Solution of the non-linear Heat Equation The 2019 Stack Overflow Developer Survey Results Are In Announcing the arrival of Valued Associate #679: Cesar Manara Planned maintenance scheduled April 17/18, 2019 at 00:00UTC (8:00pm US/Eastern)Boundaries in heat equationtransforming it into a heat equation (how I write down the solution)Fundamental Solution for 1d heat equationHow to transform parabolic equation into heat equation?Solution of Heat equation on a bounded domainInfinite speed of propagation of the heat equationEstimates of fundamental solution of heat equation in Sobolev spaceAnalytical solution of heat equation with non-homogenous boundary conditionsUniqueness of Non-Linear Heat EquationTransforming advection-diffusion equation into heat equation

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Solution of the non-linear Heat Equation



The 2019 Stack Overflow Developer Survey Results Are In
Announcing the arrival of Valued Associate #679: Cesar Manara
Planned maintenance scheduled April 17/18, 2019 at 00:00UTC (8:00pm US/Eastern)Boundaries in heat equationtransforming it into a heat equation (how I write down the solution)Fundamental Solution for 1d heat equationHow to transform parabolic equation into heat equation?Solution of Heat equation on a bounded domainInfinite speed of propagation of the heat equationEstimates of fundamental solution of heat equation in Sobolev spaceAnalytical solution of heat equation with non-homogenous boundary conditionsUniqueness of Non-Linear Heat EquationTransforming advection-diffusion equation into heat equation










0












$begingroup$


How to find $v$ such that $$u(x,t)=t^-alphav(xt^-beta)$$ is the solution of the non-linear Heat equation : $$u_t-Delta(u^gamma)=0$$where
$fracn-2n<gamma<1$ , $x$ $in R^n$ and $t$ $>$ $0$.



Thank you very much for your consideration.










share|cite|improve this question











$endgroup$
















    0












    $begingroup$


    How to find $v$ such that $$u(x,t)=t^-alphav(xt^-beta)$$ is the solution of the non-linear Heat equation : $$u_t-Delta(u^gamma)=0$$where
    $fracn-2n<gamma<1$ , $x$ $in R^n$ and $t$ $>$ $0$.



    Thank you very much for your consideration.










    share|cite|improve this question











    $endgroup$














      0












      0








      0





      $begingroup$


      How to find $v$ such that $$u(x,t)=t^-alphav(xt^-beta)$$ is the solution of the non-linear Heat equation : $$u_t-Delta(u^gamma)=0$$where
      $fracn-2n<gamma<1$ , $x$ $in R^n$ and $t$ $>$ $0$.



      Thank you very much for your consideration.










      share|cite|improve this question











      $endgroup$




      How to find $v$ such that $$u(x,t)=t^-alphav(xt^-beta)$$ is the solution of the non-linear Heat equation : $$u_t-Delta(u^gamma)=0$$where
      $fracn-2n<gamma<1$ , $x$ $in R^n$ and $t$ $>$ $0$.



      Thank you very much for your consideration.







      pde regularity-theory-of-pdes linear-pde parabolic-pde stochastic-pde






      share|cite|improve this question















      share|cite|improve this question













      share|cite|improve this question




      share|cite|improve this question








      edited Nov 10 '18 at 22:09







      Bhim

















      asked Nov 10 '18 at 19:33









      BhimBhim

      14




      14




















          1 Answer
          1






          active

          oldest

          votes


















          1












          $begingroup$

          We want to determine $alpha$, $beta$ and $v$ such that
          $$
          u(t,x_1,x_2,cdots) = t^-alpha v(x_1 t^-beta,x_2 t^-beta,cdots)
          $$

          is solution of the heat equation, with $v:R^n to R$. It is convenient to define the similarity variables $eta_i = x_i t^-beta$. Therefore, $v=v(eta_1,eta_2,cdots)$. Derivating $u$ in relation to $t$, we have
          $$
          u_t = fracpartialpartial t t^-alpha v = -alpha t^-alpha-1v-t^-alpha sum_i=1^n fracpartial eta_ipartial tfracpartial vpartial eta_i
          $$

          $$
          u_t = -alpha t^-alpha-1v-beta t^-alpha-beta-1 sum_i=1^n x_i fracpartial vpartial eta_i
          $$

          which follows from the product and chain rules (the last of which will be used extensively below). The Laplacian of $u^gamma$ is
          $$
          Delta u^gamma = t^-gamma alpha sum_i=1^n fracpartial^2 v^gammapartial x_i^2 = t^-gammaalpha sum_i=1^n fracpartialpartial x_i fracpartial v^gammapartial x_i.
          $$

          We have
          $$
          fracpartialpartial x_i v^gamma = fracpartial eta_ipartial x_i fracpartialpartial eta_i v^gamma = gamma t^-beta v^gamma-1fracpartial vpartial eta_i
          $$

          and
          $$
          fracpartial^2partial x_i^2 v^gamma = fracpartialpartial x_i gamma t^-beta v^gamma-1fracpartial vpartial eta_i = fracpartial eta_ipartial x_i fracpartialpartial eta_i gamma t^-beta v^gamma-1fracpartial vpartial eta_i
          $$

          $$
          fracpartial^2partial x_i^2 v^gamma = gamma t^-2beta fracpartial vpartial eta_i fracpartialpartial eta_i v^gamma-1 + v^gamma-1 fracpartialpartial eta_i fracpartial vpartial eta_i =
          gamma t^-2beta left[ (gamma-1)v^gamma-2 left(fracpartial vpartial eta_i right)^2+ v^gamma-1 fracpartial^2 vpartial eta_i^2 right].
          $$

