Chapter 7

Heat and Wave Equations

In this chapter we present an elementary discussion on partial differential equations including
one dimensional heat and wave equations. The second volume of this book is dedicated
entirely to partial differential equations and studies the first and second order equations
in great detail. To solve simple heat equations, we need two important tools: 1) eigenvalue
problems 2) Fourier series. We discuss them in sequel.

7.1 Introduction

7.1.1 Heat equation

Consider a conductive rod of length L. We can model this rod as a one dimensional object
running from 0 to L. Assume that the rod is insulated along (0; L) and it can possibly
exchange heat from its boundary point x = 0 and or x = L. Let u(x; t) denotes the temperature
of the point x at time t. Note there here the function u is a function of two independent
variables x; t, where x 2 [0; L] denotes the position along the rod and time t is measured for
t  0. Let the temperature distribution of the rod at time t = 0 is u(x; 0) = f (x). The initial
heat distribution makes generally a flow of heat for t > 0, and thus the temperature changes
with time. In the second volume of the book, we derive the equation that describes u(x; t)
as a partial differential equation which is
@u @ 2u
=D 2: (7.1)
@t @x
The above equation is called a heat equation. Here D > 0 is a positive constant that depends
on the heat capacity, the density and other physical factors of the rod.
@u
The physical interpretation of the equation is clear. Fix x0 2 (0; L). The term @t (x0; t)
measures the rate of change of the temperature at x0 with respect to t. This quantity is equal
@ 2u @u
to @x2 (x0; t). But notice that for fixed t, the term @x (x0; t) measures the rate of change of
@u
u at x0 with respect to the adjacent points to x0 at the fixed t. The term @x is also called
the heat gradient because it measures the difference between x0 and its neighboring points.
@u
For example if @x (x0; t0) = 0, them the total heat that flows through x0 at the fixed time t0
@ 2u
is equal zero. The term @x2 (x0; t) then measures the acceleration of the heat flow passing
through x0 at the fixed time t.

1
2 Heat and Wave Equations

The equation (7.1) is not complete without the conditions at the boundary points x = 0;
L. In this chapter we consider three important cases:
1. Dirichlet boundary conditions
2. Neumann boundary conditions
3. Mixed or Robin's boundary conditions
Dirichlet B.Cs.
In a Dirichlet problem, the value u(x; t) are known at x = 0; L, and thus the equation reads
(
@u @ 2u
= D :
@t @x2 ;
u(0; t) = a; u(L; t) = b
where we assume that a; b are constant values independent of t. If values a; b are zero, the
heat problem is called a homogeneous problem. Note that in this case, there is no thermal
source at the boundary and along the rod. If a thermal source present along the rod that
generate heat with the rate h(x), the Dirichlet problem reads
(
@u @ 2u
= D @x2 + h(x)
@t : (7.2)
u(0; t) = a; u(L; t) = b
Note that here we assumed again that h is independent of t; see the figure (7.1). For more
general cases refer to the second volume of this book.

u(x; t)
external source external source
u(0; t) = a u(L; t) = b

x=0 h(x) x=L

external source
Figure 7.1.

Neumann B.Cs .
@u
In a Neumann problem, it is assumed that the derivative of u, that is, are 0 at the
@x
boundary points x = 0; L. Therefore, a homogeneous Neumann heat problem reads
8
< @u = D @ 2u + h(x)
@x2
@t
: (7.3)
: (0; t) = 0; @u (L; t) = 0
@u
@x @x
@u
The physical interpretation of the Neumann B.Cs is as follows. First note that @x (x; t)
measures the net flow of heat passing through the point x at time t. Therefore, the homo-
geneous Neumann boundary condition states that the net heat flow through the end point
is zero. Equivalently, end points can be considered insulated so that it does not allow any
heat escapes or enters through these points.
7.1 Introduction 3

Robin's BCs.
The general form of mixed or Robin's boundary condition is
8
< a1u(0; t) + b1 @u (0; t) = 0
@x
; (7.4)
: a2u(L; t) + b1 @u (L; t) = 0
@x

where a1; b1 or a2; b2 can not be simultaneously zero. Of important cases are when one side
is in Dirichlet condition and another side is in the Neumann condition, like u(x; t) = 0
@u
and @x (L; t) = 0.

7.1.2 Steady state solution of the heat equation

A steady state solution to a heat equation is a solution that remain unchanged with respect
to t. Therefor, the steady state is a function only of x. Let v(x) be the steady state solution
to the equation (7.2). Hence v(x) satisfies the equation

0 = Dv 00(x) + h(x)
:
v(0) = a; v(L) = b
The above equation is simply solved by integration. We will see later on that
lim u(x; t) = v(x);
t!1

regardless of the initial heat distribution u(x; 0) = f (x). In particular, for a homogeneous
Dirichlet problem, that is, when a = b = 0 and h(x) = 0, the steady state solution is the
solution to the equation 
0 = v 00(x)
;
v(0) = v(L) = 0
which is simply v(x)  0 for all x. In fact, we expected the latter case based on the common
sense. If u(0; t) = u(L; t) = 0, then the end points are kept at 0 degree for all t > 0. In absence
of any other source h(x) along the rod, we expect that all initial thermal energy associate
to u(x; 0) disperses into these two boundary points and the initial temperature approaches
0, the same temperature of the end points (the same thing when you put your food in a
refrigerator).
The steady state solution for a Neumann problem is more interesting. First of all, we
@u
note that the term @x is proportional to the rate of heat exchange between adjacent points
and for this it is called the heat gradient. If the tempera tire difference between adjacent
@u
points are high, the heat gradient is higher and vice versa Therefore, @x (0; t) = 0, and
@u
@x
(L; t) = 0 mean physically that boundary points x = 0; L are insulated, and thus no heat
exchanges through these two points. In absence of any external source term h(x) along the
rod, we expect that the heat approaches to the value equal to the average of the initial heat
distribution u(x; 0): Z
1 L
v(x) = u(x; 0) dx: (7.5)
L 0
For a proof of the equation see the problem set.
4 Heat and Wave Equations

7.2 Wave equation

Consider an elastic string of length L. Again we can model this string as a one dimensional
object running from x = 0 to x = L in the (x; u)-plane. Assume that the string are fastened at
its boundaries x = 0; L. Let u(x; t) denote the position of the point x at time t in this plane.
@u
If u(x; 0) is the initial displacement of the string at time t = 0, and @t (x; 0) is the initial
velocity of the point x at time t = 0, then the string we be generally in motion for t > 0. The
position function u(x; t) satisfies the following equation which is called a wave equation
@ 2u 2
2@ u
= c (7.6)
@t2 @x2
A Dirichlet wave problem without any external force has the form
8 2 2
>
> @ u 2@ u
< @t2 = c @x2
u(0; t) = u(L; t) = 0 : (7.7)
>
>
: u(x; 0) = f (x); @u (x; 0) = g(x)
@t

We note that in a wave equation, the partial derivative with respect to t is of order 2, and
@u
for this reason the equation is accompanied by 2 initial conditions, i.e., u(x; 0), and @t .

