Separation of Variables — Question 2

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Question 2

Seek nonzero separated solutions of ut=κuxxu_t=\kappa u_{xx} on 0<x<L0<x<L, t≥0t\ge 0, with κ,L>0\kappa,L>0 and mixed endpoint conditions u(0,t)=0,ux(L,t)=0.u(0,t)=0,\qquad u_x(L,t)=0. Use the convention X″+λX=0X''+\lambda X=0, T′=−κλTT'=-\kappa\lambda T.

Tasks

  1. Derive the endpoint conditions on XX. Use integration by parts to prove that every nonzero spatial factor has λ>0\lambda>0; address equality explicitly.

  2. Solve the spatial problem and list all eigenvalues and eigenfunctions, using an index n=0,1,2,…n=0,1,2,\ldots. Explain why checking only a sine condition at both ends would give the wrong spectrum.

  3. Find the time factor and compare the amplitude half-lives of the first two modes. Distinguish amplitude half-life from the half-life of squared amplitude.

  4. Sketch the first three spatial factors normalized to have sine coefficient one, using ξ=x/L\xi=x/L. Locate their interior zeros and verify their right-end slopes.

Original worksheet page 1: question and worked solution for 9-4-002
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Question 2 – Solution

Strategy. Let the actual boundary operators select the admissible separation constants.

Step 1: Prove positivity before solving the ODE. At a time where T≠0T\ne 0, the endpoint conditions give X(0)=0X(0)=0, X′(L)=0X'(L)=0. Multiplication by XX and integration yield λ∫0LX2dx=∫0L(X′)2dx−[XX′]0L=∫0L(X′)2dx.\lambda\int_0^L X^2\,dx =\int_0^L (X')^2\,dx-[XX']_0^L=\int_0^L(X')^2\,dx. If λ=0\lambda=0, then X′X' vanishes identically; X(0)=0X(0)=0 forces X=0X=0. Thus a nonzero factor has λ>0\boxed{\lambda>0}; negative values are impossible.

Step 2: Apply the two different endpoint conditions. Put k=λk=\sqrt\lambda. The general solution is Acos⁡(kx)+Bsin⁡(kx)A\cos(kx)+B\sin(kx). The left condition gives A=0A=0, and the right gives Bkcos⁡(kL)=0Bk\cos(kL)=0. For B≠0B\ne 0, kn=(n+1/2)πL,λn=kn2,Xn(x)=sin⁡(knx),n=0,1,….\boxed{k_n=\frac{(n+1/2)\pi}{L},\quad \lambda_n=k_n^2,\quad X_n(x)=\sin(k_nx),\quad n=0,1,\ldots.} The right condition is on the derivative, so it selects zeros of cosine. Using sin⁡(kL)=0\sin(kL)=0 would impose an unrequested Dirichlet condition there.

Step 3: Compare decay measures. The modes are CXn(x)e−κλntC X_n(x)e^{-\kappa\lambda_n t}. Their amplitude half-lives are τn=log⁡2/(κλn)\tau_n=\log 2/(\kappa\lambda_n), so τ1=τ0/9\tau_1=\tau_0/9. Squared amplitude decays as e−2κλnte^{-2\kappa\lambda_n t} and has half-life τn/2\tau_n/2. Confusing those two quantities introduces a factor of two.

Step 4: Check the plotted nodes and slopes. For n=0,1,2n=0,1,2, the normalized factors are sin⁡((n+1/2)πξ)\sin((n+1/2)\pi\xi). There are respectively zero, one and two interior zeros: none; 2/32/3; and 2/5,4/52/5,4/5. Every right slope is zero because cos⁡((n+1/2)π)=0\cos((n+1/2)\pi)=0. The right values alternate 1,−1,11,-1,1 and need not vanish.

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Original worksheet page 2: question and worked solution for 9-4-002

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