WF2202

PERSAMAAN DIFERENSIAL PARSIAL DAN

METODE NUMERIK
(MODULE 3)
FAKULTAS TEKNIK MESIN DAN DIRGANTARA ITB
2025
CONTENT

• Heat Conduction Equation

• Separation of Variable

2
HEAT
CONDUCTION
EQUATION
HEAT CONDUCTION EQUATION

• The basic partial differential equations of heat conduction,

wave propagation, and potential theory are associated with
three distinct types of physical phenomena: diffusive
processes, oscillatory processes, and time independent or
steady processes.
• The linear equations of second order : the theory is best
developed and its applications are most significant and varied.
• Can be classified into one of three categories; the heat
conduction equation, the wave equation, and the potential
equation.

4
 HEAT CONDUCTION EQUATION

Governing the conduction of heat in solids rod

• Consider two parallel cross sections of the same
area A and different temperatures T1 and T2,
respectively, are separated by a small distance d,
an amount of heat per unit time will pass from the
warmer section to the cooler one.
• The amount of heat is proportional to the area A,
the temperature difference |T2 − T1|, and inversely
proportional to the separation distance d.

where κ is called the thermal conductivity which

depends primarily on the material of the rod

5
 HEAT CONDUCTION EQUATION
• Assuming that the sides of the bar
are perfectly insulated, so that
there is no transfer of heat from or Adiabatic on wall
into the rod through the sides, i.e.
heat can flow only in the axial
direction.
• The lateral dimensions of the rod
are assumed to be significantly
smaller than its length, hence the
temperature on any cross section
can be assumed to be uniform.
• Temperature u does not vary on
lateral direction (y and z direction),
only varies as function of axial
position (x direction) and time t. The amount of heat

6
 HEAT CONDUCTION EQUATION
• The differential equation governing the temperature in the
bar represents a fundamental physical balance; the rate at
which heat flows into any portion of the bar is equal to the
rate at which heat is absorbed in that portion of the bar.
• The equation consists of the flux (flow) term and the
absorption term
• Consider an element of the bar lying between the cross
sections 𝑥 = 𝑥0 and x = x0+ Δ𝑥, where x0 is arbitrary and rate of heat transfer
Δ𝑥 is small
• The instantaneous rate of heat transfer H(x0,t) from left to
right across the cross section x=x0 is given by

• The minus sign appears in this equation since there will be

a positive flow of heat from left to right only if u(x0-d/2) >
u(x 0+d/2), i.e. if the temperature to the left of 𝑥 = 𝑥0 is
greater than that to the right. Hence, in this case u x(x0,t) is
negative. 7
HEAT CONDUCTION EQUATION
• Further, the rate at which heat passes from
left to right through the cross section 𝑥 = 𝑥0 +
Δ𝑥 is given by

• The net rate at which heat flows into the

segment of the bar between 𝑥 = 𝑥0 and
𝑥 = 𝑥0 + Δ𝑥 is thus given by

• The amount of heat entering this bar element

in time Δ𝑡 is

8
 HEAT CONDUCTION EQUATION
• The average change in temperature Δ𝑢, in the time
interval Δ𝑡, is proportional to the amount of heat QΔ𝑡
introduced and inversely proportional to the mass Δ𝑚 of
the element:

The constant s and ρ are the specific heat of the material

and the density of the bar.
• The average temperature change Δ𝑢 in the bar element
under consideration is the actual temperature change at
some intermediate point x = x 0+θ Δ𝑥, where 0<θ<1.
Hence it can be written as

9
 HEAT CONDUCTION EQUATION
• Balancing the flux and absorption terms, or equating the two
expressions for QΔ𝑡 :

• Dividing by (Δ𝑥 Δ𝑡) and then letting Δ𝑥 → 0 and Δ𝑡 → 0, then

the heat conduction or diffusion equation can be obtained as:
𝜅𝐴 𝑢𝑥 𝑥0 +Δ𝑥,𝑡 −𝑢𝑥 𝑥0 ,𝑡 Δ𝑡 𝑠𝜌𝐴 𝑢 𝑥0 +𝜃Δ𝑥,𝑡+Δ𝑡 −𝑢 𝑥0 +𝜃Δ𝑥,𝑡 Δ𝑥
=
Δ𝑥Δ𝑡 Δ𝑥Δ𝑡

