Industrial Mathematics:

The Heat and Advection-Diffusion Equations

Dr Ben Goddard
The heat equation

Recall the 1D diffusion equation for a concentration C:

∂t C(x, t) = D∂xx C(x, t).

C can be any concentration.

Here we will consider the energy density, which gives the heat
equation.

We’ll also look at the general d-dimensional version

∂t C(x, t) = D∆x C(x, t).

Pd
[Recall ∆x = i=1 ∂xi xi ]

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Some physics definitions
Energy density
energy energy mass
C= = × = eρ.
volume mass volume

Heat capacity
κ is the amount of energy needed to raise the temperature of one
unit mass by one degree:
e = κT.
Total energy
For a volume V with boundary Γ, the total energy is
Z
HV (t) = C(x, t)dx.
V
Heat flux
F describes the flow of heat energy across Γ:
Z
F (x, t) · n(x) dA(x).
Γ
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Hypotheses

Local conservation of energy

Energy in V only changes by it flowing across Γ (e.g., no heat
sources): Z
∂t HV (t) + F (x, t) · n(x) dA(x) = 0.
Γ

Fourier’s Law
Energy flows from high to low, along the temperature gradient:

F (x, t) = −µ∇x T (x, t).

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Back to the maths

By the definitions of energy density and heat capacity:

µ
F (x, t) = −µ∇x T (x, t) = − ∇x C(x, t) =: −D∇x C(x, t).
κρ

Hence, using conservation of energy:

Z Z
∂t C(x, t)dx = D ∇x C(x, t) · n(x) dA.
V Γ

R R
Recall the divergence theorem ΓF · n dA = V ∇x · F dx, giving

Z Z Z
∂t C(x, t)dx = D ∇x · ∇x C(x, t)dx = D ∆x C(x, t)dx.
V V V

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Obtaining the PDE

We have Z Z
∂t C(x, t)dx = D ∆x C(x, t)dx.
V V

Assume that ∂t C and ∆x C are continuous, then

∂t C(x, t) = D∆x C(x, t).

[Proof: If, e.g., ∂t C > D∆x C at some point x0 , t0 then by

continuity this also holds on some volume V around x0 , which
would violate the integral equality.]

Note: This can trivially be transformed into a diffusion equation

for the temperature, T .

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The advection equation

Advection means something being carried along by a flow.

Convection means the same thing.

So you’ll likely see advection and convection used interchangeably.

We’re going to use similar ideas to the derivation of the heat

equation to derive the advection equation:


∂t C(x, t) + ∇x · u(x)C(x, t) = 0,

where u(x) describes the advecting flow at a point x.

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Derivation of the advection equation
As before
Z
∂t HV (t) + F (x, t) · n(x)dA(x) = 0.
Γ

Here F is the advective flux the rate at which material is

transported across a small piece of surface dA.
F should be proportional to:
the component of v normal to the surface;
the area of the surface;
the concentration.
We therefore take


F (x, t) · n(x) dA(x) = C(x, t) v(x) · n(x) dA(x),
i.e.,
F (x, t) = v(x)C(x, t).

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Derivation continued
We have Z
∂t HV (t) + F (x, t) · n(x) dA(x) = 0
Γ
and
F (x, t) = v(x)C(x, t).
So
Z Z


∂t C(x, t)dx + C(x, t) v(x) · n(x) dA(x) = 0
V Γ

and using the divergence theorem gives

Z Z


∂t C(x, t)dx + ∇x · C(x, t)v(x) dx = 0,
V V

and the resultant PDE

∂t C(x, t) + ∇x · C(x, t)v(x) = 0.

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The advection-diffusion equation

What happens if we have both advection and diffusion?

We simply combine the two fluxes, giving

∂t C(x, t) = D∆x C(x, t) − ∇x · C(x, t)v(x) .

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Recap and What’s Next

Recap:
Derivation of the heat (diffusion) equation
Derivation of the advection equation
The advection-diffusion equation
We still need to discuss initial and boundary conditions

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Recap and What’s Next

Recap:
Derivation of the heat (diffusion) equation
Derivation of the advection equation
The advection-diffusion equation
We still need to discuss initial and boundary conditions

What’s Next:
Generalisations of these equations
Analytical solutions
Numerical solutions
Real-world applications

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