## Are you sure?

This action might not be possible to undo. Are you sure you want to continue?

Mihir Sen Department of Aerospace and Mechanical Engineering University of Notre Dame Notre Dame, IN 46556 May 6, 2008

Preface

These are lecture notes for AME60634: Intermediate Heat Transfer, a second course on heat transfer for undergraduate seniors and beginning graduate students. At this stage the student can begin to apply knowledge of mathematics and computational methods to the problems of heat transfer. Thus, in addition to some undergraduate knowledge of heat transfer, students taking this course are expected to be familiar with vector algebra, linear algebra, ordinary diﬀerential equations, particle and rigid-body dynamics, thermodynamics, and integral and diﬀerential analysis in ﬂuid mechanics. The use of computers is essential both for the purpose of computation as well as for display and visualization of results. At present these notes are in the process of being written; the student is encouraged to make extensive use of the literature listed in the bibliography. The students are also expected to attempt the problems at the end of each chapter to reinforce their learning. I will be glad to receive comments on these notes, and have mistakes brought to my attention.

Mihir Sen Department of Aerospace and Mechanical Engineering University of Notre Dame

Copyright c by M. Sen, 2008

i

Contents

Preface i

I

Review

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

1

2 2 2 2 3 3 3 3 5 5 5 7 8 8 8 9 9 11 11 11 11 11 11 11 13 14 15 15 15 15

1 Introductory heat transfer 1.1 Fundamentals . . . . . . . . . . . . . . . . 1.1.1 Deﬁnitions . . . . . . . . . . . . . 1.1.2 Energy balance . . . . . . . . . . . 1.1.3 States of matter . . . . . . . . . . 1.2 Conduction . . . . . . . . . . . . . . . . . 1.2.1 Governing equation . . . . . . . . 1.2.2 Fins . . . . . . . . . . . . . . . . . 1.2.3 Separation of variables . . . . . . . 1.2.4 Similarity variable . . . . . . . . . 1.2.5 Lumped-parameter approximation 1.3 Convection . . . . . . . . . . . . . . . . . 1.3.1 Governing equations . . . . . . . . 1.3.2 Flat-plate boundary-layer theory . 1.3.3 Heat transfer coeﬃcients . . . . . . 1.4 Radiation . . . . . . . . . . . . . . . . . . 1.4.1 Electromagnetic radiation . . . . . 1.4.2 View factors . . . . . . . . . . . . 1.5 Boiling and condensation . . . . . . . . . 1.5.1 Boiling curve . . . . . . . . . . . . 1.5.2 Critical heat ﬂux . . . . . . . . . . 1.5.3 Film boiling . . . . . . . . . . . . . 1.5.4 Condensation . . . . . . . . . . . . 1.6 Heat exchangers . . . . . . . . . . . . . . 1.6.1 Parallel- and counter-ﬂow . . . . . 1.6.2 HX relations . . . . . . . . . . . . 1.6.3 Design methodology . . . . . . . . 1.6.4 Correlations . . . . . . . . . . . . . 1.6.5 Extended surfaces . . . . . . . . . Problems . . . . . . . . . . . . . . . . . . . . .

ii

CONTENTS

iii

II

**No spatial dimension
**

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

17

18 18 19 20 21 21 21 22 22 22 23 24 25 25 26 26 27 27 28 28 29 29 30 31 31 31 31 31 32 32 33 33 33 34 35

2 Dynamics 2.1 Variable heat transfer coeﬃcient . . . 2.1.1 Radiative cooling . . . . . . . . 2.1.2 Convective with weak radiation 2.2 Radiation in an enclosure . . . . . . . 2.3 Long time behavior . . . . . . . . . . . 2.3.1 Linear analysis . . . . . . . . . 2.3.2 Nonlinear analysis . . . . . . . 2.4 Time-dependent T∞ . . . . . . . . . . 2.4.1 Linear . . . . . . . . . . . . . . 2.4.2 Oscillatory . . . . . . . . . . . 2.5 Two-ﬂuid problem . . . . . . . . . . . 2.6 Two-body problem . . . . . . . . . . . 2.6.1 Convective . . . . . . . . . . . 2.6.2 Radiative . . . . . . . . . . . . Problems . . . . . . . . . . . . . . . . . . . 3 Control 3.1 Introduction . . . . . . . . . . . . . . . 3.2 Systems . . . . . . . . . . . . . . . . . 3.2.1 Systems without control . . . . 3.2.2 Systems with control . . . . . 3.3 Linear systems theory . . . . . . . . . 3.3.1 Ordinary diﬀerential equations 3.3.2 Algebraic-diﬀerential equations 3.4 Nonlinear aspects . . . . . . . . . . . . 3.4.1 Models . . . . . . . . . . . . . 3.4.2 Controllability and reachability 3.4.3 Bounded variables . . . . . . . 3.4.4 Relay and hysteresis . . . . . . 3.5 System identiﬁcation . . . . . . . . . . 3.6 Control strategies . . . . . . . . . . . 3.6.1 Mathematical model . . . . . . 3.6.2 On-oﬀ control . . . . . . . . . . 3.6.3 PID control . . . . . . . . . . . Problems . . . . . . . . . . . . . . . . . . .

III

**One spatial dimension
**

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . of convective ﬁn . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

37

38 38 38 38 39 41

4 Conduction 4.1 Structures . . . . . . . . . 4.2 Fin theory . . . . . . . . . 4.2.1 Long time solution 4.2.2 Shape optimization 4.3 Fin structure . . . . . . .

. . . . 4. . . . . . . . . . . . . . . . . . . . . . . . . .8. .2 Eccentric annulus . . . .1 Control with heat transfer coeﬃcient . . . . . . . . . . . .5 Periodic inlet and ambient temperature . . . .1. . . . . . . . . . . . . . . . . . . .2 Multiple room temperatures . .3 Perfectly insulated duct . . . . . . .5 Perturbations of one-dimensional conduction 4. . . . . . . . . . 4. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .6 Eﬀect of wall . . . . . . . . . . . . .3. . . . . . . . . . .9. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5. Problems . . . . . . . . . .5. .2 Energy equation . . . . . . . . . . . 5. 4. . .1 Hydrodynamics . . . . . . . . . . . .9 Stability by energy method . . 4. . . .1. . . . . . . . . . . . . . . . . . . . . . . . . . . . .5. . . . .4. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5. . . . . . . . . . . . . . . .3 Single duct . . . . . . . . . . . . . . . . . . . . . . . . 5. .6 Transient conduction . . . . . . . . . . . . . . . . . . . . . . . . . . .7 Radial ﬂow between disks . . . . . . . . . . . . . . . . . . . . . 4. . . . . . . .1 Annular ﬁn . . . . . . . . . . . . . . . . . . . 4. . .1 Known heat rate . 5. . . . . . . . . . . . . . . 5. . Problems . . . 5.1 Temperature-dependent conductivity . . .9. . . . 5. . . . . . . . . . . . . . . . . . . . . . . . 5. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 41 43 43 43 44 46 47 48 51 51 51 52 52 53 55 55 57 57 57 57 59 60 61 62 62 63 64 64 64 65 65 66 67 68 69 69 70 73 73 73 73 74 74 76 5 Forced convection 5. . . . . . . . . . . . . . . . 5. . . . . . . . . . . . . . . . . . . . .6 Regenerator . . . . . . . . . . . 5. .9. . . . . . . . . . . . . .9. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4. . . . . . . 4. . . . . . . .9. . . . . . . . . . . . 5. . . . .2. . . . . . . . . . . . . . . . . . . . . . . . .2 Thermal networks . . . . . . . . . . . . . . .1 Hydrodynamics . . . . . . . . . . . . . . . . . .3. . . . . . . . . . .4 Two-ﬂuid conﬁguration . . . . . .1 Steady state . 4. . . . . . . . . . . . . . .4 Temperature in long duct . . . . . . . 4. . . . . . . . . . . . . . . . . . .4 Constant ambient temperature . . . . . . . . . . . . . . . . . . . . 5. . . . . . . . . . . . 5. . . . . . . . . . . .3 Long time behavior . . . . . . . . . .1 Linear . . . . . . . . . . . . . . .2 Momentum equation . . . . . . . . . . . . . . . . .8 Networks .3. . . . . . . . . . . . . . . . . 5. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .3. . . . . . . . .3 Two rooms . . 4. . . . . . . . . . . . . . .9. . . . . . . . . . . . . . . . . . . . . . . . . . 5. . 5. . . . . . . . . . . . . . . . . . . . . . .2 Unsteady dynamics . . . . . .4 . . . . . . . . . . . 4. . . . . . . .3. . . . . .5 Flow between plates with viscous dissipation . . . . . . . . . . . . . . . . . . . . . .8. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .8 Nonlinear diﬀusion . . . . . . . . . . . . . . .2 Nonlinear . . .2. . . . . . .7 Linear diﬀusion . . . . . . . . . . . . .1 Mass conservation . . . . . . . . . . . . . . . . . . .CONTENTS iv Fin with convection and radiation . . . . . . . . . . . . . . . . 5.12 Thermal control . . . . . . . 5. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .9 Thermal control . .11 Non-Cartesian coordinates . . 5. . . . . . . . . . . . . . . .10 Self-similar structures . . . . . . . . . . . . . . . . . . . .3. . . . . . . . . . . . 5. . 5. . . . . . . . . . . 5. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .13 Multiple scales . . 5. . . . . . . .1. . . . . . . . . . . . . . . . . . . . 4. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4. .2 Convection with known outside temperature 5. . . . . . . . . . . . . . . . . . . . . . .

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Problems . . . . . . . . . . . . . . . . . . . . . . . . . . .6 Thermal control . 8. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .1 Mass conservation . . 9. . . . . . . . . . . . . . . . . . . . . . . .2. . . . . . . . . . . . . . . . . . . . . . . .2 Steady State . . . . . . . . . . . . .4 Multiple solutions . . . . . . . . . . . . . . . . . . . . .1 Stefan problems . . . . . . . . . . .4 Nonlinear analysis . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9 Forced convection 9. .2 Axial conduction eﬀects . . . . . . . . . . .1. . . . . . . . . . . . . . . . . . 6. . . . . . . . . . .1 Modeling . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6. . . . . . . . . . . . . . . . . . . . . . . . . . . . . .2. . . . . . . 6. . . . . . . . . . .6 Falkner-Skan boundary ﬂows Problems . . . . . .5 Perturbation of one-dimensional ﬂow . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 78 78 78 79 80 81 81 85 88 93 101 106 107 108 109 112 116 119 119 119 7 Moving boundary 123 7. . . . . . . . . . . . . . . . . . . . . . . 6. . . . . . . . . . . . . . . . . .2. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .2 Goodman’s integral . . . . .2 Momentum equation . . . . . . . . . . . . 6. . . . . . . . . . . . . . . . . . . .3 Energy equation . . . . . . . . . . . . . . . . . . . . . . . .1. . . 6. . .1. . . . . . . . . . . . . . . . . . .2. . . . .1 Neumann’s solution . . . . . . . . . . . . . . . . . .1 Low Reynolds numbers . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6. . . . . . . . . . . . . . 124 IV Multiple spatial dimensions . . . . . . .4. . . . . . . . . . . . . 6. . . . . . . . . . . . . . . . . . . . . . . . . . . . .3 Leveque’s solution . . .1 Steady state. . . . . . . . . . . . . . . 6. . . . . . . . . . . . . . . . . .4 Dynamic analysis . . . .3 Radiating ﬁns . . . . 6. . . .2 Transient problems .3 Known wall temperature . . . . . .5 Nonlinear analysis . . . . . . . .1 Steady-state problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .3 Dynamic Analysis . . . . . . . . .CONTENTS v 6 Natural convection 6.2. . . . . . . . . . . . . . . . . . 123 7. . . .4 Non-Cartesian coordinates . . . . .4. . . . . . . 9. . . . . . . . . . . . . . . . . . . . .1. Problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 123 7. . . . . . . . . . . . . .1 Modeling . . . . . . . . . . . . . . . . . . . . . . . . . . . 9. . . . . . .2 Potential ﬂow . . . . . . . . . . . .2 Known heat rate . . . no axial conduction 6. . . . . . . 8.4. . . . . . . . . . . . . . . . . . . . . 6. . . . . . .3 Toroidal geometry . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8. . . . . . . . . . . . . . 6. . . . . . . . . . . . . . 6. . 9. . . . . . . . . . . . . . . . . . . . . . . . . . . .4. . . . . . . . . . . . . . 6. . . . .2. . 9. . . . . . . . . . . . . . . . .1 Two-dimensional ﬁn 8. . . . . . . . . . . . . . . .2. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6. . . . .1 Two-dimensional ﬂow 9. . . . . . . .1. . . . . . . . . . . . . . . . . 125 126 126 126 126 127 127 127 128 128 128 128 128 128 128 132 132 8 Conduction 8. . . . . 6. . .5 Plate heat exchangers . . . . . . . . . . . . . . .4 Mixed condition . . . . . . . . . . . . . . . . . . . . . . . . . . .

. . . . . . . . . . . . . . . . . . . . . . . . . . . .2 Cavities . . . 11. . . . . . . . . . . . . . . . . . . . . . . . . . .2. . . . . . . . . . . . . . . . . . 15. . . . . . . . . . . . . 12 Moving boundary 148 12. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .3 Brinkman’s equation . . . . . . . . . .1 Diﬀusion by random walk . . . . 11. . 11. . . 10. . . . . . . . . . . . . . . 11.2 Forced convection . . . 10. . . . . . . . . . . . 15. . .1 Mathematical models . . 148 V Complex systems 149 13 Radiation 150 13. . . . . . . .1 Single atom type . . . . . . .1 Relaxation-time approximation 15. . .2. . . . . . . . . 152 152 152 153 153 153 154 154 155 156 16 Bioheat transfer 157 16. .2 Two atom types .1. . . .1. 11. . . . . . . . . . . . . .1 One-dimensional . . . . .3. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 15. . . . . . . . . . . . . . . . . . . . . . . . . . . . . .3 Phonons . . . . . . . . . . . . . .2 Multi-dimensional . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .3 Natural convection .1 Plane wall at constant temperature . . . . . . . . . . .1. . . . . . . . . .3 Thermal wakes . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 150 14 Boiling and condensation 151 14. . . . . . . . . . . . . . . . . . . . . . . . .2 Boltzmann transport equation . . . . . . . . . . . . . . . . .3. 157 . . . . . .3. . . . . . . .2. . . . . . . . . . . . . . . . . . . . . . . . . . . . 11. . . . . . 11. . . . . . . . . . . . . . . . . . . . . . . . . 15. . . . . . . . 15. . . . . . . . . . . . . .1. . . . . . . . . . . . . . . . . . . . . . . . . . . . .2 Forchheimer’s equation . . .4 Thin ﬁlms . . .1 Governing equations .1 Stefan problems .3. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .2. . . . . . . . . . . . . . . . . . . . . . . 133 133 133 133 133 134 134 134 134 135 135 135 135 137 138 139 139 142 147 11 Porous media 11. . . . . . . . . . . . . . . . . .3 Marangoni convection Problems .1 Darcy’s equation . . . . . . . . . . . . . . . . .1 Homogeneous nucleation . . 11. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 11. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .2 Stagnation-point ﬂow . . . . . . . . . . . . . . . . . . .1 Governing equations .1 Linear stability . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 15. . . . . . . . . . . . . . . . . . . . . .CONTENTS vi 10 Natural convection 10. . . . . . . . . . . . . . . . . . . . . . . . . . . . 15. . . . . . . . . . . . . . . . . . . . . . .4 Energy equation . . . . . . . . . . . . 11. . . . . . . . . . . . . . . . .1. . . . . . . . . . . . . . . . . . . . . . . . . . . 11. . . . . . . . . . . . . . . . .1 Monte Carlo methods . . . . . . . . . . . . . . .1. . . . . . . . . . . . . . . . 150 Problems . . . . . . . . . . . . . . . . . . 151 15 Microscale heat transfer 15. . . . . . . . . . . . . . . . . . . . . . . .2 Steady-state inclined layer solutions Problems . . . . . .

. . A. . .3 Knopp function . . . . . . . . . . . .3 Heat transfer augmentation . . . . . . . . . . . . . Problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 17. A. . . . . . . . . . . . . . . . . . . . .1 Fin analysis . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 158 158 158 158 158 158 158 158 159 159 159 159 161 161 162 165 165 166 166 166 166 166 VI Appendices . .8. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .4 Dynamical systems . . . . . . . . . . . . A. . . . . . . . . . . . . . . . . . A. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 17. . . . . . . . . . . . . . . .11.1 Genetic algorithms . . . . . . . . . . . . . .5 Julia set . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 17. . . . . . . . . . . . . . . 17. 169 170 170 171 171 171 171 172 172 172 172 172 173 173 174 174 176 177 177 179 181 181 A Mathematical review A. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 17. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 17. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .4. . .8 Correlations . . . . . . . . . . . . . . . . . . . . . . . . . . .1. . . . . . . . . . . . . . .5 Singularity theory . . . .1 Heat exchangers . . . . . . A. . . . . . . . . . . . . . . . . .4. . . . . . . . . . . .4. . . . . . . . . . . . . . . . . . . . . 17. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .1 Stability . . . . . . . . . . . . . . . . . . A. . . . . . . . . . A. . A.4 Maldistribution eﬀects . . . . . A. A. . . . . . . . . . . . . . . . . . . . . . . . .1. . . . . . . . . . . . . . . .2 Other applications . . . . . . . . . . . . . . . . . .8 Three-dimensional systems . . . . . . . . . . . . . . A. .4 Weierstrass function . . . . . . . . . . . . . . . . . . . .2. . . . . . . . . . . . . . . . . . . . . . . .5 Examples of bifurcations . . . . . . . . . .2 Porous medium analogy . . . . . . . . . . . . . . . . .2 Artiﬁcial neural networks 18. . . . A. . . . . . . . . . . . . . . . . . . . . . . . . . . .11. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .4. . . . . . . .11Control of complex thermal systems 17. . . . . 17. . . . . . . . . . . . . . . . .12Conclusions . . . . . . . . . . . .4. . . . . . . . . A. . . . . . . . . .7 Two-dimensional systems . . . .1. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .1 Least squares method . . . . 17. . . . . . . . . . . . . . .1 Fractals . . . . .1.4. . . .2 Routh-Hurwitz criteria . 17. . . . . A. . . . . . . . . . . . . .6 Radiation eﬀects . . . . . . . . . . . . . . .3 Vector spaces . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .6 Unfolding and structural instability A. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . A. . 17. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .4 One-dimensional systems . . . . . . . . . . . . . . . . . . .2 Perturbation methods . . . . . . . . . . . 17. . . . . . . .3 Bifurcations . .9 Compressible ﬂow . . . Problems . . . . . . . . . . . . . . . . . .4. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .7 Transient behavior . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .1. . . . . . . . . . . . . . . . .4. . . . . A. . 18. . . . . . . . . . . . . .1 Cantor set . . . . . . . . . . . . . . .4. . . . . . . . A. . . . . A. . . . .10Thermal control . . . . . .9 Nonlinear analysis .CONTENTS vii 17 Heat exchangers 17. . . . . . . . . .6 Mandelbrot set . . . . . . . . . . . . . .2 Koch curve . . .1. . . . .1 Hydronic networks . . . . . . . . . . . . . . . . . . . . 17. . . 18 Soft computing 18. . . . . . . . . . . . .5 Microchannel heat exchangers . . . . . .

. . Problems . . . . . . . . . . . . . . . . . . . . . . . Problems . . . .3. B. . . . . . . . . . . . . . . . . . . . . 182 182 183 183 184 184 184 186 187 187 187 187 187 187 188 189 209 221 B Numerical methods B. .3. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . A. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . B. . . . . . . . . . . .3 Chebyshev Galerkin . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . B.7 Waves . . .3. . . . . . . . . . . . . . . . . . . . . . . . . . .CONTENTS viii A. . . . . . . . . . . . . . . . . B. . . . . . . . . . . . . . . . . . . B. . .3. . . .2 Finite element methods . . . . . . . . . . .1 Finite diﬀerence methods . . . . . . . . . . . . . .1 Eigenfunction expansion A. . . .3. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .3 Spectral methods . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .5 Moments . . .4 MATLAB . . . . . . . . . . . . . . . . . . . .2 Trigonometric collocation B. . . . . . . . . . .1 Trigonometric Galerkin . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . B. . . . . . . . . . . . . . . . . . . . . . . C Additional problems References Index . . .4 Legendre Galerkin . . . . . . . . . .6. . . . . .6 Partial diﬀerential equations . . . . . . . . . . . . . B. . . . .

Part I Review 1 .

for example. The third law says that the entropy of an isolated system cannot decrease over time. 138. 26. 14. 1. 183. 22. 177. 111.1. 155. Both heat transfer and work transfer increase the internal energy of the body.2 Energy balance The ﬁrst law gives a quantitative relation between the heat and work input to a system. 1 We will not distinguish between the speciﬁc heat at constant pressure and that a constant volume. Two bodies are in thermal equilibrium with each other if there is no transfer of heat between them. 24. More advanced books are. If there is no work transfer.1) ∂t where Q is the heat rate over the surface of the body. 117. the increase in internal energy is equal to the net heat and work transferred in. 76. 19. The laws of thermodynamics govern the transfer of heat. 65. so that the heat ﬂux coming in must be equal to that going out. 207. [206. 90.1. 2 . 80. 88.1 Fundamentals Deﬁnitions Temperature is associated with the motion of molecules within a material. 20. 34. Heat is the energy transferred between two points at diﬀerent temperatures. 112. including vibrational and rotational motion. 1. The zeroth law states that if each of two bodies are in thermal equilibrium with a third. 106. 212]. being directly related to the kinetic energy of the molecules.Chapter 1 Introductory heat transfer It is assumed that the reader has had an introductory course in heat transfer of the level of [12. 211]. A classic work is that of Jakob [94]. 188. According to the ﬁrst law. 122. Example 1. then ∂T Mc =Q (1. The change in internal energy can be written in terms of a coeﬃcient of speciﬁc heat1 as M c dT . A surface cannot store energy. then they also are in equilibrium with each other.1 1. 210.1 Show that the above statement of the third law implies that heat is always transferred from a high temperature to a low.

1. we will deﬁne the enthalpy of transformation2 as the change in enthalpy that occurs when matter is transformed from one state to another.7) Consider the ﬁn shown shown in Fig. 100.1.9) (1. the convective heat loss from the side.4) qx = O(ks L Transverse heat ﬂux ′′ qt = O(h(Tb − T∞ )) (1. 1. Conduction 3 1. .3) Fin eﬀectiveness ǫf : This is the ratio of the ﬁn heat transfer rate to the rate that would be if the ﬁn were not there. Longitudinal heat ﬂux Tb − T∞ ′′ ) (1.2.1 Governing equation ∂T = α∇ (k · ∇T ) + g ∂t 1. Again.6) which gives a condition on the Biot number Bi = hL ≪1 k (1. and k(T ) is the coeﬃcient of thermal conductivity. 1.2.2) where q is the heat ﬂux vector. thermodynamics dictates the rules under which these changes are possible. liquids and gases as well as the transformation of on to the other. The energy ﬂows are indicated in Fig. and the radiative loss from the side are qk qh qr 2 Also dT dx = hdAs (T − T∞ ) 4 = σdAs (T 4 − T∞ ) = −ks A (1.1.2 Fins (1. 1. 68.2 Conduction [31.3 States of matter We will be dealing with solids. The conductive heat ﬂow along the ﬁn.2. 149] The Fourier law of conduction is q = −k∇T (1. 1. 66. Fin eﬃciency ηf : This is the ratio of the ﬁn heat transfer rate to the rate that would be if the entire ﬁn were at the base temperature. 137. For the moment. 136.5) The transverse heat ﬂux can be neglected compared to the longitudinal if ′′ ′′ qx ≫ qt (1.10) called the latent heat.8) (1. 77. T (x) is the temperature ﬁeld.2.

Heat balance gives ρAc from which ∂qk ∂T + dx + qh + qr = 0 ∂t ∂x (1.11) ∂ ∂T ∂T 4 − ks (A ) + P h(T − T∞ ) + σP (T 4 − T∞ ) = 0 (1. 0) = Ti (x). Conduction 4 T ∞ T b x L Figure 1. for a small enough slope. Usually the base temperature Tb is known.12) ∂t ∂x ∂x where ks is taken to be a constant.1: Schematic of a ﬁn. q (x)+q (x) r h T ∞ q (x) k q (x+dx) k Figure 1. The initial temperature is T (x. P (x) ≈ dAs /dx is the perimeter.2: Energy balance. where.1. The diﬀerent types of boundary conditions for the tip are: ρAc • Convective: ∂T /∂x = a at x = L • Adiabatic: ∂T /∂x = 0 at x = L • Known tip temperature: T = TL at x = L .2.

1.17) where the subscript indicates quantities at the base. Conduction 5 • Long ﬁn: T = T∞ as x → ∞ Taking θ τ ξ a(ξ) p(ξ) = = = = = T − T∞ Tb − T∞ ks t Fourier modulus L2 ρc x L A Ab P Pb (1.20) (1.2.19) (1.18) ǫ = β 1.15) (1. the ﬁn equation becomes a where m2 = Pb hL2 ks Ab σPb L2 (Tb − T∞ )3 ks Ab T∞ Tb − T∞ (1. 1.2 and the wall temperatures are Tw.2 . 1.1 and Tw.2. The initial temperature in the wall is T (x.16) (1.23) (1.13) (1.2. .22) Consider a wall with ﬂuid on both sides as shown in Fig.4 Similarity variable ∂2T ∂T =α 2 ∂t ∂x 1. ∇2 T = 0 Let T (x.3.14) (1.5 Lumped-parameter approximation (1. The ﬂuid temperatures are T∞.3 Separation of variables = Steady-state coduction in a rectangular plate.2.1 and T∞. y) = X(x)Y (y).21) ∂θ ∂ − ∂τ ∂ξ a ∂θ ∂ξ + m2 pθ + ǫp (θ + β)4 − β 4 = 0 (1. 0) = f (x).

1 − T∞.1 = Tw.2 ) = 0 dt (1. Conduction 6 T∞.1 ) = ks from which Tw.29) There are two time scales: the short (conductive) tk = L2 ρc/ks and the long (convective) th = Lρc/h.1 − Tw.2 ks T∞. In the long time scale it is possible to show that 0 0 Lρs c where T = Tw.2 − T∞.1 − T∞.25) (1.2 − T∞.2 Tw.28) ∂T ks ∂ 2 T = ∂t ρc ∂x2 (1.2 T∞.2 = h2 (Tw.1 − T∞.2 T∞. the temperature within the slab is uniform.1 = = ks T∞.2 h1 L ≪1 ks h2 L if ≪1 ks if (1.1 − Tw.27) The Biot number is deﬁned as Bi = Transient hL ks (1.2.2 Figure 1.26) (1.1 − T∞.2 − T∞.1 ) + h2 (T − T∞. we have h1 (T∞.1 − T∞.2 Tw.2 h2 L Tw.2 T∞.2 T∞.1 − T∞. 0 0 In the short time scale conduction within the slab is important.2 ≪ T∞.2 h1 L T∞.1 Tw.1 − Tw. and changes due to convection.1 Tw.1 − Tw. and convection from the sides is not. Steady state In the steady state.2 .1 − T∞.3: Wall with ﬂuids on either side. dT + h1 (T − T∞.2 ) L (1. In the long scale.24) Thus we have Tw.1 − Tw.2 T∞.1 − Tw.1 − Tw.2 Tw.30) .1. The ratio of the two tk /th = Bi.1 ≪ T∞.

1.3 Convection [11. 102.4: Convective cooling. Thus. Convective cooling A body at temperature T . T∞ .31) with T (0) = Ti . 99.5 where the nondimensional temperature goes from θ = 1 to θ = 0. Tf is that of the ﬂuid.33) The nondimensional form of the governing equation (1. Tb is its temperature.36) where A is the surface area of the body. 1.32) (1. (1. 104.1. The dimensional time constant is M c/hA.3. 67. we can write q = hA(Tb − Tf ). 95.31) is dθ +θ =0 dτ the solution to which is θ = e−τ (1. The governing equation is Mc dT + hA(T − T∞ ) = 0 dt (1. We nondimensionalize using θ τ = = T − T∞ Ti − T∞ hAt Mc (1. and h is the coeﬃcient of thermal convection. 27. . and is being convectively cooled.35) This is shown in Fig. Convection 7 T∞ T Figure 1. 98.4. 133]. (1. such as that shown in Fig. Newton’s law of cooling: The rate of convective heat transfer from a body is proportional the diﬀerence in temperature between the body and the surrounding ﬂuid.34) 1. 21. is placed in an environment of diﬀerent temperature.

3 Heat transfer coeﬃcients Overall heat transfer coeﬃcient Fouling Bulk temperature Nondimensional groups . 1.3.1 Governing equations For incompressible ﬂow ∇·V ∂V ρ + V · ∇V ∂t ∂T + V · ∇T ρc ∂t 1.5: Convective cooling.1. Convection 8 θ 1 τ Figure 1.3.3.37) (1.38) (1.39) = −∇p + µ∇2 V + f = ∇ (k · ∇T ) + Φ Forced convection Natural convection 1.3.2 Flat-plate boundary-layer theory = 0 (1.

For the overall energy.45) 1. while the radiosity is the energy leaving including the emission plus the reﬂection. equal in all directions).47) where the numerator is the actual energy emitted and the denominator is that that would have been emitted by a blackbody at the same temperature.e.4. Monochromatic radiation is at a single wavelength. Kirchhoﬀ’s law: αλ = ǫλ and α = ǫ.e. Also αλ + ρλ + τλ = 1 (1.50) E(T ) Eb (T ) (1. the reﬂectivity ρλ .44) (1. we have a similar deﬁnition ǫ= so that the emission is E = ǫσT 4 For a gray body ǫλ is independent of λ. 127.43) (1.41) (1. and transmissivity τλ are all functions of the wavelkength λ. The direction distribution of radiation from a surface may be either specular (i. 1.4 Radiation [25.4.42) (1. T ) (1. 58. 209] Emission can be from a surface or volumetric. T ) Ebλ (λ. The absorptivity αλ .48) (1. The emissive power is the emission of an entire hemisphere. and unit solid angle.46) Integrating over all wavelengths α+ρ+τ =1 The emissivity is deﬁned as ǫλ = Eλ (λ.49) . mirror-like with angles of incidence and reﬂection equal) or diﬀuse (i.1 [173] Electromagnetic radiation (1. Irradiations is the radiant energy coming in. unit area.40) (1. Radiation 9 Reynolds number Re = UL ν ν Prandtl number = κ hL Nusselt number N u = k Stanton number St = N u/P r Re Colburn j-factor j Friction factor f = St P r 2τw = ρU 2 2/3 (1. unit wavelength. The spectral intensity of emission is the radiant energy leaving per unit time.1.

