Uniqueness in 3D Heat Conduction Solutions
Uniqueness in 3D Heat Conduction Solutions
𝑇 𝐫, 𝑡 = 0 = 0 On the region R, t = 0
2 Use T(r, t) ≡ T
Now use: 2 2
𝑇 𝛻 𝑇 ∙ 𝐧 𝑑𝑠 = 𝑇𝛻 𝑇 + 𝛻𝑇 ∙ 𝛻 𝑇 𝑑𝑉 = 𝑇𝛻 𝑇 + 𝛻 𝑇 𝑑𝑉
𝑆 𝑉 𝑉
2
⇒ 𝑇 𝛻𝑇 ∙ 𝐧 𝑑𝑠 = 𝑇𝛻 2 𝑇 𝑑𝑉 + 𝛻 𝑇 𝑑𝑉 (B)
𝑆 𝑉 𝑉
𝑑𝑉(𝑡) 2
Combining (A) and (B), we get: = 𝑇 𝛻 𝑇 ∙ 𝐧 𝑑𝑠 − 𝛻𝑇 𝑑𝑉
𝑑𝑡 𝑆 𝑉
Uniqueness of Solution for 3D Heat Equation
𝑑𝑉(𝑡)
1
We have obtained: = 𝑇 𝛻 𝑇 ∙ 𝐧 𝑑𝑠 −
2
𝛻𝑇 𝑑𝑉 𝑉 𝑡 = 𝑇 2 (𝐫, 𝑡)𝑑𝑉 ≥ 0
𝑑𝑡 2 𝑉
𝑆 𝑉
Given BC: On the boundary S, 𝑇 = 0. So that the first integral on the RHS vanishes.
Thus,
𝑑𝑉(𝑡) 2
=− 𝛻𝑇 𝑑𝑉 ≤ 0
𝑑𝑡 𝑉
Thus V(t) must be zero for all time t, so that 𝑇 𝐫, 𝑡 must be identically zero
throughout the volume V for all time, implying the two solutions are the
same, T1 = T2.
Thus, the solution to the 3D heat problem is unique.
Uniqueness of Solution for 3D Heat Equation
Now consider the Boundary Condition is: Specified Flux
𝜕𝑇(𝐫, 𝑡) Without any loss of
= 𝛻 2 𝑇(𝐫, 𝑡) On the region R, t > 0
𝜕𝑡 generalization, we
consider α = 1
𝛻𝑇 𝐫, 𝑡 = 𝑞𝑠′′ On the boundary
𝑇 𝐫, 𝑡 = 0 = 𝐹(𝐫) On the region R, t = 0
Again, consider that if possible, let T1(r, t), T2 (r, t) be two different solutions.
Define: 𝑇(𝐫, 𝑡) = 𝑇1 (𝐫, 𝑡) − 𝑇2 (𝐫, 𝑡). Then 𝑇 𝐫, 𝑡 satisfies:
𝜕𝑇(𝐫, 𝑡)
= 𝛻 2 𝑇(𝐫, 𝑡) On the region R, t > 0
𝜕𝑡
𝛻 𝑇 𝐫, 𝑡 = 0 On the boundary
𝑇 𝐫, 𝑡 = 0 = 0 On the region R, t = 0
Uniqueness of Solution for 3D Heat Equation
Now use the same definition of V and follow the same approach to get:
𝑑𝑉(𝑡) 2 𝑑𝑉(𝑡) 2
= 𝑇 𝛻 𝑇 ∙ 𝐧 𝑑𝑠 − 𝛻𝑇 𝑑𝑉 ⇒ =− 𝛻𝑇 𝑑𝑉 ≤ 0
𝑑𝑡 𝑆 𝑉 𝑑𝑡 𝑉
Due to BC: 𝛻 𝑇 𝐫, 𝑡 = 0
Thus V(t) must be zero for all time t, so that 𝑇 𝐫, 𝑡 must be identically zero
throughout the volume V for all time, implying the two solutions are the
same, T1 = T2.
Thus, the solution to the 3D heat problem is unique.
Solution of Homogeneous
Heat Conduction Problems by
Separation of Variables
Separation of Variables: Generalization
Boundary-value problems of heat conduction: The boundary-value problem of heat conduction will be
Homogeneous problems referred to as a homogeneous problem when both the
Nonhomogeneous problems differential equation and the boundary conditions are
homogeneous.
A linear differential equation or a linear boundary condition is said to be homogeneous if it
is not altered when the dependent variable in the equation is multiplied by a constant.
A homogeneous condition is one in which all nonzero terms in the expression contain
the dependent variable or its derivative.
Multi-dimensional steady-state heat conduction problems and unsteady-state heat
conduction problems are governed by a partial differential equation. A solution must
satisfy the partial differential equation and all the boundary conditions.
Example: A two-dimensional steady-state heat conduction problem is governed by a
second-order partial differential equation and requires four boundary conditions.
This result is expected from the physical nature of the problem, that is, for a homogeneous boundary
condition of the third kind it implies that a solid dissipates heat from its bounding surfaces by convection
into a surrounding at zero temperature.
Since the solid initially has a prescribed temperature distribution and for times t > 0 it
looses heat to the surrounding continuously but it has no gains to make up for the
losses, then the temperature of the solid will eventually approach to the temperature of
the surrounding (i.e., zero) as time goes to infinity.
Separation of Variables: Generalization
1 2
1 𝑑Γ(𝑡)
𝛻 Ψ 𝑟 = = −𝜆2
Ψ 𝑟 𝛼Γ(𝑡) 𝑑𝑡
Note that for three-dimensional problems (in finite regions) the summation
in above expression for temperature is a triple infinite series.
Separation of Variables: Generalization
∞
2 The solution contains the
𝑇 𝐫, 𝑡 = 𝐶𝑚 Ψ𝑚 𝐫 𝑒 −𝛼𝜆𝑚 𝑡
unknown coefficients Cm.
𝑚=1
The above solution should satisfy the initial condition of the problem: 𝑇 𝐫, 𝑡 = 0 = 𝐹(𝐫)
∞
Ψ𝑚 𝐫 Ψ𝑛 𝐫 𝑑𝐫 = 0, for 𝑚 ≠ 𝑛
To determine Cm, 𝑅
∞
Multiply both sides of F 𝐫 = 𝑚=1 𝐶𝑚 Ψ𝑚 𝐫 by Ψ𝑚 𝐫
Integrate it over the region and make use of the orthogonality condition
Separation of Variables: Generalization
Ψ𝑚 𝐫 𝐹 𝐫 𝑑𝐫 where N is called the
𝑅 2
𝐶𝑚 = 𝑁= Ψ𝑚 𝐫 𝑑𝐫 norm of the eigenfunction
𝑁
𝑅
Having determined the coefficients Cm, the complete solution of the homogeneous boundary-value problem
of heat conduction equation is given in the form
∞ ∞ 2
2 𝑚=1 Ψ𝑚 𝐫 𝑒 −𝛼𝜆𝑚 𝑡
𝑇 𝐫, 𝑡 = 𝐶𝑚 Ψ𝑚 𝐫 𝑒 −𝛼𝜆𝑚 𝑡 ⇒ 𝑇 𝐫, 𝑡 = Ψ𝑚 𝐫 𝐹 𝐫 𝑑𝐫
𝑚=1
𝑁
𝑅
Sometimes the eigenfunctions are so adjusted that the norm becomes unity.
