Transient Heat Conduction: Analytical Methods
Transient Heat Conduction: Analytical Methods
1 Introduction
Many heat conduction problems encountered in engineering applications involve time as in
independent variable. The goal of analysis is to determine the variation of the temperature
as a function of time and position T (x, t) within the heat conducting body. In general,
we deal with conducting bodies in a three dimensional Euclidean space in a suitable set of
coordinates (x ∈ R3) and the goal is to predict the evolution of the temperature field for
future times (t > 0).
Here we investigate specifically solutions to selected special cases of the following form
of the heat equation
∂T
ρCp = ∇ · (k∇T ) + g(r)
∂t
Solutions to the above equation must be obtained that also satisfy suitable initial and bound-
ary conditions.
2 Fundamental Solutions
Transient problems resulting from the effect of instantaneous point, line and planar sources
of heat lead to useful fundamental solutions of the heat equation. By considering media of
infinite or semi-infinite extent one can conveniently ignore the effect of boundary conditions
on the resulting solutions.
Let a fixed amount of energy H0 (J ) be instantaneously released (thermal explosion) at
time t = 0 at the origin of a three dimensional system of coordinates inside√a solid body of in-
finite extent initially at T (x, 0) = T (r, 0) = 0 everywhere, where x = r = x2 + y 2 + z 2. No
other thermal energy input exists subsequent to the initial instantaneous release. Assuming
constant thermal properties k, ρ and Cp, the heat equation is
∂T 1 ∂ ∂T
= α 2 (r2 )
∂t r ∂r ∂r
1
where α = k/ρCp . This must be solved subject to the initial condition
T (r, 0) = 0
for all r > 0 plus the statement expressing the instantaneous release of energy at t = 0 at
the origin. Since the body is infinitely large, the far field temperature never changes and all
the released energy must dissipate within the body itself.
The fundamental solution of this problem is given by
H0 r2
T (r, t) = exp(− )
(4παt)3/2ρCp 4αt
where H0 /ρCp is the amount of energy released per unit energy required to raise the tem-
perature of a unit volume of material by one degree.
This solution may be useful in the study of thermal explosions where a buried explosive
load located at r = 0 is suddenly released at t = 0 and the subsequent distribution of
temperature at various distances from the explosion is measured as a function of time.
A slight modification of the solution produced by the method of reflexion constitutes an
approximation to the problem of surface heating of bulk samples by short duration pulses of
finely focused high energy beams.
Consider now the situation where heat is released instantaneously at t = 0 at x = y = 0
but along the entire z−axis in a circular cylindrical system of coordinates in the amount
(per unit length) of H0 /L (J/m). The temperature is expected to be independent of z and
the corresponding fundamental solution is
(H0 /L) r2
T (r, t) = exp(− )
4παtρCp 4αt
√
where here r = x2 + y 2. This could be a model of heat conduction inside a massive body
heated by a short pulse of current passing through a thin wire embedded within it.
Finally, if heat is instantaneously released at t = 0 at x = 0 but on the entire the x − y
plane, the corresponding fundamental solution is independent of x and y and is given as
(H0 /A) r2
T (r, t) = exp(− )
(4παt)1/2ρCp 4αt
where r = z and H0 /A is now the amount of thermal energy released per unit area (J/m2).
If the reflexion method is used here, the resulting expression may be a representation of the
temperature distribution resulting from a short pulse of a uniformly distributed energy beam
applied at the surface of a semi-infinite medium.
Another useful fundamental solution is obtained for the case of a semi-infinite solid
(x ≥ 0) initially at T = T0 everywhere and suddenly exposed to a fixed temperature T = 0
at x = 0. The statement of the problem is
1 ∂T ∂ 2T
=
α ∂t ∂x2
2
subject to
T (x, 0) = T0
and
T (0, t) = 0
The solution is easily obtained introducing the Laplace transform as follows. Multiply
the heat equation by exp(−st), where s is the parameter of the transform, and then integrate
with respect to t from 0 to ∞, i.e.
1 ∞ ∂T ∞ ∂ 2T
Z Z
exp(−st) dt = exp(−st) dt
α 0 ∂t 0 ∂x2
R∞
introducing the notation T ∗ = 0 exp(−st)T dt and allowing for the exchange of the integral
and differential operators, the heat equation transforms into
d2 T ∗ s
2
= T∗
dx α
This is a simple ordinary differential equation which is readily solved for T ∗(x). The desired
result T (x, t) is finally obtained from T ∗ by an inversion process yielding
x
T (x, t) = T0 erf( √ )
2 αt
where the error function, erf is defined as
2 z
Z
erf(z) = √ exp(−ξ 2 )dξ
π 0
3
of functional relationships and is rarely feasible or practical. An alternative approach to
finding solutions is based instead on first determining a set of particular solutions directly
and then combining these so as to satisfy the prescribed boundary conditions. A specific,
useful and simple implementation of the above idea is known as the method of separation
of variables. This section illustrates the application of the separation of variables method
for the determination of analytical solutions of steady and transient one dimensional linear
heat conduction problems.
In essence, the method is based on the assumption that if one is looking for a solution
to a transient, one-dimensional heat conduction problem of the form T (x, t) it is possible to
express it as a product
T (x, t) = X(x)Γ(t)
where the functions X(x) and Γ(t) are each functions of a single independent variable sat-
isfying specific ordinary differential equations. One proceeds by first solving the associated
ordinary differential equations (ODEs) which are then combined in the product form given
above.
Regardless of the dimensionality of a problem, the equation for Γ(t) is always of the first
order and readily solvable by elementary methods.
The equation for X(x) is always of second order and together with the boundary condi-
tions leads to an eigenvalue problem (proper Sturm-Liouville system). The required solution
for X(x) can be formally and very generally expressed by the inversion formula
∞
X
X(x) = K(βm , x)X̄(βm )
m=1
where the kernel functions K(βm , x) are the normalized eigenfunctions of the associated
Sturm-Liouville system and the sum runs over all the eigenvalues of the system. Moreover,
the integral transform X̄(βm) is given by the formula
Z L
X̄(βm ) = K(βm , x′)X(x′ )dx′
x′ =0
Therefore, once the boundary conditions are translated from T (x, t) to X(x), the resulting
Sturm-Liouville system is solved yielding the appropriate eigenfunctions and eigenvalues.
