3.

5: THE ONE DIMENSIONAL HEAT EQUATION

KIAM HEONG KWA
1. The One Dimensional Heat Equation
Let u be the temperature distribution of a uniform bar of length L
with insulated lateral surface and no internal sources of heat. Given
that the initial temperature distribution of the bar is u(x, 0) = f(x)
and given that the ends of the bar are held at constant temperature 0,
u satises the one dimensional heat equation
(1.1)
u
t
= c
2

2
u
x
2
, 0 < x < L, t > 0,
where c R\0, the boundary conditions
(1.2) u(0, t) = u(L, t) = 0 for all t > 0,
and the initial condition
(1.3) u(x, 0) = f(x) for 0 < x < L.
As in solving the one dimensional wave equation in section 3.3, we solve
for u using the method of separation of variables.
Step 1: Separating Variables in (1.1) and (1.2). We begin by
looking for nonzero product solutions of (1.1), i.e., solutions of the
form
(1.4) u(x, t) = X(x)T(t),
where X is a function of x alone and T is a function of t alone. Plugging
this into (1.1) yields
X

(x)T(t) = c
2
X

(x)T(t),
from which it follows that
(1.5)
T

(t)
c
2
T(t)
=
X

(x)
X(x)
= k,
where k is a separation constant. This implies that
(1.6) T

kc
2
T = 0
Date: April 24, 2011.
1
2 KIAM HEONG KWA
and
(1.7) X

kX = 0.
Thus we have separated the variables t and x in (1.1).
We now separate the variables in the boundary conditions (1.2). By
(1.2) and (1.4), we have
(1.8) X(0)T(t) = X(L)T(t) = 0 for all t > 0.
If X(0) = 0 or X(L) = 0, then T(t) = 0 for all t > 0. This will be
inconsistent with the nonvanishing of (1.4). Hence we set
(1.9) X(0) = X(L) = 0.
Step 2: Solving the Separated Equations (1.6) and (1.7). Com-
bining (1.7) and (1.9), we have a boundary value problem in X:
(1.10) X

kX = 0, X(0) = X(L) = 0.
As in the case of solving the one dimensional wave equation, the only
values for the separation constant k such that this boundary value
problem admits nontrivial solutions are
(1.11) k = k
n
=
n
2

2
L
2
, n = 1, 2, .
For each of these values k = k
n
,
(1.12) X(x) = X
n
(x) = sin
nx
L
is such a nontrivial solution.
For each n, n = 1, 2, , substituting k by k
n
=
n
2

2
L
2
in (1.6)
yields
(1.13) T

+
c
2
n
2

2
L
2
T = 0,
the general solution of which has the form
(1.14) T
n
(t) = b
n
exp
_

c
2
n
2

2
L
2
t
_
,
where b
n
is an integration constant.
Combining (1.12) and (1.14) yields the product solutions or normal
modes
(1.15)
u
n
(x, t) = X
n
(x)T
n
(T) = b
n
exp
_

c
2
n
2

2
L
2
t
_
sin
nx
L
, n = 1, 2, .
3.5: THE ONE DIMENSIONAL HEAT EQUATION 3
Step 3: Fourier Series Solution of the Entire Problem. As in
the case of solving the one dimensional wave equation, we form the
series solution
(1.16) u(x, t) =

n=1
b
n
exp
_

c
2
n
2

2
L
2
t
_
sin
nx
L
from (1.15) to take care of the general initial condition (1.3) by setting
t = 0:
(1.17) f(x) =

n=1
b
n
sin
nx
L
.
This equation can be fullled by setting
(1.18) b
n
=
2
L
_
L
0
f(x) sin
nx
L
dx
as the coecients in the Fourier sine series of f.
Example 1 (Exercise 3.5.2 in the text). With L = , c = 1, and
the initial date f(x) = 30 sin x, the series solution (1.16) of the heat
equation needs to satisfy the initial condition
u(x, 0) =

n=1
b
n
sin nx = 30 sin x.
This can be achieved by setting
b
n
=
_
30 if n = 1,
0 otherwise.
So the solution of the heat equation is
u(x, t) = 30e
t
sin nx.
Example 2 (Exercise 3.5.4 in the text). With L = , c = 1, and
f(x) =
_
_
_
100 if 0 < x

