The Republic of Iraq

Ministry of Higher Education and

Scientific Research
Al-Muthanna University - College
of Pure Science Education
Department of Mathematics

Applications of heat equation

A graduation research submitted to the Council of the College of

Pure Sciences at Al-Muthanna University. It is part of the
requirements for obtaining a bachelor's degree in the College of
Pure Science Education, Department of Mathematics
Prepared by students
Haider Karim Abbas
Nour Kamel Abdul Razzaq
Baneen jumah badeeh

Supervising Prof. Dr.: Ahmed Abdel-Hussein Talib

‫م‬2023 ‫هـ‬1444
Examining Committee Confirmation
We confirm that we have read this research and as examining committee, we

examined the student in this context and in our opinion it is adequate with

standing as a research for the degree of B. Sc. in Mathematics.

Supervisor:

Signature:

Name:

Title:

Date: / /2023

Chairman Member

Signature: Signature:

Name: Name:

Date: / /2023 Date: / /2023

 Supervisor Confirmation
I confirm that this research is prepared under my supervision at the
department of Mathematics/College of Education for Pure Science/ Al-
Muthanna University as partial fulfillment of the requirements needed toward
the degree of B. Sc. in Mathematics.

Signature:
Name:
Title: Lecturer
Date: / / 2023

Recommendation of the Head Department

According to the confirmation above. I recommend this research for
discussion.

Signature:
Name:
Title: Lecturer
The head department of Mathematics
Date: / / 2023
 ‫بسم هللا الرحمن الرحيم‬

‫ين آ َمنُوا ِمن ُك ْم‬ ‫يَ ْرفَ ِع هَّللا ُ الَّ ِذ َ‬

‫تۚ‬ ‫ا‬ ‫ج‬
‫ِ َ َ َ ٍ‬ ‫ر‬ ‫د‬
‫َ‬ ‫م‬ ‫ْ‬
‫ل‬ ‫ع‬ ‫ْ‬
‫ل‬ ‫ا‬ ‫وا‬ ‫ُ‬ ‫ت‬ ‫و‬‫ُأ‬ ‫ين‬‫َوالَّ ِذ َ‬
‫َوهَّللا ُ بِ َما تَ ْع َملُ َ‬
‫ون َخبِي ٌر‬
‫صدق هللا العلي العظيم‬
‫سورة المجادلة ‪ /‬اآلية (‪)11‬‬
 ‫االهداء‬

‫الى …‪.‬من تعظم الكون بنوره له وحده اشكره واسجد شاكرا لنعمه سبحانه‬

‫الى …‪.‬شفيع الكائنات عند رب السماوات الحبيب محمد (ص)‬

‫العطاء وقدوتي‬ ‫الى …‪ .‬اغلى انسان لدي في الوجود الى من علمني ان التضحية مفتاح‬
‫في الحياة …ابي الغالي‬

‫الى …‪.‬ينبوع العطف والحنان والتي بدعائها حفظني الرحمان والى المنار الذي اضاء ليلي‬
‫الطويل… امي الغالية‬

‫الى …‪.‬اساتذتي على طول مسيرتي الدراسية بدءا بمن علمني مسكة القلم وصوال الى من‬
‫تبلور على يده هذا الجهد‬

‫الى …‪.‬من احبهم بكل ما خلق هللا من حب والى من تقاسمت معهم مواجع الحياة والى كل من‬
‫كان حولي وساندني…اصدقائي‬

‫الى …‪.‬كل قطرة دم زكية سالت من اجل الحق والفضيلة …شهدائنا االبرار‬

‫الى …‪.‬من عانى كثيرا ومازال يعاني …وطني الحبيب‬

‫اهدي ثمرة جهدي وتدفق افكاري لهم ‪.‬‬

 ‫شكر وتقدير‬

‫ب اوزعني ان اشكر نعمتك التي انعمتَ علي بإتمام هذا البحث والصالة والسالم على خير‬
‫ر ِ‬

‫المرسلين محمد (ص) فباألمس القريب بدأنا مسيرتنا التعليميةـ ونحن نتحسس الطريق‬

‫برهبةـ وارتباك‪ ،‬فرأينا أن كلية تربيةـ العلوم صرفة ‪ -‬قسم فيزياء هدفًا ساميًا وحبًا وغاية‬

