Introductory lecture notes on Partial Differential Equations - °c Anthony Peirce.

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Lecture 20: Heat conduction with time dependent

boundary conditions using Eigenfunction Expansions

(Compiled 3 March 2014)

The ultimate goal of this lecture is to demonstrate a method to solve heat conduction problems in which there are time
dependent boundary conditions. The idea is to construct the simplest possible function, w(x, t) say, that satisfies the
inhomogeneous, time-dependent boundary conditions. The solution u(x, t) that we seek is then decomposed into a sum
of w(x, t) and another function v(x, t), which satisfies the homogeneous boundary conditions. When these two functions
are substituted into the heat equation, it is found that v(x, t) must satisfy the heat equation subject to a source that
can be time dependent. As in Lecture 20, this forced heat conduction equation is solved by the method of eigenfunction
expansions.

Key Concepts: Time-dependent Boundary conditions, distributed sources/sinks, Method of Eigen-

function Expansions.

20 Heat Conduction Problems Time Dependent Boundary Conditions

20.1 Inhomogeneous Derivative Boundary Conditions using Eigenfunction Expansions

Example 20.1 Let us revisit the problem with inhomogeneous derivative BC - but we will now use Eigenfunction
Expansions.

ut = α2 uxx 0 < x < L, t>0 (20.1)

BC: ux (0, t) = A ux (L, t) = B (20.2)
IC: u(x, 0) = g(x) (20.3)

First look for a function of the form h(x) = ax2 + bx that satisfies the inhomogeneous BC:

h(x) = ax2 + bx, hx (x) = 2ax + b

hx (0) = b = A hx (L) = 2aL + A = B ⇒ a = (B − A)/2L
µ ¶
B−A
h(x) = x2 + Ax.
2L
Now let

u(x, t) = h(x) + v(x, t).

Substitute into the PDE:

¡ ¢ ¡ ¢
% +v(x, t) t = α2 uxx = α2 h(x) + v(x, t) xx = α2 · 2a + α2 vxx .
ut = h(x)

Therefore

vt = α2 vxx + 2aα2 (20.4)

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A = ux (0, t) = hx (0) + vx (0, t) = A + Vx (0, t) ⇒ vx (0, t) = 0 (20.5)
B = ux (L, t) = hx (L) + Vx (L, t) = B + Vx (L, t) ⇒ vx (L, t) = 0 (20.6)
g(x) = u(x, 0) = h(x) + v(x, 0) ⇒ v(x, 0) = g(x) − h(x). (20.7)

We now use an Eigenfunction Expansion to solve the BVP (20.4)-(20.7). Because of the homogeneous Neumann BC
we assume an expansion of the form
∞
X ³ nπx ´
v(x, t) = v̂0 (t)/2 + v̂n (t) cos
n=1
L
X∞ ³ nπx ´
vt = v̂˙ 0 (t)/2 + v̂˙ n (t) cos
n=1
L
∞
X n ³ nπ ´o ³ nπx ´ X∞ ½ ³ ´ ¾ ³ nπx ´
nπ 2
vx = v̂n (t) − sin , vxx = v̂n (t) − cos .
n=1
L L n=1
L L

We also expand the inhomogeneous term in (1.4) in terms of the Eigenfunctions:

∞
X ³ nπx ´
2aα2 = a0 /2 + an cos a0 = 4aα2 , an = 0 n ≥ 1.
n=1
L

Therefore
X∞ ½ ³ ´2 ¾ ³ ´
0 = vt − α vxx − 2aα = v̂˙ 0 (t)/2 − 2aα2 +
2 2 ˙v̂n + α2 nπ v̂n cos nπx .
n=1
L L

Therefore

v̂˙ 0 (t) = 4aα2 ⇒ v̂0 (t) = 4aα2 t + c0

³ nπ ´2 2 nπ 2
v̂˙ n (t) = −α2 v̂n ⇒ v̂n (t) = v̂n (0)e−α ( L ) t .
L
Therefore
4aα2 t + c0 X
∞
2 nπ 2
³ nπx ´
v(x, t) = + v̂n (0)e−α ( L ) t cos .
2 n=1
L

