4.7.9 · D1 · Maths › Partial Differential Equations › Separation of variables se heat equation solve karna
Heat failti hai kyunki har point apne neighbours ke average ki taraf drift karta hai, aur jitna zyada temperature kisi point par bend karti hai, utna hi tezi se wo point change hota hai. Separation of variables ek mushkil equation — jo space-aur-time-ek-saath ke baare mein hai — ko do aasan equations mein badal deta hai — ek purely shape in space ke baare mein, aur ek purely time mein fading ke baare mein.
Parent derivation ki ek bhi line padhne se pehle, tumhe usmein har squiggle ko khud se jaanna hoga. Yeh page unhe ek-ek karke, jis order mein woh ek doosre par build hote hain, walk-through karta hai. Koi bhi cheez use hone se pehle draw ki jaati hai.
u ( x , t ) — ek jagah aur ek waqt par temperature
u temperature hai. Yeh do inputs par depend karta hai:
x = rod ke saath position (left end se kitni door), 0 aur L ke beech ka ek number.
t = time (kitne seconds guzre hain), ek number ≥ 0 .
Toh u ( x , t ) jawaab deta hai: "Jo point x metres andar hai, t seconds baad kitna hot hai?"
Picture ek curve nahi hai — yeh ek poora landscape hai. Socho rod zameen par rakh di gayi hai (x -axis) aur time tumse door ja rahi hai (t -axis); har spot ke upar sheet ki height yeh batati hai ki woh spot us moment mein kitna hot hai.
Intuition Do variables kyun hain?
Ek akeli hot rod ko already x chahiye: alag spots par alag heat hoti hai. Lekin heat move karti hai, toh jaise t tick karta hai picture badlti hai. Time ko freeze karo toh ek curve milti hai (ek snapshot); position ko freeze karo toh ek akela fading number milta hai. Topic exactly yahi hai ki jaise time chalta hai snapshot kaise morph hoti hai.
Definition Derivative — ek curve ki steepness
Ek curve lo. Ek point par uska derivative woh line ka slope hai jo wahan curve ko sirf kiss karti hai (tangent): right ki taraf ek step mein height kitni tezi se badhti hai.
Slope > 0 : uphill ja raha hai.
Slope < 0 : downhill ja raha hai.
Slope = 0 : momentarily flat (ek peak, valley, ya shelf).
Slope ki zarurat kyun hai? Kyunki heat temperature ke slopes se neeche flow karti hai — hot se cold ki taraf. Slope literally "heat ki hill ki steepness" hai, aur physics kehta hai heat downhill roll karti hai.
Kyunki u do inputs par depend karta hai, "slope" ambiguous hai — kaunsi direction mein slope? Toh hum aaise slopes invent karte hain jo ek input ko frozen rakhte hain.
∂ symbol — ek slope jisme baaki sab frozen hain
Jab ek function ke kai inputs hote hain, hum ek curly-d, ∂ (padho "partial"), ke saath partial derivative likhte hain, ordinary straight d ki jagah. Straight d matlab "sirf ek input change ho raha hai"; curly ∂ matlab "yeh input change ho raha hai jabki baaki frozen hain."
∂ t ∂ u = woh slope jo tumhe sirf time ko nudge karke aur x ko freeze karke milta hai. Hum isse u t abbreviate karte hain (subscript us variable ka naam leta hai jiske baare mein derivative liya hai).
∂ x ∂ u = sirf position ko nudge karke, t ko freeze karke milne wala slope. Abbreviated u x .
x mein do baar karo: ∂ x 2 ∂ 2 u , abbreviated u xx .
Subscript form (u t , u x , u xx ) aur fraction form (∂ u / ∂ t , etc.) ka matlab bilkul same cheez hai — subscript sirf shorthand hai.
u t — ek fixed point kitni tezi se heat up hota hai
u t = ∂ t ∂ u matlab: ek position x par khade raho, clock dekho, measure karo ki wahan temperature kitni tezi se change hoti hai. Yeh us spot par temperature-versus-time graph ka slope hai. Positive u t = warming; negative = cooling.
u xx star kyun hai
Figure dekho. Ek bump (concave-down) par woh point apne do neighbours ke average se zyada hot hota hai, toh heat dono taraf leak hoti hai — yeh cool hota hai. Ek dip (concave-up) par yeh apne neighbours se zyada thanda hota hai, toh heat andar flow hoti hai — yeh warm hota hai. Curvature u xx exactly "neighbour-average se kitna upar/neeche" measure karta hai. Isliye heat equation u xx se bani hai, sirf u x se nahi.
u xx bas ek second slope hai, kuch khaas nahi."
Galat kyun hai: u x (first slope) tumhe batata hai heat kis direction mein flow hoti hai; lekin ek seedhi tilted line (u x = 0 , u xx = 0 ) mein utni hi heat hot side se aa rahi hai jitni cold side ko ja rahi hai — koi net change nahi. Sirf bending (u xx = 0 ) kisi point ki temperature change karti hai.
