Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-oxford/2017/prelims/mathematics-v/6/b/solution

Subtract the constant steady state profile: set . Then
The last equation follows from Fourier's law and zero heat flux at the insulated end. For a nonzero separated solution , separation of variables gives
To see that for a nonzero eigenfunction, multiply the spatial equation by and use integration by parts:
Both boundary terms vanish. If the right side were zero, would be constant and would make it zero. Thus write with . Solving gives , and requires . The mixed Dirichlet-Neumann modes on an interval therefore have
The eigenvalues of are ; are their positive square roots. By superposition, with coefficients for which the resulting series and its required derivatives converge at positive times,
The eigenfunctions are orthogonal on and have squared norm . Expanding the initial excess temperature gives
Thus the requested temperature is
At the insulated endpoint cancels the alternating coefficient sign, leaving
Every summand is positive. The endpoint temperature never drops below ; it decreases towards as and starts at .
For completeness, the Sturm-Liouville eigenfunction expansion gives the initial profile in the sense. Here the coefficients are absolutely summable, so the Weierstrass M-test also gives uniform convergence on , and the initial values are recovered everywhere. For positive times the exponential factors justify all required termwise derivatives, giving a classical solution. There is, however, an initial incompatibility with a Neumann boundary condition at : the initial slope is , while the insulated Neumann boundary condition requires zero slope for . The temperature is continuous to the initial edge, but cannot extend continuously to that corner. One must not differentiate the initial series term by term at .

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