Boyce/DiPrima 10th ed, Ch 10.

8 Appendix A: Derivation of
the Heat Conduction Equation
Elementary Differential Equations and Boundary Value Problems, 10th edition, by William E. Boyce and Richard C. DiPrima, ©2013 by John Wiley & Sons, Inc.

• In this section we derive the differential equation that, to a first

approximation at least, governs heat conduction in solids.
• It is important to understand that the mathematical analysis of
a physical situation or process such as this ultimately rests on a
foundation of empirical knowledge of the phenomenon.
• Consider the uniform rod insulated on the lateral surfaces so
that heat can flow only in the axial direction.
• It has been demonstrated many times if two parallel cross
sections of same area A and different temperatures T1 and T2
are separated by a small distance d, an amount of heat per unit
time will pass from the warmer section to the cooler one.
 Fourier’s Law of Heat Conduction

• The amount of heat per unit time that passes from the warmer
section to the cooler one is proportional to the area A and the
temperature difference |T2 – T1|, and is inversely proportional
to the distance d. Thus
Amount of heat per unit time =  A |T2 – T1| / d,
where the proportionality constant  > 0 is called the thermal
conductivity and depends primarily on the material of the rod.
• The relation above is often called Fourier’s law of heat
conduction, and is an empirical result, not a theoretical one.
• However, has been verified by careful experiment many times.
It is the basis of the mathematical theory of heat conduction.
 Assumptions (1 of 3)

• Now consider a straight rod of uniform cross section and

homogeneous material.
• Let the x-axis be chosen to lie along the axis of the bar, and let
x = 0 and x = L denote the ends of the bar. See figure below.
• We assume the sides of the bar are perfectly insulated so that
no heat passes through them.
 Assumptions (2 of 3)

• Assume that u is a function only of the axial coordinate x and

time t, and not on the lateral coordinates y and z.
• In other words, we assume that the temperature remains
spatially constant on any cross section of the bar.
• This assumption is usually satisfactory when the lateral
dimensions of the rod are small compared to its length.
 Assumptions (3 of 3)

• The differential equation governing the temperature in the bar

is an expression of a fundamental physical balance.
• That is, we assume that the rate at which heat flows into any
portion of the bar is equal to the rate at which heat is absorbed
in that portion of the bar.
• The terms in the equation are called the flux (flow) term and
the absorption term, respectively.
 Flux Term (1 of 3)

• Consider an element of the rod between the cross sections at

x = x0 and x = x0 + x, where x0 is arbitrary and x is small.
• Recall Fourier’s law of heat conduction:
Amount of heat per unit time =  A |T2 – T1| / d
• The instantaneous rate of heat transfer H(x0,t) from left to right
across the cross section x = x0 is given by
u ( x0  d / 2, t )  u ( x0  d / 2, t )
H ( x0 , t )   lim  A   Au x ( x0 , t )
d 0 d
 Flux Term (2 of 3)

• The heat transfer H(x0,t) rate from left to right at x = x0 is

u ( x0  d / 2, t )  u ( x0  d / 2, t )
H ( x0 , t )   lim  A   Au x ( x0 , t )
d 0 d
• The negative sign appears because there will be a positive flow
of heat from left to right only if the temperature is greater on
left of x = x0 than on the right. In this case ux(x0, t) is negative.
• Similarly, the rate at which heat passes from left to right
through the cross section at x = x0 + x is given by
H ( x0  x, t )   Aux ( x0  x, t )
 Flux Term (3 of 3)

• From the previous slide, we have

H ( x0 , t )   Aux ( x0 , t ), H ( x0  x, t )   Aux ( x0  x, t )
• The net rate at which heat flows into the segment of the bar
between x = x0 and x = x0 + x thus is given by
Q  H ( x0 , t )  H ( x0  x, t )   Aux ( x0  x, t )  Aux ( x0 , t )
• The amount of heat entering this bar element in time t is thus
Qt   A u x ( x0  x, t )  u x ( x0 , t ) t
 Absorption Term (1 of 2)

• Consider again the element of the rod between x0 and x0 + x.

• The average change in temperature, u, in the time interval t,
is proportional to the amount of heat Qt introduced and
inversely proportional to the mass m of the element.
• Thus 1 Qt Qt
u   ,
s m sAx
where the constant of proportionality s is the specific heat of
the material of the bar, and  is its density.
 Absorption Term (2 of 2)

• The average change in temperature u in the bar element

under consideration is equal to the actual temperature change
at some intermediate point x0 + x, where 0 <  < 1.
• Thus
Qt
u ( x0  x, t  t )  u ( x0  x, t ) 
sAx
or
Qt  u( x0  x, t  t )  u( x0  x, t ) sAx
 Heat Conduction Equation

• From flux and absorption derivations, we have, respectively,

Qt   Au x ( x0  x, t )  Au x ( x0 , t ) t
Qt  u ( x0  x, t  t )  u ( x0  x, t ) sAx
• Balancing the flux and absorption terms, we have
 A u x ( x0  x, t )  u x ( x0 , t ) t
 s A u ( x0  x, t  t )  u ( x0  x, t ) x
• Dividing this equation by xt, and then letting x  0 and
t  0, we obtain the heat conduction or diffusion equation
 2u xx  ut , 0  x  L, t  0
where 2 =  / s is the thermal diffusivity, and is a parameter
that depends on the material in the bar.
 Boundary Conditions (1 of 2)