α 2 — thermal diffusivity
α 2 ek positive number hai jo batata hai yeh material heat conduct karne mein kitna achha hai . Bada α 2 (copper) → heat tezi se bhagti hai; chota α 2 (wood) → heat dheere crawl karti hai. Iske units length 2 / time hain, isliye likhte hain α 2 (ek square) na ki sirf ek letter — yeh units ko honest rakhta hai.
α 2 kyun, sirf α kyun nahi?"
Constant ko square likhne se guarantee hoti hai ki yeh positive hai (ek real number ka square kabhi negative nahi hota). Physically, diffusion always positive hoti hai, toh notation yeh bake in karta hai.
Equation akele infinitely many solutions rakhti hai. Hum ek ko extra facts se pin down karte hain.
L aur region
L = rod ki length . Position x ∈ [ 0 , L ] par range karti hai (square brackets matlab donon endpoints 0 aur L included hain — hume unhe ends par rules batane ke liye chahiye honge). Time t ≥ 0 hai. Yeh woh strip hai jiske upar landscape baithta hai.
Definition Boundary conditions (BCs) — ends par kya hota hai
Rules jo x = 0 aur x = L par har waqt fixed hain. Yahan:
u ( 0 , t ) = 0 , u ( L , t ) = 0.
Donon ends hamesha 0 ∘ par rakhe hain (socho har end ice mein jam gaya hai). Yeh Dirichlet type hai: value fixed. Contrast: slope u x = 0 fix karna (insulated end, koi heat escape nahi) Neumann type hai. Dekho Boundary Conditions — Dirichlet vs Neumann .
Definition Initial condition (IC) — starting snapshot
Ek rule jo t = 0 par sabhi positions ke liye fixed hai:
u ( x , 0 ) = f ( x ) .
f ( x ) starting temperature profile hai — rod ki heat ki shape clock shuru hone se pehle.
Intuition BC vs IC — figure padho
Strip ki do vertical red edges boundary conditions hain (har waqt 0 par glued). Bottom horizontal edge initial condition hai (t = 0 par snapshot). Saath milkar yeh exactly ek landscape fence karte hain.
X ( x ) aur T ( t ) — ek shape times ek fading dial
Poori method ka dil ek guess hai answer ki form ke baare mein:
u ( x , t ) = X ( x ) T ( t ) .
X ( x ) sirf position ka function hai — rod ki ek fixed shape (jaise ek hump). Use time ke baare mein pata nahi.
T ( t ) sirf time ka function hai — ek akela dial jo us shape ko upar ya neeche scale karta hai jaise clock chalta hai. Use position ke baare mein pata nahi.
Toh guess kehta hai: rod same shape rakhti hai aur sirf time ke saath use brighten ya dim karti hai.
Intuition Hum yeh guess karne ki permission kyun rakhte hain?
Hum yeh claim nahi kar rahe ki har solution ek shape × ek dial jaisi dikhti hai — zyatir nahi dikhti. Lekin sabse simple possible form try karne mein kuch nahi jaata. Agar kaam kare, toh ek mushkil do-variable equation do aasan ek-variable equations mein split ho jaati hai (ek X ke liye, ek T ke liye). Agar fail ho, toh hum kuch nahi khoye aur yeh seekha. Yeh yahan kaam karta hai, aur baad mein Superposition Principle humein kai aisi simple pieces add karne deta hai kisi bhi starting profile ko build karne ke liye. Picture: shape X ( x ) freeze karo, phir dial T ( t ) use fade karne do — jaise ek fixed silhouette par dimmer down karna.
sin — pure wiggle
sin θ ek smooth up-down wave trace karta hai: start par 0 , 1 tak upar, 0 se wapas, − 1 tak neeche, repeat. cos θ same wave hai jo apni peak se shuru hoti hai (cos 0 = 1 ).
Yahan sines kyun? Kyunki ends zero hone chahiye. sin naturally x = 0 par 0 hota hai. Agar hum chahte hain ki yeh x = L par bhi 0 ho, toh wave ko rod mein half-humps ki puri number fit karni hogi:
n aur sin L nπ x
X n ( x ) = sin L nπ x , n = 1 , 2 , 3 , …
n = 1 : rod ke across ek hump (mota).
n = 2 : do humps (ek upar, ek neeche).
n = 3 : teen humps (patla), aur aise hi.
Factor L nπ isliye choose kiya hai taaki sin ( 0 ) = 0 aur sin L nπ L = sin ( nπ ) = 0 ho: donon ends exactly zero par land karein. Yehi poora reason hai ki π aur L saath appear hote hain. Yeh X ( x ) ke liye allowed shapes hain.
Intuition Cosines yahan banned kyun hain
cos 0 = 1 = 0 , toh ek cosine left end ko hot chhod deta — yeh u ( 0 , t ) = 0 satisfy nahi kar sakta. Dirichlet zero-BCs hand-pick karte hain sines. (Insulated ends par flip karo aur cosines wapas aate hain — eigenfunction hamesha boundary rule se match karti hai.)
