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      1 \include{preamble.tex}
      2 
      3 \begin{document}
      4 \maketitle
      5 \tableofcontents
      6 
      7 \section{Sheet 3}
      8 \subsection{Problem 8}
      9 Let us look at functions $f: \mathcal{D} \mapsto \mathbb{R}$ that show
     10 boundary layer behavior at the following manifolds.
     11 
     12 The \textbf{first} for $\mathcal{D} = \mathbb{R}^2$ and $S = \{0\}$ we have a
     13 function e.g.
     14 \begin{align}
     15     f_{\eps}(x, y) = e^{-\frac{x}{\eps}} + y,
     16 \end{align}
     17 with the reduced equation
     18 \begin{align}
     19     \lim_{\eps \rightarrow 0} f_{\eps}(x, y) =
     20     \begin{cases}
     21         y \;\;\;\;\;\;\;\;\;\; x > 0\\
     22         1+y \;\;\;\; x = 0\\
     23     \end{cases}
     24 \end{align}
     25 
     26 The \textbf{second} example is $\mathcal{D} = \mathbb{R}^n$ and $S = \{|x| = 1\}$.
     27 \begin{align}
     28     f_\eps(x_1,\dots,x_n) = \tanh\left(\frac{|x| - 1}{\eps} \right),
     29 \end{align}
     30 with the reduced equation
     31 \begin{align}
     32     \lim_{\eps \rightarrow 0} f_{\eps}(x_1,\dots, x_n) =
     33     \begin{cases}
     34         -1 \;\;\;\; |x| < 0\\
     35         1  \;\;\;\;\;\;\; |x| > 0\\
     36     \end{cases}
     37 \end{align}
     38 
     39 The \textbf{third} example is $\mathcal{D} = \mathbb{R}^3$ and $S = \{x_1 =
     40 1\}$
     41 \begin{align}
     42     f_\eps(x_1, x_2, x_3) = \tanh\left(\frac{x_1 - 1}{\eps}\right)+x_2x_3
     43 \end{align}
     44 with the reduced equation
     45 \begin{align}
     46     \lim_{\eps \rightarrow 0} f_{\eps}(x_1,x_2,x_3) =
     47     \begin{cases}
     48         -1 + x_2x_3 \;\;\;\; x_1 < 0\\
     49         1 + x_2x_3 \;\;\;\;\;\;\; x_1 > 0\\
     50     \end{cases}
     51 \end{align}
     52 \subsection{Problem 9}
     53 Consider a linear BVP
     54 \begin{align}
     55     Lu := -\eps u'' + b(x)u' + c(x)u = f(x),\\
     56     u(0) = u(1) = 0,
     57 \end{align}
     58 for $0 < \eps \ll \eps_0$ and $b, c, f \in C([0,1])$ with the conditions
     59 \begin{align}
     60     c(x) \geq 0, \qquad b(x) \geq \beta > 0 \qquad x\in[0, 1]
     61 \end{align}
     62 We are to show that for all $x\in[0, 1)$ the reduced solution $u_0$ of the
     63 above BVP satisfies
     64 \begin{align}
     65     \lim_{\eps \rightarrow 0} u_\eps(x) = u_0(x)))),
     66 \end{align}
     67 where the reduced solution $u_0$ is the solution to the following
     68 differential equation
     69 \begin{align}
     70     b(x)u' + c(x)u = f(x), \quad u(0) = 0.
     71 \end{align}
     72 The hint was given: Set
     73 \begin{align}
     74     w_1(x) = e^{\beta x} \quad w_2(x) = e^{-\beta\frac{1-x}{\eps}},
     75 \end{align}
     76 such that $Lw_1 \geq \gamma > 0$ for some suitable $\gamma$ and $Lw_2 \geq
     77 0$. Then for
     78 \begin{align}
     79     v = \pm (u_\eps - u_0), \qquad w = A\eps w_1 + B\eps w_2,
     80 \end{align}
     81 for some suitable $A, B$. The following comparison principal is applicable:
     82 IF
     83 \begin{align}
     84     &Lv(x) \leq Lw(x) \quad \forall x \in (0, 1) \label{eq:cond1}\\
     85     &v(0) \leq w(0)  \label{eq:cond2}\\
     86     &v(1) \leq w(1) \label{eq:cond3}\\
     87 \end{align}
     88 then
     89 \begin{align}
     90     \Longrightarrow v(x) \leq w(x) \quad \forall x\in(0, 1)
     91 \end{align}
     92 which holds for $u, v \in C^2((0, 1)) \cap C([0, 1])$. Thus a boundary layer
     93 is possible only at $x=1$. On the other hand, for $b(x) \leq \beta < 0$ it
     94 follows that the boundary layer is possible only at $x=0$.
