diff --git a/chapters/ch12_heat_equation.tex b/chapters/ch12_heat_equation.tex index 7794d09..df7ab0c 100644 --- a/chapters/ch12_heat_equation.tex +++ b/chapters/ch12_heat_equation.tex @@ -45,12 +45,12 @@ Taking the limit $\Delta x \to 0$, the right side becomes $-\pd{J}{x}$: \paragraph{Derivation of the heat equation.} Substitute Fourier's law \cref{eq:fouriers_law_1d} into the energy conservation equation: \[ \rho\,c\,\pd{u}{t} = -\pd{}{x}\bigl(-\kappa\,\pd{u}{x}\bigr) - = \kappa\,\pd[2]{u}{x}. + = \kappa\,\frac{\partial^2 u}{\partial x^2}. \] Assuming the material is homogeneous ($\kappa$, $\rho$, and $c$ are constant), we divide by $\rho\,c$ to obtain the \textbf{one-dimensional heat equation}: \begin{equation} \label{eq:heat_equation_1d} - \pd{u}{t} = \alpha\,\pd[2]{u}{x}, \qquad 0 < x < L, \;\; t > 0, + \pd{u}{t} = \alpha\,\frac{\partial^2 u}{\partial x^2}, \qquad 0 < x < L, \;\; t > 0, \end{equation} where \begin{equation} @@ -65,7 +65,7 @@ is the \textbf{thermal diffusivity} (units: $\mathrm{m^2/s}$). \paragraph{Higher dimensions.} In three dimensions, Fourier's law becomes $\bm{J} = -\kappa\nabla u$ and energy conservation gives \[ - \pd{u}{t} = \alpha\,\nabla^2 u = \alpha\left(\pd[2]{u}{x} + \pd[2]{u}{y} + \pd[2]{u}{z}\right). + \pd{u}{t} = \alpha\,\nabla^2 u = \alpha\left(\frac{\partial^2 u}{\partial x^2} + \frac{\partial^2 u}{\partial y^2} + \frac{\partial^2 u}{\partial z^2}\right). \] Throughout this chapter, we focus on the one-dimensional case \cref{eq:heat_equation_1d}, which captures the essential mathematical structure. @@ -134,7 +134,7 @@ we have the initial-boundary value problem: \begin{equation} \label{eq:heat_dirichlet_problem} \begin{cases} - \pd{u}{t} = \alpha\,\pd[2]{u}{x}, & 0 < x < L, \;\; t > 0, \\[6pt] + \pd{u}{t} = \alpha\,\frac{\partial^2 u}{\partial x^2}, & 0 < x < L, \;\; t > 0, \\[6pt] u(0,t) = 0, \;\; u(L,t) = 0, & t > 0, \\[6pt] u(x,0) = f(x), & 0 < x < L. \end{cases} @@ -210,7 +210,7 @@ Higher modes ($n \geq 2$) decay much faster because their decay rates scale as $ Solve the heat equation on a rod of length $L = \pi$ with zero-temperature ends and initial temperature $f(x) = \sin(2x)$: \[ \begin{cases} - \pd{u}{t} = \alpha\,\pd[2]{u}{x}, & 0 < x < \pi, \;\; t > 0, \\[6pt] + \pd{u}{t} = \alpha\,\frac{\partial^2 u}{\partial x^2}, & 0 < x < \pi, \;\; t > 0, \\[6pt] u(0,t) = 0, \;\; u(\pi,t) = 0, & t > 0, \\[6pt] u(x,0) = \sin(2x), & 0 < x < \pi. \end{cases} @@ -244,7 +244,7 @@ Higher modes ($n \geq 2$) decay much faster because their decay rates scale as $ Solve the heat equation on a rod of length $L = \pi$ with zero-temperature ends and a triangular initial temperature distribution: \[ \begin{cases} - \pd{u}{t} = \alpha\,\pd[2]{u}{x}, & 0 < x < \pi, \;\; t > 0, \\[6pt] + \pd{u}{t} = \alpha\,\frac{\partial^2 u}{\partial x^2}, & 0 < x < \pi, \;\; t > 0, \\[6pt] u(0,t) = 0, \;\; u(\pi,t) = 0, & t > 0, \\[6pt] u(x,0) = x(\pi - x), & 0 < x < \pi. \end{cases} @@ -418,7 +418,7 @@ This means the $n=0$ mode is a \textbf{steady-state component} that does not dec \begin{keyresult} \textbf{Heat equation with homogeneous Neumann BCs.} For the problem \[ - \pd{u}{t} = \alpha\,\pd[2]{u}{x}, \qquad + \pd{u}{t} = \alpha\,\frac{\partial^2 u}{\partial x^2}, \qquad u_x(0,t) = 0,\; u_x(L,t) = 0, \qquad u(x,0) = f(x), \] @@ -444,7 +444,7 @@ This means the $n=0$ mode is a \textbf{steady-state component} that does not dec Solve the heat equation on a rod of length $L = \pi$ with insulated ends and initial temperature $f(x) = \cos(2x) + 3$: \[ \begin{cases} - \pd{u}{t} = \alpha\,\pd[2]{u}{x}, & 0 < x < \pi, \;\; t > 0, \\[6pt] + \pd{u}{t} = \alpha\,\frac{\partial^2 u}{\partial x^2}, & 0 < x < \pi, \;\; t > 0, \\[6pt] \pd{u}{x}(0,t) = 0, \;\; \pd{u}{x}(\pi,t) = 0, & t > 0, \\[6pt] u(x,0) = \cos(2x) + 3, & 0 < x < \pi. \end{cases} @@ -491,7 +491,7 @@ A \textbf{steady-state solution} is a solution that does not change in time: $\p \paragraph{Derivation.