\def \O {\Omega}\def \¦ {\partial}\def \D {\Delta}\def \o {\omega}\def \e {\epsilon}\def \z {\zeta}\def \d {\delta}\def \l {\lambda}\def \G {\Gamma}\def \t {\tau}\def \C {{\bf C}}\def \a {\alpha}\def \b {\beta}\def \Re {{\bf R}}\def \s {\sigma}\def \S {{\bf S}}\def \T {{\bf T}}\def \x {\bf x}\font\biggrm=cmbx12 scaled \magstep 2\font\bigrm=cmbx12 scaled \magstephalf\font\bigrmi=cmmi10 scaled \magstep 2\font\bfit=cmbxti10 scaled \magstep 1\font\bfrm=cmbx12\font\bfss=cmbxti10\centerline{\biggrm Corrections for First and Second Printings}\medskip\centerline{\bigrm   PartialDifferential Equations: Methods and Applications}\smallskip\centerline{\bigrm by Robert McOwen}\smallskip\centerline{November 1998}\bigskip\noindent\bfIntroduction\rm\itemitem{p.\ 7.} Notice that $C_B(\Omega)\subset C(\Omega)$\itemitem{} For example, $C(\Omega,{\bf R}^N)$ denotes \bigskip\noindent\bf1. First-Order Equations\rm\item{  } {\it There are some unfortunate inconsistencies in mydiscussion of noncharacteristic space curves and the solvability of the Cauchyproblem that occurs on pages 15-16, 18, and 32-3. Corrections are given below.}\smallskip\itemitem{p.\ 15} {\it Replace the first paragraph on the page by the following twoparagraphs:}\hsize 5.5 in\leftskip=1inIn fact, it is alsotrue that an  integral surface $S$ of thevector field $V=\langle a,b,c\rangle$ is \it always \rma union of characteristiccurves: this can be proved using the uniquenesstheorem for solutions of ordinary differential equations(see Exercise 1).  Since the solutions ofthe characteristic equations are unique, we find that theintegral surface $S$ is unique. Thismeans that we have proved the following.\proclaimTheorem. If $\Gamma$ is noncharacteristic, then the vector field$V=\langle a,b,c\rangle$ admits a unique integral surface $S$ containing$\Gamma$.\par To find the solution $u(x,y)$ of (1), it remains only toreplace the variables $s$ and $t$ by expressionsinvolving $x$ and $y$. Theoretically, this can be achieved exactly when the integral surface $S$ is the graph of a function.We shall discuss this in more detail in the next two subsections.\leftskip=0in\hsize 6.5in\smallskip\itemitem{p.\ 16} \dots satisfied when $\G$ is noncharacteristic {\it and}$\gamma$ has no stationary points.\smallskip\itemitem{} {\bf Example 1.} \dots and we see that (9) holds: $2\not=0$.\smallskip\itemitem{p.\ 18} {\it Replace:} Since this geometric condition \dots near $\G$.{\it By:}\par\hsize 5.5 in\leftskip=1in Therefore, we can solve the Cauchyproblem provided $\Gamma$ is noncharacteristic and $\gamma=(f(s),g(s))$ has nostationary points.\leftskip=0in\hsize 6.5in\smallskip\itemitem{p.\ 23.} Exercise 1. \dots through $P$. (Assume the vector field$V$ is $C^1$.)\smallskip\itemitem{} Exercise 5. \dots determine the values of $x$, $y$, and $z$for which it exists:\smallskip\itemitem{p.\ 26.} {\it Displayed formula:} $u(x,y)=$\smallskip\itemitem{} \dots for all values of $(x,y)$.\smallskip\itemitem{p.\ 28.} Exercise 4. Find a continuous weak solution.\smallskip\itemitem{p.\ 29.} Exercise 8.$$\rho(x,0)=\left\{\eqalign{{1\over 2}\rho_{max}\quad&\hbox{for}\quad x<0\cr\rho_{max}\quad&\hbox{for}\quad x>0.}\right.$$\smallskip\itemitem{p.\ 32.} \dots (29) and (30) have been fixed, the integral surface $S$always exists \dots\smallskip\itemitem{p.\ 33.} {\it Replace the Theorem by:}\hsize 5.5in\leftskip=1in\proclaimTheorem.  If $\Gamma$ is noncharacteristic for (24)and functions $\phi, \psi$ exist satisfying (29) and (30),then there is an integral surface $S$ containing $\Gamma$(which is unique for the choice of $\phi$ and $\psi$.)\par\noindentIn order to obtain $u(x,y)$ from $S$, we need to have the Jacobian condition(8), just as in the quasilinear case.\hsize 5.5in\leftskip=0in\smallskip\itemitem{p.\ 37.} \hangindent=1in$$x^2+y^2=(1\pm ct^2).\leqno(41)$$\smallskip\itemitem{} We may also study solutions of (34) \dots complete integralfor (34) \smallskip\itemitem{p.\ 38-9.} {\bf Exercises 2 \& 6.} Clairaut \bigskip\noindent\bf2. Principles for Higher-Order Equations\rm\smallskip\itemitem{p.\ 41.