Thermal radiation is the part of the spectrum in the 0. J. the maximum of is seen to be at λ = λm . and B = µH. J = gE (Ohm’s law). B. Blackbody radiation Planck distribution [147] Eλ = C1 λ5 [exp (C2 /λT ) − 1] λm T = C3 and C3 = 2897.51) The radiation can also be considered a particles called phonons with energy E= f where is Planck’s constant.8 µmK.56) (1. and µ is the permeability. Maxwell’s equations of electromagnetic theory are ∇×H = J+ ∂D ∂t ∂B ∇×E = − ∂t ∇·D = ρ ∇·B = 0 (1. magnetic induction. Radiation 10 Electromagnetic radiation travels at the speed of light c = 2. it can be shown that ∇2 H − ǫµ ∂2H ∂H − gµ 2 ∂t ∂t ∂E ∂2E 2 ∇ E − ǫµ 2 − gµ ∂t ∂t = = 0 0 (1. and ρ are the magnetic intensity.57) (1. For linear materials D = ǫE. E. electric displacement.670 × 10−8 W/m2 K4 . electric ﬁeld. and charge density.1–100 µm range. where (1. For free space ǫ = 8. d2 T = λ2 T 4 dx2 (1. Stefan-Boltzmann’s law: The total radiation emitted is ∞ (1.53) (1. and µ = 1. For ρ = 0 and constant ǫ.59) Wien’s law: Putting dEλ /dλ = 0.1. D.60) Eb = 0 Eλ dλ (1. where ǫ is the permittivity.54) (1.61) = σT 4 where σ = 5.4.52) where H.8542 × 10−12 C2 N−1 m−2 . g is the electrical conductivity.55) (1.62) .2566 × 10−6 NC−2 s2 .58) √ The speed of an electromagnetic wave in free space is c = 1/ µǫ. g and µ.998 × 108 m/s. current density. respectively. The frequency f and wavelength λ of a wave are related by c = fλ (1.

The ﬁn eﬃciency concept was introduced by Harper and Brown (1922).5 Boiling and condensation [29.5.5. 1.1 1. 198] 1.4. . weight and volume of the heat exchanger.1.4 Boiling curve Critical heat ﬂux Film boiling Condensation Nusselt’s solution 1.6 Heat exchangers [105.1.5. The advantages are savings in cost.6: Parallel and counter ﬂow. Compact heat exchangers are also common in industrial and engineering applications that exchanger heat between two separated ﬂuids. 42.5. Boiling and condensation 11 cold (a) parallel flow hot cold (a) counter flow hot Figure 1.3 1. The eﬀectiveness-N T U method was introduced by London and Seban in 1941.2 1.2 View factors 1.5. 154] Shell and tube heat exchangers are commonly used for large industrial applications. The term compact is understood to mean a surface to volume ratio of more than about 700 m2 /m3 . A possible classiﬁcation of HXs is shown in Table 1.

two-phase convection on other side Two-phase convection on both sides Combined convection and radiative heat transfer According to Transfer processes .1. (c) shell and tube parallel counterﬂow shell and tube mixed. (b) storage. Heat exchangers 12 Table 1. (b) extended surface cross parallel ﬂow. (b) spiral. (c) lamella Extended surface (a) plate ﬁn. (d) shell and tube split ﬂow. (e) shell and tube divided ﬂow Plate Number of ﬂuids Two ﬂuid Three ﬂuid Multiﬂuid Heat transfer Single-phase convection mechanisms on both sides Single-phase convection on one side. (b) tube ﬁn Regenerative (a) rotary disk (b) rotary drum (c) ﬁxed matrix Flow arrangement Single pass (a) parallel ﬂow (b) counterﬂow (c) crossﬂow Multipass (a) extended surface cross counter ﬂow.6. 1981 Types of HXs Examples Direct contact Indirect contact (a) direct transfer. (c) ﬂuidized bed Surface Compact compactness Non-compact Construction Tubular (a) double pipe (b) shell and tube (c) spiral tube Plate (a) gasketed.1: Classiﬁcation of HX (due to Shah [170].

65) = −mh Ch dTh ˙ where the upper and lower signs are for parallel and counterﬂow.i ) ln[(Th.64) and (1.66) ± mh Ch ˙ mc Cc ˙ Using (1.i − Tc. i and o for inlet and outlet.1 Parallel. From equations (1.o )/(Th.i )] q(x) mc Cc ˙ q(x) = Th.68) where qT is the total heat transfer rate.65). respectively.71) is the logarithmic mean temperature diﬀerence.i − Tc.73) We an write the element of area dA in terms of the perimeter P as dA = P dx.and counter-ﬂow We deﬁne the subscripts h and c to mean hot and cold ﬂuids.74) (1.o − Tc.69) 1 1 ± mh Ch ˙ mc Cc ˙ = ln (1. we ﬁnd that −U dA 1 1 ± mh Ch ˙ mc Cc ˙ = d(Th − Tc ) Th − Tc (Th − Tc )1 (Th − Tc )2 (1.i ) − (Th.o )] (Th.67) which can be integrated from 1 to 2 to give −U A From equation (1. Energy balances give dq dq dq = U (Th − Tc ) dA = ±mc Cc dTc ˙ (1. The last two equations can be combined to give qT = U A∆Tlmtd where ∆Tlmtd = (Th − Tc )1 − (Th − Tc )2 ln[(Th − Tc )1 /(Th − Tc )2 ] (1. For parallel ﬂow.72) (1. we get −qT 1 1 + mh Ch ˙ mc Cc ˙ = (Th − Tc )2 − (Th − Tc )1 (1.o ) ln[(Th. and 2 the other end.6.1 ± (1.o ) − (Th.o − Tc. we get 1 1 −dq = d(Th − Tc ) (1. we have ∆Tlmtd = while for counterﬂow it is ∆Tlmtd = (Th.70) (1.75) .64) (1. 1 the end where the hot ﬂuids enters.63) (1.63).i )/(Th.o − Tc.1.66).o − Tc. so that Tc (x) Th (x) = Tc.6. Heat exchangers 13 1.i − Tc.1 − mh Ch ˙ (1.i − Tc.

i ) Cmin (Th.78) (1. Cc ) Assuming U to be a constant.o − Tc.i ) Cc (Tc.76) With the boundary condition q(0) = 0.86) (1.i − Tc.6. Eﬀectiveness-N T U relations In general.2 HX relations Th.81) (1.84) (c) Crossﬂow.79) (1.1 − Tc.o ) Cmin (Th. (a) Counterﬂow 1 − exp[−N T U (1 − CR )] ǫ= (1.6.77) The HX eﬀectiveness is Q Qmax Ch (Th. the eﬀectiveness is a function of the HX conﬁguration.1.i ) ǫ = = = where (1.1 1 1 mh Ch ± mc C c ˙ ˙ 1 − exp −U P 1 1 ± mh Ch ˙ mc Cc ˙ (1. both ﬂuids unmixed Series solution (Mason. the other unmixed If the unmixed ﬂuid has C = Cmin .82) The heat capacity rate ratio is CR = Cmin /Cmax . its N T U and the CR of the ﬂuids.83) 1 − CR exp[−N T U (1 − CR )] 1 − exp[−N T U (1 − CR )] 1 + CR so that ǫ → 1 as N T U → ∞. then ǫ = 1 − exp[−CR (1 − exp{−N T U Cr })] But if the mixed ﬂuid has C = Cmin ǫ = CR (1 − exp{−CR (1 − e−N T U )}) (1. the solution is q9x) = 1.85) . one ﬂuid mixed. 1954) (d) Crossﬂow.80) Cmin = min(Ch . Heat exchangers 14 Thus dq + qU P dx 1 1 ± mh Ch ˙ mc Cc ˙ (1. (b) Parallel ﬂow ǫ= (1. the number of transfer units is NTU = AU Cmin (1.i − Tc.i − Th.

4. T∞ (x). 2. Show that the eﬃciency of the triangular ﬁn shown in Fig. This is given by G2 ρ1 Aρ1 ρ1 ∆p = (Kc + 1 − σ 2 ) + 2( − 1) + f − (1 − σ 2 − Ke ) p1 2ρ1 p1 ρ2 Ac ρm ρ2 (1. Heat exchangers 15 (e) Crossﬂow. A constant-area ﬁn between surfaces at temperatures T1 and T2 is shown in Fig. 1. The thermal conductivity varies with temperature in the form k(T ) = k0 + α(T − T1 ).11. and its eﬃciency.6. Eﬀectiveness-NTU method The order of calculation is N T U . derive Eq. 1.87) where Kc and Ke are the entrance and exit loss coeﬃcients. the ambient temperature is also T∞ . Consider a cylindrical pin ﬁn of diameter D and length L. mL I0 (2mL) where m = (2h/kt)1/2 . and σ is the ratio of free-ﬂow area to frontal area. Find the steady-state temperature distribution in the ﬁn. The two sides of a plane wall are at temperatures T1 and T2 . and I0 and I1 are the zeroth.6. The base is at temperature Tb and the tip at T∞ . its eﬀectiveness. the mean temperature diﬀerence.6.7 is ηf = 1 I1 (2mL) . If the external temperature. 1. ǫ. qmax and q.and ﬁrst-order Bessel functions of the ﬁrst kind. and A is the HX total heat transfer area. For a perimeter corresponding to a ﬁn slope that is not small.3 Design methodology Mean temperature-diﬀerence method Given the inlet temperatures and ﬂow rates.5 Correlations Extended surfaces η0 = 1 − Af (1 − ηf ) (1. Find the temperature distribution within the wall. Problems 1. ηf is the ﬁn temperature eﬀectiveness. Af is the HX total ﬁn area. ﬁnd the general steady-state solution of the ﬁn temperature T (x) in terms of a Green’s function.4 1.1.6. Assume that there is only convection but no radiation. .89) A where η0 is the total surface temperature eﬀectiveness.8. 1.88) (1. and then the heat rate. this method enables one to ﬁnd the outlet temperatures. is a function of the coordinate x. 3. 5. both ﬂuids mixed (f) Tube with wall temperature constant ǫ = 1 − exp(−N T U ) Pressure drop It is important to determine the pressure drop through a heat exchanger. 1.

. natural convection. 6. show that the temperature of the plate. x T1 T∞ (x) T2 Figure 1.1.7: Triangular ﬁn. Heat exchangers 16 t L w Figure 1. T (t). Show that the governing equation in Problem 3 with radiation can be written as d2 T 4 − m2 (T − T∞ ) − ǫ(T 4 − T∞ ) = 0. 7.6. Using a lumped parameter approximation for a vertical ﬂat plate undergoing laminar. is governed by dT + α(T − T∞ )5/4 = 0 dt Find T (t) if T (0) = T0 . dx2 8. The ﬁn in Problem 3 has a non-uniform diameter of the form D = D0 + ǫx. Find a two-term perturbation solution for T (x) if ǫ ≪ 1 and L → ∞.8: Constant-area ﬁn. Determine the equations to be solved for a two-term perturbation solution for T (x) if ǫ ≪ 1.

Part II No spatial dimension 17 .

9) 2 = −θ0 (2. the h is slightly temperature-dependent.8) = −e−2τ = 0 = −2θ0 θ1 = −2e−2t − 2e−3τ = 1 18 (2.7) (2.6) (2. then we have dθ + (1 + ǫθ)θ = 0 dτ which can be solved by the method of perturbations.2) = = 0 1 (2.12) .11) (2.5) (2.1) (2. however. .Chapter 2 Dynamics 2.1 Variable heat transfer coeﬃcient If. To order ǫ0 . we have dθ0 + θ0 dτ θ0 (0) which has the solution θ0 = e−τ To the next order ǫ1 .10) (2.3) (2.4) (2. . We assume that θ(τ ) = θ0 (τ ) + ǫθ1 (τ ) + ǫ2 θ2 (τ ) + . we get dθ1 + θ1 dτ θ1 (0) the solution to which is Taking the expansion to order ǫ2 θ1 = −e−t + e−2τ dθ2 + θ2 dτ θ2 (0) (2.

.16) The condition θ(0) = 1 gives C = − ln(1 + ǫ)..21) If the heat loss is due to radiation. (2.18) A Taylor-series expansion of the exact solution gives θ = e−τ 1 + ǫ(1 − e−τ = e −τ (2. we can write Mc dT 4 + σA(T 4 − T∞ ) = 0 dt (2..13) Alternatively. we get dθ = dτ (1 + ǫθ)θ Integrating ln θ = −τ + C ǫθ + 1 (2.2. −2τ (2.14) (2.25) (2. Variable heat transfer coeﬃcient 19 with the solution θ2 = e−τ − 2e−2τ + e−3τ And so on.24) dφ + φ4 = β 4 dτ φ=θ+β (2..23) (2. Combining.32).22) Taking the dimensionless temperature to be deﬁned in equation (1. Separating variables. so that ln This can be rearranged to give θ= e−τ 1 + ǫ(1 − e−τ ) −1 θ(1 + ǫ) = −τ 1 + ǫθ (2. and time to be τ= and introducing the parameter β= we get σA(Ti − T∞ )3 t Mc T∞ Ti − T∞ (2.17) (2.19) 2 −τ 2 = e 2.15) (2. we get θ = e−τ − ǫ(e−τ − e−2τ ) + ǫ2 (e−τ − 2e−2τ + e−3τ ) + . .1 Radiative cooling −τ − ǫ(e 1 − ǫ(1 − e −τ −τ −e −2τ ) + ǫ (1 − e ) + ǫ (e 2 −τ ) + .26) where . (2. we can ﬁnd an exact solution to equation (2. .1.1).1.20) −3τ − 2e +e ) + .

. .2 1 1 (β + T )(β − 1) T −1 ln + tan−1 2β 3 2 (β − T )(β + 1) β + (T /β) (2.27) (2. . Variable heat transfer coeﬃcient 20 Writing the equation as the integral is 1 ln 4β 3 φ−β φ+β dφ = −dτ φ4 − β 4 − 1 tan−1 2β 3 φ β = −τ + C (2.29) Convective with weak radiation The governing equationis Mc dT 4 + hA(T − T∞ ) + σA(T 4 − T∞ ) = 0 dt (2. . we get d θ0 + ǫθ1 + ǫ2 θ2 + . .1. . .2.32) (2.2). we can take ǫ ≪ 1. we get dθ + θ + ǫθ4 = 0 dτ which has an exact solution τ= 1 + ǫθ3 1 ln 3 (1 + ǫ)θ3 (2. .28) Using the initial condition θ(0) = 1. and ǫ= σ(Ti − T∞ )3 h (2.1. dτ 4 3 θ0 + ǫθ1 + ǫ2 θ2 + . in equation (2. i. .35) (2.67 × 10−3 ).31). T∞ = 0.e. . we get (?) τ= 2. Substituting the perturbation series.36) (2.24). . + θ0 + ǫθ1 + ǫ2 θ2 + . =0 (2. 2 +ǫ +6β 2 θ0 + ǫθ1 + ǫ2 θ2 + .37) .33) dθ 4 + (θ − θ0 ) + ǫ(θ4 − θs ) = 0 dτ θ(0) = 1 As a special case. Using the variables deﬁned by equations (1. In this case 4β 3 θ0 + ǫθ1 + ǫ2 θ2 + . + 4β θ0 + ǫθ1 + ǫ2 θ2 + .30) with T (0) = Ti . .31) If radiative eﬀects are small compared to the convective (for Ti − T∞ = 100 K and h = 10 W/m2 K we get ǫ = 5.34) (2. equation (2. we get dθ + θ + ǫ (θ + β 4 )4 − β 4 = 0 dτ where β is deﬁned in equation (2. of we take β = 0.32) and (1.33).

44) 2. .40) (2. . .1 Linear analysis If we assume that θ′ is small. The steady state is T i = TH (i = 1.3 Long time behavior dθ + f (θ) = a dτ The general form of the equation for heat loss from a body with internal heat generation is (2. .42) 2.41) (2. The solution is . . Let f (θ) = a Then we would like to show that θ → θ as t → ∞.2. The walls have no other heat loss and have diﬀerent masses and speciﬁc heats.43) with θ(0) = 1.38) +σ dt j=1 where the view factor Fij is the fraction of radiation leaving surface i that falls on j. then a Taylor series gives f (θ + θ′ ) = f (θ) + θ′ f ′ (θ) + . ′ (2.3.49) where b = f ′ (θ).2.48) (2.46) (2. Radiation in an enclosure 21 2. .39) Linear stability is determined by a small perturbation of the type Ti = TH + Ti′ from which Mi ci This can be written as M dTi′ 3 3 + 4σTH Ai Fij (Ti′ − Tj′ ) + 4σTH Ai FiH Ti′ = 0 dt j=1 dT′ 3 = −4σTH AT′ dt N (2. The governing equations are N dTi 4 Mi ci Ai Fij (Ti4 − Tj4 ) + σAi FiH (Ti4 − TH ) = 0 (2. N ) (2.2 Radiation in an enclosure Consider a closed enclosure with N walls radiating to each other and with a central heater H.45) (2.47) (2. from which dθ′ + bθ′ = 0 dτ θ′ = Ce−bτ so that θ → 0 as t → ∞ if b > 0. Writing θ = θ + θ′ we have dθ′ + f (θ + θ′ ) = a dτ (2.

4.0 Ti − T∞.46) by θ′ .3.33). f(θ ) f(θ ) θ θ Figure 2.4 Let Time-dependent T∞ Mc dT + hA(T − T∞ (t)) = 0 dt T (0) = Ti (2. we get dθ + θ = Aτ dτ (2.2 Nonlinear analysis Multiplying equation (2.52) (2. 2. 2.4.51) if θ′ and [f (θ + θ′ ) − f (θ)].53) with 2.50) (2.0 + at (2.2.0 (2. are both of the same sign or zero.56) T − T∞.1 Let Linear T∞ = T∞.54) Deﬁning the nondimensional temperature as θ= and time as in equation (1. Time-dependent T∞ 22 2. we get 1 d ′ 2 (θ ) = −θ′ f (θ + θ′ ) − f (θ) 2 dτ Thus d ′ 2 (θ ) ≤ 0 dτ (2.55) .1. Thus θ′ → 0 as τ → ∞. as shown in Fig.1: Convective cooling.

1+A A (2.4. so that θ = Ce−τ + Aτ − A (2. 2.61) (2. Time-dependent T∞ 23 where A= The nondimensional ambient temperature is θ∞ = The solution to equation (2.4.62) ∆θ θ ∞ θ τc τ Figure 2.2: Response to linear ambient temperature.57) (2.63) where T (0) = Ti .2.2 Let Oscillatory T∞ = T ∞ + δT sin ωt (2.56) is aM c hA(Ti − T∞.59) θ = (1 + A)e−τ + A(τ − 1) The time shown in Fig.2 at crossover is τc = ln and the oﬀset is δθ = A as τ → ∞.58) The condition θ(0) = 1 gives C = 1 + A.64) . 2.0 ) aM c τ hA(Ti − T∞.60) (2.0 ) (2. Deﬁning θ= T − T∞ Ti − T ∞ (2.

73) .2 are constants.2 .1 and T∞.1 T∞.5.1 ) + h2 A2 (T − T∞. we can nondimensionalize the equation using the parameters for one of them.5 Two-ﬂuid problem Suppose there is a body in contact with two ﬂuids at diﬀerent temperatures T∞. so that θ= 1 + δθ Ω 1 + Ω2 e−τ + δθ sin(Ωτ − φ) (1 + Ω2 ) cos φ (2.2.3.70) 2. we get C = 1 + δΩ/(1 + Ω2 ).67) (2. like in the two examples shown in Fig.69) From the condition θ(0) = 1. If T∞.71) where T (0) = Ti .3: Two-ﬂuid problems. Thus we have θ τ = = T − T∞.65) Ω = The solution is θ = Ce−τ + where δθ sin(Ωτ − φ) (1 + Ω2 ) cos φ φ = tan−1 Ω (2.2 T T∞. ﬂuid 1 for instance. the nondimensional equation is dθ + θ = δθ sin Ωτ dτ where δθ = δT Ti − T ∞ ωM c hA (2. and using equation (1.2 T T∞.2 ) = 0 dt (2.72) (2.66) (2. Two-ﬂuid problem 24 T∞.33). The governing equation is Mc dT + h1 A1 (T − T∞.1 h1 A1 t Mc (2.68) (2.1 (a) (b) Figure 2.1 and T∞. 2.1 Ti − T∞.

78) The condition θ(0) = 1 gives C = 1 + αβ/(1 + α). from which θ= 1+ αβ 1+α e−(1+α)τ − αβ 1+α (2.6 2.79) For α = 0.1 − T∞.1 Two-body problem Convective Suppose now that there are two bodies at temperatures T1 and T2 in thermal contact with each other and exchanging heat with a single ﬂuid at temperature T∞ as shown in Fig.4.4: Two bodies in thermal contact.6. the solution reduces to the single-ﬂuid case. Two-body problem 25 from which dθ + θ + α(θ + β) = 0 dτ h2 A2 h1 A1 T∞. The mathematical model of the thermal process is M1 c1 ks Ac dT1 + (T1 − T2 ) + hA(T1 − T∞ ) = Q1 dt L ks Ac dT2 + (T2 − T1 ) + hA(T2 − T∞ ) = Q2 M2 c2 dt L (2.80) h1 A1 + h2 A2 2. where α β The equation can be written as = = (2.82) . equation (1.81) (2.74) with θ(0) = 1.1 (2.6. Otherwise the time constant of the general system is Mc t0 = (2.35).75) (2.77) with the solution (2. 1 2 Figure 2.2.76) dθ + (1 + α)θ = −αβ dτ θ = Ce−(1+α)τ − αβ 1+α (2. 2.2 Ti − T∞.

6. and comment on the existence of solutions.85) Problems 1. 7.2 Radiative ks Ac dT1 4 4 4 4 + (T1 − T2 ) + A1 σF1s (T1 − Ts ) + A1 σF12 (T1 − T2 ) = Q1 dt L ks Ac dT2 4 4 4 4 + (T2 − T1 ) + +A1 F2s (T2 − Ts ) + A2 σF21 (T2 − T1 ) = Q2 M2 c2 dt L M1 c1 Without radiation Q1 = Q2 = − 2kA T1 − T2 L (2.5: Bodies with radiation. T (t). Find the steady-state temperatures for the two-body problem and explore the stability of the system for constant ambient temperature. varies with time in the form shown. Show that the temperature distribution in a sphere subject to convective cooling tends to become uniform as Bi → 0. 2. ǫ) surfaces for the convection with radiation problem.6. Lumped system with convective-radiative cooling with nonzero θ0 and θs .83) (2. 3. . 5. Consider the change in temperature of a lumped system with convective heat transfer where the ambient temperature. 4. Check one of the perturbation solutions against a numerical solution. T (t). numerical solutions). Two-body problem 26 1 111111111111 000000000000 111111111111 000000000000 2 Figure 2. Find (a) the long-time solution of the system temperature. and (b) the amplitude of oscillation of the system temperature. T∞ Tmax δt Tmin t Figure 2.84) (2. for a small period δt.6. T∞ (t).2. 2.6: Ambient temperature variation. Plot all real θ(β. Complete the problem of radiation in an enclosure (linear stability.

Chapter 3 Control 3. Discrete-time (as opposed to continuoustime) systems will not be described. In this context. There are many aspects of thermal control that will not be treated in this brief review. and the use of microprocessors [87. Many controllers are also computer based. a complex system can be deﬁned as one that is made up of sub-systems. all kinds of sensors and actuators [59. or if the process is very slow.221]. and there are many ways in which that can be done. which is closely related to and is often an integral part of thermal control. satellites [101. 114]. devices and plants is commonplace.187] developed for measurement and actuation are used in the control of thermal systems. nonlinearities and bifurcations. 200]. but even then it will be impossible to go into any depth within the space available. It is common to have large uncertainties in the values of heat transfer coeﬃcients. otherwise some sort of mechanical or electrical feedback system has to be put in place for it to be automatic. or chemical reaction.185]. For this reason large. commonly used engineering systems are hard to model exactly from ﬁrst principles. Approximate correlations from empirical data are also heavily used in practice. complex geometries. multi-phase ﬂows. or material properties that may not be accurately known. control may simply be manual.1 Introduction There are many kinds of thermal systems in common industrial. If precise control is not required. Flow control. The most important of these are hardware considerations. 27 . The two major reasons for which control systems are needed to enable a thermal system to function as desired are the approximations used during design and the existence of unpredictable external and internal disturbances which were not taken into account. One can give the example of heat exchangers [85. 158.172.152. however. and many others. thermal packaging of electronic components [150. rapid thermal processing of computer chips [84. hydrodynamic instability. concentrate only on the basic principles relating to the theory of control as applied to thermal problems. radiation. 180] and PCs in machines.184. Most often some degree of approximation has to be made to the mathematical model. 82. but when put together presents such a massive computational problem so as to be practically intractable. These include natural and forced convection. and even when this is possible the dynamic responses of the models are impossible to determine computationally in real time. transportation and domestic use that need to be controlled in some manner. The present paper will. turbulence.218]. each one of which can be analyzed and computed. Most thermal systems are generally complex involving diverse physical processes. This is only an introduction. environmental control in buildings [70. 72.115. has its own extensive literature [64]. property variation with temperature. approximations due to using lumped parameters instead of distributed temperature ﬁelds. manufacturing [54].

t is time.1. Each one of these quantities belongs to a suitable set or vector space and there are a large number of possibilities. u(t) is usually a low-dimensional vector.1) where Ls is a system operator. while x may be a ﬁnite-dimensional vector or a function. it has been reported that most industrial plants are controlled quite satisfactorily though they are not system controllable [156]. . it is hard to be speciﬁc at this stage. Figure 3. 3. 132. x(t) is the state of the system. 179] that can be consulted.2 Systems Some basic ideas of systems will be deﬁned here even though. In fact. may be mathematically represented as Ls (x.3. In general. nonlinear control [91]. It is output controllable if the same can be done to the output.1: Schematic of a system without controller. and λ is a parameter that deﬁnes the system. the output of the system y(t) is diﬀerent from its state x(t). process control [28.2) where Lo is the output operator. (3. A system is said to be observable if its state x can be uniquely determined from the input u and output y alone. while y are the readings of one or more temperature measurement devices at a ﬁnite number of locations. w.89]. For example. A system is said to be controllable if it can be taken from one speciﬁc state to another within a prescribed time with the help of a suitable input.1 Systems without control The dynamic behavior of any thermal system (often called the open-loop system or plant to distinguish it from the system with controller described below). It is important to point out that output controllability does not imply system controllability. and mathematics of control [9. Systems w(t) λ c u(t) E plant x(t) c c yr (t) E C e(t) j E controller u(t) E w(t) λ c plant x(t) c 28 p y(t) E p y(t) E Figure 3. These are all topics that include and are included within thermal control. For example Ls may be an algebraic. λ) = 0. The relation between the two may be written as Lo (y. w. 157]. 3. 144. There are good texts and monographs available on the basics of control theory [116. x.151]. x may be a spatial temperature distribution. The stability of a system is a property that leads to a bounded output if the input is also bounded. u(t) is its input. 3. in practice for many thermal systems the former is all that is required. The system is single-input single-output (SISO) if both u and y are scalars.2. w(t) is some external or internal disturbance. (3. schematically shown in Fig. u. All possible values of the output constitute the reachable set. and the interested reader should look at the literature that is cited for further details.93. λ) = 0. because of the generality involved.75. ordinary or partial diﬀerential operator. u. inﬁnite-dimensional systems [39.2: Schematic of a system with comparator C and controller.2. integral.

to the input side of the system. Another method is Proportional-Integral-Derivative (PID) control [214] in which t u = Kp e(t) + Ki 0 e(s) ds + Kd de . There is a comparator which determines the error signal e(t) = e(yr .4) form a set of equations in the unknowns x(t). or is a digital processor with appropriate software. etc.3. or if the output of the system is not very sensitive to the input. if precise output control is not required. it receives the error in the output e(t) and puts out an appropriate control input u(t) that leads to the desired operation of the plant. as shown in Fig. This is done using feedback from the output.) control. The controller designer has to propose a suitable Lc . Sensors that are commonly used are temperature-measuring devices such as thermocouples. This is a passive method of control that is used in many thermal systems.9)–(3. resistance thermometers or thermistors. and tracking if it is function of time. as measured by a sensor. λ) = 0. A self-controlling approach that is sometimes useful is to design the system in such a way that any disturbance will bring the output back to the desired value. y(t) and u(t). If the changes desired in the output are very slow then manual control can be carried out. 3. and that is also frequently done.4) where Lc is a control operator. Choice of a control strategy deﬁnes Lo and many diﬀerent methodologies are used in thermal systems. The problem is called regulation if yr is a constant. It will work if the behavior of the system is exactly predictable. while external ones may be a change in the environmental temperature. Linear systems theory 29 3. and then Eqs. Open-loop control is not usually eﬀective for many systems. In any case. or a heater if the heating rate is the appropriate variable. The controller itself is either entirely mechanical if the system is not very complex.3) The key role is played by the controller which puts out a signal that is used to move an actuator in the plant. which is usually taken to be e = yr − y. The actuator can be a fan or a pump if the ﬂow rate is to be changed. Since this is exclusively for linear systems. This is usually used in heating or cooling systems in which the heat coming in or going out is reduced to zero when a predetermined temperature is reached and set at a constant value at another temperature. that is one would have to determine u(t) such that y = yr (t) using the mathematical model of the system alone. The control process can be written as Lc (u.2. (3. It is common to use on-oﬀ (or bang-bang.3. where the reference or set value yr is prescribed. dt (3. In open-loop control the input is selected to give the desired output without using any information from the output side. e.2. relay. Internal disturbances may be noise in the measuring or actuating devices or a change in surface heat transfer characteristics due to fouling. the output in eﬀect is then insensitive to changes in input or disturbances. For thermal systems contributing factors are the uncertainties in the mathematical model of the plant and the presence of unpredictable disturbances. the ﬁgure actually shows unit feedback.3 Linear systems theory The term classical control is often used to refer to theory derived on the basis of Laplace transforms. y). (C. For these cases closed-loop control is an appropriate alternative.5) 3. (3. we will be using the so-called modern control or state- .2 Systems with control The objective of control is to have a given output y = yr (t).

