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Volume 30
Edited by C. Truesdell
Springer Tracts in Natural Philosophy
Vol. I Gundersen: Linearized Analysis of One-Dimensional Magnetohydrodynamic Flows.
With 10 figures. X, 119 pages. 1964.
Vol. 2 Walter: Differential- und Integral-Ungleichungen und ihre Anwendung bei Abschiitzungs-
und Eindeutigkeitsproblemen
Mit 18 Abbildungen. XIV, 269 Seiten, 1964.
Vol. 7 Leimanis: The General Problem of the Motion of Coupled Rigid Bodies About a Fixed
Point
With 66 figures, XVI, 337 pages. 1965.
Vol. IS Buchholz: The Confluent Hypergeometric Function with Special Emphasis all its
Applications
XVIII, 238 pages. 1969.
Heat Conduction
Within Linear
TherlTIoelasticity
Springer-Verlag
New York Berlin Heidelberg Tokyo
William Alan Day
Mathematical Institute
University of Oxford
24-29 St. Giles
Oxford OX13LB
England
9 8 7 6 543 2 1
Introduction. vii
Chapter 1 Preliminaries
1.l One-dimensional linear thermoelasticity . 1
1.2 An energy integral 4
References 79
Subject Index 81
Introduction
t But not entirely; witness, for example, those theories which would replace the
heat equation by an equation which implies a finite speed of propagation for the
temperature. The reader is referred to the article [9] of COLEMAN, FABRIZIO, and
OWEN for the derivation of such an equation from modern Continuum Thermody-
namics and for references to earlier work in this direction.
viii Introduction
Preliminaries
Apart from the reference temperature ()o, the constants which ap-
pear in the equations are: the thermal conductivity k, the specific heat
c, the coefficient of thermal expansion a:, the elastic moduli ,t and J1.,
and the mass density p.
If we introduce, in addition, the heat flux
o()
q = -k ax'
the entropy
c au
Yf = ()o () - ()o) + a:(3,t + 2J1.) ax'
and the stress
0-+ () - ()o
() ,
o
The result of this change is to replace the interval [0, 1] by the unit
interval [0,1], to replace the reference temperature by () = 0, and to
1.1. One-dimensional Linear Thermoelasticity 3
(1.1.1)
(1.1.2)
a=~-----
eoct 2 (3}" + 2f.1.?
c(A. + 2f.1.)
k2p
b = c2(A. + 2f.1.)[2'
r= au
Yf = e + va' ax'
(J = au -
ax V
~.
U
e ,
respectively.
Since it is our intention to draw comparisons between the ther-
moelastic theory and the classical theory for a rigid conductor, we
shall suppose throughout that the faces of the body are clamped in an
attempt to hold the body as rigid as can be, that is to say
ulx=o = Ul x =l = o. ( 1.1.3)
E = tIe dx,
-oe + q 2 =
at
-
ax
a( - eq + au)
(J-
at '
and when we integrate with respect to x and appeal to the boundary
conditions (U.3) we arrive at
(2.1.1 )
I I au
-dx=O
o ax '
au
ax (x, t) = Ja. 8(x, t) - Ja. II
0 8(y, t) dy. (2.1.2)
2.2. Construction of Solutions 7
form depends upon the conditions (1.1.3) which the displacement
satisfies on the faces x = and x = 1; any alteration in those condi-
tions, such as demanding that the faces be stress-free, would gener-
ally lead to a different version of (2.1.3).
It should be noted that (2.1.2) implies that
t f 82 dx ~ E ~ 1(1 + a) L 1
8 2 dx. (2.1.5)
' + f (~~y dx =
and, therefore, that the total energy cannot increase. In the same
way, the total energy associated with the difference of two solutions
cannot increase and, since it vanishes when t = 0, the total energy
associated with the difference must vanish throughout the interval
[0, (0). We conclude, with the help of the inequalities (2.1.5), that the
difference of two solutions must vanish throughout the half-strip
[0, 1] x [0, <Xl).
In order to construct the solution it will be convenient to intro-
duce the inner product
_1_ fl g2 dx ~ (g, g) ~ f1 g2 dx
1+ a 0 0
(-Ah)
six) exp l+na ' n = 1,2,3, ... ,
2.2. Construction of Solutions 9
sn(O) - sn(1) - 0,
the primes denoting derivatives with respect to x.
It is easily checked that the eigenvalues ).n, arranged in order of
increasing magnitude, are the positive zeros of the function
A sin A + 2a(1 - cos A).
Since the coupling constant a is a small positive number, An is close
to, and slightly greater than, mr. if n is odd, but An = nn exactly if n
is even.
The corresponding eigenfunctions, which we suppose to be norma-
lized by the requirement Ilsnll = 1, are
sin Anx + sin An(1 - x) - sin An
Sn( x) = ----"----"-'-----'------"
Dn
if n is odd, the denominator being
g ~ fo11g'1 2 dx
n= 1
converges.
The first is true because sin An < and cos )'n < when n is odd
and, therefore, the denominator Dn> 1. Thus ISnl ~ 3 in [0, 1]
whether n is odd or even. The second is true because An ~ nn for
every n and, accordingly, we know that
00
II II II
For, we have
II
0 0
II
o 0
= - 1
12 Is~ dx
I""n 0
t The most suitable reference is to the notes [23] taken by J. W. GREEN of the
lectures of H. LEWY. In order to establish what we require it suffices to make only
minor modifications to the arguments of Sections 5-\ 0 of Chapter II of those notes.
