Long exercise about PDE and Green's function

In summary, the fundamental solution to the diffusion/heat equation in (-\infty, \infty ) is given by u(x,0)= f(x) for x>0 and the boundary conditions u(0,t)=0 and u(t,0)=f(t).
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Homework Statement


Use the fundamental solution or Green function for the diffusion/heat equation in [itex](-\infty, \infty )[/itex] to determine the fundamental solution to [itex]\frac{\partial u }{ \partial t } =k^2 \frac{\partial ^2 u }{ \partial x ^2 }[/itex] in the semi-line [itex](0, \infty )[/itex] with initial condition [itex]u(x,0)= f(x)[/itex] for [itex]x>0[/itex] and the boundary conditions:
1)Dirichlet: [itex]u(0,t)=0[/itex]
2)Neumann: [itex]\frac{\partial u }{ \partial x } (0,t)=0[/itex]. With [itex]t \geq 0[/itex].
For it (method of images), consider the extension of the problem to [itex](-\infty, \infty )[/itex] taking the parity (odd or even) extension of the function according to 1) and 2).
Describe a method of solving:
3) [itex]u(0,t)=f(t)[/itex], [itex]t\geq 0[/itex].
4) [itex]\frac{\partial u }{ \partial x } (0,t)=g(t)[/itex], [itex]t \geq 0[/itex].

Homework Equations


I don't really know where to look for the "Green function". In wikipedia it looks like [itex]u(x)= \int G(x,s)f(s)ds[/itex].


The Attempt at a Solution


Since I'm self studying PDE's and didn't take the course, I'm having a hard time to start the problem. I think I must find the Green function for which the linear operator [itex]L= \frac{\partial }{\partial t }-k^2 \frac{\partial ^2 }{\partial x ^2 }[/itex] applied to Green's function gives the Dirac delta function [itex]\delta (x-s)[/itex].
Any tip will be greatly appreciated!
 
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  • #2
I'm still stuck at starting this exercise.
Shouldn't the equation be inhomogenous first, in order to find Green's function? Should I take a Fourier or Laplace transform of the given PDE, even though they didn't specify it?
 
  • #3
Wow guys, I found the solution (almost 100% sure) of that problem in wikipedia. For those interested, http://en.wikipedia.org/wiki/Heat_equation#Some_Green.27s_function_solutions_in_1D.
Incredible. I didn't understand I had to assume and find from a textbook what was the Green function of the 1D heat equation. I thought I had to derive it which would have been a pain since I don't know how to find it!. :smile:
 

1. What are PDEs and why are they important in science?

PDEs, or partial differential equations, are mathematical equations that involve functions of multiple variables and their partial derivatives. They are important in science because they are used to describe many natural phenomena, such as the flow of fluids, heat transfer, and the behavior of electromagnetic fields. PDEs allow us to model and understand complex systems and make predictions about their behavior.

2. What is the Green's function and how is it related to PDEs?

The Green's function is a mathematical tool used to solve PDEs. It represents the response of a system to a point source, and can be used to find the solution to a PDE by convolving it with the source term. Essentially, the Green's function acts as a building block for constructing solutions to PDEs.

3. How is the Green's function used in real-world applications?

The Green's function has many practical applications in fields such as physics, engineering, and finance. It can be used to solve problems related to heat transfer, wave propagation, and diffusion processes. In finance, the Green's function is used to model stock price movements and predict future trends. It is a versatile tool that has many uses in various fields of science and mathematics.

4. What are some common methods for solving PDEs using Green's function?

There are various methods for solving PDEs using Green's function, including separation of variables, integral transforms, and numerical methods. Each method has its own advantages and limitations, and the choice of method depends on the specific problem at hand. For example, separation of variables is often used for problems with simple boundary conditions, while integral transforms are useful for solving nonhomogeneous boundary value problems.

5. Are there any limitations or challenges in using Green's function to solve PDEs?

While Green's function is a powerful tool, it does have some limitations and challenges. One limitation is that it can only be used for linear PDEs. Additionally, constructing the Green's function for a complex system can be a difficult and time-consuming task. It also requires a good understanding of PDE theory and mathematical techniques. However, with proper knowledge and techniques, Green's function can be a valuable tool for solving a wide range of PDEs.

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