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For $L=d^2/d{x}^2+1$ with homogeneous Dirichlet data at $0$ and $2\pi$, integration by parts shows that $L^{\ast }=L$. Its homogeneous kernel isbecause $A\cos x+B\sin x$ vanishes at both endpoints exactly when $A=0$.

The forcing obeys the orthogonality conditionThe Fredholm alternative for an elliptic Dirichlet problem therefore says that solutions exist, though they are not unique. Indeed,satisfies $u^{\prime \prime }+u=\cos x$ and both boundary conditions for every constant $C$.

Let $\rho =t\wedge {\tau }_0\wedge {\tau }_1$ and apply the Itô formula to $u(t-s,B_s)$ for $0\le s\le \rho$. The heat equation cancels the drift, so the stopped process is a bounded martingale. The optional sampling theorem for a supermartingale gives $u(t,x)={\mathbb{E}}_x[u(t-\rho ,B_{\rho })]$. On the three mutually exclusive terminal events, the initial and Dirichlet boundary conditions identify this value asThis is the probabilistic representation of the heat equation with time-dependent Dirichlet data.

Seek a radial function $u=u(r)$ on the unit ball. The equation and regularity at the origin giveHence $u^{\prime }(r)=(r/n{)}^{1/(p-1)}$, and the zero Dirichlet boundary condition givesThe power $|x{|}^q$ is twice differentiable at the origin exactly when $q\ge 2$. Here $q=p/(p-1)$, so $u\in C^2$ at the origin exactly when $1<p\le 2$. Under the assumption $2<p<n$, this weak solution is never $C^2$ at the origin, exhibiting the regularity loss caused by degenerate ellipticity.

Varying the Polyakov action with respect to the worldsheet metric givesIn conformal gauge, variation of $X$ gives the wave equationwhile the Virasoro constraints become $\dot{X}\cdot X^{\prime }=0$ and ${\dot{X}}^2+X^{\prime 2}=0$. The boundary variation is $-T\int d\tau ,X^{\prime }\cdot \delta X$ at each endpoint. It vanishes through a Neumann boundary condition $X^{\prime \mu }=0$, a Dirichlet boundary condition $\delta X^{\mu }=0$, or a direction-by-direction mixture of the two.

Multiply the Poisson equation by $v\in V$ and apply Green's first identity. The Dirichlet boundary condition makes the trace of $v$ vanish on ${\Gamma }_1$, while the Neumann boundary condition makes the boundary flux vanish on ${\Gamma }_2$. Thus the weak formulation is: find $u\in V$ such thatwhere

First choose a test function $v\in C_c^{\infty }(U)$. The weak formulation and integration by parts giveThe fundamental lemma of the calculus of variations implies $-\Delta u=f$ pointwise because $u\in C^2(\overline{U})$ and $f$ is continuous. The Dirichlet boundary condition on ${\Gamma }_1$ already follows from $u\in V$ and continuity of $u$.

For arbitrary $v\in V$, Green's first identity and the interior equation now reduce the weak identity toThe traces of smooth members of $V$ can be chosen freely on compact subsets of ${\Gamma }_2$. Another application of the fundamental lemma of the calculus of variations, now on the boundary, gives ${\partial }_{\nu }u=0$ pointwise on ${\Gamma }_2$. Hence $u$ is a classical solution of the complete mixed boundary value problem.

Apply part (b) to $u_n$. Its zero boundary value givesThe assumptions say that $\Delta u_n(y)\to 0$ for every $y\in D$ and that $|\Delta u_n|\le C$ uniformly. Thus the integrand converges pointwise to zero and is dominated by $CT$, whose expectation is finite by part (a). The dominated convergence theorem gives $u_n(x)\to 0$ for every $x\in D$.

Use the same difference $w$ and wave energy as in part (i). The damped wave equation now gives the energy dissipation identity for a linearly damped stringBecause $E(0)=0$ and $E(t)\ge 0$, the energy remains zero. Hence $w_t=w_x=0$, and the homogeneous Dirichlet boundary conditions force $w=0$. Therefore the solution of a differential equation is unique also for $\boxed{\alpha >0}$; positive damping can only decrease this energy.

Let $w$ be the difference of two sufficiently regular solutions of the wave equation with the prescribed data. By linearity, $w$ has zero initial displacement, zero initial velocity, and homogeneous Dirichlet boundary conditions. Define its wave energy byFor $\alpha =0$, differentiation under the integral sign and integration by parts yieldThe boundary term vanishes because $w=0$ at both fixed endpoints implies $w_t=0$ there. The zero initial data give $E(0)=0$, so $w_t=w_x=0$ for all times. Thus $w$ is spatially constant, and its zero boundary values give $\boxed{w=0}$. This proves uniqueness for the undamped wave equation.

