Preserving concavity in initial-boundary value problems of parabolic type and in its numerical solution (Q1805105)

The authors study the preservation of concavity of the solution to the problem: \(u_ t - u_{xx} = 0\) in \((0,T) \times (0, \pi)\), \(u(t,0) = u(t, \pi) = 0\), \(t \in [0,T)\), \(u(0,x) = u_ 0(x)\), \(x \in (0, \pi)\), where \(u_ 0 \in L^ 2 (0, \pi)\). Using the commutativity of the semigroup operator associated with the solution and the maximum principle, the authors prove that if \(u_ 0 \in H^ 2 (0, \pi)\) satisfies \(u_ 0 (0) = u_ 0 (\pi) = 0\) and \(\partial^ 2_ x u_ 0 \leq 0\), then \(\partial^ 2_ x u(t, \cdot) \leq 0\). Necessary and sufficient conditions for the preservation of concavity for some numerical methods are also discussed.