Diffusion on the half line

We consider the domain D=Semi-infinite symbolically (0, ∞) and for the case of drichlet
boundary condition at the specific end point x=0, so form of the problem is defined as;
Vt  kVxx  0 , 0  x   , 0 t  
V ( x, 0)   ( x), for t  0 (1)
V (0, t )  0, for x  0

PDE is presumed with 0  x   , 0  t   as we already discussed in previous topic that the

solution U(x, t) is unique of equation no: 1 .The domain is semi-infinite so the distribution of the
temperature of the rod is infinite with one end point. Our main purpose is to solve IBVP, so we
have to need to derive a formula, we can use the idea of odd function if  ( x) that satisfied the
condition  ( x )   ( x) then it is to be odd function. Its graph  ( x) is symmetric w.r.t origin,
because we know graph of odd function is symmetric w.r.t origin.

As  ( x )   ( x) satisfies  (0)  0 .Now the initial data  ( x) of our problem is defined only for
x≥0. Let odd ( x) be the unique function on the whole line.

  ( x) for x  0

 ( x )  0 for x  0 (2)
 ( x) for x 0


Where odd ( x) shows odd extension

Now let U(x, t) be the solution

U t  kU xx  0
 (3)
U ( x, 0)  odd ( x )

For the whole line   x   ,   t  

According to our previous study the solution we have

U ( x, t )   S ( x  y , t ) 
odd ( x) dy , t 0 (4)
 ,
In domain Half line we know x≥0.
V ( x, t )  U ( x, t ) x  0 (5)

V(x,t) will be unique solution of equation (1) there is no any other variation on
V ( x, t ) and U ( x, t ) except that the negative values of x are not considered.

So an explicit formula for V can be deduced as following

 0
V ( x, t )   S ( x  y, t )  ( y ) dy   S ( x  y, t )  ( y) dy,
0 

 0
V ( x, t )   S ( x  y, t )  ( y ) dy   S ( x  y, t )   ( y) dy,
0 

Changing the variable in 2nd part

 
V ( x, t )   S ( x  y, t )  ( y ) dy   S ( x  y, t )  ( y ) dy,
0 0 Clearly x≥0

1
V ( x, t ) 
4kt
  S ( x  y, t )  S ( x  y, t )   ( y) dy
0

 ( x y ) 2
( x y ) 2

1  

4kt 0 
V ( x, t )   e 4 kt
 e 4 kt
  ( y ) dy (6)

It is clearly shows the boundary condition satisfied.

Example:
U t  kU xx

U ( x, 0)   ( x)  e
x
(7)
U (0, t )  0

on the half line 0  x  
e x
x 0
U (0, t )  odd ( x)   x
e x 0

The general solution of the diffusion equation:

 ( x  y )2
1 
U ( x, t ) 
4 kt e

4 kt
 ( y ) dy (8)
Split up the integral into two parts one for negative constraint and other for positive constraint.

 0  ( x  y ) 
2 2
 ( x y )
1 
U ( x, t )      e  y dy 
y
e 4 kt
e dy e 4 kt

4 kt  0 

Substitution change of variable y=-p in first part y=p in 2nd part

 0  ( x  p )  p 
2 2
 ( x p)
1 
 0
p
U ( x, t )  e 4 kt
e dp  e 4 kt
e dp 
4 kt   

  4 kt 
2
0 ( x p)  ( x  p )2
1 p  p
U ( x, t )   e dp   e 4 kt
dp 
4 kt   0 
( x  p )2 ( x  2 kt  p ) 2 ( x  p )2 ( x  2 kt  p ) 2
  p  x  kt  nd   p  kt  x 
4 kt 4 kt and in 2 part 4 kt 4 kt

 0 x  kt  ( x  2 kt  p ) 
2

1
 e dp   ekt  x  ( x  24ktkt p ) dp 
2
U ( x, t )  4 kt

4 kt   0 

 kt  x 0  ( x  2 kt  p ) 
2 2
 ( x  2 kt  p )
1 
 
kt  x
U ( x, t )   e e 4 kt
dp  e e 4 kt
dp 
4 kt   0 

 kt  x  4 kt 
2 2
0 ( x  2 kt  p )  (  x  2 kt  p )
1 
 
kt  x
U ( x, t )   e e dp  e e 4 kt
dp 
4 kt   0 

Again we apply change of variable for simplification to integrate

x  2kt  p  x  2kt  p
q r
Let for 1st part 4kt and for 2nd part 4kt ,upper and lower limits also
change

 x  2 kt


1  kt  x 4 kt  q2 
 e dq  e kt  x  e  r dr 
2
U ( x, t )  e
    x  2 kt 
 4 kt 
x  2 kt
kt  x 
e 2 4 kt
ekt  x 2
 
 q2 2
U ( x, t )  e dq  e  r dr
2  
2   x  2 kt
4 kt
  
e kt  x 2 e kt  x 2
 
 q2 2
U ( x, t )   e dq  e  r dr
2  x  2 kt 2   x  2 kt
4 kt 4 kt

Using complimentary error function

 
e kt  x 2 e kt  x 2
 
2 2
U ( x, t )   e  q dq  e  r dr
2  x  2 kt 2   x  2 kt
4 kt 4 kt
Now we shall drive formula for Neumann boundary conditions.
Wt  kWxx  0 , 0  x   , 0 t  
W ( x, 0)   ( x), for x  0 (11)
W x (0, t )  0, for t 0

We conclude that the even functions rather than odd functions in this case of the reflection
method we know a function is said to be even if  (  x)   ( x) derivative of even function will
be odd function.so directly it is zero at origin  '(0)  0 , If  ( x) is defined only on the half line
with even extension.

