MODULE 5: HEAT EQUATION 20

Lecture 5 Time-Dependent BC

In this lecture we shall learn how to solve the inhomogeneous heat equation

ut − α2 uxx = h(x, t)

with time-dependent BC. To begin with, let us consider the following IBVP problem with
time-dependent BC:

PDE: ut = α2 uxx 0 ≤ x ≤ L, 0 < t < ∞, (1)

BC: u(0, t) = a(t) u(L, t) = b(t), 0 < t < ∞, (2)
IC: u(x, 0) = f (x). (3)

In the previous lecture, we had discussed the solution of this problem in the case where a(t)
and b(t) are constant functions (independent of t) and f (x) is a suitable given function.
Notice that the function w(x, t) defined by
[ ]
b(t) − a(t)
w(x, t) = x + a(t)
L

satisfies the BC (2). However, w(x, t) will not satisfy the PDE (1) unless a(t) and b(t)
are constant. In fact,
[ ]
b′ (t) − a′ (t)
wt − α wxx
2
= x + a′ (t).
L

We now attempt to find a solution for the problem (1)-(3) of the form

u(x, t) = w(x, t) + v(x, t),

where v(x, t) satisfies the following problem

vt − α2 vxx = ut − α2 uxx − (wt − α2 wxx )

= −(wt − α2 wxx )
= −[b′ (t) − a′ (t)]x/L − a′ (t).

Further,

v(0, t) = u(0, t) − w(0, t) = a(t) − a(t) = 0,

v(L, t) = b(t) − b(t) = 0.
MODULE 5: HEAT EQUATION 21

Thus, the function v(x, t) must satisfy the following related problem with homogeneous
BC, but inhomogeneous PDE:

PDE: vt − α2 vxx = −[b′ (t) − a′ (t)]x/L − a′ (t), 0 ≤ x ≤ L, 0 < t < ∞, (4)

BC: v(0, t) = 0, v(L, t) = 0, 0 < t < ∞, (5)
IC: v(x, 0) = u(x, 0) − w(x, 0) = f (x) − [a(0) − b(0)]x/L − a(0). (6)

Note: When a(t) and b(t) are constants, the PDE is homogeneous. But, in this case,
v(x, t) satisfies nonhomogeneous PDE.

The problem (4)-(6) is a special case of the following general problem:

PDE: vt − α2 vxx = h(x, t) 0 ≤ x ≤ L, 0 < t < ∞, (7)

BC: v(0, t) = 0, v(L, t) = 0, 0<t<∞ (8)
IC: v(x, 0) = g(x). (9)

The solution procedure to the above problem was given by the French mathematician and
physicist Jean-Marie-Constant Duhamel (1797-1872). The method is known as Duhamel’s
principle.

Suppose u1 and u2 are solutions of the following problems:

PDE: (u1 )t − α2 (u1 )xx = 0 PDE: (u2 )t − α2 (u2 )xx = h(x, t)

(P 1 :) BC: u1 (0, t) = 0, u1 (L, t) = 0 (P 2 :) BC: u2 (0, t) = 0, u2 (L, t) = 0 (10)
IC: u1 (x, 0) = g(x) IC: u2 (x, 0) = 0

It is easy to check that v(x, t) = u1 (x, t) + u2 (x, t) solves (7)-(9). The solution u1 to the
problem (P 1) is known (cf. Lecture 4 in Module 5). It remains only to solve the problem
(P2) for u2 .

The above observation has led to the following (cf. [1]).

THEOREM 1. A solution to problem (1)-(3) is given by

u(x, t) = w(x, t) + u1 (x, t) + u2 (x, t),

where [ ]
b(t) − a(t)
w(x, t) = x + a(t)
L
is the particular solution of the BC and u1 (x, t) solves (P1) with g(x) = f (x) − w(x, 0)
and u2 (x, t) solves (P2) with h(x, t) = −(wt − α2 wxx ) = −[b′ (t) − a′ (t)]x/L − a′ (t).
MODULE 5: HEAT EQUATION 22

1 Duhamel’s principle

The basic idea of Duhamel’s principle is to transfer the source term h(x, t) to initial
condition of related problems. This is done in the following manner. The function defined
by
∫ t
u(x, t) = v(x, t; s)ds
0

is a solution of (7)-(9) provided v(x, t; s) is a solution of the problem

PDE: vt = α2 vxx , 0 ≤ x ≤ L, 0 < t < ∞, (11)

BC: v(0, t; s) = 0, v(L, t; s) = 0, 0 < t < ∞, (12)
IC: v(x, s; s) = h(x, s). (13)

Note that both PDE and BC are homogeneous. We use translation in time
∫ t
u(x, t) = v̄(x, t − s; s)ds
0

to obtain an IC at t = 0, instead of t = s. Rewriting (11)-(13) in terms of v̄, we now

reduce the problem to the following associated problem with IC at t = 0:

PDE: v̄t = α2 v̄xx 0 ≤ x ≤ L, 0 < t < ∞, (14)

BC: v̄(0, t; s) = 0, v̄(L, t; s) = 0, 0 < t < ∞ (15)
IC: v̄(x, 0; s) = h(x, s). (16)

To illustrate the procedure let us consider the following example:

EXAMPLE 2. Solve

PDE: ut − α2 uxx = t sin(x) 0 ≤ x ≤ π, 0 < t < ∞, (17)

BC: u(0, t) = 0, u(π, t) = 0, 0 < t < ∞, (18)
IC: u(x, 0) = 0. (19)

Solution. Here h(x, t) = t sin(x). We solve the related problem:

PDE: v̄t = α2 v̄xx , 0 ≤ x ≤ π, 0 < t < ∞, (20)

BC: v̄(0, t; s) = 0, v̄(π, t; s) = 0, 0 < t < ∞, (21)
IC: v̄(x, 0; s) = h(x, s) = s sin(x). (22)
MODULE 5: HEAT EQUATION 23

Treating s a constant, we easily obtain v̄(x, t; s) = se−α t sin(x). Note that

2

∫ t ∫ t
se−α (t−s) sin(x)ds
2
u(x, t) = v̄(x, t − s; s)ds =
0 0
∫ t [ ]
= e−α t sin(x) seα s ds = (α2 )−1 t + (α2 )−2 (e−α t − 1) sin(x),
2 2 2

which satisfies (17)-(19).