7.2.1 d'Alembert's formula

The wave equation (7.6) admits admits a closed form solution which is know as d'Alembert
solution. To see how the solution is derived, we use the change of variables  = x ¡ ct,
 = x + ct. The geometrical reason for using that change of variables will be discussed in the
second volume of this book. We note that this change of variables also changes the form of
the differential equation. In fact, we have
 
@ @ @ @ @ @ @ @ @
= + = ¡c +c =c ¡ :
@t @t @ @t @ @ @ @ @
Similarly,
@ @ @ @ @ @ @
= + = + :
@x @x @ @x @ @ @
Substituting above formula into the wave differential equation give
     
@ 2u 2
2@ u 2 @ @ @ @ 2 @ @ @ @ 2
2 @ u
¡ c = c ¡ ¡ ¡ c + + = ¡2c :
@t2 @x2 @ @ @ @ @ @ @ @ @@
@ 2u
Therefore, @@ = 0, that implies u = h1() + h2() for arbitrary twice differentiable functions
h1; h2. Therefore, we can write the solution u in terms of the original variables x; t as
u(x; t) = h1(x ¡ ct) + h2(x + ct):
The above solution is the general solution of the wave equation (7.6). In order to adjust it
to the problem (7.7), we have to choose h1; h2 such that the solution satisfies the boundary
conditions as well as the given initial conditions at t = 0.
7.2 Wave equation 5

It is simply seen that the problem (7.7) has a closed form solution of the form
Z
1 1 x+ct
u(x; t) = [fodd(x + ct) + fodd(x ¡ ct)] + g (s) ds;
2 2c x¡ct odd
where fodd; godd are the odd extension of functions f ; g respectively and periodic of period
2L, that is, fodd(x + 2L) = fodd(x) and godd(x + 2L) = godd(x). The above formula is called
d'Alembert's solution. Let us verify the formula. First for the boundary condition x = 0.
We have Z
1 1 ct
u(0; t) = [fodd(ct) + fodd(¡ct)] + 2 godd(s) ds = 0;
2 c ¡ct
because f (¡ct) = f (ct) and the integral of the odd function godd on a symmetric domain is
equal to zero. At x = L, we have
fodd(L ¡ ct) = ¡fodd(ct ¡ L) = ¡fodd(ct ¡ L + 2L) = ¡fodd(L + ct):
Similarly, by taking s = v + L, we derive
Z L+ct Z ct
godd(s) ds = godd(v + L) dv:
L¡ct ¡ct

Let h(v) = godd(v + L). We show h(¡v) = ¡h(v). In fact, we have

h(¡v) = godd(¡v + L) = godd(¡v + 2L ¡ L) = godd(¡v ¡ L) = ¡godd(v + L) = ¡h(v):
Therefore, we obtain Z ct
godd(v + L) dv = 0:
¡ct

So far, we have shown that the d'Alembert solution satisfies the boundary conditions at
x = 0; L. The verification that the solution satisfies given initial conditions as well as the
differential equation is left as an exercise to the reader.

Problems
Problem 7.1. Here we prove the formula (7.5). Consider the following Neumann problem
8
< @u = D @ 2u
@t @x2
: @u @u
(0; t) = 0; @x (L; t) = 0
@x
Define the energy function
Z L
E(t) = u(x; t) dx:
0

Use the equation and show E 0(t) = 0. Conclude that E(t) is independent of t and thus (7.5).
Problem 7.2. Consider the equation (7.3). We show that there is no steady state solution to the
equation.
a) Show the following relation
Z L Z L
d
u(x; t)dx = h(x)dx:
dt 0 0
6 Heat and Wave Equations

b) Solve the equation derived in part a) and conclude

Z L Z L  Z L
u(x; t) dx = h(x)dx t + f (x)dx;
0 0 0

where u(x; 0) = f (x). Conclude that

lim u(x; t);
t!1
is unbounded.
Problem 7.3. Consider the equation (7.7). The energy of the function u(x; t) is defined as follows
Z L 2
 Z L 2

E(t) =  @u (x; t) dx + c 2  @u (x; t) dx:
 @t   @x 
0 0

Show the following formula which is known as the conservation of energy of wave function
Z L Z L
E(t) = jg(x)j2 dx + c 2 jf 0(x)j2 dx:
0 0

Problem 7.4. Verify that the d'Alembert solution to the homogeneous wave equation (7.7) satisfies
the initial conditions and the differential equation itself.
Problem 7.5. Consider the following wave equation
8
< @ttu = 4@xxu
u(0; t) = u(; t) = 0 :
:
u(x; 0) = sin(3x); @tu(x; 0) = 0

a) Verify that the function u(x; t) = cos(6t) sin(3x) solves the problem.
b) Show that the above solution coincides the d'Alembert's solution.

7.3 Eigenvalue problem

Let us start off by considering the following boundary value problem
(
@u @ 2u
= D @x2 0 < x < L; t > 0
@t :
u(0; t) = 0; u(L; t) = 0 t  0
The main technique to solve such differential equation is the separation of variables, that is,
to assume the solution u as u(x; t) = X(x) T (t). In fact, there is no a priori reason for that
assumption, but we will see how it helps us to solve the equation. Substituting the separated
solution into the differential equation yields
T 0(t) X 00(x)
= :
DT (t) X(x)
Evidently, the above equality can be possible only if both sides are a constant (the left hand
side is a function of t while the right hand side is a function of x). Let us denote this constant
by ¡ (the negative sign appears only by historical reason and there is no real reason for
that). The we obtain
T 0(t) X 00(x)
= = ¡;
DT (t) X(x)
7.3 Eigenvalue problem 7

and by that, we reach the two equations: T 0 = ¡T , and X 00 = ¡X. But the solution u must
satisfies in addition to the equation, the given boundary conditions at x = 0; L, that is,
X(0)T (t) = 0; X(L) T (t) = 0:
If T (t) is identically zero, then u(x; t) is identically zero, that is in general is not acceptable
(except the initial condition of the equation is zero and then the solution is trivial). Therefore,
we obtain two boundary conditions for X(x) as X(0) = X(L) = 0. Therefore, we look for
function X(x) that satisfies the following equation
8
< d2
X = ¡X
dx2 : (7.8)
: X(0) = X(L) = 0

Equations of the above form are generally called eigenvalue problems. In fact, we would like
to find non-trivial functions X(x) called eigenfunctions that preserves their structure under
the second order differentiation. The values  in the above equation are called eigenvalues.
Therefore, solving this type of equations is crucial to solve a partial differential equation.

