The heat equation Homogeneous Dirichlet conditions Inhomogeneous Dirichlet conditions

The One-Dimensional Heat Equation

R. C. Daileda

Trinity University

Partial Differential Equations

February 25, 2014

Daileda 1-D Heat Equation

The heat equation Homogeneous Dirichlet conditions Inhomogeneous Dirichlet conditions

Introduction

Goal: Model heat flow in a one-dimensional object (thin rod).

Set up: Place rod of length L along x-axis, one end at origin:
x
0 L
heated rod

Let u(x, t) = temperature in rod at position x, time t.

(Ideal) Assumptions:
Rod is given some initial temperature distribution f (x) along
its length.

Rod is perfectly insulated, i.e. heat only moves horizontally.

No internal heat sources or sinks.

Daileda 1-D Heat Equation

The heat equation Homogeneous Dirichlet conditions Inhomogeneous Dirichlet conditions

The Heat Equation

One can show that u satisfies the one-dimensional heat equation

ut = c 2 uxx .

Remarks:
This can be derived via conservation of energy and Fourier’s
law of heat conduction (see textbook pp. 143-144).

The constant c 2 is the thermal diffusivity:

K0 = thermal conductivity,
K0
c2 = , s = specific heat,
sρ
ρ = density.

Daileda 1-D Heat Equation

The heat equation Homogeneous Dirichlet conditions Inhomogeneous Dirichlet conditions

Initial and Boundary Conditions

To completely determine u we must also specify:

Initial conditions: The initial temperature profile

u(x, 0) = f (x) for 0 < x < L.

Boundary conditions: Specific behavior at x0 = 0, L:

1. Constant temperature: u(x0 , t) = T for t > 0.

2. Insulated end: ux (x0 , t) = 0 for t > 0.

3. Radiating end: ux (x0 , t) = Au(x0 , t) for t > 0.

Daileda 1-D Heat Equation

The heat equation Homogeneous Dirichlet conditions Inhomogeneous Dirichlet conditions

Solving the Heat Equation

Case 1: homogeneous Dirichlet boundary conditions

We now apply separation of variables to the heat problem

ut = c 2 uxx (0 < x < L, t > 0),

u(0, t) = u(L, t) = 0 (t > 0),
u(x, 0) = f (x) (0 < x < L).

We seek separated solutions of the form u(x, t) = X (x)T (t). In

this case

ut = XT ′ ′ 2 ′′ X ′′ T′
⇒ XT = c X T ⇒ = = k.
uxx = X ′′ T X c 2T
Together with the boundary conditions we obtain the system

X ′′ − kX = 0, X (0) = X (L) = 0,
T ′ − c 2 kT = 0.

Daileda 1-D Heat Equation

The heat equation Homogeneous Dirichlet conditions Inhomogeneous Dirichlet conditions

Already know: up to constant multiples, the only solutions to the

BVP in X are
 nπ 2
k = −µ2n = − ,
L  nπx 
X = Xn = sin (µn x) = sin , n ∈ N.
L
Therefore T must satisfy
 cnπ 2
T ′ − c 2 kT = T ′ + T =0
L }
| {z
λn
2
′
T = −λ2n T ⇒ T = Tn = bn e −λn t .

We thus have the normal modes of the heat equation:

2
un (x, t) = Xn (x)Tn (t) = bn e −λn t sin(µn x), n ∈ N.

Daileda 1-D Heat Equation

The heat equation Homogeneous Dirichlet conditions Inhomogeneous Dirichlet conditions

Superposition and initial condition

Applying the principle of superposition gives the general solution

∞
X ∞
X 2
u(x, t) = un (x, t) = bn e −λn t sin(µn x).
n=1 n=1

If we now impose our initial condition we find that

∞
X  nπx 
f (x) = u(x, 0) = bn sin ,
L
n=1

which is the sine series expansion of f (x). Hence

Z L  nπx 
2
bn = f (x) sin dx.
L 0 L

Daileda 1-D Heat Equation

The heat equation Homogeneous Dirichlet conditions Inhomogeneous Dirichlet conditions

Remarks

As before, if the sine series of f (x) is already known, solution

can be built by simply including exponential factors.

One can show that this is the only solution to the heat
equation with the given initial condition.

Because of the decaying exponential factors:

∗ The normal modes tend to zero (exponentially) as t → ∞.

∗ Overall, u(x, t) → 0 (exponentially) uniformly in x as t → ∞.

∗ As c increases, u(x, t) → 0 more rapidly.

This agrees with intuition.

