Write down a formula for the solution u=u(t,x), for t>0 and x∈Rn, of the initial value problem for the heat equation:
∂t∂u−Δu=0u(0,x)=f(x)
for f a bounded continuous function f:Rn→R. State (without proof) a theorem which ensures that this formula is the unique solution in some class of functions (which should be explicitly described).
By writing u=etv, or otherwise, solve the initial value problem
∂t∂v+v−Δv=0,v(0,x)=g(x)(†)
for g a bounded continuous function g:Rn→R and give a class of functions in which your solution is the unique one.
Hence, or otherwise, prove that for all t>0 :
x∈Rnsupv(t,x)⩽x∈Rnsupg(x)
and deduce that the solutions v1(t,x) and v2(t,x) of (†) corresponding to initial values g1(x) and g2(x) satisfy, for t>0,
x∈Rnsup∣v1(t,x)−v2(t,x)∣⩽x∈Rnsup∣g1(x)−g2(x)∣.