Nonhomogeneous Equations and Nonhomogeneous BCs

• Nonhomogeneous equation

@2 y 2
2@ y
= a + Ax, 0 < x < L, t > 0
@t2 @x2
source terms
external
BC: y(0, t) = y(L, t) = 0, t>0 driving force
@y
IC: y(x, 0) = (x, 0) = 0, 0<x<L
@t
⑤ driven by an external force
n.b. Vibrations of a spring

Solutions: separation of variables

y(x, t) = X(x)T (t) =) XT 00 = a2 X 00 T + AX NOT

separable
Instead, let y(x, t) = Y(x, t) + '(x)
@2 Y 2
2 @ Y + a2 '00 (x) + Ax
=) = a
@t2 @x2
We can choose '(x) such that a24" (X) + AX 0
=

@2 Y 2
2@ Y
then = a
@t2 @x2
8
>
<y(0, t) = Y(0, t) + '(0) = 0
>
>
BCs: >
>
>
:y(L, t) = Y(L, t) + '(L) = 0

Choose BC for 4:410) 0,414) =

0
=

then
10,A E(h, A)
=
0
=

Solution to '(x) is e(x)

a
=

x ( -
x) >

Back to Y
y(x,0) (X,0) 4(x)
=

+
0
=

BCs: Y(0, t) = Y(L, t) = 0

ICs: Y(x, 0) = 0 =) Y(x, 0) = '(x) = -

2x( -

x)

2 6=
2y4,0 6(x,d
= =

0(I))
=

solution y (x,A) I(x,t)

=

((X)
+

2n!" sin(*(cos(at) +x( x)

=

c 2023 I-Fan Lin. All Rights Reserved. 17

 • Nonhomogeneous BCs
@u @2 u
= ↵ 2, 0 < x < L, t > 0
@t @x
8
>
<u(0, t) = T 1
>
BC: >
>
:u(L, t) = T 2

IC: u(x, 0) = f (x), 0<x<L

n.b. Heat conduction in a bar with ends at di↵erent temperatures

Solution: separation of variables

8
> 00 2
<X + X = 0
>
>
>
>
>
:T 0 + 2 ↵T = 0

Apply BCs for X(x): u(0, t) = T 1 =) X(0)T (t) = T 1 =) =10)

Iul
=

Now, let u(x, t) = U(x, t) + '(x)

@U @2 U
=) = ↵ 2 + '00 (x)
@t @x
Choose '(x) such that '00 (x) = 0
@U @2 U
then =↵ 2
@t @x
The solution for '(x) is exx) cx d
=

(T
=

T,)x+T,

From BCs: u(0, t) = T 1 =) W10,A) 410) Ti+

=

set 410) T1, then W10,1) 0

3
=
=

BCs
Set G(H) T2, then 5 12,1)
= =
0

Solve WIX,Al
IC UX, 0)
=>

f(x)
=

W(x,0) 4(x,0)
= -

4(x) f(x)
=
-
4(x)

Wix, 1)
E,)) (f(3)- (T-T1) 3-TiJsin(T3(d3) sinc) eat
=

c 2023 I-Fan Lin. All Rights Reserved. 18

Drill 6.
Solve the boundary value problem.

@2 y @2 y
(1) = 9 , (0 < x < 1, t > 0)
@t2 @x2
y(0, t) = y(1, t) = 0, (t > 0)

y(x, 0) = 0, (0 < x < 1)

@y(x, 0)
= 1, (0 < x < 1)
@t
@2 y @2 y
(2) = 4 , (0 < x < 9, t > 0)
@t2 @x2
y(0, t) = 0, (t > 0)

y(9, t) = 1, (t > 0)

y(x, 0) = 0, (0 < x < 9)

@y(x, 0)
= x, (0 < x < 9)
@t
@2 y @2 y
(3) = 9 , (0 < x < 5, t > 0)
@t2 @x2
y(0, t) = 0, (t > 0)

y(5, t) = 3, (t > 0)

y(x, 0) = 0, (0 < x < 5)

c 2023 I-Fan Lin. All Rights Reserved. 19

Laplace Transform Solution of Initial-Boundary Value Problems
• Unsteady heat equation
@u @2 u
= ↵ 2, x > 0, t > 0
@t @x
8
> 1
< B,
> 0 < t < t0
BC: u(0, t) = >
>
:0, t > t0 B(1
=
-

H(t-Ad] to
-A

IC: u(x, 0) = A, x>0

Z 1
st
Recall L[ f (t)](s) = e f (t)dt
0

Therefore, L[u(x, t)] = U(x, s) (Laplace transform in Al

" # " 2 #
@u @ u
So, L =L ↵ 2
@t @x

2(2) SW(X,s)-U(X,0) SW(X,s)

= =
-

23)= stdt=E(estuix,AdA=UIx,s
:SU(X,5)-A x?
=

ps ps
The solution is U(x, s) = a(s)e ↵x + b(s)e ↵x + A
s

The solution is bounded at x x 0

+

-a(s) 0 =

i.e. W(x,s) bIs) =

*x+As
From BC: u(0, t) = B 1 H(t t0 )

L[u(0, t)] = U(0, s) = BL[1] BL[H(t t0 )] = - etos

:-WIX,s)
(BA Bets] +
=

c 2023 I-Fan Lin. All Rights Reserved. 20

 h ps i !
x
n.b. L 1 1e
s
↵x = erfc p complementary error function
2 ↵t

erfc(3)=
esdis
where

error function:
erf(3) =
I erf((3)=1-erf(3)

15) =

1
shifting theorem

If L[ f (t)] = F(s), then L[eat f (t)] = F(s a).

