Separation of Variables for Multi-

dimensional Steady Systems

Example 1: Laplaces equation in rectangular
coordinates (p.93):
See solution on page 93-99
) , ( ) (
) ( ) , (
y x u Y b
X a Y X T
+ +
=

0
' ' '
= +
+
k
g
T T
yy xx
T
L
T
L
T
y
=0
T
x
=0
Example 2: Laplaces equation in cylindrical
coordinates
r
0 1

0
1 1
2
= + +

U
r
U
r
U
r rr
U(1,)=f()
1
Use separation of variables:
1 becomes:
Also, it must be periodic in :
So:
This is satisfied only if =n where n=0,1,2,, so:
) ( ) ( = r R U
: or

cos , sin
" ' "
0 "
1
'
1
"
2 2
2
=

= +
= + +
R
R
r
R
R
r
R
r
R
r
R
)] ( cos[ )] ( sin[
cos sin


2 2 + + + =
+
B A
B A
) 2 ( ) ( + =
,... 2 , 1 , 0 cos sin = + = n n B n A
n n n
;
R equation:
This is the equidimesional equation. Characteristic
equation obtained substituting R=r
n
:
For n=0:
For n0:
0 ' "
2 2
= + R n rR R r
2 2 2
0 n n = = + or - 1) - (
r c c R
r
c
R
r c R rR R r
ln '
'
'
ln ln ' ln 0 ' "
0 0
0
0
2
+ = =
= = +
or or
or
n
n
n
n n
r c r c R

+ = '
r c c R ln '
0 0
+ =
solution:
However, u< as r 0, so a
0
= a
n
= b
n
= 0
( )
( )

=
+ +
+ + + =
=
1
1
0 0
0
cos '
sin ' ln '
) ( ) ( ) , (
n
n
n
n
n
n
n
n
n
n
n
n n
n r b r b
n r a r a a r a
r R r U

=
+ + =
1 1
0
cos sin ) , (
n
n
n
n
n
n
n r b n r a a r U
Apply non homog. B.C.:
Use orthogonality:
First multiply by sin(m) and integrate in (0,2):


=

=
+ + = =
1 1
0
cos sin ) ( ) , 1 (
n
n
n
n
n b n a a f U

m
n
n
n
n
a d m f
d n m b d n m a
d m a d m f
=
+ +
=

=
2
0
0
1
2
0
1
2
0
0
2
0
0
2
0
sin ) (
cos sin sin sin
sin sin ) (
or

4 4 4 4 3 4 4 4 4 2 1
4 43 4 42 1
Next multiply by cos(m) and integrate in (0,2)
Next multiply by 1 and integrate in (0,2)
General 2-D cylindrical coordinate problems:

m
b d m f =

2
0
cos ) (

2 ) (
0
2
0
a d f =

) , ( ) , ( ) , ( z T z r T r T
Equidimensional
equation in r:
sin and cos
Bessel function
in r, exponential
in z
Thin walled tubes,
can reduce to
Cartesian coords.
Example 3: Semi-infinite solid cylinder
Let = T - T

Then:
r
r
0
z

) ( 0 ) , (
) ( ) ( ) 0 , (
0 ) , (
) , 0 ( 0 ) , 0 (
0
0
2
2
finite r
r F T r f r
z r
finite z z
r
z
r
r
r
r

or
=
= =
=
= =

+
|

\
|

Let (r,z) = R(r)Z(z)

Need eigenvalue problem in r-direction:
( )
0 ) ( , 0
and
0 ) ( , ) 0 ( or 0
) 0 (
0
"
'
1
2
2
2
0
2
2
= =
= = =
= +
|

\
|
= =
Z Z
dr
Z d
r R finite R
dr
dR
rR
dr
dR
r
dr
d
Z
Z
rR
dr
d
Rr

R
n
= A
n
J
o
(
n
r) where
n
are determined from J
o
(
n
r
o
)
Also,
Apply the non-homogeneous condition:
Use orthogonality:

=
=
1
0
) ( ) , (
) (
n
n
z
n
z
n n
r J e a z r
e C z Z
n
n

=
= =
1
0
) ( ) ( ) 0 , (
n
n n
r J a r F r

=
0
0
0
2
0
0
0
) (
) ( ) (
r
n
r
n
n
dr r rJ
dr r J r rF
a

2
) (
0
2
1
2
0
r J r
n

=
Example 4: Laplaces eqn. In spherical coordinates:
Axisymmetric no variation in direction

y
z
T(r,,)
) ( ) , ( , ) , 0 (
0 sin
sin
1
2

f R T finite T
T
r
T
r
r
= =
=
|

\
|

+
|

\
|

Let T(r,) = R(r)()
is the only possible homogeneous direction.
Choose the (-) sign to end up with the following:
Recast 1 as
finite R
R
dr
dR
r
dr
R d
r
d
d
d
d
=
= +
= +
|