} Differentiating these functions with respect \dots\smallskip\itemitem{} \dots use the general solution discussed in Section 1.1.e.\smallskip\itemitem{p.\ 45.} \dots and hence $u_{yyxx}(x,0)=0=u_{yxyx}(x,0)=\cdots$\smallskip\itemitem{} \dots use to determine $u_{yyy}(x,0)=1+2x-x^2$.\smallskip\hsize 5.5in\itemitem{p.\ 46.}\hangindent=1in$$\partial_y^j\partial_x^k u=(i\partial_x)^j\partial_x^k u\qquad\hbox{for all}\ j,k\geq 0.$$$$u(x,y)\sim\cdots {{(i)^jg^{(j+k)}(0)}\over{j!\,k!}}\,y^jz^k\leqno(4)$$$$(a+b)^m=\sum_{j+k=m}{{m!}\over{j!\,k!}}\,b^ja^k$$$$\sum_{m=0}^\infty\sum_{j+k=m}{{m!}\over{j!\,k!}}\,b^ja^k=\sum_{m=0}^\infty(a+b)^m$$\smallskip\hsize 5.5in\leftskip=0in\itemitem{p.\ 52.} {\it Every instance of a $\nu$ should be $\eta$, and}$$B=2a\mu_x\eta_x+{b}(\mu_x\eta_y+\mu_y\eta_x)+2c\mu_y\eta_y. $$\smallskip\itemitem{p.\ 54.}{\bf Example 8.} Consider $u_{xx}-u_{yy}=0$ as in Example 1 \dots\smallskip\itemitem{p.\ 55.} \dots all functions depend continuously on their variables.\smallskip\itemitem{p.\ 56.} \par\hsize 5.5in\leftskip=1in\dots \it strictly hyperbolic \rm if the $N\times N$ matrix$A$ has $N$ distinct real eigenvalues \dots (19) is \it hyperbolic \rm if $A$has all real eigenvalues \dots confirms that $A$ has real eigenvalues and abasis of eigenvectors; \dots\hsize 5.5in\leftskip=0in\smallskip\itemitem{p.\ 58.} Nevertheless, a solution can be shown to exist (see Section10.1).\smallskip\itemitem{p.\ 59.} Exercise 3.$$u(x,y)=\left\{\eqalign{&0\qquad\hbox{if}\quad x\leq y\cr(x&-y)^2 \quad\hbox{if}\quad x>y.}\right.$$\smallskip\itemitem{ } Exercise 10. \dots i.e.\ $W=\sqrt{4ac-b^2}$, \dots new coordinates $\mu,\eta$ transforming \dots\smallskip\itemitem{p.\ 62.}\hangindent=1in$$\int_{\Re^2}\tilde u\, Lv\,d\mu d\eta=\int_{\mu> 0}\mu^2\, v_{\mu\eta}\,d\mu d\eta=-\int_{\mu>0}2\mu\, v_\eta\, d\mu d\eta=0$$$$u_{\mu\eta}=d(\mu,\eta,u,u_\mu,u_\eta),\leqno(39)$$\smallskip\itemitem{p.\ 63.}\hangindent=1in$$\int_{\Omega^{\pm}} u^\pm\, L'v\,d\mu d\eta=\int_{\Omega^{\pm}} L(u^{\pm}) v\,d\mu d\eta +\int_{\partial \Omega^\pm} B^\pm (u^\pm ,v)\, ds,\leqno(41)$$where $ds$ is arclength and $B^\pm (u,v)$ is an expression \dots\smallskip\itemitem{p.\ 65.}\par\hsize 5.5in\leftskip=1in\noindent\dots Noticethat we can easily take any number of distributionalderivatives of $\delta(x)$; in fact, $D^\a\delta (x)$is the object satisfying $\intD^\a\delta(x)\,v(x)\,dx$ $=(-1)^{|\a|}\int\delta(x)D^\av(x)\,dx=(-1)^{|\a|}D^\a v(0)$.\leftskip=0in\hangindent=1in$$\int_{\Re^n} \delta_\mu (x)v(x)\,dx= \int_{\Re^n} \delta (x-\mu) \, v(x)\,dx=\int_{\Re^n} \delta (y) \, v(y+\mu)\,dy=v(\mu).$$\dots Therefore, adistribution should simply be thought of as a linearmapping $C_0^\infty(\Re^n)\to\Re$.\hsize 5.5in\leftskip=0in\smallskip\itemitem{p.\ 66.} {\it After (47):} \dots if $f,g\in L^1_{\ell oc}(\Re^n)$, \dots\smallskip\itemitem{p.\ 67.}\hangindent=1in$$D^\a(F\star G)=(D^\a F)\star G=F\star D^\a G,\leqno(52)$$so derivatives of a convolution can be taken on eitherfactor. In particular, if $f\in C^k(\Re^n)$ and $g\in L^1_{\elloc}(\Re^n)$, one of which has compact support, then the lemma aboveimplies $f\star g\in C^k(\Re^n)$.\smallskip\itemitem{p.\ 69.} Assuming that $f\in L^1(\Re^n)$ has compact support, \dots\smallskip\itemitem{p.\ 70.}\hsize 5.5in\leftskip=1in\noindent\hangindent=.2in1.\ (a) For complex-valued functions $u$ and $v$ on $\O$,let $\langle u,v\rangle=\int_\O u\overline v dx$, where$\overline v$ denotes the complex conjugate of $v$. If the coefficients$a_\a(x)$ in (32a) are complex-valued functions, define the adjoint$L^*$ so that $\langle Lu,v\rangle=\langle u,L^*v\rangle$ for all $u\inC^m(\O)$, $v\in C_0^m(\O)$.\noindent \hsize 5.5in\leftskip=1in\hangindent=.2in(b) For (complex) vector-valued functions $\vecu(x)=(u_1(x),\dots,u_N(x))$ on $\O$, let $\langle \vecu,\vec v\rangle=\int_\O (u_1\overline v_1+\cdots u_N\overline v_N) dx$.If the coefficients $a_\a(x)$ in (32a) are $N\times N$ matrix-valuedfunctions, then (32a) defines a \it system \rm of $m$th-order operators.Define the adjoint $L^*$ so that $\langle L\vec u,\vec v\rangle=\langle\vec u,L^*\vec v\rangle$ for all $\vec u\in C^m(\O,\Re^N)$, $\vec v\inC_0^m(\O,\Re^N)$.