½µ ¶ ¾ ∞ ³ nπx ´
B−A c0 X
g(x) − h(x) = g(x) − x2 + Ax = v(x, 0) = + v̂n (0) cos
2L 2 n=1
L
Z1 · ½µ ¶ ¾¸
2 B−A
c0 = g(x) − x2 + Ax dx
L 2L
0
Z1 · ½µ ¶ ¾¸ ³ nπx ´
2 B−A 2
v̂n (0) = g(x) − x + Ax cos dx.
L 2L L
0

Thus
µ ¶ ∞ ³ nπx ´
B−A c0 X 2 nπ 2
u(x, t) = x2 + Ax + 2aα2 t + + v̂n (0)e−α ( L ) t cos
2L 2 n=1
L

which is identical to the solution obtained in Example 18.2.

 Further Heat Conduction Problems 3
20.2 Time-dependent Boundary Conditions using Eigenfunction Expansions

Example 20.2 Time Dependent Boundary Conditions - general case:

ut = α2 uxx , 0<x<L
BC: u(0, t) = φ0 (t) u(L, t) = φ1 (t)
IC: u(x, 0) = f (x). (20.8)

Figure 1. Bar subject to a time-dependent Dirichlet BC

µ ¶
φ1 (t) − φ0 (t)
Let w(x, t) = φ0 (t) + x ⇒ w(0, t) = φ0 (t); w(L, t) = φ1 (t). Now let u(x, t) = w(x, t) + v(x, t).
L
Then

wt + vt = α2 (w
%xx +vxx )
x
vt = α2 vxx − wt (φ̇1 − φ̇0 )
wt = φ̇0 +
L
BC: u(0, t) = φ0 (t) = w(0, t) + v(0, t) = φ0 (t) + v(0, t) ⇒ v(0, t) = 0
u(L, t) = φ1 (t) = w(L, t) + v(L, t) = φ1 (t) + v(L, t) ⇒ v(L, t) = 0
IC: u(x, 0) = f (x) = w(x, 0) + v(x, 0) ⇒ v(x, 0) = f (x) − w(x, 0). (20.9)

Thus we need to solve the following BVP for v(x, t):

vt = α2 vxx − wt
BC: v(0, t) = 0 v(L, t) = 0 (20.10)
IC: v(x, 0) = f (x) − w(x, 0).

Now v(x, t) can be found using an eigenfunction expansion. The eigenfunctions and eigenvalues associated with the
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Dirichlet B C are
³ nπ ´
λn = n = 1, 2, . . . Xn (x) = sin(λn x)
L
let S(x, t) = −wt
³x´
= −(φ̇1 − φ̇0 ) − φ̇0
L
∞
X
= Ŝn (t) sin(λn x)
n=1
X∞
and v(x, t) = v̂n (t) sin(λn x)
n=1
X∞ ∞
X © ª
then vt = v̂˙ n (t) sin(λn x) and vxx = v̂n (t) −λ2n sin(λn x)
n=1 n=1
thus 0 = vt − α2 vxx − S(x, t)

Therefore
∞ n
X o
0= v̂˙ n + α2 λ2n v̂n − Ŝn (t) sin(λn x) (20.11)
n=1

Since the eigenfunctions are linearly independent it follows that { } = 0 in (20.11) or

dv̂n
+ α2 λ2n v̂n = Ŝn (t) (20.12)
dt
but (20.12) is just a first order linear ODE with an integrating factor
2
λ2n t
F (t) = eα

Thus
d ³ α2 λ2n t ´ 2 2
e v̂n (t) = eα λn t Ŝn (t)
dt
Integrating we obtain
Zt
α2 λ2n t 2
λ2n τ
e v̂n (t) = eα Ŝn (τ ) dτ + cn
0
or
Zt
2
λ2n (t−τ ) 2
v̂n (t) = e−α Ŝn (τ ) dτ + e−αλn t cn
0

Thus
 
∞ Z t
X 
2
λ2n (t−τ ) 2
λ2n t
v(x, t) = e−α Ŝn (τ ) dτ + e−α cn sin(λn x)
 
n=1 0

All we need to do to complete the solution of this problem is to determine the coefficients cn . These we obtain from
the initial condition as follows
h ³x´ i X ∞
g(x) − {φ1 (0) − φ0 (0)} + φ0 (0) = cn sin(λn x)
L n=1
 Further Heat Conduction Problems 5
But this is just a Fourier sine series in which

