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Fourier Series and Partial Differential Equations Lecture Notes

Fourier Series and Partial Differential Equations Lecture Notes

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Chapter 1. Introduction 8<br />

1.3.2 The heat equation<br />

Also known as the diffusion equation, we will find T(x,t) such that<br />

∂T<br />

∂t = κ∂2 T<br />

∂x 2,<br />

(1.7)<br />

where, for example, T(x,t) is a temperature at position x <strong>and</strong> time t, <strong>and</strong> κ is a positive<br />

constant—the thermal diffusivity.<br />

1.3.3 Laplace’s equation<br />

In this case the problem is to find T(x,y) such that<br />

∂2T ∂x2 + ∂2T = 0, (1.8)<br />

∂y2 where, for example, T(x,y) may be a temperature <strong>and</strong> x <strong>and</strong> y are Cartesian coordinates<br />

in the plane. In this case, Laplace’s equation models a two-dimensional system at steady<br />

state in time: in three space-dimensions the temperature T(x,y,z,t) satisfies the heat<br />

equation<br />

∂T<br />

∂t<br />

<br />

∂2T = κ<br />

∂x2 + ∂2T ∂y2 + ∂2T ∂z2 <br />

. (1.9)<br />

Note that equation (1.9) reduces to (3.8) if T is independent of y <strong>and</strong> z. If the temperature<br />

field is static, T is independent of time, t, <strong>and</strong> is a solution of Laplace’s equation in R 3 ,<br />

∂ 2 T<br />

∂x 2 + ∂2 T<br />

∂y2 + ∂2T = 0, (1.10)<br />

∂z2 <strong>and</strong>, in the special case in which T is also independent of z, of Laplace’s equation in R 2 ,<br />

∂2T ∂x2 + ∂2T = 0. (1.11)<br />

∂y2

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