Solution of the Heat Equation by Separation of Variables - 12.3 | 12. One-Dimensional Heat Equation | Mathematics - iii (Differential Calculus) - Vol 2
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12.3 - Solution of the Heat Equation by Separation of Variables

Practice

Interactive Audio Lesson

Listen to a student-teacher conversation explaining the topic in a relatable way.

Introduction to the Separation of Variables

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0:00
Teacher
Teacher

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?

Student 1
Student 1

Do we assume it's a product of functions?

Teacher
Teacher

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

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Teacher
Teacher

Next, we substitute \( u(x, t) = X(x) T(t) \) into the heat equation. What happens when we do that?

Student 2
Student 2

We get \( \frac{dT}{dt} \) and \( \frac{d^2X}{dx^2} \) on each side!

Teacher
Teacher

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?

Student 3
Student 3

It’s a separation constant right? It helps to solve the equations individually.

Teacher
Teacher

Correct! Now we have two ordinary differential equations to solve.

Solving the ODEs

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Teacher
Teacher

Let’s solve the time-dependent ODE first. What does the equation look like?

Student 4
Student 4

It's \( \frac{dT}{dt} + \alpha^2 \lambda T = 0 \).

Teacher
Teacher

Exactly! And its solution is \( T(t) = A e^{-\alpha^2 \lambda t} \). What about the spatial equation?

Student 1
Student 1

It’s \( \frac{d^2X}{dx^2} + \lambda X = 0 \), which has solutions involving sine and cosine functions.

Teacher
Teacher

Very good! Remember, the solutions depend on boundary conditions we apply later.

Applying Boundary Conditions

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Teacher
Teacher

Let’s discuss boundary conditions. Why do we apply these conditions?

Student 2
Student 2

To find specific solutions that fit our physical scenario?

Teacher
Teacher

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?

Student 3
Student 3

Setting the temperature at both ends of a rod to be zero?

Teacher
Teacher

Yes! That leads us to find non-trivial solutions for \( \lambda \).

Final Solution and Fourier Series

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Teacher
Teacher

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?

Student 4
Student 4

It’s a series expansion that involves the Fourier coefficients!

Teacher
Teacher

Correct! The coefficients are determined by the initial temperature distribution. Why is it important?

Student 1
Student 1

It helps us model the specific heating case accurately based on initial conditions!

Teacher
Teacher

Exactly! Remember, this approach shows how we can use mathematical tools to solve real-world engineering problems.

Introduction & Overview

Read a summary of the section's main ideas. Choose from Basic, Medium, or Detailed.

Quick Overview

This section explains the method of separation of variables for solving the One-Dimensional Heat Equation.

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:

  1. 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:

\( u(x, t) = X(x) T(t) \)

  1. Substitution into the Heat Equation: By substituting this product form into the One-Dimensional Heat Equation, we can separate variables, leading to:

\[ \frac{1}{\alpha^2 T(t)} \frac{dT}{dt} = \frac{1}{X(x)} \frac{d^2X}{dx^2} = -\lambda \]\

  1. 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:
  2. Time-dependent ODE:
    \[ \frac{dT}{dt} + \alpha^2 \lambda T = 0 \] with solution \( T(t) = A e^{-\alpha^2 \lambda t} \)
  3. Space-dependent ODE:
    \[ \frac{d^2X}{dx^2} + \lambda X = 0 \] with general solution \( X(x) = B \sin(\sqrt{\lambda} x) + C \cos(\sqrt{\lambda} x) \)
  4. Boundary Conditions: We apply boundary conditions (e.g., Dirichlet) to determine the eigenvalues and eigenfunctions, leading to specific solutions for various problems.
  5. 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

But what is a partial differential equation?  | DE2
But what is a partial differential equation? | DE2

Audio Book

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Step 1: Assumption of Separable Solution

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Assume solution in separable form:

𝑒(π‘₯,𝑑) = 𝑋(π‘₯)𝑇(𝑑)