‫يحمل في طياته طموح شباب يحلمون أن تكون أمتهم‬ ‫تستحق السير ألجلها‪ ،‬وإن بحثنا‬

‫العربية كالشامة بين األمم‪.‬وفي هذا المقام نتوجه بالشكر الجزيل الى المشرف على البحث‬

‫الدكتور (احمد عبد الحسين طالب) فجزاه هللا عنا خير الجزاء والذي لم يبخل علینا‬

‫االنتهاء منهُ ‪.‬‬ ‫بالتوجيهات والنصائح خالل مدة كتابة البحث حتى‬
 CONTENTS

Abstract...............................................................................................................1
Chapter One........................................................................................................1
1.0 Introduction...................................................................................................1
1.1. Statement of the equation............................................................................2
1.2. Interpretation...............................................................................................5
1.2.1.Physical interpretation of the equation......................................................5
1.2.2. Mathematical interpretation of the equation............................................5
1.3. Specific examples.........................................................................................6
1.3.1. Heat flow in a uniform rod.........................................................................6
1.4. Importance of Heat Equations......................................................................8
Chapter II...........................................................................................................12
Heat equation applications................................................................................12
2.1. Theoretical Background..............................................................................12
2.2. Importance of Heat Equations....................................................................13
2.3. Application on Brownian motion................................................................14
2.4. Particle diffusion.........................................................................................16
2.5. Schrödinger equation for a free particle.....................................................16
2.6. Thermal diffusivity in polymers...................................................................18
2.7. Further applications....................................................................................18
Chapter III..........................................................................................................20
3.0. One and Two D im ension H eat Equation...................................................20
3.1. A ssum ptions:............................................................................................20
3.2. One Dimensional Heat Equations................................................................20
3.3. Derivation in one dimension.......................................................................23
3.4. Internal heat generation.............................................................................25
3.5. The Boundary Conditions............................................................................25
3.5.1. Dirichlet Boundary Conditions.................................................................25
3.5.2. Neumann Boundary Conditions...............................................................26
3.5.3. Mixed Boundary Conditions.....................................................................27
SOURCES...........................................................................................................27
Abstract
In mathematics and physics, the heat equation is a given partial differential
equation. Solutions to the heat equation are sometimes known as caloric functions.
As a typical equivalent partial differential equation, the heat equation is one of the
most extensively studied topics in pure mathematics, and its analysis is
fundamental to the broader field of partial differential equations, leading to many
engineering applications. Where this research was divided into three chapters, the
first talks about the background of the thermal equation in general and what it is.
The second research talks about the applications of the thermal equation and its
importance. The third research talks about the thermal equation and what it
contains of a group of its types.
Chapter One
-Heat Equation -
 Chapter One

1.0 Introduction
In mathematics and physics, the heat equation is a certain partial differential
equation. Solutions of the heat equation are sometimes known as caloric
functions. The theory of the heat equation was first developed by Joseph Fourier
in 1822 for the purpose of modeling how a quantity such as heat diffuses through
a given region.

As the prototypical parabolic partial differential equation, the heat equation is

among the most widely studied topics in pure mathematics, and its analysis is
regarded as fundamental to the broader field of partial differential equations. The
heat equation can also be considered on Riemannian manifolds, leading to many
geometric applications. Following work of Subbaramiah Minakshisundaram and
Åke Pleijel, the heat equation is closely related with spectral geometry. A seminal
nonlinear variant of the heat equation was introduced to differential geometry by
James Eells and Joseph Sampson in 1964, inspiring the introduction of the Ricci
flow by Richard Hamilton in 1982 and culminating in the proof of the Poincaré
conjecture by Grigori Perelman in 2003. Certain solutions of the heat equation
known as heat kernels provide subtle information about the region on which they
are defined, as exemplified through their application to the Atiyah–Singer index
theorem.(1)

1
The heat equation, along with variants thereof, is also important in many fields of
science and applied mathematics. In probability theory, the heat equation is
connected with the study of random walks and Brownian motion via the Fokker–
Planck equation. The Black–Scholes equation of financial mathematics is a small
variant of the heat equation, and the Schrödinger equation of quantum mechanics
can be regarded as a heat equation in imaginary time. In image analysis, the heat
equation is sometimes used to resolve pixelation and to identify edges. Following
Robert Richtmyer and John von Neumann's introduction of "artificial viscosity"
methods, solutions of heat equations have been useful in the mathematical
formulation of hydrodynamical shocks. Solutions of the heat equation have also
been given much attention in the numerical analysis literature, beginning in the
1950s with work of Jim Douglas, D.W. Peaceman, and Henry Rachford Jr. (2)

