Professional Documents
Culture Documents
1 Introduction
The method of separation of variables is also useful in the determination of solutions to heat
conduction problems in cylindrical and spherical coordinates. A few selected examples will
be used for illustration.
Recall that the simplest form of the heat equation in cylindrical coordinates (r, φ, z) is
∂T 1 ∂ ∂T 1 ∂ ∂T ∂ ∂T
ρCp = (kr ) + 2 (k ) + (k )+g
∂t r ∂r ∂r r ∂φ ∂φ ∂z ∂z
∂T 1 ∂ ∂T 1 ∂ ∂T 1 ∂ ∂T
ρCp = 2 (kr2 )+ 2 (k sin θ )+ 2 2 (k )+g
∂t r ∂r ∂r r sin θ ∂θ ∂θ r sin θ ∂φ ∂φ
1
the general solution of which is
T (r) = A ln r + B
where the constants A and B must be determined from the specific boundary conditions
involved. This represents the steady state loss of heat through a cylindrical wall. Two
particular sets of boundary conditions are now investigated in detail.
Case 1.- Assume the heat flux at r = r1 , q1 is given (Neumann boundary condition) ,
while the temperature at r = r2 is specified as T2 (Dirichlet boundary condition). Therefore,
at r = r1 one has
dT
q(r1 ) = q1 = −k |r=r1
dr
Substitution into the general solution given above yields
q 1 r1
A=−
k
Now, from the boundary condition at r = r2 one has
q 1 r1
B = T2 + ln r2
k
The required solution is then
q 1 r1 r2
T (r) = ln( ) + T2
k r
Finally, the unknown temperature at r = r1 is given by
q 1 r1 r2
T1 = ln( ) + T2
k r1
Note that since ln(r2 /r1 ) > 0, if q1 > 0 (i.e. heat flows into the cylindrical shell through the
inner radius) then T1 > T2 .
Case 2.- This case is identical to the first except that boundary conditions are reversed
relative to r1 and r2 , i.e. one has a Dirichlet boundary condition at r = r1 (Known temper-
ature T1 ) and a Neumann boundary condition at r = r2 (Known heat flux q2 ). Proceeding
as before one gets the solution
q 2 r2 r1
T (r) = ln( ) + T1
k r
and the unknown temperature at r = r2 is
q 2 r2 r1
T2 = ln( ) + T1
k r2
Since ln(r1 /r2 ) < 0, if q2 < 0 is (i.e. heat flows into the cylindrical shell through the
outer radius) then T2 > T1 .
2
2.2 Spherical Coordinates
Consider a hollow sphere with inner and outer radii r1 and r2 , respectively. At steady state
the heat equation in spherical coordinates with azimuthal and poloidal symmetry becomes
d 2 dT
(r )=0
dr dr
the general solution of which is
A
T (r) = +B
r
where the constants A and B must be determined from the specific boundary conditions
involved. This represents the steady state loss of heat through a spherical shell. As in the
previous section, two particular sets of boundary conditions are now investigated in detail.
Case 1.- Assume the heat flux is given at r = r1 as q1 (Neumann boundary condition)
while the temperature is specified as T2 at r = r2 (Dirichlet boundary condition). Therefore,
at r = r1 one has
dT
q(r1 ) = q1 = −k |r=r1
dr
yielding
q1 r12
A=
k
The second boundary condition then leads to
q1 r12 1
B = T2 −
k r2
so that the desired solution is
q1 r12 1 1
T (r) = ( − ) + T2
k r r2
and the unknown temperature at r = r1 is
q1 r12 1 1
T1 = ( − ) + T2
k r1 r2
Note that the since (1/r1 − 1/r2 ) > 0, if q1 > 0 (i.e. heat flows into the spherical shell
through the inner radius) then T1 > T2 , .
Case 2.- Now assume instead that T (r1 ) = T1 is given (Dirichlet) and q(r2 ) = q2 is also
known (Neumann). With these
q2 r22
A=
k
3
and
q2 r22 1
B = T1 −
k r1
so that the desired solution is
q2 r22 1 1
T (r) = ( − ) + T1
k r r1
and the unknown temperature at r = r2 is
q2 r22 1 1
T2 = ( − ) + T1
k r2 r1
Note also that since (1/r2 − 1/r1 ) < 0, if q2 > 0 (i.e. heat flows into the spherical shell
through the outer radius) then T2 > T1 .
∂ 2T 1 ∂T ∂2T
+ + =0
∂r2 r ∂r ∂z 2
Let the boundary conditions at r = r0 and z = L be
T (R, z) = T (r, L) = 0
and at z = 0,
T (r, 0) = T0
T (r, z) = R(r)Z(z)
and proceeding as in the Cartesian case, yields the following set of ODEs
d dR
(r ) + λ2 rR = 0
dr dr
4
and
∂ 2Z
2
− λ2 Z = 0
∂z
where λ2 is the separation constant representing the eigenvalues of the Sturm-Liouville prob-
lem for R, i.e. λn are the roots of
J0 (λn r0 ) = 0
for n = 1, 2, ...
