f(x,y,z,t) is the temperature; k>0 is the thermal diffusivity (larger k, faster spreading)
βtβfβ=kβx2β2fβ
One space direction
fxxβ>0 (bends up): the spot warms; fxxβ<0 (bends down): the spot cools
f(x,t)=eβktsinx
One solution
ftβ=βkeβktsinx=kfxxβ, so both sides agree
Key Insight: The solution of a PDE is a whole function, not a number. A PDE has many solutions; the initial temperature distribution and the conditions at the boundary pick out the one that describes a real situation.
IIVisualization 1 β Bending Decides Warming or Cooling
The sign of β2f/βx2 tells whether a spot warms or cools: each point moves toward its neighbours' average.
IIIVisualization 2 β A Solution Flattening Out
In f(x,t)=eβktsinx every peak cools and every trough warms, faster when k is larger.
IVVisualization 3 β Is It a Solution?
A function solves ftβ=kfxxβ only if the two sides agree at every x and at every t.
VQuiz Questions
Problem 1 Β· The Right Side
Given:f(x,t)=eβ4ktsin2x. Find the right side of the heat equation, kβx2β2fβ.
β Correct! Each x-derivative brings out a factor 2, and sinβcosββsin. Since ftβ=β4keβ4ktsin2x as well, this f is a solution.
β One chain factor missing. Differentiating twice brings out the inner factor 2 twice: 2β 2=4, not 2.
β That is kfxβ.fxβ=2eβ4ktcos2x is only the first partial; differentiate once more in x.
β Check the sign. The derivative of cos2x is β2sin2x, so two derivatives of sin2x give β4sin2x.
β Not quite. Treat eβ4kt as a constant and differentiate sin2x twice in x.
The left side is ftβ=β4keβ4ktsin2x too, so f satisfies ftβ=kfxxβ.
Problem 2 Β· A Hot Spot
Given: along a rod with k=2, the temperature above the reference value at time 0 is f(x,0)=x3β3x. At x=β1 the profile has a peak, f=2. Findβtβfβ at x=β1 at that moment.
β Correct!fxxβ=6x=β6 at the peak, so ftβ=2β (β6)=β12: the hot spot cools.
β That is the slope, not the bending.fxβ=3x2β3=0 at the peak, but the heat equation uses the second derivative, fxxβ=β6.
β Check the sign. A peak bends down, so fxxβ<0 and the spot cools: ftβ must be negative.
β Missing k.β6 is fxxβ; the rate is kfxxβ with k=2.
β Not quite. Compute fxxβ at x=β1 and multiply by k.
Show solution
fxβ=3x2β3 and fxxβ=6x. At x=β1: fxβ=0 (a peak) and fxxβ=β6.
βtβfβ=kβx2β2fβ=2β (β6)=β12.
The profile bends down at the peak, so the temperature there falls, at 12 degrees per unit time at this instant.
Problem 3 Β· Decay Rate and Half-Life
Given:f(x,t)=ectsin3x and the heat equation ftβ=kfxxβ with k=21β. Find the constant c that makes f a solution, then the time at which the amplitude ect has fallen to half.
What is c?
When does the amplitude halve?
β Correct!c=β9k=β29β, and eβ4.5t=21β gives t=4.5ln2ββ0.154.
β Missing a factor of 3. Two x-derivatives of sin3x bring out 3β 3=9, so fxxβ=β9f, not β3f.
β Check the sign.fxxβ=β9f, so cf=kfxxβ forces c<0: the sine profile decays, it does not grow.
β Missing k.cf=kfxxβ=β9kf, and k=21β, so c=β29β.
β Check c. Substitute: ftβ=cf and fxxβ=β9f, then match cf=kfxxβ.
β Multiplied instead of divided.4.5ln2β3.12; solving 4.5t=ln2 gives t=ln2/4.5.
β That uses c=β23β.ln2/1.5β0.462; with the correct c=β29β the decay is three times faster.
β That uses c=β9.ln2/9β0.077 leaves out k=21β; the rate is 4.5, not 9.
β Check the time. Solve eβ4.5t=21β by taking logarithms.
Show solution
Differentiate:
ftβ=cectsin3x=cf,fxxβ=β9ectsin3x=β9f.
The heat equation needs cf=kfxxβ=β9kf for every x and t, so c=β9k=β29β.
The amplitude is eβ4.5t. Setting it equal to 21β:
β4.5t=ln21β=βln2βt=4.5ln2ββ0.154.
Problem 4 Β· Diffusion in Two Directions
Given: the concentration of dye in a thin layer obeys the diffusion equation βtβfβ=k(βx2β2fβ+βy2β2fβ). Find the constant a for which f(x,y,t)=eatsinxcos2y is a solution.
β Correct!fxxβ=βf and fyyβ=β4f, so af=k(βfβ4f)=β5kf.
β The factor 2 must be squared. Two y-derivatives of cos2y give β4cos2y, so fyyβ=β4f, not β2f.
β Check the sign. Both second partials are negative multiples of f, so the concentration pattern must decay: a<0.
β Only the x-direction.βk comes from fxxβ=βf alone; the diffusion equation also adds fyyβ=β4f.
β Not quite. Express ftβ, fxxβ and fyyβ as multiples of f, then match both sides.
The equation requires af=k(fxxβ+fyyβ)=k(βfβ4f)=β5kf at every point, so a=β5k.
The same PDE describes heat (with f a temperature) and diffusion (with f a concentration): the pattern fades at rate 5k and the dye blends toward uniform.