Assignment no 1 2024

By Pin✌️
MTH 647

Question No 1:
PDE 𝑢𝑡 = 𝑢𝑥𝑥 , 0 < 𝑥 < π, 𝑡>0

BC 𝑢𝑥(0, 𝑡) = 0 , 𝑡≥0 ,

𝑈𝑥(π, 𝑡) = 0 , 𝑡≥0,

IC 𝑢(𝑥 , 0) = 2 + 3𝑐𝑜𝑠𝑥.
Solution:
The problem is defined as follows:
1. Partial Differential Equation (PDE):
𝑢𝑡 = 𝑢𝑥𝑥 , 0 < 𝑥 < π, 𝑡>0

2. Boundary Conditions (BC):

𝑢𝑥(0, 𝑡) = 0 , 𝑡≥0 ,

𝑈𝑥(π, 𝑡) = 0 , 𝑡≥0,

3. Initial Condition (IC):

𝑢(𝑥 , 0) = 2 + 3𝑐𝑜𝑠𝑥.

𝑆𝑡𝑒𝑝 1: 𝐴𝑠𝑠𝑢𝑚𝑒 𝑎 𝑆𝑜𝑙𝑢𝑡𝑖𝑜𝑛 𝑜𝑓 𝑆𝑒𝑝𝑎𝑟𝑎𝑏𝑙𝑒 𝐹𝑜𝑟𝑚

We assume a solution of the form :

U(x,t) = X(x)T(t)
Where X(x) is a function of x only , and T(t) is a function of t only .
Step 2: Substitute into the PDE
Substitute u(x,t)=X(x)T(t) into the PDE
𝑢𝑡 = 𝑢𝑥𝑥
 Calculating 𝑢𝑡 and 𝑢𝑥𝑥 :

1. Compute 𝑢𝑡
'
𝑢𝑡 = 𝑋(𝑥)𝑇 (𝑡)

2. Compute 𝑢𝑥𝑥
''
𝑢𝑥𝑥 = 𝑋 (𝑥)𝑇(𝑡)

Thus , the PDE becomes:

' ''
𝑋(𝑥)𝑇 (𝑡)= 𝑋 (𝑥)𝑇(𝑡)
Step 3 : Separate Variables
Rearrange to isolate terms involving x and t:
' ''
𝑇 (𝑡) 𝑋 (𝑥)
𝑇(𝑡)
= 𝑋(𝑥)
=− λ

Where λ 𝑖𝑠 𝑎 𝑠𝑒𝑝𝑎𝑟𝑎𝑡𝑖𝑜𝑛 𝑐𝑜𝑛𝑠𝑡𝑎𝑛𝑡.

This result in two ordinary differential equation (ODEs)
1. For T(t)
'
𝑇 (𝑡) + λ𝑇(𝑡) = 0

2. For X(x)X(x)X(x)
''
𝑋 (𝑥) + λ𝑋(𝑥) = 0

Step 4: Solve for X(x) with Boundary Conditions

The boundary condition are:
𝑢𝑥(0, 𝑡) = 0 , 𝑡≥0 ,

𝑈𝑥(π, 𝑡) = 0 , 𝑡≥0,

These are Neumann boundary conditions.

''
Solving 𝑋 (𝑥) + λ𝑋(𝑥) = 0
With these boundary conditions leads us to consider specific values of λ 𝑡ℎ𝑎𝑡 satisfy the
conditions.
2
The general solutions of X(x) will depend on the form of λ. For instance , if λ = 𝑛
(where n is an integer ) , then solutions for X(x) that satisfy the boundary conditions are typically
trigonometric function like cos (nx).
Step 5: Solve for T(t)
2
For each value of λ = 𝑛 , solve the equation for T(t):
' 2
𝑇 (𝑡) + 𝑛 𝑇(𝑡) = 0
This is afirst order linear ODE with the solution:
2𝑡
𝑛
T(t)=𝐴𝑎
Where A is a constant.

Step 6: Form the General Solution :

The general solution of u(x,t)will be a sum of solution for each n:

∞ 2𝑡
𝑛
𝑢(𝑥, 𝑡) = ∑ 𝐴𝑛𝑒 𝑐𝑜𝑠𝑛𝑥
𝑛=1

Step 7: apply initial Condition

Use the initial condition
∞
U(x,0)= ∑ 𝐴𝑛𝑐𝑜𝑠𝑛𝑥 = 2 + 3 cos 𝑐𝑜𝑠 𝑥
𝑛=1

From this , we can match terms to determine the values of 𝐴𝑛.

