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Analytical solution of the heat equation for an instantaneous point source in a


hollow sphere

Article  in  Archive of Applied Mechanics · October 2022


DOI: 10.1007/s00419-022-02290-3

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Archive of Applied Mechanics
https://doi.org/10.1007/s00419-022-02290-3

T E C H N I C A L N OT E S

Chao Liu · Jin-Hong Chen

Analytical solution of the heat equation for an instantaneous


point source in a hollow sphere

Received: 13 April 2022 / Accepted: 7 October 2022


© The Author(s), under exclusive licence to Springer-Verlag GmbH Germany, part of Springer Nature 2022

Abstract In this technical note, we add to the literature the analytical solution of the heat equation with radiation
boundary conditions for an instantaneous point source in a hollow sphere. Instead of using the conventional
method of the Laplace transfer and inverse Laplace transfer that requires intricate integral in the complex
plane, we present a new approach to derive the analytical solution in the time domain. First, we express the
instantaneous point source as the initial condition in terms of Dirac delta, e.g., Eq. (2), which is further expressed
in the form of the general solution, i.e., Eq. (18). Subsequently, we determine the solution coefficients and
obtain the analytical solution. Two special cases with prescribed surface temperature and no-flux boundaries
are presented to demonstrate the solution. This solution is of practical importance in many scientific and
engineering applications, such as pore pressure prediction in reservoir engineering, thermal analysis of casing
in drilling engineering, and determining the relaxation process in nuclear magnetic resonance (NMR).

Keywords Instantaneous point source · Hollow sphere · Heat equation

1 Introduction

The heat equation, with various initial and boundary conditions, is a classical problem [1] and arises in
many different physical contexts, such as diffusion [2, 3], viscous motion [4], sedimentation process [5], the
evolution of pore pressure fields during oil and gas production in underground reservoirs [6], the fluid flow
through porous materials [7, 8], among others. Thus, the solution of this equation applies to many different
scientific and engineering problems. Analytical solutions to the classic heat equation, which is based on the
Fourier law, have been derived for various geometries, such as 1D [1, 9], rectangular [2], cylinder [1], hollow
cylinder [10], sphere [1], hollow sphere [11, 12], and more recently hollow nanosphere [13], with initial and
boundary conditions. Solutions for non-Fourier temperature fields are also found in the literature [14–16]. The
instantaneous point source solutions are useful in constructing Green’s functions in bounded regions.
Recent measurements of NMR intermolecular dipolar cross-relaxation in nanoconfined fluids show negative
rates that are opposite to the ones measured in the bulk state [17, 18]. Theoretical explanations of their
measurements require the solutions of an instantaneous point source for the heat equation in a hollow cylinder
and a hollow sphere. Carslaw and Jaeger [1] derived the analytical solutions for a sphere and an infinite region
internally bounded by a spherical surface. To obtain the solution in the time domain, they first solved the heat
equation in the Laplace domain and then applied the inverse Laplace transfer which requires a complicated
integral in the complex plane. There are many solutions [19–21] associated with a hollow sphere. Most of the
solutions assume symmetry of the boundary and initial conditions and thus are essentially one-dimensional
(radial direction). There do exist three-dimensional solutions associated with a multilayesphere with a heat
C. Liu (B) · J.-H. Chen
Aramco Americas: Aramco Research Center-Houston, Houston, TX 77084, USA
e-mail: Chao.Liu@Aramcoamericas.com
C. Liu, J.-H. Chen