This is done if we define the normalized eigenfunctions 𝐾 𝜆𝑚 , 𝐫 as: Ψ𝑚 𝐫
𝐾 𝜆𝑚 , 𝐫 =
𝑁
The solution then becomes:
∞
2
𝑇 𝐫, 𝑡 = 𝐾 𝜆𝑚 , 𝐫 𝑒 −𝛼𝜆𝑚 𝑡 𝐾 𝜆𝑚 , 𝐫 𝐹 𝐫 𝑑𝐫
𝑚=1 𝑅
Homogeneous problems (homogeneous PDE, homogeneous BC) are readily handled with
this method.
The multidimensional steady-state heat conduction problems with no heat generation can
also be solved with this method if only one of the boundary conditions is nonhomogeneous
When the above conditions are not satisfied, we will try the following to realize the
necessary conditions:
The principle of superposition
Shifting of the temperature scale
Making use of symmetry
Separation of Variables: Example
Consider a solid bar of rectangular cross section. Three sides are The two-dimensional steady-state heat
maintained at a constant temperature T1, while the temperature of conduction problem for T(x, y):
fourth side is given as f1(x). Assume constant thermo-physical
properties and there is no internal heat sources or sinks. There 𝜕2𝑇 𝜕2𝑇
+ =0 0 < 𝑥 < 𝐿, 0<𝑦<𝑊
are no temperature gradients in the z-direction (i.e., either it is 𝜕𝑥 2 𝜕𝑦 2
very long in the z-direction or its surfaces perpendicular to the Laplace equation in two dimensions.
z-direction at the two ends are perfectly insulated).
𝑦 𝐁𝐂𝟏: 𝑇 𝑥 = 0, 𝑦 = 𝑇1 𝐁𝐂𝟐: 𝑇 𝑥 = 𝐿, 𝑦 = 𝑇1
∞
𝐁𝐂𝟑: 𝑇 𝑥, 𝑦 = 0 = 𝑇1 𝐁𝐂𝟒: 𝑇 𝑥, 𝑦 = 𝑊 = 𝑓1 (𝑥)
𝑊 𝑇 = 𝑇1 𝑇 = 𝑇1
𝑥
∞
𝐿 𝐿
𝑇 = 𝑇1
5
Separation of Variables: Example
For notational simplicity: 𝑇 𝑥, 𝑦 ≡ 𝑇 The PDE is homogeneous, but all
the boundary conditions are non-
𝜕2𝑇 𝜕2𝑇 homogenous.
+ =0 0 < 𝑥 < 𝐿, 0<𝑦<𝑊
𝜕𝑥 2 𝜕𝑦 2
Requirements for Separation of
𝐁𝐂𝟏: 𝑇 𝑥 = 0, 𝑦 = 𝑇1 𝐁𝐂𝟐: 𝑇 𝑥 = 𝐿, 𝑦 = 𝑇1 Variables are not met.
Three sides are kept at the same temperature T1. This type of non-homogeneity is readily
removed by linearly shifting the temperature scale, namely defining a new temperature:
𝜃 𝑥, 𝑦 = 𝑇 𝑥, 𝑦 − 𝑇1
For the given problem, the x-direction has the homogeneous boundary
conditions. Therefore, we want the x–direction function ODE to be the
Sturm–Liouville system.
Separation of Variables: Example
2 2
1 𝑑 2 𝑌(𝑦) 1 𝑑2 𝑋 𝑥
𝜕 𝑇 𝜕 𝑇 ⇒ 2
=− 2
= ±𝜆2
+ =0 0 < 𝑥 < 𝐿, 0<𝑦<𝑊 𝑌(𝑦) 𝑑𝑦 𝑋 𝑥 𝑑𝑥
𝜕𝑥 2 𝜕𝑦 2
𝐁𝐂𝟏: 𝜃 𝑥 = 0, 𝑦 = 0 𝐁𝐂𝟐: 𝜃 𝑥 = 𝐿, 𝑦 = 0 What about solutions for λ2 = 0?
𝐁𝐂𝟑: 𝜃 𝑥, 𝑦 = 0 = 0 𝐁𝐂𝟒: 𝜃 𝑥, 𝑦 = 𝑊 = 𝑓1 (𝑥) − 𝑇1 ≡ 𝐹(𝑥) 𝑌 𝑦 = 𝐴2 𝑦 + 𝐵2
𝑋 𝑥 = 𝐴1 𝑥 + 𝐵1
⇒ 𝜃 𝑥, 𝑦 = 𝑋 𝑥 𝑌 𝑦 = (𝐴1 𝑥 + 𝐵1 )(𝐴2 𝑦 + 𝐵2 )
At this point, the differential equation and all the 3 homogeneous boundary conditions
have been satisfied. We obtain the product solution of the separated functions:
𝜃 𝑥, 𝑦 = 𝑊 = 𝐹 𝑥 = 𝐶𝑛 sin(𝜆𝑛 𝑥) sinh(𝜆𝑛 𝑊)
𝑛=1
∞ where
⇒ 𝜃 𝑥, 𝑦 = 𝑊 = 𝐹(𝑥) = 𝑎𝑛 sin 𝜆𝑛 𝑥 , 𝑎𝑛 = 𝐶𝑛 sinh(𝜆𝑛 𝑊)
𝑛=1
This is Fourier sine series expansion of F(x) in terms of orthogonal functions over
the interval 0 ≤ x ≤ L. Note that the weighting function is unity here.
Separation of Variables: Example Use orthogonal property to
Find the constant Cn ∞ eliminate all terms of the series
𝜃 𝑥, 𝑦 = 𝑊 = 𝐹(𝑥) = 𝑎𝑛 sin 𝜆𝑛 𝑥 , 𝑎𝑛 = 𝐶𝑛 sinh(𝜆𝑛 𝑊) except for the term with m = n.
