Problems in Heat Conduction

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The document discusses different methods of solving heat conduction problems using partial differential equations including separation of variables. It also discusses various types of boundary conditions and problems related to Laplace's equation.

The document discusses two main types of boundary conditions for heat conduction problems - homogeneous and non-homogeneous boundary conditions. Homogeneous boundary conditions involve maintaining both ends of the bar at constant temperatures while non-homogeneous involve one end being insulated.

The method used to solve heat conduction problems is separation of variables. The key steps involve setting up the heat equation, applying separation of variables to get fundamental solutions, applying boundary/initial conditions to determine coefficients and obtain the full solution as a sum of the fundamental solutions.

9.

6 Other Heat Conduction


Problems
We

discussed in 9.5, the heat conduction


equation 2uxx = ut , 0 < x < L, t > 0, (1)
the boundary conditions u(0,t)=0, u(L,t) =0, t >
0, (2) and the initial condition u(x,0)=f(x), 0
x L. (3)
We now consider two other problems of onedimensional heat conduction that can be
handled by the method developed in Section
9.5.
1. Nonhomogeneous Boundary Conditions
2. Bar with Insulated Ends

Nonhomogeneous Boundary
Conditions
Suppose

now that one end of the bar


is held at a constant temperature T1
and the other is maintained at a
constant temperature T2. Then the
boundary conditions are
u(0,t) = T1, u(L,t) = T2, t > 0. (4)
The differential equation (1) and the
initial condition (3) remain unchanged.

The Steady State Solution.


After

a long timethat is, as t we anticipate


that a steady temperature distribution v(x) will be
reached, which is independent of the time t and the
initial conditions. Since v(x) must satisfy the
equation of heat conduction (1), we have
v''(x) = 0, 0 < x < L. (5)
Hence the steady-state temperature distribution is a
linear function of x. Further v(x) must satisfy the
boundary conditions
v(0) = T1, v(L) = T2, (6)
which are valid even as t . The solution of Eq. (5)
satisfying Eqs. (6) is
v(x) = (T2 T1)x/L + T1. (7)

The Transient Solution.


Returning

to the original problem, Eqs. (1),


(3), and (4), we will try to express u(x, t) as
the sum of the steady-state temperature
distribution v(x) and another (transient)
temperature distribution w(x, t); thus we write
u(x, t) = v(x) + w(x, t). (8)
We obtain
where

Example
Consider

the heat conduction problem


uxx = ut , 0 < x < 30, t > 0, u(0, t) = 20, u(30, t) = 50, t >
0, u(x, 0) = 60 2x, 0 < x < 30. Find the steady-state
temperature distribution and the boundary value
problem that determines the transient distribution.

Bar with Insulated Ends


A slightly

different problem occurs if


the ends of the bar are insulated so
that there is no passage of heat
through them. That is,
2uxx = ut , 0 < x < L, t > 0,
the boundary conditions
ux (0, t) = 0, ux (L, t) = 0, t > 0,
and the initial condition
u(x,0)=f(x), 0 x L.

Bar with Insulated Ends


1.

Solve by the method of separation of


variables to get the fundamental solutions for
the problem

2.

Solution to the heat conduction problem for


a rod with insulated ends,

Example
Find

the temperature u(x, t) in a metal rod of length 25


cm that is insulated on the ends as well as on the sides
and whose initial temperature distribution is u(x, 0) = x
for 0 < x < 25.

More General Problems


The

method of separation of variables


can also be used to solve heat
conduction problems with other
boundary conditions than those given
by previous two types.
For example, the left end of the bar
might be held at a fixed temperature
T, while the other end is insulated. In
this case the boundary conditions are
u(0, t) = T, ux (L, t) = 0, t > 0.

9.7 The Wave Equation: Vibrations


of an Elastic String
a2uxx = utt

Wave Equation
Let u(x, t) denote the vertical displacement experienced
by the string at the point x at time t. If damping
effects, such as air resistance, are neglected, and if
the amplitude of the motion is not too large, then u(x,
t) satisfies the partial differential equation a2uxx = utt in
the domain 0 < x < L, t > 0 where a is the velocity of
propagation of waves along the string given by a2 =
T/ for T is the tension (force) in the string, and is
the mass per unit length of the string material.

Boundary and Initial Conditions


The

ends are assumed to remain fixed, and


therefore the boundary conditions are
u(0,t) = 0, u(L,t) = 0, t 0.
Initial Conditions:
The initial position of the string
u(x, 0) = f (x), 0 x L
and its initial velocity
ut (x, 0) = g(x), 0 x L,
where f and g are given functions. For
consistency, f (0) = f (L) = 0, g(0) = g(L) = 0.