\smallskip\leftskip=0in\itemitem{p.\ 70.} Exercise 2. Let $Lu=u_{\mu\xi}$\dots (b)\dotswith respect to $d\mu$ and then\dots\smallskip\itemitem{p.\ 71.} Exercise 5.(b) For $\O=\Re^n$, find an infinite sequence$\{\xi_k\}_{k=1}^\infty$ \dots\smallskip\itemitem{} Exercise 10.(b)$$F(x)=\left\{\eqalign{a^{-1}\sinh&\, ax\qquad\hbox{if}\quad x>0 \cr&0 \qquad\quad \hbox{if}\quad x<0.}\right.$$\smallskip\itemitem{p.\ 72.} Exercise 13.$$\eqalign{F_1(\xi,\eta)&=\,H(\xi)\,H(\eta),\qquadF_2(\xi,\eta)=-\,H(\xi)\,H(-\eta), \crF_3(\xi,\eta)&=-\,H(-\xi)\,H(\eta),\qquadF_4(\xi,\eta)=\,H(-\xi)\,H(-\eta).}$$\bigskip\noindent\bf3. The Wave Equation\rm\smallskip\itemitem{p.\ 76.} In fact, if $F(\mu)$ and\dots rectangle ABCD in the$\mu\eta$-plane\dots Using $u(\mu,\eta)=F(\mu)+G(\eta)$\dots\smallskip\itemitem{p.\ 82.} \dots a particular solution for a nonhomogeneous equation.\smallskip\itemitem{} Exercise 3.Consider the initial/boundary \dots\smallskip\itemitem{p.\ 89.} \dots (see Exercise 7) with $c_n=(n-2)(n-4)\cdots 1$:\par\hangindent=1in$$\eqalign{u(x,t)=&{{1}\over {c_n\o_n}} {{\¦ }\over {\¦ t}}\left(\left({{1}\over {t}} {{\¦ }\over {\¦ t}}\right)^{{n-3}\over {2}}\, t^{n-2}\,\int_{|\xi|=1}g(x+ct\xi)\,dS_\xi\right)\cr&+{{1}\over {c_n\o_n}}\left({{1}\over {t}}{{\¦ }\over {\¦ t}}\right)^{{n-3}\over {2}}\,t^{n-2}\int_{|\xi|=1}h(x+ct\xi)\,dS_\xi.}\leqno(42)$$\smallskip\itemitem{p.\ 90.} Exercise 2. \dots (a) by using (37), and \dots\smallskip\itemitem{} Exercise 5.$$\left\{\eqalign{&v_{tt}=c^2\Delta v -m^2 v\quad\hbox{for}\; x\in\Re^2\;\hbox{and}\;t>0 \cr&v(x,0)=g(x),\qquad v_t(x,0)=h(x).}\right.$$\smallskip\itemitem{p.\ 93.}Notice that $\partial\Omega_\tau=C_\tau\cup(\overline{B}_0\times\{0\})\cup(\overline{B}_\tau\times\{\tau\})$\dots Moreover, the exterior unitnormal $\nu$ on $\partial\Omega_\tau$ is given on \dots\smallskip\itemitem{p.\ 97.}\hangindent=1in$$u_{\xi\eta}-{{\a+\b}\over 4}u_\xi+{{\a-\b}\over 4}u_\eta-{\gamma\over4}u=0.$$$$w_{\xi\eta}+{\l\over 4}w=0\quad\hbox{where}\ \l={{\a^2-\b^2-4\gamma}\over 4}\leqno(62)$$\bigskip\noindent\bf4. The Laplace Equation\rm\smallskip\itemitem{p.\ 100.} \dots div$\vec E$ has a natural interpretation as \dots\smallskip\itemitem{p.\ 102.}\par\hsize 5.5in\leftskip=1in\noindentThe equation $X''+n^2X=0$ has solutions $X_0=c_0t+d_0$ and$X_n(t)=c_ne^{nt}+d_ne^{-nt}$ for $n=1,\dots$. This means that$u_0(r,\theta)=-c_0\log r+d_0 $ and$u_n(r,\theta)=(a_n\cos{n\theta}+b_n\sin{n\theta})(c_nr^{-n}+d_nr^{n})$ for $n=1,\dots$\smallskip\leftskip=0in\itemitem{p.\ 109.}Taking $c_2$ so that$\bar c_2\o_n=-1$, we find \dots\smallskip\itemitem{p.\ 110.}\hangindent=1in$$u_\xi(x)=\int_{{\bf R}^3}{{\delta_\xi(y)}\over{|x-y|}}\,dy=-4\pi\int_{{\bf R}^3}K(x,y)\delta_\xi(y)\,dy.\leqno(26)$$ Now let us replace$\delta_\xi(y)$ by $\rho(y)$, \dots$$u(x)=\int_{\O}{{\rho(y)}\over{|x-y|}}\,dy=-4\pi\int_{\O}K(x,y)\rho(y)\,dy\leqno(27)$$\dots compactly supported distribution $-4\pi\rho$; by the results of Section2.3, $u$ is a distribution solution of $\D u=-4\pi\rho$. \dots \it expect \rmthat $u\in C^2(\O)$ with $\D u=-4\pi\rho$ in $\O$, \dots$$\int_{\partial\O}{{\rho(y)}\over{|x-y|}}\,dS_y\quad\hbox{and}\quad\int_{\partial\O}{{\partial}\over{\partial\nu_y}}(|x-y|^{-1})\mu(y)\,dS_y\leqno(28)$$\dots Poisson equations $\D u=-4\pi\rho\d_{\partial\O}$ and $\Delta u=4\pi\mu{\partial\over{\partial\nu}}\delta_{\partial\O}$\smallskip\itemitem{p.\ 116.}\bf Proof. \rm Taking $u\equiv 1$ in (33) shows \dots\smallskip\itemitem{p.\ 117.} \dots and $\overline{B_a(0)}\subset\O$, then (44)implies \dots\smallskip\itemitem{p.\ 118.}\hangindent=1in$$\max_{\xi\in\Gamma}|D^\a u(\xi)|\leq \ \dots \hskip 2in\leqno(49{\rm b})$$\smallskip\itemitem{p.\ 119.} If we let $M=\max\{|u(x)|:|x|=a\}$ \dots\smallskip\itemitem{p.\ 120.}Exercise 3. (c)\dots(In Section 8.2 we shall show \dots\smallskip\itemitem{p.\ 129.} \dots will be found to be \it convergence in squaremean: \rm\smallskip\itemitem{p.\ 131.}\hangindent=1in$$\hskip 1in \dots\quadB_n={{b_n}\over{\sqrt{\l_n}}}={1\over{\sqrt{\l_n}}}\int_\O h(x)\phi_n(x)\,dx.\leqno(76)$$\bigskip\noindent\bf5. The Heat Equation\rm\smallskip\itemitem{p.