Solution

ID: past-exam-of-the-differential-equations-1-course-of-the-university-of-oxford/2023/3/a/iii/solution

The parabolic boundary values are zero. An exact solution satisfies the preceding differential inequality, so its maximum estimate with gives . The function satisfies the same equation because both the linear differential operator and the cubic term change sign. Applying the same maximum principle to gives . Hence the complete solution set is
Substitution verifies existence, and the two inequalities prove uniqueness among the assumed smooth solutions for every continuous choice of the drift coefficients.

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