Summary of Separation of Variables — Question 8

PDF ↗

Question 8

On 0<x<π0<x<\pi with zero endpoint values, consider the stationary problem −u″−4u=f(x),f(x)=sin⁡x+asin⁡(2x)+sin⁡(3x),a∈ℝ,-u''-4u=f(x),\qquad f(x)=\sin x+a\sin(2x)+\sin(3x),\quad a\in\mathbb R, and the associated evolution vt=vxx+4v+fv_t=v_{xx}+4v+f, initially v(x,0)=0v(x,0)=0.

Tasks

  1. Derive the necessary stationary solvability condition by testing against the kernel. Show that it is sufficient for these data.

  2. Find every stationary solution when one exists, and identify the one orthogonal to the kernel.

  3. Solve the evolution from rest. Distinguish growth caused by a kernel forcing from growth caused by a negative eigenvalue of the stationary operator.

  4. Replace the zero initial state by b1sin⁡x+b2sin⁡(2x)+b3sin⁡(3x)b_1\sin x+b_2\sin(2x)+b_3\sin(3x). Determine exactly when the evolution stays bounded and give its limiting stationary field.

Original worksheet page 1: question and worked solution for 9-9-008
Show solutionHide solution

Question 8 – Solution

Strategy. A separated coefficient equation can be singular or unstable; stationarity, uniqueness and attraction are separate questions.

Step 1: Test the stationary kernel. For ℒ=−d2/dx2−4\mathcal L=-d^2/dx^2-4, the eigenvalues on sin⁡(nx)\sin(nx) are n2−4n^2-4. The kernel is spanned by sin⁡(2x)\sin(2x). Integration by parts, using both zero endpoints, gives 0=∫0π(ℒu)sin⁡(2x)dx=∫0πfsin⁡(2x)dx=aπ/20=\int_0^\pi(\mathcal Lu)\sin(2x)\,dx=\int_0^\pi f\sin(2x)\,dx=a\pi/2. Thus a=0\boxed{a=0} is necessary.

Step 2: Solve the compatible stationary equations. When a=0a=0, divide the first and third coefficients by 1−4=−31-4=-3 and 9−4=59-4=5: u=−13sin⁡x+15sin⁡(3x)+Csin⁡(2x),C∈ℝ.\boxed{u=-\tfrac 13\sin x+\tfrac 15\sin(3x)+C\sin(2x),\qquad C\in\mathbb R.} Direct substitution proves sufficiency. Orthogonality to the kernel forces C=0C=0, and without it the stationary field is not unique.

Step 3: Evolve from rest. The modal equations are q1′=3q1+1q_1'=3q_1+1, q2′=aq_2'=a, q3′=−5q3+1q_3'=-5q_3+1. Their zero-initial-value solutions give v=e3t−13sin⁡x+atsin⁡(2x)+1−e−5t5sin⁡(3x).\boxed{v=\frac{e^{3t}-1}{3}\sin x+at\sin(2x) +\frac{1-e^{-5t}}5\sin(3x).} Nonzero aa drives linear growth in the kernel mode. Separately, the first mode grows exponentially because ℒ\mathcal L has eigenvalue −3-3. Therefore even compatible forcing does not make the stationary family an attractor from rest.

Step 4: Identify the bounded initial states. For the prescribed three-mode initial state, q1=−13+(b1+13)e3t,q2=b2+at,q3=15+(b3−15)e−5t.q_1=-\tfrac 13+(b_1+\tfrac 13)e^{3t},\qquad q_2=b_2+at,\qquad q_3=\tfrac 15+(b_3-\tfrac 15)e^{-5t}. Orthogonality prevents cancellation between spatial modes. Boundedness holds exactly when a=0,b1=−1/3.\boxed{a=0,\qquad b_1=-1/3.} The coefficients b2,b3b_2,b_3 are unrestricted. Then the uniform limit is −13sin⁡x+b2sin⁡(2x)+15sin⁡(3x)-\tfrac 13\sin x+b_2\sin(2x)+\tfrac 15\sin(3x). Eliminating the unstable component and satisfying the kernel compatibility are both necessary.

Original worksheet page 2: question and worked solution for 9-9-008

Original worksheet layout. Use Enlarge or open the PDF for a closer view.