12.3 - Solution of the Heat Equation by Separation of Variables
Enroll to start learning
You’ve not yet enrolled in this course. Please enroll for free to listen to audio lessons, classroom podcasts and take practice test.
Interactive Audio Lesson
Listen to a student-teacher conversation explaining the topic in a relatable way.
Introduction to the Separation of Variables
🔒 Unlock Audio Lesson
Sign up and enroll to listen to this audio lesson
Today, we'll learn the separation of variables method. This allows us to solve the heat equation by splitting it into simpler parts. Can anyone tell me what we assume about the solution first?
Do we assume it's a product of functions?
Exactly! We assume \( u(x, t) = X(x) T(t) \). This means our solution is the product of a function dependent on space and another dependent on time. Let's dive into how this works.
Substituting into the Heat Equation
🔒 Unlock Audio Lesson
Sign up and enroll to listen to this audio lesson
Next, we substitute \( u(x, t) = X(x) T(t) \) into the heat equation. What happens when we do that?
We get \( \frac{dT}{dt} \) and \( \frac{d^2X}{dx^2} \) on each side!
Exactly! This leads us to separate our variables. We end up with \( \frac{1}{T(t)} \frac{dT}{dt} = -\lambda \frac{1}{X(x)} \frac{d^2X}{dx^2} \). Can someone explain what \( -\lambda \) represents?
It’s a separation constant right? It helps to solve the equations individually.
Correct! Now we have two ordinary differential equations to solve.
Solving the ODEs
🔒 Unlock Audio Lesson
Sign up and enroll to listen to this audio lesson
Let’s solve the time-dependent ODE first. What does the equation look like?
It's \( \frac{dT}{dt} + \alpha^2 \lambda T = 0 \).
Exactly! And its solution is \( T(t) = A e^{-\alpha^2 \lambda t} \). What about the spatial equation?
It’s \( \frac{d^2X}{dx^2} + \lambda X = 0 \), which has solutions involving sine and cosine functions.
Very good! Remember, the solutions depend on boundary conditions we apply later.
Applying Boundary Conditions
🔒 Unlock Audio Lesson
Sign up and enroll to listen to this audio lesson
Let’s discuss boundary conditions. Why do we apply these conditions?
To find specific solutions that fit our physical scenario?
Exactly! For example, applying Dirichlet boundary conditions means we set specific temperature values at the ends of the rod. This will help us find the eigenvalues. Can anyone give an example of a Dirichlet condition?
Setting the temperature at both ends of a rod to be zero?
Yes! That leads us to find non-trivial solutions for \( \lambda \).
Final Solution and Fourier Series
🔒 Unlock Audio Lesson
Sign up and enroll to listen to this audio lesson
Now, we combine everything. The general solution involves summing eigenfunctions multiplied by time-dependent exponential decay factors. What can you tell me about this final solution?
It’s a series expansion that involves the Fourier coefficients!
Correct! The coefficients are determined by the initial temperature distribution. Why is it important?
It helps us model the specific heating case accurately based on initial conditions!
Exactly! Remember, this approach shows how we can use mathematical tools to solve real-world engineering problems.
Introduction & Overview
Read summaries of the section's main ideas at different levels of detail.
Quick Overview
Standard
The method of separation of variables allows us to address the One-Dimensional Heat Equation by assuming a solution in a product form, leading to two ordinary differential equations which can be solved under appropriate boundary conditions.
Detailed
Solution of the Heat Equation by Separation of Variables
The One-Dimensional Heat Equation is a crucial mathematical model in understanding heat conduction phenomena. In this section, we explore the method known as separation of variables, which is effective for solving partial differential equations (PDEs) like the heat equation.
Key Points Covered:
- Assumption of Solution: We begin by assuming that the temperature function can be expressed as a product of functions, each dependent on a single variable:
\( u(x, t) = X(x) T(t) \)
- Substitution into the Heat Equation: By substituting this product form into the One-Dimensional Heat Equation, we can separate variables, leading to:
\[ \frac{1}{\alpha^2 T(t)} \frac{dT}{dt} = \frac{1}{X(x)} \frac{d^2X}{dx^2} = -\lambda \]\
- Ordinary Differential Equations: This results in two ordinary differential equations (ODEs): one for time (T) and one for space (X), which can be solved independently:
- Time-dependent ODE:
\[ \frac{dT}{dt} + \alpha^2 \lambda T = 0 \] with solution \( T(t) = A e^{-\alpha^2 \lambda t} \) -
Space-dependent ODE:
\[ \frac{d^2X}{dx^2} + \lambda X = 0 \] with general solution \( X(x) = B \sin(\sqrt{\lambda} x) + C \cos(\sqrt{\lambda} x) \) - Boundary Conditions: We apply boundary conditions (e.g., Dirichlet) to determine the eigenvalues and eigenfunctions, leading to specific solutions for various problems.
