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# A Study of an Analytic Solution of 1D Heat equation

Contents

1 INTRODUCTION 1

## SOLUTION OF HEAT EQUATION . . . . . . . . . . . . . . . . . . . 17

3.2 PROBLEMS . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 20

i
Abstract

Chapter 1

INTRODUCTION

## A differential equation is a mathematical equation that relates some function

with its derivatives. In applications, the functions usually represent physical quantities,

the derivatives represent their rates of change, and the equation defines a relationship

between the two. Because such relations are extremely common, differential equations

play a prominent role in many disciplines including engineering, physics, economics, and

biology. In pure mathematics, differential equations are studied from several different

perspectives, mostly concerned with their solutionsthe set of functions that satisfy the

equation. Only the simplest differential equations are solvable by explicit formulas;

## without finding their exact form.

If a closed-form expression for the solution is not available, the solution may be

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numerically approximated using computers. The theory of dynamical systems puts

## emphasis on qualitative analysis of systems described by differential equations, while

many numerical methods have been developed to determine solutions with a given

degree of accuracy

## 1.2 HISTORY OF DIFFERENTIAL EQUATION

Differential equations first came into existence with the invention of calculus

by Newton and Leibniz. Isaac Newton listed three kinds of differential equations

dy
= f (x)
dx
dy
= f (x, y)
dx
∂y ∂y
x1 + x2 =y
∂x1 ∂x2

He solves these examples and others using infinite series and discusses the non-

## in 1695. This is an ordinary differential equation of the form

y ′ + P (x)y = Q(x)y n

## for which the following year Leibniz obtained solutions by simplifying it

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1.3 PARTIAL DIFFERENTIAL EQUATION

## Partial differential equations (PDE’s) are equations that involve rates of

change with respect to continuous variables. For example, the position of a rigid body

is specified by six parameters,[1] but the configuration of a fluid is given by the con-

## tinuous distribution of several parameters, such as the temperature, pressure, and so

forth. The dynamics for the rigid body take place in a finite-dimensional configuration

space; the dynamics for the fluid occur in an infinite-dimensional configuration space.

This distinction usually makes PDE’s much harder to solve than ordinary differential

equations (ODE’s), but here again, there will be simple solutions for linear problems.

Classic domains where PDE’s are used include acoustics, fluid dynamics, electrody-

namics, and heat transfer. A partial differential equation (PDE) for the function u(x1,

## xn) is an equation of the form

∂ 2u ∂ 2u
 
∂u ∂u
f x1 , . . . xn ; u, ,... ; ,... ... =0
∂x1 ∂xn ∂x1 ∂x1 ∂x1 ∂xn

If f is a linear function of u and its derivatives, then the PDE is called linear. Common

examples of linear PDE’s include the heat equation, the wave equation, Laplace’s equa-

## tion, Helmholtz equation, KleinGordon equation, and Poisson’s equation. A relatively

simple PDE is

∂u
(x, y) = 0
∂x

This relation implies that the function u(x,y) is independent of x. However, the equa-

tion gives no information on the function’s dependence on the variable y. Hence the

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general solution of this equation is

du
(x) = 0
dx

## which has the solution u(x)=c, u(x)=c

where c is any constant value. These two examples illustrate that general solutions

## of PDE’s involve arbitrary functions. A solution of a PDE is generally not unique;

additional conditions must generally be specified on the boundary of the region where

the solution is defined. For instance, in the simple example above, the function f(y)

## Existence and uniqueness: Although the issue of existence and uniqueness of

solutions of ordinary differential equations has a very satisfactory answer with the

PicardLindelof theorem, that is far from the case for partial differential equations. The

CauchyKowalevski theorem states that the Cauchy problem for any partial differential

equation whose coefficients are analytic in the unknown function and its derivatives,

has a locally unique analytic solution. Although this result might appear to settle the

existence and uniqueness of solutions, there are examples of linear partial differential

equations whose coefficients have derivatives of all orders (which are nevertheless not

analytic) but which have no solutions at all: see Lewy (1957). Even if the solution of a

partial differential equation exists and is unique, it may nevertheless have undesirable

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properties. The mathematical study of these questions is usually in the more powerful

∂ 2u ∂ 2u
+ =0
∂x2 ∂y 2

## Classification: Some linear, second-order partial differential equations can be classi-

fied as parabolic, hyperbolic and elliptic. Others, such as the EulerTricomi equation,

have different types in different regions. The classification provides a guide to appro-

priate initial and boundary conditions and to the smoothness of the solutions.

