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u

t

=Lu

1.1

Overview

We now change course and consider systems which can change in space and time or multiple space

dimensions, such as the transient PFR, heat and mass transfer, and distributions of things such

as polymer chain length. As an example, we look at an arbitrary differential volume element and

consider diffusion, convection, and reaction in space, as well as the energy balance.

2

C

(ux C) (uy C) (uz C)

C

2C

2C

=

+

+

+D

+

+

+ r(C)

(1.1)

t

x

y

z

x2

y 2

z 2

2

T

(ux T ) (uy T ) (uz T )

k

T

2T

2T

=

+

+

+

+

+

+ f (T )

(1.2)

t

x

y

z

cp x2

y 2

z 2

We recall that many special cases can exist here that make the problem easier to solve, such

as steady state 1-d, which gives us an ODE boundary value problem, steady state 2-d with no

convection and no reaction, which gives us a PDE boundary value problem, and transient 1-d with

no convection, which gives us a PDE initial-boundary value problem. The remainder of the class

will discuss how to attack these different scenarios. When these problems are linear, the common

form of the problem is u

t = L u f for a transient problem, or L u = f for a steady problem. In

this case, L is a differential operator. Also, u takes the form of a variable, but is actually a function

of x that satisfies the equation.

1.2

We begin by defining a collection of functions with properties analagous to those of a linear inner

product vector space. We then consider operators on this function space with properties analogous

to a perfect matrix. We can characterize functions by their differentiability and integrability, as

follows:

C(a, b) functions: Functions defined on the interval (a, b) and continuous over this interval

C 1 (a, b) functions: Functions that are continuous and continuously differentiable over (a, b).

C n (a, b) functions: Functions that are continuous and n-times continuously differentiable over

(a, b).

R(a, b) functions: Functions whose Riemann integral from a to b exists. The function must

be either continuous or piecewise continuous.

L1 (a, b) functions: Functions whose Lebesque integral exists from a to b, allowing the function

to have a set of countably infinite discontinuities.

L2 (a, b) functions: Functions which are square integrable over a to b in the Lebesque sense.

We can define additivity and scalar multiplication over the function space. Thus, (F + G)(t) =

F (t) + G(t) and (cF )(t) = c(F (t)). The notions of length and orientation are more complex, but

we can still define an inner product as follows:

Z

< f (t), g(t) >=

f (t)g(t)dt

(1.3)

kf (t)k2 =< f (t), f (t) >

(1.4)

Example 1.1: Find the norm of f (x) = sin x, over the interval (0, 2).

We use equations (1.3) and (1.4) to solve:

2

sin2 x dx =

kf (x)k =

(1.5)

Example 1.2: Show that f (x) = sin x and g(x) = cos x are orthogonal over the interval (0, 2).

We recall that two vectors are orthogonal if their inner product is zero. We get the same notion for

functions. Using equation 1:

Z 2

< f (x), g(x) >=

sin x cos x dx = 0

(1.6)

0

We see that for our norm integral to exist, we see that the function space L2 is a naturally occurring

function space for us.

Example 1.3: Show that the functions f (t) = 1,

1, t irrational

g(t) =

0,

t rational

are equal.

We can say two functions are equal if kf gk = 0. Thus, we are examining the integral:

Z

(f (t) g(t))2 dt

(1.7)

We see that the function (f (t) g(t))2 is zero except for a set of points that are countably infinite.

Thus, we can ignore these discontinuities when we integrate in the Lebesque sense and conclude

that the functions are equal.

2

1.3

Hilbert Spaces

A difference between function spaces and vector spaces is that unlike finite dimensional vector

spaces, we need to consider the convergence of sequences and completeness of space. For vectors

in En , if a sequence x1 , ..., xm converges in a Cauchy sense (limm,n xm xn = 0), then the

sequence converges to a vector in En . However, this notion is not always true in E of function

spaces. Consider the sequence:

0,

n(t 1/2) + 1/2, 1/2 1/2n t 1/2 + 1/2n

fn (t) =

(1.8)

1,

1/2 + 1/2n < t 1

We see in the following figure that the functions are continuous in the interval (0, 1). However, in

the infinite limit, this is not the case, as we have a discontinuity between 0 and 1 and t = 1/2. We

can also show that the sequence converges in a Cauchy sense.

