Fire

Fire is the rapid oxidation of a material in the exothermic chemical

process of combustion, releasing heat, light, and various reaction
products. Slower oxidative processes like rusting or digestion are not
included by this definition.
The flame is the visible portion of the fire. If hot enough, the gases may
become ionized to produce plasma. Depending on the substances alight,
and any impurities outside, the color of the flame and the fire's intensity
will be different.
Fire in its most common form can result in conflagration, which has the
potential to cause physical damage through burning. Fire is an
important process that affects ecological systems across the globe. The
positive effects of fire include stimulating growth and maintaining
various ecological systems. Fire has been used by humans for cooking,
generating heat, signaling, and propulsion purposes. The negative
effects of fire include water contamination, soil erosion, atmospheric
pollution and hazard to human and animal life.
Physical properties
Chemistry
Fires start when a flammable and/or a combustible material, in
combination with a sufficient quantity of an oxidizer such as oxygen gas
or another oxygen-rich compound (though non-oxygen oxidizers exist
that can replace oxygen), is exposed to a source of heat or ambient
temperature above the flash point for the fuel/oxidizer mix, and is able to
sustain a rate of rapid oxidation that produces a chain reaction. This is
commonly called the fire tetrahedron. Fire cannot exist without all of
these elements in place and in the right proportions. For example, a
flammable liquid will start burning only if the fuel and oxygen are in the
right proportions. Some fuel-oxygen mixes may require a catalyst, a
substance that is not directly involved in any chemical reaction during
combustion, but which enables the reactants to combust more readily.
Once ignited, a chain reaction must take place whereby fires can sustain
their own heat by the further release of heat energy in the process of
combustion and may propagate, provided there is a continuous supply of
an oxidizer and fuel.
Fire can be extinguished by removing any one of the elements of the fire
tetrahedron. Consider a natural gas flame, such as from a stovetop
burner. The fire can be extinguished by any of the following:
turning off the gas supply, which removes the fuel source;
covering the flame completely, which smothers the flame as the
combustion both uses the available oxidizer (the oxygen in the air)
and displaces it from the area around the flame with CO
2
;
application of water, which removes heat from the fire faster than the
fire can produce it (similarly, blowing hard on a flame will displace
the heat of the currently burning gas from its fuel source, to the same
end), or
application of a retardant chemical such as Halon to the flame, which
retards the chemical reaction itself until the rate of combustion is too
slow to maintain the chain reaction.
In contrast, fire is intensified by increasing the overall rate of
combustion. Methods to do this include balancing the input of fuel and
oxidizer to stoichiometric proportions, increasing fuel and oxidizer
input in this balanced mix, increasing the ambient temperature so the
fire's own heat is better able to sustain combustion, or providing a
catalyst; a non-reactant medium in which the fuel and oxidizer can more
readily react.
Flame
A flame is a mixture of reacting gases and solids emitting visible,
infrared, and sometimes ultraviolet light, the frequency spectrum of
which depends on the chemical composition of the burning material and
intermediate reaction products. In many cases, such as the burning of
organic matter, for example wood, or the incomplete combustion of gas,
incandescent solid particles called soot produce the familiar red-orange
glow of 'fire'. This light has a continuous spectrum. Complete
combustion of gas has a dim blue color due to the emission of single-
wavelength radiation from various electron transitions in the excited
molecules formed in the flame. Usually oxygen is involved, but
hydrogen burning in chlorine also produces a flame, producing
hydrogen chloride (HCl). Other possible combinations producing
flames, amongst many, are fluorine and hydrogen, and hydrazine and
nitrogen tetroxide.
The glow of a flame is complex. Black-body radiation is emitted from
soot, gas, and fuel particles, though the soot particles are too small to
behave like perfect blackbodies. There is also photon emission by de-
excited atoms and molecules in the gases. Much of the radiation is
emitted in the visible and infrared bands. The color depends on
temperature for the black-body radiation, and on chemical makeup for
the emission spectra. The dominant color in a flame changes with
temperature. The photo of the forest fire is an excellent example of this
variation. Near the ground, where most burning is occurring, the fire is
white, the hottest color possible for organic material in general, or
yellow. Above the yellow region, the color changes to orange, which is
cooler, then red, which is cooler still. Above the red region, combustion
no longer occurs, and the uncombusted carbon particles are visible as
black smoke.
The common distribution of a flame under normal gravity conditions
depends on convection, as soot tends to rise to the top of a general
flame, as in a candle in normal gravity conditions, making it yellow. In
micro gravity or zero gravity, such as an environment in outer space,
convection no longer occurs, and the flame becomes spherical, with a
tendency to become more blue and more efficient (although it may go
out if not moved steadily, as the CO
2
from combustion does not
disperse as readily in micro gravity, and tends to smother the flame).
There are several possible explanations for this difference, of which the
most likely is that the temperature is sufficiently evenly distributed that
soot is not formed and complete combustion occurs. Experiments by
NASA reveal that diffusion flames in micro gravity allow more soot to
be completely oxidized after they are produced than diffusion flames on
Earth, because of a series of mechanisms that behave differently in
micro gravity when compared to normal gravity conditions. These
discoveries have potential applications in applied science and industry,
especially concerning fuel efficiency.
In combustion engines, various steps are taken to eliminate a flame. The
method depends mainly on whether the fuel is oil, wood, or a high-
energy fuel such as jet fuel.

A candle's flame
Photo of a fire taken with a 1/4000th of a second exposure

Heat
Heat is energy transferred from one system to another by thermal
interaction. In contrast to work, heat is always accompanied by a
transfer of entropy. Heat flow is characteristic of macroscopic objects
and systems, but its origin and properties can be understood in terms of
their microscopic constituents.
Heat flow from a high to a low temperature body occurs
spontaneously. This flow of energy can be harnessed and partially
converted into useful work by means of a heat engine. The second law
of thermodynamics prohibits heat flow from a low to a high
temperature body, but with the aid of a heat pump external work can be
used to transport energy from low to the high temperature.
In ordinary language, heat has a diversity of meanings, including
temperature. In physics, "heat" is by definition a transfer of energy and
is always associated with a process of some kind. "Heat" is used
interchangeably with "heat flow" and "heat transfer". Heat transfer can
occur in a variety of ways: by conduction, radiation, convection, net
mass transfer, friction or viscosity, and by chemical dissipation.
The SI unit of heat is the joule. Heat can be measured by calorimetry,
or determined indirectly by calculations based on other quantities,
relying for instance on the first law of thermodynamics. In physics,
especially in calorimetry, and in meteorology, the concepts of latent
heat and of sensible heat are used. Latent heat is associated with phase
changes, while sensible heat is associated with temperature change.

