Solving the Heat Equation — Question 6

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Question 6

Solve ut=κuxxu_t=\kappa u_{xx} for 0<x<L0<x<L, t>0t>0, with κ,L>0\kappa,L>0, u(0,t)=0,ux(L,t)=0,u(x,0)=x(2L−x).u(0,t)=0,\qquad u_x(L,t)=0,\qquad u(x,0)=x(2L-x). You may use the complete orthogonal family sin⁡(knx)\sin(k_nx), kn=(n+1/2)π/Lk_n=(n+1/2)\pi/L, n=0,1,…n=0,1,\ldots, with squared norm L/2L/2, and its Fourier convergence for the odd-at-zero, even-at-LL extension of these data.

Tasks

  1. Compute the expansion coefficients using the actual mixed conditions and construct the solution.

  2. Verify the initial trace, PDE and two different endpoint conditions, justifying the series operations.

  3. Compute total heat and its rate of loss. Explain why only the left endpoint contributes to the heat flux.

  4. Determine the limiting shape of eκk02tue^{\kappa k_0^2t}u uniformly on [0,L][0,L]. Compare its slowest exponential decay rate with that of a rod of the same length and diffusivity with both endpoints fixed at zero.

Original worksheet page 1: question and worked solution for 9-5-006
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Question 6 – Solution

Strategy. Use half-integer modes for the mixed boundary problem; integer sine modes would solve a different problem.

Step 1: Evaluate the coefficient integral. For f=x(2L−x)f=x(2L-x), f(0)=0f(0)=0, f′(L)=0f'(L)=0 and f″=−2f''=-2. Two integrations by parts, using cos⁡(knL)=0\cos(k_nL)=0, give ∫0Lfsin⁡(knx)dx=2kn3,u(x,t)=4L∑n=0∞e−κkn2tsin⁡(knx)kn3.\int_0^L f\sin(k_nx)\,dx=\frac{2}{k_n^3},\qquad \boxed{u(x,t)=\frac 4L\sum_{n=0}^\infty \frac{e^{-\kappa k_n^2t}\sin(k_nx)}{k_n^3}.} The vanishing boundary terms use the derivative condition at LL, not a zero value of f(L)f(L), which is actually L2L^2.

Step 2: Verify the complete solution. The coefficients are summable, so the initial series is uniformly convergent; the supplied Fourier theorem identifies it as ff. Summable domination gives uniform convergence to ff as t↓0t\downarrow 0. For t≥τ>0t\ge\tau>0, differentiated series converge uniformly by exponential decay and verify the PDE. At zero, all sine factors vanish; at LL, all derivative cosine factors vanish. The initial function also satisfies these value/first-derivative data, although higher corner compatibility is a separate issue.

Step 3: Compute heat loss through the open thermal boundary. Since ∫0Lsin⁡(knx)dx=1/kn\int_0^L\sin(k_nx)\,dx=1/k_n, H(t)=4L∑n≥0e−κkn2tkn4,H(0)=2L33.H(t)=\frac 4L\sum_{n\ge 0}\frac{e^{-\kappa k_n^2t}}{k_n^4},\qquad H(0)=\frac{2L^3}{3}. For t>0t>0, H′=−(4κ/L)∑e−κkn2t/kn2=−κux(0,t)H'=-(4\kappa/L)\sum e^{-\kappa k_n^2t}/k_n^2=-\kappa u_x(0,t). This is κ[ux]0L\kappa[u_x]_0^L because the right derivative is zero. Every term in the loss sum is positive; insulation blocks flux at the right endpoint only.

Step 4: Extract the slowest mode rigorously. Multiplying the series by eκk02te^{\kappa k_0^2t} leaves the first term and a remainder bounded by e−κ(k12−k02)t∑n≥14/(Lkn3)e^{-\kappa(k_1^2-k_0^2)t}\sum_{n\ge 1}4/(Lk_n^3), which tends to zero. Hence uniformly, eκk02tu→32L2π3sin⁡(πx/(2L)).\boxed{e^{\kappa k_0^2t}u\longrightarrow \frac{32L^2}{\pi^3}\sin(\pi x/(2L)).} The slowest rate is κπ2/(4L2)\kappa\pi^2/(4L^2), one quarter of the Dirichlet–Dirichlet rate κπ2/L2\kappa\pi^2/L^2. Equal material properties and length do not imply equal decay rates when the boundary conditions differ.

Original worksheet page 2: question and worked solution for 9-5-006

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