1.1. Statement of the equation

In mathematics, if given an open subset U of Rn and a subinterval I of R, one says
that a function u : U × I → R is a solution of the heat equation if

where (x1, …, xn, t) denotes a general point of the domain. It is typical to refer to
t as "time" and x1, …, xn as "spatial variables," even in abstract contexts where
these phrases fail to have their intuitive meaning. The (3)
collection of spatial
variables is often referred to simply as x. For any given value of t, the right-hand
side of the equation is the Laplacian of the function u(⋅, t) : U → R. As such, the
heat equation is often written more compactly as

2
In physics and engineering contexts, especially in the context of diffusion through
a medium, it is more common to fix a Cartesian coordinate system and then to
consider the specific case of a function u(x, y, z, t) of three spatial variables (x, y,
z) and time variable t. One then says that u is a solution of the heat equation if (4)

in which α is a positive coefficient called the thermal diffusivity of the medium. In

addition to other physical phenomena, this equation describes the flow of heat in a
homogeneous and isotropic medium, with u(x, y, z, t) being the temperature at the
point (x, y, z) and time t. If the medium is not homogeneous and isotropic, then α
would not be a fixed coefficient, and would instead depend on (x, y, z); the
equation would also have a slightly different form. In the physics and engineering
literature, it is common to use ∇2 to denote the Laplacian, rather than ∆.

In mathematics as well as in physics and engineering, it is common to use

Newton's notation for time derivatives, so that is used to denote ∂u/∂t , so the
equation can be written (5)

Note also that the ability to use either ∆ or ∇2 to denote the Laplacian, without
explicit reference to the spatial variables, is a reflection of the fact that the
Laplacian is independent of the choice of coordinate system. In mathematical
terms, one would say that the Laplacian is "translationally and rotationally

3
invariant." In fact, it is (loosely speaking) the simplest differential operator which
has these symmetries. This can be taken as a significant (and purely mathematical)
justification of the use of the Laplacian and of the heat equation in modeling any
physical phenomena which are homogeneous and isotropic, of which heat
diffusion is a principal example.

The "diffusivity constant" α is often not present in mathematical studies of the

heat equation, while its value can be very important in engineering. This is not a
major difference, for the following reason. Let u be a function with

Define a new function  . Then, according to the chain rule,

one has (6)

Thus, there is a straightforward way of translating between solutions of the heat

equation with a general value of α and solutions of the heat equation with α = 1.
As such, for the sake of mathematical analysis, it is often sufficient to only
consider the case α = 1.

4
1.2. Interpretation
1.2.1.Physical interpretation of the equation
Informally, the Laplacian operator ∆ gives the difference between the average
value of a function in the neighborhood of a point, and its value at that point.
Thus, if u is the temperature, ∆ tells whether (and by how much) the material
surrounding each point is hotter or colder, on the average, than the material at that
point. (7)
By the second law of thermodynamics, heat will flow from hotter bodies
to adjacent colder bodies, in proportion to the difference of temperature and of the
thermal conductivity of the material between them. When heat flows into
(respectively, out of) a material, its temperature increases (respectively,
decreases), in proportion to the amount of heat divided by the amount (mass) of
material, with a proportionality factor called the specific heat capacity of the
material. By the combination of these observations, the heat equation says the rate
ϋ at which the material at a point will heat up (or cool down) is proportional to
how much hotter (or cooler) the surrounding material is. The coefficient α in the
equation takes into account the thermal conductivity, specific heat, and density of
the material. (8)

1.2.2. Mathematical interpretation of the equation

The first half of the above physical thinking can be put into a mathematical form.
The key is that, for any fixed x, one has (9)

5
where u(x)(r) is the single-variable function denoting the average value of u over
the surface of the sphere of radius r centered at x; it can be defined by

in which ωn − 1 denotes the surface area of the unit ball in n-dimensional

Euclidean space. This formalizes the above statement that the value of ∆u at a
point x measures the difference between the value of u(x) and the value of u at
points nearby to x, in the sense that the latter is encoded by the values of u(x)(r)
for small positive values of r. (10)

Following this observation, one may interpret the heat equation as imposing an
infinitesimal averaging of a function. Given a solution of the heat equation, the
value of u(x, t + τ) for a small positive value of τ may be approximated as 1/2n
times the average value of the function u(⋅, t) over a sphere of very small radius
centered at x.

