IVP for Heat Equation

Solve
u
= c 2 u at all points (x, y ) D and t 0
t
u(x, y , t) = 0 for (x, y ) D
u(x, y , 0) = h(x, y )

UCSB Mathematics Heat Equation in Two Dimensions November 23, 2016 1 / 12

Plan / Strategy
Step 1: Solve

u
= c 2 u on D


t

u(x, y , t) = 0 on D
This system is homogeneous and linear, so were going to
try separation of variables and superposition.

Step 2: Satisfy the initial condition

u(x, y , 0) = h(x, y )
using Fourier analysis.
UCSB Mathematics Heat Equation in Two Dimensions November 23, 2016 2 / 12
Today: A Simple Region D
D = (x, y ) R2 : 0 x a, 0 y b


y
u(x, b, t) = 0
b

u(0, y , t) = 0 u(a, y , t) = 0

u(x, 0, t) = 0 a x

Dirichlet Boundary Conditions

UCSB Mathematics Heat Equation in Two Dimensions November 23, 2016 3 / 12
Separation of Variables (two-step!)
Step 1: Let
u(x, y , t) = f (x, y )g (t)
Then
g 0 (t) 2f 2f
 
1
= + = .
c 2 g (t) f (x, y ) x 2 y 2

That is,
g 0 (t) = c 2 g (t) an old friend, and
f = f the Helmholtz equation.

UCSB Mathematics Heat Equation in Two Dimensions November 23, 2016 4 / 12

Separation of Variables (two-step!)
Step 2: Let
f (x, y ) = A(x)B(y )
in
2f 2f
+ = f (x, y ).
x 2 y 2
Then
A00 (x) B 00 (y ) A00 (x) B 00 (y )
+ = or = = .
A(x) B(y ) A(x) B(y )

That is, Helmholtz reduces to two ODEs: ( + = )

A00 (x) = A(x) and B 00 (y ) = B(y ).
UCSB Mathematics Heat Equation in Two Dimensions November 23, 2016 5 / 12
Solve the ODEs / IVPs
So
we want to solve
00
00
A (x) = A(x)
B (y ) = B(y )

A(0) = 0 B(0) = 0 g 0 (t) = c 2 g (t).

A(a) = 0 B(b) = 0

Solutions:
mx m 2



A(x) = sin a where = a , m = 1, 2, 3, . . .
ny n 2



B(y ) = sin b where = b , n = 1, 2, 3, . . .
c 2 t
g (t) = e and remember = + .
UCSB Mathematics Heat Equation in Two Dimensions November 23, 2016 6 / 12
A Solution
So one solution to the heat equation IVP
u
= c 2 u at all points in the rectangle D
t
u(0, y , t) = 0
u(a, y , t) = 0
u(x, 0, t) = 0
u(x, b, t) = 0
is
2
[( m 2 n 2
um,n (x, y , t) = e c a ) +( b ) ]t mx ny



sin a sin b .
UCSB Mathematics Heat Equation in Two Dimensions November 23, 2016 7 / 12
A General Solution
Since that um,n (x, y , t) was a solution for any positive
integers m and n, a reasonable suspicion is that a general
solution is

2 m 2 n 2
X
bm,n e c [( a ) +( b ) ]t sin mx ny



u(x, y , t) = a sin b .
m,n=1

Question: How do we find the constants bm,n ?

X
mx ny



u(x, y , 0) = bm,n sin a sin b = h(x, y ).
m,n=1

UCSB Mathematics Heat Equation in Two Dimensions November 23, 2016 8 / 12

Double Fourier Sine Series of h
Step 1: Fix y ; find the Fourier Sine Series of h(x, y ) in x:
X
bm (y ) sin mx


h(x, y ) = a
m=1
where Z a
2 mx


bm (y ) = h(x, y ) sin a dx.
a 0

Step 2: Find the Fourier Sine Series of bm (y ):

X
bm,n sin ny


bm (y ) = b
n=1
UCSB Mathematics Heat Equation in Two Dimensions November 23, 2016 9 / 12
. . . continued
. . . where
Z b
2 ny


bm,n = bm (y ) sin b dy .
b 0

Step 3: Put it all together to find that

Z bZ a
4 ny
h(x, y ) sin mx



bm,n = a sin b dx dy .
ab 0 0

UCSB Mathematics Heat Equation in Two Dimensions November 23, 2016 10 / 12

Example 1
Solve
u


= 32 u on the rectangle D = [0, ] [0, ]

t
u(x, y , t) = 0 for (x, y ) D


u(x, y , 0) = 5 sin(x) sin(2y ) + 3 sin(x) sin(7y ) 2 sin(3x) sin(2y ).

Answer:

2
+n2 )t
X
u(x, y , t) = bm,n e 9(m sin(mx) sin(ny )
m,n=1

= 5e 45t sin(x) sin(2y ) + 3e 450t sin(x) sin(7y ) 2e 117t sin(3x) sin(2y ).

UCSB Mathematics Heat Equation in Two Dimensions November 23, 2016 11 / 12

Example 2
Solve
u

= u on the rectangle D = [0, ] [0, ]

t
u(x, y , t) = 0 for (x, y ) D


u(x, y , 0) = (x x 2 )(y y 2 ).

Hint: The Fourier sine series of x x 2 is

X 8
x x 2 = sin(kx).
k 3
k odd

Answer:
X 64 2
+n2 )t
u(x, y , t) = e (m sin(mx) sin(ny ).
m3 n3 2
m,n odd

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