∑ — kai pieces add karo
∑ n = 1 ∞ shorthand hai "neeche wala n = 1 ke liye add karo, phir n = 2 ke liye, phir n = 3 ke liye, hamesha ke liye." Hum simple hump-shapes X n ( x ) = sin L nπ x ko stack karte hain kisi bhi starting profile f ( x ) build karne ke liye. Woh stacking ek Fourier Series hai.
e − λ t — exponential fading (dial T ( t ) )
e ek fixed number hai (≈ 2.718 ). e − λ t 1 se shuru hota hai (jab t = 0 ) aur smoothly 0 ki taraf shrink hota hai jaise time badhta hai, kabhi negative nahi jaata. λ jitna bada, utna tezi se shrink. Yeh exponential hi har shape ke liye time-dial T ( t ) hai — har hump ko apna fading dial milta hai.
λ n = ( nπ / L ) 2 — patle humps pehle kyun marte hain
Har mode rate λ n = ( nπ / L ) 2 se fade hota hai, jo n 2 ki tarah badhta hai. Toh 3 rd hump 1 st se 9 × tezi se fade hota hai. Patle wiggly humps mein huge curvature u xx hoti hai, aur huge curvature matlab fast change — yeh almost instantly smooth out ho jaate hain, sirf mota n = 1 hump bachta hai.
Definition Superposition — solutions ka sum bhi solution hota hai
Kyunki heat equation linear hai (koi u ka square nahi, koi products nahi) aur homogeneous hai ("= 0 side" par koi leftover forcing term nahi), agar do temperature landscapes mein se har ek use solve karti hai, toh unka sum bhi karta hai. Yeh Superposition Principle hai: yeh humein ek hump-times-dial ek waqt mein solve karne deta hai, phir add karne deta hai. Zero ends ke saath X ke liye space equation Sturm-Liouville Theory ka ek baby case hai.
B n — recipe amounts (Fourier coefficients)
Jab hum starting profile match karne ke liye hump-shapes add karte hain,
f ( x ) = ∑ n = 1 ∞ B n sin L nπ x ,
har B n ek number hai jo batata hai hump n ka kitna pour karna hai — f ( x ) ki recipe mein n -th ingredient ki amount. Yeh (parent note mein) formula se nikale jaate hain
B n = L 2 ∫ 0 L f ( x ) sin L nπ x d x ,
jo bas measure karta hai ki f hump n ke saath kitna strongly overlap karti hai. Jab har B n fix ho jaata hai aur har hump ko uske fading dial e − λ n α 2 t se multiply kiya jaata hai, poora solution complete ho jaata hai.
Self-test: kya tum parent note padhne se pehle har ek ko ek saansh mein bol sakte ho?
u ( x , t ) physically kya matlab hai?Rod ke saath position x par time t ke baad temperature — ek 2-D place-aur-time floor ke upar ek height.
Curly ∂ symbol ka kya matlab hai, aur ∂ u / ∂ t ka u t se kya relation hai? Yeh partial derivative mark karta hai — slope jab sirf ek input change hota hai aur baaki frozen hain; u t sirf ∂ u / ∂ t ka shorthand hai.
u t kya hai?Woh rate jisme ek fixed point ki temperature time mein change hoti hai (frozen x par temp-vs-time ka slope).
u xx kya hai, aur uska sign kya batata hai?Snapshot ki curvature; u xx > 0 ek dip hai jo warm hota hai, u xx < 0 ek bump hai jo cool hota hai.
α 2 square kyun likha jaata hai?Use positive force karne ke liye (diffusivity always positive hoti hai) aur units length 2 / time rakhne ke liye.
Boundary condition aur initial condition mein kya difference hai? BC ends ko har waqt fix karta hai (x = 0 , L ); IC puri rod ko ek instant t = 0 par fix karta hai.
Separation guess kya hai, aur X ( x ) aur T ( t ) mein se har ek kis par depend karta hai? u ( x , t ) = X ( x ) T ( t ) ; X sirf position par depend karta hai (ek fixed shape), T sirf time par (ek fading dial).
Hum separation guess karne ki permission kyun rakhte hain? Sabse simple form try karne mein kuch nahi jaata; agar kaam kare toh PDE do aasan ODEs mein split ho jaata hai, aur superposition humein kisi bhi profile ke liye kai aisi pieces add karne deta hai.
Zero-value (Dirichlet) ends sine eigenfunctions kyun force karte hain, cosines kyun nahi? sin 0 = 0 ends se match karta hai; cos 0 = 1 = 0 ek end ko hot chhod deta.
Sine ke andar L nπ kyun appear karna chahiye? Taaki sin L nπ x x = 0 aur x = L donon par zero ho (sin nπ = 0 kyunki).
Mode n n 2 ke proportional rate se kyun fade hota hai? Uska decay constant λ n = ( nπ / L ) 2 hai; patale humps mein badi curvature hoti hai, toh woh tezi se change (aur gayab) hote hain.
Coefficient B n kya represent karta hai? f ( x ) ki recipe mein hump n ka kitna pour karna hai — Fourier coefficient jo f ka sin L nπ x ke saath overlap measure karta hai.
Kaunsi property humein single-hump solutions ko saath add karne deti hai? Heat equation ki linearity + homogeneity → superposition principle.