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Chapter 1 Parabolic partial differential equations ... - vscht.cz

Apr 20, 2023

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Page 1: Chapter 1 Parabolic partial differential equations ... - vscht.cz

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Page 2: Chapter 1 Parabolic partial differential equations ... - vscht.cz

yR`NDH'>Dn<)`NDn1H+]D��T1H/2DHGp<>O ¸ à ¾ &(GN@ ¿ &('=DnY:LBGN1H<>/2+.GNOR+(Y °[&JGN@k±g&(GN@o`;&h{.D31F+.GI<>/2G]\LN+(LNOR@NDF'=/0{J&J<)/v{.DHO}LN9_<>+�+.'>@NDH'R&J<R-2DF&(O=< ¼ a��]LN9N9,+.O>Dn<)`N&J<X&J<R-2DF&(O=<R+(GND7+(Y <)`NDHV«/2O&(-vyc&hfMOtGB+.G��FDH'>+Na ­ +.'='>DHO>9,+.GN@N/0GNS�<)+�DFKpL;&J<>/2+.G�8�Ç.avÇÈP5yqDs1F&(GgyR'>/v<)DR<)`NDsKpL;&J@N')&J<>/21Y:+.'=V ¸�� ¶ � »½¼(¾ � � � ¶ »À¿ � ¶¶ 8�Ç.a ¼ P4sDH9EDHGN@N/2GBSX+(Gn<>`ND�{J&(-2LNDHOA+(Y ¸ à ¾ &(GN@ ¿ ytD5@N/0O=<>/2GNS.LB/2O>`s<>`N'>DHD�<¯f]9,DFO +(Y]DFKpL;&J<>/2+.G8 Ç.a0Ç�Pi�NO=DFD3|�&(*wa0Ç.avÇ.a|#&(*N-0D�Ç.avÇ.·�|zfM9,DFOr+(Y�DHKpL;&J<)/0+.GNO

|5fM9ED ­ +.GN@N/v<)/2+(G`pfM9,DF'=*E+.-0/21 ¾ ¶�� ¸ ¿� Æ9;&(')&J*E+.-0/21 ¾ ¶ � ¸ ¿ Å ÆDF-2-0/29B<>/21 ¾ ¶�� ¸ ¿�� Æ��D71h&(Go/0Gp<>'>+M@NLN1HDs<¯yt+WGNDHy /2GN@BDF9,DFGN@NDHGI<X{J&('=/?&(*B-2DFOs8��^Ã���Pq/0GNO=<>Dh&(@o+(Yc8:°�Ã)±BPq*If<>`ND7Y:LNGN1H<>/2+.GBO � Å �®8Z°�Ã)±BPwà � Å �U8:°�Ã)±BPwà 8�Ç.a��IPyR`N/01Q`3&('>D5&(O=O>LNVWDF@n<)+R*,D�<¯yR/21HDz1H+.GI<)/0GMLB+.LNO>-vfs@N/vCwDH'>DHGp<>/?&(*B-2D�&(GB@n<>+R`;&h{.D5GN+.G��HDF'=+�.&(1H+.*N/2&(G²�8���Ã��lP²[8:°�Ã>±NP Å

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Page 3: Chapter 1 Parabolic partial differential equations ... - vscht.cz

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�¿ Å Æ Ã 8�Ç.a��(*xP�¸ Å �¿ ��¾ Å Æ 8 Ç.a��(1�P

�¯GoDh&J1Q`_+JY <>`NDFO=D7<)`N'=DFDn1h&(O=DFO38ZyR`N/21Q`_@N/0CEDF't/2GU<>`ND7O>/0S.Gu+(Y <)`ND7D��B9B'>DFO=O>/0+.G�8 ¾ ¶ �¸ ¿ P=PtDFKpL;&J<>/2+.G�8�Ç.a��.Pt1F&(Go*ED7yR'>/v<><>DFG_/2GuO>/0VT9B-2D�8:1h&(GN+(GN/21F&(-ZPqY:+.'=Vk·Ç(a�8 ¾ ¶ � ¸ ¿ P Æ ������ ������������������ �!����"|}`BD31F&(GN+.GB/21h&J-wY:+.'>V�/2O¹ ¶Qº¹ � ¹ � Å Á � ��Ã��5à º à ¹ º¹ � à ¹ º¹ � " 8�Ç.a�#IP

$ YZ<>DFG_&(GN+(<>`NDF'}Y:+.'=V�/0O}LNO>DH@�&(O}<)`BD31F&(GN+.GB/21h&J-�+.GNDJ�;G;&(VWDF-0f¹ ¶ º¹�% ¶ � ¹ ¶ º¹�& ¶ Å Á ¶ % à & à º à ¹ º¹�% à ¹ º¹�& "(' 8�Ç.avÇ Æ P

<>`N/2O}DHKpL;&J<)/0+.Go1h&(G_*,D3@BDF'>/v{.DH@_Y:'=+.V 8�Ç(a�#IPt*Ifg<>`ND7<)'>&(GNO=Y:+('>VT&J<)/0+.G� Å % » & à � Å % � & |}`BDFO>Dn<¯fM9EDHOr+JY�DHKMLN&J<)/0+.GNOX&(9N9,Dh&('}O=DF-0@N+.V«/0G_1Q`BDFVW/21h&J-�DFGNS(/2GNDHDF'>/0GNS�O>+�ytDyR/0-2-EGN+(<R1F+(GNO>/0@NDF'}<)`BDFV�/2Gg<>`N/2O}<>Di�M<ha¼ a�8 ¾ ¶ � ¸ ¿ P ÅµÆ )� *�+���������������)� �,����"|}`BD31F&(GN+.GB/21h&J-wY:+.'>V�/2O

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Page 4: Chapter 1 Parabolic partial differential equations ... - vscht.cz

�]a�8 ¾ ¶�� ¸ ¿ P � Æ ��� ���� �!���������)� �,����"|}`BD31F&(GN+.GB/21h&J-wY:+.'>V�/2O¹ ¶Qº¹ � ¶s» ¹ ¶Qº¹ � ¶ Å Á � ��Ã��5à º à ¹ º¹ � à ¹ º¹ � " 8�Ç.avÇ ¼ P

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Page 5: Chapter 1 Parabolic partial differential equations ... - vscht.cz

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$ <)`BDF'R9N'>+(*N-2DHVTOcVT&hfu1F+(Gp<)&(/2Go+(<>`NDF'R*,+.LNGN@N&('=fu1H+.GN@N/v<)/0+.GNOF�]D(a SNa° ÅµÆ · ¹ º 8 Æ Ã � P¹ ° Å Æ Ã 8�Ç.avÇ �.P° Å Ç3· º 8 Ç.à � P Å Ç 8�Ç.avÇ �IP

+.'}+J<)`NDH'Fa����� ������� � �� "!$#&%�%(' !$#���)*�,+.-0/213 546#&7|}`NDrVT+(O=<c1H+.VWVT+.GT&(9N9B'>+I&(1Q`T<)+�DHKpL;&J<)/0+.Gj8 Ç.a0Ç �IP5/0Oz<>`ND�@B/0CEDF'>DHGN1FDrVTDi<)`N+M@u&(-0O>+1F&(-2-0DF@ <)`NDkS.'>/0@ÀVWDH<>`N+]@wa |}`BDF'>D^/2OT&�yR/2@BDk'>&(GNS.Dk+(Y7@N/vCwDH'>DFGB1FD^VWDH<>`N+M@NOF�c-0DH<LNO3O=<)&('=<nyR/v<)`j<)`ND�O>/0VT9B-2DFO�<n+.GNDJa �ADH<3LNO3@N/0{M/0@ND�<)`ND�/2GI<>DF'={J&(- 9 Æ ÃhÇ :5/2G[°�/2GI<>+�8O=LN*N/2GI<>DF'={J&(-0O}*IfoDFKpLN/2@B/2O=<)&(GI<RS.'>/0@o9E+./0GI<)O

°29 ÅµÆ ÃN° � Å;: Ã;° ¶ Å ¼ : à ÃN°�<3= � Å Ç � : ÃN°�< Å Ç5ÃyR`NDH'>D :kÅ Ç?>@8�&(GN@^°�A ÅCB0: à B5Å Æ ÃhÇ(à ÃD8�a��]/0VT/0-?&('=-0f�<)`BD�/2GI<>DF'={J&(- 9 Æ Ã>=?: /2G �/0O}@N/0{M/2@BDF@o/2GI<)+FElDHKpL;&(-A9;&('�<)OR*Ifu<)`NDnS.'=/2@u9,+./2GI<>O� 9 ÅµÆ Ã � � Å;G à à �IH Å =RÃyR`NDH'>D^<>`ND^<>/2VWDkO�<)DF9 /0O G£Å =J>@E�&(GN@ ��K ÅMLNG à L Å!Æ ÃhÇ.à ÃDE |}`ND�O=DH<u+JYGN+M@NDHO�\7<)`BDg/2GI<)DH'>O=DF1H<>/2+.GBOl+(YR<)`NDU-2/2GBDFO�° ÅOB0: à B3Å Æ ÃhÇ.à ÃD8�Ã�&(GN@�<)`BDg-2/0GNDFO� ÅPLNG à LlÅ Æ ÃhÇ.à ÃDEÈÃÈY:+.'>VWO�&r'>DF1i<Q&(GBS.LN-?&J'�S.'=/2@�@BDFGN+(<>DF@�*Ifl²�QSRUT#8�O>DHD @�/0SNa0Ç(a ¼ P�a$ G�<)`N/0O�S.'>/0@�ytDo1F&(G½&J9N9N'>+h�]/2VT&J<>DU<)`NDu@BDF'>/v{J&J<)/v{.DFO�+(YR<>`NDuY:LNGN1H<>/2+.G º *If�<)`ND@N/vCwDH'>DHGN1FD7Y:+.'=VlLN-?&JOn8�O=DFD31Q`;&(9B<>DF'#���pPcY:+(' B�Å Ç.à ÃD8 � Ç.à L�Å Æ Ã ÃDE � Ç5·

¹ º¹ � ����� QWVYX,Z []\^T Å º K`_ �A � º K AG »ba 8 G Pcà 8�Ç.avÇ #IP

¹ ¶Qº¹ ° ¶����� QWVYX,Z []\^T Å º K Ac= � � ¼ º K A » º K A _ �

: ¶ »ba 8 : ¶ Pwà 8�Ç.a ¼ Æ P�

Page 6: Chapter 1 Parabolic partial differential equations ... - vscht.cz

yR`NDH'>DnytDn@NDHGN+(<>D º 8 B0: à LNG P Å º 8:°�A à ��K P Å º K A G��

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[�� 9 V� V � V �JV�� � V �@�/0S.LN'=DTÇ.a ¼ ·c|}`BDlS.'>/0@�²�QWRUT��,G Å �T&JGN@^<)`BD&(9B9N'>+h�]/2VT&J<)/0+.Gj8 Ç.a ¼ ÇÈPqY:+.' B#Å ¼ à L�Å ¼

­ +.GNO=/2@NDH'c<)`ND�DFKpL;&J<>/2+.G�8 Ç.a0Ç �IPz/0Gu+.GNDsGN+M@ND�8Z°�A¯Ã ��K P��[²�QWRUT�&(GN@g<>`ND7&(9B9N'>+h�]/v\VT&J<)/0+.GgLNO=/2GNS^8�Ç(a0Ç #.Pt&(GN@�8�Ç.a ¼ Æ P�·º K _ �A � º K AG Å º K Ac= � � ¼ º K A » º K A _ �

: ¶ »ba 8 G » : ¶ P 8�Ç.a ¼ ÇÈP|}`N/0O�/0O�/2-0-2LNO�<)'>&J<)DH@^/2G @�/2SNavÇ.a ¼ arbrDFS(-2DF1i<)/0GNS a 8 G » : ¶ P Å a 8 G P » a 8 : ¶ PiÃxyR`N/01Q`/0Os1h&(-0-2DH@^<)`ND�&J9N9N'>+h�]/2VT&J<>/2+.G�DH'>'=+.'7&(GN@jLNO=/2GNSg<>`ND�/2GN/v<)/2&(-A1F+.GB@N/0<>/2+.G®8 Ç.a0Ç �.Pr&(GB@<>`NDn*E+.LBGN@;&('�fu1F+.GB@N/0<>/2+.GNO78�Ç.avÇ %IPqyqD�S(DH<}<)`BDnY:+(-2-2+�yR/0GNSl@N/vCwDH'>DFGB1FD39N'>+.*B-2DFV_·º K`_ �A Å G

: ¶ Â ºK Ac= � » º K A _ � Ä » Ç � ¼ G

: ¶ " º K A à B#Å Ç.à ¼ à ÃD8 � ÇL�ÅµÆ ÃFÇ.à ÃDE � Ç5à 8�Ç.a ¼.¼ Pº 9A Å Bc8 B0: Pwà B#Å Ç.à ¼ à ÃD8 � Ç5à 8�Ç.a ¼ �IPº K 9 Å Æ Ã º K < Å Æ Ã LlÅµÆ ÃhÇ(à ÃDE 8�Ç.a ¼ �pP

�dY º 8:°�A à ��K Pr/2OX<)`NDlO=+.-2L]<)/2+(G�+(Yr8�Ç(a0Ç �.PRyR/0<>`^<)`BD�/2GN/v<)/?&J-A1F+.GN@B/0<)/0+.G�8 Ç.avÇ �.Pr&JGN@�<)`ND*,+.LNGN@N&('=f�1F+.GB@N/0<>/2+.Gg8�Ç.avÇ %IP��J<)`BDFGl<)`BDcDF'='>+.'#+(Y;<)`NDtO>+.-0LB<)/0+.G�1H+.VT9BLB<)DH@�*pfg8�Ç(a ¼.¼ Pi�8 Ç.a ¼ �IPc&(GN@�8�Ç(a ¼ �IPt/2O � K A Å º 8:°�A à ��K P � º K A 8�Ç.a ¼ �.P�]/0VT/0-?&('=-0fr&(O Y:+.'�+.'>@N/0G;&('�fn@N/0CEDF'=DFGI<)/2&(-pDFKpL;&J<>/2+.GNOt8 $ 476zP�ytDq'>DFKpLN/0'>Dz<)`;&J<#VT&(�p/2GNS<>`NDUS.'=/2@�~NGNDF'H��/ a D(a :�� Æ Ã G�� Æ Ã#'=DFO>LB-0<)O�/2G � K A � Æ /2G�²�QSRUT �dYX<>`N/2O3/2O3<)`ND1F&(O>DUyqDuO)&hf�<)`;&e<l<)`NDUO>+.-0LB<)/0+.G�+(Y�8 Ç.a ¼.¼ Pi�}8�Ç.a ¼ �IP3&(GN@ 8 Ç.a ¼ �pP31H+.GI{.DF'=S.DFO�<>+^<)`NDD��N&J1H<cO=+.-2L]<)/2+(GT+(Y58�Ç.avÇ �IP��w8 Ç.avÇ �.P�&(GN@j8 Ç.avÇ %IPia.�d<c/0Oq+.*I{M/2+(LNOz<>`;&J<q/0YE<)`NDrGMLBVTDH'>/21F&(-O=+.-2LB<>/2+.Go@N+MDFOXGN+(<r1F+(Gp{(DF'=S.D�<)+�<)`BD�Di�B&(1i<�O=+.-2L]<)/2+(G_<>`NDFG_<)`ND�@N/0CEDF'=DFGN1HD�VWDH<>`N+]@/0OlLNO>DH-2DHO>OFa |}`NDo@N/vCwDH'>DHGN1FDo&(9B9N'>+h�]/2VT&J<)/0+.G 8 Ç.a ¼(¼ P�/2O�1F&(-2-0DF@�<>`NDuDi�]9N-0/21F/v<l<)`B'>DFD9,+./2GI<�@B/0CEDF'>DHGN1FDoO=1Q`NDFVWD(a�|}`N/0O�G;&(VWDU<)DH-2-2O�<)`;&J<�<>`NDu{J&(-2LND º K _ �A /2Ol1H+.VT9BLB<)DH@D��B9B-2/21H/0<>-0f�Y:'=+.V <>`NDz{J&(-0LNDFO º K Ac= � à º K A à º K A _ � |}`BDq'=DF-?&e<)/2+(GNOq8�Ç.a ¼.¼ P��N8 Ç.a ¼ �IPA&(GN@U8�Ç.a ¼ �pP&('=DT/v<)DH')&J<>DF@�ag|}`BDT{.DH1H<>+.'�� K Å 8 º K 9 à º K � à à º K < P7/2On1h&J-2-2DH@�<>`ND L \ <)`�9N'>+(~N-2D(a �¯G8 Ç.a ¼(¼ Pt<)`ND L \ <)`_9N'>+J~;-2D3/2OX1h&(-0-2DH@o<>`ND�+(-2@�8:<)`BD��pGN+�yRGxPX9B'>+(~;-0D(�,&(GN@_<)`ND L » ÇH\dO=<9N'=+(~;-0Du/2O�1h&(-0-2DH@ <>`NDoGNDHy 9B'>+(~;-0D(a | +�O=LNV LN9��t<>`NDoGNDHy«9N'>+(~N-2Do/2O�1H+.VT9BLB<)DH@9,+./2GI<�\dyR/2O=D�Y:'>+(V�<)`NDn+.-0@u9N'>+J~;-2DJa%

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����� ������� � + 7��6��#��,+�� /2- +���%�� �� %N1?%� ) % � )�� %N "%��D�@NDFGB+(<)D�*If º K A <)`ND�D��N&J1H<nO>+(-2LB<>/2+.G�+JYz<>`ND�@N/vCwDH'>DFGB1FD�9N'=+.*N-2DHV 8 Ç.a ¼(¼ Pi��8�Ç.a ¼ �IP&(GB@½8 Ç.a ¼ �pP�&(GB@jyqDW@NDFGN+J<)D�*If��º K A <>`ND�GMLBVTDH'>/21F&(-2-vf_1F+.VW9NLB<>DF@jO>+.-0LB<)/0+.G�a�|}`NDFO=D@N/vCwDH't@NLBD�<)+l'=+.LNGN@M\¯+(CkDF'='>+.'=Oc/2GI<)'=+]@BLN1FDH@u/2GgDF&(1Q`o&('>/v<)`NVWDH<>/21F&(-x+.9EDH')&J<>/2+.GT@N+.GND+.G�&g@N/0S./0<)&(- 1F+.VW9NLB<>DF'Fa ��D�yt&(GI<7<)`N/0O7'>+.LBGN@]\¯+JC�DF'='>+.'7GB+(<s<)+oS.'=+�y�<>+]+uVlLB1Q`/0Go<>`NDn1F+.LB'>O>Dn+(Y#1F+(VT9NL]<Q&J<>/2+.G�a ��D7yt&(GI<r<>`NDnDF'>'=+.'>O� K A Å º K A ���º K A 8�Ç.a ¼ %IP<>+TS.+�<)+ �FDH'>+U+('�&J<X-0Dh&(O�<X<>+UO�<Q&hfo*E+(LNGN@NDH@^Y:+.'R/2GN1H'>DF&(O>/0GNS L ac|}`B/2OX'>DFKpLN/0'>DHVTDHGp<9N'=DFO=DFGI<)O7<)`BD�O=<Q&J*N/2-0/0<¯fo1F+(GN@N/0<>/2+.G^+(Y�<)`ND�@B/0CEDF'>DHGN1FD�O=1Q`NDFVWD(a3|}`NDl<>+(<Q&(-#DF'='>+.'s+JY<>`NDnGMLBVTDH'>/21F&(-�O=+.-2LB<>/2+.Gu1F&(G_*EDnDFO�<)/0VU&J<>DF@o*If� � K A � » � � K A � à 8�Ç.a ¼ �.PyR`NDH'>D � � K A � /2O7O=VU&J-2-�&JGN@�GBDFS.-0/2S./0*N-2D31F+.VW9;&('=DF@[<)+u<>`ND�DF'>'=+.'7+(Yz<)`ND�VWDH<>`N+]@ � � K A �Y:+.'�O=<Q&J*N-2D�O=1Q`NDFVWDFOHa��XGNO=<)&(*N-0D�O>1Q`NDHVTDHO�&('=D�LNO>DH-2DHO>O7Y:+.'79N'>&(1H<>/21h&J-�1F+(VT9NL]<Q&J<>/2+.G*,DF1F&(LNO>DnyqD31F&(G_GNDH{(DF'X1F+.VW9NLB<>DnyR/v<)`o/2G]~;GN/0<>D7GpLNVl*,DF'R+(Y#@NDF1H/2VT&(-w@N/0S./0<>OFa

�ADH<uLBOgDi�]9N-2&(/2G½<>`ND�9N'=+.*N-0DFV +(Y3O=<)&(*N/2-0/0<¯f�Y:+.'W<)`ND^O>1Q`NDHVTD®8 Ç.a ¼(¼ P�/0G VW+.'>D@NDi<Q&(/0- a �d<R/0O}Dh&(O�fu<)+�'>DiyR'>/v<)DT8�Ç.a ¼.¼ P���8�Ç(a ¼ �.Pc&(GN@�8�Ç.a ¼ �pPtLBO>/2GBSW9B'>+(~;-0DFOX&(O� K`_ � Å � � � K Ã� 9 Å � Æ Ã�Bc8 : P�Ã�Bc8 ¼ : Pià Ã�Bt8>8�8 �½ÇÈP : Pià Æ���� à 8�Ç.a ¼ �IP

yR`NDH'>Dn<)`NDnVT&J<)'=/v� � � /2Oc<)`B'>DFD�\¯@N/2&(S.+.GN&(-

� � �������������

Æ Æ� 8�Ç � ¼ � P �� 8�Ç � ¼ � P � Æa a a a a a a a aÆ � 8�Ç � ¼ � P �� 8�Ç � ¼ � P �Æ Æ

�! "à 8�Ç.a ¼ #IP

yR`NDH'>D � Å G: ¶ 8�Ç.a�� Æ P

XYZ<)DF' @NDHGN+(<)/0GNS �� K Å 8 º K � à º K ¶ à à º K <@= � PiÃe&(GN@�LNO>/0GNS º K 9 Å º K < Å Æ ÃÈyqDt1F&(Gl'=DHyR'>/v<)D8 Ç.a ¼ �IPc&(O�� K`_ � Å#� �� K à �� 9 Å � Bc8 : P�Ã�Bc8 ¼ : P�à Ã�Bc8=8�8 � ÇÈP : P � � à 8�Ç.a��BÇÈP�

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yR`NDH'>Dn<)`NDnVT&J<)'=/v� � /0O}+(Y <¯f]9,DT8�8 � ÇÈP�< 8&8 � ÇÈPt·��Å

���������8�Ç � ¼ � P �� 8 Ç � ¼ � P � Æa a a a a a a a a

Æ � 8�Ç � ¼ � P �� 8�Ç � ¼ � P� " 8�Ç.a�� ¼ P

­ +.GBO>/2@BDF'�GB+Èy�&_O>VT&(-2-5@NDi{]/2&J<)/0+.G�+(Y}<)`NDT/2GN/v<)/2&(-�1F+(GN@N/0<>/2+.G½8�/0GI<)'>+M@NLN1HDF@�*If�<)`ND'=+.LNGN@]\d+(C[DH'>'>+('QP �� 9 · �� 9 Å �� 9 � ���� 9 8�Ç.a�� �IP�XDF'>Dk<)`NDk9N'>/0VTD_@N+MDFOgGN+J<gVWDh&(G @BDF'>/v{J&J<)/v{.D(�}/v<��=LBO=<g@BDFGN+(<>DFOo&(GB+(<)`NDH'U9N'=+(~;-0D(a6�KpL;&J<>/2+.G�8�Ç(a��BÇ�PqyR/0<)`u<>`NDn/2GN/v<)/?&J-E1H+.GN@N/v<)/2+(G �� � 9 *EDH1F+.VWDFO�� � K _ � Å#� �� � K à �� � 9 Å �� 9 � �� 9 8�Ç.a�� �pP|}`NDnDH'>'>+(' �� K Å �� K � �� � K Di{.+.-v{.DFOr&(O�� K`_ � Å#� �� K à 8�Ç.a�� �.PS./v{M/2GNS �� K Å#� K �� 9 8�Ç.a�� %IP|}`NDnGN+('>V«+(Y <)`BD3DiCwDH1H<r+(Y <)`NDn/2GB/0<)/2&(-x@NDH{M/2&J<)/0+.G �� 9 1h&JGk*,D7DFO�<)/2VT&J<>DF@o*If

