The 2D heat equation Homogeneous Dirichlet boundary conditions Steady state solutions

The two dimensional heat equation

Ryan C. Daileda

Trinity University

Partial Differential Equations

March 6, 2012

Daileda The 2D heat equation

The 2D heat equation Homogeneous Dirichlet boundary conditions Steady state solutions

Physical motivation
Consider a thin rectangular plate made of some thermally
conductive material. Suppose the dimensions of the plate are a × b.

The plate is heated in some way, and then insulated along its
top and bottom.
Our goal is to mathematically model the way thermal energy
moves through the plate.
Daileda The 2D heat equation
The 2D heat equation Homogeneous Dirichlet boundary conditions Steady state solutions

We let

u(x, y , t) = temperature of plate at position (x, y ) and

time t.

For a fixed t, the height of the surface z = u(x, y , t) gives the

temperature of the plate at time t and position (x, y ).

Under ideal assumptions (e.g. uniform density, uniform specific

heat, perfect insulation, no internal heat sources etc.) one can
show that u satisfies the two dimensional heat equation

ut = c 2 ∇2 u = c 2 (uxx + uyy ) (1)

for 0 < x < a, 0 < y < b.

Daileda The 2D heat equation

The 2D heat equation Homogeneous Dirichlet boundary conditions Steady state solutions

At the edges of the plate we impose some sort of boundary

conditions. The simplest are homogeneous Dirichlet
conditions:

u(0, y , t) = u(a, y , t) = 0, 0 ≤ y ≤ b, t ≥ 0,
u(x, 0, t) = u(x, b, t) = 0, 0 ≤ x ≤ a, t ≥ 0. (2)

Physically, these correspond to holding the temperature along the

edges of the plate at 0.

The way the plate is heated initially is given by the initial

condition
u(x, y , 0) = f (x, y ), (x, y ) ∈ R, (3)
where R = [0, a] × [0, b].

Daileda The 2D heat equation

The 2D heat equation Homogeneous Dirichlet boundary conditions Steady state solutions

Solving the 2D wave equation: homogeneous Dirichlet

boundary conditions

Goal: Write down a solution to the heat equation (1) subject to

the boundary conditions (2) and initial conditions (3).

As usual, we
separate variables to produce simple solutions to (1) and
(2), and then
use the principle of superposition to build up a solution that
satisfies (3) as well.

Daileda The 2D heat equation

The 2D heat equation Homogeneous Dirichlet boundary conditions Steady state solutions

Separation of variables

Assuming that
u(x, y , t) = X (x)Y (y )T (t),
plugging into the heat equation (1) and using the boundary
conditions (2) yields the separated equations

X ′′ − BX = 0, X (0) = 0, X (a) = 0, (4)

′′
Y − CY = 0, Y (0) = 0, Y (b) = 0, (5)
′ 2
T − c (B + C )T = 0. (6)

Daileda The 2D heat equation

The 2D heat equation Homogeneous Dirichlet boundary conditions Steady state solutions

We have already seen that the solutions to (4) and (5) are
mπ
Xm (x) = sin µm x, µm = , B = −µ2m
a
nπ
Yn (y ) = sin νn y , νn = , C = −νn2 ,
b
for m, n ∈ N. Using these values in (6) gives
2
Tmn (t) = e −λmn t ,

where r
m2 n2
q
λmn = c µ2m + νn2 = cπ + 2.
a2 b

Daileda The 2D heat equation

The 2D heat equation Homogeneous Dirichlet boundary conditions Steady state solutions

Superposition

Assembling these results, we find that for any pair m, n ≥ 1 we

have the normal mode
2
umn (x, y , t) = Xm (x)Yn (y )Tmn (t) = sin µm x sin νn y e −λmn t .

