11.5.

Heat Equation: Solution by Fourier Series

\
|
o
= V =
c
c K
c u c
t
u
2 2 2
x = 0
x = L
2
2
2
x
u
c
t
u
c
c
=
c
c
Parabolic Eqn. (B
2
-4AC=0)
0 G p c G
0 F p ' ' F
2 2
2
= +
= +

) , 2 , 1 n ( 1 B for x
L
n
sin ) x ( F
0 ) L ( F ) 0 ( F : s ' C . B apply px sin B px cos A ) x ( F 0 F p ' ' F
n
2
= =
t
=
= = + = = +
0 ) t ( G ) L ( F ) t , L ( u
0 ) t ( G ) 0 ( F ) t , 0 ( u
= =
= =
(For n = 0 ? F = 0 no interest)
Third Step: Solution of the Entire Problem

- General solution:


I.C.:



Ex.1~3)
Ex. 4) Bar with insulated ends.: B.C.s: u
x
(0,t) = F(0)G(t) = 0, u
x
(L,t) = F(L)G(t) = 0
) , 2 , 1 n ( e B ) t ( G
L
cn
0 G G
t
n n n
2
n
2
n

= =
|
.
|

\
|
t
= = +

) , 2 , 1 n ( e x
L
n
sin B ) t , x ( u
t
n n
2
n
=
|
.
|

\
|
t
=

Eigenfunctions with eigenvalues
n
|
.
|

\
|
t
=
|
.
|

\
|
t
= =


=

=
L
cn
e x
L
n
sin B ) t , x ( u ) t , x ( u
n
1 n
t
n
1 n
n
2
n
) , 2 , 1 n ( dx
L
x n
sin ) x ( f
L
2
B ); x ( f x
L
n
sin B ) 0 , x ( u
L
0
n
1 n
n
=
t
= =
|
.
|

\
|
t
=
}

=
(Fourier sine series)
(all the terms 0 as time increases)
) , 2 , 0 n ( 1 A for x
L
n
cos ) x ( F
0 ) L ( ' F ) 0 ( ' F : s ' C . B apply px sin B px cos A ) x ( F 0 F p ' ' F
n
2
= =
t
=
= = + = = +
(n includes 0 !!!)
|
.
|

\
|
t
=
|
.
|

\
|
t
= =


=

=
L
cn
e x
L
n
cos A ) t , x ( u ) t , x ( u
n
0 n
t
n
0 n
n
2
n
) , 2 , 1 , 0 n ,
L
cn
( e
L
x n
cos A ) t , x ( u
n
t
n n
2
n
=
t
=
|
.
|

\
|
t
=

) , 2 , 1 n ( dx
L
x n
cos ) x ( f
L
2
A , dx ) x ( f
L
1
A
); x ( f x
L
n
cos A A x
L
n
cos A ) 0 , x ( u
L
0
n
L
0
0
1 n
n 0
0 n
n
=
t
= =
=
|
.
|

\
|
t
+ =
|
.
|

\
|
t
=
} }


=

=
(Fourier cosine series)
Steady-State 2D Heat Flow




|
.
|

\
|
=
c
c
=
c
c
+
c
c

|
|
.
|

\
|
c
c
+
c
c
= V =
c
c
0
t
u
0
y
u
x
u
: state steady at
y
u
x
u
c u c
t
u
2
2
2
2
2
2
2
2
2 2 2

Elliptic Eqn. (B
2
-4AC<0)
I.C.:
From G
n
(0) = 0 at y=0:


0 ) a ( F , 0 ) 0 ( F 0 kF
dx
F d
k
dy
G d
G
1
dx
F d
F
1
) y ( G ) x ( F ) y , x ( u
2
2
2
2
2
2
= = = +
= = =
) , 2 , 1 n ( x
a
n
sin ) x ( F F
n
=
t
= =
a / y n
n
a / y n
n n
2
2
2
e B e A ) y ( G ) y ( G 0 G
a
n
dy
G d
t t
+ = = =
|
.
|

\
|
t

a
y n
sinh A
a
y n
sinh A 2 ) y ( G
*
n n n
t
=
t
=
a
x n
sin
a
y n
sinh A ) y , x ( u
*
n n
t t
=


=

=
t t
= =
1 n
*
n
1 n
n
a
x n
sin
a
y n
sinh A ) y , x ( u ) y , x ( u
}

t
=
t t
|
.
|

\
|
t
=

=
a
0
*
n
1 n
*
n
dx
a
x n
sin ) x ( f
a
2
a
b n
sinh A ;
a
x n
sin
a
b n
sinh A ) b , x ( u
y
x
u=f(x)
u=0
u=0
u=0
0
R
a
b
Dirichlet Problem in a Rectangle R
B.C.:
11.6. Heat Equation: Solution by Fourier Integrals and Transforms
- In the case of infinite bars: Fourier series Fourier integrals

(laterally insulated, infinite ends), u(x,0) = f(x) (- < x < )





Use of Fourier Integrals
- f(x): nonperiodic function (p multiples of a fixed number) use of Fourier integrals
A & B: functions of p, then A(p) & B(p)


