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Chapter 12

Solving Nonhomogeneous PDEs (Eigenfunction Expansions)

12.1 Goal

We know how to solve di§usion problems for which both the PDE and the BCs are homogeneous using the separation of variables method. Unfortunately, this method requires that both the PDE and the BCs be homogeneous. We also learned how to apply certain transformations so that nonhomogeneous BCs are transformed into homogeneous ones. Unfortunately, these transformations may in some cases, transform the PDE into a nonhomogeneous one. To complete the set of tools we have to solve di§usion problems, we must learn how to handle nonhomogeneous PDEs. More speciÖcally, we will show how to solve the IBVP

8 > u t = 2 u xx + f (x; t)

>

PDE

BC

IC

<

1 u x 2 u x

(0; t)

(1; t)

+

+

1 u (0; t)

2 u (1; t) = 0

= 0

>

> : u (x; 0) = (x)

 0 < x < 1 0 < t < 1 0

by Önding a series solution of the form

u (x; y) =

1

X

n=1

T n (t) X n (t)

(12.1)

where X n (t) are the eigenfunctions we Önd when solving the associated homo- geneous problem

8

> >

<

> >

:

PDE

BC

IC

1 u x

2 u x

u t = 2 u xx

 (0; t) + 1 u (0; t) = 0 (1; t) + 2 u (1; t) = 0 u (x; 0) = (x) 85

0 <x< 1

0 x 1

0 <t<1

<t<1

0

(12.2)

86 CHAPTER 12. SOLVING NONHOMOGENEOUS PDES (EIGENFUNCTION EXPANSIONS)

and T n (t) are functions which can be found by solving a sequence of ODEs.

12.2 Outline

Recall that the solution of 12.2 is of the form

u (x; t) =

1

X

n=1

A n e ( n ) 2 t X n (x)

Where n and X n (x) are the eigenvalues and eigenfunctions of the problem

8 X 00 + 2 X = 0

:

<

1 X

0 (0) + 1 X (0) = 0

+ 2 X (1) = 0

2 X 0 (1)

For the problem in 12.1, we will look for a solution of the form

u (x; t) =

1

X T n (t) X n (x)

n=1

The physical reason for this is that without f (x; t) , there is no heat source, so it is normal to expect the temperature to decrease with time, hence the damping term e ( n ) 2 t . With a heat source, temperature will no longer decrease, hence we might expect the part which depends on t to be di§erent.

12.3 General Idea

We illustrate this method with the following nonhomogeneous IBVP:

8 > PDE u t = 2 u xx + f (x; t) 0 < x < 1

>

<

u (0; t)

u (1; t) = 0

= 0

BC

IC

>

> : u (x; 0) = (x)

0 x 1

0 < t < 1

0 <t<1

(12.3)

The general idea is to decompose f (x; t) into simple components

f (x; t) = f 1 (t) X 1 (x) + f 2 (t) X 2 (x) + ::: + f n (t) X n (x) + :::

and Önd the response u n (x; t) = T n (t) X n (x) to each of these individual com- ponents. The solution to our problem will then be

u (x; t) =

1

X u n (x; t)

n=1

We will break the procedure of solving this problem into several steps.

12.3. GENERAL IDEA

87

Step 1 Find the functions X n (x) . It turns out that the functions X n (x) are the eigenfunctions of the associated homogeneous problem when we solve it by separation of variables. We derive this problem one more time. The associated homogeneous PDE is u t = 2 u xx . If we look for a solution of the form u (x; t) = T (t) X (x) . Replacing in the PDE gives

T 0 (t) X (x) = 2 T (t) X 00 (x) . Dividing each side by 2 T (t) X (x) gives

. We concluded these had to be equal to a negative

constant we called 2 . Thus, to Önd X , we solve the second order ODE X 00 + 2 X = 0 . For X , the boundary condition meant that X (0) = 0 and X (1) = 0 . Thus, we see that Önding X amounts to solving the initial value problem

T 0 (t)

2

T

(t)

X 00 (x) X (x)

=

8 < X 00 + 2 X X (0) = 0

: X (1) = 0

= 0

When we do so, we say that we are Önding the eigenfunctions of this problem. You will recall that the solutions are X (x) = A sin x+B cos x . Using the boundary conditions gives 0 = X (0) = B , so that X (x) = A sin x . Also, we have 0 = X (1) = A sin . It follows that we must have sin = 0 which means that = n for n = 1; 2; 3; 4; ::: . If we call n = n for each n = 1; 2; 3; 4; ::: then we have X n (x) = sin n x . Note that we omitted the constant, it will be part of the other components f n (t) .

