Math Problem Statement

Solve the heat equation: ∂u/∂t = ∂^2u/∂x^2 for t > 0 and 0 ≤ x ≤ L, with boundary conditions ∂u/∂x(t, 0) = ∂u/∂x(t, L) = 0 and initial condition u(0, x) = cos(nπx/L).

Solution

This is a heat equation problem with specific boundary and initial conditions. Let’s solve it step by step.

Problem:

We are solving the heat equation: ut=2ux2,t>0,0xL\frac{\partial u}{\partial t} = \frac{\partial^2 u}{\partial x^2}, \quad t > 0, \, 0 \leq x \leq L

Boundary Conditions:

ux(t,0)=0,ux(t,L)=0\frac{\partial u}{\partial x}(t, 0) = 0, \quad \frac{\partial u}{\partial x}(t, L) = 0

Initial Condition:

u(0,x)=cos(nπxL)u(0, x) = \cos\left(\frac{n \pi x}{L}\right)


Solution:

Step 1: Assume a solution of the form:

u(t,x)=X(x)T(t)u(t, x) = X(x)T(t)

Step 2: Substitute into the heat equation:

X(x)dTdt=T(t)d2Xdx2X(x) \frac{dT}{dt} = T(t) \frac{d^2 X}{dx^2}

Divide both sides by X(x)T(t)X(x)T(t): 1T(t)dTdt=1X(x)d2Xdx2=λ\frac{1}{T(t)} \frac{dT}{dt} = \frac{1}{X(x)} \frac{d^2 X}{dx^2} = -\lambda

Here, λ\lambda is the separation constant.

Step 3: Solve for X(x)X(x):

d2Xdx2+λX=0\frac{d^2 X}{dx^2} + \lambda X = 0

Using the boundary conditions dXdx(0)=0\frac{dX}{dx}(0) = 0 and dXdx(L)=0\frac{dX}{dx}(L) = 0, the solution for X(x)X(x) is: X(x)=Acos(nπxL)X(x) = A \cos\left(\frac{n \pi x}{L}\right) where λ=(nπL)2\lambda = \left(\frac{n \pi}{L}\right)^2.

Step 4: Solve for T(t)T(t):

dTdt=λTT(t)=Beλt\frac{dT}{dt} = -\lambda T \quad \Rightarrow \quad T(t) = B e^{-\lambda t}

Step 5: Combine the solutions:

u(t,x)=n=0Cne(nπL)2tcos(nπxL)u(t, x) = \sum_{n=0}^\infty C_n e^{-\left(\frac{n \pi}{L}\right)^2 t} \cos\left(\frac{n \pi x}{L}\right)

Step 6: Use the initial condition u(0,x)=cos(nπxL)u(0, x) = \cos\left(\frac{n \pi x}{L}\right):

From the initial condition, Cn=1C_n = 1 for n=1n = 1, and all other terms vanish.

Thus, the final solution is: u(t,x)=e(nπL)2tcos(nπxL)u(t, x) = e^{-\left(\frac{n \pi}{L}\right)^2 t} \cos\left(\frac{n \pi x}{L}\right)


Let me know if you'd like further clarification or more detailed steps.


Related Questions:

  1. How would the solution change if the boundary conditions were Dirichlet (u(t,0)=u(t,L)=0u(t, 0) = u(t, L) = 0)?
  2. Can you derive the eigenfunctions and eigenvalues for this problem independently?
  3. How does the initial condition u(0,x)u(0, x) affect the coefficients CnC_n?
  4. How would the solution look for a non-homogeneous heat equation?
  5. What physical phenomena does this mathematical model represent in real-world scenarios?

Tip: Always check that the boundary conditions are satisfied by the final solution!

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Math Problem Analysis

Mathematical Concepts

Partial Differential Equations
Heat Equation
Separation of Variables

Formulas

∂u/∂t = ∂^2u/∂x^2
u(t, x) = X(x)T(t)

Theorems

Separation of Variables
Fourier Series Expansion

Suitable Grade Level

College level (Advanced Calculus, PDEs)