HEAT EQUATION (2ND BOUNDARY VALUE PROBLEM)

Example
u ( x, t ) f ( x)
Find the temperature in a rod of length equals 2. The initial temperature is as given
below. Both ends of the rod are insulated.
x 0 x 1
f ( x)
0 1 x 2

u
0 or u x 0
x
Insulated means
kuxx ut ux (0, t ) 0 and ux (2, t ) 0
So, solve with both ends insulated,
Solution:
u( x, t ) X ( x )T ( t )
Use
( XT ) X
ux T X T So ux (0, t ) X (0)T ( t ) 0 X (0) 0
x x

u x (2, t ) X (2)T (t ) 0 X (2) 0

u( x, t ) X ( x )T (t ) kuxx ut
Substitute into
2 XT XT
k kTX XT
x 2 t

X T
Divide by kXT
X kT

X T
2
X kT
Let
X
2 X 2 X 0
X X (0) 0 and X (2) 0
Solve conditions are
X ( x ) C1 cos x C2 sin x

X ( x ) C1 sin x C2 cos x

1
 X (0) 0 X (0) C1 sin 0 C2 cos 0 0 C2 0
Apply
X ( x ) C1 cos x 0 is a solution X ( x ) C1 sin x

X (2) 0 X (2) C1 sin 2 0 sin 2 0

Apply
n
sin 2 sin n n n 0,1, 2, 3,......( 0 is a solution)
2

n x
So X n ( x ) C1n cos n x C1n cos n 0,1, 2,3,.....
2

T dT
2 k 2dt
kT T
Solve
2
T (t ) C3e k t
Integrate
2
n
k t
k n 2 t
Tn (t ) C3n e C3n e 2

n x k n 2 t
2
un ( x, t ) X n ( x )Tn (t ) C1n cos C3n e
2

C1nC3n An
Let

n x k n
u( x, t ) An cos 2 t
2

e remember from n 0
n 0 2
Therefore

n x k n
n x k n 2 2 t
we can write u( x, t ) An cos 2 t
A0 cos0e 0 An cos
2

e e
n 0 2 n 1 2

n x k n
u( x, t ) A0 An cos 2 t
2

e
n 1 2
Therefore
x 0 x 1
u( x,0) f ( x )
A0 An 0 1 x 2
To find and , apply initial condition

n x 0
n x 0
u ( x,0) A0 An cos e A0 An cos e
n 1 2 n 1 2

2

n x
So f ( x ) A0 An cos
n 1 2

Compare with Fourier series

a0
f ( x) f ( x) An an A0 2 p
2
Therefore
2
1
2 2
f ( x )dx 2 2 2
1 2 1
A0 f ( x )dx A0 f ( x ) dx f ( x )dx
2 4 2 40 20

1 2 1 2
1 1 1 1 1
A0
20 f ( x )dx f ( x )dx xdx 0dx
21 20 21 4

2
n x
2
1 n x
An
2 2
f ( x ) cos
2
dx An f ( x )cos
0 2
dx

n x n x n x n x
1 2 1 2

An f ( x ) cos dx f ( x ) cos dx x cos dx 0 cos
dx
0 2 0 2 0 2 0 2

2 2
2 n 2 n 2
An sin cos
n 2 n 2 n

1 2 2
2 2
n 2 n n x k n
u( x, t ) 2 t
2
sin cos cos e
4 n 1 n 2 n 2 n 2
Therefore