Copyright © Sandip Mazumder

Lecture 4: What we learnt The Ohio State University

 Limitations of the Fourier Law of Heat Conduction

 Physics of Heat Conduction
 Conduction Equation
 Steady state heat conduction in 1D
 Thermal Resistance

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 Copyright © Sandip Mazumder
Lecture 5: What we will learn The Ohio State University

 Review of Linear ODEs

 Characteristic or Eigenvalue problem
 Two-dimensional steady state heat conduction—
separation of variables

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 Copyright © Sandip Mazumder
Review of Linear ODEs The Ohio State University

What is a linear ordinary differential equation (ODE)?

Note: the solution to most linear ODEs is nonlinear. That has nothing
to do with whether the ODE is nonlinear or not.
A linear ODE is one in which there is no term that has nonlinearity in
the dependent variable.
d 3T d 2T d 3T d 2T
+a 2 = b Linear 3
+a 2 = exp( x) Linear
dx 3
dx dx dx
d 3T  dT 
2
d 3T d 2T
+ a b Non-linear +a 2 = exp(bT ) Non-linear
3   = dx 3
dx
dx  dx 
The same definition applies to Boundary Conditions.
For the ODE to be treated like a linear ODE, both the GE and the BC
must be linear.
For heat conduction, nonlinearity appears mostly due to the fact that
the thermal conductivity is a function of temperature.
As a starting point, we will neglect that. 3
 Copyright © Sandip Mazumder
Review of Linear ODEs The Ohio State University

What is a Homogeneous ODE?

Consider the following linear second-order ODE:

d 2T dT
2
+ f1 ( x) + f 2 ( x)T =
f3 ( x)
dx dx
If we replace T by cT (where c is a constant), and the original ODE is
recovered, then the ODE is homogeneous.
Let us perform this test on the above ODE:
d 2 (cT ) d (cT )
2
+ f1 ( x) + f 2 ( x)(cT ) = f3 ( x)
dx dx
d 2T dT f3 ( x)
Simplify: 2
+ f1 ( x) + f 2 ( x)T =
dx dx c
Since this equation is different from the original ODE, the original
ODE is not homogeneous or non-homogeneous.
The ODE would be homogeneous if f3(x) were to be equal to zero. 4
 Copyright © Sandip Mazumder
Review of Linear ODEs The Ohio State University

What is a Homogeneous ODE?

To summarize:
d 2T dT
2
+ f1 ( x) + f 2 ( x)T =
f 3 ( x) is non-homogeneous
dx dx
d 2T dT
2
+ f1 ( x) 0 is homogeneous
+ f 2 ( x)T =
dx dx
The same definition also applies to Boundary and Initial Conditions.
dT
For example: − k =hT − hT∞ is non-homogeneous
dx
Suppose, we use θ= T − T∞
dθ dT dθ
Then, = resulting in − k hθ homogeneous
=
dx dx dx
Thus, by invoking a change of variable, we can transform a non-
homogeneous BC to a homogeneous BC. The same can be
sometimes done with the GE. 5
 Copyright © Sandip Mazumder
Characteristic or Eigenvalue (EV)The
Problem
Ohio State University

Consider the following linear second-order ODE:

d 2T subject to the T (0) = 0
2
±λ T =
2
0 boundary conditions
dx T ( L) = 0
Note that λ is real, such that λ2 is always positive (or zero).
Recall from our previous discussion that both the GE and the BCs
are homogeneous in this case.
Next, we will consider 3 cases.

Case 1: λ2 = 0.
2
GE becomes d T T (=
x) C1 x + C2
= 0
dx 2
T (0) =0 ⇒ C2 =0
Apply BCs: T ( x) = 0
T ( L) =0 ⇒ C1 L + C2 =0 ⇒ C1 =0

Such a solution is known as a Trivial Solution.

