Asymptotic Expansions of Solutions of the Heat Conduction Equation in

Internally Bounded Cylindrical Geometry

R. H. Ritchie and A. Y. Sakakura
Citation: Journal of Applied Physics 27, 1453 (1956); doi: 10.1063/1.1722288
View online: http://dx.doi.org/10.1063/1.1722288
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JOURNAL

OF APPLIED

PHYSICS

VOLUME

27.

NUMBER

DECEMBER.

12

1956

Asymptotic Expansions of Solutions of the Heat Conduction Equation

in Internally Bounded Cylindrical Geometry
R.

H. RITCHIE, Health Physics Division, Oak Ridge National Laboratory, Oak Ridge, Tennessee
AND

A. Y. SAKAKURA, U. S. Geological Survey, Denver, Colorado*

(Received April 30, 1956; revised version received September 10, 1956)

The formal solutions of problems involving transient heat conduction in infinite internally bounded
cylindrical solids may be obtained by the Laplace transform method. Asymptotic series representing the
solutions for large values of time are given in terms of functions related to the derivatives of the reciprocal
gamma function. The results are applied to the case of the internally bounded infinite cylindrical medium
with, (a) the boundary held at constant temperature; (b) with constant heat flow over the boundary; and (c)
with the "radiation" boundary condition. A problem in the flow of gas through a porous medium is considered in detail.

I. INTRODUCTION

of the transient heat conduction equaSOLUTIONS

tion in a region bounded internally by a cylinder
are important in several physical applications, e.g., the
transfer of heat between buried pipes and the earth in
heat pump installations, the heating or cooling of large
bodies by means of internal cylinders, the flow of fluids
through porous media, etc. Problems related to the flow
of fluids through porous media can be shown to reduce
to the heat conduction type. These include gas and oil
well and ground water problems.
The formal solutions of problems of the type considered here are discussed extensively in standard texts
on heat conduction, notably Carslaw and Jaeger.! These
solutions have the form of infinite integrals over various
combinations of Bessel functions. Adequate tabulations
of the various solutions do not exist at present. In many
physical situations one is interested in the form of the
temperature distribution for large values of the time.
It is important to have available series representations
of the solutions which are valid in this region of time.
In this paper we shall present asymptotic series for the
temperature function using various boundary conditions. The properties of certain functions which arise
in these asymptotic representations are discussed in the
appendix. The method is applied to certain problems in
the conduction of heat and to a typical problem in the
flow of gas through a porous medium.
II. GENERAL METHOD OF SOLUTION

where v is the temperature, r is the radius vector, and

is time. Following the standard technique of the Laplace transformation2 we define
t

V=

(2)

and then
V' 2v= pv/K,

(3)

where we have assumed that the medium is initially at

zero temperature. In problems possessing cylindrical
symmetry, the general solution of this differential
equation is

where Io(x) and Ko(x) are modified Bessel functions of

the 1st and 2nd kind, respectively, of zero order. 3
The constants A and B are to be chosen such that the
boundary conditions are satisfied; then,

1
v(r,t)=-.

z,rt

jc+

iOO

e'Ptv(r,p)dp,

(5)

c-i",

where the contour of integration passes to the right of

all singularities of the integrand. The object of this
paper is to present approximate analytical expressions
for vCr,!) which are valid for large values of t, assuming
various boundary conditions.
III. SELECTED PROBLEMS IN HEAT CONDUCTION

The heat conduction equation in a medium possessing

constant diffusivity K may be written

1 a
V2v(r,t) = - -v (r,t) ,
K iJt

fao e-Ptv(r,t)dt,

(1)

* Work done on behalf of Division of Research, U. S. Atomic Energy Commission. Authorized for publication by Director of U. S.
Geological Survey.
1 H. S. Carslaw and J. C. Jaeger, Conduction of Heat in Solids
(Oxford University Press, New York, 1947).

A. Surface, r = a, Held at Constant

Temperature, Vo
Suppose that at t= 0 the temperature of the cylindrical surface having radius a is raised to the temperature Vo and maintained at that temperature. Then, using
2 H. S. Carslaw and J. C. Jaeger, Operational Methods in Applied
Mathematics (Oxford University Press, New York, 1941).
3 G. N. Watson, A Treatise on the Theory of Bessel Function
(Cambridge University Press, New York,1944), second edition.

1453
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1454

R.

H.

