AB2.

14: Heat Equation: Solution by Fourier Series

Consider the boundary value problem for the one-dimensional heat equation describing
the temperature variation in a bar with the zero-temperature ends:
_

_
u
t
= c
2
2
u
x
2
, u = u(x, t), t > 0, 0 < x < L,
u(x, 0) = f(x), (1)
u(0, t) = 0, u(L, t) = 0, t 0.
The solution is determined by the separation of variables (the Fourier method):
u(x, t) = F(x)G(t).
Then
u
t
= FG

,

2
u
x
2
= F

G
Substituting this into one-dimensional heat equation and separating variables,
FG

= c
2
F

G
G

c
2
G
=
F

F
= const = p
2
we obtain the dierential equations for G(t) and F(x)
G

+c
2
p
2
G = 0,
F

+p
2
F = 0.
Satisfy the boundary conditions:
u(0, t) = F(0)G(t) = 0, u(L, t) = F(L)G(t) = 0, t 0.
Thus,
F(0) = 0, F(L) = 0.
The general solution for F is
F = Acos px +Bsin px.
and
F(0) = 0 : A = 0; F(L) = 0 : Bsin pL = 0
which yields
sin pL = 0 (B = 0)
pL = n, p = p
n
=
n
L
(n = 1, 2, . . .).
F = F
n
= sin p
n
x = sin
n
L
x (n = 1, 2, . . .).
The equation for G becomes
G

+
2
n
G = 0,
n
=
cn
L
.
The general solution of this equation is
G(t) = G
n
(t) = B
n
e

2
n
t
(n = 1, 2, . . .).
Hence the solutions of
u
t
= c
2

2
u
x
2
, 0 < x < L
satisfying
u(0, t) = 0, u(L, t) = 0, t 0.
are
u
n
(x, t) = F
n
(x)G
n
(t) = B
n
e

2
n
t
sin
n
L
x (n = 1, 2, . . .).
These functions are called eigenfunctions and

n
=
cn
L
are called eigenvalues.
Now we can solve the entire problem by setting
u(x, t) =

n=1
u
n
(x, t) =

n=1
B
n
e

2
n
t
sin
n
L
x.
Satisfy the initial conditions:
u(x, 0) =

n=1
B
n
sin
n
L
x = f(x).
Thus,
B
n
=
2
L
_
L
0
f(x) sin
n
L
xdx, n = 1, 2, . . . .
EXAMPLE 1 Sinusoidal initial temperature. Find the solution to the boundary
value problem (1) for the one-dimensional heat equation with the initial temperature
f(x) = 100 sin

80
x.
Solution. Satisfy the initial conditions:
u(x, 0) =

n=1
B
n
sin
n
80
x = f(x) = 100 sin

80
x.

n
=
1
=
c
80
.
Then the solution is
u(x, t) =

n=1
u
n
(x, t) = B
1
e

2
1
t
sin

80
x = 100e

2
1
t
sin

80
x.
EXAMPLE 2 Triangular initial temperature in a bar. Find the solution to the
boundary value problem (1) for the one-dimensional heat equation with the triangular initial
temperature
f(x) =
_
x if 0 < x < L/2,
L x if L/2 < x < L.
Solution. Satisfy the initial conditions:
u(x, 0) =

n=1
B
n
sin
n
L
x = f(x).
For the odd periodic extension of f(x) the Fourier coecients are
B
n
=
2
L
_
L
0
f(x) sin
n
L
xdx =
2
L
_
_
L/2
0
x sin
n
L
xdx +
_
L
L/2
(L x) sin
n
L
xdx
_
=

