Diffusion equation by seperation of variables

In summary, the problem involves finding the general solution for the temperature distribution of a uniform rod using the method of separation of variables. After setting up the equations and applying the boundary conditions, the general solution is found to be a sum of cosine functions with different frequencies and a time-dependent exponential term. However, the last part of the question regarding the behavior of the solution as t approaches infinity is unclear due to the lack of a time variable in the final solution. This should be clarified with the instructor for further clarification.
  • #1
saddlepoint
6
0

Homework Statement



A uniform rod of length l has an initial (at time t = 0) temperature distribution given by u(x, 0) = sin([itex]\frac{πx}{l}[/itex]), 0 [itex]\leq[/itex] x [itex]\leq[/itex] l.

The temperature u(x, t) satisfies the classical one-dimensional diffusion equation, ut = kuxx

The ends of the rod are perfectly insulated, so ux(0, t) = ux(l, t) = 0.

Find general solution u(x, t) by the method of separation of variables. What happens to the solution as t -> ∞ ? (Do not find the Fourier coefficients other than the one required to answer the last part.)

Homework Equations





The Attempt at a Solution



We have method of Seperation of Variables so set:

u(x, t) = X(x)T(t) so we have XT' = kX''T (by using this with ut = kuxx)

This gives us: [itex]\frac{X''}{X}[/itex] = [itex]\frac{T'}{kT}[/itex] = λ (by separating the variables where λ is a constant)

Looking at X:

we have X'' = Xλ so X'' - Xλ = 0

this means we have [itex]\alpha[/itex]2 = λ and so [itex]\alpha[/itex] = [itex]\pm[/itex][itex]\sqrt{λ}[/itex]

we require λ < 0, so let λ = -[itex]\omega[/itex]2 and so we now have: [itex]\alpha[/itex] = i[itex]\omega[/itex]

this gives us X(x) = Asin([itex]\omega[/itex]x) + Bcos([itex]\omega[/itex]x)

Applying our boundary conditions to X(x) we have:

X' = A[itex]\omega[/itex]cos([itex]\omega[/itex]x) - B[itex]\omega[/itex]sin([itex]\omega[/itex]x)

thus X'(0) = A[itex]\omega[/itex] = 0 so we know A=0

and X'(l) = -B[itex]\omega[/itex]sin([itex]\omega[/itex]l) = 0 so we know sin([itex]\omega[/itex]l) = 0 and so [itex]\omega[/itex]l = nπ

this means [itex]\omega[/itex] = [itex]\frac{nπ}{l}[/itex]

then finally for X we have that: X(x) = Bcos([itex]\frac{nπx}{l}[/itex]), n=0,1,2,3,...

Looking at T:

we have [itex]\frac{T'}{T}[/itex] = kλ and integrate to find:

ln|T| = kλt + C so T = Cekλt

and we know that λ = -[itex]\omega[/itex]2 = (-n2π2)/(l2)

Hence we know our General Solution is u(x,t) = X(x)T(t) so

Our General Solution is:

u(x,t) = [itex]\sum[/itex]Bncos([itex]\frac{nπx}{l}[/itex])exp{(-n2π2kt)/(l2)}



Also given an initial condition:

u(x,0) = sin([itex]\frac{πx}{l}[/itex])

using this, we set t=0 in u(x,t) so we have:

u(x,0) = [itex]\sum[/itex]Bncos([itex]\frac{nπx}{l}[/itex]) = sin([itex]\frac{πx}{l}[/itex])

so by inspection when n=0, B0 = sin([itex]\frac{πx}{l}[/itex])

and when n=1,2,3,... we have B1, B2, B3, ... = 0.

Thus our full solution for these boundary conditions and initial conditions is:

u(x,t) = sin([itex]\frac{πx}{l}[/itex])

__________________________________________________________

Is this all correct what I've done? The reason I'm unsure if I'm correct is due to the last part of the question asking "What happens to the solution when t --> ∞?" as you can see there is no t in the final solution. It also notes "Do not find the Fourier coefficients other than the one required to answer the last part" and I'm not sure what this means or how it effects the question really.

ANY help is very much appreciated! Thanks very much!
 
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  • #2
saddlepoint said:

Homework Statement



A uniform rod of length l has an initial (at time t = 0) temperature distribution given by u(x, 0) = sin([itex]\frac{πx}{l}[/itex]), 0 [itex]\leq[/itex] x [itex]\leq[/itex] l.

The temperature u(x, t) satisfies the classical one-dimensional diffusion equation, ut = kuxx

The ends of the rod are perfectly insulated, so ux(0, t) = ux(l, t) = 0.

Find general solution u(x, t) by the method of separation of variables. What happens to the solution as t -> ∞ ? (Do not find the Fourier coefficients other than the one required to answer the last part.)