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 Copyright © Sandip Mazumder
Characteristic or Eigenvalue (EV)The
Problem
Ohio State University

Case 2: Negative sign in front of λ2.

d 2T ) C1 exp(λ x) + C2 exp(−λ x)
T ( x=
2
− λ 2
0
T=
dx
x ) (e x − e − x ) / 2
sinh(=
Noting that we may also write
x −x
cosh(=
x ) (e + e ) / 2
T ( x) D1 sinh(λ x) + D2 cosh(λ x)
Let us proceed with the first expression (with exponential functions):
T (0) =
0 ⇒ C1 + C2 ⇒ C2 =
−C1
Apply BCs:
0 C1 exp(λ L) + C2 exp(−λ L) =
T ( L) =⇒ 0
⇒ C1 [ exp(λ L) − exp(−λ L) ] =0 ⇒ C1 =0
⇒ C2 = 0
−C1 =
T ( x) = 0
Once again, we have recovered the Trivial Solution.
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 Copyright © Sandip Mazumder
Characteristic or Eigenvalue (EV)The
Problem
Ohio State University

Case 3: Positive sign in front of λ2.

d 2T T ( x) C1 sin(λ x) + C2 cos(λ x)
2
+ λ 2
T= 0 =
dx
T (0) =0 ⇒ C2 =0
Apply BCs:
0 ⇒ C1 sin(λ L) + C2 cos(λ L) =
T ( L) = 0 ⇒ C1 sin(λ L) =
0
There are two possibilities that can satisfy C1 sin(λ L) = 0

Possibility 1: C1 = 0 This choice will lead to the Trivial Solution.

Possibility 2: sin(λ L) = 0
nπ
=
This equation has infinite many roots, given by λn = , n 0,1, 2,...∞
L
If the parameter, λ, has a value corresponding to one of those roots, then
a non-trivial solution to the above ODE is possible.
These values of λ are known as Eigenvalues, and the equation used to
determine them (boxed) is called the Characteristic Equation. 8
 Copyright © Sandip Mazumder
Characteristic or Eigenvalue (EV)The
Problem
Ohio State University
nπ
Thus, our final non-trivial solution is T ( x) = C1 sin( x)
L
Some important points to note about the solution:
1. The above solution actually represents infinite many solutions.
2. Since any value of n satisfies the ODE + BCs, a linear combination
of the various sin functions [sin(πx/L),sin(2πx/L), etc.] will also
satisfy the ODE + BCs.
3. Even though we have applied both BCs, there is still an
undetermined constant of integration. In other words, we have a
non-trivial solution, but it is not unique.
The function whose roots are the EVs (sin function in this case) is called
the Eigenfunction.
To summarize, an EV problem is one in which a linear second-order
homogeneous ODE in combination with a set of linear homogeneous BCs
has a non-trivial solution.

In our case, this is characterized by the positive sign in front of the λ2.
9
 Copyright © Sandip Mazumder
Two-dimensional Steady State Heat Conduction
The Ohio State University

Next, we will develop analytical methods for solving the 2D steady state
heat conduction equation.
Assumptions: heat conduction only, no heat generation (we will look at
this later), constant properties (k), 2D, steady state.
y To 2 2
∂ T ∂ T
GE: ∇ 2T = 2
+ 2
= 0
∂x ∂y
T (0, y ) = T0
To L TB
T ( L, y ) = TB
BCs:
T ( x,0) = T0
To x T ( x, L) = T0
Q: Is the system homogeneous?
A: No. The GE is homogeneous, but the BCs are not.
Q: Is there a transformation that will make the BCs homogeneous?
A: Yes, but not all of them. φ = T – To will make 3 of the BCs homog. 10
 Copyright © Sandip Mazumder
Two-dimensional Steady State Heat Conduction
The Ohio State University

