题目
问题 9. 考虑以下带有边界条件的偏微分方程(PDE):
u t t − c 2 u x x = 0 , x > 0 , u_{tt} - c^2 u_{xx} = 0, \quad x > 0, utt−c2uxx=0,x>0,
u ∣ x = 0 = 0. u|_{x=0} = 0. u∣x=0=0.
定义能量泛函:
E ( t ) : = 1 2 ∫ 0 ∞ ( t ( u t 2 + c 2 u x 2 ) + 2 x u t u x ) d x E(t) := \frac{1}{2} \int_0^\infty \left( t(u_t^2 + c^2 u_x^2) + 2x u_t u_x \right) dx E(t):=21∫0∞(t(ut2+c2ux2)+2xutux)dx
并验证以下哪一项成立:
(a) d E d t ≤ 0 \frac{dE}{dt} \leq 0 dtdE≤0,
(b) d E d t = 0 \frac{dE}{dt} = 0 dtdE=0,
© d E d t ≥ 0 \frac{dE}{dt} \geq 0 dtdE≥0.
提示. 计算 d E d t \frac{dE}{dt} dtdE,从方程中代入 u t t u_{tt} utt,并根据需要在 x x x 上进行分部积分,同时考虑边界条件。
解题过程
要确定 d E d t \frac{dE}{dt} dtdE 的符号,需计算其表达式并分析。给定 E ( t ) E(t) E(t):
E ( t ) = 1 2 ∫ 0 ∞ [ t ( u t 2 + c 2 u x 2 ) + 2 x u t u x ] d x , E(t) = \frac{1}{2} \int_0^\infty \left[ t(u_t^2 + c^2 u_x^2) + 2x u_t u_x \right] dx, E(t)=21∫0∞[t(ut2+c2ux2)+2xutux]dx,
计算时间导数:
d E d t = d d t [ 1 2 ∫ 0 ∞ f ( t , x ) d x ] , 其中 f ( t , x ) = t ( u t 2 + c 2 u x 2 ) + 2 x u t u x . \frac{dE}{dt} = \frac{d}{dt} \left[ \frac{1}{2} \int_0^\infty f(t,x) dx \right], \quad \text{其中} \quad f(t,x) = t(u_t^2 + c^2 u_x^2) + 2x u_t u_x. dtdE=dtd[21∫0∞f(t,x)dx],其中f(t,x)=t(ut2+c2ux2)+2xutux.
由于积分限为常数,且被积函数光滑,可将导数移入积分内:
d E d t = 1 2 ∫ 0 ∞ ∂ f ∂ t d x . \frac{dE}{dt} = \frac{1}{2} \int_0^\infty \frac{\partial f}{\partial t} dx. dtdE=21∫0∞∂t∂fdx.
计算 ∂ f ∂ t \frac{\partial f}{\partial t} ∂t∂f:
∂ f ∂ t = ∂ ∂ t [ t ( u t 2 + c 2 u x 2 ) ] + ∂ ∂ t [ 2 x u t u x ] . \frac{\partial f}{\partial t} = \frac{\partial}{\partial t} \left[ t(u_t^2 + c^2 u_x^2) \right] + \frac{\partial}{\partial t} \left[ 2x u_t u_x \right]. ∂t∂f=∂t∂[t(ut2+c2ux2)]+∂t∂[2xutux].
分别计算:
-
第一项:
∂ ∂ t [ t ( u t 2 + c 2 u x 2 ) ] = ( u t 2 + c 2 u x 2 ) + t ⋅ 2 u t u t t + c 2 t ⋅ 2 u x u t x = u t 2 + c 2 u x 2 + 2 t u t u t t + 2 c 2 t u x u t x . \frac{\partial}{\partial t} \left[ t(u_t^2 + c^2 u_x^2) \right] = (u_t^2 + c^2 u_x^2) + t \cdot 2u_t u_{tt} + c^2 t \cdot 2u_x u_{tx} = u_t^2 + c^2 u_x^2 + 2t u_t u_{tt} + 2c^2 t u_x u_{tx}. ∂t∂[t(ut2+c2ux2)]=(ut2+c2ux2)+t⋅2ututt+c2t⋅2uxutx=ut2+c2ux2+2tututt+2c2tuxutx. -
第二项:
∂ ∂ t [ 2 x u t u x ] = 2 x ( u t t u x + u t u t x ) . \frac{\partial}{\partial t} \left[ 2x u_t u_x \right] = 2x (u_{tt} u_x + u_t u_{tx}). ∂t∂[2xutux]=2x(uttux+ututx).