𝑛=0
𝐿 𝐿 ∞ 𝐿
2
𝐿
⇒ 𝐹 𝑥 sin 𝜆𝑚 𝑥 𝑑𝑥 = 𝑎𝑛 sin 𝜆𝑛 𝑥 sin 𝜆𝑚 𝑥 𝑑𝑥 = 𝑎𝑚 sin(𝜆𝑛 𝑥) 𝑑𝑥 = 𝑎𝑚 𝑚≠𝑛
𝑥=0 𝑥=0 𝑛=1 𝑥=0 2
𝐿 𝐿
2 2 We have used
⇒ 𝑎𝑚 = 𝐹(𝑥) sin 𝜆𝑚 𝑥 𝑑𝑥 ⇒ 𝐶𝑚 = 𝐹(𝑥) sin 𝜆𝑚 𝑥 𝑑𝑥
𝐿 𝑥=0 𝐿 sinh(𝜆𝑚 𝑊) 𝑥=0 𝑎𝑛 = 𝐶𝑛 sinh(𝜆𝑛 𝑊)
𝐿
2
Replacing arbitrary index m with n: ⇒ 𝐶𝑛 = 𝐹(𝑥) sin 𝜆𝑛 𝑥 𝑑𝑥
𝐿 sinh(𝜆𝑛 𝑊) 𝑥=0
∞
Substituting Cn: 𝜃 𝑥, 𝑦 = 𝐶𝑛 sin(𝜆𝑛 𝑥) sinh(𝜆𝑛 𝑦)
𝑛=1
∞ 𝐿
2 sin(𝜆𝑛 𝑥) sinh(𝜆𝑛 𝑦)
𝜃 𝑥, 𝑦 = 𝐹(𝑥) sin 𝜆𝑛 𝑥 𝑑𝑥
𝐿 sinh(𝜆𝑛 𝑊) 𝑥=0
𝑛=1
Separation of Variables: Example
We have obtained:
∞
2 sin(𝜆𝑛 𝑥) sinh(𝜆𝑛 𝑦) 𝐿 𝑛𝜋
𝜃 𝑥, 𝑦 = 𝐹(𝑥) sin 𝜆𝑛 𝑥 𝑑𝑥 where, 𝜆𝑛 = , 𝑛 = 1,2,3, … .
𝐿 sinh(𝜆𝑛 𝑊) 𝐿
𝑛=1 𝑥=0
∞ 𝐿
2 sin(𝜆𝑛 𝑥) sinh(𝜆𝑛 𝑦)
𝐒𝐮𝐛𝐬𝐭𝐢𝐭𝐮𝐭𝐞: 𝑓1 𝑥 − 𝑇1 ≡ 𝐹 𝑥 : ⇒ 𝜃 𝑥, 𝑦 = 𝑓1 (𝑥) − 𝑇1 sin 𝜆𝑛 𝑥 𝑑𝑥
𝐿 sinh(𝜆𝑛 𝑊) 𝑥=0
𝑛=1
Now, if f1(x) = T0 = constant:
∞ 𝐿
2 sin(𝜆𝑛 𝑥) sinh(𝜆𝑛 𝑦)
𝜃 𝑥, 𝑦 = 𝑇0 − 𝑇1 sin 𝜆𝑛 𝑥 𝑑𝑥
𝑇 = 𝑇0
𝐿 sinh(𝜆𝑛 𝑊) 𝑥=0
𝑛=1
𝑊 ∞ 𝐿
𝑇 − 𝑇1 2 sin(𝜆𝑛 𝑥) sinh(𝜆𝑛 𝑦)
𝑇 = 𝑇1 𝑇 = 𝑇1 ⇒ = sin 𝜆𝑛 𝑥 𝑑𝑥
𝑇0 − 𝑇1 𝐿 sinh(𝜆𝑛 𝑊) 𝑥=0
𝑛=1
𝐿
𝑇 = 𝑇1
Separation of Variables: Example
∞ 𝐿
𝑇 − 𝑇1 2 sin(𝜆𝑛 𝑥) sinh(𝜆𝑛 𝑦) 𝑛𝜋
If f1(x) = T0 = constant: ⇒ = sin 𝜆𝑛 𝑥 𝑑𝑥 𝜆𝑛 = , 𝑛 = 1,2,3, … .
𝑇0 − 𝑇1 𝐿 sinh(𝜆𝑛 𝑊) 𝑥=0 𝐿
𝑛=1
𝑛𝜋 𝐿
𝐿 𝐿
𝑛𝜋 cos 𝑥 𝐿
sin 𝜆𝑛 𝑥 𝑑𝑥 = sin 𝑥 𝑑𝑥 = − 𝑛𝜋 𝐿 =− cos 𝑛𝜋 − cos(0)
𝑥=0 𝑥=0 𝐿 𝑛𝜋
𝐿 𝑥=0
𝐿
= 1 − (−1)𝑛
𝑛𝜋
Therefore,
𝑇 = 𝑇0 ∞
𝑊 𝑇 − 𝑇1 2 𝐿 1 − (−1)𝑛 sin(𝜆𝑛 𝑥) sinh(𝜆𝑛 𝑦)
=
𝑇0 − 𝑇1 𝐿 𝑛𝜋 sinh(𝜆𝑛 𝑊)
𝑇 = 𝑇1 𝑇 = 𝑇1 𝑛=1
∞
𝑇 − 𝑇1 2 1 − (−1)𝑛 sin(𝜆𝑛 𝑥) sinh(𝜆𝑛 𝑦)
⇒ =
𝑇0 − 𝑇1 𝜋 𝑛 sinh(𝜆𝑛 𝑊)
𝑛=1
𝐿
𝑇 = 𝑇1
Separation of Variables: Example
The temperature is maintained at 0°C along the three surfaces of the rectangular bar shown in the Figure,
while the fourth surface at y = W is held at 100°C. If L = 2W, calculate the centerline temperature under steady-
state conditions.
∞
𝑇(𝑥, 𝑦) − 𝑇1 2 1 − (−1)𝑛 sin(𝜆𝑛 𝑥) sinh(𝜆𝑛 𝑦)
=
𝑇0 − 𝑇1 𝜋 𝑛 sinh(𝜆𝑛 𝑊)
𝑇 = 𝑇0 𝑛=1
𝐿 𝑊 𝐿
𝑊 𝐿 = 2𝑊, 𝑥= , and 𝑦= =
T1 = 0C, T0 = 100C 2 2 4
𝑇 = 𝑇1 𝑇 = 𝑇1 ∞
𝐿 𝐿 2 × 100 1 − (−1)𝑛 sin(𝑛𝜋/2) sinh(𝑛𝜋/4)
⇒𝑇 , =
2 4 𝜋 𝑛 sinh(𝑛𝜋/2)
𝑛=1
𝐿
𝑇 = 𝑇1 𝐿 𝐿
⇒𝑇 , = 48.061 − 3.987 + 0.502 − … .
2 4
𝐿 𝐿
⇒𝑇 , = 44.576 C
2 4
1. Separation of Variables: Rectangular Coordinate System
“Heat Conduction” by Sadik Kakac, Yaman Yener, Carolina P. Naveira-Cotta,
5th Ed, CRC Press
When the conditions for SOV are not satisfied, we will try the following to
realize the necessary conditions:
The principle of superposition
Shifting of the temperature scale
Making use of symmetry
Fourier Series in Finite Interval (0, L)
𝑑2 𝑌 𝛼2 ℎ
2
+ 𝜆2 𝑌 = 0 Note that the domain of the current Here 𝐻2 = =
𝑑𝑦 problem is [0, b]. Set L = b 𝛽2 𝑘
𝑑𝑌(0)
𝐁𝐂𝟑: =0 Eigenfunctions: 𝜙𝑛 𝑦 = cos 𝜆𝑛 𝑦
𝑑𝑦
𝑑𝑌 𝑏 Eigenvalues are positive roots of:
𝐁𝐂𝟒: 𝑘 + ℎ𝑌 𝑏 = 0
𝑑𝑦 ℎ
𝜆𝑛 tan 𝜆𝑛 𝑏 = , 𝑛 = 1,2,3, … .
