Fourier Analysis

Solution of Boundary Value Problem

Sadia Akter Lima

L ECTURER , MIST

August 15, 2020

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Solution of Boundary Value Problem

Example: Use Fourier Transform to solve the boundary vlaue problem

∂u ∂2u
=3 2
∂t ∂x
subject to the conditions
u(0, t) = u(2, t) = 0, t > 0
u(x, 0) = x, 0 < x < 2
Solution: The given partial differential equation is

∂u ∂2u
=3 2 (1)
∂t ∂x
Taking the finite Fourier sine transform (with l=2) of both sides of (1), we get
Z 2 ∂u nπx
Z 2 ∂2u nπx
sin dx = 3 sin .dx
0 ∂t 2 0 ∂x 2 2

∂
Z 2 nπx
 Z 2 ∂2u nπx
⇒ u(x, t) sin .dx =3 sin dx (2)
∂t o 2 0 ∂x 2 2

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Solution of Boundary Value Problem

R2 nπx
Let u = u(n, t) = 0 u(x, t) sin 2
.dx then

du
Z 2 ∂u nπx
= sin dx
dt 0 ∂t 2

Thus equation (2) becomes

du
Z 2 ∂2u nπx
=3 sin .dx
dt 0 ∂x 2 2

nπx ∂u 2 3nπ 2
 
du nπx ∂u
Z
⇒ = 3 sin . − cos . .dx
dt 2 ∂x 0 2 0 2 ∂x

du 3nπ h nπx i2 3nπ nπ 2 nπx

Z
⇒ =0− . cos .u(x, t) − . sin .u(x, t).dx
dt 2 2 0 2 2 0 2
Z 2
du 3nπ 3n2 π 2 nπx
⇒ = 0− . [cos nπ.u(2, t) − u(0, t). cos 0]− .u; ∵ u = u(x, t) sin .dx
dt 2 4 0 2

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Solution of Boundary Value Problem

du 3nπ 3n2 π 2
⇒ =− .0 − .u [∵ u(0, t) = u(2, t) = 0]
dt 2 4
du 3n2 π 2
⇒ =− .u, where u = u(n, t)
dt 4
du 3n2 π 2
⇒ =− .dt
du 4
By integrating both sides, we get
3n2 π 2
log u = − t + log A
4
where A is an arbitrary constant.
3n2 π 2 t
log u = log .e− 4 + log A
2 2
− 3n 4π t
log u = log A.e

3n2 π 2 t
∴ u = u(n, t) = Ae− 4 (3)
When t = 0, u(n, 0) = A.e0 = A then
A = u(n, 0) (4)
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Solution of Boundary Value Problem

Now Z 2 nπx
u(n, t) = u(x, t) sin .dx
0 2
Z 2 nπx
∴ u(n, 0) = u(x, 0) sin .dx
0 2
Z 2 nπx
⇒ u(n, 0) = x sin .dx since u(x, 0) = x
0 2
After integration the result is

4
⇒ u(n, 0) = − cos nπ
nπ

By using equation (4)

4
A=− cos nπ
nπ
4
⇒A= (−1)n+1
nπ

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Solution of Boundary Value Problem

Putting the value of A in equation (3), we have

4 3n2 π 2
u(n, t) = (−1)n+1 .e− 4 t
nπ

Now taking the inverse finite fourier sine transform, we get

/infty
2 X 4 − 3n2 π2 t nπx
u(x, t) = (−1)n+1 . .e 4 . sin
2 n=1 nπ 2

/infty
X 4 − 3n2 π2 t nπx
u(x, t) = (−1)n+1 . .e 4 . sin
n=1
nπ 2

Which is the required solution.

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Solution of Boundary Value Problem

Exercise: 1 Use Fourier Transform to solve the boundary vlaue problem

∂u ∂2u
=
∂t ∂x 2

subject to the conditions

u(0, t) = 1, u(π, t) = 3
u(x, 0) = 2, 0 < x < π, t > 0
Exercise: 2 Use finite Fourier Transform to solve the boundary vlaue problem

∂u ∂2u
=
∂t ∂x 2

subject to the conditions

u(0, t) = 0, u(4, t) = 0
u(x, 0) = 2x, 0 < x < 4, t > 0

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