          Therefore,
          $$
          Delta u = gamma t^-gamma alpha -2beta sum_i=1^n left[ (gamma-1)v^gamma-2 left(fracpartial vpartial eta_i right)^2+ v^gamma-1 fracpartial^2 vpartial eta_i^2 right].
          $$

          Substituting in the equation, we have
          $$
          -alpha t^-alpha-1v-beta t^-alpha-beta-1 sum_i=1^n x_i fracpartial vpartial eta_i = gamma t^-gamma alpha -2beta sum_i=1^n left[ (gamma-1)v^gamma-2 left(fracpartial vpartial eta_i right)^2+ v^gamma-1 fracpartial^2 vpartial eta_i^2 right],
          $$

          simplifying,
          $$
          -alpha v-beta sum_i=1^n eta_i fracpartial vpartial eta_i = gamma t^1+alpha(1-gamma) -2beta sum_i=1^n left[ (gamma-1)v^gamma-2 left(fracpartial vpartial eta_i right)^2+ v^gamma-1 fracpartial^2 vpartial eta_i^2 right]
          $$

          (see that a $eta$ appeared in the second term of LHS). We can make sure that the initial choice of $u$ works if we can get rid of the $t$ in the RHS. It happens if we choose $alpha$ and $beta$ such that
          $$
          2beta-alpha(1-gamma)=1.
          $$

          There are infinitely many pairs of $alpha$ and $beta$ satisfying this relation; one convenient choice is $alpha=0$ and $beta=1/2$. This choice is convenient because 1) the expression for $u$ is more simple; 2) it echoes the fact that for the classic (linear) heat equation, we also have $alpha=0$ and $beta=1/2$ for certain boundary conditions; and 3) the first term on the LHS of the equation vanishes, which allows a simpler form of $v$.



          Assuming those values for $alpha$ and $beta$, our equation reduces to
          $$
          sum_i=1^n left[ frac12 eta_i fracpartial vpartial eta_i + gamma(gamma-1)v^gamma-2 left(fracpartial vpartial eta_i right)^2+ gamma v^gamma-1 fracpartial^2 vpartial eta_i^2 right] = 0.
          $$

          If we let $v=v(eta_1+eta_2+cdots)$ and define $H=sum_i eta_i$ such that $v=v(H)$, we have
          $$
          fracpartial vpartial eta_i = fracpartial vpartial eta_j = fracd vd H = v'
          $$

          for all $i,j$, and now $v$ must satisfy
          $$
          frac12 H v' + gamma(gamma-1)v^gamma-2 v'^2 + gamma v^gamma-1 v''= 0.
          $$



          We can check that we did all right if we apply the equation for the classical linear one-dimensional case (i.e., $gamma=1$). In that case, the equation reduces to
          $$
          v'' + fracH2 v'=0,
          $$

          whose solution is $v=mathrmerf(H/2)$ (see that we can set any value for the integration constants). Since the problem is one-dimensional, $H=eta_1=x/t^-1/2$, and the solution is
          $$
          u = mathrmerf left( fracx2sqrtt right),
          $$

          which is the solution to the classical problem of heat conduction in an infinite bar.



          Summary: choosing $alpha=0$, $beta=1/2$ and imposing $v:R^nto R$ to have the form $v(y_1,y_2,cdots) = v(y_1+y_2+cdots)$, such that $u$ has the form
          $$
          u = vleft( fracx_1sqrtt + fracx_2sqrtt + cdots right),
          $$

          $v$ must satisfy
          $$
          frac12 H v' + gamma(gamma-1)v^gamma-2 v'^2 + gamma v^gamma-1 v''= 0,
          $$

          in which the prime means derivation in relation to $H$.






          share|cite|improve this answer











          $endgroup$












          • $begingroup$
            Disclaimer: at first, I thought that the question asked for the one-dimensional heat equation case (i.e., $xin R$). I will try to figure out if it is possible to expand this answer to a $n$-dimensional case.
            $endgroup$
            – rafa11111
            Nov 10 '18 at 21:49










          • $begingroup$
            This is the case $xin R^1$, i.e., $n=1$. The variable $eta$ is the similarity variable and $mathrmerf$ is the error function. See that $v=mathrmerf(x/2t^1/2)$ is the solution corresponding to the particular case of $gamma=1$ in one-dimensional diffusion.
            $endgroup$
            – rafa11111
            Nov 10 '18 at 21:59











          • $begingroup$
            @Bhim IF the problem is one-dimensional ($xin R$) and IF $gamma=1$, $u=mathrmerf(x/2sqrtt)$ is a solution to the heat equation, since $$ u_t = u_xx = -fracx e^-x^2/4t2sqrtpi t^3/2. $$ If $gammaneq 1$ the solution will be not related to the error function, but with the solution of the non-linear equation for $v$, and if the problem is $n$-dimensional ($nneq 1$) the analysis in my answer is not valid.
            $endgroup$
            – rafa11111
            Nov 10 '18 at 22:42










          • $begingroup$
            @Bhim Yes, and I'm trying to figure out how to expand this answer to $n>1$. Is this a problem from a Heat Transfer course?
            $endgroup$
            – rafa11111
            Nov 10 '18 at 22:50










          • $begingroup$
            @Bhim I accomplished to fix the answer, so now it works for the heat equation in a $n$-dimensional space. Fortunately, the outline of the derivation is the same. Please let me know if you have any question.
            $endgroup$
            – rafa11111
            Nov 11 '18 at 0:08











