CHAPTER 3

TWO-DIMENSIONAL STEADY STATE

CONDUCTION

3.1 The Heat Conduction Equation

Assume: Steady state, isotropic, stationary,
k = = constant

2T 2T c pU T q
0 (3.1)
x 2
y 2 k x k
1
 Special case: Stationary material, no energy
generation
2T 2T
0 (3.2)
x 2
y 2

Cylindrical coordinates:
1 T 2T
r 2 0 (3.3)
r r r z

Eq. (3.1), (3.2) and (3.3) are special cases of

2
 2T T 2T
f 2 ( x ) 2 f1 ( x ) f 0 ( x )T g2 ( y ) 2
x x y
T
g1 ( y ) g0 ( y )T 0 (3.4)
y
Eq. (3.4) is homogenous, second order PDE with
variable coefficients

3.2 Method of Solution and Limitations

Method: Separation of variables
Basic approach: Replace PDE with sets of ODE
3
 The number of sets depends on the number of
independent variables

Limitations:
(1) Linear equations

An equation is linear if the dependent variable

or its derivative s appear raised to power unity
and if their products do not occur

Examples: Eqs. (3.1)-(3.4) are linear

(2) The geometry is described by an orthogonal
coordinate system. Examples: Rectangles,
cylinders, hemispheres, etc.
4
 3.3 Homogeneous Differential Equations and
Boundary Conditions
An equation or buondary condition is homogeneou s if it is not
altered when the dependent variable is multiplied by a constant

Example: Eq. (3.1): Replace T by cT and divide

through by c

2T 2T c pU T q
0 NH (a)
x 2 y 2 k x ck

5
Example: Boundary condition

k
T
x

h T T (b)

Replace T by cT

T T
k h T NH (c)
x c

Simplest 2-D problem: HDE with 3 HBC and 1 NHBC

Separation of variables method applies to NHDE and
NHBC
6
 3.4 Sturm-Liouville Boundary Value
Problem: Orthogonality
PDE is split into sets of ODE. One such sets is known
as Sturm-Liouville equation if it is of the form

d n d n

2

2
a1 ( x ) a 2 ( x ) n a 3 ( x )
2
n
0
dx dx (3.5a)

Rewrite as

d

dx
p( x )
d n
dx
q ( x
) 2
n
w ( x ) n
0
(3.5b)

7
 where

p( x ) exp a1dx , q( x ) a2 p( x ), w( x ) a3 p( x )
(3.6)

NOTE:
w(x) = weighting function, plays a special role
Equation (3.5) represents a set of n equations
corresponding to n values of
n
The solutions n are known as the characteristic
functions
8
 Important property of the Sturm-Liouville problem:
orthogonality

Two functions, n and m , are said to be orthogonal

in the interval a and b with respect to a weighting
function w(x), if
b
a n ( x ) m ( x )w( x )dx 0 (3.7)

The characteristic functions of the Sturm-Liouville

problem are orthogonal if:

9
(1) p(x) , q(x) and w(x) are real, and

(2) BC at x = a and x = b are homogeneous of the

form

n 0 (3.8a)

d n
0 (3.8b)
dx
d n
n 0 (3.8c)
dx
10
Special Case: If p(x) = 0 at x = a or x = b , these
conditions can be extended to include

n ( a ) n ( b) (3.9a)

and

d n (a ) d n ( b )
(3.9b)
dx dx

(3.9a) and (3.9b) are periodic boundary conditions.

Physical meaning of (3.8) and (3.9)

11
 Relationship between the Sturm-Liouville problem,
orthogonality, and the separation of variables
method:

PDE + separation of variables 2 ODE

One of the 2 ODE =Sturm-Liouville problem
Solution to this ODE = n = orthogonal functions

12
3.5 Procedure for the Application of
Separation of Variables Method

Example 3.1: Steady state 2-D conduction in

a rectangular plate
Find T (x,y) y
T = f(x)
(1) Observations
T=0 2 HBC T=0
2-D steady state
4 BC are needed 0
0
x
T=0
3 BC are homogeneous Fig. 3.1
13
(2) Origin and Coordinates
Origin at the intersection of the two simplest BC
Coordinates are parallel to the boundaries