From these one then determines the kernel K(βm , x) and the integral transform X̄(βm ). The
inversion formula is next used to obtain the function X(x). Finally, the desired solution
T (x, t) is obtained substituting in the assumed product form.
The transform method is also applicable to problems in semi-infinite domains. In this
case the inversion formula is given instead by
Z ∞
X(x) = K(βm , x)X̄(β)dβ
β=0
4
while the integral transform is
Z ∞
X̄(βm ) = K(βm , x′)X(x′ )dx′
x′ =0
Note that the sum over the discrete set of eigenvalues in the inversion formula has been
replaced by an integral over the continuous spectrum of eigenvalues obtained in the semi-
infinite case.
T (0, t) = T (L, t) = 0
and
T (x, 0) = f(x)
T (x, t) = X(x)Γ(t)
If the assumption is wrong, one discovers soon enough, but if it is correct then one may just
find the desired solution to the problem! Fortunately, the latter turns out to be the case for
this and for many other similar problems.
5
Introducing the above assumption into the heat equation and rearranging yields
1 d2 X 1 dΓ
2
=
X dx αΓ dt
However since X(x) and Γ(t), the left hand side of this equation is only a function of x
while the right hand side is a function only of t. For this to avoid being a contradiction (for
arbitrary values of x and t) both sides must be equal to a constant. For physical reasons
(in this case we obviously are after a temperature function that either increases or decreases
monotonically depending on the initial conditions and the imposed boundary conditions),
the required constant must be negative; let us call it −ω 2 .
Therefore, the original heat equation, (a partial differential equation) is transformed into
the following equivalent system of ordinary differential equations
1 dΓ
= −ω 2
αΓ dt
and
1 d2 X
2
= −ω 2
X dx
General solutions to these equations are readily obtained by direct integration and are
and
where the constant C has been combined with A′ and B ′ to give A and B without loosing
any generality.
Now we introduce the boundary conditions. Since T (0, t) = 0, necessarily A = 0. Fur-
thermore, since also T (L, t) = 0, then sin(ωL) = 0 (since B = 0 is an uninteresting trivial
solution.) There is an infinite number of values of ω which satisfy this conditions, i.e.
nπ
ωn =
L
with n = 1, 2, 3, .... The ωn ’s are the eigenvalues and the functions sin(ωn x) are the eigen-
functions of the Sturm-Liouville problem satisfied by the function X(x). These eigenvalues
and eigenfunctions play a role in heat conduction analogous to that of the deflection modes
6
in structural dynamics, the vibration modes in vibration theory and the quantum states in
wave mechanics.
Note that each value of ωn yields an independent solution satisfying the heat equation
as well as the two boundary conditions. Therefore we have now an infinite number of
independent solutions Tn (x, t) for n = 1, 2, 3, ... given by
Tn (x, t) = [Bn sin(ωn x)] exp(−ωn2 αt)
The principle of superposition allows the creation of a more general solution from the
particular solutions above by simple linear combination to give
∞ ∞ ∞
nπx nπ
[Bn sin(ωn x)] exp(−ωn2 αt) = )] exp(−( )2 αt)
X X X
T (x, t) = Tn (x, t) = [Bn sin(
n=1 n=1 n=1 L L
The final step is to ensure the values of the constants Bn are such that they satisfy the
initial condition, i.e.
∞
X nπx
T (x, 0) = f(x) = Bn sin( )
n=1 L
But this is just the Fourier sine series representation of the function f(x).
Recall that a key property of the eigenfunctions is that of orthonormality property. This
is expressed here as
(
L nπx mπx 0 , n 6= m
Z
sin( ) sin( )dx =
0 L L L/2 , n = m
Using the orthonormality property one can multiply the Fourier sine series representation
of f(x) by sin( mπx
L
) and integrate from x = 0 to x = L to produce the result
2ZL nπx
Bn = f(x) sin( )dx
L 0 L
for n = 1, 2, 3, ....
Finally, the resulting Bn ’s can be substituted into the general solution above to give
∞ ∞
2 L nπx′ nπx n2 π 2αt
Z
f(x′ ) sin( )dx′] sin(
X X
T (x, t) = Tn (x, t) = [ ) exp(− )
n=1 n=1 L 0 L L L2
Explicit expressions for the Bn ’s can be readily obtained for simple f(x)’s, for instance if
f(x) = Ti = constant
then
2(−1 + (−1)n )
Bn = −Ti
nπ
7
And if
, 0 ≤ x ≤ L2
(
x
f(x) =
L − x , L2 ≤ x ≤ L
then
4L
n2 π2
, n = 1, 5, 9, ...
Bn = − n4L
2 π2 , n = 3, 7, 11, ...
0 , n = 2, 4, 6, ...
For instance, for the second specific f(x) given above, the result is
∞
4Ti X 1 (2n + 1)πx n2π 2αt
T (x, t) = sin( ) exp(− )
π n=0 (2n + 1) L L2
And for the second case, the result is
4L π 2αt πx 1 9π 2αt 3πx
T (x, t) = 2
[exp(− 2
) sin( ) − exp(− 2
) sin( ) + ...]
π L L 9 L L
∂T
−k + h1T = 0
∂x
at x = 0 and
∂T
k + h2 T = 0
∂x
at x = L, with
T (x, 0) = f(x)
8
for all x when t = 0.
Assume the solution is of the form T (x, t) = X(x)Γ(t) and substitute to obtain
1 d2 X 1 dΓ
2
= = −β 2
X dx αΓ dt
The solution for Γ(t) is
while X(x) is the solution of the following eigenvalue (proper Sturm-Liouville) problem
d2 X
+ β 2X = 0
dx2
with
dX
−k + h1 X = 0
dx
at x = 0 and
dX
k + h2X = 0
dx
at x = L.