Determination of A(p) and B(p) from the Initial Condition


2
2
2
t
u
c
t
u
c
c
=
c
c
0 G p c G
0 F p ' ' F
2 2
2
= +
= +

( )
t p c
t p c
2 2
2 2
e px sin B px cos A ) p ; t , x ( u
e ) t ( G ; px sin B px cos A ) x ( F

+ =
= + =
( ) dp e px sin ) p ( B px cos ) p ( A dp ) p ; t , x ( u ) t , x ( u
t p c
0 0
2 2

} }
+ = =
( )
|
.
|

\
|
t
=
t
=
(

t
= + =
} }
} } }

pvdv sin ) v ( f
1
) p ( B , pvdv cos ) v ( f
1
) p ( A
dp dv ) pv px cos( ) v ( f
1
) x ( f dp px sin ) p ( B px cos ) p ( A ) 0 , x ( u
0 0
dv dp ) pv px cos( e ) v ( f
1
) t , x ( u
0
t p c
2 2
} }

t
=
|
|
.
|

\
|
t
=

}
2 2
b
0
s
e
2
ds bs 2 cos e |
.
|

\
|
= =
t c 2
v x
b , t p c s let
2 2 2
)
`

t
=
}

t c 4
) v x (
exp
t c 2
dp ) pv px cos( e
2
2
0
t p c
2 2
dv
t c 4
) v x (
exp ) v ( f
t c 2
1
) t , x ( u
2
2
}

)
`

t
=
( ) ) t c 2 /( ) x v ( z let = dz e ) t cz 2 x ( f
1
) t , x ( u
2
z
}

+
t
=
Ex. 1)

Use of Fourier Transforms
Ex. 2) Temperature in the infinite bar
- Fourier transform w.r.t. x and resulting ODE in t
( ) ) u ( u let =
t
u
dx ue
t
2
1
dx e u
2
1
) u (
u w c ) u ( c ) u (
iwx iwx
t t
2 2
xx
2
t
c
c
=
c
c
t
=
t
=
= =
} }

Ex. 3) Convolution method
t w c
2 2
2 2
e ) w ( C ) t , w ( u
u w c
t
u

=
=
c
c
= = ) w ( f

) w ( C ) 0 , w ( u : . C . I
t w c
2 2
e ) w ( f

) t , w ( u

=
dv dw e e ) v ( f
2
1
dw e e ) w ( f

2
1
) t , x ( u : Inversion
) wv wx ( i t w c
iwx t w c
2 2
2 2
} }
}

t
=
t
= |
.
|

\
|
t
=
}

dv e ) v ( f
2
1
) w ( f

iwv

dv dw ) wv wx cos( e ) v ( f
1
) t , x ( u
t w c
2 2
} }

t
=
}

t
= dw e e ) w ( f

2
1
) t , x ( u : from Starting
iwx t w c
2 2
|
.
|

\
|
= = =
} }

dw e ) w ( g

) w ( f

dp ) p x ( g ) p ( f ) x ( g * f ) t , x ( u use
iwv
t w c
2 2
e
2
1
) w ( g

t
=
(Imaginary part: odd func)
|
.
|

\
|
t = = =

) w ( g

2 t c 2 e t c 2 ) e ( e
a 2
1
) e (
2 w c 2 t c 4 / x a 4 / w ax
2 2 2 2 2 2
)
`

= t c
a 4
1
2
t c 4 / x
2
2 2
e
2 t c 2
1
) w ( g

of Inverse

t

)
`

t
= = dp
t c 4
) p x (
exp ) p ( f
t c 2
1
) x )( g * f ( ) t , x ( u
2
2
Ex. 4) Fourier sine transform applied to the heat equation
A laterally insulated bar from x=0 to infinity, (u(x,0) = f(x), u(0,t) = 0)
} }
}

t
=
|
|
.
|

\
|
t
= =
=
c
c
0 0
t w c
0
s
t w c
s s
s
2 2 s
dw dp wx sin e wp sin ) p ( f
2
) t , x ( u
dp wp sin ) p ( f
2
) w ( f

e ) w ( f

) t , w ( u
u w c
t
u
2 2
2 2
) 0 ( wf
2
)) x ( f ( w )) x ( ' ' f (
S
2
S
t
+ =
(See Ex. 2 of Sec. 10.10 for the Fourier transform)
Example) Heating a semi-infinite slab
I.C.: u(x,0) = 0, B.C.s: u(0,t) = 1, u(,t) = 0
2
2
x
u
t
u
c
c
o =
c
c
t 4
x
o
= q
= q = = q = =
q
q +
q

o q
=
c
c
q
q
=
c
c
at 0 u , 0 at 1 u : s . C . B with 0
d
du
2
d
u d
t 4
1
d
u d
x
u
;
d
du
t 2
1
t
u
2
2
2
2
2
2
) ( erf 1 d ) exp(
2
1
d ) exp(
d ) exp(
1 ) ( u
C d ) exp( C u ), exp( C then ,
d
du
let
0
2
0
2
0
2
2
0
2
1
2
1
q = q q
t
=
q q
q q
= q
+ q q = q =
q
=
}
}
}
}
q

q
q
Define a new variable:
error function
(See Ex. 2 of Sec. 10.10 for the integration of special function)