Enforce the fixed-end Dirichlet boundary condition by taking the odd extension of the initial velocity to the whole line:This agrees with the specified initial condition for $s\ge 0$. To derive the relevant form of D'Alembert's formula, the zero initial displacement in b gives $G=-F$, up to a cancelling constant. The initial velocity then gives $-2c{F}^{\prime }=v_o$. HenceAn antiderivative, valid across $s=0$, isEvaluation therefore gives the solution throughout $x>0,t>0$:For $ct\le x$, replace $|x-ct|$ by $x-ct$; for $ct\ge x$, replace it by $ct-x$. Thus the same expression includes the reflected wave after it reaches the fixed end.

At $x=0$ the two terms agree, so $y(0,t)=0$. At $t=0$ they again agree, so $y(x,0)=0$. Differentiating the integral with respect to $t$ giveswhich recovers $y_t(x,0)=\kappa x{e}^{-x/L}$. Since $v_o$ is a continuously differentiable function, the formula is twice continuously differentiable even across $x=ct$, and satisfies the wave equation there as well.

Suppose $T^{(1)}$ and $T^{(2)}$ are two sufficiently regular steady state solutions with the same prescribed temperature on the boundary. Their difference $w=T^{(1)}-T^{(2)}$ satisfiesThe identical PDE source terms cancel. Apply the product rule and the divergence theorem to $wk\nabla w$; this is the weighted form of Green's first identity:Since $k>0$, the nonnegative integrand must vanish, so $\nabla w=0$. Hence $w$ is constant on each connected component of $R$, and its zero Dirichlet boundary condition makes each constant zero. Therefore $\boxed{T^{(1)}=T^{(2)}}$: the solution, if it exists, is unique. This proves Dirichlet uniqueness for variable-conductivity heat conduction; it does not require a constant thermal conductivity.

Since the initial velocity vanishes, D'Alembert's formula reduces toEach translated copy has half the original amplitude. To identify each requested cross-section, track the translated support intervals and add the values where they overlap.

At $t=\pi$, $f(x-\pi )$ is supported on $[-\pi ,0]\cup [2\pi ,3\pi ]$ and $f(x+\pi )$ on $[-3\pi ,-2\pi ]\cup [0,\pi ]$. On these intervals $\sin (x\pm \pi )=-\sin x$, soThe pieces meet continuously at zero, where both contributions vanish.

At $t=3\pi /2$, the support of $f(x-3\pi /2)$ is $[-\pi /2,\pi /2]\cup [5\pi /2,7\pi /2]$; that of $f(x+3\pi /2)$ is $[-7\pi /2,-5\pi /2]\cup [-\pi /2,\pi /2]$. In the central overlap,so the two contributions cancel. The remaining wave profile isFor the time cross-section at the origin, the initial profile is an odd function, soFor the time cross-section at $x=\pi /2$, the left-travelling contribution is nonzero for $\pi /2\le t\le 3\pi /2$ and equals $\cos t/2$. The right-travelling contribution is nonzero for $3\pi /2\le t\le 5\pi /2$ and also equals $\cos t/2$. At the common endpoint both vanish. HenceThe following graphs show all four cross-sections. In particular, the last trace reaches $-1/2$ at $t=\pi$ and $1/2$ at $t=2\pi$.

Because $u(0,t)=0$, restriction to the half-line solves the following initial-boundary value problem with a homogeneous Dirichlet boundary condition:This is wave reflection by odd extension. If a condition at infinity is desired, take the solution with finite wave energy; here the profile has bounded support at every finite time.

The initial profile is continuous and piecewise continuously differentiable, but its first derivative jumps at the support endpoints. Thus the formula gives a weak solution globally and a piecewise classical solution away from the characteristic lines for the one-dimensional wave equation issuing from those endpoints. The initial velocity is zero in the square-integrable function sense and pointwise wherever the initial profile is differentiable; at the kink points a pointwise right time derivative need not equal zero. This regularity qualification is needed for the given data.

