From triangles to the heat equation

“Mathematics compares the most diverse phenomena and discovers the secret analogies that unite them.” — Joseph Fourier

The above quote makes me think of a connection Fourier made between triangles and thermodynamics.

Trigonometric functions were first studied because they relate angles in a right triangle to ratios of the lengths of the triangle’s sides. For the most basic applications of trigonometry, it only makes sense to consider positive angles smaller than a right angle. Then somewhere along the way someone discovered that it’s convenient to define trig functions for any angle.

Once you define trig functions for any angle, you begin to think of these functions as being associated with circles¬†rather than triangles. More advanced math books refer to trig functions as circular¬†functions. The triangles fade into the background. They’re still there, but they’re drawn inside a circle. (Hyperbolic functions are associated with hyperbolas the same way circular functions are associated with circles.)

Now we have functions that historically arose from studying triangles, but they’re defined on the whole real line. And we ask the kinds of questions about them that we ask about other functions. How fast do they change from point to point? How fast does their rate of change change? And here we find something remarkable. The rate of change of a sine function is proportional to a cosine function and vice versa. And if we look at the rate of change of the rate of change (the second derivative or acceleration), sine functions yield more sine functions and cosine functions yield more cosine functions. In more sophisticated language, sines and cosines are eigenfunctions of the second derivative operator.

Here’s where thermodynamics comes in. You can use basic physics to derive an equation for describing how heat in some object varies over time and location. This equation is called, surprisingly enough, the heat equation. It relates second derivatives of heat in space with first derivatives in time.

Fourier noticed that the heat equation would be easy to solve if only he could work with functions that behave very nicely with regard to second derivatives, i.e. sines and cosines! If only everything were sines and cosines. For example, the temperature in a thin rod over time is easy to determine if the initial temperature distribution is given by a sine wave. Interesting, but not practical.

However, the initial distribution doesn’t have to be a sine, or a cosine. We can still solve the heat equation if the initial distribution is a sum of sines. And if the initial distribution is approximately a sum of sines and cosines, then we can compute an approximate solution to the heat equation. So what functions are approximately a sum of sines and cosines? All of them!

Well, not quite all functions. But lots of functions. More functions than people originally thought. Pinning down exactly what functions can be approximated arbitrarily well by sums of sines and cosines (i.e. which functions have convergent Fourier series) was a major focus of 19th century mathematics.

So if someone asks what use they’ll ever have for trig identities, tell them they’re important if you want to solve the heat equation. That’s where I first used some of these trig identities often enough to remember them, and that’s a fairly common experience for people in math and engineering. Solving the heat equation reviews everything you learn in trigonometry, even though there are not necessarily any triangles or circles in sight.

One thought on “From triangles to the heat equation

  1. An excellent article.

    I have a minor objection to the use of the word “thermodynamics” here – I think it’s a bit of a stretch,and I believe “rules of heat dispersion” may be more appropriate.

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