SRI / PDE / Heat Equations 1

HEAT EQUATIONS

 The condition of heat in a uniform bar depends on

– the initial distribution of temperature.
– the physical properties of the bar, i.e. the thermal conductivity and specific
heat of the material, and the mass per unit length of the bar.

 With a uniform bar insulated at its ends, any heat flow is along the bar.

 At any instant, the temperature u at a point P is a function of its distance x from

one end and of the time t.

y
P u(x, t)
u = f (x, t)

x
x L

HEAT EQUATION
The one-dimensional heat equation
 2 u 1 u
 
x 2 c 2 t
k
where c 2 

k - thermal conductivity of the material
 - the mass per unit length of the bar
 - specific heat of the material

PROBLEM OF THE HEAT EQUATION

 The bar extends from x  0 to x  L .
 The temperature of the ends of the bar is maintained at zero.
 The initial temperature distribution along the bar is defined by f (x).
 Boundary conditions :
u (0, t )  0 
 for all values of t  0
u ( L, t )  0 

 Initial condition :
u ( x, 0)  f ( x)
SRI / PDE / Heat Equations 2

SOLUTION BY SEPARATING THE VARIABLES

1st Step
Assume u ( x, t )  X ( x)T (t ) where
 X (x) : function of x only
 T (t) : function of t only

Express the equation in terms of X and T and their derivatives

u u
u  XT  X 'T  XT '
x t
 2u
 X "T
x 2

2nd Step
Substitute into the given PDE
1
X "T  XT 
c2

Then by separation of the variables,

X"
 k : X "kX  0
X
1 T
 k : T   c 2 kT  0
c2 T

3rd Step
Choose k   p 2 to give an oscillatory solution.
 X " p 2 X  0
m2  p2  0
m2   p2
m  i p

So the solution is X  A cos px  B sin px

 T   c 2 p 2T  0
T
 c 2 p 2
T
ln T   p 2 c 2 t  A

2 c 2t
So the solution is T  Ce  p ; C  eA
SRI / PDE / Heat Equations 3

4th Step
u ( x, t )  XT
2 c 2t
 ( A cos px  B sin px)Ce  p
2 c 2t
 ( P cos px  Q sin px)e  p

where P  A  C and Q  B  C

5th Step

Let pc   , i.e. p  , then
c
    2
u ( x, t )   P cos x  Q sin x  e   t
 c c 

6th Step
Apply boundary condition to determine P.

7th Step
Apply the remaining initial condition to get the eigen values and eigen functions for
n  1, 2, 3, ... and determine the general solution in t.
nc
Eigen Value : 
L
 n    2 t
Eigen Function : u ( x, t )   Q sin xe
 L 

8th Step
Apply the remaining initial condition.

9th Step
Determine the coefficient Qn by Fourier series technique.
SRI / PDE / Heat Equations 4

Example 1
A bar of length 4m is fully insulated along its sides. It is initially at a uniform temperature
of 10C and at t  0 the ends are plunged into ice and maintained at a temperature of
0C . Determine an expression for the temperature at point P at a distance x from one end
at any subsequent time t seconds after t  0 .

Solution
y y

10 10 P u(x, t)
u = f (x, t) u = f (x, t)

x x
4m x 4m

Boundary Conditions : u (0, t )  0

u (4, t )  0
Initial Condition : u ( x, 0)  10

1st Step
u  XT
u  2u u
 X 'T ;  X "T ;  XT '
x x 2 t

2nd Step
 2u 1 u
 
x 2 c 2 t
1
X "T  2 XT 
c
Then
X"
k : X "kX  0
X
1 T
k : T   c 2 kT  0
c2 T

3rd Step
Choose k   p 2
X " p 2 X  0 T   c 2 p 2T  0
T
m2  p 2  0  c 2 p 2
T
m  ip ln T   p 2c 2t  A