Current Sturm-Liouville Problem 𝑘
Separation of Variables: Example-2
Solutions: 𝑋 𝑥 = 𝐴1 𝑒 −𝜆𝑥 𝑌 𝑦 = 𝐵1 cos 𝜆𝑛 𝑦
∞
Using the principle of superposition, the
most general solution can be written as 𝜃 𝑥, 𝑦 = 𝐶𝑛 𝑒 −𝜆𝑛 𝑥 cos(𝜆𝑛 𝑦) where Cn = A1B1
the sum of all solutions, as given by: 𝑛=1 This solution satisfy the PDE and all the
3 homogeneous boundary conditions.
We now determine Cn such that the nonhomogeneous
boundary condition BC1 satisfy this solution:
𝐁𝐂𝟏: 𝜃 0, 𝑦 = 𝑓 𝑦 − 𝑇∞ ≡ 𝐹(𝑦)
∞
⇒ 𝐹(𝑦) = 𝐶𝑛 cos 𝜆𝑛 𝑦
𝑛=1
This is Fourier sine series expansion of F(y) in terms Use orthogonal property
of orthogonal functions over the interval 0 ≤ x ≤ L. to determine Cn
Note that the weighting function is unity here. (or directly use Table)
Separation of Variables: Example-2
∞ Current domain: [0, b]
Find the constant Cn : 𝐹(𝑦) = 𝐶𝑛 cos 𝜆𝑛 𝑦 Put L = b
𝑛=1
𝑏
1 1
⇒ 𝐶𝑛 = 𝐹(𝑦) cos 𝜆𝑛 𝑦 𝑑𝑦 From Table, the Norm Nn = 𝜆 𝐿 + sin(𝜆𝑛 𝐿 cos(𝜆𝑛 𝐿))
𝑁𝑛 𝑥=0
2𝜆𝑛 𝑛
𝐿
2𝜆𝑛
⇒ 𝐶𝑛 = 𝑓 𝑦 − 𝑇∞ cos 𝜆𝑛 𝑦 𝑑𝑦 We have used: 𝑓 𝑦 − 𝑇∞ ≡ 𝐹(𝑦)
𝜆𝑛 𝑏 + sin(𝜆𝑛 𝑏 cos(𝜆𝑛 𝑏)) 𝑥=0
⇒ 𝜃 𝑥, 𝑦 = 𝑇 𝑥, 𝑦 − 𝑇∞
∞ 𝑏
𝜆𝑛 𝑒 −𝜆𝑛 𝑥 cos(𝜆𝑛 𝑦)
=2 𝑓 𝑦′ − 𝑇∞ cos 𝜆𝑛 𝑦′ 𝑑𝑦′
𝜆𝑛 𝑏 + sin(𝜆𝑛 𝑏 cos(𝜆𝑛 𝑏)) 𝑥=0
𝑛=1
In this approach, a problem is decomposed into as many simpler problems as the number of
nonhomogeneous boundary conditions.
Each simple problem is assigned a single nonhomogeneous boundary condition such that when the
simpler problems are added, they satisfy the conditions on the original problem.
≡ + + +
Since it is linear, by the principle of superposition, the solution of this problem can
be obtained as a sum of the four solutions.
𝑇 𝑥, 𝑦 = 𝑇1 𝑥, 𝑦 + 𝑇2 𝑥, 𝑦 + 𝑇3 𝑥, 𝑦 + 𝑇4 𝑥, 𝑦
Superposition: Nonhomogeneous BC: Example
Consider two-dimensional steady-state conduction in a plate of
dimension (L х W) with nonhomogeneous boundary conditions in all 4
ℎ, 𝑇∞ sides. Assume no heat generation and constant thermal conductivity.
Find steady-state T(x, y).
The steady-state heat equation without any heat 𝜕 2 𝑇 𝜕 2 𝑇
𝑞0′′ T=g(y) source for constant thermal conductivity: + =0
𝜕𝑥 2 𝜕𝑦 2
Boundary conditions:
𝜕𝑇 0, 𝑦 𝑇 𝐿, 𝑦 = 𝑔(𝑦)
−𝑘 = 𝑞0′′
T=f(x) 𝜕𝑥
𝜕𝑇 𝑥, 𝑊
𝑇 𝑥, 0 = 𝑓(𝑥) −𝑘 = ℎ 𝑇 𝑥, 𝑊 − 𝑇∞
𝜕𝑦
Split the problem into 4 problems where each of the 4 problems contain only a
single nonhomogeneous boundary condition and can be readily solved by
separation of variables.
Assume that the solution T(x, y) is the sum of the solutions to four problems:
𝑇 𝑥, 𝑦 = 𝑇1 𝑥, 𝑦 + 𝑇2 𝑥, 𝑦 + 𝑇3 𝑥, 𝑦 + 𝑇4 𝑥, 𝑦
Superposition: Nonhomogeneous BC: Example
𝑦 𝑦 𝑦 𝑦
ℎ, 𝑇∞
ℎ, 0 ℎ, 0 ℎ, 0 ℎ, 𝑇∞
2
𝑞
𝛻 𝑇(𝐫) + = 0 in region R, t > 0 The PDE is non-homogeneous
𝑘
(15.1)
𝜕𝑇 𝐫
𝑘𝑖 + ℎ𝑖 𝑇 𝐫 = 𝑓𝑖 on each boundary of R, 𝑖 = 1,2, … . , 𝑝
𝜕𝑛𝑖
where ∂/∂ni denotes differentiation along the outward-drawn normal to the bounding surface si.
where the function ϕ(r) is so chosen that when (Eq. 15.2) is substituted
into system (Eq. 15.1), Poisson’s equation reduces to Laplace’s equation
𝛻 2 𝑇(𝐫) = 0
subject to boundary conditions in terms of the new variable ψ(r).
Superposition: Nonhomogeneous DE: Example
Consider the rectangular bar shown in cross section. Internal energy is generated in this bar at a constant rate
𝑞 per unit volume (W/m3). There are no temperature gradients in the z-direction. The thermal conductivity of the
material of the bar is constant. Determine the steady-state temperature distribution T(x, y) in the bar.
