Fire

Fire is the rapid oxidation of a material in the exothermic chemical process of combustion, releasing heat,
light, and various reaction products.
[1]
Slower oxidative processes like rusting or digestion are not included
by this definition.
The flame is the visible portion of the fire. If hot enough, the gases may become ionized to produce plasma.
[2]

Depending on the substances alight, and any impurities outside, the color of the flame and the fire's intensity
will be different.
Fire in its most common form can result in conflagration, which has the potential to cause physical damage
through burning. Fire is an important process that affects ecological systems across the globe. The positive
effects of fire include stimulating growth and maintaining various ecological systems. Fire has been used by
humans for cooking, generating heat, signaling, and propulsion purposes. The negative effects of fire include
water contamination, soil erosion, atmospheric pollution and hazard to human and animal life.
Physical properties
Chemistry
Fires start when a flammable and/or a combustible material, in combination with a sufficient quantity of an
oxidizer such as oxygen gas or another oxygen-rich compound (though non-oxygen oxidizers exist that can
replace oxygen), is exposed to a source of heat or ambient temperature above the flash point for the
fuel/oxidizer mix, and is able to sustain a rate of rapid oxidation that produces a chain reaction. This is
commonly called the fire tetrahedron. Fire cannot exist without all of these elements in place and in the right
proportions. For example, a flammable liquid will start burning only if the fuel and oxygen are in the right
proportions. Some fuel-oxygen mixes may require a catalyst, a substance that is not directly involved in any
chemical reaction during combustion, but which enables the reactants to combust more readily.
Once ignited, a chain reaction must take place whereby fires can sustain their own heat by the further release
of heat energy in the process of combustion and may propagate, provided there is a continuous supply of an
oxidizer and fuel.
Fire can be extinguished by removing any one of the elements of the fire tetrahedron. Consider a natural gas
flame, such as from a stovetop burner. The fire can be extinguished by any of the following:
turning off the gas supply, which removes the fuel source;
covering the flame completely, which smothers the flame as the combustion both uses the available
oxidizer (the oxygen in the air) and displaces it from the area around the flame with CO
2
;
application of water, which removes heat from the fire faster than the fire can produce it (similarly,
blowing hard on a flame will displace the heat of the currently burning gas from its fuel source, to the
same end), or
application of a retardant chemical such as Halon to the flame, which retards the chemical reaction
itself until the rate of combustion is too slow to maintain the chain reaction.
In contrast, fire is intensified by increasing the overall rate of combustion. Methods to do this include
balancing the input of fuel and oxidizer to stoichiometric proportions, increasing fuel and oxidizer input in
this balanced mix, increasing the ambient temperature so the fire's own heat is better able to sustain
combustion, or providing a catalyst; a non-reactant medium in which the fuel and oxidizer can more readily
react.
Flame
A flame is a mixture of reacting gases and solids emitting visible, infrared, and sometimes ultraviolet light,
the frequency spectrum of which depends on the chemical composition of the burning material and
intermediate reaction products. In many cases, such as the burning of organic matter, for example wood, or
the incomplete combustion of gas, incandescent solid particles called soot produce the familiar red-orange
glow of 'fire'. This light has a continuous spectrum. Complete combustion of gas has a dim blue color due to
the emission of single-wavelength radiation from various electron transitions in the excited molecules formed
in the flame. Usually oxygen is involved, but hydrogen burning in chlorine also produces a flame, producing
hydrogen chloride (HCl). Other possible combinations producing flames, amongst many, are fluorine and
hydrogen, and hydrazine and nitrogen tetroxide.
The glow of a flame is complex. Black-body radiation is emitted from soot, gas, and fuel particles, though
the soot particles are too small to behave like perfect blackbodies. There is also photon emission by de-
excited atoms and molecules in the gases. Much of the radiation is emitted in the visible and infrared bands.
The color depends on temperature for the black-body radiation, and on chemical makeup for the emission
spectra. The dominant color in a flame changes with temperature. The photo of the forest fire is an excellent
example of this variation. Near the ground, where most burning is occurring, the fire is white, the hottest
color possible for organic material in general, or yellow. Above the yellow region, the color changes to
orange, which is cooler, then red, which is cooler still. Above the red region, combustion no longer occurs,
and the uncombusted carbon particles are visible as black smoke.
The common distribution of a flame under normal gravity conditions depends on convection, as soot tends to
rise to the top of a general flame, as in a candle in normal gravity conditions, making it yellow. In micro
gravity or zero gravity,
[4]
such as an environment in outer space, convection no longer occurs, and the flame
becomes spherical, with a tendency to become more blue and more efficient (although it may go out if not
moved steadily, as the CO
2
from combustion does not disperse as readily in micro gravity, and tends to
smother the flame). There are several possible explanations for this difference, of which the most likely is
that the temperature is sufficiently evenly distributed that soot is not formed and complete combustion
occurs.
[5]
Experiments by NASA reveal that diffusion flames in micro gravity allow more soot to be
completely oxidized after they are produced than diffusion flames on Earth, because of a series of
mechanisms that behave differently in micro gravity when compared to normal gravity conditions.
[6]
These
discoveries have potential applications in applied science and industry, especially concerning fuel efficiency.
In combustion engines, various steps are taken to eliminate a flame. The method depends mainly on whether
the fuel is oil, wood, or a high-energy fuel such as jet fuel.
A candle's flame
Photo of a fire taken with a 1/4000th of a second exposure

Heat
Heat is energy transferred from one system to another by thermal interaction.
[1][2]
In contrast to work, heat is
always accompanied by a transfer of entropy. Heat flow is characteristic of macroscopic objects and systems,
but its origin and properties can be understood in terms of their microscopic constituents.
Heat flow from a high to a low temperature body occurs spontaneously. This flow of energy can be
harnessed and partially converted into useful work by means of a heat engine. The second law of
thermodynamics prohibits heat flow from a low to a high temperature body, but with the aid of a heat pump
external work can be used to transport energy from low to the high temperature.
In ordinary language, heat has a diversity of meanings, including temperature. In physics, "heat" is by
definition a transfer of energy and is always associated with a process of some kind. "Heat" is used
interchangeably with "heat flow" and "heat transfer". Heat transfer can occur in a variety of ways: by
conduction, radiation,
[5]
convection, net mass transfer, friction or viscosity, and by chemical dissipation.
The SI unit of heat is the joule. Heat can be measured by calorimetry,
[10]
or determined indirectly by
calculations based on other quantities, relying for instance on the first law of thermodynamics. In physics,
especially in calorimetry, and in meteorology, the concepts of latent heat and of sensible heat are used.
Latent heat is associated with phase changes, while sensible heat is associated with temperature change.

