Heat Equation with Non-Zero Temperature Boundaries — Question 2

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Question 2

A rod on 0<x<10<x<1 obeys ut=uxxu_t=u_{xx} and is initially at zero temperature in L2(0,1)L^2(0,1). At t=0t=0 the left endpoint is raised to one and held there, while the right remains zero: u(0,t)=1u(0,t)=1, u(1,t)=0u(1,t)=0 for t>0t>0. You may use Fourier sine convergence, Parseval, and ∫0∞e−π2s2ds=1/(2π)\int_0^\infty e^{-\pi^2s^2}\,ds=1/(2\sqrt\pi).

Tasks

  1. Subtract the stationary field, compute the sine coefficients of the transformed initial data and construct the full solution.

  2. Justify the PDE for positive time and the L2L^2 initial trace. State the initial limit at interior points and at the left endpoint; explain why uniform convergence to the zero initial field is impossible.

  3. Derive a convergent total-heat formula and prove that total heat increases for every positive time, although the source-free PDE has no interior forcing.

  4. Find the rightward flux entering at x=0x=0 and its leading behavior as t↓0t\downarrow 0. Use a Riemann-sum limit to justify the singular rate rather than evaluating a divergent series at t=0t=0.

Original worksheet page 1: question and worked solution for 9-6-002
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Question 2 – Solution

Strategy. The sudden boundary change creates an initial corner mismatch; subtracting the stationary profile isolates its decaying sine expansion.

Step 1: Construct the boundary step response. The stationary field is S=1−xS=1-x. For v=u−Sv=u-S, the endpoints are zero and v(x,0)=x−1v(x,0)=x-1. Integration gives 2∫01(x−1)sin⁡(nπx)dx=−2/(nπ)2\int_0^1(x-1)\sin(n\pi x)\,dx=-2/(n\pi). Hence u(x,t)=1−x−2π∑n≥1e−n2π2tsin⁡(nπx)n.\boxed{u(x,t)=1-x-\frac 2\pi\sum_{n\ge 1} \frac{e^{-n^2\pi^2t}\sin(n\pi x)}{n}.}

Step 2: Verify the appropriate initial trace. For t≥τ>0t\ge\tau>0, Gaussian decay makes every finitely differentiated transient series uniformly convergent. It satisfies the heat equation and zero endpoint values; adding SS gives the required boundary data. The square-summable coefficients and Parseval prove v→x−1v\to x-1 in L2L^2, hence u→0u\to 0 in L2L^2. At each interior point, the Fourier limit is zero after reconstruction; Gaussian damping preserves that limit by summation by parts. At x=0x=0, the positive-time value is always one, so its limit is one. Uniform convergence to zero on the closed interval is therefore impossible. No corner-continuous solution is claimed.

Step 3: Integrate the boundary-driven heating. For positive time, H(t)=12−4π2∑n odde−n2π2tn2,H′(t)=4∑n odde−n2π2t>0.H(t)=\frac 12-\frac 4{\pi^2}\sum_{n\text{ odd}} \frac{e^{-n^2\pi^2t}}{n^2},\qquad H'(t)=4\sum_{n\text{ odd}}e^{-n^2\pi^2t}>0. The initial norm trace gives H(0+)=0H(0+)=0 and the final heat is 1/21/2. Differentiating the spatial series gives H′=[ux]01=j(0,t)−j(1,t)H'=[u_x]_0^1=j(0,t)-j(1,t), where j=−uxj=-u_x. The endpoint supplies heat; no interior source is needed.

Step 4: Quantify the singular initial input. At the left endpoint, j(0,t)=1+2∑n≥1e−n2π2t.j(0,t)=1+2\sum_{n\ge 1}e^{-n^2\pi^2t}. With h=th=\sqrt t, the decreasing, integrable Gaussian gives h∑n≥1e−π2(nh)2→∫0∞e−π2s2dsh\sum_{n\ge 1}e^{-\pi^2(nh)^2}\to\int_0^\infty e^{-\pi^2s^2}\,ds by upper/lower integral bounds. Thus tj(0,t)→1/π\sqrt t\,j(0,t)\to 1/\sqrt\pi, or j(0,t)∼1/πt\boxed{j(0,t)\sim 1/\sqrt{\pi t}}. The singular rate is integrable in time and is consistent with vanishing initial heat. Substituting t=0t=0 into the differentiated series would be invalid.

Original worksheet page 2: question and worked solution for 9-6-002

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