7.3.1 General Dirichlet eigenvalue problem

The most general form of the Dirichlet eigenvalue problem is

a(x) X 00 + b(x) X 0 + c(x)X = ¡X
;
X(x0) = 0; X(x1) = 0
where a(x) > 0 in the interval [x0; x1]. As we learned in the previous chapters, we are unable,
in general, to solve equations with the variable coefficients in closed form, and for this, there
is no hope to determine the closed form solutions to the above eigenvalue problem. However,
we can say several important things about the eigenvalues and eigenfunctions of the problem.
The interested reader is referred to the second volume of this book for a detailed discussion
on this subject. Here, we restrict ourselves to simple eigenvalue problem.
Of most important are the following simple problem (7.8). Let us solve the equation.
p
The characteristic polynomial is r2 = ¡ and thus r1;2 =  ¡ . There are three possible
cases for , that are  < 0,  = 0, and  > 0. We first show that there is no eigenfunction for
  0. Multiply the equation by X(x) and integrate in the interval [0; L]. We obtain
Z L Z L
00
X (x) X(x) = ¡ jX(x)j2:
0 0

Integration by parts formula, simplifies the left hand side of above relation to
Z L Z L Z L
00 0 L 0
X (x) X(x) = X (x)X(x)j0 ¡ 2
jX (x)j = ¡ jX 0(x)j2:
0 0 0

Note that the boundary term is zero in the above relation due to the boundary conditions
at x = 0; L. We obtain finally Z Z L
L
0 2
jX (x)j =  jX(x)j2;
0 0
8 Heat and Wave Equations

and thus   0. Again if  = 0, we obtain X 0(x) = 0 that gives in turn X(x) = constant. But
X(0) = 0 that gives X(x) = 0 identically and this
p contradicts the fact that eigenfunctions are
non-trivial. Therefore,  > 0 and thus r1;2 = i  . The solution to the equation X = ¡X
00

for  > 0 is
p p
X(x) = c1 cos(  x) + c2 sin(  x):
Applying the boundarypcondition X(0) = 0 gives c1 = 0. The second boundary condition
p
X(L) = 0 gives c2 sin(  L) = 0. Since c2 must be non-zero (why?) we obtain  L =
n2  2
n, and therefore eigenvalues
¡ n of
the problems are obtained as n = L2 associated to the
eigenfunctions Xn(x) = sin L x for n = 1; 2;


. Note that n starts from 1 and not 0. Also,
there is no linearly independent eigenfunction for negative integers n. The pair (n; Xn) is
called eigenpair of the eigenvalue problem.

7.3.2 General Neumann eigenvalue problem

For Neumann eigenvalue problems, the boundary conditions are in the form of Neumann,
and accordingly the problem reads

a(x) X 00 + b(x) X 0 + c(x)X = ¡X
;
X 0(x0) = 0; X 0(x1) = 0
where a(x) > 0 in [x0; x1] as before. Again, there is no general method to solve the above
eigenvalue problem (with variable coefficients, and for this, we restrict our discussion mainly
to equation with constant coefficients. The simplest eigenvalue problems of the type Neu-
mann is 8
< d2
X = ¡X
dx2 : (7.9)
: X (0) = X 0(L) = 0
0

It is left to the reader as a simple exercise to verify that in this case   0 and there is no
eigenfunction for  < 0. For  = 0, we have X 00(x) = 0, that gives X(x) = Ax + B and applying
the boundary conditions implies A = 0 and thus X(x) = B a nonzero constant. Without
loss of generality, we can assume X0(x) = 1 (multiplication by arbitrary constant is also an
¡ n
n2 2
eigenfunction). For  > 0, we obtain
 2 2 X n(x) = cos L x and n = L2 , n = 1; 2;


. Without loss
n  ¡ n

of generality, we can write L2 ; cos L x for n = 0; 1;


, as the eigenpair of the Neumann
eigenvalue problem.

7.3.3 Robin's eigenvalue problem

As we saw before, the mixed or Robin's boundary conditions is of the form (7.4) and thus
the general form of a Robin's eigenvalue problem is
8
< a(x) X 00 + b(x) X 0 + c(x)X = ¡X
a X(x0) + b1X 0(x0) = 0 ;
: 1
a2 X(x1) + b2 X 0(x1) = 0
7.3 Eigenvalue problem 9

where a21 + b12 =

/ 0 and a22 + b22 =
/ 0. The simplest case of mixed problem is when one side of the
boundary is Dirichlet and the other side is Neumann, for example X(x0) = 0, X 0(x1) = 0.
Let us solve the following eigenvalue problem
8
< d2
= ¡X
X
dx2 : (7.10)
: X(0) = X 0(L) = 0

It is left as a simple exercise to the reader to show that thereis no non-trivial

 eigenfunction
(2n ¡ 1) (2n ¡ 1)2 2
for   0. The eigenfunctions of the problem are Xn(x) = sin 2L
x and n = 4L2
for n = 1; 2;


.

Problems
Problem 7.6. Find eigenvalues an eigenfunctions of the given Dirichlet problems

a)

X 00 + 2X 0 = ¡X
:
X(0) = X(1) = 0
b)
(
x2X 00 + xX 0 + 4X = ¡X
X(1) = X(e) = 0

(Note that the substituting x = et transforms the equation to an equation with constant coeffi-
cients)

c)
(
x2X 00 + 3xX 0 + X = ¡X
X(1) = X(e) = 0

Problem 7.7. Show that in the eigenvalue problem (7.9),   0 and there is no non-trivial eigenfunction
for  < 0.

Problem 7.8. Find eigenvalues an eigenfunctions of the given Dirichlet problems

a)

X 00 + 2X 0 = ¡X
:
X 0(0) = X 0(1) = 0
b)
(
x2X 00 + xX 0 + 4X = ¡X
X 0(1) = X 0(e) = 0

(Note that the substituting x = et transforms the equation to an equation with constant coeffi-
cients)
10 Heat and Wave Equations

c) (
x2X 00 + 3xX 0 + X = ¡X
X 0(1) = X 0(e) = 0

Problem 7.9. Show that in the eigenvalue problem (7.10),  > 0 and there is no non-trivial eigenfunction
for   0.
Problem 7.10. Show that the eigenvalue problem
8
< d2
X = ¡X
dx2 ;
: X(0) = 0; X(L) + X 0(L) = 0

has non-trivial eigenfunctions only for  > 0.

Problem 7.11. Find the eigenvalues and eigenfunctions of the following problem
a) 
X 00 = ¡X
X 0(0) = X(1) = 0
b) (
x2X 00 + xX 0 = ¡X
X(1) = X 0(e) = 0

Problem 7.12. Consider the following eigenvalue problem

 00
X + 2X 0 = ¡X
:
X(0) = 0; X(1) + X 0(1) = 0

Show that eigenfunctions are of the form Xn(x) = e¡x sin(!nx), where !n are the solutions to the algebraic
equation tan(!) = ¡!.
Problem 7.13. Consider the following ordinary boundary value problem
(
(1 + x2)X 00 ¡ exX = ¡X
:
X(0) = X(1) = 0

Use the energy method employed in this section to show that the condition  > 1 is necessary the problem
has a solution.