Nuclear fusion in the Sun converts nuclear potential energy into available internal energy and keeps the temperature
of the Sun very high. Consequently, heat is transported to Earth as electromagnetic radiation. This is the main source
of energy for life on Earth.
Overview
This article is about heat in physics, where heat is defined as energy transferred to the system by thermal
interactions. Heat flows spontaneously from systems of higher temperature to systems of lower temperature.
When two systems come into thermal contact, they exchange energy through the microscopic interactions of
their particles. When the systems are at different temperatures, this entails spontaneous net flow of energy
from the hotter to the cooler, so that the hotter decreases in temperature and the cooler increases in
temperature. This will continue until their temperatures are equal. Then the net flow of energy has settled to
zero, and the systems are said to be in a relation of thermal equilibrium. Spontaneous heat transfer is an
irreversible process.
The first law of thermodynamics requires that the internal energy of an isolated system is conserved. To
change the internal energy of a system, energy must be transferred to or from the system. For a closed
system, heat and work are the mechanisms by which energy can be transferred. For an open system, internal
energy can be changed also by transfer of matter.
[11]
Work performed on a system is, by definition, an energy
transfer to the system that is due to a change to external or mechanical parameters of the system, such as the
volume, magnetization, and location of center of mass in a gravitational field.
[12][13][14][2][15][16]

Heat is not regarded as being stored within a system. Like work, it exists only as energy in transit from one
system to another or between a system and its surroundings. When energy in the form of heat is added to a
system, it is stored as kinetic and potential energy of the atoms and molecules in the system, which are
jointly totalled as internal energy.
[

This article is about heat in physics, where heat is defined as energy transferred to the system by thermal
interactions. Heat flows spontaneously from systems of higher temperature to systems of lower temperature.
When two systems come into thermal contact, they exchange energy through the microscopic interactions of
their particles. When the systems are at different temperatures, this entails spontaneous net flow of energy
from the hotter to the cooler, so that the hotter decreases in temperature and the cooler increases in
temperature. This will continue until their temperatures are equal. Then the net flow of energy has settled to
zero, and the systems are said to be in a relation of thermal equilibrium. Spontaneous heat transfer is an
irreversible process.
The first law of thermodynamics requires that the internal energy of an isolated system is conserved. To
change the internal energy of a system, energy must be transferred to or from the system. For a closed
system, heat and work are the mechanisms by which energy can be transferred. For an open system, internal
energy can be changed also by transfer of matter.
[11]
Work performed on a system is, by definition, an energy
transfer to the system that is due to a change to external or mechanical parameters of the system, such as the
volume, magnetization, and location of center of mass in a gravitational field.
[12][13][14][2][15][16]

Heat is not regarded as being stored within a system. Like work, it exists only as energy in transit from one
system to another or between a system and its surroundings. When energy in the form of heat is added to a
system, it is stored as kinetic and potential energy of the atoms and molecules in the system, which are
jointly totalled as internal energy.

Heat may flow across the boundary of the system and thus change its internal energy
Definitions
Scottish physicist James Clerk Maxwell, in his 1871 classic Theory of Heat, was one of many who began to
build on the already established idea that heat was something to do with matter in motion. This was the same
idea put forwards by Sir Benjamin Thompson in 1798, who said he was only following on from the work of
many others. One of Maxwell's recommended books was Heat as a Mode of Motion, by John Tyndall.
Maxwell outlined four stipulations for the definition of heat:
It is something which may be transferred from one body to another, according to the second law of
thermodynamics.
It is a measurable quantity, and thus treated mathematically.
It cannot be treated as a substance, because it may be transformed into something that is not a
substance, e.g., mechanical work.
Heat is one of the forms of energy.
Mechanisms of heat transfer
Referring to conduction, Partington writes: "If a hot body is brought in conducting contact with a cold body,
the temperature of the hot body falls and that of the cold body rises, and it is said that a quantity of heat has
passed from the hot body to the cold body."
Referring to radiation, Maxwell writes: "In Radiation, the hotter body loses heat, and the colder body
receives heat by means of a process occurring in some intervening medium which does not itself thereby
become hot."
From these empirically based ideas of heat, and from other empirical observations, the notions of internal
energy and of entropy can be derived, so as to lead to the recognition of the first and second laws of
thermodynamics. This was the way of the historical pioneers of thermodynamics.
Notation and units
As a form of energy heat has the unit joule (J) in the International System of Units (SI). However, in many
applied fields in engineering the British Thermal Unit (BTU) and the calorie are often used. The standard
unit for the rate of heat transferred is the watt (W), defined as joules per second.
The total amount of energy transferred as heat is conventionally written as Q for algebraic purposes. Heat
released by a system into its surroundings is by convention a negative quantity (Q < 0); when a system
absorbs heat from its surroundings, it is positive (Q > 0). Heat transfer rate, or heat flow per unit time, is
denoted by . This should not be confused with a time derivative of a function of state (which can also be
written with the dot notation) since heat is not a function of state. Heat flux is defined as rate of heat transfer
per unit cross-sectional area, resulting in the unit watts per square metre.
Estimation of quantity of heat
The quantity of heat transferred by some process can either be directly measured, or determined indirectly
through calculations based on other quantities.
Direct measurement is by calorimetry and is the primary empirical basis of the idea of quantity of heat
transferred in a process. The transferred heat is measured by changes in a body of known properties, for
example, temperature rise, change in volume or length, or phase change, such as melting of ice.
Indirect estimations of quantity of heat transferred rely on the law of conservation of energy, and, in
particular cases, on the first law of thermodynamics. Indirect estimation is the primary approach of many
theoretical studies of quantity of heat transferred.
Internal energy and enthalpy
In the case where the number of particles in the system is constant (closed systems), the first law of
thermodynamics states that the differential change in internal energy dU of a system is given by an
infinitesimal amount of heat Q supplied to the system minus the infinitesimal amount of work W exerted
by the system:

This can also be interpreted as that Q makes contributions to the internal energy and to the work done by the
system:

The work done by the system includes boundary work (when the system increases its volume against an
external force, such as that exerted by a piston) and other work (e.g. shaft work performed by a compressor
fan):

In this Section we will neglect the "other-work" contribution. The internal energy, U, is a state function. In
cyclical processes, such as the operation of a heat engine, state functions return to their initial values after
completing one cycle. Thus, the differential for the internal energy is an exact differential dU. The symbol
for exact differentials is the lowercase letter d.
In contrast, neither Q nor W represents the state of the system. Thus, infinitesimal amounts of heat and work
are inexact differentials, denoted by Q and W, respectively. The lowercase Greek letter delta, , is the
symbol for inexact differentials. The integral of any inexact differential over the time it takes for a system to
leave and return to the same thermodynamic state does not necessarily equal zero. However, if heat is
supplied to a system in which no irreversible processes take place and which has a well-defined temperature
T, the heat Q and the temperature T form the exact differential

with S the entropy of the system. Likewise, with a well-defined pressure p behind the moving boundary, the
work W and the pressure p form the exact differential

with V the volume of the system. In general, for homogeneous systems,

Associated with this differential equation is that the internal energy may be considered to be a function U
(S,V) of its natural variables S and V. Thus it is said that the internal energy representation of the
fundamental thermodynamic relation is written

If V is constant

and if p is constant

with H the enthalpy given by

The enthalpy may be considered to be a function H (S,p) of its natural variables S and p. Thus it is said that
the enthalpy representation of the fundamental thermodynamic relation is written

The internal energy representation and the enthalpy representation are partial Legendre transforms of one
another. They contain the same physical information, written in different ways.
Path-independent examples for an ideal gas
For a simple compressible system such as an ideal gas inside a piston, the internal energy change U at
constant volume and the enthalpy change H at constant pressure are modeled by separate heat capacity
values, which are C
V
and C
p
, respectively.
Constrained to have constant volume, the heat, Q, required to change its temperature from an initial
temperature, T
0
, to a final temperature, T
f
, is given by

Allowing the system to expand or contract at constant pressure, the heat, Q, required to change its
temperature from an initial temperature, T
0
, to a final temperature, T
f
, is given by

Here we used the definition of the enthalpy and the fact that p is constant. When integrating an exact
differential (e.g. dU), the lowercase letter d is substituted for (e.g. U). Note that the symbol is
convenient since it is compact, but it can lead to sign errors. So it may be better to write U
f
- U
0
instead of
U.
When integrating an inexact differential (e.g. Q), the lowercase Greek letter is removed with no
replacement (e.g. Q).
Chemical reactions
For a closed system in which a chemical reaction is of interest, the extent of reaction, denoted by , states the
degree of advancement of the reaction and is included as a further natural variable for internal energy and for
enthalpy. This is written

In practice, chemists often use tables of a special but unnamed thermodynamic potential that is not the
enthalpy expressed in its natural variables; instead they use the enthalpy expressed as a function of
temperature instead of entropy. This special potential is related to the natural form of the enthalpy H (S,p,)
by another partial Legendre transform, that makes its natural variables T, p, and . The special unnamed
potential is still usually called the enthalpy. It can be written

This enthalpy is used to report the enthalpy change of reaction, also called the heat of reaction.
Latent and sensible heat
In an 1847 lecture entitled On Matter, Living Force, and Heat, James Prescott Joule characterized the terms
latent heat and sensible heat as components of heat each affecting distinct physical phenomena, namely the
potential and kinetic energy of particles, respectively.
[34]
He described latent energy as the energy possessed
via a distancing of particles where attraction was over a greater distance, i.e. a form of potential energy, and
the sensible heat as an energy involving the motion of particles or what was known as a living force. At the
time of Joule kinetic energy either held 'invisibly' internally or held 'visibly' externally was known as a living
force.
Latent heat is the heat released or absorbed by a chemical substance or a thermodynamic system during a
change of state that occurs without a change in temperature. Such a process may be a phase transition, such
as the melting of ice or the boiling of water.
[35][36]
The term was introduced around 1750 by Joseph Black as
derived from the Latin latere (to lie hidden), characterizing its effect as not being directly measurable with a
thermometer.
Sensible heat, in contrast to latent heat, is the heat exchanged by a thermodynamic system that has as its sole
effect a change of temperature.
[37]
Sensible heat therefore only increases the thermal energy of a system.
Consequences of Black's distinction between sensible and latent heat are examined in the Wikipedia article
on calorimetry.
Joseph Black
Specific heat
Specific heat, also called specific heat capacity, is defined as the amount of energy that has to be transferred
to or from one unit of mass (kilogram) or amount of substance (mole) to change the system temperature by
one degree. Specific heat is a physical property, which means that it depends on the substance under
consideration and its state as specified by its properties.
The specific heats of monatomic gases (e.g., helium) are nearly constant with temperature. Diatomic gases
such as hydrogen display some temperature dependence, and triatomic gases (e.g., carbon dioxide) still more.
Microscopic explanation of conduction of heat
Heat is a macroscopic characteristic of systems, but like other thermodynamic quantities it has a microscopic
explanation given by statistical mechanics. Temperature in ideal gases is directly proportional to the kinetic
energy of translational motion of microscopic particles, and heat conduction is the net effect of two-way
exchange of such energy through molecular collisions. An early and vague expression of this was by Francis
Bacon.
[38][39]
Precise and detailed versions of it were developed in the nineteenth century.
[40]
Conduction is
conceptually and physically distinct but physically inseparable from radiative transfer of heat within a body.
For solids, conduction of heat is through collective motions of microscopic particles, including phonons.

