This is a discussion of the heat equation (diffusion equation)
in a cylinder.
Let us start by defining the Laplacian operator,
: In
cartesian coordinates, x,y,z, it is defined by
In cylindrical coordinates,
, the Laplacian is
The heat equation is given by
where t is time and where
here, the thermal
diffusivity, corresponds to
in our book.
The problem we now address is as follows:
A cylinder r<a, 0<z<L, has initial temperature
distribution
at time t=0. Thenceforth,
the lateral face r=a is kept at temperature T=0 and the
ends, z=0 and z=L are thermally isolated: i.e.
is zero at both ends. Find the temperature
at times t>0.
The method for attacking this problem will be separation of variables: We start by seeking a solution of (3) in the form
Substitution of equation 4 into equations (2) and (3) gives
Dividing both sides of (5) by
, we get
Now, since the right hand side depends only on t, and the
left hand side is independent of t, they must both be equal
to a constant, say
. We get, then
Consider, now, the right hand side of the first equation
(7): Its right hand side depends only on z,
whereas its left hand side is independent of z. Therefore,
both sides must be constant, say
. We get, after a
little algebra,
Once more, the right hand side of equation (8)
depends only on
and the right hand side depends
only on r, so that both sides are equal to the same constant,
say
. We get
Let us now summarize where we are, we are to solve
We have added a couple of comments to equations (10) and (13): These comments should be clear, but they are needed.
There are several eigenvalue problems of Sturm-Liouville form
which now arise. The first has to do with equation
(10). We shall leave it to you to show that the
constant
must be zero or positive. Indeed, we get
We leave it to you, the reader, then, to establish that we must
have
, where
. These values of
are eigenvalues of what we call the periodic
Sturm-Liouville problem and the eigenfunctions are as follows:
For n=0 the eigenfunction is a constant, say
. For
positive n, the eigenfunctions are
and
,
. Note that for each positive
eigenvalue, the space of eigenfunctions is two dimensional ( is
given by an arbitrary linear combination of two linearly
independent functions,
and
)
unlike the situation where homogeneous end values are
specified: When they are so specified, the space of
eigenfunctions corresponding to each eigenvalue is one
dimensional.
So, now, equation (13) becomes
Now equation (13) is really the statement of a
Sturm-Liouville problem for R(r),
except that it has two parameters.
However, equation (15) has essentially fixed one of
the parameters (or has, at least, incorporated the allowable
values of one of the parameters), so we now have an eigenvalue
problem for each value of n, where
has to be an
eigenvlue. Now equation (15)
looks almost like Bessel's equation: Indeed, a simple
transformation will transform it into Bessel's equation: Let
, so that the chain rule gives
so that equation (15) becomes
Those solutions of (16) which are continuous at
are
The end condition R(a)=0 is met by requiring
to be one of the zeroes of the Bessel function
. Let these zeroes be denoted by
:
i.e.
,
,
.
So the eigenvalues are
and the eigenfunctions are
What remains is only to put these separation of variables solutions together with unknown coefficients and to evaluate the coefficients using the initial conditions. That it is possible to do this stems from the result in Sturm-Liouville theory that one may represent a fairly arbitrary function as a linear combination of eigenfunctions, a result which one uses in determining the coefficients from the initial conditions.
We wish, now, to carry through (with your help) an example of such a solution. But we shall scale the example down so as to illustrate the notions without a very excessive amount of work.
To begin with, let us assume that the initial condition is
independent of z:
.
Then equation the boundary value problem stated in (11)
will have the solution z=1, and
we can forget about dependence of T on z.
So, our solution is, then
Problems:
In that case, assuming that a=1, one gets
Given that g(r)=r, and that the first zeroes of
are
(rounded off, of course),
evaluate
for m=1,2,3,4,5.