7.4 Fourier series

We start off by a definition.

Definition 7.1. A function f(x), x 2 (a; b) is called piecewise continuous if it is continuous

for all points x 2 (a; b) except possibly at finitely many points. In addition, if z 2 (a; b) is a
discontinuity point of f (x) then both left and right limit exist
f (z +) = lim+f(x); f (z ¡) = lim¡f (x):
x!z x!z

Furthermore, the following limits exist

f (a+) = lim+f(x); f (a¡) = lim¡f (x):
x!a x!b
7.4 Fourier series 11

A function f (x), a 2 (a; b) is called piecewise continuously differentiable if it is continuously

differentiable everywhere in (a; b) except possibly at finitely many points. If z 2 (a; b) is a
point where f is not continuously differentiable, then right and left derivatives of f at z must
exist. In addition, the right derivative of f (x) at x = a and the left derivative of f (x) at x = b
must exist.

In this section, we always assume that a function is piecewise continuously differentiable

(we call it admissible by now) in the finite interval (a; b). That is important we note a =
/ ¡1,
b=/ 1. It is celebrated work of J. Fourier that a function defined on an finite interval (a; b)
can be represented by a series of trigonometric functions as
1
X 1
X
f (x)  an cos(n!x) + bn sin(n!x); (7.11)
n=0 n=1
2
for some constants an; bn where ! = b¡a
, and the coefficient aa; an, and bn are
Z b Z b Z b
1 2 2
a0 = f (x)dx; an = f (x) cos(n!x)dx; bn = f (x) sin(n!x)dx: (7.12)
b¡a a b¡a a b¡a a

But what is the meaning of notation  in the formula? We have the following theorem.

Theorem 7.1. Assume that f (x) is an admissible function (piecewise continuously differ-
entiable) in an finite interval (a; b). If x 2 (a; b) is a continuity point of f (x), then
n
X n
X
f (x) = lim an cos(n!x) + bk sin(n!x);
n!1
k=0 k=1
2
where ! = b ¡ a , and a0; an, and bn are determined by the formula ( 7.12). If x 2 (a; b) in a
discontinuity point of f (x), then
Xn Xn
1
[f (x ) + f (x )] = lim
+ ¡
an cos(n!x) + bk sin(n!x):
2 n!1
k=0 k=1

Furthermore, at x = a; b we have
Xn Xn
1
[f (a ) + f (b )] = lim
+ ¡
an cos(n!a) + bk sin(n!a) =
2 n!1
k=0 k=1
n
X n
X
= lim an cos(n!b) + bk sin(n!b):
n!1
k=0 k=1

In this chapter, we mainly consider the Fourier series of functions defined on a sym-
metric domain (¡L; L). In this setting, the Fourier series is written
1
X   X 1  
n n
f (x)  an cos x + bn sin x ;
n=0
L n=1
L
and Z Z Z
L L    
1 1 n 1 L n
a0 = f(x); an = f (x) cos x ; bn = f (x) sin x :
2L ¡L L ¡L L L ¡L L
12 Heat and Wave Equations

Remark 7.1. Notice that a0 is equal to f, the average of f on its domain (¡L; L).

Remark 7.2. If f (x) is an odd function in (¡L; L), then an = 0, n = 0; 1;


, and the series
contains only sine terms. This fact agrees our expectation since sine is an odd function.
Similarly, if f (x) is an even function then bn = 0, n = 1; 2;


, and the series contains only
cosine terms (including the constant function for n = 0).

Example 7.1. Consider the function


1 0<x<1
f (x) = :
¡1 ¡1 < x < 0

Here a = ¡1; b = 1 and ! = . The function is odd and it is simply seen that f0 = fnc = 0 for
2
all n  1. The sine coefficients are fns = n (1 ¡ cos n) and thus
1
2 X 1 ¡ cos n
f (x)  sin(nx): (7.13)
 n=1 n

The figure (7.2) shows partial sums S15; S150 of the series in the interval ¡1 < x < 1.

−1 1

−1

Figure 7.2.
We make following observations from the figure
i. Sn(x) approximates the original function more accurately for larger n.
ii. Sn(0) = 0 for all n. In fact, this is the average value of f (0+) and f (0¡).
iii. Sn(1) = Sn(¡1) = 0, the average of f(1+); f (1¡).
iv. Sn(x) shows jumps near discontinuity points x = ¡1; 0; 1 regardless of the values of
n. This phenomena is called Gibbs phenomena after the American physicist J. W.
Gibbs. See the appendix for a detailed discussion of this phenomena.

Example 7.2. The series representation of the function f (x) = x2 in ¡1 < x < 1 is
1
X
2
x  f0 + fnc cos(nx);
n=1
7.4 Fourier series 13

1 4(¡1)n
where f0 = 3 and fnc = n22 . Note that the function is even and fns = 0 for all n. The figure
(7.3) shows the partial sums S2; S20.

−1 1

Figure 7.3.

Example 7.3. The function


x + 1 ¡1  x  0
f (x) = ;
1 0x1

has the following series representation

1 1
3 1 X 1 ¡ cos(n) 1 X cos(n)
f (x)  + 2 cos(nx) ¡ sin(nx):
4  n=1 n2  n=1 n

The plot of S10; S50 are shown in the figure (7.4). Note that Sn(¡1) = Sn(1) = 0.5 for all n
which is the average limits f (¡1+) and f (1¡).

−1 1

Figure 7.4.

Let us clarify the convergence of the series at the end points. In the first example, the
end points are x = 1 and the series converges to the value 0 that is equal to the average
f (1¡) + f (¡1+)
value 2
. Note that the series (7.13) is periodic with the period T = 2; see the figure
(7.5). Therefore, the series at x = 1 converges to the average of the left and right limits at
this point. A similar argument holds at x = ¡1. Geometrically, we can imagine that f is
defined on a circle and thus the end points x = 1 coincides on the circle.
14 Heat and Wave Equations

−3 −2 −1 1 2 3

−1

Figure 7.5.

