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The steps to take to choose the functions and find the coefficients are:
- 1.
- Make the boundary conditions for the eigenfunctions homogeneous
For heat conduction in a bar, this means that if nonzero end
temperatures or heat fluxes through the ends are given, you will
need to eliminate these.
Typically, you eliminate nonzero boundary conditions for the
eigenfunctions by substracting a function u0 from u
that satisfies these boundary conditions. Since u0 only needs
to satisfy the boundary conditions, not the partial differential
equation or the initial conditions, such a function is easy to find.
If the boundary conditions are steady, you can try substracting the
steady solution, if it exists. More generally, a low degree
polynomial can be tried, say u0=A+Bx+Cx2, where the
coefficients are chosen to satisfy the boundary conditions.
Afterwards, carefully identify the partial differential equation and
initial conditions satisfied by the new unknown u-u0. (They are
typically different from the ones for u.)
- 2.
- Identify the expansion functions fn
To do this substitute a single term Cn fn into the
homogeneous partial differential equation. Then take all terms
involving fn and the corresponding independent variable to one
side of the equation, and Cn and the other independent variables
to the other side. (If that turns out to be impossible, the P.D.E.
cannot be solved using separation of variables.)
Now, since the two sides of the equation depends on different
coordinates, they must both be equal to some constant. The constant
is called the eigenvalue.
Setting the fn-side equal to the eigenvalue gives an ordinary
differential equation you get the eigenfunctions fn from. In
particular, you get the complete set of eigenfunctions fn by
finding all possible solutions to this ordinary differential
equation. (If the ordinary differential equation problem for the
fn turns out to be a regular Sturm-Liouville problem of the type
described in the next section, the method is guaranteed to work.)
The equation for the Cn is usually safest ignored. They probably
taught you in your undergraduate classes to also solve for the
Cn, but this only works for homogeneous P.D.E.s. If you
insist on solving it instead of what is recommended here, please
remember that the eigenfunctions fn do not have
undetermined constants, but the coefficients Cn do. It are
the undetermined constants in Cn that allow you to satisfy the
initial conditions. They probably did not make this fundamental
difference between the functions fn and the coefficients Cn
clear in your undergraduate classes.
There is one case in which you do need to use the equation for the
Cn: in problems with more than two independent variables, where
you want to expand the Cn themselves in a generalized Fourier
series. That would be the case for the pipe wall without axial
symmetry. Simply repeat the above separation of variables process
for the P.D.E. satisfied by the Cn.
- 3.
- Find the coefficients
Now find the Fourier coefficients Cn (or Cmn for three
independent variables) by putting the Fourier series expansion into
the P.D.E. and initial conditions.
While doing this, you will also need to expand the initial condition
and any inhomogeneous term in the P.D.E. into a Fourier series of
the same form. You can find the coefficients of these Fourier
series using the orthogonality property described in
the next section.
You will find that the P.D.E. produces ordinary differential
equations for the individual coefficients. And the integration
constants in solving those equations follow from the initial
conditions.
(For homogeneous P.D.E.s, the ordinary differential equations
will be the same as those found in the previous step.)
Afterwards you can play around with the solution to get other
equivalent forms. For example, you can interchange the order of
summation and integration (which results from the orthogonality
property) to put the result in a Green's function form, etcetera.
Next: Sturm-Liouville Problems
Up: Procedure
Previous: Limitations
11/15/00 0:05:24