6 Heat PDE on semi-infinite domain (1D)

6.1 Logan p. 76
6.2 nonhomogeneous BC
6.3 I.C. not at zero
6.4 nonhomogeneous BC
6.5 nonhomogeneous BC
6.6 nonhomogeneous B.C.
6.7 Unit triangle I.C.
6.8 I.C. not at \(t=0\)

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6.1 Logan p. 76

problem number 66

This is problem at page 76 from David J Logan text book.

Solve the heat equation for \(x>0,t>0\) \[ \frac { \partial u}{\partial t} = \frac { \partial ^2 u}{\partial x^2} \] The boundary conditions are \(u(0,t)=f(t)\) and initial conditions \(u(x,0)=0\)

Mathematica

ClearAll[u, t, x, f]; 
 pde = D[u[x, t], t] == D[u[x, t], {x, 2}]; 
 bc = u[0, t] == f[t]; 
 ic = u[x, 0] == 0; 
 sol = AbsoluteTiming[TimeConstrained[DSolve[{pde, bc, ic}, u[x, t], {x, t}, Assumptions -> {t > 0, x > 0}], 60*10]]; 
 sol = sol /. {K[2] -> z}
 

\[ \left \{\left \{u(x,t)\to \frac {x \int _0^t \frac {f(z) e^{-\frac {x^2}{4 (t-z)}}}{(t-z)^{3/2}} \, dz}{2 \sqrt {\pi }}\right \}\right \} \]

Maple

unassign('L,u,t,x'); 
interface(showassumed=0); 
pde:=diff(u(x,t),t)=diff(u(x,t),x$2); 
ic:=u(x,0)=0; 
bc:=u(0,t)=f(t); 
cpu_time := timelimit(60*10,CodeTools[Usage](assign('sol', pdsolve([pde,ic,bc],u(x,t),HINT = boundedseries) assuming t>0,x>0),output='realtime'));
 

\[ u \left ( x,t \right ) =1/2\,{\frac {x}{\sqrt {\pi }}\int _{0}^{t}\!{\frac {f \left ( \zeta \right ) }{ \left ( t-\zeta \right ) ^{3/2}}{{\rm e}^{-{\frac {{x}^{2}}{4\,t-4\,\zeta }}}}}\,{\rm d}\zeta } \]

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6.2 nonhomogeneous BC

problem number 67

Solve the heat equation \[ \frac { \partial u}{\partial t} = k \frac { \partial ^2 u}{\partial x^2} \] For \(x>0\) and \(t>0\). The boundary conditions is \(u(0,t)=1\) and And initial condition \(u(x,0)=0\)

Mathematica

ClearAll[u, t, x, k]; 
 pde = D[u[x, t], t] == k*D[u[x, t], {x, 2}]; 
 bc = u[0, t] == 1; 
 ic = u[x, 0] == 0; 
 sol = AbsoluteTiming[TimeConstrained[DSolve[{pde, bc, ic}, u[x, t], {x, t}, Assumptions -> {t > 0, k > 0, x > 0}], 60*10]];
 

\[ \left \{\left \{u(x,t)\to \text {Erfc}\left (\frac {x}{2 \sqrt {k t}}\right )\right \}\right \} \]

Maple

 
L:='L'; u:='u'; t:='t'; x:='x';k:='k'; 
interface(showassumed=0); 
pde:=diff(u(x,t),t)=k*diff(u(x,t),x$2); 
ic:=u(x,0)=0: 
bc:=u(0,t)=1; 
cpu_time := timelimit(60*10,CodeTools[Usage](assign('sol', pdsolve([pde,ic,bc],u(x,t),HINT = boundedseries) assuming t>0,x>0,k>0),output='realtime'));
 

\[ u \left ( x,t \right ) =1-\erf \left ( 1/2\,{\frac {x}{\sqrt {t}\sqrt {k}}} \right ) \]

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6.3 I.C. not at zero

problem number 68

Added December 20, 2018.

From https://www.mapleprimes.com/posts/209970-Exact-Solutions-For-PDE-And-Boundary--Initial-Conditions-2018

Solve the heat equation for \(u(x,t)\) \[ \frac { \partial u}{\partial t}= \frac {1}{4} \frac { \partial ^2 u}{\partial x^2} \] With initial condition \[ u(x,t_0)= 10; \] And boundary conditions \[ u(-x_0,t) = 0 \] For \(x>|x_0|\) and \(t>|t_0|\).

