Method of separation of variables for heat equation

379 Views Asked by At

I'm trying to solve the following problem of the heat equation using the method of variables separation

\begin{equation} \begin{aligned} \partial_t u = \alpha^2 \partial_x^2u, t>0, x\in(0,l) \\ u(t,0) = 0 = u(t,l), t \geq 0, \\ u(0,x) = \phi(x), x \in E[0,l] \end{aligned} \end{equation}

I know how to prove that $X(0)=X(l) = 0$ so I don't get trivial solutions and find the solutions for $X(x)$ and $T(t)$

\begin{equation} X(x) = A\cos(\sqrt{\lambda} x) + B \sin(\sqrt{\lambda}x) \end{equation}

\begin{equation} T(t) = C\exp(-\lambda \alpha^2t) \end{equation}

But I'm having troubles showing that:

\begin{equation} u_n(t,x) = \sin \frac{(2n - 1)\pi x}{2l}\exp \left( - \frac{(2n-1)^2 \pi^2 \alpha^2}{4l^2}t\right), n \in Z^+ \end{equation}

and

\begin{equation} u(t,x) = \sum_{n=1}^\infty c_n u_n(t,x) \end{equation}

By superposition and using the fact that $\lambda = \left(\frac{n \pi}{l}\right)^2$

\begin{equation} u(t,x) = \sum_{n=0}^\infty b_n\sin \left(\frac{n \pi x}{l}\right) \exp\left(\frac{n^2\pi^2 \alpha^2t}{l^2} \right) \end{equation}

My attempt

I have

\begin{align} \phi(x) = u(0,x) = \sum_{n=1}^\infty b_n \sin \left(\frac{n \pi x}{l}\right) \\ \end{align}

and

\begin{align} (\phi|X_m) = \frac{l}{2}b_m \\ b_k = \frac{2}{l}\int_0^l \phi(x)\sin \frac{n \pi x}{l} dx = 2u_0 \int_0^l \sin \frac{n \pi x}{l} dx \end{align}

So the integral can be solved for $b_n$ as follows

\begin{equation} \begin{aligned} b_n = 2u_0 \int_0^l \sin \frac{n \pi x}{l} dx = 2u_0 \frac{l \cos(\frac{n \pi x}{l})}{\pi n}|_0^l = 2u_0 \frac{l - l\cos(\pi n)}{\pi n} \\ = 2u_0 l \frac{1-\cos(\pi n)}{\pi n} = -\frac{2 u_0 l}{\pi n} ((-1)^n - 1)\\ = \left \{ \begin{matrix} 0 \text{ when n is even} \\ \frac{4u_0 l}{n\pi} \text{ when n is odd} \end{matrix} \right . \end{aligned} \end{equation}

But I cant figure out from here how to get to $u_n(t,x)$ and $u(t,x) = \sum_{n=1}^\infty c_nu_n(t,x)$

1

There are 1 best solutions below

2
On

You want to follow the standard prescription by assuming a separated solutions of the form $X(x)T(x)$ and then separate variables to obtain $$ \frac{1}{\alpha^2}\frac{T'(t)}{T(t)}=\lambda = \frac{X''(x)}{X(x)},\;\;\; X(0)=X(l)=0. $$ where $\lambda$ is a separation constant. The $X$ equation determines the parameters $\lambda$: $$ X''(x)-\lambda X(x)=0,\;\;\; X(0)=X(l)=0. $$ There are no solutions if $\lambda > 0$ because you end up with $\sinh$ or $\cosh$, and these functions do not have two real zeroes. The solutions are $\lambda = -n^2\pi^2/l^2$, leading to solutions $X_n(x)=\sin(n\pi x/l)$ for $n=1,2,3,\cdots$. The equations in $T$ must satisfy $$ T'(t)=-\frac{\alpha^2 n^2\pi^2}{l^2}T(t). $$ So the $T$ solutions are $$ T(t) = \exp\left\{-\frac{\alpha^2n^2\pi^2}{l^2}t\right\} $$ The general separated solution is $$ u(t,x) = \sum_{n=1}^{\infty}C_n \exp\left\{-\frac{\alpha^2 n^2\pi^2}{l^2}t\right\}\sin(n\pi x/l) $$ The constants are determined by Fourier Series techniques and the initial condition $$ \phi(x) = u(0,x) = \sum_{n=1}^{\infty}C_n\sin(n\pi x/l) $$ The coefficients are determined by orthogonality conditions: $$ \int_0^l \phi(x)\sin(n\pi x/l)dx=C_n\int_0^l\sin^2(n\pi x/l)dx \\ C_n = \frac{\int_0^l \phi(x)\sin(n\pi x/l)dx}{\int_0^l\sin^2(n\pi x/l)dx}. $$