(3. B ∈ Rn×m . x. N = D . . The system is then controllable. (3. is of rank n. . An−1 B ∈ Rn×nm . . mainly because it can be extended to nonlinear systems. CAn−1 . controllability from one state to another implies that the system can be taken from any state to any other. . CA2 .8) and (3.6). It must be emphasized that the u(t) that does this is not unique. 2! 3! with I being the identity matrix. C ∈ Rp×n . .6) (3. the state x(t) is observable if and only if the matrix . . For a linear system. It can be shown that for the system governed by Eq.6) is t x(t) = eA(t−t0 ) x(t0 ) + t0 eA(t−s) Bu(s) ds. B. (3. u and y are vectors of diﬀerent lengths and A. . A2 B . (C. . 3. T (3.8) where the exponential matrix is deﬁned as eAt = I + At + 1 1 2 2 A t + A3 t3 + . . CAn−1 B ∈ Rp×(n+1)m . . . .9) Eqs. CA2 B . A ∈ Rn×n . (3. .2) take the form dx dt y = Ax + Bu. (3. The solution of Eq. . (3. . . we get t y(t) = C eAt x(t0 ) + t0 eA(t−s) Bu(s) ds + Du.7) where x ∈ Rn . (3. and some of these are outlined below. . D ∈ Rp×m .12) . and D can be functions of time in general. .3. C. Similarly. B.9) and (3. (3. P = C . here they will be treated as constants. the issue is only one of preference since the results are identical. .3.9) deﬁne the state x(t) and output y(t) if the input u(t) is given.10) is of rank n. C. Control theory can be developed for diﬀerent linear operators.7). Though A. . = Cx + Du. . CB . .11) ∈ Rpn×n (3. . and D are matrices of suitable sizes. . Linear systems theory 30 space analysis which is based on dynamical systems. . AB .1 Ordinary diﬀerential equations Much is known about a linear diﬀerential system in which Eqs. M = B . . a u(t) can be found to take x(t) from x(t0 ) at t = t0 to x(tf ) = 0 at t = tf if and only if the matrix . it can be shown that the output y(t) is controllable if and only if . . . .3. From Eq. . . Also. CAB . is of rank p. u ∈ Rm . . Where they overlap. CA . y ∈ Rp .

heat rates.1 Models There are no general mathematical models for thermal systems. As a result of this.6).14) dt where f : Rn × Rm → Rn . If this happens. (3. but it may have restricted or R-controllability [45]. 3.4. 3. In a thermal convection loop it is possible to go from one branch of a bifurcation solution to another in this fashion [1]. (3.4.2 Algebraic-diﬀerential equations This is a system of equations of the form E dx = A x + B u.6). (3. The index of the system is the least number of diﬀerentiations of the algebraic equations that is needed to get the form of Eq.2 Controllability and reachability General theorems for the controllability of nonlinear systems are not available at this point in time.15) has the same form as Eq. some of which are ordinary diﬀerential and the rest are algebraic. (3. If one is interested in local behavior about an equilibrium state x = x0 . This is equivalent to a set of equations. dt (3.9) and (3. so that variables such as x and u in Eqs.6) and (3. u = 0. ﬂow rates and the like. (3. are bounded. The Jacobian matrices (∂f /∂x)0 and (∂f /∂u)0 . this can be linearized in that neighborhood to give dx dt = ∂f ∂x x′ + 0 ∂f u′ ∂u 0 = Ax′ + Bu′ . Results obtained from the linearized equations generally do not hold for the nonlinear equations. due to hardware constraints it is common to have the physical variables conﬁned to certain ranges. are evaluated at the equilibrium point. (3.3 Bounded variables In practice.4. but one that can be used is a generalization of Eq. (C.7) are now nonlinear since the sum of solutions may fall outside the range in which x . The system may not be completely controllable since some of the components of x are algebraically related.3.2). 3.6) by substitution. Thus regions of state space that are unreachable with the linearized equations may actually be reachable. (3. Eq. Nonlinear aspects 31 3.6) such as dx = f (x. The reason is that in the nonlinear case one can take a path in state space that travels far from the equilibrium point and then returns close to it. u). being temperatures.15) where x = x0 + x′ and u = u′ . Eq.4 Nonlinear aspects The following are a few of the issues that arise in the treatment of nonlinear thermal control problems.3.4. 3.13) where the matrix E ∈ Rn×n is singular [113].13) cannot be converted into (3. even systems locally governed by Eqs. (3.

i=1 −∞ −∞ ki (t. of which there are several diﬀerent possible deﬁnitions [10. 121. . . 135. System identiﬁcation 32 exists and thus may not be a valid solution. (3. (3. one of which is the closed-aﬃne model dx = F1 (x) + F2 (x)u (3. other models that are used include the following.4.17) for a SISO system. 148] can be used in diﬀerential models. the most common being the ﬁtting of parameters to proposed models [141]. the Riemann-Liouville deﬁnition of the nth derivative of f (t) is n a Dt f (t) = where a and n are real numbers and m is the largest integer smaller than n. (3. it may be discontinuous or not possess ﬁrst or higher-order derivatives. 1 dm+1 Γ(m − n + 1) dtm+1 t a (t − s)m−n f (s) ds.14). . u(ti ) dt1 . ti )u(t1 ) .5 System identiﬁcation To be able to design appropriate control systems. t3 . There are many diﬀerent ways in which this can be done. by which a complex system is reduced to mathematical form using experimental data [75.17.3. t1 . and empirically from the analysis of experimental information (though combinations of the two paths are not only possible but common). Valves are typical elements in ﬂow systems that have this kind of behavior.. Mathematical models of these systems can be obtained in two entirely diﬀerent ways: from ﬁrst principles using known physical laws.4 Relay and hysteresis A relay is an element of a system that has an input-output relationship that is not smooth..6). dti (3. As an example. diﬀerence [23] or delay [57] equations such as dx = A x(t − s) + B u dt also appear in the modeling of thermal systems. The latter is the process of system identiﬁcation.18) • Fractional-order derivatives. • Functional [71]. for a controllable system in which only u is bounded in a neighborhood of zero. On the other hand. Apart from the linear Eq. In this method. . . Through optimization routines the values of the unknowns are chosen to obtain the best ﬁt of the results of the model with experimental information. (3.134. 129]. 3. . . like y(t) = y0 (t) + . are also used. 3.5. t2 . and the origin is reachable if the eigenvalues of A have zero or negative real parts [179]. one needs to have some idea of the dynamic behavior of the thermal system that is being controlled. • There are many forms based on Eq. x can reach any point in Rn if the eigenvalues of A have zero or positive real parts. This may be accompanied by hysteresis where the relationship also depends on whether the input is increasing or decreasing. a form of Ls is assumed with unknown parameter values. .16) dt The bilinear equation for which F1 (x) = Ax and F2 (x) = N x + b is a special case of this.19) . ∞ ∞ ∞ • Volterra models.

and goes oﬀ when it is rises above TU . so the system is controllable. Since this is usually not the case some form of feedback control is required. Using M c/hAs and hAs (Ti −T∞ ) as the characteristic time and heat rate. It also has an internal heat source Q(t) to compensate for this heat loss. With the system in its on mode. With x = θ. where h is the convective heat transfer coeﬃcient.20) dt where M is the mass of the body. respectively. T → Tmax = T∞ + Q0 /hAs as t → ∞.24) 0 oﬀ dt the solution for which is θ= 1 + C1 e−t C2 e−t on . These lower and upper bounds are non-dimensionally θL θU = = TL − Tmin .20) has only two values. Tmax − Tmin TU − Tmin . Under this lumped approximation the energy balance is given by dT + hAs (T − T∞ ) = Q(t). it is is either Q = Q0 or Q = 0. (3. we ﬁnd from Eq. L is a characteristics length dimension of the body. In practice. u = Q. and in its oﬀ mode.6. it can be shown from the solution of Eq. The other variables are now nondimensional. that is θ(t) = (1 − θr )e−t + θr . Choosing Q = θr . (3. the body can be considered to have a uniform temperature T (t).6).2 On-oﬀ control In this simple form of control the heat rate in Eq. Open-loop operation to maintain a given non-dimensional temperature θr is easily calculated.1.6.6.21). (3. Control strategies 33 3. Tmax − Tmin (3. n = m = 1 in Eq.21) Here θ = (T − T∞ )/(Ti − T∞ ) where T (0) = Ti so that θ(0) = 1. depending on whether the heater is on or oﬀ.25) We will assume that the heat source comes on when temperature falls below a value TL .6 3. oﬀ (3. and the control objective is to maintain the temperature of the body at a given level by manipulating the heat source. and As is the surface area for convection. Taking the non-dimensional temperature to be T − Tmin θ= (3. T → Tmin = T∞ . The Biot number for the body is Bi = hL/k.22) that θ → θr as t → ∞. (3. this equation becomes Mc dθ + θ = Q(t) dt (3. to do this the dimensional parameters hAs and T∞ must be exactly known.26) (3. c is its speciﬁc heat. (3.23) Tmax − Tmin the governing equation is dθ 1 on +θ = .1 Control strategies Mathematical model Consider a body that is cooled from its surface by convection to the environment with a constant ambient temperature T∞ . 3. (3. and k is its thermal conductivity.3. If Bi < 0.10) that rank(M )=1.27) . (3.

The total period of the oscillation is then tp = ln θU (1 − θL ) .29) respectively.6. θL (3.6.30) If we make a small dead-band assumption. 1 − θU θU ln .5). dt dt . The result of applying this form of control is an oscillatory temperature that looks like that in Fig.1 0 0 1 2 3 4 5 t Figure 3.2 θL 0. the period and amplitude of which can be chosen using suitable parameters. = θr + δ.3 PID control The error e = θr − θ and control input u = Q can be used in Eq.9 θU 0. (3.33) = θr − δ. It can be shown that the on and oﬀ time periods are ton toﬀ = = ln 1 − θL . (3. (3.3. so that the derivative of Eq.3: Lumped approximation with on-oﬀ control.34) (Kd + 1) 2 + (Kp + 1) + Ki θ = Ki θr .4 0.32) The period is thus proportional to the width of the dead band. Control strategies 34 1 0. A Taylor-series expansion gives tp = 2 δ 1 1 + θr 1 − θr + .5 0..21) gives dθ d2 θ (3.3 0. 3.31) (3.28) (3. (3.6 0. 3. we can write θL θU where δ ≪ 1. θL (1 − θU ) (3.3..8 θ 0. The frequency of the oscillation increases as its amplitude decreases.7 0.

Problems 1. Control strategies 35 1.3. A 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 B (a) Check that the system is controllable.5 0 10 20 30 40 50 60 70 t Figure 3.1. (a) Kp = −0. (3.5 (b) 1 θ 0.6. θr = 0. Two lumped bodies A and B in thermal contact (contact thermal resistance Rc ) exchange heat between themselves by conduction and with the surroundings by convection. 3. with the initial conditions θ dθ dt = θ0 at t = 0.5 (a) 0 −0. Ki = Kd = −0.4: Lumped approximation with PID control. Ki and Kd will give overdamped or underdamped oscillatory or unstable behavior of the system.4 shows two examples of closed-loop behavior with diﬀerent parameter values. It can be appreciated that diﬀerent choices of the controller constants Kp . . (b) Kp = −0.36) The response of the closed-loop system can be obtained as a solution.1.9. It is desired to control their temperatures at TA and TB using separate internal heat inputs QA and QB . Kp + 1 Kp θ r = − θ0 + Kd + 1 Kd + 1 (3.5 −1 −1.5. The steady-state for Ki = 0 is given by θ = θr .35) at t = 0. Fig.

.. . 0 a 3 a 0 7 7 0 7 7 7 7 7 c 5 b . . 6 .. . and with its neighbors with a conductive thermal resistance R. Control strategies 36 (b) Set up a PID controller where its constants are matrices. where j = 1. (c) Calculate and plot TA (t) and TB (t) for chosen values of the controller constants. 2. A number of identical rooms are arranged in a circle as shown. Each room exchanges heat by convection with the outside which is at T∞ .3. circulant. 0 6 6 . each room has a heater that is controlled by independent but identical proportional controllers. To maintain temperatures.. Show that the case of two independent bodies is recovered as Rc → ∞. with each at a uniform temperature Ti (t). T∞ i−1 i T∞ i+1 1 Eigenvalues are λj = b + (a + c) cos{2π(j − 1)/N } − i(a − c) sin{2π(j − 1)/N }. . 4 0 . . . . . . Determine the condition for linear stability of the control system. . 0 a b c 0 . 2.. . ˙ (b) Find the steady state temperatures. Check for phase synchronization. Apply an on-oﬀ controller to the previous problem. (c) Write the dynamical system in the form x = Ax and determine the condition for stability1 . ..6. (a) Derive the governing equations for the system. of an N × N ... N . 6 . . . 0 6 a b c . . 0 6 6 0 a b . 3. banded matrix of the form 2 b c 0 . . Plot TA (t) and TB (t) for selected values of the parameters... and nondimensionalize.

Part III One spatial dimension 37 .

1: Complex conductive structures.2.2 4.4) i Figure 4. 38 .1 shows a complex shape consisting of conductive bars.1) For each branch i ki Ai (Ti − T0 ) = 0 Li i k i Ai Li Ti k i Ai i Li (4.Chapter 4 Conduction 4. At each node qi = 0 i (4.1 Structures Fig.2) from which T0 = (4. 4.3) 4.1 Fin theory Long time solution ∂θ ∂ − ∂τ ∂ξ j The general ﬁn equation is a a ∂θ ∂ξ + f (θ) = 0 (4.

Multiplying by θ′ and integrating from ξ = 0 to ξ = 1. Fin theory 39 where f (θ) includes heat transfer from the sides due to convection and radiation.4.8) that E is nonnegative. If we also assume that I2 ≤ 0 (4.14) dx2 where 1/2 2h (4.7) 1 2 1 a(θ′ )2 dξ 0 (4.13) then equation (4.2.9) (4.2. The boundary conditions are either Dirichlet or Neumannn type at ξ = 0 and ξ = 1. The dimensional equation is d2 T − m2 (T − T∞ ) = 0 (4.8) dξ (4.11) is zero due to boundary conditions. 4.6) a + f (θ + θ′ ) − f (θ) = 0 a − ∂τ ∂ξ ∂ξ where θ′ is the perturbation from the steady state. Substituting θ = θ + θ′ in equation (4. this is a consequence of the Second Law of Thermodynamics.15) m= ks δ . Thus we know from the above that I1 is nonpositive and from equation (4.4) and subtracting (4.11) (4.7) tells us that E must decrease with time until reaching zero. The steady state is determined from d dθ (4. we have dE = I1 + I2 dτ where E I1 I2 = = 0 1 1 (4. we have ∂θ′ ∂θ′ ∂ (4.10) θ′ ∂ ∂ξ a ∂θ′ ∂ξ = − 0 θ′ f (θ + θ′ ) − f (θ) dξ Integrating by parts we can show that I1 ∂θ′ = θa ∂ξ ′ 1 1 1 0 − dθ′ dξ a 0 2 dθ′ dξ dξ 2 dξ (4.5). 4.2 Shape optimization of convective ﬁn Consider a rectangular ﬁn of length L and thickness δ as shown in Fig.2.5) − a + f (θ) = 0 dξ dξ with the same boundary conditions. Condition (4.12) = − a 0 since the ﬁrst term on the right side of equation (4.13) holds if [θ′ and f (θ + θ′ ) − f (θ)] are of the same sign or both zero. The boundary conditions for θ′ are homogeneous. Thus the steady state is globally stable.

constant ﬁn volume.16) (4. i.20) (Tb − T∞ ) tanh Ap δ 2h ks δ 1/2 (4. we get q = ks δ 2h ks δ 1/2 (4.22) This is equivalent to where (4.17) (4.4.21) Keeping Ap constant.19) x=0 = ks δ(Tb − T∞ )m tanh mL Writing L = Ap /δ.e. We will take the boundary conditions T (0) dT (L) dx The solution is The heat rate through the base per unit width is q = −ks δ T = T∞ − (T − T∞ ) [tanh mL sinh mx − cosh mx] dT dx (4.25) 1/2 2/3 Lopt = (4.2: Rectangular ﬁn.24) Numerically.26) .23) (4. the heat rate can be maximized if δopt sech2 1/2 Ap δ 2h ks δopt Ap 2h 1/2 3 −5/2 1 −1/2 Ap (− )δopt + δopt tanh ks 2 2 δ 3βopt sech2 βopt = tanh βopt 2h ks δopt 1/2 =0 (4.2. Fin theory 40 T b T ∞ δ L Figure 4. we ﬁnd that βopt Ap δopt = 1.4192. Thus βopt = δopt = Ap βopt βopt 2h ks δopt 1/2 2/3 ks Ap 2h ks Ap 2h (4.18) = Tb = 0 (4.

3.36) . if θ(0) dθ (1) dξ we get θ = − tanh m sinh mξ + cosh mξ Example 4. so that − Convective With only convective heat transfer.4.35) d dξ a dθ dξ + m2 pθ + ǫp (θ + β)4 − β 4 = 0 (4.29) (4.1 If T (0) T (L) then show that " r « „ q !# sinh x hP kA hP „ q « + T0 cosh kA sinh L hP kA r hP kA ! = = T0 T1 (4. Fin structure 41 4. For example. 4.33) T (x) = T1 − T0 cosh L x (4.27) d2 θ + m2 θ + ǫ (θ + β)4 − β 4 = 0 dξ 2 (4.3 Fin structure Consider now Fig. we have − the solution to whiich is θ = C1 sinh mξ + C2 cosh mξ the constants are determined from the boundary conditions.32) (4.31) (4.1 with convection.28) d2 θ + m2 θ = 0 dξ 2 (4.4 Fin with convection and radiation Steady state solutions Equation (4.34) (4. 4.30) = = 1 0 (4.4) reduces to − Uniform cross section For this case a = p = 1.

42) = = 1+β 0 (4.40) (4.41) (4.44) φ0 (0) = 1 + β. dφ0 (1) = 0 dξ (4.38) (4.. we will ﬁnd a perturbation solution with the boundary conditions φ(0) dφ (1) dξ We write φ = φ0 + ǫφ1 + ǫ2 φ2 + . Fin with convection and radiation 42 Radiative The ﬁn equation is − Let φ=θ+β so that − d2 φ + ǫφ4 = −ǫβ 4 dξ 2 (4.39) d2 θ + ǫ (θ + β)4 − β 4 = 0 dξ 2 (4.48) (4. dφ1 (1) = 0 dξ (4. dξ 2 which gives φ0 = 1 + β To the next order dφ 1 = φ4 − β 4 . .4..37) As an example.4.45) with the solution φ1 = [(1 + β)4 − β 4 ] The complete solution is ξ2 − [(1 + β)4 − β 4 ]ξ 2 ξ2 − [(1 + β)4 − β 4 ]ξ 2 (4. (4... The lowest order equation is dφ 0 = 0. (4.47) ξ2 − [(1 + β)4 − β 4 ]ξ 2 + . 0 dξ 2 φ1 (0) = 0. .43) (4.46) φ = (1 + β) + ǫ [(1 + β)4 − β 4 ] so that θ = 1 + ǫ [(1 + β)4 − β 4 ] Convective and radiative + .49) .

56) (4.52) Consider the special case of a linear variation of conductivity k(T ) = k0 1 + ǫ so that (1 + ǫθ) d2 θ +ǫ dξ 2 dθ dξ 2 T − T∞ Tb − T∞ (4.55) − m2 θ = 0 θ(0) = 1 dθ (L) = 0 dξ (4.53) (4.5 4.5.4.54) = Tb = 0 (4.60) . .5.2 Show that under suitable conditions.58) where m2 = Introduce P hL2 Ak0 (Tb − T∞ ) (4. Perturbations of one-dimensional conduction 43 4.1 Annular ﬁn Example 4.51) (4.4. 4. (4.50) with the boundary conditions T (0) dT (L) dx we use the dimensionless variables θ ξ = = T − T∞ Tb − T∞ x L (4. .59) θ(ξ) = θ0 (ξ) + ǫθ1 (ξ) + ǫθ2 (ξ) + . the temperature distribution in a two-dimensional rectangle tends to that given by a one-dimensional approximation.1 [13] Perturbations of one-dimensional conduction Temperature-dependent conductivity The governing equation is d dx k(T ) dT dx − Ph (T − T∞ ) = 0 A (4.57) (4.

The two circles are at r = r1 and r = r.67) (4. where 2 r2 = a2 + r2 + 2ar cos ψ.69) Solving for r.4. (4.70) . (4. Collect terms of O(ǫ0 ) d2 θ 0 − m2 θ = 0 dξ 2 θ0 (0) = 1 dθ0 (1) = 0 dξ The solution is To O(ǫ ) d2 θ 1 − m2 θ 1 dξ 2 θ1 (0) dθ1 (1) dξ The solution is 4. Perturbations of one-dimensional conduction 44 r 2 a Ο2 Ο 1 ^ r T=T 2 ψ r T=T 1 Figure 4.62) (4.5. We will use polar coordinates (r.2 Eccentric annulus = −θ0 d2 θ 0 − dξ 2 dθ0 dξ 2 1 (4.61) (4.66) (4. ψ) with the center of the small circle as origin.65) (4. 4. we have r= 2 r2 − a2 (1 − cos2 ψ) − a cos ψ.68) = −m2 (1 − tanh2 m) cosh 2mξ − m2 tanh m sinh 2mξ = 0 = 0 Steady-state conduction in a slightly eccentric annular space.64) (4.63) θ(ξ) = cosh mξ − tanh m sinh mξ (4.3 can be solved by regular perturbation [13]. as shown in Fig.5.3: Eccentric annulus. The radii of the two circles are r1 and r2 .

72) (4. = T2 . ψ) = 0. ψ) = θ0 (R. . ψ) = 0. ψ) + ǫθ1 (0.77) = T1 . (4. . .84) (4. . (4. . ψ) + .85) (4. = 0. 2 θ0 (R. r2 − r1 a . = 1. . . (4. = 0. .75) (4.78) and θ(0.80) (1 + d)2 − ǫ2 (1 − cos2 ψ) − ǫ cos ψ − d. Substituting in the equations. ψ) T (r.74) (4.71) ∂ ∂2 ∂2 1 1 + + ∂R2 R + d ∂R (R + d)2 ∂ψ 2 (4. (4. .73) T (r.4.76) (4. T1 − T2 r − r1 . . ψ) + ǫ2 θ2 (R.83) (4. 0. Perturbations of one-dimensional conduction 45 In the quadratic solution. . ψ) + ǫθ1 (R.81) The perturbation expansion is θ(R. . ψ) + ǫ θ2 (R. ψ) + . ψ) θ(R. . r2 − r1 r1 . the positive sign corresponding to the geometry shown in the ﬁgure has been kept.82) R(ψ) = 1 − ǫ cos ψ − ǫ2 (1 − cos2 ψ) + . ψ) + . ψ) With the variables θ R d ǫ we get = = = = T − T2 . (4. ψ) where R(ψ) = = r − r1 r2 − r1 = = 1. r2 − r1 θ(R. The governing equation for the temperature is ∂2 1 ∂ 1 ∂2 + + 2 2 ∂r r ∂r r ∂ψ 2 The boundary conditions are T (r1 . (4.5. 2 θ0 (0. we get ∂2 ∂ ∂2 1 1 + + ∂R2 R + d ∂R (R + d)2 ∂ψ 2 θ0 + ǫθ1 + ǫ2 θ2 + .86) (4. ψ) + ǫ2 θ2 (0. ψ) + ǫθ1 (R.79) (4.

ψ) which has the solution θ0 (R.86) can be further expanded in a Taylor series around R = 1 to give θ0 (1. 1.87) (4. ψ). (4. 0.84).93) (4. we get ∂2 ∂ ∂2 1 1 θ0 + + 2 2 ∂ψ 2 ∂R R + d ∂R (R + d) θ0 (0. ψ) = ± 0. ψ) = = = = The solution is θ1 (R.89) (4. ψ) θ0 (1.95) ln(1 + R/h) . ψ) + ǫ θ1 (1.91) R − 2h R cos ψ .92) (4. dR (4.88) (4.99) (4. ln(1 + 1/h) = = = 0. .90) dθ0 (1. . (4. ψ) = 1 − To order O(ǫ1 ) ∂2 ∂ ∂2 1 1 θ1 + + 2 2 ∂ψ 2 ∂R R + d ∂R (R + d) θ1 (0. = 0.97).98) is a solution to equation (4. 0.98) so that substitution veriﬁes that equation (4.6 Transient conduction Let us propose a similarity solution of the transient conduction equation ∂2T 1 ∂T − =0 ∂x2 κ ∂t as T = A erf Taking derivatives we ﬁnd ∂T ∂x ∂2T ∂x2 ∂T ∂t x2 1 exp − 4κt πκt x x2 = −A √ exp − 4κt 2 πκ3 t3 x x2 = −A √ exp − 4κt 2 πκt3 = A√ (4. Transient conduction 46 Using Eq. (1 + 2h) ln(1 + 1/h) R + h (4.100) (4. (4.96) 4. ψ) θ1 (1.101) x √ 2 κt (4.6. (1 + h) ln(1 + 1/h) (4. ψ) − cos ψ Collecting terms to order O(ǫ0 ).97) (4. ψ) + .4.94) (4. cos ψ dθ0 (1. dR cos ψ . .

(4.7.6.4. since Eq. L (4.107) 2 iπx sin .104) T2 − T1 x. L L ∞ (4.110) t . Its eigenvalues are λi = − and its orthonormal eigenfunctions are φi (x) = Thus we let θ(x. Following the methodology outlined in Section A. Thus θ = 0 is a stable solution of the problem. 0) = f (x). and T ′ (x. and T (x. t) = 0. with the boundary and initial conditions T (0.102) ∂t ∂x in 0 ≤ x ≤ L. Linear diﬀusion 47 4. we consider the eigenvalue problem d2 φ = λφ dx2 with φ(0) = φ(L) = 0. T ′ (L. The operator is self-adjoint. t) = 0.103) (4. (4. The steady state solution is T (x) = T1 + With T ′ (x.108) ai (t)φi (x).112) The solution shows that T ′ → 0.7 Linear diﬀusion Let T = T (x. as t → ∞. t) = T − T we have the same equation ∂T ′ ∂2T ′ =α 2 ∂t ∂x (4.106) i2 π 2 . L2 (4. L L (4.1. 0) = f (x) − T . t) = T2 . t) = T1 .111) Cj exp −α jπ L 2 t 2 iπx sin . T (L. t) = i=1 (4.105) but with the conditions: T ′ (0. .105) was already linear. It must be noted that there has been no need to linearize. t) = i=1 ∞ jπ L aj . 2 (4. t) and ∂T ∂2T =α 2 (4.109) so that daj = −α dt with the solution aj = Cj exp −α Thus T ′ (x. jπ L 2 (4.

∂t ∂x with −∞ < x < ∞.115) (4.119) dr = t1 + θ(x. t1 .5. 0) = g(x) 1 = .8 Nonlinear diﬀusion The following diﬀusion problem with heat generation is considered in [81] ∂T ∂2T = ǫ 2 + f (T ). Applying the initial condition gives g(x) dr θ= .118) (4.4.113) Consider two time scales. long scale t2 = ǫt. . we get ∂T0 = f (T0 ). and ǫ ≪ 1. ∂t ∂t1 ∂t2 Assuming an asymptotic expansion of the type T = T0 (x. ∂t1 with the solution T0 1/2 (4. f (r) (4. a fast. t ≥ 0.120) The lower limit of the integral is simply a convenient value at which g(x) = 0. t1 .114) (4. we have a Taylor series expansion f (T ) = f (T0 ) + ǫf ′ (T0 ) + .124) . . The initial condition is taken to be T (x.117) (4.123) (4. t2 ) + .116) (4. 1 + eλx (4. and a slow. . t2 ). short one t1 = t. Nonlinear diﬀusion 48 4. Substituting and collecting terms of O(ǫ0 ). t2 ) + ǫT1 (x. 4. Thus ∂ ∂ ∂ = +ǫ . (4. ∂x ∂x so that ∂ 2 T0 ∂x2 ∂T0 ∂θ ∂2θ + f (T0 ) 2 ∂x ∂x ∂x 2 ∂θ ∂@2θ = f ′ (T0 )f (T0 ) + f (T0 ) ∂x ∂x2 = f ′ (T0 ) (4. .8.120 with respect to x gives ∂T0 ∂θ = f (T0 ) .121) f (r) 1/2 The terms of O(ǫ) are ∂ 2 T0 ∂T0 ∂T1 = f ′ (T0 )T1 + − 2 ∂t1 ∂x ∂t2 Diﬀerentiating Eq.122) (4.