Nuclear fusion in the Sun converts nuclear potential energy into
available internal energy and keeps the temperature of the Sun very
high. Consequently, heat is transported to Earth as electromagnetic
radiation. This is the main source of energy for life on Earth.
Overview
This article is about heat in physics, where heat is defined as energy
transferred to the system by thermal interactions. Heat flows
spontaneously from systems of higher temperature to systems of lower
temperature. When two systems come into thermal contact, they
exchange energy through the microscopic interactions of their
particles. When the systems are at different temperatures, this entails
spontaneous net flow of energy from the hotter to the cooler, so that
the hotter decreases in temperature and the cooler increases in
temperature. This will continue until their temperatures are equal.
Then the net flow of energy has settled to zero, and the systems are
said to be in a relation of thermal equilibrium. Spontaneous heat
transfer is an irreversible process.
The first law of thermodynamics requires that the internal energy of an
isolated system is conserved. To change the internal energy of a
system, energy must be transferred to or from the system. For a closed
system, heat and work are the mechanisms by which energy can be
transferred. For an open system, internal energy can be changed also
by transfer of matter. Work performed on a system is, by definition, an
energy transfer to the system that is due to a change to external or
mechanical parameters of the system, such as the volume,
magnetization, and location of center of mass in a gravitational field.
Heat is not regarded as being stored within a system. Like work, it
exists only as energy in transit from one system to another or between
a system and its surroundings. When energy in the form of heat is
added to a system, it is stored as kinetic and potential energy of the
atoms and molecules in the system, which are jointly totalled as
internal energy.
This article is about heat in physics, where heat is defined as energy
transferred to the system by thermal interactions. Heat flows
spontaneously from systems of higher temperature to systems of lower
temperature. When two systems come into thermal contact, they
exchange energy through the microscopic interactions of their
particles. When the systems are at different temperatures, this entails
spontaneous net flow of energy from the hotter to the cooler, so that
the hotter decreases in temperature and the cooler increases in
temperature. This will continue until their temperatures are equal.
Then the net flow of energy has settled to zero, and the systems are
said to be in a relation of thermal equilibrium. Spontaneous heat
transfer is an irreversible process.
The first law of thermodynamics requires that the internal energy of an
isolated system is conserved. To change the internal energy of a
system, energy must be transferred to or from the system. For a closed
system, heat and work are the mechanisms by which energy can be
transferred. For an open system, internal energy can be changed also
by transfer of matter. Work performed on a system is, by definition, an
energy transfer to the system that is due to a change to external or
mechanical parameters of the system, such as the volume,
magnetization, and location of center of mass in a gravitational field.
Heat is not regarded as being stored within a system. Like work, it
exists only as energy in transit from one system to another or between
a system and its surroundings. When energy in the form of heat is
added to a system, it is stored as kinetic and potential energy of the
atoms and molecules in the system, which are jointly totalled as
internal energy.

Heat may flow across the boundary of the system and thus change its
internal energy
Definitions
Scottish physicist James Clerk Maxwell, in his 1871 classic Theory of
Heat, was one of many who began to build on the already established
idea that heat was something to do with matter in motion. This was the
same idea put forwards by Sir Benjamin Thompson in 1798, who said
he was only following on from the work of many others. One of
Maxwell's recommended books was Heat as a Mode of Motion, by
John Tyndall. Maxwell outlined four stipulations for the definition of
heat:
It is something which may be transferred from one body to another,
according to the second law of thermodynamics.
It is a measurable quantity, and thus treated mathematically.
It cannot be treated as a substance, because it may be transformed
into something that is not a substance, e.g., mechanical work.
Heat is one of the forms of energy.
Mechanisms of heat transfer
Referring to conduction, Partington writes: "If a hot body is brought in
conducting contact with a cold body, the temperature of the hot body
falls and that of the cold body rises, and it is said that a quantity of
heat has passed from the hot body to the cold body."
Referring to radiation, Maxwell writes: "In Radiation, the hotter body
loses heat, and the colder body receives heat by means of a process
occurring in some intervening medium which does not itself thereby
become hot."
From these empirically based ideas of heat, and from other empirical
observations, the notions of internal energy and of entropy can be
derived, so as to lead to the recognition of the first and second laws of
thermodynamics. This was the way of the historical pioneers of
thermodynamics.
Notation and units
As a form of energy heat has the unit joule (J) in the International
System of Units (SI). However, in many applied fields in engineering
the British Thermal Unit (BTU) and the calorie are often used. The
standard unit for the rate of heat transferred is the watt (W), defined as
joules per second.
The total amount of energy transferred as heat is conventionally
written as Q for algebraic purposes. Heat released by a system into its
surroundings is by convention a negative quantity (Q < 0); when a
system absorbs heat from its surroundings, it is positive (Q > 0). Heat
transfer rate, or heat flow per unit time, is denoted by . This should
not be confused with a time derivative of a function of state (which
can also be written with the dot notation) since heat is not a function
of state. Heat flux is defined as rate of heat transfer per unit cross-
sectional area, resulting in the unit watts per square metre.
Estimation of quantity of heat
The quantity of heat transferred by some process can either be directly
measured, or determined indirectly through calculations based on
other quantities.
Direct measurement is by calorimetry and is the primary empirical
basis of the idea of quantity of heat transferred in a process. The
transferred heat is measured by changes in a body of known
properties, for example, temperature rise, change in volume or length,
or phase change, such as melting of ice.
Indirect estimations of quantity of heat transferred rely on the law of
conservation of energy, and, in particular cases, on the first law of
thermodynamics. Indirect estimation is the primary approach of many
theoretical studies of quantity of heat transferred.
Internal energy and enthalpy
In the case where the number of particles in the system is constant
(closed systems), the first law of thermodynamics states that the
differential change in internal energy dU of a system is given by an
infinitesimal amount of heat Q supplied to the system minus the
infinitesimal amount of work W exerted by the system:

This can also be interpreted as that Q makes contributions to the internal
energy and to the work done by the system:

The work done by the system includes boundary work (when the system
increases its volume against an external force, such as that exerted by a
piston) and other work (e.g. shaft work performed by a compressor fan):

In this Section we will neglect the "other-work" contribution. The internal
energy, U, is a state function. In cyclical processes, such as the operation of
a heat engine, state functions return to their initial values after completing
one cycle. Thus, the differential for the internal energy is an exact
differential dU. The symbol for exact differentials is the lowercase letter d.
In contrast, neither Q nor W represents the state of the system. Thus,
infinitesimal amounts of heat and work are inexact differentials, denoted by
Q and W, respectively. The lowercase Greek letter delta, , is the symbol
for inexact differentials. The integral of any inexact differential over the
time it takes for a system to leave and return to the same thermodynamic
state does not necessarily equal zero. However, if heat is supplied to a
system in which no irreversible processes take place and which has a well-
defined temperature T, the heat Q and the temperature T form the exact
differential

with S the entropy of the system. Likewise, with a well-defined pressure p
behind the moving boundary, the work W and the pressure p form the exact
differential

with V the volume of the system. In general, for homogeneous systems,

Associated with this differential equation is that the internal energy may be
considered to be a function U (S,V) of its natural variables S and V. Thus it
is said that the internal energy representation of the fundamental
thermodynamic relation is written

If V is constant

and if p is constant

with H the enthalpy given by

The enthalpy may be considered to be a function H (S,p) of its natural
variables S and p. Thus it is said that the enthalpy representation of the
fundamental thermodynamic relation is written

The internal energy representation and the enthalpy representation are partial
Legendre transforms of one another. They contain the same physical
information, written in different ways.
Path-independent examples for an ideal gas
For a simple compressible system such as an ideal gas inside a piston, the
internal energy change U at constant volume and the enthalpy change H
at constant pressure are modeled by separate heat capacity values, which are
C
V
and C
p
, respectively.
Constrained to have constant volume, the heat, Q, required to change its
temperature from an initial temperature, T
0
, to a final temperature, T
f
, is
given by

Allowing the system to expand or contract at constant pressure, the heat, Q,
required to change its temperature from an initial temperature, T
0
, to a final
temperature, T
f
, is given by

Here we used the definition of the enthalpy and the fact that p is constant.
When integrating an exact differential (e.g. dU), the lowercase letter d is
substituted for (e.g. U). Note that the symbol is convenient since it is
compact, but it can lead to sign errors. So it may be better to write U
f
- U
0

instead of U.
When integrating an inexact differential (e.g. Q), the lowercase Greek letter
is removed with no replacement (e.g. Q).
Chemical reactions
For a closed system in which a chemical reaction is of interest, the extent of
reaction, denoted by , states the degree of advancement of the reaction and
is included as a further natural variable for internal energy and for enthalpy.
This is written

In practice, chemists often use tables of a special but unnamed
thermodynamic potential that is not the enthalpy expressed in its natural
variables; instead they use the enthalpy expressed as a function of
temperature instead of entropy. This special potential is related to the natural
form of the enthalpy H (S,p,) by another partial Legendre transform, that
makes its natural variables T, p, and . The special unnamed potential is still
usually called the enthalpy. It can be written

This enthalpy is used to report the enthalpy change of reaction, also called
the heat of reaction.
Latent and sensible heat
In an 1847 lecture entitled On Matter, Living Force, and Heat, James
Prescott Joule characterized the terms latent heat and sensible heat as
components of heat each affecting distinct physical phenomena, namely the
potential and kinetic energy of particles, respectively. He described latent
energy as the energy possessed via a distancing of particles where attraction
was over a greater distance, i.e. a form of potential energy, and the sensible
heat as an energy involving the motion of particles or what was known as a
living force. At the time of Joule kinetic energy either held 'invisibly'
internally or held 'visibly' externally was known as a living force.
Latent heat is the heat released or absorbed by a chemical substance or a
thermodynamic system during a change of state that occurs without a change
in temperature. Such a process may be a phase transition, such as the melting
of ice or the boiling of water.
[35][36]
The term was introduced around 1750 by
Joseph Black as derived from the Latin latere (to lie hidden), characterizing
its effect as not being directly measurable with a thermometer.
Sensible heat, in contrast to latent heat, is the heat exchanged by a
thermodynamic system that has as its sole effect a change of temperature.
Sensible heat therefore only increases the thermal energy of a system.
Consequences of Black's distinction between sensible and latent heat are
examined in the Wikipedia article on calorimetry.

Joseph Black
Specific heat
Specific heat, also called specific heat capacity, is defined as the amount of
energy that has to be transferred to or from one unit of mass (kilogram) or
amount of substance (mole) to change the system temperature by one degree.
Specific heat is a physical property, which means that it depends on the
substance under consideration and its state as specified by its properties.
The specific heats of monatomic gases (e.g., helium) are nearly constant with
temperature. Diatomic gases such as hydrogen display some temperature
dependence, and triatomic gases (e.g., carbon dioxide) still more.
Microscopic explanation of conduction of heat
Heat is a macroscopic characteristic of systems, but like other
thermodynamic quantities it has a microscopic explanation given by
statistical mechanics. Temperature in ideal gases is directly proportional to
the kinetic energy of translational motion of microscopic particles, and heat
conduction is the net effect of two-way exchange of such energy through
molecular collisions. An early and vague expression of this was by Francis
Bacon. Precise and detailed versions of it were developed in the nineteenth
century. Conduction is conceptually and physically distinct but physically
inseparable from radiative transfer of heat within a body. For solids,
conduction of heat is through collective motions of microscopic particles,
including phonons.