� �� K ����� � � K � �� 9 � à 8�Ç.a��+�.PyR`NDH'>Dn<)`NDnGN+('>VWO}1h&(G_*ED7@BDH~;GNDH@�8:O>DFD ���pP

��� Å VU&e�A � � A � à 8�Ç.a�� �IP� � � Å VU&È�A <3= �

� � � � A � � 8�Ç.a�� #IP

|}`NDnDHO=<)/0VU&e<)DW8�Ç(a��+�(PtS./0{(DFOF·�dY

� � ��� Ç5à 8�Ç.a�� Æ P<>`NDFG <)`BD[@NDH{M/?&e<)/2+(G �� 9 +JY�/0GN/0<>/?&(-}1H+.GN@N/v<)/0+.G @N+MDFOuGN+J<uS.'>+�y /2G <>`ND[1F+.LB'>O>D[+JY1H+.VT9BLB<Q&J<>/2+.Gwa�

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�]/0VT/0-?&('=-0f.�J&�@BDH{M/?&J<>/2+.G �� /0GW<>`ND L \ <)`W9N'>+J~;-2D�8�/0GNO=<>Dh&(@W+(Yw/2G�<)`NDR~;'>O�<t+(GND�P�1h&JG*,Dg<)'=Dh&J<>DF@ *If�1F+(GNO>/0@NDF'=/2GNS�<>`N/2O L \d<>`�9N'>+J~;-2Du&JOl<)`NDu/0GN/0<>/?&(-51F+(GN@N/0<>/2+.G�&(GN@�<)`ND1H+.GN1F-0LNO>/0+.GNO7&J'>Dl<)`BD�O)&(VWD(a �¯G�&g'>Dh&J-�1F+.VW9NLB<)&J<)/0+.G�'=+.LNGN@]\d+(C�DH'>'=+.'>On&(9B9EDF&('s/2GDF&(1Q`^9N'=+(~;-0D(ac|}`;&JGN�pOr<)+W<)`ND3-2/0GNDh&J'>/0<¯fU+(YR8 Ç.a��BÇÈPt<)`ND3<)+(<)&(-ADF'='>+.'XO=<)&hf]Or*E+(LNGN@NDH@/vYc8 Ç.a�� Æ Pt'>DHVU&J/2GNOc{J&(-0/2@�a�d<7/0O�Dh&JO=f^<>+uO>DHDl<)`;&J<�/0Y�<>`NDlDF-0DFVWDFGI<)O�/2G�<)`BDlVU&J/2G^@B/?&(S.+(G;&(-�+(Y5<)`ND�VU&J<>'>/ �� &('>DnGN+(G]\¯GNDHSI&J<>/0{.D7/ a�DJa�/0Y � � Ǽ à 8�Ç.a��NÇÈP

<>`NDFGT@NLNDr<>+g8 Ç.a�� #IP�ytDr`;&h{.D � � � � � Å Ç.a�|}`MLBO78�Ç(a��NÇ�P�/0Oz&�O>L �T1H/2DHGp<t1F+.GB@N/0<>/2+.G�Y:+.'<>`NDnO=<Q&J*N/2-0/0<¯fT+(Y�VWDH<>`N+M@�8 Ç.a ¼.¼ Pia�ADH<RLNORO=DFD7yR`NDH<>`NDF'}<>`N/2O}1H+.GN@N/v<)/2+(Gg/2OR&(-0O>+�GNDH1FDHO>O)&J'=f.az|}`NDnGNDH1FDFO=O)&('�f_1F+.GN@B/v\<>/2+.GT'>DFKpLN/0'>DHOt<)`;&e<tY:+.'5<)`ND�-2Dh&JO=<cGB+.'>V +(Y�<>`NDsVT&J<)'=/v� � <>`NDsGN+(G]\¯DHKMLN&(-2/v<¯fk8�Ç.a�� Æ P`N+(-2@NOHa �O�Y:+.'z&(GIf�VT&J<)'=/v��GB+.'>V /v<5`N+.-0@NO � 8 � P Å VT&e� ��� A � ��� � � �IyR`NDF'=D � Aw&('>D<>`NDnDF/2S(DFGI{J&(-2LNDHO}+(Y <)`NDnVT&J<)'=/v� � �N<)`NDnGNDH1FDFO=O)&('�fk&(GN@oO>L �W1H/2DFGI<r1F+.GB@N/0<>/2+.Gu/0O��� A � � Ç B#Å Ç.à ¼ à ÃD8 � Ç 8�Ç.a�� ¼ P|}`NDnVT&J<)'=/v�[8�Ç.a�� ¼ Pt`N&(ORDF/2S(DFGI{J&(-2LNDHO� A Å Ç � � � O=/2G ¶ B��¼ 8 à B#Å Ç(à ÃD8 � Ç5Ã

<>`NDFGo<)`NDn1H+.GN@N/v<)/2+(G�8�Ç.a�� ¼ Pt/0O}DFKpLN/0{J&(-0DFGI<}<)+�<)`BD31H+.GN@N/v<)/0+.G�8�Ç.a��NÇÈP�a�dY <)`NDn+.'=/2S./0G;&(-,DFKpL;&J<>/2+.G�8�Ç(a0Ç �.Pq`;&(ORGN+.GM\¯1F+(GNO=<)&(GI<r1H+]D��W1F/2DHGI<)O�8 &(O}Y:LNGB1H<)/0+.GNO+(Yr°EP�<>`NDFG®<)`NDk'>+�yROW+(Ys<)`BDkVT&J<)'=/v� � @N/vCwDH'Fa |}`NDHG½<)`BDkDH/2S.DHGp{J&(-0LNDFO�1F&(GNGN+(<*,D�D��]9N'>DHO>O>DH@�&(G;&(-vfM<>/21F&(-2-vf.�]<>`NDHf_VlLBO=<r*EDnY:+.LNGN@kGpLNVTDH'>/01h&(-0-0fj8:O>DHD�1Q`;&(9]<)DF' ���pPi�yR`N/01Q`U/0OqD��B9,DFGBO>/0{(D�Y:+.'5-?&J'>S.D 8�a�|}`NDFGg/v<z/2Oz*EDi<><)DH'z<>+�LNO=Dr<>`NDrO=L �W1F/0DFGI<cO�<Q&(*N/0-2/v<¯f1H+.GN@N/v<)/2+(G�8�Ç.a�� Æ PqyR`NDH'>D � � � /2O}@NDi~;GNDF@^&(1F1H+.'>@B/2GNS�<)+^8�Ç(a�� #.Pia�]+.VWDH<>/2VWDFOw<>`ND�O=<)&(*N/0-2/0<¯fX/0O�DFO�<)/2VT&J<>DF@7*Ifs<)`BD@x+(LN'>/0DF'�8Z{.+.G�brDHLNVT&(GNGxPwVWDH<>`N+]@wa��Du@NDFO=1F'=/2*,DU<)`N/0OlVWDH<)`B+]@�*N'=/2D��Nf�Y:+.'3<)`NDuD��]9N-2/01F/0<�@N/0CEDF'=DFGI<)/2&(-tO=1Q`NDFVWD�8�Ç(a ¼.¼ Pia|}`N/0OsVWDH<)`B+]@[/0S.GN+.'=DFOs*,+.LNGN@N&('=f^1F+.GN@B/0<)/0+.GNO�yR`B/21Q`j/2OsGB+u9N'>+.*B-2DFV /2G�+(LN'71h&(O=D(�O=/2GN1HDs<)`NDn*,+.LNGN@;&J'=fu1H+.GN@N/v<)/2+(GNOcO>9,DF1H/0YZf#�FDF'=+W{J&(-0LNDFO}+JY º &J<c<)`BD3*,+.LNGB@;&('>/0DFOHa �¯G1F&(O>DHORyR`BDF'>Dn<)`BD3*,+.LNGB@;&('=fU1F+.GB@N/0<>/2+.GNOt/2G��;LBDFGN1HDn<>`NDnO=<)&(*N/2-0/0<¯fW<)`N/0O}VTDi<)`N+M@u`;&(O&U-0/2VW/0<>DF@o{(&J-2/2@B/0<¯f.a $ G�<)`NDl+J<)`NDH's`;&(GN@�<>`NDlVWDH<>`N+]@^LNO>/0GNSU<)`BDlO>9,DF1i<)')&J-�')&(@B/2LNO+(Y <)`BD3VT&J<>'>/v�U/2O}O�<)/0-2-E{J&(-0/2@��B&(-0<>`N+.LNS(`_O=+.VWDH<)/0VTDHOc@N/ �T1HLN-0<}<>+W&(9N9N-vf.a�O=O>LNVWDl<)`N&J<s<)`BDlO>+.-0LB<)/0+.G�+(Y�<>`ND�@N/vCwDH'>DFGI<>/?&(- DFKpL;&J<>/2+.GBOs1h&(G[*,DlyR'>/v<><>DFG[&(Oº K A Å��

K ±@A ��&(GB@^-2Di<�LBO�1Q`N+M+.O>D�+.GND�`N&('>VW+.GN/01FO��� V Y:'=+.V�/0<>O @;+.LB'>/2DH'R'>DF9B'>DFO=DFGI<Q&È\<>/2+.G�a �XDF'>Dq/I/2O�<)`NDz/2VT&(S./0G;&('�f�LNGB/0< ' <)+r&h{.+./0@�1F+(GBY:LNO>/0+.GnytDq@NDFGN+J<)D5<)`NDz/2VT&(S./0G;&('=f#

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LNGB/0<X*Ifk/AyR'=/0<><>DFGk/2G_+.'>@N/0G;&('�fgY:+.GI<ryR`B/2-2D7yqD�@NDHGN+(<>D�<)`BD�/0GN@NDi�k*If B yR'=/0<=<)DFG_/2GVT&J<)`BDFVT&J<)/01h&(-BY:+(Gp<Fa�|}`NDrO>+.-0LB<)/0+.GT+JY�<)`NDX@N/vCwDH'>DFGB1FD�DHKpL;&J<)/0+.GU/0Ot&JO>O>LBVTDH@g/2G�<)`NDY:+.'=V � [ �� V_&(GN@�yqDgyc&(GI<�<>+�~;GN@ 1F+.GB@N/0<>/2+.GNO3Y:+.'�<>`NDuDi�]9N'=DFO>O=/2+.G /0G � GB+(<l<)+S.'=+�y 8��ÀVT&hfu*ED71H+.VW9N-2D��;P�a��D39BLB< º K A Å � K�� �� A R 8�Ç.a�� �IP/0Gp<>+k8�Ç.a ¼.¼ P�� � Å;G > : ¶�·

� Q K`_ � T � �� A R Å 8�Ç � ¼ � P � K�� �� A R » � 8 � K�� �� Q Ac= � T R » � K�� �� Q A _ � T R P XYZ<)DF'}O=/2VW9N-2/v~;1h&e<)/2+(GUytDnS.Di<

� � Å Ç � � � O=/2G ¶ 8 Ǽ � : PwÃ&(GB@o<>`NDn1F+.GB@N/0<>/2+.G � � � � � Ç3S(/0{.DHO � � �¶ |�&J*N-2D�Ç.a ¼ ·54s/vCwDH'>DFGB1FDnO>1Q`NDHVTDU8�Ç(a ¼.¼ Pi�NDH'>'>+('}9N'>+.9N&(SI&J<>/2+.GgY:+.' � Å �¶º K _ �A Å �¶ 8 º K Ac= � » º K A _ � P

LlÅ � � >]Ç % Æ � > � Æ � � > � Æ � > � Æ � >]Ç %LlÅ � Æ � > � Æ � � > � Æ � � > � Æ � > � ÆLlÅ ¼ Æ Æ � > � Æ � > ¼ Æ � > � Æ ÆLlÅ Ç Æ Æ Æ � > ¼ Æ � > ¼ Æ Æ ÆLlÅ Æ Æ Æ Æ Æ � Æ Æ Æ Æ|}`ND_DF'='>+.'�9N'=+.9;&(SI&e<)/2+(G�/2O�/2-0-2LNO�<)'>&J<)DH@�/2G |�&J*N-2DHO_Ç(a ¼ &(GN@ Ç.a��Ba |}`NDo/2GN/v<)/?&J-DH'>'>+('3/0G�&_O=/2GNS.-0D�GN+M@ND�/2O7@NDHGN+(<)DH@�*If � aT|}`BDW~;'=O=<31h&JO>DW/2O7Y:+.' � Å �¶ &(GN@j<)`ND@NDi{M/?&J<>/2+.Gu/0Oc@;&(VW9EDH@�a �¯Go<)`ND7+(<>`NDF'}1F&(O>D � Å Ç Æ &JGN@u<)`ND7DH'>'>+('}S.'>+�yRORKpLN/21Q�p-0f(abr+J<)Dc<)`N&J<�Y:+.'�<>`ND}O=<)&(*N/2-0/0<¯f3+(Yx<)`BD}@N/0CEDF'=DFGN1HDXO=1Q`NDFVWDR/0<�/2O�GNDH1FDFO=O)&('�f�<)`;&e<�<)`ND+.'=/2S./0G;&(-I@N/vCwDH'>DHGp<>/?&(-MDFKpL;&e<)/2+(GNO�&('=DcO=<)&(*N-2Dq/2G�&s1HDF'�<Q&(/0GlO>DHGNO>DJ�M/ a�DJa�&�O=VU&J-2-M1Q`;&(GNS.D/0Go<>`NDn/2GN/v<)/2&(-E1H+.GN@N/v<)/0+.Gu'>DHO>LN-v<)OX/2G_&�O>VT&(-2-E@NDH{M/?&e<)/2+(G_/0Gu<)`NDnDi�B&(1i<�O=+.-2L]<)/2+(G�a�|#+O=`N+�y�&JG^Di�B&(VW9N-0D3yR`NDH'>D�<>`N/2Or/2OXGN+(<r<)`ND�1h&(O=D(�w1H+.GNO=/2@NDH'r<)`BD�@N/vCwLNO=/2+.GkDFKpL;&J<>/2+.G/0G_*N&(1Q�Iyc&('=@k<>/2VWD ¹ º¹ � Å � ¹ ¶�º¹ ° ¶yR`N/01Q`�ytDuS(DH<lY:'=+.V 8 Ç.avÇ �IP3*If�1Q`;&(GNS./0GNS � <)+ � � a�br+�y <)`NDuVWDH<>`N+M@ 8�Ç.a ¼.¼ Pn/2OLNGBO=<Q&J*N-2D7Y:+.'R&(GIf � Æ &JGN@^&�O=/2VW/2-?&J'q'=DFO>LB-0<X`N+.-0@NOcY:+.'cY:LN'�<)`NDH'XVWDH<>`N+M@NOFa

Ç Æ

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|�&J*N-2D�Ç.a��B·54s/vCwDH'>DFGB1FDnO>1Q`NDHVTDU8�Ç(a ¼.¼ Pi�NDH'>'>+('}9N'>+.9N&(SI&J<>/2+.GgY:+.' � Å Ç Æ �º K`_ �A Å �3Ç # º K A » Ç Æ 8 º K A�= � » º K A _ � PL�Å � Ç Æ(Æ.Æ � � � � Æ.Æ � Ç � � � Æ � ��Ç � ¼ � # � Ç � � � Æ � � � � Æ.Æ � Ç Æ(Æ.Æ �L�Å ¼ Æ Ç Æ.Æ � � � � Æ � � %BÇ � � � � Æ � Ç Æ(Æ � ÆL�Å Ç Æ Æ Ç Æ � �3Ç # � Ç Æ � Æ ÆL�Å Æ Æ Æ Æ � Æ Æ Æ

|#&(*N-0D�Ç.a��B·56��B&(1i<�O=+.-2L]<)/2+(Gu+(Y}8 Ç.avÇ �IPi�28�Ç(a0Ç �(Pi�28�Ç.avÇ %IPt&JGN@�8�Ç.a�� �pP� � Å7Æ a�� � ÅÆ a � � ÅnÆ a �Æ a Æ.Æ � Æ a�� # % % Æ a�� � Æ � Æ a�� # % %Æ a Æ Ç Æ a�� � # # Æ a � � � � Æ a�� � # #Æ a Æ ¼ Æ a�� � � � Æ a�% � Æ # Æ a�� � � �Æ a0Ç Æ Æ a ¼ � � � Æ a�� Æ ¼ Ç Æ a ¼ � � ��Oo&JG /0-2-0LNO=<>')&J<>/2+.G ytD[S(/0{.Dj&JG Di�B&(VW9N-2D�+JYl&�O�<Q&(*N-0D[&(GN@ +(Y�&(G LBGNO=<)&(*N-2DO=1Q`NDFVWDkY:+.'WDFKpL;&e<)/2+(G 8�Ç(a0Ç �.P�yR/v<)`½*,+.LNGB@;&('=f®1H+.GN@N/v<)/2+(GNOk8�Ç.avÇ %IP�&(GN@®yR/0<)`®<)`ND/0GN/0<>/?&(-,1F+.GB@N/0<>/2+.G�8 Ç.a0Ç �.PqyR`NDF'=D

Bc8Z°EP Å � ¼ ° Y:+.' Æ � ° � �¶¼ 8 Ç ��°EP Y:+.' �¶ � ° � Ç 8�Ç.a�� �pP�G;&J-0fp<)/017O>+.-0LB<)/0+.Gu1h&(G_*,DnY:+(LNGN@o/2Gu<)`BDnY:+('>V

º Å �

�¶�� < � Ç8 ¶ O>/2G 8 �¼ "  O>/2GJ8 � ° Ä Q =(< ��� � [�T 8�Ç.a�� �.P

&(GB@k<)`BD3{J&(-0LNDFOR+(Y#<)`N/0OXO=+.-2L]<)/2+(G^&('=DnS./0{(DFG^/0Gk|#&(*N-0D�Ç.a��Ba ��D�LNO=D�<>`ND�@B/0CEDF'>DHGN1FDO=1Q`NDFVWD 8 Ç.a ¼.¼ PTY:+.' :"Å Æ Ç�&(GN@ � DHKpL;&(-7<)+ Æ avÇ�&(GB@ Æ a��]a |}`ND�'>DHO>LN-v<)Ok&('>DO=LNVTVT&('=/ �FDH@�/2G |#&(*N-2DjÇ.a��]a ­ +.VW9;&('=Dg<)`ND_&(1Q`N/0DH{(DF@ &J1F1FLB')&(1if.a bX+(<)Du<>`;&J<�Y:+.'° Å�Æ �_<)`NDU&(S.'=DFDFVWDFGI<�/0O�yq+.'>O=Dg*,DF1h&JLNO>DU<>`NDg/0GN/0<>/?&(-�1H+.GN@N/v<)/0+.G 8 Ç.a�� �pPn`N&(O�&J<<>`N/2Oc9,+./0Gp<tGN+.G]\d1F+.GI<>/2GpLN+.LNO}@BDF'>/v{J&J<)/v{.D(a�|}`NDnO>+.-0LB<)/0+.GU/0OcO=fMVWVTDi<)'>/01�/0Gg°�&('=+.LNGN@° ÅµÆ � @�/0S.OFa3Ç.a��g&(GN@�Ç.a��UO=`N+�y�<>`NDl&JS.'>DHDFVWDFGI<7+(Y�GpLNVWDF'=/21F&(-c8 :^ÅÆ Ç�Pr&(GN@^+(Y�<)`ND&(GN&(-0fp<)/01�O=+.-2LB<>/2+.GWY:+.' � � Æ �l&(GB@gY:+.' � Æ �]�]/ a D(a�Y:+.'tO=<Q&J*N-2D7&JGN@gY:+.'tLBGNO=<)&(*N-2DO=1Q`NDFVWD(aÇ.Ç

Page 12: Chapter 1 Parabolic partial differential equations ... - vscht.cz

|#&(*N-0DlÇ.a��]·��]+.-0LB<)/0+.GU+(Yt8 Ç.a0Ç �IPi�28�Ç.avÇ �.P��A8 Ç.a0Ç %IPq&(GB@�8 Ç.a�� �pPq*IfgD��]9N-2/01F/0<tVTDi<)`N+M@gY:+.':gÅ Æ Ç ° ÅµÆ � ° Å Æ � ° Å Æ �� Å Æ Ç � Å Æ Æ Ç 8 L�Å Ç Æ P Æ a�� � ¼.¼ Æ a � � %+� Æ a�� � ¼(¼G�Å Æ Æ.Æ Ç � Å Æ Æ ¼ 8 L�Å ¼ Æ P Æ a�� �+� � Æ a�% � #BÇ Æ a�� �+� �� Å Æ � � Å Æ Æ Ç 8 L�Å ¼ P Æ a�% Æ.Æ.Æ Æ a�� Æ(Æ.Æ Æ a�% Æ.Æ(ÆG�Å Æ Æ.Æ � � Å Æ Æ ¼ 8 L�Å �pP Æ a�� � Æ.Æ Æ a � Æ(Æ.Æ Æ a�� � Æ(Æ� Å Æ Ç 8 L�Å ¼ Æ P Æ a ¼ �+� � Æ a�� Æ �]Ç Æ a ¼ �+� �

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Ç ¼

Page 13: Chapter 1 Parabolic partial differential equations ... - vscht.cz

����� ������� � �� "!$#&% �� "!6#���)*�,+ - / 13 54 #�7�ADH<oLBOu@N/2O=1FLNO=Ok&�VW+.'=D�1F+.VW9N-0/21h&e<)DF@ÀY:+.'>V +(Yn<)`ND[@N/vCwDH'>DHGN1FD[Y:+.'=VlLN-?&�yR/0<)` &9;&J')&(VWDH<>DF'��

º K`_ �A � º K AG Å � º

K _ �A�= � � ¼ º K`_ �A » º K`_ �A _ �: ¶ » 8 Ç ���7P º K Ac= � � ¼ º K A » º K A _ �: ¶ 8�Ç.a�� %IP

�d<�/2O�DF&(O=f�<)+�O=DFDU<>`;&J<�Y:+.'�� Å Æ <>`N/2O�DFKpL;&J<>/2+.G�O=/2VW9N-2/v~;DFOn<)+�8�Ç.a ¼ ÇÈPn&(GN@�<>`N/2OO=9EDH1F/?&J-B1h&JO>D}'>DH9N'>DHO>DHGp<>O�<)`NDR&(*,+�{.D}@N/0O>1HLNO>O=DF@�O>/0VT9N-0DtD��B9B-2/21H/0<#O>1Q`NDHVTDJa@;+.'�� Å ÇyqDn`;&h{.Dn<)`NDn+.9N9,+.O=/0<)D71F&(O>D7\q&�O>/0VT9N-0Ds/2VW9N-0/21F/v<t@B/0CEDF'>DHGN1FDnO=1Q`NDFVWD� � º K`_ �Ac= � » 8 Ç »½¼ � P º K`_ �A � � º K`_ �A _ � Å º K A 8�Ç.a�� �.P@;+.'�� Å �¶ yqD�S.Di<X&(G��>&h{.DF'>&(S.DH@TO=1Q`NDFVWD31h&(-0-2DF@ ­ '>&(GN�.\ bX/21H+.-2O=+.G�·� � ¼ º K _ �A�= � » 8�Ç » � P º K _ �A � �

