Math Problem Statement

we applied separation of variables successfully to a linear homogeneous PDE: the one-dimensional heat equation with Dirichlet boundary conditions on the interval (0, e) : au = k a2u at ax2 ' x E n = (0, e), t > 0, u(O, t) = 0, u(e, t) = 0, 27fx u(x,O) = f(x) = 3 sin -e-'

Solution

To solve the given one-dimensional heat equation using separation of variables, let's break the problem into manageable steps. The equation provided is:

ut=k2ux2\frac{\partial u}{\partial t} = k \frac{\partial^2 u}{\partial x^2} with the boundary conditions: u(0,t)=0,u(e,t)=0,u(x,0)=f(x)=3sin(2πxe)u(0, t) = 0, \quad u(e, t) = 0, \quad u(x, 0) = f(x) = 3 \sin \left( \frac{2 \pi x}{e} \right)

Step 1: Separation of Variables

Assume the solution u(x,t)u(x,t) can be written as the product of two functions:

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

Substitute into the PDE:

X(x)T(t)=kX(x)T(t)X(x)T'(t) = k X''(x)T(t)

Divide both sides by X(x)T(t)X(x)T(t):

T(t)kT(t)=X(x)X(x)=λ\frac{T'(t)}{k T(t)} = \frac{X''(x)}{X(x)} = -\lambda

Here, λ\lambda is the separation constant.

Step 2: Solve the Spatial Equation

We now have the spatial ODE:

X(x)+λX(x)=0X''(x) + \lambda X(x) = 0

With the boundary conditions:

X(0)=0,X(e)=0X(0) = 0, \quad X(e) = 0

This is a standard Sturm-Liouville problem. The general solution for X(x)X(x) is:

X(x)=Asin(λx)+Bcos(λx)X(x) = A \sin(\sqrt{\lambda} x) + B \cos(\sqrt{\lambda} x)

Apply the boundary conditions:

  1. X(0)=0B=0X(0) = 0 \Rightarrow B = 0, so X(x)=Asin(λx)X(x) = A \sin(\sqrt{\lambda} x).
  2. X(e)=0Asin(λe)=0X(e) = 0 \Rightarrow A \sin(\sqrt{\lambda} e) = 0.

For non-trivial solutions (A0A \neq 0), this implies:

λe=nπ,n=1,2,3,\sqrt{\lambda} e = n\pi, \quad n = 1, 2, 3, \dots

Thus, λn=(nπe)2\lambda_n = \left( \frac{n\pi}{e} \right)^2 and the eigenfunctions are:

Xn(x)=sin(nπxe)X_n(x) = \sin\left( \frac{n\pi x}{e} \right)

Step 3: Solve the Temporal Equation

The temporal equation is:

T(t)=λnkT(t)T'(t) = -\lambda_n k T(t)

The solution is:

Tn(t)=Cnekλnt=Cnek(nπe)2tT_n(t) = C_n e^{-k \lambda_n t} = C_n e^{-k \left( \frac{n\pi}{e} \right)^2 t}

Step 4: Form the General Solution

The general solution to the PDE is the sum of all modes:

u(x,t)=n=1Cnsin(nπxe)ek(nπe)2tu(x,t) = \sum_{n=1}^{\infty} C_n \sin\left( \frac{n\pi x}{e} \right) e^{-k \left( \frac{n\pi}{e} \right)^2 t}

Step 5: Apply the Initial Condition

The initial condition is:

u(x,0)=f(x)=3sin(2πxe)u(x,0) = f(x) = 3 \sin \left( \frac{2 \pi x}{e} \right)

Thus, the Fourier series simplifies to a single term (since f(x)f(x) is already given as a sine function of a specific mode):

u(x,0)=C2sin(2πxe)u(x,0) = C_2 \sin \left( \frac{2 \pi x}{e} \right)

Comparing this with the given initial condition, we find:

C2=3C_2 = 3

Final Solution

The solution to the PDE is:

u(x,t)=3sin(2πxe)ek(2πe)2tu(x,t) = 3 \sin\left( \frac{2\pi x}{e} \right) e^{-k \left( \frac{2\pi}{e} \right)^2 t}

Key Points Recap:

  • Method: Separation of variables.
  • Boundary conditions: Applied to find X(x)X(x).
  • Temporal solution: Obtained from solving T(t)T(t).
  • Initial condition: Used to determine the constant C2C_2.

Would you like more details or clarifications on any step?


5 Related Questions:

  1. How would the solution change if the boundary conditions were non-homogeneous?
  2. What is the physical interpretation of the separation constant λ\lambda?
  3. How would you extend this solution to a two-dimensional heat equation?
  4. Can the method of separation of variables be applied to nonlinear PDEs?
  5. How would you compute the solution numerically if f(x)f(x) were more complex?

Tip:

Always check the orthogonality of the eigenfunctions when applying Fourier series in PDE solutions—it ensures proper coefficients in the series expansion.

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Math Problem Analysis

Mathematical Concepts

Partial Differential Equations
Separation of Variables
Heat Equation
Fourier Series
Sturm-Liouville Problem

Formulas

∂u/∂t = k ∂²u/∂x²
u(x,t) = X(x)T(t)
λ_n = (nπ/e)²
u(x,t) = Σ C_n sin(nπx/e) e^{-k(nπ/e)² t}

Theorems

Separation of Variables Theorem
Fourier Series Expansion
Sturm-Liouville Theorem

Suitable Grade Level

University (Undergraduate Level)