𝜅𝐴 𝑢𝑥 𝑥0 +Δ𝑥,𝑡 −𝑢𝑥 𝑥0 ,𝑡 𝑠𝜌𝐴 𝑢 𝑥0 +𝜃Δ𝑥,𝑡+Δ𝑡 −𝑢 𝑥0 +𝜃Δ𝑥,𝑡

lim = lim
Δ𝑥→0 Δ𝑥 Δ𝑡→0 Δ𝑡

𝜕 𝜕
𝜅𝐴 𝑢 = 𝑠𝜌𝐴 𝑢
𝜕𝑥 𝑥 𝜕𝑡

• Giving the heat conduction equation :

where,

is called the thermal diffusivity, and is a parameter

depending only on the material of the bar.
10
HEAT CONDUCTION EQUATION

𝟐 𝝏𝟐 𝒖 𝒙,𝒕 𝝏𝒖 𝒙,𝒕
𝜶 =
𝝏𝒙𝟐 𝝏𝒕
• Partial Differential Equation of 2 nd order with dependent variable u
and 2 independent variables : x (spatial) and t (time)
• 𝑢 𝑥, 𝑡 represents the temperature distribution at any point x along
the rod and at any time t
• Boundary conditions should be incorporated, determining the
conditions/constraints on the value of temperature u at some parts
of the rod (for example at the both ends of the rod)
• Initial conditions are needed to define the condition/temperature
distribution in the rod at initial time.
11
HEAT CONDUCTION EQUATION
Boundary Conditions
• Constant temperature at an end : u(xe)=T (xe: position of an end)
Placing the end of the bar in thermal contact with some reservoir, hence any heat flow
between the bar and reservoir does not alter the temperature of the reservoir.
• Insulated end : ux=0
An end is insulated so that no heat passes through it.
• A more general type of boundary condition
If the rate of flow of heat through an end of the bar is proportional to the temperature
there. Suppose at the end x = 0, where the rate of flow of heat from left to right is given
by −κ Aux(0, t), hence the rate of heat flow out of the bar (from right to left) at x = 0 is κ
Aux(0, t). If this quantity is proportional to the temperature u(0,t), then the boundary
condition

Similarly for heat transfer at the right end of the bar (x=L),

where h1 and h2 are a nonnegative constant. If h1 (or h2) = 0 corresponds to an

insulated end, while h1(or h2) → ∞ corresponds to an end held at zero temperature. 12
HEAT CONDUCTION EQUATION

Initial Condition
Distribution of temperature at
initial time t=0

To determine completely the

flow of heat in the bar it is
necessary to state the
temperature distribution at one
fixed instant, usually taken as
the initial time t = 0.

example : Picture on the right

13
SEPARATION OF
VARIABLES
SEPARATION OF VARIABLES
The methodology

• Given a PDE, for example

2 𝜕2 𝑢 𝑥,𝑡 𝜕𝑢 𝑥,𝑡
𝛼 =
𝜕𝑥 2 𝜕𝑡
which has 2 independent variables x and t
Boundary Conditions (BC) and Initial Conditions (IC) are also involved

• Define the solution form as a product of 2 function,

The solution form then is inserted into the PDE

• Rearranging the PDE with solution form included, such that the PDE can be separated into 2
differential equations, one with x as the independent variable, and another one with t as the
independent variable
• Solve both differential equations, to obtain the solution form X(x) and T(t), by taking into
account the BCs.
• Combine (take the product) of X(x) and T(t), to form u(x,t) with some undetermined
coefficients
• Taking into account the IC to compute the coefficients, then the final solution u(x,t) is obtained
15
SEPARATION OF VARIABLES