7.4.1 Sine and cosine Fourier series

If an admissible function is given on (0; L), then we can extend it to an odd function fodd(x),
or alternatively to an even function fev(x) on (¡L; L). The extensions fodd and fev are
respectively defined by the relations
 
f (x) 0<x<L f (x) 0 < x < L
fodd(x) = ; fev(x) = :
¡f (¡x) ¡L < x < 0 f (¡x) ¡L < x < 0

Since fodd is an odd function, its associated Fourier series contains only sine functions. This
resulted series is called the sine Fourier series of f (x). Similarly, the associated Fourier
series for fev contains only cosine terms and it is called the cosine Fourier series of f(x).
Since fodd(x) is defined on (¡L; L), its Fourier series is
X1  
n
fodd(x)  bn sin x ;
n=1
L
where
Z   Z  
1 L n 2 L n
bn = f (x) sin x = f (x) sin x :
L ¡L odd L L 0 L

On the other hand, since the series represents fodd on (¡L; L), then definitely it represents
f (x) on (0; L) since on (0; L) two function fodd and f are the same. Therefore, we can write
X1  Z L    
2 n n
f (x)  f (x) sin x sin x :
n=1
L 0 L L

Similarly, the cosine Fourier series of f (x) in (0; L) is

X1  Z L  n    n 
2
f (x) = f + f (x) cos x cos x ;
n=1
L 0 L L
where
Z
 1 L
f= f (x):
L 0
7.4 Fourier series 15

Example 7.4. Consider the function f (x) = x in (0; 1). The original Fourier series of this
function according to the formula (7.11) is
1
X 1
X
f(x)  an cos(2nx) + bn sin(2nx);
n=0 n=1
where Z Z Z
1 L 1
1 1
a0 = f = x = ; an = 2 x cos(2nx) = 0; bn = 2 x sin(2nx) = ¡ ;
0 2 0 0 n
and thus 1
1 X 1
f(x)  ¡ sin(2nx):
2 n=1 n
The graph is shown in the figure (7.6).

1. 0

0. 5

−1 0 −0 5
. . 0. 5 1. 0 1. 5 2. 0

Figure 7.6.

Notice that the series is periodic with the period T = 1, that is, f (x + 1) = f (x). The
graph is sketched for n = 10. For higher values of n, the series represent the original function
more accurately. The figure (7.7) is sketched for n = 20.

1. 0

0. 5

−1 0 −0 5
. . 0. 5 1. 0 1. 5 2. 0

Figure 7.7.

Note that regardless of how many terms are used to draw the Fourier series, there is
always an overshoot on the discontinuity points x = 0; 1. This phenomena known as Gibbs
phenomena that we discuss in greater detail in the second volume of the book. Also note
that at the discontinuity points, the series converges to the average left and right limits that
1
here is equal to 2 .
16 Heat and Wave Equations

Now let us obtain the sine Fourier series of the function. The odd extension of the
function f (x) in (0; 1) is fodd = x in (¡1; 1). Therefore we can write
X1  Z 1  X1
2(¡1)n+1
f (x)  2 x sin(nx) sin(nx) = sin(nx):
n=1 0 n=1
n

The figure (7.8) shows the graph of the series.

1. 0

0. 5

−3 −2 −1 1 2 3
−0 5
.

−1 0
.

Figure 7.8.

Note that the period of the series in this case is T = 2 instead of T = 1 for the original
Fourier series. The sine Fourier series represents the odd extension of the function in
(¡1; 1) and thus the function f (x) in (0; 1). Similarly the cosine Fourier series of f (x) is
done by the even extension fev(x) = jxj that is
X1  Z 1  1
1 X 2((¡1)n ¡ 1)
f (x)  f + 2 x cos(nx) cos(nx) = + 2 2
cos(nx):
n=1 0 2 n=1
n

The figure (7.9) shows the series.

1. 0

0. 5

−3 −2 −1 1 2 3

Figure 7.9.

Problems
Problem 7.14. Find the Fourier series of the following functions

a) f (x) = 1 0<x<1
¡1 ¡1 < x < 0

¡1 < x < 0
b) f (x) = 1
x¡1 0<x<1
7.4 Fourier series 17

 
c) f (x) = cos(x), ¡ 2 < x < 2

Problem 7.15. write the original and the cosine Fourier series of the function f(x) = sin(x), 0 < x < .

Problem 7.16. Write the sine Fourier series of the function f (x) = cos(x), 0 < x < 2 .
Problem 7.17.
a) Find coefficients bn such that
1
X
x2 = bn sin(nx); 0 < x < 
n=1
b) Find coefficients an such that
1
X
x2 = an cos(nx); 0 < x < 
n=0

Problem 7.18. Consider the function f (x) = x on 0 < x < 1.

a) Find the cosine Fourier series of f .
b) Find the sine Fourier series of f.
c) Find the complex Fourier series of f .
d) If Sn(x) is the partial sum of the Fourier series of f on (0; 1), what is the value of limn!1Sn(0)?
e) Prove the following identity
2 1 1 1 1
= 2 + 2 + 2 + 2 +



8 1 3 5 7
Problem 7.19. Let f(x) = x2 on (0; 1).
a) Write down the Fourier series of f and draw S3(x); S5(x); S6(x) on (¡2; 2). What is the value
of the series at x = 0; 1. How does the series behave near x = 0 and x = 1?
b) Write down the complex form of the Fourier series of f .
c) Write down the sine Fourier series of f and draw S3(x); S5(x); S6(x) on (¡2; 2).
d) Write down the cosine Fourier series of f and draw S3(x); S5(x); S6(x) on (¡2; 2).
e) Use the Fourier series of x2 on (¡1; 1) to show:

2 1 1 1 1 1
=1¡ + ¡ + ¡ +



12 4 9 16 25 36

Problem 7.20. Write down the Fourier series of the function f (x) = x for x 2 (0; 2) and f(x + 2) = f (x)
and deduce the following identity called Leibniz's formula
 1 1 1
= 1 ¡ + ¡ +


:
4 3 5 7
Problem 7.21. Find the Fourier series of the function f(x) = x3 in x 2 (¡; ) and deduce the
following identity
3 1 1 1
= 1 ¡ 3 + 3 ¡ 3 +


:
32 3 5 7
Problem 7.22. Let f(x) = e¡x on (0; 1).
a) Write down the Fourier series of f and draw S5(x); S10(x) on (¡2; 2).
b) Write down the complex form of the Fourier series.
c) Write down the sine Fourier series of f and draw S5(x); S10(x) on (¡3; 3).
d) Write down the cosine Fourier series of f and draw S2(x); S10(x) on (¡3; 3).
18 Heat and Wave Equations

¡ 

Problem 7.23. Let f(x) = cos(x) on 0; 2 .
a) Write down the Fourier series of f and draw S3(x); S5(x); S6(x) on (¡; ). How the series
behave near x = 0 and x =  /2?
b) Write down the sine Fourier series of f and draw S3(x); S5(x); S6(x) on (¡; ). How the series
behave near x = 0 and x =  /2?
c) Write down the cosine Fourier series of f and draw S3(x); S5(x); S6(x) on (¡; ).
d) For the partial sum Sn of the part (a), find the the square error for n = 3; 5; 6.
Problem 7.24. Find the cosine Fourier series for the function f (x) = sin(x) on (0; ).
Problem 7.25. Let us solve the following boundary problem by Fourier series method
 00
y +y=1
:
y(0) = y(1) = 0

i. Assume that the solution to the equation is written as

1
X
y(x) = Yn sin(nx):
n=1

Substitute y(x) into the equation and find coefficients Yn.

ii. Show that the obtained series is absolutely convergent.
iii. Why is this series a true solution to the given problem?
Problem 7.26. Show that the trivial solution y(x) = 0, is the unique solution to the problem
 00
y + sin(x)y = 0
:
y(0) = y(1) = 0
7.5 Solution to heat and wave equations 19