Thus, for completeness of the set, we need to add all limit functions of Cauchy sequences from

C(0, 1). When we do this, the resulting space is L2 (0, 1) and is complete. When this is the case, we

can call our space a Hilbert space. A Hilbert space is most resemblant of En since they are both

complete, linear inner product spaces.

1.4

Basis Functions

Completeness of the inner product space guarantees that we will be able to find a basis set of

functions. We define a basis set as a set of linearly independent functions such that any function

in H can be defined as a linear combination of the basis functions. Some examples of this are

fi (t) = ti and fi (t) = sin(it). The first set of functions are not orthogonal but the second set

are. Both sets are linearly independent. To determine if a set of functions f1 , ..., fn are linearly

independent we need to use Gram-Schmidt. If the functions are linearly independent, the GramSchmidt procedure will give n orthogonal functions, but if not, we will generate some zero functions.

In contrast to En , not all linearly independent sets of functions are basis sets in the infinite dimensional case. Some common basis sets are the Fourier sets, Legendre polynomials, and

P Laguere

polynomials. We are interested in basis sets that are orthonormal, such that if f =

n fn , we

can find n =< f, fn >. Lets consider the set of functions 0 = (2)1/2 , n = 1/2 cos(nx), and

n = 1/2 sin(nx). This is an orthonormal set of functions, which we confirm by taking inner

products:

Z

1

< 0 , 0 > =

dx = 1

(1.9)

2

Z

1

cos(nx) cos(mx)dx = mn

(1.10)

< n , m > =

Z

1

< n , m > =

sin(nx) sin(mx)dx = mn

(1.11)

Z

1

< n , m > =

sin(nx) cos(mx)dx = 0

(1.12)

This confirms that our basis set is orthonormal. We consider the set of polynomials, fn = tn . We

note that this set is non-orthogonal, as, for example< f0 , f2 >= 2/3. However, using Gram-Schmidt,

we can get a new set of functions gn = (1, t, t2 1/3, ...). These are the Legendre polynomials.

Another set of orthonormal functions, defined on the domain (0, ) are the Laguere functions,

defined by:

fn (x) = exp(x/2)Ln (x)

exp x dn n

Ln (x) =

(x exp(x))

n! dxn

1.5

(1.13)

(1.14)

H. We note that this is not guaranteed in infinite dimensional space to hold true for all x even

if it holds for some x. This makes it necessary to define a domain D of the operator where

D : {x H L H}. We consider the following example:

Example 1.4: Consider the following Hilbert space:

E :< x, y >= x y, kxk <

We then consider the operator:

A = aij =

iij

We consider the following vectors to see if they are in the domain of A. We let xi = 1/i and

zi = 1/i2 . We consider (Ax)i = 1/i1/2 , and (Az)i = 1/i3/2 . We see that kAxk = , but

kAzk < . It is evident that Az is in H as we defined it, but Ax is not. Thus, z is in the domain

of A but x is not.

Some important operators in Hilbert spaces are integral and differential operators. The integral

operator is typically defined as follows:

b

Z

K :K v =

k(t, s)v(s)ds

a

We call k(t, s) the kernal of the operator, and it is analogous to a matrix. If K is an integral operator

in L2 (a, b) with a, b finite and the kernal is continuous, then f (t) = K v is also continuous and

in L2 . Thus, the domain of the operator is simply our Hilbert space, H. Some integral operators

4

include the Laplace transform and the Fourier transform. The simplest integral operator has the

form k(t, s) = g(t)h (s). This operator form is called a dyad, and when plugged into the operator

definition, we get:

Z b

g(t)

h (s)v(s)ds = g(t) < h, v >

(1.15)

a

i gi hi .

We now change our focus to differential operators. We define our Hilbert space as L(0, 1). We

define a differential operator as follows:

L:Lu=

d2 u

,

dt2

u(0) = 1 ,

u(1) = 2

We note that for differential operators, the boundary values are a necessary component to the

definition of the operator. The domain of the operator is all functions in L2 (0, 1) whose second

derivative exists and that satisfy the given boundary conditions.

1.6

Perfect Operators

Analogous to what we did with matrices, we can define the eigenproblem for operators in Hilbert

space:

L u = u

(1.16)

Consider the operator:

L:Lu=

d2 u

,

dt2

u(0) = u(1) = 0

d2 u

= u

(1.17)

dt2

Which has solutions of the form A sin( t)+B cos( t). When we apply the boundary conditions,

we see that B = 0. After applying

u(1) = 0, we get the condition that either A = 0, which gives

2 2

us a trivial solution, or sin( ) =

0. Thus, we can conclude that = n and u = sin(nt),

n = 1, 2, .... If we then let A = 2, our eigenfunctions are orthonormal. We conclude that the

above operator is perfect, as its eigenfunctions form a complete basis set of orthonormal functions.

