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c Anthony Peirce.
Introductory lecture notes on Partial Differential Equations - °
Not to be copied, used, or revised without explicit written permission from the copyright owner.

Lecture 29: The heat equation with Robin BC

(Compiled 3 March 2014)

In this lecture we demonstrate the use of the Sturm-Liouville eigenfunctions in the solution of the heat equation. We first
discuss the expansion of an arbitrary function f (x) in terms of the eigenfunctions {φn (x)} associated with the Robins
boundary conditions. This is a generalization of the Fourier Series approach and entails establishing the appropriate
normalizing factors for these eigenfunctions. We then uses the new generalized Fourier Series to determine a solution to
the heat equation when subject to Robins boundary conditions.

Key Concepts: Eigenvalue Problems, Sturm-Liouville Boundary Value Problems; Robin Boundary conditions.
Reference Section: Boyce and Di Prima Section 11.1 and 11.2

29 Solving the heat equation with Robin BC
29.1 Expansion in Robin Eigenfunctions
In this subsection we consider a Robin problem in which ` = 1, h1 → ∞, and h2 = 1, which is a Case III problem

2

tan(µ l) & (µ(h1+h2))/(µ −h1h2)

as considered in lecture 30. In particular:

φ00 + µ2 φ = 0
φ(0) = 0, φ0 (1) = −φ(1)


¾
=⇒

φn = sin(µn x),
tan(µ
n¢) =
£¡
¤ −µn

µn ∼ 2n+1
π
as n → ∞
2

Case III: h1−>∞ and h2 nonzero
4
2
0
−2
−4

0

2

4

6

µ

Assume that we can expand f (x) in terms of φn (x):
f (x) =


X

cn φn (x)

(29.1)

n−1

Z1

Z1

£
¤2
φn (x) dx

(29.2)

¤

= cn 1 + cos2 µn
2

(29.3)

f (x) sin(µn x) dx = cn
0

0

Therefore
2
cn =
[1 + cos2 µn ]

Z1
f (x) sin(µn x) dx.
0

(29.4)

9) u(x.12) . t) = 1 0<x<1 (29.6) µ2n [1 + ∞ X f (x) = 4 sin µn sin(µn x) 2 [1 + cos2 µ ] µ n n=1 n (29.7) 29. t) at various times Figure 1. t) ut = α2 uxx u(0. t) + u(1.5) = 2 sinµ2µn . (29.2 Solving the Heat Equation with Robin BC (b) Solution profiles u(x.8) ux (1.11) (29.10) Look for a steady state solution v(x) v 00 (x) = 0 v(0) = 1 v 0 (1) + v(1) = 0 v = Ax + B v(0) = B = 1 ¾ v 0 (x) = A v 0 (1) + v(1) = A + (A + 1) = 0 A = −1/2 (29. t) = 0 (29. Left: Initial and boundary conditions. 0) = f (x).2 If f (x) = x then R1 x sin(µn x) dx = 0 = but − µn cos µn = sin µn = ¯1 R1 ¯ n x) − cos(µ − x¯ + µ1n cos µn x dx µn 0 ¯1 0 cos(µn ) sin µn x ¯ − µn + µ2 ¯ n 0 sin µn −µn cos µn µ2n (29. Right:Solution profiles u(x. n Therefore cn = 4 sin µn cos2 µn ] (29.

13) Now let u(x.20) n=1 2 ⇒ cn = [1 + cos2 µn ] Z1 [f (x) − v(x)] sin(µn x) dx (29. Xn (x) = sin(µn x) ∞ X 2 2 w(x.14) (29. t) ⇒ ⇒ wx (1.18) (29. t) 00 ut = wt = α2 (v% +wxx ) ⇒ wt = α2 wxx 1 = u(0.22) .Sturm-Liouville Two-Point Boundary Value problems 3 Therefore v(x) = 1 − x/2. (29. 0) = f (x) − v(x). Let w(x. 2 n=1 (29. t) = X(x)T (t) T˙ (t) X 00 = = −µ2 α2 T (t) X T (t) = ce−α X 00 + µ2 X = 0 X(0) = 0 X 0 (1) + X(1) = 0 ¾ 2 µ2 t The µn are solutions of the transcendental equation: tan µn = −µn . t) = {v 0 (1)+ % v(1)} f (x) = u(x. 0) +wx (1.16) (29. t) + w(1. t) = cn e−α µn t sin(µn x) (29. t) = 0 0 = ux (1.17) (29.21) 0 ∞ u(x. t) = 1 + w(0. t) = 0 w(x. t) + w(1. t) = v(x) + w(x. 0) = ∞ X cn sin(µn x) (29. t) + u(1. t) = 1 − 2 2 x X + cn e−α µn t sin(µn x). 0) = v(x) + w(x. t) = v(0) + w(0.15) (29. t) ⇒ w(0.19) n=1 where f (x) − v(x) = w(x.