Equations of first order: Linear equations of second order Assuming uxy = uyx

the general linear second-order PDE in two independent variables has the form

## Auxx + 2Buxy + Cuyy + · · · (lower order terms) = 0

where the coefficients A, B, C... may depend upon x and y. If A2 + B 2 + C 2 > 0 over a

region of the xy-plane, the PDE is second-order in that region. This form is analogous

## to the equation for a conic section:

Ax2 + 2Bxy + Cy 2 + · · · = 0

More precisely, replacing x by X, and likewise for other variables (formally this is done

## by a Fourier transform), converts a constant-coefficient PDE into a polynomial of the

same degree, with the top degree (a homogeneous polynomial, here a quadratic form)

## being most significant for the classification.

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Equation of second order: Just as one classifies conic sections and quadratic forms

into parabolic, hyperbolic, and elliptic based on the discriminant B 2 − 4AC , the

same can be done for a second-order PDE at a given point. However, the discrim-

## inant in a PDE is given by B 2 − AC due to the convention of the xy term being

2B rather than B; formally, the discriminant (of the associated quadratic form) is

(2B)2 − 4AC = 4(B 2 − AC) , with the factor of 4 dropped for simplicity. B 2 − AC < 0

## Elliptic partial differential equation: Solutions of elliptic PDE’s are as smooth as

the coefficients allow, within the interior of the region where the equation and solutions

are defined. For example, solutions of Laplace’s equation are analytic within the do-

main where they are defined, but solutions may assume boundary values that are not

smooth. The motion of a fluid at subsonic speeds can be approximated with elliptic

## Parabolic partial differential equation: Equations that are parabolic at every

point can be transformed into a form analogous to the heat equation by a change of in-

dependent variables. Solutions smooth out as the transformed time variable increases.

The EulerTricomi equation has parabolic type on the line where x = 0. B 2 − AC > 0

## continuities of functions or derivatives in the initial data. An example is the wave

equation. The motion of a fluid at supersonic speeds can be approximated with hyper-

bolic PDE’s, and the EulerTricomi equation is hyperbolic where x > 0. If there are

## n independent variables x1 , x2 , . . . , xn , a general linear partial differential equation of

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second order has the form

n X
n
X ∂ 2u
Lu = ai,j plus lower-order terms = 0
i=1 j=1
∂xi ∂xj

The classification depends upon the signature of the eigenvalues of the coefficient matrix

ai,j

## Elliptic:The eigenvalues are all positive or all negative.

Parabolic:The eigenvalues are all positive or all negative, save one that is zero.

Hyperbolic:There is only one negative eigenvalue and all the rest are positive, or there

is only one positive eigenvalue and all the rest are negative.

Ultra hyperbolic:There is more than one positive eigenvalue and more than one

negative eigenvalue, and there are no zero eigenvalues. There is only a limited theory

## for ultra hyperbolic equations (Courant and Hilbert, 1962).

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Chapter 2

DERIVATION OF HEAT
EQUATION

## 2.1 FROM FOURIER’s LAW

The heat equation is derived from Fourier’s law and conservation of en-

ergy(cannon 1984). By Fourier’s law, rate of flow of heat energy per unit area through

## a surface is proportional to the negative temperature gradient across the surface

q = −k∆u

where k is the thermal conductivity and u is the temperature. In one dimension, the

## gradient is an ordinary spatial derivatives, and so Fourier’s law is

∂u
q = −k
∂x

In the absence of work done , a change in internal energy per unit volume in the

## material ∆Q is propostional to the change in temperature ∆u (In this section only ∆

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is the ordinary difference operator with respect to time , not the laplacian with respect

to space) That is

∆Q = cp ρ

∆u where cp is the specific heat capacity and ρ is the mass density of the material.

