Use separation of variables with on a region where the factors do not vanish. The equation becomes , so
The separated equations are and , giving . Choosing gives the nonconstant real solution
Although the division used , the resulting solution extends smoothly across and directly satisfies everywhere.
For the heat equation , separation of variables with homogeneous Neumann boundary condition at both ends gives spatial modes and decay factors . The mode is constant and does not decay.
The initial profile already contains only two such modes:
Evolving each mode therefore yields
The endpoint derivatives vanish, and substitution checks both the equation and the initial profile. The spatial integral remains : no heat escapes through insulated ends, so the limiting uniform temperature is .
Figure 1.
Insulated and zero-temperature endpoints evolve the same initial heat profile differently
. Original mode calculations. Both panels start from the same squared sine. Insulated endpoints conserve the mean temperature and approach ; zero-temperature endpoints remove heat and the profile decays to zero. Times are expressed as . Details.
For the nonconstant boundary data, use separation of variables in polar coordinates and put . Laplace's equation reduces to
This Cauchy-Euler equation has independent solutions and . Unlike a disk containing the origin, the annulus permits both. The zero inner boundary value requires , and the outer value requires . Hence
Substituting gives zero, while gives . This is the Dirichlet problem on an annulus for one Fourier mode; no other angular mode is needed.
For the changed inner boundary value, use superposition to add a radial harmonic function that is at and zero at . The radial zero-mode equation is , giving . Imposing the two constant boundary values gives
Therefore the second answer is
The logarithmic term is independent of , so it changes only the angular average of the electric potential. Both answers are unique for these Dirichlet boundary conditions, by uniqueness for Laplace's equation.
Steady state. In the heat equation, time independence makes the second spatial derivative zero. The two endpoint temperatures therefore determine the linear profile
Insulation is along the sides; the endpoint reservoirs can still exchange heat with the rod.
Transient solution. Subtract the steady profile before applying separation of variables: let . Then , and for . Writing gives
The homogeneous Dirichlet boundary conditions exclude and select the eigenfunctions with eigenvalues , . Their orthogonality gives the Fourier sine series coefficients
Here integration by parts uses . Thus
Every summand satisfies the heat equation and the homogeneous endpoint conditions, while the steady profile supplies the prescribed endpoint values. The initial Fourier sine series equals in the open interval. At the initially cold rod and the suddenly imposed hot endpoint are incompatible; the formula describes the prescribed data for and the initial limit at interior points.
Heat absorption. Integrating in kills the even modes. With , the total heat relative to the initial state is
Consequently the net rate of heat absorption is
For each , any fixed number of differentiated modes is bounded by a polynomial in times . These bounds have finite sums, proving absolute convergence, uniform convergence on such time intervals and the validity of the integration and differentiation. In particular the displayed rate is finite for every , positive when , and tends to zero as equilibrium is approached. The same answer follows from the heat equation balance ; this subtracts loss at the cold endpoint from input at the hot endpoint.
For a nonzero separated solution , separation of variables gives and . The endpoint conditions require and . Thus the mixed Dirichlet-Neumann modes on an interval have , . Their squared L2 norms are , so the initial Fourier coefficients are
The integration uses and . Therefore
At positive time the series can be differentiated termwise and satisfies both homogeneous endpoint conditions for . At time zero it recovers , so recovers the initial zero temperature. If , the prescribed derivative at is incompatible with differentiating the initial zero profile; the temperature is still continuous there, while its spatial derivative has a corner layer. At long times the decaying modes leave .
Figure 1.
Heating a bar through one end while the other end stays at zero temperature
. Original dimensionless temperature profiles at several diffusion times. The eventual linear profile has the imposed unit derivative at the heated end. Details.
With constant positive thermal diffusivity , no internal heat source and one spatial coordinate, the heat equation is
Separation of variables makes each spatial mode decay by . The endpoint conditions determine whether the initial triangular profile is expanded in a Fourier sine series or a Fourier cosine series.
Figure 1.
The same triangular initial temperature with cooled and insulated ends
. Original heat-equation solutions for several dimensionless times. Fixed zero-temperature ends cool the bar to zero; insulated ends preserve its initial mean and approach a uniform temperature. Details.
