Past exam of the physics B course of the University of Cambridge / 2010 / Paper 2A / Section D / D17 / b / Solution

Separation of variables replaces a compatible partial differential equation by ordinary differential eigenvalue equations. For example, with a thermally diffusive rod, $u_t=D{u}_{xx}$, try $u=X(x)T(t)$. Wherever division is valid,The two sides depend on independent variables, so each must be constant. Homogeneous end temperatures $u(0,t)=u(L,t)=0$ give $X_n=\sin (n\pi x/L)$ and ${\lambda }_n=(n\pi /L{)}^2$. The general initial-temperature profile is represented by superposing these separated modes:Each spatial mode decays at its own rate. For a fixed-end wave equation the same spatial eigenfunctions instead have oscillatory time factors $A_n\cos (cn\pi t/L)+B_n\sin (cn\pi t/L)$, with coefficients fixed by initial displacement and velocity. Similar constructions separate Laplace's equation in suitable coordinate systems.

A single product is usually only one mode, not the most general solution. Linear superposition and completeness of the spatial eigenfunctions are what extend the method to general allowed data. Nonhomogeneous boundary values can first be removed by a known stationary or particular solution. Separation is effective when the geometry, coefficients and boundary conditions admit a common separated eigenproblem; an arbitrary nonlinear equation or inseparable geometry need not do so. Self-adjoint Sturm-Liouville problems explain the weighted orthogonality and completeness in many physical applications.