Homework Equations





The Attempt at a Solution



We have method of Seperation of Variables so set:

u(x, t) = X(x)T(t) so we have XT' = kX''T (by using this with ut = kuxx)

This gives us: [itex]\frac{X''}{X}[/itex] = [itex]\frac{T'}{kT}[/itex] = λ (by separating the variables where λ is a constant)

Looking at X:

we have X'' = Xλ so X'' - Xλ = 0

this means we have [itex]\alpha[/itex]2 = λ and so [itex]\alpha[/itex] = [itex]\pm[/itex][itex]\sqrt{λ}[/itex]

we require λ < 0, so let λ = -[itex]\omega[/itex]2 and so we now have: [itex]\alpha[/itex] = i[itex]\omega[/itex]

this gives us X(x) = Asin([itex]\omega[/itex]x) + Bcos([itex]\omega[/itex]x)

Applying our boundary conditions to X(x) we have:

X' = A[itex]\omega[/itex]cos([itex]\omega[/itex]x) - B[itex]\omega[/itex]sin([itex]\omega[/itex]x)

thus X'(0) = A[itex]\omega[/itex] = 0 so we know A=0

and X'(l) = -B[itex]\omega[/itex]sin([itex]\omega[/itex]l) = 0 so we know sin([itex]\omega[/itex]l) = 0 and so [itex]\omega[/itex]l = nπ

this means [itex]\omega[/itex] = [itex]\frac{nπ}{l}[/itex]

then finally for X we have that: X(x) = Bcos([itex]\frac{nπx}{l}[/itex]), n=0,1,2,3,...

Several comments here. You have ##\lambda = -\omega^2 < 0## and ##\omega_n = \frac {n\pi} l##. This does not include ##n=0##. The corresponding eigenfunction is ##X_n =
\cos(\frac{n\pi x}{l})##. You do need the subscript on the ##X## and you don't need the ##B## out in front at this stage.

At this point you should check the case ##\lambda = 0##. You will find a nonzero solution ##X_0##.

Looking at T:

we have [itex]\frac{T'}{T}[/itex] = kλ and integrate to find:

ln|T| = kλt + C so T = Cekλt

and we know that λ = -[itex]\omega[/itex]2 = (-n2π2)/(l2)

Hence we know our General Solution is u(x,t) = X(x)T(t) so

No. We would build terms ##u_n(x,t) = X_n(x)T_n(t)## and look for a solution as a sum of those.
Our General Solution is:

u(x,t) = [itex]\sum[/itex]Bncos([itex]\frac{nπx}{l}[/itex])exp{(-n2π2kt)/(l2)}

You also have to check the ##T## equation for when ##\lambda = 0## to see if you get a ##T_0##. This matters because you need to know if your solution includes an ##X_0T_0## term or not.

Also given an initial condition:

u(x,0) = sin([itex]\frac{πx}{l}[/itex])

using this, we set t=0 in u(x,t) so we have:

u(x,0) = [itex]\sum[/itex]Bncos([itex]\frac{nπx}{l}[/itex]) = sin([itex]\frac{πx}{l}[/itex])

Where does this sum start? ##n=1## or ##n=0##. See above about checking the case ##\lambda = 0##.

so by inspection when n=0, B0 = sin([itex]\frac{πx}{l}[/itex])

and when n=1,2,3,... we have B1, B2, B3, ... = 0.

Thus our full solution for these boundary conditions and initial conditions is:

u(x,t) = sin([itex]\frac{πx}{l}[/itex])

No, this is as wrong as it can be. You haven't shown there is a ##B_0## and even if you had, it would be constant, not a function of ##x##. At this point you need to expand a sine term in a half range cosine series. Given your instructions not to calculate the coefficients you don't need, I think the problem is mis-stated or mistyped. If your initial temperature distribution was ##\cos(\frac{πx}{l})## you would have only one term in the FS. You need to ask your teacher about that.
__________________________________________________________

Is this all correct what I've done? The reason I'm unsure if I'm correct is due to the last part of the question asking "What happens to the solution when t --> ∞?" as you can see there is no t in the final solution.

What happened to the exponentials in your general solution above (in red)? Also note I have removed your huge bold type which is irritating and violates the forum rules.
 
  • #3
saddlepoint said:

Homework Statement



A uniform rod of length l has an initial (at time t = 0) temperature distribution given by u(x, 0) = sin([itex]\frac{πx}{l}[/itex]), 0 [itex]\leq[/itex] x [itex]\leq[/itex] l.

The temperature u(x, t) satisfies the classical one-dimensional diffusion equation, ut = kuxx

The ends of the rod are perfectly insulated, so ux(0, t) = ux(l, t) = 0.

Find general solution u(x, t) by the method of separation of variables. What happens to the solution as t -> ∞ ? (Do not find the Fourier coefficients other than the one required to answer the last part.)

