← 2015 Paper 2
UPSC 2015 Maths Optional Paper 2 Q7a — Step-by-Step Solution 15 marks · Section B
Heat equation · PDEs · asked 3× in 13 yrs · Read the full method →
Question
Find the solution of the initial-boundary value problem
u t − u x x + u = 0 , 0 < x < l , t > 0 , u_t-u_{xx}+u=0,\quad 0<x<l,\;t>0, u t − u xx + u = 0 , 0 < x < l , t > 0 ,
u ( 0 , t ) = u ( l , t ) = 0 , t ≥ 0 , u(0,t)=u(l,t)=0,\;t\ge 0, u ( 0 , t ) = u ( l , t ) = 0 , t ≥ 0 ,
u ( x , 0 ) = x ( l − x ) , 0 < x < l . u(x,0)=x(l-x),\;0<x<l. u ( x , 0 ) = x ( l − x ) , 0 < x < l .
Technique
Separation of variables; the + u +u + u term shifts the time-decay constant by + 1 +1 + 1 but leaves spatial eigenfunctions unchanged; Fourier sine series of x ( l − x ) x(l-x) x ( l − x ) on [ 0 , l ] [0,l] [ 0 , l ] involves only odd n n n with coefficients 8 l 2 / ( n 3 π 3 ) 8l^2/(n^3\pi^3) 8 l 2 / ( n 3 π 3 ) .
Solution
Strategy. Separation of variables. The extra + u +u + u term modifies the time-decay but not the spatial eigenfunctions.
Step 1 — Separate variables
Let u ( x , t ) = X ( x ) T ( t ) u(x,t)=X(x)T(t) u ( x , t ) = X ( x ) T ( t ) . Substitute:
X T ′ − X ′ ′ T + X T = 0 ⟹ T ′ + T T = X ′ ′ X = − λ 2 . XT'-X''T+XT=0\;\Longrightarrow\;\dfrac{T'+T}{T}=\dfrac{X''}{X}=-\lambda^2. X T ′ − X ′′ T + X T = 0 ⟹ T T ′ + T = X X ′′ = − λ 2 .
(Separation constant negative to ensure oscillatory X X X matching Dirichlet BC.)
Step 2 — Solve X X X equation
X ′ ′ + λ 2 X = 0 X''+\lambda^2 X=0 X ′′ + λ 2 X = 0 , X ( 0 ) = X ( l ) = 0 X(0)=X(l)=0 X ( 0 ) = X ( l ) = 0 . Solutions X n ( x ) = sin ( n π x / l ) X_n(x)=\sin(n\pi x/l) X n ( x ) = sin ( nπ x / l ) with λ n = n π / l \lambda_n=n\pi/l λ n = nπ / l , n = 1 , 2 , 3 , … n=1,2,3,\dots n = 1 , 2 , 3 , … .
Step 3 — Solve T T T equation
T ′ + T = − λ 2 T ⟹ T ′ = − ( 1 + λ 2 ) T ⟹ T n ( t ) = e − ( 1 + λ n 2 ) t = e − ( 1 + n 2 π 2 / l 2 ) t T'+T=-\lambda^2 T\;\Longrightarrow\;T'=-(1+\lambda^2)T\;\Longrightarrow\;T_n(t)=e^{-(1+\lambda_n^2)t}=e^{-(1+n^2\pi^2/l^2)t} T ′ + T = − λ 2 T ⟹ T ′ = − ( 1 + λ 2 ) T ⟹ T n ( t ) = e − ( 1 + λ n 2 ) t = e − ( 1 + n 2 π 2 / l 2 ) t .
Step 4 — General series solution
u ( x , t ) = ∑ n = 1 ∞ B n sin ( n π x l ) e − ( 1 + n 2 π 2 / l 2 ) t . u(x,t)=\sum_{n=1}^\infty B_n\sin\!\left(\dfrac{n\pi x}{l}\right)e^{-(1+n^2\pi^2/l^2)t}. u ( x , t ) = n = 1 ∑ ∞ B n sin ( l nπ x ) e − ( 1 + n 2 π 2 / l 2 ) t .
Step 5 — Apply initial condition u ( x , 0 ) = x ( l − x ) u(x,0)=x(l-x) u ( x , 0 ) = x ( l − x )
At t = 0 t=0 t = 0 : ∑ B n sin ( n π x / l ) = x ( l − x ) \sum B_n\sin(n\pi x/l)=x(l-x) ∑ B n sin ( nπ x / l ) = x ( l − x ) , the Fourier sine series of x ( l − x ) x(l-x) x ( l − x ) on [ 0 , l ] [0,l] [ 0 , l ] .
B n = 2 l ∫ 0 l x ( l − x ) sin ( n π x l ) d x . B_n=\dfrac{2}{l}\int_0^l x(l-x)\sin\!\left(\dfrac{n\pi x}{l}\right)dx. B n = l 2 ∫ 0 l x ( l − x ) sin ( l nπ x ) d x .
