Solution of the diusion equation in 1D

C 2C =D 2 t x

0x

(1)

Steady state

Setting C/t = 0 we obtain d2 C =0 dx2

Cs = ax + b

We determine a, b from the boundary conditions.

C (0) = C1 , It follows that

C ( ) = C2

(2)

b = C1 ,

a=

C2 C1

Cs (x) = Flux

C2 C1

x + C1 (3)

= D

C1 C2 Cs = x

Time-dependent solutions

We choose again the boundary conditions (2) and

C (x, 0) = C0 (x) as initial condition. It is convenient to consider the excess quantity u (x, t) = C (x, t) Cs (x) Using (1)-(3) we see that u satises u 2u =D 2 t x with

(4)

(5a)

(5b)

u (0) = u ( ) = 0 u (x, 0) = C0 Cs (x) u0 (x)

(5c) (5d)

Let m be the eigenfunctions of the diusion operator d2 /dx2 . Since the operator is dissipative, the correponding eigenvalues are non-positive. We denote them by 2 km (k real) d2 m (x) 2 = km m (x) dx2

(6)

Any function of the form u = Am (t) m satises then eq.(5), provided that Am (t) satises the ordinary dierential equation dAm 2 = Dkm Am dt or Am (t) = Am (0) eDkm t
2

(7a) (7b)

On the other hand, in general, functions u of this form do not satisfy the initial condition. To satisfy this condition we seek for solutions in the form of an innite series of m s (this is legitimate since the equation is linear) 2

u (x, t) =
m

Am (t) m (x)

(8)

and x the Am (0)s by requiring that Am (0) m (x) = u (x, 0) = u0 (x)

m

(9)

To compute Am (0) we use the orthogonality property of m , guaranted by the fact that the diusion operator is self-adjoint : dx (x)m (x) = 0 n = m n
0

(10)

= Nn

n=m

Multiplying both sides of (9) by (x) and integrating over x we thus obtain m dx (x)u0 (x) n Nn

An (0) =

(11)

which combined with (7b) and (8) yields the solution dx (x)u0 (x) n m (x) Nm

u(x, t) =
m

(12)

We now compute m and km explicitly for the boundary conditions (5b). On inspecting (6) we see that m must be of the form m (x) = Ccos km x + Dsin km x Applied to x = 0 and x = this leads to

0 = m (0) = C 0 = m ( ) = Dsin km 3

implying that km = m (m integer) or km = m mx (up to a factor) (13)

m = sin

the full solution u(x, t) being (cf. eq. (12)), with Nm = /2 2

m o

u(x, t) =

dxsin

mx

u0 (x) sin

mx

eD

m2 2 2 t

(14)

(Fourrier series) To complete the evaluation suppose that u0 (x) = u0 = constant, then, mx

u0
0

dxsin

= 0 = 2uo m

if m is even if m is odd = 2n + 1 (15)

Finally, 4u0 u(x, t) =

(2n+1)2 ?pi2 (2n + 1)x 1 t 2 sin eD 2n + 1

(16)
2

n=0

Notice that u(x, t) 0 as t with a characteristic time t =

D 2