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    Partial Differential Equation

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    kennethfarnum
    The document discusses using the Green's function method to solve initial-boundary value problems (IBVPs) for the heat equation. It introduces the heat equation and its corresponding initial and boundary conditions. It then derives an integral equation representation for the solution using Green's functions. This represents the solution as an integral involving the Green's function and the initial/boundary data. An example IBVP is worked out in detail to illustrate the method. Finally, two practice problems applying the Green's function method to additional heat equation IBVPs are presented.

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    © All Rights Reserved
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    Partial Differential Equation

    Uploaded by

    kennethfarnum
    36 views4 pages
    The document discusses using the Green's function method to solve initial-boundary value problems (IBVPs) for the heat equation. It introduces the heat equation and its corresponding initial and boundary conditions. It then derives an integral equation representation for the solution using Green's functions. This represents the solution as an integral involving the Green's function and the initial/boundary data. An example IBVP is worked out in detail to illustrate the method. Finally, two practice problems applying the Green's function method to additional heat equation IBVPs are presented.

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    partial differential equation

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    The document discusses using the Green's function method to solve initial-boundary value problems (IBVPs) for the heat equation. It introduces the heat equation and its corresponding initial and boundary conditions. It then derives an integral equation representation for the solution using Green's functions. This represents the solution as an integral involving the Green's function and the initial/boundary data. An example IBVP is worked out in detail to illustrate the method. Finally, two practice problems applying the Green's function method to additional heat equation IBVPs are presented.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Download as pdf or txt
    36 views4 pages

    Partial Differential Equation

    Uploaded by

    kennethfarnum
    The document discusses using the Green's function method to solve initial-boundary value problems (IBVPs) for the heat equation. It introduces the heat equation and its corresponding initial and boundary conditions. It then derives an integral equation representation for the solution using Green's functions. This represents the solution as an integral involving the Green's function and the initial/boundary data. An example IBVP is worked out in detail to illustrate the method. Finally, two practice problems applying the Green's function method to additional heat equation IBVPs are presented.

    Copyright:

    © All Rights Reserved
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    Download as pdf or txt
    of 4

    13

    MODULE 9: THE METHOD OF GREENS FUNCTIONS

    Lecture 3

    The Heat Equation

    Consider the heat equation


    ut 2 u = 0,

    (x, t) Q = (0, T ],

    (1)

    x ,

    (2)

    with the initial condition


    u(x, 0) = f (x),
    and the BC
    u +


    u
    = B(x, t),
    n

    0 < t T.

    (3)

    The above problem can be treated in the same way as the wave equation discussed in the
    previous lecture. Let Q be a cylindrical region in (x, t)-space obtained by extending the
    region parallel to itself from t = 0 to t = T (cf. Fig. 9.1). The lateral boundary of Q
    is denoted by Qx . The two caps of the cylinder, which are portions of the planes t = 0
    and t = T , are denoted by Q0 and QT , respectively.
    The boundary conditions for u(x, t) are assigned on Qx . The exterior unit normal n
    to Q has the form n = (nx , 0) on Qx , where nx is the exterior unit normal to . On
    Q0 , n has the form n = (0, 1), and on QT , it has the form n = (0, 1).
    As consequence of the divergence theorem, we have the following integral equation

    [ (
    )
    (
    )]
    w ut 2 u u wt 2 w dx
    (4)
    Q

    (
    )
    wu + uw, wu dx
    =

    Q
    (
    )

    u
    w
    uwdx
    uwdx,
    =
    w
    +u
    ds +
    n
    n
    Qx
    QT
    Q0
    (5)
    = (, ) is the gradient operator in space-time.
    where
    t
    Observe that the operator

    2 that occurs in the heat equation (1) is not self-

    adjoint as was the case in the of the Laplace and wave equations. The adjoint operator
    of

    2 is given as t
    2 . With this choice for the adjoint operator we nd that

    w(ut 2 u) u(wt 2 w) is a divergence expression.


