Consider the following heat equation
{
u_t = α^2 u_{xx}, 0 < x < L, t > 0
u_x(0,t) = 0, u_x(L,t) = 0, t ā„ 0
u(x,0) = f(x), 0 ⤠x ⤠L
}
(1) (6 pts) Use the method of separation of variables to reduce the above PDE to the following ODEs
X'' + Ī» X = 0
X'(0) = 0, X'(L) = 0
and
T' + λα^2 T = 0.
(2) (6 pts) Knowing that the eigenvalues and eigenfunctions for X are Ī»_n = (nĻ/L)^2, X_n = cos(nĻ x/L), n = 0,1,2,... Use Question (1) to show that the solution of the above heat equation is of the form
u(x,t) = a_0/2 + Ī£_{n=1}^ā a_n e^{-(nĻ Ī± / L)^2 t} cos(nĻ x/L).
(3) (8 pts) When α = 1, L = Ļ, f(x) = x, use Question (2) to find the solution u(x,t) of the above heat equation with the given initial-boundary conditions.