Separation of Variables — Question 8

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Question 8

For ut=uxxu_t=u_{xx} on 0<x<L0<x<L, t≥0t\ge 0, with L>0L>0, impose u(0,t)=0,ux(L,t)+hu(L,t)=0,h∈ℝ.u(0,t)=0,\qquad u_x(L,t)+h u(L,t)=0,\quad h\in\mathbb R. A separated mode obeys X″+λX=0X''+\lambda X=0, T′=−λTT'=-\lambda T. Define the dimensionless parameter q=hLq=hL. No sign restriction is imposed on hh; a negative value need not model passive heat loss.

Tasks

  1. Derive the identity λ∫0LX2=∫0L(X′)2+hX(L)2\lambda\int_0^L X^2=\int_0^L(X')^2+hX(L)^2. Show that h≥0h\ge 0 guarantees positive eigenvalues, and determine exactly when λ=0\lambda=0 has a nonzero factor.

  2. For λ>0\lambda>0, derive an eigenvalue equation using z=Lλz=L\sqrt\lambda. For λ<0\lambda<0, use ρ=L−λ\rho=L\sqrt{-\lambda} to derive ρcoth⁡ρ=−q\rho\coth\rho=-q.

  3. Prove that the negative-eigenvalue equation has exactly one root if q<−1q<-1 and none if q≥−1q\ge-1. Determine the time behavior of this mode and of the zero mode.

  4. For q=−2q=-2, bracket the positive root ρ\rho to within 0.0010.001, state the corresponding eigenvalue in terms of LL, and sketch the intersection defining it. Mark the limiting value at ρ=0\rho=0 as a limit, not a negative eigenvalue.

Original worksheet page 1: question and worked solution for 9-4-008
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Question 8 – Solution

Strategy. A Robin boundary term can change the sign of the eigenvalue; analyze zero before treating the oscillatory and hyperbolic cases.

Step 1: Retain the boundary contribution. Integration by parts gives λ∫X2=∫(X′)2−[XX′]0L=∫(X′)2+hX(L)2\lambda\int X^2=\int(X')^2-[XX']_0^L=\int(X')^2+hX(L)^2. For h≥0h\ge 0, equality at zero would force X′=0X'=0 and then X=0X=0; nonzero factors therefore have λ>0\lambda>0. At λ=0\lambda=0, X=AxX=Ax and the right condition is A(1+hL)=0A(1+hL)=0. Thus a nonzero zero mode exists exactly when q=−1\boxed{q=-1}.

Step 2: Separate the positive and negative cases. For λ>0\lambda>0, X=Asin⁡(λx)X=A\sin(\sqrt\lambda x) and zcos⁡z+qsin⁡z=0,z>0.\boxed{z\cos z+q\sin z=0,\quad z>0.} For λ=−μ2<0\lambda=-\mu^2<0, X=Asinh⁡(μx)X=A\sinh(\mu x) and the right condition becomes μcosh⁡(μL)+hsinh⁡(μL)=0\mu\cosh(\mu L)+h\sinh(\mu L)=0. Since ρ=μL>0\rho=\mu L>0, ρcoth⁡ρ=−q,λ=−ρ2/L2.\boxed{\rho\coth\rho=-q,\qquad \lambda=-\rho^2/L^2.} Dividing by sinh⁡ρ\sinh\rho here is valid only in this strictly negative case.

Step 3: Prove the threshold and uniqueness. Let F(ρ)=ρcoth⁡ρF(\rho)=\rho\coth\rho. It has limit 11 as ρ↓0\rho\downarrow 0 and F(ρ)→∞F(\rho)\to\infty. Its derivative is F′=(sinh⁡ρcosh⁡ρ−ρ)/sinh⁡2ρ>0F'=(\sinh\rho\cosh\rho-\rho)/\sinh^2\rho>0: the numerator is zero at zero and has derivative 2sinh⁡2ρ>02\sinh^2\rho>0 for ρ>0\rho>0. Therefore its range is (1,∞)(1,\infty), giving exactly one negative eigenvalue iff q<−1q<-1. That mode grows as eρ2t/L2e^{\rho^2t/L^2}. At q=−1q=-1, the zero mode X=xX=x is stationary; it is not a negative eigenmode.

Step 4: Quantify the concrete crossing. For q=−2q=-2, numerical substitution gives F(1.915)<2<F(1.916)F(1.915)<2<F(1.916). Strict monotonicity certifies one root in this interval, approximately ρ=1.915008\rho=1.915008. Thus λ≈−3.667256/L2\lambda\approx-3.667256/L^2. The open point at (0,1)(0,1) records the excluded endpoint limit of FF.

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