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Example of Heat Equation Solved For Exam

The document describes solving the heat equation with Dirichlet boundary conditions using separation of variables. It finds: 1) The eigenvalues and eigenfunctions by solving the resulting eigenvalue problem, obtaining λn = -n2π2 and Xn(x) = sin(nπx). 2) The associated eigenfunctions Tn(t) = e-kλnt. 3) The general solution as a Fourier series involving the eigenvalues, eigenfunctions and coefficients bn to be determined from the initial condition. 4) An example where the initial condition is φ(x) = x(1-x) on the interval (0,1) and the coefficients bn are explicitly calculated.

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Aadarsh Upreti
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© Attribution Non-Commercial (BY-NC)
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58 views

Example of Heat Equation Solved For Exam

The document describes solving the heat equation with Dirichlet boundary conditions using separation of variables. It finds: 1) The eigenvalues and eigenfunctions by solving the resulting eigenvalue problem, obtaining λn = -n2π2 and Xn(x) = sin(nπx). 2) The associated eigenfunctions Tn(t) = e-kλnt. 3) The general solution as a Fourier series involving the eigenvalues, eigenfunctions and coefficients bn to be determined from the initial condition. 4) An example where the initial condition is φ(x) = x(1-x) on the interval (0,1) and the coefficients bn are explicitly calculated.

Uploaded by

Aadarsh Upreti
Copyright
© Attribution Non-Commercial (BY-NC)
Available Formats
Download as PDF, TXT or read online on Scribd
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Heat Equation Dirichlet

Boundary Conditions
u
t
(x, t) = ku
xx
(x, t), 0 < x < , t > 0 (1)
u(0, t) = 0, u(, t) = 0
u(x, 0) = (x)
1. Separate Variables Look for simple solutions in the form
u(x, t) = X(x)T(t).
Substituting into (1) and dividing both sides by X(x)T(t) gives

T(t)
kT(t)
=
X

(x)
X(x)
Since the left side is independent of x and the right side is independent of t, it follows
that the expression must be a constant:

T(t)
kT(t)
=
X

(x)
X(x)
= .
(Here

T means the derivative of T with respect to t and X

means means the derivative


of X with respect to x.) We seek to nd all possible constants and the corresponding
nonzero functions X and T.
We obtain
X

X = 0,

T kT = 0.
The solution of the second equation is
T(t) = Ce
kt
(2)
where C is an arbitrary constant. Furthermore, the boundary conditions give
X(0)T(t) = 0, X()T(t) = 0 for all t.
Since T(t) is not identically zero we obtain the desired eigenvalue problem
X

(x) X(x) = 0, X(0) = 0, X() = 0. (3)


2. Find Eigenvalues and Eignevectors The next main step is to nd the eigenvalues
and eigenfunctions from (3). There are, in general, three cases:
(a) If = 0 then X(x) = ax +b so applying the boundary conditions we get
0 = X(0) = b, 0 = X() = a a = b = 0.
Zero is not an eigenvalue.
1
(b) If =
2
> 0 then
X(x) = a cosh(x) +b sinh(x).
Applying the boundary conditions we have
0 = X(0) = a a = 0 0 = X() = b sinh() b = 0.
Therefore, there are no positive eigenvalues.
Consider the following alternative argument: If X

(x) = X(x) then multiplying


by X we have X(x)X

(x) = X(x)
2
. Integrate this expression from x = 0 to
x = . We have

_

0
X(x)
2
dx =
_

0
X(x)X

(x) dx =
_

0
X

(x)
2
dx +X(x)X

(x)

0
.
Since X(0) = X() = 0 we conclude
=
_

0
X

(x)
2
dx
_

0
X(x)
2
dx
and we see that must be less than or equal to zero.
(c) So, nally, consider =
2
so that
X(x) = a cos(x) +b sin(x).
Applying the boundary conditions we have
0 = X(0) = a a = 0 0 = X() = b sin().
From this we conclude sin() = 0 which implies
=
n

and therefore

n
=
2
n
=
_
n

_
2
, X
n
(x) = sin(
n
x), n = 1, 2, .. (4)
From (2) we also have the associated functions T
n
(t) = e
knt
.
3. Write Formal Sum From the above considerations we can conclude that for any
integer N and constants {b
n
}
N
n=0
u
n
(x, t) =
N

n=1
b
n
T
n
(t)X
n
(x) =
N

n=1
b
n
e
knt
sin
_
nx

_
.
satises the dierential equation in (1) and the boundary conditions.
2
4. Use Fourier Series to Find Coecients The only problem remaining is to somehow
pick the constants a
n
so that the initial condition u(x, 0) = (x) is satised. To do
this we consider what we learned from Fourier series. In particular we look for u as an
innite sum
u(x, t) =

n=1
b
n
e
knt
sin
_
nx

_
and we try to nd {b
n
} satisfying
(x) = u(x, 0) =

n=1
b
n
sin
_
nx

_
.
But this nothing more than a Sine expansion of the function on the interval (0, ).
b
n
=
2

_

0
(x) sin
_
nx

_
dx/. (5)
As an explicit example for the initial condition consider = 1, k = 1/10 and (x) = x(1x).
Let us recall that
n
=
_
n

_
which in this case reduces to n.
b
n
= 2
_
1
0
x(1 x) sin (nx) dx
= 2
_
1
0
x(1 x)
_

cos (nx)
n
_

dx
=
2
n
_
x(1 x)
cos(nx)
n

1
0
+
_
1
0
(1 2x)
cos(nx)

n
dx
_
=
2
n
_
1
0
(1 2x)
_
sin (nx)
n
_

dx
=
2
n
_
(1 2x)
sin(nx)
n

1
0
+
_
1
0
(2)
sin (nx)
n
dx
_
=
4
(n)
2
_
1
0
sin(nx) dx
=
4
(n)
2
_

cos(nx)
n

1
0
_
=
4 [(1)
n
1]
(n)
3
We arrive at the solution
u(x, t) =
4

n=1
[(1)
n
1]
n
3
e
n
2

2
/10t
sin (nx) . (6)
3

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