¼ ºK`_ �A _ � Å �

¼ ºK Ac= � » 8 Ç � � P º K A » �

¼ ºK A _ � 8�Ç.a��+�IP

�t/0+.S.')&J9N`N/21F&(-.GN+J<)D(·#%�`If]-0-2/0O#bX/21H+.-2O=+.Gg8 ¼ Ç �MDF9B<>DFVl*,DF'qÇ #BÇ �t\ % $ 1H<>+.*EDH'tÇ # % �IPyt&(O�&r�t'>/v<)/2O=`�VT&J<)`BDFVT&J<)/01F/?&JG3VW+.O�<��pGN+�yRGlY:+.' `NDF'#yt+.'=�n+.G�<)`BD ­ ')&JGN�.\ br/01F+.-0O>+.GO=1Q`NDFVWD}<)+.S.Di<)`NDH'�yR/0<>`#�(+(`NG ­ ')&(GN�xa��(+(`NG ­ ')&(GN�u8 %&@;DF*N'=L;&('�fuÇ #BÇ %r\� $ 1i<)+.*,DF'¼ Æ(Æ %IPqyt&(O�&W�t'=/0<)/0O>`oVT&J<)`NDHVU&e<)/21F&(-w9B`pfMO=/21F/0O=<F�E*,DFO�<r�pGN+�yRG^Y:+('X`B/2O}yt+('>�u+.Go<)`NDGpLNVWDF'=/21h&J-�O>+.-0LB<)/0+.Gu+(Y#9;&('�<)/?&J-w@N/vCwDH'>DFGI<>/?&(-�DHKpL;&J<)/0+.GNOHa�]/0VT/0-?&('=-0fU&(O�Y:+.'R<)`ND�Di�]9N-2/01F/v<rO=1Q`NDFVWD�/0<r1h&JG�*ED�O>`N+�yRG[<)`N&J<7&(9B9N'>+h�]/2VT&J<)/0+.GDH'>'>+('W/0O a 8 G » : ¶ P�Y:+.'_8�Ç(a�� �(P�<)`pLNOWVTDi<)`N+M@£8 Ç.a�� �.P�/2O�+JYsO>/0VT/0-?&('�&(1H1FLN'>&(1Hf®&(O<>`ND�D��]9N-2/01F/0<}Y:+('>VlLN-2&Ba�@;+.'c<)`ND ­ ')&JGN�.\ br/01F+.-0O>+.GoO=1Q`NDFVWDu8 Ç.a�� �IPc/0<R1h&JG^*,D3O=`N+�yRG<>`;&J<X<)`NDlDH'>'=+.'r/0O a 8 G ¶ » : ¶ Pi�,<)`N/0OrVWDH<>`N+]@k/2OrVT+.'=D�9B'>DF1H/2O=D�<)`;&JGk<)`BDlVTDi<)`N+M@NO8 Ç.a ¼(¼ P�&(GN@T8�Ç(a�� �(Pia |}`N/2OA1F&(G�*,D5Di�]9N-2&(/2GNDH@n*pf�<)`ND�Y�&(1i< <>`;&J<A<>`ND�<)/2VWD�@NDH'>/v{(&e<)/0{(D�/2O&(9B9N'>+h�]/2VT&J<)DH@�/0G�<)`NDq9E+(/2GI<}8 ��K`_ � » ��K P`> ¼ 1F+('>'>DHO>9,+.GN@N/0GNS�<>+7&�1FDHGI<)')&J-]<)`B'>DFD�\¯9,+./2GI<@N/vCwDH'>DHGN1FDcY:+.'=VlLN-2&l8�O=DFDR|#&(*�a)� �MP yR/v<)`l<)`BD}DF'>'=+.' a 8>8 � ¶ P ¶ P |}`ND ­ ')&JGN�.\ br/01F+.-0O>+.GO=1Q`NDFVWDl8 Ç.a��+�IP#/0OzO�<Q&(*B-2DcY:+.'5&(GIf � Å G > : ¶ |}`NDRY:+.'>V�LN-?&�8 Ç.a�� %IP#/2O�O�<Q&(*B-2D}Y:+.'5&(GIf� /vY�� � 9 �¶ ÃhÇ;: a �dY�� � �¶ <>`NDFGo<)`N/0O}VTDi<)`N+M@o/2O}O�<Q&(*N-0Dn/0Y� � Ç

¼ 8 Ç � ¼ �7P 8�Ç.a��+#IP@;+.'�� Å Æ <>`N/2ORS./v{.DHOr&JSI&(/2Gu1H+.GN@N/v<)/0+.G�8�Ç.a��NÇÈP�a�rGB-2/2�JD�<)`NDjD��B9B-2/21H/0<uVWDH<>`N+M@��XyR`BDF'>D�Dh&J1Q` {J&(-0LND[+(Yn<)`NDjGNDiy 9N'=+(~;-0D � K`_ �yt&(O}1F+(VT9NL]<)DF@oD��B9B-2/21H/0<>-0fW+.GNDn&JYZ<>DF'R&(GB+(<)`NDH'tY:'>+(V�<)`BD7+.-2@u9N'=+(~;-0D � K �B<>`ND7DFKpL;&e\<>/2+.G®8 Ç.a�� %IPXY:+.'�� �Å Æ '=DF9N'=DFO>DHGI<)Ol&uO�f]O�<)DHV +(Yt-0/2GNDF&('�DHKpL;&J<)/0+.GNO7Y:+.'sLBGN�pGN+�yRGNOº K`_ �A à B#Å Ç.à ¼ à ÃD8 � Ç.Ã]yR`N/21Q`_VlLNO�<r*,DnO>+.-v{.DH@kO=/2VlLN-v<Q&(GBDF+.LNO=-0f(a

Ç �

Page 14: Chapter 1 Parabolic partial differential equations ... - vscht.cz

|}`NDRVT&J<)'=/v��+(YE<>`N/2O�O�fMO=<)DHV /2O�<)`B'>DFD�\¯@N/2&(S.+.GN&(-]Y:+.'5&7S.DHGNDF'>&(- �8:Y:+(' � Å Æ <)`NDVT&J<)'=/v��/2O�@N/2&(S.+.GN&(-N&(GB@�<>`NDRVTDi<)`N+M@�/2O�D��B9B-2/21H/0<QPia�|}`BDXO�fMO=<)DHV VU&hfl*,DRO>+.-v{.DH@T*IfY�&(1i<)+.'=/ �F&J<)/0+.GT8�O>DHDt1Q`;&J9B<)DH'����pPAyR`BDFGl1H+.VT9BLB<)/0GNS�&XGNDHy 9B'>+(~;-0DzY:'=+.V£<)`BDq+.-0@�+(GND(a�ADH<�LNOs1H+.VT9N&('>Dn<)`ND ­ ')&(GN�.\¯br/21H+.-2O=+.G^VWDH<>`N+M@kyR/0<>`^<)`BD�Di�]9N-0/21H/0<rVTDi<)`N+M@^LNO=/2GNS<>`NDUDHKMLN&J<)/0+.GNOU8�Ç.avÇ �IP��c8 Ç.a0Ç �.Pi�c8�Ç.avÇ %IP7&(GN@ 8�Ç.a�� �pP�Y:+.' :�Å�Æ Ç |}`BDU'>DHO>LN-v<)O�&('>DS./v{.DHGW/0G�|�&(*B-2D7Ç.a�%Ba �d<5/0O�Dh&(O�fl<)+nO=DFDR<)`;&J<�<>`ND}DF'='>+.'�+JYE<>`NDR'>DFO=LN-0<>O5+(Yx<)`NDRDi�]9N-0/21H/0<VWDH<>`N+]@oY:+.' � Å Æ Ç�&('=D3O=/2VW/2-2&('q<>+W<>`N+.O>D�+(Y�<>`ND ­ ')&(GB�I\¯br/01F+.-0O>+.G_VTDi<)`N+M@oyR/0<)`<>`NDlO=<>DF9 GoÅ�Æ Æ Ço8ZyR`NDF'=D � Å ÇÈP�a�|}`ND�D��]9N-2/01F/0<rVWDH<)`B+]@k'>DFKpLN/0'>DHO�<)+u1H+.VT9BLB<)D

6��]9N-2/01F/0<cVTDi<)`N+M@�8�Ç.a ¼.¼ P ­ ')&(GB�I\¯br/01F+.-0O>+.G rG;&(-0fp<>/21VWDH<>`N+M@ O>+.-0LB<)/0+.G�8�Ç.a�� �.P� Å �� 9 � Å �¶GWÅµÆ Æ.Æ Ç GWÅ Æ Æ.Æ � G�Å Æ Æ Ç� ÅµÆ Æ Ç Æ a � � %+� Æ a�� Æ.Æ(Æ Æ a�� % #]Ç Æ a�� � � �� ÅµÆ Æ ¼ Æ a�% � #BÇ Æ a�� Æ.Æ(Æ Æ a�% # ¼ Ç Æ a�% � Æ #� ÅµÆ Ç Æ Æ a�� Æ � % Æ a�� Æ �MÇ Æ a�� Æ % # Æ a�� Æ ¼ Ç|#&(*N-0D7Ç.a�%]· ­ +.VW9;&('=/2O>+(GW+JYE<>`NDRDi�]9N-2/01F/v<5&(GN@�<)`ND ­ ')&JGN�.\ br/01F+.-0O>+.G�VWDH<>`N+M@NOFa��z&J-v\LNDHOR/2Gu<)`NDn9,+./2GI<}° Å Æ ��&J'>D7O>`B+ÈyRG�8 :gÅ Æ ÇÈP

<>DFGg<)/0VTDHOcVW+.'>Dr9N'>+(~N-2DFOH�;&(-v<)`N+.LBS.`U<)`BD71F+.VW9NLB<)&J<)/0+.GTyt&(ORDh&(O=/2DH'c*EDH1h&(LBO>D7/0<tyc&(OGN+J<gGNDH1FDFO=O)&('�f <)+�O>+.-v{.D�&�O=fMO=<>DFV +(Ys-2/2GBDh&('WDFKpL;&J<>/2+.GBOUyR/0<>` &�<)`B'>DFD�\¯@N/2&(S.+.GN&(-VT&J<)'=/v�Ea � `NDHGÀyqD^1F+(VT9;&J'>Dg<)`BDkGpLNVl*,DF'�+(Ys&('>/v<)`NVWDH<>/21g+(9EDH')&J<>/2+.GNOl<>`NDFG®<)`ND­ '>&(GN�.\ bX/21F+(-2O>+(G_VWDH<>`N+M@_/0O}VT+('>D7D �W1H/2DFGI<Fa����� ������� �C4 #&+ ����� + %(! "%*+���/ � ��]+RY�&('H�eyqDt`;&h{(Dt1F+(GNO>/0@NDF'=DF@�<¯yq+J\¯9B'>+(~;-0D5VTDi<)`N+M@NO�<)`;&J< 1H+.GI<Q&(/0G � K &(GN@�� K`_ � +.GN-vf.a��D�`;&h{.D�GN+(<>DF@j<)`;&J<7<>`ND�@N/2O=1F'=DH<)/ �h&J<>/2+.G[/0G � `;&JOn<>`ND�S.'>DF&J<)DHO=<31F+(Gp<>'>/0*NLB<)/0+.G�<)+<>`ND�DF'='>+.'H��G;&(VWDF-vf a 8 G PiÃ�+.' a 8 G ¶ P�/2G^O>9,DF1F/2&(-�VWDH<>`N+M@NOFa3|}`N/2O7VWDh&JGNO�yqD�VlLNO=<LNO=D3&WO=VU&(-0-E<>/2VWDsO=<>DF9 G &(GB@_<>`N/2O}'=DFKpLN/2'=DFOX&�-2+.GNS�1H+.VW9NLB<Q&e<)/2+(Gg<)/2VWD(a��GN+(<>`NDF'9,+.O>O=/2*N/0-2/v<¯fU/0O�8:O>/0VT/0-?&('=-0f�<)+ �@N&(VTO}Y:+.'=VlLN-2&(OF�NO=DFD31Q`;&(9B<>DF'&���pPi�;<)+T&(9N9N'=+h�B/0VU&e<)D<>`ND�@NDH'>/v{(&e<)/0{(D��

� [ LNO=/2GNSTVT+.'=D�<>`;&(Gk<¯yq+u9,+./2GI<)OHar| +gO�<Q&('�<�O=LN1Q`�&T1F+(VT9NL]<Q&J<>/2+.GyqD�VlLBO=<c�pGN+�y VW+.'>DR<)`;&JG��=LNO�<c+.GNDr9N'>+J~;-2D�8�S./v{.DHGg*IfT<>`ND�/0GN/0<>/?&(-N1H+.GN@N/v<)/0+.GxPia#|#+9N'=DF9;&J'>DT<>`NDFO=Dg9N'=+(~;-2DHOl&(GB+(<)`NDH'�VWDH<>`N+]@�VlLNO�<l*,DULNO=DF@�a $ GBDU@N/0O)&(@B{J&(GI<)&(S.DU+JYVlLB-0<)/ \¯O�<)DF9�VTDi<)`N+M@NO�/2O�<>`;&J<5/v<5/2O�GN+J<5Dh&(O�f�<)+3&(@;&(9]<�<)`ND}O�<)DF9TO>/ �FD G &(1F1H+.'>@B/2GNS7<)+`N+�y 1H+.VW9N-2/01h&J<>DF@o<)`ND3O>+.-0LB<)/0+.G_/2OFa �GN+(<>`NDF'X@N/0O)&(@B{J&(GI<)&(S.D(�,G;&(VWDF-vfg<)`BD�GNDHDF@�+JYVW+.'>D31F+(VT9NL]<)DF'XVWDFVW+.'=fg<>+gO=<>+.'>D3Di�M<>')&U9N'=+(~;-0DFO�*,DF1H+.VWDFO�-0DFO=Or/0VT9,+.'=<)&(GI<RyR/0<)`Ç �

Page 15: Chapter 1 Parabolic partial differential equations ... - vscht.cz

VW+]@BDF'>G[`N&('>@Byt&('=D(a $ GND�/0VT9,+.'=<)&(GI<7&(@]{(&JGp<)&(S.D�+(YqVlLN-v<)/ \¯O=<>DF9�VWDH<>`N+M@NOs/2Os<>`;&J<yqDu1h&(G LNO=Do&�S.'>DF&J<)DH'�O=<>DF9 O>/ �FD G *,DF1h&JLNO>Dg<>`NDo&(9N9N'=+h�B/0VU&e<)/2+(G�+(Y ��� [ /0OlVW+.'>D9N'=DF1H/2O>DJa ��DXO=`N+�y &sY:DHy½VlLN-v<)/v\dO=<>DF9lVWDH<>`N+]@BO�Y:+.'�<)`NDRDHKMLN&J<)/0+.Gk8�Ç.avÇ �IP��.LNO>/0GNS7<)`ND&(9B9N'>+h�]/2VT&J<)/0+.GUY:'=+.V�<)&(*N-2D�� �U&(GN@ ���Na

GN+.G]\d1FDHGp<>')&(-�&J9N9N'>+h�]/2VT&J<>/2+.Gg+JY ��� [ S./v{.DHOr&l<>`N'>DHDi\¯9B'>+(~;-0D7/2VW9N-2/01F/v<qY:+.'=VlLN-2&� º K _ �A � � º K A » º K = �A

¼ G Å º K`_ �Ac= � � ¼ º K`_ �A » º K`_ �A _ �: ¶ 8�Ç.a�� Æ P

|}`N/0OR1h&(Go*,D3'=DHyR'=/0<><>DFGo<)+� ¼ � º K`_ �Ac= � » 8 � » � � P º K _ �A � ¼ � º K`_ �A _ � Å � º K A � º K = �A 8�Ç.a��]ÇÈP�]/0VT/0-?&('=-0f�&�Y:+.LN' \¯9N'=+(~;-0Ds/2VW9N-2/01F/v<qY:+.'=VlLN-2&�/2O��% � º K _ �Ac= � » 8�Ç.Ç » Ç ¼ � P º K`_ �A � % � º K`_ �A _ � Å Ç � º K A � # º K = �A »À¼ º K = ¶A 8�Ç.a�� ¼ P&(GB@o~NG;&(-2-vfu&l~N{(Di\¯9B'>+(~;-0Dn/2VW9N-2/01F/0<zY:+.'=VlLN-?&�/2O�3Ç ¼ � º K _ �A�= � » 8 ¼ � »3¼ � � P º K`_ �A ��Ç ¼ � º K`_ �A _ � Å � � º K A � � % º K = �A » Ç % º K = ¶A � � º K = -A 8�Ç.a�� �IP@;+.'=VlLN-?&JOR8�Ç.a��]ÇÈP��E8�Ç.a�� ¼ P�&(GB@[8�Ç(a � �.P�`;&h{.Dr<>`NDXDF'>'=+.' a 8 G ¶ » : ¶ Pià a 8 G - » : ¶ P�&(GB@� 8 G � » : ¶iP�'>DHO>9�a @;'=+.V <>`ND�1F+.VW9NLB<)&J<)/0+.G;&(- 9E+(/2GI<n+(Yz{]/0DHy<)`NDHO>D�Y:+.'>V�LN-?&(Os&('>DGN+J<�VlLN1Q`�VT+.'=Dq@B/ �W1FLN-v<#<>`;&(G�&rO>/2VW9N-0Dz/0VT9B-2/21H/0<�Y:+('>VlLN-2&�8 Ç.a�� �.P ' <)`NDq'>/2S(`p<�\¯`;&JGN@]\O=/2@NDs+JYA<)`NDsO�fMO=<)DHV«+(Y -2/0GNDh&J't&(-0S.DF*B')&(/01rDHKMLN&J<)/0+.GNOtyR/v<)`o&�<>`N'>DHDi\¯@B/?&(S.+(G;&(-,VU&J<>'>/ �1H+.GI<Q&(/0G &[Y:Diy«VW+.'>DT<)DF'=VTOHa�| +�O�<Q&('�<�ytD_VlLNO�<�9N'>DH9;&('=Dg<)`N'=DFDo/2GN/v<)/2&(-q9B'>+(~;-0DFO8:*EDHO>/2@BDFOq<>`ND�/0GN/0<>/?&(-]1F+.GB@N/0<>/2+.GxP�LNO=/2GNS�&(GN+(<>`NDF'zVWDH<)`B+]@WyR/0<)`U&�O=L �W1F/2DHGI<)-0fWO=VU&(-0-DH'>'>+('Fa|}`NDH'>D�D��]/2O=<s&(GN+(<>`NDF'XVlLN-v<)/ \¯O=<>DF9uY:+.'=VlLN-?&JORyR`BDF'>D3<)`ND�&(9N9N'=+h�B/0VU&e<)/2+(G_+JY � �

� V �/0Ou1F+.VW9NLB<>DF@µY:'=+.V VW+.'=D�9B'>+(~;-0DFOuyR/0<>` &(9N9N'=+.9N'>/2&J<)D[yqDF/0S.`I<)OuyR/0<>` <>+(<Q&(-7O=LNV*,DF/0GNS�+.GNDJa $ Gu<)`BD7+(<)`NDH'R`;&(GN@��BDi�]9N-2/01F/v<}VlLN-v<)/v\dO=<>DF9gVWDH<>`N+]@BOR&('>D7O=DF-2@B+.V�LNO=DF@��*,DF1F&(LNO>D}<>`NDcO=<)&(*N/0-2/0<¯f31H+.GN@N/v<)/2+(Gl'>DHKMLB/2'>DHO5&sO>VT&(-2-MO=<>DF9WO>/ �FDc/0G � �IO>+s<)`N&J<�<)`NDt`N/2S.`&(1H1FLN'>&(1Hf�+(Yq<)`NDT&(9N9B'>+h�]/2VT&J<)/0+.Gj/2G � 1h&JGNGN+(<�*EDWLNO=DF@ 8:*pfj<)&(�p/2GNSk&_-2&('>S(DWO�<)DH9O=/ �FDhPia����� ������� � / 4 ��7 1 � ) / �6�,+?�&/ ���D�`;&h{.D[1H+.GNO=/2@NDH'>DF@ *,+.LNGB@;&('=f½1F+.GB@N/0<>/2+.GNOW+(Yn<)`BD^~;'>O�<u�p/2GN@w�X/ a�DJa£*,+.LNGN@;&J'=f1H+.GN@N/v<)/2+(GNO7O>9,DF1H/0YZfM/2GNSu<>`ND�{(&J-2LND�+(Yz<)`BDTO=+.-2LB<>/2+.Gw��D(a SNa�Y:+.'nDFKpL;&J<>/2+.GÀ8 Ç.a0Ç �IPr<)`ND*,+.LNGN@N&('=f[1H+.GN@N/v<)/0+.G�yc&JOg8 Ç.a0Ç %IPia $ YZ<)DHG�<>`ND�*E+.LBGN@;&('�f[1F+.GB@N/0<>/2+.GNO7O=9EDH1F/vYZf�<)`ND

Ç �

Page 16: Chapter 1 Parabolic partial differential equations ... - vscht.cz

@NDH'>/v{(&e<)/0{(D�+(YB<>`ND5LNGN�pGN+�yRG�Y:LNGB1H<)/0+.GT8:Y:+.'�D��N&JVT9N-0D�<)`ND5*,+.LNGN@N&('=fn*,DH<¯yqDFDHG�&}`NDh&J<1H+.GN@NLN1i<)/0GNSTVWDF@B/2LNV�&JGN@�&(G_/2GBO>LN-2&J<)+.'}/0OR@NDFO=1F'>/0*EDH@^*If � � < Å£Æ yR`NDF'=D 8�VTDF&(GNO<>`NDTGB+.'>VT&(-�/ a D(aU9EDH'>9,DFGN@N/01FLN-2&('3@N/2'=DF1H<>/2+.G;PiaU|}`B/2On<¯f]9,DU+JY}*E+(LNGN@;&('�fj1F+.GB@N/0<>/2+.G/0O31F&(-2-0DF@j<)`NDW*,+.LNGN@;&J'=f�1F+.GB@N/0<>/2+.Gj+(Yc<>`NDWO>DF1H+.GN@��p/2GB@�ag|}`NDTVT+.O�<�+JYZ<)DFG�1h&(O=D(�`N+�yqDH{(DF'F�I/0O &r-2/0GNDh&J' 1H+.Vl*N/0G;&J<>/2+.Gn+(Y]<)`ND5Y:LNGN1i<)/2+(G�{J&(-2LBDq&JGN@l/0<>O�@NDF'=/0{J&J<)/v{.Dq&J<�<)`ND*,+.LNGN@N&('=f(ar/ a�DJa ¿ � º »À¿ ¶ � � < Å ¿ - |}`N/2OX<¯fM9ED�+(Y5*E+(LNGN@;&('�f_1F+.GN@B/0<)/0+.G_/2O�1F&(-2-0DF@<>`ND�*,+.LNGN@N&('=fT1F+.GB@N/0<>/2+.GT+(YA<)`NDX<)`N/0'>@g�p/0GN@�a�bX+.GN-2/0GNDh&J'q*,+.LNGN@N&('=fT1F+.GB@N/0<>/2+.GU&('>D@N/0O>1HLNO>O=DF@^*,DF-0+�yna­ +.GNO=/2@NDH'X&�S(DFGNDH')&(-A-0/2GNDF&('c*,+.LNGN@;&J'=fu1H+.GN@N/v<)/2+(G

¿ � º »À¿ ¶ ¹ º¹ °®Å ¿ - 8�Ç.a�� �pPY:+.'#<)`NDcDHKpL;&J<)/0+.G_8�Ç(a0Ç �.P#/2Gl° ÅµÆ rO>O=LNVTD ¿ ¶ �ÅµÆ Ã(/ a D(ac8�Ç.a�� �pP /2O�GN+J<5&s1F+.GB@N/0<>/2+.G+(Yn<>`ND^~;'=O=<o�p/2GN@wa�|}`ND[O=/2VW9N-2DHO=<g&(9N9N'=+��]/0VU&J<>/2+.G½+(YT8�Ç.a�� �pPW/2OU<>+�'>DF9B-?&(1HD^<)`ND@NDH'>/v{(&e<)/0{(D �

� V *pfµ& O>LN/v<Q&(*B-2Dj@N/0CEDF'=DFGN1HD�Y:+('>VlLN-2& 8�O>DHD�1Q`;&J9B<)DH' ���B�7*,+.LNGN@;&J'=f{J&(-0LND79N'>+(*N-2DHV�Y:+.'}+.'=@N/2GN&('=fU@N/0CEDF'=DFGI<)/2&(-�DFKpL;&e<)/2+(GxPia��RDF9N-2&(1F/0GNS¹ º¹ °

����� V 9[� Q K _ � T � Å º K`_ �� � º K`_ �9: »ba 8 : Pwà 8�Ç.a�� �.P

&(GB@�9NLB<><>/2GNS[/0GI<)+ 8 Ç.a � �pPnyqDoS.DH<�&�-0/2GNDF&('3DFKpL;&J<>/2+.G�Y:+.' º K _ �9 &(GN@ º K`_ �� 8�LN9N9,DF'/0GN@NDi�]DHOX1F&(G_*EDn1Q`N+.O=DFG^&('>*N/v<)'>&('>/0-0fW*EDH1h&(LBO>DU8�Ç.a�� �pPt`N+(-2@NOcY:+.'R&J-2- � P ¿ � � ¿ ¶

