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AcceptedTheorem · Statement with omitted proof

Uniqueness of bounded whole-space heat solutions

Two heat solutions with the same initial data agree on a bounded time strip if both are bounded there.

Larsson & Thomée ↗
Theorem 8.8 · printed p. 123

Formal statement. The assumptions and conclusion are explicit; the theorem proof is omitted (sorry).

01 / MATHEMATICAL STATEMENT

Meaning & conditions

Mathematical summary

Two heat solutions with the same initial data agree on a bounded time strip if both are bounded there.

u1(x,t)=u2(x,t)(x∈Rd, 0≤t≤T).u_1(x,t)=u_2(x,t)\qquad(x\in\mathbb R^d,\ 0\le t\le T).

Assumptions & context

  • A positive time horizon and two solutions of the same whole-space heat initial-value problem, each bounded on the full strip.

Source

Larsson & Thomée. Partial differential equations with numerical methods.

Theorem 8.8 · printed p. 123

02 / LEAN REPRESENTATION

Formal statement

Statement with omitted proof. Expand the complete file below to read imports, local definitions and surrounding context.

theorem thm_8_8 {d : ℕ} (v : Euclidean d → ℝ) (T : ℝ) (hT : 0 < T)
    (u₁ u₂ : Euclidean d → ℝ → ℝ)
    (h₁ : IsHeatIVPSolution v u₁) (h₂ : IsHeatIVPSolution v u₂)
    (hb₁ : BoundedInStrip u₁ T) (hb₂ : BoundedInStrip u₂ T) :
    ∀ x : Euclidean d, ∀ t ∈ Set.Icc (0 : ℝ) T, u₁ x t = u₂ x t := by
  sorry
Complete Lean file and local definitions
import PDETextbook.Base

open MeasureTheory
open scoped BigOperators ENNReal

noncomputable section

namespace PDETextbook.LarssonThomee.Thm88

/-- Spatial Laplacian `Δw(x) = ∑ᵢ ∂²w/∂xᵢ²(x)`, built from classical partial derivatives.
It is used only on functions assumed to be C² in space. -/
def spatialLaplacian {d : ℕ} (w : Euclidean d → ℝ) (x : Euclidean d) : ℝ :=
  ∑ i : Fin d, partialDeriv (fun y => partialDeriv w i y) i x

/-- A (classical) solution of the pure initial value problem (8.1):
`∂u/∂t - Δu = 0` in `ℝ^d × ℝ_+`, `u(·,0) = v` in `ℝ^d`.
Here `u x t` is the value at `(x,t)`. Regularity: `u` is continuous on `ℝ^d × [0,∞)`.
For each `t > 0` it is C² in `x`, and it is differentiable in `t` there. -/
structure IsHeatIVPSolution {d : ℕ} (v : Euclidean d → ℝ) (u : Euclidean d → ℝ → ℝ) : Prop where
  cont : ContinuousOn (fun p : Euclidean d × ℝ => u p.1 p.2) (Set.univ ×ˢ Set.Ici (0 : ℝ))
  space_C2 : ∀ t : ℝ, 0 < t → ContDiff ℝ 2 (fun x => u x t)
  time_diff : ∀ x : Euclidean d, ∀ t : ℝ, 0 < t → DifferentiableAt ℝ (fun s => u x s) t
  pde : ∀ x : Euclidean d, ∀ t : ℝ, 0 < t →
    deriv (fun s => u x s) t - spatialLaplacian (fun y => u y t) x = 0
  init : ∀ x : Euclidean d, u x 0 = v x

/-- Boundedness of `u` in the strip `ℝ^d × [0,T]`. -/
def BoundedInStrip {d : ℕ} (u : Euclidean d → ℝ → ℝ) (T : ℝ) : Prop :=
  ∃ M : ℝ, ∀ x : Euclidean d, ∀ t ∈ Set.Icc (0 : ℝ) T, |u x t| ≤ M

/-- Theorem 8.8: the initial value problem (8.1) has at most one solution which is
bounded in `ℝ^d × [0,T]`, with `T` arbitrary. Two solutions with the same initial data `v`
that are both bounded in the strip coincide on the strip. -/
theorem thm_8_8 {d : ℕ} (v : Euclidean d → ℝ) (T : ℝ) (hT : 0 < T)
    (u₁ u₂ : Euclidean d → ℝ → ℝ)
    (h₁ : IsHeatIVPSolution v u₁) (h₂ : IsHeatIVPSolution v u₂)
    (hb₁ : BoundedInStrip u₁ T) (hb₂ : BoundedInStrip u₂ T) :
    ∀ x : Euclidean d, ∀ t ∈ Set.Icc (0 : ℝ) T, u₁ x t = u₂ x t := by
  sorry

end PDETextbook.LarssonThomee.Thm88

How to read the formalization

  • Boundedness is a condition on space and time together; the conclusion is pointwise equality throughout the closed strip.
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