The constant function satisfies Laplace's equation and the prescribed Dirichlet boundary condition. In the harmonic expansion on a disk, its only nonzero coefficient is $A_0=1$. By the allowed uniqueness for the Dirichlet problem,

Put $u(r,\theta )=R(r)\Theta (\theta )$ in Laplace's equation and multiply by $r^2/(R\Theta )$ on intervals where the factors are nonzero. Separation of variables givesand henceThe angular Dirichlet boundary conditions are $\Theta (0)=\Theta (\pi /2)=0$. Multiplication of the angular equation by $\Theta$, followed by integration by parts, givesFor a nonzero angular eigenfunction this forces $\lambda >0$: equality would make $\Theta$ constant and then zero. Write $\lambda ={\mu }^2$. The first angular condition removes the cosine term, and the second requires $\sin (\mu \pi /2)=0$. ThusThe radial Cauchy-Euler equation has the two solutions $r^{2n}$ and $r^{-2n}$. By superposition, the general separated series is thereforeThe coefficients are arbitrary subject to convergence with enough partial derivatives on compact subsets to give a harmonic function and to the prescribed zero values on the two open radial edges. Completeness of the sine eigenfunctions gives the usual series representation for solutions smooth up to those edges on closed radial subintervals. There is no constant or logarithmic zero mode because its angular factor would be linear in $\theta$ and would vanish at both ends only if it were zero.

The negative powers must be retained: the stated domain omits $r=0$, and no boundedness at that vertex is prescribed. For example, $r^{-2}\sin (2\theta )$ is a harmonic function satisfying both edge conditions. An additional boundedness condition as $r\to 0$ would remove all $B_n$; an additional value on the circular arc would then determine the remaining $A_n$. With only the conditions in the paper, neither restriction is available and the solution is not unique.

Set $u=X(x)Y(y)$ in Laplace's equation. Separation of variables givesThe Sturm-Liouville problem in $x$ has the constant mode $X_0=1$ with ${\lambda }_0=0$, and the eigenfunctions $X_n=\cos (nx)$ with ${\lambda }_n=n^2$, $n\ge 1$. Indeed, integration by parts makes $\lambda$ nonnegative; for $\lambda >0$ the first Neumann boundary condition removes the sine term and the second requires $\sqrt{\lambda }$ to be an integer. For $\lambda =0$, both derivative conditions make $X$ constant.

Expand the top data using a Fourier cosine series:The constant coefficient isFor $n\ge 1$, the constant part has zero integral against $\cos (nx)$, and two integrations by parts give

Since the bottom value is zero, a convenient factor depending on $y$ for the nonconstant modes is $\sinh (n(y+1))$, which vanishes at $y=-1$. Its value at $y=1$ is $\sinh (2n)$. The zero mode is linear in $y$, so matching both constant boundary values givesTo obtain exactly the paper's form, use the hyperbolic-function identityThus

Each product of hyperbolic sine or hyperbolic cosine with $\cos (nx)$ has $u_{xx}+u_{yy}=0$. The zero mode is also a harmonic function. On $-1\le y\le 1$, the factor $\sinh (n(y+1))/\sinh (2n)$ lies between zero and one. Since $\sum n^{-2}$ converges, the Weierstrass M-test gives uniform convergence on the closed rectangle. The series therefore gives zero at the bottom and the continuous Fourier cosine series of ${\pi }^2-x^2$ at the top, including its endpoints. On compact subsets with $y<1$, the factors decay exponentially with $n$, justifying termwise partial derivatives. In particular $u_x=0$ on both open vertical edges because every differentiated cosine factor vanishes there. The solution has finite Dirichlet energy: Fourier orthogonality gives the $n$th nonconstant mode's energy as $(\pi /2)n{g}_n^2\coth (2n)=O(n^{-3})$, whose sum is finite. Here $\coth$ is the hyperbolic cotangent. Thus a proves uniqueness in that class.

There is a corner compatibility condition for mixed boundary data in the printed wording. The top data have $g^{\prime }(\pi )=-2\pi$, but the paper writes $u_x(\pi ,y)=0$ even at $y=1$. The series solves the interior equation and all the open-edge boundary conditions; the literal derivative condition at $(\pi ,1)$ is incompatible with the top data. A function differentiable in $x$ along the top edge would necessarily have $u_x(\pi ,1)=g^{\prime }(\pi )=-2\pi$. Hence it cannot simultaneously satisfy the printed zero derivative at that corner, and there is no solution with all those literal corner requirements. The standard interpretation of this mixed boundary condition imposes the Neumann boundary condition on the open sides and the Dirichlet boundary condition continuously on the horizontal edges. Differentiating the series term by term on the top edge would be invalid at this corner; the uniform convergence of the undifferentiated series does not license that operation.

Write $T=T_s+T_u$. The transient satisfies the heat equation and homogeneous mixed boundary conditionsThe left condition is a Neumann boundary condition and the right one a Dirichlet boundary condition. Separation of variables, $T_u=X(x)G(t)$, givesThe condition $X^{\prime }(0)=0$ removes the sine term. The condition $X(2\ell )=0$ then selectsThere is no nonzero mode with $\mu =0$, because a linear $X$ satisfying both conditions is zero. There is no growing mode either: integration by parts gives ${\int }_0^{2\ell }(X^{\prime }{)}^{2}dx={\mu }^2{\int }_0^{2\ell }{X}^{2}dx$, so every nonzero mode has ${\mu }^2>0$.

