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Natural Science Forum / Physics / General Physics / October 2004



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One-dimensional heat equation

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Ken Honda - 25 Oct 2004 04:03 GMT
Hi, I'm a little confused about a one-dimensional heat equation
problem.  If anybody can guide me in the right direction I'd
appreciate it a lot.  Thanks!
We start with the heat equation

dU/dt = d^2U/dt^2

on a finite interval (0,L) with the following conditions:

U(t,0) = U(t,L) = 0
U(0,x) = U(x)

and furthermore f(x) admits a representation

f(x) = sum{A_n*sin(n*pi*x/L)} for n>0

so the question is, does the integral of U(t,x) with respect to x
change with time over the whole real line?  I have a text that poses
this is a problem, and the hint is to "think of a wire whose ends are
perfectly insulated with temperature = 0."  The answer is yes, this
integral does change, but by conservation of heat, shouldn't it be
constant?  I don't understand what happens as t approaches infinity.
Thank you all!
KH
Rouben Rostamian - 25 Oct 2004 04:45 GMT
>dU/dt = d^2U/dt^2
>
[quoted text clipped - 13 lines]
>integral does change, but by conservation of heat, shouldn't it be
>constant?  I don't understand what happens as t approaches infinity.

A few remarks:

1.
You have a typo in the heat equation.  The correct equation is:

   dU/dt = d^2U/dx^2

2.
Are you sure you are quoting the text correctly?  Saying "think
of a wire whose ends are perfectly insulated with temperature = 0"
is like saying "think of a blond who is a redhead".

If the ends are exposed to temperature 0, then the are _exposed_,
therefore they are not insulated.

The boundary conditions U(t,0) = U(t,L) = 0 say that the ends are
exposed to temperature 0.

If the ends were insulated, then the boundary conditions would have
been  dU/dx(t,0) = dU/dx(t,L) = 0.

3.
You write: "does the integral of U(t,x) with respect to x
change with time over the whole real line?"

Do you really mean "the whole real line"?  The variable x is
takes values only on the interval 0 to L.  It is not defined
on the whole real line.   The variable t takes values on the
interval 0 to +infinity.  It is not defined in the whole real
line either.

In the light of remarks above, your reference to conservation of heat
is ambiguous.  If the wire were insulated, then yes, heat would have
been conserved and the integral of U(t,x) with respect to x over the
interval (0,L) would have been independent of t.

Since your wire is not insulated, it can be shown that that integral
converges to 0 as t goes to infinity.

Signature

rr

puppet_sock@hotmail.com - 25 Oct 2004 18:49 GMT
[snip]
> Are you sure you are quoting the text correctly?  Saying "think
> of a wire whose ends are perfectly insulated with temperature = 0"
> is like saying "think of a blond who is a redhead".

Mmmmmmm! Blonde redheads! Ohhhhhhhh....

Ok, I'm back.
Socks
David Bernier - 25 Oct 2004 05:00 GMT
> Hi, I'm a little confused about a one-dimensional heat equation
> problem.  If anybody can guide me in the right direction I'd
[quoted text clipped - 18 lines]
> integral does change, but by conservation of heat, shouldn't it be
> constant?  I don't understand what happens as t approaches infinity.

Indeed, if the ends of the wire are "perfectly insulated", I don't
see how heat can escape the wire or enter the wire.

I'd rather think of the ends of the wire as lying in an ice and water
mixture, at a constant temperature of zero Celsius.

The hint has me confused, so I'll leave it at that.

David Bernier
mmeron@cars3.uchicago.edu - 25 Oct 2004 05:48 GMT
>Hi, I'm a little confused about a one-dimensional heat equation
>problem.  If anybody can guide me in the right direction I'd
[quoted text clipped - 19 lines]
>constant?  I don't understand what happens as t approaches infinity.
>Thank you all!

The hint you got is what you need.  Consider how would you express the
condition of "ends of wire are insulated".  Consider whether your wire
satisfies this condition.

Mati Meron                      | "When you argue with a fool,
meron@cars.uchicago.edu         |  chances are he is doing just the same"
Robert Israel - 25 Oct 2004 07:49 GMT
>Hi, I'm a little confused about a one-dimensional heat equation
>problem.  If anybody can guide me in the right direction I'd
>appreciate it a lot.  Thanks!
>We start with the heat equation

>dU/dt = d^2U/dt^2

>on a finite interval (0,L) with the following conditions:

>U(t,0) = U(t,L) = 0
>U(0,x) = U(x)

>and furthermore f(x) admits a representation

>f(x) = sum{A_n*sin(n*pi*x/L)} for n>0

>so the question is, does the integral of U(t,x) with respect to x
>change with time over the whole real line?

Yes, you seem to be confused.  The integral of U(t,x) over the whole
real line does not exist: U(t,x) is only defined on the interval [0,L].

>  I have a text that poses
>this is a problem, and the hint is to "think of a wire whose ends are
>perfectly insulated with temperature = 0."

This makes no sense.  If the ends are insulated, they won't stay at
temperature 0.  An insulated boundary condition would be dU/dx = 0.

> The answer is yes, this
>integral does change, but by conservation of heat, shouldn't it be
>constant?

If the ends are kept at temperature 0, the integral (over the interval
0 to L, not over the whole real line) changes, because heat can escape
out the ends.  If the ends are insulated, the integral over the interval
does not change.

