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Hadamard instability despite analytic solvability
Statement refuted
For positive integers k the harmonic analytic functions have zero value data and normal data tending to zero in every seminorm on compact x-intervals, but for every fixed t>0. Thus analytic solvability gives no continuous solution map from that smooth-data topology to pointwise evaluation at any positive time.
Facts & Assumptions
Given: For each positive integer k define . Its PDE, data, and limiting behavior are to be verified.
Sine and cosine differentiate into one another with the stated signs. (The derivatives of sine and cosine are cosine and minus sine).
The exponential equals each of its derivatives. (The exponential function is smooth and ).
Sine and cosine are bounded in modulus by one. (Parity and the Pythagorean identity for sine and cosine).
Every fixed polynomial is dominated by a positive exponential. (The exponential dominates every fixed nonnegative integer power at ).
The exponential power series converges absolutely for every real argument. (The exponential series converges absolutely for every real argument).
The sine and cosine defining power series converge absolutely everywhere. (The sine and cosine power series converge absolutely for every real argument).
Products and substitutions by zero-constant inner series preserve convergent analyticity on a sufficiently small neighborhood. (Operations preserving coefficient majorisation).
Counterexample
Use . F1 and F2 give and , so their sum is zero. At t=0, and its derivative is one, giving and . The exponential and trigonometric series make each u_k analytic.
For every nonnegative integer j, each x-derivative of order j of the normal data has modulus at most by F1 and F3. With this is by F4. The bound is uniform on the entire real line, hence on every compact interval. All value-data derivatives are already zero.
Fix t>0. Eventually and . Hence by F4. The zero data give the zero solution, whereas these data converge to zero in every displayed seminorm and their solution values diverge. This disproves the asserted continuous dependence even though the Laplace principal coefficient on u_tt is one and each function is analytic.
Source notes
Ageno, §2.4.1 Hadamard example, PDF pp. 28–29. The factor exp(-sqrt(k)) is a local strengthening making all fixed derivative seminorms tend to zero.
Depends on
- Cauchy–Kovalevskaya on a noncharacteristic analytic hypersurface
- The exponential dominates every fixed nonnegative integer power at $+\infty$
- The derivatives of sine and cosine are cosine and minus sine
- The exponential function is smooth and $(\exp)'=\exp$
- Parity and the Pythagorean identity for sine and cosine
- The exponential series converges absolutely for every real argument
- The sine and cosine power series converge absolutely for every real argument
- Operations preserving coefficient majorisation
Used by
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Sources
- Ageno, Part III: Analysis of Partial Differential Equations (standard reference, not scraped)