If the outer wall is being cooled, then that's the boundary condition, heat convection at r=r_o. If its a cylinder, then there is no r=0 boundary condition. The solution is a Bessel function which at zero you can simply cancel one of them out...man I worded that poorly.
At zero, you have (IIRC) something like T(r) = I(r) + J(r). I believe one of those functions goes to infinity at zero, so you can cancel it out.