MA 2930, April 13, 2011 Worksheet 11

1.
Solve the heat equation uxx = 4ut for the following boundary conditions: u(x, 0) = x, 0x5

and (1) u(0, t) = 0 = u(5, t) (2) ux (0, t) = 0 = ux (5, t) (3) u(0, t) = 0 = ux (5, t) (4) ux (0, t) = 0 = u(5, t) (5) u(0, t) = 10, u(5, t) = 30 (6) u(0, t) = 10, ux (5, t) = 30 (7) ux (0, t) = 10, u(5, t) = 30 Why is an obvious one missing from this list? First note when comparing with the standard equation 2 uxx = ut that 2 = 1/4. To nd general solution well use that fact that xpart of the solution has the form X(0) = u(0, t), X(5) = u(5, t) X(x) = c1 cos x + c2 sin x, Thus, for the homogeneous boundary conditions the solutions consists of all those sines or cosines that satisfy the boundary conditions. To nd these its best to draw the graphs of sine and cosine and see which values of the period t the boundary condition. The corresponding t-part of the solution is then completely determined by the coecient (angular frequency) of the x-part and 2 . Thus, (1) u(0, t) = 0 means sines. u(5, t) = 0 means these sines must t an integral multiple of their half-periods in the distance 5. So possible halfperiods are 5/n, n = 1, 2, 3, . . ., and so the general solution is

u(x, t) =
i=1

cn e(

n 2 1 ) ( 4 )t 5

sin(

n )x 5

 n u(x, 0) = x = i=1 sin( 5 )x means cn s can be regarded as the Fourier sine coecients of the odd periodic extension of the function x, 0 x 5. Convince yourself by drawing the graph of the extended function that its half-period is indeed 5.Thus,

cn =

2 5

x sin(
0

n x)dx, 5

n = 1, 2, . . .

an integral you can yourself evaluate (e.g., by parts) Im sure. (2) ux (0, t) = 0 means cosines. ux (5, t) = 0 means these cosines must t an integral multiple of their half-periods in the distance 5. So possible half-periods are 5/n, n = 1, 2, 3, . . ., and so the general solution is

u(x, t) = c0 /2 +
i=1

cn e(

n 2 1 ) ( 4 )t 5

cos(

n )x 5

u(x, 0) = x = cos( n )x means cn s can be thought of as the Fourier i=1 5 cosine coecients of the even periodic extension of the function x, 0 x 5. Convince yourself by drawing the graph of the extended function that its half-period is indeed 5.Thus, 2 cn = 5
5

x cos(
0

n x)dx, 5

n = 0, 1, 2, . . .

(3) u(0, t) = 0 means sines. ux (5, t) = 0 means these sines must t an odd integral multiple of their quarter-periods in the distance 5. (Draw the graph of the sine function to see this.) So possible half-periods are 10/n, n = 1, 3, . . ., and so the general solution is

u(x, t) =
i=1,i odd

cn e( 10 )

n 2 1 ( 4 )t

sin(

n )x = 10

c2k1 e(
k=1

(2k1) 2 1 ) ( 4 )t 10

sin(

(2k 1) )x 10

u(x, 0) = x = sin( n )x means cn s can be regarded as the Fourier sine i=1 10 coecients of the odd periodic extension of the function x, 0 x 10. Convince yourself by drawing the graph of the extended function that its half-period is indeed 10.Thus, cn = 2 10
10

x sin(
0

n x)dx, 10

n = 1, 3, . . .

(4) ux (0, t) = 0 means cosines. u(5, t) = 0 means these cosines must t an odd integral multiple of their quarter-periods in the distance 5. (Draw the graph of the cosine function to see this.) So possible half-periods are 10/n, n = 1, 3, . . ., and so the general solution is

u(x, t) = c0 /2+
i=1,i odd

cn e

( n )2 ( 1 )t 10 4

(2k1) 2 1 n (2k 1) )x cos( )x = c0 /2+ c2k1 e( 10 ) ( 4 )t cos( 10 10 k=1

u(x, 0) = x = cos( n )x means cn s can be regarded as the Fourier cosine i=1 10 coecients of the even periodic extension of the function x, 0 x 10.Thus, cn = 2 10
10

x cos(
0

n x)dx, 10

n = 0, 1, 3, . . .

Now come the non-homogeneous boundary conditions. To deal with nonhomogeneity we use the following trick: write the solution as u(x, t) = v(x) + w(x, t) and transfer the spatial boundary conditions for u(x, t) to v(x). Then, w(x, t) satises the heat equation with the corresponding homogenous conditions. As to v(x) it satises the equation v = 0, so it is always a linear function: v(x) = k1 x + k0 . The values of k1 and k0 are determined by the non-homogeneous boundary conditions. (5) First we know that w(0, t) = 0 = w(5, t). So just as in part (1)

w(x, t) =
i=1

cn e(

n 2 1 ) ( 4 )t 5

sin(

n )x 5

where cn = To nd v(x) 2 5
0

x sin(

n x)dx, 5

n = 1, 2, . . .

v(0) = k0 = 10 and v(5) = 5k1 + 10 = 30, so k1 = 4 So u(x, t) = 4x + 10 + w(x, t)

(6) First we know that w(0, t) = 0 = wx (5, t). So just as in part (3)

w(x, t) =
k=1

c2k1 e(

(2k1) 2 1 ) ( 4 )t 10

sin(

(2k 1) )x 10

where 2 cn = 10 To nd v(x)
0

10

x sin(

n x)dx, 10

n = 1, 3, . . .

v(0) = k0 = 10 and v (5) = k1 = 30 So u(x, t) = 30x + 10 + w(x, t) (7) First we know that wx (0, t) = 0 = w(5, t). So just as in part (4)

w(x, t) = c0 /2 +
k=1

c2k1 e(

(2k1) 2 1 ) ( 4 )t 10

cos(

(2k 1) )x 10

where cn = To nd v(x) 2 10
0

10

x cos(

n x)dx, 10

n = 0, 1, 3, . . .

v (0) = k1 = 10 and v(5) = 10(5) + k0 = 30, so k0 = 20 So u(x, t) = 10x 20 + w(x, t) There is no boundary condition ux (0, t) = 10, ux (5, t) = 30 because these would give conicting values for k1 and no values at all for k0 .