Industrial Mathematics
Worksheet 1.1 – Analytical Solutions of Diffusion
Equations
Dr Ben Goddard
[email protected] 20th September 2021
This worksheet is designed to introduce you to analytical solutions of the diffusion (or
heat) equation in 1D, on a finite domain. You should feel free to attempt the questions in
any order, although one approach to Questions 4–6 is to reuse results from Questions 1–3,
so you may want to attempt those first.
You will note that all of the questions are posed on the interval [0, 1], with diffusion
coefficient 1, and with simple boundary and initial conditions. Note that this is not what
you should expect from an industrial problem. Such problems will generally be posed on
physically-relevant intervals, with essentially arbitrary parameters, and possibly more com-
plicated boundary and initial conditions. You will see some of these problems in the first
Project. Later in the course we will also discuss non-dimensionalisation.
This will result in you having mastered (at least) two different approaches to solving these
real-world problems:
i) Repeat the sort of analysis used in the problems here, but in the more general case in-
cluding an arbitrary interval [a, b], diffusion coefficient D0 and boundary conditions. You can
then insert the relevant values from the industrially-motivated problem;
ii) Non-dimensionalise the industrially-motivated problem so that it lies on [0, 1], with diffu-
sion coefficient 1, and ‘simple’ boundary conditions. Use the solutions from this worksheet
to solve the problem, and then convert back to the physical dimensions.
Hopefully it’s obvious that the two approaches should give the same results. As such, you
should consider the problems here as model ones, which will allow you to appreciate the gen-
eral techniques necessary to find analytical solutions to (simplified versions of) the problems
in the Project. This is to mimic the idea that at University you are taught ‘sanitised’ version
of problems, generally with nice solutions that are tractable in a reasonable amount of time
(e.g., during an exam). Real-world problems tend to be (far) more complex, but often the
techniques you have learnt in your courses can be used to make a good attempt at a slightly
simplified version.
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We will cover some examples of advection-diffusion equations later in the course. This
worksheet focusses on the separation of variables approach. There are many other ways to
solve these diffusion equations, for example through Fourier transform methods, although the
method presented here is probably the simplest. As well as solutions of ‘standard’ ODEs, you
will need to know the basics of Fourier series (here presented in sine and cosine expansions),
although really everything you need for this was covered in Video 1.6.
The problems focus on the following boundary conditions:
1. Zero Dirichlet;
2. Zero Neumann;
3. Zero mixed (one Dirichlet, one Neumann);
4. Inhomogeneous (non-zero) Dirichlet;
5. Inhomogeneous Dirichlet with a specific initial condition;
6. Zero Neumann with a specific initial condition;
7. Whatever you like!
Note: In the cases where we give an arbitrary f as an initial condition you may assume
that f is as ‘nice’ as you like in terms of differentiability, integrability, etc. You may also
assume that the solution is non-zero on (0, 1) (in fact, it is possible to show this rigorously
for any initial condition which is non-zero on a set of positive measure).
1: Zero Dirichlet
[Note that this question is identical to the one solved in Video 1.6]
Find an analytical solution for the equation
∂t u(x, t) = ∂xx u(x, t), x ∈ (0, 1)
u(0, t) = 0;
u(1, t) = 0;
u(x, 0) = f (x).
2: Zero Neumann
Find an analytical solution for the equation
∂t u(x, t) = ∂xx u(x, t), x ∈ (0, 1)
∂x u(0, t) = 0;
∂x u(1, t) = 0;
u(x, 0) = f (x).
3: Zero Mixed
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Find an analytical solution for the equation
∂t u(x, t) = ∂xx u(x, t), x ∈ (0, 1)
u(0, t) = 0;
∂x u(1, t) = 0;
u(x, 0) = f (x).
4: Inhomogeneous Dirichlet
Find an analytical solution for the equation
∂t u(x, t) = ∂xx u(x, t), x ∈ (0, 1)
u(0, t) = 0;
u(1, t) = 1;
u(x, 0) = f (x).
Hint: use linearity of the solution.
5: Inhomogeneous Dirichlet with Initial Condition
Find an analytical solution for the equation
∂t u(x, t) = ∂xx u(x, t), x ∈ (0, 1)
u(0, t) = 0;
u(1, t) = 1;
u(x, 0) = 2.
In this case determine all coefficients explicitly.
Note that the initial condition is not compatible with the boundary conditions, but it
will turn out that this doesn’t matter (essentially because the solutions are different only on
a set of measure zero).
6: Zero Neumann with Initial Condition
Find an analytical solution for the equation
∂t u(x, t) = ∂xx u(x, t), x ∈ (0, 1)
∂x u(0, t) = 0;
∂x u(1, t) = 0;
u(x, 0) = x.
In this case determine all coefficients explicitly.
Note that the initial condition is not compatible with the boundary conditions, but it
will turn out that this doesn’t matter (essentially because the solutions are different only on
a set of measure zero).
7: Make Your Own Question
Choose a set of boundary conditions and an initial condition and see what happens! For
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example, you may want to reverse the boundary conditions in Question 3 and choose a
specific initial condition.
After next week you should have the computational tools to check your solutions numer-
ically.