(3) Formulation
(i) Assumptions
(1) 2-D
(2) Steady
(3) Isotropic
(4) No energy generation
(5) Constant k
14
(ii) Governing Equations
2T 2T
0 (3.2)
x 2
y 2

(iii) Independent Variable with 2 HBC: x-

variable
(iv) Boundary Conditions
y
T = f(x)
(1) T (0, y ) 0, H
T=0 T=0
(2) T ( L, y ) 0, H 2 HBC

(3) T ( x ,0) 0, H 0 x
0 T=0
Fig.3.1 15
 (4) T ( x ,W ) f ( x ), non-homogeneous

(4) Solution
(i) Assumed Product Solution
T ( x , y ) X ( x )Y ( y ) (a)

(a) into eq. (3.2)

2 X ( x )Y ( y ) 2 X ( x )Y ( y )
0 (b)
x 2
y 2

16
 d2X d 2Y
Y ( y) 2
X ( x) 2
0
dx dy

1 d2X 1 d 2Y
(c)
X ( x ) dx 2 Y ( y ) dy 2

F ( x ) G( y )

1 d2X 1 d 2Y
2
n
(d)
X ( x ) dx 2 Y ( y ) dy 2
where 2 is known as the separation constant
n
17
NOTE:
The separation constant is squared
The constant is positive or negative
The subscript n. Many values: 1 , 2 , 3 ,...n are
known as eigenvalues or characteristic values
Special case: constant = zero must be considered
Equation (d) represents two sets of equations

d 2Xn
n X n
2
0 (e)
dx 2
18
 d 2Yn
2
nYn
2
0 (f)
dy

The functions X n and Yn are known as eigenfunctions

or characteristic values

(ii) Selecting the sign of the n terms

Select the plus sign in the equation representing the variable

with 2 HBC. Second equation takes the minus sign

19
 d 2Xn
n X n
2
0 (g)
dx 2

d 2Yn
2
nYn
2
0 (h)
dy
Important case: n 0, equations (g) and (h) become
2
d X0
2
0 (i)
dx

20
 d 2Y0
0 (j)
dy 2

(iii) Solutions to the ODE

X n ( x) An sin n x Bn cos n x (k)

Yn ( y ) Cn sinh n y Dn cosh n y (l)

X 0 ( x ) A0 B0 x (m)

Y0 ( y ) C0 D0 y (n)

21
NOTE: Each product is a solution

Tn ( x, y ) X n ( x )Yn ( y ) (o)

T0 ( x, y) X 0 ( x )Y0 ( y) (p)

The complete solution becomes

T ( x , y ) X 0 ( x )Y0 ( y ) X n ( x )Yn ( y ) (q)
n1

(iv) Applying Boundary Conditions

22
NOTE: Each product solution must satisfy the BC
BC (1)
Tn (0, y ) X n (0)Yn ( y )

T0 (0, y ) X 0 (0)Y0 ( y )
Therefore
X n(0) 0 (r)

X 0(0) 0 (s)

Applying (r) to solution (k)

X n (0) An sin 0 Bn cos 0 0

23
Therefore
Bn 0

Similarly, (r) and (m) give

B0 0
B.C. (2)

Tn ( L, y ) X n ( L)Yn ( y ) 0
Therefore
X n ( L) 0

24
Applying (k)
An sin n L 0
Therefore
sin n L 0 (t)
Thus
n
n , n 1,2,3... (u)
L

Similarly, BC 2 and (m) give

X 0 ( L) A0 L B0 0
25
Therefore
A0 0

With A B 0, the solution corresponding to

0 0
n 0 vanishes.