𝜕2𝑇 𝜕2𝑇 𝑞 𝜕𝑇 0, 𝑦
The governing differential equation: + + =0 𝐁𝐂𝟏: =0 𝐁𝐂𝟐: 𝑇 𝑎, 𝑦 = 0
𝜕𝑥 2 𝜕𝑦 2 𝑘 𝜕𝑥
Linear, non-homogeneous 𝜕𝑇 𝑥, 0 𝐁𝐂𝟒: 𝑇 𝑥, 𝑏 = 0
PDE 𝐁𝐂𝟑: =0
𝜕𝑦
𝑇 𝑥, 𝑦 = Ψ 𝑥, 𝑦 + 𝜙(𝑥)
or
𝑇 𝑥, 𝑦 = Ψ 𝑥, 𝑦 + 𝜙(𝑦)
Superposition: Nonhomogeneous DE: Example
𝜕2𝑇 𝜕2𝑇 𝑞 𝜕𝑇 0, 𝑦 𝜕𝑇 𝑥, 0
+ + =0 𝐁𝐂𝟏: =0 𝐁𝐂𝟐: 𝑇 𝑎, 𝑦 = 0 𝐁𝐂𝟑: =0 𝐁𝐂𝟒: 𝑇 𝑥, 𝑏 = 0
𝜕𝑥 2 𝜕𝑦 2 𝑘 𝜕𝑥 𝜕𝑦
𝜕 2 Ψ 𝑑2 𝜙 𝜕 2 Ψ 𝑞
Let us assume the solution to be in the form: 𝑇 𝑥, 𝑦 = Ψ 𝑥, 𝑦 + 𝜙(𝑥) + + + =0
𝜕𝑥 2 𝑑𝑥 2 𝜕𝑦 2 𝑘
Then the problem can be written as a superposition of the following two simpler problems
where the non-homogeneous term (heat generation term) is included in 1D problem.
𝑑2 𝜙 𝑞 𝜕2Ψ 𝜕2Ψ
+ =0 + =0
𝑑𝑥 2 𝑘 𝜕𝑥 2 𝜕𝑦 2
𝜕Ψ 0, 𝑦 𝜕𝑇 0, 𝑦 𝑑𝜙 0
𝑑𝜙 0 𝐁𝐂𝟏: = − =0−0=0 2D problem.
𝐁𝐂: =0 𝜕𝑥 𝜕𝑥 𝑑𝑥 Solve by
𝑑𝑥
𝐁𝐂𝟐: Ψ 𝑎, 𝑦 = 𝑇 𝑎, 𝑦 − 𝜙 𝑎 = 0 − 0 = 0 Separation
𝐁𝐂: 𝜙 𝑎 = 0 of Variables.
𝜕Ψ 𝑥, 0 𝜕𝑇 𝑥, 0 𝑑𝜙 𝑥
𝐁𝐂𝟑: = − =0−0=0
1D problem. 𝜕𝑦 𝜕𝑦 𝑑𝑦
Integrate twice and
𝐁𝐂𝟒: Ψ 𝑥, 𝑏 = 𝑇 𝑥, 𝑏 − 𝜙 𝑥 = 0 − 𝜙 𝑥 = −𝜙(𝑥)
solve.
Superposition: Nonhomogeneous DE: Example
𝑞𝑎2 𝑥 2
Solution for 1D problem: 𝜙 𝑥 = 1−
2𝑘 𝑎
∞
2𝑞 (−1)𝑛 cos(𝜆𝑛 𝑥) cosh(𝜆𝑛 𝑦) (2𝑛 + 1)𝜋
Solution for 2D problem: Ψ 𝑥, 𝑦 = − , 𝜆𝑛 = , 𝑛 = 1,2,3, … .
𝑎𝑘 𝜆3𝑛 cosh(𝜆𝑛 𝑏)) 2𝑎
𝑛=0
𝑇(𝑟, 𝜙)
𝜙
𝑟
𝑧 𝑧
2
𝜕 2 𝑇 1 𝜕𝑇 1 𝜕 2 𝑇 𝜕 2 𝑇
𝛻 𝑇= 2+ + + =0
𝜕𝑟 𝑟 𝜕𝑟 𝑟 2 𝜕𝜙 2 𝜕𝑧 2
𝑟 𝑟
T(r, z)
𝜙 T(r, ϕ)
T(ϕ, z) : Not Important
Fourier–Bessel Series in the Finite Interval (0, r0)
Reference: “Heat Conduction” by Sadik Kakac, Yaman Yener, Carolina P. Naveira-Cotta
4
Separation of Variables: Cylindrical Coordinate
Our general guidelines established for separation of variables in the rectangular coordinate system
equally apply to the cylindrical coordinate problems.
Therefore, steady-state problems with a homogeneous PDE must always be solved with only a
single nonhomogeneous boundary condition.
If more than one boundary condition is nonhomogeneous, the principle of superposition is used to
treat each non-homogeneity individually.
For a nonhomogeneous PDE (i.e., when heat generation is present), superposition is
used to treat the heat generation within a 1-D ODE, which is coupled to a homogeneous
PDE at one or more boundary conditions.
𝐿 𝑇∞
Assume constant thermal conductivity, an infinite heat transfer coefficient
ℎ→∞ and no sources or sinks of internal energy. Determine steady-state T(r, z).
𝑇∞
𝑟
Problem Formulation: 2 2 2
𝜕 𝑇 1 𝜕𝑇 1 𝜕 𝑇 𝜕 𝑇
𝛻2𝑇 = 2 + + 2 + =0
𝜕𝑟 𝑟 𝜕𝑟 𝑟 𝜕𝜙 2 𝜕𝑧 2
𝑇 = 𝑓(𝑟) 𝜕 2 𝑇 1 𝜕𝑇 𝜕 2 𝑇
2
+ + 2 =0 Laplace Equation
𝜕𝑟 𝑟 𝜕𝑟 𝜕𝑧
𝑧 𝜕 2 𝑇 1 𝜕𝑇 𝜕 2 𝑇
2
+ + 2 =0
𝑇∞ 𝜕𝑟 𝑟 𝜕𝑟 𝜕𝑧
ℎ→∞
𝑇∞ However, the problem can be re-formulated under steady-state
𝑟 conditions in terms of θ(r, z) = T(r, z) – T∞ as follows:
𝑇 = 𝑓(𝑟) 𝜕 2 𝜃 1 𝜕𝜃 𝜕 2 𝜃
+ + =0
𝜕𝑟 2 𝑟 𝜕𝑟 𝜕𝑧 2
𝐁𝐂𝟏: 𝜃 0, 𝑧 = finite 𝐁𝐂𝟐: 𝜃 𝑟0 , 𝑧 = 0
𝑑2 𝑅 1 𝑑𝑅 𝑑2 𝑍
Divide by RZ
1 𝑑2 𝑅 1 𝑑𝑅 1 𝑑 2 𝑍
Try: 𝜃 𝑟, 𝑧 = 𝑅 𝑟 𝑍(𝑧) 𝑍 2 +𝑍 +𝑅 2 =0 2
+ + 2
=0
𝑑𝑟 𝑟 𝑑𝑟 𝑑𝑧 𝑅 𝑑𝑟 𝑅𝑟 𝑑𝑟 𝑍 𝑑𝑧
1 𝑑2 𝑅 1 𝑑𝑅 1 𝑑2 𝑍 2 Homogeneous direction: r
+ = − = −𝜆 f(R) f(Z)
𝑅 𝑑𝑟 2 𝑅𝑟 𝑑𝑟 𝑍 𝑑𝑧 2 Get CVP (Bessel Eq) in r-direction.
