← 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

utuxx+u=0,0<x<l,  t>0,u_t-u_{xx}+u=0,\quad 0<x<l,\;t>0, u(0,t)=u(l,t)=0,  t0,u(0,t)=u(l,t)=0,\;t\ge 0, u(x,0)=x(lx),  0<x<l.u(x,0)=x(l-x),\;0<x<l.

Technique

Separation of variables; the +u+u term shifts the time-decay constant by +1+1 but leaves spatial eigenfunctions unchanged; Fourier sine series of x(lx)x(l-x) on [0,l][0,l] involves only odd nn with coefficients 8l2/(n3π3)8l^2/(n^3\pi^3).

Solution

Strategy. Separation of variables. The extra +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). Substitute:

XTXT+XT=0    T+TT=XX=λ2.XT'-X''T+XT=0\;\Longrightarrow\;\dfrac{T'+T}{T}=\dfrac{X''}{X}=-\lambda^2.

(Separation constant negative to ensure oscillatory XX matching Dirichlet BC.)

Step 2 — Solve XX equation

X+λ2X=0X''+\lambda^2 X=0, X(0)=X(l)=0X(0)=X(l)=0. Solutions Xn(x)=sin(nπx/l)X_n(x)=\sin(n\pi x/l) with λn=nπ/l\lambda_n=n\pi/l, n=1,2,3,n=1,2,3,\dots.

Step 3 — Solve TT equation

T+T=λ2T    T=(1+λ2)T    Tn(t)=e(1+λn2)t=e(1+n2π2/l2)tT'+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}.

Step 4 — General series solution

u(x,t)=n=1Bnsin ⁣(nπxl)e(1+n2π2/l2)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}.

Step 5 — Apply initial condition u(x,0)=x(lx)u(x,0)=x(l-x)

At t=0t=0: Bnsin(nπx/l)=x(lx)\sum B_n\sin(n\pi x/l)=x(l-x), the Fourier sine series of x(lx)x(l-x) on [0,l][0,l].

Bn=2l0lx(lx)sin ⁣(nπxl)dx.B_n=\dfrac{2}{l}\int_0^l x(l-x)\sin\!\left(\dfrac{n\pi x}{l}\right)dx.

Step 6 — Compute the Fourier coefficient

Let In=0lx(lx)sin(nπx/l)dxI_n=\int_0^l x(l-x)\sin(n\pi x/l)\,dx. Split:

In=l0lxsin(nπx/l)dx0lx2sin(nπx/l)dx.I_n=l\int_0^l x\sin(n\pi x/l)dx-\int_0^l x^2\sin(n\pi x/l)dx.

Use the standard results (or integrate by parts).

0lxsin(nπx/l)dx\int_0^l x\sin(n\pi x/l)\,dx: By parts, u=x,dv=sin(nπx/l)dxu=x,\,dv=\sin(n\pi x/l)dx: =lxnπcos(nπx/l)0l+lnπ0lcos(nπx/l)dx=-\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 =l2nπcos(nπ)+0+l2n2π2sin(nπx/l)0l=-\dfrac{l^2}{n\pi}\cos(n\pi)+0+\dfrac{l^2}{n^2\pi^2}\sin(n\pi x/l)\bigg|_0^l =l2nπ(1)n+0=-\dfrac{l^2}{n\pi}(-1)^n+0 =l2(1)n+1nπ=\dfrac{l^2(-1)^{n+1}}{n\pi}.

0lx2sin(nπx/l)dx\int_0^l x^2\sin(n\pi x/l)\,dx: By parts twice. =[lx2nπcos(nπx/l)]0l+2lnπ0lxcos(nπx/l)dx=\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 =l3nπ(1)n+2lnπJ=-\dfrac{l^3}{n\pi}(-1)^n+\dfrac{2l}{n\pi}J

where J=0lxcos(nπx/l)dxJ=\int_0^l x\cos(n\pi x/l)dx. Parts on JJ: u=x,dv=cosdxu=x, dv=\cos\,dx: J=lxnπsin(nπx/l)0llnπ0lsin(nπx/l)dxJ=\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 =0lnπ[lnπcos(nπx/l)]0l=0-\dfrac{l}{n\pi}\cdot\bigl[-\dfrac{l}{n\pi}\cos(n\pi x/l)\bigr]_0^l =l2n2π2[cos(nπ)1]=l2n2π2[(1)n1]=\dfrac{l^2}{n^2\pi^2}[\cos(n\pi)-1]=\dfrac{l^2}{n^2\pi^2}[(-1)^n-1].

So J=l2[(1)n1]n2π2J=\dfrac{l^2[(-1)^n-1]}{n^2\pi^2}.

Back: 0lx2sin(nπx/l)dx=l3(1)nnπ+2lnπl2[(1)n1]n2π2=l3(1)nnπ+2l3[(1)n1]n3π3\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}.

Combine:

In=ll2(1)n+1nπ[l3(1)nnπ+2l3[(1)n1]n3π3]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] =l3(1)n+1nπ+l3(1)nnπ2l3[(1)n1]n3π3.=\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}.

The first two terms: (1)n+1+(1)n=0(-1)^{n+1}+(-1)^n=0. So

In=2l3[(1)n1]n3π3=2l3[1(1)n]n3π3.I_n=-\dfrac{2l^3[(-1)^n-1]}{n^3\pi^3}=\dfrac{2l^3[1-(-1)^n]}{n^3\pi^3}.

For nn even: 11=01-1=0, so In=0I_n=0. For nn odd: 1(1)=21-(-1)=2, so In=4l3n3π3I_n=\dfrac{4l^3}{n^3\pi^3}.

Step 7 — Compute BnB_n

Bn=2lInB_n=\dfrac{2}{l}I_n:

Step 8 — Final solution

Answer

  u(x,t)=n=1n odd8l2n3π3sin ⁣(nπxl)e(1+n2π2/l2)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}.\;}
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