Set in the heat equation. Separation of variables gives . Zero endpoint temperatures impose Dirichlet boundary conditions , selecting for . The separated factors can therefore be chosen as
Zero and negative separation eigenvalues give only the zero spatial solution under these boundary conditions.
The initial profile is continuous and triangular, with midpoint height . Its Fourier sine series coefficients are
Consequently the heat flow from a triangular initial temperature is
For , each summand has magnitude at most . The Weierstrass M-test proves absolute and uniform convergence. The initial Fourier sine series equals the continuous piecewise smooth profile, and for the exponential factors justify termwise spatial and time differentiation on every time interval bounded away from zero.
Figure 1.
Cooling of a bar with a triangular initial temperature profile
. Original normalized solution snapshots, with horizontal coordinate , temperature divided by its initial maximum , and time . Both endpoints remain at zero while the midpoint corner is smoothed. Details.
Separation of variables in the wave equation with fixed endpoints selects and angular frequencies , . The time factors may be chosen as , . By Fourier sine series orthogonality, the initial data give
Hence . The factor in is required because differentiating the time sine supplies .
The given displacement is a symmetric triangular tent: it is zero at both endpoints and has height at . Integrating each linear half gives . Release from rest gives , so the midpoint-plucked fixed-end string is
Only odd modes occur, by symmetry about the midpoint. The initial slope corner makes this a finite-energy weak solution; it is a classical solution away from the propagating corner lines.
Figure 1.
Initial triangular pluck and later shapes of a fixed-end string
. Original normalized displacement and modal predictions. The initial tent reaches one at the midpoint; snapshots use time . The string passes through a straight configuration at and reverses its initial displacement at . Details.
For Laplace's equation in polar coordinates, put . Separation of variables gives and . Periodicity selects integers . For , the radial solutions are ; for , they are , while a term linear in is excluded by periodicity. Their superposition is
Inside the disk, boundedness at the origin removes the logarithm and all negative powers. The separately biased semicircular boundary values have mean , no nonconstant cosine coefficients, and sine coefficients for odd , zero for even . The disk potential with two semicircular boundary values is therefore
Put . The odd logarithmic series sums to . The quotient has positive real part for , so its argument is the principal arctangent of . Taking imaginary parts gives
The boundary limits away from the two voltage jumps are . Along the diameter through a jump the value is the mean; incompatible adjacent boundary limits prevent a continuous extension at the junctions.
Figure 1.
Harmonic potential inside a disk with two semicircular boundary voltages
. Original normalized example with upper voltage and lower voltage . White circles mark the two boundary jumps; the black curves are equipotentials. Details.
Separation of variables gives and . The periodic matching of both the function and its first derivative selects , with the constant mode at . Thus the periodic diffusion on a circle solution is
where the Fourier coefficients of the initial function are
The formula for also gives at . The constant mode preserves the initial spatial mean; every nonconstant Fourier mode decays. For initial data in L2 space, the series approaches those data in L2 space as and is smooth at positive times.
Use separation of variables . The fixed-end Dirichlet boundary conditions select , , and each mode satisfies . In the physical resistance range , all normal modes are underdamped, with . The modal factor normalized by , is
Consequently the linearly damped string has solution
The coefficients are those of the initial Fourier sine series. Differentiating each normalized modal factor at zero confirms that the string starts from rest. Suitable initial data give convergence in the string's energy space; the piecewise linear profile here need not give a twice differentiable solution along every characteristic from its corner.
For the specified tent profile, integrating its two linear pieces by parts gives
For example the first piece gives , and the second gives the opposite cosine term and the same sine term. Hence
The zero even coefficients also follow from reflection symmetry about the midpoint. This is the Fourier sine series of a symmetric tent. If were read without the physical assumption , the same modal solution extends by replacing imaginary-frequency sine and cosine by their hyperbolic counterparts, and taking when .
Figure 1.
Evolution of a tent-shaped string released from rest with linear damping
. Details.
