113244-6.

3-1E AID: 111069 |

13/09/2020

Consider the heat equation in a two dimensional rectangular region 0  x  L, 0  y  H

as:
u   2u  2 u 
k 2  2 
t  x y 

u  x, y , 0   f  x, y 
The equation is subjected to initial condition .

a)

The objective is to solve the initial value problem and analyze the temperature as t  
when boundary conditions are as:

u  0, y, t   0, u  x, 0, t   0
u  L, y, t   0, u  x, H , t   0

Now after separation of variables one has as:

f  0   f  L   0, g  0   g  H   0

Now two Sturm Liouville problems are solved as:

d 2 f  x
=  f  x  , f  0   f  L   0
dx 2
d 2g  y
      g  y   0, g  0  g  H   0
dy 2

Since   0 the solution is as:

f  x   c1 cos  x  c2 sin  x

f  0  0 f  L  0
Now further form boundary condition one has as c1  0 , while gives
as sin  L  0 , so one gets as:
2
 n 
n  
 L 
n x
f n  x   sin , n  1, 2,...
L

Now further one gets as:

2
 m 
nm  n  
 H 
2 2
 n   m 
nm    
 L   H 
m x
g nm  y   sin
H

Thus, the solution of time dependent ODE for   nm is as  

h t  e  nm kt
.

Thus, by superposition principle the solution is as

 
n x m y  nm kt
u  x, y , t    anm sin sin e
n 1 m 1 L H

Now unknown coefficient anm can be found from initial condition as the coefficient of
double Fourier series as:

 
n x m y
  x, y    anm sin sin
n 1 m 1 L H
LH
n x m y
    x, y  sin L
sin
H
dxdy
anm  0 0
H L
n x 2 m y
  sin
2
sin dxdy
0 0
L H
LH
n x m y
    x, y  sin
L
sin
H
dxdy
anm  L
0 0

 2 n x  H 2 m x 
 sin dx   sin dy 
0 L  0 H 
n x m y
LH
4
anm      x, y  sin sin dxdy
HL 0 0 L H

n x
L
L
 sin dx 
2

L 2
Now as 0 so all eigenvalues are positive.
 lim u  x, y, t   0
t 
Hence, the solution is as .

b)

The objective is to solve the initial value problem and analyze the temperature as t  
when boundary conditions are as:

u u
 0, y, t   0,  x, 0, t   0
x y
u u
 L, y, t   0,  x, H , t   0
x y

Now after separation of variables one has as:

df df dg dg
 0    L   0,  0    H   0
dx dx dy dy

Now two Sturm Liouville problems are solved as:

d 2 f  x df df
2
=  f  x  ,  0    L   0
dx dx dx
d g  y
2
dg dg
2
      g  y   0,  0   H   0
dy dy dy

Since   0 the solution is as:

f  x   c1 cos  x  c2 sin  x

f  0  0
one has as c1  0 , while  
f L 0
Now further form boundary condition gives
as sin  L  0 , so one gets as:
2
 n 
n  
 L 
n x
f n  x   sin , n  1, 2,...
L

Now further one gets as:

2
 m 
nm  n  
 H 
2 2
 n   m 
nm     , n, m  0,1, 2,...
 L   H 
m x
g nm  y   sin
H

h  t   e  nm kt
Thus, the solution of time dependent ODE for   nm is as .

Thus, by superposition principle the solution is as

 
n x m y  nm kt
u  x, y, t    anm cos cos e
n  0 m 0 L H

Now unknown coefficient anm can be found from initial condition as the coefficient of
double Fourier series as:

 
n x m y
  x, y    anm cos cos
n 0 m 0 L H
LH
n x m y
    x, y  cos L
cos
H
dxdy
anm  0 0
H L
n x m y
  cos
2
cos 2 dxdy
0 0
L H
LH
n x m y
    x, y  cos
L
cos
H
dxdy
anm  L
0 0

 2 n x  H 2 m y 
 cos dx   cos dy 
0 L  0 H 
n x m y
LH
4
anm      x, y  cos cos dxdy
HL 0 0 L H

L  H m = n  0
 L
2 n x
 2 m y
H
  L /2  H m = 0,n = 1,2,...
  cos dx   cos dx   
0 L  0 H   L  H /2 n = 0,m=1,2,...
 L /2  H /2 m = n = 1,2,...
Now as so all eigenvalues
are positive except 00  0 .

LH
1
lim u  x, y, t   a00    x, ydxdy 
t  HL 0 0
Hence, the solution is as .
c)

The objective is to solve the initial value problem and analyze the temperature as t  
when boundary conditions are as:

u
 0, y, t   0, u  x,0, t   0
x
u
 L, y, t   0, u  x, H , t   0
x

Now after separation of variables one has as:

df df
 0    L   0, g  0   g  H   0
dx dx

Now two Sturm Liouville problems are solved as:

d 2 f  x df df
2
=  f  x  ,  0    L   0
dx dx dx
d g  y
2

      g  y   0, g  0  g  H   0
dy 2

Since   0 the solution is as:

f  x   c1 cos  x  c2 sin  x

f  0  0 f  L  0
Now further form boundary condition one has as c1  0 , while gives
as sin  L  0 , so one gets as:
2
 n 
n  
 L 
n x
f n  x   sin , n  1, 2,...
L

Now further one gets as:

2
 m 
nm  n  
 H 
2 2
 n   m 
nm     , n, m  0,1, 2,...
 L   H 
m x
g nm  y   sin
H

Thus, the solution of time dependent ODE for   nm is as  

h t  e  nm kt
.