RITCHIE

AND

the fact that the temperature must approach zero as

r-+ 00 , we find

Substituting in Eq. (S) and letting r=Kt/a2 , p=r/a

1
fJ/vo=-.
27r~

1
=-

rc+i

OO

dzeTZKo(pz!)/zK o(z!)

(1-2)

dzeTZKo(pz!)/zKo(z!).

(1-3)

<-ioo

27ri .

(0+)

-00

It may be shown2 that the behavior of v for large values

of r may be determined from the behavior of v for small
values of the transform parameter z. Then we expand
the Bessel functions occurring in Eq. (1-3) supposing z
to be small. The contour of integration in Eq. (1-3) is
one which begins at - 00 -ia, proceeds 'around the
origin in a counter-clockwise direction and ends at
OCJ +ia, where a is an arbitrary positive number.
We then find

A.

Y.

SAKAKURA

is discussed in the Appendix. For positive values of k

it may be written exactly. When k is negative it may be
expressed in an asymptotic series which is useful for
large r.
Figure 1 shows a graph of vivo vs T for various values
of p. The curves were calculated from Eq. (1-4) for
large r and were checked by numerical integration of
the real integral representation of Eq. (1-2) for the
smallest T considered. Gemant4 has evaluated some of
these integrals by numerical methods alone.
A quantity of considerable interest is F, the rate of
heat flow across a unit area.

F=_kav=kVO<aJ(O+) dze"Kl(pzl) ,
ar 27rZ -00
z!Ko(zl)

(1-6)

where k is the thermal conductivity of the medium.

Then

X{l-p(2Inp -l)+;]Il-L;Il-2)

+ :4 (:2Y {[ -2p2(4Inp-S)+8P(2Inp-3)-:

At the surface
-8p2(lnp-2)+6Inp-13]I 2-1
+[16p2(Inp-l)+ 16- 26Inp]I 2-2
+32InpI 2-3}+ ... ,

(1-4)

where a=e'Y=1.78107, where ,),=0.S7722 is

Euler's constant and I.k is the abbreviation for
I k(4r/a2). The function
p

(1-7)

The first few terms of the expansion of 1 o- I were given

by Jaeger."
The integrated heat flow Hover r= a is given by

~~[~~~--I===;--f=--=--=:~~~
p
0.6

B. Constant Rate of Heat Flow, Q,

over Surface,

T=

In this case the boundary condition becomes

03

02

av

01

_k
10'

1. Variation of temperature with time for various values

of the radius for constant temperature at the boundary.

FIG.

ar

=Q,

(2-1)

7'=a

A. Gemant, J. App!. Phys. 17, 1076 (1946).

J. C. Jaeger, Proc. Roy. Soc. Edinburgh 61,223 (1943).

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SOLUTIONS OF

THE

HEAT CONDUCTION

1455

EQUATION

where Q is the constant flux of heat over the surface,

r=a. Then

p"

+-1 (4)2
- [-!U+(5/4+p2/2-lnp)U
16 u2

An alternate expansion which is useful for large

values of p2/ r may be obtained by expanding only
zlK1 (zl) in a power series in z. It is necessary to evaluate
one of the resultant integrals by the convolution
theorem. One finds

FIG. 2. Variation of temperature with time for various values

of the radius for constant heat flow at the boundary.

we fmd

2 2) I -2(r/a)
+-1( 1--+-1
+-e- p'/4 T (ln[4r/up]+t) + .. "

4T

where

(2-3)

II:

+! (9/8-3/2Xa+6/ (Xa)2)I 2-1 (r/a)

+ n(1-2/xa+2/(XaY)Iz-3(r/a)},

It is interesting to note that this expansion begins

with a term which is identical to that found in the case
of the constant line source. 6
In Fig. 2 are plotted values of kv/Qa as a function
of T for various values of p.

C. "Radiation" from Surface, r = a, Maintained

at Constant Temperature, Vo
We assume that the temperature of the surface at
Va degrees (for t> 0) and that the
boundary condition is

r= a is maintained at

- av/ ar= X(vo- v),

(Xa)2

+H13/16-17 /4Xa+31/4(Xa)2-6/ (Xa)3)I z-2(T/a)

f'" e- dy.
Y

-EiC -x)=

Xa

(3-1)

as r~a, where X= h/k and h is the surface emissivity

(or film conductance). Then we find

(3-2)

where a= (4/u2)e2IXa. Asymptotic representations for

v/vo may be found in the same way.