Heat Conduction on a Solid Bar

where α2 is a constant known as the thermal diffusivity,

which depends only on the material of the bar, defined
by α2 = κ/ρs
• the initial temperature distribution in the bar is
represented by the following initial condition
(determined by the function f(x)):

• Assuming that the ends of the bar are held at fixed

temperatures: T1 at x = 0 and T2 at x = L. Suppose in
this case it is set that T1 = T2 = 0, then it is defined
by the following boundary condition (homogenous) :

16
SEPARATION OF VARIABLES
Heat Conduction on a Solid Bar
• The problem is to find solution u(x,t),
satisfying the differential equation, initial
conditons, and boundary conditions
• It is defined as a initial boundary value
problem in the time variable t, and
boundary value problem in the space
variable x
• It can also be viewed as a boundary value
problem in the xt-plane (picture on the
right)
• u(x,t)=0 will satisfy the differential equation
and boundary condition above, but will not
satisfy the initial condition, unless f(x)=0
• Non-zero solution u(x,t) needs to be
computed 17
SEPARATION OF VARIABLES

• Assuming that u(x, t) is a product of two other functions, one

depending only on x and the other depending only on t :

• Substituting into the heat equation

2
2 𝜕 𝑢 𝑥,𝑡 𝜕𝑢 𝑥,𝑡 2
2𝜕 𝑋 𝑥 𝑇 𝑡 𝜕 𝑋 𝑥 𝑇 𝑡
𝛼 = =𝛼 =
𝜕𝑥 2 𝜕𝑡 𝜕𝑥 2 𝜕𝑡

2
𝜕2𝑋 𝑥 𝜕𝑇 𝑡
𝛼 𝑇 𝑡 =𝑋 𝑥
𝜕𝑥 2 𝜕𝑡
2
𝛼 𝑋′′ 𝑥 𝑇 𝑡 = 𝑋 𝑥 𝑇′ 𝑡
• Rearranging, it can be expressed as:
𝑋′′ 𝑥 1 𝑇′ 𝑡
= 2
𝑋 𝑥 𝛼 𝑇 𝑡
It can be that the variables, x and t, are separated 18
SEPARATION OF VARIABLES
𝑋′′ 𝑥 1 𝑇′ 𝑡
= 2
𝑋 𝑥 𝛼 𝑇 𝑡

• To be valid for 0 < x < L, t > 0, it is necessary that both sides of the equation above be
equal to the same constant (−𝝀) , hence it can be set as :

𝑋′′ 𝑥 1 𝑇′ 𝑡
= 2 = −𝝀
𝑋 𝑥 𝛼 𝑇 𝑡

• Hence the equation can be separated and treated individually :

𝑋′′ 𝑥
= −𝝀 ⇒ 𝑋′′ 𝑥 + 𝝀 𝑋 𝑥 = 𝟎
𝑋 𝑥
1 𝑇′ 𝑡 ′ 2
= −𝝀 ⇒ 𝑇 𝑡 + 𝛼 𝝀𝑇 𝑡 = 𝟎
𝛼2 𝑇 𝑡

The PDE is transformed into 2 ODE.