source in each layer [22–24]. These heat sources are nonuniformly distributed in each layer and remain
unchanged during heat conduction as time proceeds. In these references, the heat sources were coupled with
the governing equations of heat conduction. In our case, an instantaneous point source is treated as an initial
condition satisfying the total given quantity of heat. More specifically, for the case of an instantaneous point
source, the temperature at the source point is infinite at t  0+ and satisfies an integral equation for the total
given quantify of the heat, e.g.,  ρcT d  1 for a unit strength of heat, where ρ is the density, c. is the specific
heat, T is the temperature, and  is the studied domain. Recently, Amiri et al. [25] provided a comprehensive
review of analytical solutions for multi-dimensional heat conduction of multilayer and composite structures.
An analytical solution for an instantaneous point source in a hollow sphere is missing in the literature.
In this technical note, we present the analytical solution to the evolution of temperature distribution due to
an instantaneous point source in a hollow sphere with radiation boundary conditions. The method of separation
of variables is used to derive the general solution satisfying the boundary conditions. Instead of using Laplace
transfer and inverse Laplace transfer, we present the initial condition in terms of Dirac delta and spherical
coordinates, i.e., Eq. (2). We then express the initial condition in the form of the general solution, which
allows us to determine solution coefficients and eventually obtain the analytical solution of the time-dependent
temperature field due to an instantaneous point source. Finally, we present two special cases, i.e., no-flux
boundaries and prescribed surface temperature, to demonstrate the solution. Potential uses of the solution
include the study of heat conduction in thermodynamics, thermal analysis of casing in drilling engineering, pore
pressure prediction in reservoir engineering, solute transport in chemical engineering, diffusion of molecules
in NMR, etc.

2 Instantaneous point source with unit strength in a hollow sphere

The classic heat equation expressed in spherical coordinates takes the following form:
 2   
∂T ∂ T 2 ∂T ∂ ∂T ∂2T
∂t  κ ∂r 2 + r ∂r + 1
r sin θ ∂θ
2 sin θ ∂θ + 1
r 2 sin θ ∂φ
2 2 (1)

where T is the temperature, t is the time, κ is the thermal diffusivity, r is the radius, θ is the polar angle, and
φ is the azimuthal angle.
For the problem of an instantaneous point source with unity strength of heat located at (r0 , θ0 , φ0 ) in a
hollow sphere, the initial and radiation boundary conditions are
δ(r −r0 )δ(θ −θ0 )δ(φ−φ0 )
T (r, θ, φ, t  0)  T0 (r, θ, φ)  ρcr 2 sin θ
(2)

k1 ∂∂rT − h 1 T |r a  k2 ∂∂rT + h 2 T |r b  0 (3)


where δ is the Dirac delta, ρ is the density, c is the specific heat, and a and b are the inner and outer radii of
the hollow sphere.
The initial condition Eq. (2) is written in this way to satisfy the following conditions: at t  0: T  ∞ at
the point (r0 , θ0 , φ0 ) and 0 at all other points, and ρcT d  1.

We first consider the case with an instantaneous point source with unit strength at (r0 , 0, 0). The general
solution to Eq. (1) has the following form:

T  C0 + e−κλ t f (r, θ, φ)
2
(4)
where C0 and λ are constants to be determined.
Defining μ  cos θ and substituting Eq. (4) into Eq. (1), we have
  
∂2 f 2 ∂f 1 ∂ 2 ∂f + ∂2 f
∂r 2 + r ∂r + r ∂μ
2 1 − μ ∂μ
1
r 2 (1−μ2 ) ∂φ 2
+ λ2 f  0 (5)

Expressing f in the form of f (r, θ, φ)  f 1 (r ) f 2 (θ ) f 3 (φ) and substituting f into Eq. (5), we have
 
d2 f 1 2 d f1 2 − n(n+1) f  0
dr 2 + r dr + λ r 2 1 (6)
    
2 d f2 l2
dμ 1 − μ dμ + n(n + 1) − (1−μ2 ) f 2  0
d
(7)

f 3 (φ)  Vl cos lφ + Wl sin lφ (8)


Analytical solution of the heat equation for an instantaneous point source

where Vl and Wl are constants to be determined and n and l are nonnegative integers.
The general solutions to Eqs. (6, 7) are

f 1  Pnl (μ) (9)


