Class 24: Finite Fourier transforms continued* The example in Class 21 was based on a boundary value problem associated

with the equation d2y + ! y = 0, dx 2

(24.1)

where ! > 0 and the range was taken as 0 ! x ! 1 . For this problem it is possible to determine all eigenfunctions that are governed by homogeneous boundary conditions of Sturm-Liouville type. Standard terms employed for these boundary conditions are: Dirichlet: y ( x ) vanishes at each end of the range Neumann: y! ( x ) vanishes at each end of the range Mixed: y vanishes at one end, y! vanishes at the other Robin: at one or both ends y! + Bi y = 0 Mixed boundary conditions can obviously be embedded in the Robin case. The Robin boundary condition arises in many diffusion problems where Bi represents a Biot number (dimensionless heat transfer coefficient). Note that Bi would not necessarily be the same at each end of the range. A list of boundary conditions, and the associated orthonormal eigenfunctions, is given on p.189. In the list, (24.2) ! = 2. Note that it is sometimes convenient to replace the second of the mixed case eigenfunctions on p. 189 by

2 sin # %( 2n + 1) ! (1 " x ) 2$ &.

Some examples based on this table are given below.

REF: 2011 Lecture Notes, Professor P. A. Blythe 188

Type 1. Dirich. 2. Neum. 3. Mixed 4. Mixed 5. Robin

Bound. Conds. y ( 0) = y (1) = 0

y! ( 0 ) = y! (1) = 0 y ( 0) = y! (1) = 0 y! ( 0) = y (1) = 0

y (0) = 0 y! (1) + Biy (1) = 0 y! ( 0 ) " Biy ( 0 ) = 0 y (1) = 0 y! ( 0 ) = 0 y! (1) + Biy (1) = 0 y! ( 0 ) " Biy ( 0 ) = 0 y! (1) = 0

Eigenvalue n 2! 2 ! =0

Eigenfunction

2 sin n! x "0 = 1
" n = 2 cos n! x, n # 1

! = n 2" 2

( 2n + 1) ! 2 ( 2n + 1) ! 2

4 4

2 sin (( 2n + 1) ! x 2 ) 2 cos (( 2n + 1) ! x 2 )
2 sin n x
!1 1 2 " $1 ! 2 n sin 2n # % 1

tan n = ! Bi !1n

6. Robin

tan n = ! Bi !1n

2 sin n (1 ! x )
!1 1 2 " $1 ! 2 n sin 2n # % 2 cos n x
!1 1 2 " $1 + 2 n sin 2n # % 1

7. Robin

cot n = Bi !1n

8. Robin

!1 1 2 " $1 + 2 n sin 2n # % Table 24.1. Orthonormal eigenfunctions for (24.1)

cot n = Bi !1n

2 cos n (1 ! x )
1

Example 69 The steady state temperature distribution in rectangular coordinates is governed by Laplaces equation

#2! $
In a particular case,

" 2! " 2! + = 0. "x 2 "y 2

(24.3)

! = 0 on x = 0, ! = 1 on x = L
and

(24.4) (24.5)

! = 0 on y = 0, "! "y = 0 on y = 1.
Find the temperature distribution inside the rectangle. Solution

The boundary conditions are homogeneous in the y-direction. A separation of variables approach, with ! = X ( x ) Y ( y ), leads to

189

X "" Y "" =# =!, X Y

and the differential equation in the y-direction is of the standard form (24.1). Hence, it is convenient to take finite Fourier transforms in that direction. The boundary conditions in the y-direction correspond to result (3) in Table 24.1, and the relevant eigenfunctions are

" n = 2 sin (( 2n + 1) ! y 2 ) .
A solution of the form

(24.6)

! ( x, y ) = !! n ( x ) ! n ( y )
n=0

(24.7)

is sought where the finite Fourier transform

1

!n ( x ) =

" n ( y )! ( x, y ) dy .
0

(24.8)

Multiplying (24.3) by ! n and integrating from y = 0 to y = 1 gives

or

" 2! # n ( y ) 2 dy + "x 0

#n ( y )
0

" 2! dy = 0 "y 2
(24.9)

where

d 2!n + I2 ( x ) = 0 dx 2
1

I2 ( x ) =
Integration by parts leads to

#n ( y )
0

" 2! dy . "y 2

(24.10)

#! I2 = "n ( y ) #y

$
0

d " n #! dy . dy #y

Using !n ( 0) = 0, the boundary values (24.5), and a further integration by parts generates

