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Solve the initial-boundaryvalue problem. Where indicated by \([\mathrm{C}]\), perform numerical experiments. To simplify the computation of coefficients in some of these problems, check first to see if \(u(x, 0)\) is a polynomial that satisfies the boundary conditions. If it does, apply Theorem 11.3.5; also, see Exercises \(11.3 .35(\mathbf{b}), 11.3 .42(\mathbf{b}),\) and \(11.3 .50(\mathbf{b})\). $$ \begin{array}{l} \text { C } u_{t}=3 u_{x x}, \quad 00 \\ u_{x}(0, t)=0, \quad u(1, t)=0, \quad t>0 \\ u(x, 0)=1-x, \quad 0 \leq x \leq 1 \end{array} $$

Short Answer

Expert verified
Question: Find the function \(u(x,t)\) that solves the following initial-boundary value problem of the heat equation: \[ \begin{cases} Cu_t = 3u_{xx}, & 0 < x < 1, t > 0 \\ u_x(0, t) = 0, u(1, t) =0, & t > 0 \\ u(x, 0) = 1 - x, & 0 \le x \le 1 \end{cases} \] Answer: The solution for the given initial-boundary value problem is: \[ u(x, t) = \sum_{n=1}^{\infty} \frac{2}{n\pi}(1-(-1)^n) e^{-(n\pi)^2 Ct} \sin{n\pi x} \]

Step by step solution

01

Analyze the PDE

We are given the following initial-boundary value problem: \[ \begin{cases} Cu_t = 3u_{xx}, & 0 < x < 1, t > 0 \\ u_x(0, t) = 0, u(1, t) =0, & t > 0 \\ u(x, 0) = 1 - x, & 0 \le x \le 1 \end{cases} \] Our task is to solve the problem and find the function \(u(x,t)\).
02

Apply Theorem 11.3.5

Since \(u(x, 0) = 1 - x\) is a polynomial that satisfies the boundary conditions, we can apply Theorem 11.3.5 to find a general solution. The general solution of the heat equation is given by the formula: \[ u(x, t) = \sum_{n=1}^{\infty} B_n e^{-k_n^2 Ct} \sin{k_n x} \] Where \(k_n\) and \(B_n\) are constants to be determined. We have the boundary conditions \(u_x(0,t) = 0\) and \(u(1,t) = 0\). Applying the first boundary condition, we get: \[ \frac{d}{dx} \sum_{n=1}^{\infty} B_n e^{-k_n^2 Ct} \sin{k_n x} \Big|_{x=0} = 0 \] This condition gives us \(k_n = n\pi\) for all \(n \in \mathbb{N}\), and the general solution becomes: \[ u(x, t) = \sum_{n=1}^{\infty} B_n e^{-(n\pi)^2 Ct} \sin{n\pi x} \]
03

Determine \(B_n\) using initial condition

Now we will use the initial condition \(u(x,0)=1-x\) to find \(B_n\). Plugging in \(t=0\) into our general solution, we get: \[ 1-x = \sum_{n=1}^{\infty} B_n \sin{n\pi x} \] Now we can use Fourier sine series to find \(B_n\): \[ B_n = 2\int_0^1 (1-x)\sin{n\pi x} dx \]
04

Compute the Fourier coefficients

To find \(B_n\), we need to compute the integral: \begin{align*} B_n &= 2\int_0^1 (1-x)\sin{n\pi x} dx \\ &= 2\left[\int_0^1 \sin{n\pi x} dx - \int_0^1 x\sin{n\pi x} dx\right] \end{align*} We can integrate by parts for the second term, let \(u=x\), \(dv=\sin(n\pi x)dx\), so we have \(du=dx\), \(v=-\frac{1}{n\pi}\cos(n\pi x)\): \begin{align*} B_n &= 2\left[\frac{1}{n\pi}(\cos{n\pi x}\Big|_0^1) -\int_0^1 -\frac{1}{n\pi}\cos{n\pi x} dx\right] \\ &= 2\left[\frac{1}{n\pi}(\cos{n\pi} - \cos{0}) + \frac{1}{(n\pi)^2}(\sin{n\pi x}\Big|_0^1) \right] \\ &= 2\left[\frac{1}{n\pi}(1-(-1)^n) \right], \end{align*} since \(\sin{n\pi x}\) and \(\cos{n\pi}\) are zero for integer values of \(n\). This gives us the following simplified Fourier coefficients: \[ B_n = \frac{2}{n\pi}(1-(-1)^n) \]
05

Write the final solution

Now that we have found \(B_n\), we can write the final solution for \(u(x,t)\): \[ u(x, t) = \sum_{n=1}^{\infty} \frac{2}{n\pi}(1-(-1)^n) e^{-(n\pi)^2 Ct} \sin{n\pi x} \] This is the solution for the given initial-boundary value problem of the heat equation.

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Key Concepts

These are the key concepts you need to understand to accurately answer the question.