These Sturm-Liouville eigenfunctions have orthogonality and squared normExpand the initial transient in this half-integer Fourier cosine series. Its coefficients areThe integration formula follows by integration by parts; the cosine at the endpoint is zero. Thus the half-integer cosine expansion of a linear profile givesAt $t=0$ the Fourier series reproduces $-T_s$ everywhere, including the endpoints; its $n^{-2}$ coefficient decay gives uniform convergence. For every $t>0$ the exponential factors allow termwise differentiation and verify the heat equation and both boundary conditions. The sudden switch-on of nonzero heat flux is incompatible with the spatial derivative of the constant initial temperature at the corner $(0,0)$. Accordingly, the positive-time boundary derivative must not be inferred by differentiating the initial Fourier series term by term at that corner.

For a nonzero separated solution $U=X(x)T(t)$, separation of variables gives $X^{\prime \prime }/X=T^{\prime }/T=-\lambda$. The zero Dirichlet boundary conditions force $X=\sin nx$, $\lambda =n^2$, with integers $n\ge 1$; the time factors are $e^{-n^{2}t}$. Expanding the initial profile in this Fourier sine series requires only the two already displayed spatial modes. ThusBoth terms individually solve the heat equation, vanish at the endpoints and give the required initial profile at $t=0$. The initial function is also $4{\sin }^{3}x\ge 0$ on the bar; the later solution stays nonnegative and tends to zero as heat leaves through the fixed-temperature ends.

For the negative-sign equation, take a nonzero separated solution $\varphi =X(x)Y(y)$. Separation of variables gives $X^{\prime \prime }=-\mu X$ and $Y^{\prime \prime }=-(25-\mu )Y$. The zero Dirichlet boundary conditions on $X$ force $\mu =m^2$ with a positive integer $m$ and $X=\sin mx$, up to a constant. Zero boundary values on $Y$ similarly require $25-m^2=n^2$ with a positive integer $n$. A zero or negative separation eigenvalue would give linear or hyperbolic factors, whose two zero endpoint values force the trivial solution.

The only positive integer pairs with $m^2+n^2=25$ are $(3,4)$ and $(4,3)$. By the complete Dirichlet eigensystem of a rectangle, these span the whole eigenspace, soFor the positive-sign equation there is only the zero solution. One can use the same strictly positive eigenvalues of $-\Delta$, or directly apply the zero Dirichlet solution of the modified Helmholtz equation. Multiplying by $\varphi$ and using Green's first identity giveswhere $\Omega =(0,\pi {)}^2$. Both nonnegative integrals must vanish, proving $\boxed{\varphi =0}$.

Substitute $u(y,t)=Y(y)T(t)$ into the diffusion equation and divide on a region where both factors are nonzero. This gives $Y^{\prime \prime }/Y=T^{\prime }/(\nu T)$. The two sides depend on different variables, so they equal a separation constant $a$:These identities then extend through the zeros of the separated factors. The zero Dirichlet boundary conditions require $Y(0)=Y(1)=0$. For a nontrivial solution, $a$ must be negative: $a=0$ gives only a vanishing linear function and $a>0$ gives only a vanishing hyperbolic-sine solution. Writing $a=-k^2$ gives $Y=A\sin (ky)$, and $k=n\pi$, $n=1,2,\dots$. Consequently the separated modes of free viscous decay between parallel plates are $\sin (n\pi y)e^{-\nu n^2{\pi }^{2}t}$.

The first initial condition selects the lowest mode:The superposition principle for a homogeneous linear differential equation states that any linear combination of solutions is again a solution, with the same combination of homogeneous boundary conditions and initial data. It therefore givesThe higher spatial mode decays nine times as fast, so the velocity profile approaches a multiple of the first sine mode before vanishing altogether.

For $c>0$ and $l>0$, the zero-endpoint Dirichlet boundary conditions select the Fourier sine basis functions $\sin (n\pi x/l)$. Separation of variables gives temporal factors with angular frequencies ${\omega }_n=n\pi c/l$. Zero initial displacement removes the temporal cosine terms, givingDifferentiating at $t=0$ and using Fourier orthogonality givesThe evaluation property of the given initial velocity means $v(x)=\delta (x-l/2)$ in the sense of a Dirac delta, an idealized impulsively struck fixed-end string. Thus $a_n=2\sin (n\pi /2)/(n\pi c)$: every even mode vanishes, while the lowest two excited modes have $n=1,3$. Their ordinary frequencies and amplitude ratio areThe signed coefficient ratio is $a_3/a_1=-1/3$. The impulse solution is interpreted as a distributional weak solution, rather than one with a smooth initial velocity.