(PDE) u t k(u xx + u yy ) = 0 (x, y) in Ω, t > 0, (BC) u(x, y, t) = 0 (x, y) on Γ, t > 0, (IC) u(x, y, 0) = f(x, y) (x, y) in Ω.

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1 Seprtion of Vriles for Higher Dimensionl Het Eqution 1. Het Eqution nd Eigenfunctions of the Lplcin: An 2-D Exmple Ojective: Let Ω e plnr region with oundry curve Γ. Consider het conduction in Ω with fixed oundry temperture on Γ: (PDE u t k(u xx + u yy = 0 (x, y in Ω, t > 0, (BC u(x, y, t = 0 (x, y on Γ, t > 0, (IC u(x, y, 0 = f(x, y (x, y in Ω. (IDEA: Seprtion of Vriles We look for solutions of (PDE-(BC whose sptil structure of the temprture distriution remins invrint with time. In these solutions only the mplitudes of the temprture distriution my chnge with time. Mthemticlly, we try to clssify ll nontrivil solutions of the following form: u(x, y, t = T(tΦ(x, y 0. (THE EQUATIONS FOR PRODUCT SOLUTIONS Plugging u = T(tΦ(x, y in (PDE-(BC we see: There is constnt α such tht ( T (t kαt(t = 0 t > 0; ( Φ xx + Φ yy αφ = 0 (x, y in Ω, ( Φ = 0 (x, y on Γ. We look for solutions of (*-(**-(*** tht re 0. Here, (* nd (** re deduced from (PDE, nd (*** follows from (BC. Eqution ( is esy to solve. The min issue now is to solve the eigenvlue prolem ( -(. (EIGENVALUES AND EIGENFUNCTIONS Now focus on the oundry vlue prolem (**-(*** for Φ(x, y. The solution structure of this prolem depends on the prmeter vlue α. It cn e shown tht for most choices of α, (**-(*** only hs the trivil solution Φ(x, y 0. The specil vlues of α dmiting nontrivil solutions re clled eigenvlues of (**-(***, nd in tht cse, the corresponding nontrivil solutions Φ(x, y 0 re clled eigenfunctions. Unfortuntely, for generl domin Ω, it s impossile to write down the eigenvlues nd eigenfunctions of ( -( in explicit form. We do, however, hve mthemticl theorem out this eigenvlue prolem: THEOREM. (i The eigenvlues of ( -( form sequence of negtive numers {α n } such tht 0 > α 1 > α 2 α 3 α 4, lim n α n =. (ii The corresponding eigenfunctions Φ n (x, y re smooth functions in Ω. (iii Φ 1 > 0 does not chnge sign in Ω. (iv Ω Φ m(x, yφ n (x, ydxdy = 0 for m n. Let α = α n e one of the eigenvlues. We now solve eqution (*, which ecomes T (t kα n T(t = 0 t > 0. 1

2 The solutions re T(t = Constnt e kαnt. (CLASSIFICATION OF PRODUCT SOLUTIONS Thus, product solution of (PDE-(BC must e constnt multiple of u n (x, t = e kαnt Φ n (x, y, n = 1, 2, 3,. (FROM PRODUCT SOLUTIONS TO GENERAL SOLUTIONS The generl solutions of (PDE-(BC re liner comintions of the product solutions: u(x, t = n e kαnt Φ n (x, y, n re constnts. (SOLUTION FORMULA FOR THE INIT-BDRY VAL PROBLEM To otin the solution of the initil-oundry vlue prolem (PDE-(BC-(IC, we now need to use (IC to determine the vlues of n. Let t = 0: (FOURIER f(x, y = n Φ n (x, y. The coefficients n cn e expressed in terms of f(x, y. The derivtion is similr to the 1-D cse. Detils follow: Multiply oth sides of (FOURIER y Φ m (x, y nd integrte over Ω: Ω f(x, yφ m (x, ydxdy = n = m Ω Ω Φ n (x, yφ m (x, ydxdy Φ m (x, y 2 dxdy, y Property (iv of the ove theorem. This finlly gives the solution of the initil-oundry vlue prolem (PDE-(BC-(IC: u(x, t = n e kαnt Φ n (x, y, n = f(x, yφ Ω n(x, ydxdy Φ Ω n(x, y 2 dxdy n = 1, 2, 3,. 2

