Section 4.

4 Non-homogeneous Heat Equation

Homogenizing boundary conditions

Consider initial-Dirichlet boundary value problem of non-homogeneous

vt kvxx = F; 0 < x < L; t > 0 (1)

We …rst introduce new function

where
a (t) (L x) + b (t) x
G (x; t) =
L
satis…es

G (0; t) = a (t)
G (L; t) = b (t)
Gxx (x; t) = 0:

So u (x; t) satis…es the homogeneous boundary conditions

u (0; t) = v (0; t) G (0; t) = a (t) a (t) = 0

1
and the heat equation
ut kuxx = vt kvxx + (Gt kGxx )
= F + Gt = H;
where
H = F + Gt
a0 (t) (L x) + b0 (t) x
=F :
L
In other words, the heat equation (1) with non-homogeneous Dirichlet bound-
ary conditions can be reduced to another heat equation with homogeneous
Dirichlet boundary conditions
ut kuxx = H (x; t) (2)
u (0; t) = u (L; t) = 0
u (x; 0) = g (x)
where
g (x) = v (x; 0) + G (x; 0)
a (0) (L x) + b (0) x
= f (x)
L
f (0) (L x) + f (L) x
= f (x)
L
and the compatibility conditions
a (0) = f (0) ; b (0) = f (L)
are applied here.
The same technique can be used to homogenize other types of boundary
conditions (see homework).
Homogenizing initial condition
We consider the heat equation with homogeneous Dirichlet boundary con-
ditions (2)
ut kuxx = H (x; t)
u (0; t) = u (L; t) = 0
u (x; 0) = g (x) :

2
 By linearity, the solution is the sum of following two problems:
ut kuxx = 0 (3a)
u (0; t) = u (L; t) = 0
u (x; 0) = g (x) ;
and
ut kuxx = H (4)
u (0; t) = u (L; t) = 0
u (x; 0) = 0:
The …rst problem (3a) can be solved by the method of separation of
variables developed in section 4.1. So it remains to solve problem (4). If we
can solve (4), then the original non-homogeneous heat equation (1) can be
easily recovered.
Solving non-homogeneous heat equation with homogeneous initial and
boundary conditions.
We can now focus on (4)
ut kuxx = H
u (0; t) = u (L; t) = 0
u (x; 0) = 0;
and apply the idea of separable solutions.
Suppose H (x; t) is piecewise smooth. It then has, for any …xed t; the
Fourier series expansion
X
1
n x
H (x; t) = Hn (t) sin ;
n=1
L
Z L
2 n x
Hn (t) = H (x; t) sin dx:
L 0 L
We seek for a solution in the form
X1
n x
u (x; t) = un (t) sin ;
n=1
L
Z
2 L n x
un (t) = u (x; t) sin dx:
L 0 L

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This is actually the Fourier Sine series expansion for the solution with …xed
t: By direct calculation,
Z
0 2 L n x
un (t) = ut (x; t) sin dx
L 0 L
Z
2 L n x
= (kuxx (x; t) + H (x; t)) sin dx
L 0 L
Z
2k L n x
= uxx (x; t) sin dx + Hn (t) :
L 0 L
Applying integration by parts twice, we have
Z L Z L
n x n x
uxx (x; t) sin dx = sin dux (x; t)
0 L 0 L
Z L
n x x=L n x
= ux (x; t) sin jx=0 ux (x; t) d sin
L 0 L
Z L
n n x
= ux (x; t) cos dx
L 0 L
Z L
n n x
= cos du (x; t)
L 0 L
Z L
n h n x ix=L n n x
= u (x; t) cos + u (x; t) d cos
L L x=0 L 0 L
Z L
n 2 n x
= u (x; t) sin dx
L 0 L
(n ) 2
= un (t) :
2L
Substituting this into the previous formula, we derive at
Z
0 2k L n x
un (t) = uxx (x; t) sin dx + Hn (t)
L 0 L
!
2k (n )2
= un (t) + Hn (t)
L 2L
k (n )2
= un (t) + Hn (t) :
L2

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The solution of this ODE with initial condition un (0) = 0 is
Z t
k(n )2
un (t) = e L2 (t ) Hn ( ) d :
0

Substituting this into the Fourier series expansion for u; we conclude that
the solution for the non-homogeneous heat equation with homogeneous initial
and boundary conditions is
X
1
n x
u (x; t) = un (t) sin
n=1
L
X1 Z t
k(n )2
(t ) n x
= e L2 Hn ( ) d sin :
n=1 0 L

Homework:

1. Homogenize boundary conditions:

(a) The Neumann boundary conditions

ut kuxx = F (x; t)
ux (0; t) = a (t)
ux (L; t) = b (t)
u (x; 0) = f (x) :

(b) Mixed boundary conditions

ut kuxx = F (x; t)
ux (0; t) = a (t)
u (L; t) = b (t)
u (x; 0) = f (x) :

2. Consider

ut kuxx = H (x; t)
ux (0; t) = 0
ux (L; t) = 0
u (x; 0) = 0;

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and suppose that

H0 (t) X
1
n x
H (x; t) = + Hn (t) cos ;
2 n=1
L
Z
2 L n x
Hn (t) = H (x; t) cos dx; n 0:
L 0 L
Find a solution in the form
X
1
n x
u (x; t) = un (t) cos ;
n=1
L
Z L
2 n x
un (t) = u (x; t) cos dx:
L 0 L