K = p0 p0 + p1 p1

Where p0 = 1 and p1 = t, the zeroth and first order Legendre polynomials. We need to solve

the eigenequation K u = u. Lets then postulate that our eigenfunctions are also the Legendre

polynomials:

v = p0 = 1

Z

Z 1

dt + t

=

(1.18)

1

t dt

(1.19)

=2

(1.20)

v = p1 = t

Z

Z 1

t dt + t

t =

(1.21)

1

t2 dt

(1.22)

= 2/3

(1.23)

We see that higher order Legendre polynomials evaluate to zero in the eigenequation. Thus, we get

that vi = pi with 0 = 2, 1 = 2/3, and i = 0, i = 2, 3, .... We see that our eigenfunctions form a

complete basis set, thus our operator is perfect.

Example 1.6: Now lets consider a slightly different integral operator:

K = p1 p0 + p1 p1

If we again postulate that the Legendre polynomials are our eigenfunctions, we plug in p0 and see:

Z 1

Z 1

=t

dt + t

t dt

(1.24)

1

= 2t

(1.25)

We see that our left hand and right hand sides dont match up since is a constant. Thus, p0 is

not an eigenfunction of the system, and the operator is not perfect.

Lets now consider an operator L in H with (u1 , ...) orthonormal eigenfunctions that qualify as

a complete basis set. Then, for all f H, we can define the function as follows:

f=

an un ,

an =< un , f >

(1.26)

un un )f

(1.27)

n=1

Thus,

f =(

n=1

P

From this equation, we can clearly see that the resolution of the identity operator is

un un , which

we see is just a dyadic operator. Similarly, we can make an argument to find the resolution of any

operator:

Lf =L(

un un f )

(1.28)

n=1

=

=

L=

X

n=1

X

n=1

L un un f

(1.29)

n un un f

(1.30)

n un un

(1.31)

n=1

If the basis is not orthonormal, much like in the finite-dimensional case we use vn to denote a

reciprocal basis set where < vn , um >= m,n . In this case, our operator resolution is:

L=

n un vn

(1.32)

n=1

This is another profound result, analogous to what we found in finite-dimensional vector space,

that allows us to represent an arbitrary operator as a sum of dyadic integral operators via the

eigenvalues and eigenfunctions. In general, this resolution is easy to find for integral operators but

can be much tougher for differential operators.

We now define some special operators, some of which are analogous to the matrix case:

A bounded operator satisfies the condition kLk = supx6=0 Lx

x < . We note that differential

operators are typically not bounded, but integral operators have a better chance of being

bounded.

The adjoint operator satisfies the condition < v, L u >=< L v, u >.

An operator is self-adjoint if L = L.

An operator is normal if LL = L L.

An operator is compact if it can be approximated uniformly by a sequence of finite dyadic

operators.

An operator is perfect if it is both normal and compact.

For compact integral operators, we can write a solvability result similar to the Fredholm alternative

theorem. This is that L u = f has a solution if and only if < vi , f >= 0, where vi is a solution to

the equation L v = 0.

2

2.1

Overview

We now consider operators of specific interest in chemical engineering applications, the second order

differential operators. We consider the differential operator:

L u = a2 (x)

d2 u

du

+ a1 (x)

+ a0 (x)u

2

dx

dx

7

(2.1)

Defined over the interval x (a, b). We recall that to define our differential operator, we also need

boundary conditions:

1 (u) = 11 u(a) + 12 u0 (a) + 13 u(b) + 14 u0 (b) = 1

0

(2.2)

(2.3)

We require that these conditions be linearly independent, i.e, that rank() = 2. Typically, 1 will

specify conditions at just a while 2 will specify conditions at just b. We define the domain of L

as:

DL = {u H Lu H, Bi (u) = i , i = 1, 2}

(2.4)

2.2

Self-Adjoint Operators

We will find it useful to define the adjoint operator, which means that we need to find L , i , and

DL . Strictly speaking, we cannot use our previously found result for bounded operators, but we

assume that it doesnt matter and use the result anyway. Thus, to find the adjoint operator, we

solve the equation < v, L u >=< L v, u >. A linear operator is symmetric if the domain of L is

contained by the domain of L , DL DL and l = L . We also call this formally self adjoint. Two

operators are self adjoint if their domains are equal, DL = DL .