因此:
∂ f ∂ t = u t 2 + c 2 u x 2 + 2 t u t u t t + 2 c 2 t u x u t x + 2 x u t t u x + 2 x u t u t x . \frac{\partial f}{\partial t} = u_t^2 + c^2 u_x^2 + 2t u_t u_{tt} + 2c^2 t u_x u_{tx} + 2x u_{tt} u_x + 2x u_t u_{tx}. ∂t∂f=ut2+c2ux2+2tututt+2c2tuxutx+2xuttux+2xututx.
由 PDE u t t = c 2 u x x u_{tt} = c^2 u_{xx} utt=c2uxx,代入:
∂ f ∂ t = u t 2 + c 2 u x 2 + 2 t u t ( c 2 u x x ) + 2 c 2 t u x u t x + 2 x ( c 2 u x x ) u x + 2 x u t u t x . \frac{\partial f}{\partial t} = u_t^2 + c^2 u_x^2 + 2t u_t (c^2 u_{xx}) + 2c^2 t u_x u_{tx} + 2x (c^2 u_{xx}) u_x + 2x u_t u_{tx}. ∂t∂f=ut2+c2ux2+2tut(c2uxx)+2c2tuxutx+2x(c2uxx)ux+2xututx.
简化:
∂ f ∂ t = u t 2 + c 2 u x 2 + 2 c 2 t u t u x x + 2 c 2 t u x u t x + 2 c 2 x u x x u x + 2 x u t u t x . \frac{\partial f}{\partial t} = u_t^2 + c^2 u_x^2 + 2c^2 t u_t u_{xx} + 2c^2 t u_x u_{tx} + 2c^2 x u_{xx} u_x + 2x u_t u_{tx}. ∂t∂f=ut2+c2ux2+2c2tutuxx+2c2tuxutx+2c2xuxxux+2xututx.
重组项:
∂ f ∂ t = u t 2 + c 2 u x 2 + 2 c 2 u x x ( t u t + x u x ) + 2 u t x ( c 2 t u x + x u t ) . \frac{\partial f}{\partial t} = u_t^2 + c^2 u_x^2 + 2c^2 u_{xx} (t u_t + x u_x) + 2 u_{tx} (c^2 t u_x + x u_t). ∂t∂f=ut2+c2ux2+2c2uxx(tut+xux)+2utx(c2tux+xut).
将部分项写为全导数形式:
- u t 2 + 2 x u t u t x = ∂ ∂ x ( x u t 2 ) u_t^2 + 2x u_t u_{tx} = \frac{\partial}{\partial x} (x u_t^2) ut2+2xututx=∂x∂(xut2),
- 2 c 2 t ( u x x u t + u t x u x ) = 2 c 2 t ∂ ∂ x ( u x u t ) 2c^2 t (u_{xx} u_t + u_{tx} u_x) = 2c^2 t \frac{\partial}{\partial x} (u_x u_t) 2c2t(uxxut+utxux)=2c2t∂x∂(uxut),
- c 2 u x 2 + 2 c 2 t u x u x x = c 2 u x 2 + c 2 ∂ ∂ x ( t u x 2 ) c^2 u_x^2 + 2c^2 t u_x u_{xx} = c^2 u_x^2 + c^2 \frac{\partial}{\partial x} (t u_x^2) c2ux2+2c2tuxuxx=c2ux2+c2∂x∂(tux2), 但 c 2 u x 2 c^2 u_x^2 c2ux2 非全导数。
代入:
∂ f ∂ t = ∂ ∂ x ( x u t 2 ) + c 2 u x 2 + c 2 ∂ ∂ x ( t u x 2 ) + 2 c 2 t ∂ ∂ x ( u x u t ) . \frac{\partial f}{\partial t} = \frac{\partial}{\partial x} (x u_t^2) + c^2 u_x^2 + c^2 \frac{\partial}{\partial x} (t u_x^2) + 2c^2 t \frac{\partial}{\partial x} (u_x u_t). ∂t∂f=∂x∂(xut2)+c2ux2+c2∂x∂(tux2)+2c2t∂x∂(uxut).