Step 6 — Compute the Fourier coefficient
Let I n = ∫ 0 l x ( l − x ) sin ( n π x / l ) d x I_n=\int_0^l x(l-x)\sin(n\pi x/l)\,dx I n = ∫ 0 l x ( l − x ) sin ( nπ x / l ) d x . Split:
I n = l ∫ 0 l x sin ( n π x / l ) d x − ∫ 0 l x 2 sin ( n π x / l ) d x . I_n=l\int_0^l x\sin(n\pi x/l)dx-\int_0^l x^2\sin(n\pi x/l)dx. I n = l ∫ 0 l x sin ( nπ x / l ) d x − ∫ 0 l x 2 sin ( nπ x / l ) d x .
Use the standard results (or integrate by parts).
∫ 0 l x sin ( n π x / l ) d x \int_0^l x\sin(n\pi x/l)\,dx ∫ 0 l x sin ( nπ x / l ) d x : By parts, u = x , d v = sin ( n π x / l ) d x u=x,\,dv=\sin(n\pi x/l)dx u = x , d v = sin ( nπ x / l ) d x :
= − l x n π cos ( n π x / l ) ∣ 0 l + l n π ∫ 0 l cos ( n π x / l ) d x =-\dfrac{lx}{n\pi}\cos(n\pi x/l)\bigg|_0^l+\dfrac{l}{n\pi}\int_0^l\cos(n\pi x/l)dx = − nπ l x cos ( nπ x / l ) 0 l + nπ l ∫ 0 l cos ( nπ x / l ) d x
= − l 2 n π cos ( n π ) + 0 + l 2 n 2 π 2 sin ( n π x / l ) ∣ 0 l =-\dfrac{l^2}{n\pi}\cos(n\pi)+0+\dfrac{l^2}{n^2\pi^2}\sin(n\pi x/l)\bigg|_0^l = − nπ l 2 cos ( nπ ) + 0 + n 2 π 2 l 2 sin ( nπ x / l ) 0 l
= − l 2 n π ( − 1 ) n + 0 =-\dfrac{l^2}{n\pi}(-1)^n+0 = − nπ l 2 ( − 1 ) n + 0
= l 2 ( − 1 ) n + 1 n π =\dfrac{l^2(-1)^{n+1}}{n\pi} = nπ l 2 ( − 1 ) n + 1 .
∫ 0 l x 2 sin ( n π x / l ) d x \int_0^l x^2\sin(n\pi x/l)\,dx ∫ 0 l x 2 sin ( nπ x / l ) d x : By parts twice.
= [ − l x 2 n π cos ( n π x / l ) ] 0 l + 2 l n π ∫ 0 l x cos ( n π x / l ) d x =\bigl[-\dfrac{lx^2}{n\pi}\cos(n\pi x/l)\bigr]_0^l+\dfrac{2l}{n\pi}\int_0^l x\cos(n\pi x/l)dx = [ − nπ l x 2 cos ( nπ x / l ) ] 0 l + nπ 2 l ∫ 0 l x cos ( nπ x / l ) d x
= − l 3 n π ( − 1 ) n + 2 l n π J =-\dfrac{l^3}{n\pi}(-1)^n+\dfrac{2l}{n\pi}J = − nπ l 3 ( − 1 ) n + nπ 2 l J
where J = ∫ 0 l x cos ( n π x / l ) d x J=\int_0^l x\cos(n\pi x/l)dx J = ∫ 0 l x cos ( nπ x / l ) d x . Parts on J J J : u = x , d v = cos d x u=x, dv=\cos\,dx u = x , d v = cos d x :
J = l x n π sin ( n π x / l ) ∣ 0 l − l n π ∫ 0 l sin ( n π x / l ) d x J=\dfrac{lx}{n\pi}\sin(n\pi x/l)\bigg|_0^l-\dfrac{l}{n\pi}\int_0^l\sin(n\pi x/l)dx J = nπ l x sin ( nπ x / l ) 0 l − nπ l ∫ 0 l sin ( nπ x / l ) d x
= 0 − l n π ⋅ [ − l n π cos ( n π x / l ) ] 0 l =0-\dfrac{l}{n\pi}\cdot\bigl[-\dfrac{l}{n\pi}\cos(n\pi x/l)\bigr]_0^l = 0 − nπ l ⋅ [ − nπ l cos ( nπ x / l ) ] 0 l
= l 2 n 2 π 2 [ cos ( n π ) − 1 ] = l 2 n 2 π 2 [ ( − 1 ) n − 1 ] =\dfrac{l^2}{n^2\pi^2}[\cos(n\pi)-1]=\dfrac{l^2}{n^2\pi^2}[(-1)^n-1] = n 2 π 2 l 2 [ cos ( nπ ) − 1 ] = n 2 π 2 l 2 [( − 1 ) n − 1 ] .