\ 134.} \dots discuss the existence anduniqueness of solutions to these \dots\smallskip\itemitem{p.\ 137.} Exercise 3. Suppose $f(x,t)=\sum_{n=1}^\inftya_n(t)\phi_n(x)$ \dots\smallskip\itemitem{p.\ 138.} Exercise 5. \dots initial temperature distribution$u(x,y,0)=g(x,y)$, \dots heat diffusion $u(x,y,t)$.\smallskip\itemitem{p.\ 144.}\par\hsize 5.5in\leftskip=1in\noindentIt only remains to show that $u$ is continuous.For $s$ and $t$ satisfying $0\leq s<t$, let us define$w(x,t,s)=\int_{\Re^n}K(x,y,t-s)\,f(y,s)\,dy$. Wecan apply Theorem 1 with $g(y)=f(y,s)$to conclude that $w(x,t,s)$is continuous in $x\in \Re^n$ and $0\leq s\leq t$. Therefore $$u(x,t)=\int_0^t w(x,t,s)\,ds$$\smallskip\leftskip=0in\itemitem{p.\ 145.} Exercise 4.$$u(x,t)=\sum_{k=0}^{\infty}{{1}\over{(2k)!}}x^{2k}{{d^k}\over{dt^k}}e^{-1/t^2}$$\smallskip\itemitem{p.\ 146.} Exercise 10. \dots of the nonhomogeneous heat equation\dots\itemitem{} Exercise 11. \dots where $g$ is continuous and bounded.\smallskip\itemitem{p.\ 147.} We could start with $u\in C^{2;1}(U)$ \dots\itemitem{}Now choose $\psi\in C^\infty(\Re^{n+1})$ with$\psi\equiv 0$ on $B_\e (0)$ and $\psi\equiv 1$ on$\Re^{n+1}\backslash B_{2\e}(0)$. \dotsBut for $(x,t)\in B_\e (\xi)$ and$(y,s)\in\hbox{supp}\,v\subset B_{4\e}(\xi)\cap (\Re^{n+1}\backslashB_{3\e}(\xi))$,we have \dots\bigskip\noindent\bf6. Linear Functional Analysis\rm\smallskip\itemitem{p.\ 153.} (ii) $\langle x,y \rangle =\overline{\langle y,x\rangle}$\ (where \dots\smallskip\itemitem{p.\ 165.} {\bf Remarks.} \dots the regularity of weak solutions inChapter 8 using \dots\smallskip\itemitem{p.\ 166.}\hangindent=1in$$\int_\Omega(-\nu\nabla\vec u:\nabla \vec v+\vec f\cdot\vecv)\,dx=-\int_\Omega p\,\hbox{div}\vec v\,dx, \leqno(17)$$\smallskip\itemitem{p.\ 168.}\hangindent=1in$$ B_L(u,v)=\int_\Omega \left( \sum_{i,j=1}^na_{ij}(x){{\¦ u}\over {\¦ x_i}}{{\¦ v}\over {\¦ x_j}}\, - \, c(x)uv\right)\, dx\leqno(23)$$(and a similar summation sign is intended in the displayed equation after(25)).\smallskip\itemitem{p.\ 178.}Since $\|\nabla u\|_p\leq C\|u\|_{1,p}$, we obtain\dots\smallskip\itemitem{p.\ 179.}\hangindent=1in$$\eqalign{\int_{\bar B_{t\sigma}} |\nabla u(\bar z)|\,d\bar z&\leq \left(\int_{\bar B_{t\sigma}} d\bar z\right)^{1/p'}\left(\int_{\bar B_{t\sigma}} |\nabla u(\bar z)|^p\,d\barz\right)^{1/p}\cr&={\bar \o_n}^{1/p'}(t\sigma)^{n/p'}\left(\int_{\barB_{t\sigma}} |\nabla u(\bar z)|^p\,d\bar z\right)^{1/p},}$$and dominating the last term by $\|\nabla u\|_p$, we obtain$$\left|{1\over{\bar \o\sigma^n}}\int_{B_{\sigma}}u(z)\,dz-u(x)\right|\leq2\sigma^{1-{n\over p}}\, {\bar \o_n}^{-{1\over p}}\,\left(\int_0^1 t^{-{n\overp}}\,dt\right)\, \|\nabla u\|_p.$$\smallskip\itemitem{p.\ 180.} \dotswhere $C=4\,{\bar \o_n}^{-{1\over p}}\,\int_0^1 t^{-n/p}\, dt<\infty$ since$n/p<1$.\smallskip\itemitem{p.\ 182.}\hangindent=1in$$\|u\|_{3/2}\leq {1\over 3}\sum_{i=1}^3\|u_{x_i}\|_1\leq {1\over {\sqrt{3}}}\,\|\nabla u\|_1,$$\dots moreover, wehave explicitly found the constant $C(3,1)=1/\sqrt{3}$.$$\|\,|u|^r\,\|_{3/2}\leq{r\over\sqrt{3}}\|\,|u|^{r-1}\nabla u\,\|_1.$$$$\|\,|u|^r\,\|_{3/2}\leq{r\over\sqrt{3}}\|\,|u|^{r-1}\,\|_{p'}\,\|\nabla u\|_p\leqno(54)$$$$\left(\int|u|^{{3p}\over {3-p}}\,dx\right)^{2/3}\leq{{2p}\over {\sqrt{3}(3-p)}}\left(\int|u|^{{3p}\over{3-p}}\,dx\right)^{{p-1}\over p}\,\|\nabla u\|_p.$$$$\|u\|_q\leq {{2p}\over {\sqrt{3}(3-p)}}\|\nabla u\|_p\qquad \hbox{where} \quad q={{3p}\over {3-p}},$$which is the Sobolev inequality with $C(3,p)={{2p}\over{\sqrt{3}(3-p)}}$.\smallskip\itemitem{p.\ 183.} \dots with the value$C(n,p)={{p(n-1)}\over {\sqrt{n}(n-p)}}$.\eject\noindent\bf7. Differential Calculus Methods\rm\vglue 2pt\itemitem{p.\ 204.} \dots is a compact embedding by Corollary A \dots\vglue 2pt\itemitem{p.\ 207.}  Notice that thecoercive functional of Example 1 satisfies this condition \dots\vglue 2pt\itemitem{p.\ 208.} Exercise 8. (b)$(1+u_y^2)u_{xx}-2u_xu_yu_{xy}+(1+u_x^2)u_{yy}=0$\vglue 2pt\itemitem{p.\ 209.} Exercise 10. Show that the coercive functional of Example 1satisfies \dots.\vglue 2pt\itemitem{p.\ 216.