Heat Equation Neumann Boundary Conditions

u
t
(x, t) = u
xx
(x, t), 0 < x < , t > 0 (1)
u
x
(0, t) = 0, u
x
(, t) = 0
u(x, 0) = (x)
1. Separate Variables Look for simple solutions in the form
u(x, t) = X(x)T(t).
Substituting into (1) and dividing both sides by X(x)T(t) gives

T(t)
T(t)
=
X

(x)
X(x)
Since the left side is independent of x and the right side is independent of t, it follows
that the expression must be a constant:

T(t)
T(t)
=
X

(x)
X(x)
= .
(Here

T means the derivative of T with respect to t and X

means means the derivative

of X with respect to x.) We seek to nd all possible constants and the corresponding
nonzero functions X and T.
We obtain
X

X = 0,

T T = 0.
The solution of the second equation is
T(t) = Ce
t
(2)
where C is an arbitrary constant. Furthermore, the boundary conditions give
X

(0)T(t) = 0, X

()T(t) = 0 for all t.

Since T(t) is not identically zero we obtain the desired eigenvalue problem
X

(x) X(x) = 0, X

(0) = 0, X

() = 0. (3)
2. Find Eigenvalues and Eignevectors The next main step is to nd the eigenvalues
and eigenfunctions from (3). There are, in general, three cases:
(a) If = 0 then X(x) = ax +b and X

(x) = a so applying the boundary conditions

we get
0 = X

(0) = a, 0 = X

() = a a = 0.
Notice that b is still an arbitrary constant. We conclude that
0
= 0 is an
eigenvalue with eigenfunction
0
(x) = 1.
1
(b) If =
2
> 0 then
X(x) = a cosh(x) + b sinh(x)
and
X

(x) = asinh(x) + bcosh(x).

Applying the boundary conditions we have
0 = X

(0) = b b = 0 0 = X

() = asinh() a = 0.
Therefore, there are no positive eigenvalues.
Consider the following alternative argument: If X

(x) = X(x) then multiplying

by X we have X(x)X

(x) = X(x)
2
. Integrate this expression from x = 0 to
x = . We have

_

0
X(x)
2
dx =
_

0
X(x)X

(x) dx =
_

0
X

(x)
2
dx + X(x)X

(x)

0
.
Since X

(0) = X

() = 0 we conclude
=
_

0
X

(x)
2
dx
_

0
X(x)
2
dx
and we see that must be less than or equal to zero ( zero only if X

= 0).
(c) So, nally, consider =
2
so that
X(x) = a cos(x) + b sin(x)
and
X

(x) = asin(x) + bcos(x).

Applying the boundary conditions we have
0 = X

(0) = b b = 0 0 = X

() = asin().
From this we conclude sin() = 0 which implies =
n

and therefore

n
=
2
n
=
_
n

_
2
, X
n
(x) = cos(
n
x), n = 1, 2, .. (4)
From (2) we also have the associated functions T
n
(t) = e
nt
.
3. Write Formal Innite Sum From the above considerations we can conclude that
for any integer N and constants {a
n
}
N
n=0
u
n
(x, t) = a
0
+
N

n=1
a
n
T
n
(t)X
n
(x) = a
0
+
N

n=1
a
n
e
nt
cos
_
nx

_
.
satises the dierential equation in (1) and the boundary conditions.
2
4. Use Fourier Series to Find Coecients The only problem remaining is to somehow
pick the constants a
n
so that the initial condition u(x, 0) = (x) is satised. To do
this we consider what we learned from Fourier series. In particular we look for u as an
innite sum
u(x, t) = a
0
+

n=1
a
n
e
nt
cos
_
nx

_
and we try to nd {a
n
} satisfying
(x) = u(x, 0) = a
0
+

n=1
a
n
cos
_
nx

_
.
But this nothing more than a Cosine expansion of the function on the interval (0, ).
Our work on Fourier series showed us that
a
0
=
1

_

0
(x) dx, a
n
=
2

_

0
(x) cos
_
nx

_
dx. (5)
As an explicit example for the initial condition consider = 1 and (x) = x(1 x). In this
case (5) becomes
a
0
=
_
1
0
(x) dx, a
n
= 2
_
1
0
(x) cos (nx) dx.
We have
a
0
=
_
1
0
(x) dx =
_
1
0
x(1 x) dx
=
_
x
2
2

x
3
3
_

1
0
=
1
6
.
and
a
n
= 2
_
1
0
(x) cos (nx) dx = 2
_
1
0
x(1 x) cos (nx) dx
= 2
_
1
0
x(1 x)
_
sin (nx)
n
_

dx
= 2
_
x(1 x)
sin (nx)
n

1
0

_
1
0
(1 2x)
sin (nx)
n
dx
_
=
2
n
_
1
0
(1 2x)
_
cos (nx)
n
_

dx
=
2
n
_
(1 2x)
cos (nx)
n

1
0

_
1
0
(2)
cos (nx)
n
dx
_
3
=
2
n
_

cos (n)
n

1
n
_
=
2
(n)
2
((1)
n
+ 1) =
_

_
4
(n)
2
, n even
0, n odd
.
In order to eliminate the odd terms in the expansion we introduce a new index, k by n = 2k
where k = 1, 2, . So nally we arrive at the solution
u(x, t) =
1
6
+
1

k=1
1
k
2
e
4k
2

2
t
cos(2kx). (6)
Notice that as t the innite sum converges to zero uniformly in x. Indeed,

k=1
1
k
2
e
4k
2

2
t
cos(2kx)

e
4
2
t

k=1
1
k
2
=

2
6
e
4
2
t
.
So the solution converges to a nonzero steady state temperature which is exactly the average
value of the initial temperature distribution.
lim
t
u(x, t) =
1
6
=
_
1
0
(x) dx.
4