19
SEPARATION OF VARIABLES
𝑇 ′ 𝑡 + 𝛼 2 𝝀𝑇 𝑡 = 𝟎
𝑋′′ 𝑥 +𝝀𝑋 𝑥 = 𝟎
• The products of the solutions of 2 ODEs (for any 𝝀 ) above will
be the solution to PDE, providing it satisfies the boundary
conditions. This condition will restrict the value of 𝝀
• Expressing the boundary condition using the solution form
(separated variables form), at x=0 :
𝑢 0, 𝑡 = 𝑋 0 . 𝑇 𝑡 = 0
The boundary condition above must be satisfied, provided
that (T(t) can not be zero) :
𝑋 0 =0
• Another boundary condition, at x=L :
𝑢 𝐿, 𝑡 = 𝑋 𝐿 . 𝑇 𝑡 = 0
gives
𝑋 𝐿 =0
20
SEPARATION OF VARIABLES
Consider the ODE for X(x)
𝑋 ′′ (𝒙) + 𝝀𝑋 𝑥 = 𝟎
With boundary conditions
𝑋 0 =0
𝑋 𝐿 =0
• Non trivial (non-zero) solutions are available for some value of 𝝀, called the
eigenvalues, and the corresponding solutions are called the eigenfunctions
• The characteristic equation of the above ODE :
𝒓𝟐 + 𝝀 = 𝟎
If 𝝀 < 𝟎
• The characteristic equation : 𝒓𝟐 − 𝝀 = 𝟎 ⇒ 𝒓𝟐 = 𝝀
• The roots : 𝑟1 = 𝝀 and 𝑟2 = − 𝝀
• The solution : 𝑋 𝑥 = 𝐴𝑒 𝝀𝑥
+ 𝐵𝑒 − 𝝀𝑥

• Boundary condition : 𝑋 0 = 0 ⇒ 𝐴𝑒 𝝀.0

+ 𝐵𝑒 − 𝝀.0
= 𝐴 + 𝐵 = 0 ⇒ 𝐵 = −𝐴
𝝀𝐿
𝑋 𝐿 = 𝐴𝑒 + 𝐵𝑒 − 𝝀𝐿
= 𝐴𝑒 𝝀𝐿
− 𝐴𝑒 − 𝝀𝐿
=𝐴 𝑒 𝝀𝐿
− 𝑒− 𝝀𝐿
=0⇒𝐴=0
➔Implying that A=B=0, hence there is no non-trivial solution for 𝝀 < 𝟎
21
SEPARATION OF VARIABLES
𝑋 ′′ (𝒙) + 𝝀𝑋 𝑥 = 𝟎
𝑋 0 =0
𝑋 𝐿 =0
The characteristic equation of the above ODE :
𝒓𝟐 + 𝝀 = 𝟎

If 𝝀 = 𝟎
• The equation becomes 𝑋 ′′ (𝒙) = 𝟎
• The general solution: 𝑋 𝑥 = 𝐴𝑥 + 𝐵
• Boundary condition : 𝑋 0 = 0 ⇒ 𝐴. 0 + 𝐵 = 0 ⇒ 𝐵 = 0
𝑋 𝐿 = 0 ⇒ 𝐴. 𝐿 + 𝐵 = 0 ⇒ 𝐴𝐿 = 0 ⇒ A = 0
➔ Implying that A=B=0, hence there is no non-trivial solution for 𝝀 = 𝟎

22
SEPARATION OF VARIABLES
𝑋 ′′ (𝒙) + 𝝀𝑋 𝑥 = 𝟎
𝑋 0 =0
𝑋 𝐿 =0
The characteristic equation of the above ODE :
𝒓𝟐 + 𝝀 = 𝟎
If 𝝀 > 𝟎
• The characteristic equation : 𝒓𝟐 + 𝝀 = 𝟎 ⇒ 𝒓𝟐 = −𝝀
• The roots : 𝑟1 = 𝑗 𝝀 and 𝑟2 = −𝑗 𝝀
• The solution : 𝑋 𝑥 = 𝐴𝑐𝑜𝑠 𝝀𝑥 + 𝐵𝑠𝑖𝑛 𝝀𝑥
• Boundary condition : 𝑋 0 = 0 ⇒ 𝐴𝑐𝑜𝑠 𝝀. 0 + 𝐵𝑠𝑖𝑛 𝝀. 0 = 0 ⇒ 𝐴 = 0
𝑋 𝐿 = 0 ⇒ 𝐴𝑐𝑜𝑠 𝝀. 𝐿 + 𝐵𝑠𝑖𝑛 𝝀. 𝐿 = 0
⇒ 𝐵𝑠𝑖𝑛 𝝀. 𝐿 = 0 ⇒ 𝑠𝑖𝑛 𝝀. 𝐿 = 0
➔ Implying that non-trivial solution is obtained when
𝑛𝜋 2
𝝀. 𝐿 = 𝑛𝜋, 𝑛 = 1,2,3, … ⇒ 𝜆 =
𝐿
Giving the non-trivial solution (eigenfunctions) :
𝑛𝜋𝑥
𝑋 𝑥 = sin 𝜆. 𝑥 = 𝑠𝑖𝑛 , 𝑛 = 1,2,3, …
𝑙
23
SEPARATION OF VARIABLES
Consider the ODE for T(t)

