1. **Problem Statement:** We want to solve the heat equation for a rod of length $L$ with zero temperature at both ends and an initial temperature distribution $f(x)$. The problem is:
$$u_t(x,t) = k u_{xx}(x,t), \quad 0 < x < L, t > 0$$
$$u(0,t) = 0, \quad u(L,t) = 0, \quad t > 0$$
$$u(x,0) = f(x), \quad 0 < x < L$$
2. **Method: Separation of Variables**
We assume the solution can be written as a product of two functions, one depending only on $x$ and the other only on $t$:
$$u(x,t) = X(x) T(t)$$
3. **Substitute into the PDE:**
Calculate derivatives:
$$u_t = X(x) T'(t), \quad u_{xx} = X''(x) T(t)$$
Substitute into the heat equation:
$$X(x) T'(t) = k X''(x) T(t)$$
Divide both sides by $k X(x) T(t)$ (assuming none are zero):
$$\frac{T'(t)}{k T(t)} = \frac{X''(x)}{X(x)} = -\lambda$$
Here, $-\lambda$ is a separation constant. This means both sides equal the same constant.
4. **Separate into two ODEs:**
For $X(x)$:
$$X''(x) + \lambda X(x) = 0$$
With boundary conditions:
$$X(0) = 0, \quad X(L) = 0$$
For $T(t)$:
$$T'(t) + k \lambda T(t) = 0$$
5. **Solve the spatial ODE:**
The general solution for $X(x)$ when $\lambda > 0$ is:
$$X(x) = A \cos(\sqrt{\lambda} x) + B \sin(\sqrt{\lambda} x)$$
Apply boundary conditions:
- At $x=0$: $X(0) = A = 0$ so $A=0$.
- At $x=L$: $X(L) = B \sin(\sqrt{\lambda} L) = 0$.
For nontrivial solution ($B \neq 0$), we require:
$$\sin(\sqrt{\lambda} L) = 0 \implies \sqrt{\lambda} L = n \pi, \quad n=1,2,3,...$$
Thus,
$$\lambda_n = \left(\frac{n \pi}{L}\right)^2$$
and eigenfunctions:
$$X_n(x) = \sin\left(\frac{n \pi}{L} x\right)$$
6. **Solve the temporal ODE:**
$$T'(t) + k \lambda_n T(t) = 0$$
This is a first order linear ODE with solution:
$$T_n(t) = C_n e^{-k \lambda_n t} = C_n e^{-k \left(\frac{n \pi}{L}\right)^2 t}$$
7. **Combine solutions:**
The product solutions are:
$$u_n(x,t) = C_n \sin\left(\frac{n \pi}{L} x\right) e^{-k \left(\frac{n \pi}{L}\right)^2 t}$$
By the principle of superposition, the general solution is:
$$u(x,t) = \sum_{n=1}^\infty C_n \sin\left(\frac{n \pi}{L} x\right) e^{-k \left(\frac{n \pi}{L}\right)^2 t}$$
8. **Determine coefficients $C_n$ from initial condition:**
At $t=0$, we have:
$$u(x,0) = f(x) = \sum_{n=1}^\infty C_n \sin\left(\frac{n \pi}{L} x\right)$$
This is the Fourier sine series expansion of $f(x)$ on $(0,L)$.
The coefficients are given by:
$$C_n = \frac{2}{L} \int_0^L f(x) \sin\left(\frac{n \pi}{L} x\right) dx$$
9. **Example: If $f(x) = x$ and $L=1$**
Calculate:
$$C_n = 2 \int_0^1 x \sin(n \pi x) dx$$
Using integration by parts:
$$C_n = \frac{2 (-1)^{n+1}}{n \pi}$$
10. **Final solution:**
$$u(x,t) = \sum_{n=1}^\infty \frac{2 (-1)^{n+1}}{n \pi} \sin(n \pi x) e^{-k (n \pi)^2 t}$$
**Summary:**
- We separated variables to reduce PDE to ODEs.
- Solved spatial ODE with boundary conditions to find eigenvalues and eigenfunctions.
- Solved temporal ODE to get exponential decay terms.
- Used Fourier series to match initial condition.
- The solution describes how heat diffuses over time in the rod with fixed zero temperature ends.
Heat Equation 948B5D
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