2/f(A-alH(A-a)) easF(s) =

2 w(x,s) uix, (Aerf (2*ar)

=

1)
=

Berfc(a)] -

HCA-Ao) erfc(2 x ))
+
-

Drill 7.
Use Laplace transform to solve the boundary value problem. Also, solve this problem by Fourier methods
and compare solutions.
@2 y 2
2 @ y,
(1) = a (x > 0, t > 0)
@t2 @x2
y(0, t) = t, (t > 0)

y(x, 0) = 0, (x > 0)
@y(x, 0)
= A, (x > 0), where A is a positive constant.
@t
@2 y 2
2 @ y,
(2) = a (x > 0, t > 0)
@t2 @x2
y(0, t) = t2 , (t > 0)

y(x, 0) = 0, (x > 0)

c 2023 I-Fan Lin. All Rights Reserved. 21

Fourier Transform Solution of Initial-Boundary Value Problems
• Summary of various Fourier transforms

i Fourier transform
Z 1
i!x
F [u(x)] = U(!) = u(x)e dx
1
Z 1
1
F 1 [U(!)] = u(x) = U(!)ei!x d!
2⇡ 1
F [u00 (x)] = !2 U(!)

ii Fourier cosine transform

Z 1
Fc [u(x)] = Uc (!) = u(x) cos(!x)dx
0
Z
2 1
Fc [Uc (!)] = u(x) = Uc (!) cos(!x)d!
⇡ 0
Fc [u00 (x)] = !2 Uc (!) u0 (0)

iii Fourier sine transform

Z 1
F s [u(x)] = U s (!) = u(x) sin(!x)dx
0
Z 1
1 [U(!)] 2
F = u(x) = U s (!) sin(!x)d!
⇡ 0
F s [u00 (x)] = !2 U s (!) + !u(0)

-
e.g. unsteady heat conduction in an infinite bar:

@u @2 u
= ↵ 2, 1 < x < 1, t > 0
@t @x
with IC: u(x, 0) = f (x), 1<x<1

@U(!, t)
Use Fourier transform in x =) = ↵!2 U(!, t)
@t

Solution: U(!, t) = A(!)e !2 ↵t

What is A(!)?

F3u(x,0 W(w,0) F3f(x) F(w)

=

= =

:: A(W) F(W)
=

i.e. solution is (w,A)= F(w)e-wt

Now, invert U(!, t) to u(x, t)
Z 1 Z 1
1 [U(!, 1 i!x 1 !2 ↵t i!x
u(x, t) = F t)] = U(!, t)e d! = F(!)e e d!
2⇡ 1 2⇡ 1

En Sw
=

=
- ()-file 3d] ewteiwe in
du

-()-ofiseiwis-xe-ward) w
c 2023 I-Fan Lin. All Rights Reserved. 22
Or we can use convolution theorem. use, 1) FY WIW, el 3:FE FlwewA}
=

F [g(x) ⇤ f (x)] = G(!)F(!)

1 [G(!)] 1 [e !2 ↵t ] 1 x2
Now g(x) = F =F = p e 4↵t
2 ⇡↵t
Z 1 Z 1
1 [G(!)F(!)] 1 x2
Therefore, u(x, t) = F = g(x) ⇤ f (x) = g(⇠) f (x ⇠)d⇠ = p e 4↵t f (x ⇠)d⇠
1 2 ⇡↵t ⇠= 1

B
e.g. unsteady heat conduction in a semi-infinite bar

@u @2 u
= ↵ 2, 0 < x < 1, t > 0
@t @x
⑧ t) = 0,
with BC: u(o, t>0

and IC: u(x, 0) = f (x), x>0

Use Fourier sine transform

" # " 2 #
@u @ u
Fs = ↵F s
@t @x2
>O. BC

sIW,A)
->
= -

xWsIW, A) +<WUlo,Al

Solution: U s (!, t) = A(!)e ↵!2 t

What is A(!)?

IC: u(x,0) f(x)

=

=>

Fs)ux,0) Ws (W,0) Fshf(x) Fs() =

=
=

Alw)= Fs (W
=>

WA
Solution:WsIW, A Fs(w) x
=

Invert 5s(W, Al ->

vix, 1)
Fsuetsinwesdu
=

o((f13sinwid] ext
-

sin was de

c 2023 I-Fan Lin. All Rights Reserved. 23

Drill 8.
Use appropriate Fourier transform to solve the boundary value problem.

(1) r2 u = 0, (0 < x < ⇡, y > 0)

u(0, y) = u(⇡, y) = 0, (y > 0)

u(x, 0) = B sin(x), (0 < x < ⇡), where B is a constant.

(2) r2 u = 0, (0 < x < ⇡, 0 < y < 2)

u(0, y) = 0, (0 < y < 2)

u(⇡, y) = 4, (0 < y < 2)

@u(x, 0)
= u(x, 2) = 0, (0 < x < ⇡).
@y

c 2023 I-Fan Lin. All Rights Reserved. 24