Entropy
In 1856, German physicist Rudolf Clausius defined the second fundamental theorem (the second law of
thermodynamics) in the mechanical theory of heat (thermodynamics): "if two transformations which, without
necessitating any other permanent change, can mutually replace one another, be called equivalent, then the
generations of the quantity of heat Q from work at the temperature T, has the equivalence-value:"
[42][43]


In 1865, he came to define the entropy symbolized by S, such that, due to the supply of the amount of heat Q
at temperature T the entropy of the system is increased by

and thus, for small changes, quantities of heat Q (an inexact differential) are defined as quantities of TdS,
with dS an exact differential:

This equality is only valid for a closed system and if no irreversible processes take place inside the system
while the heat Q is applied. If, in contrast, irreversible processes are involved, e.g. some sort of friction,
then there is entropy production and, instead of the above equation, one has

This is the second law of thermodynamics for closed systems.
Rudolf Clausius
Heat transfer in engineering
The discipline of heat transfer, typically considered an aspect of mechanical engineering and chemical
engineering, deals with specific applied methods by which thermal energy in a system is generated, or
converted, or transferred to another system. Although the definition of heat implicitly means the transfer of
energy, the term heat transfer encompasses this traditional usage in many engineering disciplines and laymen
language.
Heat transfer includes the mechanisms of heat conduction, thermal radiation, and mass transfer. In
engineering, the term convective heat transfer is used to describe the combined effects of conduction and
fluid flow and is often regarded as an additional mechanism of heat transfer. Although distinct physical laws
may describe the behavior of each of these methods, real systems often exhibit a complicated combination
which are often described by a variety of complex mathematical methods.
Practical applications
In accordance with the first law for closed systems, energy transferred as heat enters one body and leaves
another, changing the internal energies of each. Transfer, between bodies, of energy as work is a
complementary way of changing internal energies. Though it is not logically rigorous from the viewpoint of
strict physical concepts, a common form of words that expresses this is to say that heat and work are
interconvertible.
Heat engines operate by converting heat flow from a high temperature reservoir to a low temperature
reservoir into work. One example are steam engines, where the high temperature reservoir is steam generated
by boiling water. The flow of heat from the hot steam to water is converted into mechanical work via a
turbine or piston. Heat engines achieve high efficiency when the difference between initial and final
temperature is high.
Heat pumps, by contrast, use work to cause thermal energy to flow from low to high temperature, the
opposite direction heat would flow spontaneously. An example is a refrigerator or air conditioner, where
electric power is used to cool a low temperature system (the interior of the refrigerator) while heating a
higher temperature environment (the exterior). High efficiency is achieved when the temperature difference
is small.
Heat equation
The heat equation is an important partial differential equation which describes the distribution of heat (or
variation in temperature) in a given region over time.
Statement of the equation
For a function u(x,y,z,t) of three spatial variables (x,y,z) and the time variable t, the heat equation is

also written

or alternatively


where is a positive constant, and or
2
denotes the Laplace operator. In the physical problem of
temperature variation, u(x,y,z,t) is the temperature and is the thermal diffusivity. For the mathematical
treatment it is sufficient to consider the case = 1.
The heat equation is of fundamental importance in diverse scientific fields. In mathematics, it is the
prototypical parabolic partial differential equation. In probability theory, the heat equation is connected with
the study of Brownian motion via the FokkerPlanck equation. In financial mathematics it is used to solve
the BlackScholes partial differential equation. The diffusion equation, a more general version of the heat
equation, arises in connection with the study of chemical diffusion and other related processes.
General description
Suppose one has a function u which describes the temperature at a given location (x, y, z). This function will
change over time as heat spreads throughout space. The heat equation is used to determine the change in the
function u over time. The image to the right is animated and describes the way heat changes in time along a
metal bar. One of the interesting properties of the heat equation is the maximum principle which says that the
maximum value of u is either earlier in time than the region of concern or on the edge of the region of
concern. This is essentially saying that temperature comes either from some source or from earlier in time
because heat permeates but is not created from nothingness. This is a property of parabolic partial differential
equations and is not difficult to prove mathematically (see below).
Another interesting property is that even if u has a discontinuity at an initial time t = t
0
, the temperature
becomes smooth as soon as t > t
0
. For example, if a bar of metal has temperature 0 and another has
temperature 100 and they are stuck together end to end, then very quickly the temperature at the point of
connection will become 50 and the graph of the temperature will run smoothly from 0 to 100.
The heat equation is used in probability and describes random walks. It is also applied in financial
mathematics for this reason.
It is also important in Riemannian geometry and thus topology: it was adapted by Richard Hamilton when he
defined the Ricci flow that was later used by Grigori Perelman to solve the topological Poincar conjecture.

Solution of a 1D heat equation PDE. The temperature (u) is initially distributed over a one-dimensional, one-
unit-long interval (x=[0,1]) with insulated endpoints. The distribution approaches equilibrium over time.
General Audience Description
Here the horizontal axis represents the location along a bar of metal and the graph records the temperature at
that location. It begins with an initial temperature which is hot at one side and cool at the other, and then
shows how the temperature of the bar approaches an equilibrium. It is assumed that no heat is lost from the
bar and that there are no heat sources. This demonstrates two key properties of the heat equation:
approaching an equilibrium, and the maximum principle. The maximum principle says that the temperature
will always have a maximum either earlier in time or at the ends of the bar.
Summary
Graphical representation of the solution to the heat equation for an "infinite slab" of width 1 given by:

where k = .061644 subject to the boundary conditions:

and with the initial heat distribution given by:

In this case, the left face (x=0) and the right face (x=1) are perfectly insulated. This image shows how the
heat redistributes, flowing from the warmer left edge to the cooler right edge, then equalizing to a constant
temperature throughout. This temperature happens to be the average value of cos(2x) over [0,1], as one might
expect.
The solution:

where:

Solution Details
This solution was obtained using separation of variables.
In mathematics, separation of variables is any of several methods for solving ordinary and partial
differential equations, in which algebra allows one to rewrite an equation so that each of two variables occurs
on a different side of the equation.
Ordinary differential equations (ODE)
Suppose a differential equation can be written in the form

which we can write more simply by letting :