Step 2 Find the functions f n (t) . So far, we have

f

(x; t) = f 1 (t) sin x + f 2 (t) sin 2 x + ::: + f n (t) sin n x + :::

To Önd f n (t) we simply multiply each side by sin m x and integrate from 0 to 1 with respect to x . We have already used this method. We will have

Thus

Z 1

0

f (x; t) sin m xdx =

=

X

n=1 f n (t) Z 1 sin m xdx sin n xdx

1

0

1

2 f m (t)

f n (t) = 2 Z 1 f (x; t) sin n xdx

0

(12.4)

Step 3 Find the response u n (x; t) = T n (t) X n (x) . We can replace the nonhomogeneous term f (x; t) by its decomposition

f (x; t) =

1

X

n=1

f n (t) sin n x

and we try to Önd the individual responses

u (x; t) =

1

X T n (t) sin n x

n=1

88 CHAPTER 12. SOLVING NONHOMOGENEOUS PDES (EIGENFUNCTION EXPANSIONS)

So, we have to Önd the functions T n (t) which solve the IBVP 12.3. If we replace u in that problem with the expression we have, we obtain

8

> PDE

>

>

>

>

>

>

>

>

>

>

>

>

<

>

>

>

>

>

>

>

>

>

>

>

>

>

:

BC

IC

1

X

n=1

T n (t) sin n x = 2

0

1

X

n=1

1

X

n=1

1

(n

) 2

T n

(t) sin n x +

T n (t) sin 0 = 0

X

T n (t) sin n = 0

n=1

1

X

T n (0) sin n x = (x)

n=1

1

X

n=1

 f n (t) sin n x 0 < x < 1 0 < t 0

The BCs do not give us any information, they simply say 0 = 0 . We are

left with 8

1

X n=1 h T

n 0 (t) + (n ) 2 T n (t) f n (t) i sin n x = 0

1

X T n (0) sin n x = (x)

n=1

> > >

<

> >

>

:

Thus, T n must satisfy the initial value problem

(

T n (t) + (n ) 2 T n (t) f n (t) = 0

0

1

T n (0) = 2 R

0

(x) sin n xdx

Let a n = 2 R

1 (x) sin n xdx . This is a Örst order linear ODE which can

0

be solved using the integration factor technique. Recall, if we multiply

each side of the ODE by e (n ) 2 t , we obtain

which is

n 0 (t) e (n ) 2 t + (n ) 2 T n (t) e (n ) 2 t = f n (t) e (n ) 2 t

T

T n (t) e (n ) 2 t 0 = f n (t) e (n ) 2 t

Integrating from 0 to t on each side, we get

Z t

0

T n ( ) e (n ) 2 0 d = Z t

0

f n (t) e (n ) 2 t d

T n (t) e (n ) 2 t T n (0) = Z t f n ( ) e (n ) 2 d

0

Recall we set a n = T n (0) , so we have

T n (t)

=

=

a n e (n ) 2 t + e (n ) 2 t Z t

0

f n ( ) e (n ) 2 d

a n e (n ) 2 t + Z t f n ( ) e (n ) 2 ( t) d

0

12.4. A SPECIFIC PROBLEM

Thus, the solution to the IBVP 12.3 is

u (x; t) =

=

1

X T n (t) sin n x

n=1

1

X

n=1

1

a n e (n ) 2 t sin n x + n=1 sin n x Z t

X

0

89

f n ( ) e (n ) 2 ( t) d

This shows in particular that the temperature in the rod is due to two parts. One comes from the initial condition. The other one from the heat source.

