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Consider parabolic equation $$ u_t = u_{xx}, $$ where $x \in (0, 1)$, $t \in (0, T)$ with nonhomogenious Dirichlet boundary conditions. $$ u(0, t) = \psi_0(t) \in C^0, $$ $$ u(1, t) = \psi_1(t) \in C^0. $$

Assume that initial data $$ u(x, 0) = \varphi(x) $$ is smooth and not constant,

Is it possible that in finite time $t_0$ $$ u(x, t_0) \equiv C, \quad x \in (0, 1). $$

ANSWER: Yes, it can

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    $\begingroup$ As it stands, the answer is obviously yes. Just pick u to be whatever you want it to be and then choose f accordingly. But this is probably not what you intended. $\endgroup$ Commented Sep 26 at 1:00
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    $\begingroup$ Yes, indeed. I have some restrictions on $f$. It is an indicator of a certain set in $(x, t)$. I am editing question. $\endgroup$ Commented Sep 26 at 1:10
  • $\begingroup$ It seems that Feymann-Kac formula helps with backward solution of $u_t = -u_{xx}$, which is a lot different. $\endgroup$ Commented Sep 27 at 19:49
  • $\begingroup$ @SergeyTikhomirov it works for both, see the answer in the above link. $\endgroup$ Commented Sep 27 at 19:58

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Not only is this possible, but more is true: For any initial datum, there exist boundary data which make it so. Google "boundary null controllability" for the heat equation.

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  • $\begingroup$ Thank you. Yes it works. $\endgroup$ Commented Sep 30 at 0:16

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