} \dots this is called the \it maximin characterization\rm of the eigenvalues.\vglue 2pt\itemitem{} \qquad The monotonicity with respect to the domain does \it not \rm applyto Neumann eigenvalues; see Exercise 6 for a counterexample. However, the maximin  \dots\vglue 2pt\itemitem{p.\ 217.} Exercise 6. Let $\O$ be the square $\{(x,y): -1<x,y<1\}$and $\hat \O$ be the slitted circle $\{(r,\theta): 0\leq r<1,\ -\pi<\theta<\pi\}$.Although $\hat\O\subset\O$, show that the Neumann eigenvalues do \it not \rm satisfy$\mu_n(\hat\O)\geq\mu_n(\O)$ for all $n\geq 1$.\vglue 2pt\itemitem{} Exercise 8. $\Delta^2 u-\lambda u=0$\vglue 2pt\itemitem{p.\ 220.} \dots the \it perturbation theory \rm ofPDEs; i.e., if $F(0)=0$ and the \it linear \rm equation \dots\vglue 2pt\itemitem{p.\ 223.}\hangindent=1in$$F'(u)v=\hbox{div}\left({{\nabla v}\over{(1+|\nablau|^2)^{1/2}}}-{{(\nabla u\cdot\nabla v)\,\nabla u}\over{(1+|\nablau|^2)^{3/2}}}\right). \leqno(54)$$\vglue 2pt\itemitem{p.\ 224.} Exercise 4.(b) Use ${\cal T}_z x-{\cal T}_z y=\int_0^1{{d }\over{dt}}{\cal T}_z(y+t(x-y))\,dt = \int_0^1{\cal T}_z'(y+t(x-y))\,(x-y)\,dt$\bigskip\noindent\bf8. Linear Elliptic Theory\rm\vglue 2pt\itemitem{p.\ 226.}\hangindent=1in$$\eqalign{\langle u,&v\rangle_2=\int_{\T^n}\sum_{|\gamma|=2}D^{\gamma}uD^{\gamma}vdx+\langle u,v\rangle_1\cr&=(2\pi)^n \sum_\a\left(\a_1^4+\a_1^2\a_2^2+\a_2^4+\cdots+\a_n^4+|\a|^2+1\right)u_\a v_{-\a}\cr&\|u\|_2^2=(2\pi)^n \sum_\a(\a_1^4+\a_1^2\a_2^2+\a_2^4+\cdots+\a_n^4+|\a|^2+1)|u_\a|^2,}\leqno(6{\rm a})$$\vglue 2pt\itemitem{p.\ 232.} Exercise 4. (a) Determine the eigenvalues $\l$ forwhich\dots\vglue 2pt\itemitem{p.\ 236.}\hangindent=1in$$ \l^{-1}\int_\O\sum_{j,k}^n a_{jk}{{\partial u}\over{\partial x_j}}{{\partial u}\over{\partial x_k}}\,dx\leqno(37)$$\vglue 2pt\itemitem{p.\ 240.} Exercise 1.$\|\nabla u\|_{0;\O_1}^2\leqC\,\left(\|\D u\|_{0;\O}^2+\|u\|_{0;\O}^2\right)$\vglue 2pt\itemitem{} Exercise 5. \dots together imply $\partial u/\partial x_j\inH^k(\O)$.\vglue 2pt\itemitem{}Exercise 8. $$\|u\|_{2;\O}^2\leq\,C\,\left(\,\|\Du\|_{0;\O}^2+\|u\|_{1;\O}^2\,\right)\quad\hbox{valid for all}\ u\inH^{2}(\O).$$\vglue 2pt\itemitem{p.\ 241.}\dots apply the theorem to the inequality $L_0 u\geq -cu\geq 0$ which\dots\vglue 2pt\itemitem{p.\ 242.}\hangindent=1in$$\max_{x\in\overline\O}u(x)\leq\max_{x\in\¦ \O}u^+(x)\qquad\hbox{where}\; u^+(x)=\max(u(x),0).\leqno(49)$$\vglue 2pt\itemitem{p.\ 243.} {\it Delete:} notice that the maximum principle (applied to$-w$) shows $w(x)\geq N\geq 0$.\itemitem{} {\it Now reads:} \dots how to construct $w(x)$.Now let $v=u-w$. The calculation \dots\bigskip\noindent\bf9. Two Additional Methods\rm\smallskip\itemitem{p.\ 261.}\hangindent=1in$$\{\vec u,\vec w,\vec v\}=\int_\O(\vec u\cdot\nabla)\vec w\cdot\vec v\,dx\qquad\hbox{for}\ \vec u,\vec w,\vec v\in \tilde H_0^{1,2}(\O,\Re^n).\leqno(7{\rm a})$$\smallskip\itemitem{p.\ 269.} \dots which is a consequence of $\int_{{\bf R}^n}K(x,y,t)\,dy=1$,guarantees \dots\smallskip\itemitem{p.\ 281.} Exercise 6. (c) \dots $\beta_0=\lim_{t\to\infty}(\log\|S(t)\|)/t$.\bigskip\noindent\bf11. Linear and Nonlinear Diffusion\rm\smallskip\itemitem{p.\ 310.} A calculation shows $Lv-v_t=\exp(-Ar^2)[4A^2(x-\xi)^2-2aA-2bA(x-\xi)+c+2A(t-\t)]-c\exp(-A\e^2).$\dots achieve its maximum on $\partial B_\delta$, since $w(x_0,t_0)=\eta v(x_0,t_0)=0$.\smallskip\itemitem{p.\ 312.} 4. {\it Proof of (a).} \dots such that $u(x_0,t)<M$ for $t<t_1$,\dots\itemitem{} {\bf Corollary.} \dots \sl are nonnegative \dots\rm\smallskip\itemitem{p.\ 319.} {\it The proof of Theorem 4 should be replaced with thefollowing.}\hsize 5.5in\noindent\hangindent=1in\hskip 1in \bf Proof. \rm  The {\it Gagliardo-Nirenberg inequality} generalizes (35)of Chapter 6: $$\eqalign{\|u\|_{\ell,q}&\leqC\|u\|_{m,p}^\theta\|u\|_r^{1-\theta},\quad \hbox{for all}\ u\in H^{2,2}(\O),\\hbox{provided}\cr & \ell<m,\ \ell/m\leq\theta\leq 1,\ \hbox{and}\ \ell-{n\over q}<\theta(m-{n\over p})-(1-\theta){n\over r};}\leqno(18{\rm a})$$ for a proof of (18a) see [Friedman] (where the desired estimate is even provedwhen $\ell-{n\over q}\leq\theta(m-{n\over p})-(1-\theta){n\over r}$, provided$m-\ell-n/p\not\in{\bf N}$). Let $Y=H^{1,q}(\O)$, take $m=2=p=r$, anduse the elliptic estimate $\|u\|_{2,2}\leqC\|Au\|_2$ for $u\in D(A)$, to obtain $$\|u\|_Y\leqC\|Au\|_{2}^\theta\|u\|_2^{1-\theta},\quad\hbox{for all}\ u\in D(A). \leqno(18{\rm b})$$\hangindent=1in\hskip 1in Using Young's inequality, (18b) implies the existence of $K$ for which$$\eqalign{\|u\|_Y\leq &\e\,\|Au\|_2+K\,\e^{-\theta/(1-\theta)}\,\|u\|_2\quad\hbox{for all}\ \e>0\ \hbox{and}\ u\inD(A),\cr&\hbox{provided}\ 1/2\leq\theta\leq 1\ \hbox{and}\ 1-{n\over q}<2\theta-{n\over 2}.