135) (4. (4.128) ∂θ ∂x 2 (4.130) which can be checked by diﬀerentiation since ∂T1 ∂t1 = ∂θ ∂2θ − + f ′ (T0 ) 2 ∂x ∂t2 + A + t1 = ∂θ ∂2θ − ∂x2 ∂t2 ∂θ ∂x + ∂θ ∂x 2 2 f (T0 ) ∂θ ∂x 2 (4. diﬀerentiating with respect to t2 gives ∂T0 ∂θ = f (T0 ) ∂t2 ∂t2 Substituting in Eq. (4. we take ∂θ ∂2θ − + κ(x.125) .122. 4.126) ∂T1 ∂θ ∂ ∂2θ = f ′ (T0 )T1 + f (T0 ) − + ln f (T0 ) .119 has been used. t2 ) = eκθ . 4.137) (4.127) (4.136) + κeκθ ∂2θ ∂x2 (4. t1 ) 2 ∂x ∂t2 where κ = f ′ (T0 ).131) ∂T0 ∂t1 (4.134) w(x.129) The solution is T1 = A(x. t2 ) + t1 ln f (T0 ) f (T0 ) (4.4.132) (4.130. (4.133) ln f (T0 ) f ′ (T0 ) ∂2θ ∂θ − + f ′ (T0 ) 2 ∂x ∂t2 f (T0 ) + T1 f ′ (T0 ). To suppress the secular term in Eq. ∂T1 ∂θ ∂2θ = f ′ (T0 )T1 + f (T0 ) − + f ′ (T0 ) 2 ∂t1 ∂x ∂t2 Since ∂ ln f (T0 ) ∂t1 we have f ′ (T0 ) ∂T0 f (T0 ) ∂t1 = f ′ (T0 ) = (4. Nonlinear diﬀusion 49 Also. where Eq. Let so that its derivatives are ∂w ∂x ∂2w ∂x2 ∂w ∂t2 = κeκθ ∂θ ∂x ∂θ ∂x 2 ∂θ ∂x 2 = 0.8.138) = κ2 eκθ = κeκθ ∂θ ∂t2 . 4. ∂t1 ∂x2 ∂t2 ∂t1 ∂2θ ∂θ − + ∂x2 ∂t2 ∂θ ∂x 2 (4.

so that the integral in Eq. Nonlinear diﬀusion 50 We ﬁnd that ∂2w ∂w − 2 ∂x ∂t2 = κeκθ = The solution is 1 w= √ π 1 √ π 1 √ π ∞ ∞ ∞ ∞ ∂θ ∂2θ − +κ 2 ∂x ∂t2 ∂θ ∂x 2 (4.146) exp κ 1/2 1 1 dr = t1 + ln √ f (r) κ π ∞ ∞ √ 2 R(x + 2r t2 )e−r dr (4.151) R(x) = w(x.148) (4. (4. we get T0 T0 dr = ln r(1 − r) T0 − 1 = = 1 1 + e−(t1 +θ) w w + e−t1 T0 e−t1 1 − T0 (4. This can be conﬁrmed by ﬁnding the derivatives ∂2w ∂x2 ∂w ∂t2 = = √ 2 R′′ (x + 2r t2 )e−r dr √ 2 r R′ (x + 2r t2 ) √ e−r dr t2 ∞ ∞ (4.143) (4. 0) = e −λx (4. 0)] g(x) (4.144) ∞ 1 √ π ∞ ′′ ∞ R (x + 2r t2 )e−r dr √ exp [κθ(x. R(x) = = so that the ﬁnal (implicit) solution is T0 1/2 ∞ − 2 √ √ 2 R′′ (x + 2r t2 )2 t2 e−r dr (4.149) (4.141) where R(x) = w(x.142) √ 1 = − √ R′ (x + 2r t2 ) 2 π = and substituting.140) 0. 0). ∞ ∞ √ 2 R(x + 2r t2 )e−r dr.145) dr f (r) (4.115.153) .120 T0 1/2 Substituting in the equation.4.139) (4. Also. 4.150) Thus w= and from Eq. we take f (T ) = T (1 − T ).147) is Fisher’s equation: As an example. (4.8.152) (4. 4.

1 Stability by energy method Linear As an example consider the same problem as in Section 4. t) = T2 .7. 4.155) This is a wave that travels with a phase speed of (1 + λ2 ǫ)/λ. t) = T1 and T (L.9.4. dt Thus E → 0 as t → ∞ whatever the initial conditions.9.141 and integrating. Deﬁne 1 L ′2 E(t) = T dx (4.157) 2 0 so that E ≥ 0. T (x).9. is governed by d dx k(T ) dT dx = 0.160) with T (0. 4. The steady state.158) dE ≤ 0. t) = 0. The deviation from the steady state is governed by ∂T ′ ∂2T ′ (4.156) =α 2 ∂t ∂x with T ′ (0.161) .159) Let us now re-do the problem for a bar with temperature-dependent conductivity. T ′ (L.9 4. Thus ∂T ∂ = ∂t ∂x k(T ) ∂T ∂x . 4. Also dE dt L = 0 T′ L ∂T ′ dx ∂t ∂2T ′ dx ∂x2 ∂T ∂x ′ L L = α = α = −α so that 0 T′ L T′ 0 L 0 0 2 − dx 0 ∂T ∂x ′ 2 ∂T ′ ∂x dx (4.2 Nonlinear (4. Stability by energy method 51 Substituting in Eq. t) = 0. (4. (4. w = exp −λx + λ2 t2 so that T0 = 1 1 + exp [x − t(1 + λ2 ǫ)/λ] (4.154) (4.

t) = θ(L.167) ∂θ = θk(θ) ∂x 0 − k(θ) 0 Due to boundary conditions the ﬁrst term on the right is zero.. The beginning is at temperature T0 and the ambient is T∞ . Let E(t) = so that E ≥ 0. bipolar. 1. (4. with θ(0.169) Both of these are ﬁnite if β < βc = . . 4. .. .. = .4.165) ∂θ ∂x L = dx ∂θ ∂x 2 (4. . Then dE dt L 1 2 L θ2 dx.. The total length of the structure is LT = L0 + 2L1 + 4L2 + 8L3 + . t) = T (x. 4.163) where θ = θ(x. 4.164) = 0 L θ θ 0 ∂θ dx ∂t ∂ ∂x k(θ) L (4.166) dx. 0 (4. Self-similar structures 52 Let the deviation from the steady state be θ(x. The length of each bar is Li = L/β i and its diameter is Di = D/β i .) is a conductive bar. The steady state is θ = 0. . . t) = 0.10 Self-similar structures Consider the large-scale structure shown in Fig. (4.. . Thus ∂ ∂θ = ∂t ∂x k(θ) ∂θ ∂x .11 Non-Cartesian coordinates Toroidal. Thus E → 0 as t → ∞.168) The total volume of the material is VT = π 2 2 2 2 D0 L0 + 2D1 L1 + 4D2 L2 + 8D3 L3 + .162) (4. t).10. . (4. t) − T (x). .4 in which each line i (indicated by i = 0. 4 = . (4. . so that dE/dt ≤ 0.

172) ∂t ∂ξ .5 shows a ﬁn of length L with convection to the surroundings [4].4. (4. If A is self-adjoint. and B is a another linear operator. then it has real eigenvalues and a complete orthonormal set of eigenfunctions φm (ξ). which forms a complete spatial basis for X. Thermal control 53 $T_\infty$ 3 3 2 2 3 3 1 T 0 0 1 3 3 2 2 3 3 Figure 4. . with m = 0. φm = 0. It is thin and long enough such that the transverse temperature distribution may be neglected. . 110]. Fig. The simplest examples occur when only one spatial dimension is present. 2 .171) The lumped approximation in this chapter.170) ∂t with homogeneous boundary and suitable initial conditions..12 Thermal control Partial diﬀerential equations (PDEs) are an example of inﬁnite-dimensional systems that are very common in thermal applications [2. The state X(ξ.4: Large-scale self-similar structure. (4. where A is a bounded semi-group operator [2]. Determination of approximate controllability is usually suﬃcient for practical purposes. and is approximate if it can be taken to a neighborhood of the target [118]. 4. The system is then described by PDEs that represent a formidable challenge for control analysis. Exact controllability exists if the function representing the state can be taken from an initial to a ﬁnal target state. t) is a function of spatial coordinates ξ and time t. Consider a system governed by ∂X = AX + Bu. and the spatial variation of the temperature must be taken into account. 4.12. The temperature ﬁeld is governed by ∂2T ∂T = α 2 − ζ(T − T∞ ). (4. is frequently not good enough for thermal systems. 1. It is known [110] that the system is approximately state controllable if and only if all the inner products B. valid for Bi ≪ 1.

θ(L. and u = θ∞ . 0) = 0. θ(L. Since a linear system that is controllable can be taken from any state to any other. Ac is the constant cross-sectional area of the bar. t) of the ﬁn. For simplicity it will be assumed that ζ is independent of ξ. and ξ is the longitudinal coordinate measured from one end. and θ(ξ. t) = 0. (4.12. (4. The operators in Eq. (b) Boundary control: Using the constant outside temperature T∞ as reference and deﬁning θ = T − T∞ . the domain [0.5: One-dimensional ﬁn with convection. ρ is the density.174) becomes dθi = σθi−1 − (2σ + ζ)θi + σθi−1 . It can be shown that the same problem can also be analyzed using a ﬁnite-diﬀerence approximation [5]. ∂t ∂ξ with the initial and boundary conditions (∂θ/∂ξ)(0.4.174) = α 2 − ζθ. The end ξ = 0 will be assumed to be adiabatic so that (∂T /∂ξ)(0. and θ(ξ. Using it as a reference temperature and deﬁning θ = T − TL .173) with the homogeneous boundary and initial conditions (∂θ/∂ξ)(0. There are two ways in which the temperature distribution on the bar can be controlled: in distributed control1 the surrounding temperature T∞ is the control input and in boundary control it is the temperature of the other end T (L. t) = 0.172) becomes. and c is the speciﬁc heat. P is the perimeter of the cross section. A is a self-adjoint operator with the eigenvalues and eigenfunctions βm φm = − = (2m + 1)2 π 2 − ζ.171) is satisﬁed for all m.172) becomes ∂θ ∂2θ (4. . t) = 0. t) = TL (t) − T∞ . Eq. ∂θ ∂2θ = α 2 − ζθ + ζθ∞ (t) ∂t ∂ξ (4. L 2L respectively. we can arbitrarily assume the ﬁn to be initially at a uniform temperature. where T (ξ. and ζ = hP/ρcAc where h is the convective heat transfer coeﬃcient. Eq. Inequality (4. To enable a ﬁnite-diﬀerence approximation [5]. Thermal control 54 ξ=0 E ξ T∞ ξ=L TL Figure 4. (4. t) = 0.170) are A = α∂ 2 /∂ξ 2 − ζ. (4. dt 1 This (4. t is time. t) = TL is ﬁxed. The thermal diﬀusivity is α. so the system is indeed state controllable. B = ζ. L] is divided into n equal parts of size ∆ξ.175) term is also used in other senses in control theory. 4L2 (2m + 1)πξ 2 cos . t) is the temperature distribution that represents the state of the system. T∞ is the temperature of the surroundings. so that Eq. (a) Distributed control: The boundary temperature T (L. 0) = 0.

6). (4. The nodes are i = 1. . (4. . Multiple scales 55 where σ = α/∆ξ 2 . and at the right end θn+1 is the control input u. . From the governing equation for one-dimensional conduction » – d dT k(x. · · · . . . . . The controllability matrix M is 0 ··· ··· 0 0 ··· 0 σ n−1 . . where x is the vector of unknown θi .181) Problems 1. .177) The boundary conditions have been applied to make A non-singular: adiabatic. 3 0 0 σ ··· 0 σ2 −2σ 2 (2σ + ζ) ··· σ −σ(2σ + ζ) σ 3 + σ(2σ + ζ)2 · · · at the left end the ﬁn is σn ··· . . 2 ∆T T (L) = T − .13. (3.4. ··· ··· ··· (4..174) can be discretized to take the form of Eq. . T ) = A(x) λ(T ). 0 ..180) where ǫ ≪ 1. M = . . . 2 show that the magnitude of the heat rate is independent of the sign of ∆T if we can write k(x. . . 4. σ 0 ··· 0 σ −(2σ + ζ) B = [0. . . Thus we ﬁnd −(2σ + ζ) 2σ 0 ··· 0 .179) (4.176) ∈ Rn×n . indicating that the state of the system is also boundary controllable.. . With this Eq. The rank of M is n. . dx dx with boundary conditions ∆T . and with a step change in temperature at one end. σ −(2σ + ζ) σ . . n + 1. σ]T ∈ Rn .13 Solve Multiple scales ∂T1 ∂t ∂T2 ∂t ∂ 2 (T1 − T2 ) ∂x2 2 ∂ (T2 − T1 ) = Rα ∂x2 = α (4.178) 4. A = (4. T ) = 0.5. . T (0) = T + . . . where i = 1 is at the left and i = n + 1 at the right end of the ﬁn in Fig. . Let t = t0 + ǫt1 (4. 2. .

Neglect convection from the thin sides. 3. and (b) the heat ﬂow at the base of the ﬁn. Multiple scales 56 2. Assume that the base temperature is known. Calculate numerically the evolution of an initial temperature distribution at diﬀerent instants of time. Consider a rectangular ﬁn with convection. radiation and Dirichlet boundary conditions. where δ = [1 − (x/L)]2 δb . Find (c) the optimum base thickness δb . Find (a) the temperature distribution in the ﬁn. T ∞ T b x L Figure 4. δb is the thickness of the ﬁn at the base.13. Optimize the ﬁn assuming the ﬁn volume to be constant and maximizing the heat rate at the base.4.6: Longitudinal ﬁn of concave parabolic proﬁle. . Consider a longitudinal ﬁn of concave parabolic proﬁle as shown in the ﬁgure. Graph the results for several values of the parameters. and (d) the optimum ﬁn height L.

5) where p1 and p2 are the pressures at the inlet and outlet respectively. we will assume that ﬂuid properties are constant and that the area of the pipe is also constant.1 Hydrodynamics Mass conservation For a duct of constant cross-sectional area and a ﬂuid of constant density. and the hydraulic diameter is deﬁned by D = 4A/P . we have (5. In addition.2) where τw is the magnitude of the wall shear stress.1 5. Since the mass of the element is ρA ds. for simplicity. We can write fv fp = −τw P ds ∂p = −A ds ∂s (5. in the positive s direction are: fv .4) Integrating over the length L of a pipe. 5. 5. shown in Fig. and p is the pressure in the ﬂuid. is also constant. We will take a one-dimensional approach and neglect transverse variations in the velocity and temperature. the viscous force and fp .Chapter 5 Forced convection In this chapter we will considering the heat transfer in pipe ﬂows. the pressure force. we can write the momentum equation as ρA ds from which we get dV = fv + fp dt (5.3) dV τw P 1 ∂p + =− dt ρA ρ ∂s 4τw p1 − p2 dV + = dt ρD ρL (5. the mean velocity of the ﬂuid.1.1.1. 57 .1) (5.2 Momentum equation The forces on an element of length ds. 5. V .

Laminar The fully developed laminar velocity proﬁle in a circular duct is given by the Poiseuille ﬂow result ux (r) = um 1 − 4r2 D2 (5.8) um 2 (5. and acts in a direction opposite to V .1: Forces on an element of ﬂuid. um is the maximum velocity at the centerline.10) r=D/2 4 πD2 D/2 ux (r) 2πr dr 0 (5.7) where u is the local velocity. Hydrodynamics 58 p s p+dp fp f v ds Figure 5.13) (5. we get V = The shear stress at the wall τw is given by τw = −µ ∂ux ∂r (5. so that we can write dV + T (|V |)V = β ∆p (5.9) 4 = µum D 8µV = D The wall shear stress is linear relationship τw = αV where α= so that T (|V |)V = 8µ D 32µ V ρD2 (5. and D is the diameter of the duct. The wall shear stress is estimated below for laminar and turbulent ﬂows.12) (5.14) (5.6) dt where T (V ) = |4τw /ρDV | is always positive. β = 1/ρL. The mean velocity is given by V = Substituting the velocity proﬁle.5.1. For fully developed ﬂow we can assume that τw is a function of V that depends on the mean velocity proﬁle.11) (5.15) . and ∆p = p1 − p2 is the pressure diﬀerence that is driving the ﬂow. r is the radial coordinate.

3 Long time behavior Consider the ﬂow in a single duct of ﬁnite length with a constant driving pressure drop. which is one-fourth the Darcy-Weisbach value.51 + 3. Hydrodynamics 59 Turbulent For turbulent ﬂow the expression for shear stress at the wall of a duct that is usually used is τw = so that T (V ) = f 4 1 2 ρV 2 f |V |V. . The ﬂow velocity in the steady state is a solution of T (V )V = β ∆p (5. Thus ∆p = f = f L 1 2 ρV 4A/P 2 1 L ρ|V |V D 2 (5.1.3164 Re1/4 (5. or the Colebrook equation for rough pipes 1 = −2. thin pipe with pressures p1 and p2 ate either end. and may be calculated from the Blasius equation for smooth pipes f= 0. For t > 0. 5. p1 − p2 is a nonzero constant.1 Consider a long.18) where the Reynolds number is Re = |V |D/ν. Make the assumption that the axial velocity is only a function of radial position and time. without acceleration.7 Re f 1/2 (5.21) (5. The friction factor is also a fucntion of |V |.20) Example 5.17) Here f is the Darcy-Weisbach friction factor1 .1. The governing equation for the ﬂow velocity is equation (5.5. In the ﬂow in a length of duct.22) (5. the pressure drop is given by ∆p A = τw P L where A is the cross-sectional area.0 log f 1/2 e/Dh 2. L. 2D (5. the Fanning friction factor. p1 − p2 = 0 and there is no ﬂow.19) where e is the roughness at the wall.23) 1 Sometimes.16) (5.6). For t ≤ 0. Find the resulting time-dependent ﬂow. and P is the inner perimeter. confusingly. is used in the literature. or similar expressions.

equation (5. we get dV ′ = −T (V + V ′ )(V + V ′ ) + T (V )(V ) dt Deﬁning E= so that E ≥ 0. 5. (5. Writing V = V + V ′ . where an elemental control volume is shown.6) becomes dV ′ + T (V + V ′ )(V + V ′ ) = β ∆p dt Subtracting equation (5. Energy equation 60 where ∆p and V are both of the same sign.32) Q− = ρAV cT − kA ∂s where the ﬁrst term on the right is due to the advective and second the conductive transports. The heat rate going in is given by ∂T (5.5. so that dE ≤0 dt Thus.24) (5.30) 5.23). we ﬁnd that dE dt dV ′ dt = −V ′ T (V + V ′ )(V + V ′ ) − T (V )V = V′ ′ ′ ′2 (5. we see that V ′ V T (V + V ′ ) − T (V ) ≥ 0 regardless of the sign of either V ′ or V .2.27) (5.28) ′ = −V V T (V + V ) − T (V ) − V T (V + V ) (5.29) If we assume that T (V ) is a non-decreasing function of V .2. say nonnegative.33) Q+ = Q− + ∂s The diﬀerence between the two is Q+ − Q− = = ∂Q− ds ∂s ∂2T ∂T − kA 2 ρAV c ∂s ∂s ds (5. We can show that under certain conditions the steady state is globally stable.2 Energy equation Consider a section of a duct shown in Fig. E(V ) is a Lyapunov function. c is the speciﬁc heat at constant pressure and k is the coeﬃcient of thermal conductivity.25) 1 ′2 V 2 (5. and V = V is globally stable to all perturbations.31) (5.34) . The heat rate going out is ∂Q− ds (5.26) (5.

39) (5.34) and (5.36) (5.42) Boundary conditions may be θ = 0 at ξ = 0. Energy equation 61 Q Q _ s + Q ds Figure 5. .2. q(s). is known all along the duct.2.41) where (5.40) ∂θ d2 θ ∂θ + −λ 2 =1 ∂τ ∂ξ dξ λ= k LV ρc (5.35) in (5. Deﬁning ξ θ τ gives = = = x L (T − Ti )ρV AC Lq tV L (5.1 Known heat rate (5. Substituting equations (5.35) where the last term is the rate of accumulation of energy within the control volume. An energy balance for the elemental control volume gives Q− + dQ = Q+ + ρA ds c ∂T ∂t (5.37) The heat rate per unit length.5. which can be written as dQ = q ds where q is the rate of gain of heat per unit length of the duct.2: Forces on an element of ﬂuid.38) (5. Furthermore. θ = θ1 at ξ = 1.36) we get the energy equation ∂T q k ∂2T ∂T +V = + ∂t ∂s ρAc ρc ∂s2 The two diﬀerent types of heating conditions to consider are: 5. heat is gained from the side at a rate dQ.

U is the overall heat transfer coeﬃcient and P the cross-sectional perimeter of the duct.3.5.3 Single duct Consider the duct that is schematically shown in Fig. where the local ﬂuid temperature is T (s. Using the same variables to represent non-dimensional quantities. t) and the ambient temperature is T∞ (t).50) ∂τ ∂ξ where the nondimensional variables are s ξ = (5.46) ∂θ ∂θ d2 θ + − λ 2 + Hθ = H ∂τ ∂ξ dξ k LV ρc U ρL ρV Ac (5.45) (5.47) where λ H = = (5. q = P U (T∞ − T ) (5.44) (5. The inlet temperature is Tin (t).53) θ = ∆T .49) 5.2 Convection with known outside temperature Deﬁning The heating is now convective with a heat transfer coeﬃcient U .48) (5.3: Fluid duct with heat loss.3. and an external temperature of T∞ (s). We assume that the ﬂow is one-dimensional.52) L T − T∞ (5. The duct is subject to heat loss through its surface of the form U P (T − T∞ ) per unit length. Single duct T∞ (t) Tin (t) V T (s. the governing non-dimensional equation is ∂θ ∂θ + + Hθ = 0 (5. and neglect axial conduction through the ﬂuid and the duct. t) Tout (t) 62 Figure 5. and the outlet temperature is Tout (t).51) L tV τ = (5. Thus.2. 5. and the ﬂuid velocity is V . 5.43) ξ θ τ gives = = = x L T − Ti T∞ − Ti tV L (5.

.63) (5. so that θin = A + (θ1 − A)eX The matching conditions is so that The composite solution is then θouter (ξ = 1) = θin (X → −∞) A = 1 − e−H θ = 1 − e−H + (θ1 − 1 + e−H )e(ξ−1)/λ + .60) To lowest order. we have (5. where we make the transformation dθin d2 θin − − λH(θin − 1) = 0 2 dX dX λ dθin d2 θin − =0 2 dX dX θin = A + BeX (5.64) (5.e.59) We have (5.58) λ X= This gives the equation ξ−1 λ (5.66) with the solution The boundary condition θin (X = 0) = θ1 gives θ1 = A + B. zero. . Notice that the nondimensional mean ambient temperature is. The characteristic temperature diﬀerence ∆T will be chosen later.57) dξ 2 dξ where λ ≪ 1.5. the residence time.56) with boundary condition θ(0) = 0 is The boundary layer is near ξ = 1.3. by deﬁnition. 5.3. Single duct 63 The characteristic time is the time taken to traverse the length of the duct.65) (5. and with the boundary conditions θ(0) = 0 and θ(1) = θ1 . The parameter γ = U P L/ρAV c represents the heat loss to the ambient. We can use a boundary layer analysis for this singular perturbation problem.55) (5. The ambient temperature is T∞ (t) = T ∞ + T∞ (t) (5.1 Steady state No axial conduction The solution of the equation dθ + H(θ − 1) = 0 dξ θ(ξ) = 1 − e−Hξ With small axial conduction d2 θ dθ − − H(θ − 1) = 0 (5.62) (5. . The outer solution is θout = 1 − e−Hξ (5. i.61) (5.54) where the time-averaged and ﬂuctuating parts have been separated.

transient period of time in which the ﬂuid at time t = 0 has still not left the duct. and the ambient temperature ﬂuctuation. but at a previous instant in time.3 Perfectly insulated duct If H = 0 the outlet temperature simpliﬁes to Tout (t) = Tin (t − 1) T0 (1 − t) for t ≥ 1 for t < 1 (5. The solution becomes ′ t Tin (t − s)e−Hs + He−Ht t−s eHt T∞ (t′ ) dt′ for t ≥ s (5.70) The outlet temperature is the same as the inlet temperature.5. The temperature.3. but with an exponential drop due to heat transfer.4. t) = Tin (t) and T (s. 5. Tout (t).71) This is similar to the above. γ. The following are some special cases of equation (5. t) = ′ t T0 (s − t)e−Ht + He−Ht 0 eHt T∞ (t′ ) dt′ for t < s for t ≥ 1 for t < 1 (5. . and equation (5. at the outlet section. is given by Tout (t) = Tin (t − 1)e−H + He−Ht T0 (1 − t)e−Ht + He−Ht ′ t eHt T∞ (t′ ) dt′ t−1 t Ht′ e T∞ (t′ ) dt′ 0 The boundary conditions T (0. 5. 5. 5.69) It can be observed that. 0) = T0 (s) s Figure 5.3.68) T (s. after an initial transient. t) = Tin (t) d t<s © T (s.69) becomes Tout (t) = Tin (t − 1)e−H T0 (1 − t)e−Ht for t ≥ 1 for t < 1 (5.3. t) = f (s − t) + γ eHt T∞ (t′ ) dt′ e−Ht 0 ′ (5.4 Constant ambient temperature For this T∞ = 0.2 Unsteady dynamics t The general solution of this equation is T (s.69). s = 1. the inlet and outlet temperatures are related by a unit delay. T∞ .67) The t < s part of the solution is applicable to the brief.4: Solution in s-t space. The outlet temperature is also aﬀected by the heat loss parameter. The later t > s part depends on the temperature of the ﬂuid entering at s = 0. Single duct 64 t t=s t>s T (0.3. 0) = T0 (s) are shown in Fig.

5.78) . Single duct 65 Figure 5.3. There are several complexities that must be considered in practical applications to heating or cooling networks.5: Eﬀect of wall.76) (5.3.5.69) becomes T in + Tin sin ω(t − 1) e−H −H −2H Tout (t) = sin(Ωt + φ) +T∞ H −2e Hcos 1+e 2 +Ω2 √ H −Ht T0 (1 − t)e + H 2 +Ω2 T∞ H 2 + Ω2 sin(Ωt + φ′ ) where tan φ = − tan φ′ H(1 − e−H cos 1) + e−H Ω sin 1 Ω(1 − e−H cos 1) − He−H sin 1 Ω = − H for t < 1 for t ≥ 1 (5.72) (5.77) (5.3.5 Periodic inlet and ambient temperature We take Tin (t) T∞ (t) = T in + Tin sin ωt = T∞ sin Ωt (5.75) The outlet temperature has frequencies which come from oscillations in the inlet as well as the ambient temperatures. 5.73) so that equation (5. A properly-designed control system that senses the outlet temperature must take the frequency dependence of its amplitude and phase into account.74) (5.6 Eﬀect of wall The governing equations are ∂T ∂2T ∂T + ρV Ac − kA 2 + hi Pi (T − T∞ ) ∂t ∂x ∂x ∂Tw ∂ 2 Tw ρw Aw cw − kw Aw + hi Pi (Tw − T ) + ho Po (Tw − T∞ ) ∂t ∂x2 ρAc = = 0 0 (5. some of which are analyzed below.

86) (5. using ξ τ θ θw we get ∂θ ∂θ ∂2θ + − λ 2 + Hin (θ − θw ) = 0 ∂τ ∂ξ ∂ξ 2 ∂ θw ∂θw + Hin (θw − θ) + Hout θw = 0 − λw ∂τ ∂ξ 2 where λw Hin Hout = = = kw ρw V Aw cw L hin Pin L ρw Aw cw V hout Pout L ρw Aw cw V (5.79) (5.83) (5.92) 5.80) (5.88) (5.6.4.4 Two-ﬂuid conﬁguration Consider the heat balance in Fig.84) = = = = x L tV L T − T∞ Ti − T∞ Tw − T∞ Ti − T∞ (5.5.91) where (5. we have .81) (5. 5. we get θw = The governing equation is d2 θ w + Hin (θw − θ) + Hout θw dξ 2 Hin θ Hin + Hout = 0 0 (5. Two-ﬂuid conﬁguration 66 Nondimensionalize.87) (5.89) (5.90) dT + Hw θ = 0 dξ Hw = w w Hin Hout w + Hw Hin out (5.82) In the steady state and with no axial conduction in the ﬂuid dθ + Hin (θ − θw ) = dξ −λw If we assume λw = 0 also.85) (5. Neglecting axial conduction.

The second term corresponds to viscous heating or dissipation.96) with boundary conditions u = 0 at y = ±h.98) Due to symmetry du/dy = 0 at y = 0 so that C = 0. Flow between plates with viscous dissipation 67 1 2 Figure 5.5. we get µ(T ) du = Py + C dy (5.97) (5.95) 5. There is also other evidence for this. We non- . Integrating. laminar ﬂow of an incompressible.99) with T = T0 at y = ±h. ﬂat plates at y = −h and y = h. The plane walls are kept isothermal at temperature T = T0 . The ﬂow velocity u(y) is in the x-direction due to a constant pressure gradient P < 0. and the viscosity is assumed to decrease exponentially with temperature according to µ = exp(1/T ).6: Two-ﬂuids with wall.93) (5. ρw Aw cw ∂Tw + h1 (Tw − T1 ) + h2 (Tw − T2 ) ∂t ∂T1 ∂T1 ρ1 A1 c1 + ρ1 V1 c1 + h1 (T1 − Tw ) ∂t ∂x ∂T2 ∂T2 + ρ2 V2 c2 + h2 (T2 − Tw ) ρ2 A2 c2 ∂t ∂x = = = 0 0 0 (5. Newtonian ﬂuid between ﬁxed.94) (5.96). where k has been taken to be a constant.5 Flow between plates with viscous dissipation Consider the steady.) The momentum equation is then d dy µ(T ) du dy =P (5.5. (5. and the viscosity is assumed to be given by Eq. The energy equation can be written as k d2 T + µ(T ) dy 2 du dy 2 =0 (5.

8: Bifurcation diagram.4 −0.105) .9.103) (5.100) (5. There are other solutions also but they do not satisfy the boundary conditions on the velocity.6 Regenerator A regenerator is schematically shown in Fig. Figure 5.9: Schematic of regenerator. 5.8 1 0 0 1 2 3 a 4 5 6 Figure 5. Regenerator 68 6 25 5 20 4 15 S 10 5 3 θ high−temperature solution 2 1 low−temperature solution 0 −1 −0.2 0. Mc dT + mc(Tin − Tout ) = 0 ˙ dt (5. Figure 5.101) d2 θ + a η 2 eθ = 0 dη 2 a= βP 2 h4 kµ0 (5.102) where (5. θ = 0 for η = ±1 5.102) with boundary conditions (5.6 0.5. The bifurcation diagram corresponding to this problem is shown in Fig. As examples.4 0.104) The boundary conditions are There are two solutions that can be obtained numerically (by the shooting method.104) for a = 1.104) for a < ac and above which there are none.6.7. for instance) for the boundary-value problem represented by Eqs.2 0 η 0. (5. two numerically obtained solutions for a = 1 are shown in Fig.8 −0.8 where S is the slope of the temperature gradient on one wall. 5.102) and (5. dimensionalize using θ η The energy equation becomes = β(T − T0 ) y = h (5.7: Two solutions of Eq. 5.6 −0. (5.

