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I came across the following problem and I am stuck on it :

Let $u$ be a solution of the boundary value problem $u''+\dfrac{1}{t}u'=f(t),t \in (0,1)$ and $u'(0)=a,u(1)=b.$ Define for $x^2+y^2 \leq 1,v(x,y)=u(\sqrt {x^2+y^2})$ and $g(x,y)=f(\sqrt {x^2+y^2})$.Then $v$ is a solution of the PDE $v_{xx}+v_{yy}=g$ in $\{(x,y):x^2+y^2 < 1\}$ and $v(x,y)=0$ on $\{(x,y):x^2+y^2 = 1\}$ if
1.$\space a>0 ,b>0$
2.$\space a>0,b=0$
3.$\space a=0,b=0$
4.$\space a<0,b=0$.

I have to determine which of the above four options is/are true? Can someone point me in the right direction? Thanks in advance for your time.

learner
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    What have you tried? The condition on $b$ is easily obtained. Note also that the coefficient of $u'$ in the ODE passes to $+\infty$ if $t \to 0$. – gerw Mar 27 '13 at 08:38

2 Answers2

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Attacking the problem backwards from Poisson equation to its radial symmetric equation is more intuitive in my opinion. $\newcommand{\pp}[2]{\frac{\partial #1}{\partial #2}}$ $\newcommand{\pb}[2]{\frac{\partial }{\partial #2}\left(#1\right)}$ $\newcommand{\ppt}[2]{\frac{\partial^2 #1}{\partial #2^2}}$

Consider the Poisson's equation $\Delta v = v_{xx} + v_{yy} = g$ in polar coordinates $(r,\theta)$: $$ r = \sqrt{x^2 + y^2} \text{ and } \theta = \arctan(y/x) + C $$ We have: $$\pp{r}{x} = \frac{x}{\sqrt{x^2+y^2}} = \frac{x}{r}, \text{ and } \pp{r}{y} = \frac{y}{r} $$ $$\pp{\theta}{x} = \frac{-\frac{y}{x^2}}{1+\frac{y^2}{x^2}} = -\frac{y}{r^2}, \text{ and } \pp{\theta}{y} = \frac{x}{r^2} $$

Now $$ \pp{v}{x} = \pp{v}{r} \pp{r}{x} + \pp{v}{\theta} \pp{\theta}{x} = \pp{v}{r} \frac{x}{r} - \pp{v}{\theta} \frac{y}{r^2} $$ and $$ \begin{aligned} v_{xx}= \pb{\pp{v}{x}}{x} &= \ppt{v}{r}\pp{r}{x}\frac{x}{r} + \pp{v}{r}\pb{\frac{x}{r} }{x} - \ppt{v}{\theta}\pp{\theta}{x}\frac{y}{r^2} - \pp{v}{\theta}\pb{\frac{y}{r^2}}{x} \\ &= \ppt{v}{r}\frac{x^2}{r} + \pp{v}{r}\left(\frac{1}{r} - \frac{x^2}{r^3}\right) + \ppt{v}{\theta}\frac{y^2}{r^4} + \pp{v}{\theta}\frac{2xy}{r^4} \end{aligned}\tag{1} $$ Similarly we have: $$ v_{yy} = \ppt{v}{r}\frac{y^2}{r} + \pp{v}{r}\left(\frac{1}{r} - \frac{y^2}{r^3}\right) + \ppt{v}{\theta}\frac{x^2}{r^4} - \pp{v}{\theta}\frac{2xy}{r^4}\tag{2} $$ Exploiting $x^2+y^2 = r^2$, (1) plus (2) gives: $$ \Delta v = \ppt{v}{r} + \frac{1}{r}\pp{v}{r}+\frac{1}{r^2}\ppt{v}{\theta}. $$

If a function is radial symmetric, meaning it can be represented using only $r$ for it is a constant for fixed $r$, i.e., it is a constant on any fixed circle, and rotating does not change its value. Hence $$\displaystyle \ppt{v}{\theta} = 0.$$ And the Laplacian of a radial symmetric function is again radial symmetric for no involvement of $\theta$. Here I use $r$ for the $t$ in your question.

Let $v(x,y) =u(\sqrt{x^2 + y^2}) =u(r)$, $g(x,y) = f(r)$. Then $$ u'' + \frac{1}{r}u' = f(r) $$ Using your favorite method of solving ODE, here I cook up using product rule reverse direction: $$ (ru')' = rf(r) $$ Integrating: $$ u'(r) = \frac{1}{r}(\int^r_0 sf(s) ds+ r u'(r)|_{r=0}) \tag{3} $$ Since the limit exists when $r\to 0$: $$ a = u'(0) = \lim_{r\to 0}\frac{\int^r_0 sf(s) ds}{r} = \lim_{r\to 0} rf(r) =0 $$ Now for $b$, since $v = 0$ when $r= 1$, hence $b = u(1) = 0$.

Hence $a = b =0$.


If you would like to get a form of the solution, integrating (3) again yields: $$ u(r) - u(0) = \int^{r}_0 u'(\tau)d\tau = \int^{r}_0 \frac{1}{\tau}\int^{\tau}_0 sf(s) ds d\tau. $$

Shuhao Cao
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The original equation is the radially symmetric version of Laplace's equation for $v$. That is, $u$ is the radially symmetric version of $v$. The condition $v(x,y)=0$ when $x^2+y^2=1$ means that $b$ must be $0$.

As for $a$, not that the radial equation may be written as

$$u'(t) = t [ u''(t) - f(t)]$$

Then we may deduce that

$$u'(0) = a \implies u''(t) - f(t) \sim \frac{a}{t}$$

as $t \rightarrow 0$. As this implies that either $u''$ or $f$ blows u at $t=0$, something undesirable, then we must have $a=0$.

Ron Gordon
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  • Keeping in mind the given equation,I think $u'(t) = t [ u''(t) - f(t)]$ should be replaced by $u'(t) = t [f(t)- u''(t) ]$. – learner Jun 05 '13 at 18:27