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n=1
such that
0 >
1
>
2
3
4
, lim
n
n
= .
(ii) The corresponding eigenfunctions
n
(x, y) are smooth functions in .
(iii)
1
> 0 does not change sign in .
(iv)
m
(x, y)
n
(x, y)dxdy = 0 for m = n.
Let =
n
be one of the eigenvalues. We now solve equation (*), which becomes
T
(t) k
n
T(t) = 0 t > 0.
1
The solutions are
T(t) = Constant e
knt
.
(CLASSIFICATION OF PRODUCT SOLUTIONS) Thus, a product solution of
(PDE)-(BC) must be a constant multiple of
u
n
(x, t) = e
knt
n
(x, y), n = 1, 2, 3, .
(FROM PRODUCT SOLUTIONS TO GENERAL SOLUTIONS) The general
solutions of (PDE)-(BC) are linear combinations of the product solutions:
u(x, t) =
n=1
a
n
e
knt
n
(x, y),
where a
n
are constants.
(SOLUTION FORMULA FOR THE INIT-BDRY VAL PROBLEM) To obtain
the solution of the initial-boundary value problem (PDE)-(BC)-(IC), we now need to use (IC)
to determine the values of a
n
. Let t = 0:
(FOURIER) f(x, y) =
n=1
a
n
n
(x, y).
The coecients a
n
can be expressed in terms of f(x, y). The derivation is similar to the 1-D
case. Details follow: Multiply both sides of (FOURIER) by
m
(x, y) and integrate over :
f(x, y)
m
(x, y)dxdy =
n=1
a
n
n
(x, y)
m
(x, y)dxdy
= a
m
m
(x, y)
2
dxdy,
by Property (iv) of the above theorem.
This nally gives the solution of the initial-boundary value problem (PDE)-(BC)-(IC):
u(x, t) =
n=1
a
n
e
knt
n
(x, y),
where
a
n
=
f(x, y)
n
(x, y)dxdy
n
(x, y)
2
dxdy
n = 1, 2, 3, .
2
2. The Case of a Rectangular
Objective: Solve the initial-boundary value problem (PDE)-(BC)-(IC), for the case where
is the rectangle {0 < x < a, 0 < y < b}:
(PDE) u
t
k(u
xx
+ u
yy
) = 0 0 < x < a, 0 < y < b, t > 0,
(BC)
m
= (m/a)
2
, m = 1, 2 ,
problem ()
x
has nontrivial solutions which are constant multiples of
X
m
(x) = sin(mx/a).
Another 1-D eigenvalue problem ()
y
is solved similarly: If and only if is one of the following
values
n
= (n/b)
2
, n = 1, 2 ,
problem ()
y
has nontrivial solutions which are constant multiples of
Y
n
(y) = sin(ny/b).
For =
m
and =
n
, we now solve equation (*), which becomes
T
(t) + k(
m
+
n
)T(t) = 0 t > 0.
3
The solutions are
T(t) = Constant e
k(m+n)t
= Constant e
k[(m/a)
2
+(n/b)
2
]t
.
(CLASSIFICATION OF PRODUCT SOLUTIONS) Thus, a (triple-factor) product
solution of (PDE)-(BC) must be a constant multiple of
u
m,n
(x, y, t) = sin(mx/a) sin(ny/b)e
k[(m/a)
2
+(n/b)
2
]t
, m, n = 1, 2, 3, .
(SOLUTION FORMULA FOR THE INIT-BDRYVAL PROBLEM) The solution
of the initial-boundary value problem (PDE)-(BC)-(IC) is given by:
u(x, t) =
m=1
n=1
a
m,n
sin(mx/a) sin(ny/b)e
k[(m/a)
2
+(n/b)
2
]t
,
where
a
m,n
=
a
x=0
b
y=0
f(x, y) sin(mx/a) sin(ny/b)dxdy
a
x=0
b
y=0
{sin(mx/a) sin(ny/b)}
2
dxdy
=
4
ab
a
x=0
b
y=0
f(x, y) sin
mx
a
sin
ny
b
dxdy.
4
EXERCISES
[1] Consider the 2-D heat equation in a rectangle, with top and bottom sides insulated, and
left and right boundary temperature xed at 0:
(1) u
t
u
xx
u
yy
= 0 0 < x < a, 0 < y < b, t > 0,
(2i) u
y
(x, 0, t) = 0, u
y
(x, b, t) = 0 0 x a, 0 y b, t > 0,
(2ii) u(0, y, t) = 0, u(a, y, t) = 0 0 y b, t > 0,
(3) u(x, y, 0) = f(x, y) 0 < x < a, 0 < y < b.