2.3. Failure of the Maximum Principle 11
Thus SCHWARZ's inequality, the lower bound An ~ mr, and the lD-
equality
(2.2.4)
where
In view of the estimates (2.2.4), and the fact that the eigenfunc-
tions are uniformly bounded, this series converges absolutely and
uniformly in [0, 1J x [0, <Xl). It defines a function 8 which is contin-
uous in [0, 1J x [0, <Xl), and has continuous derivatives of all orders
in [0,1J x (0,00), and which satisfies the integro-differential equation
(2.1.3) and the boundary conditions 81x=0 = 81x= 1 = 0 and the initial
condition 81,=0 = f.
2 n~l (f01 f(y) sin mry dY) sin mrx exp( - n21lh), (2.3.1)
81x=0 = 81x=1 =
and the initial condition
81/=0 = f.
The familiar Maximum Principle embodies a very important qual-
itative feature of the heat equation.t In the present context the prin-
ciple has the implication that: if a = and if f >
interval (0, 1) then 8 ~ in the half-strip [0, 1] x [0, (0).
in the open
~
_ 1 L... [ exp ( - (x - y + 2n)2) - exp(X
- +y+ 2n)2)]
2Ft n = - OC) 4t 4t'
We show first that it is possible to have f >
e
in (0,1) and yet
have < throughout the body at all sufficiently large times t.
faces x =
has a high but thin positive peak, situated just inside one of the
distribution.
or x = 1, and which is approximately a DIRAC delta
(2.3.3)
-4 sm
. 2:11.
l' . 1, . 1) (1
1 ' sm 2:1'. IX sm 2: -I -
)
X .
Dl
Since the first eigenvalue lies in < ,11 < 2n, sin tAl x is a concave
function of x in the closed unit interval [0, I] and, therefore, the
second and third factors in the product satisfy
A
---'!. (I - x) IX (cos AnY - cos Ail - y)) dy
Dn 0
terms as
1+ a
(-Ah)1
::; L 00
n=2
A
2
n
B(n + l)sl(x) exp (-Ah)
-1-
+
n
a
where
L exp
:0 ( ,,F - A.2
1 n
)t) -+ as t -+ 00,
n=2 1+ a
and, therefore,
(2.3.4)
(1) In> in (0,1),
(2) InC0) = In(1) = 0,
(3) f" is C:xJ in [0, 1],
(4) gIn dx = 1,
(5) ginsl dx -+ SI(~) as n -+ 00.
16 2. The Coupled and Quasi-static Approximation
flSI
o 0 0
have U, SI) < and, at the same time,
0, and I will be C) in [0, 1].
I >
and, therefore, if we take I = In for some sufficiently large n we shall
in (0,1),1(0) = 1(1) =
f
Since, as we can readily verify,
-a- I siz) dz = -
sin An
--
I +a 0 Dn
fl
if n is odd, and
-a-
1+ a 0
sn(z) dz =
2.4. Behaviour of the Kernel 17
-A2t)
. exp ( __n_ +2 L sin nnx . sin nny . exp (-n2n2t) ,
1+a n even 1+a
where the first sum is taken over all odd positive integers and the
second over all even positive integers. The series converge absolutely
and uniformly in [0,1J x [0,1J x [15, co) for each b > 0, and define a
kernel K which is continuous in [0, 1J x [0, 1J x (0, co).
As we should expect, K reduces, when a = 0, to the kernel G
associated with the heat equation.
By contrast with the classical case, Theorem 3 shows that, when
a > 0, the kernel K(x, y, t) must be negative at some point (x, y) of
the unit square [O,IJ x [0, 1J, at least if t is sufficiently large. In fact,
the kernel must have changes of sign in the unit square for each
positive t, whether large or not; the proof that this is so involves
considering the series of positive terms
The subset of the unit square in which the kernel is negative must
be expected to vary with t.
The assertions of Theorem 4 are consequences of the equations
fIfI
o 0
K(x, y, t) dx dy = L ~ (; (1
nodd Dn n
- cos )'n) - sin An)
and
fo
l K(x, 0, t) dx =
nodd Dn An
1(2 )
L 2 -,- (1 - cos An) - sin An . sin An' exp(-A2t)
__n ,
1+ a
18 2. The Coupled and Quasi-static Approximation
at the given time is negative. The choice of f will depend upon the
assigned value of t. The reader is referred to [18] for the proof of
this result.
vanish when x =
tial equation (2.1.3) and of the heat equation, respectively, which
and x = 1 and correspond initially to a delta
distribution of temperature concentrated at the point y.
As t ~ +, the classical kernel has the asymptotic behaviour
1
G(x, y, t) ~ 2Ft exp
(-(X4t_ y)2) (2.5.1)
t KAC [25,26] has made the corresponding observation for the heat equation in
higher dimensions the basis from which to deduce certain very interesting results
concerning the eigenvalues of the LAPLACE operator. In KAc's vivid language, the
solution does not feel the boundary initially.
20 2. The Coupled and Quasi-static Approximation
~ 1 r:..
G(x, y, s) ~ r:.. exp( -v' six - yl) as s -+ 00, (2.5.3)
2v's
whenever x and yare points of the open interval (0, 1). The function
to which G is asymptotic is, of course, just the transform of the
source solution.
In order to state our next result, which concerns the asymptotic
behaviour of the transform
dey) = minCy, 1 - y)
for the distance from y to the nearer of the end points of the interval
[0, 1J, and to introduce the sets
If < y < t, I(y) is the interval (0,2y) and ley) is the interval
(2y,1); if t < y < 1, I(y) is the interval (2y - 1,1) and ley) is the
interval (0, 2y - 1); if y = t, I(y) is the entire interval (0,1) and ley)
is empty.