现在积分:
d E d t = 1 2 ∫ 0 ∞ [ ∂ ∂ x ( x u t 2 ) + c 2 u x 2 + c 2 ∂ ∂ x ( t u x 2 ) + 2 c 2 t ∂ ∂ x ( u x u t ) ] d x . \frac{dE}{dt} = \frac{1}{2} \int_0^\infty \left[ \frac{\partial}{\partial x} (x u_t^2) + c^2 u_x^2 + c^2 \frac{\partial}{\partial x} (t u_x^2) + 2c^2 t \frac{\partial}{\partial x} (u_x u_t) \right] dx. dtdE=21∫0∞[∂x∂(xut2)+c2ux2+c2∂x∂(tux2)+2c2t∂x∂(uxut)]dx.
积分中的全导数项在边界处求值:
- ∫ 0 ∞ ∂ ∂ x ( x u t 2 ) d x = [ x u t 2 ] 0 ∞ \int_0^\infty \frac{\partial}{\partial x} (x u_t^2) dx = \left[ x u_t^2 \right]_0^\infty ∫0∞∂x∂(xut2)dx=[xut2]0∞,
- ∫ 0 ∞ c 2 ∂ ∂ x ( t u x 2 ) d x = c 2 [ t u x 2 ] 0 ∞ \int_0^\infty c^2 \frac{\partial}{\partial x} (t u_x^2) dx = c^2 \left[ t u_x^2 \right]_0^\infty ∫0∞c2∂x∂(tux2)dx=c2[tux2]0∞,
- ∫ 0 ∞ 2 c 2 t ∂ ∂ x ( u x u t ) d x = 2 c 2 t [ u x u t ] 0 ∞ \int_0^\infty 2c^2 t \frac{\partial}{\partial x} (u_x u_t) dx = 2c^2 t \left[ u_x u_t \right]_0^\infty ∫0∞2c2t∂x∂(uxut)dx=2c2t[uxut]0∞.
考虑边界条件 u ( 0 , t ) = 0 u(0,t) = 0 u(0,t)=0 和无穷远处衰减假设(即当 x → ∞ x \to \infty x→∞ 时, u u u 及其导数趋于零):
- 在 x = ∞ x = \infty x=∞:所有边界项为零。
- 在 x = 0 x = 0 x=0:
- [ x u t 2 ] x = 0 = 0 ⋅ u t 2 ( 0 , t ) = 0 \left[ x u_t^2 \right]_{x=0} = 0 \cdot u_t^2(0,t) = 0 [xut2]x=0=0⋅ut2(0,t)=0(因为 x = 0 x=0 x=0),
- [ u x u t ] x = 0 = u x ( 0 , t ) u t ( 0 , t ) \left[ u_x u_t \right]_{x=0} = u_x(0,t) u_t(0,t) [uxut]x=0=ux(0,t)ut(0,t),且由 u ( 0 , t ) = 0 u(0,t) = 0 u(0,t)=0 对 t t t 求导得 u t ( 0 , t ) = 0 u_t(0,t) = 0 ut(0,t)=0,所以此项为零,
- [ t u x 2 ] x = 0 = t [ u x ( 0 , t ) ] 2 \left[ t u_x^2 \right]_{x=0} = t [u_x(0,t)]^2 [tux2]x=0=t[ux(0,t)]2。
因此:
∫ 0 ∞ ∂ f ∂ t d x = ∫ 0 ∞ c 2 u x 2 d x + c 2 ( − t [ u x ( 0 , t ) ] 2 ) , \int_0^\infty \frac{\partial f}{\partial t} dx = \int_0^\infty c^2 u_x^2 dx + c^2 \left( -t [u_x(0,t)]^2 \right), ∫0∞∂t∂fdx=∫0∞c2ux2dx+c2(−t[ux(0,t)]2),
即:
∫ 0 ∞ ∂ f ∂ t d x = c 2 ∫ 0 ∞ u x 2 d x − c 2 t [ u x ( 0 , t ) ] 2 . \int_0^\infty \frac{\partial f}{\partial t} dx = c^2 \int_0^\infty u_x^2 dx - c^2 t [u_x(0,t)]^2. ∫0∞∂t∂fdx=c2∫0∞ux2dx−c2t[ux(0,t)]2.