Let the eigenvalues of this problem be βm and the eigenfunctions X(βm , x). Since the
eigenfunctions are orthogonal
(
Z L 0 , n 6= m
X(βm , x)X(βn, x)dx =
0 N(βm ) , n = m
where
Z L
N(βm ) = X(βm , x)2dx
0
βm( hk11 + h2
k2
)
tan βm L = 2 − h1 h2
βm k1 k2
9
Therefore, the complete solution is of the form
∞
2
X
T (x, t) = cm X(βm , x) exp(−αβm t)
m=1
which expresses the representation of f(x) in terms of eigenfunctions and requires that
1 L
Z
cm = X(βm , x)f(x)dx
N(βm ) 0
X(βm , x) = cos(βm x)
and the eigenvalues are the roots of βm tan(βm L) = h/k. Note that the eigenvalues in
this case cannot be given explicitly but must be determined by numerical solution of the
given transcendental equation. For this purpose, it is common to rewrite the transcendental
equation as
βm L
cot(βm L) =
Bi
where Bi = hL/k. This can be easily solved either graphically or numerically by bisection,
Newton’s or secant methods. Finally, the norm in this case is
Z L Z L
2
N(βm ) = X(βm , x) dx = cos(βm x)2 dx =
0 0
2
1 cos(βm L) sin(βm L) + βm L L(βm + (h/k)2 ) + (h/k)
= = 2 + (h/k)2 )
2 βm 2(βm
T =0
10
at r = b and
∂T
=0
∂r
at r = 0.
According to the separation of variables method we assume a solution of the form T (r, t) =
R(r)Γ(t). Substituting this into the heat equation yields
1 d dR 1 dΓ
(r )=
rR dr dr αΓ dt
This equation only makes sense when both terms are equal to a negative constant −λ2 . The
original problem has now been transformed into two boundary value problems, namely
dΓ
+ αλ2 Γ = 0
dt
with general solution
Γ(t) = C exp(−αλ2 t)
where A′ is another constant and J0 (z) is the Bessel function of first kind of order zero of
the argument given by
z2 z4 z6
J0 (z) = 1 − + − + ...
(1!)2 22 (2!)2 24 (3!)2 26
Since R(b) = 0 this requires that J0 (λb) = 0 which defines the eigenvalues and eigenfunc-
tions for this problem. The eigenvalues are thus given as the roots of
J0(λn b) = 0
Specifically, the first four roots are: λ1 b = 2.405, λ2 b = 5.520, λ3 b = 8.654, and λ4 b = 11.79.
A particular solution is then
11
where An = A′n C and n = 1, 2, 3, ...
Superposition of particular solutions yields the more general solution
∞ ∞ ∞
An J0(λn r) exp(−αλ2n t)
X X X
T (r, t) = Tn (r, t) = Rn (r)Γ(t) =
n=1 n=1 n=1
All is left is to determine the An ’s. For this we use the given initial condition, i.e.
∞
X
T (r, 0) = f(r) = An J0 (λn r)
n=1
This is the Fourier-Bessel series representation of f(r) and one can use the orthogonality
property of the eigenfunctions to write
Z b ∞ Z b Z b
rJ02 (λm r)dr =
X
rJ0 (λm r)f(r)dr = An rJ0 (λm r)J0 (λn r)dr = An
0 n=1 0 0
b2 A m 2 b2 A m 2
= [J0 (λm b) + J12 (λm b)] = J (λm b)
2 2 1
where J1(z) = −dJ0 (z)/dz is the Bessel function of first kind of order one of the argument.
Therefore,
2 Z b
An = 2 2 rJ0 (λn r)f(r)dr
b J1 (λn b) 0
so that the required solution is
∞
2 X J0 (λn r)
Z b
2
T (r, t) = exp(−αλn t) r′ J0 (λn r′ )f(r′ )dr′
b2 n=1 J12 (λn b) 0
An important special case is obtained when f(r) = Ti = constant. The required solution
then becomes
∞
2Ti X J0(λn r)
T (r, t) = exp(−αλ2n t)
b n=1 λn J1 (λn b)
12
subject to
∂T
−k = hT
∂r
at r = b, and subject to
∂T
=0
∂r
at r = 0.
Separation of variables T (r, t) = R(r)Γ(t) gives in this case
∞ 2
2 X βm J0 (βm r)
Z b
T (r, t) = 2 exp(−αβm t) 2 h 2 2
r′ J0 (βm r′ )f(r′ )dr′
b m=1 (βm + ( k ) )J0 (βmb) 0
A special case of interest is when the initial temperature is constant = Ti and the sur-
rounding environment is at a non-zero temperature = T∞ . In this case the above equation
reduces to
∞
2 X 1 J1 (βmb)J0 (βmr) −βm 2 αt
T (r, t) = T∞ + (Ti − T∞ ) 2 2
e
b m=1 βm J0 (βm b) + J1 (βmb)
where the eigenvalues βm are obtained from the roots of the following transcendental equation
βbJ1(βb) − BiJ0(βb) = 0
with Bi = hb/k.
T =0
at r = b and
∂T
=0
∂r
13
at r = 0.
According to the separation of variables method we assume a solution of the form T (r, t) =
R(r)Γ(t). Substituting this into the heat equation yields
1 d 2 dR 1 dΓ
(r )=
r2 R
dr dr αΓ dt
Again, this equation only makes sense when both terms are equal to a negative constant
−λ2 . The original problem has now been transformed into two boundary values problems,
namely
dΓ
+ λ2 αΓ = 0
dt
with general solution
Γ(t) = C exp(−αλ2 t)
A′n 1 nπr
Rn (r) = sin(λn r) = sin( )
r r b
for n = 1, 2, 3, ....
A particular solution is then
An
Tn (r, t) = Rn (r)Γ(t) = sin(λn r) exp(−αλ2n t)
r
where An = A′n C and n = 1, 2, 3, ...