~ 1
K(x,y,s)~-
2
J1 + a
--exp(-
s
J (1+a)slx-yl) (2.5.4)
[(x, y, s) ~ - ~ exp(
s
-J(1 + a)s dey~ (2.5.5)
if x is a point of ley).
II
that, if a is small, we should expect the presence of the terms
ae d
a at (x, t) - a dt 0 e(y, t) dy
d2 w
dx 2 = sw - g, wlx=o = wl x =! = O.
Now let us return to the boundary and initial value problem for
the integro-differential equation that we considered in Theorem 2.
The transform {j is determined by solving the auxiliary boundary
value problem
d 2 {j
dx 2 (x, s) = (1
~
+ a)(s8(x, s) - f(x - a
f! (s8(y,
0
~
s) - fey~ dy,
8!x=o = 8Ix=! = O.
In view of the interpretation of G as a GREEN's
function, it must be
that 8 satisfies the FREDHOLM integral equation
f8(Z, s) dz
2.S. Initial Sensitivity to the Boundary 23
(1 ~ y, (1 + a)s)
+ a)G(x, ~ 21 J1+-a
~s- exp( - J (1 + a)s 'Ix - yl)
24 2. The Coupled and Quasi-static Approximation
and that the strain is given by equation (2.1.2). Thus the entropy is
We can either verify this directly from the series expansion (2.2.5)
or, alternatively, by means of an energy integral argument. Thus, to
take the second course, we start from the identity
' + f (00)2
1
0 a; dx = 0
2.6. A Monotone Property of the Entropy 25
Joe (O())2 e
ox dx ~ n Jo ()2 dx.2
Since, as we know,
e
Jo
()2 dx ~ _2_ E
- 1+a
we conclude that the total energy satisfies the differential inequality
E' + 2n 2 E:$; 0
l+a -
and, therefore, that
-2n
o ~ E(t) ~ E(O)exp( ~
2 t) .
f ~ 2E,
r
()2 dx
02 11 02e
ox2 = (1 + a) ox2"
Thus, the entropy is a solution of the heat equation
fl1 dX = fedx.
Accordingly,
(1 t
+ a)8(x, t) = I1(X, t) + a ll1 (Y, t) dy
2.6. A Monotone Property of the Entropy 27
which connect the entropy at the boundary with the total entropy of
the body.
Guided by BELLMAN'S argument,t we consider the functions
I~ = 2n fo1'1 2. - 1 - 0'1 dx + 2na 2.- 1(f 1'1 dx )2' -1.-d f 1'1 dx.
at 0 dt 0
If we appeal to the heat equation that '1 satisfies and use integration
by parts we can rewrite the integral
f o
l 0
'1 2.-1 - '1 dx
ot
as
_ (2n - 1) fl '1 2
'-2(0'1)2 dx,
1+a ax 0
-1
a 2.-
+a
1
(fl '1 dx )2'-1(0'11OXx=1 - oXx=o
0
a'll)
t See [12, 13]. My results have been extensively generalized by FRIEDMAN [22] to
embrace parabolic equations in [Rn which satisfy nonlocal boundary conditions.
t In the classical case a = 0 and the second term in the definition of In is absent
from BELLMAN'S argument; likewise the troublesome integral is then absent from the
boundary conditions (2.6.2).
28 2. The Coupled and Quasi-static Approximation
II ox II
Since, as integration of the heat equation with respect to x shows,
-011 I - -011 I = -
2
0211 dx = (1 + a) -d 11 dx,
ox x= 1 ox x=O 0 dt 0
II (II II
the integral
011
112n-l_dx=_a2n-l l1 dx )2n-l .-
d l1 dx
o at 0 dt 0
_ (2n - 1)
1+a
I
0
I 112n - 2(0 11 )2 dx
ox
II
and, therefore, the derivative
Since
f I
equation
t The results of this chapter are to be found, for the most part, in [16].
30 3. Trigonometric Solutions of the Integro-differential Equation
1
M{q2, x} = lim -2 IT q(x, t)2 dt,
T-oo T -T
of the total energy density e and of the square of the heat flux q,
always assume their maximum values at x = or at x = 1.
When the coupling constant a = 0, e reduces to tB2 and, thus,
within the classical theory, the pointwise mean square temperature,
at x =
associated with a trigonometric solution, assumes its maximum value
or at x = 1; it is a simple matter to prove this property of
the heat equation directly but I am not aware that attention has
been drawn to it hitherto.
L
that is to say
Similarly, the mean value M{q2,X} of the square of the heat flux
q = - iJ()/iJx exists at each x in [0, 1] and equals
! L 10'(x, W)12.
Thus it will be enough to prove that each of
10'(x,wW, (3.1.4)
+ 2a0'(x, w)0'(x, w)
+ a(0(x, w) - f 0(y, w) dY)0"(X, w)
+ 2(1 + a)10'(x, wW
+ 0"(x, w{(1 + a)0(x, w) - a t 10(Y, w) dy J
32 3. Trigonometric Solutions of the Integra-differential Equation
On substituting for 0"(x, w) from (3.1.2), and for 0"(x, w) from the
conjugate equation, namely
2(1 + a)10'(x, wW
and is, therefore, nonnegative. Thus, (3.1.3) is indeed a convex func-
tion.
A similar argument establishes that the second derivative of the
function (3.1.4) is
210"(x, wW ~ 0
and so (3.1.4) also is convex and the proof is complete.
. h px
SIn + a(cosh. ph - 1) (SIn
. h px - . h P(1 -
SIn X
) + Sin
. h P)
..1.( )_
'I' x,w,a -
P Sin P
sinh p + 2a (cosh p - 1)
p
(3.2.3)
where
</J(O, w, a) = 0, </J(1, w, a) = 1,
the means being taken with respect to both space and time.
