Past exam of the mathematics course of the University of Oxford / 2017 / Prelims / Mathematics V / 6

Let $A$ be the constant cross-sectional area, and suppose that the temperature is uniform on each cross-section. Consider a slice $[a,b]$. Its stored thermal energy is $\rho cA{\int }_a^{b}T(x,t)dx$. Since the lateral surface is insulated and there is no internal heat generation, conservation of energy giveswhere $q$ is the heat flux in the positive $x$ direction. By Fourier's law, $q=-k{T}_x$, soThe slice is arbitrary; therefore the local heat equation isThe constant $\kappa$ is the thermal diffusivity. The cancellation of $A$ uses a rod of uniform cross-section; the one-dimensional model assumes no transverse temperature variation.

Subtract the constant steady state profile: set $v=T-T_0$. ThenThe last equation follows from Fourier's law and zero heat flux at the insulated end. For a nonzero separated solution $v=X(x)H(t)$, separation of variables givesTo see that $\mu >0$ for a nonzero eigenfunction, multiply the spatial equation by $X$ and use integration by parts:Both boundary terms vanish. If the right side were zero, $X$ would be constant and $X(0)=0$ would make it zero. Thus write $\mu ={\lambda }^2$ with $\lambda >0$. Solving gives $X=A\sin (\lambda x)$, and $X^{\prime }(L)=0$ requires $\cos (\lambda L)=0$. The mixed Dirichlet-Neumann modes on an interval therefore haveThe eigenvalues of $-d^2/d{x}^2$ are ${\mu }_n={\lambda }_n^2$; ${\lambda }_n$ are their positive square roots. By superposition, with coefficients for which the resulting series and its required derivatives converge at positive times,The eigenfunctions are orthogonal on $[0,L]$ and have squared norm $L/2$. Expanding the initial excess temperature $v(x,0)=T_{0}x/L$ givesThus the requested temperature isAt the insulated endpoint $\sin ({\lambda }_{n}L)=(-1{)}^{n-1}$ cancels the alternating coefficient sign, leavingEvery summand is positive. The endpoint temperature never drops below $T_0$; it decreases towards $T_0$ as $t\to \infty$ and starts at $T(L,0)=2T_0$.

For completeness, the Sturm-Liouville eigenfunction expansion gives the initial profile in the $L^2$ sense. Here the coefficients are absolutely summable, so the Weierstrass M-test also gives uniform convergence on $[0,L]\times [0,\infty )$, and the initial values are recovered everywhere. For positive times the exponential factors justify all required termwise derivatives, giving a classical solution. There is, however, an initial incompatibility with a Neumann boundary condition at $(L,0)$: the initial slope is $T_0/L$, while the insulated Neumann boundary condition requires zero slope for $t>0$. The temperature is continuous to the initial edge, but $T_x$ cannot extend continuously to that corner. One must not differentiate the initial series term by term at $x=L$.