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Separation of variables is one of the oldest technique for solving initial-boundary value

problems (IBVP) and applies to problems, where

where X(x) is some function of x and T (t) in some function of t. The solutions are simple

because any temperature u(x, t) of this form will retain its basic “shape” for diﬀerent

values of time t. The separation of variables reduced the problem of solving the PDE

to solving the two ODEs: One second order ODE involving the independent variable x

and one ﬁrst order ODE involving t. These ODEs are then solved using given initial and

boundary conditions.

To illustrate this method, let us apply to a speciﬁc problem. Consider the following

IBVP:

BC: u(0, t) = 0 u(L, t) = 0, 0 < t < ∞, (2)

IC: u(x, 0) = f (x), 0 ≤ x ≤ L. (3)

Step 1:(Reducing to the ODEs) Assume that equation (1) has solutions of the form

Now, substituting these expression into ut = α2 uxx and separating variables, we obtain

T ′ (t) X ′′ (x)

⇒ = .

α2 T (t) X(x)

MODULE 5: HEAT EQUATION 12

Since a function of t can equal a function of x only when both functions are constant.

Thus,

T ′ (t) X ′′ (x)

= =c

α2 T (t) X(x)

for some constant c. This leads to the following two ODEs:

X ′′ (x) − cX(x) = 0. (5)

Thus, the problem of solving the PDE (1) is now reduced to solving the two ODEs.

Since the product solutions u(x, t) = X(x)T (t) are to satisfy the BC (2), we have

Thus, either T (t) = 0 for all t > 0, which implies that u(x, t) = 0, or X(0) = X(L) = 0.

Ignoring the trivial solution u(x, t) = 0, we combine the boundary conditions X(0) =

X(L) = 0 with the diﬀerential equation for X in (5) to obtain the BVP:

There are three cases: c < 0, c > 0, c = 0 which will be discussed below. It is convenient

to set c = −λ2 when c < 0 and c = λ2 when c > 0, for some constant λ > 0.

Case 1. (c = λ2 > 0 for some λ > 0). In this case, a general solution to the diﬀerential

equation (5) is

X(0) = 0, X(L) = 0 to have

X(0) = C1 + C2 = 0, (7)

X(L) = C1 eλL + C2 e−λL = 0. (8)

From the ﬁrst equation, it follows that C2 = −C1 . The second equation leads to

C1 (eλL − e−λL ) = 0,

⇒ C1 (e2λL − 1) = 0,

⇒ C1 = 0.

MODULE 5: HEAT EQUATION 13

X(x) = 0 and this implies u(x, t) = 0 i.e., there is no nontrivial solution to (5) for the

case c > 0.

The general solution solution to (5) is given by

X(x) = C3 + C4 x.

Thus, there is no nontrivial solution to (5) for c = 0.

C5 = 0,

C5 cos(λL) + C6 sin(λL) = 0.

C6 = 0. Now

sin(λL) = 0 =⇒ λL = nπ, n = 0, ±1, ±2, . . . .

nπ

λL = nπ or λ = , n = 1, 2, 3, . . . .

L

Here, we exclude n = 0, since it makes c = 0. Therefore, the nontrivial solutions (eigen-

functions) Xn corresponding to the eigenvalue c = −λ2 are given by

nπx

Xn (x) = an sin( ), (9)

L

where an ’s are arbitrary constants.

Let us consider solving equation (4). The general solution to (4) with c = −λ2 = ( nπ

L )

2

is

Tn (t) = bn e−α

2 ( nπ )2 t

L .

MODULE 5: HEAT EQUATION 14

Combing this with (9), the product solution u(x, t) = X(x)T (t) becomes

nπx

)bn e−α ( L ) t

2 nπ 2

un (x, t) := Xn (x)Tn (t) = an sin(

L

−α2 ( nπ ) 2t nπx

= cn e L sin( ), n = 1, 2, 3, . . . ,

L

where cn is an arbitrary constant.

principle gives

∞

∑ ∞

∑ nπx

cn e−α

2 ( nπ )2 t

u(x, t) = un (x, t) = L sin( ), (10)

L

n=1 n=1

which will be a solution to (1)-(3), provided the inﬁnite series has the proper convergence

behavior.

∞

∑ ( nπx )

u(x, 0) = cn sin = f (x), 0 < x < L.

L

n=1

∞

∑ ( nπx )

f (x) = cn sin , (11)

L

n=1

which is called a Fourier sine series (FSS) with cn ’s are given by the formula

∫

2 L nπx

cn = f (x) sin( )dx. (12)

L 0 L

Then the inﬁnite series (10) with the coeﬃcients cn given by (12) is a solution to the

problem (1)-(3).

EXAMPLE 1. Find the solution to the following IBVP:

u(0, t) = u(π, t) = 0, 0 < t < ∞, (14)

u(x, 0) = 3 sin 2x − 6 sin 5x, 0 ≤ x ≤ π. (15)

Solution. Comparing (13) with (1), we notice that α2 = 3 and L = π. Using formula

(10), we write a solution u(x, t) as

∞

∑

cn e−3n t sin(nx).

2

u(x, t) =

n=1

MODULE 5: HEAT EQUATION 15

∞

∑

u(x, 0) = 3 sin 2x − 6 sin 5x = cn sin(nx).

n=1

c2 = 3 and c5 = −6,

and the remaining cn ’s are zero. Hence, the solution to the problem (13)-(15) is

2 2

Practice Problems

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

u(x, 0) = (1 − x)x, 0 < x < 1.

ux (0, t) = ux (π, t) = 0, t > 0,

u(x, 0) = 1 − sin x, 0 < x < π.

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