Separation of Variables for a PDE

In summary, the conversation discusses using separation of variables to find a general series solution for the partial differential equation u_t + 4tu = u_{xx} for 0 < x < 1, t> 0 with boundary conditions u(0,t) = u(1,t)=0. The solution involves finding eigenvalues and solving for X(x) and T(t) individually before combining them to get the final solution. However, there may be errors in this solution and further corrections may be needed.
  • #1
semithinking
7
0

Homework Statement


Use separation of variables to find a general series solution of
[tex]u_t + 4tu = u_{xx}[/tex] for [tex]0 < x < 1, t> 0 [/tex] and [tex]u(0,t) = u(1,t)=0[/tex].

Homework Equations


The Attempt at a Solution


Looking for a solution of the form [tex]u(x,t) = X(x)T(t)[/tex] implies that [tex]\frac{T'}{kt} - \frac{X''}{X} = 0 \implies \frac{T'}{kT} = \frac{X''}{X} = - \lambda[/tex] where [tex]\lambda[/tex] is a constant.

Then we consider the following eigenvalue problem
[tex]X'' = -\lambda X[/tex] for [tex]0 < x < 1[/tex]
[tex]X(0) = 0 = X(1)[/tex]

If [tex]\lambda = \beta^2 > 0[/tex] then [tex]X(x) = C \cos (\beta x) + D \sin(\sin x)[/tex]. The boundary conditions imply that [tex]C=0[/tex] and [tex]\beta_n = (n \pi)^2[/tex] for [tex]n \in \mathbb{Z}^+[/tex]. All eigenvalues are positive.

Solving [tex]\frac{T'_n}{kT_n} = -\pi^2 n^2 \implies T_n(t) = A_n e^{-k\pi^2 n^2 t}[/tex].

Therefore, [tex]u(x,t) = \sum_{n=1}^\infty A_n \sin (n\pi x) e^{-k(n\pi)^2 t}[/tex] is the general series solution.

BUT! I don't believe this is correct... :P Any corrections?
 
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  • #2
What did you do with the 4tu term in the original differential equation?
 
  • #3
semithinking said:

Homework Statement


Use separation of variables to find a general series solution of
[tex]u_t + 4tu = u_{xx}[/tex] for [tex]0 < x < 1, t> 0 [/tex] and [tex]u(0,t) = u(1,t)=0[/tex].

Homework Equations





The Attempt at a Solution


Looking for a solution of the form [tex]u(x,t) = X(x)T(t)[/tex] implies that [tex]\frac{T'}{kt} - \frac{X''}{X} = 0 \implies \frac{T'}{kT} = \frac{X''}{X} = - \lambda[/tex] where [tex]\lambda[/tex] is a constant.
No, it doesn't! Letting u= X(x)T(t) makes the equation
XT'+ 4tXT= X''T. Dividing through by XT,
[tex]\frac{T'}{T}+ 4t= \frac{X''}{X}= -\lambda[/tex]
so we have
[tex]X''+ \lambda X= 0[/itex]
and
[tex]T'+ 4tT= \lambda T[/tex]
or
[tex]T'= (\lambda- 4t)T[/tex]

Then we consider the following eigenvalue problem
[tex]X'' = -\lambda X[/tex] for [tex]0 < x < 1[/tex]
[tex]X(0) = 0 = X(1)[/tex]

If [tex]\lambda = \beta^2 > 0[/tex] then [tex]X(x) = C \cos (\beta x) + D \sin(\sin x)[/tex]. The boundary conditions imply that [tex]C=0[/tex] and [tex]\beta_n = (n \pi)^2[/tex] for [tex]n \in \mathbb{Z}^+[/tex]. All eigenvalues are positive.

Solving [tex]\frac{T'_n}{kT_n} = -\pi^2 n^2 \implies T_n(t) = A_n e^{-k\pi^2 n^2 t}[/tex].

Therefore, [tex]u(x,t) = \sum_{n=1}^\infty A_n \sin (n\pi x) e^{-k(n\pi)^2 t}[/tex] is the general series solution.

BUT! I don't believe this is correct... :P Any corrections?
 

1. What is separation of variables for a PDE?

Separation of variables is a method used to solve partial differential equations (PDEs) by separating the variables in the equation and solving each part independently. This method is particularly useful for PDEs that are linear and have constant coefficients.

2. When is separation of variables applicable for solving a PDE?

Separation of variables can be applied to PDEs with boundary conditions that are separable, meaning they can be written as a product of functions of the individual variables. This method is also applicable for PDEs with homogeneous boundary conditions.

3. What are the steps involved in using separation of variables to solve a PDE?

The first step is to separate the variables in the PDE, typically by assuming a solution of the form u(x,y) = X(x)Y(y). Then, substitute the separated solution into the PDE and solve for the individual functions X(x) and Y(y). Next, apply the boundary conditions to determine the constants of integration. Finally, combine the solutions for X(x) and Y(y) to get the general solution.

4. What are some common applications of separation of variables for PDEs?

Separation of variables is commonly used in physics and engineering to solve PDEs that describe phenomena such as heat transfer, wave propagation, and fluid dynamics. It is also used in finance to model the behavior of stock prices and interest rates.

5. Are there any limitations or drawbacks to using separation of variables for PDEs?

While separation of variables is a useful method for solving certain types of PDEs, it is not applicable to all PDEs. It can only be used for linear PDEs with constant coefficients and separable boundary conditions. Additionally, the method may not always yield a complete solution, as it may only provide a particular solution to the PDE.

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