• Some relatively simple boundary conditions may be imposed

at the ends of the bar.
• For example, the temperature at an end may be maintained at
some constant value T.
• This might be accomplished by placing the end of the bar in
thermal contact with some reservoir of sufficient size so that
any heat that flows between the bar and the reservoir does not
appreciably alter the temperature of the reservoir.
• At an end where this is done the boundary condition is u = T.
• If the end of the bar is insulated so that no heat passes through
it, then the boundary condition is ux = 0.
 Boundary Conditions (2 of 2)

• A more general type of boundary condition occurs if the rate

of heat through an end of the bar is proportional to the
temperature there.
• Let us consider the end x = 0, where the rate of flow of heat
from left to right is given by H(0,t) = - Aux(0,t).
• Hence the rate of heat flow out of the bar (from right to left) at
x = 0 is  Aux(0,t).
• If this quantity is proportional to the temperature u(0,t), then
we obtain the boundary condition
u x (0, t )  h1u(0, t )  0, t  0
• Similarly, if heat flow is taking place at x = L, then
u x ( L, t )  h2u( L, t )  0, t  0
 Initial Condition

• To determine completely the flow of heat in the bar it is

necessary to state the temperature distribution at one fixed
instant, usually taken as the initial time t = 0.
• This initial condition is of the form
u ( x,0)  f ( x), 0 x L
• The problem is then to solve the differential equation
 2u xx  ut , 0  x  L, t  0
subject to one of the boundary conditions at each end and to
the initial condition above at t = 0.
Generalizations of the Heat Equation (1 of 7)

• Several generalizations of the heat equation

 2u xx  ut , 0  x  L, t  0
also occur in practice.
• First, the bar material may be nonuniform and the cross section
may not be constant along the length of the bar.
• In this case the parameters , , s, and A may depend on the
axial variable x.
• Then the rate of heat transfer equations becomes
H ( x0 , t )   ( x0 ) A( x0 )u x ( x0 , t ),
H ( x0  x, t )   ( x0  x) A( x0  x)u x ( x0  x, t )
 Axially Dependent Dimensions (2 of 7)

• As before, if we substitute
H ( x0 , t )   ( x0 ) A( x0 )u x ( x0 , t ),
H ( x0  x, t )   ( x0  x) A( x0  x)u x ( x0  x, t )
into
Qt   A u x ( x0  x, t )  u x ( x0 , t ) t
and eventually into
 A u x ( x0  x, t )  u x ( x0 , t ) t
 s A u ( x0  x, t  t )  u ( x0  x, t ) x,
and proceeding as before, we obtain the partial differential
equation
( A u x ) x  s A ut
 Heat Equation for Nonuniform Bar (3 of 7)

• The equation
( A u x ) x  s A ut
is usually written in the form
r ( x)ut  [ p( x)u x ]x
where p(x) = (x)A(x) > 0 and r(x) = s(x)(x)A(x) > 0.
 Source Term (4 of 7)

• Another generalization occurs if there are other ways in which

heat enters or leaves the bar.
• Suppose that there is a source that adds heat to the bar at a rate
G(x,t,u) per unit time per unit length, where G(x,t,u) > 0.
• Then we must add the term G(x,t,u)xt to the flux term, or
left side, of the balance equation
 A u x ( x0  x, t )  u x ( x0 , t ) t
 s A u ( x0  x, t  t )  u ( x0  x, t ) x,
• This leads to the differential equation
r ( x)ut  [ p( x)u x ]x  G( x, t , u)
 Generalized Heat Equation (5 of 7)

• Our heat equation is

r ( x)ut  [ p( x)u x ]x  G( x, t , u)
• If G(x,t,u) < 0, then we speak of a sink that removes heat from
the bar at the rate G(x,t,u) per unit time per unit length.
• To make the problem tractable, we must restrict the form of
the function G.
• In particular, we assume that G is linear in u and that the
coefficient of u does not depend on t. Thus we write
G ( x, t , u )  q( x)u  F ( x, t )
and hence
r ( x)ut  [ p( x)u x ]x  q( x)u  F ( x, t )
• This equation is sometimes called the generalized heat
conduction equation.
 Multidimensional Heat Equation (6 of 7)

• Finally, if instead of a one-dimensional bar, we consider a

body with more than one significant space dimension, then the
temperature is a function of two or three space coordinates
rather than x alone.
• Considerations similar to those leading up to the one-
dimensional heat equation
 2u xx  ut , 0  x  L, t  0
can be employed to yield the two dimensional equation
 2 uxx  u yy   ut ,
or in three dimensions,
 2 uxx  u yy  uzz   ut
 Multidimensional Heat Equation
and Boundary Conditions (7 of 7)
• Thus the two and three dimensions, respectively, we have
 2 uxx  u yy   ut ,  2 uxx  u yy  uzz   ut
• The boundary conditions corresponding to u = T and ux = 0 for
multidimensional problems correspond to a prescribed
temperature distribution on the boundary, or to an insulated
boundary.
• Similarly, the initial temperature distribution will in general be
a function of x and y, or x, y and z, for the above two and three
dimensional heat equations, respectively.