Mathematica

ClearAll[x, t, x0, t0]; 
 pde = D[u[x, t], t] == (1/4)*D[u[x, t], {x, 2}]; 
 bc = u[-x0, t] == 0; 
 ic = u[x, t0] == 10; 
 sol = AbsoluteTiming[TimeConstrained[DSolve[{pde, bc, ic}, u[x, t], x, t, Assumptions -> {t > Abs[t0], x > Abs[x0]}], 60*10]];
 

\[ \text {Failed} \] due to IC/BC not zero

Maple

x:='x'; u:='u'; t:='t'; 
pde := diff(u(x, t), t) = (1/4)*(diff(u(x, t), x$2)); 
bc := u(-x0, t) = 0; 
ic := u(x, t0) = 10; 
cpu_time := timelimit(60*10,CodeTools[Usage](assign('sol', pdsolve([pde, bc,ic],u(x,t)) assuming x>abs(x0), t>abs(t0)),output='realtime'));
 

\[ u \left ( x,t \right ) =10\,\erf \left ( {\frac {x+{\it x0}}{\sqrt {t-{\it t0}}}} \right ) \]

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6.4 nonhomogeneous BC

problem number 69

Solve the heat equation \[ \frac { \partial u}{\partial t} = k \frac { \partial ^2 u}{\partial x^2} \] For \(x>0\) and \(t>0\). The boundary conditions is \(u(0,t)=\mu \) and And initial condition \(u(x,0)=\lambda \)

Mathematica

ClearAll[u, t, x, k, lambda, mu]; 
 pde = D[u[x, t], t] == k*D[u[x, t], {x, 2}]; 
 bc = u[0, t] == lambda; 
 ic = u[x, 0] == mu; 
 sol = AbsoluteTiming[TimeConstrained[DSolve[{pde, bc, ic}, u[x, t], {x, t}, Assumptions -> {t > 0, k > 0, x > 0}], 60*10]];
 

\[ \left \{\left \{u(x,t)\to \mu \text {Erf}\left (\frac {x}{2 \sqrt {k t}}\right )+\lambda \text {Erfc}\left (\frac {x}{2 \sqrt {k t}}\right )\right \}\right \} \]

Maple

 
L:='L'; u:='u'; t:='t'; x:='x';mu:='mu';lambda:='lambda';k:='k'; 
interface(showassumed=0); 
pde:=diff(u(x,t),t)=k*diff(u(x,t),x$2); 
ic:=u(x,0)=mu: 
bc:=u(0,t)=lambda; 
cpu_time := timelimit(60*10,CodeTools[Usage](assign('sol', pdsolve([pde,ic,bc],u(x,t),HINT = boundedseries) assuming t>0,x>0,k>0),output='realtime'));
 

\[ u \left ( x,t \right ) = \left ( -\lambda +\mu \right ) \erf \left ( 1/2\,{\frac {x}{\sqrt {t}\sqrt {k}}} \right ) +\lambda \]

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6.5 nonhomogeneous BC

problem number 70

From Mathematica DSolve help pages. Solve the heat equation for \(u(x,t)\) on half the line \(x>0\) and \(t>0\) \[ \frac { \partial u}{\partial t}= \frac { \partial ^2 u}{\partial x^2} \] With initial condition \[ u(x,0)= \cos x \] And boundary conditions \[ u(0,t)= 1 \]

Mathematica

ClearAll[u, x, t]; 
 pde = D[u[x, t], t] == D[u[x, t], {x, 2}]; 
 ic = u[x, 0] == Cos[x]; 
 bc = u[0, t] == 1; 
 sol = AbsoluteTiming[TimeConstrained[FullSimplify[DSolve[{pde, ic, bc}, u[x, t], {x, t}]], 60*10]];
 

\[ \left \{\left \{u(x,t)\to \begin {array}{cc} \{ & \begin {array}{cc} \frac {i e^{-\frac {x^2}{4 t}} \left (\text {DawsonF}\left (\frac {2 t-i x}{2 \sqrt {t}}\right )-\text {DawsonF}\left (\frac {2 t+i x}{2 \sqrt {t}}\right )\right )}{\sqrt {\pi }}+\text {Erfc}\left (\frac {x}{2 \sqrt {t}}\right ) & x>0 \\ \text {Indeterminate} & \text {True} \\\end {array} \\\end {array}\right \}\right \} \]

Maple

x:='x'; u:='u'; t:='t'; 
pde := diff(u(x, t), t)=diff(u(x, t), x$2); 
ic:=u(x,0)=cos(x); 
bc:=u(0,t)=1; 
cpu_time := timelimit(60*10,CodeTools[Usage](assign('sol',pdsolve([pde,ic,bc],u(x,t)) assuming t>0 and x>0),output='realtime'));
 

\[ u \left ( x,t \right ) =1/2\,\erf \left ( 1/2\,{\frac {2\,it+x}{\sqrt {t}}} \right ) {{\rm e}^{-t+ix}}-\erf \left ( 1/2\,{\frac {x}{\sqrt {t}}} \right ) -1/2\,\erf \left ( 1/2\,{\frac {2\,it-x}{\sqrt {t}}} \right ) {{\rm e}^{-t-ix}}+1 \]

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6.6 nonhomogeneous B.C.

problem number 71

Solve the heat equation for \(u(x,t)\) on half the line \(x>0\) and \(t>0\) \[ u_t = k u_{xx} \] With initial condition \[ u(x,0)=0 \] And boundary conditions \(u(0,t)=t\). Solution is bounded at infinity.