2
,
0 if

2
< x < ,
the series solution (1.16) of the heat equation needs to satisfy the initial
condition
u(x, 0) =

n=1
b
n
sin nx = f(x) =
_
_
_
100 if 0 < x

2
,
0 if

2
< x < .
4 KIAM HEONG KWA
This can be achieved by setting
b
n
=
2

_

0
f(x) sin nx dx
=
2

_
_
/2
0
100 sin nx dx +
_

/2
0 sin nx dx
_
=
200
n
[cos nx]
/2
0
=
200
n
_
1 cos
n
2
_
for n = 1, 2, . Hence the solution of the heat equation is
u(x, t) =
200

n=1
1
n
_
1 cos
n
2
_
e
n
2
t
sin nx.
2. Steady-State Temperature Distribution
Consider the heat boundary value problem
u
t
= c
2

2
u
x
2
, 0 < x < L, t > 0, (2.1a)
u(0, t) = T
1
and u(L, t) = T
2
, t > 0, (2.1b)
u(x, 0) = f(x), 0 < x < L, (2.1c)
where c, T
1
, T
2
R, c = 0. The solution u of this heat equation has
the decomposition
(2.2) u(x, t) = u
1
(x) + u
2
(x, t),
where
(2.3) u
1
(x) = lim
t
u(x, t)
is called the steady-state solution or the time-independent solu-
tion. An equivalent dening property of the steady-state solution is
to require that
(2.4) lim
t
u
2
(x, t) = 0
in the decomposition (2.2); u
2
is called the transient solution.
It can be shown that u
1
satises (2.1a). Since
u
1
t
= 0, we have
(2.5)
d
2
u
1
dx
2
=

2
u
1
x
2
= 0,
3.5: THE ONE DIMENSIONAL HEAT EQUATION 5
from which it follows that
(2.6) u
1
(x) = Ax + B,
where A and B are integration constants whose values depend on the
boundary conditions
(2.7) u
1
(0) = T
1
and u
1
(L) = T
2
that follow from (2.1b). In particular, we have
(2.8) u
1
(x) =
T
2
T
1
L
x + T
1
.
Example 3 (Exercise 3.5.9(a) in the text). With the boundary condi-
tions u(0, t) = 0 and u(1, t) = 100, the steady-state solution is given by
u
1
(x) =
100 0
1
x + 0 = 100x.
It follows from the decomposition (2.2) and (2.8) that the transient
solution u
2
also satises (2.1a). In addition, we have
u
2
(0, t) = u(0, t) u
1
(0) = T
1
T
1
= 0
and likewise u
2
(L, t) = 0. On the other hand,
u
2
(x, 0) = u(x, 0) u
1
(x) = f(x)
T
2
T
1
L
x T
1
.
In summary, the transient solution satises the heat boundary value
problem
u
2
t
= c
2

2
u
2
x
2
, 0 < x < L, t > 0, (2.9a)
u
2
(0, t) = u
2
(L, t) = 0, t > 0, (2.9b)
u
2
(x, 0) = f(x)
T
2
T
1
L
x T
1
, 0 < x < L. (2.9c)
Example 4 (Exercise 3.5.14 in the text). Consider the heat boundary
value problem (2.1a)-(2.1c) with L = , c = 1, u(0, t) = 0, u(, t) =
100, and f(x) as in example 2. The steady-state solution u
1
is given
by
u
1
(x) =
100 0

x + 0 =
100x

.
6 KIAM HEONG KWA
By (2.9), the transient solution u
2
satises the heat boundary value
problem
u
2
t
=

2
u
2
x
2
, 0 < x < , t > 0,
u
2
(0, t) = u
2
(, t) = 0, t > 0,
u
2
(x, 0) = f(x)
100x

=
_
_
_
100
_
1
x

_
if 0 < x

2
,

100x

if

2
< x < .
Hence if we write u
2
as a series, i.e.,
u
2
(x, t) =

n=1
b
n
e
n
2
t
sin nx,
as in the case of (1.16), then the initial condition is taken care of by
setting
u
2
(x, 0) =

n=1
b
n
sin nx =
_
_
_
100
_
1
x

_
if 0 < x

2
,

100x

if

2
< x < .
This can be achieved by requiring that
b
n
=
2

_
_
/2
0
100
_
1
x

_
sin nx dx +
_

/2

100x

sin nx dx
_
=
2

_
100
_
/2
0
sin nx dx
100

_

0
x sin nx dx
_
=
2

100 cos nx
n

/2
0

100

x
cos nx
n

100

sin nx
n
2

0
_
=
200
n
_
1 + (1)
n
cos
n
2
_
for n = 1, 2, . Hence
u
2
(x, t) =
200
n

n=1
_
1 + (1)
n
cos
n
2
_
e
n
2
t
sin nx
and
u(x, t) =
100x

+
200
n

n=1
_
1 + (1)
n
cos
n
2
_
e
n
2
t
sin nx.