THEOREM 3. (Duhamel’s principle, [1]) Let h(x, t) be a twice continuously differen-
tiable function in 0 ≤ x ≤ L, t ≥ 0. Assume that, for each s ≥ 0, the IBVP

PDE: vt = α2 vxx 0 ≤ x ≤ L, 0 < t < ∞, (23)

BC: v(0, t; s) = 0, v(L, t; s) = 0, 0 < t < ∞, (24)
IC: v(x, 0; s) = h(x, s). (25)

has a solution v(x, t; s), where v(x, t; s), vt (x, t; s) and vxx (x, t; s) are continuous (in all
three variables). Then the unique solution of the problem

PDE: ut − α2 uxx = h(x, t) 0 ≤ x ≤ L, 0 < t < ∞, (26)

BC: u(0, t) = 0, u(L, t) = 0, 0 < t < ∞, (27)
IC: u(x, 0) = 0. (28)

is given by
∫ t
u(x, t) = v(x, t; s)ds. (29)
0

Proof. Note that the function u(x, t) defined by

∫ t
u(x, t) = v(x, t; s)ds
0

satisfies the IC u(x, 0) = 0 and the BC u(0, t) = u(L, t) = 0. Observe that v(x, t; s)
satisfies the BC (24). Now, with g(t, s) = v(x, t; s), where x fixed, we have
∫ t
ut (x, t) = v(x, t; t) + vt (x, t; s)ds
0
∫ t
= h(x, t) + α2 vxx (x, t; s)ds.
0

Apply Leibniz’s rule to obtain

ut (x, t) = h(x, t) + α2 uxx (x, t).

By the hypothese on v(x, t; s), it follows that u(x, t) is in C 2 . For the uniqueness, see
Theorem 4 (of Lecture 2 of Module 5).
MODULE 5: HEAT EQUATION 24

REMARK 4. The solution u in (29) may be written as

∫ t
u(x, t) = v̄(x, t − s; s)ds
0

where v̄ solves (14)-(16).

EXAMPLE 5. Solve the IBVP:

ut − α2 uxx = t[sin(2πx) + 2x] 0 ≤ x ≤ 1, 0 < t < ∞,

u(0, t) = 1, u(1, t) = t2 , 0 < t < ∞,
u(x, 0) = 1 + sin(πx) − x.

Solution. The function that satisfies the BC is

w(x, t) = (t2 − 1)x + 1.

Then u(x, t) = w(x, t)+v(x, t), where v(x, t) solves the related problem with homogeneous
BC:

vt − kvxx = ut − α2 uxx − (wt − α2 wxx ) = t sin(2πx)

v(0, t) = u(0, t) − w(0, t) = 0
v(1, t) = u(1, t) − w(1, t) = 0
v(x, 0) = u(x, 0) − w(x, 0) = sin(πx).

Now, v = u1 + u2 , where u1 and u2 , respectively, solves

(u1 )t − α2 (u1 )xx = 0 (u2 )t − α2 (u2 )xx = t sin(2πx)

(a) u1 (0, t) = 0 u1 (1, t) = 0 (b) u2 (0, t) = 0 u2 (1, t) = 0
u1 (x, 0) = sin(πx) u2 (x, 0) = 0.

We know that u1 (x, t) = e−π

2 α2 t
sin(πx). The function u2 is found via Duhamel’s principle.
The solution u2 is given by
∫ t
u2 (x, t) = v̄(x, t − s; s)ds,
0

where v̄ solves the problem

v̄t = α2 v̄xx
v̄(0, t; s) = 0 v̄(L, t; s) = 0
v̄(x, 0; s) = s sin(2πx).
MODULE 5: HEAT EQUATION 25

We know that v̄(x, t; s) = se−4π

2 α2 t
sin(2πx). Thus,
∫ t
s · e−4π
2 α2 (t−s)
u2 (x, t) = sin(2πx)ds
0
∫ t
−4π 2 α2 t 2 2
= e sin(2πx) s · e4π α s ds
[ 0
]
2 2 −2
4π α t + e−4π α t − 1 · sin(2πx).
2 2 2 2
= (4π α )

The solution is then given by

u(x, t) = w(x, t) + u1 (x, t) + u2 (x, t).

REMARK 6. Duhamel’s principle is also applicable to problems with PDE ut − α2 uxx =

h(x, t) and homogeneous BC of the forms:

ux (0, t) = 0 u(0, t) =0 ux (0, t) =0

; ; .
u(L, t) =0 ux (L, t) = 0 ux (L, t) = 0.

Practice Problems

1. Solve the following IBVP:

ut = α2 uxx + cos(3t), 0 < x < 1, t > 0,

ux (0, t) = 0, ux (1, t) = 1, t > 0,
1
u(x, 0) = cos(πx) x2 − x, 0 < x < 1.
2

2. Solve the following IBVP:

ut = 4uxx + et sin(x/2) − sin(t), 0 < x < π, t > 0,

u(0, t) = cos(t), u(π, t) = 0, t > 0,
u(x, 0) = 1, 0 < x < π.