Prove that for any $x \in R$ and $t \geq 0$, $\inf_{x \in R} \phi(x) \leq u(x,t) \leq \sup_{x \in R} \phi(x)$

partial differential equations

Consider the heat equation $u_t=ku_{xx}$ on $\mathbb{R}$ with the initial condition $u(x,0)=\phi(x)$, $\phi(x)$ is a bounded smooth function on $\mathbb{R}$. Let $$u(x,t)=\int_{R} S(x-y,t) \phi(y) dy$$ be a solution. Prove that for any $x \in R$ and $t \geq 0$, $$\inf_{x \in R} \phi(x) \leq u(x,t) \leq \sup_{x \in R} \phi(x)$$.

Maximum principle: If $u(x,t)$ satisfies the heat equation in the rectangle $\mathbb{R}={0 \leq x \leq l, 0 \leq t \leq T}$ in space-time, then the maximum value of $u(x,t)$ over the rectangle is assumed either initially ($t=0$), or on the lateral sides( $x=0$, or $x =l$)

I am told that maximum and minimum principle hold only when $u(x,t)$ is the unique solution for the initial value problem. So, in this case, can I still argue with max and min principles?

Best Answer

You need to know some property of the kernel $S.$ In particular, two things which are required about $S$ are the following.

  1. $S$ is non-negative.
  2. For each fixed $t,$ the fucntion $S(\cdot, t)$ integrates to 1. That is, $$\int\limits_{\mathbb{R}} S(x, t)dx=1.$$

Now note that $\phi$ is bounded, there the infimum and the supremum exist and are finite. Let us set $m=\inf\phi$ and $M=\sup\phi.$ It is now clear that for any $x$ and $t$ we have $$mS(x-y, t)\le S(x-y,t)\phi(y)\le MS(x-y, t).$$ Integrate all everything above with respect to $y$, from property $2$ of $S$ you get the desired inequalities.

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