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(a) Let l and k be two positive integers. Show that
sin kx
L
sin lx
L
dx D 0k ยค l;
L
2
Z L
k D l:
0
(b) Assume that f is a function defined on .0; L/. We want to compute the Fourier
sine coefficients of this function on this interval. That is, we want to compute
constants c 1 ;c 2 ;::: such that
c k sin kx
L
X
f.x/ D
for x 2 .0; L/:
k D 1
Derive the formula
Z L
f.x/sin kx
L
dx :
2
L
c k
D
0
(c) Show by differentiation that the function
u .x; t / D ce .k=L/ 2 t sin kx
L
;
where c is an arbitrary constant, satisfies the diffusion equation
u t
D u xx
for x 2 .0; L/; t > 0:
(d) Compute the Fourier sine series of the function
f.x/ D e x
for x 2 .0; L/;
and find a formal solution of the problem
u t
D u xx
for x 2 .0; L/; t > 0;
(8.93)
u .0; t / D u .L; t / D 0
for t>0;
(8.94)
u .x; 0/ D e x
for x 2 .0; L/:
(8.95)
(e) Write a computer program that graphs an approximation of the formal solution
that you derived in (d). The program should take L, T ,andN as input param-
eters and plot the N partial sum u N .x; T /, x 2 .0; L/, of the Fourier series of
the formal solution, see (8.80).
(f) Derive and implement an explicit finite difference scheme for ( 8.93 )-( 8.95 ). The
program should take the discretization parameters x and t , and the time T
(the time at which we want to evaluate the solution) as input parameters. The
 
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