PDE:Cauchy Problem for Heat Equation

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SUMMARY

The discussion focuses on solving the Cauchy problem for the heat equation defined by the equation ut = kuxx, with initial conditions φ(x) specified as 1 for |x|<1 and 0 for |x|>1. The solution is expressed using the integral formula u(x,t)=∫G(x-y,t)*φ(y)dy, where G(x,t) represents the heat kernel. Participants confirm the approach of separating the integral based on the initial conditions and substituting φ(y) accordingly to derive the solution.

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  • Understanding of partial differential equations (PDEs)
  • Familiarity with the heat equation and its properties
  • Knowledge of the error function (erf) and its applications
  • Experience with integral calculus and solving integrals
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  • Study the derivation and properties of the heat kernel G(x,t)
  • Learn about the error function (erf) and its role in PDE solutions
  • Explore techniques for solving Cauchy problems in PDEs
  • Investigate numerical methods for approximating solutions to the heat equation
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Mathematicians, physics students, and engineers interested in solving partial differential equations, particularly those working with heat transfer and initial value problems.

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Homework Statement


Solve the Cauchy problem
ut =kuxx, x ∈ R, t>0, u(x, 0) = φ(x),
for the following initial conditions.
(a) φ(x)=1if |x|<1 and φ(x)=0 if |x|>1.
Write the solutions in terms of the erf function.

Homework Equations


u(x,t)=∫G(x-y,t)*φ(y)dy from -∞, to ∞
where G(x,t) is the heat kernel or fundamental solution to heat equation.

The Attempt at a Solution


I am not sure if this correct:
Separate the integral into different parts according above condition and then plugin φ(x) value for φ(y) in the integral. And then proceed from there on
 
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Sounds good to me. Just do it!
 

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