The heat equation Homog. Dirichlet conditions Inhomog.

Dirichlet conditions Neumann conditions Derivation

The One-Dimensional Heat Equation

R. C. Daileda

Trinity University

Partial Differential Equations

Lecture 9

Daileda 1-D Heat Equation

The heat equation Homog. Dirichlet conditions Inhomog. Dirichlet conditions Neumann conditions Derivation

Introduction
The heat equation

Goal: Model heat (thermal energy) flow in a one-dimensional

object (thin rod).
Set up: Place rod along x-axis, and let

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

Under ideal conditions (e.g. perfect insulation, no external heat

sources, uniform rod material), one can show the temperature
must satisfy
2
 
∂u 2∂ u the one-dimensional
=c .
∂t ∂x 2 heat equation

The constant c 2 is called the thermal diffusivity of the rod.

Daileda 1-D Heat Equation

The heat equation Homog. Dirichlet conditions Inhomog. Dirichlet conditions Neumann conditions Derivation

Initial and Boundary Conditions

We now assume the rod has finite length L and lies along the
interval [0, L]. To completely determine u we must also specify:

Initial conditions: The initial temperature profile

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

Boundary conditions: Specific behavior at x0 ∈ {0, L}:

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

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

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

Daileda 1-D Heat Equation

The heat equation Homog. Dirichlet conditions Inhomog. Dirichlet conditions Neumann conditions Derivation

Solving the Heat Equation

Case 1: homogeneous Dirichlet boundary conditions

We now apply separation of variables to the heat problem

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

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

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

this case
ut = XT 0 X 00 T0

0 2 00
⇒ XT = c X T ⇒ = = k.
uxx = X 00 T X c 2T
Together with the boundary conditions we obtain the system

X 00 − kX = 0, X (0) = X (L) = 0,
T 0 − c 2 kT = 0.

Daileda 1-D Heat Equation

The heat equation Homog. Dirichlet conditions Inhomog. Dirichlet conditions Neumann conditions Derivation

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

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

We thus have the normal modes of the heat equation:

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

Daileda 1-D Heat Equation

The heat equation Homog. Dirichlet conditions Inhomog. Dirichlet conditions Neumann conditions Derivation

Superposition and initial condition

Applying the principle of superposition gives the general solution

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

If we now impose our initial condition we find that

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

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

Z L
2  nπx 
bn = f (x) sin dx.
L 0 L

Daileda 1-D Heat Equation

The heat equation Homog. Dirichlet conditions Inhomog. Dirichlet conditions Neumann conditions Derivation

Remarks

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

can be built by simply including exponential factors.

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

Because of the decaying exponential factors:

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

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

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

This agrees with intuition.

Daileda 1-D Heat Equation

The heat equation Homog. Dirichlet conditions Inhomog. Dirichlet conditions Neumann conditions Derivation

Example
Solve the heat problem

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

u(0, t) = u(2, t) = 0 (t > 0),
u(x, 0) = 50 (0 < x < 2).
√
We have c = 3, L = 2 and, by exercise 2.3.1 (with p = L = 2)
∞  
200 X 1 (2k + 1)πx
f (x) = 50 = sin .
π 2k + 1 2
k=0
√
c(2k + 1)π3(2k + 1)π
Since λ2k+1 = = , we obtain
L 2
∞  
200 X 1 −3(2k+1)2 π 2 t/4 (2k + 1)πx
u(x, t) = e sin .
π 2k + 1 2
k=0

Daileda 1-D Heat Equation

The heat equation Homog. Dirichlet conditions Inhomog. Dirichlet conditions Neumann conditions Derivation

Solving the Heat Equation

Case 2a: steady state solutions

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

(i.e. u is time-independent).
If u(x, t) = u(x) is a steady state solution to the heat equation
then

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

Steady state solutions can help us deal with inhomogeneous

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

Daileda 1-D Heat Equation

The heat equation Homog. Dirichlet conditions Inhomog. Dirichlet conditions Neumann conditions Derivation

Solving the Heat Equation

Case 2b: inhomogeneous Dirichlet boundary conditions

Now consider the heat problem

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

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

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

 
T2 − T1
u1 = x + T1 .
L

Step 2: Let u2 = u − u1 .

