er',

e.g. er E 20
=

ea
a
>

cer er

finally 2 +Fort at
=

600
-CO -

-- er er ↑

20 20
u

~ "Co ed

Similarly in spherical coordinates (r, ', ✓)

@ 1 @ 1 @
r = er + e' + e✓
@r r @' r sin ' @✓

@2 2 @ 1 @2 cot ' @ 1 @2
r·r= + + + +
@r2 r @r r2 @'2 r2 @' r2 sin ' @✓2

Unsteady Heat Equations

Method of Separation of Variables ( Fourier method)
• 1-D heat equation

@u @2 u
=↵ 2 2 (1)
@t @x X

BC: u(0, t) = u(L, t) = 0, 8t > 0

IC: u(x, 0) = f (x), for 0 < x < L u(0,1) 0

=

&>initial temperature -y
8
UIL,A) =

8
->
thin homogeneous bar
X
↑A
constant density
L L

Solution procedure X
UCx, Al:temperature distribution
8. Then the solution into (1) is
Let u(x, t) = X(x)T (x).
ET= "T

E= 42
->
constant
=
= -

(space & time)

>Sturm -Liouville problem

Tc
=>

c 2023 I-Fan Lin. All Rights Reserved. 3

 2

Now consider X 00 + X = 0 with BCs

u(0, t) = 0 =) X(0)T (t) = 0 *(0)

= > =
0

u(L, t) = 0 =) X(L)T (t) = 0 X(t) =>

0
=

any time A

solution: X(x) = a1 cos( x) + a2 sin( x)

#

10) 0 G, 0
=
=
=>

:: E(x) azsin(xx)
=

4) 0 azsin(XL)
=
= >

0
=
needs an FO
:

N NT
=

for n 1, 2, 3.---
=

1:
eigenvalues
i.e.x
1.n 1,2,3.
=

=
---

and
*(x) =

azsin( xx) ansin(*x),

=

n 1, 2,
3,
=

---

⇣ n⇡ ⌘
n.b. sin x : eigensolutions (or eigenfunctions)
L

Turn to solution T (t)

T' xT +
0
= =
THA) bexA
=

solutions x Mn
1
= =

TrIA) bn
=>
=

etnat_bre-A
So the solution &T n1xTn(A) =

Anbsin(nT*(ec
=

n=1,2,3,---
1
X ⇣ n⇡x ⌘ n2 ⇡2
↵t
The general solution is u(x, t) = cn sin e L2

n=1
L

What is cn ?

Use ICs:U(X,0) =

f(x), o cxcL

u(x,0)
2,cnsin(Y)=f(x)
=

Recall: Fourier Series representation of a function f (x)

Z
2 L ⇣ n⇡ ⌘
The Fourier coefficient cn = f (⇠) sin ⇠ d⇠
L 0 L

2X
1 Z L ⇣ n⇡ ⌘ ! ⇣ n⇡x ⌘ n2 ⇡2
↵t
The final solution is u(x, t) = f (⇠) sin ⇠ d⇠ sin e L2
L n=1 0 L L

c 2023 I-Fan Lin. All Rights Reserved. 4

e.g. Let IC: f (x) = A, 0<x<L

(n
2Asin(*) d3 (1-(-1))
=

wix,1)
En (1-()) sinchTy(eat
=

Sin) (n-TX) - Nat

• 1-D heat equation with Neumann BC (temperature in a bar with insulated ends)
@u @u
BC: (0, t) = (L, t) = 0
@x @x
IC: u(x, 0) = f (x), 0 < x < L for t > 0
4x
(*"T' RxT
+
Solution: u(x, t) = X(x)T (t) 0 x(x) a,cos(xx)
=

acsin(nx)
=
=

=> +

0
=
+

BCs24 10,1)
with
0 =>
=

*40) T(A) 0 -X
=

0) 0
=

*(,A) 0
=

E(L)TH) 0 X'(t)
=
=
= =

When I(0) 0, =

* (x) = -

a, Asin(xx) +

azXCoS(Xx) => Az 0
=

i.e. 2(x) a,COS(XX)

=

E(x) = -

a,xsin(x x)

* '( 0
=

1L
=> nT
=

xn
44, eigenvalues
= =

n 0,1,2,3,
=

---

So In=
ancos(*x): eigensolution
From T' *xT +

0
=

Talt) bn
=> =

e cA, n 0,1,2,3.---
=

Thus
Unix, 1) EnCXlT(An)= CncOS(x) eaA,
=

n 0,
=

1,2,3, ---

UIX,t)
(ncos(n) eat
=> =

Fourier Cosine series

Whatis On? co
tf(3)d3
=

Apply IC:u(x,0) f(x) =

ancos(nT)
=

c 2023 I-Fan Lin. All Rights Reserved.