As long as h(y) 0, we can rearrange terms to obtain:

so that the two variables x and y have been separated. dx (and dy) can be viewed, at a simple level, as just a
convenient notation, which provides a handy mnemonic aid for assisting with manipulations. A formal
definition of dx as a differential (infinitesimal) is somewhat advanced.
Alternative notation
Some who dislike Leibniz's notation may prefer to write this as

but that fails to make it quite as obvious why this is called "separation of variables".
Integrating both sides of the equation with respect to , we have

or equivalently,

because of the substitution rule for integrals.
If one can evaluate the two integrals, one can find a solution to the differential equation. Observe that this
process effectively allows us to treat the derivative as a fraction which can be separated. This allows us to
solve separable differential equations more conveniently, as demonstrated in the example below.
(Note that we do not need to use two constants of integration, in equation (2) as in

because a single constant is equivalent.)
Example (I)
The ordinary differential equation

may be written as

If we let and , we can write the differential equation in the form of equation
(1) above. Thus, the differential equation is separable.
As shown above, we can treat and as separate values, so that both sides of the equation may be
multiplied by . Subsequently dividing both sides by , we have

At this point we have separated the variables x and y from each other, since x appears only on the right side
of the equation and y only on the left.
Integrating both sides, we get

which, via partial fractions, becomes

and then

where C is the constant of integration. A bit of algebra gives a solution for y:

One may check our solution by taking the derivative with respect to x of the function we found, where B is
an arbitrary constant. The result should be equal to our original problem. (One must be careful with the
absolute values when solving the equation above. It turns out that the different signs of the absolute value
contribute the positive and negative values for B, respectively. And the B = 0 case is contributed by the case
that y = 1, as discussed below.)
Note that since we divided by and we must check to see whether the solutions and
solve the differential equation (in this case they are both solutions). See also: singular solutions.
Example (II)
Population growth is often modeled by the differential equation

where is the population with respect to time , is the rate of growth, and is the carrying capacity of
the environment.
Separation of variables may be used to solve this differential equation.


To evaluate the integral on the left side, we simplify the fraction

and then, we decompose the fraction into partial fractions

Thus we have







Let .





Therefore, the solution to the logistic equation is

To find , let and . Then we have

Noting that , and solving for A we get

Partial differential equations
The method of separation of variables is also used to solve a wide range of linear partial differential
equations with boundary and initial conditions, such as heat equation, wave equation, Laplace equation and
Helmholtz equation.
Homogeneous case
Consider the one-dimensional heat equation.The equation is




(1)
The boundary condition is homogeneous, that is




(2)
Let us attempt to find a solution which is not identically zero satisfying the boundary conditions but with the
following property: u is a product in which the dependence of u on x, t is separated, that is:




(3)
Substituting u back into equation,




(4)
Since the right hand side depends only on x and the left hand side only on t, both sides are equal to some
constant value . Thus:




(5)
and




(6)
here is the eigenvalue for both differential operators, and T(t) and X(x) are corresponding eigenfunctions.
We will now show that solutions for X(x) for values of 0 cannot occur:
Suppose that < 0. Then there exist real numbers B, C such that

From (2) we get




(7)
and therefore B = 0 = C which implies u is identically 0.
Suppose that = 0. Then there exist real numbers B, C such that

From (7) we conclude in the same manner as in 1 that u is identically 0.
Therefore, it must be the case that > 0. Then there exist real numbers A, B, C such that

and

From (7) we get C = 0 and that for some positive integer n,

This solves the heat equation in the special case that the dependence of u has the special form of (3).
In general, the sum of solutions to (1) which satisfy the boundary conditions (2) also satisfies (1) and (3).
Hence a complete solution can be given as

where D
n
are coefficients determined by initial condition.
Given the initial condition

we can get

This is the sine series expansion of f(x). Multiplying both sides with and integrating over [0,L]
result in

This method requires that the eigenfunctions of x, here , are orthogonal and complete. In
general this is guaranteed by Sturm-Liouville theory.
Nonhomogeneous case
Suppose the equation is nonhomogeneous,




(8)
with the boundary condition the same as (2).
Expand h(x,t), u(x,t) and f(x,t) into




(9)




(10)




(11)
where h
n
(t) and b
n
can be calculated by integration, while u
n
(t) is to be determined.
Substitute (9) and (10) back to (8) and considering the orthogonality of sine functions we get

which are a sequence of linear differential equations that can be readily solved with, for instance, Laplace
transform,or Integrating factor. Finally, we can get

If the boundary condition is nonhomogeneous, then the expansion of (9) and (10) is no longer valid. One has
to find a function v that satisfies the boundary condition only, and subtract it from u. The function u-v then
satisfies homogeneous boundary condition, and can be solved with the above method.
In orthogonal curvilinear coordinates, separation of variables can still be used, but in some details different
from that in Cartesian coordinates. For instance, regularity or periodic condition may determine the
eigenvalues in place of boundary conditions. See spherical harmonics for example.
Matrices
The matrix form of the separation of variables is the Kronecker sum.
As an example we consider the 2D discrete Laplacian on a regular grid:

where and are 1D discrete Laplacians in the x- and y-directions, correspondingly, and are the
identities of appropriate sizes. See the main article Kronecker sum of discrete Laplacians for details.
The physical problem and the equation
Derivation in one dimension
The heat equation is derived from Fourier's law and conservation of energy (Cannon 1984). By Fourier's law,
the flow rate of heat energy through a surface is proportional to the negative temperature gradient across the
surface,

where k is the thermal conductivity and u is the temperature. In one dimension, the gradient is an ordinary
spatial derivative, and so Fourier's law is

where

In the absence of work done, a change in internal energy per unit volume in the material, Q, is proportional
to the change in temperature, u. (In this section only, is the ordinary difference operator, not the
Laplacian.) That is,

where c
p
is the specific heat capacity and is the mass density of the material. Choosing zero energy at
absolute zero temperature, this can be rewritten as
.
The increase in internal energy in a small spatial region of the material

over the time period

is given by
[1]


where the fundamental theorem of calculus was used. If no work is done and there are neither heat sources
nor sinks, the change in internal energy in the interval [x-x, x+x] is accounted for entirely by the flux of
heat across the boundaries. By Fourier's law, this is

again by the fundamental theorem of calculus.
[2]
By conservation of energy,

This is true for any rectangle [tt, t+t] [xx, x+x]. By the fundamental lemma of the calculus of
variations, the integrand must vanish identically:

Which can be rewritten as:

or:

which is the heat equation, where the coefficient (often denoted )

is called the thermal diffusivity.
An additional term may be introduced into the equation to account for radiative loss of heat, which depends
upon the excess temperature at a given point compared with the surroundings. At low excess
temperatures, the radiative loss is approximately , giving a one-dimensional heat-transfer equation of the
form
.
At high excess temperatures, however, the Stefan-Boltzmann law gives a net radiative heat-loss proportional
to , and the above equation is inaccurate. For large excess temperatures, , giving
a high-temperature heat-transfer equation of the form

where . Here, is Stefan's constant, is a characteristic constant of the material, is the
sectional perimeter of the bar and is its cross-sectional area. However, using instead of gives a better
approximation in this case.
Three-dimensional problem
In the special cases of wave propagation of heat in an isotropic and homogeneous medium in a 3-dimensional
space, this equation is

where:
u = u(x, y, z, t) is temperature as a function of space and time;
is the rate of change of temperature at a point over time;
u
xx
, u
yy
, and u
zz
are the second spatial derivatives (thermal conductions) of temperature in the x, y, and z
directions, respectively;
is the thermal diffusivity, a material-specific quantity depending on the thermal conductivity k,
the mass density , and the specific heat capacity c
p
.
The heat equation is a consequence of Fourier's law of cooling (see heat conduction).
If the medium is not the whole space, in order to solve the heat equation uniquely we also need to specify
boundary conditions for u. To determine uniqueness of solutions in the whole space it is necessary to assume
an exponential bound on the growth of solutions; this assumption is consistent with observed experiments.
Solutions of the heat equation are characterized by a gradual smoothing of the initial temperature distribution
by the flow of heat from warmer to colder areas of an object. Generally, many different states and starting
conditions will tend toward the same stable equilibrium. As a consequence, to reverse the solution and
conclude something about earlier times or initial conditions from the present heat distribution is very
inaccurate except over the shortest of time periods.
The heat equation is the prototypical example of a parabolic partial differential equation.
Using the Laplace operator, the heat equation can be simplified, and generalized to similar equations over
spaces of arbitrary number of dimensions, as

where the Laplace operator, or
2
, the divergence of the gradient, is taken in the spatial variables.
The heat equation governs heat diffusion, as well as other diffusive processes, such as particle diffusion or
the propagation of action potential in nerve cells. Although they are not diffusive in nature, some quantum
mechanics problems are also governed by a mathematical analog of the heat equation (see below). It also can
be used to model some phenomena arising in finance, like the BlackScholes or the Ornstein-Uhlenbeck
processes. The equation, and various non-linear analogues, has also been used in image analysis.
The heat equation is, technically, in violation of special relativity, because its solutions involve instantaneous
propagation of a disturbance. The part of the disturbance outside the forward light cone can usually be safely
neglected, but if it is necessary to develop a reasonable speed for the transmission of heat, a hyperbolic
problem should be considered instead like a partial differential equation involving a second-order time
derivative. Some models of nonlinear heat conduction (which are also parabolic equations) have solutions
with finite heat transmission speed.
Internal heat generation
The function u above represents temperature of a body. Alternatively, it is sometimes convenient to change
units and represent u as the heat density of a medium. Since heat density is proportional to temperature in a
homogeneous medium, the heat equation is still obeyed in the new units.
Suppose that a body obeys the heat equation and, in addition, generates its own heat per unit volume (e.g., in
watts/litre - W/L) at a rate given by a known function q varying in space and time.
[5]
Then the heat per unit
volume u satisfies an equation

For example, a tungsten light bulb filament generates heat, so it would have a positive nonzero value for q
when turned on. While the light is turned off, the value of q for the tungsten filament would be zero.
Solving the heat equation using Fourier series


Idealized physical setting for heat conduction in a rod with homogeneous boundary conditions.
The following solution technique for the heat equation was proposed by Joseph Fourier in his treatise
Thorie analytique de la chaleur, published in 1822. Let us consider the heat equation for one space variable.
This could be used to model heat conduction in a rod. The equation is




(1)
where u = u(x, t) is a function of two variables x and t. Here
x is the space variable, so x [0,L], where L is the length of the rod.
t is the time variable, so t 0.
We assume the initial condition




(2)
where the function f is given, and the boundary conditions
.


(3)
Let us attempt to find a solution of (1) which is not identically zero satisfying the boundary conditions (3) but
with the following property: u is a product in which the dependence of u on x, t is separated, that is:




(4)
This solution technique is called separation of variables. Substituting u back into equation (1),

Since the right hand side depends only on x and the left hand side only on t, both sides are equal to some
constant value . Thus:




(5)
and




(6)
We will now show that nontrivial solutions for (6) for values of 0 cannot occur:
1. Suppose that < 0. Then there exist real numbers B, C such that

From (3) we get

and therefore B = 0 = C which implies u is identically 0.
2. Suppose that = 0. Then there exist real numbers B, C such that

From equation (3) we conclude in the same manner as in 1 that u is identically 0.
3. Therefore, it must be the case that > 0. Then there exist real numbers A, B, C such that

and

From (3) we get C = 0 and that for some positive integer n,

This solves the heat equation in the special case that the dependence of u has the special form (4).
In general, the sum of solutions to (1) which satisfy the boundary conditions (3) also satisfies (1) and (3). We
can show that the solution to (1), (2) and (3) is given by

where

Generalizing the solution technique
The solution technique used above can be greatly extended to many other types of equations. The idea is that
the operator u
xx
with the zero boundary conditions can be represented in terms of its eigenvectors. This leads
naturally to one of the basic ideas of the spectral theory of linear self-adjoint operators.
Consider the linear operator u = u
xx
. The infinite sequence of functions

for n 1 are eigenvectors of . Indeed

Moreover, any eigenvector f of with the boundary conditions f(0)=f(L)=0 is of the form e
n
for some n 1.
The functions e
n
for n 1 form an orthonormal sequence with respect to a certain inner product on the space
of real-valued functions on [0, L]. This means