2
n
x cos
n
L
x

L/2
0
+
2
n
_
L/2
0
cos
n
L
xdx

2
n
(L x) cos
n
L
x

L
L/2

2
n
_
L
L/2
cos
n
L
xdx =

L
n
cos
n
2
+
2L

2
n
2
sin
n
2
+
L
n
cos
n
2
+
2L

2
n
2
sin
n
2
= (1)
4L
n
2

2
sin
n
2
=
4L
(2l 1)
2

2
(1)
l+1
=
4

(1)
l+1
(2l 1)
2
=
_
4L
n
2

2
if n = 1, 5, 9, . . .,

4L
n
2

2
if n = 3, 7, 11, . . ..
We have

n
=
cn
L
,
and the solution is
u(x, t) =

n=1
u
n
(x, t) =
4L

2
_
sin

L
xe
(
c
L
)
2
t

1
9
sin
3
L
xe
(
3c
L
)
2
t
+. . .
_
.
EXAMPLE 3 A bar with insulated ends. Find the solution to the boundary value
problem for the one-dimensional heat equation
_

_
u
t
= c
2
2
u
x
2
, u = u(x, t), t > 0, 0 < x < L,
u(x, 0) = f(x), (1)
u
x
(0, t) = 0, u
x
(L, t) = 0, t 0.
Solution. The solution is determined by the Fourier method:
u(x, t) = F(x)G(t).
Then
u
t
= FG

,

2
u
x
2
= F

G,
G

+c
2
p
2
G = 0,
F

+p
2
F = 0.
Satisfy the boundary conditions:
u
x
(0, t) = F

(0)G(t) = 0, u
x
(L, t) = F

(L)G(t) = 0, t 0.
Thus,
F
x
(0) = 0, F
x
(L) = 0.
The general solution for F is
F = Acos px +Bsin px.
and
F

(0) = 0 : B = 0; F

(L) = 0 : Ap sin pL = 0
which yields
sin pL = 0 (A = 0)
p = p
n
=
n
L
(n = 1, 2, . . .).
F = F
n
= cos
n
L
x (n = 1, 2, . . .).
The solution for G is
G(t) = G
n
(t) = A
n
e

2
n
t
(n = 1, 2, . . .).
Hence the solutions of
u
t
= c
2

2
u
x
2
, 0 < x < L
satisfying
u
x
(0, t) = 0, u
x
(L, t) = 0, t 0.
are
u
n
(x, t) = F
n
(x)G
n
(t) = A
n
e

2
n
t
cos
n
L
x (n = 1, 2, . . .).
These functions are eigenfunctions and

n
=
cn
L
are eigenvalues.
Now we can solve the entire problem by setting
u(x, t) =

n=0
u
n
(x, t) =

n=0
A
n
e

2
n
t
cos
n
L
x.
Satisfy the initial conditions:
u(x, 0) =

n=1
A
n
cos
n
L
x = f(x).
Thus,
A
0
=
1
L
_
L
0
f(x)dx, A
n
=
2
L
_
L
0
f(x) cos
n
L
xdx, n = 1, 2, . . . .
EXAMPLE 4 Triangular initial temperature in a bar with insulated ends. Find
the solution to the boundary value problem for the one-dimensional heat equation in a bar with
insulated ends
_

_
u
t
= c
2
2
u
x
2
, u = u(x, t), t > 0, 0 < x < L,
u(x, 0) = f(x), (1)
u
x
(0, t) = 0, u
x
(L, t) = 0, t 0.
with the triangular initial temperature
f(x) =
_
x if 0 < x < L/2,
L x if L/2 < x < L.
Solution. Satisfy the initial conditions:
u(x, 0) =

n=1
A
n
cos
n
L
x = f(x).
For the even periodic extension of f(x) the Fourier coecients are
A
0
=
1
L
_
L
0
f(x)dx =
1
L
_
_
L/2
0
xdx +
_
L
L/2
(L x)dx
_
=
L
4
;
A
n
=
2
L
_
L
0
f(x) cos
n
L
xdx =
2
L
_
_
L/2
0
xcos
n
L
xdx +
_
L
L/2
(L x) cos
n
L
xdx
_
=
2
n
x sin
n
L
x

