Heat Equation with Non-Zero Temperature Boundaries — Question 4

PDF ↗

Question 4

On 0<x<10<x<1, let the storage and conductivity vary so that ut1+x=((1+x)ux)x,u(0,t)=1,u(1,t)=3.\frac{u_t}{1+x}=\bigl((1+x)u_x\bigr)_x,\qquad u(0,t)=1,\quad u(1,t)=3. Define j=−(1+x)uxj=-(1+x)u_x, ℓ=log⁡2\ell=\log 2, and let the initial field be f(x)=1+2log⁡(1+x)ℓ+sin⁡(πlog⁡(1+x)ℓ).f(x)=1+\frac{2\log(1+x)}\ell+ \sin\!\left(\frac{\pi\log(1+x)}\ell\right).

Tasks

  1. Derive the stationary temperature and stationary flux. Explain why the straight line 1+2x1+2x is not stationary for this equation.

  2. Use s=log⁡(1+x)s=\log(1+x) to transform the entire PDE and its endpoints. Construct and verify the full solution for the given initial field.

  3. Compute the stored quantity H(t)=∫01u(x,t)/(1+x)dxH(t)=\int_0^1u(x,t)/(1+x)\,dx and verify H′=j(0,t)−j(1,t)H'=j(0,t)-j(1,t).

  4. For the error v=u−Sv=u-S, derive the weighted energy identity. Evaluate its weighted squared norm for this solution and explain why the weight cannot simply be omitted from the identity.

Original worksheet page 1: question and worked solution for 9-6-004
Show solutionHide solution

Question 4 – Solution

Strategy. The stationary gradient and the natural storage norm both follow from the variable coefficients.

Step 1: Integrate constant stationary flux. The stationary equation is ((1+x)S′)′=0((1+x)S')'=0, so (1+x)S′=C(1+x)S'=C. The endpoint difference gives C=2/ℓC=2/\ell, hence S=1+2log⁡(1+x)/ℓ,jS=−2/ℓ.\boxed{S=1+2\log(1+x)/\ell,\qquad j_S=-2/\ell.} For 1+2x1+2x, the quantity ((1+x)ux)′=2((1+x)u_x)'=2 is nonzero, so it is not stationary. Equal endpoint values do not make different interior profiles solve the same PDE.

Step 2: Transform and solve the full problem. Write U(s,t)=u(es−1,t)U(s,t)=u(e^s-1,t) on 0<s<ℓ0<s<\ell. Then ux=Us/(1+x)u_x=U_s/(1+x) and ((1+x)ux)x=Uss/(1+x)((1+x)u_x)_x=U_{ss}/(1+x). The transformed equation is Ut=UssU_t=U_{ss}, with endpoints one and three. Subtracting 1+2s/ℓ1+2s/\ell gives one sine mode. With λ=π2/ℓ2\lambda=\pi^2/\ell^2, u=S+e−λtsin⁡(πlog⁡(1+x)/ℓ).\boxed{u=S+e^{-\lambda t}\sin(\pi\log(1+x)/\ell).} The chain-rule identities verify the original PDE, and the sine gives zero endpoint correction and exactly the prescribed initial field.

Step 3: Check storage against boundary flux. Since dx/(1+x)=dsdx/(1+x)=ds, H(t)=2ℓ+2ℓπe−λt,H′=−2πℓe−λt.H(t)=2\ell+\frac{2\ell}{\pi}e^{-\lambda t},\qquad H'=-\frac{2\pi}{\ell}e^{-\lambda t}. Also j=−Us=−2/ℓ−(π/ℓ)e−λtcos⁡(πs/ℓ)j=-U_s=-2/\ell-(\pi/\ell)e^{-\lambda t}\cos(\pi s/\ell). Its left value minus its right value equals the displayed derivative. The unweighted integral of uu is not the stored quantity in this model.

Step 4: Derive the weighted error dissipation. Multiplying vt/(1+x)=((1+x)vx)xv_t/(1+x)=((1+x)v_x)_x by vv and integrating, with zero error at both ends, gives 12ddt∫01v21+xdx=−∫01(1+x)vx2dx.\frac 12\frac d{dt}\int_0^1\frac{v^2}{1+x}\,dx =-\int_0^1(1+x)v_x^2\,dx. For this mode the squared norm is (ℓ/2)e−2λt(\ell/2)e^{-2\lambda t} and the right-hand integral is (π2/(2ℓ))e−2λt(\pi^2/(2\ell))e^{-2\lambda t}, agreeing with the identity. The weight is the storage coefficient; dropping it changes the energy calculation.

Original worksheet page 2: question and worked solution for 9-6-004

Original worksheet layout. Use Enlarge or open the PDF for a closer view.