Daileda 1-D Heat Equation

The heat equation Homogeneous Dirichlet conditions Inhomogeneous Dirichlet conditions

Example
Solve the heat problem

ut = 3uxx (0 < x < 2, t > 0),

u(0, t) = u(2, t) = 0 (t > 0),
u(x, 0) = 50 (0 < x < 2).
√
We have c = 3, L = 2 and, by exercise 2.3.1 (with p = L = 2)
∞  
200 X 1 (2k + 1)πx
f (x) = 50 = sin .
π 2k + 1 2
k=0
√
c(2k + 1)π 3(2k + 1)π
Since λ2k+1 = = , we obtain
L 2
∞  
200 X 1 −3(2k+1)2 π 2 t/4 (2k + 1)πx
u(x, t) = e sin .
π 2k + 1 2
k=0

Daileda 1-D Heat Equation

The heat equation Homogeneous Dirichlet conditions Inhomogeneous Dirichlet conditions

Solving the Heat Equation

Case 2a: steady state solutions

Definition: We say that u(x, t) is a steady state solution if ut ≡ 0

(i.e. u is time-independent).

If u(x, t) is a steady state solution to the heat equation then

ut ≡ 0 ⇒ c 2 uxx = ut = 0 ⇒ uxx = 0 ⇒ u = Ax + B.

Steady state solutions can help us deal with inhomogeneous

Dirichlet boundary conditions. Note that
 
u(0, t) = T1  B = T1   
T2 − T1
⇒ ⇒u= x+T1 .
  L
u(L, t) = T2 AL + B = T2

Daileda 1-D Heat Equation

The heat equation Homogeneous Dirichlet conditions Inhomogeneous Dirichlet conditions

Solving the Heat Equation

Case 2b: inhomogeneous Dirichlet boundary conditions

Now consider the heat problem

ut = c 2 uxx (0 < x < L, t > 0),

u(0, t) = T1 , u(L, t) = T2 (t > 0),
u(x, 0) = f (x) (0 < x < L).

Step 1: Let u1 denote the steady state solution from above:

 
T2 − T1
u1 = x + T1 .
L

Step 2: Let u2 = u − u1 .

Remark: By superposition, u2 still solves the heat equation.

Daileda 1-D Heat Equation

The heat equation Homogeneous Dirichlet conditions Inhomogeneous Dirichlet conditions

The boundary and initial conditions satisfied by u2 are

u2 (0, t) = u(0, t) − u1 (0) = T1 − T1 = 0,

u2 (L, t) = u(L, t) − u1 (L) = T2 − T2 = 0,
u2 (x, 0) = f (x) − u1 (x).

Step 3: Solve the heat equation with homogeneous Dirichlet

boundary conditions and initial conditions above. This yields u2 .

Step 4: Assemble u(x, t) = u1 (x) + u2 (x, t).

Remark: According to our earlier work, lim u2 (x, t) = 0.

t→∞

We call u2 (x, t) the transient portion of the solution.

We have u(x, t) → u1 (x) as t → ∞, i.e. the solution tends to

the steady state.

Daileda 1-D Heat Equation

The heat equation Homogeneous Dirichlet conditions Inhomogeneous Dirichlet conditions

Example
Solve the heat problem.

ut = 3uxx (0 < x < 2, t > 0),

u(0, t) = 100, u(2, t) = 0 (t > 0),
u(x, 0) = 50 (0 < x < 2).
√
We have c = 3, L = 2, T1 = 100, T2 = 0 and f (x) = 50.
The steady state solution is
 
0 − 100
u1 = x + 100 = 100 − 50x.
2
The corresponding homogeneous problem for u2 is thus

ut = 3uxx (0 < x < 2, t > 0),

u(0, t) = u(2, t) = 0 (t > 0),
u(x, 0) = 50 − (100 − 50x) = 50(x − 1) (0 < x < 2).

Daileda 1-D Heat Equation

The heat equation Homogeneous Dirichlet conditions Inhomogeneous Dirichlet conditions

According to exercise 2.3.7 (with p = L = 2), the sine series for

50(x − 1) is
∞  
−100 X 1 2kπx
sin ,
π k 2
k=1

c2kπ √
i.e. only even modes occur. Since λ2k = = 3kπ,
L
∞
−100 X 1 −3k 2 π2 t
u2 (x, t) = e sin (kπx) .
π k
k=1

Hence
∞
100 X 1 −3k 2 π2 t
u(x, t) = u1 (x)+u2 (x, t) = 100−50x− e sin (kπx) .
π k
k=1

Daileda 1-D Heat Equation