Polynomial solutions to the heat equation

fourier analysisheat equationpartial differential equations

The well-known heat equation is given by $$ u_t – \Delta u = 0. $$ I was curious to know about polynomial solutions to this equation (of degree greater than or equal to 3). I've read the various sections in Evans going over other types of solutions but didn't quite know how to do this.

Let's first consider the 1-D equation $$ u_t – u_{xx} = 0, $$ what I tried doing is to set $$ u(x,t) = P(x,t) := \sum_{n = 0, i + j = n}^{N} a_{ij} x^i t^j $$ so that $$ P_t = \sum_{n=0, i+j = n, j \neq 0}^N ja_{ij}x^i t^{j-1} \text{ and } P_{xx} = \sum_{n=0,i+j=n, i \neq 0,1} i(i-1)a_{ij}x^{i-2}t^j. $$

Then I looked at a single term from the left hand side, say $ ja_{ij}x^i t^{j-1} $ and wanted to see which term on the RHS it could match. Note that if $i + j = n $ then the degree of the term we have fixed is $ i + j – 1 = n-1$. Hence this term can only match an $n-1$ degree term on the RHS, which would have the form of $i(i+1)a_{ij}x^{i-1}t^{j}$. Setting these equal one obtains $$ja_{ij}x^{i}t^{j-1} = i(i+1)a_{ij}x^{i-1}t^{j} \Rightarrow j x = i(i+1) t, $$ provided that $ a_{ij}, x, t \neq 0 $.

I don't know if this is the right approach, or if I made a mistake in an assumption. I'm also curious to see how this would work in the case of say $P(x_1, x_2, …, x_n, t) $ and any possible geometric/physical interpretation of the situation at hand.

Best Answer

In general, for any $n$ you can look for solutions involving terms where $(\text{degree in }x) + (\text{degree in }y) + 2 (\text{degree in }t) = n$.

To find such a solution, start with a polynomial $p_0(x,y)$ homogeneous of degree $n$. The solution will be $$ \sum_{m=0}^{\lfloor n/2 \rfloor} \frac{t^m \Delta^m p_0}{m!}$$ For example, starting with $p_0(x,y) = x^2 y^3$ homogeneous of degree $5$ we get the solution ${x}^{2}{y}^{3}+t \left( 6\,{x}^{2}y+2\,{y}^{3} \right) +12\,{t}^{2}y$.

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