So the solution is So the solution is

2c 2t
X  A cos px  B sin px T  Ce  p ; C  eA
SRI / PDE / Heat Equations 5

4th Step
u ( x, t )  XT
2c 2t
 ( A cos px  B sin px)Ce  p
2 c 2t
 ( P cos px  Q sin px)e  p

where P  A  C and Q  B  C

5th Step

Let pc   , i.e. p 
c
    2
u ( x, t )   P cos x  Q sin x  e   t
 c c 

6th Step
(a) u (0, t )  0
2t
0  [ P cos(0)  Q sin(0)] e  
P0

   2
 u ( x, t )   Q sin x  e   t
 c 

(b) u (4, t )  0
 4   2t
0   Q sin e
 c 

Since Q  0
4
 sin  0  sin n
c
4
 n
c
nc
 ; n  1, 2, 3, ...
4

 n   2t
 u ( x, t )   Q sin xe ; n  1, 2, 3, ...
 4 
SRI / PDE / Heat Equations 6

7th Step
Eigen Values Eigen Functions
c    2
1 1  u1   Q1 sin x  e   t
4  4 

c    2
2 2  u2   Q2 sin x  e   t
2  2 

  
nc  n    2 t
n n  un ( x, t )   Qn sin xe
4  4 


n
 u ( x, t )   e   t Qn sin
2
x
n 1 4

8th Step
Apply the remaining initial.

u ( x, 0)  f ( x)  10

n
u ( x, 0)   e  
2 (0)
Qn sin x
n 1 4

n
10   Qn sin x
n 1 4

9th Step
Determine the coefficient Qn by Fourier series technique.

2 L n
Qn  
L 0
f ( x) sin
L
x dx

n n n
4
2 4 4  4  20
  10 sin x dx  5  sin x dx  5  n cos 4 x  ( cos n  1)
4 0 4 0 4   0 n

20 40  1 
n  1, 3, 5, ... : Qn  [(1)  1]   
n  n
20
n  2, 4, 6, ... : Qn  [1  1]  0
n

2
40 
e  t (2n  1) (2n  1)c
 u ( x, t ) 


n 1 2n  1
sin
4
x ; 
4
SRI / PDE / Heat Equations 7

Example 2
One end A of an insulated metal bar AB of length 2m is kept at 0C while the other end B
is maintained at 50C until a steady state of temperature along the bar is achieved. After a
while, the end B is reduced to 0C and kept at that temperature. Using the heat conduction
equation c 2 u xx  u t with c 2  1 , determine an expression for the temperature at any point
in the bar distance x from A at any time t.

Solution
y
y

B 50 P
50 u(x, t)
u = f (x, t) u = f (x, t)

x x
A 2m x 2m

Boundary Conditions : u (0, t )  0

u (2, t )  0
Initial Condition : u ( x, 0)  25 x

1st Step
u  XT
u x  X 'T ; u xx  X " T ; u t  XT '

2nd Step
Since c 2  1
c 2 u xx  u t
X " T  XT 
Then
X"
k : X "kX  0
X
T
k : T   kT  0
T

3rd Step
Choose k   p 2
X " p 2 X  0 T   p 2T  0
T
m2  p 2  0   p2
T
m  ip ln T   p 2 t  A

So the solution is So the solution is

2
X  A cos px  B sin px T  Ce  p t ; C  e A
SRI / PDE / Heat Equations 8

4th Step
u ( x, t )  XT
2t
 ( A cos px  B sin px)Ce  p
2t
 ( P cos px  Q sin px)e  p
where P  A  C and Q  B  C

5th Step
Let p  
2t
u ( x, t )  ( P cos  x  Q sin  x) e  

6th Step
(a) u (0, t )  0
2t
0  [ P cos(0)  Q sin(0)] e  
P0
2t
 u ( x, t )  (Q sin x) e  

(b) u (2, t )  0
2t
0  (Q sin 2 ) e  

Since Q  0
 sin 2  0  sin n
2  n
n
 ; n  1, 2, 3, ...
2

 n    2 t
 u ( x, t )   Q sin x e ; n  1, 2, 3, ...
 2 

7th Step
Eigen Values Eigen Functions
    2
1 1  u1   Q1 sin x  e   t
2  2 

2  
2t
2 u 2  (Q2 sin x) e  
  
n  n    2 t
n n  u n ( x, t )   Q sin x e
2  2 
SRI / PDE / Heat Equations 9


n
 u ( x, t )   e   t Q n sin
2
x
n 1 2

8th Step
u ( x, 0)  f ( x)  25 x

n
25 x   Q n sin x
n 1 2

9th Step
Determine the coefficient Q n by Fourier series techniques.