5. With dqr /dr = 0. we get d dT d (rur T ) = k (r ) dr dr dr For the boundary conditions T (r1 ) = T1 and T (r2 ) = T2 .2 Redo the previous problem with a slightly eccentric ﬂow. the momentum equation is dVi + T (Vi )Vi = β pin − pout + ∆p i i dt (5. At each junction.108) Example 5.5.109) (5. 5.110) i where Ai are the areas and Vi the ﬂuid velocities in the ducts coming in. the sum being over all the ducts entering the junction.111) .106) (5.10: Flow between disks.7. we must have Ai Vi = 0 (5.10. Radial ﬂow between disks 69 r 1 r 2 r Figure 5. for each duct. Furthermore.107) = ur 2πrHT − k2πrH where H is the distance between the disks. 5.7 Radial ﬂow between disks This is shown in Fig.8 Networks A network consists of a number of ducts that are united at certain points. C r dT dr ur qr = (5. the temperature ﬁeld is T (r) = T1 ln(r2 /r) − T2 ln(r1 /r) ln(r2 /r1 ) (5.

except for one pressure that must be known. Thus the number of (b) Three-dimensional networks: For a three-dimensioanl network. The resistance Tij may or may not be symmetric. .8. and Vij is the ﬂow velocity from junction i to j deﬁned to be positive in that direction. 5. junctions and circuits. so as to have Vii = 0. Networks 70 where ∆p is the pressure developed by a pump. while mass conservation at the juntions give V − 1 independent algebraic relations. pi is the pressure at junction i. (a) Two-dimensional networks: A planar or two-dimensional network is one that is topologically equivalent to one on a plane in which every intersection of pipes indicates ﬂuid mixing. . V and F are the number of edges. In a general network. and each is connected to all the rest. n (5. The momentum equation in the branches produce E independent diﬀerential equations. We must distinguish between two possible geometries. respectively.115) where Aij is a symmetric matrix. The unknowns are the E velocities in the ducts and the V pressures at the junctions. The ﬂow velocity matrix Vij is anti-symmetric. we know that E =V +F −1 (5. we have E =V +F −2 (5. The number of unknowns thus are E + V − 1. . .114) The network properties are represented by the symmetric matrix βij . n (5. To simplify the analysis the network is considered fully connected. The momentum equation for Vij is dVij + Tij (Vij )Vij = βij (pi − pj ) dt (5. . respectively. The number of circuits is then (n2 − 3n + 4)/2. .113) If there are n junctions. these are better referred to as branches. so that Vii which has no physical meaning is considered zero.112) where E. but Tij is inﬁnite for those junctions that are not physically connected so that the ﬂow velocity in the corresponding branch is zero. . vertices and faces. The symmetry of Aij and antisymmetry of Vij gives the equivalent form n Aji Vji = 0 i=1 for j = 1.1 Hydrodynamics The global stability of ﬂow in a network can be demonstrated in a manner similar to that in a ﬁnite-length duct. assume that there are n junctions. Also. We take the diagonal terms in Tij to be also inﬁnite.5.8. The number of equations to be solved is thus quite large if n is large. if there happens to be one on that line. . The mass conservation equation at junction j for all ﬂows arriving there is n Aij Vij = 0 i=1 for j = 1. In the present context.116) which is simply the mass conservation considering all the ﬂows leaving junction j. For such a graph. they can have a maximum of n(n − 1)/2 lines connecting them. .

127) (5.116).8.119) (5.129) (5.117) and (5.123) = = − + j=1 i=1 n n ′ Aij ′ dVij Vij βij dt (5. Networks 71 The steady states are solutions of Tij (V ij )V ij n = βij (pi − pj ) n (5.118) we get ′ dVij dt n ′ Aij Vij = 0 or i=1 i=1 = ′ ′ − Tij (V ij + Vij )(V ij + Vij ) − Tij (V ij )V ij + βij (p′ − p′ ) i j n ′ Aji Vji = 0 (5.122) Deﬁning E= we get dE dt n n 1 2 n n j=1 i=1 Aij ′ 2 V .114)–(5.130) = 0 . and subtracting equations (5.121) (5.124) j=1 i=1 n n j=1 i=1 Aij ′ ′ ′ V Tij (V ij + Vij )(V ij + Vij ) − Tij (V ij )V ij βij ij ′ Aij Vij (p′ − p′ ) i j (5.118) Aij V ij = 0 or i=1 i=1 Aji V ji = 0 We write Vij pi ′ = V ij + Vij = p + p′ i (5.126) n j=1 = i=1 = and n n ′ Aij Vij p′ j j=1 i=1 0 p′ i ′ Aij Vij (5.5.120) Substituting in equations (5.117) (5. βij ij βij > 0 (5.125) The pressure terms vanish since n n ′ Aij Vij p′ i j=1 i=1 n n ′ Aij Vij p′ i i=1 j=1 n = (5.128) n n = j=1 p′ j i=1 ′ Aij Vij (5.

V20 and V30 are the unknowns. 3. For this reason the steady state is also unique. the steady state is globally stable. The pressures p1 .133) and (5.30) and satisfy the same inequality.137) (5.132) In the steady state 3 X i=1 Ti0 (V i0 )V i0 Ai0 V i0 = = βi0 (pi − p0 ) 0 (5.110) at the junction gives 3 X i=1 (5.134). equation (5.132) and subtracting equations 0 (5.5.3 Show that the ﬂow in the the star network shown in Fig. The terms that are left in equation (5.135) (5.139) . p2 and p3 are known while the pressure p0 and velocities V10 .11 is globally stable.138) = − 3 3 X X Ai0 ˜ ˆ ′ ′ ′ ′ Ai0 Vi0 Vi0 Ti0 (V i0 + Vi0 )(V i0 + Vi0 ) − Ti0 (V i0 )V i0 − p′ 0 βi0 i=1 i=1 (5. Networks 72 p u 20 2 u p 1 10 p 0 u 30 p 3 Figure 5. Since E ≥ 0 and dE/dt ≤ 0. Example 5.125) are similar to those in equation (5.131) and (5.134) ′ Substituting Vi0 = V i0 + Vi0 and p0 = p0 + p′ in equations (5. For branches i = 1. 2. we ﬁnd that ′ dVi0 dt 3 X i=1 ′ Ai0 Vi0 = = ˜ ˆ ′ ′ − Ti0 (V i0 + Vi0 )(V i0 + Vi0 ) − Ti0 (V i0 )V i0 − βi0 p′ 0 0 (5.8.133) (5.136) If we deﬁne E= we ﬁnd that dE dt = 3 ′ X Ai0 dVi0 V′ βi0 i0 dt i=1 3 1 X Ai0 ′ 2 V i 2 i=1 βi0 (5.131) Ai0 Vi0 = 0 (5.6) is dVi0 + Ti0 (Vi0 )Vi0 = βi0 (pi − p0 ) dt Equation (5.11: Star network. 5.

1 5. the set of equations is not linearly independent.9. The heat balance equation for this room is Mia cw dTiw dt a a a dTi Mi c dt = hi Ai (Tia − Tiw ) + Ui Ae (T e − Tiw ) i 1 = hi Ai (Tiw − Tia ) + ca 2 1 − ca 2 j (5.140) Since E ≥ 0 and dE/dt ≤ 0. from mass conservation for a single room. (b) Because the sum of equations (5. By deﬁnition mij = −mji .8. 5. (i) Steady state with U = 0 (a) The equality (ma + |ma |)Tja − (ma + |ma |)Tia = 0 ji ji ij ij i j i j (5. The wall temperature of room i is Tiw and the air temperature is Tia .141) and (5. Thermal control 73 The last term vanishes because of equation (5.145) i which is a necessary condition for a steady state. Since mii has no meaning and can be arbitrarily taken to be zero.142) are the 2n temperatures Tiw and Tia .144) can be shown by interchanging i and j in the second term.5. we know that ma = 0 ji j (5.2 Thermal control Control with heat transfer coeﬃcient Multiple room temperatures Let there be n interconnected rooms. Using this result.142) for all rooms gives qi = 0 (5. Also.9.136).143) Analysis The unknowns in equations (5.9.141) and (5.142) j (ma + |ma |)Tia + qi ij ij where T e is the exterior temperature. mij is the mass ﬂow rate of air from room i to room j. the sum of equations (5. E is a Lyapunov function and the steady state is globally stable.2 [61] Thermal networks 5.141) and (5. Thus the steady solution is not unique unless one of the room temperatures is known.141) (ma + |ma |)Tja ji ji (5. Thus 3 3 X Ai0 ˆ ˜ X Ai0 ′ 2 dE ′ ′ ′ Vi0 V i0 Ti0 (V i0 + Vi0 ) − Ti0 (V i0 ) − V i0 Ti0 (V i0 + Vi0 ) =− dt β β i=1 i0 i=1 i0 (5.142) for all rooms gives an identity.9 5. . mij is an anti-symmetric matrix.

5. illustrates the basic issues [4.4 Temperature in long duct The diﬀusion problem of the previous section does not have advection. which creates a diﬃculty for outlet temperature control. Transport of ﬂuids in ducts introduces a delay between the instant the particles of ﬂuid go into the duct and when they come out. Tiset ) ji (5.149).149) The overall mass balance can be given by the sum of the two equations to give M1 ca dT1 dT2 + M2 ca dt dt = U1 A1 (T e − T1 ) + U2 A2 (T e − T2 ) + |m|T e 1 1 + (m − |m|)T1 − (m + |m|)T2 2 2 +q1 + q2 (5. 128] and buildings [8. The ﬂuid inlet temperature Tin is kept . A long duct of constant cross section. 159]. Thermal control 74 Control The various proportional control schemes possible are: • Control of individual room heating qi = −Ki (Tia − Tiset ) • Control of mass ﬂow rates ma = fij (Tja .5. respectively.9. 5. and leakage out of room 2 to the exterior at the same rate.148) and (5.12 where the ﬂow is driven by a variable-speed pump. Tia . 41] delay and the eﬀect of the length of a duct on delay [46] have also been looked at. The energy balances for the two rooms give M1 ca dT1 dt 1 = U1 A1 (T e − T1 ) + (m + |m|)(T e − T1 ) 2 1 − (m − |m|)(T2 − T1 ) + q1 2 1 = U2 A2 (T e − T2 ) − (m − |m|)(T e − T2 ) 2 1 + (m + |m|)(T1 − T2 ) + q2 2 (5. 5.9.148) M2 ca dT2 dt (5.150) One example of a control problem would be to change m to keep the temperatures of the two rooms equal.146) (5.9. Also there is leakage of air into room 1 from the exterior at rate m.147) Similar on-oﬀ control schemes can also be proposed. Delay can be introduced by writing T2 = T2 (t − τ ) and T1 = T1 (t − τ ) in the second to last terms of equations (5. transport [197] and heater [40. where τ is the time taken for the ﬂuid to get from one room to the other. The literature includes applications to hot-water systems [43. schematically shown in Fig. 7].3 Two rooms Consider two interconnected rooms 1 and 2 with mass ﬂow m from 1 to 2.

The other variables are now non-dimensional.152) where θ = (T − T∞ )/(Tin − T∞ ). and D is the hydraulic diameter of the duct. t) is the ﬂuid temperature. h is the coeﬃcient of heat transfer to the exterior. Knowing v(t). where T (ξ. The ﬂow velocity is taken to be always positive. energy conservation gives ∂T ∂T 4h +v + (T − T∞ ) = 0.154) The temperature at the outlet of the duct. f is an arbitrary function. t is time. 174]. 5. this can be solved to give t θ(ξ. The problem is non-linear if the outlet temperature Tout (t) is used to control the ﬂow velocity v(t). and there is heat loss to the constant ambient temperature T∞ through the surface of the duct. the non-dimensional version of Eq. 0 (5. at ξ = 1.5. Fig.e.155) must be simultaneously solved to get the outlet temperature θout (t) in terms of the ﬂow velocity v. ∂t ∂ξ ρcD (5. ∂t ∂ξ (5. ρcD/4h for time. v(t) is the ﬂow velocity. Shown are the outlet temperature. Thermal control 75 ξ=0 Tin E ξ ﬂow =⇒ T∞ ξ=L Tout (t) velocity = v(t) temperature = T (ξ.12: Schematic of duct. all of which ultimately achieve constant amplitude oscillations. (5. t) = Tin .151) with the boundary condition T (0.154) and (5. is t θout (t) = e−t f 1− v(s). The temperature of the ﬂuid coming out of the duct is Tout (t). where L is the length of the duct. and hL/ρcD for velocity.9. t) Figure 5. ξ is the distance along the duct measured from the entrance.153) where the initial startup interval in which the ﬂuid within the duct is ﬂushed out has been ignored. Applying the boundary condition at ξ = 0 gives t 1 = e−t f − v(s) ds . 74.151) is ∂θ ∂θ +v + θ = 0. ds 0 (5. t) = 1.155) Eqs. with θ(0. Using the characteristic quantities of L for length. i. . With a one-dimensional approximation. ρ is the ﬂuid density. 69. 0 (5.13 shows a typical result using PID control in which the system is unstable. The delay between the velocity change and its eﬀect on the outlet temperature can often lead instability. t) = e−t f ξ− v(s) ds . ﬂow velocity and residence time of the ﬂuid in the duct. (5. constant. as it does in other applications [16. so that the ξ = 0 end is always the inlet and ξ = L the outlet. c is its speciﬁc heat.

1015–1026. 2003.589 RaD Nu = 2 + h i4/9 . 1 + (0.13: Outlet temperature. A WKB solution for small Da has been reported as2 " # e−s(1−r) u = Da 1 − . Use the nondimensional version of the governing equation to ﬁnd the inner and outer matched temperature distributions if the ﬂuid thermal conductivity is small.9. A sphere. Ranjbar-Kani. 4. Consider one-dimensional steady-state ﬂow along a pipe with advection and conduction in the ﬂuid and lateral convection from the side.8 0.5 1. 7. Problems 2. Thermal control 76 0.5. Determine the single duct solutions for heat loss by radiation q = P ǫσ(Tsur − T 4 ). where gβ(Ts − T∞ )D3 .5 0.4 1.2 1. International Communcications in Heat and Mass Transfer. Churchill’s correlation for natural convection from a sphere is 0. No. for forced convection in a cylindrical porous medium is given by Re-do to check the analysis.469/Pr )9/16 RaD = 1/4 4 1. u′′ + r −1 u′ − s2 u + s2 Da = 0. √ r 3.5 0 50 100 150 v 1 0. The ﬂuid inlet and outlet temperatures given. .3 0. pp. 30. and ﬁnd a two-term perturbation solution. and that the material properties are all constant. Hooman and A. The velocity ﬁeld. να Assume that the temperature within the sphere T (t) is uniform. Derive the governing equation. initially at temperature Ti is being cooled by natural convection to ﬂuid at T∞ .4 Tout 0. 2 K. u(r). where s and the Darcy number Da are parameters. velocity and residence time for Ki = −5 and Kp = 2.5 [4].A. Forced convection in a ﬂuid-saturated porous-medium tube with isoﬂux wall. Vol.6 0 50 100 150 τ 0 50 100 150 t Figure 5.2 1 0.

Nondimensionalize. . 6. as shown in Fig.1.14: Flow in tube with non-negligible wall thickness. Consider one-dimensional unsteady ﬂow in a tube with a non-negligible wall thickness.5. There is conduction along the ﬂuid as well as along the wall of the tube.9. 17. Show that no solution is possible in Problem 4 if the boundary layer is assumed to be on the wrong side. 111111111111111111111 000000000000000000000 111111111111111111111 000000000000000000000 111111111111111111111 000000000000000000000 111111111111111111111 000000000000000000000 111111111111111111111 000000000000000000000 Figure 5. 7. Thermal control 77 5. Find the governing equations and their boundary conditions. Plot the exact analytical and the approximate boundary layer solutions for Problem 4 for a small value of the conduction parameter. There is also convection from the outer surface of the tube to the environment as well as from its inner surface to the ﬂuid.

For s g Figure 6. of length L and constant cross-sectional area A ﬁlled with a ﬂuid. The loop is heated in some parts and cooled in others. measured from some arbitrary origin and going around the loop in the counterclockwise direction.1 Modeling Let us consider a closed loop.1 Mass conservation Consider an elemental control volume as shown in Fig. The spatial coordinate is s. 6. We will also approximate the behavior of the ﬂuid using one spatial dimensions. 6.2. i.1.2) For a ﬂuid of constant density. We will make the Boussinesq approximation by which the ﬂuid density is constant except in the buoyancy term. we will assume that the velocity u and temperature T are constant across a section of the loop. 6.1: A general natural convective loop. In general both u and T are functions of space s and time t.1) (6. 78 . Thus. there is no accumulation of mass within an elemental control volume. m− = m+ . though we will ﬁnd that u = u(t).Chapter 6 Natural convection 6.e. so that the mass ﬂow rate into and out of the control volume must be the same. shown in Fig. The mass ﬂuxes in and out are m− m+ = ρ0 uA = m− + ∂m ds ∂s − (6.1. The temperature diﬀerences within the ﬂuid leads to a change in density and hence a buoyancy force that creates a natural circulation.

g is its component in the negative s ˜ direction.3) (6.6. the pressure force. Modeling 79 + m _ m s ds Figure 6.10) . a loop of constant cross-sectional area. which is strictly not the case here but gives an order of magnitude value for the coeﬃcient. and must be a function of t alone. however. Thus u is independent of s. with z being measured upwards. We can write fv fp fg = −τw P ds ∂p = −A ds ∂s = −ρA ds g ˜ (6. so that ρ = ρ0 [1 − β(T − T0 )] (6. τw = αu. the component of the gravity force. in the positive s direction are: fv . i. shown in Fig. and fg . and p is the pressure in the ﬂuid. this implies that u is the same into and out of the control volume. The integral around a closed loop should vanish. It is impossible to determine the viscous force fv through a one-dimensional model.2: Mass ﬂows in an elemental control volume. For simplicity.2 Momentum equation The forces on an element of length ds. 6. we will assume a linear relationship between the wall shear stress and the mean ﬂuid velocity. the viscous force. so that L g (s) ds = 0 ˜ 0 (6.e. since it is a velocity proﬁle in the tube that is responsible for the shear streass at the wall.1.6) D The local component of the acceleration due to gravity has been written in terms of g (s) ˜ = g cos θ dz = g ds (6. For Poiseuille ﬂow in a duct.9) The density in the gravity force term will be taken to decrease linearly with temperature. fp . 6.4) (6. this would be 8µ α= (6.3.5) where τw is the wall shear stress.1.7) (6.8) where g is the usual acceleration in the vertical direction. and dz is the diﬀerence in height at the two ends of the element.

1.4: Heat rates on an elemental control volume.15) Q+ = Q− + ∂s The diﬀerence between the two is Q+ − Q− = = ∂Q− ds ∂s ρ0 Aucp ∂T ∂2T − kA 2 ∂s ∂s ds (6.3 Energy equation L T g (s) ds ˜ 0 (6. and Pα β du + u= dt ρ0 A L where u = u(t) and T = T (s. which can be written as Q = q ds where q is the rate of gain of heat per unit length of the duct. t). Modeling 80 p+dp p s θ ds fv fg fp _ Q s Q + Q ds gravity Figure 6.11) du Pα 1 ∂p + u=− − [1 − β(T − T0 )] g ˜ dt ρ0 A ρ0 ∂s (6. (6. 6.16) Furthermore.1.6. 6. The heat rate going out is ∂Q− ds (6.17) . cp is the speciﬁc heat at constant pressure and k is the coeﬃcient of thermal conductivity.4 shows the heat rates going into and out of an elemental control volume. we ﬁnd that the pressure term disappears. Figure 6. heat is gained from the side at a rate Q. we can write the momentum equation as ρ0 A ds from which we get du = fv + fp + fg dt (6.12) Integrating around the loop.13) Fig. Since the mass of the element is ρ0 A ds.3: Forces on an element of ﬂuid.14) Q− = ρ0 Aucp T − kA ∂s where the ﬁrst term on the right is due to the advective and second the conductive transports. The heat rate going in is given by ∂T (6.

22) gives us the temperature ﬁeld T (s) = 1 ρ0 Acp u s q(s′ ) ds′ + T0 0 (6.20) q(s) > 0 indicates heating. 165] The simplest heating condition is when the heat rate per unit length. Using equation (6.2. 6.19) 6.21). Substituting equations (6. and q(s) < 0 cooling. we get Pα β u= ρ0 A ρ0 Acp Lu from which u=± Two real solutions exist for 0 L 0 0 s q(s′ ) ds′ g (s) ds ˜ (6.25) q(s′ ) ds′ g (s) ds ≥ 0 ˜ (6.18) we get the energy equation ∂T q k ∂2T ∂T +u = + ∂t ∂s ρ0 Acp ρ0 cp ∂s2 (6.21) (6.18) where the last term is the rate of accumulation of energy within the control volume.2 Known heat rate [164.6.2. Substituting in equation (6.26) .1 Steady state. is known all along the loop. Known heat rate 81 An energy balance for the elemental control volume gives Q− + Q = Q+ + ρ0 A ds cp ∂T ∂t (6. q(s). For zero mean heating. the steady-state governing equations are Pα u = ρ0 A u dT ds = β L L T (s)˜(s) ds g 0 (6.9) it can be checked that T (L) = T0 also. we have L q(s) ds = 0 0 (6.22) q(s) ρ0 Acp The solution of equation (6. no axial conduction Neglecting axial conduction.24) β P αLcp L 0 s L 0 0 s q(s′ ) ds′ g (s) ds ˜ (6.23) where T (0) = T0 .16) and (6.17) in (6.

31) (6. (b) Constant heating between points c and d. ˆ Let us write F (s) G(s) H = = = Z s q(s′ ) ds′ 0 (6. and constant cooling between h and a. and none otherwise.2. The constant value is q . The integral H in the four cases is: (a) H = 0. 6. ˆ q ˆ The ﬂuid velocity is s βH (6.27) The pressure distribution can be found from equation (6.12) dp ds = − P αu − ρ0 1 − β(T − T0 ) g ˜ A s β P αu ˜ q(s′ ) ds′ g ˜ − ρ0 g + = − A Acp u 0 (6. Using equations (6.34) u=± P αLcp . (c) H = −ˆL/8. Example 6. (a) Constant heating between points c and d. (c) Constant heating between points d and e.6. it can be shown that p(L) = p0 also. The origin is at point a. and the total length of the loop is L.9) and (6. and constant cooling between e and g.28) (6.1 Find the temperature distributions and velocities in the three heating and cooling distributions corresponding to Fig.24).29) from which p(s) = p0 − P αu s − ρ0 A s g (s′ ) ds′ + ˜ 0 β Acp u s 0 0 s′′ q(s′ ) ds′ g (s′′ ) ds′′ ˜ (6.7.32) (6. Thus there is a bifurcation from no solution to two as the parameter H passes through zero. (d) H = q L/4.6. (d) Constant heating between points a and c.33) F (s)g(s) Z L G(s) ds 0 The functions F (s) and G(s) are shown in Fig.5: Bifurcation with respect to parameter H. and constant cooling between g and h. 6.30) where p(0) = p0 . where L s H= 0 0 q(s′ ) ds′ g (s) ds ˜ (6. and the coordinate s runs counterclockwise. Known heat rate 82 u H Figure 6. (b) H = q L/8. and constant cooling between h and a.

6.2. Known heat rate

83

g

f

e

h

d

a

b

c

Figure 6.6: Geometry of a square loop.

F

F

s

s

G

G

s (a) (b)

s

F

F

s

s

G

G

s (c) (d)

s

Figure 6.7: Functions F (s) and G(s) for the four cases.

6.2. Known heat rate

84

No real solution exists for case (c); the velocity is zero for (a); the other two cases have two solutions each, one positive and the other negative. The temperature distribution is given by T − T0 = F (s) ρ0 Acp u (6.35)

The function F (s) is shown in Fig. 6.7. There is no real; solution for case (c); for (a), the temperature is unbounded since the ﬂuid is not moving; for the other two cases there are two temperature ﬁelds, one the negative of the other. The pressure distribution can be found from equation (6.29).

Example 6.2

What is the physical interpretation of condition (6.26)? Let us write H = = = Z Z

L

0

0

L »Z s

»Z

s

q(s′ ) ds′

0 s

– –

0

g (s) ds ˜ d

s

(6.36) –

0

q(s′ ) ds′

0

»Z

q(s′ ) ds′

0

–L »Z

0

»Z

s

g (s′ ) ds′ ˜

0

(6.37) Z L» q(s)

s

g (s′ ) ds′ ˜

–L

0

−

Z

g (s′ ) ds′ ˜

0

–

ds

(6.38)

**The ﬁrst term on the right vanishes due to equations (6.20) and (6.9). Using equation (6.8), we ﬁnd that Z L H = −g q(s)z(s) ds (6.39)
**

0

The function z(s) is another way of describing the geometry of the loop. We introduce the notation q(s) = q + (s) − q − (s) where q+ = and q− = q(s) 0 0 −q(s) for for for for q(s) > 0 q(s) ≤ 0 q(s) ≥ 0 q(s) < 0 (6.40)

(6.41)

**Equations (6.20) and (6.39) thus becomes Z L Z q + (s) ds =
**

0

L

(6.42)

q − (s) ds

0

(6.43) Z – L q − (s)z(s) ds (6.44)

H

=

−g

»Z

L 0

q + (s)z(s) ds −

0

From these, condition (6.26) which is H ≥ 0 can be found to be equivalent to RL − RL + q (s)z(s) ds 0 q (s)z(s) ds < 0R L RL + (s) ds − 0 q 0 q (s) ds

(6.45)

This implies that the height of the centroid of the heating rate distribution should be above that of the cooling.

6.2. Known heat rate

85

6.2.2

Axial conduction eﬀects

To nondimensionalize and normalize equations (6.13) and (6.19), we take t∗ s∗ u∗ T∗ g∗ ˜ q∗ where V ∆T τ G Substituting, we get du∗ + u∗ dt∗ ∂T ∗ ∂T ∗ + G1/2 u∗ ∗ ∂t∗ ∂s where K=

1

= = = = = =

u V G1/2 T − T0 ∆T G1/2 g ˜ g q qm

t τ s L

(6.46) (6.47) (6.48) (6.49) (6.50) (6.51)

= = = =

P αL ρ0 A P 2 α2 L βgρ2 A2 0 ρ0 A Pα qm βgρ2 A2 0 P 3 α3 Lcp

(6.52) (6.53) (6.54) (6.55)

=

0

T ∗ g ∗ ds∗ ˜ ∂2T ∗ ∂s∗2

(6.56) (6.57)

= G1/2 q ∗ + K kA P αL2 cp

(6.58)

The two nondimensional parameters which govern the problem are G and K. Under steady-state conditions, and neglecting axial conduction, the temperature and velocity are T (s) u∗

∗

=

1 u∗

s∗ 0 1

q ∗ (s∗ ) ds∗ 1 1

s∗ 0

(6.59) g ∗ (s∗ ) ds∗ ˜ (6.60)

= ±

0

q ∗ (s∗ ) ds∗ 1 1

All variables are of unit order indicating that the variables have been appropriately normalized.

6.2. Known heat rate

86

**For α = 8µ/D, A = πD2 /4, and P = πD, we get G = K = 1 Gr 8192π P r 1 32 P r D L D L
**

2 4

(6.61) (6.62)

where the Prandtl and Grashof numbers are µcp k qm gβL3 Gr = ν2k respectively. Often the Rayleigh number deﬁned by Pr = Ra = Gr P r (6.63) (6.64)

(6.65)

is used instead of the Grashof number. Since u∗ is of O(1), the dimensional velocity is of order (8νL/D2 )Gr1/2 . The ratio of axial conduction to the advective transport term is ǫ = = K G1/2 8π Ra (6.66)

1/2

(6.67)

Taking typical numerical values for a loop with water to be: ρ = 998 kg/m3 , µ = 1.003 × 10−3 kg/m s, k = 0.6 W/m K, qm = 100 W/m, g = 9.91 m/s2 , β = 0.207 × 10−3 K−1 , D = 0.01 m, L = 1 m, cp = 4.18 × 103 J/kgK, we get the velocity and temperature scales to be V G1/2 ∆T G and the nondimensional numbers as G = K = Gr = Ra = ǫ = 1.86 × 10−2 4.47 × 10−7 (6.70) (6.71) (6.72) (6.73) (6.74)

1/2

= =

(6.68) (6.69)

3.35 × 1011 2.34 × 1012 3.28 × 10−6

**Axial conduction is clearly negligible in this context. For a steady state, equations (6.56) and (6.57) are
**

1

u∗ d2 T dT ǫ ∗2 − u∗ ∗ ds ds

∗ ∗

=

0

T g ∗ ds∗ ˜

∗

(6.75) (6.76)

∗

= −q ∗ (s∗ )

Integrating over the loop from s∗ = 0 to s∗ = 1, we ﬁnd that continuity of T and equation (6.20) ∗ imply continuity of dT /ds∗ also.

85) (6.88) . The terms of O(λ) give 1 u1 d2 T 1 ds2 = 0 T 1 g ds ˜ dT 0 ds (6. gives T 0 = an arbitrary constant.78) where.87) and that B can be arbitrary. . = T 0 (s) + λT 1 (s) + λ2 T 2 (s) + .6. We can write u T (s) = u0 + λu1 + λ2 u2 + .84) Continuity of T 1 (s) and dT 1 /ds at s = 0 and s = 1 give 1 s′′ B = − q(s′ ) ds′ 0 o ds′′ + A + B (6.77) (6. the asterisks have been dropped. .2. and collecting terms of O(λ0 ). (6. .81) (6.82) = −q(s) + u0 The second equation can be integrated once to give dT 1 =− ds and again s s′′ s q(s′ ) ds′ + A 0 (6. axial conduction dominates.79) (6.80) = The second equation. Substituting into the governing equations. we have 1 u0 d2 T 0 ds2 = 0 T 0 g ds ˜ 0 (6.83) T1 = − q(s′ ) ds′ 0 0 ds′′ + As + B (6. Thus s s′′ 1 s′′ T1 = 0 0 q(s ) ds ′ ′ ds + s 0 0 ′′ q(s′ ) ds′ ds′′ + T1 (0) (6. The ﬁrst equation gives u0 = 0.86) A = A respectively. along with conditions that T 0 and dT 0 /ds have the same value at s = 0 and s = 1. for convenience. from which 1 s′′ A= 0 0 q(s′ ) ds′ ds′′ (6. . Known heat rate 87 Conduction-dominated ﬂow If λ = G1/2 /ǫ ≪ 1.

to give ∞ g (s) = ˜ n=1 c gn cos 2πns 2πns s + g1 sin L L (6. gives 1 s 0 0 s′′ 1 s′′ 1 u1 = − q(s′ ) ds′ 0 ds′′ g ds + ˜ 0 0 q(s′ ) ds′ ds′′ 0 s˜ ds g (6. .2. 6. we get 1 u0 u0 from which T0 u0 = 1 u0 0 = 0 T 0 g ds ˜ (6. so that the resulting solution is unique.90) (6. rather than by the advective velocity. = T 0 + ǫT 1 + ǫ2 T 2 + .81).97) (6. we have u T = u0 + ǫu1 + ǫ2 u2 + .95) (6.2.3 Toroidal geometry The dimensional gravity function can be expanded in a Fourier series in s.100) . (6.98) = ± ˜ q(s′ ) ds′ g ds Axial conduction. . Known heat rate 88 where T (0) is an arbitrary constant. . Advection-dominated ﬂow The governing equations are 1 u = 0 T g ds ˜ d2 T ds2 (6.99) The simplest loop geometry is one for which we have just the terms c g (s) = g1 cos ˜ 2πs 2πs s + g1 sin L L (6. therefore. slightly modiﬁes the two solutions obtained without it.6. .92) (6.89) The temperature distribution is determined by axial conduction.96) dT 0 ds = q s q(s′ ) ds′ 0 1 0 s (6.93) (6. Expanding in terms of ǫ. Substituting in equation (6.91) u dT ds = q+ǫ where ǫ ≪ 1.94) To O(ǫ0 ).

