Analytical Solution To A Boundary Value Problem Discussion

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Hey everyone! Today, we're diving into a fascinating problem from the realm of Ordinary Differential Equations, specifically a Boundary Value Problem (BVP). This kind of problem pops up all over the place in physics and engineering, so getting a handle on how to solve them is super useful.

Problem Statement

Let's jump right into it. We're looking at a frequency domain problem described by the following equations:

vxxāˆ’Ī»vamp;=Ī“(x),āˆ’vx(0)amp;=iωαv(0),vx(1)amp;=0,\begin{align} v_{xx} - \lambda v &= \delta(x), \\ -v_x(0)&=i\omega \alpha v(0), \\ v_x(1)&=0,\end{align}

Where Ī»:=āˆ’Ļ‰2\lambda := -\omega^2. Our goal is to find the analytical solution for v(x). This means we want to find an explicit formula for v(x) that satisfies all the conditions laid out in the problem.

Breaking Down the Problem

Okay, let's break down what we're looking at here. The first equation, vxxāˆ’Ī»v=Ī“(x)v_{xx} - \lambda v = \delta(x), is a second-order ordinary differential equation (ODE). The term Ī“(x)\delta(x) is the Dirac delta function, which is a bit of a special function. Think of it as a super-concentrated impulse at x = 0. The other two equations are boundary conditions. They tell us how the solution v(x) and its derivative v_x(x) behave at the boundaries of our domain, which are x = 0 and x = 1. Specifically, āˆ’vx(0)=iωαv(0)-v_x(0) = i\omega \alpha v(0) relates the derivative of v at 0 to the value of v at 0, and vx(1)=0v_x(1) = 0 says that the derivative of v at 1 is zero. The parameter Ī»\lambda is defined as āˆ’Ļ‰2-\omega^2, where ω\omega represents the frequency. This kind of problem arises frequently when dealing with wave phenomena or systems oscillating at a certain frequency.

Why This Problem Matters

Now, you might be wondering, "Why should I care about this?" Well, these types of BVPs show up in various applications. For example, they can model the behavior of waves in a medium, heat transfer in a rod, or the vibrations of a string. The boundary conditions often represent physical constraints, like the temperature being fixed at the ends of a rod or the ends of a string being held in place. Solving this problem analytically gives us a precise understanding of the system's behavior, which is crucial for design and analysis in many engineering and physics contexts.

Roadmap to the Solution

So, how do we tackle this beast? Here's a general roadmap we can follow:

  1. Solve the Homogeneous Equation: First, we'll deal with the ODE without the Dirac delta function. This gives us the general form of the solution. We will find the solution of vxxāˆ’Ī»v=0v_{xx} - \lambda v = 0.
  2. Handle the Dirac Delta Function: The Dirac delta function is a bit tricky, but we can handle it by considering the solution in two separate regions: x < 0 and x > 0. The delta function introduces a jump in the derivative of the solution at x = 0, which we'll need to account for.
  3. Apply Boundary Conditions: Next, we'll plug in the boundary conditions to nail down the specific constants in our solution. This is where the equations āˆ’vx(0)=iωαv(0)-v_x(0) = i\omega \alpha v(0) and vx(1)=0v_x(1) = 0 come into play.
  4. Piece Together the Solution: Finally, we'll combine the solutions from the different regions, making sure they match up nicely at x = 0 considering the jump condition imposed by the Dirac delta function.

Solving the Homogeneous Equation

The first step in finding the analytical solution is to solve the homogeneous equation. This means we consider the ODE without the Dirac delta function:

vxxāˆ’Ī»v=0v_{xx} - \lambda v = 0

Since Ī»=āˆ’Ļ‰2\lambda = -\omega^2, we can rewrite the equation as:

vxx+ω2v=0v_{xx} + \omega^2 v = 0

This is a classic second-order linear homogeneous ODE with constant coefficients. We can solve it by assuming a solution of the form:

v(x)=erxv(x) = e^{rx}

Where r is a constant. Taking the first and second derivatives, we get:

vx(x)=rerxv_x(x) = re^{rx}

vxx(x)=r2erxv_{xx}(x) = r^2e^{rx}

Substituting these into the homogeneous equation, we get:

r2erx+ω2erx=0r^2e^{rx} + \omega^2 e^{rx} = 0

We can factor out erxe^{rx}, which is never zero, so we're left with the characteristic equation:

r2+ω2=0r^2 + \omega^2 = 0

Solving for r, we get:

r=±iωr = \pm i\omega

Since we have complex roots, the general solution to the homogeneous equation is a linear combination of sine and cosine functions:

v(x)=Acos⁔(ωx)+Bsin⁔(ωx)v(x) = A\cos(\omega x) + B\sin(\omega x)

Where A and B are arbitrary constants. These constants will be determined by the boundary conditions and the jump condition imposed by the Dirac delta function. This is a crucial step, as it provides the basic building blocks for our final solution. The sine and cosine functions reflect the oscillatory nature of the problem, which is expected given the presence of the frequency term ω\omega.