Finally, the sequence {e
n
}
n N
spans a dense linear subspace of L
2
(0, L). This shows that in effect we have
diagonalized the operator .
Heat conduction in non-homogeneous anisotropic media
In general, the study of heat conduction is based on several principles. Heat flow is a form of energy flow,
and as such it is meaningful to speak of the time rate of flow of heat into a region of space.
The time rate of heat flow into a region V is given by a time-dependent quantity q
t
(V). We assume q has a
density, so that

Heat flow is a time-dependent vector function H(x) characterized as follows: the time rate of heat flowing
through an infinitesimal surface element with area dS and with unit normal vector n is

Thus the rate of heat flow into V is also given by the surface integral

where n(x) is the outward pointing normal vector at x.
The Fourier law states that heat energy flow has the following linear dependence on the temperature
gradient

where A(x) is a 3 3 real matrix that is symmetric and positive definite.
By Green's theorem, the previous surface integral for heat flow into V can be transformed into the volume
integral



The time rate of temperature change at x is proportional to the heat flowing into an infinitesimal volume
element, where the constant of proportionality is dependent on a constant

Putting these equations together gives the general equation of heat flow:

Remarks.
The coefficient (x) is the inverse of specific heat of the substance at x density of the substance at x.
In the case of an isotropic medium, the matrix A is a scalar matrix equal to thermal conductivity.
In the anisotropic case where the coefficient matrix A is not scalar (i.e., if it depends on x), then an explicit
formula for the solution of the heat equation can seldom be written down. Though, it is usually possible to
consider the associated abstract Cauchy problem and show that it is a well-posed problem and/or to show
some qualitative properties (like preservation of positive initial data, infinite speed of propagation,
convergence toward an equilibrium, smoothing properties). This is usually done by one-parameter
semigroups theory: for instance, if A is a symmetric matrix, then the elliptic operator defined by

is self-adjoint and dissipative, thus by the spectral theorem it generates a one-parameter semigroup.
Fundamental solutions
A fundamental solution, also called a heat kernel, is a solution of the heat equation corresponding to the
initial condition of an initial point source of heat at a known position. These can be used to find a general
solution of the heat equation over certain domains; see, for instance, (Evans 1998) for an introductory
treatment.
In one variable, the Green's function is a solution of the initial value problem

where is the Dirac delta function. The solution to this problem is the fundamental solution

One can obtain the general solution of the one variable heat equation with initial condition u(x, 0) = g(x) for -
< x < and 0 < t < by applying a convolution:

In several spatial variables, the fundamental solution solves the analogous problem

in - < x
i
< , i = 1,...,n, and 0 < t < . The n-variable fundamental solution is the product of the
fundamental solutions in each variable; i.e.,

The general solution of the heat equation on R
n
is then obtained by a convolution, so that to solve the initial
value problem with u(x, t = 0) = g(x), one has

The general problem on a domain in R
n
is

with either Dirichlet or Neumann boundary data. A Green's function always exists, but unless the domain
can be readily decomposed into one-variable problems (see below), it may not be possible to write it down
explicitly. The method of images provides one additional technique for obtaining Green's functions for non-
trivial domains.
Some Green's function solutions in 1D
A variety of elementary Green's function solutions in one-dimension are recorded here. In some of these, the
spatial domain is the entire real line (-,). In others, it is the semi-infinite interval (0,) with either
Neumann or Dirichlet boundary conditions. One further variation is that some of these solve the
inhomogeneous equation

where f is some given function of x and t.
Homogeneous heat equation
Initial value problem on (-,)


Comment. This solution is the convolution with respect to the variable x of the fundamental solution
and the function g(x). Therefore, according to the general properties of the
convolution with respect to differentiation, is a solution of the same heat equation, for
Moreover, and so that, by
general facts about approximation to the identity, as t 0 in various senses, according to the
specific g. For instance, if g is assumed bounded and continuous on R then converges uniformly to g
as t 0, meaning that u(x, t) is continuous on R *0, ) with u(x,0) = g(x).
Initial value problem on (0,) with homogeneous Dirichlet boundary conditions


Comment. This solution is obtained from the preceding formula as applied to the data g(x) suitably extended
to R, so as to be an odd function, that is, letting g(x) := g(x) for all x. Correspondingly, the solution of the
initial value problem on (,+) is an odd function with respect to the variable x for all values of t, and in
particular it satisfies the homogeneous Dirichlet boundary conditions
Initial value problem on (0,) with homogeneous Neumann boundary conditions


Comment. This solution is obtained from the first solution formula as applied to the data g(x) suitably
extended to R so as to be an even function, that is, letting g(x) := +g(x) for all x. Correspondingly, the
solution of the initial value problem on (,+) is an even function with respect to the variable x for all
values of t > 0, and in particular, being smooth, it satisfies the homogeneous Neumann boundary conditions
u
x
(0, t) = 0.
Problem on (0,) with homogeneous initial conditions and non-homogeneous Dirichlet boundary conditions


Comment. This solution is the convolution with respect to the variable t of
and the function h(t). Since (x, t) is the fundamental solution
of the function (x, t) is also a solution of the same heat equation, and so is u := h, thanks to
general properties of the convolution with respect to differentiation. Moreover, and
so that, by general facts about approximation to the identity, (x, ) h h as x 0 in
various senses, according to the specific h. For instance, if h is assumed continuous on R with support in [0,
) then (x, ) h converges uniformly on compacta to h as x 0, meaning that u(x, t) is continuous on [0,
) *0, ) with u(0, t) = h(t).
Inhomogeneous heat equation
Problem on (-,) homogeneous initial conditions


Comment. This solution is the convolution in R
2
, that is with respect to both the variables x and t, of the
fundamental solution and the function f(x, t), both meant as defined on the whole
R
2
and identically 0 for all t 0. One verifies that which is expressed in the language of
distributions as where the distribution is the Dirac's delta function, that is the evaluation at
0.
Problem on (0,) with homogeneous Dirichlet boundary conditions and initial conditions