Mathematica

ClearAll[u, x, t]; 
 pde = D[u[x, t], t] == k*D[u[x, t], {x, 2}]; 
 ic = u[x, 0] == 0; 
 bc = u[0, t] == t; 
 sol = AbsoluteTiming[TimeConstrained[DSolve[{pde, ic, bc}, u[x, t], {x, t}, Assumptions -> {k > 0, x > 0, t > 0}], 60*10]];
 

\[ \left \{\left \{u(x,t)\to \frac {\left (2 k t+x^2\right ) \text {Erfc}\left (\frac {x}{2 \sqrt {k t}}\right )-\frac {2 x \sqrt {k t} e^{-\frac {x^2}{4 k t}}}{\sqrt {\pi }}}{2 k}\right \}\right \} \]

Maple

x:='x'; u:='u'; t:='t'; k:='k'; 
interface(showassumed=0); 
pde := diff(u(x, t), t)=k*diff(u(x, t), x$2); 
ic:=u(x,0)=0; 
bc:=u(0,t)=t; 
assume(x>0); 
assume(t>0); 
assume(k>0); 
cpu_time := timelimit(60*10,CodeTools[Usage](assign('sol',pdsolve([pde,ic,bc],u(x,t))),output='realtime'));
 

\[ u \left ( x,t \right ) =-{\frac {1}{k\,\sqrt {\pi }} \left ( \sqrt {k}\sqrt {t}{{\rm e}^{-1/4\,{\frac {{x}^{2}}{k\,t}}}}x+\sqrt {\pi } \left ( \erf \left ( 1/2\,{\frac {x}{\sqrt {k}\sqrt {t}}} \right ) -1 \right ) \left ( k\,t+1/2\,{x}^{2} \right ) \right ) } \]

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6.7 Unit triangle I.C.

problem number 72

From Mathematica DSolve help pages. Solve the heat equation for \(u(x,t)\) on half the line \(x>0\) and \(t>0\) \[ \frac { \partial u}{\partial t}= \frac { \partial ^2 u}{\partial x^2} \] With initial condition \[ u(x,0)= \text {UnitTriagle[x-3]} \] And boundary conditions \[ \frac { \partial u}{\partial x}(0,t)= 0 \]

Mathematica

ClearAll[u, x, t]; 
 pde = D[u[x, t], t] == D[u[x, t], {x, 2}]; 
 ic = u[x, 0] == UnitTriangle[x - 3]; 
 bc = Derivative[1, 0][u][0, t] == 0; 
 sol = AbsoluteTiming[TimeConstrained[DSolve[{pde, ic, bc}, u[x, t], {x, t}], 60*10]];
 

\[ \left \{\left \{u(x,t)\to \begin {array}{cc} \{ & \begin {array}{cc} \frac {1}{2} \left (\frac {\text {Erf}\left (\frac {\left | x-4\right | }{2 \sqrt {t}}\right ) (x-4)^2}{\left | 4-x\right | }+(x+2) \text {Erf}\left (\frac {x+2}{2 \sqrt {t}}\right )-2 (x+3) \text {Erf}\left (\frac {x+3}{2 \sqrt {t}}\right )+(x+4) \text {Erf}\left (\frac {x+4}{2 \sqrt {t}}\right )-\frac {2 (x-3)^2 \text {Erf}\left (\frac {\left | x-3\right | }{2 \sqrt {t}}\right )}{\left | 3-x\right | }+\frac {(x-2)^2 \text {Erf}\left (\frac {\left | x-2\right | }{2 \sqrt {t}}\right )}{\left | 2-x\right | }+\frac {2 \left (e^{-\frac {(x-4)^2}{4 t}}-2 e^{-\frac {(x-3)^2}{4 t}}+e^{-\frac {(x-2)^2}{4 t}}+e^{-\frac {(x+2)^2}{4 t}}-2 e^{-\frac {(x+3)^2}{4 t}}+e^{-\frac {(x+4)^2}{4 t}}\right ) \sqrt {t}}{\sqrt {\pi }}\right ) & x>0 \\ \text {Indeterminate} & \text {True} \\\end {array} \\\end {array}\right \}\right \} \]

