Sturm-Liouville Like Equation with Boundary Conditions on Second Derivative

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Discussion Overview

The discussion revolves around solving a diffusion equation with specific boundary conditions, particularly focusing on a second boundary condition that involves the second derivative. Participants explore methods for finding solutions, including the use of separation of variables and the implications of the boundary conditions on the existence of eigenfunctions.

Discussion Character

  • Exploratory
  • Technical explanation
  • Debate/contested
  • Mathematical reasoning

Main Points Raised

  • One participant describes a diffusion equation and expresses difficulty in finding a solution due to the unconventional second boundary condition.
  • Another participant suggests rewriting the second boundary condition to highlight its relationship with the diffusion equation, proposing that it can be expressed in terms of first derivatives.
  • A later reply reiterates the original form of the boundary condition and questions whether the rewritten form simplifies the problem, indicating it may be less tractable.
  • Another participant asserts that separation of variables can still be applied, outlining a method to derive a transcendental equation from the boundary conditions, although they note that the resulting equation may not be solvable.

Areas of Agreement / Disagreement

Participants do not reach a consensus on the best approach to solve the problem, with differing opinions on the utility of rewriting the boundary condition and the effectiveness of separation of variables. Multiple competing views on the methodology remain present.

Contextual Notes

Participants express uncertainty regarding the tractability of the boundary conditions and the implications for the existence of eigenfunctions. The discussion highlights the complexity introduced by the second boundary condition and its impact on the solution process.

Nikratio
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Hello,

I am facing a diffusion equation..
[tex]\frac{du(x,t)}{dt} = D \frac{d^2u}{dx^2}[/tex]
.. with slightly exotic boundary conditions:
[tex]u(0,t) = 0[/tex]
[tex]\frac{d^2u(a,t)}{dx^2}+ \alpha \frac{du(a,t)}{dx} = 0[/tex]

I expected the solution to be relatively easy to find, since separation of variables quickly gives a Storm-Liouville equation. However, the different second boundary condition has so far trashed all of my efforts to find a solution.

Is someone able to give some advice on this? Can I rely on the existence of eigenfunctions at all or do I need to get at this from an entirely different direction?
 
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What I would do is write that second boundary condition in a slightly different form.
We see that the u(x,t) satisfies the diffusion equation for all x (in its domain of course). Hence for x=a too. With this it seems to be fruitful if we write the boundary condition as:

[tex] \left(\frac{d^2u(x,t)}{dx^2}+ \alpha \frac{du(x,t)}{dx}\right) \bigg |_{x=a} =<br /> \left(\frac{1}{D}\frac{du(x,t)}{dt}+\alpha \frac{du(x,t)}{dx}\right) \bigg |_{x=a}=0[/tex]

And so the boundary condition is only with first derivatives.
 
Thaakisfox said:
What I would do is write that second boundary condition in a slightly different form.
We see that the u(x,t) satisfies the diffusion equation for all x (in its domain of course). Hence for x=a too. With this it seems to be fruitful if we write the boundary condition as:

[tex] \left(\frac{d^2u(x,t)}{dx^2}+ \alpha \frac{du(x,t)}{dx}\right) \bigg |_{x=a} =<br /> \left(\frac{1}{D}\frac{du(x,t)}{dt}+\alpha \frac{du(x,t)}{dx}\right) \bigg |_{x=a}=0[/tex]

And so the boundary condition is only with first derivatives.

Actually that is the original form of the boundary condition. I rewrote it in terms of the spatial derivative so that I could use separation of variables. Did I miss something obvious? To me this form seems even less tractable...
 
You can use separation of variables anyway.
Solve the diffusion equation in the usual manner with separation of variables, the time part as usual will have an exponential dependence then using the first boundary condition you can rule out one of the solutions to the spatial equation (the sine stays or the sinh), then apply the second boundary condition, and you shall get a transcendental equation something like k*tan(k) = ... this quantizes the constant you got when using the separation of variables, but you cannot solve this equation. From here you can superimpose the solution with the different quantas and you are done.
 

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