Select minus sign.
r-direction problem:
z-direction problem:
1 𝑑2 𝑅 1 𝑑𝑅 2
+ + 𝜆 =0 1 𝑑2 𝑍
𝑅 𝑑𝑟 2 𝑅𝑟 𝑑𝑟 − 𝜆2
=0
𝑑 2 𝑅 𝑑𝑅 𝑍 𝑑𝑧 2
⇒𝑟 2+ + 𝜆2 𝑟𝑅 = 0 Bessel
𝑑𝑟 𝑑𝑟 equation 𝑑2 𝑍
𝑑 2
𝑅 𝑑𝑅 of order ⇒ 2 − 𝜆2 𝑍 = 0
⇒𝑟 2
+ 𝑟 + 𝜆2 2
𝑟 𝑅=0 zero 𝑑𝑧
𝑑𝑟 2 𝑑𝑟
Example: Separation of Variables: T(r, z)
Steady State 2D Problem.
𝐁𝐂𝟏: 𝜃 0, 𝑧 = finite 𝐁𝐂𝟐: 𝜃 𝑟0 , 𝑧 = 0
𝜕 2 𝜃 1 𝜕𝜃 𝜕 2 𝜃
+ + =0 𝐁𝐂𝟑: 𝜃 𝑟, 0 = 𝑓 𝑟 − 𝑇∞ ≡ 𝐹(𝑟) 𝐁𝐂𝟒: 𝜃 𝑟, 𝐿 = 0
𝜕𝑟 2 𝑟 𝜕𝑟 𝜕𝑧 2
r-direction problem: z-direction problem:
1 𝑑2 𝑅 1 𝑑𝑅 2
2
+ + 𝜆 =0 (Next multiply by rR) 1 𝑑2 𝑍 𝑑2 𝑍
𝑅 𝑑𝑟 𝑅𝑟 𝑑𝑟 − 𝜆2 = 0 ⇒ 2 − 𝜆2 𝑍 = 0
𝑍 𝑑𝑧 2 𝑑𝑧
𝑑 2 𝑅 𝑑𝑅
⇒𝑟 2+ + 𝜆2 𝑟𝑅 = 0 (Next multiply by r)
𝑑𝑟 𝑑𝑟 Z-Solution:
2
𝑑 𝑅 𝑑𝑅 Bessel equation
⇒ 𝑟2 2 + 𝑟 + 𝜆2 𝑟 2 𝑅 = 0 of order zero 𝑍 𝑧 = 𝐵1 sinh 𝜆𝑧 + 𝐵2 cosh(𝜆𝑧)
𝑑𝑟 𝑑𝑟
R-Solution: 𝑅 𝑟 = 𝐴1 𝐽0 𝜆𝑟 + 𝐴2 𝑌0 (𝜆𝑟) 2
𝑑2 𝑦 𝑑𝑦
𝑥 2
+𝑥 + 𝑚2 𝑥 2 − 𝜈 2 𝑦 = 0
𝑑𝑥 𝑑𝑥
General Solution:
𝜃 𝑟, 𝑧 = 𝑅 𝑟 𝑍 𝑧 = 𝐴1 𝐽0 𝜆𝑟 + 𝐴2 𝑌0 (𝜆𝑟) 𝐵1 sinh 𝜆𝑧 +𝐵2 cosh(𝜆𝑧)
Example: Separation of Variables: T(r, z)
Steady State 2D Problem.
𝐁𝐂𝟏: 𝜃 0, 𝑧 = finite 𝐁𝐂𝟐: 𝜃 𝑟0 , 𝑧 = 0
𝜕 2 𝜃 1 𝜕𝜃 𝜕 2 𝜃
+ + =0 𝐁𝐂𝟑: 𝜃 𝑟, 0 = 𝑓 𝑟 − 𝑇∞ ≡ 𝐹(𝑟) 𝐁𝐂𝟒: 𝜃 𝑟, 𝐿 = 0
𝜕𝑟 2 𝑟 𝜕𝑟 𝜕𝑧 2
Eigenfunctions will be
obtained from R(r)
Apply BC1: A2 = 0
Note: Y0(0) = - ∞
Eigenfunction: 𝐽0 (𝜆𝑛 𝑟)
Eigenvalues λn are positive roots of: 𝐽0 𝜆𝑛 𝑟0 = 0, 𝑛 = 1,2,3, … .
Example: Separation of Variables: T(r, z)
Steady State 2D Problem.
𝐁𝐂𝟏: 𝜃 0, 𝑧 = finite 𝐁𝐂𝟐: 𝜃 𝑟0 , 𝑧 = 0
𝜕 2 𝜃 1 𝜕𝜃 𝜕 2 𝜃
+ + =0 𝐁𝐂𝟑: 𝜃 𝑟, 0 = 𝑓 𝑟 − 𝑇∞ ≡ 𝐹(𝑟) 𝐁𝐂𝟒: 𝜃 𝑟, 𝐿 = 0
𝜕𝑟 2 𝑟 𝜕𝑟 𝜕𝑧 2
We now need to find Cn such that the nonhomogeneous boundary condition BC3 is satisfied.
∞
where: θ0 = T0 – T∞
𝑇∞
Here λn are the positive roots of
𝐿
ℎ→∞ 𝐽0 𝜆𝑛 𝑟0 = 0, 𝑛 = 1,2,3, … .
𝑇∞
𝑟
𝑇 = 𝑓(𝑟)
Example: Separation of Variables: T(r, z)
Consider a 2D fin of circular cross section, with radius r0 and length L. It is given that L/r0 = 2.0
Find the value of θ(r, z)/θ0 at z/L = 0.75, r/r0 = 0.50.
∞
𝜃(𝑟, 𝑧) 2 1 𝐽0 𝜆𝑛 𝑟 sinh 𝜆𝑛 𝐿 − 𝑧 Here λn are the positive roots of
= where: θ0 = T0 – T∞
𝜃0 𝑟0 𝜆𝑛 𝐽1 𝜆𝑛 𝑟0 sinh 𝜆𝑛 𝐿
𝑛=1 𝐽0 𝜆𝑛 𝑟0 = 0, 𝑛 = 1,2,3, … .
𝑧 Define: αn = λnr0
𝑇∞ ∞
𝜃(𝑟/𝑟0 , 𝑧/𝐿) 1 𝐽0 𝛼𝑛 𝑟/𝑟0 sinh 𝛼𝑛 𝐿/𝑟0 1 − 𝑧/𝐿
=2
𝜃0 𝛼𝑛 𝐽1 𝛼𝑛 sinh 𝛼𝑛 𝐿/𝑟0
𝑛=1
∞
𝐿 𝑇∞ 𝜃(0.5,0.75) 1 𝐽0 0.5𝛼𝑛 sinh 𝛼𝑛 2.0 1 − 0.75
⇒ =2
ℎ→∞ 𝜃0 𝛼𝑛 𝐽1 𝛼𝑛 sinh 2𝛼𝑛
𝑛=1
𝑇∞
𝑟 ∞
𝜃(0.5,0.75) 1 𝐽0 0.5𝛼𝑛 sinh 0.5𝛼𝑛
⇒ =2
𝜃0 𝛼𝑛 𝐽1 𝛼𝑛 sinh 2𝛼𝑛
𝑛=1
𝑇 = 𝑓(𝑟)
How to compute this?
