MATHEMATICAL METHODS FOR PHYSICISTS

HEAT FLOW, OR DIFFUSION, PDE

Oscar Ismael Arce AM12022
Universidad de El Salvador, Escuela de Fsica
Fsica Matematica III
Teacher: Francisco Melgar
November 29, 2015
Abstract
Many of the problems of mathematical physics involve the solution of partial differential equations. The
phenomena which corresponds to a particular physical situation is, therefore, usually a solution of some partial
differential equation (PDE), that particular solution which satisfies the particular set of boundary conditions
appropriate to the situation. In this article, we will development the techniques that we will need to apply for
solve the diffusion PDE; in particular, we will see how PDE arise in modeling a physical phenomenon and how
the interpretation of their solutions helps us to understand this phenomenon.

Heat Flow

values of and therefore set = i, 2 = 2 for real

, and have

The heat flow equation is

= a2 2
t

(x, t) = eix e

2 2

a t

= (cos x + i sin x) e

2 2

a t

(3)
Forming real linear combinations we obtain the solution

(1)

where is the temperature and a2 is a constant characteristic of the material through which heat is flowing.

(x, t) = eix e

2 2

a t

= (A cos x + B sin x) e

2 2

a t

(4)
For simplicity, we first solve the time-dependent for any choice of A, B, , which are introduced to
PDE for a homogeneous one dimensional medium, a satisfy boundary conditions.
long metal rod in the x direction, say,

2
= a2 2
t
x

Example Let us solve a one-dimensional case

explicitly, where the temperature at time t = 0 is
0 (x) = 1 = constant in the interval between x = +1
and x = 1 and zero for x > 1 and x < 1. At the
ends, x = 1, the temperature is always held at zero.

(2)

We obtain solutions to this linear PDE with constant

coefficients by the method of separation of variables,
for which we set (x, t) = X(x)T (t), leading to the
separate equations
1 dT (t)
= ,
T (t) dt

Solution Note that this problem, including its

initial conditions, has even parity,0 (x) = 0 (x) so
(x, t) must also be even.
(x) = 0 for values of x 1, apply Fourier function
and parity criterion we obtain

1 d2 X(x)

= 2
X(x) dx2
a
1 dT (t)
=
T (t) dt

(x) =

T0
= ln T = t T = et
T

,
a2

x1

for odd integer n, a0 = 0 and

1 d2 X(x)

= 2
X(x) dx2
a
with 2 =

a0 X
nx
+
an cos
= 0;
2
2
n=1

(x) =

X
n=1

X 00 2 X = 0 X = ex

an cos

nx
= 1;
2

1<x<1

with coefficients
1
Z 1
nx
2
nx 
an =
(x) cos
dx =
sin
2
n
2 1
1

and the solutions of 2 is (x, t) = ex et .

We seek solutions whose time dependence decays exponentially at large t ,that is, solutions with negative

an =
1

4
n
4(1)m
sin
=
;
n
2
(2m + 1)

n = 2m + 1

Including its time dependence, the full solution is given Substitute 9 into 8 and divide by RZ to get
by the series


1 d
dR
1 d2 1 d2 Z
+
=0
(10)
r
+ 2

h
i
m
2
2
2
X
rR dr
dr
r d2
z dz 2
(1)
4
x t (2m+1) a
4
e
(x, t) =
cos (2m + 1)
m=0 2m + 1
2
The last term is a function only of z,while the other
two terms do not contain z. Therefore the last term is
a constant and the sum of the first two terms is minus
the same constant. Notice that neither of the first two
terms is constant alone since both contain r.
In three dimensions the equation 1 becomes
2 2 2
+
+
+ a2 = 0
x2
y 2
z 2

(5)
Thus we have

1 d2 Z
= k2
Z dz 2

Z=

ekz
ekz

which is the Helmholtz equation, which may be

solved by the separation method just like the earlier
Since we want the temperature to tend to zero
Laplace equation in Cartesian, cylindrical, or spherical
as z tends to infinity, we call the separation constant
coordinates under appropriately generalized boundary
+k 2 (k > 0) and then use only the ekz solution.
conditions.
Next write 10 with the last term replaced by k 2 .


1 d
dR
1 d2
+ k2 = 0
(11)
r
+ 2
Cartesian Coordinates
rR dr
dr
r d2
We assume a solution of 1 of the form
= F (x, y, z)T (t)

We can separate the variables by multiplying by r2



r d
dR
1 d2
r
+
+ k2 r2 = 0
(12)
R dr
dr
d2

(6)

Substitute 6 into 1 we get

In 12 the second term is a function of only, and the

other terms are independent of . Thus we have

1 d2
sin n
2
=
n

=
(13)
The left side of this last identity is a function only
cos n
d2
of the space variables x, y, z,and the right side is a
function only of time. Therefore both sides are the Finally, the r equation is
same constant and we can write




d
dR
r
r
+ k 2 r 2 n2 R = 0
(14)
1 2
2
2
2
dr
dr
F = k
F +k F =0
F
This is a Bessel equation with solutions Jn (kr) and
1 1 dT
dT
2
2 2
Nn (kr).
=
k

=
k
a
T
a2 T dt
dt
T 2 F =

1
1 1 dT
1 dT
2 F = 2
F
a2 dt
F
a T dt

Since the base of the cylinder contains the origin, we

can use only the Jn and not the Nn solutions since Nn
becomes infinite at the origin. Hence we have

The time equation can be integrated to give

T = ek

2 2

a t

(7)

R(r) = Jn (kr)
(15)
We can see a physical reason here for choosing the
separation constant (k 2 ) to be negative. As t We can find the possible values of k from the condition
increases, the temperature of a body might decrease that the temperature is zero on the curved surface of
the cylinder. Thus = 0 when r = a(for all and
to zero as in 7.
z)or R(r) = 0 when r = a.
Cylindrical Coordinates
Laplaces equation in cylindrical coordinates is


1

1 2 2
r
+ 2
+
=0
2 =
r r
r
r 2
z 2

Thus the solutions for are


Jn (r/a) sin nez/a
=
Jn (r/a) cos nez/a

(8)

where = ka are zeros of Jn .