D. Constant Cylindrical Surface Source

If we suppose that at r= a there is a steady cylindrical
source of heat which delivers heat to the conducting
medium (both inside and outside the cylinder) at a
constant rate Q per unit area, it may be easily shown
that for r>a

Q/ k

v=-.
27r~

vakX

Fr=a= 27ri

jC+i<" dz
(}-'oo

K 1 (zl)

z/ZTZ!K1(z!)+XaKo(zt)'

c+ioo

(}-.oo

dz
-eTZKO (pz!)Io Czi).

(4-1)

Expanding both Ko(z!) and Io(z!) we find

1 { 4r
kv/Q=- In2 up2

(_)n+l 1 n
+L:----L:
00

The flow of heat per unit area of the cylinder per unit
time over the surface r= a is given by

(3-4)

n=1

nn!

(4r)"

<=0

[(n)
r

pn-r

]Z}

(4-2)
'

while if we expand Io(z!) but not KoCzt)

(3-3)

Expanding the integrand for small z and collecting,

(4-3)
6

See reference 1, p. 221.

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R. H.

1456

RITCHIE AND A. Y. SAKAKURA

IV. FLOW OF GAS THROUGH POROUS MEDIA

The phenomenological theory of gas flow through a

porous medium was developed by Muskat,7 and the
relevant equations are

where F is given in Eq. (1-6) with the replacement of

the thermal conductivity k, by k'Yo/,u(1+m).
Of interest is the quantity, G(t)=27raF(a,t) which
is the amount of gas/sec/unit thickness of gas producing
horizon produced at the well. Clearly,

(5-1)

(1-7)'

F= --Vp
k'Y

p.

I I kp.l+mvpl+m I,
=

- - _'Yo
_

where Go is the rate of production at t=O. The accumulative production

(5-2)

G(t) =

where k= permeability in darcies, p= gas pressure in

atmosphere, ,u= viscosity of the gas in centipoise,
j=porosity of the medium, F=mass flux in g/cm2sec, and 'Y = 'Yopm= density as a function of pressure, and
'Yo, m constants.
The boundary conditions to be satisfied for the case
of a gas well are that p(r,O) = po(r) and at the outer
boundary, r= b, p(b,t) = p. Either the flux or the pressure is specified at r= a. The function po(r) is a steadystate solution of (5-1) satisfying the boundary conditions that po(a)= p} and po(p) = p . With the change of
variable v= [po(rn+m_[p(rn+m and K=kp./,ujm the
equation becomes

V2v=~[POl+m(r)-Vrl/(Hm) avo
K

p.Hm

G(t)dt= 27ra(G ot- H),

(1-8)'

with the reinterpretation for k and K as indicated

earlier.

B. Constant Flux F over Surface, T = a

p(r,t)l+m= po(r)t+m+v(p,r),

(2-2)'

where v(p,r) is given by (2-2) with the replacement of

Q by Fo and k by k'Yo/,u(1+m).
Now examining the leading term of (1-4)' in the case
where po(r)=p. which represents a well shut down and
at equilibrium with reservoir pressure,

(5-3)

at

Equation (3) can be considered a heat conduction

equation with variable "diffusivity." In most cases, the
square bracketed quantity is nearly unity, so the first
approximation to the solution of (3) can be obtained
without difficulty. Although the heat conduction problem in an annular cylindrical volume can be solved in
terms of Fourier Bessel series8 the largeness of the ratio
b/ a precludes the representation of the function by a few
terms of the series. However, since all physical disturbances are propagated with a finite velocity, the
finite reservoir problem can be considered to be equivalent to an infinite reservoir problem prior to the arrival
of the disturbance at the outer boundary. Then the
present problem reduces to those treated previously.

which compared to steady-state solution 9

immediately yield the time at which the steady-state

behavior is reached and the infinite reservoir approximation should be dropped, i.e., when

(4ro/ (J2)1= b/ a.
Thus

2
to= (~)2 (J2(p. j ma2) = b (J2 ,ujm.
a 4
kp.
4 kp.

A. Constant Well Head Pressure

Then

pHm(r,t) = pol+m(r)-v(p,r),

(1-4)'

where v(p,r) is given by (1-4) with vo=t:.pl+m= (pwO)Hm

- pwHm and T defined in terms of "diffusivity" is
defined in this section.
The mass flux (g/cm2/sec) is given by

k 'Yo a
F=- - - _pOl+m(r) ,
p. l+m ar

It should be noted that when r= To, the mass flux F also

approximates the steady-state value.
Thus formulas (4), (5), (6), and (7) are valid when
lr:-:;To or when

(1-6)'

7 M. Muskat, The Flow of Homogeneous Fluids Through Porous

Media (McGraw-Hill Book Company, Inc., New York, 1937),
pp. 127-136.
8 See reference 1, p. 180.