     95 
     96 We shall go through the chronological order of the conditions\ref{eq:cond1},
     97 \ref{eq:cond2}, \ref{eq:cond3} and check them. So for \ref{eq:cond1}
     98 we have that
     99 \begin{align}
    100     Lw(x) &= A\eps Lw_1(x) + B Lw_2(x) \\
    101           &\geq A\eps Lw_1(x) = A\eps e^{\beta x} \left(-\eps \beta^2 -
    102               b(x)\beta+c(x)\right)\\
    103           &\geq A\eps \beta e^{\beta x} \left(1-\eps\right)\\
    104           &\geq \eps A\beta^2 e^{\beta}(1-\eps) = \gamma > 0
    105 \end{align}
    106 And obviously
    107 \begin{align}
    108     Lv(x) \leq 0 ,
    109 \end{align}
    110 by that we have that
    111 \begin{align}
    112     Lv(x) \leq \gamma \leq  Lw(x).
    113 \end{align}
    114 For the condition \ref{eq:cond2} we have
    115 \begin{align}
    116     w(0) &= A\eps w_1(0) Bw_2(0) = Be^{-\frac{\beta}{\eps}},\\
    117     v(0) &= \pm\left(u_\eps(0) - u_0(0)\right) = 0.
    118 \end{align}
    119 By the simple choice $B \geq 0$ we satisfy the condition
    120 \begin{align}
    121     v(0) \leq w(0).
    122 \end{align}
    123 Now for the last condition \ref{eq:cond3} we have
    124 \begin{align}
    125     w(1) &= A\eps e^\beta + B \geq A\eps e^\beta,\\
    126     v(1) &= \mp u_0(1) = 0.
    127 \end{align}
    128 And choose $A = \frac{\pm u(1)}{\eps} e^{-\beta}$, which satisfies the last
    129 condition
    130 \begin{align}
    131     v(1) \leq w(1).
    132 \end{align}
    133 Thereby we have
    134 \begin{align}
    135     &v(x) &\leq w(x)\\
    136     &\Rightarrow \lim_{\eps \rightarrow 0} v(x) &\leq \lim_{\eps \rightarrow
    137     0} w(x) = 0\\
    138     &\Rightarrow \lim_{\eps \rightarrow 0} v(x) = 0
    139 \end{align}
    140 uniformly on $(0, 1)$.
    141 \subsection{Problem 10}
    142 Consider the following BVP
    143 \begin{align}
    144     -\eps u'' + (1 + x)u' + u = 2, \qquad u(0) = u(1) - 0,
    145 \end{align}
    146 for $0 < \eps \ll 1$. \textbf{Where can this problem have a boundary layer?}
    147 To answer this question we need to look at the reduced problem
    148 \begin{align}
    149     -(1+x)u' + u = 2.
    150 \end{align}
    151 The solution to the equation is
    152 \begin{align}
    153     \bar{u}(x) = 2 + A(x+1).
    154 \end{align}
    155 According to the boundary conditions it is unclear what the value of the
    156 constant is, according to $\bar{u}(0)=0$ we get $A = -2$ or according to
    157 $\bar{u}(1)=0$ we get $A = -1$. Ultimately this means that there exists a
    158 boundary layer near $x=1$ or $x=0$. We choose $x=0$ and according to this the
    159 local variable $\xi = x\eps^{-\alpha}$ ($x = \xi \eps^{-\alpha}$). The
    160 derivatives of $u$ are calculated using the chain rule
    161 \begin{align}
    162     \frac{du}{dx}&= \frac{du}{d\xi}\frac{d\xi}{dx} = \eps^{-\alpha} \dot{u}\\
    163     \frac{d^2u}{dx^2}&= \eps^{-\alpha} \frac{d^2u}{d\xi^2}\frac{d\xi}{dx} =
    164     \eps^{-2\alpha} \ddot{u}.
    165 \end{align}
    166 The BVP transforms as follows
    167 \begin{align}
    168     -\eps^{1-\alpha}\ddot{u} - \dot{u} + \eps(u - \xi\dot{u} - 2) =
    169     \begin{cases}
    170         -\ddot{u} - \dot{u} = 0 \;\;\;\;\; \alpha=1\\
    171         -\dot{u} = 0 \;\;\;\;\;\;\;\; 0<\alpha<1
    172     \end{cases}
    173 \end{align}
    174 Choosing $\alpha = 1$ for a reasonable solution
    175 \begin{align}
    176     \hat{u}(\xi) = Be^{-\xi},
    177 \end{align}
    178 which converges in the local limit (!). Thereby we have a asymptotic
    179 representation up to the degree of $\eps$
    180 
    181 \begin{align}
    182     u_\eps(x) &= \bar{u}(x) + \hat{u}(\psi) + O(\eps)\\
    183               &= 2 + A(1+x) + B e^{-\frac{x}{\eps}}  + O(\eps)
    184 \end{align}
    185 And by the boundary conditions
    186 \begin{align}
    187     u_\eps(0) = 2+A+B=0, \qquad u_\eps(1) = 2+2A+B=0,
    188 \end{align}
    189 we get that the constants are
    190 \begin{align}
    191     A = -4, \qquad B = 2.
    192 \end{align}
    193 The asymptotic representation is thereby
    194 \begin{align}
    195     u_\eps(x) = 2 - 4(1+x) + 2 e^{-\frac{x}{\eps}}  + O(\eps)
    196 \end{align}
    197 %\printbibliography
    198 \end{document}