3 2. The Cse of Rectngulr Ω Ojective: Solve the initil-oundry vlue prolem (PDE-(BC-(IC, for the cse Ω is the rectngle {0 < x <, 0 < y < }: (PDE u t k(u xx + u yy = 0 0 < x <, 0 < y <, t > 0, { u(x, 0, t = 0, u(x,, t = 0 0 < x <, t > 0, (BC u(0, y, t = 0, u(, y, t = 0 0 < y <, t > 0, (IC u(x, y, 0 = f(x, y 0 < x <, 0 < y <. THE EIGENVALUE PROBLEM ( -( cn e solved y further seprtion of vriles: Thnks to the specil symmetry of the rectngulr domin, we cn otin explicit expressions for the eigenvlues nd eigenfunctions. As mtter of fct, the eigenfunctions of the product form: Φ(x, y = X(xY (y will produce ll eigenvlues. Although, in generl there might e eigenfunctions of non-product forms, those non-product eigenfunctions re liner comiintions of product eigenfunctions. In this sense, we only need to solve ( -( for product functions Φ(x, y = X(xY (y. This will seprte the 2-D eigenvlue prolem ( -( to two 1-D eigenvlue prolems which we know how to solve. An ALTERNATIVE APPROACH is to strt from the eginnning with product solutions of the form: u(x, y, t = T(tX(xY (y 0. Plugging u = T(tX(xY (y in (PDE-(BC we see: there re constnts λ nd µ such tht ( T (t + k(λ + µt(t = 0 t > 0; ( x X (x + λx(x = 0 (0 < x <, X(0 = X( = 0; ( y Y (y + µy (y = 0 (0 < y <, Y (0 = Y ( = 0. We know how to solve 1-D eigenvlue prolem ( x : If nd only if λ is one of the following vlues λ m = (mπ/ 2, m = 1, 2, prolem ( x hs nontrivil solutions which re constnt multiples of X m (x = sin(mπx/. Another 1-D eigenvlue prolem ( y is solved similrly: If nd only if µ is one of the following vlues µ n = (nπ/ 2, n = 1, 2, prolem ( y hs nontrivil solutions which re constnt multiples of Y n (y = sin(nπy/. For λ = λ m nd µ = µ n, we now solve eqution (*, which ecomes T (t + k(λ m + µ n T(t = 0 t > 0. 3

4 The solutions re T(t = Constnt e k(λm+µnt = Constnt e k[(mπ/2 +(nπ/ 2 ]t. (CLASSIFICATION OF PRODUCT SOLUTIONS Thus, (triple-fctor product solution of (PDE-(BC must e constnt multiple of u m,n (x, y, t = sin(mπx/ sin(nπy/e k[(mπ/2 +(nπ/ 2 ]t, m, n = 1, 2, 3,. (SOLUTION FORMULA FOR THE INIT-BDRY VAL PROBLEM The solution of the initil-oundry vlue prolem (PDE-(BC-(IC is given y: u(x, t = m,n = m=1 = 4 m,n sin(mπx/ sin(nπy/e k[(mπ/2 +(nπ/ 2 ]t, f(x, y sin(mπx/ sin(nπy/dxdy {sin(mπx/ sin(nπy/}2 dxdy f(x, y sin sin dxdy. 4

