t)=f(x, t), x \in \Omega,t>0\\ u(x, t)=h(x, t), x\in \partial{\Omega}, t>0 \\ u(x, 0)=g(x), x \in \Omega$$

I have done the following:

We suppose that $u_1$,$u_2$ are two different solutions of the problem, so $w=u_1−u_2$ solves the following two problems:

$$w_t(x,t)-\Delta w(x,t), x \in \Omega, t>0\\ w(x, t)=0, x \in \partial{\Omega}, t>0\\ w(x, 0)=0, x \in \Omega$$
and
$$-w_t(x,t)-\Delta (-w(x,t)), x \in \Omega, t>0\\ -w(x, t)=0, x \in \partial{\Omega}, t>0\\ -w(x, 0)=0, x \in \Omega$$

Since $w_t−\Delta w \leq 0$ from the maximum principle for $w$ we have that
$$\max_{x \in \Omega, t \in [0, T]}w(x, t)=\max_{(\Omega \times \{0\})\cup (\partial{\Omega} \times [0, T])}w(x, t)=0$$

Since $−w_t−\Delta (−w) \leq 0$ from the maximum principle for $−w$ we have that
$$\max_{x \in \Omega, t \in [0, T]}(-w(x, t))=\max_{(\Omega \times \{0\})\cup (\partial{\Omega} \times [0, T])}(-w(x, t))=0$$

Since $\max (−w)=\min (w)$ we have that $w \equiv 0$. So, $u_1=u_2$.

Is this correct?? (Wondering)
 
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Hii! (Smile)

mathmari said:
$$w_t(x,t)-\Delta w(x,t), x \in \Omega, t>0$$
and
$$-w_t(x,t)-\Delta (-w(x,t)), x \in \Omega, t>0$$

I think that should be $w_t(x,t)-\Delta w(x,t) = 0$. (Wink)
mathmari said:
Since $w_t−\Delta w \leq 0$ from the maximum principle for $w$ we have that
$$\max_{x \in \Omega, t \in [0, T]}w(x, t)=\max_{(\Omega \times \{0\})\cup (\partial{\Omega} \times [0, T])}w(x, t)=0$$

I've looked up the maximum principle and found for instance on wiki:
[box=yellow]
Let $u = u(x), x = (x1, …, xn)$ be a $C^2$ function which satisfies the differential inequality
$$Lu = \sum_{ij} a_{ij}(x)\frac{\partial^2 u}{\partial x_i\partial x_j} +
\sum_i b_i\frac{\partial u}{\partial x_i} \geq 0$$
in an open domain $Ω$, where the symmetric matrix $a_{ij} = a_{ij}(x)$ is locally uniformly positive definite in $Ω$ and the coefficients $a_{ij}, b_i = b_i(x)$ are locally bounded. If $u$ takes a maximum value $M$ in $Ω$ then $u ≡ M$.
[/box]
If we would use this version, then I think all conditions of the proposition should be covered. (Nerd)

Btw, which version of the maximum principle do you have? (Wondering)
 

FAQ: Maximum principle-Uniqueness of solution

What is the maximum principle in the context of uniqueness of solution?

The maximum principle is a mathematical concept that states that the maximum value of a function is found either at the boundary or at a critical point within the interior of the domain.

How does the maximum principle relate to uniqueness of solution?

The maximum principle is important in determining the uniqueness of a solution to a mathematical problem. It helps to identify if a solution is unique or if there are multiple solutions.

What are the conditions for the maximum principle to hold for a solution?

The conditions for the maximum principle to hold for a solution include a convex domain, continuity of the function and its derivatives, and the function being differentiable within the domain.

What happens if the maximum principle does not hold for a solution?

If the maximum principle does not hold for a solution, it means that the solution is not unique and there are multiple solutions to the problem. This can lead to difficulties in finding the correct solution or interpreting the results.

How is the maximum principle used in practical applications?

The maximum principle has many practical applications in fields such as physics, engineering, and economics. It is used to optimize systems, determine equilibrium states, and analyze the behavior of dynamic systems.

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