(a) Find all nontrivial solutions u(x, y, t) to (1)-(2) of the form
u(x, y, t) = X(x)Y (y)T(t).
(b) Find the Fourier series solution formula for (1)-(2)-(3) with the general initial data
f(x, y).
(c) Find the Fourier series formula in the case where
f(x, y) = xy.
[2] Consider the 3-D heat equation in a 3-D box with insulated boundary conditions:
(4) u
t
u
xx
u
yy
u
zz
= 0 0 < x < a, 0 < y < b, 0 < z < c, t > 0,
(5) u
x
(0, y, z, t) = u
x
(a, y, z, t) = u
y
(x, 0, z, t) = u
y
(x, b, z, t)
= u
z
(x, y, 0, t) = u
z
(x, y, c, t) = 0 0 < x < a, 0 < y < b, 0 < z < c, t > 0,
(6) u(x, y, z, 0) = f(x, y, z) 0 < x < a, 0 < y < b, 0 < z < c.
(a) Find all nontrivial solutions u(x, y, z, t) to (4)-(5) of the form
u(x, y, z, t) = X(x)Y (y)Z(z)T(t).
(b) Find the Fourier series solution formula for (4)-(5)-(6) with the general initial data
f(x, y, z).
ANSWERS:
[1] (a) u(x, y, t) = C sin
mx
a
cos
ny
b
e
[(m/a)
2
+(n/b)
2
]t
, where m is any positive in-
teger, n is any nonnegative integer, and C is any nonzero constant.
5
(b) u(x, y, t) =
m=1
n=0
a
m,n
sin
mx
a
cos
ny
b
e
[(m/a)
2
+(n/b)
2
]t
,
where
a
m,0
=
2
ab
a
x=0
b
y=0
f(x, y) sin
mx
a
dxdy (m 1)
a
m,n
=
4
ab
a
x=0
b
y=0
f(x, y) sin
mx
a
cos
ny
b
dxdy (m 1, n 1)
(c) u(x, y, t) =
m=1
ab(1)
m+1
m
sin
mx
a
e
(m/a)
2
t
+
m=1
n=1
4ab(1)
m
{1 (1)
n
}
mn
2
3
sin
mx
a
cos
ny
b
e
[(m/a)
2
+(n/b)
2
]t
[2] (a) u(x, y, z, t) = C cos
mx
a
cos
ny
b
cos
kz
c
e
[(m/a)
2
+(n/b)
2
+(k/c)
2
]t
, where
m, n, k are any nonnegative integers and C is any nonzero constant.
(b) u(x, y, z, t) =
m=0
n=0
k=0
a
m,n,k
cos
mx
a
cos
ny
b
cos
kz
c
e
[(m/a)
2
+(n/b)
2
+(k/c)
2
]t
,
where
a
0,0,0
=
1
abc
a
x=0
b
y=0
c
z=0
f(x, y, z)dxdydz
a
m,0,0
=
2
abc
a
x=0
b
y=0
c
z=0
f(x, y, z) cos
mx
a
dxdydz (m 1)
a
0,n,0
=
2
abc
a
x=0
b
y=0
c
z=0
f(x, y, z) cos
ny
b
dxdydz (n 1)
a
0,0,k
=
2
abc
a
x=0
b
y=0
c
z=0
f(x, y, z) cos
kz
c
dxdydz (k 1)
a
m,n,0
=
4
abc
a
x=0
b
y=0
c
z=0
f(x, y, z) cos
mx
a
cos
ny
b
dxdydz (m 1, n 1)
a
0,n,k
=
4
abc
a
x=0
b
y=0
c
z=0
f(x, y, z) cos
ny
b
cos
kz
c
dxdydz (n 1, k 1)
a
m,0,k
=
4
abc
a
x=0
b
y=0
c
z=0
f(x, y, z) cos
mx
a
cos
kz
c
dxdydz (m 1, k 1)
a
m,n,k
=
8
abc
a
x=0
b
y=0
c
z=0
f(x, y, z) cos
mx
a
cos
ny
b
cos
kz
c
dxdydz
(m 1, n 1, k 1)
6