We now define a formal approach towards finding the adjoint operator. We define L such that

< V, L u > < L v, u > is only dependent on the boundary conditions, and then choose the

adjoint boundary conditions such that the difference is made zero. Consider the following function:

Z x

v (y)L u(y) dy

(2.5)

(x) =

a

Which has a similar structure to < v, L u >. Plugging in our definition of L u, we get:

Z x

Z x

Z x

du

(x) =

v (y)a0 (y)u(y)dy +

v (y)a1 (y)du +

v (y)a2 (y)d

(2.6)

dy

0

a

a

R

R

We recall the formula for integration by parts, v du = uv u dv, and use this to work on the

second and third terms:

Z x

Z x

d(v a1 )

x

v (y)a1 (y)du = v a1 u|a

u(y)

dy

(2.7)

dy

a

a

And, for the third term, we integrate by parts twice to obtain:

Z x

Z x

du

du x

d(v a2 ) x

d2 (v a2 )

v (y)a2 (y)d

= v a2 u

+

u(y)

dy

dy

dy a

dy a

dy 2

a

a

(2.8)

L v = a0 (x)v(x)

d(a1 v) d2 (a2 v)

+

dx

dx2

Z x

0 (x) =

(L v) (y)u(y)dy

a

Z x

Z x

Z x 2

d (a2 v )

d(a1 v )

=

a0 v u dy +

=

u dy +

u dy

dy

dy 2

a

a

a

8

(2.9)

(2.10)

(2.11)

Which is the same integral form as what we found from the original operator. Thus, when we get

the difference of the inner-products, we get:

d(v a2 ) b

du b

0

u

(2.12)

dy a

dy

a

Now, we need to choose i such that the above function is zero. In general, this is not unique, but

we can make it unique by choosing the largest subspace.

Example 1: Consider the second order differential operator:

d2 u

dx2

We recall from our previous definition that in this case, a2 = 1, a1 = a0 = 0. Thus:

Lu=

d2 v

(2.13)

dx2

And our operator is formally self adjoint. We now look at our conditions on the boundary functionals:

v u0 (a) v u0 (b) + v 0 u(b) v 0 u(a) = 0

(2.14)

L v =

We consider multiple cases of potential boundary conditions. For u(0) = u(1) = 0, our condition

becomes:

v u0 (0) v u0 (1) = 0

(2.15)

We know that we have not constrained the derivatives of u, which implies that v (0) = v (1) = 0,

and our operator is self-adjoint. For case 2, consider u(0) = u(1) and u0 (1) = 0. This gives the

following conditions on the boundary functionals:

u(0)(v 0 (1) v 0 (0)) v u0 (0) = 0

(2.16)

Since the remaining u terms are arbitrary, we require that v 0 (1) = v 0 (0) and v (0) = 0. Thus, our

boundary conditions are different and our operator is not self-adjoint. However, it is still formally

self-adjoint since the expression of the operator is the same.

2.3

We have now learned how to find the adjoint of an operator and check for self-adjointness. However,

it is not yet evident why this property is important. It turns out that self adjoint operators have

many attractive properties. These properties assume homogeneous boundary conditions, i = 0.

There exists an inverse operator G sucht that for a general inhomogeneous problem, Lu =

f u = Gf ., were G is a compact integral operator whose kernal is called a Greens function,

and can be found.

The eigenvalues of L are real, and its eigenfunctions form a complete orthonormal set. Thus,

we can resolve a function of the operator as:

X

f (L) =

f (i )i i

(2.17)

And we can also conclude for an initial boundary value problem, u

t = Lu, u(t = 0) = f (x):

X

u = exp(Lt)f =

exp(i t) < i , f > i

(2.18)

Thus, a self-adjoint operator is guaranteed to have a solution to both the steady and transient

problem.