The effect of nonlinearity can be shown to be small

by noting that it enters only through the diffusivity.
8

See reference 7, p. 682.

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SOLUTIONS OF THE

HEAT

This in tum affects only T, which appears logarithmically in Eq. (5).

A more detailed analysis of this problem for the case
m= 1 appears elsewhere. 10

1457

CONDUCTION EQUATION

where y= lnx and

k
A;Ie=(-). (

die-a

-dple-

r(I-II)

Re(lI) <1

d
- --r(lI)
(k) L (k-S) (d- -Sill1!'lI)
r

APPENDIX
= (-).

The fundamental relationship considered below is

k--.

r=O

dll r

11'

r
-

dllle-r-a

Re(p) >0

where II and k may be integers of either sign and x is

real and positive.
For the sake of convenience, different representations
of I,k(x) will be given below depending upon the values
assumed by p and k.
Case I: k>O, II arbitrary.
From the relation

(A4)

These derivatives can be expressed in terms of polygamma functions. In Table I, the As',k for 11= -1,0, 1,
2, 3, and k= 1, 2, 3 are listed.
Case II (a)-k <0, II arbitrary.
When k= -l, a negative integer, the following procedure was adopted, which differs from that originally
given by RitchieY By definition

(A2)
it is obvious that for integral k greater than zero,
die

J.k(x) =-J.O(x) =
dille

Ie

A;k y8 X-',

.=0

TABLE

AS-1,1
As-u
As-1,a
A s o.1
A s o,2
Aso,a
A S"+!
As';t2
As"a
A S2,1
As,2
A s 2,3
A S3,1
A s 3,2
A s 3.3
BS-1,-1
B S-1.-2
B S-1,-.
B SO,-1
B 8O.-2
B SO,-3
B S,,-1
BS,,-2
B 8,,-3
B 82,-1
B8',-2
B 82.-3
B 83.-1
B 83.-2
B 83,-3

0.422784
-0.466187
-1.14655
-0.577215
-1.31176
0.252016
-1
1.15443
3.93527
1
0.845569
-7.39856
-2
-3.671137
12.260419
1
1
1
1
1
1
0
0
0
0
0
0
0
0
0

(A3)

where the contour C lies to the left of the pole at w= ell

since the residue evaluated at that point yields an exponentially increasing term in T which is physically
unacceptable. Thus the contour consists of (1) 1,
straight path below the branch cut extending from
00 e- r ' to xc"'; (2) 2, straight path above the branch

I. Coefficients of asymptotic expansion formula.

4

-1
-0.845569
1.39856
-1
1.154431
3.93527
0
2
-3.46329
0
-2
-2.53671
0
4
11.0734
0.422784
0.845569
1.26835
-0.577215
-1.15443
-1.73165
-1
-2
-3
1
2
3
-2
-4
-6

0
1
1.26835
0
1
-1.73165
0
0
-3
0
0
3
0
0
-6
-0.466187
-1.39856
-2.79712
-1.31176
-3.93527
-7.87054
1.15443
3,46329
6.93659
0.845569
2.53671
5.07341
-3.69114
-11.0734
-22,1468

0
0
-1
0
0
-1
0

0
0
0
0
0
0
0

0
0
0
0
0
0
0

0
0
0
0
0
0
0
-1.14655
-4.58618
-1.64655
0.252016
1.00806
2.52015
3.93526
15.7411
39.3527
-7.39856
-29.5942
-73.7856
12.2604
49,0417
122.604

0
0
0
0
0
0

-0.589260
-2.94630
-8.83890
3.99693
19.9846
59.9539
-1.00806
-5.04032
15.1209
-14.7330
-73.6651
-220.995
59.0603
295.301
885,904

0
0
0
0
0
0
0
2.11743
12.7046
44.4660
5.06373
30.3824
106.338
12.4851
74.9104
262.186
25.0249
150.150
525.524
23.6152
141.691
495.918

10 A. Y. Sakakura, "A note on the transient gas flow problem," Trace Elements Investigation Report 329, U. S. Geological Survey
(1953).
11 R. H. Ritchie, thesis for M.S. degree, University of Kentucky (1949).