(n
5) f(3)cos(3) d.
=

5
n 1,2,3,
=

---
 8 L
>
>
<A, 0 < x < 2
>
>
e.g. IC: f (x) = >
> L
>
>
:0, <x<L
2

then Co
S*Ad3
=

=
=
A
Cr E)Acos(3) di-
=

(-1)*
wix,t) A
=
+

*, in!" os ( 2* x) eat
• Heat equation with convective BC (temperature distribution in a bar with radiating end)
8
I left end at
>
>
>
> u(0, t) = 0 temperature 0
<
BC: >> @u
>
>
: (L, t) = hu(L, t), t > 0
@x >right end radiates energy into the surrounding medium
IC: u(x, 0) = f (x), 0 < x < L
(also keep at temperature of
8
>
<X 00 + 2 X = 0
>
Solution: u(x, t) = X(x)T (t) =) >
>
:T 0 + 2 ↵T = 0

=) X(x) = a1 cos( x) + a2 sin( x)

with BC, uco,t) 0 -> E10) =
0
=

a, 0
=
=

-(2,1) =
-

hult,t)

=) X 0 (L)T (t) = hX(L)T (t) =) X 0 (L) = hX(L)

Since *(X)=
az Sin(xx)

slow.)
(x) xAzcos(Xx)
=

az1cos(XW) =-hazsin(x)

tanix
=>

=-x equation for eigenvales *

let 1h I =

tanz =

E
infinite number of I
Z,, Zz, Zz ---

Thus, eigenvalues (n E,
=

n =
1,2,3,--

Turn to T

= Taltl=bre A
c 2023 I-Fan Lin. All Rights Reserved. 6
 X1 Cr ! Zn2
Zn x ↵t
General solution: u(x, t) = C
⑧n sin e L2

n=1
L
What is On?

Apply IC

u(x,0) =

f(x) =

2,cnsin(ErY)
To obtain Cn, sturm -Lionville Theorem.
apply

Drill 1.
Write a solution of the boundary value problem.
@u @2 u
(1) = a2 2 , (0 < x < L, t > 0)
@t @x
u(0, t) = u(L, t) = 0, (t > 0)

u(x, 0) = x(L x), (0 < x < L)

@u @2 u
(2) = 3 2, (0 < x < L, t > 0)
@t @x
u(0, t) = u(L, t) = 0, (t > 0)
⇣ ⌘
u(x, 0) = L L cos 2⇡x L , (0 < x < L)

@u @2 u
(3) = 4 2, (0 < x < 2⇡, t > 0)
@t @x
@u(0, t) @u(2⇡, t)
= = 0, (t > 0)
@x @x
u(x, 0) = x(2⇡ x), (0 < x < 2⇡)

c 2023 I-Fan Lin. All Rights Reserved. 7

Sturm - Liouville Problem

(ry0 (x))0 + (q + p)y(x) = 0 (2)

function of fix)
eigenvalues 1c, 12, ---, eigenfunction 4, (X), 421x), ---

If n, m are distinct eigenvalues of (2), eigenfunction 'n and 'm

Z b

a
p(x)'n (x)'m (x)dx = 0 weighted inner product.

Here, X 00 + 2X =0

We have r = 1, q(x) = 0, p(x) = 1

Z L ⇣ Z n x ⌘! ⇣ Zm x ⌘!
1 · sin sin dx = 0
0 L L

1
X ⇣ Zn x ⌘
Thus, from u(x, 0) = cn sin
L
f(x)
=

n=1

Z L ⇣ Zn x ⌘ X1 Z L ⇣ Z n x ⌘! ⇣ Zm x ⌘!
f (x) sin dx = cn sin sin dx
0 L n=1 0 L L

Z L ⇣ Zn x ⌘
f (x) sin dx
0 L
=) cn = Z L , n = 1, 2, 3, · · ·
⇣ ⌘
2 Zn x
sin dx
0 L

The final general solution is

41x,1)

2,(sin(sld] sinke ate

=

c 2023 I-Fan Lin. All Rights Reserved. 8

 • Heat conduction in a semi-infinite bar

BC: u(0, t) = 0, t>0

IC: u(x, 0) = f (x), x>0

8
X 00 T0 >
<X 00 + 2 X = 0
>
Solution: u(x, t) = X(x)T (t) =) = = 2 =) >
X ↵T >
:T 0 + 2 ↵T = 0

=) X = a1 cos( x) + a2 sin( x)

With BC: 410,1) =

0 -> E(0) =
0 a=
0
= >

-:E(x) azsin(xx)
=

Any positive X is a solution and THAI= bexA

:x(x) axsin(xx)
=

TxA) bx exxA
=

The general solution is the superposition of X (x)T (t), i.e. S

Z 1 Z 1
2 ↵t
u(x, t) = X (x)T (t)d = c sin( x)e d
=0 0

To determine c , apply IC: u(x, 0) = f (x), x>0

nx,0) f(x)
J-sin(xx)dx=I). (TG)sin(xx)dX
=
=

Fourier sine integral

G
E) f(3)sin(x3d
=> =

Thus the final solution

E)(Sofisin xd] exa*dx

wix,1) =

sinex)

