By: Shoaib Ahmed

1
 Consider the boundary value problem
u  2
u
 a2 2 (0  x  L, t  0),
t x
u (0, t )  u ( L, t )  0 (t  0),

u ( x, 0)  f ( x) (0  x  L),
 Apply the separation of variables method and seek a
solution u(x, t) = X(x)T(t)

XT   a 2 X T ,
T X 
2
 .
aT X
2
 Since x and t are independent, both sides of the
equation must equal the same constant. For instant, 
T X 
2
   .
aT X

 
 X  X  0 and T  a T  0
2

 Boundary condition:
y (0, t )  X (0)T (t )  0  X (0)  0.
t  0;
y ( L, t )  X ( L)T (t )  0  X ( L )  0.

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 The boundary value problem for X is identical with
that encountered with the wave equation, so we have
eigenvalues
n 
2 2
k  2
2

L
 and corresponding eigenfunctions
 n x  for n  1, 2, 3,
X n ( x)  d n sin  
 L 
 The differential equation for T is
a 2 n 2 2
T 2
T  0,
L

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 general solution:

Tn (t )   n e  n2 2 a 2 t L2

 Now let
 n x   n2 2 a2 t L2
un ( x, t )  X n ( x)Tn (t )  An sin  e ,
 L 
where An  d n n . for n  1, 2, 3,

 Each u n satisfies the heat equation and both boundary

conditions u (0, t )  u ( L, t )  0.

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 Initial condition: u ( x,0)  f ( x) for 0  x  L.
 
 n x   n2 2 a2 t L
u ( x, t )   un ( x, t )   An sin  e
n 1 n 1  L 

 n x 
u ( x, 0)  f ( x)   An sin  .
n 1  L 
2 L  n x 
An   f ( x) sin   dx.
L 0  L 

2   L  n    n x   n2 2a2 t L2
u ( x, t )     f ( )sin   d  sin  e .
L n 1  0
 L    L 