Homework Equations





The Attempt at a Solution



We have method of Seperation of Variables so set:

u(x, t) = X(x)T(t) so we have XT' = kX''T (by using this with ut = kuxx)

This gives us: [itex]\frac{X''}{X}[/itex] = [itex]\frac{T'}{kT}[/itex] = λ (by separating the variables where λ is a constant)

Looking at X:

we have X'' = Xλ so X'' - Xλ = 0

this means we have [itex]\alpha[/itex]2 = λ and so [itex]\alpha[/itex] = [itex]\pm[/itex][itex]\sqrt{λ}[/itex]

we require λ < 0, so let λ = -[itex]\omega[/itex]2 and so we now have: [itex]\alpha[/itex] = i[itex]\omega[/itex]

this gives us X(x) = Asin([itex]\omega[/itex]x) + Bcos([itex]\omega[/itex]x)

Applying our boundary conditions to X(x) we have:

X' = A[itex]\omega[/itex]cos([itex]\omega[/itex]x) - B[itex]\omega[/itex]sin([itex]\omega[/itex]x)

thus X'(0) = A[itex]\omega[/itex] = 0 so we know A=0
and X'(l) = -B[itex]\omega[/itex]sin([itex]\omega[/itex]l) = 0 so we know sin([itex]\omega[/itex]l) = 0 and so [itex]\omega[/itex]l = nπ

this means [itex]\omega[/itex] = [itex]\frac{nπ}{l}[/itex]

then finally for X we have that: X(x) = Bcos([itex]\frac{nπx}{l}[/itex]), n=0,1,2,3,...

Looking at T:

we have [itex]\frac{T'}{T}[/itex] = kλ and integrate to find:

ln|T| = kλt + C so T = Cekλt

and we know that λ = -[itex]\omega[/itex]2 = (-n2π2)/(l2)

Hence we know our General Solution is u(x,t) = X(x)T(t) so

Our General Solution is:

u(x,t) = [itex]\sum[/itex]Bncos([itex]\frac{nπx}{l}[/itex])exp{(-n2π2kt)/(l2)}

So far this is correct, but you need to give limits for the sum:
[tex]
u(x,t) = \sum_{n=0}^\infty B_n \cos\left( \frac{n\pi x}l\right) \exp\left(-\frac{n^2 \pi^2 kt}{l^2}\right).[/tex]

Also given an initial condition:

u(x,0) = sin([itex]\frac{πx}{l}[/itex])

using this, we set t=0 in u(x,t) so we have:

u(x,0) = [itex]\sum[/itex]Bncos([itex]\frac{nπx}{l}[/itex]) = sin([itex]\frac{πx}{l}[/itex])

so by inspection when n=0, B0 = sin([itex]\frac{πx}{l}[/itex])

and when n=1,2,3,... we have B1, B2, B3, ... = 0.

That's not how you determine the [itex]B_n[/itex], which are constants; having one of them turn out to be a function of [itex]x[/itex] immediately suggests an error.

To find the [itex]B_n[/itex] for [itex]u(x,0) = f(x)[/itex] you would use [tex]
\int_0^l B_n \cos^2\left(\frac{n\pi x}l\right)\,dx = \int_0^l f(x) \cos\left(\frac{n\pi x}{l}\right)\,dx,[/tex] but here the question asks you not to do that for general [itex]n[/itex].

The reason I'm unsure if I'm correct is due to the last part of the question asking "What happens to the solution when t --> ∞?" as you can see there is no t in the final solution. It also notes "Do not find the Fourier coefficients other than the one required to answer the last part" and I'm not sure what this means or how it effects the question really.

Look at the general solution again: [tex]
u(x,t) = \sum_{n=0}^\infty B_n \cos\left( \frac{n\pi x}l\right)
\exp\left(-\frac{n^2 \pi^2 kt}{l^2}\right).
[/tex] What is [tex]\lim_{t \to \infty} \exp\left(-\frac{n^2 \pi^2 kt}{l^2}\right)?[/tex] Is it the same for all [itex]n \geq 0[/itex]?
 

Related to Diffusion equation by seperation of variables

1. What is the diffusion equation by separation of variables?

The diffusion equation by separation of variables is a mathematical method used to solve partial differential equations, specifically the diffusion equation. It involves breaking down the equation into simpler parts, solving each part separately, and then combining the solutions to find the overall solution.

2. When is the diffusion equation by separation of variables used?

The diffusion equation by separation of variables is commonly used in physics and engineering to solve problems related to heat transfer, fluid dynamics, and other diffusion processes. It is also used in mathematical modeling and analysis of various systems.

3. How does the separation of variables method work?

The separation of variables method works by assuming that the solution to the partial differential equation can be expressed as a product of functions of each variable. By substituting this assumption into the equation and rearranging terms, we can separate the equation into simpler parts that can be solved individually.

4. What are the advantages of using the diffusion equation by separation of variables?

Using the diffusion equation by separation of variables allows us to solve complex partial differential equations with multiple variables by breaking them down into simpler, one-dimensional problems. This method also provides a systematic approach to finding solutions and can be applied to a wide range of problems in different fields.

5. Are there any limitations to the diffusion equation by separation of variables?

While the diffusion equation by separation of variables is a powerful method for solving partial differential equations, it may not always be possible to find analytical solutions. In some cases, numerical methods may need to be used instead. Additionally, this method may not be suitable for highly non-linear or time-dependent problems.

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