\
|

) 0 (
0 2
0 sin
sin
1
2
2
2

and

1
2
0
sin
cos 1
sin
1
2
= +
|
|

\
|

d
d
d
d
Let x = cos ; then and
This is the so called Legendres eqn. If = n:
0 ) 1 ( ) 1 (
2
= + +
|

\
|

43 42 1

dx
d
x
dx
d
dx
d
d
dx
dx
d
d
d []
sin
[] []

= =
3
) ( ), ( : x Q x P
n n

Legendre functions
of first kind (polynomials
Of order n)
Legendre functions
of second kind (in finite
series)
Temperature Variation in a Solid Sphere
Eqn. 2 is equidimensional eqn. Characteristic
eqn. obtained by setting R = r

K , 2 , 1 , 0 ); (cos = = n P A
n n

+
=
+
=
+ +
=
+
=
= + = +
) 1 ( 2
) 1 2 ( 1
2
) 1 ( 4 1 1
2
4 1 1
0 0 2 ) 1 (
2 , 1
2
n
n
n
n n

or or

Hence
Apply non-homog. B.C.:

=
+
=
= = + =
0
) 1 (
) (cos ) , (
0 ) 0 ( ; ) (
n
n
n
n
n n
n
n
n
n n
P r a r T
D finite R r D r C r R


|

\
|
= =
+
=
=

=
1
1 0
0
0
0 sin ) (cos ) (cos 0 ) ( ) (
sin ) (cos ) (
2
1 2
) (cos ) (

d P P dx x P x P
d P f
n
R a
P R a f
n n m n
n
n
n
n
n
n
n
or

For example: if

< <
< <
= =
/2




, 0
2 / 0 ,
) ( ) , (
0
T
f R T
0
1
0
0
1
0
1
0
0
0
1
0
0
2 /
0
0
4
3
2
3
2 2
) (
2
1 2
sin ) (cos
2
1 2
T xdx
T
R a
T
dx
T
a
dx x P
n
T
d P
n
T R a
n
n
n
n
= =
= =
+
=
+
=

[ ]
K +
|

\
|

\
|
+ =
= =
= = =

) (cos
16
7
) (cos
4
3
2
1 ) , (
16
7
) 3 5 (
2
1
2
7
0
4
5
) 1 3 (
2
1
2
5
3
3
1
0
1
0
0
3
0
3
3
1
0
3
0
1
0
2
0
2
2

P
R
r
P
R
r
T
r T
T dx x x T R a
x x
T
dx x
T
R a

.
.
Legendre Polynomials
Consider the following linear second-order ODE with
variable coefficients:
Or equivalently:
0 ) 1 ( ) 1 (
2
= + +
|

\
|
y
dx
dy
x
dx
d

0 ) 1 ( 2 ) 1 (
2
2
2
= + + y
dx
dy
x
dx
y d
x
(5.109a)
(5.109b)
This equation is known as Legendres diferential
equation and its two linearly independent solutions
are called Legendre functions of the first and second
kind, respectively.
When = n, where n is a positive integer or zero, the
Legendre functions of the first kind becomes a
polynomial of degree n.
The general solution of Legendres equation for
n = 0, 1, 2, can be written as
P
n
(x) are polynomials called Legendre Polynomials of
degree n, and Q
n
(x) are the Legendre functions of the
second kind
) ( ) ( ) (
2 1
x Q C x P C x y
n n
+ =
(5.110)
The Legendre polynomials are given by:
...
! 5
) 4 )( 2 )( 3 )( 1 (
! 3
) 2 )( 1 (
) (
...
! 4
) 3 )( 1 )( 2 (
! 2
) 1 (
1 ) (
,... 7 , 5 , 3 ), (
) 1 ( 6 4 2
5 3 1
) 1 ( ) ( , ) (
,... 6 , 4 , 2 ), (
6 4 2
) 1 ( 5 3 1
) 1 ( ) ( , 1 ) (
5 3
4 2
2 / ) 1 (
1
2 /
0