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          1 Answer
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          active

          oldest

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          1 Answer
          1






          active

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          active

          oldest

          votes






          active

          oldest

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          1












          $begingroup$

          We want to determine $alpha$, $beta$ and $v$ such that
          $$
          u(t,x_1,x_2,cdots) = t^-alpha v(x_1 t^-beta,x_2 t^-beta,cdots)
          $$

          is solution of the heat equation, with $v:R^n to R$. It is convenient to define the similarity variables $eta_i = x_i t^-beta$. Therefore, $v=v(eta_1,eta_2,cdots)$. Derivating $u$ in relation to $t$, we have
          $$
          u_t = fracpartialpartial t t^-alpha v = -alpha t^-alpha-1v-t^-alpha sum_i=1^n fracpartial eta_ipartial tfracpartial vpartial eta_i
          $$

          $$
          u_t = -alpha t^-alpha-1v-beta t^-alpha-beta-1 sum_i=1^n x_i fracpartial vpartial eta_i
          $$

          which follows from the product and chain rules (the last of which will be used extensively below). The Laplacian of $u^gamma$ is
          $$
          Delta u^gamma = t^-gamma alpha sum_i=1^n fracpartial^2 v^gammapartial x_i^2 = t^-gammaalpha sum_i=1^n fracpartialpartial x_i fracpartial v^gammapartial x_i.
          $$

          We have
          $$
          fracpartialpartial x_i v^gamma = fracpartial eta_ipartial x_i fracpartialpartial eta_i v^gamma = gamma t^-beta v^gamma-1fracpartial vpartial eta_i
          $$

          and
          $$
          fracpartial^2partial x_i^2 v^gamma = fracpartialpartial x_i gamma t^-beta v^gamma-1fracpartial vpartial eta_i = fracpartial eta_ipartial x_i fracpartialpartial eta_i gamma t^-beta v^gamma-1fracpartial vpartial eta_i
          $$

          $$
          fracpartial^2partial x_i^2 v^gamma = gamma t^-2beta fracpartial vpartial eta_i fracpartialpartial eta_i v^gamma-1 + v^gamma-1 fracpartialpartial eta_i fracpartial vpartial eta_i =
          gamma t^-2beta left[ (gamma-1)v^gamma-2 left(fracpartial vpartial eta_i right)^2+ v^gamma-1 fracpartial^2 vpartial eta_i^2 right].
          $$

          Therefore,
          $$
          Delta u = gamma t^-gamma alpha -2beta sum_i=1^n left[ (gamma-1)v^gamma-2 left(fracpartial vpartial eta_i right)^2+ v^gamma-1 fracpartial^2 vpartial eta_i^2 right].
          $$

          Substituting in the equation, we have
          $$
          -alpha t^-alpha-1v-beta t^-alpha-beta-1 sum_i=1^n x_i fracpartial vpartial eta_i = gamma t^-gamma alpha -2beta sum_i=1^n left[ (gamma-1)v^gamma-2 left(fracpartial vpartial eta_i right)^2+ v^gamma-1 fracpartial^2 vpartial eta_i^2 right],
          $$

          simplifying,
          $$
          -alpha v-beta sum_i=1^n eta_i fracpartial vpartial eta_i = gamma t^1+alpha(1-gamma) -2beta sum_i=1^n left[ (gamma-1)v^gamma-2 left(fracpartial vpartial eta_i right)^2+ v^gamma-1 fracpartial^2 vpartial eta_i^2 right]
          $$

          (see that a $eta$ appeared in the second term of LHS). We can make sure that the initial choice of $u$ works if we can get rid of the $t$ in the RHS. It happens if we choose $alpha$ and $beta$ such that
          $$
          2beta-alpha(1-gamma)=1.
          $$

          There are infinitely many pairs of $alpha$ and $beta$ satisfying this relation; one convenient choice is $alpha=0$ and $beta=1/2$. This choice is convenient because 1) the expression for $u$ is more simple; 2) it echoes the fact that for the classic (linear) heat equation, we also have $alpha=0$ and $beta=1/2$ for certain boundary conditions; and 3) the first term on the LHS of the equation vanishes, which allows a simpler form of $v$.



          Assuming those values for $alpha$ and $beta$, our equation reduces to
          $$
          sum_i=1^n left[ frac12 eta_i fracpartial vpartial eta_i + gamma(gamma-1)v^gamma-2 left(fracpartial vpartial eta_i right)^2+ gamma v^gamma-1 fracpartial^2 vpartial eta_i^2 right] = 0.
          $$

          If we let $v=v(eta_1+eta_2+cdots)$ and define $H=sum_i eta_i$ such that $v=v(H)$, we have
          $$
          fracpartial vpartial eta_i = fracpartial vpartial eta_j = fracd vd H = v'
          $$

          for all $i,j$, and now $v$ must satisfy
          $$
          frac12 H v' + gamma(gamma-1)v^gamma-2 v'^2 + gamma v^gamma-1 v''= 0.
          $$



          We can check that we did all right if we apply the equation for the classical linear one-dimensional case (i.e., $gamma=1$). In that case, the equation reduces to
          $$
          v'' + fracH2 v'=0,
          $$

          whose solution is $v=mathrmerf(H/2)$ (see that we can set any value for the integration constants). Since the problem is one-dimensional, $H=eta_1=x/t^-1/2$, and the solution is
          $$
          u = mathrmerf left( fracx2sqrtt right),
          $$

          which is the solution to the classical problem of heat conduction in an infinite bar.