1.3. Specific examples

1.3.1. Heat flow in a uniform rod
For heat flow, the heat equation follows from the physical laws of (11)
conduction
of heat and conservation of energy (Cannon 1984). By Fourier's law for an
isotropic medium, the rate of flow of heat energy per unit area through a surface is
proportional to the negative temperature gradient across it:

6
where k is the thermal conductivity of the material, u = · u(x, t) is the temperature,
and q = q(x, t) is a vector field that represents the magnitude and direction of the
heat flow at the point x of space and time t. If the medium is a thin rod of uniform
section and material, the position is a single coordinate x, the heat flow towards
increasing is a scalar field q = q(t, x), and the gradient is an ordinary derivative
with respect to the x. The equation becomes (12)

Let Q = Q(x, t) be the internal heat energy per unit volume of the bar at each point
and time. In the absence of heat energy generation, from external or internal
sources, the rate of change in internal heat energy per unit volume in the material,
Q/Ət, is proportional to the rate of change of its temperature, du/ot. That is,

where c is the specific heat capacity (at constant pressure, in case of a gas) and p
is the density (mass per unit volume) of the material. This derivation assumes that
the material has constant mass density and heat capacity (13)
through space as well
as time Applying the law of conservation of energy to a small element of the
medium centered at x, one concludes that the rate at whic heat accumulates at a
given point x is equal to the derivative of the heat flow at that point, negated. That
is,

From the above equations it follows that

7
which is the heat equation in one dimension, with diffusivity coefficient

This quantity is called the thermal diffusivity of the medium.

1.4. Importance of Heat Equations

The heat equation is of fundamental importance in diverse scientific fields. In
mathematics, it is the prototypical parabolic partial differential equation. In
statistics, the heat equation is connected with the study of Brownian (14)
motion via
the Fokker-Planck equation. The diffusion equation, a more general version of the
heat equation, arises in connection with the study of chemical diffusion and other
related processes. The geothermal gases of constant wall
temperature/concentration and constant heat/mass flux are electrically conducting
and are affected by the presence of a magnetic field

Chamkha and Khaled have studied the effect of magnetic field on the coupled
heat and mass transfer by mixed convection in a linearly stratified stagnation flow
in the presence of an internal heat generation or absorption. EL-Hakiem [2000]
studied thermal radiation effects on hydromagnetic free convection and flow
through a highly porous medium bounded by a vertical plane surface. Borjini et al
have considered the effect of radiation on unsteady natural convection in a two-

8
dimensional participating medium between two horizontal concentric and
vertically eccentric cylinders. (15)

has analyzed hydromagnetic mixed convection from a permeable semi-infinite

vertical plate embedded in porous medium in heat dimension, Duwairi
investigated radiation and magnetic field effects on forced convection flow from
isothermal porous surfaces considering Viscous and ]oule heating. Hayat
reported the modeling and exact analytic solutions for hydromagnetic oscillatory
rotating flows of an incompressible Burgers fluid bounded by a plate.

The problem of magnetohydrodynamic (MHD) boundary layer flow of an upper-

convected Maxwell fluid is investigated in a channel by Abbas et al. [20061.
Suppose one has a function u which describes the temperature at a given location
(x; y, z). This function will change over time as heat spreads throughout space.
The heat equation is used to determine the change in the function u over time. The
image above is animated and has a description of the way heat changes in time
along a metal bar. One of the interesting (16)
properties of the heat equation is the
maximum principle which says that the maximum value of u is either earlier in
time than the region of concern or on the edge of the region of concern. This is
essentially saying that temperature comes either from some source or from earlier
in time because heat permeates but is not created from nothingness.

9
Example 1:

What quantity of heat is required to raise the temperature of 450 grams of water
from 15°C to 85°C? The specific heat capacity of water is 4.18 J/g/°C.