+ +
+
+
=

+ +
+
+
=
=


= =
=


= =

x
n n n n
x
n n
x x V
x
n n n n
x
n n
x U
n x V
n
n
x P x x P
n x U
n
n
x P x P
n
n
n
n
n
n
n
n


(5.111a,b)
(5.111c,d)
(5.112a)
(5.112b)
The first six Legendre Polynomials are readily found
to be:
Rodrigues Formula
) 15 70 63 (
8
1
) ( ) 1 3 (
2
1
) (
) 3 30 35 (
8
1
) ( ) (
) 3 5 (
2
1
) ( 1 ) (
3 5
5
2
2
2 4
5 1
3
3 0
x x x x P x x P
x x x P x x P
x x x P x P
+ = =
+ = =
= =



n
n
n
n
n
x
dx
d
n
x P ) 1 (
! 2
1
) (
2
=
(5.113)
(5.114)
Recurrence formula:
The following property of Legendre Polynomials is
also frequently used:
x n
x P n x nP
x P
n n
n
) 1 2 (
) ( ) 1 ( ) (
) (
1 1
+
+ +
=
+
,... 3 , 2 , 1 ), ( ) 1 2 (
1 1
= + =
+
n x P n
dx
dP
dx
dP
n
n n

(5.115)
(5.116)
If |x| < 1, the Legendre functions of the second kind
are given by
Notice that the Legendre Functions of the second
kind are infinite series, which are convergent when
|x| < 1, but diverges as x 1
,... 7 , 5 , 3 ), (
5 3 1
) 1 ( 6 4 2
) 1 ( ) (
), ( ) (
,... 6 , 4 , 2 ), (
) 1 ( 5 3 1
6 4 2
) 1 ( ) (
), ( ) (
2 / ) 1 (
1 1
2 /
0 0
=


=
=
=


=
=
+
n x U
n
n
x Q
x U x Q
n x V
n
n
x Q
x V x Q
n
n
n
n
n
n




(5.117a,b)
(5.117c,d)
Legendre Functions of the second kind Q
n
(x) also
satisfy recurrence formulas (5.115) and (5.116)
When |x| < 1
Q
n
for any positive integer value of n:
x
x
x
x Q
1
0
tanh
1
1
ln
2
1
) (

=

+
=
(5.118)
)... (
) 1 ( 3
) 5 2 (
) (
1
) 1 2 (
) ( ) ( ) (
3 1 0
x P
n
n
x P
n
n
x Q x P x Q
n n n n

=
(5.119)
If |x| < 1, the substitution x = cos transforms
Legendres differential equation from the form
(5.109b) into the form:
or, equivalently
when = n. Hence the general solution to (5.120a) is
0 ) 1 ( sin
sin
1
= + +
|

\
|
y n n
d
dy
d
d

(5.120a)
0 ) 1 ( cot
2
2
= + + + y n n
d
dy
d
y d

(5.120b)
) (cos ) (cos ) (
2 1

n n
Q C P C y + =
(5.121)
It should be noted here that Q
n
(cos) is not finite
when cos = 1; that is when = k, k = 0, 1, 2, ,
whereas P
n
(cos) is merely a polynomial of degree n
in cos. In particular we have
.
.
.
) cos 3 3 cos 5 (
8
1
) cos 3 cos 5 (
2
1
) (cos
) 1 2 cos 3 (
4
1
) 1 cos 3 (
2
1
) (cos
cos ) (cos
1 ) (cos
3
3
2
2
1
0

+ = =
+ = =
=
=
P
P
P
P
When |x| < 1, the functions
are called the associated Legendre functions of
degree n and order m of the first and second kinds,
respectively. They can be shown to satisfy the
differential equation
) ( ) ( ,
) (
) 1 ( ) (
) ( ) ( ,
) (
) 1 ( ) (
0 2 / 2
0 2 / 2
x Q x Q
dx
x Q d
x x Q
x P x P
dx
x P d
x x P
n n
m
n
m
m m
n
n n
m
n
m
m m
n
= =
= =

(5.122a)
(5.122b)
0
1
) 1 ( 2 ) 1 (
2
2
2
2
2
=
(

+ + y
x
m
n n
dx
dy
x
dx
y d
x (5.123)
Non-Homogeneous Problems
May result from non-homog. boundaries and/or non-
homog. Governing equation
Example 5: Non-homog. Boundaries
The solutions can be added only when expressed in
a common coordinate system. Sign for upper and
lower B.C. depend on whether heat flux is in or out