          Summary: choosing $alpha=0$, $beta=1/2$ and imposing $v:R^nto R$ to have the form $v(y_1,y_2,cdots) = v(y_1+y_2+cdots)$, such that $u$ has the form
          $$
          u = vleft( fracx_1sqrtt + fracx_2sqrtt + cdots right),
          $$

          $v$ must satisfy
          $$
          frac12 H v' + gamma(gamma-1)v^gamma-2 v'^2 + gamma v^gamma-1 v''= 0,
          $$

          in which the prime means derivation in relation to $H$.






          share|cite|improve this answer











          $endgroup$












          • $begingroup$
            Disclaimer: at first, I thought that the question asked for the one-dimensional heat equation case (i.e., $xin R$). I will try to figure out if it is possible to expand this answer to a $n$-dimensional case.
            $endgroup$
            – rafa11111
            Nov 10 '18 at 21:49










          • $begingroup$
            This is the case $xin R^1$, i.e., $n=1$. The variable $eta$ is the similarity variable and $mathrmerf$ is the error function. See that $v=mathrmerf(x/2t^1/2)$ is the solution corresponding to the particular case of $gamma=1$ in one-dimensional diffusion.
            $endgroup$
            – rafa11111
            Nov 10 '18 at 21:59











          • $begingroup$
            @Bhim IF the problem is one-dimensional ($xin R$) and IF $gamma=1$, $u=mathrmerf(x/2sqrtt)$ is a solution to the heat equation, since $$ u_t = u_xx = -fracx e^-x^2/4t2sqrtpi t^3/2. $$ If $gammaneq 1$ the solution will be not related to the error function, but with the solution of the non-linear equation for $v$, and if the problem is $n$-dimensional ($nneq 1$) the analysis in my answer is not valid.
            $endgroup$
            – rafa11111
            Nov 10 '18 at 22:42










          • $begingroup$
            @Bhim Yes, and I'm trying to figure out how to expand this answer to $n>1$. Is this a problem from a Heat Transfer course?
            $endgroup$
            – rafa11111
            Nov 10 '18 at 22:50










          • $begingroup$
            @Bhim I accomplished to fix the answer, so now it works for the heat equation in a $n$-dimensional space. Fortunately, the outline of the derivation is the same. Please let me know if you have any question.
            $endgroup$
            – rafa11111
            Nov 11 '18 at 0:08















          1












          $begingroup$

          We want to determine $alpha$, $beta$ and $v$ such that
          $$
          u(t,x_1,x_2,cdots) = t^-alpha v(x_1 t^-beta,x_2 t^-beta,cdots)
          $$

          is solution of the heat equation, with $v:R^n to R$. It is convenient to define the similarity variables $eta_i = x_i t^-beta$. Therefore, $v=v(eta_1,eta_2,cdots)$. Derivating $u$ in relation to $t$, we have
          $$
          u_t = fracpartialpartial t t^-alpha v = -alpha t^-alpha-1v-t^-alpha sum_i=1^n fracpartial eta_ipartial tfracpartial vpartial eta_i
          $$

          $$
          u_t = -alpha t^-alpha-1v-beta t^-alpha-beta-1 sum_i=1^n x_i fracpartial vpartial eta_i
          $$

          which follows from the product and chain rules (the last of which will be used extensively below). The Laplacian of $u^gamma$ is
          $$
          Delta u^gamma = t^-gamma alpha sum_i=1^n fracpartial^2 v^gammapartial x_i^2 = t^-gammaalpha sum_i=1^n fracpartialpartial x_i fracpartial v^gammapartial x_i.
          $$

          We have
          $$
          fracpartialpartial x_i v^gamma = fracpartial eta_ipartial x_i fracpartialpartial eta_i v^gamma = gamma t^-beta v^gamma-1fracpartial vpartial eta_i
          $$

          and
          $$
          fracpartial^2partial x_i^2 v^gamma = fracpartialpartial x_i gamma t^-beta v^gamma-1fracpartial vpartial eta_i = fracpartial eta_ipartial x_i fracpartialpartial eta_i gamma t^-beta v^gamma-1fracpartial vpartial eta_i
          $$

          $$
          fracpartial^2partial x_i^2 v^gamma = gamma t^-2beta fracpartial vpartial eta_i fracpartialpartial eta_i v^gamma-1 + v^gamma-1 fracpartialpartial eta_i fracpartial vpartial eta_i =
          gamma t^-2beta left[ (gamma-1)v^gamma-2 left(fracpartial vpartial eta_i right)^2+ v^gamma-1 fracpartial^2 vpartial eta_i^2 right].
          $$

          Therefore,
          $$
          Delta u = gamma t^-gamma alpha -2beta sum_i=1^n left[ (gamma-1)v^gamma-2 left(fracpartial vpartial eta_i right)^2+ v^gamma-1 fracpartial^2 vpartial eta_i^2 right].
          $$

          Substituting in the equation, we have
          $$
          -alpha t^-alpha-1v-beta t^-alpha-beta-1 sum_i=1^n x_i fracpartial vpartial eta_i = gamma t^-gamma alpha -2beta sum_i=1^n left[ (gamma-1)v^gamma-2 left(fracpartial vpartial eta_i right)^2+ v^gamma-1 fracpartial^2 vpartial eta_i^2 right],
          $$

          simplifying,
          $$
          -alpha v-beta sum_i=1^n eta_i fracpartial vpartial eta_i = gamma t^1+alpha(1-gamma) -2beta sum_i=1^n left[ (gamma-1)v^gamma-2 left(fracpartial vpartial eta_i right)^2+ v^gamma-1 fracpartial^2 vpartial eta_i^2 right]
          $$

          (see that a $eta$ appeared in the second term of LHS). We can make sure that the initial choice of $u$ works if we can get rid of the $t$ in the RHS. It happens if we choose $alpha$ and $beta$ such that
          $$
          2beta-alpha(1-gamma)=1.
          $$

          There are infinitely many pairs of $alpha$ and $beta$ satisfying this relation; one convenient choice is $alpha=0$ and $beta=1/2$. This choice is convenient because 1) the expression for $u$ is more simple; 2) it echoes the fact that for the classic (linear) heat equation, we also have $alpha=0$ and $beta=1/2$ for certain boundary conditions; and 3) the first term on the LHS of the equation vanishes, which allows a simpler form of $v$.