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1458

R.

H.

RITCHIE

AND

cut extending from xe'-' to 00 er , ; and (3) e' consisting

in turn of (a) straight path extending from xe-'" to e- ri
and (b) positive circuit about the unit circle around the
origin from e- r , to er , and (c) straight path, extending
from eri to xe"'. Now

A.

Y.

SAKAKURA

where
B ..._t=(-1)(_)8~{
I
S
dv 8 r(l-v)
= (_

.~O

S 7=0

7r

dv r

dk - T- S
x--r(v),
dV k-'-8

(-I) (-lnW)8
--

Re[vJ>o,

(A13)

which are tabulated in Table I.

Now,

Re[vJ<l

)8( -I) ~ (k-S) {~(Sin7rv)}

and so can be neglected for large x.

Now on e',
[lnw-yJ-I= (_y)-I 2:

l
f'

(A14)

where

where 11 and 12 are the integrals of the remainder term

around the paths C'(a)+e'(c) and C'(b), respectively.

0::; 0::; 1. Thus,

Now

and
where the remainder is

2e
<---rr(l+N)/2.

(A16)

-N+3

(A9)

The denominator of the integrand in Eq. (A1S) becomes

minimum for
The integrals in Eq. (8) can be written

Thus one may show that

(AI7)

dv r(I-v)

neglecting terms of the order of e- X Thus, if we let p

be the modulus of the ratio of the absolute value of the

It can be shown that

TABLE

II. Derivatives of the gamma function.

~
0
1
2

Thus

.'1

1.-1 (x) "-x-' ( _y)-I

2:

Bs'-lr,

(AI2)

1
-0.5772
1.9781
-5.4448
23.5614

1566
1199
7442
7402

1
0.4227
0.8236
0.4894
1.7819

8434
8067
6154
7626

2
1.8455 6868
2.49293002
3.4499 6510
5.5217 9868

8=0

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SOLUTIONS

OF

THE

HEAT

remainder to that of the last retained term,

(A1S)

and p-->O as y---->oo, and thus the series (13) is an asymptotic one.
Case II (b)-k <0, v~o.
An alternate representation for Iv-l(x) which is valid
only if v~ may be obtained by the following procedure.
We may convert the expression in Eq. (Al) into a real
integral by integrating around the branch cut on the
negative real axis in the z plane, as long as 1'>0. Then
if k = -l, i.e., k is a negative integer,

(-x)-V
IV-l (x) = - - 21ri

foo w,,-le-wdw

11"

LN
n=0

(-l) r(n)(v)( - )V+l

n
sin[ (n+D tan-Sl
X------

EQUATION

1459

In Table II are tabulated some values of r(n)(v)

which were calculated from tables of the gamma and
polygamma function. 12
In case v= 0, the above representation does not hold.
However, we may obtain a useful expansion by making
a parts integration on Eq. (Al) before converting into
a real integral. Then the result is

1
IO-I(X)"'11"

(-I)!

n~O

(-I-n+1)!n!

L (- )n+l-l

r<n)(1)

sin[ (n+l-1) tan-I; J

X

[f+r](n+H) /2

(A21)

The special case 1= 1 has been given by Spencer and

Fano l3 previously. That the series given in Eqs. (A20)
and (A21) are asymptotic may be proved by a procedure
similar to that employed in discussing Eqs. (A14) et seq.
CONCLUSION

We now assume that the terms in the bracket may be

expanded into a power series around the point Inw=O,
and that the terms in the series may be integrated term
by term. We find, then

(-x)-V
I,-I(X)"-'_-

CONDUCTION

(A20)

The solutions to case A' have been used to correlate

the origin of radon gas found in certain Panhandle gas
fields. It is obvious that from Eq. (1-6)' the velocity of
the gas can be derived. The integration of the resulting
kinematical equation of motion would yield the travel
time of radon, initially at rest. The Eq.(5-1O) 'allows
one to estimate the duration of transient ,states :in the
reservoir, facilitating the use of steady-state solutions in
the calculation of radon transport by natural gases. It
is obvious that any problems in percolative transient
motion through porous media with cylindrical symmetry as treated by Muskat should be amenable to the
Laplace transform solution as outlined in this paper.
12 H. T. Davis, Tables of the Higher Mathematical Function
(Principia Press, Inc., Bloomington, Indiana, 1933), Vols. I and II.
13 L. V. Spencer and U. Fano, Phys. Rev. 93, 1172 (1954).

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