- Final Solution: The final solution combines these spatial and temporal parts, resulting in a series expansion involving Fourier coefficients determined by the initial temperature distribution.
Significance:
This method provides a systematic way to solve the heat equation and contributes broadly to engineering principles, such as thermal management in materials.
Youtube Videos
Audio Book
Dive deep into the subject with an immersive audiobook experience.
Step 1: Assumption of Separable Solution
Chapter 1 of 5
🔒 Unlock Audio Chapter
Sign up and enroll to access the full audio experience
Chapter Content
Assume solution in separable form:
𝑢(𝑥,𝑡) = 𝑋(𝑥)𝑇(𝑡)
Detailed Explanation
In this first step, we assume that the temperature distribution, denoted as u(x,t), can be split into two independent functions: one that depends only on position (X(x)) and another that depends only on time (T(t)). This assumption simplifies the problem by reducing it from a function of two variables into two functions of one variable each.
Examples & Analogies
Think of it like baking a cake. Instead of considering the entire cake as a single piece, you can look at the ingredients (like flour, eggs) separately while mixing them. Once you mix them, you have a cake! Here, we mix position and time separately to find the overall solution.
Step 2: Substitution into the Heat Equation
Chapter 2 of 5
🔒 Unlock Audio Chapter
Sign up and enroll to access the full audio experience
Chapter Content
Substitute into the heat equation:
𝑑𝑇 𝑑2𝑋
𝑋(𝑥) = 𝛼2𝑇(𝑡)
𝑑𝑡 𝑑𝑥2
Divide both sides by 𝛼2𝑋𝑇:
1 𝑑𝑇 1 𝑑2𝑋
= = −𝜆
𝛼2𝑇(𝑡) 𝑑𝑡 𝑋(𝑥)𝑑𝑥2
Detailed Explanation
After making the assumption of separable solutions, we substitute the expression u(x,t) = X(x)T(t) into the One-Dimensional Heat Equation. This substitution allows us to rearrange the equation so that one side depends entirely on time, while the other side depends solely on position. By dividing each side appropriately, we introduce a constant (-λ), which leads us to two separate ordinary differential equations, one for time and one for space.
Examples & Analogies
Imagine you are trying to balance two different scales – one for the weight of fruits (position) and another for their freshness over time (time). By isolating each scale, we can analyze how much fruit we have and how fresh it is separately before deciding how to preserve or sell them.
Ordinary Differential Equations
Chapter 3 of 5
🔒 Unlock Audio Chapter
Sign up and enroll to access the full audio experience
Chapter Content
We now get two ordinary differential equations:
• Time equation:
𝑑𝑇 + 𝛼2𝜆𝑇 = 0 ⇒ 𝑇(𝑡) = 𝐴𝑒−𝛼2𝜆𝑡
𝑑𝑡
• Spatial equation:
𝑑2𝑋 + 𝜆𝑋 = 0 ⇒ 𝑋(𝑥)= 𝐵sin(√𝜆𝑥)+ 𝐶cos(√𝜆𝑥)
𝑑𝑥2
Detailed Explanation
From the separation of variables, we derive two ordinary differential equations (ODEs). The first is a time-dependent equation that has an exponentially decaying solution, indicating how temperature decreases over time. The second equation depends purely on the spatial component and yields solutions involving sine and cosine functions, which are characteristic of oscillatory behaviors in spatial distributions.
Examples & Analogies
Think of a pendulum clock. The time it takes to swing back and forth (time equation) can be described by how quickly it slows down due to friction (exponential decay), while the angle it covers on each side (spatial equation) is determined by its physical properties, like length and weight (sine and cosine functions).
Applying Boundary Conditions
Chapter 4 of 5
🔒 Unlock Audio Chapter
Sign up and enroll to access the full audio experience
Chapter Content
Apply boundary conditions to find allowed eigenvalues and eigenfunctions.
