Separation of Variables — Question 3

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Question 3

For ut=κuxxu_t=\kappa u_{xx} on 0<x<L0<x<L, t≥0t\ge 0, take κ,L>0\kappa,L>0 and insulated endpoints ux(0,t)=ux(L,t)=0u_x(0,t)=u_x(L,t)=0. Use X″+λX=0X''+\lambda X=0 and T′=−κλTT'=-\kappa\lambda T. All fields are smooth enough for the stated derivatives and integrals.

Tasks

  1. Solve the spatial eigenvalue problem, including λ=0\lambda=0, and exclude λ<0\lambda<0 by an integral identity.

  2. Show directly from the PDE that the spatial mean is constant in time. Prove that each positive-eigenvalue spatial factor has zero mean, without evaluating its trigonometric integral.

  3. Construct a finite separated-mode sum satisfying u(x,0)=2+3cos⁡(πx/L)u(x,0)=2+3\cos(\pi x/L). Verify the PDE, both endpoints and the initial data, and identify the limiting field as t→∞t\to\infty.

  4. Explain precisely what is lost if one divides the eigenvalue calculation by λ\lambda and discards the zero case. Can any finite sum of positive-eigenvalue modes reproduce these initial data?

Original worksheet page 1: question and worked solution for 9-4-003
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Question 3 – Solution

Strategy. The zero eigenvalue carries a conserved quantity and must be analyzed before any division by the separation constant.

Step 1: Retain the constant spatial mode. Integration by parts gives λ∫X2=∫(X′)2≥0\lambda\int X^2=\int(X')^2\ge 0 because both endpoint derivatives vanish. Thus negative eigenvalues are excluded. For λ=0\lambda=0, X=ax+bX=ax+b and the endpoints force a=0a=0; nonzero constants are allowed. For λ=k2>0\lambda=k^2>0, the left derivative condition removes the sine term and the right requires sin⁡(kL)=0\sin(kL)=0. Consequently λ0=0,X0=1;λn=(nπ/L)2,Xn=cos⁡(nπx/L),n≥1.\boxed{\lambda_0=0,\ X_0=1;\qquad \lambda_n=(n\pi/L)^2,\ X_n=\cos(n\pi x/L),\ n\ge 1.}

Step 2: Track the conserved mean. For m(t)=L−1∫0Lu(x,t)dxm(t)=L^{-1}\int_0^L u(x,t)\,dx, m′(t)=κ[ux]0L/L=0m'(t)=\kappa[u_x]_0^L/L=0. Integrating X″+λX=0X''+\lambda X=0 gives λ∫0LXdx=−[X′]0L=0\lambda\int_0^L X\,dx=-[X']_0^L=0. Thus every λ>0\lambda>0 factor has zero mean. The zero mode has a constant time factor and can carry a nonzero mean.

Step 3: Verify the two-mode construction. Let ω=κ(π/L)2\omega=\kappa(\pi/L)^2. Then u(x,t)=2+3e−ωtcos⁡(πx/L).\boxed{u(x,t)=2+3e^{-\omega t}\cos(\pi x/L).} Its time derivative is −3ωe−ωtcos⁡(πx/L)-3\omega e^{-\omega t}\cos(\pi x/L), equal to κuxx\kappa u_{xx}. Its endpoint derivatives vanish, and its initial trace is the prescribed function. Its mean is two for every time. Since the decaying term has absolute value at most 3e−ωt3e^{-\omega t}, it tends uniformly to u=2u=2. No infinite-series argument is required for this finite construction.

Step 4: Diagnose the missing mode. Dividing by λ\lambda loses the legitimate constant eigenfunction and the corresponding stationary PDE solutions. Every finite linear combination of positive-eigenvalue modes has zero spatial mean at each time, while the specified initial data have mean two. Such a combination cannot reproduce these data. This obstruction follows from the integral, not from an inability to find enough trigonometric coefficients.

Original worksheet page 2: question and worked solution for 9-4-003

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