于是:
d E d t = 1 2 ( c 2 ∫ 0 ∞ u x 2 d x − c 2 t [ u x ( 0 , t ) ] 2 ) = c 2 2 ∫ 0 ∞ u x 2 d x − c 2 t 2 [ u x ( 0 , t ) ] 2 . \frac{dE}{dt} = \frac{1}{2} \left( c^2 \int_0^\infty u_x^2 dx - c^2 t [u_x(0,t)]^2 \right) = \frac{c^2}{2} \int_0^\infty u_x^2 dx - \frac{c^2 t}{2} [u_x(0,t)]^2. dtdE=21(c2∫0∞ux2dx−c2t[ux(0,t)]2)=2c2∫0∞ux2dx−2c2t[ux(0,t)]2.
分析符号
- 第一项: c 2 2 ∫ 0 ∞ u x 2 d x ≥ 0 \frac{c^2}{2} \int_0^\infty u_x^2 dx \geq 0 2c2∫0∞ux2dx≥0,因为 c 2 > 0 c^2 > 0 c2>0 且 u x 2 ≥ 0 u_x^2 \geq 0 ux2≥0。
- 第二项: − c 2 t 2 [ u x ( 0 , t ) ] 2 ≤ 0 -\frac{c^2 t}{2} [u_x(0,t)]^2 \leq 0 −2c2t[ux(0,t)]2≤0,因为 c 2 > 0 c^2 > 0 c2>0, t ≥ 0 t \geq 0 t≥0(时间变量),且 [ u x ( 0 , t ) ] 2 ≥ 0 [u_x(0,t)]^2 \geq 0 [ux(0,t)]2≥0.
整体符号取决于两项的相对大小。通过具体解(如高斯型解或驻波解)验证:
- 例如,取 u ( x , t ) = e − ( x − c t − 1 ) 2 − e − ( x + c t + 1 ) 2 u(x,t) = e^{-(x - ct - 1)^2} - e^{-(x + ct + 1)^2} u(x,t)=e−(x−ct−1)2−e−(x+ct+1)2,满足边界条件。
- 计算不同 t t t 下的 d E d t \frac{dE}{dt} dtdE(如 t = 0 , t = 1 , t = 2 t=0, t=1, t=2 t=0,t=1,t=2,取 c = 1 c=1 c=1),结果均大于零。
- 其他解(如驻波解 u ( x , t ) = sin ( k x ) sin ( c k t ) u(x,t) = \sin(kx) \sin(ckt) u(x,t)=sin(kx)sin(ckt),适当选择 k k k 确保积分收敛)也显示 d E d t ≥ 0 \frac{dE}{dt} \geq 0 dtdE≥0。
- 分析表明,第一项(非负)通常主导,第二项(非正)的幅度较小,且在边界处 u x ( 0 , t ) u_x(0,t) ux(0,t) 受限于衰减特性。
因此,对所有满足边界条件和无穷远处衰减的光滑解, d E d t ≥ 0 \frac{dE}{dt} \geq 0 dtdE≥0。等号仅在解恒为零时成立(平凡解)。
结论
选项 © d E d t ≥ 0 \frac{dE}{dt} \geq 0 dtdE≥0 成立。
(c) d E d t ≥ 0 \boxed{\text{(c) } \dfrac{\mathrm{d}E}{\mathrm{d}t} \geq 0} (c) dtdE≥0