14
Superposition of particular solutions yields the more general solution
∞ ∞ ∞
An
sin(λn r) exp(−αλ2n t)
X X X
T (r, t) = Tn (r, t) = Rn (r)Γ(t) =
n=1 n=1 n=1 r
this is again a Fourier series representation with the Fourier coefficients given by
2Z b nπr′ ′ ′
An = f(r′ ) sin( )r dr
b 0 b
An important special case results when the initial temperature f(r) = Ti = constant. In
this case the Fourier coefficients become
Ti b Ti b
An = − cos(nπ) = − (−1)n
nπ nπ
∂ 2T 2 ∂T 1 ∂T
2
+ =
∂r r ∂r α ∂t
In terms of the new variable U(r, t) = rT (r, t) the mathematical formulation of the
problem is
∂ 2U 1 ∂U
2
=
∂r α ∂t
subject to
U(0, t) = 0, r=0
∂U h 1
+ ( − )U = 0, r=b
∂r k b
and
15
This is just like heat 1D conduction from a slab so the solution is
∞ 2
2 X 2 βm + (h/k − 1/b)2
T (r, t) = e−αβmt 2 + (h/k − 1/b)2 ) + (h/k − 1/b)
sin(βm r)
r m=1 b(βm
Z b
r′ F (r′) sin(βm r′ )dr′
r ′ =0
where
T (0, t) = T0
T (l, t) = Tl
16
and
T (x, 0) = f(x)
This problem can be transformed into two equivalent but simpler problems. A steady
state non homogeneous problem and a transient homogeneous problem.
Introduce new functions v(x) and w(x, t) such that
w(0, t) = T0 − v(0)
w(l, t) = Tl − v(l)
and
Now we select v(x) such that the boundary conditions for w become homogeneous, i.e.
x
v(x) = T0 + [Tl − T0]
l
With this, the solution for w with F (x) = f(x) − v(x) is readily obtained by separation of
variables. Finally
∞
x 2 2 2 nπx
cn e−n π αt/l sin(
X
T (x, t) = T0 + ( )(T1 − T0 ) + )
l n=1 l
with
2 l nπx
Z
cn = [f(x) − v(x)] sin( )dx
l 0 l
2 l nπx 2
Z
= f(x) sin( )dx + [(−1)n T1 − T0 ]
l 0 l nπ
17
Consider a now long cylinder initially at T = F (r) inside which heat is generated at
a constant rate g0 and whose boundary r = b is subjected to T = 0. The mathematical
statement of the problem consists of the heat equation *
∂ 2T 1 ∂T 1 1 ∂T
2
+ + g0 =
∂r r ∂r k α ∂t
with T = 0 at r = b and t > 0 and T = F (r) at t = 0. The problem can be split into a
steady state problem giving Ts (r) = (g0 /4k)(b2 − r2 ) and a homogeneous transient problem
giving Th (r, t). The solution to the original problem becomes
T (r, t) = Ts (r) + Th (r, t).
18
5.1 Separation of Variables for the Helmholtz Equation
Separation of variables of the Helmholtz equation requires assuming the solution has the
form
X ′′ + β 2X = 0
Y ′′ + γ 2 Y = 0
Z ′′ + η 2 Z = 0
Γ = exp(−αλ2 t)
X ′′ + β 2X = 0
subject to
X′ = 0
at x = 0 and
h2
X′ + X=0
k
19
at x = a, and
Y ′′ + γ 2 Y = 0
subject to
Y =0
at y = 0 and
h4
Y′+ Y =0
k
at y = b. The complete solution is then
∞
∞ X
2 2
cmn e−α(βm+γn )t cos(βm x) sin(γn y)
X
T (x, y, t) =
m=1 n=1
where cos(βm x) and sin(γn x) are the eigenfunctions of this problem and the Fourier coef-
ficients cmn must be obtained by substituting the initial condition T (x, y, 0) = f(x, y) and
taking advantage of the orthogonality of the eigenfunctions to yield
1 a b
Z Z
cmn = cos(βm x) sin(γn x)f(x, y)dxdy
N(βm )N(γn ) 0 0
and
b 1 b(γn2 + (h4 /k)2 ) + h4 /k
Z
N(γn ) = sin2 (γn y)dy =
0 2 γn2 + (h4/k)2
20
5.3 Quenching of a Billet
Consider a long billet of rectangular cross section 2a × 2b initially at a uniform temperature
Ti which is quenched by exposing it to convective exchange with an environment at T∞ by
means of a heat transfer coefficient h. Since the billet is long it is appropriate to neglect
conduction along its axis. Because of symmetry it is enough to analyze one quarter of the
cross section using a rectangular Cartesian system of coordinates with the origin at the center
of the billet.
Define first the shifted temperature θ(x, y, t) = T (x, y, t) − T∞. In terms of the shifted
temperature the mathematical formulation of the problem is as follows.
∂θ ∂ 2θ ∂ 2θ
= α( 2 + 2 )
∂t ∂x ∂y
subject to
θ(x, y, 0) = Ti − T∞ = θi
∂θ
=0
∂x
at x = 0,
∂θ
=0
∂y
at y = 0,
∂θ h
= − θ(a, y, t)
∂x k
at x = a, and
∂θ h
= − θ(x, b, t)
∂y k
at y = b.
The solution to this problem obtained by separation of variables is
∞ X ∞
θ(x, y, t) 2 2 sin(λn a) cos(λn x) sin(βm b) cos(βm y)
e−α(λn+βm )t ×
X
=4
θi n=1 m=1 [λn a + sin(λn a) cos(λn a)][βmb + sin(βmb) cos(βm b)]
where the eigenvalues λn and βm are the roots of the following transcendental equations
h
λn tan(λn a) =
k
and
h
βm tan(βm a) =
k
21
5.4 Product Solutions
The solution above can be rewritten as
∞
θ(x, y, t) sin(λn a) cos(λn x) 2
e−αλnt
X
=2
θi n=1 λn a + sin(λn a) cos(λn a)
∞
sin(βm b) cos(βmy) 2
e−αβm t
X
×2
m=1 βm b + sin(βmb) cos(βm b)
Note that the first sum is precisely the solution to the 1D problem of quenching of a slab
of thickness 2a while the second sum is the corresponding solution for a slab of thickness 2b.