105) (6.101) (6. and take φ0 = 0 so that g (s) = g cos (2πs/L) ˜ (6.110) Take (6.108) u The homogeneous solution is dT ds = − sin(2πs − φ) + ǫ T h = Beus/ǫ + A (6.102) Without loss of generality.e.112) (6.2. from three o’clock point. we can measure the angle from the horizontal.107) (6. Using g2 φ0 equation (6.114) . Assuming also a sinusoidal distribution of heating q(s) = − sin(2πs − φ) the momentum and energy equations are 1 (6.6. we have dTp u − Tp ds ǫ 1 cos(2πs − φ) 2πǫ 1 = − [cos(2πs) cos φ + sin(2πs) sin φ] 2πǫ = − T p = a cos(2πs) + b sin(2πs) from which dT p = −2πa sin(2πs) + 2πb cos(2πs) ds (6.109) The particular integral satisﬁes 1 d2 T p u dT p − = sin(2πs − φ) ds2 ǫ ds ǫ Integrating. Known heat rate 89 corresponds to a toroidal geometry.103) = = c s (g1 )2 + (g1 )2 c g tan−1 1 s g1 (6.100) becomes g (s) = g cos ˜ 2πs − φ0 L (6.106) u = 0 T (s) cos(2πs) ds d2 T ds2 (6.104) The nondimensional gravity component is g = cos(2πs) ˜ where the * has been dropped. i.113) (6.111) (6.

108) can be solved to give T u = 1 [cos(2πs) cos φ + sin(2πs) sin φ] 2πu cos φ = ± 4π (6.119) Since T (0) = T (1). • ǫ→∞ • φ=0 We get that u → 0.125) The last two solutions exist only when ǫ < (16π 3 )−1/2 . Taking the other arbitrary constant A to be zero.123) (6. Known heat rate 90 Substituting and collecting the coeﬃcients of cos(2πs) and sin(2πs).107) and (6.115) (6.124) (6.116) The momentum equation gives u= which can be written as u3 + u 4π 2 ǫ2 − Special cases are: • ǫ=0 Equations (6.117) (6. we have T = 4π 2 (6.6. we get u − a + 2πb ǫ u −2πa − b ǫ The constants are a = b The temperature ﬁeld is given by T = Th + Tp 1 + u2 /ǫ2 u u 1 1 cos φ + sin φ cos(2πs) + − cos φ + sin φ sin(2πs) 2 2πǫ ǫ ǫ 2πǫ2 (u/2πǫ2 ) cos φ + (1/ǫ) sin φ 2(4π 2 + u2 /ǫ2 ) 1 ǫ cos φ − sin φ = 0 4π 2 (6.122) On the other hand substituting ǫ = 0 in equation (6. We get u= 0 1 4π − 1 4π − 4π 2 ǫ2 − 4π 2 ǫ2 (6.120) = (u/2πǫ2 ) cos φ + (1/ǫ) sin φ 4π 2 + u2 /ǫ2 −(1/ǫ) cos φ + (u/2πǫ2 ) sin φ 4π 2 + u2 /ǫ2 (6.2. we must have B = 0.122) gives an additional spurious solution u = 0.118) = − cos φ 2πǫ sin φ = − 2πǫ (6. .121) (6.

126) Figure 6. there is only one.128) 27 4 For D < 0.1 -1 -3 -2 -1 0 1 2 3 -0.1 ε φ Figure 6.1 φ=0 -0. there are three real solutions.01 -0. It is also instructive to see the curve u-Ra.08 0.127) p3 q2 + (6.06 0.8 shows u-φ curves for three diﬀerent values of ǫ.1 -0.08 0.2 0.04 0.2 0.01 u 0.02 0.001 u 0.02 0. The velocity is a solution of u3 + u4π 2 ǫ2 − ǫ =0 2 (6.12.1 0.1 φ=−0.01 -0.11.2.04 0.06 0.5 0 φ=0.6.129) .9 and 6. • φ = π/2 Figure 6.5 0 -0.1 ε -1 -3 -2 -1 0 φ 1 2 3 -0. and for D > 0.122) is D= D= The result is shown in Fig. Known heat rate 91 1 u ε = 0.1 ε φ 1 u ε = 0.5 -1 -3 -2 -1 0 1 2 3 0. A cubic equation x3 + px + q = 0 has a discriminant (6.1 0.02 0. 1 27 4π 2 ǫ2 − 1 cos φ 4π 3 + 1 2 (ǫ sin φ) 4 (6.1 0.2 0.08 0.2 u 0.06 0.10 show u-ǫ curves for diﬀerent values of φ. The bifurcation set is the line dividing the regions with only one real solution and that with three real solutions. 6.9: u-ǫ curves.5 0 -0.8: u-φ curves.2 0. shown in Figure 6.04 0.2 1 u 0. Figure 6. since the Rayleigh number is directly proportional to the strength of the heating. The discriminant for the cubic equation (6.5 ε = 0.5 -0.

.1 20000 30000 40000 Ra -0.08 u 0.15 φ=π/4 u 0.06 0.05 10000 0. 0.08 0.06 0.015 0.1 0.08 Figure 6.12: Region with three solutions.025 0.02 0.2 0.01 0.04 0.11: u-Ra for φ = 0.06 0.04 ε 0.04 φ=π/4 0. 0.08 0.2 0.2 0.1 -0.02 0.04 0.035 0.2 0.04 0.6.045 0.2.1 0.06 0.2 Figure 6.1 -0.02 u 0.02 0. Known heat rate 92 u 0.005 0 −100 −80 −60 −40 −20 0 20 40 60 80 100 φ (degrees) Figure 6.01 radians.1 0.03 0.1 -0.10: More u-ǫ curves.1 0.02 φ=π/4 0.

131) = 0 T g ds ˜ G1/2 K ∂ 2 T 2π ∂s2 (6.136) dT0 =0 dt c m s 1 1 dTm c + uTm = G sin φ − πm2 G1/2 KTm 2 dt 2 2 (6. we get c s [Tn cos(2πns) + Tn sin(2πns)] n=1 (6.135) and +u n=1 c s [−nTn sin(2πns) + nTn cos(2πns)] = −G [sin(2πs) cos φ − cos(2πs) sin φ] ∞ −2πn2 G1/2 K Integrating. Expanding the temperature in a Fourier series.57) by u∗ T∗ to get du +u dt 1 ∂T ∂T + u ∂t 2π ∂s 1 = = 1 u 2πG1/2 1 T 2πG1/2 (6.139) .2.137) Multiplying by cos(2πms) and integrating (6.130) (6.133) = Gq + where the hats and stars have been dropped. ˜ we get ∞ T (s.132) (6. we have du 1 c + u = T1 dt 2 c dT c dTn dT0 + cos(2πns) + n sin(2πns) dt dt dt n=1 ∞ ∞ (6.56) and (6. t) = T0 (t) + n=1 c s [Tn (t) cos(2πns) + Tn (t) sin(2πns)] (6.2.134) Substituting.4 Dynamic analysis We rescale the nondimensional governing equations (6.6.138) Now multiplying by sin(2πms) and integrating s m c 1 1 dTm s − uTm = − G cos φ − πm2 G1/2 KTm 2 dt 2 2 (6. Known heat rate 93 6. We take g = cos(2πs) and q = − sin(2πs − φ).

and from equation (6.155) (6. except in diﬀerent variables.146) (6.154) (6.147) (6.146)-(6. we get x3 + x(c2 − b) − ac = 0 This corresponds to equation (6.6. To analyze the stability of a critical point (x.143) (6.148).149).153) (6. we get z = (−b + x2 )/c. The critical points are found by equating the vector ﬁeld to zero.150).151) a − xz − cy −b + xy − cz From equation (6. y. Substituting these in equation (6. so that y−x = 0 = 0 = 0 (6.141) (6. Known heat rate 94 Choosing the variables x = u 1 c y = T 2 1 1 s T z = 2 1 and the parameters a = b = G sin φ 2 G cos φ 2 2πG1/2 K (6. and z is the vertical temperature diﬀerence.2.144) (6. The parameter c is positive. y is the horizontal temperature diﬀerence.122).156) .151).148) The physical signiﬁcance of the variables are: x is the ﬂuid velocity. while a and b can have any sign.152) Substituting in equation (6. we have y = x.145) (6.140) (6. we get the local form ′ ′ 0 x −1 1 0 x d ′ y = −z −c −x y ′ + −x′ z ′ dt ′ z′ y x −c x′ y ′ z (6.142) c = we get the dynamical system dx dt dy dt dz dt = y−x = a − xz − cy = −b + xy − cz (6.149) (6.150) (6. z) we add perturbations of the form x = x + x′ y = y + y′ z = z + z′ (6.

−b/c). for a = 0 we get x3 + x(c2 − b) = 0 from which 0 √ b − c2 x=y= √ − b − c2 −b/c −c z= −c (6.159) The z coordinate is (6.2. 0. To examine its linear stability.157) to get ′ ′ −1 1 0 x x d ′ y (6.163) =0 (6.13: Bifurcation diagram for x.160) The bifurcation diagram is shown in Figure 6. The linearized version is −1 x′ d ′ y = −z dt y z′ ′ x 1 0 −c −x y ′ z′ x −c (6.152). c = 0) From equation (6.162) .6.157) No tilt.13. Stability of conductive solution The critical point is (0. with axial conduction (a = 0.161) = b/c −c 0 y ′ dt z′ 0 0 −c z′ The eigenvalues of the matrix are obtained from the equation −(1 + λ) 1 0 b/c −(c + λ) 0 0 0 −(c + λ) which simpliﬁes to (c + λ) (1 + λ)(c + λ) − b =0 c (6. Known heat rate 95 x c2 b Figure 6.158) (6. we look at the linearized equation (6.

156) to equation (6.165) (6. The other two are solutions of b λ2 + (c + 1)λ + (c − ) = 0 c which are λ2 λ3 = = 1 −(c + 1) − 2 1 −(c + 1) + 2 b (c + 1)2 − 4(c − ) c b (c + 1)2 − 4(c − ) c (6.164) λ2 is also negative and hence stable. we have dx′ dt dy ′ dt dz ′ dt Let = y ′ − x′ = b ′ x − cy ′ − x′ z ′ c (6. one can also prove global stability of the conductive solution. In fact.178) .169) This is the condition for stability. y.174) (6.177) (6.176) Since E dE dt ≥ 0 ≤ 0 (6.2. λ3 is negative as long as −(c + 1) + which gives b < c2 (6. z) = x′2 + y ′2 + z ′2 c 1 dE 2 dt b ′ dx′ dy ′ dz ′ x + y′ + z′ c dt dt dt b ′2 2b ′ ′ ′2 = − x + x y − cy − cz ′2 c c b b ′ = − (x − y ′ )2 − (c − )y ′2 − cz ′2 c c = (6.166) (6.170) (6.173) Thus (6.175) (6.172) b (c + 1)2 − 4(c − ) < 0 c (6. Known heat rate 96 One eigenvalue is λ1 = −c Since c ≥ 0 this eigenvalue indicates stability.167) (6.6.171) (6. Restoring the nonlinear terms in equation (6.168) = −cz ′ + x′ y ′ b E(x.161).

146)-(6.179) The Hurwitz criteria for stability require that all coeﬃcients be positive.186) With tilt. The bifurcation at b = c2 is thus supercritical.185) (6. b. and the critical point is stable to all perturbations in this region.2. Also the determinants D1 D2 D3 = = = 1 + 2c 1 + 2c 2(b − c2 ) 1 b+c 1 + 2c 2(b − c2 ) 0 1 b+c 0 0 1 + 2c 2(b − c2 ) c(1 + 4c) 1 − 2c c(1 + 4c) b> 1 − 2c (6.157). This requires that b< if if c < 1/2 c > 1/2 (6.157).183) should be positive.188) (6. a/ b) will be analyzed. which they are. c = 0) The dynamical system (6. From equation (6. −c) will be considered.189) √ √ √ √ √ √ The critical points are ±( b. Known heat rate 97 for 0 ≤ b ≤ c2 . no axial conduction (a = 0. the solutions of −(1 + λ) 1 0 √ √ −a/ b −λ − b √ √ b b −λ =0 (6.190) . b. E is a Liapunov function. Its eigenvalues are solutions of −(1 + λ) 1 c −(c + λ) √ √ b − c2 b − c2 This can be expanded to give λ3 + λ2 (1 + 2c) + λ(b + c) + 2(b − c2 ) = 0 (6. only one critical point ( b − c2 .184) (6. the other being similar. We use the linearized equations (6. The linear stability of the point P + given by ( b.187) (6. a/ b). b − c2 .182) (6.180) √0 − b − c2 −(c + λ) =0 (6.6. Stability of convective solution √ √ For b > c2 .148) simpliﬁes to dx dt dy dt dz dt = y−x = a − xz = −b + xy (6.181) (6.

195) thus becomes tan φ < x (6. Also shown is the √ stability of the critical point P − with coordinates −( b.198) 2 cos φ The stability condition (6. the stability condition for P + can be approximated as 1/2 G (6. the equation can be factorized to give the three eigenvalues −1.197) φ> 2 √ The same information can be shown in slightly diﬀerent coordinates. for the value of G in equation (6.143) and (6. and P − is stable for φ < −7. substituting a = b3/2 in √ equation (6. we get x2 G = (6. P + is stable for the tilt angle range φ > 7.15. and the angleof tile φ is also indicated. The loss of stability is through imaginary eigenvalues. Known heat rate 98 are the eigenvalues. This gives the condition (b + a/ b) − 2b > 0. The determinants D1 D2 D3 = 1 = = 1 2b √ 1 b + a/ b 1 2b √ 1 b + a/ b 0 1 0 0 2b (6. ±i 2b.7◦ .7◦ .14. the stability condition (6. In fact.195) for stability. In fact.6. The stable and unstable region for P + is√ √ shown in Figure 6.195 in the zone 0 < b < c. Using x = b for P + and equation (6. This simpliﬁes to a λ3 + λ2 + λ(b + √ ) + 2b = 0 b (6.196) As a numerical example. The eﬀect of a small nonzero axial conduction parameter c is to alter the Figure 6. .195) can be written as sin φ > cos3/2 φ G 2 1/2 (6. for G ≪ 1. Thus the √ nondimensional radian frequency of the oscillations in the unstable range is approximately 2b.199) The stability regions for both P + and P − are shown in Figure 6.191) For stability the Hurwitz criteria require all coeﬃcients to be positive. a/ b).144).193) (6. which they are. we have a > b3/2 (6.70). from which.192) (6. The dashed circles are of radius G/2. Using equations (6. for P + .2.194) √ should also be positive.144).191). b.

5 2. b = 1. 1.5 1 0.6.5 x 1 1.15: Stability of critical points P + and P − in (φ.2 1 x 0. Figure 6. b = 1.2.5 2 1.8 0 −0.5 2 0. Known heat rate 99 x a 3/2 a=b P+ exists but unstable + P stable G/2 φ Both P + and P unstable b _ P+stable −π −π _ P stable π φ π _ P stable 3/2 a=-b Figure 6.5 0.17: Phase-space trajectory for a = 0.4 2 1. a) space.5 0.6 2. x) space. z .16: x-t for a = 0.5 1 0.5 1.8 1.6 Figure 6. _ P exists but unstable Figure 6.4 1.2 0 0 5 10 15 t 20 25 30 y −0.14: Stability of critical points P + and P − in (b.5 0 0.9.9.

b = 1.53. b = 1.18: x-t for a = 0.5 1 2 2.5 Figure 6.55.5 2 1 0 −1 −1 0 5 10 15 t 20 25 30 y −2 −1 0 −0.6.5 x 1 1. b = 1.5 x 0.5 1 2 2.5 0 1 0 −1 −2 4 3 −0. Figure 6.5 1.5 2 1 0 −1 −1 0 5 10 15 t 20 25 30 y −2 −1 0 −0.55.5 1. b = 1.20: x-t for a = 0.2.19: Phase-space trajectory for a = 0.21: Phase-space trajectory for a = 0. Known heat rate 100 2.5 2 4 3 2 1 x z 0.5 1. Figure 6. 2.5 Figure 6.5 2 4 3 2 1 z 0 0.5 −1 −2 0 −3 4 3 −0. .5 x 0.53.

2. b = 1.21 for a = 0.18 and 6. b = 1.200) For b > 0 two critical points P + and P − appear (¯.5 Nonlinear analysis Numerical Let us choose b = 1. 6. We start with the dynamical system which models a toroidal thermosyphon loop with known heat ﬂux dx dt dy dt dz dt = y−x = a − zx = xy − b (6.53. b.23.16 and 6. z ) = ± x ¯ ¯ √ √ a b. The strange attractor is shown in Figures 6.20 and 6.9 and a = 0.24 shows that vestiges of the shape of the closed curves for a = −0.22 and 6. Figure 6. Known heat rate 101 3 6 2 4 2 0 −2 x −1 −4 −6 5 1 0 −2 z 0 −3 −5 −4 −2 x −1 0 1 2 3 0 50 100 150 t 200 250 300 y −10 −4 −3 Figure 6. and reduce a. Analytical The following analysis is by W. Figures 6. and Figures 6. Franco.22: x-t for a = 0.17 show the x-t and phase space representation for a = 0. Comparison of the three ﬁgures in Figures 6.201) . y .55.9 can be seen in the trajectories in a = 0.19 for a = 0.9.2. Figures 6.6. √ b (6.23: Phase-space trajectory for a = 0.

2.9 −4 −6 4 2 0 0 −2 y −4 −4 x −2 2 4 6 4 2 z 0 −2 a = .6.0.9 −4 −6 4 2 0 0 −2 y −4 −4 x −2 2 4 Figure 6. .24: Phase-space trajectories for b = 1. Known heat rate 102 6 4 2 z 0 −2 a=0 −4 −6 4 2 0 0 −2 y −4 −4 x −2 2 4 6 4 2 z 0 −2 a = 0.

6.205) The center manifold projection is convenient to use if the large-time dynamic behavior is of interest. We ﬁrst state the deﬁnition of an invariant manifold for the equation x = N (x) ˙ (6. then S is an invariant . A set S ⊂ Rn is a local invariant manifold for (6.206) where x ∈ Rn . this is usually less complex than the initial dynamics and can be described by far simple evolution equations. At a = b 2 the eigenvalues are −1.202) √ 3 3 For stability a > b 2 . Let’s apply the following transformation: √ 2β 2 2 w2 + 2 x = w1 + 2 2β + 1 2β + 1 y = 2w2 √ 2 2 β2 + 1 2β z = −βw1 − 2 w2 + w3 2β + 1 2β 2 + 1 in the new variables −1 w= 0 ˙ 0 0 √0 2β 0 √ ˆ − 2β w + Pw + l(w) 0 (6. Known heat rate 103 The local form respect to P + is dx′ dt dy ′ dt dz ′ dt = y ′ − x′ √ a = − √ x′ − bz ′ b √ ′ √ ′ bx + by = (6. the system often settles into the same large-time dynamics irrespective of the initial condition. Let’s introduce a perturbation of the form a = b 2 + ǫ and the following change of variables α β a √ b √ = b = rewriting the local form.204) (6.203) = βx − βy for stability α > β 2 . thus a nonlinear analysis through 3 the center manifold projection is possible. the solution x(t) of (6.206) is in S for | t |< T where T > 0.206) if for x0 ⊂ S.± 2bi. In many dimensional systems. If we can always choose T = ∞. dropping the primes and regarding the perturbation the system becomes dx dt dy dt dz dt = y−x = β2 + ǫ β x − βz (6.2.

w3 .205) and using the chain rule. ∂w2 ∂w3 w3 ˙ We seek a center manifold 2 2 h = aw2 + bw2 w3 + cw3 + O(3) (6. Substituting w1 = h(w2 . Known heat rate 104 manifold. we obtain w ˙ ∂h ∂h 2 w1 = ˙ = −h + l1 (w2 .6. w3 ) √ = 2βw2 + s3 (w2 . w3 ) in the ﬁrst component of (6.212) to simplify (6. or at least approximate the center manifold h(w). y ∈ Rm and A and B are constant matrices such that all the eigenvalues of A have zero real parts while all the eigenvalues of B have negative real parts.213) v= ˙ 2β 0 2 2 (νv2 + γv1 ) v1 + v2 .207) where x ∈ Rn .210) substituting in (6. 2cw3 + bw2 ) √ 2βw2 2 2 − aw2 + bw2 w3 + cw3 + 2 2 k1 w2 + k2 w2 w3 + k3 w3 + O(3) Equating powers of x2 .207) and h is smooth. The ﬂow on the center manifold is governed by the n-dimensional system x = Ax + f (x.211) by transforming away many nonlinear terms.209) .209) √ − 2βw3 = (2aw2 + bw3 . If y = h(x) is an invariant manifold for (6.207). h(x)) ˙ (6. y) ˙ y = By + g(x.h′ (0) = 0. w3 ) (6.211) Normal form: Now we carry out a smooth nonlinear coordinate transform of the type w = v + ψ(v) (6. then it is called a center manifold if h(0) = 0. The system in the new coordinates is 2 2 √ (νv1 − γv2 ) v1 + v2 − 2β √0 + (6. h) (6. we ﬁnd that √ a = k1 − b 2β √ c = k3 + b 2β √ k2 + 2 2β (k1 − k3 ) b = 8β 2 + 1 The reduced system is therefore given by w2 ˙ w3 ˙ √ = − 2βw3 + s2 (w2 .2.208) The last equation contains all the necessary information needed to determine the asymptotic behavior of small solutions of (6. Consider the system x = Ax + f (x.xy and y 2 . Now we calculate. y) ˙ (6.

The perturbation parameter represents the size of the neighborhood in ˆ the parameter space. to leading order.6. a perturbed Jacobian. Known heat rate 105 where ν and γ depend on the nonlinear part of (6.216) u+ 2β µ 2 2 (νu2 + γu1 ) u1 + u2 which is the unfolding for the perturbed Hopf bifurcation.213) as v= ˙ √0 2β √ − 2β 0 v+ p22 p32 p23 p33 v+ f1 (v) f2 (v) (6. A represents a linear expansion of order µ in the parameters above that point.218) . The eigenvalues are then close to the imaginary axis but not quite on it. In polar coordinates we have r ˙ ˙ θ where = µr + νr3 √ 2β = (6. This is the unfolding of the Hopf bifurcation.211). We stipulate the order of µ such that the real part of the eigenvalues of A + A ˆ does not change the coeﬃcients of the leading order nonlinear terms is such that. A ˆ of the transformed equation. The linear part A + A of perturbed Hopf can always be transformed to µ −ω ω µ The required transformation is a near identity linear transformation v = u + Bu such that the linear part of (6.205).217) √ ǫ 2 µ=− 2 2β (2β 2 + 1) (6.214) is transformed to ˆ u = A + AB − BA + A z ˙ For the Hopf bifurcation if ˆ A= then µ= Therefore for ǫ small we can write (6. Consider the system ˆ v = Av + Av + f (v) ˙ (6. one can also present a perturbed version. Applying a near identity transformation of the form v = u + Bu the system becomes √ (νu1 − γu2 ) u2 + u2 1 2 µ − 2β √ u= ˙ (6.2.215) a1 a3 a2 a4 a1 + a4 ω where the perturbation matrix comes from (6.214) where the Jacobian A has been evaluated at a point in the parameter space where all its eigenvalues ˆ are on the imaginary axis. Although the normal form theory presented in class pertains to a Jacobian whose eigenvalues all lie on the imaginary axis.

Thus.223) Neglecting axial conduction Pα u ρ0 A u dT ds = β L L T (s)˜(s) ds g 0 (6. ν = (6. we get d e−γs/u T ds Integrating. q = P U (T − Tw ) (6.6.222) 6.226) γ u s 0 (6.221) 1 (fxxx + fxyy + gxxy + gyyy ) 16 1 (fxy (fxx + fyy ) − gxy (gxx − gyy ) − fxx gxx − fyy gyy ) + 16ω √ in our problem f = f1 .224) (6. y = v2 and ω = 2β.219) k1 k2 k3 = − = = 8β β 2 + 1 3 (2β 2 + 1) 8β β 2 + 1 (2β 2 + 1) = − 3 (2β 2 + 1) √ √ β 2 + 1 4 2 − 8 2β 2 3 (6.225) = γ T − Tw (s) where γ = U P/ρ0 Acp 1 . g = f2 .227) sign of γ appears to be wrong. . we get T = eγs/u − 1 The γ = − e−γs/u Tw u e−γs /u Tw (s′ ) ds′ + T0 ′ (6. Known wall temperature 106 ν=− Appendix 40β 6 + 40β 4 + 12β 3 + 10β 2 + 12β + 3 4 (8β 2 + 1) (2β 2 + 1) 4 (6.3.3 Known wall temperature The heating is now convective with a heat transfer coeﬃcient U .220) p22 p23 From the literature ǫ β (2β 2 + 1) √ ǫ 2 = − 2 2β + 1 (6. and an external temperature of Tw (s). Multiplying the second equation by e−γs/u /u. x = v1 .

4 Mixed condition The following has been written by A. consider q= where T0 and q0 are constants.232) 6. u = 0.224). Assume the wall temperature to be Tw (s) = − sin(2πs − φ) The temperature ﬁeld is T = b r2 − r1 cos(2πs − φ) 2 2π(1 + r2 /4π 2 ) − cos(2πs − φ) 2π(1 + r1 62/4π 2 ) (6. Hence T = Tw . and.231) where K is a constant.6. It is common. Pacheco-Vega.234) . Example 6.230) T = Tw + K eγs/u (6. P U (T − T0 ) for q0 for φ ≤ s ≤ π + 2π φ π + 2π < s < 2π + φ 2π φ 2π (6. As an example.229) This is a transcendental equation that may have more than one real solution. Take Tw to be a constant. we get γ eγL/u T0 = u The velocity is obtained from β Pα u= ρ0 A L L 0 L −γs′ /u e Tw (s′ ) 0 eγL/u − 1 ds′ (6.233) (6.4.228) eγs/u − γ u s 0 e−γs /u Tw (s′ ) ds′ + T0 ′ g (s) ds ˜ (6. from equation (6.3 Show that there is no motion if the wall temperature is uniform. while q(s) is known for the rest. Thus for part of the loop the wall temperature is known so that q = P U (T − Tw (s)). Continuity of T at s = 0 and s = L gives K = 0. Then equation (6. to have one part of the loop heated with a known heat rate and the rest with known wall temperature.225) can be written as d(T − Tw ) The solution to this is T − Tw = γ ds u (6. especially in experiments. Mixed condition 107 Since T (L) = T (0).

the expression of the balance in Eq. the momentum equation in the θ-direction can be written as ρπr2 Rdθ dv dp = −πr2 dθ − ρgπr2 Rdθ cos(θ + α) − τw 2πrRdθ dt dθ (6. Thus. v = v(t). 0 ≤ θ ≤ π ∂T v ∂T ρw cp (6.25).236) Integrating Eq. the temperature of the ﬂuid satisﬁes the following energy balance equation 2h − r (T − Tw ).238) = + 2 ∂t R ∂θ q. 6.4. Mixed condition 108 Constant wall temperature Tw θ=0. (6.4.6. 2π d=2r g ~ θ o α Cooling water out R θ=π Cooling water in Uniform heat flux q Figure 6.237) Neglecting axial heat conduction.235) Taking an inﬁnitesimal cylindrical control volume of ﬂuid in the loop πr2 dθ.236) around the loop using the Boussinesq approximation ρ = ρw [1 − β(T − Tw )].1 [1] Modeling If we consider a one-dimensional incompressible ﬂow. π < θ < 2π r . (6. see Figure (6. (6. with the shear stress at the wall being approximated by that corresponding to Poiseuille ﬂow in a straight pipe τw = 8µv/ρw r2 . the equation of continuity indicates that the velocity v is a function of time alone.25: Schematic of a convection loop heated with constant heat ﬂux in one half and cooled at constant temperature in the other half.236) modiﬁes to 8µ βg dv + v= dt ρw r2 2π 2π 0 (T − Tw ) cos(θ + α) dθ (6.

246) φ(θ) = D θ + B. These are A= D 1 w 1 − e(−D/w) B= D 2 e(−D/w) − 1 w 1 − e(−D/w) (6.239) 2πR/V V q/h respectively. velocity and temperature are deﬁned as t v T − Tw τ= .243) The steady-state governing equations without axial conduction are w= and π 4D 2π φ cos(θ + α) dθ 0 (6. Eq. (6.245) can be integrated to give A e−(Dθ/πw) .2 Steady State 2πRh ρw cp rV Γ= 16πµR ρw r2 V (6.4. Mixed condition 109 Following the notation used by Greif et al. 0≤θ≤π π < θ < 2π (6. π < θ < 2π πw − D φ. where V = Accordingly. φ= (6.242) where the parameters D and Γ are deﬁned by D= 6. (1979).240) φ cos(θ + α) dθ 0 (6. (6.241) −2Dφ.245) The resulting temperature ﬁled is D e−(Dθ/πw) w 1−e−(D/w) . 2D. such that φ(0) = φ(2π) and φ(π − ) = φ(π + ) the constants A and B can be determined.238) become dw πΓ + Γw = dτ 4D and ∂φ ∂φ + 2πw = ∂τ ∂θ 2π gβRrq 2πcp µ 1/2 .4. w= . (6. 0 ≤ θ ≤ π dφ πw = D dθ π < θ < 2π πw . Eqs. D w θ π φ(θ) = 0≤θ≤π . the nondimensional time. (6.6.247) where w and φ are the steady-state values of velocity and temperature respectively.248) + 2e−(D/w) −1 1−e−(D/w) .244) Applying the condition of continuity in the temperature.237) and (6. 0 ≤ θ ≤ π (6. π < θ < 2π (6.

