Diffusion Equation PDE: Solving for u(x, t) with Initial Condition e^(-x^2)

In summary, the given equation is a diffusion equation with an initial condition. The general solution to this type of equation is given by an integral involving the initial condition and a kernel function. Integration by parts and simplification of the integrand does not lead to a solution. Instead, a Fourier transform approach is suggested as it may yield a simpler solution.
  • #1
StewartHolmes
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Homework Statement


Solve
[tex]u_{tt} - 4u_{xx} = 0[/tex], [tex] x \in \mathbb{R}, t > 0 [/tex]
[tex]u(x, 0) = e^{-x^2} [/tex], [tex] x \in \mathbb{R} [/tex]

Homework Equations


General solution to the diffusion equation:
[tex]u(x, t) = \frac{1}{\sqrt{4\pi kt}} \int\limits_{-\infty}^{\infty} e^\frac{{-(x - y)^2}}{4kt} \varphi(y) \, dy[/tex]

The Attempt at a Solution


[tex] u(x, t) = \frac{1}{\sqrt{4\pi kt}} \int\limits_{-\infty}^{\infty} e^\frac{{-(x - y)^2}}{4kt} e^{-y^2} [/tex]

That's about as good as I've got. Integration by parts gets me no further. I've tried to combine the exponents in the integrand, but that leaves me with
[tex] - \frac{x^2 + y^2 - 2xy + 4kty^2}{4kt} [/tex]
I have an example in a textbook where they do similar, then complete the square so that they can substitute [tex]p[/tex], then integrate [tex]\int\limits_{-\infty}^{\infty}e^{-p^2} \, dp[/tex] as [tex]\sqrt{\pi}[/tex]... but I can't complete the square in this case.
 
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  • #2
Start from scratch, it'll be easier. Take Fourier transforms w.r.t x of the PDE and the initial condition, then look for the inverse transform.
 

FAQ: Diffusion Equation PDE: Solving for u(x, t) with Initial Condition e^(-x^2)

What is the diffusion equation PDE?

The diffusion equation PDE is a partial differential equation that describes the process of diffusion, which is the movement of particles from an area of high concentration to an area of low concentration. It is commonly used in physics, chemistry, and engineering to model the spread of heat, mass, or other quantities through a medium.

What is the mathematical form of the diffusion equation PDE?

The diffusion equation PDE is typically written as ∂u/∂t = D∇²u, where u is the quantity being diffused, t is time, and D is the diffusion coefficient. This equation relates the rate of change of u with respect to time to the second derivative of u with respect to space.

What are the boundary conditions for the diffusion equation PDE?

The boundary conditions for the diffusion equation PDE specify the values of u at the boundaries of the system being modeled. These conditions can be either Dirichlet boundary conditions, where the value of u is specified at the boundary, or Neumann boundary conditions, where the derivative of u with respect to space is specified at the boundary.

How is the diffusion equation PDE solved?

The diffusion equation PDE can be solved using various numerical methods, such as finite difference, finite element, or spectral methods. These methods discretize the equation and solve it iteratively to approximate the solution at different points in space and time. Analytical solutions can also be obtained for simpler forms of the diffusion equation PDE.

What are some applications of the diffusion equation PDE?

The diffusion equation PDE has a wide range of applications, including modeling heat transfer in materials, chemical reactions in solutions, and the spread of pollutants in the environment. It is also used in finance to model the diffusion of stock prices and in biology to model the spread of diseases through a population.

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