Jn+ 1 (λr ) Yn+ 1 (λr )
f 2  An √2 + Bn √2 (10)
λr λr

where Pnl (x) is the associated Legendre function, Jn+ 1 (x) and Yn+ 1 (x) are the Bessel functions of the first
2 2
and second kind.
Substitution of Eqs. (8, 9, 10) into Eq. (4) gives the general solution to Eq. (1) as follows:

∞ ∞ 1
 
e−κλ t (λr )− 2 An Jn+ 1 (λr ) + Bn Yn+ 1 (λr ) Pnl (μ)(Vl cos lφ + Wl sin lφ)
2
T̄  C0 + (11)
2 2
n0 l0

Substitution of Eq. (11) into the boundary conditions Eq. (3) leads to

− 21  k1 − 23 − 21
An k1 λa J 1 (λa) − 2 a Jn+ 1 (λa) − h 1 a Jn+ 1 (λa)
n+ 2
 2 2
(12)
1  k1 − 23
−2 − 21
+Bn k1 λa Y 1 (λa) − 2 a Yn+ 1 (λa) − h 1 a Yn+ 1 (λa)  0
n+ 2
 2 2

1  3 1
−2 k 2 −2 −2
An k2 λb J 1 (λb) − 2 b Jn+ 1 (λb) + h 2 b Jn+ 1 (λb)
n+ 2
 2 2
(13)
1  3 1
−2 k 2 −2 −2
+Bn k2 λb Y 1 (λb) − 2 b Yn+ 1 (λb) + h 2 b Yn+ 1 (λb)  0
n+ 2 2 2

The existence of nonzero solutions of An and Bn results in


⎡ 1  3
⎤⎡ 1  3

k1 λa − 2 J 1 (λa) − k21 a − 2 Jn+ 1 (λa) k2 λb− 2 Y 1 (λb) − k22 b− 2 Yn+ 1 (λb)
⎣ n+ 2
1
2 ⎦⎣ n+ 2
1
2 ⎦
−h 1 a − 2 Jn+ 1 (λa) +h 2 b− 2 Yn+ 1 (λb)
⎡ 2
⎤⎡ 2
⎤ (14)
− 21  k1 − 23 − 21  3
k1 λa Y 1 (λa) − 2 a Yn+ 1 (λa) k2 λb J 1 (λb) − k22 b− 2 Jn+ 1 (λb)
−⎣ n+ 2
1
2 ⎦⎣ n+ 2
1
2 ⎦0
−h 1 a − 2 Yn+ 1 (λa) +h 2 b− 2 Jn+ 1 (λb)
2 2

Up to a constant, the solutions to Eq. (12, 13) are as follows:



An  k2 λY 1 (λb) − k22 b−1 Yn+ 1 (λb) + h 2 Yn+ 1 (λb) (15)
n+ 2 2 2

 k2 −1
Bn  − k2 λJ 1 (λb) − 2 b Jn+ 1 (λb) + h 2 Jn+ 1 (λb) (16)
n+ 2 2 2

Defining the mth positive roots of Eq. (14) by λmn , we have the general solution to Eq. (1) as follows:

∞  ∞ ∞ 1
 
e−κλmn t (λmn r )− 2 Amn Jn+ 1 (λmn r ) + Bmn Yn+ 1 (λmn r ) Pnl (μ)(Vl cos lφ + Wl sin lφ)
2
T  C0 +
2 2
n0 m1 l0
(17)
where Amn and Bmn are determined by replacing λ with λmn in Eqs. (15, 16), and Vl and Wl are constants to
be determined based on the initial condition.
The point source at t  0 is located at (r0 , 0, 0), which indicates that T is φ-independent. Therefore, we
have l  0 and

