Boundary Value Problems — Question 9

PDF ↗

Question 9

Let L[y]=−y″+q(x)yL[y]=-y''+q(x)y on [0,1][0,1], where q≥0q\geq 0 is continuous. All solutions below satisfy y(0)=y(1)=0y(0)=y(1)=0. A useful comparison statement is: if L[w]≥0L[w]\geq 0 and w(0),w(1)≥0w(0),w(1)\geq 0, then w≥0w\geq 0 on the interval.

Tasks

  1. Prove that L[y]=fL[y]=f has exactly one solution for every continuous ff. Use an energy identity for uniqueness and a family of initial-value solutions for existence.

  2. Prove the stated comparison result. To handle the case where qq can vanish, apply the interior-minimum test first to w+η[1+x(1−x)]w+\eta[1+x(1-x)] with η>0\eta>0, then let η↓0\eta\downarrow 0.

  3. If an approximation vv has zero endpoint values and |L[v]−f|≤ϵ|L[v]-f|\leq\epsilon, prove a pointwise error bound using ϕ=x(1−x)/2\phi=x(1-x)/2. Give a sharp constant for the uniform error estimate over all such problems.

  4. Apply the result to q=x2q=x^2, f=1f=1, v=ϕv=\phi. Compute the maximum residual exactly and give rigorous upper and lower bounds for the unknown exact solution, without claiming the approximation solves the equation.

Original worksheet page 1: question and worked solution for 8-1-009
Show solutionHide solution

Question 9 – Solution

Strategy. Combine an energy identity, a strict comparison argument and a simple barrier to certify the boundary-value error.

Step 1: Establish existence and uniqueness. A homogeneous difference ww with zero endpoint values satisfies 0=∫01wL[w]dx=∫01((w′)2+qw2)dx0=\int_0^1wL[w]dx=\int_0^1((w')^2+qw^2)dx, hence w′=0w'=0 and w=0w=0. For existence, let pp solve L[p]=fL[p]=f with p(0)=p′(0)=0p(0)=p'(0)=0, and let hh solve L[h]=0L[h]=0 with h(0)=0,h′(0)=1h(0)=0,h'(0)=1. Regular IVP theory supplies both. If h(1)=0h(1)=0, uniqueness just proved would force h=0h=0, a contradiction. Thus y=p−p(1)h/h(1)y=p-p(1)h/h(1) is the required solution.

Step 2: Make comparison strict before taking a limit. Put ψ=1+x(1−x)>0\psi=1+x(1-x)>0. Then L[ψ]=2+qψ>0L[\psi]=2+q\psi>0, so L[w+ηψ]>0L[w+\eta\psi]>0 and its endpoint values are positive. At a nonpositive interior minimum, its second derivative is nonnegative and q≥0q\geq 0 would give L[w+ηψ]≤0L[w+\eta\psi]\leq 0, a contradiction. Thus w+ηψ>0w+\eta\psi>0. Letting η↓0\eta\downarrow 0 proves w≥0w\geq 0.

Step 3: Bound the error with a barrier. Since L[ϕ]=1+qϕ≥1L[\phi]=1+q\phi\geq 1, for e=y−ve=y-v we have L[ϵϕ±e]≥0L[\epsilon\phi\pm e]\geq 0, with zero endpoints. Comparison yields |y(x)−v(x)|≤ϵϕ(x),max[0,1]|y−v|≤ϵ/8.\boxed{|y(x)-v(x)|\leq\epsilon\phi(x),\qquad \max_{[0,1]}|y-v|\leq\epsilon/8.} The constant 1/81/8 is sharp: take q=0q=0, v=0v=0, f=ϵf=\epsilon, for which y=ϵϕy=\epsilon\phi attains equality at x=1/2x=1/2.

Step 4: Certify the proposed approximation. Here L[ϕ]−1=x2ϕ=x3(1−x)/2L[\phi]-1=x^2\phi=x^3(1-x)/2. Its derivative is x2(3−4x)/2x^2(3-4x)/2, so its maximum is ϵ=27/512\epsilon=27/512 at x=3/4x=3/4. Also L[v−y]≥0L[v-y]\geq 0, hence y≤vy\leq v. Combining this sign with the error bound gives (1−27512)ϕ≤y≤ϕ,max[0,1]|y−ϕ|≤274096.\boxed{\left(1-\frac{27}{512}\right)\phi\leq y\leq\phi, \qquad \max_{[0,1]}|y-\phi|\leq\frac{27}{4096}.} The residual is not zero; these are certified bounds, not an exact formula for yy.

Original worksheet page 2: question and worked solution for 8-1-009

Original worksheet layout. Use Enlarge or open the PDF for a closer view.