12.4 A speciÖc Problem

We now apply the above procedure to a speciÖc example. Consider the following IBVP:

8 > PDE u t = 2 u xx + sin 3 x 0 < x < 1

>

< BC

IC

u (0; t) = 0

> u (1; t) = 0

>

:

u (x; 0) = sin x

0 x 1

0 < t < 1

0 <t<1

The eigenfunctions X n (x) depend on the corresponding homogeneous PDE and the BCs. Since they are the same in this problem as in the previous one, the

X n (x) will be the same. Thus, we have to compute the coe¢ cients T n (t) in

the expansion u (x; t) =

T n (t) sin n x . Using our work from the previous

1

X

n=1

example, we see that T n (t) must satisfy

And

T n + (n ) 2 T n

0

T n (0)

=

=

=

=

=

f n

2 Z 1 sin 3 x sin n xdx

0

0

1

if

if

n 6= 3 n = 3

2 Z 1 sin x sin n xdx

0

0

1

if

if

n 6= 1 n = 1

90 CHAPTER 12. SOLVING NONHOMOGENEOUS PDES (EIGENFUNCTION EXPANSIONS)

If we write these equations for each n , we have

8 T

>

> > > T 1 (0) = 1

> + (2 ) 2 T 2 = 0

> > > T

>

> T 2 (0) = 0

>

> > > T 3 (0) = 0

> > n + (n ) 2 T n = 0

> > > T

: T n (0) = 0

0 + ( ) 2 T 1 = 0

0 + (3 ) 2 T 3 = 1

3

0

(n = 1)

(n = 2)

1

0

2

< > T

(n = 3)

(n 4)

Solution for n = 1 T 1 (t) = Ae ( ) 2 t . Since T 1 (0) = 1 , it follows that A = 1 . Thus, T 1 (t) = e ( ) 2 t .

Since T 2 (0) = 0 , it follows that A =

Solution for n = 2

T 2 (t) = Ae (2 ) 2 t .

0. Thus, T 2 (t) = 0 .

Solution for n = 3 We use the integrating factor technique. We get T 3 (t) =

1

(3 ) 2 1 e (3 ) 2 t .

Solution for n 4

T 2 (t) = Ae (n ) 2 t .

0. Thus, T n (t) = 0 .

Since T n (0) = 0 , it follows that A =

Thus, we see that the solution is

u (x; t) = e ( ) 2 t sin x +

1

(3 ) 2 1 e (3 ) 2 t sin 3 x

Remark 63 It is important to realize that the eigenfunctions X n (x) and the eigenvalues n which appear in the solution of nonhomogeneous problems vary for each problem. They depend on the PDE used and the BCs.

12.5 Problems

1. In the last example, Önd the solution in the case n = 3 .

2. Solve the problem

8 > > PDE

<

>

>

:

BC

IC

 u t = u xx + sin x + sin 2 x 0 < x < 1 u (0; t) = 0 u (1; t) = 0 u (x; 0) = 0 0 x 1

0 < t < 1

0 <t<1

3. Solve the problem

8 > PDE u t = u xx + sin x 0 < x < 1

>

0 < t < 1

0 0 <t<1

<

> >

:

u (0; t) = 0

u (1; t) =

u (x; 0) = 1

BC

IC

0 x 1

12.5. PROBLEMS

4. Solve the problem

8 > > PDE

< BC

IC

u t = u xx + sin 1 x

u (0; t) = 0

> u x (1; t) + u (1;

> : u (x; 0) = 0

t) = 0

 0

91

where 1 is the Örst root of the equation tan = . What are the eigenfunctions X n in this problem?

5. Solve the problem

by:

8 > > PDE

<

> >

:

BC

IC

u t = u xx

u (0; t) = 0

u (1; t) = cos t

u (x; 0) = x

 0

(a) Transforming it to one with homogeneous BCs.

(b) Solving the resulting problems using the techniques of this chapter.