34 3. Trigonometric Solutions of the Integra-differential Equation
respectively.
Our aim is to express the means in terms of means associated
with the squares of the sum f + g and the difference f - g, and the
squares of their derivatives; that is in terms of
Bl 2 B2 4
= 1+- z - - z + -B3 z6
1
-z
2
1
coth -z
2 2! 4! 6!
_ ...
'
Iz I < 2n. (3.2.6)
as n -+ 00.
B B
.lz tanh .lz = ~ (22 - 1)Z2 - ~ (24 - 1)Z4
2 2 2! 4!
the sum
8(x, t) = Re L0 0 (x, w) exp(iwt)
8lx=o = J, 81x=1 = g.
Since
it must be that
iw f l0 0 12 dx + fOl10~12 dx
1
IPo tanh IPo
1 Bl (2 2
= 2! - 1)'IW 4! (24 -
+ B2 1)W2
which converge if 0 < W < 11: 2 , and when we substitute these expan-
sions into (3.2.8) and equate real and imaginary parts we obtain the
formulae
I
II 0
o
01
2 dx = IF(w) - G(w) I 2(Bl
-
2!
-
B3 W2
-
6!
+ -Bs
1O!
w 4 - ...)
1 1
o
10,012dx = IF(w) - G(w) I 2( 1 + -B2 w 2-
4!
-B4 W
8!
4+ -B6 w 6-
12!
... )
Finally, we sum each side of these formulae over the finite set of
exponents w, and remember that
M{f:02dx}=tL tl10012dX,
M{fo1q2 dx}=tL f:10~12dX'
and in this way we arrive at
3.2. The Effect of Coupling on Trigonometric Solutions 37
B
- 8~ M{(f" - g")2} + ...
Closely similar formulae for the mean square temperature and the
mean square heat flux continue to hold when the coupling constant
is positive, but it is no longer possible to express the coefficients in
terms of such a well-studied set of numbers as the BERNOULLI
numbers. In what follows we think of the coefficients F(OJ) and G(OJ)
which occur in the representations (3.2.2) for the boundary tempera-
tures f and 9 as being fixed complex numbers and we study what
happens when the exponents are small.
Let us write
+ = (1 - x, OJ, a) + (x, OJ, a),
- = (1 - x, OJ, a) - (x, OJ, a),
so that
F(OJ)(1 - x, OJ, a) + G(OJ)(x, OJ, a) =!<F - G)_ + t(F + G)+
and
IF(OJ)(l - x, OJ, a) + G(OJ)(x, OJ, a)1 2
= ilF - GI21_12 + ilF + GI 21+ 12
f o
I A.. 2d
1'1' I x = - - - - -
-
sinh r - sin r
r(cosh r - cos r)
= t- 7l6o(1 + a)2w 2 + o(w 2),
fl,
o
,-, 2 dx = 2r(sinh r + sin r)
cosh r - cos r
= 4 + IAo(1 + a)2w 2 + o(w 2),
2r3(sinh r - sin r)
r2(cosh r + cos r) + 2ar(sinh r + sin r) + 2a 2(cosh r - cos r)
= /2W 2 + O(W2).
Thus
foIIF(W)(l - x, w, a) + G(w)(x, w, aW dx
= IF - GI 2U2 - 30140(1 + a)2w 2)
+ IF + G12(i - (4Ao + li40a)W2) + o(w 2),
and
foll-F(W)'(l - x, w, a) + G(w)'(x, w, aW dx
= IF - G12(1 + 7io(1 + a)2w 2) + 41slF + GI 2w2 + O(W2),
40 3. Trigonometric Solutions of the Integro-differential Equation
Theorem 11. If the exponents ware small, the mean square tempera-
ture
is approximately equal to
is approximately equal to
ulx=o = Ul x=l = o.
These are our original boundary conditions (1.1.3).
In most studies of linear thermoelasticity it is taken for granted
that it is permissible to determine the temperature by making the
uncoupled approximation, that is by setting the coupling constant
a = 0 in the first of the thermoelastic equations. The implication of
this approximation is, of course, that the temperature can be deter-
mined by solving the heat equation.
We begin by proving a result [10] which provides some justifica-
tion for the approximation in the case in which the temperature
4.1. Status of the Heat Equation 43
where h is prescribed. These conditions correspond to holding the
face x = at the reference temperature and subjecting the face x = 1
to a known heat flux. It is also possible to justify the approximation
[11] when it is the temperature of the face x = 1 which is varied in
a known way, but the argument is somewhat more troublesome and
we shall omit it.
Throughout this section and the next two we take it that:
e and u are continuous in the closed half-strip [0, 1] x [0, (0) and C4
in the half-strip [0, 1] x (0, (0), and they satisfy the thermoelastic
equations (1.1.1) and (1.1.2), and the boundary conditions (1.1.3) and
(4.1.1).
It will be necessary to restrict the rate at which the heat flux h(t)
grows as t -+ 00 by requiring that its first and second derivatives h'
and h" be square-integrable on [0, (0); in short the integrals
Ia'1J(hIY dt
are required to exist.
The temperature e is to be compared with an approximating
which satisfies the heat equation
Ix=o = 0,
Theorem 13. If h has square-integrable derivatives h' and h" then
e - -+ as t -+ 00, the convergence being uniform with respect to x
in [0,1].
44 4. Approximation by Heat Equation or Integro-differential Equation
satisfy all the hypotheses of Theorem 13, with the single exception that
h' is not square-integrable.