Entropy
In 1856, German physicist Rudolf Clausius defined the second fundamental
theorem (the second law of thermodynamics) in the mechanical theory of
heat (thermodynamics): "if two transformations which, without necessitating
any other permanent change, can mutually replace one another, be called
equivalent, then the generations of the quantity of heat Q from work at the
temperature T, has the equivalence-value:"

In 1865, he came to define the entropy symbolized by S, such that, due to the
supply of the amount of heat Q at temperature T the entropy of the system is
increased by

and thus, for small changes, quantities of heat Q (an inexact differential) are
defined as quantities of TdS, with dS an exact differential:

This equality is only valid for a closed system and if no irreversible
processes take place inside the system while the heat Q is applied. If, in
contrast, irreversible processes are involved, e.g. some sort of friction, then
there is entropy production and, instead of the above equation, one has

This is the second law of thermodynamics for closed systems.

Rudolf Clausius
Heat transfer in engineering
The discipline of heat transfer, typically considered an aspect of mechanical
engineering and chemical engineering, deals with specific applied methods
by which thermal energy in a system is generated, or converted, or
transferred to another system. Although the definition of heat implicitly
means the transfer of energy, the term heat transfer encompasses this
traditional usage in many engineering disciplines and laymen language.
Heat transfer includes the mechanisms of heat conduction, thermal
radiation, and mass transfer. In engineering, the term convective heat
transfer is used to describe the combined effects of conduction and fluid
flow and is often regarded as an additional mechanism of heat transfer.
Although distinct physical laws may describe the behavior of each of these
methods, real systems often exhibit a complicated combination which are
often described by a variety of complex mathematical methods.
Practical applications
In accordance with the first law for closed systems, energy transferred as
heat enters one body and leaves another, changing the internal energies of
each. Transfer, between bodies, of energy as work is a complementary way
of changing internal energies. Though it is not logically rigorous from the
viewpoint of strict physical concepts, a common form of words that
expresses this is to say that heat and work are interconvertible.
Heat engines operate by converting heat flow from a high temperature
reservoir to a low temperature reservoir into work. One example are steam
engines, where the high temperature reservoir is steam generated by boiling
water. The flow of heat from the hot steam to water is converted into
mechanical work via a turbine or piston. Heat engines achieve high
efficiency when the difference between initial and final temperature is high.
Heat pumps, by contrast, use work to cause thermal energy to flow from
low to high temperature, the opposite direction heat would flow
spontaneously. An example is a refrigerator or air conditioner, where
electric power is used to cool a low temperature system (the interior of the
refrigerator) while heating a higher temperature environment (the exterior).
High efficiency is achieved when the temperature difference is small.
Heat equation
The heat equation is an important partial differential equation which
describes the distribution of heat (or variation in temperature) in a given
region over time.
Statement of the equation
For a function u(x,y,z,t) of three spatial variables (x,y,z) and the time
variable t, the heat equation is

also written

or alternatively


where is a positive constant, and or
2
denotes the Laplace operator. In
the physical problem of temperature variation, u(x,y,z,t) is the temperature
and is the thermal diffusivity. For the mathematical treatment it is
sufficient to consider the case = 1.
The heat equation is of fundamental importance in diverse scientific fields.
In mathematics, it is the prototypical parabolic partial differential equation.
In probability theory, the heat equation is connected with the study of
Brownian motion via the FokkerPlanck equation. In financial mathematics
it is used to solve the BlackScholes partial differential equation. The
diffusion equation, a more general version of the heat equation, arises in
connection with the study of chemical diffusion and other related processes.
General description
Suppose one has a function u which describes the temperature at a given
location (x, y, z). This function will change over time as heat spreads
throughout space. The heat equation is used to determine the change in the
function u over time. The image to the right is animated and describes the
way heat changes in time along a metal bar. One of the interesting properties
of the heat equation is the maximum principle which says that the maximum
value of u is either earlier in time than the region of concern or on the edge
of the region of concern. This is essentially saying that temperature comes
either from some source or from earlier in time because heat permeates but is
not created from nothingness. This is a property of parabolic partial
differential equations and is not difficult to prove mathematically (see
below).
Another interesting property is that even if u has a discontinuity at an initial
time t = t
0
, the temperature becomes smooth as soon as t > t
0
. For example, if
a bar of metal has temperature 0 and another has temperature 100 and they
are stuck together end to end, then very quickly the temperature at the point
of connection will become 50 and the graph of the temperature will run
smoothly from 0 to 100.
The heat equation is used in probability and describes random walks. It is
also applied in financial mathematics for this reason.
It is also important in Riemannian geometry and thus topology: it was
adapted by Richard Hamilton when he defined the Ricci flow that was later
used by Grigori Perelman to solve the topological Poincar conjecture.

Solution of a 1D heat equation PDE. The temperature (u) is initially
distributed over a one-dimensional, one-unit-long interval (x=[0,1]) with
insulated endpoints. The distribution approaches equilibrium over time.
General Audience Description
Here the horizontal axis represents the location along a bar of metal and the
graph records the temperature at that location. It begins with an initial
temperature which is hot at one side and cool at the other, and then shows
how the temperature of the bar approaches an equilibrium. It is assumed that
no heat is lost from the bar and that there are no heat sources. This
demonstrates two key properties of the heat equation: approaching an
equilibrium, and the maximum principle. The maximum principle says that
the temperature will always have a maximum either earlier in time or at the
ends of the bar.
Summary
Graphical representation of the solution to the heat equation for an "infinite
slab" of width 1 given by:

where k = .061644 subject to the boundary conditions:

and with the initial heat distribution given by:

In this case, the left face (x=0) and the right face (x=1) are perfectly
insulated. This image shows how the heat redistributes, flowing from the
warmer left edge to the cooler right edge, then equalizing to a constant
temperature throughout. This temperature happens to be the average value of
cos(2x) over [0,1], as one might expect.
The solution:

where:

Solution Details
This solution was obtained using separation of variables.
In mathematics, separation of variables is any of several methods for
solving ordinary and partial differential equations, in which algebra allows
one to rewrite an equation so that each of two variables occurs on a different
side of the equation.
Ordinary differential equations (ODE)
Suppose a differential equation can be written in the form

which we can write more simply by letting :

