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O c x c L
y t X y
= o
Mathematical
try
,
Differential Equations of {
I sics •
The
eigenvalue eigenfunction
-
pairs of '
y @, = o
, y is = o
?
second chapter partial differential ( KIL ) ( KIL
"
The
)
"
this part of this to solve
goal in is some are in =
sin x =L 2
yn
= n . . .
, , ,
equations of mathematical physics namely the one dimensional heat and wave
,
order
These have been derived at the end
of the
chapter on
high linear
called
differential equations .
They were
eigenvalue boundary value problems .
variables
the method
of separation of and Fourier series .
"
o x c L
Y X a
l
y
t = o
The
eigenvalue eigenfunction of
"
• -
fairs o
y y
= =
are Xu =
(I )! yncx )
= sin
4I x
) ,
n = I
,
2
,
3
,
. . -
' '
X y = o O L X LL
{
y +
,
The
•
eigenvalue eigenfunction -
&
owe X n =
( I) , ynlx ) = cos
LnI x
) ,
n = o
,
I
,
2
,
3
,
. . .
{ ?
"
I!
° "
• the
eigenvalue eigenfunction -
pairs of
, , =
If ) !
@ @
Lf )
" ' n '
in cos =L 2
yn
are = = x n . . -
, , ,
The
Equation
if
the
Heat • We assume that the initial distribution of heat in the wire is known i. e.
, ,
i. e uh o ) =
fix ) o exe L This is called an initial condition
,
.
, ,
points
It has the k
form U
xx =
Ut ,
or x c L
,
t > O
&
• ixle also need to know what the
temperature is at the endpoints of
where ( )
u
and 24
it
U U x t C x t
) ( I x t ) I t )
u×× t
Ut
x
=
, , ,
= x
,
) ,
=
,
.
2×2 Set
the That called conditions instance
wire .
is
boundary .
For
,
This
partial differential equation models the temperature u ex
,
t ) at
end
at
points
of
• the
temperature the x=o and x =L the wire is
that
position x and time t in a wire extends
along the x - axis
i -
axis
L is the
length of the wire .
We assume that the wire has a
uniform density
out of them and we must have Ux I o
,
t ) .
-
o and Ux CL ,
t ) = O .
high conduction
value
k is called the thermal
diffusivity High .
of k means
temperature at the end
points of the wire is maintained to be
goes gits ,
respectively .
that and initial / boundary
• Ux ( o
,
t ) = holt ) and Ux IL ,
t ) =
hit ) mean that the heat
flux at the To
simplify ,
we assume
goat = o
gits = o .
The
:
Oc L t
U
Ut
= x a > o
xx ,
,
I
conditions
More
general boundary are
do 410 t ) t Go Ux ( 0 t ) = o t > o
(* ) , , ,
.:
:
t > o
do U I t ) Bo Ux l t)
golf )
,
0 o
+ =
{
, ,
t so
in UCL t ) PL Ux C t )
get )
, t L =
, ,
&7.:
L
U xx
=
Ut ,
o a x a
,
t so
94k ,
t ) t Cz Uzcx ,
t ) + . . .
is also a solution of the heat equation as well .
This
med
meristem is an
U I x
,
0 ) =
f Cx )
,
O
E x E L
solutions u ix. ti
,
uzcx ,
t )
,
. . .
satisfy the
homogeneous boundary conditions
initial I
boundary value problem for the heat
equation .
do 410
,
t ) t Go Ux l 0
,
t ) = o and he Ul L
,
t ) t Br Ux I L
,
t ) = o
,
then their linear
combination 94 C x t ) + czuzcx ,
t ) +
. - . does as well .
To illustrate
,
we consider the
,
Unix
result Heat with at the
As a
,
our
strategy in
solving the I
boundary problem in a wire zero .
k L t
That's
Oc xs
Uxx Ut initial
solving
>
boundary value
o
the problem
=
, ,
/÷÷÷÷÷÷:÷÷÷÷ www.eeeiwinstuosteps
is
:
:
'"
ku L t
xx =
Up ,
o s x a
,
> o
I
.