9

2.4

Sturm-Liouville Operators

Lets note that the functions a are typically real, so we can drop the conjugate notation. Our

adjoint operator is then:

L v = L v = a0 (x)v(x)

d(a1 v) d2 (a2 v)

+

dx

dx2

(2.19)

a2 (x)

d2 u

du

d(a1 u) d2 (a2 u)

+ a1 (x)

+ a0 (x)u = a0 (x)u(x)

+

2

dx

dx

dx

dx2

da2

= a1

dx

(2.20)

(2.21)

Which we get from using the product rule on the left-hand side. For formal self-adjointness, our

operator L has the form:

d

du

Lu=

a2 (x)

+ a0 u(x)

(2.22)

dx

dx

When we have an operator in this form, we only need to look at the boundary functional conditions.

We can define a more general class of differential operators, the Sturm-Liouville operator, which

has the form:

du

q(x)

1 d

p(x)

+

u(x)

(2.23)

s(x) dx

dx

s(x)

Such that s, p, p0 , q are real and continuous in the domain and s, p are strictly positive in the domain.

We define this operator in the Hilbert space L2 (a, b, s(x)), such that our inner product is defined

as:

Z

b

< v, u >=

s(x)v (x)u(x)dx

(2.24)

These operators are always formally self adjoint. Our boundary functional condition is then:

(p(x)(v u0 (x) v 0 u(x)))ba = 0

Which implies that the operator is self-adjoint if and only if:

13 14

11 12

p(a)

= p(b)

23 24

21 22

(2.25)

(2.26)

L u = a2 (x)

d2 u

du

+ a1 (x)

+ a0 (x)u

2

dx

dx

(2.27)

Where ai is real and continuous and a2 is strictly positive can be transformed into Sturm-Liouville

form and is as such regular, as follows:

Z x

a1 ()

p(x) = exp

d

(2.28)

c a2 ()

p(x)

s(x) =

(2.29)

a2 (x)

q(x) = a0 (x)s(x)

(2.30)

Where c is an arbitrary point in our interval (a, b).

10

3

3.1

Solution of Boundary Value Problems

L u = f (x),

i ui

(3.1)

Where, in general, both the differential equation and the boundary conditions may be non-homogeneous.

We note, however, that we can use the principle of superposition solving the following two easy

problems:

Lu

= 0, i u

= i

(3.2)

Lu

= f (x), i u

=0

(3.3)

+u

. We note that if we

have the equation L U = 0, i u = 0, We only get a trivial solution of u = 0. This is the closest

analogy we have in function space to the case of a matrix A being non-singular and having Ax = 0.

Lets focus first on solving the homogeneous differential equation shown in equation (3.2), L u = 0.

This problem is of particular interest as it often occurs in steady-state reaction-diffusion problems

and also arises in solving the eigenproblem, if we define a new operator L0 such that L0 u = Luu.

For an arbitrary pth order operator, we can let u1 , ..., up be a set of fundamental linearly independent solutions to the problem L u = 0 with p linearly independent initial conditions, called a

fundamental system. Then, we can say that:

u=

p

X

j uj

(3.4)

j=1

Example 3.1: Consider the operator:

d2 u

=0

dx2

We need to generate an independent set of initial conditions. We specify u(0) = 1, u0 (0) = 0 to get

u1 (x) = 1. We specify a different independent set, u(0) = 0, u0 (0) = 1 to get u2 (x) = x. Thus, our

general solution is 1 +2 x. We would further specify our values based on the boundary conditions.

Example 3.2: Consider the operator:

d2 u

+ u = 0

dx2

Lets again generate a set of initial conditionsthat are easy for us to work with. If welet

u(0) = 1, u0 (0) = 0, we get that u1 (x) = cos( x). If we further let u(0) = 0, u0 (0) = ,

we get thatu2 (x) = sin( x). Thus, our general solution is the same as we have seen before,

u = 1 cos( x) + 2 sin( x).

Lets now consider the solution to problem (3.3), the inhomogeneous differential equation with

homogeneous boundary conditions. For this system, there is a solvability result analogous to the

11

Fredholm alternative theorem in vector space. The system L u = f , i u = 0 has a solution if and

only if < v, f >= 0, where v is any solution to the homogeneous adjoint problem, L v = 0. If

there is no solution to this problem, then the solution to L u = f is unique. Otherwise, we get the

solution;

p

X

u = up +

j uj

(3.5)

j=1

Where uj are the fundamental system of L, i.e. the solutions to L u = 0 with j chosen to

match the boundary conditions. Similar conditions, but a bit more complex, exist for the fully

inhomogeneous problem. However, this solution will still have the same 2-part structure.

p

X

u(x) = uI (x) +

j uj (x)

(3.6)

j=1

Where uI is the solution to the inhomogeneous differential equation with homogeneous boundary

conditions, and uj are the fundamental solutions to the homogeneous differential equation, with j

chosen to satisfy boundary conditions.

