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P. 98

One-Dimensional Heat Equation
                .

                                                √
                                    Y (0) sinh sx          1  ∫  x            √
                                      ′
                                 =         √           − √         f(u) sinh s(x − u)du.
                                             s              s   0
                   Now, Y (1) = 0, implying


                                                          ∫  1
                                                    1                    √
                                        ′
                                      Y (0) =        √        f(u) sinh s(1 − u)du.
                                                sinh s     0
                   Thus,

                                  1       sinh sx sin      s(1 − u)            x      sinh s(x − u)
                                ∫              √         √                  ∫              √
                   U(x, s) =        f(u)         √        √          du −       f(u)         √          du.
                                 0                 s sinh s                  0                  s

                                    ∫  1   ∫  x  ∫  1
                   We can write         =     +      and use the fact that
                                     0      0     x
                                      sinh(z ± w) = sinh z cosh w ± cosh z sinh w.

                   Then

                                     x         sinh sx sinh s(1 − u)            sinh s(x − u)
                                   ∫         [      √          √                     √            ]
                      U(x, s) =        f(u)            √        √           −          √            du+
                                    0                    s sinh s                        s
                        1      sinh sx sinh s(1−u)                  x      sinh s(1−x) sinh         su
                     ∫               √          √                ∫               √                √
                   +      f(u)         √        √          du=        f(u)         √        √          du+
                       x                 s sinh s                  0                 s sinh s
                                           ∫               √          √
                                              x       sinh   sx sinh s(1 − u)
                                         +      f(u)         √         √           du.
                                             1                  s sinh s

                   To determine the inverse we use the complex inversion formula. When it
                   is applied to the first integral we have

                               ∫  x 0 +i∞   {             √                 √    }
                            1                       sinh s(1 − x) sinh su                 ∑
                                         e ts  f(u)         √        √              ds =       Res .
                          2πi                                 s sinh s
                                 x 0 −i∞
                                                                                            2 2
                   There are simple poles in this case at s = 0 and s = −n π , n = 1, 2,
                                                                    0
                                                                                  n
                   . . .
                                                               √                 √
                                                ∫
                                                   x      sinh s(1 − x) sinh        su
                               Res(0) = lim         f(u)          √        √           du = 0.
                                           s→0                      s sinh s
                                                 0
                                                                              √
                                                                                                √
                                                               ∫  x      sinh s(1 − x) sinh su
                                                      2 2
                             2 2
                   Res(−n π ) =         lim (s + n π )e     ts     f(u)          √        √           du =
                                            2 2
                                      s→−n π                    0                  s sinh s
                                                                          √
                                                                                            √
                                       2 2
                                 s + π n                  ∫  x       sinh s(1 − x) sinh su
                          lim          √    ·   lim    e ts    f(u)              √                du =
                        s→−n π sinh s         s→−n π        0                      s
                             2 2
                                                   2 2
                                            ∫
                                               x      sinh[(πni)(1 − x)] sinh(πni)u
                                        2 2
                               = 2e  −n π t      f(u)                                     du =
                                                                  cosh(πni)
                                              0
                                                  ∫
                                                     x      sin[πn(1 − x)] sin πnu
                                             2 2
                                     = 2e  −n π t     f(u)                            du,
               . . . .                             0                − cos πn
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