' "
:
t
'
" " " "
e
Build
fundamental set solutions
• a
of .tl ,
n=
i. 2,3 ,
. . -
of the homogeneous
step I
k L t
solutions
fundamental
Oc Xs
Uxx Ut
find
>
set
o
of
=
to the
homogeneous
, , axle or nonzero
problem
{
value
boundary At ) do Uco t ) -1
Bo Ux I o t ) = o t > 0
ku L t
I
Up o s x
, , , = a > o
LULL t ) t Be Ux I L t ) = o t > o
t
, ,
tho uh tho
,
o
no , ,
>
, ,
• •
set ucx
,
t ) =
Z Cn Un I x
,
t ) and select the constants Cu
,
n -
-
I
, 2,3 ,
. . .
i He look
for them in the
form ucx
,
t ) = - Xcx ) TH
,
where I is a
h= I N
that known
such ucx
,
o ) =
fix ) -2 cu Unix ,
o ) =
fix ) function of x
only and T is a
function of t
only .
This is as
n =L
UH solution kuxx Ut 04cL t > 0
{
=
the of variables method
Differentiating Hence
for I be
of
Ix
.
ucx.tt = I Tet ) with t ) = ex ) Ttt ) to a * ⇒
, ,
,
in
*
) t )=O t
U ( O
,
t = UCL , ,
> o
'
Ttt )
respect to x and t
,
we
get u××Cx ,
t ) = I ) Tt ) and Utsa ,
t ) = I # .
separation
" "
€
t ) I X -15*1=0
U
Ue C x ex ) Cx )
upon
c x )
-
*
.
= + ,
,
I co , ¢ ,
gives
: is = = o
=
.
A- ⇐ ) k The
"
I Tht ) both constant value solutions
possible only if ④ and are
equal to the same
,
i ) is an
eigenvalue boundary problem .
Its nonzero are
I H ) Ttt )
"
2
I )
(F)
x
x 7 = I sin
( NE x
) 4=1,2 3
{
=
=
. . .
,
-
,
, ,
used I
else
say
- a . The minus
sign
is
for convenience . Thus or
2
Ttt )
'
I
Iie ,
= - a
For X =
(E) , problem (2) becomes +
fI § k Tct ) = o .
solving ,
* * .
,
* . i
I ht
{
conditions e-
. The
boundary ul o
,
t ) = all t )
,
= o become we
get TCH = C .
It
follows
Ttt ) + X Tft ) =
o
,
t > o
e-
Ik t
Tct )
,
" D= # ti C sin
x.
=
×
I @) Tako I @ 1=0
{ not
identically must have
{ Omitting constant it added later the
fundamental
will
Because Ttt ) the be
get
is zero c as we
. we .
, , ,
I ( L ) TLE ) =o
I (L ) = o
2kt
-
set
of solutions Unix ,
t ) = sin x
) e n
-
-
I
2,3 . . .
of * * )
, , ,
Result
step 2
ku L t
xx =
Up Osx a > o
k
Ut
, U
I
,
xx
=
o L x c L t o
>
/
,
,
To solve the initial / boundary value problem "" Uco t )=o UCL D= o t > o The initial and boundary value
problem
Yt
gig
)
I,
,
, , ,
= o
,
too
fix )
L
)
C x a
UH
o
o = o excl s
solution
that has the
form
,
the
,
we assume
4 k t
a a
Zen Zen
e-
(NE )
a '
t ) Unix ) sin
(F)
" x = t i
,
, , k t
4=1
n=1
UH
,
t ) =
I bn sin ( n
I × , e-
n =L
! fix
.
z I
where
N
bn = ) sin
4
I x ) dx n =L 2 3
[
.
,
)
. .
(I
, , ,
equivalent to
fix ) = en sin x .
Thus an are the Fourier
h = I
en =
{ I ! fix ) sin
( in
E x
) dx
,
n -
- I
,
2
,
3
,
. . .
2123
- t -
2152 ) t
and
Example ucx
,
t ) =
by sin @x ) e
+ by sin I 5×7 e
2 Uxx t
=
Ut ,
ocxc I
,
> o
t
t 50
/
-
8 -
initial
solve the ) boundary value problem uco ,
t )=o ,
Uli ,
t ) = o
,
t > o
= 5 sin I 2x ) e
+ 2 sin ( 5x ) e
ul x. D= fix ) ocx at
each of the
following
,
in cases
solution
b .
To
find the
,
we select the constants bn such that
a .
f HI = 5 sin ( 2x ) +2 sin # ) b .
f- I x ) =
U CX
,
o ) =
f Cx ) ⇐ Z bn sin Inx ) =
f- cos I 2x ) sin ( 5×3
h=
I
N I
k t
e-
From the
previous result
,
we have uix
,
t ) =
-2 bn sin (n × ) Making use
of the
identity cos sin (
(A)
B ) =
I ( sin ( At B) -
sin ( A -
B) ) with
4=1
k=2 and
follows get
In our case L I It A B 5 we At B 7 A B 3
=
2x x x = x
. -
= =
. -
-
, ,
, ,
a
-
2nd t
Ulx
,
t ) =
[ bn sin xx ) e
f- cos ( 2x ) sin ( 5×3 =
I .