∆Q = cp ρu

## x − ∆x ≤ ξ ≤ x + ∆x over the time period t − ∆t ≤ τ ≤ t + ∆t is given by

x+∆x t+∆t x+∆x
∂u
Z Z Z
cp ρ [u(ξt + ∆t) − u(ξt + ∆t)]dη = k dξdτ
x−∆x t−∆t x−∆x ∂τ

where the fundamental theorem of calculus was used.If no work is done and there are

neither heat sources nor sinks is accounted for entirely in the interval [x−∆x, x+∆x] is

## accounted for the entirely boundaries. By Fourier law, this is

t+∆t   Z t+∆t Z x+∆x 2
∂u ∂u ∂ u
Z
k (x + ∆x, τ ) − (x − ∆x, τ )dτ = k 2
dξdτ
t−∆t ∂t ∂t t−∆t x−∆x ∂ξ

## Again fundamental theorem of calculus. By conservation of energy

Z t+∆t Z x+∆x
[cp ρ − kuξξ ]dξdτ = 0
t−∆t x−∆x

This is true for any rectangle [t − ∆t, t + ∆t] × [x − ∆x, x + ∆x] By the fundamental

## which can be rewritten as

k ∂u k ∂ 2u
ut = uxx or =
cp ρ ∂t cp ρ ∂x2

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which is the heat equation, where the coefficient(often denoted α ) α = k/cp ρ is called

thermal diffusivity. An additional term may be introduced into the equation to account

for radiative loss of heat which depends upon the excess temperature u = T → Ts at a

given point compound with the surrounding. At low excess temperature the radiative

## loss is approximately µu , giving a one dimensional heat transfer equation

∂u k ∂ 2u
= − µu
∂t cp ρ ∂x2

At high excess temperature, however the Stefan-Boltzmann law gives a net radiative

heat loss proportional to T 4 −Ts4 , and the above equation is inaccurate.For large excess

form

∂u ∂ 2u
= α( 2 ) − mu4
∂t ∂x

## where m = ǫσp/ρAcp .Here σ is Stefan’s constant , ǫ is a characteristics constant of

a material, p is the sectional perimeter of the bar and A is its cross sectional area.

## However ,using T instead of u gives a better approximation in this case

USING A ROD CASE: Heat is the energy transferred from one body to another

due to a difference in temperature (better) heat is the kinetic energy of the molecule

that compose the material. Consider a long uniform tube surrounded by an insulating

material like stir form along its length, so that can flow in and only from its two ends

There are two physical principle principle governing the motion of heat

(a) The total heat energy H contained in a uniform homogeneous body is related to

## its temperature T and mass in the following simple way

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H = ks M T

where ks is the specific heat capacity of the material (a measurable constant specific

to the material from with the body is made). More generally, in a situation for which

## neither the temperature nor the density of the material is constant

Z
H(t) = ks ρ(x)T (x, t)dx − − − − − − − − − − − − − (1)
v

(b) The rate of heat transfer across a portion S of the boundary of a region R of the

body is proportional directional derivatives of T across the boundary and the area of

constant

Z
Heat f lux across S = σ ∇T.nds − − − − − − − − − − − −(2)
s

Where n = n(x) is the direction normal to the surface of constant at the point x, and

σ is another specific to the material from with the body is constructed σ is called

## Heat conductivity constant. Applying Gauss’s Divergence theorem to (2) we have

R
Heat f lux entering or leaving a region = σ R
∇.∇T dx − − − − − − − − − −(3)

This should be the total rate at which heat at which heat enter or leaves the region

R,which in turn should correspond to the rate of change of the total amount of heat

## energy contained in the region:

dH ∂T
Z
= ks ρ dx − − − − − − − − − − − − − − − −(4)
dT R ∂t

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Equating (3) and (4) we obtain

∂T
Z Z
σ ∇.∇T dx = ks ρ dx
R R ∂t

Since the region R can be chosen arbitrarily , the two integrand must coincide at every

## point of the body . We thus obtain the heat equation

ρks ∂T
∇2 T − =0
σ ∂t

In such situations we can assume that the temperature really depends on the position

## x along the length of heat pipe. Then

∂ 2T ∂ 2T ∂ 2T ∂ 2T
∇2 T ≡ + + ≈
∂x2 ∂y 2 ∂z 2 ∂x2

## And the heat equation reduce to 2-dimensional PDE of the form

∂T ∂ 2T
− α2 2 = 0 − − − −(5)
∂t ∂x r
ρks
where, α =
σ

σ
(replacing the ratio ρks
) by α2 will prove convenient later on.

or We will now derive the heat equation with the heat equation with an external source

## • The rod is made of a homogeneous material

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• The rod is literally insulated ,so that heat flows only in the x-direction

• The rod is sufficiently thin so that the temperature within particular cross section

is constant

These last two assumptions are used to allow us to treat the problem as one-dimensional.