Set and multiply the Laplace equation by . Separation of variables gives
With , the angular equation is . Regularity at both poles selects the Legendre polynomials and . The radial Cauchy-Euler equation has solutions . Expanding the angular data in this complete orthogonal system therefore gives
with the usual convergence required of a harmonic expansion on the region considered. Angular Legendre functions singular at the poles are excluded.
For , the outer data have expansion , while the inner data are pure . Thus only degrees zero and two are needed. A radial interpolation matching each pair of boundary values gives
The first term is a linear combination of and takes values at the two radii. The second is a combination of and takes values zero and . These checks establish both boundary conditions; each term is harmonic. The maximum principle for harmonic functions gives uniqueness. This is an example of axisymmetric harmonic interpolation between concentric spheres.
Since the endpoints represent the same point of the tube, both density and diffusive flux must match. For a positive diffusion coefficient , the periodic boundary conditions are
For separation of variables, periodic spatial modes solve and have time factors . The constant mode has no decay. The periodic diffusion on a circle solution is therefore
where the Fourier coefficients are
The expression for includes .
The specified profile is even, so . Its mean follows from , giving . For , two integrations by parts give
Consequently
All nonconstant normal modes decay for , so the density becomes uniform:
The conserved total amount is . The initial cusp at zero is compatible with an L2 space solution and is immediately smoothed by diffusion. At there would be no relaxation, so positivity is needed for this long-time conclusion.
Use separation of variables, , in the Laplace equation in polar coordinates. Dividing by gives
Single-valued -periodic angular factors have integer . For , they are , and the radial equation has solutions . The zero angular mode gives . These separated products give the requested solutions; arbitrary sums may use independent coefficients for each radial-angular combination.
Boundedness at the origin removes the logarithm and all negative radial powers. The boundary function is even, so its sine Fourier coefficients vanish. With the convention , its Fourier coefficients are
Thus the bounded interior harmonic extension is
For the series and its derivatives converge locally uniformly, so it is harmonic. It is a rotated and scaled instance of the harmonic measure of a semicircle in a disk. For example, summing the power series for the complex arctangent, or differentiating the following expression, gives the equivalent real form
This also proves boundedness directly.
At the two jumps, the boundary interpretation matters. At every continuity point the radial limit equals the prescribed value. At , the radial limit is , the midpoint of the two one-sided values. Consequently for there is no harmonic solution continuous on the closed disk with exactly the printed boundary values. The standard bounded Dirichlet problem imposes the trace away from the jumps, or almost everywhere; assigning zero separately at those two boundary points does not alter the interior solution.
For uniqueness let . Formally the divergence theorem applied to gives
For continuous zero boundary data, this immediately forces . With the actual discontinuous data, one should justify the two exceptional points rather than assume finite Dirichlet energy there. Let and choose a cutoff which is zero within of those points, one beyond , and linear in logarithmic distance between. Its gradient satisfies . Applying the divergence theorem to gives
The resulting energy tends to zero. Hence on every compact subset and is constant; its zero boundary trace on the open arcs makes it zero. This is the logarithmic cutoff proof of harmonic uniqueness with finitely many boundary exceptions.
For the exterior harmonic extension of disk boundary data, boundedness instead excludes and the logarithm. The same boundary coefficients give
This is , using inversion in a circle. Its limit at infinity is . To see why that value is forced independently of this construction, average any bounded exterior harmonic function over a circle. The mean satisfies , hence is . Boundedness forces , and the boundary mean fixes . A constant limit at infinity must therefore be .
Finally suppose two bounded exterior solutions have this limit. Their difference tends to zero. Under planar inversion in a circle, it is bounded and harmonic near the origin, so the isolated point there is removable. Its local expansion gives , in the original exterior. Apply the preceding divergence theorem energy argument on , with logarithmic cutoffs at the two boundary jumps. After removing those cutoffs, the inner boundary term vanishes; the outer one is . Letting forces , and the zero limit gives . Thus the bounded exterior solution is unique as well.