2 L n
Qn  
L 0
f ( x) sin
L
x dx

2 2 n
 
2 0
25 x sin
2
x dx

n n
2
 4 2x 
 25  2 2 sin x cos x
n  2 n 2 0
 4 4 
 25  2 2 sin n  cos n  0
n  n 
100
 (cos n )
n

100 100  1 
n  1, 3, 5, ... : Qn   [1]   
n  n
100 100  1 
n  2, 4, 6, ... : Q n   [1]   
n   n

2
100 
e  t n n
 u ( x, t ) 

 (1)
n 1
n 1

n
sin
2
x ; 
2
SRI / PDE / Heat Equations 10

Example 3
An insulated bar, 6cm long, has the temperature of its ends maintained at 0C . At t  0 ,
the temperature distribution f(x) along the bar defined by f ( x)  x(6  x ) . Solve the heat
equation
 2u 1 u
 
x 2 c 2 t
with c  2 to determine the temperature at any point in the bar at time t if
2
 nc 
   t n
u ( x, t )   e  L 
Qn sin x
n 1 L

Solution
2
 n 
   t n
c  2, L  6 : u ( x, t )   e  3 
Qn sin x
n 1 6

Initial Condition : u (x, 0)  f ( x)  x(6  x)


n
e
n 1
0
Qn sin
6
x  x (6  x )

n
Q
n 1
n sin
6
x  x (6  x )

2 L n
Qn  
L 0
f ( x) sin
L
x dx
2 6 n
  x(6  x) sin x dx
6 0 6
1  6 x (6  x ) n 36(6  2 x) n n
6
432 
  cos x sin x  3 3 cos x
3 n 6 n2 2
6 n 6 0
1  432 432 216 432 
  0  2 2 sin n  cos n  0  2 2 sin(0)  cos(0)
3 n n n n 
144
 ( cos n  1)
n

144 288  1 
n  1, 3, 5, ... : Qn  [(1)  1]   
n  n
144
n  2, 4, 6, ... : Qn  [1  1]  0
n

2
 ( 2 n 1) 
  t
288 
e  3 
(2n  1)
 u ( x, t ) 


n 1 2n  1
sin
6
x
SRI / PDE / Heat Equations 11

Example 4
A rod of length 8m is fully insulated along its sides. The initial temperature is given by
30, 0  x  4,
f ( x)  
70, 4  x  8.
At t  0 , the ends are plunged into ice and held at a temperature of 0C . Solve the heat
equation 8u xx  u t with to determine an expression for the temperature at any point in the
rod at time t if
2
 nc 
    t n
u ( x, t )   e  L 
B n sin x
n 1 L

Solution
n 2 2
  n
: u ( x, t )   e
t
c  8, L8 8
B n sin x
n 1 8

Initial Condition : u (x, 0)  f (x)


n
e
n 1
0
B n sin
8
x  f ( x)


n 30, 0  x  4,
B sin x  f ( x)  
70, 4  x  8.
n
n 1 8
2 L n
Bn  
L 0
f ( x) sin
L
x dx

2 4 n 8 n 
   30 sin x dx   70 sin x dx 
8 0 8 4 8 

10   8(3) n n  
4 8
  8(7)
   cos x    cos x

4   n 8  0  n 8  4 
5  24 n 24 56 56 n 
  cos   cos n  cos 
2  n 2 n n n 2 
5  24 56 32 n  20  n 
   cos n  cos   3  7 cos n  4 cos 
2  n n n 2  n  2 