As we will see the first assumptions is not absolutely necessary , but it does simplify

## certain solution technique . From the principal of conservation of energy , it follows

that the heat within segment of the rod [x, x + ∆x] satisfies the following

Net changes inside [x, x + ∆x] = Net inward flux across boundaries + Total heat gen-

## The total amount of heat, in calories, in any segment [a,b] is given by

Z b
cρAu(s, t)ds
a

where c is the thermal capacity of the rod (also known as specific heat ) ρ is the density

of the rod, and A is the cross sectional area of the rod.In view of our assumptions c , ρ

and A are constants. Also, recall that the flux from the left to right at x = a is given

by −kux (a, t) , where k is the thermal conductivity of the rod. Putting all these facts

## together, we can translate the conservation relation into the equation

Z x+∆x Z x+∆x
cρA ut (s, t)ds = kA[ux (x + ∆x, t) − ut (x, t) + A f (s, t)ds
x x

where f (x, t) is the amount of heat generated by the external source per unit of length

per unit of time. Note that we must use inward flux , which is why the flux term at

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x = L must be negated. Applying the Fundamental a theorem of calculus ”in reverse”

Z b
f (b) − f (a) = f ′ (s)ds
a

## We obtain after dividing both sides by A,

Z x+∆x Z x+∆x
cρ ut (s, t)ds = kuxx (s, t) + f (s, t)ds
x x

Rearranging yields

Z x+∆x
cρ ut (s, t)ds − α2 uxx (s, t) − F (s, t)ds = 0
x

k 1
where, α2 = cρ
, F (x, t) = cρ
f (x, t) are the diffusivity of the rod and the heat source

density respectively.

Since this equation holds on an arbitrary segment of the rod it follows that the integrand

## must vanish everywhere in the rod, which yields the equation

ut = α2 uxx + F (x, t)

## It is worth noting that the diffusivity α2 = k/cρ is proportional to the conductivity,

but inversely proportional to the thermal capacity and the density. Physically, this

makes sense because the more an object tends to store heat, and the denser it is, the

more difficult it should be for heat energy to diffuse through the object, whereas the

better the ability of the material to conduct heat, the easier it should be for heat energy

## to move through the object and diffuse.

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2.2 HEAT EQUATION PROPERTIES

## We would like to solve the heat (diffusion) equation ut − k∆u = 0 . And

obtain a solution formula depending on the given initial data, similar to the case of the

wave equation. However , the method that we used to arrive at D’Alambert’s solution

for the wave IVP do not yield much for the heat equation. To see this, recall that the

heat equation is parabolic type and hence, it has only one family of characteristic lines.

## If we rewrite the equation in the form

kuxx + . . . .... = 0

where the dots stand for the lower order terms then you can see that the coefficients

A=kB=C=0

dt B± ∆
= =0
dt 2A

## Consequently, The single family of characteristics lines will be given by t = c . These

characteristic lines are not very helpful, since they are parallel to the axis.Thus,one

cannot trace points in the xt plane along the characteristic to the x axis along which

the initial data is defined. Notice that there is also no way to factor the heat equation

into first order equation, either , so the method used for the wave equation do not shed

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any light on the solution of the heat equation. Instead, we will study the properties of

the heat equation and use the gained knowledge to devise a way of reducing the heat

equation to an ODE, as we have done for every PDE, as we have solved so far

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Chapter 3

ANALYTICAL SOLUTION OF
HEAT EQUATION

## 3.1 METHOD OF CHARACTERISTICS AND

SOLUTION OF HEAT EQUATION

## istics is a technique for solving partial differential equations. Typically, it applies to

first-order equations, although more generally the method of characteristics is valid for

any hyperbolic partial differential equation. The method is to reduce a partial differen-

tial equation to a family of ordinary differential equations along which the solution can

be integrated from some initial data given on a suitable hyper surface. The equations

in the problems we have investigated so far are all linear and the terms containing the

unknown function and its derivatives have constants coefficients. The only exception