L/2
0

2
n
_
L/2
0
sin
n
L
xdx+
2
n
(L x) sin
n
L
x

L
L/2
+
2
n
_
L
L/2
sin
n
L
xdx =
L
n
sin
n
2
+
2L

2
n
2
(cos
n
2
1)
L
n
sin
n
2
+
2L

2
n
2
(cos
n
2
cos n) = (2)
2L
n
2

2
_
2 cos
n
2
cos n 1
_
.
We have

n
=
cn
L
,
and the solution is
u(x, t) =

n=0
u
n
(x, t) =
L
4

8L

2
_
1
2
2
cos
2
L
xe
(
2c
L
)
2
t
+
1
6
2
cos
6
L
xe
(
6c
L
)
2
t
+. . .
_
.
The boundary value problem for the two-dimensional wave equation
Consider the boundary value problem describing vibrations of a planar rectangular mem-
brane xed at its edges and excited by means of a certain initial displacement with a given
initial velocity:
_

_
u
tt
= a
2
u, u = u(x, y, t), t > 0, 0 < x < a, 0 < y < b,
u(x, y, 0) = (x, y)
u
t
(x, y, 0) = (x, y) (10)
u(0, y, t) = 0, u(a, y, t) = 0,
u(x, 0, t) = 0, u(x, b, t) = 0, t 0.
The partial dierential equation in (10) is called the two-dimensional wave equation. Here,
u
t
=
u
t
, u
tt
=

2
u
t
2
, u =

2
u
x
2
+

2
u
y
2
.
The solution is determined by the separation of variables (the Fourier method):
u(x, y, t) = v(x, y)T(t).
Substituting this into the dierential equation in (10) we obtain the equation for T(t)
T

+a
2
T = 0 (11),
and the equation and the boundary value problem for v(x, y)
_

_
v
xx
+v
yy
+v = 0, 0 < x < a, 0 < y < b
v(0, y) = 0, v(a, y) = 0 (12)
v(x, 0) = 0, v(x, b) = 0
The solution v(x, y) of (12) is also determined by the separation of variables
v(x, y) = X(x)Y (y).
Substituting this into the dierential equation in (12) we obtain the equations and the
boundary value problems for X(x) and Y (y)
_
X

+X = 0, 0 < x < a
X(0) = 0, X(a) = 0 (13);
_
Y

+Y = 0, 0 < y < b
Y (0) = 0, Y (b) = 0 (14);
Here and are number parameters such that + = . v. (13) and (14) are called the
SturmLiouville eigenvalue problems.
We have
X
n
(x) = sin
n
a
x,
n
= (
n
a
)
2
;
Y
m
(y) = sin
m
b
y,
m
= (
m
b
)
2
.
= (
n
a
)
2
+ (
m
b
)
2
v
n,m
= A
n,m
sin
n
a
x sin
m
b
y.
Coecients A
n,m
A
n,m
are determined from the orthogonality conditions
_
a
0
_
b
0
v
2
n,m
dxdy = A
2
n,m
_
a
0
sin
2
n
a
xdx
_
b
0
sin
2
m
b
ydy = 1.
Finally,
A
n,m
=

4
ab
,
and
v
n,m
(x, y) =

4
ab
sin
n
a
x sin
m
b
y.
The solution to (10) is
u(x, y, t) =

m=1

n=1
(C
n,m
cos
_

n,m
at +D
n,m
sin
_

n,m
at)v
n,m
(x, y),
where
C
n,m
=
_
a
0
_
b
0
(x, y)v
n,m
(x, y)dxdy =
=

4
ab
_
a
0
_
b
0
(x, y) sin
n
a
x sin
m
b
ydxdy,
D
n,m
=
1
_
a
2

n,m

4
ab
_
a
0
_
b
0
(x, y) sin
n
a
xsin
m
b
ydxdy.
PROBLEM 11.5.3
Find the solution to the boundary value problem (1) for the one-dimensional heat equation
with the given c and the initial temperature
f(x) = sin 0.1x.
Solution. We have
f(x) = sin 0.1x = sin

10
x.
Thus L = 10. Satisfy the initial conditions:
u(x, 0) =

n=1
B
n
sin
n
L
x = f(x) = sin 0.1x.

n
=
1
=
c
10
.
Then the solution is
u(x, t) =

n=1
u
n
(x, t) = B
1
e

2
1
t
sin

10
x = e

2
1
t
sin

10
x.
For the data of the problem,
c
2
=
K

=
1.04
0.056 10.6
= 1.75202.