Math 2.0

Partial differential equations Definition

Energy method

Builds on Wave equationWell-posed problemLaplacian

Definition

Let uu be a solution of an evolution equation on Ω×[0,T]\Omega \times [0, T], with Ω⊆ℝn\Omega \subseteq \R^n open. The energy method is the following kind of argument.

  1. Choose an energy E(t)≥0E(t) \ge 0, an integral over Ω\Omega of a nonnegative quadratic expression in u(⋅,t)u(\cdot, t) and its derivatives.
  2. Differentiate EE in tt, use the equation, and integrate by parts with the boundary conditions. The aim is a bound E′(t)≤CE(t)+F(t)E'(t) \le C E(t) + F(t) with a constant C≥0C \ge 0 and a known function F≥0F \ge 0.
  3. Conclude by Grönwall's inequality that E(t)≤eCt(E(0)+∫0tF(s) ds)E(t) \le e^{Ct}\big(E(0) + \int_0^t F(s)\, ds\big) for 0≤t≤T0 \le t \le T.

Apply the argument to the difference of two solutions of a linear problem, with F=0F = 0. It gives uniqueness and continuous dependence on the data, as required for a well-posed problem.

Remarks

Example: let Ω\Omega be bounded with smooth boundary and let u∈C2(Ω‾×[0,T])u \in C^2(\overline{\Omega} \times [0, T]) solve the wave equation utt=Δuu_{tt} = \Delta u with u=0u = 0 on ∂Ω\partial\Omega. Take E(t)=12∫Ω(ut2+∣∇u∣2) dxE(t) = \frac{1}{2}\int_\Omega \big(u_t^2 + \abs{\nabla u}^2\big)\, dx, where Δ\Delta is the Laplacian. Then E′(t)=∫Ω(ututt+∇u⋅∇ut) dx=∫Ωut(utt−Δu) dx=0E'(t) = \int_\Omega (u_t u_{tt} + \nabla u \cdot \nabla u_t)\, dx = \int_\Omega u_t (u_{tt} - \Delta u)\, dx = 0, since the boundary term contains ut=0u_t = 0 on ∂Ω\partial\Omega. So EE is constant, and two solutions with the same data and boundary values coincide. For the heat equation ut=Δuu_t = \Delta u with u=0u = 0 on ∂Ω\partial\Omega, the energy E(t)=12∫Ωu2 dxE(t) = \frac{1}{2}\int_\Omega u^2\, dx satisfies E′(t)=−∫Ω∣∇u∣2 dx≤0E'(t) = -\int_\Omega \abs{\nabla u}^2\, dx \le 0. Non-example: for the backward heat equation ut=−Δuu_t = -\Delta u the same computation gives E′(t)=∫Ω∣∇u∣2 dxE'(t) = \int_\Omega \abs{\nabla u}^2\, dx, which is not bounded by CE(t)C E(t), so step 2 fails; indeed that problem is ill-posed.

Reading path

To understand this page from the ground up, read these 14 pages in order. The foundations come first.

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Each page uses the pages above it. The colour of the bar on a box shows how strong the evidence is, and the box also gives it as text. The list has the same pages.
  • no evidence level
  1. Euclidean space object
  2. Function concept
  3. Wave equation concept
  4. Well-posed problem concept
  5. Total derivative concept
  6. Function of several variables concept
  7. Vector-valued function concept
  8. Differentiable function of several variables concept
  9. Partial derivative concept
  10. Vector field concept
  11. Gradient concept
  12. Divergence concept
  13. Laplacian concept
  14. Energy method definition

Further reading

  1. Web https://en.wikipedia.org/wiki/Well-posed_problem
About this page
TagHD74ZBGCJ2
URIm2://HD74ZBGCJ2
Kinddefinition
WritingW0 stub
MSC35L05, 35B45, 35A02
DefinesEnergy method
UsesWave equation, Well-posed problem, Laplacian
Changed2 November 2026

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