1. For n=0: 𝐴0 = 2
2. For n=1: 𝐴1 = 3
3. For n≥2: 𝐴𝑛 = 0

Final Solution
The solution to the problem is :
𝑡
𝑢(𝑥, 𝑡) = 2 + 3 𝑐𝑜𝑠𝑥

Question no 2:
a) 𝑎 𝐿
1 𝑛π𝑥
𝑛= 𝐿
∫ 𝑓(𝑥)𝑐𝑜𝑠 𝐿
𝑑𝑥
−𝐿

b) 𝑏 𝐿
1 𝑛π𝑥
𝑛= 𝐿
∫ 𝑓(𝑥)𝑠𝑖𝑛 𝐿
𝑑𝑥
−𝐿

Solution:
Step 1: Fourier Series Representation
The function f(x) is represrnted by the Fourier series:
∞
𝑛π𝑥 𝑛π𝑥
f(x)=A+ ∑ (𝑎𝑛𝑐𝑜𝑠 𝐿
+ 𝑏𝑛𝑠𝑖𝑛 𝐿
)
𝑛=1
Where 𝑎𝑛 𝑎𝑛𝑑 𝑏𝑛 𝑎𝑟𝑒 𝑡ℎ𝑒 𝑓𝑜𝑢𝑟𝑖𝑒𝑟 𝑐𝑜𝑒𝑓𝑓𝑖𝑐𝑖𝑒𝑛𝑡 𝑓𝑜𝑟 𝑡ℎ𝑒 𝑐𝑜𝑠𝑖𝑛𝑒 𝑎𝑛𝑑 𝑠𝑖𝑛𝑒 𝑡𝑒𝑟𝑚𝑠, 𝑟𝑒𝑠𝑝𝑒𝑐𝑡𝑖𝑣𝑒𝑙𝑦.

Step 2: Deriving 𝑎𝑛

𝑚π𝑥
To find 𝑎𝑛 we multiply both sides of the Fourier series by cos 𝐿
(where m is an integer) and
integrate over (-L,L):
𝐿 𝐿 ∞
𝑚π𝑥 𝑛π𝑥 𝑛π𝑥 𝑚π𝑥
∫ 𝑓(𝑥)𝑐𝑜𝑠 𝐿
𝑑𝑥 = ∫ (𝐴 + ∑ 𝑎𝑛𝑐𝑜𝑠 𝐿
+ 𝑏𝑛𝑠𝑖𝑛 𝐿
)𝑐𝑜𝑠 𝐿
𝑑𝑥
−𝐿 −𝐿 𝑛=1

Using the orthogonality of sine and cos functions, all terms where n≠𝑚 will integrate to zero leaving
only the term with n=m
𝐿 𝐿
𝑚π𝑥 2 𝑚π𝑥
∫ 𝑓(𝑥)𝑐𝑜𝑠 𝐿
𝑑𝑥 = 𝑎𝑚 ∫ 𝑐𝑜𝑠 𝐿
𝑑𝑥
−𝐿 −𝐿

𝐿
2 𝑚π𝑥
Since ∫ 𝑐𝑜𝑠 𝐿
𝑑𝑥=L
−𝐿

We get
𝐿
𝑚π𝑥
∫ 𝑓(𝑥)𝑐𝑜𝑠 𝐿
𝑑𝑥 = 𝑎𝑚𝐿
−𝐿

𝐿
1 𝑚π𝑥
𝑎𝑚 = 𝐿
∫ 𝑓(𝑥)𝑐𝑜𝑠 𝐿
𝑑𝑥
−𝐿

Thus for any n=1,2,3….

𝐿
1 𝑛π𝑥
𝑎𝑛 = 𝐿
∫ 𝑓(𝑥)𝑐𝑜𝑠 𝐿
𝑑𝑥
−𝐿

Step 3: Deriving 𝑏𝑛
𝑚π𝑥
Similarly to find 𝑏𝑛 we multiply both sides of the fourier series by sin 𝐿
and integrate over (L,-L)

𝐿 𝐿 ∞
𝑚π𝑥 𝑛π𝑥 𝑛π𝑥 𝑚π𝑥
∫ 𝑓(𝑥)𝑠𝑖𝑛 𝐿
𝑑𝑥 = ∫ (𝐴 + ∑ 𝑎𝑛𝑐𝑜𝑠 𝐿
+ 𝑏𝑛𝑠𝑖𝑛 𝐿
)𝑠𝑖𝑛 𝐿
𝑑𝑥
−𝐿 −𝐿 𝑛=1

Again due to the orthogonality of sine and cos functions, all terms where n≠𝑚 will integrate to zero
leaving only the term with n=m
𝐿 𝐿
𝑚π𝑥 2 𝑚π𝑥
∫ 𝑓(𝑥)𝑠𝑖𝑛 𝐿
𝑑𝑥 = 𝑏𝑚 ∫ 𝑠𝑖𝑛 𝐿
𝑑𝑥
−𝐿 −𝐿
 𝐿
2 𝑚π𝑥
Since ∫ 𝑠𝑖𝑛 𝐿
𝑑𝑥=L
−𝐿

We get
𝐿
𝑚π𝑥
∫ 𝑓(𝑥)𝑠𝑖𝑛 𝐿
𝑑𝑥 = 𝑏𝑚𝐿
−𝐿

𝐿
1 𝑚π𝑥
𝑏𝑚 = 𝐿
∫ 𝑓(𝑥)𝑠𝑖𝑛 𝐿
𝑑𝑥
−𝐿

Thus for any n=1,2,3….

𝐿
1 𝑛π𝑥
𝑏𝑛 = 𝐿
∫ 𝑓(𝑥)𝑠𝑖𝑛 𝐿
𝑑𝑥
−𝐿

Final Answer
The Fourier coefficients are given by:
𝐿
1 𝑛π𝑥
𝑎𝑛 = 𝐿
∫ 𝑓(𝑥)𝑐𝑜𝑠 𝐿
𝑑𝑥
−𝐿

𝐿
1 𝑛π𝑥
𝑏𝑛 = 𝐿
∫ 𝑓(𝑥)𝑠𝑖𝑛 𝐿
𝑑𝑥
−𝐿