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MODULE 9: THE METHOD OF GREENS FUNCTIONS

Lecture 3

The Heat Equation

Consider the heat equation


ut 2 u = 0,

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

(1)

x ,

(2)

with the initial condition


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

2 that occurs in the heat equation (1) is not self-

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

w(ut 2 u) u(wt 2 w) is a divergence expression.


Let w(x, t) to be a solution of
wt 2 w = (x )(t ),

, 0 < < T

(6)

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MODULE 9: THE METHOD OF GREENS FUNCTIONS

with the end condition

and the BC

w(x, T ) = 0

(7)


w
w +
= 0.
n

(8)

As before, we obtain from (4)

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)

with the end condition


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.

The method of separation of variables yields

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)

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MODULE 9: THE METHOD OF GREENS FUNCTIONS

Dene the Greens function of this problem by


G(x, t; , 0) =

2
nx
n 2 (n/L)2 t
sin
sin
e
.
L
L
L

(16)

n=1

Then the solution of the IBVP can be expressed in the form

u(x, t) =

G(x, t; , 0)f ()d.

(17)

EXAMPLE 1. Consider the following IBVP:


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)

Integrating by parts, we notice that


)]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)

MODULE 9: THE METHOD OF GREENS FUNCTIONS

2. Use the Greens function method to solve IBVP:


ut = 4uxx , 0 < x < 1, t > 0,
u(0, t) = 0, u(1, t) = 0, t > 0,
u(x, 0) = 1, 0 < x < 1.

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