Solution to the diffusion equation

Ole Witt-Hansen 2018

Contents
1. The diffusion equation ........................................................................................................... 1
1.1 Derivation of the diffusion equation .................................................................................... 1
1.2 Solution of the spherical diffusion equation ........................................................................ 1
1.3 Solution of the cylindrical diffusion equation...................................................................... 3
2. Heating of a body, the stationary situation. ........................................................................... 5
 Solving the diffusion equation 1

1. The diffusion equation

In a heat conducting material, the temperature ψ obeys the diffusion equation:

 1 
(1.1)  2  0
 t
 2 2 2 k
 2  2  2  2 is the Laplace operator, and   , where k is the heat conductivity, c is
x y z c

the specific heat and ρ is the density. The connection between the heat conducting vector h and
the temperature gradient is:
 
(1.2) h  kT

1.1 Derivation of the diffusion equation

In the figure is shown a mathematical surface in a heat
conducting body. The flow of heat per second through the
surface is equal to the rate of change of heat in the volume
enclosed by the surface where T is the temperature.

  
(1.3)  h
surface
 dA    cTdV
t volume
If we use Gauss’ law on the first integral, and using
 
that h  kT , we have:
    2
(1.4)   dA 
h
surface
  h dV  k

volume
 TdV

volume

We then have the equation:

2 
k  
volume
TdV = 
t  cTdV
volume

Since this equation must hold for all volumes, it must also hold for the infinitesimal volume dV,
therefore:
 T  c T  1 T
(1.5) k 2T  c or  2T    2T 
t k t  t

Our aim is then to solve this equation in some special cases, with radial symmetry.

1.2 Solution of the spherical diffusion equation

The spherical coordinates are ( r , , ) , and if there are no dependence on  ,  , the Laplace
operator reduces to:
1  2 U
(1.6) (r )
r 2 r r
 Solving the diffusion equation 2

If we replace the temperature T by  , then we have the equation:

 1  1  2  1 
(1.7)  2   (r )
 t r r
2
r  t

Here    (r , t ) depends only on r and t, but dependence on r and t cannot be factorized.

It is practical to eliminate the constant κ, so we make the substitution: r    , and then the
equation becomes:

1   1  1   
(1.8) ( 2 )  ( 2 )
 2
k     t  
2
 t

There are (as far as I know) no general methods to solve this partial differential equation but 35
years ago, when I was occupied with this equation, analyzing geothermal heating pipes.
I made my way by an educated guess to find the solution:

2
0 
(1.8)  ( , t)  3
e 4t

(4t ) 2

We shall now demonstrate that this is indeed a solution:

1  2  1  3 1 1 4
(  )  (   )   (3  2
  )
 2    2  2t  2 2t 2t
So
1  2  2 3
(  )  (  )
 2   4t 2 2t
And
2 2
 0 1 0 2 2 3
  32 e 4t
 e 4t
( )(  )
t 3
t 3
4t 2
4t 2
2t
(4t ) 2
(4t ) 2

r
The solution to (1.7) is then, apart from a constant, obtained by substituting   in (1.8).
k

 r2

And since  e 4t
dr  4t , we write the expression for dimensional and normalization purposes
0

2
r  0 r0t0  4rt
(1.9) ( , t)  e
 t 4t
 Solving the diffusion equation 3

r
We notice that if r  0 then  ( , t )  0 for t  0 . This is what we may expect if a heat is

released at r = 0 and t = 0.
 rt
But  (0, t )  0 0 0 has a pole at t = 0, so a more correct description is:
t 4t
r2
r  rt 
( , t )  0 0 0 e 4t for t  0 and  ( r , 0)   ( r )
 t 4t

0 for r  0
Where  (r )   is the Dirac delta function.
 for r  0

1.3 Solution of the cylindrical diffusion equation

The cylindrical coordinates are: ( r ,  , z ) . The infinitesimal displacement vector is

ds  ( dr , rd , dz ) and the distance element is ds 2  dr 2  r 2 d 2  dz 2 , (since the three
displacements are orthogonal).
In cylindrical coordinates the gradient of a scalar field ψ therefore becomes:

 1   
(1.10)   ( , , )
r  r z

And the Laplace operator can be shown to be. (See e.g. www.olewitthansen.dk vector analysis).

1  2 1    2
(1.11)  2   ( r ) 
r 2  2 r r r z 2

If the field ψ = ψ(r,t) depends neither on θ nor on z, the Laplacian reduces to:

1  
(1.12)  2  (r )
r r r

1 
And the diffusion equation  2  reduces to
 t

1   1 
(1.13) (r )
r r r  t

As we did in the spherical symmetric case, we eliminate the factor κ, by the substitution r    ,
which results in the equation:

1   
(1.14) ( )
   t
 Solving the diffusion equation 4

Neither this equation can be solved by traditional methods, but an educated guess, suggests:

2
1 
(1.15)  (  , t )  e 4t
t
Proof:
2 2 2
 1 2   4t  1 2  2  4 t  2  4t
 ( )e =>   ( )e   2 e
d t 4t d t 4t 2t
So
2 2 2 2
1   1  2  1   2   1 2 
( ) ( 2 e 4 t )  ( 2 e 4t  2 ( )e 4 t  2 (  1)e 4 t
     2t  t 2t 2t t 4t

And
2 2 2 2
  1  4t 1  1  2  4t 1  2 
 ( e )   2 e 4t  e  2 (  1)e 4t
t t t t t 4t 2
t 4t

To obtain the correct dimension of the equation, we add two constants

2
0 2 
(1.16)  (, t)   0 e 4t
t
To obtain the solution to the original diffusion equation we reverse the substitution r    , and
we find, when adding two constants.
2
r  0 r0 2  4rt
(1.17) ( , t)  e
 t

Or, when written with the temperature T instead of ψ.

2 r2
r Tr 
T( , t )  0 0 e 4t
 t
 r2

Since e
0
4t
dr  4t we shall write the equation for normalization purposes as:

2 r2
r Tr 
T( , t )  0 0 e 4t
 4 t
r
As in the spherical symmetric case, we have for r  0, T ( , t )  0 for t  0 ,

2
But T ( 0 , t )  T 0 r0 has a pole at t = 0, so the correct description is:
4  t
2 r2
r Tr 
T( , t )  0 0 e 4t for t  0 and T ( r ,0 )   ( r )
 4 t
 Solving the diffusion equation 5

Even having found the mathematical solutions to the diffusion equation, it is not so easy to apply it
to the boundary conditions of concrete physical examples.

2. Heating of a body, the stationary situation.

Let us again consider a body, in which we have a closed mathematical surface, but now having
inside a heat source. We assume that so long time has passed, that we have a quasi stationary
situation, in which the heat leaving the closed surface is equal to the heat produced within the
surface. We then repeat the steps from section 1. If the power of the heating source per unit
volume is w, we must have:
 
(2.1)   dA   wdV  0
h
surface volume
 
If we use Gauss’ law on the first integral using: h  kT , we have:
    2
 h  dA     h dV  k   TdV
surface volume volume

We then get the equation:

2 2 1
k  TdV 
volume
  wdV  0
volume
  
volume
TdV   wdV
k volume
or
 w
(2.2)  2T 
k
This is formally the same equation as Gauss’ law for the electric field of a charge distribution of
 
charge (Maxwell’s 1. equation):  2 E  , and for spherical symmetric heat source W, placed in
0
the centre of a sphere, it has the solution.

1 W
(2.3) T
4k r 2

By the same token, we may find the temperature distribution for a cylindrical symmetric heat
source:

1 W
(2.4) T
2k r