: " º K`_ �9 » ¿ ¶:º K`_ �� Å ¿ - 8�Ç.a�� %IP

�rO=/2GNS�8�Ç.a�� %IP�Y:+.'n<)`BDTD��B9B-2/21H/0<nY:+.'=VlLN-?&�8 Ç.a ¼(¼ Ps/2O3O>/2VW9N-0D(· º K _ �9 /0O�Di{J&(-2L;&e<)DF@*If�8 Ç.a � %IPt*;&(O=DF@^+(G º K _ �� 8:1F+.VW9NLB<>DF@oY:'>+.V º K 9 à º K � à º K ¶ Pia5%�LB<R<)+(S.DH<>`NDF'}yqD�S.Di<º K`_ �9 Å ¿ - :¿ � : � ¿ ¶ � ¿ ¶¿ � : � ¿ ¶ º K _ �� Å�� »�� 9 º K 9 »�� � º K � »�� ¶ º K ¶ à 8�Ç.a�� �.P

yR`NDH'>D�nÅ ¿ - :¿ � : � ¿ ¶ Ã �

9 Å � ¶ Å � � ¿ ¶¿ � : � ¿ ¶ à �� Å ��8�Ç � ¼ � P ¿ ¶¿ � : � ¿ ¶ |}`ND7~;'=O=<X'>+�y +(Y#<>`ND ��<)'>&(GNO�Y:+.'>VT&J<)/0+.GlVT&J<>'>/v� � � 8�O>DHDg8 Ç.a ¼ #IP>Pz1Q`;&(GNS.DHOX<>+8

�9hÃ�� Ã� ¶ Ã Æ Ã P Ç %

Page 17: Chapter 1 Parabolic partial differential equations ... - vscht.cz

�d<R/0OXDF&(O=fU<)+�O>DHD3<>`;&J<��9 � » �

�� � » �

� ¶ � Å ���� ¿ ¶¿ � : � ¿ ¶ ����Y:+.' � Å G > : ¶ � �¶ 8ZyR`N/21Q` VlLBO=<u*,D�O)&e<)/2O�~;DF@ Y:+.'TO=<)&(*N/2-0/0<¯f®'>DF&(O>+(GNOQP�a @;'=+.V: Å � G > � /v<lY:+.-0-2+�yRO�<)`N&J<�Y:+.'l1H+.GNO=<)&(GI< � ytDo`;&h{(D �

�9 � » �

�� � » �

� ¶ � Å Ç »a 8�� G PiÃ5yR`N/21Q`½/2Og&�O>L �W1F/0DFGI<uO�<Q&(*N/0-2/v<¯f�1F+.GB@N/0<>/2+.G�a |}`pLNOU<>`ND�VWDH<)`B+]@£8�Ç.a ¼.¼ PyR/v<)`o<)`NDn*,+.LNGN@;&J'=fo1F+(GN@N/0<>/2+.G�8 Ç.a � %IPt/2ORO=<)&(*N-0DnY:+(' � � �¶ |}`N/2OR/0Or&�GN+.GM\d<)'=/0{M/?&J-'=DFO>LB-0<ha �RDF9B-?&(1HDFVWDFGI<s+(Yz*,+.LNGN@N&('=fk1F+.GB@N/0<>/2+.Gk1h&(G[1Q`;&JGNS.D�<>`ND�O=<)&(*N/2-0/0<¯f(a�� `NDHG/0Gp{(DFO�<)/2S.&J<)/0GNSoO=<Q&J*N/2-0/0<¯fk/0<n/2O3&(-vyc&hfMO3GNDF1HDFO>O>&('=fj<>+k1H+.GNO>/0@NDF'7<>`NDT'=DF9N-2&(1FDHVTDHGI<�+JY*,+.LNGN@N&('=fu1H+.GN@N/v<)/0+.GNO}&(O}yqDF-0- a|}`NDu'=DF9N-2&(1FDHVTDHGp<k8 Ç.a�� �.P�`;&JOl+.GNDu*N/0S�@N/0O)&(@B{J&(GI<)&(S.Du*,+(<)`�Y:+.'�Di�]9N-2/01F/v<l&(GB@Y:+.'n/0VT9N-0/21H/0<sO=1Q`NDFVWD(a_|}`NDTDF'>'=+.'3/2On*If�+(GNDU+.'=@NDF'nyq+.'>O=DT<)`N&(G�<>`NDUDH'>'>+('�+(Yq<)`NDDHKMLN&J<)/0+.G��A<)`pLNO3/0<3/2O7*,DH<=<)DH'3<>+kLNO=DU&oVW+.'>D�9N'=DF1H/2O>DW'>DH9N-?&J1FDFVWDFGI<3Y:+.' ��

� V |}`NDF'=D&('=Ds<¯yt+T9E+(O>O>/0*N/2-0/0<>/2DFOH·Ç(aX| +�LNO>D�&�GN+.G]\d1FDHGp<>')&(-�<>`N'>DHDi\d9E+./0GI<R@N/0CEDF'=DFGN1HD

¹ º¹ °����� V 9[� Q K`_ � T � Å ��� º K`_ �9 » � º K _ �� � º K`_ �¶¼ : » a 8 : ¶ Pwà 8�Ç.a�� �IP

|}`B/2Os/0O7GN+u1F+.VW9N-0/21h&e<)/2+(GkY:+.'sD��]9N-2/01F/0<rY:+.'>V�LN-?&Ba @;+.'�<>`ND�/2VW9N-0/21F/v<}Y:+.'>V�LN-?&<>`NDn'>DHO>LN-v<)/2GBS�O=fMO=<>DFV VlLNO�<R*EDn1F+(Gp{(DF'�<)DF@k<)+W&l<)`N'=DFDi\d@N/?&JS.+.G;&(-w+.GND(a¼ aX| +�LNO>D�&�1FDHGp<>')&(-A<>`N'>DHDi\¯9,+./0Gp<R@B/0CEDF'>DHGN1FD

¹ º¹ °����� V 9[� Q K`_ � T � Å º K`_ �� � º K`_ �= �

¼ : »ba 8 : ¶ P 8�Ç.a�� #IP*If�/2GI<)'=+]@NLB1F/2GBS7&�~;1H<>/0<>/2+.LNO#GN+M@NDcyR/0<>`�/2GN@ND�� �3Ç |}`B/2O�/0GN1F'=Dh&(O=DFO�<)`BD}GMLBV�\*,DF'z+(YwLNGN�pGN+�yRGNOR&(GN@WytDrVlLNO�<q~;GB@g+.GNDXDFKpL;&J<>/2+.GWY:+.'�<)`N/0OqGBDHy LNGN�pGN+�yRG�a|}`B/2O51h&(GW*,DX@B+.GNDX*pfW&J9N9N'>+h�]/2VT&J<>/2GNS7DHKMLN&J<)/0+.G�8 Ç.avÇ �IP�*If�<)`NDR/0VT9N-0/21H/0<�Y:+('�\V�LN-?&[8 Ç.a�� �.PXY:+.' B}Å"Æ a�|}`BD�LNGN�pGN+�yRG º K`_ �= � 1F&(Gj*ED�D��]9N'>DHO>O>DH@�Y:'=+.V <>`N/2ODHKpL;&J<)/0+.G_&(OX&lY:LNGN1H<>/2+.Go+(Y º K 9 à º K`_ �9 &(GN@ º K`_ �� &(GN@oyqD39BLB<R<)`NDn'>DHO>LN-v<R/2GI<)+<>`ND7&(9B9N'>+h�]/2VT&J<)/0+.G[8 Ç.a�� #IPia @x+('q<)`BDs/2VW9N-2/01F/v<qVWDH<>`N+M@j8�Ç.a�� �.P�ytD7S(DH<R&(S.&(/2G&nO=fMO�<)DFV +(YA-0/2GNDF&('5DFKpL;&J<>/2+.GBOzyR/v<)`T&3<)`B'>DFD�\¯@N/2&(S.+.GN&(-;VU&e<)'>/ �Ea�|}`N/0OqO=DF1F+(GN@&J9N9N'>+.&(1Q`[/2Or*EDi<><)DH'7*EDH1h&(LBO>Dl<)`BDl'>DH9N-?&(1HDFVWDFGI<W8 Ç.a � #IPX`;&JO7&gO>VT&(-2-0DF'XDF'='>+.'<>`;&(G_<)`ND3'>DH9N-?&(1HDFVWDFGI<l8�Ç.a�� �IP��x&(-0<>`N+.LNS.`o<)`BDHfk&('>D3+(Y#<)`ND�O)&(VWDn+.'>@NDH'�8:O>DFD1Q`N&(9B<)DH'#���MP�a

Ç �

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@;+.'W<)`ND[/0VT9N-0/21H/0<W+.'U<>`ND[Di�]9N-0/21F/v<gVWDH<>`N+]@ <>`ND['>DH9N-?&J1FDFVWDFGI<u+JY3<>`ND[*,+.LNGN@;&J'=f1H+.GN@N/v<)/2+(G^/2O�Dh&(O�f.a @;+.'�VW+.'>D�1F+.VW9N-0Di�^VTDi<)`N+M@NOs/v<�/0OsLNO>LN&(-2-vfkGB+(<7+.*I{M/2+.LBOs`N+�y<>+[&(9N9N'=+h�B/0VU&e<)D�<)`NDT*E+.LBGN@;&('�f�1H+.GN@N/v<)/2+(G�<)+kS.DH<�<)`NDT`N/2S.`BDFO=<l&(1F1HLN')&J1Hf�+(Y}<)`ND'=DFO>LB-0<)/0GNSg'=DF9N-2&(1FDHVTDHGp<Fa�|}`BD�/2VW9N-2/01F/0<R'=DF9N-2&(1FDHVTDHGI<n+(Y5<)`NDl*,+.LNGB@;&('=f^1F+.GB@N/0<>/2+.GLNO=L;&(-0-0fgS(/0{.DHORS.+]+M@u'>DHO>LN-v<)OHa�¯G_O>+.VWD79N'>+(*N-2DHVTOc<>`NDn*E+.LBGN@;&('�fu1F+.GB@N/0<>/2+.GNO}@BDF9,DFGN@k+.Gu<)/2VWD(�]D(a SNa

º 8 Æ Ã � P Å O>/0G � �/0Oc9EDH'>/0+]@N/01r/0Gg<)/0VTD � a5|}`N/2Ot<¯fM9,D7+(Y *E+(LNGN@;&('�fg1H+.GN@N/v<)/2+(GNOt9N'=DFO=DFGI<)ORGN+�*N/0S�1F+.V�\9N-0/21F&J<)/0+.G�a ��D�1F&(G�LNO=D�<)`ND�O)&(VWD3VTDi<)`N+M@NOs&JOrY:+.'R<)/0VTDn/2GB@NDF9,DFGN@BDFGI<7*,+.LNGN@;&J'=f1H+.GN@N/v<)/2+(GNOFa�|}`BD�'=DFO>LB-0<)/0GNSlY:+.'=VlLN-?&l1H+.GI<Q&(/0GNO}<)/0VTDs@BDF9,DFGN@NDHGI<r<>DF'>V_a�]+.VWDH<>/2VWDFOAyqDc`;&h{.D}&X-2/0GNDh&('�9;&J')&(*,+.-2/015DFKpL;&J<>/2+.G3yR/0<)`l&rGN+.GB-2/2GBDh&('�*,+.LNGN@;&J'=f1H+.GN@N/v<)/2+(G��BDJa�SNa5DHKMLN&J<)/0+.G�8�Ç.avÇ �IPqyR/v<)`o*E+(LNGN@;&('�fu1F+(GN@N/0<>/2+.GBO

� 9 º 8 Æ Ã � Pià ¹ º 8 Æ Ã � P¹ ° à � " Å Æ Ã � � º 8 Ç.à � Pià ¹ º 8�Ç.à � P¹ ° à � " Å Æ 8�Ç.a�% Æ P/0GNO=<>Dh&(@o+(Yc8�Ç.avÇ %IP�a|}`N/0OA/2Ow<>`ND�1h&(O=D5+(YM`NDh&J<�1H+.GN@NLB1H<)/0+.G7yR/0<>`3'>&(@N/2&J<)/0+.G��F+('A@N/0CELNO>/0+.G�yR/v<)`nO>LN'�Y�&(1FD1Q`NDHVT/01h&(-�'=Dh&(1i<)/0+.GjDH<)1Ja �ADH<3LNO3/2-0-2LNO�<)')&e<)D�<>`N/2On*If�&(G�D��B&(VT9B-2D(a ­ +.GNO=/2@NDH'n`NDh&J<1H+.GN@NLN1i<)/0+.Gg/2Gg&(Gu/2GNO=LN-?&e<)DF@T*;&('c@BDFO>1H'>/0*EDH@u*pfUDFKpL;&J<>/2+.G[8�Ç.avÇ �IP�a $ GNDsDFGB@u+(YA<)`ND*;&J'r/0Or�JDF9B<s&J<7&W1F+.GNO�<Q&(GI<r<)DFVW9,DF')&e<)LN'=D�&(GB@^<)`ND3+(<>`NDF'rDFGN@�+JY�<)`ND�*;&('X'>DH1FDF/v{.DHO`NDF&J<X*Ifo')&(@N/2&J<)/0+.GgY:'>+(V�&WO=+.LN'=1FD�+JY�1F+(GNO=<)&(GI<r<>DFVW9EDH')&J<>LN'>D3&(GN@_-2+M+.O=DFOR`NDh&e<�*If/v<)O}+�yRGk'>&(@N/2&J<)/0+.G�a�|}`BD�*,+.LNGN@N&('=fu1H+.GN@N/v<)/0+.GNO}&('=D

° Å Æ · º Å�� 9Xà ° Å Ç3· �p8�Ç � º � P � ¹ º¹ °®Å Æ Ã 8�Ç.a�%BÇÈP&(GB@l<)`NDR/2GB/0<)/2&(-I1F+(GN@N/0<>/2+.G�/0OF·�Y:+.' � ÅµÆ &(GN@�° � 9 Æ ÃhÇ;: º Å�� 9 �rDF'=Dc<)`NDc<>DFVW9EDH'�\&J<>LN'>D�/2Or'>DF-2&J<)DH@^<)+T<)`ND�<>`NDF'=VT+M@BfMG;&(VW/21n<)DHVT9,DF'>&J<)LB'>Dl+(Y�<)`NDl'>&(@N/2&J<)/0+.GkO=+.LN'=1FD(a|}`ND7@B/2VWDFGNO=/2+.GN-0DFO=Oq9;&J')&(VWDH<>DF'��s1F+(Gp<)&(/2GBOt<)`NDsY:+(LN'=<>`g9E+�yqDF'}+(YA<>`ND7O>+(LN'>1HDs<)DFV�\9,DF'>&J<)LN'=D(�;<)`BD �M<>DF9N`;&JG]\ �t+(-0<��HVU&JGNGk1H+.GNO�<Q&(GI<h�,`NDF&J<�1H+.GN@NLB1H<)/v{M/0<¯f.�;<>`ND�-0DFGNS(<>`k+JY<>`NDU*;&J'�&(GB@�<)`NDT1F+.G]~;S.LN'>&J<)/0+.G�Y�&(1i<)+.'Hau|}`NDg9;&J'=<)/2&(-�@N/vCwDH'>DFGI<>/?&(-5DFKpL;&e<)/2+(G�1h&JG*,Du@N/2O=1F'=DH<)/ �FDH@®*If�<)`ND ­ ')&JGN�.\ br/01F+.-0O>+.G�VWDH<>`N+M@ &(GN@�<)`NDu*,+.LNGB@;&('=f�1F+.GB@N/0<>/2+.G8 Ç.a�%]ÇÈP�1F&(G *,D�'>DH9N-?&J1FDF@½*pf®<)`BD^/2VW9N-0/21F/v<�VTDi<)`N+M@½*IfÀ/2GI<)'=+]@BLN1F/0GNS�&�~N1H<)/v<)/0+.LNO9N'=+(~;-0D 8 » Ç3·

� Â Ç � 8 º K`_ �< P � Ä � º K`_ �< _ � � º K`_ �<@= �¼ : ÅµÆ 8�Ç.a�% ¼ P

Ç �

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��D�`;&h{(Ds&(SI&J/2GT&�O=fMO=<>DFV +(Y 8kDFKpL;&J<>/2+.GNO5Y:+.' 8^LNGB�MGB+ÈyRGBO º K`_ �� à à º K _ �< yR/v<)`g&<>`N'>DHDi\¯@B/?&(S.+(G;&(-A&(9B9EDF&(')&(GB1FD(az|}`NDn~;'>O�< 8 � ÇnDHKMLN&J<)/0+.GNOr&('>Dn-2/0GNDh&J'}&(GN@o<)`NDn-2&(O=<DHKMLN&J<)/0+.Go/2O}GN+.GB-2/2GBDh&('c/0Gu<)`ND7Y:+.'=V� º K`_ �<@= � »�� º K`_ �< Å�� ���,8 º K _ �< P � 8�Ç.a�% �IP

|}`NDt-?&(O�<�DHKMLN&J<)/0+.G�1H+.VTDHO#Y:'=+.V 9NLB<><>/2GNSl8�Ç.a�% ¼ PA/2GI<>+r<)`BD ­ ')&JGN�.\ br/01F+.-0O>+.G�'>DH9N-?&(1HDi\VWDFGI<RY:+.' B#Å 8�ÃN<>`ND31F+.GNO�<Q&(GI< � 1F+(Gp<)&(/2GBO º K <3= � à º K < |}`BD�'=/2S.`I<=\d`;&(GN@M\¯O>/0@ND7+(Y <)`ND-2&(O=< ��-2/2GBDh&(' 7DFKpL;&J<>/2+.G�+(Y,<)`NDRO�f]O�<)DHV yR/0<)`W&s<)`B'>DFD�\¯@N/2&(S.+.GN&(-NVT&J<)'=/v��@NDF9,DFGN@BOq+.G<>`ND �=9;&('>&(VTDi<)DH' º K`_ �< |}`NDg~;'=O=<�9B`;&(O>Du+JY}<)`NDUY�&J1H<)+('>/ �F&J<)/0+.G�&JGN@�{J&(GN/2O=`N/2GBSk<)`BDu*E+(<=<)+.V @N/2&(S.+.GN&(-S./v{.DHOR<>`NDn-?&(O�<RDFKpL;&J<>/2+.Go/0Go<>`ND7Y:+.'>V� � º K _ �< Å�� � ��� �Z8 º K`_ �< P � 8�Ç.a�% �pP

|}`N/0On/2On&(G�&(-2S(DF*N'>&(/21lDHKpL;&J<)/0+.G[Y:+.'n+.GND�LNGN�pGN+�yRG º K _ �< a�|}`N/2OnDHKMLN&J<)/0+.Gj1h&(G�*EDO=+.-0{(DF@®*pf�O>+.VWDuVTDi<)`N+M@ /2G 1Q`;&(9]<)DF' � �½8:yqDk`;&h{(Dk&[S.+M+M@®/0GN/0<>/?&(-z&(9B9N'>+h�]/2VT&e\<>/2+.G º K < P�a $ GN-0fÀ&JYZ<>DF'UO=+.-0{M/0GNS�<>`ND^DHKMLN&J<)/0+.G 8�Ç(a�% �IP�<)`BD�O>DH1F+.GN@ 9B`;&(O>D^+(Y7<)`NDY�&(1i<)+.'=/ �F&J<)/0+.Gg/2O}@B+.GND(a6��]DF'>1H/2O=D(·z�r+�y 1h&(GTytD7O=+.-0{(D�<)`NDrO)&(VWD7%5476�yR/0<>`U<)`ND�GN+.G]\d-2/2GBDh&('5*,+.LNGN@;&J'=f1H+.GN@N/v<)/2+(G�8�Ç.a�%BÇÈPt+.Go*,+(<)`_DFGB@NOR+(Y#<>`NDn*;&('������� ����� � %*+���/ � ��� �&+ � � �� ��%N1 7�)*)*4�137 ) �|}`N/0O5O>DF1i<)/0+.G�/2O�@NDi{.+(<>DF@T<>+�&J-2S.+.'=/0<>`NVTO <)`;&e<5/2GN1H'>Dh&JO>D}<)`NDR+.'=@NDF'5+(Y,<)`BDX@B/0CEDF'>DHGN1FD&(9B9N'>+h�]/2VT&J<)/0+.G3&(GN@3<)`;&J<�&(-0-2+�y�`B/2S.`NDH'#O�<)DH9lO>/ �FDFO : &(GN@ G Y:+.'�<)`NDzO)&JVTDq&(1F1HLN')&J1Hf.a|}`N/0O#1F&(G3*EDq&(1Q`N/0DH{.DH@l*Ifn<¯yt+Xyc&hfMOFa�|}`BDq~;'=O=< yc&hf3/2OA<)+R<)LBGNDq1HDF'�<Q&(/0G�9;&('>&(VWDH<)DH'>O/0G <>`ND_@N/0CEDF'=DFGN1HDoY:+('>VlLN-2&[O>+j<)`;&J<�<>`NDo+.'>@NDH'T/0O�`N/2S(`NDF'HaÀ|}`N/0O�yc&hf `;&(OT&j*N/2S@N/0O)&(@]{(&JGp<)&(S.Dg<>`;&J<�<)`BDu@N/0CEDF'=DFGN1HDoY:+('>VlLN-2&�/2Ol9B'>DF9N&('>DH@®<>+j~B<�<)`NDoS./v{.DFG®%5476&(GB@ 1h&(GNGB+(<u*,D�LNO>DH@ Y:+('U+(<>`NDF'gDHKpL;&J<)/0+.GNOHa ��D�@N+�GN+J<u@N/2O=1FLNO=Og<)`N/0OU<¯fM9ED[+JYVWDH<>`N+]@BO�`NDF'=D(a®|}`NDk+J<)`NDH'�yt&hf LNO>DHOTVW+.'=DuGN+]@BDFO�Y:+.'l<)`ND_&(9B9N'>+h�]/2VT&J<)/0+.GNOl+JY@NDH'>/v{(&e<)/0{(DFOHa6��]DF'>1H/2O=D(·)@�/2GN@u<>`NDnVT/0GN/2VT&(-xGpLNVl*,DF'R+(Y#GN+]@BDFO}<)+T&(9N9N'=+h�B/0VU&e<)D� � � V � à ��� V à ��� [ à � �

� V � [ Ã�8 ��� [ � � � � V � Pi�NDi<)1Ja| +�&h{(+./2@ 9N'=+.*N-2DHVTO�yR/0<)`�`N&�{M/0GNSjVT+.'=DgLNGN�pGN+�yRGNO�<)`N&(G DFKpL;&J<>/2+.GNOlyqDoLNO>DGN+(G]\¯O�f]VWVWDH<)'=/21o@N/vCwDH'>DFGB1FD^Y:+.'=VlLN-2&(O�GNDh&('T*E+(LNGN@;&('=/2DHOFa |}`N/2OW/2OT/2-2-0LNO=<>')&J<>DF@ /2G

@�/0SNatÇ(a ��yR`NDH'>D7<)`BD7O>DF1H+.GN@_@NDF'=/0{J&J<>/0{.D�/2Gg<)`BD7GN+]@BDFO ¼ � �B����/2Oc&(9N9N'=+��]/0VU&J<>DF@u*If&3O=fMVTVWDH<>'>/01XY:+.'=VlLN-2&nyR/v<)` �nGN+]@BDFO}&(GB@g/2GW<)`NDrGN+]@BDFOsÇ.� �3*IfU&�GN+.GM\¯O=fMVWVTDi<)'=/21Ç #

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Y:+.'=VlLN-2&s&(SI&(/0GlyR/0<>`#�7GN+M@NDFOHa ��DX1H+.GNO=/2@NDH'q&7@N/vCwDH'>DHGN1FDX&(9N9B'>+h�]/2VT&J<)/0+.Gl+(YEDFKpL;&e\<>/2+.Go8 Ç.avÇ �IP yR`NDH'>D}<)`BD}@NDF'=/0{J&J<)/v{.D � � � V � /2O�&J9N9N'>+h�]/2VT&J<>DF@�LNO=/2GNS ��9,+./2GI<>OFa�|}`BDX1F&(O>DyR/v<)`oVT+('>D7GN+M@NDFOR/0O}O>/2VW/2-2&('Fa |}`ND3Di�]9N-0/21F/v<R&(9N9B'>+h�]/2VT&J<)/0+.Gg1h&JGk*,D

º K _ �A � º K AG Å � º K A�= ¶ » Ç % º K Ac= � � � Æ º K A » Ç % º K A _ � � º K A _ ¶Ç ¼ : ¶ »ba 8 G » : � P 8�Ç.a�% �.P