Regardless, let us proceed with the idea of using φ = T – To since it

makes every BC homogeneous, except one.
φ = T − To ⇒ ∇ 2φ = ∇ 2T
y 0 ∂ 2
φ ∂ 2
φ
GE: ∇ 2φ= 2
+ 2
= 0 H
∂x ∂y
φ (0, y ) = 0 H
0 L φB
BCs:
φ ( L, y ) = TB − To = φB N-H
φ ( x,0) = 0 H

0 x φ ( x, L ) = 0 H

Another way of attaining the same goal (of homogenizing to the best
possible extent) could be to use a non-dimensional temperature:
T − To
θ= ⇒ (TB − To ) ∇ 2θ =
∇ 2T
TB − To 11
 Copyright © Sandip Mazumder
Two-dimensional Steady State Heat Conduction
The Ohio State University

Proceeding with the non-dimensional temperature:

y 0 ∂ 2
θ ∂ 2
θ
GE: ∇ θ =
2
2
+ 2
= 0 H
∂x ∂y
θ (0, y ) = 0 H
0 L 1
θ ( L, y ) = 1 N-H
BCs:
θ ( x,0) = 0 H
x θ ( x, L ) = 0 H
0
Note: the objective is to homogenize the system, not necessarily non-
dimensionalize it.
In this case, the non-dimensional variable was chosen such that it
homogenizes the system, as well.

Non-dimensionalization sometimes helps simplify the mathematical steps.

Let us proceed with the non-dimensional system shown above. 12

 Copyright © Sandip Mazumder
Two-dimensional Steady State Heat Conduction
The Ohio State University

Separation of Variables
Next, we write θ as a product of two separate functions:
=θ θ ( x=
, y ) X ( x) ⋅ Y ( y )
Note: this may not always work out mathematically. In order for it to work
out, a certain set of rules must be obeyed strictly. For now, we will just
proceed, and visit those rules later.
∂2 ∂2
Substitute into GE: 2
( XY ) + 2 ( XY ) =
0
∂x ∂y
d2X d 2Y 1 d2X 1 d 2Y
Simplify: Y 2
+X 2 = 0 2
= −
dx dy X dx Y dy 2
Since X = X(x) and Y = Y(y), the LHS is a function of x only, while the
RHS is a function of y only.
1 d2X 1 d 2Y
The only way they can be equal is if: 2
=
− 2
constant
=
X
 dx Y dy
  13
f ( x) f ( y)
 Copyright © Sandip Mazumder
Two-dimensional Steady State Heat Conduction
The Ohio State University

The next big question is if the constant should be positive or negative.

Before answering this question, let us examine the homogeneous BCs
Recall that=θ θ ( x=
, y ) X ( x) ⋅ Y ( y )
θ (0, y ) =0 ⇒ X (0) ⋅ Y ( y ) =
0 ⇒ X (0) = 0
Therefore: θ ( x,0) = 0 ⇒ X ( x) ⋅ Y (0) =0 ⇒ Y (0) = 0
θ ( x, L ) =
0 ⇒ X ( x) ⋅ Y ( L) =0 ⇒ Y ( L) = 0
Note that the three homogeneous BCs also separated out easily (just
like the GE) and has given us 3 BCs—one for X and 2 for Y.
Suppose we choose a negative constant. This gives us
1 d 2Y d 2Y
− =
− λ 2
− λ 2
0
Y=
Y dy 2 dy 2

We already know from our previous discussion of EV problems, that this

particular GE with the two highlighted BCs above (in red) can only
produce a trivial solution. This implies that choosing a negative constant
is ill-advised. 14
 Copyright © Sandip Mazumder
Two-dimensional Steady State Heat Conduction
The Ohio State University

1 d 2Y
Next, we try a positive constant: − = + λ 2

Y dy 2
d 2Y Y (0) = 0
GE: +λ Y =
2
0 BCs:
2
dy Y ( L) = 0
We already know that this is an EV problem, and has a non-trivial solution:
nπ
Yn ( y ) C1n sin( =
= y ), n 0,1, 2,..., ∞
L
Now that we know that the constant must be positive, let us consider
solution to the other part of the problem.
1 d2X 1 d 2Y
=
− =
+ λ 2

