Two Dim HE

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The two dimensional heat equation - an example
Working Paper · April 2017

DOI: 10.13140/RG.2.2.10678.91202
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Knud Zabrocki
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The two dimensional heat equation - an example
(Version 1.0)
Dr. Knud Zabrocki
Koblenzer Str. 48, 50968 Cologne, Germany

knud.zabrocki@gmail.com
April 28, 2017
Dr. Knud Zabrocki (Home Office) 2D Heat equation April 28, 2017 1 / 24
Overview
1 Physical motivation
Physical problem and domain
Heat equation in two dimensions
Initial and boundary conditions
2 Mathematical solution
Homogenization of the boundary conditions
Inhomogeneous heat equation
Solution of the homogeneous problem
Separation of variables
Homogeneous solution
Special inhomogeneous solution
3 Solution for the problem
Physical problem and domain
Here we want to consider a thin rectangular plate made of a thermally
conductive material (thermal conductivity κ). For the dimension of the
plate we choose L × L. We want to calculate the temperature distribution
in this domain depending on time, i. e. T = T (x, z, t).
Temperature distribution
T = T (x, z, t) =temperature of the plate at position (x, z) and time t.
Heat equation in two dimensions
It is clear that for a fixed t, the height of the surface h = T (x, z, t) is a
measure for the temperature of the plate at time t and the position (x, z).
Definition (Heat equation in two dimensions)

1 ∂T ∂2T ∂2T
= + (1)
αd ∂t ∂x 2 ∂z 2
for 0 < x < L, 0 < z < L and t ≥ 0.

Definition (Thermal diffusivity)
κ
αd = (2)
%d c
κ . . .thermal conductivity
c . . .heat capacity
%d . . .mass density
Initial and boundary conditions
In the initial state at t = 0 the plate is at a uniform temperature.

Time t ≥ 0, Initial conditions at t = 0 ⇒ T (x, z, t = 0) ≡ T0 =const.
In x-direction thermal insulation is supposed at both boundaries.
x-direction: 0 < x < L, Boundary conditions (von Neumann,
reflecting):
∂T ∂T

∂x x=0 = 0 and ∂x x=L = 0
These two conditions imply that the problem is quasi one-dimensional
as both sides are thermally insulated.
z-direction: 0 < z < L, Boundary conditions (mixed
BC):
T (x, z = 0, t) = T0 − A sin π6 t ≡ B(t) and ∂T∂z z=L = 0

Scematics of the initial and boundary conditions
Substitution of the temperature
To gain homogeneous boundary conditions following substitution has to be

done:
Substitution (New temperature function)
T̃ = T − B(t) (3)
Results for the derivatives:
∂ T̃ ∂T ∂ T̃ ∂T ∂ T̃ ∂T ∂ 2 T̃ ∂ 2 T ∂ 2 T̃ ∂2T
= −B 0 (t), = , = , = , =
∂t ∂t ∂x ∂x ∂z ∂z ∂x 2 ∂x 2 ∂z 2 ∂z 2
As the derivatives with respect to x and z are the same for both
temperature fuctions so does the boundary conditions. Additionally
we get T̃ (x, z = 0, t) = T (x, z = 0, t) − B(t) = B(t) − B(t) ≡ 0
which was the aim of this substitution.
Inhomogeneous heat equation
With the substitution given in Eq. (3) the former homogeneous PDE
becomes an inhomogeneous one, i. e.
" #
1 ∂ T̃ ∂ 2 T̃ ∂ 2 T̃ B 0 (t) 0 π π
− + = − with B (t) = −A cos t .
αd ∂t ∂x 2 ∂z 2 αd 6 6
(4)
For the sake of easy writabily we just change the symbols back again
T̃ ↔ T keeping in mind that we work with the substituted function
further on until nothing else is stated.
The solution of the inhomogeneous PDE has to be splitted into two steps
as
T (x, z, t) = Thom (x, z, t) + Tinh,s (x, z, t) (5)
First the homogeneous problem has to be solved (find = Thom (x, z, t))
and then a particular solution of the inhomogeneous case has to be
determined (find Tinh,s (x, z, t)).
The first step is finding the solution of the homogeneous problem, i. e.
1 ∂Thom ∂ 2 Thom ∂ 2 Thom

= +
αd ∂t ∂x 2 ∂z 2
The classical method for this is the so called separation of variables. The
following ansatz is used for this
Thom (x, z, t) = U(x) · V (z) · W (t) (6)
Setting the last equation into the homogeneous PDE we get

1
U(x) · V (z) · W 0 (t) = U 00 (x) · V (z) · W (t) + U(x) · V 00 (z) · W (t) . (7)
αd
Solution of the separate functions
Dividing both sides of Eq. (7) by U(x) · V (z) · W (t) 6= 0 following form
can be found
1 W 0 (t) U 00 (x) V 00 (z)
= + (8)
αd W (t) U(x) V (z)
Both sides of the last equation can only be equal if they are constant. In
this way the solution can be separated in the following system:
U 00 (x) V 00 (z) 1 W 0 (t)

