Past exam of the mathematics course of the University of Oxford / 2021 / Prelims / Mathematics V resit / Question 6

Let $u_1,u_2$ be two solutions with the same data, and write $w=u_1-u_2$ on the rectangle $\Omega =(0,\pi )\times (-1,1)$. By linearity,The normal derivative is $-w_x$ on the left edge and $w_x$ on the right edge, so it vanishes on both. The energy method applies Green's first identity, which follows by integratingIt givesThe boundary term vanishes on each horizontal edge because $w=0$, and on each vertical edge because ${\partial }_{n}w=0$. The interior term vanishes because $w$ is a harmonic function. Since the continuous integrand $|\nabla w{|}^2$ is nonnegative, a zero integral forces $\nabla w=0$. The rectangle is connected, so $w$ is constant; its zero value on either horizontal edge makes that constant zero. HenceThis proof assumes enough boundary regularity for Green's first identity. It also works in the finite Dirichlet energy class using the weak identity with test function $w$, so it remains applicable when corner derivatives are not continuous. It proves uniqueness conditional on existence and does not impose a compatibility condition for arbitrary $f,g$.

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.