A Cauchy problem for the heat equation

Summary Let u(x, t) satisfy the heat equation in 0<x<1, 0<t≤T. Let u(x, 0)=0 for 0<x<1 and let |u(0, t)|<ε, | u_x(0, t) |<ε, and | u(1, t) |<M for 0≤t≤T. Then, , where M₁ and β(x) are given explicitly by simple formulas. The application of the a priori bound to obtain error estimates for a numerical solution of the Cauchy problem for the heat equation with u(x, 0)=h(x), u(0, t)=f(t), and u_x(0, t)=g(t) is discussed. Work performed under the auspices of the U. S. Atomic Energy Commission.