X dx 2 Y dy 2
d2X
GE: 2
− λ 2
0
X= BC: X (0) = 0
dx 15
 Copyright © Sandip Mazumder
Two-dimensional Steady State Heat Conduction
The Ohio State University

We have already looked at the solution of this ODE before:

) D1 exp(λ x) + D2 exp(−λ x)
X ( x=
Apply BC: X (0) =+ 0 ⇒ D2 =
D1 D2 = − D1
X ( x) D1 [ exp(λ x) − exp(−λ x) ]
Therefore, =
 nπ nπ 
Plug in the EVs: X n ( =
x) D1n exp( x) − exp(− x)  , =
n 0,1, 2,..., ∞
 L L 

Now that we have both parts of the solution, let us assemble θ :

 nπ nπ  nπ
θ n ( x, y )= X n ( x) ⋅ Yn ( y )= D1n exp( x) − exp(− x)  ⋅ C1n sin( y)
 L L  L
 nπ nπ  nπ
= Bn exp( x) − exp(− x)  ⋅ sin( y)
 L L  L
Note: (1) we have infinite many solutions, and (2) we still have an
undetermined coefficient. 16
 Copyright © Sandip Mazumder
Two-dimensional Steady State Heat Conduction
The Ohio State University

Recall that while we have used the three homogeneous BCs, we still
have not used the non-homogeneous BC.
Q: Why did we not try to derive a BC for X from the n-h BC?
A: Because a n-h BC, by definition, is also non-separable.

θ ( L, y ) = 1 X ( L) ⋅ Y ( y ) =
1
There are infinite many combinations that can satisfy this equation. In
other words, it is not separable uniquely, as opposed to the other BCs.

Since we have one undetermined coefficient, and one remaining BC, it

makes sense now to use it to determine that coefficient. Therefore,
nπ nπ
( L, y ) Bn [ exp(nπ ) − exp(− nπ ) ] ⋅ sin( =
θn= y) 1 An sin( y) = 1
 L L
An
The above equation cannot be satisfied for all values of y no matter
what the coefficient An is.
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 Copyright © Sandip Mazumder
Two-dimensional Steady State Heat Conduction
The Ohio State University

Recall that we discussed earlier (Slide 6) that a linear combination of the

eigenfunctions also satisfies the GE+BCs.
In other words, not only does θn satisfy the GE + 3 homogeneous BCs, a
linear combination of θn does so, as well.
Let us now use such a solution (instead of a one-term solution) in the hope
that this solution might satisfy the non-homogeneous BC.
Therefore,
∞ ∞
 nπ nπ  nπ
y ) ∑ X n ( x) ⋅ Yn (=
θ ( x,= y ) ∑ Bn exp( x) − exp(− x)  ⋅ sin( y)
n 0= n 0  L L  L
Now apply the inhomogeneous BC:
∞
nπ ∞
nπ
θ ( L, y ) ∑ Bn [ exp(nπ ) − exp(−nπ )] ⋅ sin( y )
= ∑ An sin( y) = 1
n=0 L n=0 L
From the theory of Fourier series, we know that any continuous function
can be represented by a Fourier series. Therefore, the above equation has
potential. 18
 Copyright © Sandip Mazumder
Two-dimensional Steady State Heat Conduction
The Ohio State University

It is important to understand that the right BC could have been any

function of y [let’s say, g(y)], rather than a constant. In other words, we
could have a temperature distribution on that face, rather than a single
value. In such a scenario,
∞
nπ
∑
n=0
An sin(
L
y) = g ( y) This is also a perfectly valid equation.
∞
nπ
Let us get back to the problem at hand. How do we solve ∑ An sin( y) = 1 ?
n=0 L
mπ
Multiply both sides of the equation by sin( y) :
L
mπ ∞
nπ mπ ∞
nπ mπ mπ
sin( y )∑ An sin( y ) = sin( y) ∑ An sin( y )sin( y ) = sin( y)
L n=0 L L n=0 L L L
Integrate from 0 to L:
L L
∞
nπ mπ mπ
∑
n=0
An ∫ sin(
L
y )sin(
L
y ) dy = ∫ sin(
L
y ) dy
0 0 19
 Copyright © Sandip Mazumder
Two-dimensional Steady State Heat Conduction
The Ohio State University

