The 2D heat equation

Homogeneous Dirichlet boundary conditions

The two dimensional heat equation

Ryan C. Daileda

Trinity University

Partial Differential Equations

March 6, 2012

Daileda

The 2D heat equation

Steady state solutions

The 2D heat equation

Homogeneous Dirichlet boundary conditions

Steady state solutions

Physical motivation
Consider a thin rectangular plate made of some thermally
conductive material. Suppose the dimensions of the plate are a b.

The plate is heated in some way, and then insulated along its
top and bottom.
Our goal is to mathematically model the way thermal energy
moves through the plate.
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The 2D heat equation

The 2D heat equation

Homogeneous Dirichlet boundary conditions

Steady state solutions

We let
u(x, y , t) = temperature of plate at position (x, y ) and
time t.
For a fixed t, the height of the surface z = u(x, y , t) gives the
temperature of the plate at time t and position (x, y ).
Under ideal assumptions (e.g. uniform density, uniform specific
heat, perfect insulation, no internal heat sources etc.) one can
show that u satisfies the two dimensional heat equation
ut = c 2 2 u = c 2 (uxx + uyy )
for 0 < x < a, 0 < y < b.

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The 2D heat equation

(1)

The 2D heat equation

Homogeneous Dirichlet boundary conditions

Steady state solutions

At the edges of the plate we impose some sort of boundary

conditions. The simplest are homogeneous Dirichlet
conditions:
u(0, y , t) = u(a, y , t) = 0,

0 y b, t 0,

u(x, 0, t) = u(x, b, t) = 0,

0 x a, t 0.

(2)

Physically, these correspond to holding the temperature along the

edges of the plate at 0.
The way the plate is heated initially is given by the initial
condition
u(x, y , 0) = f (x, y ), (x, y ) R,
where R = [0, a] [0, b].

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The 2D heat equation

(3)

The 2D heat equation

Homogeneous Dirichlet boundary conditions

Steady state solutions

Solving the 2D wave equation: homogeneous Dirichlet

boundary conditions
Goal: Write down a solution to the heat equation (1) subject to
the boundary conditions (2) and initial conditions (3).
As usual, we
separate variables to produce simple solutions to (1) and
(2), and then
use the principle of superposition to build up a solution that
satisfies (3) as well.

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The 2D heat equation

The 2D heat equation

Homogeneous Dirichlet boundary conditions

Steady state solutions

Separation of variables

Assuming that
u(x, y , t) = X (x)Y (y )T (t),
plugging into the heat equation (1) and using the boundary
conditions (2) yields the separated equations
X BX = 0,

Y CY = 0,

X (0) = 0,

X (a) = 0,

(4)

Y (0) = 0,

Y (b) = 0,

(5)

T c (B + C )T = 0.

Daileda

(6)

The 2D heat equation

The 2D heat equation

Homogeneous Dirichlet boundary conditions

Steady state solutions

We have already seen that the solutions to (4) and (5) are
m
,
a
n
n =
,
b

Xm (x) = sin m x,

m =

Yn (y ) = sin n y ,

B = 2m
C = n2 ,

for m, n N. Using these values in (6) gives

2

Tmn (t) = e mn t ,
where
mn = c

2m + n2 = c

Daileda

m2 n2
+ 2.
a2
b

The 2D heat equation

The 2D heat equation

Homogeneous Dirichlet boundary conditions

Steady state solutions

Superposition

Assembling these results, we find that for any pair m, n 1 we

have the normal mode
2

umn (x, y , t) = Xm (x)Yn (y )Tmn (t) = sin m x sin n y e mn t .