Partial Differential Equations
Partial Differential Equations (PDEs) are mathematical models that involve rates of change with respect to continuous variables, such as time and space, and are fundamental in fields like physics, engineering, and finance. The equation given in the problem,
\(Cu_t = 3u_{xx}, 0 < x < 1, t > 0\),
is a second-order PDE because it involves second derivatives with respect to the spatial variable x. Solving PDEs generally requires understanding the problem's boundary and initial conditions, which in this case, are defined by the heat transfer in a rod of unit length. PDEs can be very challenging to solve analytically, so various methods, such as separation of variables and Fourier series, can facilitate a solution.
Fourier Series
Fourier series is a powerful mathematical tool used in solving PDEs, especially with boundary value problems. It allows us to express a complex, often periodic, function as an infinite sum of simpler trigonometric functions. By expanding the initial condition \(u(x, 0) = 1 - x\)using a Fourier sine series, we can derive coefficients that uniquely represent the initial temperature distribution of the rod. The general solution \(u(x, t) = \sum_{n=1}^{\infty} B_n e^{-(n\pi)^2 Ct} \sin{n\pi x}\)takes the form of a Fourier sine series, where the coefficients \(B_n\)are determined from the initial condition of the system under consideration. These coefficients encapsulate not just the shape of the initial condition but its magnitude as well.
Heat Equation
The heat equation is a specific type of PDE that models the distribution of heat (or temperature) in a given region over time. In one-dimensional space, the heat equation is represented as\(u_t = \alpha u_{xx}\),
where \(\alpha\)is a positive constant representing the thermal diffusivity of the material. The equation describes how heat diffuses through a medium. In the given exercise, the equation \(Cu_t = 3u_{xx}\)is a heat equation where \(C\)plays a role akin to \(\alpha\),the thermal diffusivity. Here, we seek to understand how the temperature changes along a rod over time, starting with the initial temperature distribution \(u(x, 0) = 1 - x\)and subject to specific boundary conditions.
Boundary Conditions
Boundary conditions are essential in solving PDEs as they describe the system's behavior at the boundaries of the domain. In the context of the heat equation, boundary conditions reflect the physical constraints at the ends of the rod. For this problem, we have a Neumann boundary condition\(u_x(0, t) = 0\)at one end, indicating insulated or reflective end where the heat flux is zero, corresponding to no heat entering or leaving the rod at that point. At the other end, we have a Dirichlet boundary condition\(u(1, t) = 0\),
meaning the rod is kept at a constant temperature (possibly zero if modeled in a normalized manner). These conditions, alongside the initial temperature distribution, fully determine the solution to the heat equation.

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Most popular questions from this chapter

Show that the Neumann Problem $$ \begin{array}{c} u_{x x}+u_{y y}=0, \quad 0

Use Exercise 17 to solve the initial-boundaryvalue problem. In some of these exercises Theorem 11.3.5(c) or Exercise 11.3.42(b) will simplify the computation of the coefficients in the mixed Fourier cosine series. $$ \begin{array}{l} u_{t t}=u_{x x}, \quad 00, \\ u_{x}(0, t)=0, \quad u(1, t)=0, \quad t>0, \\ u(x, 0)=x^{4}-4 x^{3}+6 x^{2}-3, \quad u_{t}(x, 0)=0, \quad 0 \leq x \leq 1. \end{array} $$

In Exercises \(1-16\) apply the definition developed in Example 1 to solve the boundary value problem. (Use Theorem 11.3 .5 where it applies.) Where indicated by \(\mathrm{C}\), graph the surface \(u=u(x, y), 0 \leq x \leq a\), \(0 \leq y \leq b\) $$ \begin{array}{ll} u_{x x}+u_{y y}=0, & 0

In Exercises \(1-16\) apply the definition developed in Example 1 to solve the boundary value problem. (Use Theorem 11.3 .5 where it applies.) Where indicated by \(\mathrm{C}\), graph the surface \(u=u(x, y), 0 \leq x \leq a\), \(0 \leq y \leq b\) $$ \begin{array}{l} u_{x x}+u_{y y}=0, \quad 0

We saw that the displacement of the plucked string is, on the one hand, $$ u(x, t)=\frac{4 L}{\pi^{2}} \sum_{n=1}^{\infty} \frac{(-1)^{n+1}}{(2 n-1)^{2}} \cos \frac{(2 n-1) \pi a t}{L} \sin \frac{(2 n-1) \pi x}{L}, 0 \leq x \leq L, t \geq 0 $$ and, on the other hand, $$ u(x, \tau)=\left\\{\begin{aligned} x, & 0 \leq x \leq \frac{L}{2}-a \tau, \\ \frac{L}{2}-a \tau, & \frac{L}{2}-a \tau \leq x \leq \frac{L}{2}+a \tau, \\ L-x, & \frac{L}{2}-a \tau \leq x \leq L. \end{aligned}\right. $$ if \(0 \leq \tau \leq L / 2 a\). The first objective of this exercise is to show that (B) can be used to compute \(u(x, t)\) for \(0 \leq x \leq L\) and all \(t>0\) (a) Show that if \(t>0,\) there's a nonnegative integer \(m\) such that either (i) \(t=\frac{m L}{a}+\tau\) or (ii) \(t=\frac{(m+1) L}{a}-\tau\), where \(0 \leq \tau \leq L / 2 a\) (b) Use (A) to show that \(u(x, t)=(-1)^{m} u(x, \tau)\) if (i) holds, while \(u(x, t)=(-1)^{m+1} u(x, \tau)\) if (ii) holds. (c) Perform the following experiment for specific values of \(L\) and \(a\) and various values of \(m\) and \(k:\) Let $$ t_{j}=\frac{L j}{2 k a}, \quad j=0,1, \ldots k $$ thus, \(t_{0}, t_{1}, \ldots, t_{k}\) are equally spaced points in \([0, L / 2 a] .\) For each \(j=0,1,2, \ldots, k,\) graph the \(m\) th partial sum of (A) and \(u\left(x, t_{j}\right)\) computed from (B) on the same axis. Create an animation, as described in the remarks on using technology at the end of the section.

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