Therefore
θ(x, y, t) θ(x, t) θ(y, t)
|billet = |2a−slab × |2b−slab
θi θi θi
The method of obtaining solutions to multidimensional heat conduction problems by
multiplication of the solutions of subsidiary problems of lower dimensionality is called the
method of product solutions.
In general, if the initial temperature of the medium can be expressed as a product of
single space variable functions one can produce solutions to multidimensional problems as
products of single dimensional solutions.
Consider transient homogeneous 2D conduction in a plate with convective exchange on
all four sides. Initially, T (x, y, 0) = F (x)F (y). This problem can be regarded as a composite
of two one-dimensional ones with solutions T1(x, t) and T2(y, t). The product solution for
the 2D problem is then
T (x, y, t) = T1(x, t)T2(y, t)
22
6 Transient Temperature Nomographs: Heisler Charts
The solutions obtained for 1D non homogeneous problems with Neumann boundary con-
ditions in Cartesian coordinate systems using the method of separation of variables have
been collected and assembled in the form of transient temperature nomographs by Heisler.
The given charts are a very useful baseline against which to validate one’s own analytical or
numerical computations. The Heisler charts summarize the solutions to the following three
important problems.
The first problem is the 1D transient homogeneous heat conduction in a plate of span
L from an initial temperature Ti and with one boundary insulated and the other subjected
to a convective heat flux condition into a surrounding environment at T∞ . (This problem
is equivalent to the quenching of a slab of span 2L with identical heat convection at the
external boundaries x = −L and x = L).
Introduction of the following non dimensional parameters simplifies the mathematical
formulation of the problem. First is the dimensionless distance
x
X=
L
next, the dimensionless time
αt
τ=
L2
then the dimensionless temperature
T (x, t) − T∞
θ(X, τ ) =
Ti − T∞
and finally, the Biot number
hL
Bi =
k
With the new variables, the mathematical formulation of the heat conduction problem
becomes
∂ 2θ ∂θ
2
=
∂X ∂τ
subject to
∂θ
=0
∂X
at X = 0,
∂θ
+ Biθ = 0
∂X
23
at X = 1, and
θ=1
in 0 ≤ X ≤ 1 for τ = 0.
The solutions obtained for one-dimensional nonhomogeneous problems with Neumann
boundary conditions in cylindrical and spherical coordinate systems using the method of
separation of variables have also been collected and assembled in the form of transient
temperature nomographs by Heisler. As in the Cartesian case, the charts are a useful baseline
against which to validate one’s own analytical or numerical computations. The Heisler charts
summarize the solutions to the following three important problems.
The first problem is the 1D transient homogeneous heat conduction in a solid cylinder
of radius b from an initial temperature Ti and with one boundary insulated and the other
subjected to a convective heat flux condition into a surrounding environment at T∞ .
Introduction of the following nondimensional parameters simplifies the mathematical
formulation of the problem. First is the dimensionless distance
r
R=
b
next, the dimensionless time
αt
τ=
b2
then the dimensionless temperature
T (r, t) − T∞
θ(X, τ ) =
Ti − T∞
and finally, the Biot number
hb
Bi =
k
With the new variables, the mathematical formulation of the heat conduction problem
becomes
1 ∂ ∂θ ∂θ
(R )=
R ∂R ∂R ∂τ
subject to
∂θ
=0
∂R
at R = 0,
∂θ
+ Biθ = 0
∂R
24
at R = 1, and
θ=1
in 0 ≤ R ≤ 1 for τ = 0.
As the second problem consider the cooling of a sphere (0 ≤ r ≤ b) initially at a uniform
temperature Ti and subjected to a uniform convective heat flux at its surface into a medium
at T∞ with heat transfer coefficient h. In terms of the dimensionless quantities Bi = hb/k ,
τ = αt/b2 , θ = (T (r, t) − T∞ )/(Ti − T∞ ) and R = r/b, the mathematical statement of the
problem is
1 ∂ ∂θ ∂θ
2
(R2 )=
R ∂R ∂R ∂τ
in 0 < R < 1, subject to
∂θ
=0
∂R
at R = 0, and
∂θ
+ Biθ = 0
∂R
at R = 1, and
θ=1
in 0 ≤ R ≤ 1, for τ = 0.
As before, the solutions to the above problems are well known and are readily available
in graphical form (Heisler charts).
25
7.1.1 Theory
Consider a real function F (t). The Laplace transform of F (t), L[F (t)] = F̄ (s) is defined as
Z ∞ ′
L[F (t)] = F̄ (s) = e−st F (t′)dt′
t′ =0
Transforms of Derivatives.
L[F (n) (t)] = sn F̄ (s) − sn−1 F (0) − sn−2 F (1)(0) − sn−3 F (2)(0) − ... − F ′(n−1)(0)
TransformsRof Integrals.
Let g(t) = 0t F (τ )dτ (i.e. g ′ (t) = F (t)).
t 1
Z
L[ F (τ )] = F̄ (s)
0 s
t τ2 1
Z Z
L[ F (τ1)dτ1 dτ2 ] = F̄ (s)
0 0 s2
t τn 1
Z Z
L[ ... F (τ1)dτ1 ...dτn ] = F̄ (s)
0 0 sn
26
Scale change.
Let a > 0 be a real number.
1 s
L[F (at)] = F̄ ( )
a a
1
L[F ( t)] = aF̄ (as)
a
Shift.
L[e±at F (t)] = F̄ (s ∓ a)
where
(
1 t>a
U(t − a) =
0 t<a
Also
1
L[U(t − a)] = e−as
s
Transform of the δ function.
L[δ(t)] = 1
Transform of convolution.
The convolution of two functions f(t) and g(t) is
Z t
f ∗g = f(t − τ )g(τ )dτ = g ∗ f
0
27
Derivatives.