∞ 
∞ 1
T 0  C0 + V0 (λmn r )− 2 Z mn Pn (μ) (18)
n0 m1
Z mn  Amn Jn+ 1 (λmn r ) + Bmn Yn+ 1 (λmn r ) (19)
2 2

where T 0 is the initial temperature for a point source with unit strength located at (r0 , 0, 0).
C. Liu, J.-H. Chen

To determine V0 , we multiply both sides of Eq. (18) by Pn (μ) and apply the integration, resulting in
1 
∞ 1
T 0 Pn (μ)dμ  2
2n+1 V0 (λmn r )− 2 Z mn (20)
−1 m1

where the following equations have been applied:


1
Pm (μ)Pn (μ)dμ  0, m   n (21)
−1
1
[Pn (μ)]2 dμ  2
2n+1 (22)
−1
1
Pn (μ)dμ  0, n ≥ 1 (23)
−1
1
Pn (μ)dμ  2, n  0 (24)
−1

1
Considering the orthogonality [26] of the eigenfunctions r − 2 Z mn to a weighting function r 2 , we can
3
multiply both sides of Eq. (20) by r 2 Z mn and apply the integrations, leading to

2π b 1 1 4π V0 − 2 
1 b
dφ r 2 r − 2 Z mn dr T 0 Pn (μ)dμ  2n+1 λ mn
2 dr
r Z mn (25)
0 a −1 a

For the case of a point source with unit strength located at (r0 , 0, 0), the initial temperature takes the
following form:
δ(r −r0 )δ(θ )δ(φ)
T 0 (r, θ, φ)  ρcr 2 sin θ
(26)

Substitution of Eq. (26) into the left side of Eq. (25) gives

2π b 3 1 r0 −1 r
Z√0
dφ r 2 Z mn dr T 0 Pn (μ)dμ  r0 2 Z mn Pn (1)  mn
ρc r0 (27)
0 a −1

r0
where Z mn  Z mn (r  r0 )  Amn Jn+ 1 (λmn r0 ) + Bmn Yn+ 1 (λmn r0 ).
2 2
Comparison between Eqs. (25, 27) gives
√ r0
(2n+1) λmn√Z mn
V0  4πρcDmn r0
(28)

where
b
Dmn  2 dr
r Z mn (29)
a

Therefore, we have

∞ 

(2n+1)Z mn
r
0 Z
Pn (μ)e−κλmn t
2
T  C0 + √ mn
4πρcDmn rr0 (30)
n0 m1

For the case of h 1  h 2  0 when there is no heat escaping the hollow sphere, we have ρcT d¨  1 at

t → ∞, i.e.,
C0  ρc
1  3
4πρc(b3 −a 3 ) (31)
 d¨

C0  0 for all other cases.


Analytical solution of the heat equation for an instantaneous point source

Now consider a case with an instantaneous point source and unit strength located at a point M, (r0 , θ0 , φ0 ).
The temperature T at point N , (r, θ, φ), can be obtained by replacing μ with cosγ in Eq. (30), where γ is the
angle M O N . Pn (cosγ ) can be calculated using the following equation [1]:

n
(n−k)! k
Pn (cos γ )  Pn (μ)Pn (μ0 ) + 2 (n+k)! Pn (μ)Pn (μ0 ) cos k(φ − φ0 )
k
(32)
k1
where μ0  cosθ0 .
In the mathematical evaluation and engineering applications, we prefer variables of Bessel functions to be
dimensionless. Define λmn  βmn
b and τ  b2 . Equation (30) can be expressed as follows:

 
∞ ∞ r0
(2n+1)Z mn√Z mn P (μ)e−τβmn
2
T  C0 + 4πρcDmn rr0 n (33)
n0 m1
where
   
Z mn  Amn Jn+ 1 βmn br + Bmn Yn+ 1 βmn br (34)
2 2
− 23  k2 − 23 1
Amn  k2 βmn b Y 1 (βmn ) − 2b Yn+ 1 (βmn ) + h 2 b− 2 Yn+ 1 (βmn ) (35)
 n+ 2 2 2
− 23  k2 − 23 −1
Bmn  − k2 βmn b J 1 (βmn ) − 2 b Jn+ 1 (βmn ) + h 2 b 2 J
n+ 1 (βmn ) (36)
n+ 2 2 2