As long as h(y) 0, we can rearrange terms to obtain:

so that the two variables x and y have been separated. dx (and dy) can be
viewed, at a simple level, as just a convenient notation, which provides a
handy mnemonic aid for assisting with manipulations. A formal definition of
dx as a differential (infinitesimal) is somewhat advanced.
Alternative notation
Some who dislike Leibniz's notation may prefer to write this as

but that fails to make it quite as obvious why this is called "separation of
variables".
Integrating both sides of the equation with respect to , we have

or equivalently,

because of the substitution rule for integrals.
If one can evaluate the two integrals, one can find a solution to the
differential equation. Observe that this process effectively allows us to treat
the derivative as a fraction which can be separated. This allows us to
solve separable differential equations more conveniently, as demonstrated in
the example below.
(Note that we do not need to use two constants of integration, in equation (2)
as in

because a single constant is equivalent.)
Example (I)
The ordinary differential equation

may be written as

If we let and , we can write the differential equation
in the form of equation (1) above. Thus, the differential equation is
separable.
As shown above, we can treat and as separate values, so that both sides
of the equation may be multiplied by . Subsequently dividing both sides
by , we have

At this point we have separated the variables x and y from each other, since
x appears only on the right side of the equation and y only on the left.
Integrating both sides, we get

which, via partial fractions, becomes

and then

where C is the constant of integration. A bit of algebra gives a solution for y:

One may check our solution by taking the derivative with respect to x of the
function we found, where B is an arbitrary constant. The result should be
equal to our original problem. (One must be careful with the absolute values
when solving the equation above. It turns out that the different signs of the
absolute value contribute the positive and negative values for B, respectively.
And the B = 0 case is contributed by the case that y = 1, as discussed below.)
Note that since we divided by and we must check to see whether the
solutions and solve the differential equation (in this case
they are both solutions). See also: singular solutions.
Example (II)
Population growth is often modeled by the differential equation

where is the population with respect to time , is the rate of growth, and
is the carrying capacity of the environment.
Separation of variables may be used to solve this differential equation.


To evaluate the integral on the left side, we simplify the fraction

and then, we decompose the fraction into partial fractions

Thus we have







Let .





Therefore, the solution to the logistic equation is

To find , let and . Then we have

Noting that , and solving for A we get

Partial differential equations
The method of separation of variables is also used to solve a wide range of
linear partial differential equations with boundary and initial conditions,
such as heat equation, wave equation, Laplace equation and Helmholtz
equation.
Homogeneous case
Consider the one-dimensional heat equation.The equation is





(1)
The boundary condition is homogeneous, that is





(2)
Let us attempt to find a solution which is not identically zero satisfying the
boundary conditions but with the following property: u is a product in
which the dependence of u on x, t is separated, that is:





(3)
Substituting u back into equation,





(4)
Since the right hand side depends only on x and the left hand side only on t,
both sides are equal to some constant value . Thus:





(5)
and





(6)
here is the eigenvalue for both differential operators, and T(t) and X(x)
are corresponding eigenfunctions.
We will now show that solutions for X(x) for values of 0 cannot occur:
Suppose that < 0. Then there exist real numbers B, C such that

From (2) we get





(7)
and therefore B = 0 = C which implies u is identically 0.
Suppose that = 0. Then there exist real numbers B, C such that

From (7) we conclude in the same manner as in 1 that u is identically 0.
Therefore, it must be the case that > 0. Then there exist real numbers A, B,
C such that

and

From (7) we get C = 0 and that for some positive integer n,

This solves the heat equation in the special case that the dependence of u
has the special form of (3).
In general, the sum of solutions to (1) which satisfy the boundary conditions
(2) also satisfies (1) and (3). Hence a complete solution can be given as

where D
n
are coefficients determined by initial condition.
Given the initial condition

we can get

This is the sine series expansion of f(x). Multiplying both sides with
and integrating over [0,L] result in

This method requires that the eigenfunctions of x, here , are
orthogonal and complete. In general this is guaranteed by Sturm-Liouville
theory.
Nonhomogeneous case
Suppose the equation is nonhomogeneous,





(8)
with the boundary condition the same as (2).
Expand h(x,t), u(x,t) and f(x,t) into





(9)





(10)





(11)
where h
n
(t) and b
n
can be calculated by integration, while u
n
(t) is to be
determined.
Substitute (9) and (10) back to (8) and considering the orthogonality of sine
functions we get

which are a sequence of linear differential equations that can be readily
solved with, for instance, Laplace transform,or Integrating factor. Finally,
we can get

If the boundary condition is nonhomogeneous, then the expansion of (9) and
(10) is no longer valid. One has to find a function v that satisfies the
boundary condition only, and subtract it from u. The function u-v then
satisfies homogeneous boundary condition, and can be solved with the
above method.
In orthogonal curvilinear coordinates, separation of variables can still be
used, but in some details different from that in Cartesian coordinates. For
instance, regularity or periodic condition may determine the eigenvalues in
place of boundary conditions. See spherical harmonics for example.
Matrices
The matrix form of the separation of variables is the Kronecker sum.
As an example we consider the 2D discrete Laplacian on a regular grid:

where and are 1D discrete Laplacians in the x- and y-directions,
correspondingly, and are the identities of appropriate sizes. See the main
article Kronecker sum of discrete Laplacians for details.
The physical problem and the equation
Derivation in one dimension
The heat equation is derived from Fourier's law and conservation of energy
(Cannon 1984). By Fourier's law, the flow rate of heat energy through a
surface is proportional to the negative temperature gradient across the
surface,

where k is the thermal conductivity and u is the temperature. In one
dimension, the gradient is an ordinary spatial derivative, and so Fourier's
law is

where

In the absence of work done, a change in internal energy per unit volume in
the material, Q, is proportional to the change in temperature, u. (In this
section only, is the ordinary difference operator, not the Laplacian.) That
is,

where c
p
is the specific heat capacity and is the mass density of the
material. Choosing zero energy at absolute zero temperature, this can be
rewritten as
.
The increase in internal energy in a small spatial region of the material

over the time period

is given by

where the fundamental theorem of calculus was used. If no work is done
and there are neither heat sources nor sinks, the change in internal energy in
the interval [x-x, x+x] is accounted for entirely by the flux of heat across
the boundaries. By Fourier's law, this is

again by the fundamental theorem of calculus.
[2]
By conservation of energy,

This is true for any rectangle [tt, t+t] [xx, x+x]. By the
fundamental lemma of the calculus of variations, the integrand must vanish
identically:

Which can be rewritten as:

or:

which is the heat equation, where the coefficient (often denoted )

is called the thermal diffusivity.
An additional term may be introduced into the equation to account for
radiative loss of heat, which depends upon the excess temperature
at a given point compared with the surroundings. At low excess
temperatures, the radiative loss is approximately , giving a one-
dimensional heat-transfer equation of the form
.
At high excess temperatures, however, the Stefan-Boltzmann law gives a
net radiative heat-loss proportional to , and the above equation is
inaccurate. For large excess temperatures, , giving a high-
temperature heat-transfer equation of the form

where . Here, is Stefan's constant, is a characteristic
constant of the material, is the sectional perimeter of the bar and is its
cross-sectional area. However, using instead of gives a better
approximation in this case.
Three-dimensional problem
In the special cases of wave propagation of heat in an isotropic and
homogeneous medium in a 3-dimensional space, this equation is

where:
u = u(x, y, z, t) is temperature as a function of space and time;
is the rate of change of temperature at a point over time;
u
xx
, u
yy
, and u
zz
are the second spatial derivatives (thermal conductions)
of temperature in the x, y, and z directions, respectively;
is the thermal diffusivity, a material-specific quantity
depending on the thermal conductivity k, the mass density , and the
specific heat capacity c
p
.
The heat equation is a consequence of Fourier's law of cooling (see heat
conduction).
If the medium is not the whole space, in order to solve the heat equation
uniquely we also need to specify boundary conditions for u. To determine
uniqueness of solutions in the whole space it is necessary to assume an
exponential bound on the growth of solutions; this assumption is consistent
with observed experiments.
Solutions of the heat equation are characterized by a gradual smoothing of
the initial temperature distribution by the flow of heat from warmer to colder
areas of an object. Generally, many different states and starting conditions
will tend toward the same stable equilibrium. As a consequence, to reverse
the solution and conclude something about earlier times or initial conditions
from the present heat distribution is very inaccurate except over the shortest
of time periods.
The heat equation is the prototypical example of a parabolic partial
differential equation.
Using the Laplace operator, the heat equation can be simplified, and
generalized to similar equations over spaces of arbitrary number of
dimensions, as

where the Laplace operator, or
2
, the divergence of the gradient, is taken
in the spatial variables.
The heat equation governs heat diffusion, as well as other diffusive
processes, such as particle diffusion or the propagation of action potential in
nerve cells. Although they are not diffusive in nature, some quantum
mechanics problems are also governed by a mathematical analog of the heat
equation (see below). It also can be used to model some phenomena arising
in finance, like the BlackScholes or the Ornstein-Uhlenbeck processes. The
equation, and various non-linear analogues, has also been used in image
analysis.
The heat equation is, technically, in violation of special relativity, because its
solutions involve instantaneous propagation of a disturbance. The part of the
disturbance outside the forward light cone can usually be safely neglected,
but if it is necessary to develop a reasonable speed for the transmission of
heat, a hyperbolic problem should be considered instead like a partial
differential equation involving a second-order time derivative. Some models
of nonlinear heat conduction (which are also parabolic equations) have
solutions with finite heat transmission speed.
Internal heat generation
The function u above represents temperature of a body. Alternatively, it is
sometimes convenient to change units and represent u as the heat density of
a medium. Since heat density is proportional to temperature in a
homogeneous medium, the heat equation is still obeyed in the new units.
Suppose that a body obeys the heat equation and, in addition, generates its
own heat per unit volume (e.g., in watts/litre - W/L) at a rate given by a
known function q varying in space and time. Then the heat per unit volume u
satisfies an equation

For example, a tungsten light bulb filament generates heat, so it would have
a positive nonzero value for q when turned on. While the light is turned off,
the value of q for the tungsten filament would be zero.
Solving the heat equation using Fourier series

Idealized physical setting for heat conduction in a rod with homogeneous
boundary conditions.
The following solution technique for the heat equation was proposed by
Joseph Fourier in his treatise Thorie analytique de la chaleur, published in
1822. Let us consider the heat equation for one space variable. This could be
used to model heat conduction in a rod. The equation is




(1)
where u = u(x, t) is a function of two variables x and t. Here
x is the space variable, so x [0,L], where L is the length of the rod.
t is the time variable, so t 0.
We assume the initial condition





(2)
where the function f is given, and the boundary conditions
.



(3)
Let us attempt to find a solution of (1) which is not identically zero
satisfying the boundary conditions (3) but with the following property: u is
a product in which the dependence of u on x, t is separated, that is:





(4)
This solution technique is called separation of variables. Substituting u back
into equation (1),

Since the right hand side depends only on x and the left hand side only on t,
both sides are equal to some constant value . Thus:





(5)
and





(6)
We will now show that nontrivial solutions for (6) for values of 0 cannot
occur:
1. Suppose that < 0. Then there exist real numbers B, C such that

From (3) we get

and therefore B = 0 = C which implies u is identically 0.
2. Suppose that = 0. Then there exist real numbers B, C such that

From equation (3) we conclude in the same manner as in 1 that u is
identically 0.
3. Therefore, it must be the case that > 0. Then there exist real
numbers A, B, C such that

and

From (3) we get C = 0 and that for some positive integer n,

This solves the heat equation in the special case that the dependence of u
has the special form (4).
In general, the sum of solutions to (1) which satisfy the boundary
conditions (3) also satisfies (1) and (3). We can show that the solution to
(1), (2) and (3) is given by

where

Generalizing the solution technique
The solution technique used above can be greatly extended to many other
types of equations. The idea is that the operator u
xx
with the zero boundary
conditions can be represented in terms of its eigenvectors. This leads
naturally to one of the basic ideas of the spectral theory of linear self-
adjoint operators.
Consider the linear operator u = u
xx
. The infinite sequence of functions

for n 1 are eigenvectors of . Indeed

Moreover, any eigenvector f of with the boundary conditions f(0)=f(L)=0
is of the form e
n
for some n 1. The functions e
n
for n 1 form an
orthonormal sequence with respect to a certain inner product on the space
of real-valued functions on [0, L]. This means