Thus, by superposition principle the solution is as

 
n x m y  nm kt
u  x, y, t    anm cos sin e
n 0 m  0 L H

Now unknown coefficient anm can be found from initial condition as the coefficient of
double Fourier series as:

 
n x m y
  x, y    anm cos sin
n 0 m 0 L H
LH
n x m y
    x, y  cos L
sin
H
dxdy
anm  0 0
H L
, n  0,1, 2,..., m  1, 2,...
n x 2 m y
0 0 cos L sin H dxdy
2

m y
LH
2
a0 m      x, y  sin dxdy, m  1, 2,...
HL 0 0 H
n x m y
LH
4
anm      x, y  cos sin dxdy, n, m  1, 2,...
HL 0 0 L H

L 2 n x  H 2 m y   H /2  L n = 0
  cos dx   sin dx   
Now as  0
L  0
H   H / 2  L /2 n=1,2,... so all eigenvalues are
positive.
lim u  x, y, t   0
Hence, the solution is as t  .

d)

The objective is to solve the initial value problem and analyze the temperature as t  
when boundary conditions are as:
 u
u  0, y, t   0,  x, 0, t   0
y
u u
 L, y, t   0,  x, H , t   0
x y

Now after separation of variables one has as:

df dg dg
f  0   L   0,  0    H   0
dx dy dy

Now two Sturm Liouville problems are solved as:

d 2 f  x df
2
=  f  x  , f  0   L  0
dx dx
d 2g  y dg dg
2
      g  y   0,  0   H   0
dy dy dy

Since   0 the solution is as:

  2n  1  
2

n  
 2L 

f n  x   sin
 2n  1  x , n  1, 2,...
2L

f  0  0 f  L  0
Now further form boundary condition one has as c1  0 , while gives
as sin  L  0 , so one gets as:
2
 n 
n  
 L 
n x
f n  x   sin , n  1, 2,...
L

Now further one gets as:

m y
g m  y   cos , m  0,1, 2,...
H
2
 m 
nm  n  
 H 
2 2
 n   m 
nm     , n, m  0,1, 2,...
 L   H 

h  t   e  nm kt
Thus, the solution of time dependent ODE for   nm is as .

Thus, by superposition principle the solution is as

 
u  x, y, t    anm sin
 2n  1  x cos m y enmkt
n 1 m  0 2L H

Now unknown coefficient anm can be found from initial condition as the coefficient of
double Fourier series as:

 
  x, y    anm sin
 2n  1  x cos m y
n 1 m  0 2L H
LH
 2n  1  x cos m y dxdy
    x, y  sin 2L H
anm  0 0
, n  1, 2,..., m  0,1, 2,...
2  2n  1  x
H L
2 m y
0 0 sin 2L cos H dxdy
2
LH
 2n  1  x dxdy, n  1, 2,...
 
HL 0 0
an 0   x , y sin
2L
4
LH
  x, y  sin
 2n  1  x cos m y dxdy, n, m  1, 2,...
anm   
HL 0 0 2L H

 L 2  2n  1  x  H m y  L/2  H m = 0
  sin dx   cos 2 dx   
Now as  0
2L  0
H   L / 2  H /2 m = 1,2,... so all
eigenvalues are positive.
lim u  x, y, t   0
Hence, the solution is as t  .

e)

The objective is to solve the initial value problem and analyze the temperature as t  
when boundary conditions are as:

u  0, y, t   0, u  x, 0, t   0
u
u  L, y , t   0,  x, H , t   hu  x, H , t   0  h  0 
y
Now after separation of variables one has as:
dg
f  0   f  L   0, g  0    H   hg  H   0
dy

Now two Sturm Liouville problems are solved as:

d 2 f  x
=  f  x  , f  0  f  L   0
dx 2
d 2g  y dg
2
      g  y   0, g  0   0,  H   hg  H   0
dy dy

Since   0 the solution is as:

2
 n 
n  
 L 
n x
f n  x   sin , n  1, 2,...
L

Now further one gets as:

g  y  c1 cos    y  c2 sin    y
   cos    H  h sin    H  0
  H
tan    H 
hH
2
z  z y
   m  , g m  y   sin m , m  1, 2,...
H H

2 2
 n   z 
nm      m 
Further one has as  L  H

h  t   e  nm kt
Thus, the solution of time dependent ODE for   nm is as .

Thus, by superposition principle the solution is as

 
n x z y
u  x, y, t    anm sin sin m e  nm kt
n 1 m 1 L H

Now unknown coefficient anm can be found from initial condition as the coefficient of
double Fourier series as:

 
n x z y
  x, y    anm sin sin m
n 1 m 1 L H
LH
n x z y
    x, y  sin L
sin m dxdy
H
anm  0 0
H L
n x 2 zm y
  sin
2
sin dxdy
0 0
L H
LH
n x z y
  x, y  sin
2 
sin m dxdy
L H
anm  0 0
H
, n, m  1, 2,...
L z y
0 sin Hm dy
2

Now all eigenvalues are positive.

lim u  x, y, t   0
t 
Hence, the solution is as .