βmn is the mth positive root of the following equation:


        
k1 βmn b−1 J 1 βmn ab − k21 a −1 Jn+ 1 βmn ab k2 βmn b−1 Y 1 (βmn ) − k22 b−1 Yn+ 1 (βmn )
n+ 2   2 n+ 2 2
−h 1 Jn+ 1 βmn ab +h 2 Yn+ 1 (βmn )
2 2
       −1 J  (β ) − k2 b−1 J
 (37)
k1 βmn b−1 Y 1 βmn ab − k21 a −1 Yn+ 1 βmn ab k β
2 mn b 1 mn 2 n+ 1 (βmn )
− n+ 2   2 n+ 2 2 0
−h 1 Yn+ 1 βmn ab +h 2 Jn+ 1 (βmn )
2 2

3 Reproduce existing solutions

In this section, we will use our general analytical solution to reproduce two special cases, (1) a sphere with a
zero-temperature surface and (2) radiation into the sphere at the surface, presented in Carslaw and Jaeger [1].

3.1 The source in the sphere 0 ≤ r < b. Zero-temperature surface

In this case, the temperature must be finite at the center of the sphere; therefore, Eqs. (10, 13, 19, 28, 29)
become
Jn+ 1 (λmn r )
f 2  An 2√ (38)
λr
Jn+ 1 (λmn b)  0 (39)
2
Z mn  Jn+ 1 (λmn r ) (40)
2
b
Dmn  r J 2 1 (λmn r )dr (41)
n+ 2
0
Since λmn is a root of Eq. (39), Dmn can be further expressed as [1] (Eq. (2) on page 197)
 2
b 2 b2 
Dmn  r J 1 (λmn r )dr  2 J 1 (λmn b) (42)
n+ 2 n+ 2
0
Substitution of Eq. (42) into Eq. (30) gives

∞  ∞ (2n+1)Jn+ 1 (λmn r0 )Jn+ 1 (λmn r )
−κλ2mn t
T  2
 2
2 Pn (μ)e
(43)
√ 
n0 m1 2πρcb2 rr0 J (λmn b)
n+ 21

Equation (43) reproduces the solution for an instantaneous point source in a zero-temperature surface
sphere presented by Carslaw and Jaeger [1] (Eq. (8) on page 382).
C. Liu, J.-H. Chen

3.2 The source in the sphere 0 ≤ r < b. Radiation into the sphere at the surface

In this case, Eq. (38) still holds. Equations (13, 19, 28, 29) become

  
λmn b J (λmn b) + h 2 b − 21 Jn+ 1 (λmn b)  0 (44)
n+ 21 2

Z mn  Jn+ 1 (λmn r ) (45)


2

b
Dmn  r J 2 1 (λmn r )dr (46)
n+ 2
0

Dmn can be further expressed as [1] (Appendix III)


 2   2  
b b2  n+ 21
Dmn  r J 2 1 (λmn r )dr  2 J 1 (λmn b) + 1 − b2 λ2mn
J 2 1 (λmn b) (47)
n+ 2 n+ 2 n+ 2
0

Substituting Eq. (47) into Eq. (30) and using Eq. (44), we have


∞ 
∞ (2n+1)λ2mn Jn+ 1 (λmn r0 )Jn+ 1 (λmn r )
Pn (μ)e−κλmn t
2
T  C0 + √
 2
2

2
2  (48)
1 1
n0 m1 2πρc rr0 h 2 b− 2 +b2 λ2mn − n+ 2 J 1 (λmn b)
2
n+ 2

Equation (48) reproduces the solution for an instantaneous point source in a sphere with radiation into the
sphere at the surface presented by Carslaw and Jaeger [1] (Eq. (11) on page 382).

