PDE and differentiating through the sum

In summary, the conversation discusses solving the heat equation with non-homogenous boundary conditions using the method of eigenfunction expansion. The solution is expressed as a sum of eigenfunctions and coefficients, but differentiation with respect to x is not allowed due to the disagreement between the boundary conditions of the problem and the eigenfunction. To address this, a change of variables can be made to transfer the inhomogeneity to the PDE.
  • #1
member 428835
Hi PF!

I'm reading my math text and am looking at the heat eq ##u_t = u_{xx}##, where we are are given non-homogenous boundary conditions. We are solving using the method of eigenfunction expansion.

Evidently we begin by finding the eigenfunction ##\phi (x)## related to the homogenous boundary conditions. From here we say the solution takes the form ##u(x,t) = \sum a(t) \phi(x)##. When plugging this result into the heat equation we are not allowed to differentiate w.r.t. x under the sum. The reason evidently is because the boundary conditions for the actual problem and ##\phi(x)## do not agree (the problem has non-homogenous B.C. yet the eigenfunction satisfies homogenous B.C.).

Can anyone tell me why not satisfying the same B.C. conditions implies we cannot differentiate w.r.t. that variable ##x##?

Thanks so much!
 
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  • #2
The point is that you can approximate the solution arbitrarily well (in a distribution sense) with a function that does not fulfill the BC, i.e., the sum will converge to the solution everywhere but at the boundary.

A different way of taking care of your boundary conditions is to make a change of variables to transfer your inhomogeneity to the PDE rather than the BC. The resulting PDE can be solved using series expansion of the resulting inhomogeneity.
 

1. What is a PDE?

A PDE, or partial differential equation, is an equation that involves partial derivatives of a function of several variables. It is used to describe physical phenomena in fields such as physics, engineering, and economics.

2. How is differentiating through a sum different from regular differentiation?

When differentiating through a sum, we are finding the derivative of a function that is the sum of two or more simpler functions. This involves applying the differentiation rules to each term in the sum separately. Regular differentiation, on the other hand, is finding the derivative of a single function with respect to one variable.

3. What is the purpose of differentiating through a sum?

Differentiating through a sum can be useful when solving complex PDEs or when trying to find the derivative of a function that is the sum of multiple simpler functions. It can also help us understand the behavior of a function by breaking it down into simpler components.

4. Are there any special rules for differentiating through a sum?

Yes, there are a few special rules that can make differentiating through a sum easier. These include the linearity property, where the derivative of a constant times a function is equal to the constant times the derivative of the function, and the sum rule, which states that the derivative of a sum of two functions is equal to the sum of their derivatives.

5. Can differentiating through a sum be applied to any type of function?

Yes, differentiating through a sum can be applied to any differentiable function. This includes polynomial, trigonometric, exponential, and logarithmic functions. However, the complexity of the function may affect the difficulty of the differentiation process.

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