}\leqno(18{\rm c})$$\hangindent=1in\hskip 1in Another (more general) way of defining $A^{-\a}$ for $\a>0$ is inspired by theLaplace transform:$$A^{-\a}={1\over{\Gamma(\a)}}\int_0^\infty e^{-sA}s^{\a-1}\,ds.\leqno(19)$$Using (19), we may show that $A^{-\a}:Y\to Y$ is bounded when $\theta<\a\leq 1$; hence$X_\a\subset Y$ as claimed in (17a). In fact,$$\|A^{-\a}u\|_Y\leq{1\over{\Gamma(\a)}}\int_0^\delta\|e^{-sA}s^{\a-1}u\|_Y\,ds+\int_\delta^\infty\|e^{-sA}s^{\a-1}u\|_Y\,ds.$$Use (18c) with $\e=s^{1-\theta}$ and (44) of Section 9.2 to estimate$\|e^{-sA}s^{\a-1}u\|_Y$ by $C\,s^{\a-\theta-1}\|u\|_2$, which isintegrable near$s=0$ since $\a-\theta>0$; so the integral over $(0,\d)$ is bounded by$C\|u\|_2$,which in turn is bounded by $ C\|u\|_Y$ since $Y\subset L^2(\O)$. Since $e^{-sA}$is $\b$-contractive with $\b<0$, the integralover $(\d,\infty)$ is  bounded by $C\|u\|_Y$. Thus$\|A^{-\a}u\|_Y\leq C\|u\|_Y$.\hangindent=1in\hskip 1inThe proof of (17b) is similar; in fact, if $2\a>1$ and $m=0$, then(17a) may be used to obtain (17b).$\spadesuit$\hsize 6.5in\smallskip\itemitem{p.\ 324.} For convenience, let us assume $\int_\O\,dx=1$,and use the Poincar\'e inequality to conclude $$V(t)=\dots\qquad\qquad\qquad\dots \geq(k-\e)\|u\|_{1,2}^2-C_\e.$$\smallskip\itemitem{p.\ 325.} \par\hsize 5.5in\hangindent=1in\noindent\hskip 1inTaking $\e=k/2$, we obtain$$\|u\|_{1,2}^2\leq {2\over k}(V(t)+C).\leqno(29)$$ \dots the desired bound (24) with $K(t)\equiv 2k^{-1}(V(0)+C)$, \dots\smallskip\itemitem{p.\ 326.} {\it Between (35) and (36):} Integrating, we obtain\bigskip\noindent\bf13. Nonlinear Elliptic Equations\rm\smallskip\itemitem{p.\ 364.} Moreover, $G_w(\l_*,0,0)\colon w\to Lw+QH_u(\l_*,0)w=Lw$,since $H(\l,u)=F(\l,u)-Lu$ implies $H_u(\l_*,0)=F_u(\l_*,0)-L=0$.\smallskip\itemitem{p.\ 369.} {\it After (29), delete} If we take \dots {\it and substitute :}\par \hangindent=1in\noindent\hskip 1inWithout loss of generality, wemay assume$g\equiv 0$ in (13); this is achieved by the substitution $v=u-g$, where $g$ has beenextended to $\overline{\O}$. Then $\Delta v=f(x,v+g)+\D g\equiv\tilde f(x,v)$, where$\tilde f$ is again uniformly bounded.\hangindent=1in\hskip 1in With $g\equiv 0$ in (13), we may take $u_{\pm}\inC^{\infty}(\overline\O)$ to be solutions of$$\left\{\eqalign{\D u&=\mp M \qquad\hbox{in}\ \O\cru&=0 \qquad\hbox{on}\ \¦ \O.}\right.$$  By the maximum principle, $u_+\geq 0\geq u_-$, sothat Theorem 1 implies that we have a solution$u\in C^{2,\a}(\overline\O)$ of (13) with $g\equiv 0$. This yields the followingresult (for general $g$): \smallskip\hangindent=1in\noindent\hskip 1in \bf Theorem 2. \sl If $f(x,u)$ satisfies (16) and(29), and $g(x)$ satisfies (18),then there is a solution $u\in C^{2,\a}(\overline\O)$ of (13). \rm\smallskip\itemitem{p.\ 370.} {\it Before (32):} so that (13) with $g\equiv 0$ may be written\smallskip\itemitem{} {\it After (34):} \par \hangindent=1in\noindent\hskip 1inA solution of (13) with $g\equiv 0$ and $f$satisfying (30) must satisfy the same equation with $f$ replaced by $f_0$. But wemay then apply Theorem 2. Since $f(x,u)$ satisfies (30) if and only if $\tildef(x,u)\equiv f(x,u+g)+\D g$ does, we may extend this solvability to $g\not\equiv 0$:\smallskip\hangindent=1in\noindent\hskip 1in\bf Theorem 3. \sl Suppose $f(x,u)$ satisfies (16)and (30), and $g$ satisfies (18). Then (13) admits a unique solution $u\inC^{2,\a}(\overline\O)$. \rm%%%%%%%%%%%%%%%%%%%%%%%\bigskip\noindent\bfHints and Solutions for Selected Exercises\rm\smallskip\noindent\hskip.1inSection 1.1\itemitem{4.} (a) $u(x,y)={1\over 2}y^2+x^2e^{-2y}$ exists for all $x,y$.