So J = l 2 [ ( − 1 ) n − 1 ] n 2 π 2 J=\dfrac{l^2[(-1)^n-1]}{n^2\pi^2} J = n 2 π 2 l 2 [( − 1 ) n − 1 ] .
Back: ∫ 0 l x 2 sin ( n π x / l ) d x = − l 3 ( − 1 ) n n π + 2 l n π ⋅ l 2 [ ( − 1 ) n − 1 ] n 2 π 2 = − l 3 ( − 1 ) n n π + 2 l 3 [ ( − 1 ) n − 1 ] n 3 π 3 \int_0^l x^2\sin(n\pi x/l)dx=-\dfrac{l^3(-1)^n}{n\pi}+\dfrac{2l}{n\pi}\cdot\dfrac{l^2[(-1)^n-1]}{n^2\pi^2}=-\dfrac{l^3(-1)^n}{n\pi}+\dfrac{2l^3[(-1)^n-1]}{n^3\pi^3} ∫ 0 l x 2 sin ( nπ x / l ) d x = − nπ l 3 ( − 1 ) n + nπ 2 l ⋅ n 2 π 2 l 2 [( − 1 ) n − 1 ] = − nπ l 3 ( − 1 ) n + n 3 π 3 2 l 3 [( − 1 ) n − 1 ] .
Combine:
I n = l ⋅ l 2 ( − 1 ) n + 1 n π − [ − l 3 ( − 1 ) n n π + 2 l 3 [ ( − 1 ) n − 1 ] n 3 π 3 ] I_n=l\cdot\dfrac{l^2(-1)^{n+1}}{n\pi}-\left[-\dfrac{l^3(-1)^n}{n\pi}+\dfrac{2l^3[(-1)^n-1]}{n^3\pi^3}\right] I n = l ⋅ nπ l 2 ( − 1 ) n + 1 − [ − nπ l 3 ( − 1 ) n + n 3 π 3 2 l 3 [( − 1 ) n − 1 ] ]
= l 3 ( − 1 ) n + 1 n π + l 3 ( − 1 ) n n π − 2 l 3 [ ( − 1 ) n − 1 ] n 3 π 3 . =\dfrac{l^3(-1)^{n+1}}{n\pi}+\dfrac{l^3(-1)^n}{n\pi}-\dfrac{2l^3[(-1)^n-1]}{n^3\pi^3}. = nπ l 3 ( − 1 ) n + 1 + nπ l 3 ( − 1 ) n − n 3 π 3 2 l 3 [( − 1 ) n − 1 ] .
The first two terms: ( − 1 ) n + 1 + ( − 1 ) n = 0 (-1)^{n+1}+(-1)^n=0 ( − 1 ) n + 1 + ( − 1 ) n = 0 . So
I n = − 2 l 3 [ ( − 1 ) n − 1 ] n 3 π 3 = 2 l 3 [ 1 − ( − 1 ) n ] n 3 π 3 . I_n=-\dfrac{2l^3[(-1)^n-1]}{n^3\pi^3}=\dfrac{2l^3[1-(-1)^n]}{n^3\pi^3}. I n = − n 3 π 3 2 l 3 [( − 1 ) n − 1 ] = n 3 π 3 2 l 3 [ 1 − ( − 1 ) n ] .
For n n n even: 1 − 1 = 0 1-1=0 1 − 1 = 0 , so I n = 0 I_n=0 I n = 0 .
For n n n odd: 1 − ( − 1 ) = 2 1-(-1)=2 1 − ( − 1 ) = 2 , so I n = 4 l 3 n 3 π 3 I_n=\dfrac{4l^3}{n^3\pi^3} I n = n 3 π 3 4 l 3 .
Step 7 — Compute B n B_n B n
B n = 2 l I n B_n=\dfrac{2}{l}I_n B n = l 2 I n :
n n n even: B n = 0 B_n=0 B n = 0 .
n n n odd: B n = 2 l ⋅ 4 l 3 n 3 π 3 = 8 l 2 n 3 π 3 B_n=\dfrac{2}{l}\cdot\dfrac{4l^3}{n^3\pi^3}=\dfrac{8l^2}{n^3\pi^3} B n = l 2 ⋅ n 3 π 3 4 l 3 = n 3 π 3 8 l 2 .
Step 8 — Final solution
Answer
u ( x , t ) = ∑ n = 1 n odd ∞ 8 l 2 n 3 π 3 sin ( n π x l ) e − ( 1 + n 2 π 2 / l 2 ) t . \boxed{\;u(x,t)=\sum_{\substack{n=1\\n\text{ odd}}}^\infty\dfrac{8l^2}{n^3\pi^3}\sin\!\left(\dfrac{n\pi x}{l}\right)e^{-(1+n^2\pi^2/l^2)t}.\;} u ( x , t ) = n = 1 n odd ∑ ∞ n 3 π 3 8 l 2 sin ( l nπ x ) e − ( 1 + n 2 π 2 / l 2 ) t .