4 Examples

4.1 Zero-temperature boundaries with k1  k2  0 and h 1  h 2  1

In this case, βmn is the mth positive root of the following equation:
   
−Jn+ 1 βmn ab Yn+ 1 (βmn ) + Yn+ 1 βmn ab Jn+ 21 (βmn )  0 (49)
2 2 2

Amn and Bmn are determined by

Amn  Yn+ 1 (βmn ) (50)


2

Bmn  −Jn+ 1 (βmn ) (51)


2

Suppose the initial point source is located at (r0 , 0, 0). Inputs for the example are listed as follows: a  1 cm,
b  2 cm, r0  1.5 cm, ρ  2200 kg/m3 , c  830 J/kg/K. Fig. 1 demonstrates the distribution of temperature
along the radius at θ  0◦ for zero-temperature boundaries. As thermal diffusion takes place, the temperature
around the point source decreases with time. Eventually, the temperature vanishes in the hollow sphere. As heat
can escape through the boundaries, regions away from the point source do not exhibit a significant increase
in temperature. At θ  20◦ and τ  0.005, the heat front reaches the region near r  1.85cm, as shown in
Fig. 2. As time proceeds, temperature increases and decreases ultimately to zero.
Analytical solution of the heat equation for an instantaneous point source

Fig. 1 Distribution of temperature along the radius at θ  0◦ for zero-temperature boundaries

Fig. 2 Distribution of temperature along the radius at θ  20◦ for zero-temperature boundaries

4.2 Insulated boundaries with k1  k2  1 and h 1  h 2  0

In this case, βmn is the mth positive root of the following equation:
        
βmn ab J 1 βmn ab − 21 Jn+ 1 βmn ab βmn Y 1 (βmn ) − 21 Yn+ 1 (βmn )
 n+
2  1 
2
  n+ 2 2  (52)
a  
− βmn b Y 1 βmn b − 2 Yn+ 1 βmn b βmn J 1 (βmn ) − 21 Jn+ 1 (βmn )  0
a a
n+ 2 2 n+ 2 2

Amn and Bmn are determined by



Amn  βmn Y (βmn ) − 21 Yn+ 1 (βmn ) (53)
n+ 21 2

Bmn  −βmn J (βmn ) + 21 Jn+ 1 (βmn ) (54)
n+ 21 2

Using the same input data, we generate Fig. 3 illustrating the distributions of temperature along the radius at
θ  0◦ and three dimensionless time instances (τ  0.005, 0.01, 0.02). The highest temperature is achieved at
r  1.5 cm. As time proceeds, the temperature tends to be uniform. Longer times are required for a significant
increase in the temperature at points away from the point source, e.g., the points at θ  90◦ , as illustrated
in Fig. 4. Eventually, temperature becomes uniform in the hollow sphere and is equal to 4πρc b33 −a 3 , i.e.,
( )
0.019 K.

5 Conclusions

In this technical note, we derived the analytical solution of the classic heat equation with radiation boundary
conditions for an instantaneous point source in a hollow sphere. Without using the method of Laplace transfer
and inverse Laplace transfer, our derivation avoids an intricate integral in the complex plane. We present
two special cases, e.g., no-flux boundaries and prescribed surface temperature, illustrating the solution. This
solution could be applicable in many engineering fields, such as reservoir engineering, petroleum engineering,
chemical engineering, and NMR.
C. Liu, J.-H. Chen

Fig. 3 Distribution of temperature along the radius at θ  0◦ for insulated boundaries

Fig. 4 Distribution of temperature along the radius at θ  90◦ for insulated boundaries

Acknowledgment The authors would like to thank Prof. Younane Abousleiman for his fruitful discussions.

Declarations

Conflict of interest On behalf of all authors, the corresponding author states that there is no conflict of interest.

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