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is the type of problem when we need to make use of polar coordinates, but in such

problems the polar radius is present in some of the coefficients in a very specific way,

## sional heat equation

∂T ∂ 2T
− α2 2 = 0............(1)
∂t ∂t

## T (0, t) = T1 , T (L, t) = T2 , T (x, t) = f (x).............(2)

which might correspond to a situation where a long rod with an initial temperature

distribution f (x) has its two end inserted into difficult heat baths that are maintained

at different temperatures.

Since we expect that eventually t → ∞ the rod will eventually reach a steady state

## sufficiently large T (x, t) ≈ Tss (x)

where Tss (x) is the (as yet undetermined )final steady state temperature distribution

since even for large t , T (x, t) must still satisfy (1), (2) , we have for sufficiently large

∂Tss ∂ 2 Tss
0= − α2 = 0..............(3)
∂t ∂x2

## and Tss (0) = T1 , Tss (L) = T2 ..............(4)

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The differential equation

∂ 2 Tss
, Tss = Ax + B
∂x2

## And the boundary condition(4) require the constants A and B to be

T2 − T1 T2 − T1
B = T1 and A = T hus Tss (x) = x + T1 .................(5)
L L

## T (x, t) = Tss (x) + τ (x, t)..............(6)

Evidently , τ (x, t) represents the discrepancy between the actual solution and the final

solution. Plugging the right hand of (6) into equation (1) and (2) we find (nothing
d2 Tss ∂Tss
again dx2
=0= ∂t
)

∂τ ∂ 2τ
− α2 2 = 0
∂t ∂x

And

## T2 = T (L, t) = Tss (L) + τ (L, t) = T2 + τ (L, t) =⇒ τ (L, t) = 0

T2 −T1
f (x) = T (x, 0) = Tss (x)+τ (x, 0) = L
x+T1 +τ (x, 0) =⇒ τ (x, 0) = f (x)− T2 −T
L
1
x−T1

∂τ ∂ 2τ
− α2 2 = 0
∂t ∂x

## τ (0, t) = 0, τ (L, t) = 0, τ (x, 0) = F (x)

T2 −T1
where F (x) = f (x) − L
x − T1

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In other words, a PDE /BVP of the form (5),(6),(7). We can thus conclude from the

## results of the last section that

∞  nπ 
αnπ 2
X
)t
τ (x, t) = cn e−( L sin x dx
n=0
L

Where

L
2  nπ 
Z
cn = F (x)sin x dx
L 0 L

2
T2 −T1 −( αnπ )t
sin( nπ
P∞
T (x, t) = L
x + n=0 cn e
L
L
x)dx where,
2
RL T2 −T1
cn = L 0
(f (x) − L
x − T1 )sin( nπ
L
x)dx

3.2 PROBLEMS

## Consider the initial boundary value problem

∂u ∂ 2u
= ; 0 < x < 1,
∂t ∂x2
u(0, t) = u(1, t) = 0,

u(x, 0) = sinπx

Solution:

Given

∂u ∂ 2u
= ..............(1)
∂t ∂x2

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u(0, t) = u(1, t) = 0, u(x, 0) = sinπx.............(2)

Let u(x,t)=X(x)T(t)——(3)

∂u
= XT ′
∂t

∂ 2u
= X ′′ T
∂x2

## Substituting the values in (1), we get

T′ X ′′
XT ′ = X ′′ T =⇒ =
T X

Since X is a function of x and T is a function of t and they are equal. So they must

be equal to constant

T′ x′′
∴ = = −λ2 (say)
T x
X ′′ T′
∴ = −λ2 and = −λ2
X T

=⇒ X ′′ + λ2 X = 0...............(4)

=⇒ T ′ + λ2 T = 0............(5)

Solution of (4)

## By using the method of solving the ODE we can say that

X ′′ + λ2 x = 0 can be written as m2 + λ2 = 0

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by solving the quadratic equation we get roots as 0 + iλx