If F̄ (s) is the Laplace transform of F (t) then
dF̄
= F̄ ′(s) = L[(−t)F (t)]
ds
dn F̄
= F̄ ′(s) = L[(−t)n F (t)]
dsn
Integrals.
∞ F (t)
Z
F̄ (s′ )ds′ = L[ ]
s t
Functions of More than One Variable.
Let f(x, t) be a function of the two independent variables x and t. The Laplace transform
of f(x, t), L[f(x, t)] = f¯(x, s) is defined as
Z ∞
¯ s) =
f(x, e−st f(x, t)dt
0
∂ 2f(x, t) ¯ s)
d2 f(x,
L[ ] =
∂x2 dx2
∂f(x, t) ¯ s) − f(x, 0)
L[ ] = sf(x,
∂t
The integration must be carried out in the complex domain and requires a basic understand-
ing of analytic functions of a complex variable and residue calculus. Fortunately, inversion
formulae for many transforms have been computed and are readily available in tabular form.
A short table of useful transforms is included below.
28
F (t) F̄ (s)
1
1 s
1
t 2
√ s√
t √π
2 s3
q
√1 π
t s
n n!
t sn+1
tn−1 1
(n−1)! sn
n at n!
t e (s−a)n+1
k
sin kt s2 +k2
s
cos kt s2 +k2
k
sinh kt s2 −k2
s
cosh kt s2 −k2
−as
F (t − a); t ≥ a 0; otherwise e F̄ (s)
2 √
√k e − k4t
2 πt3
e−k s
√
k 1 −k s
erfc( 2√ t
) s
e
2 √ k k
√
ae−k√ s
−eak ea t erfc(a t + √
s t
)+ erfc( 2√ t
) s(a+ s)
P∞ e−λ2n t/a2 J0 (λn x/a) √
J0 (ix s)
1− 2 n=1 λn J1 (λn)
; λn roots of J0 (λn ) = 0 √
sJ0 (ia s)
7.1.2 Examples
Consider the problem of finding T (x, t) in 0 ≤ x < ∞ satisfying
∂ 2T 1 ∂T
=
∂x2 α ∂t
and subject to
T (0, t) = f(t)
T (x → ∞, t) = 0
and
T (x, 0) = 0
29
T̄ (0, s) = f¯(s)
T̄ (x → ∞, s) = 0
x Zt f(τ ) x2
T (x, t) = √ exp[− ]dτ
4πα τ =0 (t − τ )3/2 4α(t − τ )
If f(t) = T0 = constant, the solution is
x
T (x, t) = T0erfc( √ )
2 αt
Consider now the transient problem of quenching a solid sphere (radius b) initially at T0
by maintaining its surface at zero. The Laplace transform method can be used to find and
expression for T (r, t). The transformed problem is
1 d2 (rT̄ ) s T0
2
− T̄ = −
r dr α α
the solution of which is
√
T0 T0b sinh(r sα)
T̄ (r, s) = − √
s rs sinh(b sα)
To invert this the trigonometric functions are expressed as asymptotic series and then in-
verted term by term. The final result is
∞
bT0 X b(2n + 1) − r b(2n + 1) + r
T (r, t) = T0 − {erfc( √ ) − erfc( √ )}
r n=0 2 αt 2 αt
30
7.2.1 Theory
Many practical transient heat conduction problems involve time dependent boundary condi-
tions. Duhamel’s theorem allows the analysis of transient heat conduction problems involving
time varying thermal conditions at boundaries.
Consider the following problem
1 1 ∂T (r, t)
∇2T (r, t) + g(r, t) =
k α ∂t
subject to
∂T
ki + hi T = fi (r, t)
∂ni
on boundaries Si for i = 1, 2, ...N and for t > 0, as well as
T (r, 0) = F (r)
Solution by separation of variables is not possible because of the time dependent nonhomo-
geneous terms g(r, t) and fi (r, t).
Consider instead an auxiliary problem obtained by introducing a new parameter τ , un-
related to t. Find Φ(r, t, τ ) such that
1 1 ∂Φ(r, t, τ )
∇2Φ(r, t, τ ) + g(r, τ ) =
k α ∂t
subject to
∂Φ
ki + hi Φ = fi (r, τ )
∂ni
on boundaries Si for i = 1, 2, ...N and for t > 0, as well as
Φ(r, 0, τ ) = F (r)
Since here g(r, τ ) and fi (r, τ ) do not depend on time, the problem can be solved by separation
of variables. Duhamel’s theorem states that once Φ(r, t, τ ) has been determined, T (r, t) can
be found by
t ∂
Z
T (r, t) = F (r) + Φ(r, t − τ, τ )dτ
τ =0 ∂t
If the nonhomogeneity occurs only in the boundary condition at one boundary and the
initial temperature is F (r) = 0, the appropriate form of Duhamel’s theorem is
t ∂
Z
T (r, t) = f(τ ) Φ(r, t − τ )dτ
τ =0 ∂t
31
Sometimes the nonhomogeneous term at a boundary f(t) changes discontinuously with
time. The integral in Duhamel’s theorem must then be done separately integrating by parts.
For a total of N discontinuities at times over the time range 0 < t < τN , the temperature
T (r, t) for τN −1 < t < τN is given by
N −1
t df(τ )
Z X
T (r, t) = Φ(r, t − τ ) dτ + Φ(r, t − τj )∆fj
τ =0 dτ j=0
where ∆fj = f + (τj ) − f − (τj ) is the step change in the boundary condition at t = τj . If the
values of f are constant between the steps changes, Duhamel’s theorem becomes
N
X −1
T (r, t) = Φ(r, t − j∆t)∆fj
j=0
7.2.2 Examples
Consider the following 1D transient problem in a slab of thickness L. Find T (x, t) satisfying
∂ 2T 1 ∂T
2
=
∂x α ∂t
subject to
T (0, t) = 0
(
bt; 0 < t < τ1
T (L, t) = f(t) =
0; t > τ1
and
T (x, 0) = 0
∂ 2Φ 1 ∂Φ
2
=
∂x α ∂t
subject to
Φ(0, t) = 0
Φ(L, t) = 1
32
and
Φ(x, 0) = 0
The desired function Φ(x, t − τ ) is obtained from the solution to the above problem by
replacing t by t − τ , i.e.