Solving the above, incorporating the boundedness consition as well as the first two bound-
ary conditions and performing a linear combination of the eigensolutions gives
∞
X ∞
X
T (r, z) = Rn (r)Zn (z) = an J0 (λn r) sinh(λn [L − z])
n=1 n=1
which is the Fourier-Bessel series representation of T0 and leads directly to the Fourier
coefficients
Z r0
1 2
an = T0 J0 (λn r)rdr
sinh(λn L) r02 J12 (λn r0 ) 0
5
subject to
T =0
at r = b and
∂T
=0
∂r
at r = 0.
According to the separation of variables method we assume a solution of the form T (r, t) =
R(r)Γ(t). Substituting this into the heat equation yields
1 d dR 1 dΓ
(r ) =
rR dr dr αΓ dt
This equationonly makes sense when both terms are equal to a negative constant −λ2 . The
original problem has now been transformed into two boundary value problems, namely
dΓ
+ αλ2 Γ = 0
dt
with general solution
Γ(t) = C exp(−αλ2 t)
R(r) = A0 J0 (λr)
where A0 is another constant and J0 (z) is the Bessel function of first kind of order zero of
the argument given by
z2 z4 z6
J0 (z) = 1 − + − + ...
(1!)2 22 (2!)2 24 (3!)2 26
Since R(b) = 0 this requires that J0 (λb) = 0 which defines the eigenvalues and eigenfunc-
tions for this problem. The eigenvalues are thus given as the roots of
J0 (λn b) = 0
6
Specifically, the first four roots are: λ1 b = 2.405, λ2 b = 5.520, λ3 b = 8.654, and λ4 b = 11.79.
A particular solution is then
All is left is to determine the An ’s. For this we use the given initial condition, i.e.
∞
X
T (r, 0) = f (r) = An J0 (λn r)
n=1
This is the Fourier-Bessel series representation of f (r) and one can use the orthogonality
property of the eigenfunctions to write
Z b ∞
X Z b Z b
rJ0 (λm r)f (r)dr = An rJ0 (λm r)J0 (λn r)dr = An rJ02 (λm r)dr =
0 n=1 0 0
2
b Am 2 b2 Am 2
= [J0 (λm b) + J12 (λm b)] = J1 (λm b)
2 2
where J1 (z) = −dJ0 (z)/dz is the Bessel function of first kind of order one of the argument.
Therefore,
Z b
2
An = 2
rJ0 (λn r)f (r)dr
b2 J1 (λn b) 0
An important special case is obtained when f (r) = Ti = constant. The required solution
then becomes
∞
2Ti X J0 (λn r)
T (r, t) = exp(−αλ2n t)
b n=1 λn J1 (λn b)
7
4.2 The Quenching Problem for a Cylinder with Convective Heat
Losses at its Boundary
Many problems involving more complex boundary conditions can also be solved using the
separation of variables method. As an example consider the quenching problem where a
long cylinder (radius r = b) initially at T = f (r) is exposed to a cooling medium at zero
temperature which extracts heat uniformly from its surface.
The heat equation in this case is
1 ∂ ∂T 1 ∂T
(r )=
r ∂r ∂r α ∂t
subject to
∂T
−k = hT
∂r
at r = b, and subject to
∂T
=0
∂r
at r = 0.
Separation of variables T (r, t) = R(r)Γ(t) gives in this case
∞ 2 Z b
2 X βm J0 (βm r)
T (r, t) = exp(−αβm t) 2 + ( h )2 )J 2 (β b) 0
r0 J0 (βm r0 )f (r0 )dr0
b2 m=1 (βm k 0 m
A special case of interest is when the initial temperature is constant = Ti and the sur-
rounding environment is at a non-zero temperature = T∞ . In this case the above equationre-
duces to
X∞
2 1 J1 (βm b)J0 (βm r) −βm 2 αt
T (r, t) = T∞ + (Ti − T∞ ) 2 2
e
b m=1 βm J0 (βm b) + J1 (βm b)
where the eigenvalues βm are obtained from the roots of the following transcendental eqnar-
ray*
with Bi = hb/k.
Exercise: Derive the above result.
8
4.3 The Quenching Problem for a Sphere with Fixed Temperature
at its Boundary
Consider the quenching problem where a sphere (radius r = b) initially at T = f (r) whose
surface temperature is made equal to zero for t > 0.
The heat equation in this case is
1 ∂ 2 ∂T 1 ∂T
2
(r )=
r ∂r ∂r α ∂t
subject to
T =0
at r = b and
∂T
=0
∂r
at r = 0.
According to the separation of variables method we assume a solution of the form T (r, t) =
R(r)Γ(t). Substituting this into the heat equation yields
1 d 2 dR 1 dΓ
(r )=
r2 R dr dr αΓ dt
Again, this equationonly makes sense when both terms are equal to a negative constant −λ2 .