The substitution separates the uniform equilibrium from the decaying perturbation. Direct differentiation gives
Consequently the reaction-diffusion equation reduces to the heat equation . Its data become
When the three constants coincide, the Dirichlet boundary conditions for are homogeneous. Separation of variables gives and , selecting the normal modes for . Thus
Two integrations by parts give , while the constant term uses . Therefore the Fourier sine series is
For , its first coefficient is nonzero. Multiplying by and retaining the slowest-decaying mode gives
The remainder estimate holds uniformly in for sufficiently large positive time. If , the fundamental vanishes and the next possible mode has decay rate , explaining the exclusion.
There is an initial endpoint compatibility issue unless : the given polynomial profile vanishes at the endpoints, whereas the boundary values equal . The series realizes the initial data in L2 space and pointwise in the open interval, imposing the prescribed boundary values for . For nonzero it cannot also be continuous at both initial endpoint corners.
For a spherically symmetric number density, the radial Laplacian is . Applying separation of variables and choosing the separation constant gives
so the ordinary differential equations are
The radial problem is an eigenvalue problem for with Dirichlet boundary conditions, hence : multiplying the radial equation by and integrating gives for a nonzero regular mode vanishing at .
To solve it explicitly, set , corresponding to the suggested power . The equation reduces to , so
Finiteness at the origin forces , and the Dirichlet boundary condition at requires for an integer . The absence of interior zeros excludes , selecting the fundamental normal mode. If denotes the initial central density, the result is
where the sine ratio is defined as at the origin. It is strictly positive in the interior for every finite time. The arbitrary positive scale cannot be fixed without additional initial data.
The spatial factor is time independent, so the density and the total neutron population have the same exponential growth rate. Thus the spherical reaction-diffusion growth threshold is
At equality the fundamental mode is stationary; below it the mode decays. For fixed , the equivalent critical-radius condition is . This is the competition between multiplication in the bulk and diffusion loss at the surface in the stated dimensionless model.
Use separation of variables with and choose . Then and , .
If , write . The first condition gives , and the second gives . Together they force , so this case contributes only the zero solution.
If , write . The first condition gives . The second becomes
A nonzero solution therefore requires , giving and time factor .
If , write . Now , and the remaining condition is . Thus , . Choosing a convenient amplitude gives . The complete Sturm-Liouville eigenfunction expansion is consequently
These are self-adjoint separated Robin boundary conditions: the boundary form vanishes because both functions satisfy at each end. The regular interval problem has a complete orthogonal eigenbasis; the calculation includes its one negative eigenvalue for , not only its positive ones.
To project the initial data, calculate the squared norms:
The second identity uses the half-unit integrals of and and the zero integral of their product. By orthogonal projection,
For square-integrable , the initial expansion is understood in that norm. Classical agreement of boundary derivatives at requires compatible smoother data.
This is Robin diffusion with a growing mode, in the reflected version of its positive-coordinate-derivative example. Growth is not a contradiction: the outward derivative is at the left endpoint, so these conditions are not dissipative outward-normal conditions at both ends. Indeed
and the boundary can supply energy. The growing contribution is absent exactly when the displayed integral defining vanishes.
Figure 1.
The growing exponential mode and two decaying oscillatory modes satisfy the same coordinate-derivative boundary conditions
. Details.
For separation of variables, take in the damped wave equation. Dividing by , with , gives . The separated ordinary differential equations are therefore
The negative separation constant anticipates the positive spatial eigenvalues selected by the fixed endpoints.
For separation of variables, write . The exterior Laplace equation separates into
With , angular regularity at the poles selects and the Legendre polynomial . The radial equation is , an Euler-Cauchy equation with solutions . Decay at infinity excludes the first branch for every , including its constant case. Therefore
The expansion uses axisymmetric spherical harmonics. The written scalar boundary-value problem permits the term; any additional physical exclusion of that sector must be stated separately.
Use separation of variables, writing . After multiplication by , the radial and angular terms are functions of independent variables, so set
With , the angular equation is
Regularity at both poles selects , , and the Legendre polynomials ; the other angular branch is singular at a pole. The radial Euler-Cauchy equation is . A power gives , hence .
Superposing these axisymmetric spherical harmonics gives
The coefficients must give convergence appropriate to the domain. In a region containing the origin, regularity removes the negative powers; in an exterior region with zero potential at infinity, it removes the growing powers and the constant. No such radial restriction is needed for a general annular region.