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

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Substitute into the heat equation:

𝑑𝑇 𝑑2𝑋
𝑋(π‘₯) = 𝛼2𝑇(𝑑)
𝑑𝑑 𝑑π‘₯2

Divide both sides by 𝛼2𝑋𝑇:

1 𝑑𝑇 1 𝑑2𝑋
= = βˆ’πœ†
𝛼2𝑇(𝑑) 𝑑𝑑 𝑋(π‘₯)𝑑π‘₯2

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 (-Ξ»), 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

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We now get two ordinary differential equations:

β€’ Time equation:

𝑑𝑇 + 𝛼2πœ†π‘‡ = 0 β‡’ 𝑇(𝑑) = π΄π‘’βˆ’π›Ό2πœ†π‘‘

𝑑𝑑

β€’ Spatial equation:

𝑑2𝑋 + πœ†π‘‹ = 0 β‡’ 𝑋(π‘₯)= 𝐡sin(βˆšπœ†π‘₯)+ 𝐢cos(βˆšπœ†π‘₯)

𝑑π‘₯2

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

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Apply boundary conditions to find allowed eigenvalues and eigenfunctions.

Example (Dirichlet BCs):

𝑒(0,𝑑) = 0 β‡’ 𝑋(0) = 0 β‡’ 𝐢 = 0

𝑒(𝐿,𝑑) = 0 β‡’ 𝑋(𝐿)= 0 β‡’ 𝐡sin(βˆšπœ†πΏ) = 0

Non-trivial solution if:

π‘›πœ‹ 2
βˆšπœ†πΏ = π‘›πœ‹ β‡’ πœ† = ( )

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 (Ξ») and associated eigenfunctions (X(x)). In particular, we find that the allowed values of Ξ» 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

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Then:

π‘›πœ‹π‘₯ βˆ’π›Ό2(π‘›πœ‹ )2
𝑑

𝑆(π‘₯) = sin( ), 𝑇 (𝑑) = 𝑒 𝐿

𝑛 𝐿 𝑛

Final Solution:

∞

𝑒(π‘₯,𝑑) = βˆ‘π΅ sin( )𝑒 𝐿

𝑛 𝐿

𝑛=1

Where 𝐡 are Fourier coefficients determined using the initial condition 𝑒(π‘₯,0) = 𝑓(π‘₯).

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.

Definitions & Key Concepts

Learn essential terms and foundational ideas that form the basis of the topic.

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 & Real-Life Applications

See how the concepts apply in real-world scenarios to understand their practical implications.

Examples

  • 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

Use mnemonics, acronyms, or visual cues to help remember key information more easily.

🎡 Rhymes Time

  • To solve the heat, we separate, variables we calculate!

πŸ“– Fascinating Stories

  • Imagine a rod that stores heat like a log. We slice it in partsβ€”X for the space, T for the time. Each part behaves quite like a careful mime!

🧠 Other Memory Gems

  • S.D.B.E: Solve, Derive, Boundary conditions, Expandβ€”Remember this for heat conduction!

🎯 Super Acronyms

F.A.C.E

  • Fourier
  • Apply
  • Conditions
  • Eigenvaluesβ€”remember the steps of the process!

Flash Cards

Review key concepts with flashcards.

Glossary of Terms

Review the Definitions for terms.

  • Term: Separation of Variables

    Definition:

    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.

  • Term: Eigenvalues

    Definition:

    Special values for \( \lambda \) that arise from boundary conditions, determining specific solution forms of differential equations.

  • Term: Dirichlet Boundary Conditions

    Definition:

    Boundary conditions that set specific values for a function at the boundaries of the domain.

  • Term: Fourier Series

    Definition:

    A way to express a function as the sum of sinusoidal functions, used to represent the solution of the heat equation.

  • Term: Thermal Diffusivity

    Definition:

    A constant that describes how quickly heat diffuses through a material.