 ( x) for x  0
 even ( x)   (12)
 ( x) for x  0

Now consider initial value problem with whole line

U t  kU xx  0 ,    x  , 0 t  

U ( x, 0)  even ( x)
the

According to our previous study the solution we have


U ( x, t )   S ( x  y, t ) even ( x) dy , t 0
 ,
In domain Half line we know x≥0.

W ( x, t )  U ( x, t ) x  0

We can proceed as in drichlet case

 ( x y ) 2
( x y) 2

1  

4kt 0 
W ( x, t )   e 4 kt
 e 4 kt
  ( y ) dy (13)

There is only difference between in general solution of diffusion equation on half line problem
with drichlet boundary condition and Neumann boundary condition is negative sign in between
exponential which is appeared in general solution.
We conclude form Neumann boundary condition means (there is no heat flux is equal to multiple
of some constant with spatial derivative of the temperature)

The physical understanding of equation (13) the integrand is the commitment of  ( y ) in addition
to an extra commitment which originates from the absence of heat moving to the points of rod
with negative coordinates.

Example:Solve the diffusion equation on the half line with Wx (0, t )  0

Wt  kWxx  0
 (7)
W ( x, 0)   ( x)
where
 ( x) x 0
W ( x, 0)  even ( x)  
 (  x) x 0

Therefore by using 2.4 page number 49 Walter Strauss

 ( x  y )2
1 
W ( x, t ) 
4 kt e

4 kt
even ( y ) dy

We have require the solution of problem with restriction x≥0.

 ( x  y )2
1 
W ( x, t ) 
4 kt e

4 kt
even ( y ) dy

We have to simplify for split up integrate into two parts one negative values of x and other
positive values of x.

 0  ( x  y ) 
2 2
 ( x y )
1 
W ( x, t )   e 4 kt
 (  y ) dy   e 4 kt  ( y ) dy 
4 kt   0 
Substitution change of variable y=-p in first part y=p in 2nd part

  4 kt 
2 2
0 ( x p )  ( x p)
1 
W ( x, t )   e  ( p )   dp   e 4 kt
 ( p ) dp 
4 kt   0 

Using minus sign to switch the limit in 1st part

   ( x  p ) 
2 2
 ( x p )
1 
W ( x, t )   e 4 kt
 ( p )dp   e 4 kt  ( p) dp  , x 0
4 kt  0 0 
Therefore
2 2
 ( x p ) ( x p )
1  
W ( x, t )  
4 kt 0
( e 4 kt
 e 4 kt
) ( p) dp , x 0

This can be written in compact form.


W ( x, t )   [G ( x  p, t )  G ( x  p, t ) ]  ( p ) dp, x 0
0

Wave Equation on Semi-Infinite Domain

Now we will derive the formula for wave equation for semi-infinite domain 0 < x < ∞, Consider
drichlet boundary condition with initial boundary value problem,

Vtt  c 2Vxx  0 , 0  x   , 0 t 
V ( x, 0)   ( x) , Vt ( x, 0)   ( x) , x 0 (1)
V (0, t )  0, t 0

Boundary condition shows that the end of string at x=0 is fixed, we can deduce equation number
(1) into whole for using reflection method. Here we introduce same idea as we already above
discussed in diffusion equation for whole line problem, So we extend the initial data  ( x) and
 ( x ) to the whole line as the boundary condition satisfied IVP on the whole line domain with
extend initial data.
  ( x) for x  0

odd ( x)  0 for x  0
 ( x) for x  0 (2)

 ( x ) for x  0

 odd ( x)  0 for x  0
 ( x ) for x  0

Examine the IVP on the whole line with extended initial data

Now let U(x, t) be the solution

U tt  c U xx  0    x  , 0  t  
2

 (3)
U ( x,0)  odd ( x) , U t ( x, 0)   odd ( x)

Therefor IVP are odd due to above initial data we define the restriction of solution U(x,t) to
positive with half line.

V ( x, t )  U ( x, t ) x  0 (4)

We have V (0, t) = U (0, t) = 0, clearly shows drichlet condition satisfied for V. The preliminary
situation are satisfied as nicely since the restriction satisfied of odd ( x) and  odd ( x) to positive
half line are  ( x) and  ( x) respectively, finally V(x,t) solves the wave equation for x0, due to
the fact U(x,t) satisfies the wave equation for all x   and particularly for x0. So V(x,t)
represent the solution of required drichlet problem. It shows that the solution must be a unique
according to condition of whole line with extended initial data, therefore must be a unique