Robert Israel                                israel@math.ubc.ca
Department of Mathematics        http://www.math.ubc.ca/~israel
University of British Columbia            Vancouver, BC, Canada
Mohan Pawar - 25 Oct 2004 11:42 GMT
> Hi, I'm a little confused about a one-dimensional heat equation
> problem.

Yes, it is confusing the way you stated the problem.

> If anybody can guide me in the right direction I'd
> appreciate it a lot.  Thanks!

A familiar statement and solution of  heat equation possibly closer to your
textbook question may be found at
http://www.math.ubc.ca/~feldman/demos/demo7.html

--- rest snipped

==================

Mohan Pawar
MIO Instruments LLC
Ken Honda - 25 Oct 2004 16:02 GMT
Oh my, how embarassing!  This is what I get for posting late at night
on very little sleep.  I transcribe the problem incorrectly, and
thankyou very much to all for pointing this out!
We start with the heat equation

dU/dt = d^2U/dx^2

on a finite interval (0,L) with the following conditions:

U(t,0) = U(t,L) = 0
U(0,x) = U(x)

and furthermore f(x) admits a representation

f(x) = sum{A_n*sin(n*pi*x/L)} for n>0

and we want to know if the integral of u(t,x) with respect to x from
-infinity to positive infinity changes over time.  (I think that the
above is a typo and that we are only supposed to evaluate the integral
of u(t,x) with respect to x from 0 to L).  The next part of the
question reads "What is the behavior of this integral as t approaches
infinity?  Give a physical explanation; think of a finite heated wire,
both of whose ends are embedded in an ice cube at constant temperature
0."

Sorry for the confusion, and thanks very much for all of your replies.
I don't understand how admitting this representation for f(x) allows
one to show that the heat of the system converges; is this really dumb
of me?  Is it something obvious that I've missed?
Thanks very much!
KH
Rouben Rostamian - 25 Oct 2004 16:30 GMT
>Oh my, how embarassing!  This is what I get for posting late at night
>on very little sleep.  I transcribe the problem incorrectly, and
[quoted text clipped - 25 lines]
>one to show that the heat of the system converges; is this really dumb
>of me?  Is it something obvious that I've missed?

First let's clarify: what is f(x) and what does it have to do
with this problem?

Signature

Rouben Rostamian

Ken Honda - 25 Oct 2004 23:09 GMT
> First let's clarify: what is f(x) and what does it have to do
> with this problem?

I apologize again.  I must seem incompetent!  f(x) is the initial
condition of the differential equation:

U(0,x) = f(x)

(so, before, when I had U(0,x) = U(x), that was a mistake)

and it admits a representation as I described.  Thank you very much
and I apologize for taking your time.
KH
Robert Israel - 25 Oct 2004 21:23 GMT
>We start with the heat equation

>dU/dt = d^2U/dx^2

>on a finite interval (0,L) with the following conditions:

>U(t,0) = U(t,L) = 0
>U(0,x) = U(x)

I think you mean f(x).

>and furthermore f(x) admits a representation

>f(x) = sum{A_n*sin(n*pi*x/L)} for n>0

>and we want to know if the integral of u(t,x) with respect to x from
>-infinity to positive infinity changes over time.  (I think that the
[quoted text clipped - 4 lines]
>both of whose ends are embedded in an ice cube at constant temperature
>0."

> I don't understand how admitting this representation for f(x) allows
>one to show that the heat of the system converges; is this really dumb
>of me?  Is it something obvious that I've missed?

Hints:
The solution U(x,t) can be written in terms of a very similar series
with some exponential factors involving t ...
What do you get when you integrate sin(n*pi*x/L) for x from 0 to L?

Robert Israel                                israel@math.ubc.ca
Department of Mathematics        http://www.math.ubc.ca/~israel
University of British Columbia            Vancouver, BC, Canada
Ken Honda - 27 Oct 2004 23:42 GMT
Hmmm...so, we find that the integral of sin(n*pi*x/L) from 0 to L is 0
for n even, and 2*L/(n*pi) for n odd.  So the integral of f(x) from 0
to L is

... + A_{-3}*-2*L/(3*pi) + A_{-1}*-2*L/(pi) + A_{1}*2*L/(pi) +
A_{3}*2*L/(3*pi) + ...

I assume the similar series is the fourier series of U(x,t) for fixed
x, which is

sum{c_n*e^(i*n*t)}

where the c_n are defined in the usual way.  How does integral of
sin(n*pi*x/L) help me here, can I use it to calculate the fourier
coefficients in the series above?
Thanks so much!
KH

> Hints:
> The solution U(x,t) can be written in terms of a very similar series
[quoted text clipped - 4 lines]
> Department of Mathematics        http://www.math.ubc.ca/~israel
> University of British Columbia            Vancouver, BC, Canada
Robert Israel - 28 Oct 2004 00:51 GMT
>I assume the similar series is the fourier series of U(x,t) for fixed
>x, which is

>sum{c_n*e^(i*n*t)}

No, I mean the Fourier series of U(x,t) as a function of x.  
The usual series solution of the heat equation with these boundary
conditions.  Look in your textbook, it must be there.

Robert Israel                                israel@math.ubc.ca
Department of Mathematics        http://www.math.ubc.ca/~israel
University of British Columbia            Vancouver, BC, Canada
 
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