Let us first examine the integral on the LHS of the equation. It turns out
this integral is equal to zero unless n = m. Thus,
Principle of
L
 0 if n ≠ m Orthogonality
nπ mπ L
I LHS ∫0=sin( y )sin( y ) dy  2 mπ
L L  ∫ sin ( L y )dy if n = m
0
L L
2 mπ mπ
Therefore, Am ∫ sin ( y ) dy = ∫ sin( y ) dy
0
L 0
L
L L
mπ L  mπ  L
∫0 sin( L y) dy =
I RHS = −  cos( y) = [1 − cos(mπ )]
mπ  L  0 mπ
L L
mπ 1  2mπ 
∫0 sin ( L y= ∫
2
I=
LHS ) dy 1− cos( y )  dy
20 L 
L
1 L 2mπ  1 L
=  y− sin( y ) = [ L − 0 − (0 − 0)=
]
2  2mπ L 0 2 2 20
 Copyright © Sandip Mazumder
Two-dimensional Steady State Heat Conduction
The Ohio State University

I RHS 2[1 − cos(mπ )] 2[1 − (−1) m ]

Am =
Therefore, = =
I LHS mπ mπ
Am 2[1 − cos(mπ )]
It follows that Bm =
[exp(mπ ) − exp(−mπ )] mπ [exp(mπ ) − exp(−mπ )]
Note that m is just a dummy index in the above equation, and it can be
readily switched to n (or any other notation) without any repercussion.

As the last step, assemble the final solution:

∞
2[1 − cos(nπ )]  nπ nπ  nπ
θ ( x, y ) ∑ 
n = 0 nπ [ exp( nπ ) − exp( − nπ ) ] 
exp( x) − exp(−
L
x)  ⋅ sin(
L  L
y)

Noting that sinh(x) =[exp(x)-exp(-x)]/2, we may alternatively write:

∞
2[1 − cos(nπ )] nπ nπ
θ ( x, y ) ∑
n = 0 nπ sinh( nπ )
sinh( x) ⋅ sin(
L L
y)
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 Copyright © Sandip Mazumder
Two-dimensional Steady State Heat Conduction
The Ohio State University

To generate numerical answers, we still need to write a computer program

to calculate the infinite series.
Note that as n gets large, the denominator quickly becomes very large,
and the series converges rapidly.
General practice is to compare the current term with the current sum, and
terminate the calculation if the current term is a certain small fraction of
the current sum.
Sample solution:
Note: Heat flux vector is always locally
perpendicular to the isotherm.

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 Copyright © Sandip Mazumder
Two-dimensional Steady State Heat Conduction
The Ohio State University

Now that we have completed the derivation of the solution, let us re-visit
some aspects of the derivation.
Criteria that must be obeyed for Separation of Variables to apply:
1. PDE must be linear.
2. ALL equations (GE + BC + IC combination), EXCEPT ONE, must be
homogeneous.
3. All equations cannot be homogeneous. This will only produce a trivial
solution, no matter what we do.
Note: If all 3 of the above criteria are not satisfied, do not attempt SoV.

Steps in Separation of Variable:

1. Separate GE and the three homogeneous BCs into two parts. Write
down these two parts clearly.
2. Eigenvalue problem must be set up in the direction (variable) where
both BCs are homogeneous.
3. Satisfy the final non-homogeneous BC with a Fourier sum. Apply
principle of orthogonality to determine coefficients of Fourier series. 23