GBDF1FDHO>O>&('=f�&(GB@�O=L �W1F/0DFGI<nO=<)&(*N/2-0/0<¯f_1F+(GN@N/0<>/2+.G^/2OsGN+�y�VT+('>Dl'=DFO=<>'>/01H<)/v{.Dl/0G�<)`ND<>/2VWDlO=<>DF9 G ��G;&(VWDF-0f � � - � a $ G[<)`ND�+(<>`NDF'n`;&JGN@�<>`ND�O>9;&e<)/?&J-�O=<>DF9�O>/ �HD : 1h&JG*,D7-?&('=S.DF'tO>+�<)`ND7'=DFO=<>'>/01H<)/0+.Go/2G G /2OcGB+(<RGNDF1HDFO=O)&('=/2-0fUyt+.'=O>Dn<)`;&JG_/0Gg<)`NDn1H-?&(O=O>/21F&(-D��B9B-2/21H/0<}VWDH<>`N+M@�8 Ç.a ¼.¼ Pia

RA 9 � ¶ - � ���<

<<

<<

@�/0S.LN'=D Ç.a �M·�bX+.G]\¯O�fMVTVWDH<>'>/21 &J9N9N'>+h�]/2VT&e\<>/2+.GNO

|}`NDc'=Dh&(@BDF'�/0O#/0Gp{M/v<)DF@�<)+�yR'=/0<)Dz<)`NDq/2VW9N-2/01F/v<�Y:+.'>V�LN-?&X+(YN<¯fM9ED78�Ç.a�% �.P��(O>/0VT/0-?&('=-0f&(O3<)`NDTGN+.G]\dO=fMVWVTDi<)'>/01U&J9N9N'>+h�]/2VT&J<>/2+.GjY:+.'3+.GNDgGN+M@NDTGNDh&('3<)`NDT*E+(LNGN@;&('�f 8:LNO>D1Q`;&J9B<)DH'&� �MP�a@;+.'>V�LN-?&À8�Ç.a�% �.PW&(GN@ O=/2VW/2-?&J'�+.GNDFOU`;&h{.D[+.GND^@N/2O>&(@B{J&(GI<Q&(S(D_\l<>`ND[&(9B9N'>+h�]/v\VT&J<)/0+.Gj/2G�<)`ND � @N/2'=DF1H<>/2+.G�/2O3VlLN1Q`�yt+.'=O>DU<>`;&(G�/0G�<>`NDT° @B/2'>DH1H<>/2+.G�a $ GNDWyc&hf<>+�'>DFVW+�{.D[<)`B/2Og@N/0O)&(@]{(&JGp<)&(S.D�/0Og<)+�LNO=D[<)`ND ­ '>&(GN�.\ bX/21F+(-2O>+(G &(9N9N'=+��]/0VU&J<>/2+.Gw�G;&JVTDH-0fº K _ �A � º K A

G ŠǼ � º

K`_ �Ac= ¶ » Ç % º K _ �A�= � � � Æ º K _ �A » Ç % º K _ �A _ � � º K _ �A _ ¶Ç ¼ : ¶ » 8�Ç.a�% %IP» � º K Ac= ¶ » Ç % º K Ac= � � � Æ º K A » Ç % º K A _ � � º K A _ ¶Ç ¼ : ¶ " » a 8 G ¶ » : � P

|}`NDn/2VW9N-0/21F/v<q&(9N9N'=+��]/0VU&J<>/2+.GUVTDF&(GNOc<)`N&J<}ytDnVlLBO=<RO>+(-0{.D3&�O=fMO�<)DFV�+JY#-0/2GNDF&('DHKMLN&J<)/0+.GNOlyR/0<>`®&^~N{.D�\¯@N/2&(S.+.G;&J-cVU&e<)'>/ �E��<)`N/0O�1h&(G *,DuO>+.-v{.DF@®*If &(G®&(-0S.+.'>/v<)`NVO=/2VW/2-?&J'z<>+�Y�&J1H<)+('>/ �F&J<)/0+.Gu+(Y�&l<)`N'=DFDi\d@N/?&JS.+.G;&(-wVU&J<>'>/ �wa|}`ND�+(<>`NDF'7yt&�f�`N+�y�<)+o/0GN1F'=Dh&(O=D�<>`NDW&(1F1HLN')&J1Hf[/0Gj<>`ND � @B/2'>DH1H<>/2+.G[/0Os<)+oLNO>DVW+.'>Ds<>`;&(Gu<¯yq+U9N'=+(~;-2DHOF�N/ a�DJa�<)+�LNO=D�&�VlLN-v<)/ \¯O=<>DF9uVWDH<>`N+]@w�NO>DHD�1Q`;&J9B<)DH'3Ç(a ¼ avÇ.a��Na¼ Æ

Page 21: Chapter 1 Parabolic partial differential equations ... - vscht.cz

������� � �������������! #"$�&%('�")�+,#"),&*-��,#�/.0�21#�3" 4&* �5��% GN+(GN-2/0GNDh&('}9B'>+.*N-0DFV�1h&(G_*ED7Y:+.'=VlLN-2&J<)DH@u/2GoS.DFGBDF')&J-�&(O

Á � Ã>°�à º à ¹ º¹ ° à ¹ ¶ º¹ ° ¶ à ¹ º¹ � " ÅµÆ 8�Ç.a�%+�.P�¯Gj1Q`NDHVT/01h&(-#DFGNS./0GNDFDH'>/0GNSgytD�LBO>L;&(-0-0fkO>+.-v{.D�9N'=+.*N-0DFVWOs-2/0GNDh&('r*E+J<)`[/2G ��

� [ &(GN@[/2G� � � V � a5|}`NDFO=D�9B'>+.*N-0DFVWOR&('>D71F&(-2-0DF@oKpL;&(O=/v\¯-0/2GNDF&('F�MD(a SNa

¹ º¹ � Å �  � Ã=°�à º à ¹ º¹ ° Ä ¹ ¶Qº¹ ° ¶ »��M � Ã>°�à º à ¹ º¹ ° Ä ¹ º¹ ° » �  � Ã=°�à º à ¹ º¹ ° Ä 8�Ç.a�% �IP8Z<)`ND�-?&(O�<X<¯yq+U<>DF'>VWO�1H+.LN-0@^*,D�yR'>/v<><>DFG�&JO�&UO=/2GNS(-2D7<)DH'>V_�E*NL]< � &(GN@ � &J'>D�+JYZ<)DFG/0GN@NDF9,DFGB@NDFGI<r+(Y ��

� V �NO=+W<>`N/2OcY:+.'=V�/0OXVW+.'=Ds1F+.GI{(DFGN/0DFGI<�P�a�]+.VWDs&JLB<)`N+('>OcLNO=Ds<)`NDX<)DH'>V KMLN&(O>/ \¯-2/0GNDh&J'zY:+.'qO=fMO=<>DFVWOcyR/0<>`g1F+MD �W1F/0DFGI<)Oc<>`;&J<@N+�GN+(<u@NDH9EDHGN@ +.G ~;'=O=<u@BDF'>/v{J&J<)/v{.DFO ' <)`BD^<)DH'>VW/2GN+.-0+.S(f�/0OUGN+J<gLNGN/vY:+.'>V_a �d<U/2O&(9B9N'>+.9B'>/?&e<)Dr<>+�O)&hfU<>`;&J<}LBGN-2/0�(Ds-0/2GNDF&('qDHKpL;&J<)/0+.GNOH�B<)`NDH'>D7/0OcGN+�S.DHGNDF'>&(-�&(9B9N'>+I&J1Q`<>+^GN+.GB-2/2GBDh&('n9;&('>&(*,+.-2/01�DFKpL;&J<>/2+.GNOHa_6z&J1Q`�GN+.GN-0/2GNDF&('nDFKpL;&J<>/2+.G 8�+.'�&kO�fMO=<)DHV +JY<>`NDFVUPr/2O�LNO>L;&J-2-0f^&gLNGN/0KpLND�9N'>+.*B-2DFV Y:+.'sGpLNVWDF'=/21F&(-�O=+.-2LB<>/2+.Gwa3|}`pLNOnyqD�@N/2O=1FLNO=O&(-0S.+.'=/0<)`BVTO�<>`;&J<q+(YZ<)DHGWyq+.'=�W/0GTDHGNS./0GNDFDH'>/2GBS�&(9B9N-2/01h&J<>/2+.GNOH�.<)`NDifT&('>DXGN+(<z`N+�yqDH{.DH''=DF-2/2&(*N-0D�'>DH1F/09EDHORY:+('R&(-2-�9B'>+.*N-0DFVWOFa����� �c� ��� � �� "!$#&%�%(' !$#���)*�,+F "%*+���/ ��dY;yqDc'>DH9N-?&J1FDc&J-2-pO>9;&e<)/?&J-M@BDF'>/v{J&J<)/v{.DFO�&(GN@lGB+.GN-2/0GNDh&J' 1H+]D��W1F/2DHGI<)O�/2G3<)`NDq+.-2@�9N'>+J~;-2D/0G_DHKpL;&J<)/0+.G�8�Ç.a�% �IPqyqDnS.DH<R<>`ND3&(9N9N'=+��]/0VU&J<>/2+.G

º K _ �A � º K AG Å � ��K Ã>°�Adà º K A à º K A _ � � º K A�= �¼ : " º K Ac= � � ¼ º K A » º K A _ �: ¶ »

» � ��K Ã>°�A¯Ã º K A à º K A _ � � º K Ac= �¼ : " º K A _ � � º K Ac= �¼ : » 8�Ç.a�% #IP» � ��K Ã>°�Adà º K A à º K A _ � � º K Ac= �¼ : " à B#Å Ç.à ¼ à ÃD8 � Ç5Ã

yR`N/01Q`U/0O5Y:'=+.V�<>`ND�1H+.VT9BLB<Q&J<>/2+.GN&(-B9,+./2GI<z+(YE{]/0DHy O=/2VW/2-2&('�<)+n<)`BDrD��B9B-2/21H/0<5VWDH<>`N+]@8 Ç.a ¼(¼ Pia+@;'>+(V <)`NDk�pGN+�yRG½{J&(-2LNDHOU+(Y º K 9 à º K � à à º K < /0<W/0OT9,+.O>O=/2*N-0D_<>+�1H+.VT9BLB<)D<>`ND�'>/0S.`I<s`;&(GB@�O=/2@ND�+(Y5<)`ND�&(9B9N'>+h�]/2VT&J<)/0+.G�8 Ç.a�% #IP�&(GB@j<>`NDFG[yqD�1h&(GjS.Di<7Dh&JO>/2-vfº K`_ �A Y:+.' BzÅ Ç.à ¼ à ÃD8 �µÇ |}`NDl9B'>+.*N-0DFV +(Y5&J9N9N'>+h�]/2VT&J<>/2+.G_+(Y�<)`BD�*,+.LNGN@;&J'=f1H+.GN@N/v<)/2+(Gu/2O}DFKpLN/v{J&(-2DHGp<}<>+W<>`;&J<}Y:+.'}-0/2GNDF&('cDHKMLN&J<)/0+.G�a¼ Ç

Page 22: Chapter 1 Parabolic partial differential equations ... - vscht.cz

�]/0VT/0-?&('=-0f^&(O�/0G�<>`NDU-0/2GNDF&('n1h&(O=D(��<)`BDUO=<>DF9NO : &JGN@ G /0G�<>`NDg&(9B9N'>+h�]/2VT&J<)/0+.G8 Ç.a�% #IP#1h&JGNGN+(<5*,D}1Q`N+.O=DFGT&('>*N/v<)'>&('>/0-0fn*,DF1h&JLNO>D}Y:+.'�O=+.VTDt1F+.Vl*B/2G;&J<>/2+.GBO�+(Y : &(GB@ G<>`NDR'>DF9B-?&(1HDFVWDFGI<�8�Ç.a�% #IP�/0OzLBGNO=<)&(*N-2DJa �rGB-2/2�JDc<)`NDX-2/0GNDh&J'�1h&(O=Dr/v<5/2O�GN+J<q9,+.O=O>/2*B-2Dc<)+S.Di<5O>/0VT9N-0Dc&(GN&(-0fp<)/01t1H+.GN@N/v<)/2+(G�+(Y,O=<Q&J*N/2-0/0<¯f.a |}`NDRO=<)&(*N/0-2/0<¯f3+(Y,GN+(GN-2/0GNDh&('#9N'>+(*N-2DHVTOVlLBO=<�*EDW<)DFO�<)DH@�Di�]9,DF'>/0VTDHGI<Q&(-0-0f.aU|}`N/2O�/2O3@N+.GNDW*If�1H+.VT9BLB<)/0GNS^&oY:DHy"O�<)DH9NO�Y:+.'{J&('=/2+.LNO3{J&(-2LNDHO�+(YR<)`NDuO�<)DH9 G �5<>`NDu/2GBO=<Q&J*N/2-0/0<¯fj1h&JG®*,DgO=DFDFG®1F-0Dh&('=-0f(a r-2O=+N��<)`ND1H+.GN@N/v<)/2+(G�+(YxO�<Q&(*N/0-2/v<¯f7VU&hfn{J&('=f3yR/0<>`�<)/0VTD � a @;+.'#DFKpL;&J<>/2+.Gu8�Ç.a�% #IP�<)`NDtGNDF1HDFO>O>&('=f1H+.GN@N/v<)/2+(G_+JY�O=<)&(*N/2-0/0<¯f[8 &(OR<)`ND3-2+�yqDF'X+.'>@BDF'R<)DF'=VTOX`;&h{.D�GN+UO=/2S.GB/0~;1F&(GI<r/0G��;LNDHGN1FD+.GoO�<Q&(*N/0-2/v<¯fNPz/2OG �  ��K Ã>°�Adà º K A à \ X�� � = \ X�� �¶ R Ä

: ¶ � Ǽ 8�Ç.a�� Æ P

�¯G_8 Ç.a � Æ P <)`BDc*E+(LNGN@;&('�fl1H+.GN@N/v<)/2+(GNO�+(Yx<>`NDt~;'=O=<5�p/2GN@�&J'>Dc1H+.GNO>/0@NDF'=DF@ ' <>`ND}*E+(LNGN@]\&('�fU1H+.GN@N/v<)/0+.GNOtyR/v<)`u@NDH'>/0{J&J<>/0{(DFOcVT&hfU1Q`;&JGNS.Ds<)`BD71F+.GN@B/0<)/0+.GgO=LN*NO=<)&(GI<)/2&(-2-vf.a�|}`NDDHO=<)/0VU&e<)DU8�Ç.a�� Æ PcO>`B+ÈyROs<>`;&J<X<)`ND�&(1F1HDF9B<)&(*N-0D�O=<>DF9�O=/ �HD G VT&hfo/2GN@NDHDF@^{J&('�foyR/0<)`<>/2VWD � &(GB@o<>`N/2ORVlLBO=<R*,Dn<)&(�(DHG^/0Gp<>+�&(1F1H+.LNGI<habrD��M<h��yqD[LNO>D[<>`NDjDi�]9N-2/01F/v<gVWDH<)`B+]@8 Ç.a�% #IPWY:+.'o&�9N'=+.*N-0DFV yR/v<)` &��pGN+�yRG&(GN&(-0fp<)/01sO>+(-2LB<>/2+.G�a ­ +.GNO>/0@NDF'}<>`NDn9;&('=<>/?&(-E@N/0CEDF'=DFGI<)/2&(-�DHKMLN&J<)/0+.G¹ º¹ � Å ¹ ¶�º¹ ° ¶ »

º¼ ¹º¹ ° » � º ¶ � = ¶ � � [  � O>/0G ¶ � ° » � � O>/0G ¼ � ° Ä 8�Ç.a��]ÇÈP

yR/v<)`u<)`NDn*,+.LNGN@N&('=fu1H+.GN@N/v<)/0+.Gº 8 Æ Ã � P Å º 8 Ç.à � P Å Æ 8�Ç.a�� ¼ P&(GB@o<>`NDn/2GN/v<)/2&(-E1H+.GN@N/v<)/0+.G º 8:°�Ã Æ P Å O>/0G � ° 8�Ç.a�� �IP

�d<R/0OXDF&(O=fU<)+�1Q`NDF1Q�u<>`;&J<R<)`ND3&(GN&(-0fp<)/01sO>+(-2LB<>/2+.G�8ZY:+.'R&(GIf � P}/0Oº 8:°�à � P Å = � � [ O>/0G�° 8�Ç.a�� �pP

|#&(*N-0D�Ç.a �lO=`N+�yROr'=DFO>LB-0<)OR1H+.VT9BLB<)DH@k*Ifu<)`BD3D��]9N-2/01F/0<cVTDi<)`N+M@�8:Y:+.' �}Å ÇÈPia����� �c� ��� � %*+���/ � /2- � �� "!6#&% #�� �%(7 13���*7 +?��/ |}`ND�D��B9B-2/21H/0<7VWDH<>`N+M@�/0OnDh&(O�f�<)+oLNO=D(� *NLB<3/0<n`;&JO�&uO�<)'>+(GNSkO�<Q&(*B/2-2/v<¯f^'=DFO�<)'>/01H<>/2+.GyR`N/01Q`j/2O7`NDH'>D�&uS.'>DF&J<)DH'7@N/2O>&(@B{J&(GI<Q&JS.Dl<)`;&JGjY:+('s-2/0GNDh&('�DFKpL;&J<>/2+.GNOH�A*EDH1h&(LBO>D�<)`NDDi{(&J-2L;&J<>/2+.G�+(Y�GN+.GN-0/2GNDF&('�Y:LNGN1H<>/2+.GBOq/0OqLNO=L;&(-0-0f�Di�]9,DFGNO=/0{(D(a ��Dr+(YZ<)DHGUO=9N-2/v<tGN+(GN-2/0G]\DF&('X<>DF'=VTOX/2GI<)+W<¯yt+U9;&('=<>OF·}&W-2/0GNDh&('}9N&('=<F�E1H+.GNO>/0@NDF'=DF@�+(Gk<)`BD�GNDiy 9N'>+(~N-2D�&(GN@�&

¼.¼

Page 23: Chapter 1 Parabolic partial differential equations ... - vscht.cz

|#&(*N-0D�Ç.a��]· �XDHO>LN-v<)OUY:+('UDi�]9N-0/21H/0<TVTDi<)`N+M@ 8�Ç(a�% #.PT&(GN@½DFKpL;&J<>/2+.G8 Ç.a �MÇÈPi�c{J&(-0LNDFOº 8 Æ � ' � P Y:+.'c{J&('>/0+.LNOc{J&(-0LNDFO}+(Y : &(GB@ G:UÅ Æ Ç :gÅµÆ Æ � 6��B&(1H<rO>+(-2LB<>/2+.G�

GWÅµÆ Æ(Æ � GWÅµÆ Æ.Æ ¼ GTÅ Æ Æ.Æ Ç GWÅµÆ Æ.Æ Ç GWÅµÆ Æ.Æ.Æ � 8�DHKMLN&J<)/0+.G�8�Ç.a�� �pP=PÆ a Æ Ç Æ a�# Æ � � Æ a�# Æ � # Æ a�# Æ % � Æ a�# Æ � � Æ a�# Æ % Æ Æ a�# Æ % ÆÆ a Æ � Æ a�% Æ � � Æ a�%]Ç Æ.Æ Æ a�%BÇ.Ç � Æ a�% Æ # % Æ a�%BÇ Æ � Æ a�%]Ç Æ �Æ a ¼ Æ avÇ � �NÇ Æ a0Ç � � � Æ avÇ � # # Æ avÇ � �BÇ Æ a0Ç � � � Æ a0Ç � � #Æ a�� Æ a Æ Ç � Æ Æ a Æ Ç # ¼ Æ a Æ Ç # % Æ a Æ Ç #BÇ Æ a Æ Ç # � Æ a Æ Ç # �GN+(GN-2/0GNDh&('R9;&J'=<�8:+.'s&T'>DFVT&(/0GN/2GNSW9;&('�<�P��E1H+.GNO>/0@NDF'=DF@[+.Gk<)`NDl+(-2@^9B'>+(~;-0D(ar6}a�SNa º,¶1F&(G�*EDRO>9B-2/0<�/2GI<)+ º K`_ � º K �IO>/0VT/0-?&('=-0f º - 1h&(G�*,D}O>9N-0/0<�/0GI<)+ º K`_ � 8 º K P ¶��I+.'X8 ��� V P�¶51h&JG*,DRO>9N-0/0<�/0Gp<>+T8 ��

� V P K _ � 8 ��� V P K Di<)1Ja��rDH'>DXO>LN9,DF'=O>1F'=/29B< ¼ +.'��nVTDF&(GNO�9,+�ytDH'F�pyR`N/2-0DcO>L]\9,DF'=O>1F'=/29B< L +.' L » ÇX@BDFGN+(<>DFO�@N/0O>1H'>DH<>/ �HDF@�<)/0VTDJa#|}`N/0O�<)'=/21Q�3/2O�1F&(-2-0DF@l-0/2GNDF&('>/ �h&J<>/2+.G�a|}`pLNOXDFKpL;&J<>/2+.G�8 Ç.a�% �IPt1h&(G_*,D�&J9N9N'>+h�]/2VT&J<>DF@u*Ifº K`_ �A � º K A

G Å � ��K Ã>°�A¯Ã º K A à º K A _ � � º K Ac= �¼ : " º K _ �Ac= � � ¼ º K`_ �A » º K _ �A _ �: ¶ »

» � ��K Ã>° K à º K A à º K A _ � � º K Ac= �¼ : " º K _ �A _ � � º K _ �A�= �¼ : » 8�Ç.a�� �.P

» � ��K Ã=°�Adà º K A à º K A _ � � º K Ac= �¼ : " |}`NDq1F+MD �W1F/0DFGI<)O � à � à � &('>DzDH{J&(-0L;&J<)DH@�/0G3<>`NDt+.-0@�9B'>+(~;-0D L &(GN@�<>`NDq@BDF'>/v{J&J<)/v{.DFO � � � V �&(GB@ ��

� V &J'>Dz&(9N9N'=+h�B/0VU&e<)DF@n/0Gn<>`ND5GNDHy�9N'>+J~;-2D L » Ç.a�|}`NDz@N/0CEDF'=DFGN1HDzO=1Q`NDFVWD�8�Ç.a�� �.P/0O�&J1H<)LN&(-2-vf[&(G�/2VW9N-2/01F/v<�O=1Q`NDFVWDg&(GB@�/v<�S(/0{.DHO�&oO=fMO�<)DFV +(Yt-2/0GNDh&('7DHKpL;&J<)/0+.GNO7Y:+.'LNGB�MGB+ÈyRGBO º K _ �9 à º K _ �� à à º K`_ �< 8�/0GN1F-0LN@N/0GNSk*,+.LNGB@;&('=f�1H+.GN@N/v<)/2+(G�'=DF9N-2&(1FDHVTDHGp<QPia|}`N/0On/2O3&o<>`N'>DHDi\d@N/?&(S(+.G;&(-�O�f]O�<)DHV &JGN@�/v<31h&(G�*EDWO>+(-0{.DH@�*If[Y�&(1i<)+.'=/ �h&e<)/2+(G�a �9]\9N'=+h�B/0VU&e<)/2+(GW8�Ç.a�� �.P�/2OA/0VT9B-2/21H/0<EY:+.'�O>9;&J<>/?&(-I@BDF'>/v{J&J<)/v{.DFOHa r-0<>DF'>GN&J<)/v{.DF-vf � � � V � &(GB@ ��

� V1H+.LN-2@�*,DR&(9N9N'=+h�B/0VU&e<)DF@�*Ifl<>`NDX&�{(DF'>&(S.DR+(Y,<)`NDc{J&(-0LNDFO5/2Gl<>`NDR+.-2@�&JGN@�/2G�<)`NDRGNDiy9N'=+(~;-0DlO>/0VT/0-?&('=-0fu<)+u<>`ND ­ ')&(GN�.\¯br/21H+.-2O=+.G[VWDH<)`B+]@�al6z&J1Q`�DHKMLN&J<)/0+.Gj1h&(GjLNO=L;&(-2-vf*,Dn-2/2GBDh&('=/ �FDH@u*Ifg{J&('>/0+.LNOcyt&�fMOH�x<>`NDnDi�]9,DF'>/0DFGN1HD�&JGN@k/0GI<)LN/v<)/2+(Gg/2O}/0VT9,+.'=<)&(GI<ha