= −µ, = −ν, = −(µ + ν) , (9)
U(x) V (z) αd W (t)
where µ and ν are separation constants.
Solution in the x-domain
U 00 (x)
= −µ ⇒ U 00 (x) + µ U(x) = 0 (10)
U(x)
Fundamental system
√ √
U(x) = C1 sin ( µ x) + C2 cos ( µ x) (11)
√ √ √
U 0 (x) = µ [C1 cos ( µ x) − C2 sin ( µ x)]
U 0 (0) = 0 ⇒ C1 = 0
0 √ √
U (L) = 0 ⇒ − µ C2 sin ( µ L) = 0
√
⇒ µL = nπ
n π 2
µn = (12)
L
Solution in the z-domain
V 00 (z)
= −ν ⇒ V 00 (z) + ν V (z) = 0 (13)
V (z)
Fundamental system
√ √
V (z) = C3 sin ν z + C4 cos ν z (14)
√ √ √
V 0 (z) = ν C3 cos ν z − C4 sin ν z
V (0) = 0 ⇒ C4 = 0
0 √ √
V (L) = 0 ⇒ ν C3 cos ν L = 0
√ 2m + 1
⇒ νL= π
2
2
2m + 1 π
νm = (15)
2 L
Solution in the t-domain and complete homogeneous
solution
1 W 0 (t)
= −(µn + νm ) ⇒ W 0 (t) = −(µn + νm ) αd W (t) (16)
αd W (t)
Fundamental solution:
W (t) = C5 e−αd (µn +νm ) t (17)
Putting together the solutions for the different domains with Eqs. (11),
(12), (14), (15) and (17) the homogeneous temperature can be given
∞ X
∞ n π
X
−αd (µn +νm ) t 2m + 1 π
Thom (x, z, t) = Dmn e cos x sin z
L 2 L
n=0 m=0
(18)
Inhomogeneous solution - Ansatz
To find a particular inhomogeneous solution we use the solution found for

the homogeneous part given in Eq. (18). We make the ansatz
∞ X
∞ n π
X
−αd (µn +νm ) t 2m + 1 π
Tinh,s (x, z, t) = Dmn (t) e cos x sin z
L 2 L
n=0 m=0
(19)
meaning that the coefficients, Dmn ≡ Dmn (t) are time-dependent now.
Clearly this ansatz has to be substituted into Eq. (4).
∞
1 ∂T X 0
Dmn (t) − αd (µn + νm ) Dmn (t) e−αd (µn +νm ) t ×

=
αd ∂t
m,n=0
√ √
× cos ( µn x) sin ( νm z)
Substitution of the ansatz
∞
∂2T X √ √
2
= Dmn (t) e−αd (µn +νm ) t (−µn ) cos ( µn x) sin ( νm z)
∂x
m,n=0
∞
∂2T X √ √
= Dmn (t) e−αd (µn +νm ) t (−νm ) cos ( µn x) sin ( νm z)
∂z 2
m,n=0
Putting this together it results in

∞
X
0 √ √ π π
Dmn (t) e−αd (µn +νm ) t cos ( µn x) sin ( νm z) = A cos t
6 6
m,n=0
Mathematical relations
Mathematical relations For the following calculations we need some relations for
trigonometric functions. It is known that
sin (k π) = 0 for k∈ N
l ∈N

2l + 1
cos π =0 for
2
These relations are needed for the determination of following integrals
ZL L (
kπ L kπ = 0 for k 6= 0
cos x dx = sin x = = L δk0 ,
L kπ L 0 = L for k = 0
0
where δ is the Kroneker symbol
ZL L
2l π π 2L 2l π π 2L
sin z dz = − cos z =
2 L π (2 l + 1) 2 L 0 π (2 l + 1)
0
Mathematical relations (II)
Mathematical relations (II) To use the orthogonality properties we need furthermore

the integrals of products of trigonometric functions (product-to-sum identities).
ZL
kπ n π
cos x cos x dx
L L
0
ZL
1 (k + n) π (k − n) π L
= cos x + cos x dx = δkn
2 L L 2
0
ZL
2mπ π 2l π π
sin z sin z dz
2 L 2 L
0
ZL
1 (m − l) π 2 (m + l) + 2 π L
= cos x − cos z dx = δml
2 L 2 L 2
0
Use of the orthogonality relations
∞
X
0 √ √ π π
Dmn (t) e−αd (µn +νm ) t cos ( µn x) sin ( νm z) = A cos t
6 6
m,n=0
∞ ZL
X
0 √ √
Dmn (t) e−αd (µn +νm ) t cos ( µn x) cos ( µk x) dx×
m,n=0 0
ZL
√ √
× sin ( νm z) sin ( νl z) dz
0
π π ZL √
ZL
√
= A cos t cos ( µk x) dx sin ( νl z) dz
6 6
0 0
Use of the orthogonality relations (II)
0 (t)
From the orthogonality relations we find an equation to determine Dmn
and with simple and direct integration Dmn (t)
∞
X
0 L L π π 2L
Dmn (t) e−αd (µn +νm ) t δnk δml = A cos t L δk0
2 2 6 6 π (2 l + 1)
m,n=0
4 1 π
Dlk0 (t) e−αd (µk +νl ) t = A δk0 cos t
3 2l + 1 6
For k 6= 0 this means
Dlk0 (t) e−αd (µk +νl ) t = 0 ⇒ Dlk0 (t) = 0 ⇒ Dlk (t) = Clk = const.
For k = 0 it is more complex
0 4 1 π
Dl0 (t) = A eαd νl t cos t
3 2l + 1 6
Integration of the constant
Z t
4 1 0
π
Dl0 (t) = A eαd νl t cos t 0 dt 0 + C2
3 2l + 1 6
Mathematical relations (III) - Integration product of exponential with