ZL ³ h ³x´ i´ ³ nπx ´
2
cn = g(x) − {φ1 (0) − φ0 (0)} − φ0 (0) sin dx
L L L
0

Finally
 
³x´ ∞ Zt
X 
2
λ2n (t−τ ) 2
λ2n t
u(x, t) = (φ1 (t) − φ0 (t)) + φ0 (t) + e−α Ŝn (τ ) dτ + e−α cn sin λn x.
L  
n=1 0

Specific case: Let φ0 (t) = At, φ1 (t) = 0, and f (x) = 0.

In this case
x ³ x´
w(x, t) = At + (0 − At) = At 1 − . (20.13)
L L

ut = α2 uxx 0<x<L
BC: u(0, t) = At u(L, t) = 0 (20.14)
IC: u(x, t) = 0.
³ x´
Let u(x, t) = w(x, t) + v(x, t) where w(x, t) = At 1 − . Then
L
³ x´
vt = α2 vxx − A 1 −
L
v(0, t) = 0 = v(L, t) (20.15)
v(x, 0) = 0.

Let
³ x´ X
∞ ³ nπx ´
s(x, t) = −A 1 − = ŝn (t) sin
L n=1
L
ZL ³x ´ ³ nπx ´
2
ŝn = A − 1 sin dx (20.16)
L L L
0
2A
=− .
nπ
Now let
∞
X ³ nπx ´
v(x, t) = v̂n (t) sin
n=1
L
(20.17)
∞
X ³ nπx ´ ∞
X ³ nπ ´2 ³ nπx ´
vt = v̂˙ n (t) sin , vxx = − v̂n (t) sin .
n=1
L n=1
L L

Therefore
∞ ½
X ³ nπ ´2 ¾ ³ nπx ´
2A
0 = vt − α2 vxx − s(x, t) = v̂˙ n (t) + α2 v̂n + sin . (20.18)
n=1
L nπ L
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Therefore
³ nπ ´2 2A
v̂˙ n (t) + α2 v̂n (t) = − (20.19)
L nπ
³ 2 nπ 2
´ 2A 2 nπ 2
e+α ( L ) t v̂n (t) = − eα ( L ) t (20.20)
nπ
2 nπ 2 2AL2 α2 ( nπ 2
eα ( L ) t v̂n (t) = − 2 3
e L ) t + B
n (20.21)
α (nπ)
2AL2 2 nπ 2
v̂n (t) = − 2 3
+ Bn e−α ( L ) t (20.22)
α (nπ)
2AL2
0 = v̂n (0) = − 2 + Bn . (20.23)
α (nπ)3
Therefore
2AL2 ³ −α2 ( nπ 2
L ) t − 1
´
v̂n (t) = e . (20.24)
α2 (nπ)3
Therefore
2
³x ´ 2AL2 X (e−α ( L ) t − 1)
∞ 2 nπ
³ nπx ´
u(x, t) = At 1 − + 3 2 sin . (20.25)
L π α n=1 n3 L

20.2.1 Summary of guesses for w(x, t) to remove different inhomogeneous boundary conditions

Consider the following heat equation subject to a loss represented by −γu and a source S(x, t):

ut = α2 uxx − γu + S(x, t)

Mixed BC I

u(0, t) = φ0 (t), ux (L, t) = φ1 (t), w = φ0 + φ1 x

Mixed BC II

ux (0, t) = φ0 (t), u(L, t) = φ1 (t), w = (φ1 − φ0 L) + φ0 x

Dirichlet BC

u(0, t) = φ0 (t), u(L, t) = φ1 (t), w = φ0 + (φ1 − φ0 )x

u(x, 0) = f (x)

Neumann BC
x2
ux (0, t) = φ0 (t), ux (L, t) = φ1 (t), w = φ0 x + (φ1 − φ0 )
2L
Let u(x, t) = w(x, t) + v(x, t)

wt + vt = α2 (wxx + vxx ) − γ(w + v) + S(x, t)

¡ ª
vt = α2 vxx − γv + α2 wxx − γw − wt + S(x, t)