¼ �

Page 24: Chapter 1 Parabolic partial differential equations ... - vscht.cz

����� �c� ��� ��' + 1?7 ! / #�7 +?��/ + %N) � 6��� 4�%���ADH<XLNO}<>'=fg<>+W'=DF9N-2&(1FD7DHKpL;&J<)/0+.G�8�Ç.a�% �IPt/0Gu9NLN'>D3/2VW9N-0/21F/v<5yc&hf.�x/ a�DJa

º K`_ �A � º K AG Å � K _ �A º K`_ �Ac= � � ¼ º K _ �A » º K`_ �A _ �

: ¶ »�� K _ �A º K`_ �A _ � � º K`_ �Ac= �¼ : » � K _ �A Ã

B�Å Ç.à ¼ à ÃD8#� Ç 8�Ç.a�� %IP|}`NDn1H+]D��T1H/2DHGp<>O � à � à � &J'>DsY:LNGN1i<)/0+.GNOR+(Y <)`NDnLNGN�pGN+�yRGNO � K _ � �;D(a SNa

� K _ �A Å � ��K _ � Ã>°�A¯Ã º K _ �A à º K _ �A _ � � º K`_ �Ac= �¼ : " 8�Ç.a�� �.P

�MfMO=<>DFV 8�Ç(a � %.P�1F&(GW*EDXO>+.-v{.DH@g&(Oz&nO>DH<q+(YwGN+.GN-0/2GNDF&('�DFKpL;&J<>/2+.GBOF�pyR`N/21Q`�yR/2-0-N*ED@N/0O>1HLNO>O=DF@_-?&J<>DF'Fa��rDF'=DsytDs<>'=fT<)+�9N'=DF@N/01H<c<>`NDs{J&(-2LNDHOc+(Y � K`_ �A à � K _ �A à � K`_ �A *N&(O>DH@k+.G<>`NDl�pGN+�[email protected]�+(Yz&UY:Diy�-2&(O=<s9N'>+(~N-2DFOHa&�O=O>LNVW/2GNS º 8Z°�à � Pià � à � à � &('=DlO>L �W1H/2DFGI<>-0fO=VT+M+(<)`�Y:LNGN1i<)/0+.GNO5ytDr1h&(GTDi�M<)'>&(9E+(-?&J<>DX<>`NDX{J&(-0LNDFOz+(Y � K _ �A à � K`_ �A à � K _ �A -0/2GNDF&('>-vf�Y:+.'O=VU&(-0-E<>/2VWDsO=<>DF9 G Y:'=+.V�<)`BD3�pGN+�yRGk9N'>+(~N-2DFO L &(GN@�8 L � ÇÈPc&(1F1H+.'>@B/2GNS�<)+� K`_ �A � ¼ � K A � � K = �A 8�Ç.a�� �IP

8�&(GN@ O>/0VT/0-?&('=-0f�Y:+.' � &(GN@ � Pia ��Du1h&JGÀD��]<>')&(9,+.-2&J<)DUY:'=+.V�VT+.'=Dg<)`;&JG �=LBO=<�<¯yq+9N'=+(~;-0DFOF�BD(a SNa5KMLN&(@N')&e<)/217D��M<)')&J9E+.-2&J<)/0+.GuS./v{.DFO� K`_ �A Å � K = ¶A � � � K = �A » � � K A 8�Ç.a�� #IP

r9N9N'>+h�]/2VT&J<>/2+.GU8�Ç.a�� %IP�/2O#/2VW9N-2/01F/0<F�h<)`pLNO�<>`NDcO�<Q&(*N/0-2/v<¯fn'>DFO�<)'=/21H<>/2+.G�/2O GN+(<�O=+sO>Di{.DF'=D8:/0Yq&(GIfBPn&JOnY:+('7Di�]9N-2/01F/v<7+.GNDJaW|}`BDWDH'>'=+.'7/2GI<)'=+]@BLN1FDH@�*IfjDi�M<>')&(9,+.-?&e<)/2+(G�/2O7VlLB1Q`O=VU&(-0-2DH'�<)`;&JG�<)`BDWDH'>'=+.'�+JYt-0/2GNDF&('>/ �h&J<>/2+.G[&JO�@N/0O>1HLNO>O=DF@�/0G�<>`NDT9B'>DH{M/0+.LNOnO>DH1H<)/0+.G�a�]+[yR`;&e<�/2Ol<)`BD_@B/2O)&J@B{J&(GI<Q&(S.Du+JYr<>`N/2O�&(9B9N'>+I&J1Q` � �d<�/2O�&[VlLB-0<)/ \¯O�<)DF9�VTDi<)`N+M@��VWDh&(GB/2GNSo<)`NDW~;'>O�<l+.GBDU+.'n<¯yt+[O�<)DH9NOlVlLNO�<�*,DU1H+.VW9NLB<)DH@�*If�&(GN+(<>`NDF'�VTDi<)`N+M@��DJa�SNa�*If_&(1i<)L;&J-AO>+.-v{]/0GNSl<)`BD3GB+.GN-2/0GNDh&J'cDFKpL;&J<>/2+.GBO�8 Ç.a�� %IPia����� �c� ��� � 1?%��6��)�+ /21 � ) /21?1?%N)�+ /21 + %N)�� ��� 4 %�¯GU<>`ND�-2&(O=<qO>DH1H<>/2+.GUyqDs@N/0O>1HLNO>O=DF@u<)`NDr9N'>DH@N/21i<)/0+.GU+(Yw<)`NDr1F+MD �W1F/0DFGI<)O � à � à � /2GW<)`ND9N'=+(~;-0D�8 L » ÇÈPia�|}`NDF'=D7/2Oc&JGN+(<)`BDF'tyt&hfE·�<>+l9N'>DH@N/21i<t<>`ND�{J&(-2LBDFOc+(Y �� K`_ � LBO>/2GBS�<)`NDD��B9B-2/21H/0<�VWDH<>`N+M@^8 Ç.a�% #IPi�.yR`BDF'>D º K`_ �A Å �º K _ �A à B#Å Ç.à ¼ à ÃD8 ��Ç |}`B/2O59N'>DH@N/21i<)DH@�� K`_ �A 1h&(G_*,D7O>LN*NO�<)/v<)LB<>DF@^/0GI<)+�<)`NDn1H+]D��T1H/2DHGp<>O � à � à � /2GoDFKpL;&J<>/2+.G�8 Ç.a � %IPi�NDJa�SBa�� K _ �A Å � ��K _ � Ã>°�A¯Ã �º K _ �A à �º K _ �A _ � � �º K`_ �Ac= �

¼ : " 8�Ç.a�� Æ P¼ �

Page 25: Chapter 1 Parabolic partial differential equations ... - vscht.cz

|}`NDHG�8 Ç.a�� %IPt*,DF1F+(VTDHOº K`_ �A � º K A

G Å �� K _ �A º K`_ �Ac= � � ¼ º K _ �A » º K`_ �A _ �: ¶ » �

�K _ �A º K`_ �A _ � � º K`_ �Ac= �

¼ : » �� K _ �A ÃB�Å Ç.à ¼ à ÃD8#� Çzà 8�Ç.a��BÇÈP

yR`N/01Q`j/2O7&gO�f]O�<)DHV /2G[-2/0GNDh&J'�DFKpL;&e<)/2+(GNOW8�/0GN1F-0LN@N/2GBSU*,+.LNGN@;&J'=f�1H+.GN@N/v<)/0+.GNOQPRyR/0<)`&l<)`B'>DFDn@N/2&(S.+.GN&(-�VT&J<)'=/v� ' <>`NDnO>+.-0LB<)/0+.Gu*EDH/2GNS�O=/2VW/2-?&J't&(OR/0Gg<)`NDn-2/0GNDh&J'c1h&(O=D(a� `;&J<k&(@]{(&JGp<)&(S.DHO^&(GB@µ@N/0O)&(@]{(&JGp<)&(S.DHOk`;&JOo<>`N/2OoVWDH<>`N+]@µ&(Oo1F+(VT9;&J'>DF@ <)+D��]<>')&(9,+.-2&J<)/0+.GgVWDH<)`B+]@NO78:yR`N/01Q`k1F&(Go*ED7'=DFSI&('=@NDF@_&(OR&�O=9EDH1F/?&J-�1h&(O=D7+(Y#9N'>DH@N/21i<)+.'\ 1H+.'>'=DF1H<>+.'5VTDi<)`N+M@NO)P � �d<z/0OzGB+(<5GNDF1HDFO=O)&('�fT<>+3O�<Q&('�<5yR/0<)`T&n@N/0CEDF'=DFGI<zVTDi<)`N+M@�/ a D(a<>`ND71F+.VW9NLB<)&J<)/0+.Gg1F&(GuO=<)&('=<}yR/v<)`g<)`BD7�MGB+ÈyR-0DF@NS(D3+JY <>`ND7/2GB/0<)/2&(-;1F+(GN@N/0<>/2+.Gg&(-2+.GBD(a�]+(VTDi<)/2VWDFOr<)`ND�VWDFVW+.'=fk'>DHKpLN/2'=DFVWDFGI<)O3&('=DlytDF&(�(DH'Fa �On+.9N9,+.O=DF@j<)+u<)`ND�-0/2GNDF&('D��]<>')&(9,+.-2&J<)/0+.GT<>`N/2Oq9N'>DH@N/21i<)/2+(Gg/2OcLBO>L;&(-0-0fW*,DH<><>DF'n8:DH{(DFGo<)`N+.LBS.`g<)`NDifU*,+(<>`o&('>Ds+JY+.'=@NDF' a 8 G P>P $ G�<>`NDg+(<>`NDF'l`N&(GN@�<>`NDg1F+(VT9NL]<Q&J<>/2+.G�<)/2VWDW1h&(G�S.'=+�yna �rO=/2GNS[&-2&('>S.DnO�<)DF9^O>/ �HD G 8:Y:'=+.V�<)`BD�9,+./2GI<X+(Y�{M/2Diy +(Y�O=<Q&J*N/2-0/0<¯fu+(Y#<)`ND�Di�]9N-0/21F/v<RVTDi<)`N+M@xP/0O}GN+�9N'>+.*B-2DFV�*EDH1h&(LNO=D3<>`NDn/2VW9N-2/01F/v<qVWDH<>`N+M@�8 Ç.a��BÇÈPtDF-0/2VW/2G;&e<)DFOz<)`N/0OR/2G��;LBDFGN1HD(a�d<s/0Or1H-2DF&('r<>`;&J<XyR`NDFG[LNO=/2GNST<)`ND ­ ')&(GN�.\¯br/21H+.-2O=+.G^VWDH<>`N+M@^/2GBO=<)DF&(@�+(YR8�Ç.a��BÇÈPyqDUVlLBO=<lDi{J&(-2L;&e<)D �� K _ ��� ¶A à � � K`_ ��� ¶A à �� K _ ��� ¶A à yR`B/21Q`�1F&(G�*,DU@N+.GBDULNO=/2GNS^&(G�Di�]9N-0/21H/0<VWDH<>`N+]@jyR/0<>`�<>`NDUO�<)DH9�O>/ �FD G � Å G > ¼ � `NDHG�LNO=/2GNSo<)`N/0On9N'>DH@N/21i<)+.'7\r1F+.'='>DF1i<)+.'VWDH<>`N+]@kytD�1F&(G[1F+.VW9;&('=D �º K`_ �A &(GN@ º K`_ �A 8:9N'>DH@N/21i<)DH@�&JGN@[1F+.VW9NLB<>DF@�{J&(-0LNDFO)PX/2GDF&(1Q`�9B'>+(~;-0D(a ��D�yt&(GI<3<)`NDHO>D�{(&J-2LNDHOs<)+_*ED�1F-0+.O>DJa �dYq<>`NDHfj@N/vCwDH'7VlLN1Q`�ytD�1h&JGO=LN*NO=<>/0<>LB<)D º K`_ �A Y:+(' �º K`_ �A &(GN@ '=DF9,Dh&J<u<>`ND[1F+.VW9NLB<)&J<)/0+.G &(1H1F+.'=@N/2GBS�<)+ 8�Ç(a��BÇ�Pia|}`N/0O�VTDF&(GNO�yqDX'=DF9,Dh&J<�<>`NDR1F+.'='>DH1H<)+('zO�<)DH9��pO>/2VW/2-2&('>-vf3&(O�Y:+.'�+.'=@N/2GN&('=f�@N/0CEDF'=DFGI<)/2&(-DHKMLN&J<)/0+.GNOn8:O>DFD�� �MP�a �d<cyt+(LN-2@u*,Ds<)+M+l@N/ �T1HLN-0<q<)+�9N'=+�{.Ds<)`BD71F+.GI{.DH'>S.DHGN1FDn+(Y�<>`N/2OVWDH<>`N+]@lY:+('�S.DFGBDF')&J- � à � à � &(GN@�&J'>*N/v<)')&J'=f�*E+.LBGN@;&('�fl1F+(GN@N/0<>/2+.GBOFa�|}`BD}Di�]9EDH'>/0DFGN1HD<>DF-2-0OcLNO}<)`N&J<R<)`N/0OR&(9N9N'=+I&(1Q`_LNO>L;&J-2-0fU1F+.GI{(DF'>S(DFOrY:+('}O>L �W1F/0DFGI<)-vfuO>VT&(-0- G a

����� �c� ��� ��% � + / �� � %(+ � / �­ +.GBO>/2@BDF'n<)`NDWO=fMO=<>DFV 8�Ç.a�� %IPs/0GN1F-0LN@N/2GBSo<>`NDW*E+.LBGN@;&('�f�{J&(-0LND�'>DH9N-?&(1HDFVWDFGI<�&(O�&O�f]O�<)DHV�+(Y�GB+.GN-2/0GNDh&J'}DFKpL;&J<>/2+.GNO� K`_ �A º K`_ �Ac= � � ¼ º K`_ �A » º K _ �A _ �

: ¶ »�� K _ �A º K`_ �A _ � � º K`_ �Ac= �¼ : » � K`_ �A � º K _ �A

G » º K AG ÅµÆ Ã�8�Ç.a�� ¼ P

<>`MLBO� A 8 º K _ �Ac= � à º K`_ �A à º K`_ �A _ � P Å Æ Ã B#Å Ç.à ¼ à ÃD8 � Ç5à 8�Ç.a�� �IP

¼ �

Page 26: Chapter 1 Parabolic partial differential equations ... - vscht.cz

&(GB@_9,+.O=O>/2*B-2D7*,+.LNGN@;&J'=fu1H+.GN@N/v<)/2+(GNOº K _ �9 Å º K`_ �< Å Æ Ã 8�Ç.a�� �pP

<>`;&J<n&(-0-2+�y£<>+uDF-2/0VT/0G;&J<>D º K _ �9 &(GN@ º K`_ �< Y:'=+.V DFKpL;&J<>/2+.G®8 Ç.a�� ¼ Pia rYZ<>DF's1Q`B+]+.O=/2GNS<>`ND�/0GN/0<>/?&(-r&(9N9B'>+h�]/2VT&J<)/0+.G º K _ � Z 9� à º K _ � Z 9¶ à à º K _ � Z 9<3= � �s<)`BD�GBDi�M<[&(9B9N'>+h�]/2VT&J<)/0+.G1F&(Gk*,D71F+(VT9NL]<)DF@_*Ifu<)`NDn/v<)DF'>&J<)/0+.G��8 � K _ � Z � P�� � K`_ � Z � Å ���X8 � K`_ � Z � Pwà 8�Ç.a�� �.P

� K _ � Z � _ � Å � K _ � Z � » � � K`_ � Z � à 8�Ç.a�� %IPyR`NDH'>D

� ���������

¹ � �¹ º K`_ �� ¹ � �¹ º K`_ �¶ �����¹ � �¹ º K _ �<3= �aaa aaa

¹ � <@= �¹ º K`_ �� ¹ � <@= �¹ º K`_ �¶ �����¹ � <3= �¹ º K _ �<3= �

� "Ã � K`_ � Å

�������º K`_ ��º K`_ �¶ aaaº K`_ �<@= �

�! " à � ������

� �� ¶aaa� <@= �

� " @;'>+(V 8�Ç.a�� �IP�yqD^1h&JG O>DHDk<)`N&J<T<>`ND!�.&J1F+.*N/RVT&J<)'=/v��� /2O�<>`N'>DHD^@N/2&(S.+.G;&J- a |}`NDbXDHy}<)+(G��O VWDH<)`B+]@n1F+(Gp{(DF'=S.DFO�&(-2VW+.O=<A&(-0yt&hf]O�/0G�&cY:Diy�/0<>DF'>&J<)/0+.GNOA*,DF1h&JLNO>D5ytD5`;&h{(D&n{.DF'�fUS(+]+M@T/0GN/0<>/?&(-B&(9N9N'=+h�B/0VU&e<)/2+(G º K A à B#Å Ç.à ¼ à ÃD8&��Ç |}`ND�@N/0O)&(@]{(&JGp<)&(S.DX/2O<>`NDnGNDFDH@_<>+TDi{(&J-2L;&J<>Ds<)`ND �.&(1H+.*N/AVT&J<)'=/v�Ea�r9[<>+_GB+Èy�ytD�1H+.GNO>/0@NDF'=DF@�+.GND�GN+(GN-2/0GNDh&('�9;&('=<>/?&(- @N/vCwDH'>DFGI<>/?&(-�DHKpL;&J<)/0+.G�a �¯GVW+.O=<�1h&JO>DFO�ytDT`;&h{.Du&_O=fMO=<>DFV +JY}9;&('�<)/?&J-�@N/0CEDF'=DFGI<)/2&(-5DFKpL;&J<>/2+.GNO�&(GN@�<)`NDHG�<)`ND�.&(1H+.*N/�VT&J<)'=/v�^Y:+.'7<)`NDTbrDiy}<)+.G� O3VTDi<)`N+M@�/0OnGN+k-0+.GNS.DH's<)`N'=DFDW@N/?&JS.+.G;&(- �A/0<nO�<)/2-0-`;&JO�&o*;&(GN@�O=<>'>LN1i<)LN'=D(a#��DU&J'>D�S.+./0GNSu<)+^O=`N+�y"`N+�y &(9B9N'>+.9B'>/?&e<)D�-2/0GNDh&('=/ �F&J<)/0+.G8:O>+.VWDH<>/2VWDFOX1h&(-0-2DF@^KMLN&(O>/ \¯-2/0GNDh&J'>/ �F&J<)/0+.GxPq1F&(G[*,DlLNO>DH@[<)+U<)&(�(D�<>`ND�&(@]{(&JGp<)&(S.Dl+JY&l<)`B'>DFDn@N/2&(S.+.GN&(-�VT&J<)'=/v�Ea­ +.GNO=/2@NDH'X&�O�fMO=<)DHV +(Y#<¯yq+WDFKpL;&J<>/2+.GNO

¹ º�¹ � Å ¹ ¶ º�¹ ° ¶ » � 8 º � à º ¶ Pwà � Å Ç.à ¼ �XO>/2GBS�<>`ND ­ ')&(GB�I\¯br/01F+.-0O>+.GoVWDH<)`B+]@uyqD3S(DH<RY:+.' � Å Ç.à ¼º K`_ � Z A � º K Z AG Å Ç

¼ º K _ � Z Ac= � � ¼ º K`_ � Z A » º K _ � Z A _ �

: ¶ » ºK Z Ac= � � ¼ º K Z A » º K Z A _ �

: ¶ Ä » �K`_ �� Z A 8�Ç.a��+�.P

¼ %

Page 27: Chapter 1 Parabolic partial differential equations ... - vscht.cz

�dY ytD3'>DH9N-?&J1FD7<)`NDnGN+(GN-2/0GNDh&('q<)DF'=V«*Ifg<)`BD3|#&hfM-2+.'}D��B9N&(GNO>/0+.G�K _ �� Z A Å � 8 � K A P » ¹ � 8 � K A P¹ º � º K`_ �� Z A � º K � Z A¼ » ¹ � 8 � K A P¹ º ¶

º K`_ �¶ Z A � º K ¶ Z A¼ à � Å Ç.à ¼ ÃyqDgS.Di<�&(1i<)L;&(-0-0f[<>`NDubrDiy}<)+.G ��OlVWDH<>`N+M@ 8:yR'=/0<><>DFG�/0G�&^@B/0CEDF'>DHGI<lyc&hfBP�&(GB@�<)`ND�.&(1H+.*N/qVU&J<>'>/ ��yR/0-2-q`;&h{.Do&�*;&(GB@®O�<)'=LN1H<>LN'>DuyR/0<>`�~N{.Do@N/2&(S.+.GN&(-2OU8:yR/v<)` &(9N9B'>+J\9N'=/?&J<>DU+.'=@NDF'=/2GNSk+(Y}<)`BDgLNGN�pGN+�yRGNOW&(GN@�<)`NDgDHKpL;&J<)/0+.GNO)Piaj4s+./0GNS^+.GB-0f�&^9;&('�<)/2&(--0/2GNDF&('>/ �h&J<>/2+.G

�K _ ��� Z A Å � � 8 � K A P » ¹ � � 8 � K A P¹ º � º K`_ �� Z A � º K � Z A¼ 8�Ç.a�� �IP

�K _ ��¶ Z A Å � ¶ 8 � K A P » ¹ � ¶ 8 � K A P¹ º ¶

º K`_ �¶ Z A � º K ¶ Z A¼ Ã<>`NDnO=fMO=<>DFV +(Y#DFKpL;&J<>/2+.GNO�8 Ç.a�� �.PcO>9N-0/0<)O}/0GI<)+�<¯yt+W/2GB@NDF9,DFGN@BDFGI<�O=LN*NO�f]O�<)DHVTOH�wDh&J1Q`+.GBDRyR/v<)`T&s<)`N'=DFDX@N/?&(S(+.G;&(-NVT&J<>'>/v�Ea |}`NDr&(-2S.+('>/0<>`NV1h&(GW*EDRY:LN'�<)`NDH'z/0VT9B'>+�{.DH@T*IfLNO=/2GNS º K`_ �� Z A Y:+.'5<)`NDX1F+.VW9NLB<)&J<)/0+.G�+(Y � K`_ ��� ¶¶ Z A &JGN@T<>+l&(-v<)DF'=G;&J<>DR<>`NDX+.'>@NDH'q+JY58�Ç(a�� �.Pia��������� � ���! #"?��")'A*��-,#�/%|}`NDWVWDH<)`B+]@�+(Yc-0/2GNDHOn/2OnO>+.VWDH<>/2VWDFOn1h&J-2-2DH@[<)`NDW@N/0CEDF'=DFGI<)/2&(-�@N/vCwDH'>DFGB1FDWVTDi<)`N+M@�a|}`N/0O�G;&JVTDq'>D �NDF1H<>O�<)`NDzY�&(1H<#<)`;&e<�yqDc'>DH9N-?&(1HDc9;&('�<)/2&(-p@NDF'=/0{J&J<)/v{.DHO�/2G�+.GNDc@B/2'>DH1H<>/2+.G*IfÀ@N/0CEDF'=DFGN1HD^Y:+.'>V�LN-?&(O�yR`N/0-2DkyqD[9N'=DFO>DH'={(Dj<>`NDFV /2GÀ<)`NDk+(<)`NDH'g@N/0'>DF1i<)/0+.G &(GB@1H+.GNO>/0@NDF'#<)`NDHV &(O�+.'=@N/2GN&('=f3@NDH'>/0{J&J<>/0{(DFOFa ��DcD��]9N-?&(/0Gl<)`ND}VWDH<>`N+M@lLNO>/0GNSn&sO>/0VT9B-2DKpL;&(O=/v\d-2/2GBDh&('qDFKpL;&J<>/2+.G

¹ º¹ � Å ¹ ¶�º¹ ° ¶7» ´�8 º P 8�Ç.a�� #IPyR/v<)`o*E+(LNGN@;&('�fu1F+(GN@N/0<>/2+.GBO}+(Y#<>`ND7~;'>O�<X�M/0GN@

º 8 Æ Ã � P Å º 8�Ç.à � P Å Æ Ã � Æ Ã 8�Ç.a�# Æ P&(GB@o<>`NDn/2GN/v<)/2&(-E1H+.GN@N/v<)/0+.Gº 8Z°�Ã Æ P Å Bc8Z°EPwà ° � 8 Æ ÃFÇÈP 8�Ç.a�#BÇÈP��D3'=DF9N-2&(1FD7<>`NDnO>9;&J<>/?&(-w@NDF'=/0{J&J<)/v{.D7LNO=/2GNSW&�@N/vCwDH'>DFGB1FD7Y:+.'>V�LN-?&

