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Heat Equation

  • 1-D heat equation
\[ \begin{gather} \frac{\partial U}{\partial t} = k \frac{\partial^{2}U}{\partial x^{2}} \end{gather} \]
  • 3-D heat equation
\[ \begin{gather} \frac{\partial U}{\partial t} = k( \frac{\partial^{2}U}{\partial x^{2}}+\frac{\partial^{2}U}{\partial y^{2}} +\frac{\partial^{2}U}{\partial z^{2}}) \end{gather} \]

Principle

  • 沒微分兩端固定 → \(\sin\)
  • 兩端固定一次微分等於0 → \(\cos\)

Finite Medium

take

\[ \begin{gather} U(x, 0) = f(x) \\\\ U_{t}(x, 0) = g(x) \\\\ X'' + \lambda X = 0 \\\\ T' + \lambda k T = 0 \end{gather} \]

沒微分兩端固定 = 0

  • 沒微分兩端固定 → \(\sin\)
  • \(U(0, t) = U(L, t) = 0\)
\[ \begin{align} &\lambda_{n} = \frac{n^{2}\pi^{2}}{L^{2}} & n=1, 2, 3 , \dots \end{align} \]
\[ \begin{gather} X_{n} = \sin(\sqrt{\lambda_{n}}x) \\\\ T_{n} = c_{n}e^{-\lambda t} \end{gather} \]
\[ \begin{gather} c_{n} = \frac{2}{L}\int_{0}^{L}{f(x)\sin(\sqrt\lambda x)dx} \\\\ U(x, t) = \sum{c_{n}\sin(\sqrt{\lambda }x)\ e^{^{-k\lambda t}}} \end{gather} \]

兩端固定一次微分等於0

  • 兩端固定一次微分等於0 → \(\cos\)
  • \(U_{x}(0, t) = U_{x}(L, t) = 0\)
\[ \begin{align} &\lambda_{n} = \frac{n^{2}\pi^{2}}{L^{2}} & n=0, 1, 2, 3 , \dots \end{align} \]
\[ \begin{gather} X_{n} = \cos(\sqrt{\lambda_{n}}x) \\\\ T_{n} = c_{n}e^{-\lambda t} \\\\ c_{n} = \frac{2}{L}\int_{0}^{L}{f(x)\cos(\sqrt{\lambda}x)dx} \\\\ U(x, t) = \frac{1}{2}c_{0} + \sum_{n=1}^{\infty}{c_{n}\cos(\sqrt{\lambda}x)\ e^{-k\lambda t}} \end{gather} \]

有 A

  • \(U(0, t) = 0; \quad U_{x}(L, t) = -AU(L, t)\)

  • 用作圖解 \(\tan(\alpha L) = -\frac{\alpha}{A}\), 令解為 \(A_{1}, A_{2}, \dots\)

  • 解 case 3 (case 1, case 2 are trivial)

  • \[f(x) = \sum_{n=1}^{\infty}{c_{n}\sin(\sqrt{\lambda}x)}\]
  • \[c_{n} = \frac{(f(x), \sin(\sqrt{\lambda}x))}{||\sin(\sqrt{\lambda}x)||}\]
  • 參考 Eigenfunction expansion

  • \[ \begin{gather} U(x, t) = \sum_{n=1}^{\infty}{c_{n}\sin(\sqrt{\lambda}x)e^{-k\lambda t}} \end{gather} \]

兩端固定不為 0

  • \(U(0, t) = T_{1}, \quad U(L, t) = T_{2}\)

  • Set \(U(x, t) = u(x, t) + \phi(x)\)

  • Then \(u_{t} = k(u_{xx}+\phi''(x))\)
  • Try let \(\phi''(x) = 0\)

  • solve \(u(x, t)\)


有外力

  • \(U_{t} = k U_{xx}+F(x, t)\)
  • 且兩端固定為 0

  • \(U(x, t) =\) 外力修正 + 沒外力解

  • \[B_{n}(t) = \frac{2}{L}\int_{0}^{L}{F(x, t)\sin(\sqrt{\lambda}x)dx}\]
  • \[ \begin{gather} b_{n} = \int_{0}^{t}{e^{-k\lambda (t-\tau)}B_{n}(\tau)\ d\tau} \end{gather} \]
  • \[ \begin{gather} U(x, t) = \sum_{n=1}^{\infty}{b_{n}\sin(\sqrt{\lambda_{n}}x)}+ \sum_{n=1}^{\infty}{c_{n}\sin{\sqrt{\lambda_{n}}}\ e^{-k\lambda_{n}t}} \end{gather} \]

Infinite Media

  • \[ \begin{gather} \lambda_{n} = \omega^{2} \end{gather} \]
  • \[ \begin{gather} U(x, t) = \int_{o}^{\infty}{[a_{\omega}\cos(\omega x)+b_\omega \sin(\omega x)]e^{-k\omega^{2}t}\ d\omega} \\\\ a_{\omega} = \frac{1}{\pi} \int_{-\infty}^{\infty}{f(x)\cos(\omega x) dx} \\\\ b_{\omega} = \frac{1}{\pi}\int_{-\infty}^{\infty}{f(x)\sin(\omega x)dx} \end{gather} \]

Half infinite Media

  • \(x \in (0, \infty)\)