Tackling the Dirac Delta Function

Now comes the tricky part – dealing with the Dirac delta function, Ī“(x)\delta(x). Remember, this function is zero everywhere except at x = 0, where it has an infinite value in such a way that its integral over any interval containing 0 is 1. To handle this, we'll split our domain into two regions: x < 0 and x > 0. In each region, the ODE becomes homogeneous:

For x < 0:

vxx+ω2v=0v_{xx} + \omega^2 v = 0

For x > 0:

vxx+ω2v=0v_{xx} + \omega^2 v = 0

We already know the general solution to this homogeneous equation from the previous section:

v(x)=Acos⁔(ωx)+Bsin⁔(ωx)v(x) = A\cos(\omega x) + B\sin(\omega x)

However, we'll need to use different constants in each region to account for the possible discontinuity in the derivative at x = 0. Let's denote the solution in the region x < 0 as v1(x)v_1(x) and the solution in the region x > 0 as v2(x)v_2(x). Then, we have:

For x < 0:

v1(x)=A1cos⁔(ωx)+B1sin⁔(ωx)v_1(x) = A_1\cos(\omega x) + B_1\sin(\omega x)

For x > 0:

v2(x)=A2cos⁔(ωx)+B2sin⁔(ωx)v_2(x) = A_2\cos(\omega x) + B_2\sin(\omega x)

Now, we need to figure out how these two solutions connect at x = 0. The key is to consider the integral of the original ODE around x = 0:

āˆ«āˆ’ĻµĻµ(vxx+ω2v)dx=āˆ«āˆ’ĻµĻµĪ“(x)dx\int_{-\epsilon}^{\epsilon} (v_{xx} + \omega^2 v) dx = \int_{-\epsilon}^{\epsilon} \delta(x) dx

Where ϵ\epsilon is a small positive number. Integrating the Dirac delta function gives us 1. Integrating the other terms, we get:

vx(ϵ)āˆ’vx(āˆ’Ļµ)+ω2āˆ«āˆ’ĻµĻµvdx=1v_x(\epsilon) - v_x(-\epsilon) + \omega^2 \int_{-\epsilon}^{\epsilon} v dx = 1

As ϵ\epsilon approaches 0, the integral term goes to zero (assuming v is bounded), and we're left with the jump condition:

vx(0+)āˆ’vx(0āˆ’)=1v_x(0^+) - v_x(0^-) = 1

This jump condition tells us that the derivative of v has a jump of 1 at x = 0. In addition to this jump condition, the solution itself must be continuous at x = 0:

v1(0)=v2(0)v_1(0) = v_2(0)

These two conditions, along with the boundary conditions, will allow us to determine the constants A1A_1, B1B_1, A2A_2, and B2B_2.

Applying Boundary Conditions and Jump Conditions

Alright, we're in the home stretch! Now we need to apply the boundary conditions and the jump conditions we derived to find the specific values of our constants. Let's recap our solutions in each region:

For x < 0:

v1(x)=A1cos⁔(ωx)+B1sin⁔(ωx)v_1(x) = A_1\cos(\omega x) + B_1\sin(\omega x)

For x > 0:

v2(x)=A2cos⁔(ωx)+B2sin⁔(ωx)v_2(x) = A_2\cos(\omega x) + B_2\sin(\omega x)

And let's remind ourselves of the conditions we need to satisfy:

  1. Boundary condition at x = 0: āˆ’vx(0)=iωαv(0)-v_x(0) = i\omega \alpha v(0)
  2. Boundary condition at x = 1: vx(1)=0v_x(1) = 0
  3. Continuity at x = 0: v1(0)=v2(0)v_1(0) = v_2(0)
  4. Jump condition at x = 0: vx(0+)āˆ’vx(0āˆ’)=1v_x(0^+) - v_x(0^-) = 1

First, let's apply the continuity condition at x = 0:

v1(0)=A1cos⁔(0)+B1sin⁔(0)=A1v_1(0) = A_1\cos(0) + B_1\sin(0) = A_1

v2(0)=A2cos⁔(0)+B2sin⁔(0)=A2v_2(0) = A_2\cos(0) + B_2\sin(0) = A_2

So, we have:

A1=A2A_1 = A_2

Let's call this common value A. Now, let's compute the derivatives of our solutions:

v1x(x)=āˆ’A1ωsin⁔(ωx)+B1ωcos⁔(ωx)v_{1x}(x) = -A_1\omega\sin(\omega x) + B_1\omega\cos(\omega x)

v2x(x)=āˆ’A2ωsin⁔(ωx)+B2ωcos⁔(ωx)v_{2x}(x) = -A_2\omega\sin(\omega x) + B_2\omega\cos(\omega x)

Applying the jump condition at x = 0:

v2x(0)āˆ’v1x(0)=B2Ļ‰āˆ’B1ω=1v_{2x}(0) - v_{1x}(0) = B_2\omega - B_1\omega = 1

So,

B2āˆ’B1=1ωB_2 - B_1 = \frac{1}{\omega}

Now, let's apply the boundary condition at x = 0. Since this condition involves vx(0)v_x(0), we need to be a bit careful. We'll use the solution for x&lt;0 to apply this boundary condition. Rewriting the boundary condition, we have vx(0āˆ’)=āˆ’i\[omegaαv(0)v_x(0^-) = -i\[omega \alpha v(0).

āˆ’A1ωsin⁔(0)+B1ωcos⁔(0)=āˆ’iωαA1cos⁔(0)+āˆ’iωαB1sin⁔(0)-A_1\omega\sin(0) + B_1\omega\cos(0) = -i\omega \alpha A_1\cos(0) + -i\omega \alpha B_1\sin(0)

B1ω=āˆ’iωαAB_1\omega = -i\omega \alpha A

B1=āˆ’iαAB_1 = -i\alpha A

Finally, let's apply the boundary condition at x = 1:

v2x(1)=āˆ’A2ωsin⁔(ω)+B2ωcos⁔(ω)=0v_{2x}(1) = -A_2\omega\sin(\omega) + B_2\omega\cos(\omega) = 0

āˆ’Aωsin⁔(ω)+B2ωcos⁔(ω)=0-A\omega\sin(\omega) + B_2\omega\cos(\omega) = 0

B2=Atan⁔(ω)B_2 = A\tan(\omega)

Now we have a system of equations:

  1. A1=A2=AA_1 = A_2 = A
  2. B2āˆ’B1=1ωB_2 - B_1 = \frac{1}{\omega}
  3. B1=āˆ’iαAB_1 = -i\alpha A
  4. B2=Atan⁔(ω)B_2 = A\tan(\omega)

We can substitute equations 3 and 4 into equation 2:

Atan⁔(ω)āˆ’(āˆ’iαA)=1ωA\tan(\omega) - (-i\alpha A) = \frac{1}{\omega}

A(tan⁔(ω)+iα)=1ωA(\tan(\omega) + i\alpha) = \frac{1}{\omega}

A=1ω(tan⁔(ω)+iα)A = \frac{1}{\omega(\tan(\omega) + i\alpha)}

Now we can find B1B_1 and B2B_2:

B1=āˆ’iαA=āˆ’iαω(tan⁔(ω)+iα)B_1 = -i\alpha A = \frac{-i\alpha}{\omega(\tan(\omega) + i\alpha)}

B2=Atan⁔(ω)=tan⁔(ω)ω(tan⁔(ω)+iα)B_2 = A\tan(\omega) = \frac{\tan(\omega)}{\omega(\tan(\omega) + i\alpha)}

The Grand Finale: The Analytical Solution

We've done it! We've found all the constants, and now we can write down the complete analytical solution:

For x < 0:

v1(x)=1ω(tan⁔(ω)+iα)cos⁔(ωx)+āˆ’iαω(tan⁔(ω)+iα)sin⁔(ωx)v_1(x) = \frac{1}{\omega(\tan(\omega) + i\alpha)}\cos(\omega x) + \frac{-i\alpha}{\omega(\tan(\omega) + i\alpha)}\sin(\omega x)

For x > 0:

v2(x)=1ω(tan⁔(ω)+iα)cos⁔(ωx)+tan⁔(ω)ω(tan⁔(ω)+iα)sin⁔(ωx)v_2(x) = \frac{1}{\omega(\tan(\omega) + i\alpha)}\cos(\omega x) + \frac{\tan(\omega)}{\omega(\tan(\omega) + i\alpha)}\sin(\omega x)

This might look a bit messy, but it's a precise formula that tells us the value of v(x) for any x in our domain. It satisfies the original ODE, the boundary conditions, and the jump condition imposed by the Dirac delta function. We started with a challenging BVP, and through careful analysis and a step-by-step approach, we arrived at a beautiful analytical solution. Remember guys, this kind of problem-solving skill is invaluable in many areas of science and engineering. Keep practicing, and you'll become a BVP master in no time!