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

Daileda 1-D Heat Equation

The heat equation Homog. Dirichlet conditions Inhomog. Dirichlet conditions Neumann conditions Derivation

The boundary and initial conditions satisfied by u2 are

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

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

Step 3: Solve the heat equation with homogeneous Dirichlet

boundary conditions and initial conditions above. This yields u2 .

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

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

t→∞

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

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

the steady state.

Daileda 1-D Heat Equation

The heat equation Homog. Dirichlet conditions Inhomog. Dirichlet conditions Neumann conditions Derivation

Example
Solve the heat problem.

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

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

The corresponding homogeneous problem for u2 is thus

ut = 3uxx (0 < x < 2, t > 0),
u(0, t) = u(2, t) = 0 (t > 0),
u(x, 0) = 50 − (100 − 50x) = 50(x − 1) (0 < x < 2).

Daileda 1-D Heat Equation

The heat equation Homog. Dirichlet conditions Inhomog. Dirichlet conditions Neumann conditions Derivation

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

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

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

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

Daileda 1-D Heat Equation

The heat equation Homog. Dirichlet conditions Inhomog. Dirichlet conditions Neumann conditions Derivation

Solving the Heat Equation

Case 3: homogeneous Neumann boundary conditions

Let’s now consider the heat problem

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

ux (0, t) = ux (L, t) = 0 (0 < t),
u(x, 0) = f (x) (0 < x < L),

in which we assume the ends of the rod are insulated.

As before, assuming u(x, t) = X (x)T (t) yields the system

X 00 − kX = 0, X 0 (0) = X 0 (L) = 0,
T 0 − c 2 kT = 0.

Note that the boundary conditions on X are not the same as in the
Dirichlet condition case.
Daileda 1-D Heat Equation
The heat equation Homog. Dirichlet conditions Inhomog. Dirichlet conditions Neumann conditions Derivation

Solving for X
Case 1: k = µ2 > 0. We need to solve X 00 − µ2 X = 0. The
characteristic equation is

r 2 − µ2 = 0 ⇒ r = ±µ,

which gives the general solution X = c1 e µx + c2 e −µx . The

boundary conditions tell us that

0 = X 0 (0) = µc1 − µc2 , 0 = X 0 (L) = µc1 e µL − µc2 e −µL ,

or in matrix form
    
µ −µ c1 0
= .
µe µL −µe −µL c2 0

Since the determinant is µ2 (e µL − e −µL ) 6= 0, we must have

c1 = c2 = 0, and so X ≡ 0.
Daileda 1-D Heat Equation
The heat equation Homog. Dirichlet conditions Inhomog. Dirichlet conditions Neumann conditions Derivation

Case 2: k = 0. We need to solve X 00 = 0. Integrating twice gives

X = c1 x + c2 .

The boundary conditions give 0 = X 0 (0) = X 0 (L) = c1 . Taking

c2 = 1 we get the solution

X = X0 = 1.

Case 3: k = −µ2 < 0. We need to solve X 00 + µ2 X = 0. The

characteristic equation is

r 2 + µ2 = 0 ⇒ r = ±iµ,

which gives the general solution X = c1 cos(µx) + c2 sin(µx).

Daileda 1-D Heat Equation

The heat equation Homog. Dirichlet conditions Inhomog. Dirichlet conditions Neumann conditions Derivation

The boundary conditions yield

0 = X 0 (0) = − µc1 sin 0 + µc2 cos 0 = µc2 ⇒ c2 = 0,

0 = X 0 (L) = − µc1 sin(µL) + µc2 cos(µL) = − µc1 sin(µL).

In order to have X 6≡ 0, this shows that we need

nπ
sin(µL) = 0 ⇒ µL = nπ ⇒ µ = µn = (n ∈ Z).
L
Taking c1 = 1 we obtain

X = Xn = cos(µn x) (n ∈ N).

Remarks:
We only need n > 0, since cosine is an even function.
When n = 0 we get X0 = cos 0 = 1, which agrees with the
k = 0 result.
Daileda 1-D Heat Equation
The heat equation Homog. Dirichlet conditions Inhomog. Dirichlet conditions Neumann conditions Derivation

Normal modes and superposition

2
As before, for k = −µ2n , we obtain T = Tn = an e −λn t .

We therefore have the normal modes

2
un (x, t) = Xn (x)Tn (t) = an e −λn t cos(µn x) (n ∈ N0 ),

where µn = nπ/L and λn = cµn .

