Advanced Engineering Mathematics: One-Dimensional Heat Equation and Boundary Conditions, Assignments of Mathematics

Information on the one-dimensional heat equation and its solution with various boundary conditions and initial conditions. It covers the separation of variables method to find the general solution and discusses the temperature behavior in the medium for large times. The document also introduces the concept of conduction, convection, and radiation in heat transfer and provides examples of disciplines employing heat transfer methods.

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MATH 348 - Advanced Engineering Mathematics March 24, 2008
Homework 7, Spring 2008 Due: April 2, 2008
partial differential equations - the one-dimensional heat equation - generalizations
Consider the one-dimensional heat equation,
∂u
∂t =c22u
∂x2,(1)
x(0, L), t (0,), c2=K
σρ .(2)
Equations (1)-(2) model the time-evolution of the temperature, u=u(x, t), of a heat conducting medium in one-
dimension. The ob ject, of length L, is assumed to have a homogenous thermal conductivity K, specific heat σ, and
linear density ρ. That is, K , σ,ρ R+.
1. Consider the one-dimensional heat equation, (1)-(2), with the boundary conditions1,
ux(0, t)=0, u(L, t)=0,(3)
and initial condition
u(x, 0) = f(x).(4)
(a) Assume that the solution to (1)-(2) is such that u(x, t) = F(x)G(t) and use separation of variables to find
the general solution to (1)-(2), which satisfies (3)-(4). 2
(b) What is the temperature in the medium for when tis large? That is, determine lim
t→∞
u(x, t).
2. Consider the one-dimensional heat equation, (1)-(2), with the boundary conditions3,
ux(0, t) = 0, ux(L, t)=0,(5)
u(x, 0) = f(x).(6)
(a) Assume that the solution to (1)-(2) is such that u(x, t) = F(x)G(t) and use separation of variables to find
the general solution to (1)-(2), which satisfies (5)-(6). 4
(b) Describe how the long term behavior of the general solution to (1)-(6) changes as the thermal conductivity,
K, is increased while all other parameters are held constant. Also, describe how the solution changes when
the linear density, ρ, is increased while all other parameters are held constant.
Define,
f(x) = x, 0< x L
x+ 2L, L < x < 2L(7)
3. For the following questions we consider the solution, u, to the heat equation given by, (1)-(2), which satisfies the
initial condition given by (7). 5
(a) Suppose this solution also satisfies the boundary conditions are given by u(0,t) = u(2L, t) = 0. Determine
the unique solution the PDE satisfying all of these conditions. What is lim
t→∞
u(x, t)?
(b) For L= 2L, find the particular solution to (1)-(2) with boundary conditions (5)-(6) for when the initial
temperature profile of the medium is given by (7). Show that lim
t→∞
u(x, t) = favg =.25.6
1Here the boundary conditions correspond to making the left endpoint perfectly insulated while the right endpoint is fixed at zero degrees
2This is done for different boundary conditions in Kreyszig pp.552-556.
3Here the boundary conditions correspond to perfect insulation of both endpoints
4An insulated bar is discussed in examples 4 and 5 on page 557.
5When solving for the following problems it would be a good idea to go back through your notes and the homework looking for similar
calculations.
6It is interesting here to note that though the initial condition fdoesn’t appear to satisfy the boundary conditions its periodic Fourier
extension does. That is, if you draw the even periodic extension of the initial condition then you would see that the slope is not well defined
at the end points. Remembering that the Fourier series averages the right and left hand limits of the periodic extension of the function f
at the endpoints shows that the boundary conditions are, in fact, satisfied, since the derivative of an average is the average of derivatives.
1
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MATH 348 - Advanced Engineering Mathematics March 24, 2008 Homework 7, Spring 2008 Due: April 2, 2008

partial differential equations - the one-dimensional heat equation - generalizations

Consider the one-dimensional heat equation,

∂u ∂t

= c^2

∂^2 u ∂x^2

x ∈ (0, L) , t ∈ (0, ∞) , c^2 =

K

σρ

Equations (1)-(2) model the time-evolution of the temperature, u = u(x, t), of a heat conducting medium in one- dimension. The object, of length L, is assumed to have a homogenous thermal conductivity K, specific heat σ, and linear density ρ. That is, K, σ, ρ ∈ R+.

