Heat Equation

The heat equation or diffusion equation is an important partial differential equation which describes the variation of temperature in a given region over time. In the special case of heat propagation in an isotropic and homogeneous medium in the 3-dimensional space, this equation is
u_t = k ( u_{xx} + u_{yy} + u_{zz} ) \quad
where:
  • u(t, x, y, z) is temperature as a function of time and space;
  • ut is the rate of change of temperature at a point over time;
  • u_{xx}, u_{yy}, and u_{zz} are the second spatial derivatives (thermal conductions) of temperature in the x, y, and z directions, respectively
  • k is a material-specific constant (thermal diffusivity)
To solve the heat equation, we also need to specify boundary conditions for u. Solutions of the heat equation are characterized by a gradual smoothing of the initial temperature distribution by the flow of heat from warmer to colder areas of an object. The heat equation is the prototypical example of a parabolic partial differential equation.

Heat conduction in non-homogeneous anisotropic media

In general, the study of heat conduction is based on several principles. Heat flow is a form of energy flow, and as such it is meaningful to speak of the time rate of flow of heat into a region of space.
  • The time rate of heat flow into a region V is given by a time-dependent quantity qt(V). We assume q has a density, so that
q_t(V) = \int_V Q(t,x)\,d x \quad
  • Heat flow is a time-dependent vector function H(x) characterized as follows: the time rate of heat flowing through an infinitesimal surface element with area d S and with unit normal vector n is
\mathbf{H}(x) \cdot \mathbf{n}(x) \, dS
Thus the rate of heat flow into V is also given by the surface integral
q_t(V)= - \int_{\partial V} \mathbf{H}(x) \cdot \mathbf{n}(x) \, dS
where n(x) is the outward pointing normal vector at x.
  • The Fourier law states that heat energy flow has the following linear dependence on the temperature gradient
\mathbf{H}(x) = -\mathbf{A}(x) \cdot \operatorname{grad}(u) (x)
where A(x) is a 3 × 3 real matrix, which in fact is symmetric and non-negative.
By Green's theorem, the previous surface integral for heat flow into V can be transformed into the volume integral
q_t(V) = - \int_{\partial V} \mathbf{H}(x) \cdot \mathbf{n}(x) \, dS
   
= \int_{\partial V} \mathbf{A}(x) \cdot \operatorname{grad}(u) (x) \cdot \mathbf{n}(x) \, dS
= \int_V \sum_{i, j} \partial_{x_i} a_{i j} \partial_{x_j} u (t,x)\,dx
  • The time rate of temperature change at x is proportional to the heat flowing into an infinitesimal volume element, where the constant of proportionality is dependent on a constant κ
\partial_t u(t,x) = \kappa(x) Q(t,x)\, dx
Putting these equations together gives the general equation of heat flow:
\partial_t u(t,x) = \kappa(x) \sum_{i, j} \partial_{x_i} a_{i j} \partial_{x_j} u (t,x)
Remarks.
  • The constant κ(x) is the inverse of specific heat of the substance at x × density of the substance at x.
  • In the case of an isotropic medium, the matrix A is a scalar matrix equal to thermal conductivity.
  • The Jacobi theta function is the unique solution to the one-dimensional heat equation with periodic boundary conditions at t=0.

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