For any choice of constants Amn , by the principle of superposition
we then have the general solution to (1) and (2)
u(x, y , t) =

Amn sin m x sin n y e mn t .

m=1 n=1

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The 2D heat equation

The 2D heat equation

Homogeneous Dirichlet boundary conditions

Steady state solutions

Initial conditions
We must determine the values of the coefficients Amn so that our
solution also satisfies the initial condition (3). We need
f (x, y ) = u(x, y , 0) =

n=1 m=1

Amn sin

m
n
x sin
y
a
b

which is just the double Fourier series for f (x, y ). We know that
if f is a C 2 function then
Amn =

4
ab

Z aZ
0

f (x, y ) sin

Daileda

n
m
x sin
dy dx.
a
b

The 2D heat equation

The 2D heat equation

Homogeneous Dirichlet boundary conditions

Steady state solutions

Conclusion
Theorem
Suppose that f (x, y ) is a C 2 function on the rectangle
[0, a] [0, b]. The solution to the heat equation (1) with
homogeneous Dirichlet boundary conditions (2) and initial
conditions (3) is given by
u(x, y , t) =

Amn sin m x sin n y e mn t ,

m=1 n=1

q
m
n
where m =
, n =
, mn = c 2m + n2 , and
a
b
Z aZ b
4
n
m
Amn =
x sin
y dy dx.
f (x, y ) sin
ab 0 0
a
b
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The 2D heat equation

The 2D heat equation

Homogeneous Dirichlet boundary conditions

Steady state solutions

Remarks:
We have not actually verified that this solution is unique, i.e.
that this is the only solution to problem.
We will prove uniqueness later using the maximum principle.
Example
A 2 2 square plate with c = 1/3 is heated in such a way that the
temperature in the lower half is 50, while the temperature in the
upper half is 0. After that, it is insulated laterally, and the
temperature at its edges is held at 0. Find an expression that gives
the temperature in the plate for t > 0.

Daileda

The 2D heat equation

The 2D heat equation

Homogeneous Dirichlet boundary conditions

Steady state solutions

We must solve the heat equation problem (1) - (3) with

(
50 if y 1,
f (x, y ) =
0
if y > 1.
The coefficients in the solution are
Z 2Z 2
4
n
m
Amn =
x sin
y dy dx
f (x, y ) sin
22 0 0
2
2
Z 2
Z 1
m
n
sin
sin
= 50
x dx
y dy
2
2
0
0



2(1 cos n
2(1 + (1)m+1 )
2 )
= 50
m
n
n
m+1
)(1 cos 2 )
200 (1 + (1)
=
.
2

mn

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The 2D heat equation

The 2D heat equation

Homogeneous Dirichlet boundary conditions

Since
mn
the solution is

u(x, y , t) =

=
3

Steady state solutions

p 2
m2 n2
m + n2
+
=
4
4
6


m
200 X X (1 + (1)m+1 )(1 cos n
2 )
sin
x
2

mn
2
m=1 n=1
n 2 (m2 +n2 )t/36 
sin
.
ye
2

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The 2D heat equation

The 2D heat equation

Homogeneous Dirichlet boundary conditions

Steady state solutions

Steady state solutions

To deal with inhomogeneous boundary conditions in heat
problems, one must study the solutions of the heat equation
that do not vary with time.
These are the steady state solutions. They satisfy
ut = 0.
In the 1D case, the heat equation for steady states becomes
uxx = 0.
The solutions are simply straight lines.

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The 2D heat equation

The 2D heat equation

Homogeneous Dirichlet boundary conditions

Steady state solutions

Laplaces equation
In the 2D case, we see that steady states must solve
2 u = uxx + uyy = 0.
This is Laplaces equation.
Solutions to Laplaces equation are called harmonic
functions.
See assignment 1 for examples of harmonic functions.

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The 2D heat equation

(7)

The 2D heat equation

Homogeneous Dirichlet boundary conditions

Steady state solutions

We want to find steady state solutions to (7) that satisfy the

Dirichlet boundary conditions
u(x, 0) = f1 (x),

u(x, b) = f2 (x),

0<x <a

(8)

u(0, y ) = g1 (x),

u(a, y ) = g2 (y ),

0<y <b

(9)

The problem of finding a solution to (7) - (9) is known as the

Dirichlet problem.
We will begin by assuming f1 = g1 = g2 = 0.
The general solution to the Dirichlet problem will be obtained
by superposition.