Comment. This solution is obtained from the preceding formula as applied to the data f(x, t) suitably
extended to R *0,), so as to be an odd function of the variable x, that is, letting f(x, t) := f(x, t) for all x
and t. Correspondingly, the solution of the inhomogeneous problem on (-,+) is an odd function with
respect to the variable x for all values of t, and in particular it satisfies the homogeneous Dirichlet boundary
conditions u(0, t) = 0.
Problem on (0,) with homogeneous Neumann boundary conditions and initial conditions


Comment. This solution is obtained from the first formula as applied to the data f(x, t) suitably extended to R
*0,), so as to be an even function of the variable x, that is, letting f(x,t) := f(x, t) for all x and t.
Correspondingly, the solution of the inhomogeneous problem on (,+) is an even function with respect to
the variable x for all values of t, and in particular, being a smooth function, it satisfies the homogeneous
Neumann boundary conditions
Examples
Since the heat equation is linear, solutions of other combinations of boundary conditions, inhomogeneous
term, and initial conditions can be found by taking an appropriate linear combination of the above Green's
function solutions.
For example, to solve

let

where u and v solve the problems

Similarly, to solve

let

where w, v, and r solve the problems

Mean-value property for the heat equation
Solutions of the heat equations

satisfy a mean-value property analogous to the mean-value properties of harmonic functions, solutions of
,
though a bit more complicated. Precisely, if u solves

and

then

where E

is a "heat-ball", that is a super-level set of the fundamental solution of the heat equation:


Notice that

as so the above formula holds for any (x, t) in the (open) set dom(u) for large enough. Conversely,
any function u satisfying the above mean-value property on an open domain of R
n
R is a solution of the
heat equation. This can be shown by an argument similar to the analogous one for harmonic functions.
Stationary Heat Equation
The (time) stationary heat equation is not dependent on time. In other words, it is assumed conditions exist
such that:

This condition depends on the time constant and the amount of time passed since boundary conditions have
been imposed. Thus, the condition is fulfilled in situations in which the time equilibrium constant is fast
enough that the more complex time-dependent heat equation can be approximated by the stationary case.
Equivalently, the stationary condition exists for all cases in which enough time has passed that the thermal
field u no longer evolves in time.
In the stationary case, a spacial thermal gradient may (or may not) exist, but if it does, it does not change in
time. This equation therefore describes the end result in all thermal problems in which a source is switched
on (for example, an engine started in an automobile), and enough time has passed for all permanent
temperature gradients to establish themselves in space, after which these spacial gradients no longer change
in time (as again, with an automobile in which the engine has been running for long enough). The other
(trivial) solution is for all spacial temperature gradients to disappear as well, in which case the temperature
become uniform in space, as well.
The equation is much simpler and can help to understand better the physics of the materials without focusing
on the dynamic of the heat transport process. It is widely used for simple engineering problems assuming
there is equilibrium of the temperature fields and heat transport, with time.
Stationary condition:

The stationary heat equation for a volume that contains a heat source (the inhomogeneous case), is the
Poisson's equation:

In electrostatics, this is equivalent to the case where the space under consideration contains an electrical
charge.
The stationary heat equation without a heat source within the volume (the homogeneous case) is the equation
in electrostatics for a volume of free space that does not contain a charge. It is described by Laplace's
equation:

where u is the temperature, is the thermal conductivity and q the heat source density.
Applications
Particle diffusion
Main article: Diffusion equation
One can model particle diffusion by an equation involving either:
the volumetric concentration of particles, denoted c, in the case of collective diffusion of a large number of
particles, or
the probability density function associated with the position of a single particle, denoted P.
In either case, one uses the heat equation

or

Both c and P are functions of position and time. D is the diffusion coefficient that controls the speed of the
diffusive process, and is typically expressed in meters squared over second. If the diffusion coefficient D is
not constant, but depends on the concentration c (or P in the second case), then one gets the nonlinear
diffusion equation.
Brownian motion
The random trajectory of a single particle subject to the particle diffusion equation (or heat equation) is a
Brownian motion. If a particle is placed at R = 0 at time t = 0, then the probability density function
associated with the position vector of the particle R will be the following:

which is a (multivariate) normal distribution evolving in time.
Schrdinger equation for a free particle
Main article: Schrdinger equation
With a simple division, the Schrdinger equation for a single particle of mass m in the absence of any applied
force field can be rewritten in the following way:
,
where i is the imaginary unit, is the reduced Planck's constant, and is the wavefunction of the particle.
This equation is formally similar to the particle diffusion equation, which one obtains through the following
transformation:


Applying this transformation to the expressions of the Green functions determined in the case of particle
diffusion yields the Green functions of the Schrdinger equation, which in turn can be used to obtain the
wavefunction at any time through an integral on the wavefunction at t = 0:
, with

Remark: this analogy between quantum mechanics and diffusion is a purely formal one. Physically, the
evolution of the wavefunction satisfying Schrdinger's equation might have an origin other than diffusion.
Thermal diffusivity in polymers
A direct practical application of the heat equation, in conjunction with Fourier theory, in spherical
coordinates, is the measurement of the thermal diffusivity in polymers (Unsworth and Duarte). The dual
theoretical-experimental method demonstrated by these authors is applicable to rubber and various other
materials of practical interest.
Further applications
The heat equation arises in the modeling of a number of phenomena and is often used in financial
mathematics in the modeling of options. The famous BlackScholes option pricing model's differential
equation can be transformed into the heat equation allowing relatively easy solutions from a familiar body of
mathematics. Many of the extensions to the simple option models do not have closed form solutions and thus
must be solved numerically to obtain a modeled option price. The equation describing pressure diffusion in
an porous medium is identical in form with the heat equation. Diffusion problems dealing with Dirichlet,
Neumann and Robin boundary conditions have closed form analytic solutions (Thambynayagam 2011). The
heat equation is also widely used in image analysis (Perona & Malik 1990) and in machine-learning as the
driving theory behind scale-space or graph Laplacian methods. The heat equation can be efficiently solved
numerically using the CrankNicolson method of (Crank & Nicolson 1947). This method can be extended to
many of the models with no closed form solution, see for instance (Wilmott, Howison & Dewynne 1995).
An abstract form of heat equation on manifolds provides a major approach to the AtiyahSinger index
theorem, and has led to much further work on heat equations in Riemannian geometry.