Example 2:

A 12.9 gram sample of an unknown metal at 26.5°C is placed in a Styrofoam cup

containing 50.0 grams of water at 88.6°C. The water cools down and the metal
warms up until thermal equilibrium is achieved at 87.1°C. Assuming all the heat
lost by the water is gained by the metal and that the cup is perfectly insulated,
determine the specific heat capacity of the unknown metal. The specific heat
capacity of water is 4.18 J/g/°C

10
11
Chapter II
- Equation Apps -
 Chapter II

Heat equation applications

This chapter discusses the literature review in the conceptual form. Areas
addressed by this chapter include the assumptions made in one and two dimension
heat equations. The different approaches used in developing one or two
dimensional heat equations as well as the applications of heat equations. (17)

2.1. Theoretical Background

The heat equation is an important partial differential equation which describes the
distribution of heat (or variation in temperature) in a given region over time. For a
function u(x, y, z, t) of three spatial variables (x, y, z) and the time variable t, the
heat equation is (18)

The heat equation is of fundamental importance in diverse scientific fields. In

mathematics, it is the prototypical parabolic partial differential equation. In
statistics, the heat equation is connected with the study of Brownian motion via
the Fokker-Planck equation. The diffusion equation, a more general version of the
heat equation, arises in connection with the study of chemical diffusion and other
related processes. Thermal stability of superconductors under the effect of a
twodimensional hyperbolic heat conduction model M. As explained by Al-Odat,
M.A. Al-Nimr, M. Hamdan . The thermal stability of superconductor is
numerically investigated under the effect of a two-dimensional hyperbolic heat
conduction model. Two types of superconductor wires are considered, Types II
and I. 1 he thermal stability of superconductor wires under the effect of different
design, geometrical and operating conditions is studied. The Effect of the time rate
of change of the disturbance and the disturbance duration time is (19)
investigated.
Generally, it is found that wave model predicts a wider stability region as
compared to the predictions of the classical diffusion model.

2.2. Importance of Heat Equations

The heat equation is of fundamental importance in diverse scientific fields. In
mathematics, it is the prototypical parabolic partial differential equation. In
statistics, the heat equation is connected with the study of Brownian motion via
the Fokker-Planck equation. The diffusion equation, a more general version of the
heat equation, arises in connection with the study of chemical diffusion and other
related processes. The geothermal gases of constant wall
temperature/concentration and constant heat/mass flux are electrically conducting
and are affected by the presence of a magnetic field. Chamkha and Khaled have
studied the effect of magnetic field on the coupled heat and mass transfer by
mixed convection in a linearly stratified stagnation flow in the presence of an
internal heat generation or absorption. EL-Hakiem studied thermal radiation
effects on hydromagnetic free (20)
convection and flow through a highly porous
medium bounded by a vertical plane surface. Borjini et al. have considered the
effect of radiation on unsteady natural convection in a two-dimensional
participating medium between two horizontal concentric and vertically eccentric
cylinders. Chamkha has analyzed hydromagnetic mixed convection from a
permeable semi-infinite vertical plate embedded in porous medium in heat
dimension, Duwairi investigated radiation and magnetic field effects on forced
convection flow from isothermal porous surfaces considering Viscous and oule
heating. Hayat reported the modeling and exact analytic solutions for

13
hydromagnetic oscillatory rotating flows of an incompressible Burgers fluid
bounded by a plate (21)

2.3. Application on Brownian motion

Brownian motion is a seemingly random movement of particles suspended in a
fluid (i.e. a liquid or gas) or the mathematical model used to describe such random
movements, often called a particle theory. The mathematical model of Brownian
motion has several real-world applications. An often quoted example is stock
market fluctuations. Brownian motion is among the simplest of the continuous-
time stochastic (or random) processes, and it is a limit of both simpler and more
complicated stochastic processes. This universality is closely related to the
universality of the normal distribution. In both cases, it is often mathematical
convenience rather than the accuracy of the models that motivates their study.
Although the mingling motion of dust particles is caused largely by air currents,
the glittering, tumbling motion of small dust particles is, indeed, caused chiefly by
true Brownian dynamics. (22)

Jan Ingenhousz had described the irregular motion of coal dust particles on the
surface of alcohol. It is believed that Brown was studying pollen particles floating
in water under the microscope. He then observed minute particles within the
vacuoles of the pollen grains executing a jittery motion. By repeating the
experiment with particles of dust, he was able to rule out that the motion was due
to pollen particles being 'alive', although the origin of the motion was yet to be
explained. The first person to describe the mathematics behind Brownian motion
was Thorvald N. Thiele in a paper on the method of least squares. This was
followed independently by Louis Bachelier in his PhD thesis "The theory of
speculation", in which he presented a stochastic analysis of the stock and option