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The 2D heat equation

The 2D heat equation

Homogeneous Dirichlet boundary conditions

Steady state solutions

Solution of the Dirichlet problem on a rectangle

Goal: Solve the boundary value problem
2 u = 0,

0 < x < a, 0 < y < b,

u(x, 0) = 0, u(x, b) = f2 (x),

0 < x < a,

u(0, y ) = u(a, y ) = 0,

0 < y < b.

Picture:

Daileda

The 2D heat equation

The 2D heat equation

Homogeneous Dirichlet boundary conditions

Steady state solutions

Separation of variables
Setting u(x, y ) = X (x)Y (y ) leads to
X + kX = 0 , Y kY = 0,
X (0) = X (a) = 0 , Y (0) = 0.
We know the nontrivial solutions for X :
X (x) = Xn (x) = sin n x, n =

n
, k = 2n .
a

for n N = {1, 2, 3, . . .}. The corresponding solutions for Y are

Y (y ) = Yn (y ) = An e n y + Bn e n y .

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The 2D heat equation

The 2D heat equation

Homogeneous Dirichlet boundary conditions

Steady state solutions

The condition Y (0) = 0 yields An = Bn . Choosing An = 1/2 we

find that
Yn (y ) = sinh n y .
This gives the separated solutions
un (x, y ) = Xn (x)Yn (y ) = sin n x sinh n y ,
and superposition gives the general solution
u(x, y ) =

Bn sin n x sinh n y .

n=1

Daileda

The 2D heat equation

The 2D heat equation

Homogeneous Dirichlet boundary conditions

Steady state solutions

The general solution satisfies the Laplace equation (7) inside the
rectangle, as well as the three homogeneous boundary conditions
on three of its sides (left, right and bottom).
We now determine the values of Bn to get the boundary condition
on the top of the rectangle. This requires
f2 (x) = u(x, b) =

X
n=1

Bn sinh

nb
n
sin
x,
a
a

which is the Fourier sine series for f2 (x) on 0 < x < a.

Appealing to previous results, we can now summarize our findings.

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The 2D heat equation

The 2D heat equation

Homogeneous Dirichlet boundary conditions

Steady state solutions

Conclusion
Theorem
If f2 (x) is piecewise smooth, the solution to the Dirichlet problem
2 u = 0,

0 < x < a, 0 < y < b,

u(x, 0) = 0, u(x, b) = f2 (x),

0 < x < a,

u(0, y ) = u(a, y ) = 0,

0 < y < b.

is
u(x, y ) =

Bn sin n x sinh n y ,

n=1

n
2
where n =
and Bn =
a
a sinh nb
a
Daileda

f2 (x) sin

The 2D heat equation

n
x dx.
a

The 2D heat equation

Homogeneous Dirichlet boundary conditions

Steady state solutions

Remarks: As we have noted previously:

We have not proven this solution is unique. This requires the
maximum principle.

If we know the sine series expansion for f2 (x) then we can use
the relationship
Bn =

1
(nth sine coefficient of f2 (x))
sinh nb
a

to avoid integral computations.

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The 2D heat equation

The 2D heat equation

Homogeneous Dirichlet boundary conditions

Steady state solutions

Example

Example
Solve the Dirichlet problem on the square [0, 1] [0, 1], subject to
the boundary conditions
u(x, 0) = 0, u(x, b) = f2 (x),

0 < x < a,

u(0, y ) = u(a, y ) = 0,

0 < y < b.

where
f2 (x) =

75x
if 0 x 23 ,
150(1 x) if 23 < x 1.

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The 2D heat equation

The 2D heat equation

Homogeneous Dirichlet boundary conditions

Steady state solutions

We have a = b = 1 and we require the sine series of f2 (x). The

graph of f2 (x) is:

According to exercise 2.4.17 (with p = 1, a = 2/3 and h = 50):

450 X sin 2n
3
sin nx.
f2 (x) = 2

n2

n=1

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The 2D heat equation

The 2D heat equation

Homogeneous Dirichlet boundary conditions

Thus,
1
Bn =
sinh n

450 sin 2n
3
2 n2

450 sin 2n
3
,
2 n2 sinh n

and
450 X sin 2n
3
sin nx sinh ny .
u(x, y ) = 2

n2 sinh n

n=1

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The 2D heat equation

Steady state solutions