ConceptComplete

The Heat Equation - Examples and Constructions

Explicit solutions to the heat equation reveal the fundamental mechanisms of diffusion and provide building blocks for understanding general solutions.

ExampleFundamental Solution (Heat Kernel)

The fundamental solution or heat kernel in nn dimensions is: G(x,t)=1(4Ī€kt)n/2eâˆ’âˆŖxâˆŖ2/(4kt)G(x, t) = \frac{1}{(4\pi kt)^{n/2}}e^{-|x|^2/(4kt)}

This satisfies Gt=k∇2GG_t = k\nabla^2 G for t>0t > 0 and G(x,0+)=δ(x)G(x,0^+) = \delta(x) (Dirac delta). It represents the temperature distribution from a unit point source at x=0x = 0, t=0t = 0.

In one dimension: G(x,t)=14Ī€kte−x2/(4kt)G(x,t) = \frac{1}{\sqrt{4\pi kt}}e^{-x^2/(4kt)}

This is a Gaussian with variance ΃2=2kt\sigma^2 = 2kt, showing that diffusion spreads as t\sqrt{t}.

ExampleSolution by Convolution

The solution to the Cauchy problem on Rn\mathbb{R}^n with initial data u(x,0)=f(x)u(x,0) = f(x) is: u(x,t)=âˆĢRnG(x−y,t)f(y) dy=1(4Ī€kt)n/2âˆĢRneâˆ’âˆŖx−yâˆŖ2/(4kt)f(y) dyu(x,t) = \int_{\mathbb{R}^n} G(x-y, t)f(y)\,dy = \frac{1}{(4\pi kt)^{n/2}}\int_{\mathbb{R}^n} e^{-|x-y|^2/(4kt)}f(y)\,dy

This convolution formula shows how initial temperature distribution ff is "smeared out" by the Gaussian kernel.

ExampleSeparation of Variables

For the heat equation on [0,L][0, L] with boundary conditions u(0,t)=u(L,t)=0u(0,t) = u(L,t) = 0, separation of variables u(x,t)=X(x)T(t)u(x,t) = X(x)T(t) yields: un(x,t)=sin⁥(nĪ€xL)e−k(nĪ€/L)2tu_n(x,t) = \sin\left(\frac{n\pi x}{L}\right)e^{-k(n\pi/L)^2 t}

The general solution is: u(x,t)=∑n=1∞bnsin⁥(nĪ€xL)e−k(nĪ€/L)2tu(x,t) = \sum_{n=1}^\infty b_n \sin\left(\frac{n\pi x}{L}\right)e^{-k(n\pi/L)^2 t}

where bnb_n are Fourier coefficients of the initial data. Note the exponential decay of each mode, with higher modes decaying faster.

Remark

The exponential decay rates −k(nĪ€/L)2-k(n\pi/L)^2 are the eigenvalues of the Laplacian with Dirichlet boundary conditions. Higher frequency components (larger nn) are damped more rapidly, explaining why solutions become increasingly smooth over time.

ExampleSelf-Similar Solution

The Barenblatt solution for the porous medium equation (a nonlinear variant) and certain similarity solutions to the heat equation have the form: u(x,t)=t−αf(x/tβ)u(x,t) = t^{-\alpha}f(x/t^\beta) for appropriate α,β\alpha, \beta. These describe spreading of localized initial disturbances.

These explicit solutions illustrate key diffusion phenomena: Gaussian spreading, exponential decay, and the smoothing of initial irregularities.