Math 2.0

Partial differential equations Definition

Similarity solution for the heat equation

Builds on Similarity solutionHeat equationError functionHeat kernel

Definition

Let α>0\alpha > 0, and let II be either ℝ\R or (0,∞)(0, \infty). Consider the heat equation ut=αuxxu_t = \alpha u_{xx} for u ⁣:I×(0,∞)→ℝu \colon I \times (0, \infty) \to \R. A similarity solution of it is a solution of the form u(x,t)=t−af(η),η=x2αt,u(x, t) = t^{-a} f(\eta), \qquad \eta = \frac{x}{2 \sqrt{\alpha t}}, for a real number aa and a twice differentiable function ff on II. These are the similarity solutions with exponents (a,1/2)(a, 1/2) in the general sense.

Remarks

Substituting the form gives ut=t−a−1(−af−η2f′)u_t = t^{-a-1}\big(-a f - \tfrac{\eta}{2} f'\big) and αuxx=t−a−114f′′\alpha u_{xx} = t^{-a-1} \tfrac14 f''. So uu solves the heat equation exactly when f′′+2ηf′+4af=0f'' + 2 \eta f' + 4 a f = 0. Example with a=0a = 0: the equation f′′+2ηf′=0f'' + 2 \eta f' = 0 gives f′=Ce−η2f' = C e^{-\eta^2}, hence f=A+Berf⁡(η)f = A + B \operatorname{erf}(\eta) with the error function. The choice A=1A = 1, B=−1B = -1 gives u=erfc⁡(x/(2αt))u = \operatorname{erfc}\big(x / (2\sqrt{\alpha t})\big), the temperature of the half-space x>0x > 0 initially at 00 with surface held at 11. Example with a=1/2a = 1/2: the equation is (f′+2ηf)′=0(f' + 2 \eta f)' = 0, solved by f=Ce−η2f = C e^{-\eta^2}, which gives u=Ct−1/2e−x2/(4αt)u = C t^{-1/2} e^{-x^2/(4 \alpha t)}. With C=(4πα)−1/2C = (4 \pi \alpha)^{-1/2} this is the heat kernel for diffusivity α\alpha. Non-example: u(x,t)=e−αtsin⁡xu(x, t) = e^{-\alpha t} \sin x solves the heat equation on ℝ\R but is not a similarity solution. At each time its zeros are the points of πℤ\pi \Z, while a similarity solution has zero set 2αt Z2\sqrt{\alpha t}\, Z for a fixed set ZZ, which changes with tt unless Z⊆{0}Z \subseteq \set{0}. Similarity solutions arise for problems whose initial and boundary data are compatible with the scaling x↦λxx \mapsto \lambda x, t↦λ2tt \mapsto \lambda^2 t, such as constant data on a half-line or a point source.

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Definite integral, concept, no evidence levelDefinite integralconceptEuclidean space, object, no evidence levelEuclidean spaceobjectExponential function, concept, no evidence levelExponential functionconceptFunction, concept, no evidence levelFunctionconceptHeat equation, concept, no evidence levelHeat equationconceptNormal distribution, concept, no evidence levelNormal distributionconceptParabolic partial differential equation, concept, no evidence levelParabolic partial dif…conceptPartial differential equation, concept, no evidence levelPartial differential …conceptError function, definition, no evidence levelError functiondefinitionTotal derivative, concept, no evidence levelTotal derivativeconceptFunction of several variables, concept, no evidence levelFunction of several v…conceptVector-valued function, concept, no evidence levelVector-valued functionconceptHeat kernel, definition, no evidence levelHeat kerneldefinitionSimilarity solution, definition, no evidence levelSimilarity solutiondefinitionDifferentiable function of several variables, concept, no evidence levelDifferentiable functi…conceptPartial derivative, concept, no evidence levelPartial derivativeconceptVector field, concept, no evidence levelVector fieldconceptGradient, concept, no evidence levelGradientconceptDivergence, concept, no evidence levelDivergenceconceptLaplacian, concept, no evidence levelLaplacianconceptHeat equation, definition, no evidence levelHeat equationdefinitionSimilarity solution for the heat equation, definition, no evidence levelSimilarity solution f…definition
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  1. Definite integral concept
  2. Euclidean space object
  3. Exponential function concept
  4. Function concept
  5. Heat equation concept
  6. Normal distribution concept
  7. Parabolic partial differential equation concept
  8. Partial differential equation concept
  9. Error function definition
  10. Total derivative concept
  11. Function of several variables concept
  12. Vector-valued function concept
  13. Heat kernel definition
  14. Similarity solution definition
  15. Differentiable function of several variables concept
  16. Partial derivative concept
  17. Vector field concept
  18. Gradient concept
  19. Divergence concept
  20. Laplacian concept
  21. Heat equation definition
  22. Similarity solution for the heat equation definition

Further reading

  1. Web https://en.wikipedia.org/wiki/Self-similar_solution
About this page
Tag8BMDZWW2JM
URIm2://8BMDZWW2JM
Kinddefinition
WritingW0 stub
MSC35C06, 35K05, 80A19
DefinesSimilarity solution for the heat equation
UsesSimilarity solution, Heat equation, Error function, Heat kernel
Changed3 November 2026

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