E 1 = !2 II ((aO)2
a + t a a + b(aau)2)
(~)2 Z
z dx,
II (aCP)Z
0 tx t
F= 21 0 at dx,
tends to zero as t --+ 00; here E 1 is the analogue of the total energy E
which results when () and u are replaced by their derivatives a()/at
and au/at.
To see that these facts about Eland F will suffice, let us consider
the difference
t/I = () - cp,
t/llx=o = aat/ll
x x=1
= 0,
46 4. Approximation by Heat Equation or Integro-differential Equation
we deduce that
Thus
max{ll/J(x, t)l: ~ x ~ 1}
r
does not exceed the integral
<jJlx~o = 0, o<jJ\ _ h
ax x~l
where h' is square-integrable. For, the identity
implies that
F' + 1
1
o
(02<jJ)2
- - dx
ox ot
= h' .o<jJ\
-
ot x~ 1
= h' 1 1 02<jJ
--dx
o ox ot
:-s; lh,2
- 2
+1
2
11 (ox02<jJot)2 dx
0
Since
a<J>1 = 0
at x=o '
it must be that
a<J>
( at (x, t)
)2 ([XJo a2<J>
= ay at (y, t) dy
)2 ~ Jo[1 (a2<J> ay at (y, t)
)2 dy
and, on integrating both sides with respect to x over the interval
[0,1], we deduce that
where
(h'(S))2 exp(s - t), O~s~t,
G(s, t) = { 0,
t <s< <Xl.
For each fixed s in [0, <Xl), G(s, t) ~ 0 as t ~ <Xl and, for all values of sand t in [0, <Xl),
o~ G(s, t) ~ (h'(S))2. LEBESGUE'S Theorem of Dominated Convergence now enables us
to conclude that
L'"'G(s, t) ds ~ 0 as t ~ <Xl
and, hence, that F(t) -+ O.
48 4. Approximation by Heat Equation or Integro-differential Equation
For, Theorem 1 tells us that, in the present context, the total energy
E satisfies
E' + I (oe)2
0
i
ox dx = hel x =l
=h I oei
o ox
-dx
1
~"2h +"2
2 1 Ii (oe)2
0 ox dx,
and, therefore,
fo Edt,
T
(4.3.l)
where T is any large number, and then we make the switch from E
to E 1 by considering derivatives.
The integral (4.3.l) can be estimated in terms of E(T) and certain
integrals which involve e only, as is done in the inequality (4.3.2)
4.3. Proof of Theorem 13 49
OU)2
( ox + (au
Ox - Ja .())2 = a ( u(au
2 ox ox - Ja .()))
Jr (OU)2 d r au r (OU)2 r
ox dx ~ - 2b dt J u at dx + 2b J at dx + a J
1 1 1 1
0 0 0 0 ()2 dx.
Jr r
+ b J0 (OU)2
1 1
0 ()2 dx at dx
d r
2E~ -2b dtJo u ot dx + 3b Jo
1 au r (OU)2
1 r
at dx+(l +a) Jo ()2dx
1
and, therefore,
2 f,o E dt
T ~ 2b f,1 u -;-
au dx I - 2b f,1 u -;-
au dx I
0 ut 1=0 0 ut I=T
Jr Jr (OU)2
at dx dt + (1 + a) Jr Jr
T 1 T 1
+ 3b 0 0 0 0 ()2 dx dt.
r (~~r)
and, hence, to deduce that
~~ dxl ~ b (u 2 +
~ r(G:r (~~r)
2blr u dx
b + dx
~ 2(1 + b)E,
and that
Ja .at
au ae
(x, t) = - h(t) + ax (x, t) +
Ii aeat (y, t) dy,
x
that
~a ( a
at u
(x, )t)2 ~ h(t)2 + (ax e )t)2 + J01 (ae
a (x, r
at (y, t) )2 dy,
and, therefore,
+ (1 + a) f: tl e 2 dx dt,
4.3. Proof of Theorem 13 51
2 iT
o
E dt ~ 2(1 + b)(E(O) + E(T)) + - %iT
a 0
h 2 dt
9b) r
Jr (ae)2
T
J0
1
+ ( 1 + a + -; 0 ax dx dt
+ 9b rT r1(~)2 dx dt (4.3.2)
a Jo Jo ax at
follows by a further appeal to the boundary condition elx;o = O.
Finally, we recall that E satisfies the inequality
2E' + L! (:~r dx ~h 2
where the nonnegative term 2E!(T) has been omitted from the left-
hand side of (4.3.4).
On using (4.3.3) and (4.3.4) to estimate the right-hand side of
(4.3.2) we conclude that
f: Edt
is bounded above by a constant multiple of
fOT El dt
52 4. Approximation by Heat Equation or Integro-differential Equation
1+ foT(h l2 + h"2) dt
and, since h' and h" are square-integrable on [0, 00), we conclude
that E 1 is integrable on [0, 00). This completes the proof of Theorem
13.
8lx=o = 0, a81
ax x= 1
= h
'
ulx=o = ul x = 1 = 0,
but on this occasion h will be subject to a different type of restric-
tion.
We intend to show that, if h(t) does not grow too rapidly as
t ~ 00, the existence of the mean heat flux+
M{8,x}=lim- 1 IT 8(x,t)dt
T~CXJ T 0
throughout the unit interval; we allow the possibility that these means
may take the values 00.
t See [14], where corresponding results are proved for three-dimensional bodies.
::: Since 0 and u are defined only on the half-strip [0, 1] x [0, co) the definition of
the mean value operator M differs slightly from that of Chapter 3.