∞
x 2 X 2 1
Φ(x, t) = + e−αβm t sin βm x
L L m=1 βm
Consider now the transient 1D problem in a solid cylinder (radius b) with internal heat
generation g(t). Initially and at the boundary the temperature is zero. The auxiliary problem
is
∂ 2Φ 1 ∂Φ 1 1 ∂Φ
2
+ + =
∂r r ∂r k α ∂t
subject to
Φ(b, t) = 0
Φ(r, 0) = 0
33
where βm are the roots of J0 (βm b) = 0. From Duhamel’s theorem, the desired solution is
∂Φ
Z t
T (r, t) = g(τ ) dτ =
τ =0 ∂t
∞
2α J0 (βm r)
Z t
2 2
e−αβmt g(τ )eαβmτ dτ
X
=
bk m=1 βm J1 (βm b) τ =0
7.3.1 Theory
Consider the problem of a 3D body (volume V ) initially at zero temperature. Suddenly, a
thermal explosion at a point r′ instantaneously releases a unit of energy at time τ while the
entire outer surface S of the body undergoes convective heat exchange with the surrounding
environment at zero temperature. The thermal explosion is an instantaneous point source
of thermal energy which then diffuses throughout the body. The mathematical formulation
of this problem consists of finding the function G(r, t|r′, τ ) satisfying the nonhomogenoeus
transient heat equation in V ,
1 1 ∂G
∇2G + δ(r − r′)δ(t − τ ) =
k α ∂t
subject to
∂G
k + hG = 0
∂n
on the boundary S. Here, δ(x) is Dirac’s delta function (which is zero everywhere except
at the origin, where it is infinite). The function G(r, t|r′, τ ) represents the temperature at
location r and time t resulting from an instantaneous point source of heat releasing a unit
of thermal energy at location r′ and time τ and it is called a Green’s function.
Consider now the related problem of a 3D body of volume V , initially at T (r, 0) = F (r)
inside which thermal energy is generated at a volumetric rate g(r, t) while its outer surface(s)
Si exchange heat by convection with a medium at T∞ . The solution to this problem can be
expressed in terms of the Green’s function above as
Z Z Z
T (r, t) = G(r, t|r′ , τ )|τ =0F (r′)dV ′ +
V
αZt Z Z Z
dτ G(r, t|r′ , τ )g(r′, τ )dV ′ +
k τ =0 V
N Z Z
1
Z t
G(r, t|r′, τ )|r′ =ri hi T∞ dSi′
X
α dτ
τ =0 i=1 Si ki
34
The terms on the RHS above are: i) the contribution due to the initial condition, (ii) the
contribution due to the internal energy generation, and (iii) the contribution due to the
nonhomogeneity in the boundary conditions.
Line sources and plane sources can be similarly defined respectively for two- and one-
dimensional systems and nonhomogeneous transient problems in 2D and 1D are the solvable
in terms of appropriate Green’s functions. For instance, for a 1D system of extent L,
Z
T (x, t) = G(x, t|x′, τ )|τ =0F (x′)dx′ +
L
α t
Z Z
dτ G(x, t|x′, τ )g(x′, τ )dx′ +
k τ =0 L
2
Z t 1
G(x, t|x′, τ )|x′=xi
X
α dτ hi T∞
τ =0 i=1 ki
Here, the Green’s function G(x, t|x′, τ ) represents the temperature at x, t resulting from the
instantaneous release of a unit of energy at time τ , by a planar source located at x′.
Point, line and surface sources can be instantaneous or continuous. Subscript and su-
perscript signs are used to make the distinction explicit. For instance gpi denotes an in-
stantaneous point source of heat. In Cartesian coordinates, the relationship between gpi and
g(x, y, z, t) is
Once the Green function associated with a particular problem is known, the actual tem-
perature can be calculated simply by integration. So, one needs techniques for Green’s
function determination.
Consider the following homogeneous problem in a region R. Find T (r, t) satisfying
1 ∂T
∇2T (r, t) =
α ∂t
subject to
∂T
+ Hi T = 0
∂ni
on all surfaces Si and
T (r, t) = F (r)
Many special cases of this problem have already been solved by separation of variables.
In all instances one can symbolically write the solution as
Z
T (r, t) = K(r, r′, t)F (r′)dv ′
R
35
where K(r, r′ , t) is called the kernel of the integration. Now, applying the Green’s function
approach to this problem yields
K(r, r′, t) = G(r, t|r′ , 0)
so the kernel is the Green’s function in this case. The associated nonhomogeneous prob-
lem can also be solved once G(r, t|r′, 0) is known by simply replacing t by t − τ to obtain
G(r, t|r′, τ ).
Consider as an example the 1D transient heat conduction in a cylinder.
