Solution of the diusion equation in 1D
C 2C =D 2 t x
0x
(1)
Steady state
Setting C/t = 0 we obtain d2 C =0 dx2
Cs = ax + b
We determine a, b from the boundary conditions.
C (0) = C1 , It follows that
C ( ) = C2
(2)
b = C1 ,
a=
C2 C1
Cs (x) = Flux
C2 C1
x + C1 (3)
= D
C1 C2 Cs = x
Time-dependent solutions
We choose again the boundary conditions (2) and
C (x, 0) = C0 (x) as initial condition. It is convenient to consider the excess quantity u (x, t) = C (x, t) Cs (x) Using (1)-(3) we see that u satises u 2u =D 2 t x with
(4)
(5a)
(5b)
u (0) = u ( ) = 0 u (x, 0) = C0 Cs (x) u0 (x)
(5c) (5d)
Let m be the eigenfunctions of the diusion operator d2 /dx2 . Since the operator is dissipative, the correponding eigenvalues are non-positive. We denote them by 2 km (k real) d2 m (x) 2 = km m (x) dx2
(6)
Any function of the form u = Am (t) m satises then eq.(5), provided that Am (t) satises the ordinary dierential equation dAm 2 = Dkm Am dt or Am (t) = Am (0) eDkm t
2
(7a) (7b)
On the other hand, in general, functions u of this form do not satisfy the initial condition. To satisfy this condition we seek for solutions in the form of an innite series of m s (this is legitimate since the equation is linear) 2
u (x, t) =
m
Am (t) m (x)
(8)
and x the Am (0)s by requiring that Am (0) m (x) = u (x, 0) = u0 (x)
m
(9)
To compute Am (0) we use the orthogonality property of m , guaranted by the fact that the diusion operator is self-adjoint : dx (x)m (x) = 0 n = m n
0
(10)
= Nn
n=m
Multiplying both sides of (9) by (x) and integrating over x we thus obtain m dx (x)u0 (x) n Nn
An (0) =
(11)
which combined with (7b) and (8) yields the solution dx (x)u0 (x) n m (x) Nm
u(x, t) =
m
(12)
We now compute m and km explicitly for the boundary conditions (5b). On inspecting (6) we see that m must be of the form m (x) = Ccos km x + Dsin km x Applied to x = 0 and x = this leads to
0 = m (0) = C 0 = m ( ) = Dsin km 3
implying that km = m (m integer) or km = m mx (up to a factor) (13)
m = sin
the full solution u(x, t) being (cf. eq. (12)), with Nm = /2 2
m o
u(x, t) =
dxsin
mx
u0 (x) sin
mx
eD
m2 2 2 t
(14)
(Fourrier series) To complete the evaluation suppose that u0 (x) = u0 = constant, then, mx
u0
0
dxsin
= 0 = 2uo m
if m is even if m is odd = 2n + 1 (15)
Finally, 4u0 u(x, t) =
(2n+1)2 ?pi2 (2n + 1)x 1 t 2 sin eD 2n + 1
(16)
2
n=0
Notice that u(x, t) 0 as t with a characteristic time t =
D 2