Use the method of separation of variables to determine the general solution to the one dimensional heat equation ∂2u/∂x2=1/α(∂u/∂t),0≤ x≤ l,t≥0 subject to the boundary conditions u(0,t)=u((l,t)=0 and the initial condition u(x,0)=f(x). Determine the particular solution when f(x)=x2
"u(x,t)=X(x)T(t)"
"X(x)T'(t)=1\/\\alpha\\cdot T(t)X''(x)"
"\\alpha T'(t)\/T(t)=X''(x)\/X(x)=-\\lambda"
"T'(t)=-\\lambda T(t)\/\\alpha"
"X''(x)+\\lambda X(x)=0"
"X(0)=0,X(l)=0"
"\\lambda>0"
"X(x)=c_1cos(\\sqrt{\\lambda}x)+c_2sin(\\sqrt{\\lambda}x)"
"0=X(0)=c_1"
"0=X(l)=c_2sin(l\\sqrt{\\lambda})"
"sin(l\\sqrt{\\lambda})=0\\implies l\\sqrt{\\lambda}=n\\pi,\\ n=1,2,3,..."
"\\lambda_n=(\\frac{n\\pi}{l})^2,\\ X_n(x)=sin(\\frac{n\\pi x}{l})"
"\\lambda=0"
"X(x)=c_1+c_2x"
"0=X(0)=c_1,\\ 0=X(l)=c_2l\\implies c_2=0"
So, in this case the only solution is the trivial solution and so λ=0 is not an eigenvalue for this boundary value problem.
"\\lambda<0"
"X(x)=c_1cosh(\\sqrt{-\\lambda}x)+c_2sinh(\\sqrt{-\\lambda}x)"
"0=X(0)=c_1"
"0=X(l)=c_2sinh(l\\sqrt{-\\lambda})"
"\\lambda_n=(\\frac{n\\pi}{l})^2,\\ X_n(x)=sin(\\frac{n\\pi x}{l})"
for the time differential equation:
"T(t)=ce^{-k\\lambda_nt}=ce^{-k(\\frac{n\\pi}{l})^2t}"
the general solution:
"u_n(x,t)=B_nsin(\\frac{n\\pi x}{l})e^{-k(\\frac{n\\pi}{l})^2t}"
where
"B_n=\\frac{2}{l}\\int^l_0 f(x)sin(\\frac{n\\pi x}{l})dx=\\frac{2}{l}\\int^l_0 x^2sin(\\frac{n\\pi x}{l})dx="
"=\\frac{2}{n^3\\pi^3}(2\\pi lnxsin(n\\pi x\/l)+(2l^2-n^2\\pi^2x^2)cos(n\\pi x\/l))|^l_0="
"=\\frac{2}{n^3\\pi^3}((2l^2-n^2\\pi^2l^2)cos(n\\pi )-2l^2)"
for odd n:
"u_n(x,t)=-\\frac{2l^2}{n^3\\pi^3}((4+n^2\\pi^2)sin(\\frac{n\\pi x}{l})e^{-k(\\frac{n\\pi}{l})^2t}"
for even n:
"u_n(x,t)=-\\frac{2l^2}{n\\pi}"
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