trigonometric functions
Z t
0 ea t
ea t cos b t 0 dt 0 = 2

[a cos(b t) + b sin(b t)]
a + b2
With this relation it is easy to find the constant we gain
4 1 eαd νl t h π π π i
Dl0 = A αd νl cos t + sin t (20)
3 2 l + 1 (αd νl )2 + π 2 6 6 6

6
Inhomogeneous solution
Note that we chose C2 ≡ 0 without loss of generality. Putting all together

we get
∞
∞ X
X √ √
Tinh,s (x, z, t) = Cmn e−αd (µn +νm ) t cos ( µn x) sin ( νm z)
n=0 m=0
∞
4 X 1 eαd νm t h π π π i √
+ A αd νm cos t + sin t sin ( νm z) (21)
3 m=0 2 m + 1 (αd νm )2 + π 2 6 6 6

6
The solution is T (x, z, t) = Thom (x, z, t) + Tinh,s (x, z, t). We combine

Dmn + Cmn = Emn . The final task is to determine Emn with help of the
initial condition, i. e. T̃ (x, z, t = 0) ↔ T (x, z, t = 0) ≡ 0.
Determination of the Emn with the initial condition
We set in the solution T (x, z, t) the time variable to zero, i. e. t = 0 and
the result itself to zero T (x, z, t = 0) ≡ 0.
∞ X
∞
X √ √
0= Emn cos ( µn x) sin ( νm z) +
n=0 m=0
∞
4 X 1 αd νm √
+ A 2
sin ( νm z)
3 2 m + 1 (αd νm )2 + π

m=0 6
Use of the orthogonality relations (integration with trigometric functions

leads to
LL 4 L 1 αd νl
0 = Elk + A L δk0
2 2 3 2 (2 l + 1) (αd νl )2 + π 2

6

0 for k 6= 0
Elk = αd νl
− 83 A
(2 l+1) (α ν )2 +( π )2 for k=0
d l 6
Solution for the problem
∞
8 X 1 αd νm √
T (x, z, t) = T0 −
A sin ( νm z)
3 m=0 2 m + 1 (αd νm )2 + π 2
6
∞
4 X 1 eαd νm t h π π π i √
+ A 2 2 αd νm cos t + sin t sin ( νm z) (22)
3 m=0 2 m + 1 (αd νm ) + π 6 6 6
6
The problem is quasi-1D as indicated by the reflecting boundary

conditions in the x-domain. The solution does not depend on the x
variable.
Open: Testing and illustrating the solution, comparison of the
analytical result with numerical methods (FEM, FDM ... ), References
The End
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See discussions, stats, and author profiles for this publication at: https://www.researchgate.

The two dimensional heat equation - an example

Working Paper · April 2017

Design and performance calculations of thermoelectric generators View project

Thermoelectric Energy Recuperation For Aviation (TERA) View project

The user has requested enhancement of the downloaded file.

Dr. Knud Zabrocki

Koblenzer Str. 48, 50968 Cologne, Germany

April 28, 2017

3 Solution for the problem

Definition (Heat equation in two dimensions)

for 0 < x < L, 0 < z < L and t ≥ 0.

In the initial state at t = 0 the plate is at a uniform temperature.

To gain homogeneous boundary conditions following substitution has to be

Results for the derivatives:

The first step is finding the solution of the homogeneous problem, i. e.

1 ∂Thom ∂ 2 Thom ∂ 2 Thom

Setting the last equation into the homogeneous PDE we get

U 00 (x) V 00 (z) 1 W 0 (t)

where µ and ν are separation constants.

W (t) = C5 e−αd (µn +νm ) t (17)

To find a particular inhomogeneous solution we use the solution found for

Putting this together it results in

These relations are needed for the determination of following integrals

where δ is the Kroneker symbol

Mathematical relations (II) To use the orthogonality properties we need furthermore

For k = 0 it is more complex

Mathematical relations (III) - Integration product of exponential with

With this relation it is easy to find the constant we gain

Note that we chose C2 ≡ 0 without loss of generality. Putting all together

The solution is T (x, z, t) = Thom (x, z, t) + Tinh,s (x, z, t). We combine

Use of the orthogonality relations (integration with trigometric functions

The problem is quasi-1D as indicated by the reflecting boundary

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