Example 3.3: Consider the inhomogeneous problem:

d2 u

= f (x)

dx2

We recall equation (6), which gives us the form of our solution. We already solved for the fundamental solutions in example 1. We solve the inhomogeneous problem by direct integration, giving

us:

Z x

uI (x) =

(x y)f (y) dy

(3.7)

0

Z

(x y)f (y) dy

u(x) = 1 + 2 x

(3.8)

Where 1 and 2 are chosen to meet our boundary conditions. Lets consider two different sets of

boundary conditions. First, lets look at Direchlet boundary conditions, u(0) = 1 , and u(1) = 2 .

Plugging in, we get:

Z

1 + 2

1 = 1

(3.9)

(1 y)f (y) dy = 2

(3.10)

This tells us that for any forcing function, we get that a solution to the problem exists and is unique.

If we look at the case of Neumann boundary conditions, u0 (0) = 1 , u0 (1) = 2 , we get:

Z 1

2 = 1 2

f (y) dy = 2

(3.11)

0

Thus, we haveR a solvability condition for these boundary conditions. Our problem is only solvable

1

if and only if 0 f (y) dy = 1 2 .

We then summarize a general result for second order operators,

L u = a2

d2 u

du

+ a1

+ a0 ,

2

dx

dx

12

i u = i

(3.12)

Z

u(x) = 1 u1 (x) + 2 u2 (x)

a

f (y) dy

a2 (y)w(x)

(3.13)

w(x) = u1 (x)u02 (x) u2 (x)u01 (x)

(3.14)

3.2

We can now use the mathematical framework from the last section to solve the eigenproblem. Lets

2

consider the second order equation, L u = ddxu2 and solve the eigenproblem L u = u. We

recall the fundamental solutions to this system, sin( x) and cos( x). We look at the boundary

conditions, and see that the system:

0 = 1 1 u1 + 2 1 u2

(3.15)

0 = 1 2 u1 + 2 2 u2

(3.16)

1 u1 1 u2

2 u1 2 u2 = 0

(3.17)

Lets consider the self-adjoint operator where u(0) = u() = 0. Using equation (3.17), we get that

0

1

(3.18)

sin( ) cos( ) = 0

Which tells us that = n2 , where n is an integer. However, when = 0, we get that u = 2 ,

which matches the boundary conditions if and only if 2 =, which is a trivial solution and as such

is not an eigenfunction.

For the remaining eigenvalues, the eigenfunctions, normalized, have the

p

form j = 2/ sin(jx). This is a complete set of orthonormal eigenfunctions.

3.3

Lets further extend our solution framework to solving time-dependent problem. This is best

exhibited by an example. Lets consider an insulated steel bar of length l. Lets consider that we

have an initial concentration profile of u(t = 0) = u0 (x), and no-flux boundary conditions such that

u0 (0) = u0 (l) = 0. It can be shown that this operator is self-adjoint. Lets now consider solving the

IBVP:

u

d2 u

= DL u, L u = 2

(3.19)

t

dx

Lets solve the eigenequation, L u = u. Using equation (3.17) with sine and cosine as our basis

function, we see that:

0 =0

(3.20)

cos( l) sin( l)

13

2 2 2

Thus, we see that 0 = sin( ).

p As such, we see

p that = n /l , with n = 0, 1, 2, .... After

normalization, we get that 0 = 1/l, and n = 2/l cos(nx/l). Looking at the general IBVP,

we recall that the solution to u

t = DL u. is:

u(x, t) = exp(tDL) u0 (x)

(3.21)

We recall that we can use our spectral resolution result to evaluate the exponential of the operator,

such that:

u(x, t) =

exp(tDi )i i u0

(3.22)

n=0

1

l

u0 (x) dx +

0

2X

exp(tDn2 2 /l2 ) cos(nx/l)

l

n=1

u0 (x) cos(nx/l) dx

(3.23)

We note a couple things about this system. First, at steady state, all of the exponential terms go

to zero and the system ends at its average value of its initial condition. Second, even far away from

steady state, the contribution of high-frequency modes is low since n2 appears in the exponential

term. Thus, as n increases, its contribution to the solution decreases very quickly. Systems with

this property are called dissapative, and the property naturally occurs in diffusion processes.

14

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