2
= 0
=

2

1
= 0

2

2
= 0

2

3
= 0 +
+
F(y)

o
F(y)
0
0
0

0
0
=

h
y
k
" q
y
k =

1
1
=

h
y
k
0
1
=

y
0
3
=

y
"
2
q
y
k =

2
2
=

h
y
k
3
3
=

h
y
k
Example 6: Non-homog. Term in the G.E. (use of
partial solutions)
L L
x
y
l
l
0
u
0
0
0
0
u
x
y
=0
=0

y
=0

x
=0
0 ) , ( ) , ( ) 0 , ( ) , 0 (
0
" '
= = = =
= + +
y L l x x y
k
u
y x
yy xx
1
Assume soln. of following form:
With form given by 2 :
If u is function of x and y, try variation of parameters
) ( ) , ( ) , ( or
) ( ) , ( ) , (
4 3
2 1
y y x y x
x y x y x
+ =
+ =
2
3
(


2
2 1
1
1 1
2
1
2
2
1
2
2
2
2
2
) ,
0 ) , ( ) 0 , ( ) , 0 ( ; 0
0 ) ( ; 0 ) 0 ( ; 0
" '
=
= =

= =

= +

l x
y L x
y
y
x y x
L
dx
d
k
u
dx
d
Two-Dimensional Transients
Example 7: Separation of variables (p134)
Let U = W(r,)()
4 becomes:
) ( ) 0 , , ( ; 0 ) , , 1 (
) , , (
1
2



r f r U U
r U U
U U
r r
U
U
r
rr
= =
=
= + +

where
4
already normalized
2
2
' 1 1 1

=
(

+ + W
r
W
r
W
W
r rr
exp. decay
In time
Also:
Let W = R(r)()

2

= e
0
1 1
2
2
= + + + W W
r
W
r
W
r rr

2 2 2 2
2
2
" ' "
0 "
1
'
1
"

= + +
= + + +
r
R
R
r
R
R
r
R R
r
R
r
R
or

need periodic
behavior in
So;
Now , so satisfies:
) , ( ), , ( :
0 ) ( ' "
) 2 ( ) ( , cos , sin :
2 2 2 2
r Y r J R
R n r rR R r
n
n n

for where
= + +
+ = =
must be absent for
finite temp. at r=0
0 ) ( 0 ) , , 1 ( = =
mn n
J U
0 ) ( =
mn n
J
where
mn
is the m
th
zero crossing of J
n
m = 1, 2, 3, ; n = 0, 1, 2,
eigenvalues in r-dir.
eigenvalues in -dir.

Unknown constants are again evaluated using

orthogonality:
first:

+ =
1 0
2
) ( ) cos sin ( ) , , (
m n
mn n mn mn
mn
e r J n B n A r U

=
+ =
=
1 0
) ( ) cos sin (
) , ( ) 0 , , (
m n
mn n mn mn
r J n B n A
r f r U


4 43 4 42 1 4 4 4 3 4 4 4 2 1

d n r J A d n r f
m
mn n mn
n r F

=
=
2
0
2
1
' ' '
) ' , (
2
0
' sin ) ( ' sin ) , (
next:
Drop primes for convenience:

=
=

=
1
0
' '
2
' ' '
1
0
1
1
0
' ' ' ' ' ' ' ' '
) (
) ( ) ( ) ( ) ' ; (
dr r rJ A
dr r J r rJ A dr r J n r rF
n m n n m
m
n m n mn n mn n m n



{ }
1
0
2
1 1
2
1
0
) ( ) ( ) (
2
) ; ( ) (
(

=
+

r J r J r J
r
A
dr n r F r rJ
mn n mn n mn n mn
mn n

or
Determine B
mn
similarly. See p. 138. Note n=0 has
to be treated separately (see p. 90)
{ }
(

=
+
) ( ) ( ) (
2
1
2
1 1 mn n mn n mn n mn
J J J A L.H.S.
0
) (
2
) (
1 mn n
mn
mn n
J
n
J

+ =
+

=
(

=
+
+
1
0
2
0
2
1
2
1
1
0
sin ) , ( ) (
) (
2
) (
2
1
) ; ( ) (
dr d n r f r rJ
J
A
r J A dr n r F r rJ
mn n
mn n
mn
mn n mn mn n