7.5 Solution to heat and wave equations

7.5.1 Homogeneous Dirichlet heat problems

Consider the following Dirichlet problem
8
< @tu = D@xxu for 0 < x < L; t > 0
u(0; t) = u(L; t) = 0 for t  0 : (7.14)
:
u(x; 0) = f(x) for 0 < x < L

Let us assume that the solution u(x; t) is of the form u(x; t) = T (t) X(x), for some unknown
functions T (t) and X(x). We do not know in advance if the assumption is true. This solution
is called a separated solution. Substituting u into the equation leads to the following equation
T 0(t) X 00(x)
= : (7.15)
DT (t) X(x)
Since t and x are independent variables, the equality (7.16) holds if and only if we have
T 0(t) X 00(x)
= = ¡; (7.16)
DT (t) X(x)
for some constant . The negative sign in the front of  is just for historical convention.
Therefore, we obtain two equations for T , and X
T 0 = ¡DT ; X 00 = ¡X:
Moreover, according to the condition u(0; t) = 0, we derive X(0)T (t) = 0. Since T (t) can
not be identically zero, we obtain X(0) = 0. For the boundary condition at x = L, we have
X(L) = 0, and therefore, we reach the following Dirichlet eigenvalue problem for X(x)
 00
X = ¡X
: (7.17)
X(0) = X(L) = 0
n2 2
As we saw in above the obtained
¡ n
eigenvalue problem has the eigenvalues n = L2 , and
eigenfunctions Xn(x) = sin L x for n = 1; 2;


. In this way, we obtain infinitely many
solutions
n2 2  
¡ Dt n
un(x; t) = e L2 sin x :
L
It is simply verified that un(x; t) satisfies both the differential equation and the boundary
conditions (it is left as a simple exercise to the reader). However, un(x; t) does not satisfies the
initial condition in general. Is the obtained solution wrong? Here we see hoe the superposition
principle helps us to write the correct solution. Thanks to the linearity of the differential
equation, we can write the solution to the problem as a linear combination in the series form
1
X 1
X n2 2  
¡ Dt n
u (x; t) = bnun(x; t) = bn e L2 sin x :
n=1 n=1
L
20 Heat and Wave Equations

(the technicality that we are using the superposition of infinitely many terms is resolved in
the second volume of this book). Now, let us see for what values of bn the solution satisfies
the initial condition as well. At t = 0, we have
X1  n 
f (x) = bn sin x ;0<x<L
n=1
L

and thus bn must be the coefficients of the sine Fourier series of the function f (x), that is,
Z  
2 L n
bn = f (x) sin x dx:
L 0 L
Therefore, the true solution to the homogeneous Dirichlet heat problem is
X1  Z L    ¡ n22 Dt  
2 n n
u(x; t) = f (x) sin x dx e L2
sin x : (7.18)
n=1
L 0 L L

Example 7.5. Consider the following heat problem

8
< @tu = D@xxu 0 < x < ; t > 0
u(0; t) = u(; t) = 0 t0 : (7.19)
:
u(x; 0) = 2 sin(3x) ¡ 3 sin(4x) 0 < x < 
Here L =  and D = 1, and thus the solution is
1
X 2
u(t; x) = bn e¡Dn t sin(nx): (7.20)
n=1

To determine bn, we use the initial condition, that is,

1
X
2 sin(3x) ¡ 3 sin(4x) = bn sin(nx);
n=1

and thus b3 = 2, b4 = ¡3 and bn = 0 for n =

/ 3; 4. The solution is then
u(x; t) = 2e¡9Dt sin(3x) ¡ 3e¡16Dt sin(4x):
Here we could determine bn by the simple match. However, if the initial condition is not an
eigenfunction of the associated eigenvalue, we have to use the Fourier series as the formula
(7.18). Consider the following problem
8
< @tu = D@xxu 0 < x < ; t > 0
u(0; t) = u(; t) = 0 t  0 :
:
u(x; 0) = 1 0<x<
Here the coefficients bn are
Z 
2 2(1 ¡ cos(n))
bn = sin(nx) dx = :
 0 n
The figure (7.10) at the left shows u(x; t) for some values of t and D = 1. The right figure
shows the solution for D = 2.
7.5 Solution to heat and wave equations 21

t=0 t=0
1. 0 1. 0
t = 0. 5

t=1 t = 0. 5
0. 5 0. 5

t=2 t=1
t=2
1 π 1 π
π π
2 2

Figure 7.10.

We have the following observations from the graph of solution:

a) The solution is smooth for t > 0 even the initial data is discontinuous. In the above
example the initial data is discontinuous at x = 0; , however, for any t > 0, regardless
of how small t is, the solution is smooth.
b) The solution approaches zero in long term. This is due to the exponential factor
2
e¡Dn t in the solution. Note that the zero solution is the steady state solution ue to
the problem. Here the positive factor D > 0 determines the speed that the solution
u(x; t) approaches zero.

c) It takes longer time for the mid point x = 2 to lose its initial heat than points adjacent
to the end points.
d) More terms of the series needed to catch the initial data more accurately because of
the discontinuity at the end points.

7.5.2 Homogeneous Neumann heat problem

Fir the problem
8
< @tu = D@xxu for 0 < x < L; t > 0
@ u(0; t) = @xu(L; t) = 0 for t  0 :
: x
u(x; 0) = f (x) for 0 < x < L

The separated solution u(x; t) = X(x) T (t) results to the following eigenvalue problem for
X(x)  00
X = ¡X
:
X 0(0) = 0; X 0(L) = 0
n2  2
As we saw before, the above eigenvalue problem has the eigenvalues n = L2 , and the
¡ n

eigenfunctions Xn(x) = cos L x for n = 0; 1; 2;


. The associate equation for T (t), that is
n2 2
¡ Dt
T = ¡DT has the solution Tn(t) = e
0
and thus the solution can be written in the
L2

series form
X1 n2 2  
¡ Dt n
u(x; t) = an e L2 cos x :
n=0
L
22 Heat and Wave Equations

Notice that in this case n starts form 0 not 1. The coefficients an are determined by the aid
of the initial condition u(x; 0), i.e.,
X1  n 
f (x) = an cos x :
n=0
L
The above series implies that an must be the cosine Fourier series of f (x), that is,
Z  n 
 2 L
a0 = f ; an = f (x) cos x ; n = 1; 2;


:
L 0 L
Therefore, we obtain
X 1  Z L    ¡ n22 Dt  
 2 n n
u(x; t) = f + f(x) cos x e L2 cos x :
n=1
L 0 L L
Note that as we expected for Neumann heat problem
lim u(x; t) = f:
n!1

