Page 641 - Advanced_Engineering_Mathematics o'neil
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17.2 The Heat Equation on [0, L]  621

                                        Substitute this into equation (17.9) to get
                                                                          2
                                                                            2
                                                                         n π k

                                                                   T =−       T n (t) + B n (t).
                                                                    n       2
                                                                          L
                                        For n = 1,2,···, this is a first-order differential equation for T n (t), which we write as
                                                                            2
                                                                          2
                                                                         n π k

                                                                   T (t) +    T n (t) = B n (t).
                                                                    n       2
                                                                           L
                                        Next, use equation (17.5) to obtain the condition
                                                        2     L         nπξ       2     L      nπξ
                                                 T n (0) =   u(ξ,0)sin       dξ =      f (ξ)sin      dξ = b n
                                                        L  0            L         L  0          L
                                        which is the nth coefficient in the Fourier sine expansion of f on [0, L]. Solve the differential
                                        equation for T n (t) subject to this boundary condition to get
                                                                   t

                                                                                            2 2
                                                                      2 2
                                                           T n (t) =  e −n π k(t−τ)/L 2  B n (τ)dτ + b n e  −n π kt/L 2 .
                                                                  0
                                        Finally, substitute this into equation (17.4) to obtain the solution
                                                        ∞     t
                                                                 2 2    2              nπx
                                                u(x,t) =       e −n π k(t−τ)/L  B n (τ)dτ sin
                                                                                       L
                                                             0
                                                        n=1
                                                          2       L          nπξ          nπx     2 2  2
                                                            ∞
                                                       +            f (ξ)sin     dξ sin       e −n π kt/L  .   (17.10)
                                                          L      0           L            L
                                                            n=1
                                           Notice that the last term is the solution of the problem if F(x,t) = 0, while the first term is
                                        the effect of this source term on the solution.
                                 EXAMPLE 17.4
                                        We will solve the problem
                                                                        2
                                                                 ∂u    ∂ u
                                                                   = 4    + xt for 0 < x <π,t > 0,
                                                                 ∂t    ∂x  2
                                                              u(0,t) = u(π,t) = 0for t ≥ 0,
                                        and

                                                                             20  for 0 ≤ x ≤ π/4
                                                              u(x,0) = f (x) =
                                                                             0   for π/4 < x ≤ π.
                                        Since we have a formula (17.10) for the solution, we need only carry out the integrations. First
                                        compute
                                                                    2     π           2(−1) n+1
                                                             B n (t) =   ξt sin(nξ)dξ =       t.
                                                                    π  0                 n
                                        This enables us to evaluate
                                                            t  2               t  2(−1) n+1  2
                                                            e  −4n (t−τ)  B n (τ)dτ =  τe −4n (t−τ)  dτ
                                                                                  n
                                                          0                  0
                                                                                                 2
                                                                                           2
                                                                            1       −1 + 4n t + e −4n t
                                                                          = (−1) n+1               .
                                                                            8             n 5


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                                   October 14, 2010  15:25  THM/NEIL   Page-621        27410_17_ch17_p611-640
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