¹ ¶ º¹ ° ¶����� V VYX �

º 8Z°�Ac= � à � P � ¼ º 8Z°�Adà � P » º 8:°�A _ � à � P: ¶ à B#Å Ç.à ¼ à ÃD8 � Ç5à 8�Ç.a�# ¼ P

¼ �

Page 28: Chapter 1 Parabolic partial differential equations ... - vscht.cz

yR`NDH'>Dn°�A Å BI: à B#Å Æ ÃhÇ.à ¼ à ÃD8 ��Dn@NDHGN+(<>Dº 8:°�Adà � P Å º A 8 � P 8�Ç.a�# �IPr-2+.GNSl{(DF'�<)/21F&(-A-2/0GNDFO38:O>DHD @#/2SNacÇ(a�%IPtyqDnS.DH<X@N/vCwDH'>DFGI<>/?&(-�DHKpL;&J<)/0+.GNO@ º Ad8 � P@ � Å º Ac= � 8 � P � ¼ º A 8 � P » º A _ � 8 � P

: ¶ » ´  º A¯8 � P Ä Ã B#Å Ç.à ¼ à ÃD8 ��Ç5Ã�8�Ç.a�# �pP*If�O=LN*NO�<)/0<>LB<)/0GNSu/2GI<>+uDFKpL;&J<>/2+.G®8 Ç.a�� #IPia3|#+uO>&J<)/0O=YZf^*E+.LBGN@;&('�f�DFKpL;&e<)/2+(GNO�8�Ç(a�# Æ Pi�/v<}/2O}DF&(O=fu<>+WO=DFDn<)`;&e<R/0<RVlLNO�<X*EDº 9È8 � P Å Æ Ã º <B8 � P Å Æ 8�Ç.a�# �.P

� � � � � QW[�T �^QW[�T � Q [�T �`QW[�T

� �V V � V � V�� V�� V �� °

@�/0S.LN'>D�Ç(a�%B·zm_DH<)`B+]@_+(Y#-2/2GBDFO�¯GN/v<)/?&J-31H+.GN@N/v<)/0+.G 8�Ç(a�#BÇ�P_S./v{.DFO^/2GN/v<)/?&J-71F+.GN@B/0<)/0+.GµY:+('^+.'=@N/2G;&J'=f @N/0CEDF'=DFGI<)/2&(-DHKMLN&J<)/0+.GNO�8�Ç.a�# �pP�·

º A 8 Æ P Å Bc8Z°�A:P Å Bc8 BI: Pwà B#Å Ç(à ¼ à ÃD8 � Ç 8�Ç.a�# %IPmkDi<)`N+M@_+(Y�-0/2GNDHO}/2O}Dh&JO=foDH{(DFG_Y:+.'RVT+.'=D71F+.VW9N-0/21h&e<)DF@u9B'>+.*N-0DFVWOFaz6}a�SBa5<>`NDnDFKpL;&e\<>/2+.G ¹ º¹ � Å Á °�à � à º à ¹ º¹ ° à ¹ ¶ º¹ ° ¶ " 8�Ç.a�#+�.P1F&(Gu*EDr<)')&JGNO=Y:+.'=VTDH@g/2GI<>+�&�O=fMO�<)DFV�+(Y�+.'>@B/2G;&('�fW@N/0CEDF'=DFGI<)/2&(-EDHKpL;&J<)/0+.GNOn8ZyR/0<>`N+.LB<1H+.GNO>/0@NDF'=/2GNS�*,+.LNGN@N&('=fu1H+.GN@N/v<)/0+.GNOQP@ º A@ � Å Á °�A à � à º Adà º A _ � � º Ac= �¼ : à º Ac= � � ¼ º A » º A _ �

: ¶ " à B#Å Ç.à ¼ à ÃD8 � Ç 8�Ç.a�# �IP|}`NDH'>D_/2O�GN+�9N'>/0GN1F/09;&(-c@N/vCwDH'>DHGN1FD_*EDi<¯ytDHDFG O�fMO=<)DHV 8 Ç.a�# �pPl&(GN@ÀO=fMO=<>DFV 8�Ç(a�# �.Pia|}`NDoVWDH<>`N+]@ +(YX-0/2GNDHO�/2O�&[S.DFGBDF')&J-}&(9N9N'=+I&(1Q`®*E+J<)`�Y:+.'�-2/0GNDh&J'l&(GN@ Y:+.'�GN+(GN-2/0G]\DF&('�9N&(')&(*,+.-0/21�DFKpL;&J<>/2+.GBO�/2G�<¯yt+k{(&J'>/?&J*N-2DHOFa �O�fMO=<)DHV +JY}+.'>@B/2G;&('�fj@N/0CEDF'=DFGI<)/2&(-¼ �

Page 29: Chapter 1 Parabolic partial differential equations ... - vscht.cz

DHKMLN&J<)/0+.GNOryt&(Os@B/2O>1HLNO>O=DF@j/2Gk1Q`;&(9B<>DF' � �;a�br+(<�&(-2-�GpLNVWDF'=/21h&J-#VWDH<>`N+]@BOrY:+.'X+.'>@B/v\G;&J'=f�@B/0CEDF'>DHGI<)/?&J-�DFKpL;&e<)/2+(GNO7&('=D�&(9N9N'=+.9N'>/2&J<)D�Y:+.'sO>+(-2LB<>/2+.G�+JYqO�fMO=<)DHVTOT8 Ç.a�# �pPr+.'8 Ç.a�# �IPi�]*NLB<}VW+.O=<c+(Y�<)`NDHV�1h&JG_*,D7LNO=DF@�a5|}`ND7O�f]O�<)DHV�8�Ç.a�# �pPq`N&(Ot<¯yq+T/0VT9,+.'=<)&(GI<9N'=+.9,DF'=<>/2DHOc<)`;&J<XVlLBO=<R*,D31H+.GNO=/2@NDH'>DF@_yR`NDFG_1Q`N+M+.O>/0GNS�<)`NDn/0Gp<>DFS.'>&J<)/0+.GuVWDH<)`B+]@�·Ç(a �d<5/0O5&7-?&('=S.DcO=fMO�<)DFV_a�|}`NDRGpLNVl*,DF'5+(YE+.'>@B/2G;&('�fl@N/vCwDH'>DHGp<>/?&(-]DFKpL;&J<>/2+.GBOzVT&hf*,D7O>Di{.DH')&(- `pLNGN@N'=DF@NOX+.'}<)`N+(LNO)&(GB@NOFa¼ a �d<t/2OqGN+(<}GNDH1FDHO>O)&J'=fg<>+�<Q&(�JD7&(GuD��]<>'>DHVTDH-0fT9N'>DH1F/2O=DsVWDH<)`B+]@UY:+('q<)`BDsGpLNVTDH'�\/01h&(-5/0Gp<>DFS.'>&J<)/0+.G�*EDH1h&(LNO=DgDH{(DFG &_9N'>DH1F/2O=DgO>+(-2LB<>/2+.G�+(Yc<>`N/2O�O=fMO=<>DFV�O>LBCEDF'=O<>`ND�DF'='>+.'7+(Yq@N/0O>1F'=DH<>/ �h&e<)/2+(G[+(Yq<>`ND�O>9;&e<)/?&J-�@NDF'=/0{J&J<>/0{.DJa VTDi<)`N+M@[yR/0<>`�&O=/2VW/2-2&('t&J1F1FLB')&(1ifu<)+�<)`;&e<R+(Y#<>`NDnO>9;&e<)/?&J-�@N/2O=1F'=DH<)/ �h&J<>/2+.Gu/0OR&(9N9N'=+.9N'=/?&J<>D(a

�r&�{M/0GNS�&j-2&('>S(DgGpLNVl*,DF'�+(YrDFKpL;&J<>/2+.GNO�/v<�O>DHDFVWO�<>`;&J<W1F+(VT9N-0/21F&J<)DH@�O>/0GNS.-2DuO�<)DH9VWDH<>`N+]@BOu8 �RLNGNS(Di\��7LB<=<Q&_VTDi<)`N+M@NO�+JYX&k`N/0S.`�+.'=@NDF')P�&('=DUGN+(<�S.+M+]@�a �XO>/2GBS^<)`ND6�LN-0DF' � OoVTDi<)`N+M@ yqD�S.Di<u<)`NDjO=/2VW9N-2D�D��]9N-2/01F/0<TY:+.'>V�LN-?& 8 Ç.a ¼(¼ Pia |}`BD�'=Dh&(@BDF'o/2O/0Gp{M/v<)DF@o<)+W1Q`NDH1Q�_<>`N/2OHac|#+W/2GI<>DFS.'>&J<)D7<)`B/2OXO=fMO=<>DFV +(Y�+.'=@N/2GN&('=fu@B/0CEDF'>DHGI<)/?&J-�DFKpL;&e\<>/2+.GNOXytD�+(YZ<)DHG[LNO>Dl<>`ND �RLNGNS.D�\��7LB<><)&UVWDH<)`B+]@�+JY5+.'>@NDH' ¼ +.' �g+.'s&TVlLN-0<>/#O�<)DH9VWDH<>`N+]@j+.'n&u9N'=DF@N/01H<>+.'�\X1F+.'='>DH1H<)+('3VWDH<>`N+M@�al|}`NDHG�<)`BDWO�<Q&('�<)/0GNSu9N'>+J~;-2DHO7VlLNO=<*,Dn1F+.VW9NLB<>DF@oLNO>/0GNS �XLNGBS.Di\��nL]<><Q&�VWDH<>`N+]@BOFa�rO=/2GNS�&JG_D��]9N-2/01F/0<t/2GI<)DHS.')&e<)/2+(GgVTDi<)`N+M@g*N'=/2GNS(Oc<)`ND79N'=+.*N-0DFV +(Y O=<Q&J*N/2-0/0<¯f.a ��D1F&(GNGN+(<tLNO>Ds&(Gg&('=*N/0<>')&('=/2-vf�-2+.GBS�/0Gp<>DFS.'>&J<)/0+.GWO=<)DH9gY:+.'5<)`ND �RLNGNS(Di\��7LB<=<Q&3VTDi<)`N+M@�a|}`ND�O�<Q&(*N/0-2/v<¯fk1H+.GN@N/v<)/0+.G[VlLNO�<n*ED�/2GI{(DFO=<>/2SI&e<)DF@[Y:+.'7DF&(1Q`�1F+.Vl*B/2G;&J<>/2+.G^+(Yq%z476}�O=9;&J<)/2&(-x@NDF'=/0{J&J<>/0{.Dr&(9N9B'>+h�]/2VT&J<)/0+.GU&JGN@U/0Gp<>DFS.'>&J<)/0+.GWVTDi<)`N+M@gO>DH9;&('>&J<)DH-0f.a�|}`MLBO}/0</0O}*EDi<><)DH'}<)+�LNO>D3O>+(VTDn/2VW9N-0/21F/v<tVWDH<>`N+M@��N*NLB<R<>`N/2O}'=DFKpLN/2'=DFOX/0<>DF')&e<)/2+(Gg+.'}<)+�O>+(-0{.D&�O=fMO�<)DFV +(Y#-2/0GNDF'c&(-2S.DH*N')&J/21sDHKMLN&J<)/0+.GNO}Y:+.'}-2/0GNDh&J'}%5476Ra| '>Dh&e<)VWDFGI<�+(YR*,+.LNGN@N&('=f�1F+.GB@N/0<>/2+.GNOnY:+.'3<)`NDgVWDH<>`N+M@�+(YR-2/0GNDFO�/2O�O>/2VW/2-2&('s<)+<>`;&J<R+(Y#@N/0CEDF'=DFGN1HD7VTDi<)`N+M@NOHa���D71h&JG^&(S.&(/2Gu/0Gp<>'>+M@NLN1HDn&�~N1H<)/v<)/0+.LNOc9N'=+(~;-0D7+.'cytD1F&(G�LNO=DuGN+.G]\dO=fMVTVWDH<>'>/01T@N/vCwDH'>DHGN1FDUY:+('>VlLN-2&(OnY:+.'�@NDH'>/v{(&e<)/0{(DFOl/0G�<>`NDg*,+.LNGN@;&J'=f1H+.GN@N/v<)/2+(GNOFa|}`NDjVWDH<)`B+]@ +(Y�-2/0GNDFOUyR/v<)` &�O>/0GNS.-2D^O=<)DH9µ/0GI<)DFS(')&J<>/2+.G /0Ou&�S.+]+M@ O=<)&('=<>/2GNSVWDH<>`N+]@uY:+.'}V�LN-0<>/w9N'=+(~;-2D7VWDH<>`N+M@NOFa|}`ND_GpLNVl*,DF'�+(YrGN+]@BDFO�/2G�<)`BDuO>9;&J<>/?&(-t1F+M+.'>@N/0G;&J<>Du/2O�S./v{.DFG®*If�<)`BD_@BDFO>/0'>DH@&(1H1FLN'>&(1Hf(a @x+('�9N'=+.*N-2DHVTO3yR`NDF'=Dg<)`NDUO>+.-0LB<)/0+.G�/0G�@N/0CEDF'=DFGI<�'=DFS./0+.GNO�+JYX°®@N/vCwDH'>O1H+.GNO>/0@NDF'>&(*N-vf�8�DJa�SBa#Y:+.'�<>`ND�yc&h{.Dz+.'�Y:'=+.GI<#O=+.-2L]<)/2+(G��hyR`NDF'=D º 1Q`;&(GNS(DFO O>/2S(GN/0~;1F&(GI<)-vf/0Gl&r{(DF'=f�O>VT&(-0-I/2GI<)DH'={J&(-M+(YN°EP yR/v<)`l&JGlDFKpLN/0@N/2O�<Q&(GI<�S('>/2@3ytDtVlLNO=<�1Q`N+M+.O>Dz<)`NDcO�<)DH9O=/ �FD3O>+TO>VT&(-2-�<>+g&(9B9N'>+h�]/2VT&J<)D7<>`N/2OXO>`;&J'>9k<>')&(GBO>/0<>/2+.GoyqDF-2- ac|}`NDHG�O>VT&(-2-A1Q`N&(GNS.DHO+(Y º /2Gk<>`ND3'>DFO�<7+(Y�<>`ND�/0GI<)DF'�{J&(- &('>D�&(9N9N'=+h�B/0VU&e<)DF@_<)+M+U9N'=DF1H/2O>DH-0fk&(GN@_<)`ND3<)+(<)&(-

¼ #

Page 30: Chapter 1 Parabolic partial differential equations ... - vscht.cz

GpLNVl*,DF'u+JY�GB+]@NDHOu/2OU<>+]+�`B/2S.`�a @;+.'gO=LN1Q`µ9B'>+.*N-0DFVWOgVWDH<)`B+]@NOTyR/0<)` &(@N&(9B<)/v{.D'=DFS.LN-2&J<)/0+.Gg+(Y�GN+.G]\dDFKpLN/0@N/2O�<Q&(GI<RO>9N&J<)/2&(-�S.'=/2@u`;&h{.D3*,DFDFG_@NDi{.DF-0+.9,DF@�8:O>DHD 9 � :?Pia����� �!¥[� ¡7�5�h�X���� ��W�h¥^¦��F�W� ���o©��l���l¬��T�F�h��¡7¤u¥��3¦��F�W�[ 

§ �i¦�¨ ¦�¨[�5¡�¡ �F�[¢�¡7©�¡7�[¢�¡7�g¦�ª3�l�5�F��¬[�F¡7 rO�1H+.VT9N&('>DH@�<>+^9N'=+.*N-2DHVTO7O=+.-0{(DF@�&J*E+�{.DJ��`NDH'>D�ytDT`;&h{.DW+.GNDWVT+('>D�O>9;&e<)/?&J-�1F+J\+.'=@N/2GN&J<)DJ��O>+�yqDuO>+.-v{.Du9;&('>&(*,+.-2/01TDHKMLN&J<)/0+.GNO�/2G�<¯yt+jO>9N&J<)/2&(-c&(GB@�+.GNDg<)DHVT9,+.'>&(-1H+]+.'=@N/2GN&J<)DHOFa3|}`ND�O=<)'>&J<)DHS./2DHOn&('>D�O=/2VW/2-2&('}<)+g<)`B+.O>D�@N/0O>1FLBO>O>DH@�&J*E+�{.DJ��GMLBVTDH'>/21F&(-'=Dh&(-0/ �h&e<)/2+(G�/2O7VW+.'>D�@B/ �W1FLN-v<h�AVWDFVW+.'=f^'>DHKMLB/2'>DHVTDHGI<)O�&('>D�`N/0S.`NDH'�&JGN@�<>`ND�1F+.V�\9NL]<Q&J<>/2+.Gg<>/2VWD7/2O}LNO=L;&(-2-vfgVlLB1Q`k-0+.GNS.DH'Fa

<¯fM9N/21F&(-�&(GN@o<)`NDnO=/2VW9N-2DHO=<R-2/0GNDh&J'c9;&('>&(*E+(-2/21�DFKpL;&J<>/2+.G_/2Gu<)`B'>DFDn@N/0VTDHGNO>/0+.GNO/0Oc<)`NDnDFKpL;&e<)/2+(G¹ º¹ � Å ¹ ¶Qº¹ ° ¶ » ¹ ¶Qº¹ ± ¶ à 8�Ç.a�# #IP

@NDHO>1H'>/2*B/2GNS3GN+.G]\dO=<)&J<)/0+.G;&('�f�`NDh&J<q1F+(GN@NLN1i<)/2+(GU/2GT&�9B-?&(GNDX9N-2&J<)DR+.'zGN+.G]\dO=<)&J<)/0+.G;&('�f@N/vCwLBO>/2+(Gu/2G_&�9N-?&(GBD(a0�O=O>LNVWDn<)`NDn/2GB/0<)/2&(-,1F+.GN@B/0<)/0+.Gº 8Z°�Ã)±,Ã Æ P Å Bc8:°�Ã)±BPwà ° � 9 Æ ÃFÇ;:Ià ± � 9 Æ ÃhÇ : 8 Ç.a0Ç Æ.Æ P&(GB@o<>`NDn*E+(LNGN@;&('�fu1F+(GN@N/0<>/2+.GBO

º 8Z°�Ã Æ Ã � P Å Çzà º 8:°�ÃFÇ.à � P Å Æ Ã ° � 9 Æ ÃhÇ;:.à � Æ Ãº 8 Æ Ã)±,à � P Å º 8 Ç.Ã)±,à � P Å Æ Ã ± � 9 Æ ÃhÇ;:.à � Æ 8 Ç.a0Ç Æ ÇÈP|}`N/0O�@NDFO=1F'>/0*EDHOlyc&J'>VW/2GNS�LB9À&�O=KpL;&('>Du9B-?&J<>DUyR/0<>`�<)`NDu/0GN/0<>/?&(-�<>DFVW9EDH')&J<>LN'>D

Bc8Z°�Ã)±BPiÃ,*pf��(DFDH9N/2GBSo<>`N'>DHD�O>/0@NDFOn&J<�<)`ND$�HDF'=+o<>DFVW9EDH')&J<>LN'>D�&JGN@[+.GND�O=/2@ND�&e<s<)`NDLNGB/0<c<>DFVW9EDH')&J<>LN'>DJa �¯Go<>`ND7'>DHS./2+(G Æ � °�Ã>± � Ç.à ��� Æ ytD7@NDi~;GND3&lS.'=/2@u+(Y GN+M@NDFO°�A Å B0: ' ± K Å LN: ' � Å � G à yR`NDF'=D B à L�Å�Æ ÃhÇ.à ÃD8 ' � Å Æ ÃhÇ.à |}`N/2OS.'=/2@T/2OtS(/0{.DHGu*IfT<>`NDsO=<>DF9 : /2GU<>`ND�<¯yq+�O>9;&e<)/?&J-E1H+]+.'=@N/2GN&J<)DHOq°k&(GN@u±W&(GN@u*IfW<)`ND<>DFVW9E+.'>&(-wO�<)DH9 G a0rSI&(/2GuyqDn@NDH~;GBD� Å G

: ¶ 8 Ç.a0Ç Æ ¼ P��Dn@NDFGN+J<)D7<)`ND7{J&(-0LND7+(Y <)`NDnGpLNVWDF'>/01h&(-wO>+.-0LB<)/0+.Go&J<r&�S.'>/0@u9E+./0GI<º A Z K � º 8:°�A¯Ã>± K à � P Å º 8 B0: à L : à � G P 8 Ç.a0Ç Æ �IP

� Æ

Page 31: Chapter 1 Parabolic partial differential equations ... - vscht.cz

| +��(DHDF9 <)`BD^Y:+.'>V�LN-?&(OWO>/0VT9B-2DoytD[@NDi~;GND�1HDFGI<)'>&(-s@N/vCwDH'>DHGN1FD�+(9EDH')&J<>+.'>OT+(Y7<)`NDO=DF1F+(GN@^+.'=@NDF' � ¶V &JGN@ � ¶� *pf�¶V º A Z K Å º A _ � Z K � ¼ º A Z K » º A�= � Z K à �

¶�

º A Z K Å º A Z K _ � � ¼ º A Z K » º A Z K = � 8 Ç.a0Ç Æ �pP|}`NDnO=/2VW9N-2DsD��]9N-2/01F/0<tY:+.'>VlLB-?&�<)`BDFG_*EDH1F+.VWDFO� _ � Å 8�Ç » � 8 � ¶V » � ¶� P=P � » a 8 G ¶ » G : ¶ Pwà 8 Ç.a0Ç Æ �.P+.'}/0Go@NDH<)&(/2-0O

º _ �A Z K Å º A Z K » � 8 º Ac= � Z K � ¼ º A Z K » º A _ � Z K » º A Z K = � � ¼ º A Z K » º A Z K`_ � P 8 Ç.a0Ç Æ %IP|}`NDo+.'=@NDF'�+(YX<)`B/2O�VWDH<)`B+]@ /2O�1H-2DF&('>-vf a 8 G » : ¶iPl&JGN@ÀDF&(1Q`®9E+./0GI<�/2G�<)`NDoGNDiy9N'=+(~;-0Dr/0Ot1F+(VT9NL]<)DF@TY:'>+.V ~N{(D79E+(/2GI<)Oz/2GW<)`NDs+(-2@U9B'>+(~;-0D(a �d<t/2Oz9E+(O>O>/0*N-2DR<)+�@NDF'=/0{.D&�O>/0VT/0-?&('5Y:+.'=VlLN-?&� _ � Å 8�Ç » � � ¶V PH8�Ç » � � ¶� P � » a 8 G ¶ » G : ¶ Pwà 8 Ç.a0Ç Æ �.P<>`;&J<XLNO>DHO #W9E+./0GI<)OR/2Go<)`ND3+.-0@_9B'>+(~;-0D3&(GN@k<>`;&J<X`;&(OR<)`BD�O>&(VTD3+.'=@NDF'r&(O}Y:+.'>V�LN-?&8 Ç.a0Ç Æ �.Pia�|}`NDq'>DF&(@NDF' /2O�/0Gp{M/v<)DF@3<)+X'>DiyR'>/0<>Ds8 Ç.avÇ Æ �.Pw/0G3<>`NDzY:+('>V O>/0VT/0-?&(',<)+�8�Ç.avÇ Æ %.Pia6�KpL;&J<)/0+.G�8�Ç.avÇ Æ %.Pt1h&(G_*ED7yR'=/0<><>DFGo*Ifu<)`NDnO=1Q`NDFVWD�

� 8 Ç � � � P ��&(GB@_O=/2VW/2-2&('>-vf�DFKpL;&J<>/2+.G�8�Ç.avÇ Æ �(Pq*Ifu<)`NDnO>1Q`BDFVWD� ¶

� ¶

� 8 Ç � ¼ � P� 8�Ç � ¼ � P 8�Ç � ¼ � P ¶ � 8 Ç � ¼ � P

� 8 Ç � ¼ � P

� ¶

� ¶�BÇ

Page 32: Chapter 1 Parabolic partial differential equations ... - vscht.cz

@;+.'=VlLN-?&U8�Ç.avÇ Æ �(Pz@N/vCwDH'>OtY:'=+.V 8 Ç.avÇ Æ %IP5*pfU/2GN1H-2LN@B/2GNS � ¶ � ¶V � ¶� � a�|}`NDFO=DnY:+('>VlLN-2&(O&('=D�/2-0-2LNO�<)')&e<)DF@^/2G @�/0SNaTÇ(a �]a�|}`NDHfj*,+(<>`�&J'>D�+(Yz+.'=@NDF' a 8 G » : ¶iP ' <)`ND�O�<Q&(*N/0-2/v<¯f1H+.GN@N/v<)/2+(Gu+(Y#<>`ND �l9E+./0GI<}Y:+.'>VlLB-?&o8�Ç(a0Ç Æ %IPq/2O� � Ç� à 8 Ç.a0Ç Æ �IP

yR`N/0-2D�<>`ND #�9,+./0Gp<}Y:+('>VlLN-2&u8�Ç(a0Ç Æ �.Pt/2O}O�<Q&(*N-0DsY:+.'� � Ç