BC (3)
Tn ( x,0) X n ( x)Yn (0) 0

Yn (0) 0

Yn (0) Cn sinh 0 Dn cosh 0 0

26
Which gives
Dn 0

Results so far: A B B D 0, therefore

0 0 n n

X n ( x ) An sin n x
and
Yn ( y) Cn sinh n y

Temperature solution:

T ( x , y ) an (sin n x )(sinh n y ) (3.10)
n1
27
Remaining constant
an AnC n
B.C. (4)

T ( x ,W ) f ( x ) (an sinh nW ) sin n x(3.11)
n 1

To determine a from (3.11) we apply orthogonality.

n

(v) Orthogonality
Use eq. (7) to determine an
28
 The function sin n x in eq. (3.11) is the
solution to (g)
If (g) is a Sturm-Liouville equation with 2 HBC,
orthogonality can be applied to eq. (3.11)

Return to (g)
2
d Xn
2
2n X n 0 (g)
dx
Compare with eq. (3.5a)

d 2 n
dx 2
a1 ( x )
d n
dx

a2 ( x ) 2na3 ( x ) n 0
(3.5a)
29
 a1 ( x) a2 ( x) 0 and a3 ( x ) 1
Eq. (3.6) gives

p( x ) w ( x ) 1 and q( x ) 0

BC (1) and (2) are homogeneous of type (3.8a).

The characteristic functions n ( x) X n ( x) sin n x
are orthogonal with respect to w ( x ) 1

Multiply eq. (3.11) by w( x ) sin xdx, integrate from

m
x 0 to x L
30
 L

f ( x )w( x ) sin m xdx

0
(3.12)
L

(an sinh nW ) sin n x w( x ) sin m xdx
0 n1

Interchange the integration and summation, and use

w( x ) 1
Introduce orthogonality (3.7)
b

n ( x )m ( x )w( x )dx 0 n m (3.7)

a 31
Apply (3.7) to (3.12)

L L

f ( x ) sin n xdx an sinh nW sin 2n xdx

0 0

Solve for a
n
L
2
an
L sinh nW f ( x ) sin n xdx (3.13)
0

(5) Checking
32
The solution is

T ( x , y ) an (sin n x )(sinh n y ) (3.10)
n1

Dimensional check
Limiting check
Boundary conditions
Differential equations

(6) Comments
Role of the NHBC
33
3.6 Cartesian Coordinates: Examples
Example 3.3: Moving Plate with Surface
Convection
y 2 HBC
h , T
Semi-infinite plate leaves a
U L
furnace at To x
0
L
Outside furnace the plate h, T
exchanges heat by convection. To
Fig. 3.3

Determine the temperature distribution in the plate.

34
Solution
(1) Observations
Symmetry
At x 0 plate is at To
NHBC
(2) Origin and Coordinates
(3) Formulation
(i) Assumptions
(1) 2-D
(2) Steady state
35
 (3) Constant k , c and ,
p
(4) Uniform velocity
(5) Uniform h and T

(ii) Governing Equations
Define T T
2 2
2 2 0 (a)
x 2
y x
c pU
(b)
2k
36
(iii) Independent variable with 2 HBC: y-
variable
(iv) Boundary Conditions
y 2 HBC
h,T

(1) ( x ,0) 0 x
U L
y
0 L
h,T

(2) k ( x , L) h ( x , L)
To
Fig. 3.3
y
(3) ( , y ) 0

(4) (0, y ) T0 T
37
(4) Solution
(i) Assumed Product Solution
X ( x )Y ( y )
2
d Xn dX n
2 2n X n 0 (c)
dx 2 dx

d 2Yn
2
nYn
2
0 (d)
dy

(ii) Selecting the sign of the2n terms

38
 d 2Xn dX n
2 2n X n 0 (e)
dx 2 dx

d 2Yn
2nYn 0 (f)
dy 2
For 0 :
n
d 2 X0 dX 0
2 0 (g)
dx 2 dx

d 2Y0
0 (h)
dy 2 39
 (iii) Solutions to the ODE
X n (x ) (i)

2 2
n
exp(x ) An exp x Bn exp x 2 2
n
Yn ( y) Cn sin n y Dn cos n y (j)

X 0 ( x) A0 exp2x B0 (k)

And
Y0 ( y ) C0 D0 y (l)

40
Complete solution:

( x, y ) X 0 ( x )Y0 ( y ) X n ( x )Yn ( y ) (m)
n1

(iv) Application of Boundary Conditions

BC (1)
Cn D0 0
BC (2)
n L tan n L Bi (n)

