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Lecture 3

ut 2 u = 0,

(x, t) Q = (0, T ],

(1)

x ,

(2)

u(x, 0) = f (x),

and the BC

u +

u

= B(x, t),

n

0 < t T.

(3)

The above problem can be treated in the same way as the wave equation discussed in the

previous lecture. Let Q be a cylindrical region in (x, t)-space obtained by extending the

region parallel to itself from t = 0 to t = T (cf. Fig. 9.1). The lateral boundary of Q

is denoted by Qx . The two caps of the cylinder, which are portions of the planes t = 0

and t = T , are denoted by Q0 and QT , respectively.

The boundary conditions for u(x, t) are assigned on Qx . The exterior unit normal n

to Q has the form n = (nx , 0) on Qx , where nx is the exterior unit normal to . On

Q0 , n has the form n = (0, 1), and on QT , it has the form n = (0, 1).

As consequence of the divergence theorem, we have the following integral equation

[ (

)

(

)]

w ut 2 u u wt 2 w dx

(4)

Q

(

)

wu + uw, wu dx

=

Q

(

)

u

w

uwdx

uwdx,

=

w

+u

ds +

n

n

Qx

QT

Q0

(5)

= (, ) is the gradient operator in space-time.

where

t

Observe that the operator

adjoint as was the case in the of the Laplace and wave equations. The adjoint operator

of

2 is given as t

2 . With this choice for the adjoint operator we nd that

Let w(x, t) to be a solution of

wt 2 w = (x )(t ),

, 0 < < T

(6)

14

and the BC

w(x, T ) = 0

(7)

w

w +

= 0.

n

(8)

u(, ) =

f Gdx

S1

Q0

1 G

B

ds +

n

S2 S3

1

BGds,

(9)

where we have set w(x, t) = G(x, t; , ). G(x, t; , ) is the Greens func- function for

the initial and boundary value problem (1)-(3). Thus the Greens function G(x, t; , )

satises the equation

Gt 2 G = (x )(t ),

x, , t, < T, > 0

(10)

G(x, T ; , ) = 0

and the BC

G

G +

= 0,

n

(11)

t < T.

(12)

The equation (10) satised by the Greens function G is a backward heat equation. Since

the problem for the Greens function is to be solved backwards in time, the initial and

boundary value problem (10)-(12) for G is well posed. Once G is determined then all

the terms on the right side of (9) are known and the solution u(x, t) of the initial and

boundary value problem (1)-(3) is completely determined.

Consider the following IBVP:

ut = 2 uxx , 0 < x < L, t > 0,

(13)

u(0, t) = 0, u(L, t) = 0,

(14)

u(x, 0) = f (x),

t>0

0 < x < L.

nx

L

n=1

]

}

{[ L

n 2 (n/L)2 t

nx

2

f () sin

e

sin

=

L 0

L

L

n=1

[

]

L

2

nx

n 2 (n/L)2 t

=

f ()

sin

sin

e

d.

L

L

L

0

u(x, t) =

cn e

2 (n/L)2 t

n=1

sin

(15)

15

G(x, t; , 0) =

2

nx

n 2 (n/L)2 t

sin

sin

e

.

L

L

L

(16)

n=1

u(x, t) =

(17)

ut = uxx , 0 < x < 1, t > 0,

u(0, t) = 0, u(1, t) = 0, t > 0

u(x, 0) = x, 0 < x < 1.

Solution. Here 2 = 1, L = 1 and f (x) = x. So

G(x, t; , 0) =

2 sin(nx) sin(n)en

2 2 t

(18)

n=1

Thus,

u(x, t) =

=

G(x, t; , 0)d

0

n=1

[

2 sin(nx)

(19)

]

sin(n)d en

2 2 t

(20)

)]1 1

[ (

1

1

1

+

cos(n)

cos(n)d = (1)n+1 .

n

n

0 n

0

Thus, the solution is given by

u(x, t) =

2 [

2 2

(1)n+1 en t sin(nx).

n

n=1

Practice Problems

1. Use the Greens function method to solve IBVP:

ut = uxx , 0 < x < 1, t > 0,

ux (0, t) = 0, ux (1, t) = 0,

u(x, 0) = x, 0 < x < 1.

t > 0,

(21)

ut = 4uxx , 0 < x < 1, t > 0,

u(0, t) = 0, u(1, t) = 0, t > 0,

u(x, 0) = 1, 0 < x < 1.

16

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