For any choice of constants Amn , by the principle of superposition

we then have the general solution to (1) and (2)

∞ X
∞
2
X
u(x, y , t) = Amn sin µm x sin νn y e −λmn t .
m=1 n=1

Daileda The 2D heat equation

The 2D heat equation Homogeneous Dirichlet boundary conditions Steady state solutions

Initial conditions

We must determine the values of the coefficients Amn so that our

solution also satisfies the initial condition (3). We need
∞ X
∞
X mπ nπ
f (x, y ) = u(x, y , 0) = Amn sin x sin y
a b
n=1 m=1

which is just the double Fourier series for f (x, y ). We know that
if f is a C 2 function then
Z aZ b
4 mπ nπ
Amn = f (x, y ) sin x sin dy dx.
ab 0 0 a b

Daileda The 2D heat equation

The 2D heat equation Homogeneous Dirichlet boundary conditions Steady state solutions

Conclusion

Theorem
Suppose that f (x, y ) is a C 2 function on the rectangle
[0, a] × [0, b]. The solution to the heat equation (1) with
homogeneous Dirichlet boundary conditions (2) and initial
conditions (3) is given by
∞ X
∞
2
X
u(x, y , t) = Amn sin µm x sin νn y e −λmn t ,
m=1 n=1

mπ nπ
q
where µm = , νn = , λmn = c µ2m + νn2 , and
a b
Z aZ b
4 mπ nπ
Amn = f (x, y ) sin x sin y dy dx.
ab 0 0 a b

Daileda The 2D heat equation

The 2D heat equation Homogeneous Dirichlet boundary conditions Steady state solutions

Remarks:
We have not actually verified that this solution is unique, i.e.
that this is the only solution to problem.
We will prove uniqueness later using the maximum principle.

Example
A 2 × 2 square plate with c = 1/3 is heated in such a way that the
temperature in the lower half is 50, while the temperature in the
upper half is 0. After that, it is insulated laterally, and the
temperature at its edges is held at 0. Find an expression that gives
the temperature in the plate for t > 0.

Daileda The 2D heat equation

The 2D heat equation Homogeneous Dirichlet boundary conditions Steady state solutions

We must solve the heat equation problem (1) - (3) with

(
50 if y ≤ 1,
f (x, y ) =
0 if y > 1.

The coefficients in the solution are

Z 2Z 2
4 mπ nπ
Amn = f (x, y ) sin x sin y dy dx
2·2 0 0 2 2
Z 2 Z 1
mπ nπ
= 50 sin x dx sin y dy
0 2 0 2
2(1 + (−1)m+1 ) 2(1 − cos nπ 2 )
  
= 50
πm πn
m+1 nπ
200 (1 + (−1) )(1 − cos 2 )
= 2
.
π mn

Daileda The 2D heat equation

The 2D heat equation Homogeneous Dirichlet boundary conditions Steady state solutions

Since r
π m2 n2 πp 2
λmn = + = m + n2
3 4 4 6
the solution is

∞ ∞ 
200 X X (1 + (−1)m+1 )(1 − cos nπ
2 ) mπ
u(x, y , t) = 2
sin x
π mn 2
m=1 n=1
nπ −π2 (m2 +n2 )t/36 
× sin ye .
2

Daileda The 2D heat equation

The 2D heat equation Homogeneous Dirichlet boundary conditions Steady state solutions

Steady state solutions

To deal with inhomogeneous boundary conditions in heat

problems, one must study the solutions of the heat equation
that do not vary with time.

These are the steady state solutions. They satisfy

ut = 0.

In the 1D case, the heat equation for steady states becomes

uxx = 0.

The solutions are simply straight lines.

Daileda The 2D heat equation

The 2D heat equation Homogeneous Dirichlet boundary conditions Steady state solutions

Laplace’s equation

In the 2D case, we see that steady states must solve

∇2 u = uxx + uyy = 0. (7)

This is Laplace’s equation.

Solutions to Laplace’s equation are called harmonic

functions.

See assignment 1 for examples of harmonic functions.

Daileda The 2D heat equation

The 2D heat equation Homogeneous Dirichlet boundary conditions Steady state solutions

We want to find steady state solutions to (7) that satisfy the

Dirichlet boundary conditions

u(x, 0) = f1 (x), u(x, b) = f2 (x), 0<x <a (8)

u(0, y ) = g1 (x), u(a, y ) = g2 (y ), 0<y <b (9)

The problem of finding a solution to (7) - (9) is known as the

Dirichlet problem.

We will begin by assuming f1 = g1 = g2 = 0.

The general solution to the Dirichlet problem will be obtained

by superposition.