C0 0
41
BC (3)
An 0
With C D 0,
0 0
X 0Y0 0

2
( x, y ) an exp n x cos n y
2

n1
(3.17)

BC (4)


T0 T an cos n y (o)
n1
42
 (v) Orthogonality
Characteristic Functions:
n cos n y are solutions to equation (f).
Comparing (f) with eq. (3.5a) shows that it is a Sturm-
Liouville equation with a a 0 and a 1.
1 2 3

Thus eq. (3.6) gives

p w 1 and q 0 (p)

2 HBC at y 0 and y L

n cos n y are orthogonal

43
Multiply both sides of (o) by cos xdx, integrate
m
from x 0 to x L and apply orthogonality

T0 T cos n ydy
L

an L
0

cos n ydy
2

an

2 T0 T sin n L
(q)
n L 2 sin n L cos n L
44
(5) Checking
Dimensional check
Limiting check: If T T q 0,T ( x, y) T
0 0

(6) Comments
For a stationary plate, U 0.

45
3.7 Cylindrical Coordinates: Examples
Example 3.5: Radial and Axial Conduction in
a Cylinder
2 HBC
Two solid cylinders r
h, T h, T
are pressed co- ro w
axially with a force z
0 w
F and rotated in L L
h, T h, T
opposite directions. Fig. 3.5

Coefficient of friction is .
Convection at the outer surfaces.
46
Find the interface temperature.

Solution
(1) Observations
2 HBC
r
Symmetry ro w
h,T h,T

Interface frictional heat L

0 z
L
w
= tangential force x velocity h,T h,T
Fig. 3.5

Transformation of B.C., T T

(2) Origin and Coordinates

47
(3) Formulation
(i) Assumptions
(1) Steady
(2) 2-D
(3) Constant k and ,
(4) Uniform interface pressure
(5) Uniform h and T
(6) Radius of rod holding cylinders is small
compared to cylinder radius

(ii) Governing Equations

48
 1 2
r 2 0 (3.17)
r r r z

(iii) Independent variable with 2 HBC: r-

variable
(iv) Boundary conditions

(1) ( 0, z ) 0, or (0, z ) finite

r

49
 ( r0 , z )
(2) k h ( r0 , z )
r 2 HBC
h,T
r
h,T
ro w
( r , L) 0 z
w
(3) k h ( r , L) L L h,T
z h,T
Fig. 3.5

( r , 0) F
(4) k 2 w r f (r )
z r0

(4) Solution
(i) Assumed Product Solution
50
 ( r , z ) R( r ) Z ( z ) (a)

1 d dRk
r 2
k
R 0 (b)
r dr dr

d 2 Zk
2k Z k 0 (c)
dz 2

(ii) Selecting the sign of the 2k

r-variable has 2 HBC
51
 2
d Rk dRk
r 2
r 2k r 2 Rk 0 (d)
dr 2 dr

d 2 Zk
2k Z k 0 (e)
dz 2
For 2 0 :
k
2
d R0 dR0
r 0 (f)
dr 2 dr

d 2 Z0
0 (g)
dz 2 52
 (iii) Solutions to the ODE
(d) is a Bessel equation:

A B 0, C 1, D k , n 0
Since n 0 and D is real

Rk (r ) Ak J 0 k r BkY0 k r (h)

Solutions to (e), (f) and (g):

Zk ( z ) Ck sinh k z Dk cosh k z (i)

53
 R0 A0 ln r B0 (j)

Z0 C0 x D0 (k)

Complete solution

(r , z ) R0 (r ) Z 0 ( z ) Rk (r )Z k ( z ) (l)
k 1

(iv) Application of Boundary Conditions

BC (1)
Note: Y (0) and ln 0
0
54
 Bk A0 0
BC (2)

k
d
dr

J 0 ( k r )
r0 , z
hJ 0 (k r0 )

