Heat Equation - Trouble Finding a General Solution

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The_Chromer
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Homework Statement


Solve:

Ut=kUxx
U(x,0)=e^3x


Homework Equations


The Heat Equation:
Integral solution formula for the heat equation: u(x,t) equals 1 over the square root of 4 pi k t, times the integral from minus infinity to infinity of exp of minus (x minus y) squared over 4kt, times g(y) dy.


The Attempt at a Solution



g(y) in the heat equation for this problem is e^3y. I'm having serious trouble solving this because my professor hasn't taught us the method, and it isn't in the book. I've considered trying a change of variables by taking z=x-y, but this has led me to nowhere. I am lost, and I am not just fishing for a result.

I actually want to know how to solve this damn thing. There's a few pages worth of **** in my notebook, and now I need some guidance.

Thank you for your time.
 
The integral that you have to do is known as a Gaussian integral. A standard result, explained, for example, at http://en.wikipedia.org/wiki/Gaussian_integral is

[itex]\int_{-\infty}^\infty \exp\left( - A u^2\right) du = \sqrt{\frac{\pi}{A}}.~~~(1)[/itex]

In your case, you must integrate

[itex]\int_{-\infty}^\infty \exp\left( - \frac{(x-y)^2}{4kt} + 3y \right) dy.[/itex]

The technique needed is known as "completing the square," namely we attempt to write the quadratic expression in [itex]y[/itex] as a sum of a square plus a constant term:

[itex]-A y^2 + B y + C = -a (y+b)^2 + c . ~~~(2)[/itex]

Here, [itex]a,b,c[/itex] will possibly be functions of [itex]x,t,k[/itex], but do not depend on [itex]y[/itex], so the resulting integral can be done by substituting [itex]u = y +b[/itex] and then using the formula (1).

You should probably start with equation (2) and determine [itex]a,b,c[/itex] in terms of [itex]A, B,C[/itex].
 
I just wanted to let you know that I haven't given up on the problem and am still working at it.

I'll be back with results whenever I solve it.
 
Thank you so much for your help. I reached the final solution. I'll upload the results to show you as soon as I can.

I have a final question as to what happened with a negative sign when I did a substitution, if you don't mind.