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Heat Eq de

The document summarizes the method of separation of variables to solve the heat equation with Neumann boundary conditions. It finds the eigenvalues and eigenfunctions, writes the general solution as a Fourier series involving these eigenfunctions, and uses the initial condition to determine the Fourier coefficients. As an example, it works through the case where the initial condition is φ(x)=x(1-x) on the interval (0,1) and expresses the solution as an infinite series that converges uniformly to the average value of the initial temperature distribution.

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Erich Automaton
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128 views4 pages

Heat Eq de

The document summarizes the method of separation of variables to solve the heat equation with Neumann boundary conditions. It finds the eigenvalues and eigenfunctions, writes the general solution as a Fourier series involving these eigenfunctions, and uses the initial condition to determine the Fourier coefficients. As an example, it works through the case where the initial condition is φ(x)=x(1-x) on the interval (0,1) and expresses the solution as an infinite series that converges uniformly to the average value of the initial temperature distribution.

Uploaded by

Erich Automaton
Copyright
© Attribution Non-Commercial (BY-NC)
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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Heat Equation Neumann Boundary Conditions

u
t
(x, t) = u
xx
(x, t), 0 < x < , t > 0 (1)
u
x
(0, t) = 0, u
x
(, t) = 0
u(x, 0) = (x)
1. Separate Variables Look for simple solutions in the form
u(x, t) = X(x)T(t).
Substituting into (1) and dividing both sides by X(x)T(t) gives

T(t)
T(t)
=
X

(x)
X(x)
Since the left side is independent of x and the right side is independent of t, it follows
that the expression must be a constant:

T(t)
T(t)
=
X

(x)
X(x)
= .
(Here

T means the derivative of T with respect to t and X

means means the derivative


of X with respect to x.) We seek to nd all possible constants and the corresponding
nonzero functions X and T.
We obtain
X

X = 0,

T T = 0.
The solution of the second equation is
T(t) = Ce
t
(2)
where C is an arbitrary constant. Furthermore, the boundary conditions give
X

(0)T(t) = 0, X

()T(t) = 0 for all t.


Since T(t) is not identically zero we obtain the desired eigenvalue problem
X

(x) X(x) = 0, X

(0) = 0, X

() = 0. (3)
2. Find Eigenvalues and Eignevectors The next main step is to nd the eigenvalues
and eigenfunctions from (3). There are, in general, three cases:
(a) If = 0 then X(x) = ax +b and X

(x) = a so applying the boundary conditions


we get
0 = X

(0) = a, 0 = X

() = a a = 0.
Notice that b is still an arbitrary constant. We conclude that
0
= 0 is an
eigenvalue with eigenfunction
0
(x) = 1.
1
(b) If =
2
> 0 then
X(x) = a cosh(x) + b sinh(x)
and
X

(x) = asinh(x) + bcosh(x).


Applying the boundary conditions we have
0 = X

(0) = b b = 0 0 = X

() = asinh() a = 0.
Therefore, there are no positive eigenvalues.
Consider the following alternative argument: If X

(x) = X(x) then multiplying


by X we have X(x)X

(x) = X(x)
2
. Integrate this expression from x = 0 to
x = . We have


0
X(x)
2
dx =


0
X(x)X

(x) dx =


0
X

(x)
2
dx + X(x)X

(x)

0
.
Since X

(0) = X

() = 0 we conclude
=

0
X

(x)
2
dx

0
X(x)
2
dx
and we see that must be less than or equal to zero ( zero only if X

= 0).
(c) So, nally, consider =
2
so that
X(x) = a cos(x) + b sin(x)
and
X

(x) = asin(x) + bcos(x).


Applying the boundary conditions we have
0 = X

(0) = b b = 0 0 = X

() = asin().
From this we conclude sin() = 0 which implies =
n

and therefore

n
=
2
n
=

2
, X
n
(x) = cos(
n
x), n = 1, 2, .. (4)
From (2) we also have the associated functions T
n
(t) = e
nt
.
3. Write Formal Innite Sum From the above considerations we can conclude that
for any integer N and constants {a
n
}
N
n=0
u
n
(x, t) = a
0
+
N

n=1
a
n
T
n
(t)X
n
(x) = a
0
+
N

n=1
a
n
e
nt
cos

nx

.
satises the dierential equation in (1) and the boundary conditions.
2
4. Use Fourier Series to Find Coecients The only problem remaining is to somehow
pick the constants a
n
so that the initial condition u(x, 0) = (x) is satised. To do
this we consider what we learned from Fourier series. In particular we look for u as an
innite sum
u(x, t) = a
0
+

n=1
a
n
e
nt
cos

nx

and we try to nd {a
n
} satisfying
(x) = u(x, 0) = a
0
+

n=1
a
n
cos

nx

.
But this nothing more than a Cosine expansion of the function on the interval (0, ).
Our work on Fourier series showed us that
a
0
=
1


0
(x) dx, a
n
=
2


0
(x) cos

nx

dx. (5)
As an explicit example for the initial condition consider = 1 and (x) = x(1 x). In this
case (5) becomes
a
0
=

1
0
(x) dx, a
n
= 2

1
0
(x) cos (nx) dx.
We have
a
0
=

1
0
(x) dx =

1
0
x(1 x) dx
=

x
2
2

x
3
3

1
0
=
1
6
.
and
a
n
= 2

1
0
(x) cos (nx) dx = 2

1
0
x(1 x) cos (nx) dx
= 2

1
0
x(1 x)

sin (nx)
n

dx
= 2

x(1 x)
sin (nx)
n

1
0

1
0
(1 2x)
sin (nx)
n
dx

=
2
n

1
0
(1 2x)

cos (nx)
n

dx
=
2
n

(1 2x)
cos (nx)
n

1
0

1
0
(2)
cos (nx)
n
dx

3
=
2
n

cos (n)
n

1
n

=
2
(n)
2
((1)
n
+ 1) =

4
(n)
2
, n even
0, n odd
.
In order to eliminate the odd terms in the expansion we introduce a new index, k by n = 2k
where k = 1, 2, . So nally we arrive at the solution
u(x, t) =
1
6
+
1

k=1
1
k
2
e
4k
2

2
t
cos(2kx). (6)
Notice that as t the innite sum converges to zero uniformly in x. Indeed,

k=1
1
k
2
e
4k
2

2
t
cos(2kx)

e
4
2
t

k=1
1
k
2
=

2
6
e
4
2
t
.
So the solution converges to a nonzero steady state temperature which is exactly the average
value of the initial temperature distribution.
lim
t
u(x, t) =
1
6
=

1
0
(x) dx.
4

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