Solving the Heat Equation — Question 5

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Question 5

Let κ,L>0\kappa,L>0. Solve ut=κuxxu_t=\kappa u_{xx} on 0<x<L0<x<L, t>0t>0, with insulated ends ux(0,t)=ux(L,t)=0u_x(0,t)=u_x(L,t)=0 and initial temperature f(x)=xf(x)=x. Use the convention f=a0+∑n≥1ancos⁡(nπx/L)f=a_0+\sum_{n\ge 1}a_n\cos(n\pi x/L), where a0=L−1∫0Lfa_0=L^{-1}\int_0^L f and an=(2/L)∫0Lfcos⁡(nπx/L)a_n=(2/L)\int_0^L f\cos(n\pi x/L). You may use cosine-series convergence and Parseval’s identity.

Tasks

  1. Compute the coefficients and construct the solution, retaining the zero mode.

  2. Prove conservation of the mean and the reflection identity u(L−x,t)=L−u(x,t)u(L-x,t)=L-u(x,t). Determine the limiting equilibrium.

  3. Justify uniform recovery of the initial values, and explain why the spatial derivative cannot extend continuously through the initial boundary corners.

  4. Compute V(t)=∫0L(u−L/2)2dxV(t)=\int_0^L(u-L/2)^2\,dx as a series, find V(0)V(0) and establish V(t)≤e−2κ(π/L)2tV(0)V(t)\le e^{-2\kappa(\pi/L)^2t}V(0). Sketch profiles for L=κ=1L=\kappa=1 at t=0,0.03,0.15t=0,0.03,0.15.

Original worksheet page 1: question and worked solution for 9-5-005
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Question 5 – Solution

Strategy. Insulation preserves the constant component while all nonconstant cosine modes decay.

Step 1: Compute and evolve the cosine coefficients. Integration gives a0=L/2a_0=L/2 and an=2L((−1)n−1)/(π2n2)a_n=2L(({-1})^n-1)/(\pi^2n^2). Therefore u(x,t)=L2−4Lπ2∑n odde−κ(nπ/L)2tcos⁡(nπx/L)n2.\boxed{u(x,t)=\frac L2-\frac{4L}{\pi^2}\sum_{n\text{ odd}} \frac{e^{-\kappa(n\pi/L)^2t}\cos(n\pi x/L)}{n^2}.} Gaussian decay justifies the PDE and derivative boundary conditions termwise for t>0t>0. The constant mode remains stationary.

Step 2: Identify the conserved and symmetric parts. Integrating the PDE yields (∫u)′=κ[ux]0L=0(\int u)'=\kappa[u_x]_0^L=0, so the mean is L/2L/2. For odd nn, cos⁡(nπ(L−x)/L)=−cos⁡(nπx/L)\cos(n\pi(L-x)/L)=-\cos(n\pi x/L). The series therefore gives u(L−x,t)=L−u(x,t)u(L-x,t)=L-u(x,t), in particular u(L/2,t)=L/2u(L/2,t)=L/2 at all times. The absolutely summable coefficients and positive modal decay imply uniform convergence to the equilibrium L/2L/2 as t→∞t\to\infty.

Step 3: Check values and derivatives separately. The n−2n^{-2} coefficients give absolute uniform convergence at t=0t=0; the cosine convergence theorem identifies the sum as xx, including both endpoints. Summable domination proves uniform recovery of those values as t↓0t\downarrow 0. But the initial trace has derivative one, whereas ux=0u_x=0 at the endpoints for every positive time. A continuously extending spatial derivative would have to take both values at each initial corner, which is impossible. Uniform convergence of temperatures does not imply convergence of derivatives.

Step 4: Quantify equilibration. Orthogonality gives V(t)=8L3π4∑n odde−2κ(nπ/L)2tn4,V(0)=∫0L(x−L/2)2dx=L312.V(t)=\frac{8L^3}{\pi^4}\sum_{n\text{ odd}}\frac{e^{-2\kappa(n\pi/L)^2t}}{n^4}, \qquad V(0)=\int_0^L(x-L/2)^2\,dx=\frac{L^3}{12}. Each exponential is at most e−2κ(π/L)2te^{-2\kappa(\pi/L)^2t}, proving the required bound. The profiles flatten toward their conserved mean, rather than toward zero. Only the initial profile has the incompatible endpoint slopes.

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