          Assuming those values for $alpha$ and $beta$, our equation reduces to
          $$
          sum_i=1^n left[ frac12 eta_i fracpartial vpartial eta_i + gamma(gamma-1)v^gamma-2 left(fracpartial vpartial eta_i right)^2+ gamma v^gamma-1 fracpartial^2 vpartial eta_i^2 right] = 0.
          $$

          If we let $v=v(eta_1+eta_2+cdots)$ and define $H=sum_i eta_i$ such that $v=v(H)$, we have
          $$
          fracpartial vpartial eta_i = fracpartial vpartial eta_j = fracd vd H = v'
          $$

          for all $i,j$, and now $v$ must satisfy
          $$
          frac12 H v' + gamma(gamma-1)v^gamma-2 v'^2 + gamma v^gamma-1 v''= 0.
          $$



          We can check that we did all right if we apply the equation for the classical linear one-dimensional case (i.e., $gamma=1$). In that case, the equation reduces to
          $$
          v'' + fracH2 v'=0,
          $$

          whose solution is $v=mathrmerf(H/2)$ (see that we can set any value for the integration constants). Since the problem is one-dimensional, $H=eta_1=x/t^-1/2$, and the solution is
          $$
          u = mathrmerf left( fracx2sqrtt right),
          $$

          which is the solution to the classical problem of heat conduction in an infinite bar.



          Summary: choosing $alpha=0$, $beta=1/2$ and imposing $v:R^nto R$ to have the form $v(y_1,y_2,cdots) = v(y_1+y_2+cdots)$, such that $u$ has the form
          $$
          u = vleft( fracx_1sqrtt + fracx_2sqrtt + cdots right),
          $$

          $v$ must satisfy
          $$
          frac12 H v' + gamma(gamma-1)v^gamma-2 v'^2 + gamma v^gamma-1 v''= 0,
          $$

          in which the prime means derivation in relation to $H$.






          share|cite|improve this answer











          $endgroup$












          • $begingroup$
            Disclaimer: at first, I thought that the question asked for the one-dimensional heat equation case (i.e., $xin R$). I will try to figure out if it is possible to expand this answer to a $n$-dimensional case.
            $endgroup$
            – rafa11111
            Nov 10 '18 at 21:49










          • $begingroup$
            This is the case $xin R^1$, i.e., $n=1$. The variable $eta$ is the similarity variable and $mathrmerf$ is the error function. See that $v=mathrmerf(x/2t^1/2)$ is the solution corresponding to the particular case of $gamma=1$ in one-dimensional diffusion.
            $endgroup$
            – rafa11111
            Nov 10 '18 at 21:59











          • $begingroup$
            @Bhim IF the problem is one-dimensional ($xin R$) and IF $gamma=1$, $u=mathrmerf(x/2sqrtt)$ is a solution to the heat equation, since $$ u_t = u_xx = -fracx e^-x^2/4t2sqrtpi t^3/2. $$ If $gammaneq 1$ the solution will be not related to the error function, but with the solution of the non-linear equation for $v$, and if the problem is $n$-dimensional ($nneq 1$) the analysis in my answer is not valid.
            $endgroup$
            – rafa11111
            Nov 10 '18 at 22:42










          • $begingroup$
            @Bhim Yes, and I'm trying to figure out how to expand this answer to $n>1$. Is this a problem from a Heat Transfer course?
            $endgroup$
            – rafa11111
            Nov 10 '18 at 22:50










          • $begingroup$
            @Bhim I accomplished to fix the answer, so now it works for the heat equation in a $n$-dimensional space. Fortunately, the outline of the derivation is the same. Please let me know if you have any question.
            $endgroup$
            – rafa11111
            Nov 11 '18 at 0:08













          1












          1








          1





          $begingroup$

          We want to determine $alpha$, $beta$ and $v$ such that
          $$
          u(t,x_1,x_2,cdots) = t^-alpha v(x_1 t^-beta,x_2 t^-beta,cdots)
          $$

          is solution of the heat equation, with $v:R^n to R$. It is convenient to define the similarity variables $eta_i = x_i t^-beta$. Therefore, $v=v(eta_1,eta_2,cdots)$. Derivating $u$ in relation to $t$, we have
          $$
          u_t = fracpartialpartial t t^-alpha v = -alpha t^-alpha-1v-t^-alpha sum_i=1^n fracpartial eta_ipartial tfracpartial vpartial eta_i
          $$

          $$
          u_t = -alpha t^-alpha-1v-beta t^-alpha-beta-1 sum_i=1^n x_i fracpartial vpartial eta_i
          $$

          which follows from the product and chain rules (the last of which will be used extensively below). The Laplacian of $u^gamma$ is
          $$
          Delta u^gamma = t^-gamma alpha sum_i=1^n fracpartial^2 v^gammapartial x_i^2 = t^-gammaalpha sum_i=1^n fracpartialpartial x_i fracpartial v^gammapartial x_i.
          $$

          We have
          $$
          fracpartialpartial x_i v^gamma = fracpartial eta_ipartial x_i fracpartialpartial eta_i v^gamma = gamma t^-beta v^gamma-1fracpartial vpartial eta_i
          $$

          and
          $$
          fracpartial^2partial x_i^2 v^gamma = fracpartialpartial x_i gamma t^-beta v^gamma-1fracpartial vpartial eta_i = fracpartial eta_ipartial x_i fracpartialpartial eta_i gamma t^-beta v^gamma-1fracpartial vpartial eta_i
          $$

          $$
          fracpartial^2partial x_i^2 v^gamma = gamma t^-2beta fracpartial vpartial eta_i fracpartialpartial eta_i v^gamma-1 + v^gamma-1 fracpartialpartial eta_i fracpartial vpartial eta_i =
          gamma t^-2beta left[ (gamma-1)v^gamma-2 left(fracpartial vpartial eta_i right)^2+ v^gamma-1 fracpartial^2 vpartial eta_i^2 right].
          $$