4.4. Mean and Recurrence Properties of the Temperature 53
When M {h} is finite it turns out that the pointwise mean temper-
ature is
M{O, x} = xM{h},
l
and this, of course, is just the solution of the equilibrium boundary
value problem
d~2 M{O, x} = 0,
(4.4.1)
M{O,O} = 0, ~ M{O, I} = M{h}.
The growth condition is satisfied, and the mean M {h} exists and
is finite, if, for example, h is a periodic function or a uniformly
almost periodic function. The function h(t) = (1 + t)1/3 is one for
which the growth condition is satisfied and M{h} exists and is equal
to + 00.
In order to prove Theorem 15 we recall that, as we established in
the course of proving Theorem 13, the derivative of the total energy
satisfies
and, therefore,
where
11=(}+ya-
r.. au
ox
is the entropy.
Now let us put
(Ix~o = uX
~(I x~l
= o.
Thus
and
.l IT 8(x, t) dt =
x . .l IT h(t) dt + 0(1),
ToT 0
fl
equation
azcjJ acjJ d
ax z (x, t) = (1 + a) at (x, t) - a dt 0 cjJ(y, t) dy,
cjJ[x=o = 0, acjJl = h
ax x= I .
Theorem 18. If h has square-integrable derivatives h", h"', h"" (of orders
2, 3, 4), then e - cjJ -+ as t -+ 00, the convergence being uniform with
respect to x in [0, 1].
t See [17].
4.5. Status of the Integro-differential Equation 57
Example. There are unique polynomials Po(x, a, b), Pl(X, a), P2(X, a),
pix, a, b), P4(X, a, b), Ps(x, a) such that the functions
h(t) = (1 + t)3,
8(x, t) = Po(x, a, b) + Pl(X, a)t + pix, a)t 2 + xt 3,
Eo = t(1 + a) tl 2 dx - ta(fOl dx y,
which, as a comparison with (2.1.4) shows, is the total energy asso-
ciated with the approximating . Theorem 1 tells us that the deriva-
tive of Eo is given by the equation
Eo+
I Ii0
(a)2
ax dx=hlx=l
58 4. Approximation by Heat Equation or Integro-differential Equation
and, since
we see that
111
00
o 0
(on+l</1)2
~
uX ut
dxdt (n = 2, 3,4) (4.5.1)
must converge.
Next we introduce the function
which satisfies
Jr v2 dx ~ a Jr (0</1)2
1 1
0 Ox dx.
0
111 o
00
0
(onv)2
-;- dx dt
utn
(n = 2,3,4). (4.5.2)
4.5. Status of the Integro-differential Equation 59
and that
azv = ~. a.
axz v U ax
IjJ = (J- , w = u - v,
(4.5.3)
(4.5.4)
Ja .at
aw aljJ d
(x, t) = ax (x, t) + dt
II x ljJ(y, t) dy. (4.5.6)
nonnegative function
2
F(t) =.21 110 (( ljJ(x, t) + Ja
b IX 8 v
0 8t2 (y, t) dy
)2
+ ( 8W
8x (x, t) )2 + b at (x, t) )2) dx
(8W
is given by
F' + I 1 (81jJ)2
ax dx
f
0
-b- 11 81jJ 2
8 v dx
--;::-. -2 b 11 -
+ -- 8 3v (x, t) dx 3 1
ljJ(y, t) dy
= -
Ja 0 ox 8t Ja 0 8t x
+ -b
2
I1 dx IX -8
8 2v (y, t) dy IX -8
Z
8 3v (z, t) dz. 3
(4.5.7)
a 0 0 tot
From our point of view, (4.5.7) has the advantage that W is absent
from the right-hand side.
To verify (4.5.7) we note that
F' + f (~~y dx
f( 81jJ (81jJ)2
1jJ.-+
8t
-
8x
+8w 2
- 8-w 8w- 82- dx
-+b
8x 8x 8t 8t 8t 2
W)
b d 11
+ Ja' dt 0 ljJ(x, t) dx IX0 88tiv (y,
2
t) dy
+ -b
2
I1 dx IX 8-8v (y, t) dy IX -8
2
2
8 v (z, t) dz. 3
3
a 0 0 tot
4.S. Status of the Integro-differential Equation 61
Because of (4.5.3), (4.5.4), and (4.5.5), the first of the integrals in this
sum equals
f I [
o
I/! PI/!
~
ax 2 -
2
Jaa axa-wat-) + (al/!)2
-ax +-.--
aw a w
ax ax at
2
= - -b.
Ja
f I
0
al/! a2v dx - -b. -
-'-2
ax at
d
dt Ja
f 0
I a2v (x, t) dx
-2
at
I
x
I
I/!(y, t) dy
+ Ja Jo
b ea 3
v
at 3 (x, t) dx
II
x I/!(y, t) dy
+ Ja J0
b rIaat v (x, t) dx II I/!(y, t) dy
3
3 x
-ax dx 11 (a-at22v)2 dx
1o1(al/l)2 0
+-. 11(al/l)2
b
- dx 11 (a-33v)2 dx
Ja o ax at 0
11 (al/l)2 dx 2 2
+ -b 11 (a v)2 dx
~ 41
- ax
0
-
at a 0
-2
= 211 (al/l)2
1
a dx + 3b
2
211 [(aa2v)2 + (aa3v)2] dx. 2 3
o x a t t 0
I
-ax - 3ba211 [(a-at22v)2 +(aat-33v)2] dx
2F+ 11o (al/l)2 dx~-
0
3b 2r e[(a 2
Jor Jor (al/l)2
3
T 1
ax dx dt ~ 2F(O) + ---;;- Jo Jo at2v)2 + (aat3v)2] dx dt
for every positive T. Since the integrals (4.5.2) converge when n = 2
and n = 3 it must be the case that the integral
I'" 11 (al/l)2
o
-a dxdt
0 x
converges.