Example: Elastic String with


Nonzero Initial Displacement.
First

suppose that the string is disturbed from its


equilibrium position and then released at time t = 0
with zero velocity to vibrate freely.
Then the vertical displacement u(x, t) must satisfy the
wave equation
a2uxx = utt, 0 < x < L, t > 0; (1)
the boundary conditions
u(0, t) = 0, u(L, t) = 0, t 0; (3)
and the initial conditions
u(x, 0) = f (x), ut (x, 0) = 0, 0 x L, (9)
where f is a given function describing the
configuration of the string at t = 0.

Solve by method of separation of


variables
The formal solution of the problem is
Where

The

quantities na/L for n = 1, 2, . . . are the natural


frequencies of the string. The factor sin (nx/L)
represents the displacement pattern occurring in the
string when it is executing vibrations of the given
frequency. Each displacement pattern is called a
natural mode of vibration and is periodic in the space
variable x; the spatial period 2L/n is called the
wavelength of the mode of frequency na/L.

Example
Consider

a vibrating string of length L = 30


that satisfies the wave equation 4uxx = utt,
0 < x < 30, t > 0. Assume that the ends of
the string are fixed and that the string is set
in motion with no initial velocity from the
initial position
u(x, 0) = f (x) ={x/10, 0 x 10,
{(30 x)/20, 10 < x 30.
Find the displacement u(x, t) of the string
and describe its motion through one period.

Answer

where

Plots of u versus x for fixed values


of t for the string

Plots of u versus t for fixed values


of x for the string

General Problem for the Elastic


String.
Let

us modify the problem just considered


by supposing that the string is set in motion
from its equilibrium position with a given
velocity. Then the vertical displacement
u(x,t) must satisfy the wave equation (1)
a2uxx = utt, 0 < x < L, t > 0;
the boundary conditions (3)
u(0, t) = 0, u(L, t) = 0, t 0;
and the initial conditions
u(x, 0) = 0, ut (x, 0) = g(x), 0 x L, (31)
where g(x) is the initial velocity at the point x
of the string.

Formal solution
Where
Use of the principle of superposition.
To solve the wave equation with the general
initial conditions u(x,0) = f(x), ut(x,0)=g(x),
0<x<L, you can solve instead the somewhat
simpler problems with the initial conditions (9)
and (31) discussed before, respectively, and
then add together the two solutions.

9.8 Laplaces Equation


Laplaces

equation in two dimensions is uxx + uyy =


0, and in three dimensions uxx + uyy + uzz = 0.
The potential function of a particle in free space
acted on only by gravitational forces satisfies the
same equations. So, Laplaces equation is also
called potential equation.
The problem of finding a solution of Laplaces
equation that takes on given boundary values is
known as a Dirichlet problem (the first boundary
value problem of potential theory).
If the values of the normal derivative are prescribed
on the boundary, the problem is said to be a
Neumann problem (the second boundary value
problem of potential theory).

Dirichlet Problem for a Rectangle


The mathematical problem of finding the
function u satisfying Laplaces equation (1)
uxx + uyy = 0, in the rectangle 0 < x < a, 0 < y < b,
and also satisfying the boundary conditions
u(x, 0) = 0, u(x, b) = 0, 0 < x < a,
u(0, y) = 0, u(a, y) = f (y), 0 y b
where f is a given function on 0 y b.

Solution
To solve

this problem, we construct a


fundamental set of solutions satisfying the
partial differential equation and the
homogeneous boundary conditions; then we
superpose these solutions so as to satisfy the
remaining boundary condition.
Solution
where

Example
In above problem,
let a = 3, b = 2, and
f(y)={ y, 0 y 1,
{2 y, 1 y 2.
Answer
We find that

Plots and level curves


are in the figures.

Dirichlet Problem for a Circle


Consider

the problem of solving Laplaces


equation in a circular region r < a subject to the
boundary condition u(a, ) = f (), where f is a
given function on 0 < 2 (see Figure). In
polar coordinates Laplaces equation has the
form

u must be periodic in
with period 2. Moreover
u(r, ) is bounded for r a.

Apply the method of separation of


variables to solve this problem

Above

equation represents the solution of the


boundary value problem

where

Chapter Summary

Section 9.2 Fourier Series & Section 9.3


The Fourier Convergence Theorem

Section 9.4 Even and Odd


Functions

Section 9.5 Separation of Variables;


Heat Conduction in a Rod Section
9.6 Other Heat Conduction Problems
The

classical equation for unidirectional


heat conduction in a rod of finite length L is
2uxx = ut , 0 < x < L, t > 0, where u(x, t)
represents the temperature at time t and
position x along the rod with initial and
boundary conditions discussed.
Method of separation of variables to
solve the heat equation is discussed.

Section 9.7 The Wave Equation:


Vibrations of an Elastic String
The

classical wave equation that describes


the vibrations of an elastic string of length L
is a2uxx = utt, 0 < x < L, t > 0, where u(x, t)
represents the strings displacement from
equilibrium at time t and position x along
the string.
Initial and boundary conditions are given.
Solved by method of separation of
variables.
Defined modal shape and natural
frequency.

Section 9.8 Laplaces Equation

9.8 Ctd. Dirichlet problem

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