20 40  5 
n  1, 3, 5, ... : Bn  [3  7(1)  4(0)]   
n  n
20 40  4 
n  2, 6, 10, ... : Bn  [3  7(1)  4(1)]   
n   n
20
n  4, 8, 12, ... : Bn  [3  7(1)  4(1)]  0
n
40  ( 2t ) / 8   5 3 5 
sin x  2e (  t ) / 4 sin x  e (9 t ) / 8 sin x  e ( 25 t ) / 8 sin
2 2 2
 u ( x, t )   5e x  
  8 4 3 8 8 
SRI / PDE / Heat Equations 12

Example 5
A rod of length 4m is fully insulated along its sides. The initial temperature is defined by
 x, 0  x  2,
f ( x)  
4  x, 2  x  4.
At t  0 , the ends are dipped into ice and held at a temperature of 0C . Solve the heat
equation u t  16u xx to determine an expression for the temperature at any point in the rod
at time t if
2
 4 n 
    t n
u ( x, t )   e  L 
An sin x
n 1 L

Solution

n
u ( x, t )   e  n
2 2 t
L4 : An sin x
n 1 4

Initial Condition : u (x, 0)  f (x)


n  x, 0  x  2,
A sin x  f ( x)  
4  x, 2  x  4.
n
n 1 4

2 L n
An  
L 0
f ( x) sin
L
x dx

2 2 n 4 n 
   x sin x dx   (4  x) sin x dx 
4 0 4 2 4 
1  n n   4(4  x) n n  
2 4
 4x 16 16
 
 n cos x  sin x    cos x  2 2 sin x 
2   4 n 2 2 4 0  n 4 n 4  2 
1 8 n 16 n 16
  cos  2 2 sin  0  2 2 sin(0)
2  n 2 n 2 n
16 8 n 16 n 
 0  2 2 sin n  cos  2 2 sin 
n n 2 n 2 
16 n
 2 2 sin
n 2

16  1 
16
n  1, 5, 9, ... : An    [1] 
n   2  n2 
2 2

16 16  1 
n  3, 7, 12, ... : An  2 2 [1]  2   2 
n    n 
16
n  2, 4, 6, ... : An  2 2 [0]  0
n 

2 2
16 
e  ( 2 n 1)  t (2n  1)
 u ( x, t ) 
2
 (1)
n 1
n 1

(2n  1) 2
sin
4
x
SRI / PDE / Heat Equations 13

Example 6
A rod of length 3m is fully insulated along its sides. It is initially at a uniform temperature
20 sin( x / 3)C . At t  0 , the ends are dipped into ice and held at a temperature of 0C .
Solve the heat equation u t  9u xx to determine an expression for the temperature at a point
P at a distance x from one end at any subsequent time t seconds after t  0 if

n
u ( x, t )   e  n  t Qn sin
2 2
x
n 1 3
Solution

Initial Condition : u ( x, 0)  20 sin x
3

n 
Q
n 1
n sin
3
x  20 sin x
3
 2 
Q1 sin x  Q2 sin x  Q3 sin  x    20 sin x
3 3 3

By equating the coefficients,

Q1  20 ; n  1
Q 2  Q3    0 ; n 1

2 
 u ( x, t )  20e   t sin x
3

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Example 7
An insulated bar, 2cm long, has the temperature of its ends maintained at 0C . At t  0 ,
the temperature distribution f(x) along the bar defined by f ( x)  5 sin( x) . Solve the heat
equation c 2 u xx  u t with c  1 to determine the temperature at any point in the bar at time
t if
2
 n 
   t n
u ( x, t )   e  2 
Pn sin x
n 1 2
Solution
Initial Condition : u ( x, 0)  5 sin  x

n

n 1
Pn sin
2
x  5 sin  x

 2 3
P1 sin x  P2 sin x  P3 sin x    5 sin  x
2 2 2

By equating the coefficients,

P2  5 ; n2
P1  P3    0 ; n2
2
 u ( x, t )  5e   t sin  x