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How to draw the following picture using TikZ or PGF? enter image description here

  • Welcome to SE! Please show, what you try so far. Image is seems not to be very demanding :-) – Zarko Feb 11 '16 at 18:35
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See, if you can learn something for example below:

\documentclass[tikz, border=3mm]{standalone}

\begin{document}
    \begin{tikzpicture}
\draw[->]   (0,0) -- + (77mm,0) node[below left] {$t$};
\draw[->]   (0,3) -- + (77mm,0) node[below left] {$t$};
\draw[->]   (1,-0.1) -- + (0,66mm) node[below left] {$u$};
%
\draw (6,3.1) -- + (0,-0.2) node[below] {$t_{\max}$};
\draw (6,0.1) -- + (0,-0.2) node[below] {$t_{\max}$};
%
\draw[blue,very thick] (1,5) node[left] {$u_1$} -| (3,3) node[below] {$t_1$};
%
\draw[blue,very thick] (1,2) node[left] {$u_2$} -- + (0.2,0);
\draw[blue,very thick] (3,0) |- (5,2) -- (5,0) node[below] {$t_2$};
    \end{tikzpicture}
\end{document}

enter image description here

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