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Well-Posed Time-Dependent Problems



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Hyperbolic and parabolic equations are the two most important categories of time-dependent problems whose evolution process is well-posed. Thus, consider the initial value problem
 equation1228
We assume that a large enough class of admissible initial data
 equation1230
there exists a unique solution, u(x,t). This defines a solution operator, tex2html_wrap_inline11121 which describes the evolution of the problem
 equation1232
Hoping to compute such solutions, we need that the solutions will depend continuously in their initial data, i.e.,
 equation1234
In view of linearity, this amounts to having the a priori estimate (boundedness)
 equation1236
which includes the hyperbolic and parabolic cases.

: (Hadamard) By Cauchy-Kowalewski, the system
displaymath1238
has a unique solution for arbitrary analytic data, at least for sufficiently small time. Yet, with initial data
 equation1240
we obtain the solution
equation1242
which tends to infinity tex2html_wrap_inline11123, while the initial data tend to zero. Thus, the Laplace equation, tex2html_wrap_inline11125 is not well-posed as an initial-value problem.

Finally, we note that a well-posed problem is stable against perturbations of inhomogeneous data in view of the following

. The solution of the inhomogeneous problem
 equation1244
is given by
 equation1246

Indeed, a straightforward substitution yields
displaymath1248
This implies the a priori stability estimate
 equation1250
as asserted.



Eitan Tadmor
Thu Jan 22 19:07:34 PST 1998