Math Problem Statement

Solve ∂u ∂t = α 2 ∂ 2u ∂x2 subject to the conditions (i) u is not infinite as t −→ ∞ (ii) u = 0 for x = 0 and x = π for all t (iii) u = πx − x 2 for t = 0 in (0, π)

Solution

The given partial differential equation (PDE) is the heat equation:

ut=α22ux2\frac{\partial u}{\partial t} = \alpha^2 \frac{\partial^2 u}{\partial x^2}

with the following boundary and initial conditions:

  1. Boundary condition (i): uu is not infinite as tt \to \infty.
  2. Boundary condition (ii): u=0u = 0 for x=0x = 0 and x=πx = \pi for all tt.
  3. Initial condition (iii): u(x,0)=πxx2u(x, 0) = \pi x - x^2 for 0<x<π0 < x < \pi.

Solution Approach:

To solve this PDE, we use the method of separation of variables. Assume a solution of the form:

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

Substituting into the PDE, we get:

X(x)dT(t)dt=α2T(t)d2X(x)dx2X(x) \frac{dT(t)}{dt} = \alpha^2 T(t) \frac{d^2X(x)}{dx^2}

Dividing both sides by α2X(x)T(t)\alpha^2 X(x) T(t), we have:

1α2T(t)dT(t)dt=1X(x)d2X(x)dx2=λ\frac{1}{\alpha^2 T(t)} \frac{dT(t)}{dt} = \frac{1}{X(x)} \frac{d^2X(x)}{dx^2} = -\lambda

Here, λ\lambda is a separation constant. This gives us two ordinary differential equations (ODEs):

  1. For T(t)T(t):

    dT(t)dt+α2λT(t)=0\frac{dT(t)}{dt} + \alpha^2 \lambda T(t) = 0

    Solving this, we get:

    T(t)=Aeα2λtT(t) = A e^{-\alpha^2 \lambda t}

  2. For X(x)X(x):

    d2X(x)dx2+λX(x)=0\frac{d^2X(x)}{dx^2} + \lambda X(x) = 0

    Solving this, we get:

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

Applying Boundary Conditions:

From the boundary condition u=0u = 0 at x=0x = 0 and x=πx = \pi:

  1. At x=0x = 0:

    X(0)=B=0X(0) = B = 0

    Therefore, X(x)=Csin(λx)X(x) = C \sin(\sqrt{\lambda} x).

  2. At x=πx = \pi:

    X(π)=Csin(λπ)=0X(\pi) = C \sin(\sqrt{\lambda} \pi) = 0

    For non-trivial solutions (C0C \neq 0), sin(λπ)=0\sin(\sqrt{\lambda} \pi) = 0. Thus:

    λπ=nπ    λ=n    λ=n2\sqrt{\lambda} \pi = n\pi \implies \sqrt{\lambda} = n \implies \lambda = n^2

where nn is a positive integer.

General Solution:

u(x,t)=n=1Cnsin(nx)eα2n2tu(x, t) = \sum_{n=1}^{\infty} C_n \sin(nx) e^{-\alpha^2 n^2 t}

Applying Initial Condition:

Using u(x,0)=πxx2u(x, 0) = \pi x - x^2:

πxx2=n=1Cnsin(nx)\pi x - x^2 = \sum_{n=1}^{\infty} C_n \sin(nx)

This is a Fourier sine series, and we find coefficients CnC_n using:

Cn=2π0π(πxx2)sin(nx)dxC_n = \frac{2}{\pi} \int_0^{\pi} (\pi x - x^2) \sin(nx) \, dx

Now, let's compute CnC_n:

Cn=2π[0ππxsin(nx)dx0πx2sin(nx)dx]C_n = \frac{2}{\pi} \left[ \int_0^{\pi} \pi x \sin(nx) \, dx - \int_0^{\pi} x^2 \sin(nx) \, dx \right]

Solving these integrals will give us the coefficients CnC_n.

Final Solution:

After finding CnC_n, the final solution is:

u(x,t)=n=1Cnsin(nx)eα2n2tu(x, t) = \sum_{n=1}^{\infty} C_n \sin(nx) e^{-\alpha^2 n^2 t}

Would you like to see the step-by-step calculation of CnC_n, or do you have any other questions?

Related Questions:

  1. How do you calculate Fourier coefficients for non-standard functions?
  2. How does the solution change if the boundary conditions are altered?
  3. What happens to the solution as α\alpha changes?
  4. How would the solution differ for a different initial condition?
  5. Can this method be used for non-homogeneous boundary conditions?

Tip: To solve PDEs with separation of variables, always carefully match initial and boundary conditions to determine constants correctly.

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Math Problem Analysis

Mathematical Concepts

Partial Differential Equations
Heat Equation
Separation of Variables
Fourier Series

Formulas

∂u/∂t = α^2 ∂^2u/∂x^2
General solution u(x, t) = Σ C_n sin(nx) e^{-α^2 n^2 t}
Fourier coefficients C_n = (2/π) ∫_0^π (πx - x^2) sin(nx) dx

Theorems

Separation of Variables
Fourier Series Expansion

Suitable Grade Level

University Level (Advanced Calculus/PDEs)