PDE Separation of Variables with Nonzero Boundary Conditions

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SUMMARY

The discussion focuses on solving the diffusion equation \( u_{xx} - \alpha^2 u_t = 0 \) with nonzero boundary conditions \( u(0,t) = u_0 \) and \( u(L,t) = u_L \). The method of separation of variables is employed, leading to the general solution \( u_{\lambda}(x,t) = e^{-(\frac{\lambda}{\alpha})^2 t}[A \sin(\lambda x) + B \cos(\lambda x)] \). A crucial substitution \( u(x,t) = v(x,t) + \psi(x) \) is recommended to handle the nonhomogeneous boundary conditions effectively, allowing for the separation of variables on the remaining function \( v(x) \).

PREREQUISITES
  • Understanding of partial differential equations (PDEs)
  • Familiarity with boundary value problems
  • Knowledge of separation of variables technique
  • Basic concepts of homogeneous and nonhomogeneous functions
NEXT STEPS
  • Study the method of separation of variables in detail
  • Learn about nonhomogeneous boundary conditions in PDEs
  • Explore the role of eigenfunctions in solving boundary value problems
  • Investigate the use of Green's functions for nonhomogeneous PDEs
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Mathematics students, physicists, and engineers dealing with heat transfer, diffusion processes, or any applications involving partial differential equations with nonzero boundary conditions.

jtleafs33
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Homework Statement


Solve the diffusion equation:

u_{xx}-\alpha^2 u_{t}=0

With the boundary and initial conditions:

u(0,t)=u_{0}
u(L,t)=u_{L}
u(x,0=\phi(x)

The Attempt at a Solution



I want to solve using separation of variables...
I start by assuming a solution of the form:

u(x,t)=X(x)T(t)

Differentiating and dropping the notation so f(F) = F :

u_{x}=X'T
u_{xx}=X''T
u_{t}=XT'

Substituting back into the PDE,

X''T-\alpha^2 XT'=0
X''T=\alpha^2 XT

\frac{X''}{X}=\alpha^2 \frac{T'}{T}

Let each side be equal to a constant, -\lambda^2
So now we have two ODE's:

X''+\lambda^2 X=0
T'+(\frac{\lambda}{\alpha})^2 T=0

These ODE's are easy to solve:

T(t)=Ae^{-(\frac{\lambda}{\alpha})^2 t}
X(x)=Bsin(\lambda x)+Ccos(\lambda x)

So now, let AB=A and AC=B so the PDE has the general solution:

u_{\lambda}(x,t)=e^{-(\frac{\lambda}{\alpha})^2 t}[Asin(\lambda x)+Bcos(\lambda x)]

So now, I want to match my boundary conditions. All the other PDE's I've solved have zero-valued boundary conditions, so I'm not exactly sure what to do here.

u(0,t)=u_{0}=e^{-(\frac{\lambda}{\alpha})^2 t}[Asin(0)+Bcos(0)]
u(0,t)=u_{0}=Be^{-(\frac{\lambda}{\alpha})^2 t}

This is where I'm confused.
To satisfy the B.C., my intuition says B=u_{0} and e^{-(\frac{\lambda}{\alpha})^2 t} must be a multiple of \pi.
Even if this is correct, I'm not sure how to express it as a constraint on \lambda.
 
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jtleafs33 said:

Homework Statement


Solve the diffusion equation:

u_{xx}-\alpha^2 u_{t}=0

With the boundary and initial conditions:

u(0,t)=u_{0}
u(L,t)=u_{L}
u(x,0=\phi(x)

The Attempt at a Solution



I want to solve using separation of variables...

Before you separate variables, make the substitution ##u(x,t) = v(x,t) +\psi(x)##. Substitute that into your problem:$$
v_{xx} + \psi''(x) + v_t = 0$$ $$
v(0,t) + \psi(0) = u_0$$ $$
v(L,t) + \psi(L) = u_L$$ $$
v(x,0) + \psi(x) = \phi(x)$$
Now if you let ##\psi''(x)=0,\ \psi(0)=u_0,\ \psi(L)=u_L##, you can solve for ##\psi(x)## and what is left is a system in ##v(x)## you can separate variables on. Your boundary conditions will be homogeneous and the last equation will be ##v(x,0)=\phi(x) - \psi(x)##. Your final answer will be ##u(x,t) = v(x,t)+\psi(x)##.
 
LCKurtz,

I can't find anything like that in my textbook. Did you do that so the solution would satisfy both the nonhomogenous and homogenous parts? I suppose you added the extra function of x because the nonhomogenous boundary conditions only depend on x?
 
jtleafs33 said:
LCKurtz,

I can't find anything like that in my textbook. Did you do that so the solution would satisfy both the nonhomogenous and homogenous parts? I suppose you added the extra function of x because the nonhomogenous boundary conditions only depend on x?

I don't know about your text, but it is a standard method. You let the ##\psi(x)## take care of the nonhomogeneous part. So did you try it on your problem?
 
I will be trying it soon.
 
Got it! It was trivial after I did the substitution you mentioned. Thanks again!
 

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