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3. The Heat Equation
        92
        3.3 The Principle of Superposition
        In step 1 we found that the functions {u k (x, t)} given by (3.18) solve the
        following problems:
                        (u k ) t =(u k ) xx
                      u k (0,t)= u k (1,t)=0,
                      u k (x, 0) = sin (kπx),
        for k =1, 2,... . Now, we want to use these solutions to solve more general
        problems of the form           for  x ∈ (0, 1),  t > 0,     (3.19)
                                      for  x ∈ (0, 1),  t > 0,
                          u t = u xx
                       u(0,t)= u(1,t)=0,                            (3.20)
                      u(x, 0) = f(x).
          Suppose first that the initial function f can be written as a finite linear
        combination of the eigenfunctions {sin (kπx)}. Thus, there exist constants
            N
        {c k }  such that
            k=1
                                      N

                               f(x)=    c k sin (kπx).              (3.21)
                                     k=1
        Then, by linearity, it follows that the solution of (3.20) is given by
                                   N
                                             2
                                        −(kπ) t
                          u(x, t)=    c k e    sin (kπx).           (3.22)
                                  k=1
        You can easily check that this is a solution by explicit differentiation.
        Example 3.1 Let us look at one simple example showing some typical
        features of a solution of the heat equation. Suppose

                           f(x) = 3 sin (πx) + 5 sin (4πx);

        then the solution of (3.20) is given by
                                                  2
                                 2            −16π t
                               −π t
                     u(x, t)=3e    sin (πx)+5e      sin (4πx).
        This solution is graphed, as a function of x, in Fig. 3.2 for t =0, 0.01, 0.1.
        Notice here that the maximum value of the solution is attained at t =0,
        and that the entire solution becomes smaller as t increases. We easily see,
        both from the figure and from the formulas, that this solution approaches
        zero as t tends to infinity.
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