Why do I have a Fourier Serie in my heat equation solution?

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Discussion Overview

The discussion revolves around the derivation of a Fourier series in the context of solving the heat equation, specifically the equation \(\frac{\partial T}{\partial t}=\alpha \frac{\partial^2 T}{\partial x^2}\). Participants explore the separation of variables method and the transition from individual solutions to a general solution expressed as a Fourier series.

Discussion Character

  • Technical explanation
  • Mathematical reasoning
  • Exploratory

Main Points Raised

  • One participant presents the heat equation and separates variables, leading to the expressions \(\tau(t)=A e^{-\alpha \lambda^2 t}\) and \(X(x)=C \sin(\lambda x)\) with \(\lambda=\frac{\pi}{L}n\) for \(n=1,2,3,...\).
  • Another participant explains that the general solution to the heat equation is a superposition of all possible modes, resulting in the series \(u(x,t) = \sum^{\infty}_{n=1} D_n e^{-\alpha \left(\frac{n\pi}{L}\right)^2 t} \sin\left(\frac{n\pi}{L} x\right)\).
  • It is noted that since the function is odd, the coefficients for the cosine terms are zero, leaving only sine terms in the Fourier series.
  • A later reply discusses the initial condition \(f(x)=u(0,x)\) and the derivation of the coefficients \(D_n\) through integration, emphasizing the orthogonality of sine functions.

Areas of Agreement / Disagreement

Participants generally agree on the process of deriving the Fourier series from the heat equation but do not reach a consensus on the implications or interpretations of the results. The discussion includes various interpretations and methods of arriving at the coefficients without resolving all uncertainties.

Contextual Notes

Some assumptions regarding the initial conditions and the nature of the function \(f(x)\) are discussed, but these remain unresolved. The dependence on the definitions of the sine functions and their orthogonality is also noted.

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I'm trying to solve a basic heat equation [tex]\frac{\partial T}{\partial t}=\alpha \frac{\partial^2 T}{\partial x^2}[/tex] I manage to get [tex]T=X(x)\tau(t)[/tex]
Then [tex]\tau(t)=A*e^{-\alpha*\lambda^2*t} and X(x)=C*sin(\lambda x) where \lambda=\pi/Ln n=1,2,3,...[/tex]

From here I don't know how or why I get to a Fourier Serie. Like this [tex]u(t,x) = \sum_{n = 1}^{+\infty} D_n \left(\sin \frac{n\pi x}{L}\right) e^{-\frac{n^2 \pi^2 kt}{L^2}} \\ and \\ D_n = \frac{2}{L} \int_0^L f(x) \sin \frac{n\pi x}{L} \, dx.[/tex]

Can someone explain why I have this Fourier Serie?

Thanks Link
 
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Link- said:
[tex]\tau(t)=A*e^{-\alpha*\lambda^2*t}[/tex]

[tex]X(x)=C*sin(\lambda x) where \lambda=\pi/Ln n=1,2,3,...[/tex]
From here, recall that when you separated the variables you stated that:
Link- said:
[tex]T=X(x)\tau(t)[/tex]
Which leads to:

[tex]T = u_n(x,t) = A_n*e^{-\alpha\left(\frac{n\pi}{L}\right)^2 t}\left(C_n*sin(\frac{n\pi}{L} x)\right)[/tex]

This is the general solution for each value of [itex]n\in\mathbb{Z}^+[/itex]. However, the general solution to the heat equation is a superposition of all possible modes (or values of n). In otherwords, to find the general solution to the original PDE you need to sum over all possible n:

[tex]u(x,t) = \sum^{\infty}_{n=1}\left\{ A_n*e^{-\alpha\left(\frac{n\pi}{L}\right)^2 t}\left[C_n*sin\left(\frac{n\pi}{L} x\right)\right]\right\}[/tex]

Combining the coefficients such that [itex]A_n\cdot C_n = D_n[/itex]:

[tex]u(x,t) = \sum^{\infty}_{n=1}D_ne^{-\alpha\left(\frac{n\pi}{L}\right)^2 t}\sin\left(\frac{n\pi}{L} x\right)[/tex]

In general the Fourier series of a function my be written as the sum of sines and cosines, but since your function is odd (i.e. only has sines and exponents) the coefficients of the cosine component are identically equal to zero. Therefore, you are simply left with the coefficients of the sine component which are given by Euler's formula:

[tex]b_n = \frac{2}{L}\int_0^Lf(x)\sin\left(\frac{2n\pi}{T}x\right)[/tex]

Where T is the period, which in this case is 2L. Hence:

[tex]D_n = \frac{2}{L}\int_0^Lf(x)\sin\left(\frac{n\pi}{L}x\right)[/tex]

I hope this helps.
 
Last edited:
Thanks a lot Hootenanny.
 
Link- said:
I'm trying to solve a basic heat equation [tex]\frac{\partial T}{\partial t}=\alpha \frac{\partial^2 T}{\partial x^2}[/tex] I manage to get [tex]T=X(x)\tau(t)[/tex]
Then [tex]\tau(t)=A*e^{-\alpha*\lambda^2*t} and X(x)=C*sin(\lambda x) where \lambda=\pi/Ln n=1,2,3,...[/tex]

From here I don't know how or why I get to a Fourier Serie. Like this [tex]u(t,x) = \sum_{n = 1}^{+\infty} D_n \left(\sin \frac{n\pi x}{L}\right) e^{-\frac{n^2 \pi^2 kt}{L^2}} \\ and \\ D_n = \frac{2}{L} \int_0^L f(x) \sin \frac{n\pi x}{L} \, dx.[/tex]

Can someone explain why I have this Fourier Serie?

Thanks Link
I'm assuming f(x)=u(0,x) which is the initial condition of the PDE. So the solution u(t,x) must satsify IC (well I'm more used to u(x,t) but what the heck...)

[tex] u(t,x) = \sum_{n = 1}^{+\infty} D_n \left(\sin \frac{n\pi x}{L}\right) e^{-\frac{n^2 \pi^2 kt}{L^2}} [/tex]
so by setting t=0, you got
[tex] u(0,x) = f(x)=\sum_{n = 1}^{+\infty} D_n \left(\sin \frac{n\pi x}{L}\right) } [/tex]
Multiply both sides by sin(mPI/L)
[tex] f(x) \sin \frac{m\pi x}{L}=\sum_{n = 1}^{+\infty} D_n \left(\sin \frac{m\pi x}{L} \sin \frac{n\pi x}{L}\right) } [/tex]
perform a term by term integration on RHS over 0=<x=<L
[tex] \int _{0}^{L}f(x) \sin \frac{m\pi x}{L}dx= \sum_{n = 1}^{+\infty} \int _{0}^{L}D_n \left(\sin \frac{m\pi x}{L} \sin \frac{n\pi x}{L}\right) }dx [/tex]
because
[tex] \int _{0}^{L}\left(\sin \frac{m\pi x}{L} \sin \frac{n\pi x}{L}\right) }dx = 0 \quad when \quad m \neq n[/tex]
and
[tex] \int _{0}^{L}\sin ^{2} \left(\frac{m\pi x}{L}\right) }dx = \frac{L}{2} \quad when \quad m=n \neq0[/tex]
It reduced to
[tex] \int _{0}^{L}f(x) \sin \frac{m\pi x}{L}dx=D_{n}\frac{L}{2}[/tex]
now replace m with n (because m=n)
[tex] D_{n}=\frac{2}{L}\int _{0}^{L}f(x) \sin \frac{n\pi x}{L}dx[/tex]

Hope that helps, at least partially.
 
Last edited:

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