\itemitem{5.} (a) $u(x,y,z)=h(xe^{-z},ye^{-z})e^z$ exists for all $x,y,z$.\itemitem{6.} (a) $u(x,y)=(3y+1)^{1/3}$.\itemitem{7.} (a) $u=f((x+u)/(y+u))$, (b) $u=yf(x^2y+y^3+u^2y)$.\smallskip\noindent\hskip.1inSection 1.2\itemitem{3.} The shock curve is given by $x=\xi(y)=1-(1+u_0y)^{1/2}$. The solution is$u(x,y)=0$ for $x<\xi(y)$, and $u(x,y)=u_0(x-1)/(1+u_0y)$ for $x>\xi(y)$.\itemitem{7.} (b) Assuming a car has length $\ell$, then $\rho(x,0)=1/\ell$for$|x-x_0|\leq\ell/2$, $\rho(x,0)=0$ for $|x-x_0|>\ell/2$ describes a singlecar with midpoint at $x_0$. (One could also use a point-mass model fortraffic flow, in which case $\rho(x,0)=\delta_{x_0}(x)$, using the deltafunction of Section 2.3.)\itemitem{8.} The shock curve is $x = \xi(t) = -{1\over 2}\,ct$. (See abovecorrection for p.\ 29.)\smallskip\noindent\hskip.1inSection 1.3\itemitem{2.} $u(x,y)=\pm y+{1\over 2}(1-x^2)$.\itemitem{3.} It is possible to solve the equation if $0<a\leq {1\over 4}$. If$0<a<{1\over 4}$, then there are two solutions:$u(x,y)=(\sqrt{a}x\pm{\sqrt{1-4a}\over 2}y)^2$. But, for $a={1\over 4}$, thereis a unique solution $u(x,y)={1\over 4}x^2$.\smallskip\noindent\hskip.1inSection 2.1\itemitem{5.}The solution itself is a polynomal (which converges everywhere):$$u(x,t)=\sum_{j,k=0}^{2j+k=n}{{(2j+k)!}\over{j!k!}}a_{2j+k}t^jx^k.$$\smallskip\noindent\hskip.1inSection 2.2\itemitem{2.} {(a) $u(x,y) = f(y-x-\cos(x)) + g(y+x-\cos(x))$.}\itemitem{6.} $u_1(x,t)=x+5t$, $u_2(x,t)=-4t$.\itemitem{7.} (a) decouples, but (b) does not.\itemitem{8.} Let $\mu=x-{t\over{\sqrt{LC}}}$, $\eta=x+{t\over{\sqrt{LC}}}$, and $k=R/L$. Then$I(x,t)={1\over 2}[I_0(\mu)+I_0(\eta)+\sqrt{C\over L}V_0(\mu)-\sqrt{C\over L}V_0(\eta)]e^{-kt}$, and$V(x,t)={1\over 2}[\sqrt{L\over C}I_0(\mu)-\sqrt{L\over C}I_0(\eta)+ V_0(\mu)+V_0(\eta)]e^{-kt}$.\smallskip\noindent\hskip.1inSection 2.3\itemitem{1.} {(a) $L^*v = \sum_{|\a|\leq m}(-1)^{|\alpha|} \,D^\alpha(\overline{a}_{\alpha} v)$.}\itemitem{}{(b) $L^*\vec v = \sum_{|\a|\leq m}(-1)^{|\alpha|} \,D^\alpha(\overline{a}_{\alpha}^T\vec v)$, where$\overline{a}_{\alpha}^T$ denotes the conjugate transpose matrix for$a_\a$.}\itemitem{3.}{(a) \dots a weak solution if$\int_\Omega f(\mu)\,v_\eta(\mu,\eta)\,d\mu\,d\eta = 0$ for all \dots}\quad{(c) No.}\itemitem{5.} {(b) \dots extra assumptions on the coefficients $a_k$.}\itemitem{6.} {(a) \dots Use this fact to conclude $|f\astg(y) - f\ast g(x)| \leq \epsilon\,\int|g(z)|\,dz$, whenever \dots}\itemitem{}{ (b)Consider the distribution $G=\delta'$ on ${\bf R}^1$ and the function$f(x)=|x|$. }\itemitem{7.}{(b) $\langle a\partial_\nu \delta_\Gamma,v\rangle = -\int_\Gamma\ \nabla (a(z) v(z)) \cdot \nu(z)\,dz$.}\itemitem{8.} {Use the mean value theorem.}\itemitem{10.} {(a) Use $e^{-ax}$ as an integrating factor.}\itemitem{11.} {(a) Apply the Lemma of this section to show that $u\in C({\bf R})$.}{ (b)  Write $u(x)={1\over 2}\int_{-\infty}^x(x-y)f(y)\,dy+{1\over 2}\int_x^{\infty}(y-x)f(y)\,dy$, and show$h^{-1}[u(x+h)-u(x)]\to{1\over 2}\int_{-\infty}^xf(y)\,dy-{1\over2}\int_x^\infty f(y)\,dy.$ Finally, use the hypotheses on $f$ to verify$u'\in C(\Re)$.}{ (c) Use (b) to compute $u''$.}\itemitem{12.} {(a) Use $u=u_p+u_h$ to find$u(x)=u_0-{1\over 2}\int_0^\infty |y|f(y)\,dy+(u_0'+{1\over 2}\int_0^\infty f(y)\,dy)x+{1\over 2}\int_0^\infty|x-y|f(y)\,dy$.}\itemitem{13.} {(b) Use $v_{tt}-c^2 v_{xx}=-4c^2 v_{\mu\eta}$.One fundamentalsolution is$F_1(x,t)=(2c)^{-1}H(ct+x)H(ct-x)$, having support in$-ct<x<ct$ and $t>0$.} (See above correctionfor p.\ 72.)\smallskip\noindent\hskip.1inSection 3.1\itemitem{1.} (a) $u(x,t)=x^3+3c^2xt^2+c^{-1}\sin(x)\sin(ct)$.\itemitem{2.} The Fourier series solution is  $$u(x,t) ={2\over\pi}\sum_{n=1}^\infty {1-\cos(n\pi) \over {n^2}}\,\sin(nx)\,\sin(nt).$$   \itemitem{3.} {(a) The Fourier series solution is$$u(x,t) = {\pi\over 2} + {2\over \pi}\sum_{k=1}^\infty {1 \overk^2}\,[\cos(k\pi)-1]\,\cos(kx)\,\sin(kt).$$(b) Use the parallelogram rule for $u_x$ in $R_1$ and $R_2$. The solutionis \it not \rm unique; it may be $C^0$, but it is \it not \rm $C^1$.}\itemitem{4.} {Show that the solution given by d'Alembert'sformula satisfies the boundary condition $u(0,t)=0$.