Ethan B. answered 01/25/25
MS in Applied & Computational Mathematics in May 2023, PhD Student
Start by supposing a solution of separable variables exists:
Instead of using T, let's use u, so, let u = TX, where T is the time dependent function and X is the space dependent function.
We then get u_t(x,t) = ku_xx(x,t) is given by:
XT' = kX''T
If we pull everything to its own side we get:
kX''/X = T'/T, but since the LHS only depends on X, and the RHS only depends on T, then they must be equal to some constant, call it L
So we solve the ODEs:
Case 1: L = 0:
kX'' = 0
X' = C_1
X = C_1x + C_2
X'(0) = 0 and X'(1) = -hX(1)
so C_1 = 0
and C_1 = -h(C_1 + C_2) = 0 = -hC_2 = C_2
So C_1 = C_2 = 0, so X(x) = 0, so u(x,t) = X(x)T(t) = 0
Case 2: k = 0:
If k = 0:
X = 0
so u(x,t) = 0
Case 3: L/k = m^2 > 0
X'' - m^2X = 0
X'' - m^2X = 0
X = C_1e^(mx) + C_2e^(-mx)
X'(0) = mC_1 - mC_2 = 0
so C_1 = C_2
and X'(1) = -hX(1)
so C_1me^(mx) - C_2me^(-mx) = -hC_1e^(mx) - hC_2e^(mx)
so mC_1 = -hC_1 and -mC_2 = -mC_1 = -hC_1 = -hC_2, which is only true for C_1 = 0
so C_2 = 0 as well
so X(x) = 0, and finally u(x,t) = 0
Case 4: L/k = -m^2 < 0
X = C_1sin(mx) + C_2cos(mx)
X'(0) = 0
so mC_1 = 0 = C_1
X'(1) = -hX(1)
so -mC_2sin(m) = -hC_2cos(m) so C_2(msin(m) - hcos(m)) = 0
If C_2 = 0
the solution is X(x) = 0
so u(x,t) = 0
or mtan(m) = h, but mtan(m) has no closed form solution, so we have to check L = -km^2 for every m which satisfies mtan(m) = h.
Then we have X(x) = C_2cos(mx)
Then T'(t) + km^2T = 0
so T(t) = C_1 e^(-km^2t)
and T(0) = f(0)
so C_1 = f(0).
Therefore T(t) = f(0) e^(Lt) for some constant L = -km^2 for all m which satisfy mtan(m) = h
So we get:
u(x,t) = X(x)T(t) = C_2cos(mx)f(0)e^(-km^2t) for all m which satisfy mtan(m) = h
So overall using the linear combination we get:
u(x,t) = c_1*cos(m_1x)*e^(-k((m_1)^2)t) + c_2*cos(m_2x)*e^(-k((m_2)^2)t) + ...
For constants c_n and m_n satisfies m_n * tan(m_n) = h
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