Solving the Heat Equation — Question 2

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Question 2

Let κ,L>0\kappa,L>0 and solve ut=κuxxu_t=\kappa u_{xx} on 0<x<L0<x<L, t>0t>0, with zero endpoint values and initial temperature f(x)=x(L−x)f(x)=x(L-x). You may use Fourier sine convergence for piecewise smooth odd extensions.

Tasks

  1. Compute every coefficient bn=(2/L)∫0Lf(x)sin⁡(nπx/L)dxb_n=(2/L)\int_0^L f(x)\sin(n\pi x/L)\,dx and construct the solution series.

  2. Justify uniform convergence to the initial trace as t↓0t\downarrow 0 and termwise verification of the PDE for t>0t>0. Do not infer corner smoothness from uniform convergence of the values.

  3. Explain the absence of the even modes from reflection symmetry. Determine the total heat H(t)H(t) as a convergent series and evaluate H(0)H(0) directly.

  4. Differentiate HH for positive time and verify H′=κ[ux]0LH'=\kappa[u_x]_0^L. Explain why HH strictly decreases and why the solution is not a single separated product.

Original worksheet page 1: question and worked solution for 9-5-002
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Question 2 – Solution

Strategy. Exact coefficients control the initial convergence, while Gaussian mode decay justifies later differentiation.

Step 1: Compute the sine coefficients. Put k=nπ/Lk=n\pi/L. Twice integrating by parts, using f(0)=f(L)=0f(0)=f(L)=0 and f″=−2f''=-2, gives ∫0Lfsin⁡(kx)dx=2(1−(−1)n)/k3\int_0^L f\sin(kx)\,dx=2(1-(-1)^n)/k^3. Thus bn=4L2(1−(−1)n)/(n3π3)b_n=4L^2(1-(-1)^n)/(n^3\pi^3), and u(x,t)=8L2π3∑n≥1n oddsin⁡(nπx/L)n3e−κ(nπ/L)2t.\begin{gathered} \boxed{u(x,t)=\frac{8L^2}{\pi^3} \sum_{\substack{n\ge 1\\n\text{ odd}}}\frac{\sin(n\pi x/L)}{n^3} e^{-\kappa(n\pi/L)^2t}.} \end{gathered}

Step 2: Verify the full initial-value solution. The coefficients are absolutely summable, so the series at t=0t=0 converges uniformly. Fourier convergence identifies its sum as ff on [0,L][0,L], including the zero endpoints. Dominated convergence of the coefficient sum then gives ∥u(⋅,t)−f∥∞→0\|u(\cdot,t)-f\|_\infty\to 0. For t≥τ>0t\ge\tau>0, any fixed number of spatial or time derivatives only adds powers of nn; the factor e−κ(nπ/L)2τe^{-\kappa(n\pi/L)^2\tau} makes these series uniformly summable. Hence ut=κuxxu_t=\kappa u_{xx} termwise for positive time. At an initial corner, f″=−2f''=-2 conflicts with the zero boundary time derivative; continuity of all second spatial derivatives through those corners is not claimed.

Step 3: Use symmetry and integrate the solution. Since f(L−x)=f(x)f(L-x)=f(x) and sin⁡(nπ(L−x)/L)=(−1)n+1sin⁡(nπx/L)\sin(n\pi(L-x)/L)=(-1)^{n+1}\sin(n\pi x/L), even coefficients vanish. Integrating the uniformly convergent series gives H(t)=16L3π4∑n odde−κ(nπ/L)2tn4,H(0)=∫0Lx(L−x)dx=L36.H(t)=\frac{16L^3}{\pi^4}\sum_{n\text{ odd}}\frac{e^{-\kappa(n\pi/L)^2t}}{n^4}, \qquad H(0)=\int_0^L x(L-x)\,dx=\frac{L^3}{6}.

Step 4: Check heat loss and the mode content. For t>0t>0, differentiation gives H′(t)=−16κLπ2∑n odde−κ(nπ/L)2tn2=κ[ux]0L.H'(t)=-\frac{16\kappa L}{\pi^2}\sum_{n\text{ odd}} \frac{e^{-\kappa(n\pi/L)^2t}}{n^2}=\kappa[u_x]_0^L. The equality on the right follows by differentiating the spatial sine series and using the odd-mode cosine endpoint values. Every summand is positive, so H′<0H'<0. Infinitely many nonzero coefficients decay at distinct rates; in particular the ratio of the third coefficient to the first changes with time. A single product would have fixed ratios wherever its time factor is nonzero.

Original worksheet page 2: question and worked solution for 9-5-002

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