}\itemitem{7.} {The solution is given by (9) with $L=\pi$. }{(a)$a_n(t)=c_n\sin\l_nt+d_n\cos\l_nt$ where $\l_n=(c^2n^2+m^2)^{1/2}$. }{(b) If$c^2<m^2$, then $a_1(t)$ is either trivial, or unbounded.}\smallskip\noindent\hskip.1inSection 3.2\itemitem{1.} {(a) $|\a|^2=c^{-2}$.}{ (b) $\nabla g(x)=\a F'(\a\cdot x)=-\ah(x)$.}{ (c) $u(x,t) = 1 + x_1 - x_2 \pm c\sqrt{2}\,t$.}\itemitem{2.} \dots and we can solve it by (39).\itemitem{5.} {Let $u(x_1,x_2,x_3,t) = \cos({m\over c}x_3)\,v(x_1,x_2,t)$, andshow $u$ satisfies a three-dimensional wave equation with initialconditions.  Compute $u$ from (37), and then use this to compute $v$.(See above correction for p.\ 90.)}\itemitem{6.}{ (b) No. This is aconsequence of Huygen's principle, and may be proved by using (39).}\smallskip\noindent\hskip.1inSection 3.3\itemitem{1.} {Use energy as a measure of the solution, and show a smallchange in the Cauchy data (on a compact set) results in only a small changeat a later time.}\itemitem{2.} {Differentiate ${\cal E}_\O(t)$ with respect to $t$, and then usethe boundary condition to show $\int_\O\sum u_{x_i}u_{x_it}\,dx=-\int_\Ou_t\D u\,dx$.}\itemitem{4.} {(a) The energy integral is ${\cal E}(t) = \int (|u_t|^2 +c^2|\nabla u|^2 + q(x)\,u^2)\,dx$, and may be used to define global andlocal energy.  (b) Duplicate the proof of Theorem 2 for the energy definedabove.}\smallskip\noindent\hskip.1inSection 3.4\itemitem{5.} $\pm\sqrt{k^2+\l}g'(x)=h(x)$.\smallskip\noindent\hskip.1inSection 4.1\itemitem{2.} {You should get a series of the form $a_oy+\sum_{k=1}^\inftya_k\,\cos(kx)\,\sinh(ky)$.}\itemitem{3.} {Let $w=u_1-u_2$ and use $\int_\O|\nabla w|^2\,dx=\int_{\partial\O}w{{\partial w}\over{\partial\nu}}\,dS$.}\itemitem{4.} {(b) Consider$u(r,\theta)=r(a\cos\theta+b\sin\theta)$.}\itemitem{5.} Use (9) with either Dirichlet or Neumann boundary condition toconclude $\int(qu^2+|\nabla u|^2)\,dx=0$.\itemitem{8.} { Let $v(x) = \exp(-\alpha|x-x_1|^2) - \exp(-\alpha\epsilon^2)$for $x\in B_\e(x_1)$ where $\a>0$. For $\a$ sufficiently large, show that$\D v<0$ in $B_{\e/2}(x_0)$. For $\eta>0$ sufficiently small, show $u+\etav\leq u(x_0)$ on $B_\e(x_1)\cap B_{\e/2}(x_0)$. Conclude that $\¦ (u+\etav)/\¦ \nu\geq 0$ at $x_0$. Compute $\¦ v/\¦ \nu$ at $x_0$.}\smallskip\noindent\hskip.1inSection 4.2\itemitem{7.} {Define $\tilde u(x_1,\cdots,x_n)$ by $\tildeu(x_1,\dots,x_n) = -u(x_1,\dots,-x_n)$ if$x_n \leq 0$ and $\tilde u =u$ if $x_n \geq 0$.  Show \dots.}\itemitem{12.} Use $n^k=(1+\cdots 1)^k=\sum_{|\a|=k}(|\a|!/\a!)$to show $|\a|!\leq n^{|\a|}\a!$ for each $\a=(\a_1,\dots,\a_n)$.\smallskip\noindent\hskip.1inSection 5.2\itemitem{1.} {(a) Direct calculations. (b) and (c) Use the substitution$z=(x-y)/2\sqrt{t}$. (d) Write $u(x,t)-g(x)=\int K(x,y,t)(g(y)-g(x))\,dy$and imitate the proof of Theorem 3 in Section 4.2.}\smallskip\noindent\hskip.1inSection 7.2\itemitem{6.} For $\hat \O$ you will encounter the half-integralBessel function $J_{1/2}(z)=({2\over{\pi z}})^{1/2}\sin z$.\smallskip\noindent\hskip.1inSection 7.3\itemitem{7.} {Show $\langle F'(u)v,\phi\rangle=-\int_\O {{\nabla v\cdot\nabla\phi}\over{(1+|\nabla u|^2)^{1/2}}}\,dx+\int_\O{{(\nabla u\cdot\nabla v)\,(\nabla u\cdot\nabla \phi)}\over{(1+|\nablau|^2)^{3/2}}}\,dx.$ }\smallskip\noindent\hskip.1inSection 9.2\itemitem{1.} (b) $\dot{\cal E}(t)=\dot{y}\,\ddot{y}+ky\dot{y}=-c\dot{y}^2. $\itemitem{} (c) With $\mu=\sqrt{4k-c^2}/ 2$,$${\bf x}(t)=\pmatrix{y\cr{\dot{y}}\cr}=e^{-ct/2}\pmatrix{{c\over{2\mu}}\sin\mu t+\cos \mu t&{1\over\mu}\sin\mu t\cr-{k\over\mu}\sin\mu t & -{c\over{2\mu}}\sin\mu t+\cos\mu t\cr}{\bf x_0}$$\itemitem{} (d) $${\bf x}(t)=e^{-ct/2}\pmatrix{1+{c\over 2}t& t\cr -kt & 1-{c\over 2}t\cr}{\bf x_0}$$\smallskip\noindent\hskip.1inSection 11.3\itemitem{2.} \dots at least by $t=2/\sqrt{\e}$.\bigskip\noindent\bfReferences\rm\smallskip\itemitem{p.\ 412.}[Kevorkian]\  J.\ Kevorkian, \it Partial Differential Equations:Analytical Solution Techniques\rm , Wads\-worth \& Brooks/Cole,1990.\bigskip\noindent\bfIndex\rm\smallskip\itemitem{p.\ 418.}\noindentPohozaev's identity, 379\vfill\eject\bye