If now we repeat our argument, with e, U, l/J, v, 1/1, W, and h,
replaced by their derivatives with respect to t, we can deduce in just
the same way that the integral
111 (a-aa
00
o 0
21/1)2
x
dxdt
t
4.5. Status of the Integro-differential Equation 63
Jor (01/1)2
1
OX dx ~ 0 as t ~ 00.
oel = f oel
- =g (5.1.1)
ax x=o ' ax x=l '
t See [20].
S.l. Max/Min Properties With Prescribed Heat Fluxes 65
and, as ever, the faces are held fixed, that is to say the condition
(1.1.3) holds.
The net heat flux is the difference
h=g-f.
Thus, there is a net flux of heat into the body at any instant t at
which h(t) > 0, and there is a net flux of heat out of the body at any
instant at which h(t) < 0.
If I is any compact rectangle of the form [0,1] x [t 1 , t 2 ] we shall
use the notation dI for the parabolic boundary of I, that is for the
union of the line segments
[0,1] x {td,
which comprise three sides of the rectangle (the uppermost part of
the boundary being omitted).
We shall say that () has the maximum property in a half-strip
[0,1] x [to, (0) if
max () = max 8,
I dI
The hypotheses (i), (ii), (iii) are satisfied if, for example, f, g, and h
(= g- n, are all polynomials in t of the same degree ~ 1.
We might regard (iii) as saying that when we calculate the net
heat flux h, by subtracting f from g, the amount of cancellation is
not excessive.
If one of the faces is thermally insulated, that is if f =
(iii) reduces to the condition
or g = 0,
(iv) fOT(hlf(t))2 dt = oh(T))2)
on the heat flux. In that case, (i), (ii), and (iv) are all satisfied if h is
any nonconstant polynomial in t.
In order to prove Theorem 19 we begin by observing that if we
integrate both sides of the thermoelastic equation (1.1.1) with respect
to x over the unit interval [0,1] and appeal to the boundary condi-
IIe
tions we deduce the formula
h = -d dx (5.1.2)
dt 0
+ b J/
rx aat2u (y, t) dy -
2
b
II
x
a2 u
(1 - y) at 2 (y, t) dy
When we substitute this last expression back into the right-hand side
of (1.1.1) we conclude that
0 28 08
ox 2 (x, t) = (1 + a) ot (x, t) - ah(t)
+ bJa I x
0Y
03U
ot3 (y, t) dy - bJa II
x
03U
(1 - y) ot 3 (y, t) dy.
Thus
(5.1.3)
where
E2 =!2 II 0
2
((0ot 28)2 + (~)2
ox ot 2 + b(03
u
ot3 )2) dx
E = 2
1I 0
I (
82 + (OU)2 at dx.
ox + b(OU)2)
E' + I 0
I (08)2
ox dx = g8lx=1 - j8lx=o
with respect to x over the unit interval and use (5.1.2) we deduce
that
a 281
- -;z = - h' + fl (1 - x) ~a 38 dx,
ut x=O 0 uX ut
2
a 81
-;z = h' + a38
fl x~dx,
ut x=1 0 uXut
and, hence, we arrive at the equation
E'
2
+ I
I (
0
~-
a8
3
ax at 2
)2 dx = h' h" + I" fl (1 -
0
a
8 dx
x) ~-
3
ax at 2
+ g" I0
I a38
x ax at2 dx.
The sum of the second and third terms on the right-hand side
does not exceed
+! LT f"(t))2 + (g"(t))2) dt
for every positive T, and the hypotheses on j, g, h ensure that
E 2(t) = oh(t))2) as t ~ 00.
in [0, 1] x [to, 00) and, as a standard argument tells us, that () has
the minimum property in [0,1] x [to, <Xl).
The conclusion that () has the maximum property in [0,1] x
[to, 00) if h(t) --+ - <Xl follows on making the obvious alterations.
ox 2 Ot
and the boundary conditions (5.2.1), where f and g are C 1 in [0,00)
and both increase or both decrease for all large t, then
max{(}(x, t): ~ x ~ l} = U v g)(t) + 0(1) as t --+ <Xl,
or
min{ (}(x, t): ~ x ~ I} = U /\ g)(t) + 0(1) as t --+ 00,
according as f and g increase or decrease for all large t.
Theorem 21. Let a < 2, and suppose that () and u are continuous in
[0, 1] x [0, (0) and C 3 in [0, 1] x (0, (0) and satisfy the thermoelastic
equations (1.1.1) and (1.1.2) and the boundary conditions (1.1.3) and
(5.2.1 ).
Suppose, in addition, that, for some integer N ~ 2, f and g each
have continuous derivatives of order N + 3, that pl) and g(1) are both
positive for all large t, or both are negative for all large t, that
pn)(t) = o( If(1)(t)l)
and g(n)(t) = o( Ig(1)(t) I) as t -+ 00 (n = 2, ... ,N),
(n = N + 1, N + 2, N + 3)
are integrable and square-integrable on [0, (0).
Then
max{()(x, t):
~ x ~ I} = (f v g)(t) + 0(1) as t -+ 00,
or
min{()(x, t):
~ x ~ I} = (f /\ g)(t) + 0(1) as t -+ 00,
according as pl) and g(1) are both positive or both negative for all
large t.
Once again, the theorem holds whatever the initial values taken
by the temperature, the displacement, or the velocity.
