Separation of Variables — Question 4

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Question 4

A product field u(x,t)=X(x)T(t)u(x,t)=X(x)T(t) has proportional spatial snapshots. Consider the two-mode heat solution on 0≤x≤π0\le x\le\pi, t≥0t\ge 0, u(x,t)=e−tsin⁡x+e−4tsin⁡(2x).u(x,t)=e^{-t}\sin x+e^{-4t}\sin(2x). For any two positions and times define D=u(x1,t1)u(x2,t2)−u(x1,t2)u(x2,t1).D=u(x_1,t_1)u(x_2,t_2)-u(x_1,t_2)u(x_2,t_1).

Tasks

  1. Prove that a product field has D=0D=0. Conversely, if every such determinant vanishes and u(x0,t0)≠0u(x_0,t_0)\ne 0 somewhere, construct factors X,TX,T representing uu everywhere.

  2. Verify the PDE ut=uxxu_t=u_{xx} and homogeneous Dirichlet endpoints for the displayed sum. Compute DD at x1=π/2,x2=π/6,t1=0,t2=log⁡2x_1=\pi/2,x_2=\pi/6,t_1=0,t_2=\log 2 and decide whether the sum is a single product.

  3. Find every interior spatial zero of u(⋅,t)u(\cdot,t), the time at which it leaves the interior, and the sign of the field after that time.

  4. Sketch the normalized snapshots v(x,t)=etu(x,t)v(x,t)=e^t u(x,t) at t=0t=0, (log⁡2)/6(\log 2)/6 and (log⁡2)/3(\log 2)/3. Explain why division by a nonzero time factor cannot make a nonseparable field separable.

Original worksheet page 1: question and worked solution for 9-4-004
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Question 4 – Solution

Strategy. Test separation with an invariant determinant, then interpret the changing spatial shape.

Step 1: Establish an exact product test. For a product, both terms of DD equal X(x1)X(x2)T(t1)T(t2)X(x_1)X(x_2)T(t_1)T(t_2). Conversely, use the nonzero anchor to write u(x,t)u(x0,t0)=u(x,t0)u(x0,t)u(x,t)u(x_0,t_0)=u(x,t_0)u(x_0,t). Hence X(x)=u(x,t0),T(t)=u(x0,t)/u(x0,t0)\boxed{X(x)=u(x,t_0),\qquad T(t)=u(x_0,t)/u(x_0,t_0)} gives a product everywhere, including zeros. The nonzero-anchor restriction excludes only the identically zero field, which is already a trivial product.

Step 2: Verify the solution and reject one-product form. Each term has time derivative equal to its second spatial derivative; the sum solves the PDE and vanishes at x=0,πx=0,\pi. At the stated points, D=32(116−12)=−7332≠0.D=\frac{\sqrt 3}{2}\left(\frac 1{16}-\frac 12\right) =\boxed{-\frac{7\sqrt 3}{32}\ne 0}. Thus superposition preserves the linear PDE but does not preserve the class of single products. The two spatial modes decay at different rates.

Step 3: Track the moving interior node. Factoring gives u=e−tsin⁡x[1+2e−3tcos⁡x]u=e^{-t}\sin x[1+2e^{-3t}\cos x]. On 0<x<π0<x<\pi, sin⁡x>0\sin x>0, so the only possible interior zero is x*(t)=arccos⁡(−e3t/2),0≤t<t*:=log⁡23.x_*(t)=\arccos(-e^{3t}/2),\qquad 0\le t<t_*:=\frac{\log 2}{3}. It moves from 2π/32\pi/3 toward π\pi. At t=t*t=t_* it is at the endpoint, not an interior zero. For t≥t*t\ge t_* the field is strictly positive in the interior. Before then it is positive to the left of the node and negative to its right.

Step 4: Interpret the normalized plots. The three normalized fields are sin⁡x+sin⁡2x\sin x+\sin 2x, sin⁡x+2−1/2sin⁡2x\sin x+2^{-1/2}\sin 2x, and sin⁡x+12sin⁡2x\sin x+\tfrac 12\sin 2x. Their changing zeros reveal changing shape. If etue^t u were a product, multiplying its time factor by e−te^{-t} would make uu a product too, contradicting the determinant. Normalization changes amplitudes but cannot repair this failure of separation.

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Original worksheet page 2: question and worked solution for 9-4-004

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