School of Mathematical Sciences

MTH3011
Exercise sheet 3

MTH3011 PARTIAL DIFFERENTIAL EQUATIONS

Exercise sheet 3 The heat equation
1.

Properties of solutions of the heat equation: Show that if u ( x, t ) is a solution of the heat equation
u
2u
=K 2
t
x

over

< x <

t >0

for

with constant thermal conductivity K > 0 , then:

(a)

u ( x, t )= u ( x, t ) ,

(b)

(c)

u
u
( x, t ) ,
( x, t ) and u ( x x0 , t t0 ) are also solutions of the heat equation.
t
x

u ( x, t ) dx is independent of t provided u approaches zero as x .

u 2 ( x, t ) dx is a decreasing function of t provided u approaches zero as x (and

strictly decreasing unless u is zero everywhere).

2.

Linearity of solutions of the heat equation: Show that if u1 ( x, t ) and u2 ( x, t ) are both solutions of the
heat equation in question 1 for all x over < x < , then the linear combination

=
u ( x, t ) c1 u1 ( x, t ) + c2 u2 ( x, t )
is a solution of that equation as well, for any values of the constants c1 and c2 .
3.

A solution of the heat equation: Show by differentiation and evaluation that the function
u ( x, t ) =

2
1
e x /(4 Kt +1)
(4 Kt + 1)

satisfies the heat equation for all x over < x < , as well as the initial condition u ( x,0) = e x .
2

4.

Solutions of the heat equation with given initial conditions: Use the general solution

4 Kt

u ( x, t ) =

g ( x )e ( x x )

/4 K t

dx

over < x < , or otherwise, to determine the solutions that satisfy the following initial conditions:
(a)

u ( x,0) = 1 ;

(b)

u ( x,0) = x ;

given that for any p > 0 we have that

u ( x,0)
= ax + b for constants a, b,

(c)

e p x dx =
2 2

p
p

and

x e p x dx = 0 .
2 2

[Answers: (a) change the variable of integration to x =' x x and then use p = 1 / 4 K t in the given
integral to obtain that u ( x, t ) = 1 ; (b) similarly u ( x, t ) = x ; (c) using linearity, u ( x, t=
) ax + b .]
5.

Use appropriate changes of variable in the general solution for u ( x, t ) in question 4 to show that:
(a)

If g is an even function of x , with g ( x=

) g ( x) , then u ( x, t ) is also an even function of x .

(b)

If g is an odd function of x , with g ( x) =

g ( x) , then u ( x, t ) is also an odd function of x .

2
6.

Solutions of the heat equation with given initial conditions: As in question 4 above, use the general
solution of the heat equation to determine the solutions that satisfy the following initial conditions:
(a)

u ( x,0) = e x ;

(b)

u ( x,0) = e x ;

(c)

u ( x,0) = sinh x ;

(d)

u ( x,0) = e x

/2

u ( x,0) = sin x .

(e)

given that for any p > 0 we have that

e p x

2 2

qx

dx =

p
p

eq

/(4 p 2 )

sin qx e p

( x x )2

dx =

p
p

sin qx e q

/(4 p 2 )

[Answers: (a) collect coefficients of x and x 2 in the power of e , define p and q appropriately,
then use the first given integral to evaluate the result, obtaining that u ( x, t ) = e K t x ; (b) similarly

u ( x, t ) = e K t + x , or note that u ( x, t ) is also a solution and so the sign of x can be changed in the
2
answer to (a); (c) using linearity u ( x, t ) = e K t sinh x ; (d) similarly u ( x, t ) = e x /(4 K t + 2) / 2 K t + 1 ;
(e) use the second given integral to obtain that u ( x, t ) = e Kt sin x .]
7.

Solutions of the heat equation with one insulated boundary: Consider the solution of the heat
equation in a semi-infinite domain 0 < x < with the insulating boundary condition
u
(0, t ) = 0
x

for all t > 0 . Write down the corresponding function g ( x) for < x < that must be used in the
general solution of the heat equation for each of the following initial conditions. Use this (along with
your results from questions 4-6) to determine u ( x, t ) for all t > 0 . Confirm that the boundary
condition above is satisfied by this solution.
(d)

u ( x,0) = 1 ;

(b)

u ( x,0) = cos x ;

t
[Answers: (a) u ( x, t ) = 1 ; (b) u ( x, t ) = e K=
cos x ; (c) u ( x, t )

8.

u ( x,0) = x for x > 0 .