The original problem has now been transformed into two boundary values problems, namely
dΓ
+ λ2 αΓ = 0
dt
with general solution
Γ(t) = C exp(−αλ2 t)
9
where A0 and B 0 are constants and B 0 = 0 since the temperature must be bounded at r = 0.
Moreover, the boundary condition at r = b yields the eigenvalues
nπ
λn =
b
and the eigenfunctions
A0n 1 nπr
Rn (r) = sin(λn r) = sin( )
r r b
for n = 1, 2, 3, ....
A particular solution is then
An
Tn (r, t) = Rn (r)Γ(t) = sin(λn r) exp(−αλ2n t)
r
where An = A0n C and n = 1, 2, 3, ...
Superposition of particular solutions yields the more general solution
∞
X ∞
X ∞
X An
T (r, t) = Tn (r, t) = Rn (r)Γ(t) = sin(λn r) exp(−αλ2n t)
n=1 n=1 n=1 r
To determine the An ’s we use the given initial condition, i.e.
∞
X An
T (r, 0) = f (r) = sin(λn r)
n=1 r
this is again a Fourier series representation with the Fourier coefficients given by
Z
2 b nπr0 0 0
An = f (r0 ) sin( )r dr
b 0 b
An important special case results when the initial temperature f (r) = Ti = constant. In
this case the Fourier coefficients become
Ti b Ti b
An = − cos(nπ) = − (−1)n
nπ nπ
Exercise: Derive the above result.
10
In terms of the new variable U (r, t) = rT (r, t) the mathematical formulation of the
problem is
∂ 2U 1 ∂U
2
=
∂r α ∂t
subject to
U (0, t) = 0, r=0
∂U h 1
+ ( − )U = 0, r=b
∂r k b
and
Consider now as another example a hollow sphere a ≤ r ≤ b intially at F (r) and dis-
sipating heat by convection at both its surfaces via heat transfer coefficients h1 and h2 .
Introducing the transformation x = r − a, the problem becomes identical to 1D heat con-
duction from a slab and the solution is
∞ Z
1 X 2 1 b
T (r, t) = e−αβm t R(βm , r) r0 F (r0 )R(βm , r0 )dr0
r m=1 N (βm ) r 0 =a
where
11
5 Non-homogeneous Problems
Nonhomogeneous problems for the cylinder or sphere can be solved using the same approach
used to solve similar problems in Cartesian coordinates. Consider a long cylinder initially
at T = F (r) inside which heat is generated at a constant rate g0 and whose boundary r = b
is subjected to T = 0. The mathematical statement of the problem consists of the heat
eqnarray*
∂2T 1 ∂T 1 1 ∂T
2
+ + g0 =
∂r r ∂r k α ∂t
with T = 0 at r = b and t > 0 and T = F (r) at t = 0. The problem can be split into a
steady state problem giving Ts (r) = (g0 /4k)(b2 − r2 ) and a homogeneous transient problem
giving Th (r, t). The solution to the original problem becomes
12
and finally, the Biot number
hb
Bi =
k
With the new variables, the mathematical formulation of the heat conduction problem
becomes
1 ∂ ∂θ ∂θ
(R )=
R ∂R ∂R ∂τ
subject to
∂θ
=0
∂R
at R = 0,
∂θ
+ Biθ = 0
∂R
at R = 1, and
θ=1
in 0 ≤ R ≤ 1 for τ = 0.
As the second problem consider the cooling of a sphere (0 ≤ r ≤ b) initially at a uniform
temperature Ti and subjected to a uniform convective heat flux at its surface into a medium
at T∞ with heat transfer coefficient h. In terms of the dimensionless quantities Bi = hb/k ,
τ = αt/b2 , θ = (T (r, t) − T∞ )/(Ti − T∞ ) and R = r/b, the mathematical statement of the
problem is
1 ∂ ∂θ ∂θ
2
(R2 )=
R ∂R ∂R ∂τ
in 0 < R < 1, subject to
∂θ
=0
∂R
at R = 0, and
∂θ
+ Biθ = 0
∂R
at R = 1, and
θ=1
in 0 ≤ R ≤ 1, for τ = 0.
As before, the solutions to the above problems are well known and are readily available
in graphical form (Heisler charts).
13
7 Solution of Transient Multidimensional Problems by
Product Superposition
As in the Cartesian coordinates case, the solutions obtained for unidimensional systems can
often be combined by product superposition in order to obtain solutions to multidimensional
problems. Specifically, the solution to the problem of unsteady state conduction in a finite
cylinder (radius r0 , height 2L) which is initially at temperature Ti and is subsequently
exposed to a quenching environment at temperature T∞ , can be readily written down in
dimensionless form as follows
T (r, z, t) − T∞ T (r, z, t) − T∞ T (r, z, t) − T∞
[ ]f initec ylinder = [ ]2Ls lab × [ ]inf initec ylinder
Ti − T∞ Ti − T∞ Ti − T∞
14