5.2. Max/Min Properties With Prescribed Temperatures 71
(n ~ 1),
(n ~ 2),
PoCO) = 0, Po(l) = 1
Pn(O) = Pn(l) = 0 (n ~ 1),
nn(O) = nn(l) = 0 (n ~ 0).
When a = b = 0 the polynomials nn reduce to zero identically,
while the polynomials PII reduce to a known set, namely the LID-
STONE polynomials.t
The polynomials become progressively more complicated as n in-
creases, but it will suffice to know the explicit forms of just two of
them: they are
Po(x) = x,
Pl(X) = -h(2 - a)x - iax 2 + i(l + a)x 3 .
We notice that
P 1 (x) = /2(2 - a + 2(1 + a)x)
and that, for each x in [0, 1],
P 1 (x) ~ l2(2 - a) > 0
and
Pl(X) ~ - /2(2 - a)x(1 - x)
provided that a < 2.
If we introduce the constants
en = max{IPnCx)l: 0 ~ x ~ I}
we have the estimates
(n ~ 1),
N
vex, t) = L (-nn(l - x)pnl(t) + nn(x)g(n)(t,
n=O
the convergence being uniform with respect to x in [0, 1]. If, momen-
tarily, we take this fact for granted we can complete the proof in the
following way. We deal only with the case in which f(l' and gil) are
both positive for all large t; the alternative case can be handled by
making the obvious amendments.
5.2. Max/Min Properties With Prescribed Temperatures 73
Let G > 0 be arbitrarily small and choose to > 0 so that It/J I < G in
[O,IJ x (to, co) and f(1) > 0 and g(l) > 0 in (to, co). Since Po{x) = x
we can write as
N
(x, t) = (1 - x)f(t) + xg(t) + I (Pn(1 - x)pn)(t) + Pn(x)g(n)(t
n=1
and, since pn) = 0(f(1) and gIn) = o(g(l) when n = 2, ... , N, we can
choose t I > to in such a way that each of the sums
is strictly less than (2 - a)/12 whenever t > t I' Thus the approximat-
ing satisfies
(x, t) ~ (1 - x)f(t) + xg(t)
in [0, IJ x (t l , co) and, therefore, the temperature satisfies
8(x, t) = (x, t) + t/J(x, t)
< (1 - x)f(t) + xg(t) +G
~ (f V g)(t) + G
vlx=o = vl x =1 = 0,
and, therefore, the differences r/I = () - and w = U - v satisfy the
inhomogeneous thermoelastic equations
a2r/1 ar/l a2w
ax 2 = at + Ja .ax at + "
a2w ar/l a2w
ax2 = Ja .ax + b at2 +~,
and the homogeneous boundary conditions
r/llx=o = r/llx=l = wlx=o = wlx=! = O.
The hypotheses of integrability and square-integrability imposed
upon the derivatives pn) and g(n), for n = N + 1, N + 2, N + 3, en-
sure the convergence of the integrals
and we shall use this fact, together with energy integral arguments,
to deduce the uniform convergence of IjJ to zero.
f fl f fl (021jJ)2
It will be enough to establish the convergence of the integrals
OO (OIjJ)2 oo
a a ox dx dt, a a ox ot dx dt.
Let us put
F= I I
a
(OIjJ)2
ox dx,
G= fa l
(2 dx,
H = J~ f~2dX,
SO that is the total energy associated with the temperature differ-
ence IjJ and the displacement difference w, and G and H are known
to be integrable on [0, ex). We seek to prove that F too is inte-
grable.
A slight variant of the argument used to prove Theorem 1 leads
us to conclude that the derivative of is given by the formula
~ t fal (~~
= t(F + G)
r dx +t f (2 dx
and
-II~ ot
a
ow dx ~ J~ II e J~ II
b a
dx
2 a
(OW)2 dx ~ tHjE,
ot
we have deduced the differential inequality
2E' ~ G + HJE
from which we can deduce that E is bounded on [0, CX). For, let T
be any positive number, and let meT) be the maximum value at-
tained by E on the interval [0, T]. Integration of the weaker inequal-
ity leads us to conclude, as G and H are integrable, that on [0, T]
2E' + F ~ G + JsuP E H,
and, when we integrate with respect to t over [0, T] and omit a term
2E(T) from the left-hand side, we deduce that
T
fo F(t) dt ~ 2E(0) + fo G(t) dt + JsuP E fo H(t) dt
T T
f f (Ot/i)2
for every positive T Thus F is integrable and, therefore, the integral
I
OO
;- dx dt
o 0 uX
converges.
Finally, we differentiate, with respect to t, the inhomogeneous
thermoelastic equations and the homogeneous boundary conditions
that tjJ and w satisfy, and we conclude in the same way that the
integral
f fl (02tjJ)2
o
OO
0
;-;-
uX ut
dx dt
Displacement
Mass density 2
Maximum Principle 12, 18,29,64,
Eigenfunctions 9 70
Eigenvalues 9 Maximum property of
Elastic moduli 2 temperature 65
Entropy 2, 3, 24, 54 Mean heat flux 52
Equation of energy 1 Mean square heat flux 33
Equation of motion 1 Mean square temperature 33
Mean value operator 30
Fundamental solution 19 Minimum property of
temperature 65
Monotone property of entropy 24,
Growth condition 53 25
82 Index
Source solution 19
Specific heat 2 Velocity 2
Vol. 19 Knops, Payne: Uniqueness Theorems in Linear Elasticity
IX, 130 pages. 1971.
Vol. 26 Romanov: Integral Geometry and Inverse Problems for Hyperbolic Equations
With 21 figures, VI, 152 pages. 1974.