  1. Consider the one-dimensional heat equation, (1)-(2), with the boundary conditions^1 ,

ux(0, t) = 0, u(L, t) = 0, (3)

and initial condition u(x, 0) = f (x). (4)

(a) Assume that the solution to (1)-(2) is such that u(x, t) = F (x)G(t) and use separation of variables to find the general solution to (1)-(2), which satisfies (3)-(4). 2 (b) What is the temperature in the medium for when t is large? That is, determine lim t→∞

u(x, t).

  1. Consider the one-dimensional heat equation, (1)-(2), with the boundary conditions^3 ,

ux(0, t) = 0, ux(L, t) = 0, (5)

u(x, 0) = f (x). (6)

(a) Assume that the solution to (1)-(2) is such that u(x, t) = F (x)G(t) and use separation of variables to find the general solution to (1)-(2), which satisfies (5)-(6). 4 (b) Describe how the long term behavior of the general solution to (1)-(6) changes as the thermal conductivity, K, is increased while all other parameters are held constant. Also, describe how the solution changes when the linear density, ρ, is increased while all other parameters are held constant.

Define,

f (x) =

x, 0 < x ≤ L −x + 2L, L < x < 2 L

  1. For the following questions we consider the solution, u, to the heat equation given by, (1)-(2), which satisfies the initial condition given by (7). 5

(a) Suppose this solution also satisfies the boundary conditions are given by u(0, t) = u(2L, t) = 0. Determine the unique solution the PDE satisfying all of these conditions. What is lim t→∞

u(x, t)?

(b) For L = 2L, find the particular solution to (1)-(2) with boundary conditions (5)-(6) for when the initial temperature profile of the medium is given by (7). Show that lim t→∞

u(x, t) = favg = .25.^6

(^1) Here the boundary conditions correspond to making the left endpoint perfectly insulated while the right endpoint is fixed at zero degrees (^2) This is done for different boundary conditions in Kreyszig pp.552-556. (^3) Here the boundary conditions correspond to perfect insulation of both endpoints (^4) An insulated bar is discussed in examples 4 and 5 on page 557. (^5) When solving for the following problems it would be a good idea to go back through your notes and the homework looking for similar

calculations. (^6) It is interesting here to note that though the initial condition f doesn’t appear to satisfy the boundary conditions its periodic Fourier

extension does. That is, if you draw the even periodic extension of the initial condition then you would see that the slope is not well defined at the end points. Remembering that the Fourier series averages the right and left hand limits of the periodic extension of the function f at the endpoints shows that the boundary conditions are, in fact, satisfied, since the derivative of an average is the average of derivatives.

  1. Recall the 1-D conservation law encountered during the derivation of the heat equation.^7

∂u ∂t

= −κ

∂φ ∂x

, κ ∈ R (8)

In general, if the function u = u(x, t) represents the density of a physical quantity then the function φ = φ(x, t) represents its flux. If we assume the φ is proportional to the negative gradient of u then, from (8), we get the one-dimensional heat/diffusion equation (1).^8

(a) Assume that φ is proportional to u to derive, from (8), the convection/transport equation, ut + cux = 0, where c is some proportionality constant. (b) Given the initial condition u(x, 0) = u 0 (x) for the convection equation, show that u(x, t) = u 0 (x − ct) is a solution to this PDE. (c) If both diffusion and convection are present in the physical system then the flux is given by, φ(x, t) = cu − dux, where c, d ∈ R+. Derive from, (8), the convection-diffusion equation ut + cux − duxx = 0. (d) If there is also energy/particle loss proportional to the amount present then we introduce to the convection- diffusion equation the term λu to get the convection-diffusion-decay equation,^9

ut = Duxx − cux − λu. (9)

Show that by assuming, u(x, t) = w(x, t)eαx−βt, (9) can be transformed into a heat equation on the new variable w where α = c/(2D) and β = λ + c^2 /(4D).^10

  1. Consider http://en.wikipedia.org/wiki/Heat_transfer and respond to the the following:

(a) Define conduction, convection, and radiation. (b) Thermodynamically speaking, why must heat transfer always occur from hot to cold bodies? (c) Give examples of three disciplines employing heat transfer methods.

(^7) When discussing heat transfer this is known as Fourier’s Law of Cooling. In problems of steady-state linear diffusion this would be

called Fick’s First Law. In discussing electricity u could be charge density and q would be its flux. (^8) AKA Fick’s Second Law associated with linear non-steady-state diffusion. (^9) The uxx term models diffusion of energy/particles while ux models convection, u models energy/particle loss/decay. (^10) This shows that the general PDE (9) can be solved using heat equation techniques.