𝑇 ′ 𝑡 + 𝛼 2 𝜆𝑇 𝑡 = 0

It is a first order system, the characteristic equation

is:
𝑟 + 𝛼 2 𝜆 = 0 ⇒ 𝑟 = −𝛼 2 𝜆

Hence (recall solution of first ODE) :

−𝛼 2 𝜆t
𝑇 𝑡 = 𝑏𝑒
where b is any coefficient

24
SEPARATION OF VARIABLES
• The solution for X(x) and T(t) are already obtained :
𝑛𝜋𝑥
𝑋 𝑥 = sin 𝜆. 𝑥 = 𝑠𝑖𝑛 , 𝑛 = 1,2,3, …
𝑙
𝑇 𝑡 = 𝑇𝑛 𝑡 = 𝑒 −𝛼 𝜆𝑛 t , 𝑛 = 1,2,3, …
2

• Then the PDE solution can be formulated as :

𝑢𝑛 𝑥, 𝑡 = 𝑋𝑛 𝑥 . 𝑇𝑛 𝑡
𝑛𝜋𝑥
𝑢𝑛 𝑥, 𝑡 = 𝑏𝑛 𝑒 −𝛼 𝜆𝑛 t 𝑠𝑖𝑛
2
, 𝑛 = 1,2,3, …
𝑙
• The coefficient 𝑏𝑛 is obtained from the initial condition.
Suppose the initial condition is
𝑢 𝑥, 0 = 𝑓 𝑥
The solution is the superposition of 𝑢𝑛 𝑥, 𝑡 :
∞ ∞

𝑢 𝑥, 𝑡 = ෍ 𝑢𝑛 𝑥, 𝑡 = ෍ 𝑏𝑛 𝑒 −𝛼
2𝜆
𝑛 t 𝑠𝑖𝑛 𝑛𝜋𝑥
𝑙
𝑖=1 𝑖=1
∞
𝑛𝜋𝑥
𝑢 𝑥, 0 = ෍ 𝑏𝑛 𝑠𝑖𝑛 =𝑓 𝑥
𝑙
𝑖=1
25
SEPARATION OF VARIABLES
Initial Condition
• The coefficient 𝑏𝑛 is obtained from the initial condition.
Suppose the initial condition is
𝑢 𝑥, 0 = 𝑓 𝑥
The solution is the superposition of 𝑢𝑛 𝑥, 𝑡 =1
: when t=0
∞ ∞
−𝛼 2𝜆 t 𝑛𝜋𝑥
𝑢 𝑥, 𝑡 = ෍ 𝑢𝑛 𝑥, 𝑡 = ෍ 𝑏𝑛 𝑒 𝑛 𝑠𝑖𝑛
𝑙
𝑖=1 𝑖=1
∞
𝑛𝜋𝑥
𝑢 𝑥, 0 = ෍ 𝑏𝑛 𝑠𝑖𝑛 =𝑓 𝑥
𝑙
𝑖=1
• The form above is a Fourier sine series
Hence the coefficients 𝑏𝑛 can be obtained by
𝐿
2 𝑛𝜋𝑥
𝑏𝑛 = න 𝑓 𝑥 𝑠𝑖𝑛 𝑑𝑥
𝐿 𝑙
0
26
 SEPARATION OF VARIABLES
Example :
A metal rod 50 cm long, insulated on the sides, which initially has
a uniform temperature of 20◦C throughout, and whose ends are
maintained at 0◦C for all t > 0
Find the temperature u(x, t) at any time

• The problem is represented by the equation :