14
markets. However, it was Albert Einstein's and Marian Smoluchowski's
independent research of the problem that brought the solution to the attention of
physicists, and presented it as a way to indirectly confirm the existence of atoms
and molecules. This is a property of parabolic partial differential equations and is
not difficult to prove mathematically Another interest not difficult to prove
mathematically Another interesting property is that even if u has a discontinuity at
an initial time t = tO, the temperature becomes smooth as soon as t > tO. For
example, if a bar of metal has temperature 0 and another has temperature 100 and
they are stuck together end to end, then very quickly the temperature at the point
of connection is 50 and the graph of the temperature is smoothly running from 0
to 100. The heat equation is used in probability and describes random walks. It is
also applied in financial mathematics for this reason (23)

Brownian motion

Let the stochastic process X be the solution to the stochastic differential equation

where Β is the Wiener process (standard Brownian motion). The probability

density function of Χ is given at any time t by (24)

which is the solution to the initial value problem

15
 2.4. Particle diffusion
One can model particle diffusion by an equation involving either:

1. the volumetric concentration of particles, denoted c, in the case of collective

diffusion of a large number of particles, or
2. the probability density function associated with the position of a single particle,
denoted P. (25)

In either case, one uses the heat equation

Both c and P are functions of position and time. D is the diffusion coefficient that
controls the speed of the diffusive process, and is typically expressed in meters
squared over second. If the diffusion coefficient D is not constant, but depends on
the concentration c (or P in the second case), then one gets the nonlinear diffusion
equation.

2.5. Schrödinger equation for a free particle

With a simple division, the Schrödinger equation for a single particle of mass m in
the absence of any applied force field can be rewritten in the following way: (26)

16
where i is the imaginary unit, ħ is the reduced Planck's constant, and ψ is the wave
function of the particle. This equation is formally similar to the particle diffusion
equation, which one obtains through the following transformation:

Applying this transformation to the expressions of the Green functions determined

in the case of particle diffusion yields the Green functions of the Schrödinger
equation, which in turn can be used to obtain the wave function at any time
through an integral on the wave function at t = 0: (27)

Remark: this analogy between quantum mechanics and diffusion is a purely

formal one. Physically, the evolution of the wave function satisfying
Schrödinger's equation might have an origin other than diffusion

2.6. Thermal diffusivity in polymers

A direct practical application of the heat equation, in conjunction with Fourier
theory, in spherical coordinates, is the prediction of thermal transfer profiles and
the measurement of the thermal diffusivity in polymers (28) (Unsworth and Duarte).
This dual theoretical-experimental method is applicable to rubber, various other
17
polymeric materials of practical interest, and microfluids. These authors derived
an expression for the temperature at the center of a sphere TC

where T0 is the initial temperature of the sphere and T S the temperature at the
surface of the sphere, of radius L. This equation has also found applications in
protein energy transfer and thermal modeling in biophysics.

2.7. Further applications

The heat equation arises in the modeling of a number of phenomena and is often
used in financial mathematics in the modeling of options. The Black–Scholes
option pricing model's differential equation can be transformed into the heat
equation allowing relatively easy solutions from a familiar body of mathematics.
Many of the extensions to the simple option models do not have closed form
solutions and thus must be solved numerically to obtain a modeled option price.
The equation describing pressure diffusion in a porous medium is identical in
form with the heat equation. Diffusion problems dealing with Dirichlet, Neumann
and Robin boundary conditions have (29)
closed form analytic solutions The heat
equation is also widely used in image analysis and in machine-learning as the
driving theory behind scale-space or graph Laplacian methods. The heat equation
can be efficiently solved numerically using the implicit Crank–Nicolson method
of This method can be extended to many of the models with no closed form
solution, see for instance (Wilmott, Howison & Dewynne 1995). An abstract form
of heat equation on manifolds provides a major approach to the Atiyah–Singer

18
index theorem, and has led to much further work on heat equations in Riemannian
geometry.

