Summary of Separation of Variables — Question 3

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Question 3

Consider the separated spatial problem −X″=λX,0<x<L,X(0)=0,X′(L)+hX(L)=0,-X''=\lambda X,\qquad 0<x<L,\quad X(0)=0,\quad X'(L)+hX(L)=0, where L>0L>0 and h∈ℝh\in\mathbb R. The same boundary conditions are imposed on the heat equation ut=κuxxu_t=\kappa u_{xx} and the wave equation vtt=c2vxxv_{tt}=c^2v_{xx}, with κ,c>0\kappa,c>0.

Tasks

  1. Derive the energy identity for λ\lambda. Use X(L)2≤L∫0LX′2dxX(L)^2\le L\int_0^LX'^2\,dx to identify when every eigenvalue is positive and when a zero eigenvalue occurs.

  2. For h<−1/Lh<-1/L, derive the negative-eigenvalue equation and prove there is exactly one negative eigenvalue.

  3. Choose L=1L=1 and h=−coth⁡1h=-\coth 1. Construct a heat solution and a wave solution with initial profile sinh⁡x\sinh x, taking zero initial wave velocity.

  4. Explain why these solutions invalidate a rule that separated heat modes always decay and separated wave modes always oscillate. Identify the boundary term responsible.

Original worksheet page 1: question and worked solution for 9-9-003
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Question 3 – Solution

Strategy. The admissible spatial spectrum depends on the boundary operator, including the sign of a Robin coefficient.

Step 1: Include the Robin boundary term. Multiplication by XX and integration by parts give λ∫0LX2dx=∫0LX′2dx+hX(L)2.\boxed{\lambda\int_0^LX^2\,dx=\int_0^LX'^2\,dx+hX(L)^2.} For h≥0h\ge 0 the right side is positive for nonzero XX with X(0)=0X(0)=0. For −1/L<h<0-1/L<h<0, the supplied trace inequality bounds it below by (1+hL)∫X′2>0(1+hL)\int X'^2>0. At h=−1/Lh=-1/L it is nonnegative, with equality precisely for an affine function through zero; X=xX=x is the zero mode. Conversely, solving X″=0X''=0 shows a nonzero zero mode occurs only at h=−1/Lh=-1/L.

Step 2: Find the negative mode. For λ=−σ2\lambda=-\sigma^2, σ>0\sigma>0, the left condition gives X=Asinh⁡(σx)X=A\sinh(\sigma x). The right condition is σcoth⁡(σL)=−h.\boxed{\sigma\coth(\sigma L)=-h.} The left side increases strictly from 1/L1/L to infinity: with z=σLz=\sigma L, the derivative of zcoth⁡zz\coth z is (sinh⁡zcosh⁡z−z)/sinh⁡2z>0(\sinh z\cosh z-z)/\sinh^2z>0. Thus there is exactly one positive σ\sigma when −h>1/L-h>1/L, and none otherwise. This counts all negative eigenvalues because every such eigenfunction must have the displayed hyperbolic form.

Step 3: Build the two growing examples. For the specified L,hL,h, σ=1\sigma=1 and λ=−1\lambda=-1. Hence u(x,t)=eκtsinh⁡x,v(x,t)=cosh⁡(ct)sinh⁡x.\boxed{u(x,t)=e^{\kappa t}\sinh x,\qquad v(x,t)=\cosh(ct)\sinh x.} Their spatial second derivatives equal the fields; their time derivatives satisfy the respective PDEs. The left traces are zero, and at x=1x=1 the Robin expression is proportional to cosh⁡1−coth⁡1sinh⁡1=0\cosh 1-\coth 1\,\sinh 1=0. The initial profiles are sinh⁡x\sinh x and the initial wave velocity is zero.

Step 4: Locate the failure of the rule. Heat factors satisfy a′=−κλaa'=-\kappa\lambda a; wave factors satisfy b″+c2λb=0b''+c^2\lambda b=0. A negative eigenvalue therefore gives growth rather than decay or pure oscillation. In the spatial energy identity, hX(L)2hX(L)^2 is negative here. The usual nonnegative energy form for dissipative or fixed boundaries cannot be assumed for this Robin condition. The counterexample changes the spectrum, not the separation calculation.

Original worksheet page 2: question and worked solution for 9-9-003

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