          Therefore,
          $$
          Delta u = gamma t^-gamma alpha -2beta sum_i=1^n left[ (gamma-1)v^gamma-2 left(fracpartial vpartial eta_i right)^2+ v^gamma-1 fracpartial^2 vpartial eta_i^2 right].
          $$

          Substituting in the equation, we have
          $$
          -alpha t^-alpha-1v-beta t^-alpha-beta-1 sum_i=1^n x_i fracpartial vpartial eta_i = gamma t^-gamma alpha -2beta sum_i=1^n left[ (gamma-1)v^gamma-2 left(fracpartial vpartial eta_i right)^2+ v^gamma-1 fracpartial^2 vpartial eta_i^2 right],
          $$

          simplifying,
          $$
          -alpha v-beta sum_i=1^n eta_i fracpartial vpartial eta_i = gamma t^1+alpha(1-gamma) -2beta sum_i=1^n left[ (gamma-1)v^gamma-2 left(fracpartial vpartial eta_i right)^2+ v^gamma-1 fracpartial^2 vpartial eta_i^2 right]
          $$

          (see that a $eta$ appeared in the second term of LHS). We can make sure that the initial choice of $u$ works if we can get rid of the $t$ in the RHS. It happens if we choose $alpha$ and $beta$ such that
          $$
          2beta-alpha(1-gamma)=1.
          $$

          There are infinitely many pairs of $alpha$ and $beta$ satisfying this relation; one convenient choice is $alpha=0$ and $beta=1/2$. This choice is convenient because 1) the expression for $u$ is more simple; 2) it echoes the fact that for the classic (linear) heat equation, we also have $alpha=0$ and $beta=1/2$ for certain boundary conditions; and 3) the first term on the LHS of the equation vanishes, which allows a simpler form of $v$.



          Assuming those values for $alpha$ and $beta$, our equation reduces to
          $$
          sum_i=1^n left[ frac12 eta_i fracpartial vpartial eta_i + gamma(gamma-1)v^gamma-2 left(fracpartial vpartial eta_i right)^2+ gamma v^gamma-1 fracpartial^2 vpartial eta_i^2 right] = 0.
          $$

          If we let $v=v(eta_1+eta_2+cdots)$ and define $H=sum_i eta_i$ such that $v=v(H)$, we have
          $$
          fracpartial vpartial eta_i = fracpartial vpartial eta_j = fracd vd H = v'
          $$

          for all $i,j$, and now $v$ must satisfy
          $$
          frac12 H v' + gamma(gamma-1)v^gamma-2 v'^2 + gamma v^gamma-1 v''= 0.
          $$



          We can check that we did all right if we apply the equation for the classical linear one-dimensional case (i.e., $gamma=1$). In that case, the equation reduces to
          $$
          v'' + fracH2 v'=0,
          $$

          whose solution is $v=mathrmerf(H/2)$ (see that we can set any value for the integration constants). Since the problem is one-dimensional, $H=eta_1=x/t^-1/2$, and the solution is
          $$
          u = mathrmerf left( fracx2sqrtt right),
          $$

          which is the solution to the classical problem of heat conduction in an infinite bar.



          Summary: choosing $alpha=0$, $beta=1/2$ and imposing $v:R^nto R$ to have the form $v(y_1,y_2,cdots) = v(y_1+y_2+cdots)$, such that $u$ has the form
          $$
          u = vleft( fracx_1sqrtt + fracx_2sqrtt + cdots right),
          $$

          $v$ must satisfy
          $$
          frac12 H v' + gamma(gamma-1)v^gamma-2 v'^2 + gamma v^gamma-1 v''= 0,
          $$

          in which the prime means derivation in relation to $H$.






          share|cite|improve this answer











          $endgroup$



          We want to determine $alpha$, $beta$ and $v$ such that
          $$
          u(t,x_1,x_2,cdots) = t^-alpha v(x_1 t^-beta,x_2 t^-beta,cdots)
          $$

          is solution of the heat equation, with $v:R^n to R$. It is convenient to define the similarity variables $eta_i = x_i t^-beta$. Therefore, $v=v(eta_1,eta_2,cdots)$. Derivating $u$ in relation to $t$, we have
          $$
          u_t = fracpartialpartial t t^-alpha v = -alpha t^-alpha-1v-t^-alpha sum_i=1^n fracpartial eta_ipartial tfracpartial vpartial eta_i
          $$

          $$
          u_t = -alpha t^-alpha-1v-beta t^-alpha-beta-1 sum_i=1^n x_i fracpartial vpartial eta_i
          $$

          which follows from the product and chain rules (the last of which will be used extensively below). The Laplacian of $u^gamma$ is
          $$
          Delta u^gamma = t^-gamma alpha sum_i=1^n fracpartial^2 v^gammapartial x_i^2 = t^-gammaalpha sum_i=1^n fracpartialpartial x_i fracpartial v^gammapartial x_i.
          $$