Example (Dirichlet BCs):
𝑢(0,𝑡) = 0 ⇒ 𝑋(0) = 0 ⇒ 𝐶 = 0
𝑢(𝐿,𝑡) = 0 ⇒ 𝑋(𝐿)= 0 ⇒ 𝐵sin(√𝜆𝐿) = 0
Non-trivial solution if:
𝑛𝜋 2
√𝜆𝐿 = 𝑛𝜋 ⇒ 𝜆 = ( )
𝑛 𝐿
Detailed Explanation
To find specific solutions to our ODEs, we apply the boundary conditions relevant to our physical setup. For Dirichlet boundary conditions, we set the temperature at the ends of the rod to zero (u(0,t)=0 and u(L,t)=0). This leads us to conclude that the constant C must be zero and gives us an important condition that allows us to solve for the eigenvalues (λ) and associated eigenfunctions (X(x)). In particular, we find that the allowed values of λ come from specific integer multiples (n) that relate to the length of the rod.
Examples & Analogies
Imagine sealing both ends of a water hose. Just like how the water can't go beyond those points, we apply similar constraints to the temperatures at the boundaries of our rod, helping us determine valuable characteristics (like wavelengths) of how heat behaves inside the rod.
Final Solutions for Temperature Distributions
Chapter 5 of 5
🔒 Unlock Audio Chapter
Sign up and enroll to access the full audio experience
Chapter Content
Then:
𝑛𝜋𝑥 −𝛼2(𝑛𝜋 )2
𝑡
𝑆(𝑥) = sin( ), 𝑇 (𝑡) = 𝑒 𝐿
𝑛 𝐿 𝑛
Final Solution:
∞
𝑢(𝑥,𝑡) = ∑𝐵 sin( )𝑒 𝐿
𝑛 𝐿
𝑛=1
Where 𝐵 are Fourier coefficients determined using the initial condition 𝑢(𝑥,0) = 𝑓(𝑥).
Detailed Explanation
After applying the boundary conditions and solving the ordinary differential equations, we arrive at the final solutions for temperature distribution in terms of a series of sine functions and exponential decay terms. The solution represents the temperature u(x,t) as an infinite sum of sinusoidal functions multiplied by time-varying exponential terms. The coefficients (B) are calculated using the initial temperature distribution, giving us a comprehensive view of how the temperature evolves over time throughout the rod.
Examples & Analogies
Visualize a piano. Each key produces a different sound (sine wave) depending on how hard you strike it (initial condition). When you press a key, that note can last for a certain duration before fading away (exponential decay). Like playing different keys together to create a symphony, our final solution combines all the different sine waves into a beautifully complex melody representing the temperature changes within the rod over time.
Key Concepts
-
Separable Form: Assumes solution as a product of functions depending on separate variables.
-
Ordinary Differential Equations: Resulting simpler equations after applying separation of variables.
-
Boundary Conditions: Conditions at the domain limits guiding the form of the solution.
-
Fourier Coefficients: Constants determined by initial conditions to form a specific solution series.
Examples & Applications
If we set a rod's temperature at both ends to zero, we can derive specific forms for the eigenvalues and corresponding eigenfunctions.
Using the initial temperature distribution, we can compute the Fourier coefficients \( B_n \) for the solution series.
Memory Aids
Interactive tools to help you remember key concepts
Rhymes
To solve the heat, we separate, variables we calculate!
Stories
Imagine a rod that stores heat like a log. We slice it in parts—X for the space, T for the time. Each part behaves quite like a careful mime!
Memory Tools
S.D.B.E: Solve, Derive, Boundary conditions, Expand—Remember this for heat conduction!
Acronyms
F.A.C.E
Fourier
Apply
Conditions
Eigenvalues—remember the steps of the process!
Flash Cards
Glossary
- Separation of Variables
A mathematical method used to solve partial differential equations by assuming a solution can be expressed as the product of functions, each dependent on a single variable.
- Eigenvalues
Special values for \( \lambda \) that arise from boundary conditions, determining specific solution forms of differential equations.
- Dirichlet Boundary Conditions
Boundary conditions that set specific values for a function at the boundaries of the domain.
- Fourier Series
A way to express a function as the sum of sinusoidal functions, used to represent the solution of the heat equation.
- Thermal Diffusivity
A constant that describes how quickly heat diffuses through a material.
Reference links
Supplementary resources to enhance your learning experience.