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[parent] time-dependent example of heat equation (Example)

The initial temperature (at t = 0) of a thin homogeneous plate

A  = {(x, y) ∈ ℝ2... 0 < x < a, 0 < y <  b}

in the xy-plane is given by the function f = f(x, y). The faces of the plate are supposed completely isolating. After the moment t = 0 the boundaries of A are held in the temperature 0. Determine the temperature function

u = u (x, y, t)

on A (where t is the time).

Since it’s a question of a two-dimensional heat flow, the heat equation gets the form

2u u′′ xx + u′′yy = 1
-2
cut. (1)

One have to find for (1) a solution function u which satisfies the initial condition

u(x, y, 0) = f(x, y) in A (2)

and the boundary condition

u(x, y, t) = 0 on boundary of A for t > 0. (3)

For finding a simple solution of the differential equation (1) we try the form

u(x, y, t) := X(x)Y (y)T(t), (4)

whence the boundary condition reads

X(0) = Y (0) = X(a) = Y (b) = 0. (5)

Substituting (4) in (1) and dividing this equation by XY T give the form

X-′′-
X + Y-′′
Y = -1
c2T-′
 T. (6)

It’s easily understood that such a condition requires that the both addends of the left side and the right side ought to be constants:

X  ′′
----
 X = k12, Y′′
---
Y = k22,  1
-2
cT′
---
T = k2, (7)

where k2 = k 12 + k 22. We soon explain why these constants are negative. Because the equations (7) may be written

X ′′ = − k2X, Y ′′ = − k2Y, T′ = − k2c2T,
         1             2

the general solutions of these ordinary differential equations are

(
|{ X  = C1 cos k1x + D1 sin k1x,

| Y  = C2 cos2k22y + D2  sin k2y,
( T  = Ce −k ct. (8)

Now we remark that if the right side of the third equation (7) were +k2, then we had T = Cek2c2t which is impossible, since such a T and along with this also the temperature u = XY T would ascend infinitely when t →∞. And since, by symmetry, the right sides the two first equations (7) must have the same sign, also they must by (6) be negative.

The two first boundary conditions (5) imply by (8) that C1 = C2 = 0, and then the two last conditions (5) require that

D  sin k a = 0, D   sin k b = 0.
  1    1         2     2

If we had D1 = 0 or D2 = 0, then X or Y would vanish identically, which cannot occur. Thus we have

sin k1a = 0 and   sin k2b = 0,

whence only the eigenvalues

{      m-π
  k1 =  a  (m  = 1, 2, 3, ...)
  k2 = nπb  (n = 1, 2, 3, ...)

are possible for the obtained X and Y . Considering the equation k2 = k 12 + k 22 we may denote

qmn := k2c2 = [(    )    (   ) ]
   m-π- 2+  n-π  2
    a        bc2 (9)

for all m, n +.

Altogether we have infinitely many solutions

umn =  XY T  = CD1D2e  − qmnt sin m-πx-sin nπy-=  cmne−qmntsin m-πx-sin n-πy
                                  a       b                   a        b

of the equation (1), where the coefficients cmn are, for the present, arbitrary constants. These solutions fulfil the boundary condition (3). The sum of the solutions, i.e. the double series

u(x, y, t) := m=1 n=1c mneqmnt sin m πx
-----
  a sin nπy
----
 b, (10)

provided it converges, is also a solution of the linear differential equation (1) and fulfils the boundary condition. In order to fulfil also the initial condition (2), one must have

∑∞  ∞∑       −q  t   m πx     nπy
       cmne   mn sin----- sin ---- = f(x, y).
m=1 n=1               a       b

But this equation presents the Fourier double sine series expansion of f(x, y) in the rectangle A, and therefore we have the expression

cmn := -4-
ab 0a 0bf(x, y) sin m-πx-
  a sin nπy-
 bdxdy (11)

for the coefficients.

The result of calculating the solution of our problem is the temperature function (10) with the formulae (9) and (11).

References

[1]   K. Väisälä: Matematiikka IV. Handout Nr. 141. Teknillisen korkeakoulun ylioppilaskunta, Otaniemi, Finland (1967).


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Cross-references: ordinary differential equations, differential equation, heat equation, heat, two-dimensional, boundaries, function, temperature

This is version 2 of time-dependent example of heat equation, born on 2007-08-10, modified 2007-08-10.
Object id is 257, canonical name is TimeDependentExampleOfHeatEquation.
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Physics Classification44. (Heat transfer)
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