Finally, the sequence {e
n
}
n

N
spans a dense linear subspace of L
2
(0, L).
This shows that in effect we have diagonalized the operator .
Heat conduction in non-homogeneous anisotropic media
In general, the study of heat conduction is based on several principles.
Heat flow is a form of energy flow, and as such it is meaningful to speak
of the time rate of flow of heat into a region of space.
The time rate of heat flow into a region V is given by a time-dependent
quantity q
t
(V). We assume q has a density, so that

Heat flow is a time-dependent vector function H(x) characterized as
follows: the time rate of heat flowing through an infinitesimal surface
element with area dS and with unit normal vector n is

Thus the rate of heat flow into V is also given by the surface integral

where n(x) is the outward pointing normal vector at x.
The Fourier law states that heat energy flow has the following linear
dependence on the temperature gradient

where A(x) is a 3 3 real matrix that is symmetric and positive definite.
By Green's theorem, the previous surface integral for heat flow into V can
be transformed into the volume integral



The time rate of temperature change at x is proportional to the heat
flowing into an infinitesimal volume element, where the constant of
proportionality is dependent on a constant

Putting these equations together gives the general equation of heat flow:

Remarks.
The coefficient (x) is the inverse of specific heat of the substance at x
density of the substance at x.
In the case of an isotropic medium, the matrix A is a scalar matrix equal
to thermal conductivity.
In the anisotropic case where the coefficient matrix A is not scalar (i.e., if
it depends on x), then an explicit formula for the solution of the heat
equation can seldom be written down. Though, it is usually possible to
consider the associated abstract Cauchy problem and show that it is a
well-posed problem and/or to show some qualitative properties (like
preservation of positive initial data, infinite speed of propagation,
convergence toward an equilibrium, smoothing properties). This is usually
done by one-parameter semigroups theory: for instance, if A is a
symmetric matrix, then the elliptic operator defined by

is self-adjoint and dissipative, thus by the spectral theorem it generates a
one-parameter semigroup.
Fundamental solutions
A fundamental solution, also called a heat kernel, is a solution of the heat
equation corresponding to the initial condition of an initial point source of
heat at a known position. These can be used to find a general solution of
the heat equation over certain domains; see, for instance, (Evans 1998) for
an introductory treatment.
In one variable, the Green's function is a solution of the initial value
problem

where is the Dirac delta function. The solution to this problem is the
fundamental solution

One can obtain the general solution of the one variable heat equation with
initial condition u(x, 0) = g(x) for - < x < and 0 < t < by applying a
convolution:

In several spatial variables, the fundamental solution solves the analogous
problem

in - < x
i
< , i = 1,...,n, and 0 < t < . The n-variable fundamental
solution is the product of the fundamental solutions in each variable; i.e.,

The general solution of the heat equation on R
n
is then obtained by a
convolution, so that to solve the initial value problem with u(x, t = 0) =
g(x), one has

The general problem on a domain in R
n
is

with either Dirichlet or Neumann boundary data. A Green's function
always exists, but unless the domain can be readily decomposed into
one-variable problems (see below), it may not be possible to write it down
explicitly. The method of images provides one additional technique for
obtaining Green's functions for non-trivial domains.
Some Green's function solutions in 1D
A variety of elementary Green's function solutions in one-dimension are
recorded here. In some of these, the spatial domain is the entire real line (-
,). In others, it is the semi-infinite interval (0,) with either Neumann or
Dirichlet boundary conditions. One further variation is that some of these
solve the inhomogeneous equation

where f is some given function of x and t.
Homogeneous heat equation
Initial value problem on (-,)


Comment. This solution is the convolution with respect to the variable x of
the fundamental solution and the function g(x).
Therefore, according to the general properties of the convolution with
respect to differentiation, is a solution of the same heat
equation, for Moreover, and
so that, by general facts about approximation to the identity,
as t 0 in various senses, according to the specific g. For
instance, if g is assumed bounded and continuous on R then
converges uniformly to g as t 0, meaning that u(x, t) is continuous on R
[0, ) with u(x,0) = g(x).
Initial value problem on (0,) with homogeneous Dirichlet boundary
conditions


Comment. This solution is obtained from the preceding formula as
applied to the data g(x) suitably extended to R, so as to be an odd
function, that is, letting g(x) := g(x) for all x. Correspondingly, the
solution of the initial value problem on (,+) is an odd function with
respect to the variable x for all values of t, and in particular it satisfies
the homogeneous Dirichlet boundary conditions
Initial value problem on (0,) with homogeneous Neumann boundary
conditions


Comment. This solution is obtained from the first solution formula as
applied to the data g(x) suitably extended to R so as to be an even
function, that is, letting g(x) := +g(x) for all x. Correspondingly, the
solution of the initial value problem on (,+) is an even function with
respect to the variable x for all values of t > 0, and in particular, being
smooth, it satisfies the homogeneous Neumann boundary conditions
u
x
(0, t) = 0.
Problem on (0,) with homogeneous initial conditions and non-
homogeneous Dirichlet boundary conditions


Comment. This solution is the convolution with respect to the variable t
of and the function h(t). Since (x, t) is the
fundamental solution of the function (x, t) is also a solution of the
same heat equation, and so is u := h, thanks to general properties of
the convolution with respect to differentiation. Moreover,
and so that, by general facts about approximation to the
identity, (x, ) h h as x 0 in various senses, according to the
specific h. For instance, if h is assumed continuous on R with support in
[0, ) then (x, ) h converges uniformly on compacta to h as x 0,
meaning that u(x, t) is continuous on [0, ) [0, ) with u(0, t) = h(t).
Inhomogeneous heat equation
Problem on (-,) homogeneous initial conditions


Comment. This solution is the convolution in R
2
, that is with respect to
both the variables x and t, of the fundamental solution
and the function f(x, t), both meant as defined on the whole R
2
and
identically 0 for all t 0. One verifies that which is
expressed in the language of distributions as where the
distribution is the Dirac's delta function, that is the evaluation at 0.
Problem on (0,) with homogeneous Dirichlet boundary conditions and
initial conditions