c 2023 I-Fan Lin. All Rights Reserved. 9

Drill 2.
Solve the boundary value problem

@2 u 2
2@ u
= a , (x > 0, t > 0)
@t2 @x2
u(0, t) = 0, (t > 0)
u(x, 0) = f (x), (x > 0)
8
>
< x(1 x), 0  x  1
>
(1) f (x) = >
>
:0, x > 1
8
>
<sin(x), 0  x  ⇡
>
(2) f (x) = >
>
:0, x > ⇡

c 2023 I-Fan Lin. All Rights Reserved. 10

Steady Heat (Conduction) Equations (Laplace Equations)
• 2-D Laplace equation in Cartesian coordinates
2-D heat equation

flat
ret angular blateight
!
@2 u @2 u
↵ + = 0 =) r2 u = 0 (3)

by
@x2 @y2
8 scene
>
>
>u(x, 0) = u(x, b) = 0, 0 < x < a
>
>
<
BCs: > temperature
>u(0, y) = 0, 0<y<b
>
>
>
:u(a, y) = T, 0<y<b
-A
NO ICs
Solution: u(x, y) = X(x)Y(y)
Odistribution of temperature
8
X 00 Y 00 >
<Y 00 +
> 2Y =0
Solution to (3) is = =+ 2 =) >
X Y >
:X 00 2X =0

Consider Y(y): Y 00 + 2 Y = 0 =) Y = c cos( y) + d sin( y)

8
>
<u(x, 0) = 0
> 10) 0 c 0, I dsin(xy)
=
=
=
=

With BCs: >

> = -
:u(x, b) = 0 (b) 0
=

sin(xb) 0 = =
1 1, E1,2,
=

---

(n=1*, 1,2,3,
eigenvalues n
=

---

En1y)= dusin (**y):eigensolutions

*" -
** 0 =
=
E" -

(**) = 0 =

An(x) =

ine*x+de

With BCs: u(0, y) = 0 =) &10) 0

=

=> [n+In 0
=

In=-

u(a, y) = T =) -(a)
I(y) T =

* caAT
Thus En1x)= Inet*x-ine**=2 Ensinh (**x), n=1,2, ---

1
X ⇣ n⇡ ⌘ ⇣ n⇡ ⌘
Hence, the general solution is u(x, y) = an sinh x sin y
n=1
b b

What is an ?
1
X ⇣ n⇡ ⌘ ⇣ n⇡ ⌘
Q
Since u(x,
⑧ y) = T = an sinh a sin y,
n=1
b b
coefficient
⇣ n⇡ ⌘ 2 Z b ⇣ n⇡ ⌘ 2T 2T 1 ( 1)n
=) an sinh a = T sin y dy = 1 ( 1)n =) an = ⇣ ⌘
b b 0 b n⇡ n⇡ sinh n⇡ a
b
The solution is
⇣ (2n 1)⇡ ⌘ ⇣ (2n 1)⇡ ⌘
4T sinh x sin y
u(x, y) = b b
(2n 1)⇡ ⇣ (2n 1)⇡ ⌘
sinh a
b

c 2023 I-Fan Lin. All Rights Reserved. 11

 • 2-D Laplace in Polar coordinate equation Isteady-state temperature in a Disk)
R -u 0
=

it
64 4
=>
+ +
0
=

BC: u(R, ✓) = f (✓), ⇡ < ✓  ⇡ (at r R)

=

r2 F 00 + rF 0 G00 2
Solution: u(r, ✓) = F(r)G(✓) =) = =
F G
8
>
>
>G00 + 2G = 0 > G(0) (COS(X0)
=

dsin(x0)
+

>
<
>
>
>
> G(NT) G(-UT)
:r2 F 00 + rF 0 2F = 0 => An= n. n 0, 11, 12, 13. eigenvalue
=
=

--.

eigensolutions

nGn10)=Cncos(no)+dusin(nO), 0, 1, 2,
n
For F(r),
= ---

Fr= Enr+
We need to consider only non-negative n = 0, 1, 2, 3, · · ·
since or give unbounded solution at r0 =
-> En = 0

Therefore, the general solution is

1
X 1
X ⇣ ⌘
u(r, ✓) = rn (an cos(n✓) + bn sin(n✓)) = a0 + rn an cos(n✓) + bn sin(n✓)
n=0 n=1

What is an , bn ?
P1 ⇣ ⌘
BC: u(R, ✓) = f (✓) = a0 + n
n=1 R an cos(n✓) + bn sin(n✓)

a=
t) fado= 4).fado
=>

anR=
(floscosmos do

buR= #)flossincnos do
Drill 3.

(1) Solve for the steady-state temperature distribution in a flat plate covering the region 0  x  a, 0 
y  b, if the temperatures on the vertical sides and the bottom side are kept at zero while the temper-
ature on the top side is a constant K.

(2) Find the steady-state temperature distribution in the semi-infinite region 0  x  4, y 0 if the
temperatures on the vertical sides are kept at constant T and the temperature on the bottom side is
kept at zero.

(3) Find the steady-state temperature for a thin disk of radius R if the temperature on the boundary is
f (✓) = cos2 (✓) for ⇡  ✓  ⇡.

c 2023 I-Fan Lin. All Rights Reserved. 12