Example: Separation of Variables: T(r, z)
∞
𝜃(0.5,0.75) 1 𝐽0 0.5𝛼𝑛 sinh 0.5𝛼𝑛 Here λn are the positive roots of
=2 where αn = λnr0
𝜃0 𝛼𝑛 𝐽1 𝛼𝑛 sinh 2𝛼𝑛
𝑛=1 𝐽0 𝜆𝑛 𝑟0 = 0, 𝑛 = 1,2,3, … .
Zero’s of J0
3
Once the temperature distribution is known, the heat transfer rate across
any area A can be calculated by using Fourier’s law of heat conduction:
𝜕𝑇 where n represents the
𝑞𝑛 = − 𝑘 𝑑𝐴
𝐴 𝜕𝑛 direction normal to dA.
“Heat Conduction” by Sadik Kakac, Yaman Yener, Carolina P. Naveira-Cotta,
5th Ed, CRC Press
2
𝜕 2 𝑇 1 𝜕𝑇 1 𝜕 2 𝑇 𝜕 2 𝑇
𝛻 𝑇= 2+ + + =0
𝜕𝑟 𝑟 𝜕𝑟 𝑟 2 𝜕𝜙 2 𝜕𝑧 2
𝑇(𝑟, 𝜙, 𝑧) 𝑇(𝑟, 𝑧)
T(r, z)
T(r, ϕ)
𝑟 𝑟 T(ϕ, z) : Not Important
𝜙
Example: Separation of Variables: T(r, ϕ)
Steady State 2D Problem. Consider a long solid cylinder of circular
cross section and radius r0. Assume that the
surface of the cylinder is held at an arbitrary
temperature f(ϕ). Find steady state
temperature distribution T(r, ϕ).
Assume: No heat generation, constant k.
Governing 𝜕 2 𝑇 1 𝜕𝑇 1 𝜕 2 𝑇
PDE: + + = 0, 0 ≤ 𝑟 ≤ 𝑟0 , 0 ≤ 𝜙 ≤ 2𝜋
𝜕𝑟 2 𝑟 𝜕𝑟 𝑟 2 𝜕𝜙 2
2
𝑑2 𝑅 𝑑𝑅 1 𝑑 𝑑𝑅
𝑟 2
+ 𝑟 =0 ⇒ 𝑟 =0 ⇒ 𝑅 = 𝐴10 +𝐴20 ln 𝑟
𝑑𝑟 𝑑𝑟 𝑟 𝑑𝑟 𝑑𝑟
We can write the solutions in R and ψ directions as follows:
∞
𝑅 𝑟 = 𝐴10 + 𝐴20 ln 𝑟 + 𝐴1𝑛 𝑟 𝑛 + 𝐴2𝑛 𝑟 −𝑛 and 𝜓 𝜙 = 𝐵20 + 𝐵1𝑛 sin 𝑛𝜙 + 𝐵2𝑛 cos(𝑛𝜙)
𝑛=1 𝑛=1
Using principle of superposition, we write the general solution as:
∞
Set A2n = 0 so that the solution will satisfy the finite BC: 𝑇 0, 𝜙 = finite
Note that we retain both
We can now write: constants B1n and B2n, which
∞
will always be the case for the
⇒ 𝑇(𝑟, 𝜙) = 𝑏0 + 𝑟 𝑛 𝑎𝑛 sin 𝑛𝜙 + 𝑏𝑛 cos(𝑛𝜙) 2π-periodicity requirement.
𝑛=1
We get the final form of T(r, ϕ) by substituting these expressions in Eq. (A).
Review: Complete Fourier Series
1 1
Any function of x, say F(x), can be written as: 𝐹 𝑥 = 𝐹 𝑥 − 𝐹(−𝑥) + 𝐹 𝑥 + 𝐹(−𝑥)
2 2
∞ Odd function Even function
𝑛𝜋 𝑛𝜋
⟹ 𝐹 𝑥 = 𝑏0 + 𝑎𝑛 sin 𝑥 + 𝑏𝑛 cos 𝑥 , −𝐿 < 𝑥 < 𝐿
𝐿 𝐿
𝑛=1
2𝜋 ∞ 𝑛 2𝜋 2𝜋
1 1 𝑟
𝑇 𝑟, 𝜙 = 𝑓 𝜙′ 𝑑𝜙′ + sin(𝑛𝜙) 𝑓 𝜙′ sin(𝑛𝜙′) 𝑑𝜙′ + cos(𝑛𝜙) 𝑓 𝜙′ cos(𝑛𝜙′) 𝑑𝜙′
2𝜋 0 𝜋 𝑟0 0 0
𝑛=1
2𝜋
1
At r = 0, the above equation reduces to: 𝑇 𝑟 = 0, 𝜙 = 𝑓 𝜙′ 𝑑𝜙′
2𝜋 0
𝑧
𝜕𝜃 𝑟, 𝐿
𝐁𝐂𝟑: 𝜃 𝑟, 0 = 𝑇0 − 𝑇∞ 𝐁𝐂𝟒: =0
Insulated 𝜕𝑧
Try the solution: 𝜃 𝑟, 𝑧 = Ψ 𝑟, 𝑧 + 𝜙(𝑧)
𝐿 𝑇∞ 2
𝑑 𝜙 𝑞 1 𝜕 𝜕𝜓 𝜕2𝜓 Solve by
+ =0 𝑟 + 2 =0
𝑑𝑧 2 𝑘 𝑟 𝜕𝑟 𝜕𝑟 𝜕𝑧 SOV
2
1 𝜕 2
𝜕𝑇 1 𝜕 𝜕𝑇 1 𝜕 𝑇
Laplace Equation in 𝑟 + sin 𝜃 + =0
Spherical Coordinate: 𝑟 2 𝜕𝑟 𝜕𝑟 𝑟 2 sin 𝜃 𝜕𝜃 𝜕𝜃 𝑟 2 sin2 𝜃 𝜕𝜙 2
𝜕 𝜕𝑇 1 𝜕 𝜕𝑇
Governing Equation: 𝑟2 + sin 𝜃 =0
𝜕𝑟 𝜕𝑟 sin 𝜃 𝜕𝜃 𝜕𝜃
𝑇 𝑟, 0 = finite 𝑇 𝑟, 𝜋 = finite
Example: Separation of Variables: T(r, θ)
Steady State 2D Problem in a Solid Sphere.