Maple

x:='x'; u:='u'; t:='t'; 
pde := diff(u(x, t), t)=diff(u(x, t), x$2); 
ic:=u(x,0)=piecewise( x>2 and x<3,-2+x, x>3 and x<4, 4-x, 0); 
bc:=(D[1](u))(0,t)=0; 
cpu_time := timelimit(60*10,CodeTools[Usage](assign('sol',pdsolve([pde,ic,bc],u(x,t)) assuming t>0 and x>0),output='realtime'));
 

\[ u \left ( x,t \right ) ={\frac {1}{\sqrt {\pi }\sqrt {t}} \left ( t{{\rm e}^{-1/4\,{\frac { \left ( -4+x \right ) ^{2}}{t}}}}-2\,t{{\rm e}^{-1/4\,{\frac { \left ( -3+x \right ) ^{2}}{t}}}}+t{{\rm e}^{-1/4\,{\frac { \left ( -2+x \right ) ^{2}}{t}}}}+t{{\rm e}^{-1/4\,{\frac { \left ( 2+x \right ) ^{2}}{t}}}}+t{{\rm e}^{-1/4\,{\frac { \left ( 4+x \right ) ^{2}}{t}}}}-2\,t{{\rm e}^{-1/4\,{\frac { \left ( x+3 \right ) ^{2}}{t}}}}+1/2\, \left ( \left ( -4+x \right ) \erf \left ( 1/2\,{\frac {-4+x}{\sqrt {t}}} \right ) + \left ( -2\,x+6 \right ) \erf \left ( 1/2\,{\frac {-3+x}{\sqrt {t}}} \right ) + \left ( -2+x \right ) \erf \left ( 1/2\,{\frac {-2+x}{\sqrt {t}}} \right ) + \left ( 2+x \right ) \erf \left ( 1/2\,{\frac {2+x}{\sqrt {t}}} \right ) + \left ( 4+x \right ) \erf \left ( 1/2\,{\frac {4+x}{\sqrt {t}}} \right ) -2\,\erf \left ( 1/2\,{\frac {x+3}{\sqrt {t}}} \right ) \left ( x+3 \right ) \right ) \sqrt {t}\sqrt {\pi } \right ) } \]

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6.8 I.C. not at \(t=0\)

problem number 73

Added December 20, 2018.

Taken from https://www.mapleprimes.com/posts/209970-Exact-Solutions-For-PDE-And-Boundary--Initial-Conditions-2018

Solve for \(u(x,t)\) for \(t>0,x>0\) \[ u_t= \frac {1}{4} u_{xx} \] With initial condition \[ u(x,t_0)= 10 e^{-x^2} \] And boundary conditions \[ \frac { \partial u}{\partial x}(x_0,t)= 0 \]

Mathematica

ClearAll[u, x, t, x0, t0]; 
 pde = D[u[x, t], t] == (1*D[u[x, t], {x, 2}])/4; 
 ic = u[x, t0] == 10*Exp[-x^2]; 
 bc = Derivative[1, 0][u][x0, t] == 0; 
 sol = AbsoluteTiming[TimeConstrained[DSolve[{pde, ic, bc}, u[x, t], {x, t}, Assumptions -> {x > 0, t > 0}], 60*10]];
 

\[ \text {Failed} \]

Maple

x:='x'; u:='u'; t:='t';x0:='x0';t0:='t0'; 
pde := diff(u(x, t), t) = 1/4*(diff(u(x, t), x$2)); 
bc := eval( diff(u(x,t),x),x=x0)=0; 
ic := u(x,t0)=10*exp(-x^2); 
cpu_time := timelimit(60*10,CodeTools[Usage](assign('sol',pdsolve([pde, bc,ic],u(x,t)) assuming x>0,t>0),output='realtime'));
 

\[ u \left ( x,t \right ) =5\,{\frac {1}{\sqrt {t-{\it t0}+1}} \left ( {{\rm e}^{4\,{\frac {{\it x0}\, \left ( -x+{\it x0} \right ) }{-t+{\it t0}-1}}}}\erf \left ( {\frac { \left ( {\it t0}-t+1 \right ) {\it x0}-x}{\sqrt {t-{\it t0}+1}\sqrt {t-{\it t0}}}} \right ) +{{\rm e}^{4\,{\frac {{\it x0}\, \left ( -x+{\it x0} \right ) }{-t+{\it t0}-1}}}}+\erf \left ( {\frac { \left ( -t+{\it t0}-1 \right ) {\it x0}+x}{\sqrt {t-{\it t0}+1}\sqrt {t-{\it t0}}}} \right ) +1 \right ) {{\rm e}^{{\frac {{x}^{2}}{-t+{\it t0}-1}}}}} \]