    Let w(x, t) to be a solution of
    wt 2 w = (x )(t ),

    , 0 < < T

    (6)

    14

    MODULE 9: THE METHOD OF GREENS FUNCTIONS

    with the end condition

    and the BC

    w(x, T ) = 0

    (7)


    w
    w +
    = 0.
    n

    (8)

    As before, we obtain from (4)

    u(, ) =
    f Gdx

    S1

    Q0

    1 G
    B
    ds +
    n

    S2 S3

    1
    BGds,

    (9)

    where we have set w(x, t) = G(x, t; , ). G(x, t; , ) is the Greens func- function for
    the initial and boundary value problem (1)-(3). Thus the Greens function G(x, t; , )
    satises the equation
    Gt 2 G = (x )(t ),

    x, , t, < T, > 0

    (10)

    with the end condition


    G(x, T ; , ) = 0
    and the BC


    G
    G +
    = 0,
    n

    (11)

    t < T.

    (12)

    The equation (10) satised by the Greens function G is a backward heat equation. Since
    the problem for the Greens function is to be solved backwards in time, the initial and
    boundary value problem (10)-(12) for G is well posed. Once G is determined then all
    the terms on the right side of (9) are known and the solution u(x, t) of the initial and
    boundary value problem (1)-(3) is completely determined.
    Consider the following IBVP:
    ut = 2 uxx , 0 < x < L, t > 0,

    (13)

    u(0, t) = 0, u(L, t) = 0,

    (14)

    u(x, 0) = f (x),

    t>0

    0 < x < L.

    The method of separation of variables yields

    nx
    L
    n=1
    ]
    }
    {[ L

    n 2 (n/L)2 t
    nx
    2
    f () sin
    e
    sin
    =
    L 0
    L
    L
    n=1
    [
    ]
    L

    2
    nx
    n 2 (n/L)2 t
    =
    f ()
    sin
    sin
    e
    d.
    L
    L
    L
    0

    u(x, t) =

    cn e

    2 (n/L)2 t

    n=1

    sin

    (15)

    15

    MODULE 9: THE METHOD OF GREENS FUNCTIONS

    Dene the Greens function of this problem by


    G(x, t; , 0) =

    2
    nx
    n 2 (n/L)2 t
    sin
    sin
    e
    .
    L
    L
    L

    (16)

    n=1

    Then the solution of the IBVP can be expressed in the form

    u(x, t) =

    G(x, t; , 0)f ()d.

    (17)

    EXAMPLE 1. Consider the following IBVP:


    ut = uxx , 0 < x < 1, t > 0,
    u(0, t) = 0, u(1, t) = 0, t > 0
    u(x, 0) = x, 0 < x < 1.
    Solution. Here 2 = 1, L = 1 and f (x) = x. So
    G(x, t; , 0) =

    2 sin(nx) sin(n)en

    2 2 t

    (18)

    n=1

    Thus,

    u(x, t) =
    =

    G(x, t; , 0)d
    0

    n=1

    [
    2 sin(nx)

    (19)
    ]

    sin(n)d en

    2 2 t

    (20)

    Integrating by parts, we notice that


    )]1 1
    [ (
    1
    1
    1
    +

    cos(n)
    cos(n)d = (1)n+1 .
    n
    n
    0 n
    0
    Thus, the solution is given by
    u(x, t) =

    2 [
    2 2
    (1)n+1 en t sin(nx).
    n

    n=1

    Practice Problems
    1. Use the Greens function method to solve IBVP:
    ut = uxx , 0 < x < 1, t > 0,
    ux (0, t) = 0, ux (1, t) = 0,
    u(x, 0) = x, 0 < x < 1.

    t > 0,

    (21)

    MODULE 9: THE METHOD OF GREENS FUNCTIONS

    2. Use the Greens function method to solve IBVP:


    ut = 4uxx , 0 < x < 1, t > 0,
    u(0, t) = 0, u(1, t) = 0, t > 0,
    u(x, 0) = 1, 0 < x < 1.

    16

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