PDEFT1

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u_t=ku_{xx}\,u(0,t) = 0\,
u(x,0) = f(x)\,
t>0,\,\,0<x<\infty\,


Since the boundary condition makes the solution equal to zero at x = 0, the Fourier sine transform is most appropriate.

U(x,t) = \int_0^\infty u(y,t) \sin(xy)\,dy\,

Take the partial wrt to t and use the DE in the transform integral.

{\partial\over\partial t}U(x,t) = \int_0^\infty u_t(y,t) \sin(xy) \,dy = k \int_0^\infty u_{yy}(y,t) \sin(xy)\,dy\,

Integrate the integral on the right twice by parts.

 = k\left([u_y(y,t)\sin(xy)]_0^\infty - x\int_0^\infty u_y \cos(xy)\,dy\right)\,

The first term evaluated at 0 is 0 because of the sine function, and evaluated at infinity is 0 because we assume that there is no heat flow past an infinite boundary.

 = -kx \left([u(y,t) \cos(xy)]_0^\infty + x\int_0^\infty u(y,t) \sin(xy) \,dy\right)\,

The boundary condition at 0 gives u(0,t) = 0 and again we assume that there is no heat at infinity. Otherwise, there would be heat flow past that point.

 = -kx^2\int_0^\infty u(y,t) \sin(xy)\,dy\,

This integral is the Fourier sine transform of u(y,t). This can be written

U_t = -kx^2U\,

This is an easy ODE for U. The solution follows.

\int_0^t {U_t(x,\tau)\over U(x,\tau)} \,d\tau = -kx^2\int_0^t\,d\tau\,

[\ln U(x,\tau) ]_{\tau=0}^t = -kx^2t\,

\ln U(x,t) - \ln U(x,0) = -kx^2t\,

U(x,t) = U(x,0) \,e^{-kx^2t}\,

The solution is the inverse transform of this last equation.

U(x,0)\, is the Fourier transform of u(x,0)\,, so it can be written like this:

U(x,0) = \int_0^\infty u(y,0) \sin(xy)\,dy = \int_0^\infty f(y) \sin(xy) \,dy\,

So, the solution is

u(x,t) = {2\over\pi}\int_0^\infty\!\!\left(\int_0^\infty f(z) \sin(xz)\,dz\right)e^{-ky^2t}\sin(xy)\,dy\,

Partial Differential Equations

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