19
Chapter III
-Types of equation-
 Chapter III

3.0. One and Two D im ension H eat Equation

3.1. A ssum ptions:

1. Temperature and other scalar fields used in physics are assumed to be continuous,
and this guarantees that if point x has temperature /4(x) and point z has
temperature A(z) and r is a real number between /l(x) and A[z), then there will be
a pointy spatio-temporally between x and z such thati4(y) = r" (30)
2. Not all mathematical properties transfer to temperatures.
3. There is no least real number but there is a lowest temperature.
4. Case study: For u(x; t) representing the temperature of point x at time t. we can
derive the partial differential equation ,Boyce and DiPrima.

3.2. One Dimensional Heat Equations

The "one-dimensional" in the description of the differential equation refers to the
fact that we are considering only one spatial dimension. There are two methods
used to solve for the rate of heat flow through an object. The first method is
derived from the properties of the object. The second method is derived by
measuring the rate of heat flow through the boundaries of the object. Imagine a
thin rod that is given an initial (31)
temperature distribution, then insulated on the
sides. The ends of the rod are kept at the same fixed temperature; e.g., suppose at
the start of the experiment, both ends are immediately plunged into ice water. We
are interested in how the temperatures along the rod vary with time. Suppose that

20
the rod has a length L (in meters), and we establish a coordinate system along the
rod as illustrated below.

Let u(x,t) represent the temperature at the point x meters along the rod at time t (in
seconds). We start with an initial temperature distribution u(x,0) = f(x) such as the
one represented by the following graph (with L = 2 meters)

The partial differential equation u1=a2 uxx

21
is used to model one-dimensional temperature evolution. We will not discuss the
derivation of this equation here. The most important features of this equation are
the second spatial derivative uxx and the first derivative with respect to time u (32)

The positive constants2 represents the thermal diffusivity of the rod. It depends on
the thermal conductivity of the material composing the rod, the density of the rod,
and the specific heat of the rod. The function u(x.t) that models heat flow should
satisfy the partial differential equation. However, in addition, we expect it to
satisfy two other conditions. First, we fix the temperature at the two ends of the
rod, i.e., we specify u(0,t) and u(L,t). In our sample problem, we will assume that
both ends are kept at 0 degrees Celsius:

This is called a boundary condition since it is imposed on the values of the desired
function at the boundaries of the spatial domain. The remaining condition
represents the initial temperature distribution (33)

Where f(x) is the temperature at position x at time t=0

All together, the model function'" u(x,t) that we seek should satisfy

22
3.3. Derivation in one dimension
The heat equation is derived from Fourier's law and conservation of energy By
Fourier's law, the flow rate of heat energy through a surface is (34)
proportional to
the negative temperature gradient across the surface

where k is the thermal conductivity and u is the temperature. In one dimension,

the gradient is an ordinary spatial derivative, and so Fourier's law is

In the absence of work done, a change in internal energy per unit volume in the
material, AQ, is proportional to the change in temperature. That is

where cp is the specific heat capacity and p is the mass density of the material.
Choosing zero energy at temperature zero, this can be rewritten as

23
The increase in internal energy in a small spatial region of the material

over the time period

is given by

where the fundamental theorem of calculus was used. With no work done, and
absent any heat sources or sinks, this change in internal energy in the interval (35)

[ x - ∆x ,x + ∆x] is accounted for entirely by the flux of heat across the

boundaries. By Fourier's law, this is

24
Again by the fundamental theorem of calculus. By conservation of energy,

This is true for any rectangle [t-∆t, t + ∆t ] x [x-∆x, x + ∆x]. Consequently, the
integrand must vanish identically

3.4. Internal heat generation

The function u above represents temperature of a body. Alternatively, it is
sometimes convenient to change units and represent u as the heat density of a
medium. Since heat density is proportional to temperature in a homogeneous
medium, the heat equation is still obeyed in the new units. Suppose that a body
obeys the heat equation and, in addition, generates is own heat per unit volume
(e.g., in watts/L) at a rate given by a known function q varying in space and time.
Then the heat per unit volume u satisfies an equation (36)

25
3.5. The Boundary Conditions
The heat equation is a second-order partial differential equation in the spatial
coordinates. We need boundary conditions in order to specify how our system
interacts with the outside surroundings. There are three general types of boundary
conditions: Dirichlet, Neumann, and Mixed boundary conditions. (37)

3.5.1. Dirichlet Boundary Conditions

Dirichlet boundary conditions say that the temperature is set at the

boundary. They have a form like this (for the one-dimensional case)

T(x = 0, t) = Tbc1(t)