Example 7.6. Let us solve the following Neumann heat problem

8
< @tu = @xxu 0 < x < ; t > 0
@xu(0; t) = @xu(; t) = 0 t  0 : (7.21)
:
u(x; 0) = x + 5 cos(3x) 0 < x < 
For L = , we obtain the solution
X1
u(t; x) = f +
2
an e¡n t cos(nx):
n=1
We have f = 2 and


Z 
2  2(cos(n) ¡ 1) 5 n=3
an = (x + 5 cos(3x)) cos(nx) dx = 2
+ ;
 0 n 0 n=
/3
Therefore, the solution is
X1
 2(cos(n) ¡ 1) ¡n2t
u(x; t) = + 5e cos(3x) +
¡9t
e cos(nx):
2 n=1
n2
As we expect, we have the following steady state solution

lim u(t; x) = f = :
t!1 2

7.5.3 Homogeneous Dirichlet wave problems

In previous section, we saw that a wave problem has a closed form solution called D'Alem-
bert solution. Here we apply the separation of variable technique to write the solution in
series form. Consider the following problem
8
>
< @ttu = c2 @xxu
u(0; t) = u(L; t) = 0 : (7.22)
>
: u(x; 0) = f (x); @tu(x; 0) = g(x)
7.5 Solution to heat and wave equations 23

The separation of variables leads to the following equations for T (t) and X(x)
 00
 00 X = ¡X
T = ¡c22T ; :
X(0) = X(L) = 0
n2 2
As before, the associated
¡ n
eigenvalue problem has eigenvalues n = L2 , and the eigenfunc-
tions Xn(x) = sin L x . Then the associated time equation has the solution
   
n n
Tn(t) = An cos ct + Bn sin ct ;
L L
and thus the solution to the wave problem is
X1 h    i  
n n n
u(t; x) = An cos ct + Bn sin ct sin x :
n=1
L L L

In order that the above series to be the true solution to the problem, the coefficients An; Bn
must be determined such that u(x; t) satisfies the given initial conditions. Applying the first
initial condition leads to the relation
X1  
n
f (x) = An sin x ;
n=1
L
and thus Z  
2 L n
An = f (x) sin x dx:
L 0 L
Similarly, from the relation
nc  n 
X1
g(x) = Bn sin x ;
n=1
L L

the coefficients Bn are determined by the formula

Z L  
2 n
Bn = g(x) sin x dx:
nc 0 L

Example 7.7. Consider the following wave problem

8
>
< @ttu = c2@xxu 0<x<
u(0; t) = u(; t) = 0 : (7.23)
>
: u(x; 0) = x( ¡ x); @tu(x; 0) = 0 0 < x < 

For L = , we obtain
4(1 ¡ cos(n))
An = ; Bn(0) = 0;
n3
and thus
X1
4(1 ¡ cos(n))
u(x; t) = cos(cnt) sin(nx): (7.24)
n=1
n3
p
The figure (7.11) shows the solution for some values of t and for c = 1 (the left) and c = 2
(the right). As it is observed from the figure, the factor ¡c determines the speed of the traveling
2 2

wave. Moreover, the solution is c periodic, that is, u x; t + c = u(x; t).
24 Heat and Wave Equations

t=0 t=0
2
t = π/4 2
1 t = 5π/4

1
1 π
π
−1 2
t = 5π/4
−2 1
2
π π

t=π −1 t=π

Figure 7.11.

What is the relation between the d'Alembert solution and the series solution found
above? In order to show that the series solution is the same as the d'Alembert solution,
we use the trigonometric identities to write
X1     1 h    i
n n 1X n n
An cos ct sin x = An sin (x + ct) + sin (x ¡ ct) : (7.25)
n=1
L L 2 n=1
L L

Note that
1
X  
n
An sin x = fodd(x);
n=1
L

where fodd is the odd extension of f in [¡L; L], and thus

X1    
n n 1
An cos ct sin x = [fodd(x + ct) + fodd(x ¡ ct)]:
n=1
L L 2

Similarly, we have
1
X  n   n  1 X 1 h  n   n i
Bn sin ct sin x = B cos (x + ct) ¡ cos (x ¡ ct) ; (7.26)
n=1
L L 2 n=1 n L L

On the other hand, we have

Z x+ct X1 Z  
nc x+ct n
godd(s)ds = Bn sin s =
x¡ct n=1
L x¡ct L
X1 h  n   n i
= Bn c cos (x ¡ ct) ¡ cos (x + ct)
n=1
L L
Therefore Z
1
X    
n n 1 x+ct
Bn sin ct sin x = godd(s) ds:
n=1
L L 2c x¡ct

Putting together the obtained formula, we reach

Z x+ct
1 1
u(t; x) = [fodd(x + ct) + fodd(x ¡ ct)] + godd(s) ds; (7.27)
2 2c x¡ct
7.5 Solution to heat and wave equations 25

that is the d'Alembert formula.

7.5.4 Non-homogeneous problems

Consider a simple heat equation with the nonzero Dirichlet boundary condition, that is,
8
< @tu = D@xxu + h(x)
u(0; t) = a; u(L; t) = b :
:
u(x; 0) = f (x)

In the above equation, we have three source terms, one heat source (or sink) at x = 0, one at
x = L and another one which is distributed along the rod is h(x). Like ordinary differential
equations, the logic to solve linear non-homogeneous equations is to add a particular solution
to the homogeneous solution. The associated homogeneous solution which is solution to the
equation 
@tu = D@xxu
;
u(0; t) = u(L; t) = 0
is
X1 n2 2  
¡ 2 Dt n
uh(x; t) = bn e L sin x :
n=1
L

For a particular solution, we notice that all source terms are independent of time t. Then we
can assume a particular solution of the form up = v(x). Substituting this into the equation
results to 
0 = Dv 00 + h(x)
:
v(0) = a; v(L) = b

The above is a simple ordinary equation for v(x) and is solved by double integration. The
general solution is then
X1 n2 2  
¡ Dt n
u(x; t) = uh(x; t) + v(x) = bn e L2 sin x + v(x):
n=1
L

To determine coefficients bn, we use the initial condition and obtain

X1  
n
f (x) = bn sin x + v(x);
n=1
L
and thus
Z  
2 L n
bn = [f (x) ¡ v(x)] sin x dx:
L 0 L

Example 7.8. Consider the following problem

8
>
< @tu = @xxu + e¡x 0<x<1
u(0; t) = 0; u(1; t) = 1 ¡ e ¡1
t0 : (7.28)
>
: u(x; 0) = 1 0<x<1
26 Heat and Wave Equations

The equation of the particular solution is

(
¡v 00 = e¡x
; (7.29)
v(0) = 0; v(1) = 1 ¡ e¡1

and therefore v(x) = 1 ¡ e¡x. Therefore, the general solution to the equation is
1
X 2 2
u(x; t) = bn e¡n  Dt sin(nx) + 1 ¡ e¡x:
n=1

The coefficients bn are determined by the formula

Z 1
2n
bn = 2 e¡x sin(nx) dx = 2 2 (1 ¡ e¡1 cos(n)):
0  n +1
t!1
Note that u(t; x) !
!
!
!!
!
!
!!
!
!
!! v(x), and thus v(x) is the steady state solution ue; see the figure
(7.12).