I ( sin ftx ) -
Sint 3×3 ) =
tf sin (3 x ) +
I sin Hx ) . It
follows
4=1
bn bn
sink x ) =
I cos ( 2x ) sin ( 5×3 ⇒ sinlnx ) =
I sin ( 3×7 t
f sin Ax)
solution
a .
To
find the
,
we select the constants bn such that , ,
UCX o ) =
fcx ) ⇒ Z bn sink x ) =
5 sin @x ) +2 sin ⇐x ) "
⇐St 98 t
!
' 8
"
,
& 2
h=
) bz sin e- by Hx ) e- e- I
I
13x ) sin 13× )
f
I Ulx t =
+ = Sin sin C 7×3
,
Hence b
2=5 bs = 2 and bn = b3= by =
by =
by = . . .
= o
,
that Solve heat conduction
c .
To
find the solution
,
we select the constants bn such Example the ibup for the in a wire
UH o ) =
fix ) ⇐ Z bn sin Inx ) = I Hence bn must be the Fourier 4 Uxx =
Ut Osx c 2 t > 0
tents
I
.
,
, , x Os x c
/
h=1
where
:!:!
' a
coefficients of
.
the Fourier xx
f
.
of sine series so
.
# = I o a x s a .
.ws
÷
I to
dx dx
bn =
fix ) sin
@
Ex ) =
¥
I . sincnx ) = -
@x ) I
00
"
( "
ht
= -
?
n
Costin ) +
n÷
=
-
241cosine
n t
) )
The solution is ulx.tt =
[ bn sin
@Ex )
e- .
In our case
n I
tent
-
-
a
-
" 2ft
II
net
2 "
e-
ucx.tt = bn sin @x )
e- =
24171*7 sin @× ,
coefficients bn ,
we make use
ofthe initial condition
, a
ul
x. 0 ) =
fix ) ⇐ fix ) i
-2 bn sin ( n
't x )
4=1
of fat Thus
)dx=
series
bn =
If ! fix ) sin
( n
Ex )
dx
If = sin
@
Ex tox sink
's x
) dx t
$2 - x )
sinkI ) dx
x
another illustration Let's initial
Using integration by parts ,
we have Here is .
solve the -
boundary value
problem
I
|
+
,
÷
°
( n'
Izu) )
-1
I cos ( * Ux ( L t ) O t
-
Ux I o t ) = o ,
= > o
¥
, ,
in:*
,
It
,
@ @
Ex )
'
cos sin
-
= -
-
,
I
¥2 @
Ex ) fix ) L
'
sin Osx
° -
u ( x
,
o
) =
,
a
+ s
and
Yak - x ) cos
@
Ex ) -
nay , sinkI ) ×
2- x
+
sink x )
the did
I
- I
-1
-
÷ ,
cos
@Ix
'
)
in same
way
as we in the case of zero
temperature at the ends .
:* cos
@Ex ) ng sink 's )
-
= +
.
n÷
,
5 sink'T
'
)
step
° x
I
-
,
+ s
solutions
we
find or
fundamental set
of nonzero to the
homogeneous
It
follows bn =
tox sin
@
Ex )dx+ 1,72 - x )
sinkEx )dx ku L t
I
=
Up 0 c x a > o
Differentiating with
respect to x
h = I
"
into
and t and
substituting kuxxlx.tt uecx .tl get I L
€
.
-
we c x ) + X -15*1=0 ,
Oc Xc
, ,
Ttt
"
Ttt ) *
Cws
4=0
n=o
' '
⇐ l
k leads to )
I x ) Ttt ) I
Dividing by KI Ttt ) I
-
= .
=
. co , = y , = o
I @) kilt )
"
Tht ) value solutions
eigenvalue boundary
That I
is
possible only if
⇐) and are both
equal to the same i ) is an
problem .
Its nonzero are
I K ) Ttt )
2
" 7 =
(F) I = cos
( NI x
) I 2 3
+1*4=9
,
. . .
, , ,
" , ,
I ex ,
T * ' " * - L
{
= - o
2
Ttt )
{
constant
E)
In fI §
I else
,
say
- a .
Thus or For X =
, problem (2) becomes + k Tct ) = o .
solving ,
Tht )
kilt )
= - I
,
Tft ) + ATH ) =
o
,
t > o
e-
I kt
we
get TCH = C .
