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Fourier Series and Partial Differential Equations Lecture Notes

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Chapter 3. The heat equation 29<br />

From equation (3.34) we see that<br />

T(x,0) =<br />

∞ <br />

nπx<br />

<br />

ansin . (3.36)<br />

L<br />

n=1<br />

Comparing terms we see that a1 = 1, a2 = 1/2 <strong>and</strong> an = 0 (n ≥ 3) so that the solution is<br />

<br />

πx<br />

<br />

T(x,t) = sin e<br />

L<br />

−π2κt/L2 + 1<br />

2 sin<br />

<br />

2πx<br />

e<br />

L<br />

−4π2κt/L2 . (3.37)<br />

3.4.1 Application of <strong>Fourier</strong> series<br />

To solve for more general initial conditions, we can use <strong>Fourier</strong> series to determine the<br />

constants an:<br />

∞ <br />

nπx<br />

<br />

T(x,0) = ansin , 0 ≤ x ≤ L.<br />

L<br />

(3.38)<br />

n=1<br />

The question is now, given f(x), can it be exp<strong>and</strong>ed as a <strong>Fourier</strong> sine series<br />

f(x) =<br />

∞ <br />

nπx<br />

<br />

ansin , 0 ≤ x ≤ L? (3.39)<br />

L<br />

n=1<br />

From the lectures on <strong>Fourier</strong> series, we know that such an expansion exists if e.g. f is<br />

piecewise continuously differentiable on [0,L]. The coefficients an are determined by the<br />

orthogonality relations:<br />

Thus<br />

<br />

L <br />

mπx<br />

<br />

nπx<br />

<br />

sin sin dx =<br />

L L<br />

0<br />

0<br />

0, m = n,<br />

L, m = n.<br />

1<br />

2<br />

(3.40)<br />

an = 2<br />

L <br />

nπx<br />

<br />

f(x)sin dx. (3.41)<br />

L L<br />

Example 3.2 Find the solution of the IBVP when<br />

<br />

0 for 0 ≤ x ≤ L1 <strong>and</strong> L2 ≤ x ≤ L,<br />

f(x) =<br />

1 for L1 < x < L2.<br />

Here f(x) has the <strong>Fourier</strong> sine expansion<br />

2<br />

π<br />

∞<br />

n=1<br />

<strong>and</strong> the solution of IBVP is<br />

T(x,t) = 2<br />

π<br />

∞<br />

n=1<br />

1<br />

n<br />

<br />

1<br />

cos<br />

n<br />

<br />

cos<br />

<br />

nπL1<br />

−cos<br />

L<br />

<br />

nπL1<br />

−cos<br />

L<br />

<br />

nπL2<br />

sin<br />

L<br />

<br />

nπL2<br />

sin<br />

L<br />

(3.42)<br />

<br />

nπx<br />

<br />

, (3.43)<br />

L<br />

<br />

nπx<br />

<br />

e<br />

L<br />

−n2π2κt/L2 . (3.44)

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