For α = 45◦ . There is only one velocity for the ranges −147. This behaviour is somewhat expected since the steady-state velocity is decreasing in value such that the ﬂuid stays longer in both parts of the loop.5◦ < α < −α0 and α0 < α < 147.251) For α = 0.249) As a ﬁnal step. D) = w2 − cos α (D/w) cos α + π(D/w)2 sin α coth(D/2 w) = 0 − D 2 2 4 1 + πw (6. The temperature distribution in the loop.250) D θ 2e−(D/w) − 1 + w π 1 − e−(D/w) D e−(Dθ/πw) sin θ dθ w 1 − e−(D/w) sin θ dθ (6.5. one. leads to w= + π π cos α 4D 2π π 0 − + π sin α 4D 2π π D θ 2e−(D/w) − 1 + w π 1 − e−(D/w) π 0 D e−(Dθ/πw) cos θ dθ w 1 − e−(D/w) cos θ dθ and integration around the loop.(6. (6. for three values of the parameter D and α = 0 is presented in Figure 6. (6.5.29 shows the steady-state velocity as a function of D for diﬀerent angles of inclination α. followed by an expansion of cos(θ + α). Figure 6.0 the temperature decays exponentially and rises linearly. In this case Eq. Figure 6. The positive and negative values of the velocity are equal in magnitude for any value of D.4. multiplying the numerator and denominator by e(D/2w) and rearranging terms leads to the expresion for the function of the steady-state velocity G(w. When has a value D = 0. Three velocities are obtained for −α0 < α < −32.001 to α0 = 32. 0. Mixed condition 110 Substituion of Eq. For α = 0 we have two branches of the velocity-curve which are symmetric.5◦ and 32.251) reduces to w2 = (D/w) 1 + e−(D/w) 1 .5◦ < α < α0 .5◦ < α < 180◦ .5◦ and 147. two and three solutions can be identiﬁed. symmetric steady-state solutions for the ﬂuid velocity are possible since G(w. the two branches are not symmetric while for α = 90◦ and α = 135◦ . Regions of zero. . while at a value of D = 1.26 shows the w − α curves for diﬀerent values of the parameter D.5◦ where α0 varies from 90◦ at a value of D = 0. Similar but more drastic change in temperature is seen when D = 2.244). As D increases the variation in temperature between two opposit points also increases. D) is an even function of w.252) The steady-state solutions of the velocity ﬁeld and temperature are shown next. except for the zero-inclination case which has two possible steady-state velocities. From the φ − θ curves it can be seen the dependence of the temperature with D.28 shows the φ − θ curves for three diﬀerent inclination angles with D = 2. only the positive branch exist.5◦ when D = 100. α.6.27. α = 90◦ and α = 135◦ . (6.245) in Eq. Figure 6. gives the steady-state velocity as w2 = cos α (D/w) cos α + π(D/w)2 sin α + D 2 2 4 1 + πw 1 + e−(D/w) 1 − e−(D/w) . + 2 4 1 + D 2 1 − e−(D/w) πw (6.1 the heating and cooling curves are almost straight lines. The regions of no possible steady-state velocity are: −180◦ < α < −147. It can be seen the increase in the temperature as α takes values of α = 0◦ .

4 α=135 ° φ(θ.1 D=1 D=2.5 150 0 0 1 2 3 θ 4 5 6 Figure 6.5 D=1.4 −0.D.28: Nondimensional temperature distribution as a function of thermosyphon inclination α for D = 2.27: Nondimensional temperature distribution as a function of the parameter D for α = 0.1 1 0.α) 4 0.2 3 α= 0 ° w α= 90° 0 −0.5.8 −1 −150 −100 −50 0 α 50 100 w -147.8 0.5.5 2 φ(θ.5° 1.6 α=45 ° 2 1 −0.5° 32.α=0) 147.5° -32.6 0.2 0 −0. Figure 6. Mixed condition 111 3 1 D=10 0. 6 α= 135 ° 1 0.4.8 −1 α=0 ° 0 0 1 2 3 θ 4 5 6 7 10 −1 10 0 D 10 1 10 2 Figure 6.5 D=2.6 0.6.0 D=0.6 −0.5 2.5° D=0.2 −0.2 −0.D=2. .4 0. Figure 6.4 −0.26: Steady-State velocity ﬁeld.8 α=0 ° α=90 ° α=45 ° 5 0.29: Velocity w as a function of D for diﬀerent thermosyphon inclinations α.

(6.255) from θ = 0 to θ = 2π we get dφc 1 0 = −D φc − 0 dτ π φs n [(−1)n − 1] − 1 n n=1 ∞ (6.4.3 Dynamic Analysis The temperature can be expanded in Fourier series.242).261) (6. (6. we have dw π2 Γ π2 Γ + Γw = cos αφc − sin αφs 1 1 dτ 4D 4D and dφc dφs dφc n 0 + cos (nθ) + n sin (nθ) dτ dτ dτ n=1 ∞ ∞ (6. Choosing the variables w C0 Cm Sm = w = φc 0 = φc m = φs m (6.258) 2D [1 − (−1)m ] πm for m ≥ 1.260) (6. Mixed condition 112 6.253) Substituiting into Eqs.241) and (6.254) +2πw −2D {φc + 0 2D. such that ∞ φ = φ0 + n=1 [φc (t) cos(nθ) + φs (t) sin(nθ)] n n (6.4.259) (6.255) Integrating Eq. n n = (6.257) Now multiplying by sin (mθ) and integrating from θ = 0 to θ = 2π D dφs m − 2πm w φc = −Dφs + m m dτ π ∞ n=0 n=m φc (−1)m+n − 1 n − 2m m2 − n2 (6. n=1 ∞ n=1 [−nφc sin (nθ) + nφs cos (nθ)] n n 0≤θ≤π π < θ < 2π [φc (t) cos(nθ) + φs (t) sin (nθ)]} .262) .256) Multiplying by cos (mθ) and integrating from θ = 0 to θ = 2π D dφc m + 2πm w φs = −Dφc + m m dτ π ∞ n=1 n=m φs (−1)m+n − 1 n 2n n2 − m2 (6.6.

269) n=1 n=m S n (−1)m+n − 1 C n (−1)m+n − 1 + 2n n2 − m2 2m m2 − n2 = 0 D 2πm w C m − D S m + π ∞ n=0 n=m 2D [(−1)m − 1] = πm 0 (6. while α can have any sign.268) (6.270) However.271) Performing the inner product between Eq.4. The critical points are found by equating the vector ﬁled to zero. so that π2 π2 cos α C 1 + sin α S 1 = 0 4D 4D ∞ Sn 1 [(−1)n − 1] = 0 (C 0 − 1) − π n=1 n w− 2πm w S m + D C m − D π ∞ (6. The parameters of the system are D.272) = n=0 Cn 0 cos(nθ) cos(mθ) dθ + n=0 Sn 0 sin(nθ) cos(mθ)dθ . Mixed condition 113 we get an inﬁnte-dimensional dynamical system dw dτ dC0 dτ dCm dτ dSm dτ = −Γw + π2 Γ π2 Γ cos α C1 − sin α S1 4D 4D ∞ D Sn = −D C0 + [(−1)n − 1] + D π n=1 n D π ∞ (6.6.264) 2n n2 − m2 2m m2 − n2 (6.266) (6.263) (6. The Fourier series expansion is ∞ φ= n=0 C n cos(nθ) + S n sin(nθ) (6. (6. The physical signiﬁcance of the variables are: w is the ﬂuid velocity. a convenient alternative way to determine the critical points is by using a Fourier series expansion of the steady-state temperature ﬁeld solution given in Eq.248).267) (6. and S is the vertical temperature diﬀerence. C is the horizontal temperature diﬀerence.265) = −2πm w Sm − D Cm + = 2πm w Cm − D Sm + + 2D [(−1)m − 1] πm n=1 n=m Sn (−1)m+n − 1 D π ∞ n=0 n=m Cn (−1)m+n − 1 for m ≥ 1. Γ and α. D and Γ are positive. (6.248) and cos(mθ) we have 1 D w 1 − e−(D/w) 2π π π e−(Dθ/πw) cos(mθ) dθ 0 D + w ∞ 2π θ 2e−(D/w) − 1 + π 1 − e−(D/w) ∞ 2π cos(mθ) dθ (6.

284) Cm S1 ′ C m + Cm ′ S 1 + S1 Sm Sm + ′ Sm . .275) Sm To analyze the stability of a critical point (w. Mixed condition 114 Now the inner product between Eq.4. (6.281) (6. . C 0 . = ′ C 1 + C1 D 1 − e−(D/w) cos(mπ) + 2 2 [1 − cos(mπ)] π m w 1 − e−(D/w) D 3 1 − e−(D/w) cos(mπ) πw = − m m2 + D 2 1 − e−(D/w) πw D 2 πw D 2 m2 + πw (6. · · · . C 1 .273) = n=0 Cn 0 cos(nθ) sin(mθ) dθ + n=0 Sn 0 sin(nθ) sin(mθ)dθ from which we get C0 Cm = = 1 D 1+ 2 w 3 2e−(D/w) − 1 + 2 1 − e−(D/w) (6.248) and sin(mθ) gives 1 D w 1 − e−(D/w) 2π π π e−(Dθ/πw) sin(mθ) dθ 0 D + w ∞ 2π θ 2e−(D/w) − 1 + π 1 − e−(D/w) ∞ 2π sin(mθ) dθ (6.282) (6.6.278) (6. S 1 .283) (6. S m ) we add perturbations of the form w C0 C1 = w + w′ ′ = C 0 + C0 = . .274) (6.280) (6. .279) (6. · · · .276) (6. C m . = = .277) (6.

286) + D π ∞ n=1 n=m n2 2n ′ ′ (−1)m+n − 1 Sn − 2πm w′ Sm − m2 m≥1 (6. the system given by Eqs.266).288) The linearized version is dw′ dτ ′ dC0 dτ ′ dCm dτ π2 Γ π2 Γ ′ ′ cos α C1 − sin α S1 4D 4D ∞ D (−1)n − 1 ′ ′ = −D C0 + Sn π n=1 n = −Γw′ + ′ ′ = −2πm w Sm − 2πm S m w′ − D Cm (6.293) The eigenvalues of the linearized system given by Eqs.289) (6.295) are obtained numerically.287) ′ dSm dτ = + ′ ′ 2πm w Cm + 2πm C m w′ − D Sm D π ∞ n=0 n=m m2 2m ′ ′ (−1)m+n − 1 Cn + 2πm w′ Cm − n2 m≥1 (6. and in general form dx = Ax dt |A − λI| = 0 (6. (6.263) to (6. (6.6.289) to (6.294) (6.285) (6.292) In general.266) can be written as dx = f (x) dt as (6. (6.291) = + ′ ′ 2πm w Cm + 2πm C m w′ − D Sm D π ∞ n=0 n=m m2 2m ′ (−1)m+n − 1 Cn − n2 m≥1 (6.263) to (6.290) + ′ dSm dτ D π ∞ n=1 n=m 2n ′ (−1)m+n − 1 Sn n2 − m2 m≥1 (6.292). such that . we obtain the local form dw′ dτ ′ dC0 dτ ′ dCm dτ π2 Γ π2 Γ ′ ′ cos α C1 − sin α S1 4D 4D ∞ D (−1)n − 1 ′ ′ = −D C0 + Sn π n=1 n = −Γw′ + ′ ′ = −2πm w Sm − 2πm S m w′ − D Cm (6. Mixed condition 115 Substituting in Eqs.4.

1. the only presence is of a strange attractor. The stable and unstable regions can be observed. 6. between the second and fourth quadrants can be notice as well. I is the identity matrix. This system results from truncating the inﬁnite dimensional system at a number for which the value of the leading eigenvalues does not change when increasing its dimension. In this plot. The number of eigenvalues in this ﬁgure is 42 which are obtained from a dynamical system of dimension 42. Mixed condition 116 1 25 0. Figure 6.4.2 −0.34 illustrates the linear stability characteristics of the dynamical system in a w − α plot for a ﬁxed Γ and three values of the parameter D. This behaviour seems to be a characteristic of the dynamical system itself. new eigenvalues appear in such a way that they are placed symmetrically farther from the real axis and aligned to the previous set of slave complex eigenmodes. Figures 6. whereas the antinatural branches. α for D = 0.30 for α = 0.36 show the w − τ time series and phasespace curves for Γ = 0. .20029. it is to be notice that the bifurcation occurs at a higher value of the tilt angle when D is smaller.37 and 6.33 illustrates a view of several stability curves.5◦ to −32. whereas Figures 6. where A is the Jacobian matrix corresponding to the vector ﬁeld of the linearized system. where stable and unstable regions can be identiﬁed. each for a diﬀerent value of the tilt angle α in a D − Γ plane at α = 0. Hopf bifurcations occur for each branch of ecah particular curve. For Γ > Γcr . Figure 6.30: Stability curve D and Γ for a thermosyphon inclination α = 0. In this ﬁgure.35 and 6.1 and Γ = 0. and λ are the eigenvalues. Two attractors coexist for Γ ≤ Γcr . Figure 6. However.6 Unstable Hopf Bifurcation Stable 20 0. these being a critical point and a strange attractor of fractional dimension. It is clear that the natural branches which correspond to the ﬁrst and third quadrants are stable.4. and.5 2 2. A schematic of the neutral curve is presented in Figure 6. The corresponding eigenvalues of the bifurcation point are shown in Figure 6. Figure 6. When α = 0.31 shows the plot of w − α curve for a value of the parameters D = 0.6 −0. The symmetry between the ﬁrst and third quadrants. the stable and unstable regions can be identiﬁed.01Γcr .32. and increase Γ.38 show the results for Γ = 1. and Γ = 0. the neutral curves appear to unfold when decreasing the tilt angle from 75. a Hopf bifurcation for both the positive and negative branches of the curve can be observed. Along the line of neutral stability. On the other hand.4 Nonlinear analysis Let us select D = 1.5 1 D 1. The neutral stability curve is obtained numerically from the condition that ℜ(λ) = 0.5◦ increasing the region of instability.5 −150 −100 −50 0 α [°] 50 100 150 Figure 6.6. second and fourth quadrants are unstable.5. The plots suggest the appearance of a subcritical Hopf bifurcation.2 Γ w 15 0 −0.31: Stability curve w vs.95Γcr .8 0. a Hopf-type of bifurcation occurs.4 Hopf Bifurcation Stable Unstable Unstable 10 Stable 5 −0.4 0. When we increase the size of the system.20029.8 −1 0 0 0.

1 0.5 ° α=39. Figure 6.1.0 D=2.8 −1 −150 −100 −50 α° 0 50 100 D=2.6 0.0.20029 and α = 0.5 Figure 6.2 −0.1 ℜ(λ) 0 0. Γ = 0.0 D=1.0 and D = 0.6.1 S U Γ=4.2 0 0 Stable 0. α Γ = 4.5 −0.5 1 D 1.5 ° α=-32.3 −0.2 −0.4 0.1 D=1.1. .5 U D=0.34: Curve w vs.5 ° α=21.32: Eigenvalues at the neutral curve for D = 0.5 2 2. Mixed condition 117 150 100 25 Unstable 50 ℑ(λ) 20 −50 Γ 0 15 10 α=3.5 ° α=75.5 ° −100 5 −150 −0.2 w 0 −0.6 −0.4 −0.4 −0.5.5 ° α=-14.0 150 S Figure 6.5 D=0.D = 2.4.33: Neutral stability curve for different values of the tilt angle α. 1 0.5 ° α=57.D = 1.8 0.

τ for D = 1.4.5 1900 1920 1940 1960 1980 2000 φs 1 2 1 0 −1 −2 −3 4 2 0 −2 τ φc 1 4 2 0 −2 −4 −4 w Figure 6. Mixed condition 118 2. Figure 6. 2. .5 450 460 470 480 τ 490 500 510 φs 1 2 1 0 −1 −2 −3 4 2 0 −2 φc 1 4 2 0 −2 −4 −4 w Figure 6. Γ = 0.5 2 1.5 −1 −1.5 1 0.36: Phase-space trajectory for D = 1.95Γcr . Γ = 0. Γ = 1.38: Phase-space trajectory for D = 1.5.37: Curve w vs.5 −2 −2.95Γcr .5 2 1. τ for D = 1. Γ = 1.5.5 −2 −2.6.01Γcr .5 1 0. Figure 6.5 w 0 −0.01Γcr .35: Curve w vs.5.5.5 −1 −1.5 w 0 −0.

5. Perturbation of one-dimensional ﬂow 119 1. Both known heat ﬂux and known wall temperatures may be looked at. and Figures 6.99Γcr .44 and 6.01Γcr the ﬁgures show a possible limit cycle undergoes a period doubling. Find the temperature ﬁeld and velocity for known heating if the total heating is not zero.99Γcr . τ for D = 0.6. 2. Figure 6.43 for Γ = 20Γcr . Find the steady-state temperature ﬁeld and velocity for known heating if the loop has a variable cross-sectional area A(s).5 1.40 and 6. Find the pressure distributions for the diﬀerent cases of the square loop problem. Problems 1.1.1. and increase Γ. Figures 6. Now we choose D = 0.40: Curve w vs. Plot (a) typical temperature distributions for diﬀerent tilt angles. This implies a supercritical Hopf bifurcation.8 0 500 1000 1500 2000 2500 2 1.1 1 0. Γ = 1. For known wall temperature heating.39 presents a plot of the w − τ curve for Γ = 0. What the condition for the existence of a solution? 6.5 1 0. What is the eﬀect on the known heat rate solution of taking a power-law relationship between the frictional force and the ﬂuid velocity? 7.39: Curve w vs. The strange attractor is shown in Figures 6. Γ = 0.4 1. for Γ < Γcr we have stable solutions. and constant cooling between e and g.1. In terms of control algorithms.42 and 6. 3. 4. and (b) the velocity as a function of tilt angle.9 0. Figure 6.3 1.5 −2 1980 τ 1985 1990 τ 1995 2000 Figure 6. In this case.5 −1 −1. For Γ = 1. .6 Perturbation of one-dimensional ﬂow Thermal control Consider the control of temperature at a given point in the loop by modiﬁcation of the heating.5 6. determine the temperature distribution and the velocity as a function of θ.41 show the time series plots and phase space representation for Γ = 1.01Γcr .45. Find the velocity and temperature ﬁelds for known heating if the heating and cooling takes place at two diﬀerent points. Consider the same square loop but tilted through an angle θ where 0 ≤ θ < 2π.5. 6. For the steady-state problem. τ for D = 0.2 w w 1. one may use PID or on-oﬀ control. There is constant heating between points a and c. show that if the wall temperature is constant. the temperature ﬁeld is uniform and the velocity is zero.1Γcr .5 0 −0.

6 −0.5 φc 1 1 0.1.6. Figure 6.5 0 −0.1.4 0. 0.8 0.8 −1 1980 1985 1990 τ 1995 2000 Figure 6.6. .44: Phase-space trajectory for D = 0.8 0.4 −0. Γ = 20Γcr .2 φc 1 0 φs 1 1985 1990 τ 1995 2000 1 0.6 0.2 −0.42: Curve w vs.4 0.4 0.2 −0. Γ = 1.2 0 −0. Γ = 1. Γ = 1.41: Phase-space trajectory for D = 0.43: Phase-space trajectory for D = 0.1Γcr .2 0 φc 1 −0.1Γcr .4 0.5 φs 1 0 −0. Figure 6. Thermal control 120 1 0.1.6 0.8 1088 1090 1092 1094 τ 1096 1098 1100 1102 Figure 6.6 −0.1Γcr .2 −0.5 −1 1 2 1 0 −1 −1 −2 w −0.6 0.4 −0.6 −0.8 −1 1980 −0. τ for D = 0.1.

6. Study the steady states of the toroidal loop with known wall temperature including nondimensionalization of the governing equations.46 consisting of two vertical pipes of circular cross sections. Consider a long. Illustrate typical cases with appropriate graphs.6.2 0. The air in the tube is heated with an electrical resistance running down the center of the tube. and that of the cooling side is 2D. 6. vertical tube that is open at both ends. 8.4 0.2 −4 w Figure 6. Consider a tall natural circulation loop shown in Fig.1. 13.2 0 φc 1 4 2 0 −2 −0. 11. Find the ﬂow rate of the air due to natural convection. Thermal control 121 0. vertical pipe compare the wall shear stress to mean ﬂow velocity relation obtained from a twodimensional analysis to that from Poiseuille ﬂow. Make any assumptions you need to. in the toroidal natural convection loop equations dx dt dy dt dz dt = = = y−x a sin φ − xz −b cos φ + xy . axial conduction and tilting eﬀects. 12.2 0. Find the steady state velocity in the loop. For a thin. 10.1 −0. Compare the cooling rate achieved by an ionic liquid to water in the same loop and operating under the same temperature diﬀerence.45: Phase-space trajectory for D = 0. Set up a controller for PID control of the velocity x to a given value. Γ = 20Γcr . xs . multiplicity of solutions and bifurcation diagrams. The heat rate per unit length coming in and going out are both q. The heating pipe has a diameter D.46: Tall natural circulation loop. 9. q q L Figure 6.6 0. Find the combination of ﬂuid parameters that determines the rate of heat transfer from a closed loop with known temperature distribution. Neglect the small horizontal sections and state your other assumptions. thin.1 φs 1 0 −0.

Use the tilt angle φ as control input.6. and show numerical results.6. . Thermal control 122 where a and b are held constant.

indicated by subscripts 1 and 2.5).5) (7.7) so that it satisﬁes equations (7. Thus T1 T2 Assume T1 (x. t) = T2 (X.1) and (7. The temperature at the x = 0 end is reduced to zero for t > 0.8) . In each phase.1. t) (7.6) x T1 = A erf √ 2 κ1 t x x T1 = A erf √ T2 = T0 − B erf √ 2 κ1 t 2 κ2 t 123 (7.1) (7.1 Neumann’s solution The material is initially liquid at T = T0 .4) ∂x ∂x dt 7. t) to be = → 0 at T0 as x=0 x→∞ (7.Chapter 7 Moving boundary 7. the conduction equations is ∂ 2 T1 1 ∂T1 − ∂x2 κ1 ∂t 1 ∂T2 ∂ 2 T2 − ∂x2 κ2 ∂t = = 0 0 (7.2) Stefan problems At the interface the temperature should be continuous. Similarly (7.1 [44] The two phases. Thus ∂T1 ∂T2 dX k1 − k2 = Lρ (7. so that T1 (X.3) Furthermore the diﬀerence in heat rate into the interface provides the energy required for phase change. are separated by an interface at x = X(t).

3) requires that x x A erf √ = T0 − B erf √ = T1 2 κ1 t 2 κ2 t This shows that √ X = 2λ κ1 t (7.2) and (7.1. The.12) The temperatures are T1 T2 7.10) where λ is a constant.9) (7. Stefan problems 124 satisﬁes equation (7. we get k1 Ae−λ − k2 B This can be written as 2 √ κ1 −κ1 λ2 /κ2 = λLκ1 ρ π e κ2 (7.14) .11) √ 2 2 k2 κ2 (T0 − T1 )e−κ2 λ /κ2 e−λ λL π 1 − = √ erf λ c1 T1 s k1 κ2 T1 erfc(λ κ1 /κ2 ) (7.4).13) (7.6).1.7.2 Goodman’s integral = x T1 ) erf ( √ erf λ 2 κ1 t T0 − T1 x = T0 − ) erfc( √ 2 κ2 t erfc(λ κ1 /κ2 ) (7. condition (7. Using the remaining condition (7.

Part IV Multiple spatial dimensions 125 .

2) where m2 = h/kL. Let θ(x.7) with X(0) = X(1) = 1.2 8. y) = X(x)Y (y) (8.4) so that 1 d2 X 1 d2 Y =− + m2 = −λ2 2 X dx X dy 2 d2 X + λ2 X = 0 dx2 X(x) = A sin λx + B cos λx 126 (8.1) ∂2T ∂2T 1 ∂T = + − m2 (T − T∞ ) α ∂t ∂x2 ∂y 2 (8. In the steady state ∂2T ∂2T + − m2 (T − T∞ ) 2 ∂x ∂y 2 (8. 8.1 Transient problems Two-dimensional ﬁn The governing equation is cρdx dyL which simpliﬁes to ∂T = Lk ∂t ∂2T ∂2T + ∂x2 ∂y 2 − hdx dy(T − T∞ ) (8.1 Steady-state problems See [206]. except for one edge where it is unity. the Biot number. Thus .Chapter 8 Conduction 8.2.3) Consider a square of unit side with θ = T − T∞ being zero all around.6) (8.5) This leads to one equation (8.

Show that the separation of variables solution for ∇2 T = 0 for a rectangle can also be obtained through an eigenfunction expansion procedure. Moving boundary problem at a corner. Find the appropriate eigenfunctions for the Laplacian operator for this problem.htm 4.edu. y) = An sin nπx sinh m2 + n2 π 2 y (8. n = 1. B = 0 and λ = nπ.3 8.3. 2. where due to the boundary conditions. .4 Radiating ﬁns Non-Cartesian coordinates Toroidal. Consider steady-state conduction in bipolar coordinates shown in http://mathworld. respectively.cn/mathency/math/p/p059.1: Two-dimensional ﬁn. . . .wolfram. 3. Use the eigenfunction expansion method to reduce the governing equation to an inﬁnite set of ODEs and solve. Sketch the geometry of the annular material between v = 1 and v = 2 and ﬁnd the temperature distribution in it by solving the Laplace’s equation ∇2 T = 0.sdu. The two cylindrical surfaces shown as v = 1 and v = 2 are kept at temperatures T1 and T2 . Consider conduction in a square plate with Dirichlet boundary conditions. Thus θ(x. Another equation is d2 Y − m2 + λ 2 Y = 0 dy 2 with Y (y) = A sinh m2 + n2 π 2 y + B cosh m2 + n2 π 2 y (8.html with a = 1.8) 8. bipolar. Set up and solve a conduction problem similar to Problem 2.10) (8.com/BipolarCylindricalCoordinates. Radiating ﬁns 127 L x y Figure 8.8. Problems 1. 2.. Consider an unsteady one-dimensional ﬁn of constant area with base temperature known and tip adiabatic. 5.math.9) The condition Y (0) = 0 gives B = 0. Use Morse and Feshbach’s notation as shown in http://www. but in parabolic cylindrical coordinates. Shape factor.

2) (9.1 Two-dimensional ﬂow (9. 9. 128 .3) (9.5 Plate heat exchangers There is ﬂow on the two sides of a plate.2. Consider a rectangular plate of size Lx × Ly in the x.Chapter 9 Forced convection See [206].2 Low Reynolds numbers Potential ﬂow [169] If the heat ﬂux is written as q = ρcuT − k∇T the energy equation is ∇·q=0 Heat ﬂows along heatlines given by dx dy dz = = ρcT ux − k(∂T /∂x) ρcT uy − k(∂T /∂y) ρcT uz − k(∂T /∂z) The tangent to heatlines at every point is the direction of the heat ﬂux vector.and y-directions.1 9. 9. as shown in Fig. respectively. 9. with an overall heat transfer coeﬃcient of U .1) 9.4 Multiple solutions See [166]. 1 and 2.3 Leveque’s solution Leveque (1928) 9.

6) 2Cy R ∂y These equations have to be solved with suitable boundary conditions to obtain the temperature ﬁelds Tx (x.4) ∂x where cx is the speciﬁc heat of that ﬂuid. Plate heat exchangers 129 x flow y flow Figure 9. y). The ﬂow on one side of the plate is in the x-direction with a temperature ﬁeld Tx (x.8) Nusselt (Jakob.5.6). we get ∂Ty Tx = Ty + Cy R (9. we get 2Cx R ∂Tx = Ty − Tx ∂x (9. y) and Ty (x. 1957) gives an interesting solution in the following manner. 9. y).5) where R = 1/2U is proportional to the thermal resistance between the two ﬂuids. For the ﬂow in the x-direction. Let the plate be . The overall heat transfer coeﬃcient between the two ﬂuids is U . y) and my . From equation (9.1: Schematic of crossﬂow plate HX.1. The ﬂow in the other side of the plate is in the y-direction with the corresponding quantities Ty (x. we have 2 Ty 1 ∂Ty 1 ∂Ty + + 2R =0 Cy ∂x Cx ∂y ∂x∂y (9.7) ∂y Substituting in equation (9. the steady heat balance on an elemental rectangle of size dx×dy gives ∂Tx cx mx dy dx = U dx dy (Ty − Tx ) (9. The mass ﬂow rate of the ﬂow is mx per unit transverse length. and Cx = cx mx . which we will take to be a constant. For the other ﬂuid ∂Ty = Tx − Ty (9.9.5). Simplifying.

9) (9.10) (9.24) . Nondimensional variables are ξ η θx θy = = = = x L y W Tx − Ty.i Ty − Ty.22) Using the same procedure.i − Ty. from equation (9.17) (9. η ′ )eaξ +bη dξ ′ dη ′ ′ ′ (9. η) = be−bη 0 η (9.11) (9.16) at ξ = 0 at η = 0 (9.15) (9. η ′ )ebη dη ′ (9.13) (9.20) From the boundary condition (9.9.i − Ty.i UWL Cx UWL Cy (9.21) ′ θx (ξ. η ′ )ebη dη ′ (9. we get C=0 so that θy (ξ.18).5.23) Substituting for θy . η) = e−aξ + abe−(aξ+bη) 0 θx (ξ ′ .19) θx (ξ.12) (9.18) ∂θy + bθy = bθx ∂η Solving for θy we get θy = e−bη C(ξ) + b 0 η ′ (9. we ﬁnd the Volterra integral equation ξ η 0 θx (ξ. η) = e−aξ + ae−aξ 0 θy (ξ ′ . η)eaξ dξ ′ ′ (9.i Tx.14) a = b The governing equations are then = a(θx − θy ) = − b(θx − θy ) = with boundary conditions θx θy Equation (9.i Tx.15) we get ξ θx (ξ. Plate heat exchangers 130 of dimensions L and W in the x.and y-directions.16) can be written as = = 1 0 ∂θx ∂ξ ∂θy ∂η (9.

