Past exam of the year 1 of the computer science course of the University of Oxford / 2016 / Discrete mathematics, continuous mathematics and probability (resit) / 5 / c / ii / Solution

Substitute the proposed Fourier sine series into the heat equation:Projecting onto each sine using orthogonality gives $T_n^{\prime }=-D{k}_n^2{T}_n$ for every mode with $b_n\ne 0$. The initial condition fixes $T_n(0)=1$, since $b_n$ already describes the initial amplitude. HenceFor a mode with $b_n=0$, the value of $T_n$ is immaterial and the same convention is convenient. The positive thermal diffusivity $D$ damps every mode, with higher frequencies decaying faster. For square-integrable initial data the damping justifies termwise differentiation for $t>0$ and recovery of the initial data in L2 norm convergence as $t\downarrow 0$.

The left panel illustrates the Fourier series in part (b). The right panel is a self-generated example with $D=L=1$ and ${\Theta }_0(x)=\sin (\pi x)+\frac{1}{2}\sin (3\pi x)$, showing the two normal modes decaying at rates ${\pi }^2$ and $9{\pi }^2$.