.
1 0
t
lim
→∞

.
0 5

u e (x
)

.
0 5 .
1 0

Figure 7.12.

Example 7.9. Consider the following problem

8
>
< @ttu = @xxu +  2 sin(2x) 0 < x < 1
u(0; t) = u(1; t) = 0 : (7.30)
>
: u(x; 0) = 0; @tu(x; 0) = 0

The particular solution to the problem is obtained by solving the equation

(
¡v 00 =  2 sin(2x)
: (7.31)
v(0) = v(1) = 0
1
Clearly we have v(x) = 4 sin(2x) and thus
X1
1
u(x; t) = sin(2x) + [An cos(nt) + Bn sin(nt)] sin(nx): (7.32)
4 n=1

1
Applying initial conditions gives Bn = 0 and An = ¡ 4 1 n=2
0 n=
/2
, and finally
1
u(x; t) = sin(2x)(1 ¡ cos(2t)): (7.33)
4
7.5 Solution to heat and wave equations 27

The non-homogeneous Neumann problem is not as trivial as Dirichlet problem. In

the problem set, we solve an example of it.

7.5.5 Convergence of solutions

The following theorems states the main result about the convergence of the series solutions
derived in this chapter. The detailed discussion is given in the second volume of this book.

Theorem 7.2. Let f (x) be an admissible function as defined in the section of Fourier
series, and let (fn) be the sine Fourier coefficients of f (x). Then the sequence of partial
sums
Xn  
2 2 2 n
Sn(x; t) = fj e¡n  t/L sin x ; (7.34)
j=1
L

converges pointwise in
= (0; 1) (0; L). Furthermore, the limit function u(t; x) is C 1 with
respect to t and C 2 with respect to x.

Theorem 7.3. Assume that u(t; x) is defined by the series

1
X  
¡n2 2t/L2 n
u(x; t) = fn e sin x (7.35)
n=1
L

Fix t 2 [0; 1), then the following relations hold

lim u(x; t) = lim u(x; t) = 0: (7.36)
x#0 x"L

Theorem. Assume that x 2 (0; L) is a continuity point for the initial data f(x). Then the
series solution (7:35) satisfies the relation
lim u(x; t) = f (x): (7.37)
t!0

Problems
Problem 7.27. Consider the equation
@tu = 10¡4 @xxu; 0 < x < 1; t > 0:

a) Assuming that the end points are kept at zero degree and the initial data u(x; 0) is 100x(1 ¡ x).
Find the solution u(x; t) for t > 0 and x 2 (0; 1). Draw the temperature of the point x = 0.5 in t  0.
b) Solve the above problem if the boundary points x = 0; 1 are insulated. How many terms of the
series of u(x; t) are needed to guarantee that the partial sum approximate the true solution within
10¡6 error.
Problem 7.28. Consider an elastic string fastened at its boundary x = 0; 1. The displacement of the
point x (in the vertical direction) at time t follows the equation
@ttu = 4@xxu:
If the initial displacement u(x; 0) is 0 and the initial velocity is @tu(x; 0) = 10¡2(1 ¡ cos(4x)), draw the
1
displacement function of the point x = 3 for t > 0.
28 Heat and Wave Equations

Problem 7.29. The following equation is called damped wave equation

@ttu + 2@tu = c 2@xxu;
where  > 0 is the damping factor. Assume that boundary points x = 0; 1 are fastened. Find u(t; x) if
the initial displacement is u(x; 0) = x(1 ¡ x), and the initial velocity is @tu(x; 0) = 0 in 0 < x < 1. What
is the limit lim t!1u(t; x).
Problem 7.30. Find the solution to the following damped wave equation
8
< @ttu + @tu=@xxu
u(0; t)=u(1; t)=0
:
u(x; 0)=2 sin (2x); @tu(x; 0)= sin (x)

Problem 7.31. Solve the following homogeneous problems

i.
8
< @tu = @xxu
u(0; t) = u(1; t) = 0
:
u(x; 0) = cos(2x)
ii.
8
< @tu = 3@xxu
@ u(0; t) = @xu(2; t) = 0
: x
u(x; 0) = x sin(x)
iii.
8
< @tu = @xxu
u(1; t) = u(2; t) = 0
:
u(x; 1) = x ¡ 1
iv.
8
< @ttu = 4@xxu; 0<x<1
u(0; t) = u(1; t) = 0
:
u(x; 0) = 1; @tu(x; 0) = x
v.
8
< @ttu = @xxu;  < x < 2
u(; t) = u(2; t) = 0
:
u(x; 0) = x sin(x); @tu(x; 0) = 0
vi.
8
< @ttu = @xxu; 0<x<
u(0; 0) = u(; 0) = 0
:
u(x; 1) = 0; @tu(x; 1) = 2

Problem 7.32. Solve the following non-homogeneous problems

i.
8
< @tu = @xxu + cos(x) ¡ 3 cos(3x)
@ u(0; t) = @xu(; t) = 0
: x
u(x; 0) = 0
ii.
8
< @tu = @xxu
u(0; t) = 1; u(1; t) = 1
:
u(x; 0) = sin(x)
iii. 8
>
< @tu = @xxu ¡ e¡x
u(0; t) = 0; u(; t) = 1
>
: u(x; 0) = e¡x
7.5 Solution to heat and wave equations 29

iv.
8
< @ttu = @xxu + sin(2x); 0<x<1
u(0; t) = u(1; t) = 0
:
u(x; 0) = 0; @tu(x; 0) = 0
v. 8
>
< @ttu = c2 @xxu
u(0; t) = ¡1; u(1; t) = 1
>
: u(x; 0) = 2x ¡ 1; @tu(x; 0) = sin(2x) ¡ sin(3x)

Problem 7.33. Consider the following heat problem

8
< @tu = @xxu ¡ u
u(0; t) = 0; u(1; t) = sinh(1) ;
:
u(0; x) = x + sinh(x)

a) Find the steady state solution ue(x) to the problem.

b) Write the solution to the problem as u(x; t) = v(x) + uh(x; t) and obtain the equation for w.
c) Solve the problem to find u(x; t).
Problem 7.34. Consider the following problem
8
< @tu = @xxu + 2@xu
u(0; t) = u(1; t) = 0 :
:
u(x; 0) = 1

Solve the problem by the separation of variable technique.

Problem 7.35. Consider the following non-homogeneous Neumann problem
8
< @u = @ 2u
@t @x2
:
: @u (0; t) = ; @u (L; t) = 
@x @x

Verify that the solution to the equation is of the form

1
X  
 ¡ 2  ¡ 2 2 2 n
u(x; t) = x + x + t + c0 + cn e¡n  t/L cos x :
2L L L
n=1