J1 (k r0 )
k r0 J ( r ) Bi (m)
0 k 0

Bi hr0 k (n)
BC (2)
B0 0
55
 Since A B 0, n 0
0 0

BC (3)
cosh k L ( Bi k L) sinh k L
Dk C k
sinh k L ( Bi k L) cosh k L

cosh k L ( Bi k L) sinh k L
( r , z ) ak [sinh k z
k 1 sinh k L ( Bi k L) cosh k L
cosh k z]( J 0k r ) (3.20)

56
BC (4)

f ( r ) k a k k J 0 ( k r ) (o)
k 1

(v) Orthogonality
J 0 (k r ) is a solution to (d) with 2HBC in r .
Comparing (d) with eq. (3.5a) shows that it is a Sturm-
Liouville equation with a 1 / r , a 0, and a 1.
1 2 3

Eq. (3.6):
p w r and q 0 (p)
57
 J 0 (k r ) and J 0 (i r ) are orthogonal with respect to
w ( r ) r . Applying orthogonality, eq. (3.7), gives a
k
r0 r0

f (r )rJ 0 (k r )dr 2k f ( r )rJ 0 (k r )dr

ak 0
0
r0
k[k r0 ) ( hr0 k )2 ]J 02 (k r0 )
2
kk rJ 02 (k r )dr
(q)
0

Interface temperature: set z 0 in eq. (3.20)

58
 cosh L ( Bi L) sinh L
( r ,0) ak k k k
J 0 ( k r )
k 1 sinh k L ( Bi k L) cosh k L
(r)

(5) Checking
Dimensional check: Units of a
k
Limiting check: If 0 or w 0 then T (r , z ) T

(6) Comments
w ( x ) is not always equal to unity.
59
3.8 Integrals of Bessel Functions
r0
Nn rJ n (k r )dr
2
(3.21)
0

60
 Table 3.1 Normalizing integrals for solid cylinders [3]

r0
Boundary Condition at r
0 N n rJ n2 (k r )dr
0

2
r02 dJ ( r )
(3.8a): J n (k r0 ) 0 n k 0
22k dr

(3.8b):
dJ n (k r0 )
dr
0
1
22k
( r )
k 0
2

n2 J n2 (k r0 )

(3.8c): k
dJ n (k r0 )
dr
hJ n (k r0 )
1
22k
( Bi) 2

(k r0 )2 n2 J n2 (k r0 )

61
3.9 Non-homogeneous Differential Equations
Example 3.6: Cylinder with Energy
Generation
r
Ta
Solid cylinder generates ro q
q
0
heat at a rate q. One end is at 0 z

To L
T0 while the other is insulated.
Fig. 3.6
Cylindrical surface is at T .
a
Find the steady state temperature distribution.

62
Solution
(1) Observations
r
Energy generation leads to ro
Ta
q
0 q
0
NHDE z
To L
Define T Ta to make Fig. 3.6
BC at surface homogeneous

Use cylindrical coordinates

(2) Origin and Coordinates

63
(3) Formulation
(i) Assumptions
(1) Steady state
(2) 2-D
(3) Constant k and

(ii) Governing Equations

Define
T Ta

64
 1 2 q
r 2 0 (3.22)
r r r z k

(iii) Independent variable with 2 HBC

(iv) Boundary conditions
r
Ta
(1) (0, z ) finite ro q
0 q
0
z
(2) (r , z ) 0 To L
0
Fig. 3.6
( r , L)
(3) 0
z
(4) (r ,0) T T
0 a 65
(4) Solution
Let:
(r , z ) (r , z ) ( z ) (a)

Substitute into eq. (3.22)

1 2 d 2 q
r
r r r 0 (b)
z2 dz2 k
Split (b): Let

1 2
r 2 0 (c)
r r r z
66
 Therefore
d 2 q
0 (d)
dz2 k
NOTE:
(c) is a HPDE for ( r , z )
(d) is a NHODE for the (z )
Guideline for splitting PDE and BC:

( r , z ) should be governed by HPDE and three HBC.