          We have
          $$
          fracpartialpartial x_i v^gamma = fracpartial eta_ipartial x_i fracpartialpartial eta_i v^gamma = gamma t^-beta v^gamma-1fracpartial vpartial eta_i
          $$

          and
          $$
          fracpartial^2partial x_i^2 v^gamma = fracpartialpartial x_i gamma t^-beta v^gamma-1fracpartial vpartial eta_i = fracpartial eta_ipartial x_i fracpartialpartial eta_i gamma t^-beta v^gamma-1fracpartial vpartial eta_i
          $$

          $$
          fracpartial^2partial x_i^2 v^gamma = gamma t^-2beta fracpartial vpartial eta_i fracpartialpartial eta_i v^gamma-1 + v^gamma-1 fracpartialpartial eta_i fracpartial vpartial eta_i =
          gamma t^-2beta left[ (gamma-1)v^gamma-2 left(fracpartial vpartial eta_i right)^2+ v^gamma-1 fracpartial^2 vpartial eta_i^2 right].
          $$

          Therefore,
          $$
          Delta u = gamma t^-gamma alpha -2beta sum_i=1^n left[ (gamma-1)v^gamma-2 left(fracpartial vpartial eta_i right)^2+ v^gamma-1 fracpartial^2 vpartial eta_i^2 right].
          $$

          Substituting in the equation, we have
          $$
          -alpha t^-alpha-1v-beta t^-alpha-beta-1 sum_i=1^n x_i fracpartial vpartial eta_i = gamma t^-gamma alpha -2beta sum_i=1^n left[ (gamma-1)v^gamma-2 left(fracpartial vpartial eta_i right)^2+ v^gamma-1 fracpartial^2 vpartial eta_i^2 right],
          $$

          simplifying,
          $$
          -alpha v-beta sum_i=1^n eta_i fracpartial vpartial eta_i = gamma t^1+alpha(1-gamma) -2beta sum_i=1^n left[ (gamma-1)v^gamma-2 left(fracpartial vpartial eta_i right)^2+ v^gamma-1 fracpartial^2 vpartial eta_i^2 right]
          $$

          (see that a $eta$ appeared in the second term of LHS). We can make sure that the initial choice of $u$ works if we can get rid of the $t$ in the RHS. It happens if we choose $alpha$ and $beta$ such that
          $$
          2beta-alpha(1-gamma)=1.
          $$

          There are infinitely many pairs of $alpha$ and $beta$ satisfying this relation; one convenient choice is $alpha=0$ and $beta=1/2$. This choice is convenient because 1) the expression for $u$ is more simple; 2) it echoes the fact that for the classic (linear) heat equation, we also have $alpha=0$ and $beta=1/2$ for certain boundary conditions; and 3) the first term on the LHS of the equation vanishes, which allows a simpler form of $v$.



          Assuming those values for $alpha$ and $beta$, our equation reduces to
          $$
          sum_i=1^n left[ frac12 eta_i fracpartial vpartial eta_i + gamma(gamma-1)v^gamma-2 left(fracpartial vpartial eta_i right)^2+ gamma v^gamma-1 fracpartial^2 vpartial eta_i^2 right] = 0.
          $$

          If we let $v=v(eta_1+eta_2+cdots)$ and define $H=sum_i eta_i$ such that $v=v(H)$, we have
          $$
          fracpartial vpartial eta_i = fracpartial vpartial eta_j = fracd vd H = v'
          $$

          for all $i,j$, and now $v$ must satisfy
          $$
          frac12 H v' + gamma(gamma-1)v^gamma-2 v'^2 + gamma v^gamma-1 v''= 0.
          $$



          We can check that we did all right if we apply the equation for the classical linear one-dimensional case (i.e., $gamma=1$). In that case, the equation reduces to
          $$
          v'' + fracH2 v'=0,
          $$

          whose solution is $v=mathrmerf(H/2)$ (see that we can set any value for the integration constants). Since the problem is one-dimensional, $H=eta_1=x/t^-1/2$, and the solution is
          $$
          u = mathrmerf left( fracx2sqrtt right),
          $$

          which is the solution to the classical problem of heat conduction in an infinite bar.



          Summary: choosing $alpha=0$, $beta=1/2$ and imposing $v:R^nto R$ to have the form $v(y_1,y_2,cdots) = v(y_1+y_2+cdots)$, such that $u$ has the form
          $$
          u = vleft( fracx_1sqrtt + fracx_2sqrtt + cdots right),
          $$

          $v$ must satisfy
          $$
          frac12 H v' + gamma(gamma-1)v^gamma-2 v'^2 + gamma v^gamma-1 v''= 0,
          $$

          in which the prime means derivation in relation to $H$.







          share|cite|improve this answer














          share|cite|improve this answer



          share|cite|improve this answer








          edited Apr 8 at 13:17

























          answered Nov 10 '18 at 21:48









          rafa11111rafa11111

          1,2042417




          1,2042417











          • $begingroup$
            Disclaimer: at first, I thought that the question asked for the one-dimensional heat equation case (i.e., $xin R$). I will try to figure out if it is possible to expand this answer to a $n$-dimensional case.
            $endgroup$
            – rafa11111
            Nov 10 '18 at 21:49










          • $begingroup$
            This is the case $xin R^1$, i.e., $n=1$. The variable $eta$ is the similarity variable and $mathrmerf$ is the error function. See that $v=mathrmerf(x/2t^1/2)$ is the solution corresponding to the particular case of $gamma=1$ in one-dimensional diffusion.
            $endgroup$
            – rafa11111
            Nov 10 '18 at 21:59











          • $begingroup$
            @Bhim IF the problem is one-dimensional ($xin R$) and IF $gamma=1$, $u=mathrmerf(x/2sqrtt)$ is a solution to the heat equation, since $$ u_t = u_xx = -fracx e^-x^2/4t2sqrtpi t^3/2. $$ If $gammaneq 1$ the solution will be not related to the error function, but with the solution of the non-linear equation for $v$, and if the problem is $n$-dimensional ($nneq 1$) the analysis in my answer is not valid.
            $endgroup$
            – rafa11111
            Nov 10 '18 at 22:42