5 EXERCISES [1] Consider the 2-D het eqution in rectngle, with top nd ottom sides insulted, nd left nd right oundry temperture fixed t 0: (1 u t u xx u yy = 0 0 < x <, 0 < y <, t > 0, (2i u y (x, 0, t = 0, u y (x,, t = 0 0 x, 0 y, t > 0, (2ii u(0, y, t = 0, u(, y, t = 0 0 y, t > 0, (3 u(x, y, 0 = f(x, y 0 < x <, 0 < y <. ( Find ll nontrivil solutions u(x, y, t to (1-(2 of the form u(x, y, t = X(xY (yt(t. ( Find the Fourier series solution formul for (1-(2-(3 with the generl initil dt f(x, y. (c Find the Fourier series formul in the cse f(x, y = xy. [2] Consider the 3-D het eqution in 3-D ox with insulted oundry conditions: (4 u t u xx u yy u zz = 0 0 < x <, 0 < y <, 0 < z < c, t > 0, (5 u x (0, y, z, t = u x (, y, z, t = u y (x, 0, z, t = u y (x,, z, t = u z (x, y, 0, t = u z (x, y, c, t = 0 0 < x <, 0 < y <, 0 < z < c, t > 0, (6 u(x, y, z, 0 = f(x, y, z 0 < x <, 0 < y <, 0 < z < c. ( Find ll nontrivil solutions u(x, y, z, t to (4-(5 of the form u(x, y, z, t = X(xY (yz(zt(t. ( Find the Fourier series solution formul for (4-(5-(6 with the generl initil dt f(x, y, z. ANSWERS: [1] ( u(x, y, t = C sin e [(mπ/2 +(nπ/ 2 ]t, m is ny positive integer, n is ny nonnegtive integer, nd C is ny nonzero constnt. 5

6 ( u(x, y, t = m,0 = 2 m,n = 4 (c u(x, y, t = + m=1 m=1 n=0 m=1 m,n sin f(x, y sin f(x, y sin e [(mπ/2 +(nπ/ 2 ]t, dxdy (m 1 ( 1 m+1 sin e (mπ/2 t mπ 4( 1 m {1 ( 1 n } mn 2 π 3 sin dxdy (m 1, n 1 e [(mπ/2 +(nπ/ 2 ]t ( kπz [2] ( u(x, y, z, t = C c m, n, k re ny nonnegtive integers nd C is ny nonzero constnt. ( kπz ( u(x, y, z, t = m,n,k c 0,0,0 = 1 m,0,0 = 2 0,n,0 = 2 0,0,k = 2 m,n,0 = 4 0,n,k = 4 m,0,k = 4 m,n,k = 8 m=0 n=0 k=0 z=0 f(x, y, zdxdydz f(x, y, z f(x, y, z ( kπz f(x, y, z c f(x, y, z ( kπz f(x, y, z c ( kπz f(x, y, z c f(x, y, z (m 1, n 1, k 1 e [(mπ/2 +(nπ/ 2 +(kπ/c 2 ]t, dxdydz (m 1 dxdydz (n 1 dxdydz (k 1 e [(mπ/2 +(nπ/ 2 +(kπ/c 2 ]t, dxdydz (m 1, n 1 dxdydz (n 1, k 1 dxdydz (m 1, k 1 ( kπz c dxdydz 6

u(x, y, t) = T(t)Φ(x, y) 0. (THE EQUATIONS FOR PRODUCT SOLUTIONS) Plugging u = T(t)Φ(x, y) in (PDE)-(BC) we see: There is a constant λ such that

u(x, y, t) = T(t)Φ(x, y) 0. (THE EQUATIONS FOR PRODUCT SOLUTIONS) Plugging u = T(t)Φ(x, y) in (PDE)-(BC) we see: There is a constant λ such that Seprtion of Vriles for Higher Dimensionl Wve Eqution 1. Virting Memrne: 2-D Wve Eqution nd Eigenfunctions of the Lplcin Ojective: Let Ω e plnr region with oundry curve Γ. Consider the wve eqution in Ω

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