Let (z ) take care of the NH terms in PDE and BC
67
BC (1)

(0, z ) finite (c-1)

BC (2)
(r0 , z ) ( z ) (c-2)

BC (3)
( r , L) d ( L)
0
z dz
Let
( r , L)
0 (c-3)
z
68
Thus
d ( L)
0 (d-1)
dz
BC (4)
(r ,0) (0) T0 Ta
Let
( r ,0 ) 0 (c-4)

Thus
(0) T0 Ta (d-2)

Solution to (d)
69
 q 2
( z ) z Ez F (e)
2k
(i) Assumed Product Solution
( r , z ) R( r ) Z ( z ) (f)

(f) into (c), separating variables

2
d Zk
Z k k
2
0 (g)
dz 2
2
d Rk d Rk
r 2
r k r Rk
2 2
0 (h)
dr 2 dr 70
 (ii) Selecting the sign of the 2k terms

d 2 Zk
Z k 2k 0 (i)
dz 2
2
d Rk d Rk
r 2
r k r Rk
2 2
0 (j)
dr 2 dr
For 0,
k
d 2 Z0
0 (k)
dz 2
71
 2
d R0 d R0
r 2
r 0 (l)
dr 2 dr

(iii) Solutions to the ODE

Z k ( z ) Ak sin k Bk cos k (m)

(j) is a Bessel equation with A B n 0, C 1,

D k i .

Rk ( z ) Ck I o (k r ) Dk K 0 (k r ) (n)
72
Solution to (k) and (l)
Z0 ( z ) A0 z B0 (o)

R0 ( z ) C0 ln r D0 (p)

Complete Solution:

( r , z ) ( z ) R0 ( r ) Z 0 ( z ) Rk ( r ) Z k ( z ) (q)
k 1

(iv) Application of Boundary Conditions

BC (c-1) to (n) and (p)
Dk C0 0
73
BC (c-4) to (m) and (o)
Bk B0 0

BC (c-3) to (m) and (o)

A0 0
Equation for
k
( 2k 1) k 1,2,...
cos k L 0, or k L (r)
2
With A B 0
0 0
R0 Z0 0
The solutions to ( r , z ) become 74

(r , z ) ak I 0 (k r ) sink z (s)
k 1
BC (d-1) and (d-2)

E qL / k and F T0 T

(z)
qL2
2k

2( z / L) ( z / L) 2 (T0 T ) (t)

BC (c-2)

qL2
2k

2( z / L) ( z / L) 2 (T0 T ) (u)

ak I 0 (k r0 ) sink z
k 1 75
 (v) Orthogonality

sin k z are solutions to equation (i).

Comparing (i) with eq. (3.5a) shows that it is a Sturm-
Liouville equation with a a 0, and a 1.
1 2 3

Eq. (3.6) gives

p w r and q 0

2 HBC at z 0 and z L, sin z are orthogonal

k
with respect to w 1

76

L
q L2

2k 2( z / L) ( z / L) (T0 T ) sin k dz
2

0
L
ak I 0 (k r0 ) sin k dz
2

Evaluating the integrals and solving for a

k

ak
2
(k L) I 0 (k ro )

(To Ta ) q / k2k (v)

77
Solution to ( r , z )

(r , z ) T (r , z ) Ta
(w)

(T0 Ta )
qL2
2k

2( z / L) ( z / L) 2

ak I 0 (k r ) sink z
k 1
(5) Checking
Dimensional check: Units of qL2 / k and of a in
k
solution (s) are in C
Limiting check: q 0 and T T .
a 0 78
3.10 Non-homogeneous Boundary Conditions
Method of Superposition:
Decompose problem

Example:
Problem with 4 NHBC is decomposed y
h,T
into 4 problems each having one NHBC

DE qo W g(y)
2T 2T
0
x 2 y 2 0
L
f (x)
x
79
Fig.3.7
 Solution:
T ( x, y) T1 ( x, y) T2 ( x, y) T3 ( x, y) T4 ( x, y)
y h,T y
h,0

qo W g( y )
qo W 0

L x L x
0 f (x) 0 0

y y y
h,0 h,0 h,T

T2 T3 T4
W g( y ) W 0 W 0

L L L
0 0 x 0 f ( x) x 0 0 x 80
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