17-05-2024

    Problem: Solve the homogeneous Dirichlet problem for the heat equation \begin{equation}\label{eq:17May2024-1} \begin{gathered} \frac{\partial u}{\partial t} = k \frac{\partial^2 u}{\partial x^2} , \quad 0 \lt x \lt a,\ t > 0,\\[1pt] u(0,t) = 0 \quad \text{ and } \quad u(a,t) = 0 \\[1pt] u(x,0) = \begin{cases} 1, &\text{ if }\ 0 \lt x \lt \frac{a}{2} ;\\ 2, &\text{ if }\ \frac{a}{2} \leq x \lt a. \end{cases} \end{gathered} \end{equation}
Solution: We will use separation of variables. Let \begin{equation}\label{eq:17May2024-2} u(x,t) = X(x) T(t), \quad 0 \lt x \lt a \text{ and } t > 0. \end{equation} Substituting $u(x,t)$ into the given heat equation (Equation \ref{eq:17May2024-1}), we have \begin{align*} XT' = k X''T & \implies \frac{X''}{X} = \frac{T'}{kT} = -\lambda \\ & \implies X'' + \lambda X = 0 \text{ and } T' + k \lambda T = 0. \end{align*} Now we have wo ordinary differential equations. Let us determine the boundary conditions. \begin{align*} u(0,t) = 0 \implies X(0)T(t) = 0 \implies X(0) = 0 \\ u(a,t) = 0 \implies X(a)T(t) = 0 \implies X(a) = 0. \end{align*} Thus, we have an ODE \begin{equation}\label{eq:17May2024-3} \begin{gathered} X'' (x) + \lambda X(x) = 0 \quad 0 \lt x \lt a \\ X(0) = 0 = X(a). \end{gathered} \end{equation} Note that if $\lambda \leq 0$, then $u\equiv 0$, which is not possible. Thus, $\lambda >0$. So, we assume that $\lambda =s^2$ for some $s\in \mathbb{R} \setminus \{ 0 \} $.

Solving Equation \eqref{eq:17May2024-3}, we get \[ X(x) = C_1 \cos sx + C_2 \sin sx . \] Applying the given boundary conditions, we obtain \begin{align*} X(0) = 0 & \implies C_1 = 0 \text{ and } X(a) = 0 \implies C_2 \sin sa = 0 . \end{align*} If $C_2 = 0$, then $X\equiv 0$ which implies $u\equiv 0$. Thus, $\sin sa=0$. So, \[ sa = n\pi \implies s = \frac{n\pi }{a} \implies \lambda = s^2 = \frac{n^2 \pi ^2}{a^2}. \] For each $\lambda _n$ the corresponding eigenfunction will be \begin{equation}\label{eq:17May2024-4} X_n(x) = \sin \left( \frac{n\pi x}{a} \right), \quad n\geq 1. \end{equation}

Similarly the other differential equation \[ T_n'(t) + \lambda _n k T_n(t) = 0 \] will have solution given by \[ T_n(t) = e^{-\lambda _n kt} = e^{\frac{-n^2 \pi ^2}{a^2}kt}. \] Thus, \begin{equation}\label{eq:17May2024-5} u_n(x,t) = X_n(x) T_n(t) = e^{\frac{-n^2 \pi ^2}{a^2}kt} \sin \left( \frac{n\pi x}{a} \right),\quad n\geq 1. \end{equation} So, using the superposition of these solutions, we get \begin{equation}\label{eq:17May2024-6} u(x,t) = \sum_{n=1}^{\infty} u_n(x,t) = \sum_{n=1}^{\infty} b_n \sin \left( \frac{n\pi x}{a} \right)e^{\frac{-n^2 \pi ^2}{a^2}kt}, \end{equation} where $b_n$ is determined by the initial condition of Equation \eqref{eq:17May2024-1}. Let $u(x,0) = f(x)$. Then substituting $t = 0$ in Equation \eqref{eq:17May2024-6}, we obtain \begin{align*} f(x) = u(x,0) = \sum_{n=1}^{\infty} b_n \sin \left( \frac{n\pi x}{a} \right). \end{align*}

Hence, we need to find the Fourier sine series of $u(x, 0)$ on the interval $[0,a]$, and the coefficients are \begin{align*} b_n & = \frac{2}{a} \int _0^a f(x) \sin \left( \frac{n\pi x}{a} \right), \mathrm{d} x, \ n\geq 1 \\ & = \frac{2}{a} \left[ \int _0^{\frac{a}{2}} \sin \left( \frac{n\pi x}{a} \right) \mathrm{d} x + \int_{\frac{a}{2}}^a 2 \sin \left( \frac{n\pi x}{a} \right) \mathrm{d}x \right] \\ & = \frac{2}{a} \left[ -\cos \left( \frac{n\pi x}{a} \right) \right]_0 ^ {\frac{a}{2}} + \frac{4}{a} \left[ -\cos \left( \frac{n\pi x}{a} \right) \right] _{\frac{a}{2}} ^a \\ & = \frac{2}{n\pi } \left[ 1 - \cos \left(\frac{n\pi }{2}\right) \right] + \frac{4}{n\pi }\left[ \cos \left( \frac{n\pi }{2} \right) - \cos (n \pi ) \right] \\ & = \frac{2}{n\pi } + \frac{2}{n\pi } \cos \left( \frac{n\pi }{2} \right) - \frac{4}{n\pi } \cos (n\pi ) \\ & = \frac{2}{n\pi } + \frac{2}{n\pi } \cos \left( \frac{n\pi }{2} \right) - \frac{4}{n\pi } (-1)^n. \end{align*} Thus, the solution of Equation \eqref{eq:17May2024-1} is given by \begin{gather*} u(x,t) = \sum_{n=1}^{\infty} b_n \sin \left( \frac{n\pi x}{a} \right)e^{\frac{-n^2 \pi ^2}{a^2}kt},\ 0 \lt x \lt a \text{ and } t>0, \end{gather*} where \[ b_n = \frac{2}{n\pi } + \frac{2}{n\pi } \cos \left( \frac{n\pi }{2} \right) - \frac{4}{n\pi } (-1)^n. \]