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Solve the partial differential equation (d u)/(d t) = (d2 u)/(d x2) with boundary conditions u(0, t) = 0 and u(1, t) = 0 using the method of separation of variables.

Mathematics

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Step 1: Separate variables.
Assume a solution of the form u(x,t)=X(x)T(t)u(x, t) = X(x)T(t).
Substitute this into the given partial differential equation ∂u∂t=∂2u∂x2\frac{\partial u}{\partial t} = \frac{\partial^2 u}{\partial x^2}:

X(x)T′(t)=X′′(x)T(t)X(x)T'(t) = X''(x)T(t)

Divide by X(x)T(t)X(x)T(t) to separate the variables:

T′(t)T(t)=X′′(x)X(x)\frac{T'(t)}{T(t)} = \frac{X''(x)}{X(x)}

Since the left side depends only on tt and the right side depends only on xx, both sides must be equal to a constant, say −λ-\lambda.

T′(t)T(t)=−λandX′′(x)X(x)=−λ\frac{T'(t)}{T(t)} = -\lambda \quad \text{and} \quad \frac{X''(x)}{X(x)} = -\lambda

This gives two ordinary differential equations:

  1. T′(t)+λT(t)=0T'(t) + \lambda T(t) = 0
  2. X′′(x)+λX(x)=0X''(x) + \lambda X(x) = 0

Step 2: Solve the spatial equation X′′(x)+λX(x)=0X''(x) + \lambda X(x) = 0 using the boundary conditions.
The boundary conditions are u(0,t)=0u(0, t) = 0 and u(1,t)=0u(1, t) = 0.
From u(0,t)=X(0)T(t)=0u(0, t) = X(0)T(t) = 0, we get X(0)=0X(0) = 0 (assuming T(t)T(t) is not identically zero).
From u(1,t)=X(1)T(t)=0u(1, t) = X(1)T(t) = 0, we get X(1)=0X(1) = 0.

Consider the possible values for λ\lambda:

  • If λ=0\lambda = 0: X′′(x)=0  ⟹  X(x)=Ax+BX''(x) = 0 \implies X(x) = Ax + B. X(0)=0  ⟹  B=0X(0) = 0 \implies B = 0. X(1)=0  ⟹  A=0X(1) = 0 \implies A = 0. This gives X(x)=0X(x) = 0, a trivial solution.
  • If λ<0\lambda < 0: Let λ=−μ2\lambda = -\mu^2 for μ>0\mu > 0. X′′(x)−μ2X(x)=0X''(x) - \mu^2 X(x) = 0. The general solution is X(x)=Aeμx+Be−μxX(x) = A e^{\mu x} + B e^{-\mu x}. X(0)=0  ⟹  A+B=0  ⟹  B=−AX(0) = 0 \implies A + B = 0 \implies B = -A. X(x)=A(eμx−e−μx)=2Asinh⁡(μx)X(x) = A(e^{\mu x} - e^{-\mu x}) = 2A \sinh(\mu x). X(1)=0  ⟹  2Asinh⁡(μ)=0X(1) = 0 \implies 2A \sinh(\mu) = 0. Since μ>0\mu > 0, sinh⁡(μ)≠0\sinh(\mu) \neq 0, so A=0A = 0. This again gives a trivial solution.
  • If λ>0\lambda > 0: Let λ=μ2\lambda = \mu^2 for μ>0\mu > 0. X′′(x)+μ2X(x)=0X''(x) + \mu^2 X(x) = 0. The general solution is X(x)=Acos⁡(μx)+Bsin⁡(μx)X(x) = A \cos(\mu x) + B \sin(\mu x). X(0)=0  ⟹  Acos⁡(0)+Bsin⁡(0)=0  ⟹  A=0X(0) = 0 \implies A \cos(0) + B \sin(0) = 0 \implies A = 0. So, X(x)=Bsin⁡(μx)X(x) = B \sin(\mu x). X(1)=0  ⟹  Bsin⁡(μ)=0X(1) = 0 \implies B \sin(\mu) = 0. For a non-trivial solution, B≠0B \neq 0, so sin⁡(μ)=0\sin(\mu) = 0. This implies μ=nπ\mu = n \pi for n=1,2,3,…n = 1, 2, 3, \dots. The eigenvalues are λn=(nπ)2\lambda_n = (n \pi)^2. The eigenfunctions are Xn(x)=sin⁡(nπx)X_n(x) = \sin(n \pi x) (we absorb the constant BB into the general solution coefficients).

Step 3: Solve the temporal equation T′(t)+λT(t)=0T'(t) + \lambda T(t) = 0.
For each eigenvalue λn=(nπ)2\lambda_n = (n \pi)^2, the equation becomes T′(t)+(nπ)2T(t)=0T'(t) + (n \pi)^2 T(t) = 0.
This is a first-order linear ODE.

dTdt=−(nπ)2T\frac{dT}{dt} = -(n \pi)^2 T

Integrating both sides:

∫dTT=∫−(nπ)2dt\int \frac{dT}{T} = \int -(n \pi)^2 dt ln⁡∣T∣=−(nπ)2t+C′\ln|T| = -(n \pi)^2 t + C' Tn(t)=Cne−(nπ)2tT_n(t) = C_n e^{-(n \pi)^2 t}

Step 4: Form the general solution.
The general solution is a superposition of all possible solutions:

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