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Homework 11/11/21
The heat equation is a parabolic partial differential equation that describes how heat
diffuses through a given region. This equation, and its variants, is also used in many
fields of science and applied mathematics, such as probability theory, financial
mathematics , and quantum mechanics.
Derive the one-dimensional heat equation from first principles, and discuss the different
types of boundary conditions needed to determine the solution uniquely.
To derive the one- dimensional heat equation, we start by considering the conduction of heat
in a one- dimensional rod, as shown in figure 1.
➢ Thermal Energy Density → e (x, t) : the amount of thermal energy per unit volume.
It will be our unknown function.
➢ Heat Flux → ϕ(x, t) : the amount of energy that flows per unit surface and unit
time.
➢ Heat Source → Q (x, t) : thermal energy generated per unit volume and unit time.
➢ Heat Capacity → c (x) : the amount of heat to be supplied to an object to produce a
unit change in its temperature.
➢ Mass Density → ρ (x) : the amount of mass (or the number of particles) of a
substance, material or object in relation to the space it occupies.
➢ Temperature Function→ u (x, t) :is the manifestation of thermal energy, which is
the source of the occurrence of heat when a body is in contact with another.
where the negative sign of the heat flux derivative means that if the heat flux increases, the
energy decreases.
∂𝑢 ∂ϕ ∂𝑢
𝑐(𝑥)·ρ (𝑥) · ∂𝑡
(𝑥, 𝑡) =− ∂𝑥 ∂𝑡
(𝑥, 𝑡) + 𝑄 (𝑥, 𝑡)
∂𝑢
Introducing Fourier Heat Law, ϕ (𝑥, 𝑡) = − 𝐾0· ∂𝑥
we finally obtain:
2
∂𝑢 ∂𝑢
∂𝑡
(𝑥, 𝑡) = 𝑘(𝑥) 2 (𝑥, 𝑡) + 𝑄 (𝑥, 𝑡)
∂𝑥
Now, in order to solve this differential equation we analyze what happens depending on the
different initial and boundary conditions:
Initial Conditions:
The Partial Differential Equation describing the flow of the heat energy has a one time
derivative, thus we only have one initial condition. Nevertheless it is possible to have an
initial temperature which is not constant. Therefore, the initial temperature distribution is
given by:
u (x, 0) = f (x)
Boundary Conditions:
In order to solve the heat equation, we need one boundary condition at both ends of the rod
∂𝑢
± 𝐾0(0) ∂𝑥
(0, 𝑡) = ϕ(𝑡) for instance if the first end is insulated
∂𝑢
∂𝑥
(0, 𝑡) = 0
3) Mixed Boundary Conditions temperature prescribed at the ends : in this case the flow
at the ends is proportional to the temperature difference inside and outside the rod.
∂𝑢
± 𝐾0(0) ∂𝑥
(0, 𝑡) = 𝐻 [𝑢(0, 𝑡) − 𝑇(𝑡) ]