¼ 8 Ç.a0Ç Æ #IP�dYzytD�<Q&(�JD � Å �

�Ã�<)`ND�+('>@NDH'3/0GN1F'=Dh&(O=DFO7<)+ a 8 G ¶ » : � P7&(GN@[<>`N/2OsY:+.'=VlLN-2&U/2O&(9B9N'>+.9B'>/?&e<)D�Y:+.'�9N'>DH9;&('>/0GNSu9N'=DF1F/0O>D�O=<)&('=<>/2GNSu9B'>+(~;-0DFO�Y:+('7VlLN-0<>/#9B'>+(~;-0D�VTDi<)`N+M@NO8Z<)`N/0Ot/2Oz<)'=LNDsY:+.'tDHKpL;&J<)/0+.Gj8 Ç.a�# #IPz+.GB-0fBPia��M<>'>/01H<cO�<Q&(*B/2-2/v<¯f�1F+.GB@N/0<>/2+.GNOs8�Ç.avÇ Æ �.Pz&(GB@8 Ç.a0Ç Æ #IP7'>DFKpLN/0'>DgO=VU&J-2-�<)DHVT9,+.')&J-qO�<)DF9�O=/ �HD G '>DHO>LN-v<)/0GNS�/2G�&^-2+.GBS^1F+(VT9NL]<Q&J<>/2+.G<>/2VWD5yR`B/21Q`l/0G�<)LB'>G�-0/2VW/0<>O�<)`NDqLNO)&(*B/2-2/v<¯f7+(Y;D��]9N-2/01F/0< VWDH<>`N+]@BOc8 Ç.a0Ç Æ �.P�&(GN@o8 Ç.a0Ç Æ �.PY:+.'rGpLNVTDH'>/01h&(-#O>+.-0LB<)/0+.G^+(Y�<>`N'>DHD�@N/2VWDFGBO>/2+(G;&(- 9N'>+.*B-2DFVWOFa#@x+('�Y:+.LN'r@N/2VWDFGNO=/2+.GN&(-9N'=+.*N-0DFVWO�<)`NDzO=<)&(*N/2-0/0<¯f�'>DFO�<)'=/21H<>/2+.GBO#&J'>D5DH{(DFGlO�<)'>+(GNS.DF'Ha $ Gn<)`NDz+(<)`BDF'�`;&(GN@w�.&R*N/2S&(@]{(&JGp<)&(S.D7+(Y#Di�]9N-0/21H/0<}VWDH<>`N+]@BO}/2Oc<)`BDF/2'}S(DFGNDH')&(-0/0<¯fu&JGN@oDh&(O=D3+JY�LNO=DT8�DH{J&(-0L;&J<>/2+.G+(Y#'>DH1FLN'='>DHGp<XY:+.'=VlLN-?&JOQPia

@�/2S(LN'>DTÇ.a �M· �¯-2-0LNO=<>')&J<>/2+.Gk+(YzDi�]9N-2/01F/v<sY:+.'>V�L]\-?&(O38 Ç.avÇ Æ %IPt&JGN@�8 Ç.avÇ Æ �.P4sL @;+.'=<�&(GN@ @;')&(GN�JDF-N@BDF'>/v{.DH@U&sO�<Q&(*N-0D}Di�]9N-0/21F/v<�VWDH<>`N+]@�*If�<Q&(�p/2GBSW8�O>/0VT/0-?&('=-0f&(O}Y:+.'R&�O=/2GNS.-0DsO>9N&J<)/2&(-�1F+M+.'=@N/2G;&e<)D�Pq<>`NDnLNGNO�<Q&(*N-0D �X/01Q`;&('>@BO>+.GuY:+.'=VlLN-?&

º _ �A Z K Å º = �A Z K »À¼ � 8 � ¶V » � ¶� P º A Z K 8 Ç.a0Ç(Ç Æ P|}`NDifo'>DH9N-?&(1HDF@ º A Z K *Ifg<>`ND3&('>/v<)`NVWDH<>/21sVWDh&(G �¶ 8 º = �A Z K » º _ �A Z K Pc&(GN@o<)`NDifuS.+(<8 Ç » � � P º _ �A Z K Å 8�Ç�� � � P º = �A Z K »�¼ � 8 º Ac= � Z K » º A _ � Z K » º A Z K = � » º A Z K`_ � P 8 Ç.a0Ç(Ç.ÇÈP|}`N/0O�DHKMLN&J<)/0+.Gl/2O <)`NDc4sL @;+.'=< \ @;'>&(GN�(DH-BVWDH<>`N+]@wa�|}`NDcGBDF1FDHO>O>&('=f�O=<Q&J'=<)/0GNS�{J&(-0LNDFOVlLBO=<q*EDX1F+.VW9NLB<>DF@T*pfT&(GB+(<)`NDH'tVWDH<>`N+]@wa�|}`NDr1F+.GI{.DH'>S.DHGN1FD7/0OqS(L;&(')&JGp<>DFDH@U/0YE<)`ND

� ¼

Page 33: Chapter 1 Parabolic partial differential equations ... - vscht.cz

9;&J')&(VWDH<>DF'>On+(Yt<)`NDWS.'>/0@jO)&J<>/2O=YZfj1HDF'�<Q&(/0G�&(@B@N/0<>/2+.G;&J-�1F+.GB@N/0<>/2+.G���DJa�SNa G > : � Æ a|}`NDHO>D31F+.GB@N/0<>/2+.GNO}@BDF1F'=Dh&(O=D3<>`ND7{J&(-2LND7+JY#<>`N/2O}VWDH<>`N+]@wa�]/0VT/0-?&('=-0f3<)+�<>`NDs1h&JO>Ds+(Y &�O>/2GBS.-2DXO>9;&e<)/?&J-x{J&('=/?&(*B-2DX/0<q/2Oz9E+.O=O>/0*N-2DX<)+l@NDH'>/v{.D7&(GD��B9B-2/21H/0<t\z/0VT9B-2/21H/0<qVTDi<)`N+M@uyR`NDF'=D7<)`NDnGNDiy 9N'>+J~;-2D7/0O}1F+.VW9NLB<>DF@_*pfº _ �A Z K Å 8�Ç » � 8 � ¶V » � ¶� P=P º A Z K à � » B » L DH{(DFG�à 8 Ç.a0Ç(Ç ¼ P8 Ç � � 8 � ¶V » � ¶� P>P º _ �A Z K Å º A Z K à � » B » L +]@B@ 8 Ç.a0Ç(Ç �IP

@;+.'>V�LN-?&�8�Ç(a0Ç.Ç ¼ Ps/2O3&(G�D��]9N-2/01F/0<n+(GNDT/0G�<>`NDTY:+('>V +(Y78�Ç.avÇ Æ %.Pn&JGN@ 8 Ç.a0Ç(Ç �IPs/2O/0VT9N-0/21H/0<h�NyR`BDF'>DlyqD�`;&h{.D�&(-0- <>`NDl{J&(-2LBDFO º _ �Ac= � Z K à º _ �A _ � Z K à º _ �A Z K = � à º _ �A Z K`_ � /0G^<)`ND_8 � »ÇÈPd\d<>`½9N'=+(~;-2D_1F+(VT9NL]<)DF@½*pf£8�Ç(a0Ç.Ç ¼ Pi�t<>`pLNO[8 Ç.a0Ç(Ç �IP�1h&(G *,D^LBO>DF@ Y:+('T'=DF1FLB'>'>DHGI<Di{(&J-2L;&J<>/2+.Gwa�|}`N/0O�&J-2S.+.'=/0<>`NV /2O7/2-0-2LNO�<)'>&J<)DH@[/2G @�/0SNagÇ.a��Ba �d<31h&(Gj*,D�O>`N+�yRG�<>`;&J<<>`N/2O5VWDH<)`B+]@W/2O�{.DH'=fWO>/0VT/0-?&(' <)+n<)`NDr4sL @x+('=<�\�@x'>&(GN�JDF-xVTDi<)`N+M@��pO>+3DH{(DFGg`BDF'>DXytDGNDHDF@ G > : � Æ a@;+.'RDi�]9N-0/21F/v<RVTDi<)`N+M@u<)`NDn<)DHVT9,+.'>&(-AO=<>DF9^O=/ �HD G /2OR*,+.LNGN@NDH@^*Ifu<)`BD�O�<Q&(*N/0-2/v<¯f1H+.GN@N/v<)/2+(Gl+.'�*Ifl<)`BD}1F+.GN@B/0<)/0+.G G > : � Æ |}`MLBOz/0VT9B-2/21H/0< VWDH<)`B+]@NO5&J'>D}+(YZ<>DFG�LNO>DH@/0GNO=<>Dh&(@�a � `NDFG�LBO>DF@�Y:+.'n9N'>+.*B-2DFVWOn@NDFO=1F'=/2*,DF@�*If½8�Ç(a�# #.P�\l8 Ç.a0Ç Æ ÇÈP�ytDTGNDFDH@�<)+O=+.-0{(DU&_O=fMO=<>DFV�+(Y}-2/0GNDh&J'n&(-2S.DH*N')&J/21�DFKpL;&J<>/2+.GBO3Y:+.'U8�8!� ÇÈP ¶ LNGN�pGN+�yRGNOl/0G�Dh&J1Q`O�<)DF9wau|}`NDU9N'=DF1H/2O>D�Y:+.'=V +(Yt<>`N/2O3O=fMO=<>DFV @NDH9EDHGN@NOlO�<)'>+(GNS.-0f�+.G�<>`NDW<¯fM9,DU+(Yq<)`ND9N'=+.*N-0DFV &JGN@T+(GW<>`NDRVTDi<)`N+M@TLBO>DF@ ' S.DHGNDF'>&(-2-vf�<>`NDFO=DrO�f]O�<)DHVTOq&('>DRO=9;&('>O=Dr*,DF1F&(LNO=D/0G�Dh&(1Q`jDHKMLN&J<)/0+.G[+.GN-vf�&gO=VU&(-0-#GpLNV�*EDH's+(YzLNGN�pGN+�yRGNO3&(9N9,Dh&J'>OFa&�]+gY:+.'r-?&('=S.D 8/v<q/0OqLBGN'>DF&(O>+.GN&(*N-2DR<)+�LNO>DX~;GN/v<)DXVTDi<)`N+M@NO�8�D(a SNa�<>`ND��n&(LNO=OqDH-2/2VW/2GN&J<)/0+.GxP *,DF1F&(LNO=D+(Y#VWDFVW+.'=fg&(GN@o1F+.VW9NLB<)&J<)/0+.Gg<)/0VTD�@NDFVT&(GN@NOHa�d<�/0O�9,+.O>O=/2*N-0Dz<>+s9N'=DF9;&('=D}&rO=9EDH1F/2&(-B&J-2S.+.'=/0<>`NV yR/0<>`�&r~;GB/0<)DzVWDH<)`B+]@�Y:+('�&�9N&('�\<>/21FLB-?&('}9N'=+.*N-0DFV_�;*NLB<r/0<)OX&(9B9N-2/01h&(*N/0-2/v<¯fT/0OR'>DFO�<)'=/21H<>DF@_<)+T<>`N/2OR9;&J'=<)/01FLN-2&('}9N'=+.*N-2DHVO=+T/v<}/2O}GN+J<Xyq+.'�<)`o<)`NDnDHCE+.'�<ha$ YZ<)DHG�<)`NDlVWDH<>`N+M@�1h&(-0-2DH@�&(-v<)DF'=G;&J<>/2GNST@N/2'=DF1H<>/2+.Gk/2VW9N-2/01F/v<�8 s4 ��PR/2OrLNO>DH@�/0G]\{(+.-0{M/2GBSg<¯yt+oO>+(-2LB<>/2+.GNO�+(Yq&u<>`N'>DHD�@N/?&JS.+.G;&(-#O=fMO=<>DFV +(Y�8&8 � Ç�PrDFKpL;&J<>/2+.GBOFal|}`NDLNO>&(S.D3/2OXO>/0VT/0-?&('t<>+ �4 �tY:+.'RDF-0-2/29]<)/2179B'>+.*N-0DFVWORO>DFD�1Q`;&(9B<>DF' � �;aR�XDF'>DJ�E`B+ÈyqDH{(DF'H�<>`NDl*N-0+]1Q�_'>DH-?&e�B&J<>/2+.G s4 �R/2OsGB+(<s@N+(GNDlY:+.'r<>`ND�O)&JVTD3<)/2VWD�-0DH{(DF- a $ '�<>`NDl9,+./2GI<'=DF-?&È�N&e<)/2+(G 8:LN9N9,DF'QP3VTDi<)`N+M@�1h&JG�*EDTLNO>DH@ yR/v<)`�+.GN-0f�&kY:Diy�8�LNO=L;&(-2-vf �=LNO=<�+.GND�P'=DF-?&È�N&e<)/2+(Gu1HfM1F-0DnY:+('}Dh&(1Q`o<)/0VTD7-0DH{.DH- a$ Y#Y:LBGN@;&(VWDFGI<Q&J-�VTDF&(GN/0GNSl/2Oc<>`ND ­ ')&JGN�.\ br/01F+.-0O>+.GoVWDH<>`N+]@�8ZyR`N/21Q`o/0OR&(-0yt&hf]OO�<Q&(*N-0DsY:+.'}9N'=+.*N-2DHVTO38 Ç.a�# #IPz\�8�Ç(a0Ç Æ ÇÈP>PzyR/v<)`k&l~N{.D39E+(/2GI<}O>1Q`BDFVWD Ç � �

¼ 8 � ¶V » � ¶� P " � _ � Å Ç » �¼ 8 � ¶V » � ¶� P " � »ba 8 G - » G : ¶ P 8 Ç.a0Ç(Ç �pP� �

Page 34: Chapter 1 Parabolic partial differential equations ... - vscht.cz

A 9 � ¶ - � �

�¶-K �

=������

A 9 � ¶ - � �

�¶-K �

=������@#/2S.LN'=D�Ç.a��B·56��B9B-2/21H/0<}/0VT9B-2/21H/0<zVWDH<)`B+]@��\5{J&(-2LBDFOR1F+.VW9NLB<>DF@_*If�8�Ç.avÇ.Ç ¼ P� \5{J&(-2LBDFOR1F+.VW9NLB<>DF@_*If�8�Ç.avÇ.Ç �.P+.'cY:'=+.V«*,+.LNGN@;&J'=fu1H+.GN@N/v<)/2+(G

+.'R&�GN/0GNDn9E+(/2GI<}O>1Q`BDFVWD Ç � � ¼ � ¶V " Ç � � ¼ � ¶� " � _ � Å Ç » � ¼ � ¶V " Ç » � ¼ � ¶� " � » a 8 G - » G : ¶ P 8 Ç.a0Ç(Ç �.P|}`NDifn*E+(<>`�&J'>D5+(Y]+.'>@NDH' a 8 G ¶ » : ¶iPia ��D5S.DH<�<>`NDs4 �wVWDH<>`N+M@3*Ifn/0Gp<>'>+M@NLN1H/2GNS&(@B@N/0<>/2+.G;&J-E9N'=+(~;-0D � _ &(GN@o*If_&(9N9N'=+.9N'>/2&J<)D�O>9N-0/0<><>/2GNS�<)`ND7Y:+.'=VlLN-?&o8 Ç.avÇ.Ç �pP�a�|}`N/2Oyt&hfuytDnS.Di<X<>`ND3%#DF&(1FDHVU&(GM\ �X&(1Q`BY:+.'=@kVWDH<>`N+]@

Ç � �¼ � ¶V " � _ Å Ç » �

¼ � ¶� " � à 8 Ç.a0Ç(Ç %IP Ç � �

¼ � ¶� " � _ � Å Ç » �¼ � ¶V " � _ 8 Ç.a0Ç(Ç �.P

�dY�yqD�DH-2/2VW/2GN&J<)Dt<>`NDX9N'>+(~N-2D � _ ÃIY:'>+(V 8�Ç.avÇ.Ç %.P5&JGN@[8 Ç.a0Ç(Ç �.P�*IfTO=/2VW9N-2DRVT&(GN/09]\LN-2&J<)/0+.GUyqD�S(DH<�8�Ç.avÇ.Ç �IPia0@�/0SNacÇ.a�#�/2-0-2LNO�<)')&e<)DFOq<)`ND3%#DF&(1FDHVU&JG]\ �X&(1Q`BY:+.'=@kVWDH<>`N+M@�a|}`NDH'>D_&('>Du+J<)`NDH'�VTDi<)`N+M@NO�LNO=/2GNS�&(-v<)DF'=G;&J<>/2GNS�@B/2'>DH1H<>/2+.GNOu8 4��>&(�J+.G VTDi<)`N+M@��4s+.LBS.-?&(O \ �X&(1Q`BY:+.'=@^VWDH<>`N+]@^DH<)1Ja P�an|}`NDl/2GI<>DF'>DHO=<>DF@j'>DF&(@NDF'�/2Os/0Gp{M/v<)DF@k<)+gLNO=Dl<)`ND+.'=/2S./0G;&(-,-2/v<)DF'>&J<)LB'>D(a

@�/2S.LB'>D�Ç.a�#B·5%#DF&(1FDHVU&JG]\ �X&(1Q`BY:+.'=@kVWDH<>`N+M@�l\z�pGN+�yRGk{J&(-0LNDFOH�� \zLNGB�MGB+ÈyRGk{(&J-2LNDHO

�O�<)`BD^GpLNVl*,DF'W+(YsLBGN�pGN+�yRGNOu&(GN@®<)`ND_GpLNVl*,DF'W+(YsDHKpL;&J<)/0+.GNO�Y:+.'�/2VW9N-2/01F/v<VWDH<>`N+]@BOW@BDF9,DFGN@NOU`NDh&h{M/2-vf�+.G 8#�tG;&JVTDH-0f &(O^8�8 ��Ç�P�¶hÃ�yqDk<)'�f�<)+�'>DH@NLN1FD_<)`NDGpLNVl*,DF'W+(Y7GB+]@NDHOTyR`N/0-2Do�(DHDF9N/0GNS�<>`ND�&(1H1FLN'>&(1Hf(aµ|}`B/2OW1h&(G *,D_@N+.GNDk*pf®LNO=/2GNSVW+.'>D7GB+]@NDHO}<)+W&(9N9N'=+h�B/0VU&e<)Ds<)`BD3O=9;&J<>/?&(-�@BDF'>/v{J&J<)/v{.DFO}DJa�SBa¹ ¶ º¹ ° ¶

����� A Z K �� º Ac= ¶ Z K » Ç % º Ac= � Z K � � Æ º A Z K » Ç % º A _ � Z K � º A _ ¶ Z KÇ ¼ : ¶ 8 Ç.a0Ç(Ç �IP

� �

Page 35: Chapter 1 Parabolic partial differential equations ... - vscht.cz

+.'R&e<}<)`NDn*,+.LNGN@;&J'=f¹ ¶ º¹ ° ¶

����� � Z K �Ç.Ç º 9 Z K � ¼ Æ º � Z K » % º ¶ Z K » � º - Z K � º � Z KÇ ¼ : ¶ 8 Ç.a0Ç(Ç #IP

|}`N/0O#VWDH<>`N+M@�/2O /2-0-2LNO�<)'>&J<)DH@3/0G @�/0SNa5Ç.avÇ Æ Y:+.' *,+(<)`�Di�]9N-2/01F/v<�&JGN@�/0VT9N-0/21H/0<AVWDH<>`N+]@BOFa|}`ND7+('>@NDH'c/2Gg°k&(GN@u±T/2O a 8 : � P��N&(S.&(/2G ­ '>&(GN�.\ bX/21H+.-2O=+.Go&h{.DF'>&(S./0GNSl1h&JG_*,DsLNO=DF@�a4s/vCwDH'>DFGB1FDnY:+.'>VlLB-?&(OR+(Y5&�{.DH'=fk`N/2S.`k+.'>@BDF'X1h&(G�*,D31F+.GNO�<)'=LN1H<>DF@���LBO>/2GBSULN9^<>+g&(-0-8&8 � ÇÈPt{(&J-2LNDHO}+(Y º O>+�<)`;&J<XDi{.DFGkY:+.'}O>VT&(-2- 8�&�S.+M+M@k&J1F1FLB')&(1ifo1h&(G_*EDn'=Dh&(1Q`NDH@/0G_1HDF'�<Q&(/0G_1F&(O>DHOFa@�/2S.LB'>D7Ç.avÇ Æ ·�6��]9N-0/21H/0<z&(GN@W/2VW9N-0/21F/v<�Y:+.'=VlLN-2&+(Y�`B/2S.`NDH'}+.'>@BDF'�l\z�pGN+�yRGk{J&(-0LNDFOH�� \zLNGB�MGB+ÈyRGk{(&J-2LNDHO

�]+.-0LB<)/0+.Gl+(YxGB+.GN-2/0GNDh&J'�9;&('>&(*,+.-2/01tDFKpL;&e<)/2+(GNO�/2Gl<>`N'>DHD}@N/2VWDFGBO>/2+(GNO�/0O�O>/0VT/0-?&('A<)+<¯yq+o@N/2VWDFGNO=/2+.GN&(-�9N'>+.*B-2DFVWOF�,<)`ND�'=DFO=LN-0<>/2GNSg/0VT9B-2/21H/0<R-0/2GNDF&('�9N'=+.*N-0DFVWOs&('=DlO>+.-v{.DH@*IfuO=+.VTDnVWDH<>`N+]@oS./v{.DHGk&J*E+�{.DJ�xD(a SNa5LN9N9,DF'R'>DH-?&e�B&J<>/2+.Gu+.' �4 �Qa�]/0VT/0-?&('=-0fj&(OlY:+('�<¯yt+�/2GB@NDF9,DFGN@BDFGI<�{(&J'>/?&J*N-2DHOF��<)`BDuVTDi<)`N+M@�+(YX-2/0GNDFOl1F&(G *EDLNO=DF@�a ­ +.GBO>/2@BDF'X&WKpL;&JO>/v\d-2/0GNDh&('qDFKpL;&J<>/2+.G¹ º¹ � Å ¹ ¶ º¹ ° ¶ » ¹ ¶ º¹ ± ¶ » ´�8 º PyR/v<)`½/0GN/0<>/?&(-t&(GN@ *,+.LNGB@;&('=f®1H+.GN@N/v<)/2+(GNOk8�Ç.avÇ Æ.Æ P��78 Ç.a0Ç Æ ÇÈPia 4sDHGN+(<>/2GNS º A Z K 8 � P ź 8:°�A Ã)± K à � P�Ã;&(GN@_LNO=/2GNS�<)`BD3O=/2VW9N-2DHO=<c<>`N'>DHD�9,+./0Gp<}Y:+('>VlLN-2&(OtyqDnS.DH<

@ º A Z K@ � Å º A�= � Z K � ¼ º A Z K » º A _ � Z K: ¶ » º A Z K = � � ¼ º A Z K » º A Z K _ �

: ¶ » ´�8 º A Z K Pwú A Z K 8 Æ P Å Bc8:°�A¯Ã>± K Pwà B#Å Ç(à ÃD8 � Ç5à L�Å Ç.à Ã`8 � Ç |}`NDWGpLNVl*,DF'n+(Yc+('>@N/0G;&('=f^@N/0CEDF'=DFGI<)/2&(-�DHKMLN&J<)/0+.GNOn/2On/2G[<>`N/2O71F&(O>DW-?&('=S.D(�A9B'>+J\9,+.'=<>/2+.GN&(-E<>+ 8 ¶ a�|}`ND�&(@B{J&(GI<Q&(S(D7+(Y#<>`N/2OX&(9B9N'>+I&J1Q`k/0Oc<)`;&J<R/v<R/2O}DF&(O=f(a� � �

@;+.'cY:LN'�<)`NDH'}O=<>LN@BfoO>DHD 9 � : � 9 � : � 9 � : � 9 � : � 9 � : � 9 � : � 9 � : � 9 � : � 9 � : � 9 � : � 9 � : � 9 � : � 9 � : � 9 � : a� �