It
follows &
later
Omitting the constant c it will be added
get the
fundamental
'
as we
,
I G)
,
{
=o
4×10
UH
Hence
not
identically must have for # Ttt ) to be '
zero
,
we
,
.
,
t ) = ex )
k t
set solutions e-
of
A- ( L )
of )
IO
Unix ,
t ) = cos x
, ,
I
, 2,3 . . . * * I
,
kUxx ocxcl t
Ut > o
=
,
/
,
x
Result
step 2
ku
:X
If !;
L
4×19
t
xx =
Up ,
Osx a
,
> o
k U
xx
=
Ut O L x c L t > o
/
,
,
To solve the initial boundary value problem IN ' " " The initial and boundary value
problem too
uuxlg.tl?fy.;4tt--o
an
o c x a L
l , s
" × ,
solution
that the has the
form
,
we assume
(F) k t
I
&
e-
4 k t ( I ,
a a
9g an cos
UK t ) = + n ×
Zen
,
Zen
e-
ul x
,
t ) = Unix
,
t
) i
cos
(NE ) × n =L
n O
! fix
=
n = O
where =
{ I ) cos
4x
E ) DX ,
n = o
,
I
,
2
,
3
,
. - -
equivalent to
fix ) = [ Cn cos
(I x
) .
Thus an are the Fourier
h = O
Co
=L .
I f ! find x and en =
{ J
! fix ) cos ( in
E x
) dx
,
n -
- I
,
2
,
3
,
. . .
Example select that
b the
coefficients such )
tzsinl2Ex3sinL5ex3@i.e
.
We an ucx o =
,
411,4=0
ocxci u×co,t)=o
Uxx Ut
5Th
KIX
=3
-15
=3
3 = OLXL I ,
> o
,
{ Z
initial
solve the ) boundary value problem , ,
t > o
.
, of t an cos @
ex ) = 13
sin @
six ) sin ( 5 six )
4=1
uh D= fix )
each of the
Making of the identity since ) sink )
I sea b ) @ wslatb ) )
.
following
,
in cases use = - -
with and
f b f- C
} fcx ) 2 b
get
3+5
) ⇐ ) ( ) six we
)t2ws
cos sin
or 4) +2 cos
) @ sin × C I a six
= =
Tix x = Tix ) =
,
. .
.
ht (
=L
( 12 sin (5 @ ftTx
Tix ) )
=L ) 13ex )
I
sin
3+56512
N " six cos Tx - six - cos xx 12+5T cos - cos )
We know the solution has the
form ucx
,
t ) =
ago +
Zan cos
@
Ex )
e-
•
4=1
-
stint A
and
In our case k
,
L= I ucx
,
t ) =
ago +
[ an cos Insix ) e Hence
of +
Zan cos @
xx ) = 13 sinks x ) sin ( 5 six ) becomes
4=1 4=1
93=1 97 =
f
-
{
,
a . we select the
coefficients an such that ucx
,
o ) .
-
5 cos Hex ( 5TH ago + Zan cos xxx ) =
I cos I × ) -
to
cos " × ) ⇐
an =o
,
n # 3,7
N
do
=3 012=5 95=2
Zan {
2-
Ktx ) "
,
275ft
,
i. e.
, ago + cos = 'D -12 WS ' × ) ⇐ - ' " " t
2 s and the solution costsxx Hex e-
I I
±
4=1
an=o ,
n
,
is ul
x. t ) =
) e - cos )
- 125ft - 751ft
Hence the solution is Ulx
,
t ) =
cos @Ix ) e
+ 2 cos fax ) e
such that
We select the
coefficients ulx ) fix ) i.
c .
an o = e.
, , ,
excl
an cos
ago
=
+
.
Iot Jolt
one
I to fcxidx =
! ldx = x .
I to =L
I I! fix )
an = cos @ex ) dx =
I -
x ) cos @ex ) da I - x cos Cnex )
,
I +
@ex )
µ
(I x ) sin @ex )
=
In cos
-
-
, ,
o
- I I sin (n Tx )
he
I WS ( ht )
WSH )
!
IT
-
= -
+
2
m2 a
2
n a
2
m2 t
↳ cosines )
O
solution
-
The of the
ibup is + s
z
•
- 3t2n2t
Ulx
,
t ) =
0h20 + Z an cos ( nix ) e
4=1
a
" " n' t
.IE
I
'
' -
' e-
- wscnxx ,
4
4=1