Math 2.0

Partial differential equations Theorem

Duhamel's principle for heat conduction

Builds on Heat equationHeat kernelDuhamel's principleThermal diffusivity

Statement

Let n≥1n \ge 1 and α>0\alpha > 0. Let f ⁣:ℝn×[0,∞)→ℝf \colon \R^n \times [0, \infty) \to \R have compact support, two continuous derivatives in xx and one continuous derivative in tt. Let Φ(x,t)=(4παt)−n/2e−∣x∣2/(4αt)\Phi(x, t) = (4 \pi \alpha t)^{-n/2} e^{-\abs{x}^2 / (4 \alpha t)} for t>0t > 0 be the heat kernel. For 0≤s<t0 \le s < t, let v(x,t;s)=∫ℝnΦ(x−y,t−s) f(y,s) dyv(x, t; s) = \int_{\R^n} \Phi(x - y, t - s) \, f(y, s) \, dy. This solves ∂tv=αΔv\partial_t v = \alpha \Delta v for t>st > s with v(⋅,t;s)→f(⋅,s)v(\cdot, t; s) \to f(\cdot, s) as t→st \to s. Define u(x,t)=∫0tv(x,t;s) ds.u(x, t) = \int_0^t v(x, t; s) \, ds. Then uu has two continuous derivatives in xx and one in tt on ℝn×(0,∞)\R^n \times (0, \infty). It solves ∂tu−αΔu=fin ℝn×(0,∞),\partial_t u - \alpha \Delta u = f \quad \text{in } \R^n \times (0, \infty), and u(x,t)→0u(x, t) \to 0 as (x,t)→(x0,0)(x, t) \to (x_0, 0), for every x0∈ℝnx_0 \in \R^n.

Remarks

The idea is to view the source as a stream of initial data: at each time ss, the slice f(⋅,s) dsf(\cdot, s) \, ds starts a free evolution of the heat equation. Formally, ∂tu=v(x,t;t)+∫0t∂tv ds=f(x,t)+αΔu\partial_t u = v(x, t; t) + \int_0^t \partial_t v \, ds = f(x, t) + \alpha \Delta u. The rigorous proof moves derivatives onto ff by a change of variables, which is why ff is assumed smooth with compact support.

Example: let n=1n = 1 and f(x,t)=g(x)ψ(t)f(x, t) = g(x) \psi(t), where gg and ψ\psi are smooth with compact support. Then u(x,t)=∫0tψ(s) (Φ(⋅,t−s)∗g)(x) dsu(x, t) = \int_0^t \psi(s) \, (\Phi(\cdot, t - s) * g)(x) \, ds, where ∗* is convolution in xx. It is the temperature of an initially cold rod heated by a source of shape gg and strength ψ(t)\psi(t).

With initial data u(⋅,0)=gu(\cdot, 0) = g, one adds the solution Φ(⋅,t)∗g\Phi(\cdot, t) * g of the homogeneous problem. It is the same principle as Duhamel's principle for linear ordinary differential equations.

Going deeper

For a student

The principle reduces the inhomogeneous heat equation to the homogeneous one, which the heat kernel solves. The solution operator g↦Φ(⋅,t)∗gg \mapsto \Phi(\cdot, t) * g plays the role of the propagator e(t−s)Ae^{(t - s) A} in the ODE version. In heat transfer texts, the same idea also handles boundary temperatures that vary in time. One superposes the responses to step changes of the boundary data, weighted by their rates of change.

Reading path

To understand this page from the ground up, read these 22 pages in order. The foundations come first.

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Differential equation, concept, no evidence levelDifferential equationconceptFunction, concept, no evidence levelFunctionconceptFundamental matrix, concept, no evidence levelFundamental matrixconceptHeat equation, concept, no evidence levelHeat equationconceptHeat kernel, concept, no evidence levelHeat kernelconceptInitial value problem, concept, no evidence levelInitial value problemconceptInterval, concept, no evidence levelIntervalconceptMatrix exponential, concept, no evidence levelMatrix exponentialconceptSystem of linear differential equations, concept, no evidence levelSystem of linear diff…conceptThermal diffusivity, concept, no evidence levelThermal diffusivityconceptWronskian, definition, no evidence levelWronskiandefinitionOrdinary differential equation, definition, no evidence levelOrdinary differential…definitionOrder of a differential equation, definition, no evidence levelOrder of a differenti…definitionLinear differential equation of order n, definition, no evidence levelLinear differential e…definitionHomogeneous linear equation, definition, no evidence levelHomogeneous linear eq…definitionSuperposition principle, statement, no evidence levelSuperposition princip…statementSolution space of a homogeneous linear equation has dimension n, statement, no evidence levelSolution space of a h…statementFundamental system of solutions, definition, no evidence levelFundamental system of…definitionGeneral solution of an inhomogeneous linear equation, statement, no evidence levelGeneral solution of a…statementVariation of parameters, concept, no evidence levelVariation of paramete…conceptDuhamel's principle, statement, no evidence levelDuhamel's principlestatementDuhamel's principle for heat conduction, statement, no evidence levelDuhamel's principle f…statement
Each page uses the pages above it. The colour of the bar on a box shows how strong the evidence is, and the box also gives it as text. The list has the same pages.
  • no evidence level
  1. Differential equation concept
  2. Function concept
  3. Fundamental matrix concept
  4. Heat equation concept
  5. Heat kernel concept
  6. Initial value problem concept
  7. Interval concept
  8. Matrix exponential concept
  9. System of linear differential equations concept
  10. Thermal diffusivity concept
  11. Wronskian definition
  12. Ordinary differential equation definition
  13. Order of a differential equation definition
  14. Linear differential equation of order n definition
  15. Homogeneous linear equation definition
  16. Superposition principle statement
  17. Solution space of a homogeneous linear equation has dimension n statement
  18. Fundamental system of solutions definition
  19. General solution of an inhomogeneous linear equation statement
  20. Variation of parameters concept
  21. Duhamel's principle statement
  22. Duhamel's principle for heat conduction statement

Further reading

  1. Web https://en.wikipedia.org/wiki/Duhamel%27s_principle
About this page
TagW21RZ60DV2
URIm2://W21RZ60DV2
Kindstatement, theorem
WritingW0 stub
MSC35K05, 80A19
StatusThis copy of the site has no build data. Run m2 status W21RZ60DV2.
AboutHeat equation
UsesHeat equation, Heat kernel, Duhamel's principle, Thermal diffusivity
Changed3 November 2026

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