## eαx (C1 Cosβx + c2 sinβx)

we get

c1 cosλx + c2 sinλx

2 t)
m = c3 e(−λ

## and the values after substituting is

2
u(x, t) = (c1 cosλx + c2 sinλx)(c3 e(−λ t) )
2
=⇒ u(x, t) = (Acosλx + Bcosλx)e(−λ t) ...........(6)

[where A = c1 c3 and B = c2 c3 ]

## now, Applying initial conditions,we get

2 t)
u(0, t) = (Acosλ(0) + Bsinλ(0))e(−λ
2 t)
=⇒ Ae(−λ =0
2 t)
∴ A = 0[since e(−λ 6= 0]

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Again

2 t)
u(1, t) = (Acosλ + Bsinλ)e(−λ
2 t)
=⇒ 0 = Bsinλe(−λ

=⇒ sinλ = sinnπ

∴ λ = nπ

## Now putting the value of λ and A in (6)

2 π2 t
u(x, t) = e−n Bsin(nπx)............ (7)

## Now from the equation (7) we get

2
u(x, t) = e−λ t sinπx

## Consider the initial boundary value problem

∂u ∂ 2u
= ;0 < x < 1
∂t ∂x2
u(0, t) = u(1, t) = 0

u(x, 0) = sinπx

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Solution:

Given

∂u ∂ 2u
= .........(1)
∂t ∂x2

## Taking finite Fourier Sine Transformation, We get,

1 1
∂u nπx ∂ 2u nπx
Z Z
sin dx = 2
sin dx..........(2)
0 ∂t 1 0 ∂x 1

R1
Let, v = v(n, t) = 0
u(x, t)sin(nπx)dx

1 1
∂v ∂u ∂ 2u
Z Z
=⇒ = sin(nπx)dx = sin(nπx)dx...............(3)
∂t 0 ∂t 0 ∂x2

 1 1
∂u ∂u
Z
=⇒ sin(nπx) − nπcosnπx .dx
∂t 0 0 ∂t

1
∂v
Z
=⇒ = 0 − n2 π 2 u(x, t)sin(nπx)dx [∴ U (0, t) = U (1, t) = 0]
∂t 0

dv
=⇒ = −n2 π 2 v [ f rom (3)]
dt

dv
=⇒ = −n2 π 2 dt
v

## Integrating the terms

=⇒ ln v = −n2 π 2 t + ln A

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2 π2 t
=⇒ v = Ae−n ............(4)

2 π2 t
=⇒ v(n, t) = Ae−n

=⇒ v(n, 0) = A(at t = 0)

R1
=⇒ 0
u(x, 0)sin(nπx)dx = A

R1
=⇒ 0
sin(πx)sin(nπx) = A[U (x, 0) = sinπx]

## By using the formula of vector equation sin A sin B

1
1
Z
=⇒ 2sin(πx)sin(nπx)dx
2 0

1
1
Z
=⇒ cos(nπ − π)xdx − cos(nπ + π)xdx
2 0

1 1
1 1
Z Z
=⇒ A = cos(nπ − π)xdx − cos(nπ − π)xdx
2 0 2 0

 1  1
1 cos(nπ − π)x 1 cos(nπ + π)x
=⇒ A = −
2 nπ − π 0 2 nπ + π) 0

 
1 cos(nπ − π) cos(nπ + π)
=⇒ A = −
2 (nπ − π) nπ + π)

 
1 −n2 π2 t cos(nπ − π) cos(nπ + π)
=⇒ v = e −
2 (nπ − π) nπ + π)

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By inverse sine transformation we get

∞  
2 X 1 −n2 π2 t cos(nπ − π) cos(nπ + π)
u(x, t) = e − sinnπx
1 n=1 2 (nπ − π) nπ + π)

∞  
X
−n2 π 2 t cos(nπ − π) cos(nπ + π)
u(x, t) = e − sinnπx
n=1
(nπ − π) nπ + π)

## which is the required solution

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Conclusion

In this dissertation we have considered the second order heat equation. First we

have shown that fundamentals of heat equation, and analytical solution by separation

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Reference

University Press

(ELSEVIER) 2004

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