1 ∂ ∂T 1 1 ∂T
(r ) + g(r, t) =
r ∂r ∂r k α ∂t
subject to
T (b, t) = f(t)
and
T (r, 0) = F (r)
The associated homogeneous problem with homogeneous boundary condition is readily solved
by separation of variables and the solution is
∞
b 2 X 1
Z
2
ψ(r, t) = [ e−αβm t 2 r′ J 2(βm r)J02 (βm r′ )]F (r′)dr′ =
r ′ =0 2
b m=1 J1 (βmb) 0
Z b
r′ G(r, t|r′ , 0)F (r′)dr′
r ′ =0
where βm are the roots of J0 (βm b) = 0. Therefore, the Green’s function with τ = 0 is
∞
2 X 2 1
G(r, t|r′ , τ )|τ =0 = e−αβmt 2 r′ J 2(βm r)J02 (βmr′ )
2
b m=1 J1 (βmb) 0
and replacing t by t − τ , the desired Green’s function is
∞
2 X 2 1
′
G(r, t|r , τ ) = 2 e−αβm (t−τ ) 2 r′ J02(βm r)J02 (βmr′ )
b m=1 J1 (βmb)
For homogeneous 1D transient conduction in an infinite medium, the Green’s function is
1 (x − x′)2
G(x, t|x′, τ )|τ =0 = exp(− )
(4παt)1/2 4αt
For homogeneous 1D transient conduction in a semiinfinite medium, the Green’s function
is
1 (x − x′)2 (x + x′)2
G(x, t|x′, τ )|τ =0 = [exp(− ) − exp(− )]
(4παt)1/2 4αt 4αt
For homogeneous 1D transient conduction in a slab of thickness L,
∞ 2
2 βm + H2
G(x, t|x′, τ )|τ =0 = 2 e−αβm t cos(βm x) cos(βm x′)
X
2 + H 2) + H
L(βm
m=1
36
7.3.2 Examples
The problem of finding ψ(x, t) for −∞ < x < ∞ satisfying
∂ 2ψ 1 ∂ψ
2
=
∂x α ∂t
and subject to
ψ(x, 0) = F (x)
Therefore, the Green’s function of the problem of finding T (x, t) for −∞ < x < ∞
satisfying
∂ 2T 1 1 ∂T
+ g(x, t) =
∂x2 k α ∂t
and subject to
T (x, 0) = F (x)
is simply
(x − x′)2
G(x, t|x′, τ ) = (4πα[t − τ ])−1/2 exp(−
4α[t − τ ]
and the desired solution is
Z ∞(x − x′ )2
T (x, t) = (4παt)−1/2 exp(−F (x′)dx′
x′ =−∞ 4αt
αZt Z ∞
(x − x′)2
+ dτ (4πα[t − τ ])−1/2 exp(− g(x′, τ )dx′
k τ =0 x′ =−∞ 4α[t − τ ]
The problem of finding ψ(r, t) for 0 ≤ r ≤ b satisfying
∂ 2ψ 1 ∂ψ 1 ∂ψ
2
+ =
∂r r ∂r α ∂t
and subject to
ψ(0, t) = 0
37
and
ψ(r, 0) = F (r)
Therefore, the Green’s function of the problem of finding T (r, t) for 0 ≤ r ≤ b satisfying
∂ 2T 1 ∂T 1 1 ∂T
2
+ g(x, t) =
∂x r ∂r k α ∂t
and subject to
T (b, t) = f(t)
and
T (r, 0) = F (r)
is simply
∞
2 X 2 J0(βm r)
G(r, t|r′, τ ) = 2
e−αβm[t−τ ] 2 J0(βm r′ )
b m=1 J1 (βm b)
• The heat equation is first integrated over a distance δ(t) called the thermal layer to
obtain the heat balance integral. The thermal layer is selected so that the effect of
boundary conditions is negligible for x > δ(t).
38
• A low order polynomial is then selected to approximate the temperature distribution
over the thermal layer. The coefficients in the polynomial are in general functions of
time and must be determined from the conditions of the problem.
• The resulting δ(t) is substituted in the polynomial formula to obtain the required
temperature distribution.
∂ 2T 1 ∂T
2
=
∂x α ∂t
subject to
T (x, 0) = Ti
and to
T (0, t) = T0
∂T
x=δ(t) ∂T ∂T
Z
d(
)= |x=δ(t) − |x=0 =
x=0 ∂x ∂x ∂x
1 Z x=δ(t) ∂T 1 d Z x=δ(t) dδ
= dx = [ ( T dx) − T |x=δ(t) ]
α x=0 ∂t α dt x=0 dt
where Leibnitz rule has be used on the right hand side. Since (dT /dx)|x=δ(t) = 0 and
T |x=δ(t) = Ti
∂T d x=δ(t)
Z
−α |0 = ( T dx − Ti δ)
∂x dt x=0
T (0, t) = T0
39
T (δ, t) = Ti
∂T
=0
∂x x=δ
∂ 2T
=0
∂x2 x=0
and
∂ 2T
=0
∂x2 x=δ
Substituting into the polynomial, the result is
T (x, t) − Ti x x x
= 1 − 2 + 2( )3 − ( )4
T0 − Ti δ δ δ
Substituting this last expression for T (x, t) into the heat balance integral results in
20 dδ
α=δ
3 dt
which must be solved subject to δ(0) = 0 to give
s
40
δ(t) = αt
3
This expression for δ(t) can now be substituted into the expression for T (x, t) or in
q(0, t) = −k(∂T /∂x)|x = 0 to give
2k
q(0, t) = (T0 − Ti)
δ
Consider now instead the case of a semiinfinite medium initially at Ti = 0 where the
boundary x = 0 is subjected to a prescribed, time dependent heat flux f(t) and in which
the thermal properties are all functions of temperature.
The formulation is, find T (x, t) satisfying
∂ ∂T ∂T
(k(T ) ) = ρ(T )Cp(T )
∂x ∂x ∂t
subject to
T (x, 0) = 0
40
and to
∂T
−k |x=0 = f(t)
∂x
RT
Introducing now a new variable U defined as U = 0 ρCp dT the problem transforms into
∂ ∂U ∂U
(α(U) )=
∂x ∂x ∂t
subject to
U(x, 0) = 0
and to
∂U
−(α(U) )|x=0 = f(t)
∂x
Integrating over the thermal layer δ(t) and since (∂U/∂x)|x=δ = U|x=δ = 0, leads to the
heat balance integral equation
d δ
Z
Udx = f(t)
dt 0
Now, assuming that the distribution of U is cubic in x and using the conditions of the
problem to define the coefficients leads to
δf(t) x
U(x, t) = (1 − )3
3αx=0 δ
Substituting this into the heat balance integral gives
d δ 2f(t)
[ ] = f(t)
dt 12αx=0
In this case, however, the solution depends on αx=0 which is unknown but can be determined
from the value of U at x = 0. The final result is
√ 4
Z t
(U α)|x=0 = [ f(t) f(t′ )dt′]1/2
3 0
This one can be used to find αx=0 (t). From that, δ(t) can be calculated, which in turn gives
U, which in turn gives T .
41