To separate the variables, we assume a solution of the

form
= R(r)()Z(z)
(9)
2

(16)

Example We now consider the problem of the Applying the orthogonality of the Bessel series and accooling of an infinitely long cylinder of radius a, cording Arfken,with i = ai , we obtain
heated to the temperature 0 = f (r), r is the distance
Z a

r
2
from the axis, and radiating heat into the surrounding
f (r)J m
rdr
Cm =
2
a
medium at zero temperature.
a2 [J+1 (m )] 0
Z a
2
Ci =
f (r)J0 (i r) rdr
Solution The problem reduces to solving the
2
a2 [J1 (i a)] 0
equation of heat conduction
Finally, the temperature distribution in the cylinder is

given by
= k2
t

Z a
X
J0 (i r) 2i kt
subject to the boundary conditions (a, t) = 0; (r, t) = 2
f
(r)J
(
r)rdr
e
0
i
2
a i=1 0
J12 (i a)
(r, 0) = f (r).
Spherical Coordinates
The mathematical model of the problem is constituted by the equation of diffusion

 2
Inside of a sphere, the temperature satisfies

1
2
+
=a
(0 < r < a; t > 0)
Laplaces equation. In spherical coordinates this is
t
r2
r r
2 = 0 =

Also it requires that the function (r, t) must be

bounded around the cylinder volume.
1
r2 r
To start, we assume a set of solutions
(r, t) = R(r)T (t)






1
2
r2
+ 2
sin
+ 2 2
r
r sin

r sin 2
(17)

Following the same procedure as cylindrical coordinates, we obtain the basis functions for our problem

sin m
l m
= r Pl (cos )
(18)
cos m

And substituting in the diffusion equation, we get



1 0
0
00
R(r)T (t) = k R (r)T (t) + R (r)T (t)
r

The functions Plm (cos ) sin m and Plm (cos ) cos m

are called spherical harmonics.

R00 (r) + 1r R0 (r)

1 T 0 (t)
=
= 2
R(r)
k T (t)
2
1
T = e kt ; R00 (r) + R0 (r) + 2 R(r) = 0
r

Note Do not include the development of temporal part, which is basically the same in any coordinate
We see that a solution is a Bessel equation with pa- system, we only remember the 9th chapter of Arfken
rameter , where = 0, therefore the general solution or consult any bibliography.
is
R(r) = C1 J0 (r) + C2 Y0 (r)
The R(r) function must be bounded at r = 0, so it
follows that C2 = 0, Hence:
R(r) = C1 J0 (r)
Thus we have the solution must be:
(r, t) = e

kt

C1 J0 (r)

according to the superposition principle, the function

(r, t) =

Ci ei kt J0 (i r)

i=1

Applying the condition (r, 0) = f (r), the FourierBessel series is obtained

f (r) =

Ci J0 (i r)

i=1

Alternative Ways

2
u(x, t) =

x
2a t


f

x2
t 2 2
4a

e d

An alternative way to treating the problem of the

diffusion equation is with integral transforms, such as


Z
2
2
x2
Fourier transform or Laplace, this article will include a
u(x, t) =
f t 2 2 e d
problem solved with the method of Laplace transform,
x
4a

2a t
however, we will avoid the theoretical details Laplace
transform.
This is the formal solution of the problem.
Problem
In particular, if f (t) = u0 = constant, solution
A very long and narrow cylindrical thermally insulated becomes
over its lateral surface is kept at zero temperature up
Z
2u0 2
to t = 0 at which time one of its ends is placed in theru(x, t) =
e
d
x
mal contact with a heat reservoir at the temperature

2a t
u0 . It is desired to find the temperature in the rod at
By chapter 8 in Arfken, we know that
any later time.
Z
2
2
et dt
erfc(z) = 1 erf(z) =
z


x

u(x, t) = u0 erfc
2a t

References
solution
The temperature in the rod can be treated as a
function of only two variables, u = u(x, t) and the rod
can be considered to be semi-infinite.

[1] Arfken G., (2005) Mathematical Methods For

Physicists., Elsevier Academic Press Publications.
Oxford UK
[2] Debnath L., (2007) Integral Transforms and Their
Applications. Taylor and Francis Group, LLC.
New York

u
2u
= a2 2
t
x
with the initial condition u(x, 0) = 0 and the boundary
conditions u(0, t) = u0 , u(, t) = limx u(x, t) = 0

[3] Boas L.(2006) Mathematical Methods In The

Physical Sciences., Lehigh Press. New York

This problem can be conveniently solved by the

method of Laplace transforms.
U (x, s) = L {(x, t)}

[4] Butkov E. (1973) Mathematical Physics. Addison

Wesley. New York

dU (x, s)
= L {u0 (x, t)}
dt

= sL {u(x, t)} u(x, 0)

s
d2 U (x, s)
= 2 U (x, s)
2
dx
a
The general solution of this equation is

U (x, s) = Aex

s
a

+ Bex

s
a

where A and B are integrating constants.

For a bounded solution,B 0 , and using U (0, s) =
u0 (s), we obtain the solution

U (x, s) = u0 (s)ex

s
a

The inversion theorem gives the solution



Z t
x
x2
f (t ) 3/2 exp 2
d
u(x, t) =
4a
2a 0
which is, by putting
=

x
x
d = 3/2
4a
2a
4