(c)
x
Kt

x
0

e x

/4K t

dx + 2

Kt

e x

/4K t

.]

The heat equation in a finite domain: The general solution of the heat equation
u
2u
=K 2
t
x

over

0< x< L

t > 0,

for

with constant diffusivity K > 0 , that satisfies the boundary conditions u=

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

=
u ( x, t )

) exp[ K ( ) t ] .
A sin( pp
n =1

n x
L

n
L

Derive this solution without using your lecture notes. Use this general solution to determine the
solution that satisfies each of the initial conditions for 0 < x < L :
(a)

u ( x,0) = sin( Lx ) ;

(b) =
u ( x,0) 2sin( 3L x ) 4sin( 5L x ) ;

(c)

u ( x,0) = 1 ;

(d)

u ( x,0)
= x( L x) .

x
[Answers: =
(a) u ( x, t ) sin( pp
) exp[ K ( L ) 2 t ] ; (b) deduce that A3 = 2 , A5 = 4 and other An = 0 , so
L
x
u ( x=
, t ) 2sin( 3pppp
) exp[ K ( 3L ) 2 t ] 4sin( 5 L x ) exp[ K ( 5L ) 2 t ] ; (c) An = 4 /(n ) for n odd, An = 0 for n
L

even; (d) An = 8 L2 /(n )3 for n odd, An = 0 for n even.]

3
9.

The heat equation with insulating boundary conditions: Use the method of separation of variables
to show that the general solution of the heat equation in question 8 that satisfies the insulating
boundary conditions
u
u
=
(0, t ) =
( L, t ) 0
x
x

is

) exp[ K ( ) t ] .
A cos( pp

=
u ( x, t )

n =0

n x
L

n
L

Indicate how the coefficients An are determined when the initial conditions are u ( x,0) = f ( x) and
then determine the solution for each of the following cases:
(a)

u ( x,0) = 1 ;

(b)

u ( x,0) = cos( 2L x ) ;

[Answer: A0 =

1
L

(c)

L
0

f ( x)dx and An =

2
L

L
0

u ( x,0) = 1 cos( 2L x )

f ( x) cos( nL x )dx for n = 1, 2,3 in general.

x
x
(a) u ( x, t ) = 1=
; (b) u ( x, t ) cos( 2pp
) exp[ K ( 2L ) 2 t ] ; (c) u ( x, t ) =
1 cos( 2pp
) exp[ K ( 2L ) 2 t ] .]
L
L

10.

The heat equation with a source: Consider the solution of the heat equation with a source term
u 2u
=
+1
t x 2

over

0 < x <1

for

t >0

that satisfies the boundary conditions u=

(0, t ) u=
(1, t ) 0 and the initial condition u ( x,0) = 0 .
Determine the solution as t by assuming that the system reaches a steady state solution U ( x)
and solve for that function which satisfies the given boundary conditions.
Now write u (=
x, t ) U ( x) + u ( x, t ) and show that u ( x, t ) satisfies the heat equation without a source,
but with initial condition u ( x,0) = U ( x) . Find the solution for u ( x, t ) and hence for u ( x, t ) . Sketch
the form of u ( x, t ) for several values of t .
[Answer: u ( x, t )=
11.

1
2

x(1 x) p43 m = 0 (2 m1+1)3 sin[(2m + 1)pp

x] exp[(2m + 1) 2 2t ] , using 8(d).]

The heat equation with nonzero boundary conditions: Consider the solution of the heat equation
u 2u
=
t x 2

over

0 < x <1

for

t >0

that satisfies the initial condition u ( x,0) = 0 , the boundary condition u (0, t ) = 0 and the nonzero
boundary condition u (1, t ) = 1 . As in question 10, determine the solution as t by assuming that
the system reaches a steady state solution U ( x) which satisfies the given boundary conditions. Use a
similar process to that in question 10 to define u ( x, t ) and determine it for all t . Hence determine the
full unsteady solution u ( x, t ) and sketch it for several values of t .
[Answer: u ( x, t ) =
x + p2 n =1 ( n1) sin(npp
x) exp[ n 2 2t ] , use integration by parts then

An= 2(1) n +1 L / n for all n .]

MAP/map
3/3/15