This says that at the left-hand-side boundary of our one-dimensional system, the
temperature is a specified function of time. If the temperature is constant, then we
have (38)

T(x = 0,t) = Tbc1

In this case, we have the physical situation where our system is touching an
infinite heat reservoir that maintains a constant temperature. In a one-dimensional
system, we must have two boundary conditions, one at the left-hand-side
boundary and the other at the right-hand-side boundary. If our one-dimensional
system is of length L in the x-direction, then our second Dirichlet boundary
condition would be of the form:

T(x = L,t) = Tbc2(t)

3.5.2. Neumann Boundary Conditions

Neumann boundary conditions say that the heat flux is set at the boundary. They
have a form like this (for the one-dimensional case). (39)

26
This says that at the left-hand-side boundary of our one-dimensional system, the
heat flux is a specified function of time. If the heat flux is constant we have:

In this case, we have the physical situation where our system is touching an
infinite heat source that maintains a constant flux of heat into the system
regardless of the temperature. One end of the rod is well insulated. No heat leaves
it. The heat flux is zero. (40)

In this case, we would use a Neumann boundary condition. In a one-dimensional

system, we must have two boundary conditions, one at the left-hand-side
boundary and the other at the right-hand-side boundary. If our one-dimensional
system is of length L in the x-direction, then our second Neumann boundary
condition would be of the form:

3.5.3. Mixed Boundary Conditions

Mixed Boundary Conditions, as the name implies, is a mixture of the Dirichlet
and Neumann boundary conditions. They have a form like this (for the
onedimensional case). (41)

27
 There are very relevant physical systems which require these elaborate boundary
conditions.

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30
36. Note That The Units Of U Must Be Selected In A Manner Compatible With Those Of Q. Thus
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31
 ‫الخالصة‬
‫في الرياضيات والفيزياء ‪ ،‬معادلة الحرارة هي معادلة تفاضلية جزئية معينة‪ .‬تُع‪ww‬رف حل‪ww‬ول معادل‪ww‬ة الح‪ww‬رارة‬
‫أحيانًا باسم وظ‪ww‬ائف‪ w‬الس‪ww‬عرات الحراري‪ww‬ة‪ .‬باعتباره‪ww‬ا المعادل‪ww‬ة التفاض‪ww‬لية الجزئي‪ww‬ة المكافئ‪ww‬ة النموذجي‪ww‬ة ‪ ،‬تع‪ww‬د‬
‫معادلة الحرارة من أكثر الموضوعات التي تمت دراستها‪ w‬في هذا البحث نطاق واسع في الرياضيات البحتة ‪،‬‬
‫ويعتبر تحليلها أساسيًا في المجال األوسع للمعادالت التفاضلية الجزئية‪ ،.‬مما يؤدي إلى العدي‪ww‬د من التطبيق‪ww‬ات‬
‫الهندسية‪ .‬حيث قوسم هذا البحث الى ثالث فصول يتكلم االول عن خلفية المعادلة الحرارية بش‪ww‬كل ع‪ww‬ام وم‪ww‬ا‬
‫هي اما البحث الثاني يتكلم عن تطبيقات معادلة الحرارية واهميتها ام‪ww‬ا البحث الث‪ww‬الث يتكلم عن عن المعادل‪ww‬ة‬
‫الحرارية وما تحتوي‪ w‬من مجموعة من االنواع الخاصة بها‬

‫‪32‬‬
 ‫جمهورية العراق‬
‫وزارة التعليم العالي والبحث العلمي‬
‫جامعة المثنى ‪ -‬كلية تربية العلوم الصرفة‬
‫قسم الرياضيات‬

‫تطبيقــــات المعادلة الحــــــرارية‬

‫بحث تخرج مقدم لمجلس كلية تربيةـ العلوم الصرفة بجامعة المثنى‪ .‬وهو جزء من متطلبات‬
‫الحصول على درجة البكالوريوس في كلية تربيةـ العلوم الصرفة ‪ ،‬قسم الرياضيات‬
‫اعداد الطالب‬
‫حيدر كــــريم عباس‬
‫نور كامل عبدالرزاق‬
‫بنين جمـــــعه مهدي‬

‫االشراف أ‪.‬د ‪ :‬احمد عبدالحسين طالب‬

‫‪2023‬م‬ ‫‪1444‬هـ‬

‫‪33‬‬