The principle of superposition now gives the general solution

∞ ∞
2
X X
u(x, t) = u0 + un = a0 + an e −λn t cos(µn x)
n=1 n=1

to the heat equation with (homogeneous) Neumann boundary

conditions.

Daileda 1-D Heat Equation

The heat equation Homog. Dirichlet conditions Inhomog. Dirichlet conditions Neumann conditions Derivation

Initial conditions
If we now impose our initial condition we find that
∞
X nπx
f (x) = u(x, 0) = a0 + an cos ,
L
n=1

which is simply the 2L-periodic cosine expansion of f (x). Hence

Z L Z L
1 2 nπx
a0 = f (x) dx, an = f (x) cos dx, (n ∈ N).
L 0 L 0 L

Remarks:
As before, if the cosine series of f (x) is already known, u(x, t)
can be built by simply including exponential factors.
Because of the exponential factors, lim u(x, t) = a0 , which is
t→∞
the average initial temperature.
Daileda 1-D Heat Equation
The heat equation Homog. Dirichlet conditions Inhomog. Dirichlet conditions Neumann conditions Derivation

Example
Solve the following heat problem:
1
ut = uxx , 0 < x < 1 , 0 < t,
4
ux (0, t) = ux (1, t) = 0, 0 < t,
u(x, 0) = 100x(1 − x), 0 < x < 1.

We have c = 1/2, L = 1 and f (x) = 100x(1 − x). Therefore

Z 1
50
a0 = 100x(1 − x) dx =
0 3

1
−200(1 + (−1)n )
Z
an = 2 100x(1 − x) cos nπx dx = , n ≥ 1.
0 n2 π 2

Daileda 1-D Heat Equation

The heat equation Homog. Dirichlet conditions Inhomog. Dirichlet conditions Neumann conditions Derivation

Since λn = cnπ/L = nπ/2, plugging everything into the general

solution we get
∞
50 200 X (1 + (−1)n ) −n2 π2 t/4
u(x, t) = − 2 e cos nπx.
3 π n2
n=1

As in the case of Dirichlet boundary conditions, the exponential

terms decay rapidly with t. We therefore have
50
lim u(x, t) = .
t→∞ 3

Daileda 1-D Heat Equation

The heat equation Homog. Dirichlet conditions Inhomog. Dirichlet conditions Neumann conditions Derivation

Deriving the heat equation

(Ideal) Assumptions:
Rod is perfectly insulated with negligible thickness, i.e. heat
only moves horizontally.

No external heat sources or sinks.

Rod material is uniform, i.e. has constant specific heat, s, and

(linear) mass density, ρ.

Recall that
(
amount of heat required to raise one unit
s=
of mass by one unit of temperature.

Daileda 1-D Heat Equation

The heat equation Homog. Dirichlet conditions Inhomog. Dirichlet conditions Neumann conditions Derivation

Consider a small segment of the rod at position x of length ∆x.

The thermal energy in this segment at time t is

E (x, x + ∆x, t) ≈ u(x, t)sρ∆x.

Fourier’s law of heat conduction states that the (rightward) heat

flux at any point is
−K0 ux (x, t),
where K0 is the thermal conductivity of the rod material.

Remark: Fourier’s law quantifies the notion that thermal energy

moves from hot to cold.

Daileda 1-D Heat Equation

The heat equation Homog. Dirichlet conditions Inhomog. Dirichlet conditions Neumann conditions Derivation

Appealing to the law of conservation of energy,

∂
(u(x, t)sρ∆x) ≈ −K0 ux (x, t) + K0 ux (x + ∆x, t),
∂t
| {z } | {z } | {z }
heat flux through heat flux in heat flux in
segment at left end at right end

or
K0 ux (x + ∆x, t) − ux (x, t)
ut (x, t) ≈ .
sρ ∆x
Letting ∆x → 0 improves the approximation and leads to the
one-dimensional heat equation

ut = c 2 uxx ,
K0
where c 2 = sρ is called the thermal diffusivity.

Daileda 1-D Heat Equation