Example 8: Reduction of multi-dimensional to one-
dimensional transients.
- Problem must be homog. and linear
- I.C. should be constant or expressible in
product form: e.g. R
i
(r)Z
i
(z) or X
i
(x)Y
i
(y),
etc.
L
z
r
t
o
t
o
t
o
r
o
0
0
2
2
2
2
) 0 , , (
0 ) , , (
0 ) , 0 , (
0 ) , , (
1 1
t t z r T
L r T
r T
z r T
T
z
T
r
T
r r
T
i
=
=
=
=

1
Let
Substitute in 1 :
This will be satisfied if:
) , ( ) , ( r Z r R T =
2
0
1 1 1
) (
1 1
=
|

\
|
+
|

\
|
+
+ = + +

Z Z R Z R R
r
R
RZ Z R RZ Z R
r
Z R
zz r rr
zz r rr
or

Z Z
R R
r
R
zz
r rr
1
1 1
=
= +
and

B.C.:
These are satisfied when:
I.C.:
One choice that will satisfy this:
) , ( ) , ( ) , , (
) , 0 ( ) , ( ) , 0 , (
) , ( ) , ( ) , , (
0 0



L Z r R L r T
Z r R r T
z Z r R z r T
=
=
=
0 ) , ( ) , 0 ( 0 ) , (
0
= = L Z Z r R , ,
) 0 , ( ) 0 , ( ) 0 , , (
0
z Z r R t t z r T
i
= =
1 ) 0 , ( ) 0 , (
0 0
= = z Z t t r R
i
,
This reduces the originial problem into 2 one-dim.
Problems.
Z is the solution to a 1-D transient in a slab: (p.84)
R is the solution to a 1-D transient in an infinitely long
cylinder: (p.120)
where
m
satisfy J
0
(
m
r
0
) = 0.
Solution for T is obtained from 2

=
+
+
+
=
0
/ ) 1 2 (
2 2 2
1 2
] / ) 1 2 sin[( 4
) , (
n
L n
e
n
L z n
z Z

( )

=
1
/ ) (
0 1 0
0
0
2
0
2
0
) ( ) (
) (
2 ) , (
m
r r
m m
m
i
m
e
r J r
r J
t t r R

Many other problems can be handled in a similar

manner, e.g.
See other examples, also p.265 I&P
Can also include other homog. Conditions such as
convection. Cannot handle flux.
Multi-D I.C. must be of product form.
=


Some Multi-D Steady Problems
Solvable By Separation of Variables
Rectangular:
2D (s.s):
1
2
3
q
f
1
(x)
f
4
(x)
f
3
(x)
f
2
(x) T
0
T
0
T
0
f
2
(x)
h, T
0
3D (s.s.):
A: 1 at T
1
, 2 at T
2
, all others at T
0
.
B: 1 at T
1
, 2 at T
2
, all others convective conditions
C: 1 at T
1
, convection at all others
D: Region extends infinitely in the x-dir
n
from X=0.
Surface at x=0 at T
1
. Convection at other four
surfaces
x
y
z
2
6
3
5
4
1
Cylindrical:
2D:
(a) Short cylinder (r,z)
(b) Circumferential temperature variation
variation (r,) in a half infinite solid
long half cylinder: z > 0
z

r
f(r) = T-T
r
T
S
or h
(for r=R or z=L)
f()
T
0
r

z
T

(c) Disk shaped input B.C. (flux or temperature)

Can apply to bottom surface of a semi-infinite
region or between two semi-infinite regions:
Spherical (r,); axisymmetric
(a) hollow sphere (b) solid hemisphere
T
0
f()

T
0
f()
Multi-Dimensional Transients Using
Separation of Variables
Rectangular Regions:
(i) Assuming surface temperature
is T
0
at all faces for t > 0
T
i
(x,y,z)
2H
2W
2L
z
x
y
( ) ( ) ( ) [ ]
( ) dxdydz
H
z m
L
y m
W
x m
T z y x T A
H p L n W m
H
z m
L
y m
W
x m
A e
T t z y x T
W L H
i mnp
mnp
m n p
mnp
t
mnp

sin sin sin ) , , (

/ / /
sin sin sin
) , , , (
0 0 0
0
2 2 2
2 2
1 1 1
0
2

=
+ + =
=
=

(ii)
Cylindrical Regions:
(i) (ii)
L
T
0
x
y
T
i
(x,y)
h, T
0
h, T
0
T
i
(r,) h(T
s
- T

)
T
0
T
0
T
0
T
i