Daileda The 2D heat equation

The 2D heat equation Homogeneous Dirichlet boundary conditions Steady state solutions

Solution of the Dirichlet problem on a rectangle

Goal: Solve the boundary value problem
∇2 u = 0, 0 < x < a, 0 < y < b,
u(x, 0) = 0, u(x, b) = f2 (x), 0 < x < a,
u(0, y ) = u(a, y ) = 0, 0 < y < b.
Picture:

Daileda The 2D heat equation

The 2D heat equation Homogeneous Dirichlet boundary conditions Steady state solutions

Separation of variables

Setting u(x, y ) = X (x)Y (y ) leads to

X ′′ + kX = 0 , Y ′′ − kY = 0,
X (0) = X (a) = 0 , Y (0) = 0.

We know the nontrivial solutions for X :

nπ
X (x) = Xn (x) = sin µn x, µn = , k = µ2n .
a
for n ∈ N = {1, 2, 3, . . .}. The corresponding solutions for Y are

Y (y ) = Yn (y ) = An e µn y + Bn e −µn y .

Daileda The 2D heat equation

The 2D heat equation Homogeneous Dirichlet boundary conditions Steady state solutions

The condition Y (0) = 0 yields An = −Bn . Choosing An = 1/2 we

find that
Yn (y ) = sinh µn y .
This gives the separated solutions

un (x, y ) = Xn (x)Yn (y ) = sin µn x sinh µn y ,

and superposition gives the general solution

∞
X
u(x, y ) = Bn sin µn x sinh µn y .
n=1

Daileda The 2D heat equation

The 2D heat equation Homogeneous Dirichlet boundary conditions Steady state solutions

The general solution satisfies the Laplace equation (7) inside the
rectangle, as well as the three homogeneous boundary conditions
on three of its sides (left, right and bottom).

We now determine the values of Bn to get the boundary condition

on the top of the rectangle. This requires
∞
X nπb nπ
f2 (x) = u(x, b) = Bn sinh sin x,
a a
n=1

which is the Fourier sine series for f2 (x) on 0 < x < a.

Appealing to previous results, we can now summarize our findings.

Daileda The 2D heat equation

The 2D heat equation Homogeneous Dirichlet boundary conditions Steady state solutions

Conclusion

Theorem
If f2 (x) is piecewise smooth, the solution to the Dirichlet problem

∇2 u = 0, 0 < x < a, 0 < y < b,

u(x, 0) = 0, u(x, b) = f2 (x), 0 < x < a,
u(0, y ) = u(a, y ) = 0, 0 < y < b.

is
∞
X
u(x, y ) = Bn sin µn x sinh µn y ,
n=1
a
2
Z
nπ nπ
where µn = and Bn = f2 (x) sin x dx.
a a sinh nπb
a 0 a

Daileda The 2D heat equation

The 2D heat equation Homogeneous Dirichlet boundary conditions Steady state solutions

Remarks: As we have noted previously:

We have not proven this solution is unique. This requires the
maximum principle.

If we know the sine series expansion for f2 (x) then we can use
the relationship
1
Bn = (nth sine coefficient of f2 (x))
sinh nπb
a

to avoid integral computations.

Daileda The 2D heat equation

The 2D heat equation Homogeneous Dirichlet boundary conditions Steady state solutions

Example

Example
Solve the Dirichlet problem on the square [0, 1] × [0, 1], subject to
the boundary conditions

u(x, 0) = 0, u(x, b) = f2 (x), 0 < x < a,

u(0, y ) = u(a, y ) = 0, 0 < y < b.

where (
75x if 0 ≤ x ≤ 23 ,
f2 (x) =
150(1 − x) if 23 < x ≤ 1.

Daileda The 2D heat equation

The 2D heat equation Homogeneous Dirichlet boundary conditions Steady state solutions

We have a = b = 1 and we require the sine series of f2 (x). The

graph of f2 (x) is:

According to exercise 2.4.17 (with p = 1, a = 2/3 and h = 50):

450 X sin 2nπ

∞
3
f2 (x) = 2 sin nπx.
π n2
n=1

Daileda The 2D heat equation

The 2D heat equation Homogeneous Dirichlet boundary conditions Steady state solutions

Thus,
!
1 450 sin 2nπ
3 450 sin 2nπ
3
Bn = = ,
sinh nπ π 2 n2 π 2 n2 sinh nπ

and
450 X sin 2nπ
∞
3
u(x, y ) = 2 sin nπx sinh nπy .
π n2 sinh nπ
n=1

Daileda The 2D heat equation