2
2 𝜕 𝑢 𝑥,𝑡 𝜕𝑢 𝑥,𝑡
𝛼 =
𝜕𝑥 2 𝜕𝑡
• IC : f(x,0)=20 for 0<x< 50 ; BC : u(0,t)=u(50,t)=0
• For 𝝀 > 𝟎, the solution for X(x) and T(t) are
𝑛𝜋𝑥
𝑋 𝑥 = sin 𝜆. 𝑥 = 𝑠𝑖𝑛 , 𝑛 = 1,2,3, …
𝑙
𝑇 𝑡 = 𝑇𝑛 𝑡 = 𝑒 −𝛼 𝜆𝑛 t , 𝑛 = 1,2,3, …
2

• Hence
∞
𝑛𝜋𝑥 𝑛𝜋 2
𝑢 𝑥, 𝑡 = ෍ 𝑏𝑛 𝑒 −𝛼 𝜆𝑛 t 𝑠𝑖𝑛
2
, 𝜆=
𝐿 𝐿
𝑖=1

27
SEPARATION OF VARIABLES
The solution :
∞
𝑛𝜋𝑥
𝑒 −𝛼 𝜆𝑛 t
2
𝑢 𝑥, 𝑡 = ෍ 𝑏𝑛 𝑠𝑖𝑛
𝑳
𝑖=1
where
𝐿 50
2 𝑛𝜋𝑥 2 𝑛𝜋𝑥
𝑏𝑛 = න 𝑓 𝑥 𝑠𝑖𝑛 𝑑𝑥 = න 𝟐𝟎𝑠𝑖𝑛 𝑑𝑥
𝐿 𝑙 50 𝟓𝟎
0 0
50
4 𝑛𝜋𝑥
= න 𝑠𝑖𝑛 𝑑𝑥
5 𝟓𝟎
0
4 50 𝑛𝜋𝑥 50
= . . −𝑐𝑜𝑠
5 𝑛𝜋 𝟓𝟎 0
40 𝑛𝜋. 𝟓𝟎 𝑛𝜋. 𝟎
= . −𝑐𝑜𝑠 + 𝑐𝑜𝑠
𝑛𝜋 𝟓𝟎 𝟓𝟎
40 40
= . −𝑐𝑜𝑠 𝑛𝜋 + 𝑐𝑜𝑠 𝟎 = . 1 − 𝑐𝑜𝑠 𝑛𝜋
𝑛𝜋 𝑛𝜋
28
SEPARATION OF VARIABLES
The coefficients :
40
𝑏𝑛 = . 1 − 𝑐𝑜𝑠 𝑛𝜋
𝑛𝜋
• Note that for 𝜋, 3𝜋, 5𝜋, … (n odd) ⇒ 𝑐𝑜𝑠 𝑛𝜋 = −1
for 2𝜋, 4𝜋, 6𝜋, … (n even) ⇒ 𝑐𝑜𝑠 𝑛𝜋 = 1
• Hence,
80
40 , 𝑛 odd
𝑏𝑛 = . 1 − 𝑐𝑜𝑠 𝑛𝜋 = ൝𝑛𝜋
𝑛𝜋
0 , 𝑛 even
Then the solution is :
∞
𝑛𝜋𝑥 𝑛𝜋 2
𝑒 −𝛼 𝜆𝑛 t
2
𝑢 𝑥, 𝑡 = ෍ 𝑏𝑛 𝑠𝑖𝑛 ,𝜆 =
50 50
𝑖=1
∞ ∞
80 1 −𝛼 2 𝜆 t 𝑛𝜋𝑥 80 1 −𝛼 2 𝑛 2 𝜋 2 t 𝑛𝜋𝑥
𝑢 𝑥, 𝑡 = ෍ 𝑒 𝑛 𝑠𝑖𝑛 = ෍ 𝑒 2500 𝑠𝑖𝑛
𝜋 𝑛 50 𝜋 𝑛 50
𝑖=1,3,5,… 𝑖=1,3,5,…

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