𝑇 0, 𝜃 = finite 𝑇 𝑟0 , 𝜃 = 𝑓(𝜃)
Governing Equation: 𝜕 𝜕𝑇 1 𝜕 𝜕𝑇
𝑟2 + sin 𝜃 =0 𝑇 𝑟, 0 = finite 𝑇 𝑟, 𝜋 = finite
𝜕𝑟 𝜕𝑟 sin 𝜃 𝜕𝜃 𝜕𝜃
𝑑 𝑑𝑅 𝑅 𝑑 𝑑Ω Divide by RΩ 1 𝑑 2
𝑑𝑅 1 1 𝑑 𝑑Ω
Ω 𝑟 2
+ sin 𝜃 =0 𝑟 + sin 𝜃 =0
𝑑𝑟 𝑑𝑟 sin 𝜃 𝑑𝜃 𝑑𝜃 𝑅 𝑑𝑟 𝑑𝑟 Ω sin 𝜃 𝑑𝜃 𝑑𝜃
𝑟 2 𝑑 2 𝑅 2𝑟 𝑑𝑅 1 1 𝑑 𝑑Ω r-direction is non-homogeneous.
⇒ 2
+ = − sin 𝜃 = ±𝜆2 Select PLUS sign to get Legendre
𝑅 𝑑𝑟 𝑅 𝑑𝑟 Ω sin 𝜃 𝑑𝜃 𝑑𝜃 Differential Eq in θ direction.
𝑑 2 𝑅 2 𝑑𝑅 𝜆2 1 𝑑 𝑑Ω
+ − 𝑅=0 sin 𝜃 + 𝜆2 Ω = 0
𝑑𝑟 2 𝑟 𝑑𝑟 𝑟 2 sin 𝜃 𝑑𝜃 𝑑𝜃
(Multiplying both sides by R/r2)
Example: Separation of Variables: T(r, θ)
Steady State 2D Problem in a Solid Sphere.
𝑇 0, 𝜃 = finite 𝑇 𝑟0 , 𝜃 = 𝑓(𝜃)
1 𝑑 𝑑Ω 𝑑 2 𝑅 2 𝑑𝑅 𝜆2
(A) sin 𝜃 + 𝜆2 Ω = 0 2
+ − 2𝑅 = 0 𝑇 𝑟, 0 = finite 𝑇 𝑟, 𝜋 = finite
sin 𝜃 𝑑𝜃 𝑑𝜃 𝑑𝑟 𝑟 𝑑𝑟 𝑟
Cauchy–Euler equation
The differential equation (A) can be transformed into Legendre’s Differential Equation by redefining the
independent variable as x = cos θ. This gives
𝑑 𝑑Ω
1 − 𝑥2 +𝑛 𝑛+1 Ω=0 where λ2 = n(n + 1)
𝑑𝑥 𝑑𝑥
If n is zero or a positive integer, the solutions of Legendre’s equation, which are finite at
x = 1 (i.e., θ = 0 and θ = π), are the Legendre polynomials. Therefore,
Ω𝑛 𝑥 = 𝐴𝑛 𝑃𝑛 𝑥 , 𝑛 = 0,1,2, … . .
Note that the finiteness of
or
the solution defines the
Ω𝑛 𝜃 = 𝐴𝑛 𝑃𝑛 cos 𝜃 , 𝑛 = 0,1,2, … . . characteristic functions and
Eigenfunctions Eigenvalues the characteristic values
Example: Separation of Variables: T(r, θ)
Steady State 2D Problem in a Solid Sphere.
1 𝑑 𝑑Ω 𝑑 2 𝑅 2 𝑑𝑅 𝜆2
sin 𝜃 + 𝜆2 Ω = 0 2
+ − 2𝑅 = 0 𝑇 0, 𝜃 = finite 𝑇 𝑟0 , 𝜃 = 𝑓(𝜃)
sin 𝜃 𝑑𝜃 𝑑𝜃 𝑑𝑟 𝑟 𝑑𝑟 𝑟
Cauchy–Euler Equation
Solution: Ω𝑛 𝜃 = 𝐴𝑛 𝑃𝑛 cos 𝜃 ,
𝑛 = 0,1,2, … . .
The solution of the Cauchy–Euler equation can be written, with λ2= n(n + 1), as
𝑅𝑛 𝑟 = 𝐵𝑛 𝑟 𝑛 + 𝐶𝑛 𝑟 −(𝑛+1)
Hence, the temperature distribution T(r, θ) in the sphere can be written as:
∞ 𝑛 𝜋
1 𝑟
𝑇(𝑟, 𝜃) = 2𝑛 + 1 𝑃𝑛 cos 𝜃 𝑓 𝜃 ′ 𝑃𝑛 cos 𝜃 ′ sin 𝜃 ′ 𝑑𝜃′
2 𝑟0 0
𝑛=0
Example: Separation of Variables: T(r, θ)
Steady State 2D Problem in a Solid Sphere: Special Case
2𝑛 + 1 1 Integrating for n = 0, 1, 2, …. 1 1
1
𝑛 𝐾0 = 𝑇0 𝑑𝑥 = 𝑇0
𝐾𝑛 𝑟0 = 𝑇0 𝑃𝑛 𝑥 𝑑𝑥
2 0 2 0 2
1 1 1
3 3 51 3
71 3
7
2 2 𝐾3 𝑟0 = 𝑇 5𝑥 − 3𝑥 𝑑𝑥 = − 𝑇0
𝐾1 𝑟0 = 𝑇0 𝑥 𝑑𝑥 = 𝑇0 𝐾2 𝑟0 = 𝑇 3𝑥 − 1 𝑑𝑥 = 0
2 0 4 22 0 0
22 0 0 16
∞
Now, the temperature distribution
can be obtained from: 𝑇(𝑟, 𝜃) = 𝐾𝑛 𝑟 𝑛 𝑃𝑛 cos 𝜃
𝑛=0
3 5
𝑇(𝑟, 𝜃) 1 3 𝑟 7 𝑟 11 𝑟
⇒ = + 𝑃 (cos 𝜃) − 𝑃3 (cos 𝜃) + 𝑃5 (cos 𝜃) + ⋯
𝑇0 2 4 𝑟0 1 16 𝑟0 32 𝑟0
SOV: Extension to Three-
Dimensional Steady-State
Systems
Three-Dimensional Steady-State Systems
Consider solid rectangular parallelepiped
z-direction: Non-homogeneous
A B
𝑇=0
Tc = T(L/2, L/2)
Example-2: Separation of Variables: T(r,ϕ)
Determine the two-dimensional steady-state temperature distribution T(r, ϕ) inside a large plate
with a circular hole of radius r0. The circular surface at r0 is held at a prescribed temperature f(ϕ).
𝜕 2 𝑇 1 𝜕𝑇 1 𝜕 2 𝑇
+ + = 0, 0 ≤ 𝑟 ≤ 𝑟0 , 0 ≤ 𝜙 ≤ 2𝜋
𝜕𝑟 2 𝑟 𝜕𝑟 𝑟 2 𝜕𝜙 2
𝑇 𝑟 → ∞, 𝜙 = finite 𝑇 𝑟0 , 𝜙 = 𝑓(𝜙)
𝑇 𝑟, 𝜙 = 𝐴1 𝑟 𝜆 + 𝐴2 𝑟 −𝜆 𝐵1 sin 𝜆𝜙 + 𝐵2 cos(𝜆𝜙)
Homework!
1. Steady-State 2D Heat Conduction Problems in Spherical Coordinate
System: Separation of Variables: Example - T(r,θ) Problem