          • $begingroup$
            @Bhim Yes, and I'm trying to figure out how to expand this answer to $n>1$. Is this a problem from a Heat Transfer course?
            $endgroup$
            – rafa11111
            Nov 10 '18 at 22:50










          • $begingroup$
            @Bhim I accomplished to fix the answer, so now it works for the heat equation in a $n$-dimensional space. Fortunately, the outline of the derivation is the same. Please let me know if you have any question.
            $endgroup$
            – rafa11111
            Nov 11 '18 at 0:08
















          • $begingroup$
            Disclaimer: at first, I thought that the question asked for the one-dimensional heat equation case (i.e., $xin R$). I will try to figure out if it is possible to expand this answer to a $n$-dimensional case.
            $endgroup$
            – rafa11111
            Nov 10 '18 at 21:49










          • $begingroup$
            This is the case $xin R^1$, i.e., $n=1$. The variable $eta$ is the similarity variable and $mathrmerf$ is the error function. See that $v=mathrmerf(x/2t^1/2)$ is the solution corresponding to the particular case of $gamma=1$ in one-dimensional diffusion.
            $endgroup$
            – rafa11111
            Nov 10 '18 at 21:59











          • $begingroup$
            @Bhim IF the problem is one-dimensional ($xin R$) and IF $gamma=1$, $u=mathrmerf(x/2sqrtt)$ is a solution to the heat equation, since $$ u_t = u_xx = -fracx e^-x^2/4t2sqrtpi t^3/2. $$ If $gammaneq 1$ the solution will be not related to the error function, but with the solution of the non-linear equation for $v$, and if the problem is $n$-dimensional ($nneq 1$) the analysis in my answer is not valid.
            $endgroup$
            – rafa11111
            Nov 10 '18 at 22:42










          • $begingroup$
            @Bhim Yes, and I'm trying to figure out how to expand this answer to $n>1$. Is this a problem from a Heat Transfer course?
            $endgroup$
            – rafa11111
            Nov 10 '18 at 22:50










          • $begingroup$
            @Bhim I accomplished to fix the answer, so now it works for the heat equation in a $n$-dimensional space. Fortunately, the outline of the derivation is the same. Please let me know if you have any question.
            $endgroup$
            – rafa11111
            Nov 11 '18 at 0:08















          $begingroup$
          Disclaimer: at first, I thought that the question asked for the one-dimensional heat equation case (i.e., $xin R$). I will try to figure out if it is possible to expand this answer to a $n$-dimensional case.
          $endgroup$
          – rafa11111
          Nov 10 '18 at 21:49




          $begingroup$
          Disclaimer: at first, I thought that the question asked for the one-dimensional heat equation case (i.e., $xin R$). I will try to figure out if it is possible to expand this answer to a $n$-dimensional case.
          $endgroup$
          – rafa11111
          Nov 10 '18 at 21:49












          $begingroup$
          This is the case $xin R^1$, i.e., $n=1$. The variable $eta$ is the similarity variable and $mathrmerf$ is the error function. See that $v=mathrmerf(x/2t^1/2)$ is the solution corresponding to the particular case of $gamma=1$ in one-dimensional diffusion.
          $endgroup$
          – rafa11111
          Nov 10 '18 at 21:59





          $begingroup$
          This is the case $xin R^1$, i.e., $n=1$. The variable $eta$ is the similarity variable and $mathrmerf$ is the error function. See that $v=mathrmerf(x/2t^1/2)$ is the solution corresponding to the particular case of $gamma=1$ in one-dimensional diffusion.
          $endgroup$
          – rafa11111
          Nov 10 '18 at 21:59













          $begingroup$
          @Bhim IF the problem is one-dimensional ($xin R$) and IF $gamma=1$, $u=mathrmerf(x/2sqrtt)$ is a solution to the heat equation, since $$ u_t = u_xx = -fracx e^-x^2/4t2sqrtpi t^3/2. $$ If $gammaneq 1$ the solution will be not related to the error function, but with the solution of the non-linear equation for $v$, and if the problem is $n$-dimensional ($nneq 1$) the analysis in my answer is not valid.
          $endgroup$
          – rafa11111
          Nov 10 '18 at 22:42




          $begingroup$
          @Bhim IF the problem is one-dimensional ($xin R$) and IF $gamma=1$, $u=mathrmerf(x/2sqrtt)$ is a solution to the heat equation, since $$ u_t = u_xx = -fracx e^-x^2/4t2sqrtpi t^3/2. $$ If $gammaneq 1$ the solution will be not related to the error function, but with the solution of the non-linear equation for $v$, and if the problem is $n$-dimensional ($nneq 1$) the analysis in my answer is not valid.
          $endgroup$
          – rafa11111
          Nov 10 '18 at 22:42












          $begingroup$
          @Bhim Yes, and I'm trying to figure out how to expand this answer to $n>1$. Is this a problem from a Heat Transfer course?
          $endgroup$
          – rafa11111
          Nov 10 '18 at 22:50




          $begingroup$
          @Bhim Yes, and I'm trying to figure out how to expand this answer to $n>1$. Is this a problem from a Heat Transfer course?
          $endgroup$
          – rafa11111
          Nov 10 '18 at 22:50












          $begingroup$
          @Bhim I accomplished to fix the answer, so now it works for the heat equation in a $n$-dimensional space. Fortunately, the outline of the derivation is the same. Please let me know if you have any question.
          $endgroup$
          – rafa11111
          Nov 11 '18 at 0:08




          $begingroup$
          @Bhim I accomplished to fix the answer, so now it works for the heat equation in a $n$-dimensional space. Fortunately, the outline of the derivation is the same. Please let me know if you have any question.
          $endgroup$
          – rafa11111
          Nov 11 '18 at 0:08

















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