} Setting $\pd{u}{t} = 0$ in \cref{eq:heat_equation_1d} gives \[ - 0 = \alpha\,\pd[2]{u}{x} \quad\Longrightarrow\quad \pd[2]{u}{x} = 0. + 0 = \alpha\,\frac{\partial^2 u}{\partial x^2} \quad\Longrightarrow\quad \frac{\partial^2 u}{\partial x^2} = 0. \] Integrating twice: \begin{equation} @@ -540,7 +540,7 @@ When the boundary conditions are nonhomogeneous --- for example, one end held at \paragraph{The shifting technique.} Consider the problem \[ \begin{cases} - \pd{u}{t} = \alpha\,\pd[2]{u}{x}, & 0 < x < L, \;\; t > 0, \\[6pt] + \pd{u}{t} = \alpha\,\frac{\partial^2 u}{\partial x^2}, & 0 < x < L, \;\; t > 0, \\[6pt] u(0,t) = T_1, \;\; u(L,t) = T_2, & t > 0, \\[6pt] u(x,0) = f(x), & 0 < x < L. \end{cases} @@ -559,11 +559,11 @@ The simplest choice is the linear steady-state profile \cref{eq:steady_state_dir \] Substituting $u = v + \phi$ into the heat equation: \[ - \pd{v}{t} = \alpha\,\pd[2]{v}{x} + \alpha\,\phi''(x). + \pd{v}{t} = \alpha\,\frac{\partial^2 v}{\partial x^2} + \alpha\,\phi''(x). \] Since $\phi(x)$ is linear, $\phi''(x) = 0$, so $v$ satisfies the same homogeneous heat equation: \[ - \pd{v}{t} = \alpha\,\pd[2]{v}{x}. + \pd{v}{t} = \alpha\,\frac{\partial^2 v}{\partial x^2}. \] The boundary conditions for $v$ are homogeneous: \[ @@ -592,7 +592,7 @@ The initial condition for $v$ is \textbf{Solution.} The problem is \[ \begin{cases} - \pd{u}{t} = \alpha\,\pd[2]{u}{x}, & 0 < x < \pi, \;\; t > 0, \\[6pt] + \pd{u}{t} = \alpha\,\frac{\partial^2 u}{\partial x^2}, & 0 < x < \pi, \;\; t > 0, \\[6pt] u(0,t) = 0, \;\; u(\pi,t) = 100, & t > 0, \\[6pt] u(x,0) = 50, & 0 < x < \pi. \end{cases} @@ -605,7 +605,7 @@ The initial condition for $v$ is \textit{Step 2: Define $v(x,t) = u(x,t) - \phi(x)$.} Then $v$ satisfies \[ \begin{cases} - \pd{v}{t} = \alpha\,\pd[2]{v}{x}, & 0 < x < \pi, \\[6pt] + \pd{v}{t} = \alpha\,\frac{\partial^2 v}{\partial x^2}, & 0 < x < \pi, \\[6pt] v(0,t) = 0, \;\; v(\pi,t) = 0, \\[6pt] v(x,0) = 50 - \frac{100}{\pi}\,x. \end{cases} @@ -679,7 +679,7 @@ The initial condition for $v$ is The basic heat equation \cref{eq:heat_equation_1d} assumes no internal heat generation. In many practical situations, there is a \textbf{source term} $Q(x,t)$ representing internal heat production (e.g., electrical heating, chemical reactions, nuclear decay): \begin{equation} \label{eq:heat_with_source} - \pd{u}{t} = \alpha\,\pd[2]{u}{x} + Q(x,t), \qquad 0 < x < L, \;\; t > 0. + \pd{u}{t} = \alpha\,\frac{\partial^2 u}{\partial x^2} + Q(x,t), \qquad 0 < x < L, \;\; t > 0. \end{equation} \paragraph{Eigenfunction expansion method.} We assume the solution can be expanded in the eigenfunctions of the spatial problem: @@ -722,7 +722,7 @@ This is a first-order linear ODE for each mode $T_n(t)$, solvable by the integra Solve the heat equation with a spatially uniform source on a rod of length $L = \pi$ with zero-temperature ends and initially zero temperature: \[ \begin{cases} - \pd{u}{t} = \alpha\,\pd[2]{u}{x} + Q_0, & 0 < x < \pi, \;\; t > 0, \\[6pt] + \pd{u}{t} = \alpha\,\frac{\partial^2 u}{\partial x^2} + Q_0, & 0 < x < \pi, \;\; t > 0, \\[6pt] u(0,t) = 0, \;\; u(\pi,t) = 0, & t > 0, \\[6pt] u(x,0) = 0, & 0 < x < \pi, \end{cases}