Comment. This solution is obtained from the preceding formula as
applied to the data f(x, t) suitably extended to R [0,), so as to be an
odd function of the variable x, that is, letting f(x, t) := f(x, t) for all x and
t. Correspondingly, the solution of the inhomogeneous problem on (-
,+) is an odd function with respect to the variable x for all values of t,
and in particular it satisfies the homogeneous Dirichlet boundary
conditions u(0, t) = 0.
Problem on (0,) with homogeneous Neumann boundary conditions and
initial conditions


Comment. This solution is obtained from the first formula as applied to
the data f(x, t) suitably extended to R [0,), so as to be an even
function of the variable x, that is, letting f(x,t) := f(x, t) for all x and t.
Correspondingly, the solution of the inhomogeneous problem on
(,+) is an even function with respect to the variable x for all values of
t, and in particular, being a smooth function, it satisfies the homogeneous
Neumann boundary conditions
Examples
Since the heat equation is linear, solutions of other combinations of
boundary conditions, inhomogeneous term, and initial conditions can be
found by taking an appropriate linear combination of the above Green's
function solutions.
For example, to solve

let

where u and v solve the problems

Similarly, to solve

let

where w, v, and r solve the problems

Mean-value property for the heat equation
Solutions of the heat equations

satisfy a mean-value property analogous to the mean-value properties of
harmonic functions, solutions of
,
though a bit more complicated. Precisely, if u solves

and

then

where E

is a "heat-ball", that is a super-level set of the fundamental

solution of the heat equation:


Notice that

as so the above formula holds for any (x, t) in the (open) set dom(u)
for large enough. Conversely, any function u satisfying the above mean-
value property on an open domain of R
n
R is a solution of the heat
equation. This can be shown by an argument similar to the analogous one
for harmonic functions.
Stationary Heat Equation
The (time) stationary heat equation is not dependent on time. In other
words, it is assumed conditions exist such that:

This condition depends on the time constant and the amount of time passed
since boundary conditions have been imposed. Thus, the condition is
fulfilled in situations in which the time equilibrium constant is fast enough
that the more complex time-dependent heat equation can be approximated
by the stationary case. Equivalently, the stationary condition exists for all
cases in which enough time has passed that the thermal field u no longer
evolves in time.
In the stationary case, a spacial thermal gradient may (or may not) exist, but
if it does, it does not change in time. This equation therefore describes the
end result in all thermal problems in which a source is switched on (for
example, an engine started in an automobile), and enough time has passed
for all permanent temperature gradients to establish themselves in space,
after which these spacial gradients no longer change in time (as again, with
an automobile in which the engine has been running for long enough). The
other (trivial) solution is for all spacial temperature gradients to disappear as
well, in which case the temperature become uniform in space, as well.
The equation is much simpler and can help to understand better the physics
of the materials without focusing on the dynamic of the heat transport
process. It is widely used for simple engineering problems assuming there is
equilibrium of the temperature fields and heat transport, with time.
Stationary condition:

The stationary heat equation for a volume that contains a heat source (the
inhomogeneous case), is the Poisson's equation:

In electrostatics, this is equivalent to the case where the space under
consideration contains an electrical charge.
The stationary heat equation without a heat source within the volume (the
homogeneous case) is the equation in electrostatics for a volume of free
space that does not contain a charge. It is described by Laplace's equation:

where u is the temperature, is the thermal conductivity and q the heat
source density.
Applications
Particle diffusion
Main article: Diffusion equation
One can model particle diffusion by an equation involving either:
the volumetric concentration of particles, denoted c, in the case of
collective diffusion of a large number of particles, or
the probability density function associated with the position of a single
particle, denoted P.
In either case, one uses the heat equation

or

Both c and P are functions of position and time. D is the diffusion
coefficient that controls the speed of the diffusive process, and is typically
expressed in meters squared over second. If the diffusion coefficient D is
not constant, but depends on the concentration c (or P in the second case),
then one gets the nonlinear diffusion equation.
Brownian motion
The random trajectory of a single particle subject to the particle diffusion
equation (or heat equation) is a Brownian motion. If a particle is placed at R
= 0 at time t = 0, then the probability density function associated with the
position vector of the particle R will be the following:

which is a (multivariate) normal distribution evolving in time.
Schrdinger equation for a free particle
Main article: Schrdinger equation
With a simple division, the Schrdinger equation for a single particle of
mass m in the absence of any applied force field can be rewritten in the
following way:
,
where i is the imaginary unit, is the reduced Planck's constant, and is the
wavefunction of the particle.
This equation is formally similar to the particle diffusion equation, which
one obtains through the following transformation:


Applying this transformation to the expressions of the Green functions
determined in the case of particle diffusion yields the Green functions of the
Schrdinger equation, which in turn can be used to obtain the wavefunction
at any time through an integral on the wavefunction at t = 0:
, with

Remark: this analogy between quantum mechanics and diffusion is a purely
formal one. Physically, the evolution of the wavefunction satisfying
Schrdinger's equation might have an origin other than diffusion.
Thermal diffusivity in polymers
A direct practical application of the heat equation, in conjunction with
Fourier theory, in spherical coordinates, is the measurement of the thermal
diffusivity in polymers (Unsworth and Duarte). The dual theoretical-
experimental method demonstrated by these authors is applicable to rubber
and various other materials of practical interest.
Further applications
The heat equation arises in the modeling of a number of phenomena and is
often used in financial mathematics in the modeling of options. The famous
BlackScholes option pricing model's differential equation can be
transformed into the heat equation allowing relatively easy solutions from a
familiar body of mathematics. Many of the extensions to the simple option
models do not have closed form solutions and thus must be solved
numerically to obtain a modeled option price. The equation describing
pressure diffusion in an porous medium is identical in form with the heat
equation. Diffusion problems dealing with Dirichlet, Neumann and Robin
boundary conditions have closed form analytic solutions (Thambynayagam
2011). The heat equation is also widely used in image analysis (Perona &
Malik 1990) and in machine-learning as the driving theory behind scale-
space or graph Laplacian methods. The heat equation can be efficiently
solved numerically using the CrankNicolson method of (Crank & Nicolson
1947). This method can be extended to many of the models with no closed
form solution, see for instance (Wilmott, Howison & Dewynne 1995).
An abstract form of heat equation on manifolds provides a major approach
to the AtiyahSinger index theorem, and has led to much further work on
heat equations in Riemannian geometry.