" d$ n I2 = 0 % & ! dy & (

%*

# d 2$ n ! dy '. 0 dy 2 ' )
1

190

For the eigenfunctions, "! , and on y = 0 , ! = 0 . In addition, for the known n (1) = 0 eigenvalues

Hence,

d 2$ n " ( 2n + 1) ! # +% & $n = 0 . dy 2 ' 2 (

2

$ ( 2n + 1) ! % 2 I2 = & ' ( "n = &#n"n = &n"n 2 ) *

Combining (24.11) with (24.9) shows that

(24.11)

d 2! n 2 = n !n . dx 2
From the boundary conditions (24.4), which are associated with the x direction,
1

(24.12)

!n ( 0 ) = 0, !n ( L ) =
The general solution of (24.12) can be written

1#$ n ( y ) dy =
0

2 2 . ( 2n + 1)"

(24.13)

!n = an cosh n x + bn sinh n x .
Applying the boundary conditions (24.13) yields

an = 0, bn =
or

2 2 1 , " ( 2n + 1) ! sinh n L

(24.14)

!n =

sinh n x 2 2 . # ( 2n + 1)" sinh n L

(24.15)

Consequently, from (24.7) and the above results

! ( x, y ) = $
where n = ( 2n + 1) ! 2 .

sinh n x 4 # # sin n y n =0 ( 2n + 1) " sinh n L

(24.16)

191

Example 70 Solve the wave equation

! 2u ! 2u = !t 2 !x 2
subject to the initial conditions

(24.17)

u = 1, !u !t = 0 at t = 0
and the boundary conditions ( t > 0 )
u = sin t on x = 0 and u = 0 on x = 1 .

(24.18)

(24.19)

Solution Seeking a separable solution of (24.17) again generates a boundary value problem in the xdirection governed by a differential equation of the form (24.1). In this case, however, the boundary conditions are not homogeneous, but they are of Dirichlet type in which values of the dependent variable are specified at each end of the interval. Consequently, suitable eigenfunctions are defined by the result (1) listed in table 24.1. These eigenfunctions are

" n ( x ) = 2 sin n! x, n = 1, 2,... .

Applying the finite Fourier transform to the differential equation gives
1 d 2 un ! 2u = " n ( x ) 2 dx = I 2 (t ) , dt 2 # 0 !x
1 0

(24.20)

(24.21) (24.22)

where

un =

"

! n x u x, t dx .

()( )

As in the earlier examples it is necessary to evaluate I 2 using integration by parts, but now the boundary conditions are no longer homogeneous. From (24.21),
1

"u I 2 (t ) = ! n ( x ) "x

#$

d ! n "u dx 0 dx "x
1

2 ! d #n 1 " 1d # n = 0$% u $) udx & 0 dx 2 % dx 0 & ' (

= 2n! sin t " n2! 2un .

(Note that #"" n = $ n ! # n .) 192
2 2

(24.23)

From (24.21) and (24.23) it follows that

d 2 un + n2! 2un = 2n! sin t . 2 dt

The general solution of the homogeneous part of (24.24) is
unh = an cos n! t + bn sin n! t .

(24.24)

(24.25)

A particular solution of the inhomogeneous equation (24.24) can be seen to have the form

unp = kn sin t .
Direct substitution into the equation yields

(24.26)

kn = 2
so that the general solution of (24.24) is

n! n ! 2 "1
2

(24.27)

un = unh + unp = an cos n! t + bn sin n! t + 2

From the initial conditions (24.18)

n! n ! 2 "1
2

sin t .

(24.28)

un ( 0 ) = (
Therefore, from (24.8)

1 0

2 sin n! x $1dx =

2" n 1 % ( %1) # . & ' n!

an =
Consequently,

2" n 1 $ ( $1) # . & n! %

(24.29)

" # 0 for n even an = $ # %2 2 n! for n odd

Also from the initial conditions

(24.30)

so that

dun n! = 0 = n! bn + 2 2 2 dt n ! "1
bn = " 2 . n ! "1
2 2

(24.31)

193

Combining the above results gives

u x, t =

( )

4 cos 2m + 1 ! t ! 2m + 1 sin 2m + 1 ! x ! m=0 " n! sin t ! sin n! t % + 2! # & sin n! x, n 2! 2 ! 1 ' n=1 $

{(

) }

{(

) }

(24.32)

where use was made of (24.30).

194