η) φ1 (ξ. η) + φ2 (ξ. η ′ )eaξ +bη dξ ′ dη ′ ′ ′ (9. η) . .9. + φn (ξ. we get 1 dY 1 ∂Tx + + 2R = 0 Cx ∂x Cy dy (9.38) Substituting into the expansion. Thus φ0 (ξ.30) φ1 (ξ ′ .31) (9. and taking λ = 1. . .26). where ξ η 0 θx (ξ. η ′ )eaξ +bη dξ ′ dη ′ ′ ′ φn (ξ.32) The solutions are φ0 φ1 φ2 φ3 . η) = φ0 (ξ.37) (9. We will ﬁrst solve the Volterra equation for an arbitrary λ. η ′ )eaξ +bη dξ ′ dη ′ ′ ′ (9. Plate heat exchangers 131 for the unknown θx . Since λ is arbitrary.28) (9.41) .26) This can be substituted in the integral equation. + λn φn (ξ. − bn−1 η n−1 e−bη ) n! (n − 1)! θx (ξ.35) (9.5. η) = φ0 (ξ.34) (9.29) (9. . . y) = X(x)Y (y) Substituting and dividing by XY .25) Let us express the solution in terms of a ﬁnite power series θx (ξ.27) φ0 (ξ ′ .40) (9.33) (9.39) (9. η) = abe−(aξ+bη) 0 φn−1 (ξ ′ . η) φ2 (ξ.36) (9. . . equation (9.1 Find a solution of the same problem by separation of variables. η) where the φs are given above. η ′ )eaξ +bη dξ ′ dη ′ 0 ′ ′ = abe−(aξ+bη) = abe−(aξ+bη) 0 (9. ξ η 0 = e−aξ ξ η 0 ξ η 0 (9. Taking Ty (x. η) + λ2 φ2 (ξ. η) + . η) = e−aξ + abλe−(aξ+bη) 0 θx (ξ ′ . . η) + λφ1 (ξ. φn = e−aξ = aξe−aξ (1 − e−bη ) 1 2 2 −aξ = a ξ e (1 − e−bη − bηe−bη ) 2 1 1 = a3 ξ 3 e−aξ (1 − e−bη − bηe−bη − b2 η 2 e−bη ) 2×3 2 = 1 1 n n −aξ a ξ e (1 − e−bη − bηe−bη − . the coeﬃcient of each order of λ must vanish. η) + φ1 (ξ. we get (9. η) (9. . Example 9. η) + . .

(9. Q. This is a problem . we get – » c x y Tx = exp − + a−R cx mx (a + R) cy my (a − R) The rate of heat transfer over the entire plate. Solving the two equations and taking their product.43) where a is a constant.9.45) (9. and the second only of y.7). Substituting in equation (9. is given by Z L−y Q = Cx [Tx (Lx .47) 9.42) (9. y) − Tx (0. we have – » c x y Ty = exp − + a+R cx mx (a + R) cy my (a − R) where c is a constant. y)] dy 0 – » Ly lx − −2 = cCx Cy exp − Cx (a + R) C2 (a − R) The heat rate can be maximized by varying either of the variables Cx or Cy . each must be a constant. Falkner-Skan boundary ﬂows 132 Since the ﬁrst term is a function only of x.44) (9.6 Falkner-Skan boundary ﬂows Problems 1.6. Thus we can write dX 1 + X dx cx mx (a + R) dY 1 + Y dy cy my (a − R) = = 0 0 (9.46) (9.

Problems 1.3 Governing equations Cavities Marangoni convection See [204].Chapter 10 Natural convection 10. This is a problem.1 10. 133 .2 10.

The condition on the velocity is that of zero normal velocity at a boundary. Here K is called the permeability of the medium and has units of inverse area.1 Darcy’s equation (11.2) where f is the body force per unit mass.1) and (11. It is similar to the incompressible Navier-Stokes equation with constant properties where the inertia terms are dropped and the viscous force per unit volume is represented by −(µ/K)V.1) For the momentum equation. allowing for slip in the tangential direction. 134 . but it is normally left out because it is very small.2 Forchheimer’s equation (11. for f = 0 we get ∇2 p = 0 from which the pressure distribution can be determined.1 Governing equations The continuity equation for incompressible ﬂow in a porous medium is ∇·V =0 11. There is still slip at a boundary. the simplest model is that due to Darcy ∇p = − µ V + ρf K (11. From equations (11. Sometimes a term cρ0 ∂V/∂t is added to the left side for transient problems. 201] 11.1. 11.Chapter 11 Porous media [103.3) Forchheimer’s equation which is often used instead of Darcy’s equation is ∇p = − µ V − cf K −1/2 ρ|V|V + ρf K (11.1.2).4) where cf is a dimensionless constant. 130.

14) (11. The subscripts m refers to the solid matrix.2. = = km ρcp (ρc)m ρcp (11.5) where µ is another viscous coeﬃcient.1 Forced convection Plane wall at constant temperature ∂u ∂v + ∂x ∂y The solution to = 0 ∂p ∂x ∂p ∂y (11.3 Brinkman’s equation µ V + µ∇2 V + ρf ˜ K Another alternative is Brinkman’s equation ∇p = − (11.9) (11.11) (11.16) .1.1.12) (11.6) where km (11.7) is the average heat capacity.11.13) u = − v is u v For = U = 0 K µ K = − µ (11. and (ρc)m (ρc)m = φρcp + (1 − φ)(ρc)m The energy equation is (11. In this model there is no slip at a solid boundary.15) Ux = P ex ≫ 1 αm (11.2.8) 11. and φ is the porosity of the material.4 Energy equation ∂T + ρcp V · ∇T = km ∇2 T ∂t is the eﬀective thermal conductivity. An equivalent form is σ where αm σ See [1]. ˜ 11.2 11.10) ∂T + V · ∇T = αm ∇2 T ∂t (11. Forced convection 135 11.

28) with = 0 1 (11.32) (11.20) θ(η) = we get ∂T ∂x = = ∂T ∂y = = ∂2T ∂y 2 so that the equation becomes = (T∞ − Tw ) (T∞ − Tw ) (T∞ − Tw ) (T∞ − Tw ) dθ ∂η dη ∂x dθ dη −y U 1 −3/2 x αm 2 (11.29) (11.21) (11.11.23) (11.25) (11.18) The boundary conditions are T (0) = Tw T (∞) = T∞ Writing η = y U αm x T − Tw T∞ − Tw (11.19) (11.30) θ(∞) = We multiply by the integrating factor eη /4 to get (11.26) (11.22) (11.31) 2 d eη /4 θ′ = 0 dη The ﬁrst integral is θ′ = C1 e−η Integrating again we have θ = C1 0 η 2 /4 (11.2.33) e−η ′2 /4 dη ′ + C2 . Forced convection 136 the energy equation is u or ∂T ∂T ∂2T +v = αm 2 ∂x ∂y ∂y U ∂2T ∂T = αm 2 ∂x ∂y (11.27) dθ ∂η dη ∂y U dθ dη αm x d2 θ U (T∞ − Tw ) 2 dη αm x 1 θ′′ + η θ′ = 0 2 θ(0) 2 (11.17) (11.24) (11.

34) √ Applying the boundary conditions.11.2. the solution becomes η/2 θ = 2C1 0 e−x dx 2 (11.37) (11.42) (11. 11.1 Find the temperature distribution for ﬂow in a porous medium parallel to a ﬂat plate with uniform heat ﬂux. Forced convection 137 With the change in variables x = η ′ /2.35) (11. we ﬁnd that C1 = 1/ π and C2 = 0.43) Example 11.40) (11.2.2 Stagnation-point ﬂow For ﬂow in a porous medium normal to an inﬁnite ﬂat plate. the velocity ﬁeld is u = Cx v The energy equation is Cx = −Cy (11.41) y=0 = x = = 1 Ux √ π αm 1 √ P e−1/2 π x (11.46) .38) (11. Thus θ = = The heat transfer coeﬃcient is deﬁned as h q ′′ Tw − T∞ ∂T km = − Tw − T∞ ∂y ∂θ = km ∂y = (11.44) (11.45) ∂T ∂T ∂2T − Cy = αm 2 ∂x ∂y ∂y (11.39) 2 √ π erf η/2 0 e−x dx η 2 2 (11.36) The local Nusselt number is given by N ux = hx km ∂θ ∂y (11.

2.54) (11.56) The conditions (11.2.48)-(11.53) (11.50) Ux αm (11.11.49) (ρcp )U −∞ θ(η) = we ﬁnd that ∂T ∂x ∂T ∂y ∂2T ∂y 2 = θ = = q′ km αm U 1 − x−3/2 2 + dθ y dη U αm 1 q′ − x−3/2 2 km αm Ux (11.58) θ dy −∞ The equation (11.56) can be written as θ′′ = − which integrates to 1 d (ηθ) 2 dη (11.60) .59) 1 θ′ = − ηθ + C1 2 (11.48) (T − T∞ ) dy (11.57) (11.49) become = = 0 at η = 0 1 (11.55) q′ km q′ km αm dθ U U x dη αm x αm dθ U U x dη αm x Substituting in the equation.51) = = 0 at y = 0 ∞ ∂2T ∂T = αm 2 ∂x ∂y (11. we get 1 θ′′ = − (θ + ηθ′ ) 2 ∂θ ∂η ∞ (11. Forced convection 138 11.47) (11.3 Thermal wakes Line source For P ex ≫ 1.52) (11. the governing equation is U where the boundary conditions are ∂T ∂y q′ Writing η = y U αm x T − T∞ q ′ /km (11.

63) Thus the solution is or (11.65) 1 q′ T − T∞ = √ 2 π km ( −U y 2 αm ) exp( ) Ux 4αm x Example 11. 11.61) 1= −∞ θ dη = C2 −∞ e−η 2 /4 √ dη = 2 πC2 (11.62) from which 1 C2 = √ 2 π 2 1 θ = √ e−η /4 2 π (11. Integrating again. The governing equations are ∇·V µ −∇p − V + ρg K ∂T + V · ∇T σ ∂t ρ = 0 = 0 = αm ∇2 T = ρ0 [1 − β (T − T0 )] (11. The geometry is shown in Fig.66) 11.67) (11.1.3. and consists of ﬁnding the stability of a horizontal layer of ﬂuid in a porous medium heated from below. we get θ = C2 e−η Substituting in the other boundary condition ∞ ∞ 2 /4 (11.70) . Natural convection 139 Since θ′ = 0 at η = 0.69) (11.1 Natural convection Linear stability This is often called the Horton-Rogers-Lapwood problem. we ﬁnd that C1 = 0.3.68) (11. B y x A gravity Figure 11.11.1: Stability of horizontal porous layer.3 11.2 Show that for a point source T − T∞ = q −U r 2 exp( ) 4πkx 4αm x (11.64) (11.

72) y2 − 2y H (11.75) (11.78) (11.74) (11. The basic steady solution is V T p = 0 (11.83) (11. on dropping *s ∇·V = = = = = = 0 = 0 = αm ∇2 T ′ (11.84) = = 0 0 (11.90) ∇2 w = Ra∇2 T H where ∇H = ∂2 ∂x2 . We apply a perturbation to each variable as V T p Substituting and linearizing = V + V′ = T + T′ = p + p′ (11.86) (11.11.85) (11.82) (11.87) −∇p − V + Ra T k ∂T −w ∂t where Ra = From these equations we get = ∇2 T ρ0 gβKH∆T µαm (11.89) (11.80) (11.71) (11.81) (11.3.79) x H αm t σH 2 HV′ αm T′ ∆T Kp′ µαm (11. Natural convection 140 where g = −gj.73) y = T0 + ∆T 1 − H 1 = p0 − ρ0 g y + β∆T 2 ′′ For constant heat ﬂux ∆T = qs /km .88) (11.77) (11.76) ∇ · V′ µ ′ −∇p′ − V − βρ0 T ′ g K ∆T ′ ∂T ′ − w ∂t H Using the nondimensional variables x∗ t∗ V∗ T∗ p∗ the equations become.

97) dV (11. Thus.96) ∂Q ∂P + ∂x ∂y ∂P ∂Q + ∂x ∂y (11. Lv) = (Lu.101) (11. impermeable). as shown below.100) V ∇ · (P i + Qj) dV n · (P i + Qj) = S If n·(P i+Qj) = 0 at the boundaries (i.102) W = k 2 Ra W (11. since the eigenvalue problem is self-adjoint.3.104) . we must have (u. t) T (x.93) (11. For the solutions to remain bounded as x. then L is self-adjoint. it can be shown that s is also real. z.98) (11. Natural convection 141 Using separation of variables w(x. which is the case here. y. y. v) If vL(u) − uL(v) = then [vL(u) − uL(v)] dV = = V (11. y → ∞.11. t) Substituting into the equations we get d2 − k 2 − s Θ = −W dy 2 d2 − k 2 W = −k 2 Ra Θ dy 2 where 2 2 k 2 = kx + ky = W (y) exp (st + ikx x) = Θ(y) exp (st + ikx x) (11.92) (11. marginal stability occurs when s = 0.103) The eigenfunctions are W = sin nπy (11. Furthermore.e.99) (11.95) Isothermal boundary conditions The boundary conditions are W = Θ = 0 at either wall. z. the wavenumbers kx and ky must be real. For a self-adjoint operator L.91) (11.94) (11. for which d2 − k 2 Θ = −W dy 2 d2 − k 2 W = −k 2 Ra Θ dy 2 from which d2 − k2 dy 2 2 (11.

as long as Ra = n2 π 2 +k k 2 (11.108) (11.113) with W1 = dΘ1 /dy = 0 at the walls. which gives Rac = 4π 2 for the onset of instability. For the zeroth order system d 2 W0 =0 dy 2 d2 W1 dy 2 d2 Θ1 + W1 dy 2 (11.3. We write W = W0 + α 2 W1 + . .107) (11.2 Steady-state inclined layer solutions Consider an inclined porous layer of thickness H at angle φ with respect to the horizontal shown in Fig.2 Introducing the streamfunction ψ(x. Constant heat ﬂux conditions Here W = dΘ/dy = 0 at the walls.111) with W0 = dΘ0 /dy = 0 at the walls.115) .105) For each n there is a minimum value of the critical Rayleigh number determined by dRa =2 dk n2 π 2 +k k − n2 π 2 +1 k2 (11. y). Finally. . . The solutions is W0 = 0. .11. . . . 11.114) (11. we get Rac = 12. To the next order = W0 − Ra0 Θ0 = Θ0 (11. where u v Darcy’s equation becomes − µ ∂ψ ∂p − ∂x K ∂y ∂p µ ∂ψ − + ∂y K ∂x = ρ0 g [1 − β(T − T0 )] sin φ = ρ0 g [1 − β(T − T0 )] cos φ (11.3.117) ∂ψ ∂y ∂ψ = − ∂x = (11. Natural convection 142 where n = 1. 3.110) (11.106) The lowest critical Ra is with k = π and n = 1. Ra = Ra0 + α2 Ra1 + .116) (11. 11. 2.112) (11.109) (11. .. Θ = Θ0 + α2 Θ1 + . Θ0 = 1. .

2: Inclined porous layer. we have ∂2ψ ∂2ψ ρ0 gβK + =− ∂x2 ∂y 2 µ The energy equation is ∂ψ ∂T ∂ψ ∂T − ∂y ∂x ∂x ∂y Side-wall heating The non-dimensional equations are ∂2ψ ∂2ψ + ∂x2 ∂y 2 ∂ψ ∂T ∂ψ ∂T − ∂y ∂x ∂x ∂y where the Rayleigh number is Ra =? The boundary conditions are ∂T =0 ∂x ∂T = −1 ψ = 0.126) (11. Natural convection 143 y x φ Figure 11. ∂y ψ = 0.121) = αm ∂T ∂T cos φ − sin φ ∂x ∂y ∂2T ∂2T + ∂x2 ∂y 2 (11.3.127) (11.124) (11.118) (11. at at x=± A 2 1 y=± 2 (11.123) (11.122) = −Ra = ∂T ∂T cos φ − sin φ ∂x ∂y ∂2T ∂2T + ∂x2 ∂y 2 (11.125) With a parallel-ﬂow approximation.120) (11. Taking ∂/∂y of the ﬁrst and ∂/∂x of the second and subtracting.119) .11. we assume [167] ψ T = ψ(y) = Cx + θ(y) (11.

11.3. Natural convection

144

**The governing equations become ∂2ψ dθ − Ra sin φ + RC cos φ = ∂y 2 dy dψ d2 θ −C = dy 2 dy
**

1/2 −1/2

0 0

(11.128) (11.129)

An additional constraint is the heat transported across a transversal section should be zero. Thus uT − ∂T ∂x dy = 0 (11.130)

Let us look at three cases. (a) Horizontal layer For φ = 0◦ the temperature and streamfunction are T ψ = Cx − y 1 + = − RaC 2 4y 2 − 3 24 (11.131) (11.132)

RaC 4y 2 − 1 8

Substituting in condition (11.130), we get C 10R − Ra2 C 2 − 120 = 0 the solutions of which are (11.134) 1 10(Ra − 12) (11.135) C = Ra 1 10(Ra − 12) (11.136) C = − Ra The only real solution that exists for Ra ≤ 12 is the conductive solution C = 0. For C > 12, there are two nonzero values of C which lead to convective solutions, for which ψc Nu = = RaC 8 12 12 − RaC 2 (11.137) (11.138) C = 0 (11.133)

For φ = 180◦ , the only real value of C is zero, so that only the conductive solution exists. (b) Natural circulation Let us take C sin φ > 0, for which we get ψc Nu where α2 B = RC sin φ 1 + C cot φ = − cosh α 2 (11.141) (11.142) B α 1 − cosh C 2 α = − 2B sinh α + αC cot φ 2 = (11.139) (11.140)

11.3. Natural convection

145

and the constant C is determined from C− B2 2C sinh α α 2 α − 1 − B cot φ cosh − sinh α 2 α 2 =0 (11.143)

(c) Antinatural circulation For C sin φ < 0, for which we get ψc Nu where β2 B and the constant C is determined from C− End-wall heating Darcy’s law is ∇2 ψ The boundary conditions are ψ = 0, ∂T = −1 ∂x ∂T =0 ψ = 0, ∂y at at A 2 1 x=± 2 x=± (11.150) (11.151) = R ∂T ∂T sin φ + cos φ ∂x ∂y (11.149) B2 2C sin β β 2 β − 1 − B cot φ cosh − sinh β 2 β 2 =0 (11.148) = −RC sin φ 1 + C cot φ = − cosh β 2 (11.146) (11.147) = B C 1 − cosh

β 2

β 2

(11.144) (11.145)

= −

β 2B sinh + βC cot φ

With a parallel-ﬂow approximation, we assume ψ T The governing equations become dθ dψ −C 2 dy dy dθ ∂2ψ − R cos φ − RC sin φ = 0 ∂y 2 dy An additional constraint is the heat transported across a transversal section. Thus

1/2 −1/2

= ψ(y) = Cx + θ(y)

(11.152) (11.153)

=

0

(11.154) (11.155)

uT −

∂T ∂x

dy = 1

(11.156)

11.3. Natural convection

146

Let us look at three cases. (a) Vertical layer For φ = 0◦ the temperature and streamfunction are T ψ where α2 = −RC Substituting in condition (11.130), we get C 10R − R2 C 2 − 120 = 0 the solutions of which are C C C = = 0 1 R 1 R (11.161) 10(R − 12) 10(R − 12) (11.162) (11.163) (11.160) (11.159) = Cx + = B1 B2 sin(αy) − cos(αy) α α B1 B2 cos(αy) + sin(αy) + B3 C C (11.157) (11.158)

= −

The only real solution that exists for R ≤ 12 is the conductive solution C = 0. For C > 12, there are two nonzero values of C which lead to convective solutions, for which ψc Nu = = RC 8 12 12 − RC (11.164) (11.165)

For φ = 180◦ , the only real value of C is zero, so that only the conductive solution exists. (b) Natural circulation Let us take C sin φ > 0, for which we get ψc Nu where α2 B and the constant C is determined from C− B2 2C sinh α α 2 α − 1 − B cot φ cosh − sinh α 2 α 2 =0 (11.170) = RC sin φ 1 + C cot φ = − cosh α 2 (11.168) (11.169) B α 1 − cosh C 2 α = − 2B sinh α + αC cot φ 2 = (11.166) (11.167)

(c) Antinatural circulation

11.3. Natural convection

147

For C sin φ > 0, for which we get ψc Nu where β2 B and the constant C is determined from C− B2 2C sin β β 2 β − 1 − B cot φ cosh − sinh β 2 β 2 =0 (11.175) = −RC sin φ 1 + C cot φ = − cosh β 2 (11.173) (11.174) = B C 1 − cosh

β 2

β 2

(11.171) (11.172)

= −

β 2B sinh + βC cot φ

Problems

1. This is a problem.

1 Stefan problems 148 .Chapter 12 Moving boundary 12.

Part V Complex systems 149 .

Consider an unsteady n-body radiative problem.Chapter 13 Radiation 13.1 [209] [219] is a review of the radiative properties of semiconductors. the dynamics of the small-body temperature is governed by dT1 4 4 M1 c1 = −A1 F12 σ(T1 − T2 ) + Q1 . Monte Carlo methods Problems 1. dt 150 . Show that between one small body 1 and its large surroundings 2. The steady-state temperature distribution in a one-dimensional radiative ﬁn is given by dT + hT 4 = 0 dx Is the solution unique and always possible? 3. The temperature of the ith body is given by Mj cj dTj dt = − n X 4 Ai Fij σ(Ti4 − Tj ) + Qj 4 Fji σ(Ti4 − Tj ) + Qj = What kind of dynamic solutions are possible? Aj i=1 n X i=1 2.

Chapter 14 Boiling and condensation 14.1 Homogeneous nucleation 151 .

and [36] of photonic devices. 202. Substituting in Eq. x − ∆x + dx/2] or [x + ∆x − dx/2.. t − ∆t) = P± ∂P ∂P ∆x − ∆t ∂x ∂t 1 ∂2P ∂2P 1 ∂2P 2 + ∆x2 ± ∆x∆t + ∆t 2 ∂x2 ∂x∂t 2 ∂t2 1 ∂3P 1 ∂3P 1 ∂3P 1 ∂3P 3 ± ∆x3 − ∆x2 ∆t ± ∆x∆t2 − ∆t 3 2 ∂t 2 6 ∂x 2 ∂x 2 ∂x∂t 6 ∂t3 +.2) where the terms on the right side are evaluated at (x. . 186. .1. Since there is equal probability of the walker in the previous time step to have been in the interval [x − ∆x − dx/2. t). 178. t). 219] 15.4) =D 2. Taylor series expansions give P (x ± ∆x.1) we get ∂2P 1 ∂2P 1 ∂3P ∂P −D 2 = ∆t − ∆x2 + .. (15. . x + ∆x + dx/2].Chapter 15 Microscale heat transfer [108] is a review of microscale heat exchangers. and the probability that the walker is in an interval [x − dx/2. we have P (x. 2 (15.1 Diﬀusion by random walk One-dimensional Consider a walker along an inﬁnite straight line moving with a step size ∆x taken forward or backward with equal probability in a time interval ∆t. we get the diﬀusion equation ∂P ∂2P (15.. t − ∆t) + P (x + ∆x. [86. x + dx/2] be P (x. ∂t ∂x 152 . 2 ∂t ∂x 2 ∂t 2 ∂x2 ∂t (15. 119. Let the current position of the walker be x.1 15. t) = 1 [P (x − ∆x.1) Assuming that ∆x and ∆t are small. (15.3) where D = ∆x2 /2∆t. t − ∆t] . If we let ∆x → 0 and ∆t → 0 such that D is constant.

t)f (r. 123. t) is deﬁned as number of particles in the volume dr dv in the six-dimensional space of coordinates r and velocity v. scat (15.1. (15.6) 15. t). Also P (r + ∆r. (15.15. ∂ri ∂t 2 ∂ri ∂ri (15. τ v(r.. (a) Fourier’s law Assume ∂/∂t = 0.. we can write ∇f0 = df0 ∇T. ∂P ∂P 1 ∂2P ∆ri − ∆t + . Then P (r.12) (15.10) f0 − f . and ∆r be a step in any direction where |∆r| is a constant. dT (15. Boltzmann transport equation 153 15. t)εD dε.2 Multi-dimensional Let P = P (r. The heat ﬂux is then q(r. ∂t ∂v τ Several further approximations can be made.7) where a = dv/dt is the acceleration due to an external force. 124] ∂f ∂f + v · ∇f + a · = ∂t ∂v ∂f ∂t .5) where S is a sphere of radius |∆r| centered on r. a = 0 and ∇f = ∇f0 in the left side of Eq. v). Following a volume element in this space. v. Thus ∂f ∂f f0 − f + v · ∇f + a · = . t) = S P (r + ∆r.1 Relaxation-time approximation ∂f ∂t where τ = τ (r. Introducing explicitly the dependence of f on temperature. ε. t − ∆t) = P + etc.2.8) Under this approximation = scat (15.2. 15. t) = where D(ε) is the density of energy states ε. t − ∆t) dS (15.2 Boltzmann transport equation The classical distribution function f (r.11) (15.10) so that f = f0 − τ v · ∇f0 . we have the balance equation [109. The term on the right side is due to collisions and scattering.9) .

(15.8). (15.13).10) by vεD dε and integrate to get ∂ df0 1 v· vf εD dǫ + vf εD dε.12) in (15.3. Multiply Eq. this gives ∂q = −k∇T. (15.15. Phonons 154 xi−1 xi xi+1 Figure 15.18) (15. Newton’s second law gives m d2 xn dt2 = c(xn+1 − xn ) − c(xn − xn−1 ) = c(xn+1 − 2xn + xn−1 ). (15.15) v τv · df0 dT εD dε.3 15. then the dispersion relation is ω= 2c m 1/2 1/2 (15. the spring constants are c.20) (1 − cos ka) . (15.11) and (15. Let xi = xei(nka−ωt) . This is Cattaneo’s equation that can be compared to Fourier’s law.21) . The mass of each atom is m. where k= since vf0 εD dε = 0. Eq.1 Phonons Single atom type A lattice of atoms of a single type is shown in Fig.1. For a typical atom n.8). (15. 15. (15. q+τ 15. (15.1: Lattice of atoms of a single type Using Eqs.16) ∇T vεD dε = − ∂t dT τ Using Eq.19) (15.14).14) (b) Cattaneo’s equation Assume τ = constant and ∇f = (df0 /dT )∇T . (15.17) ∂t where k is given by Eq. we get q = −k∇T. and a is the mean distance between the atoms. (15.13) (15.3.

(15.15. (15. We can also write k= 1 cvg l 3 (15.27) (15.23) .2: Lattice of atoms of two diﬀerent type The phase velocity is vp = and the group velocity is vg = For ka → 0.34) so that −m1 xω 2 −m2 yω = c y − 2x + ye−ika . and l is the mean free path.35) (15.30) (15. (15.33) (15.2 Two atom types Newton’s second law gives m1 d2 xi dt2 = c(yi − xi ) − c(xi − yi−1 ) = c(yi − 2xi + yi−1 ). .31) d2 y i m2 2 dt (15. = c(xi+1 − yi ) − c(yi − xi ) = c(xi+1 − 2yi + xi ).3.3.36) 2 − 2y + x .32) (15. 15. = c xe ika (15.22) 1/2 .25) c 2m 1/2 2c mk 2 1/2 (1 − cos ka) a sin ka (1 − cos ka) c m 1/2 1/2 .24) where c is the speciﬁc heat.26) (15.29) (15. (15.28) (15. Phonons 155 xi yi Figure 15. Let xi yi = xei(nka−ωt) . we have vg = a The thermal conductivity k = ke + kp where ke and kp are those due to electron and phonon transports. = yei(nka−ωt) .

38) −c(1 + e−ika ) 2c − m2 ω 2 x y = 0 0 . which simpliﬁes to m1 m2 ω 4 − 2c(m1 + m2 )ω 2 + 2c2 (1 − cos ka) = 0.4 Thin ﬁlms .40) (15. 15.15.37) The positive sign corresponds to the optical and the negative to the acoustic mode. Thin ﬁlms 156 which can also be written as 2c − m1 ω 2 −c(1 + eika ) This means that (2c − m1 ω 2 )(2c − m2 ω 2 ) − c2 (1 + e−ika )(1 + eika ) = 0. 2 1 (15. The solution is ω2 = 1 2c(m1 + m2 ) ± 2c 2m1 m2 m2 + m2 + 2m1 m2 cos ka .4. (15.39) (15.

53]. 157 .1 Mathematical models Good references are [35.Chapter 16 Bioheat transfer 16.

2) . 17.2 Porous medium analogy See Nield and Bejan. we have Mc ρAc2 ∂T2 ∂T2 + ρV2 Ac2 + hP (T − T1 ) = 0 ∂t ∂x 158 (17.5 Microchannel heat exchangers Phillips (1990).3 17.Chapter 17 Heat exchangers 17. p. Shah (1981) 17.1) (17.6 Radiation eﬀects See Ozisik (1981).4 Heat transfer augmentation Maldistribution eﬀects Rohsenow (1981) 17. 17.7 Transient behavior Ontko and Harris (1990) For both ﬂuids mixed dT in out in out + m1 c1 (T1 − T1 ) + mc2 (T2 − T2 ) = 0 ˙ ˙ dt For one ﬂuid mixed and the other unmixed. 17. 87 [130].1 Fin analysis Analysis of Kraus (1990) for variable heat transfer coeﬃcients.

The ﬂow rates present a special diﬃculty. It is also seen that the outlet water temperature is hard to control for large water ﬂow rates. Fig.8. L is the length of the tube.2 shows the steady-state range of values of Tout that can be achieved on varying mw .8) and (17. Tt (ξ.3 shows the results of w applying PI control on mw to obtain a given reference temperature Tout = 23◦ C. As an example of control dynamics. t) = Tw (L.6) y(x) = a0 + a1/2 x1/2 + a1 x + a3/2 x3/2 + a2 x2 + . ˙ ˙ a a Tin and Tout (t) are the inlet and outlet air temperatures. Tout or Tout .7) 17. Correlations 159 17. a w The inlet temperatures Tin and Tin . (17.4) (17.1). . schematically shown in Fig.9) ∂t ∂ξ 2 2 2 ∂ Tt 2 2 ∂Tt = kt π(ro − ri ) 2 + 2πro ho (Ta − Tt ) − 2πri hi (Tt − Tw(17.17. 0). temperatures ˙ outside this range cannot be obtained.10) ). advective and convective eﬀects discussed before. t) = Tin . . and Tt (ξ. Fig. (17. in the water.8 17. Ta (t) is the air temperature surrounding the tube. Tt (L. t) = Tw (0.9). n y(x) = k=0 a(k)xk dk where − 1 < x < 1 A power-law correlation of the form y = cxn satisﬁes the invariance condition given by equation (A. they appear in nonlinear form in Eqs. and kt is the thermal conductivity of the tube material. The boundary and initial conditions are w Tt (0. ri and ro are the inner and outer radii of the tube. ˙ .1. hi and ho the heat transfer coeﬃcients in the inner and outer surfaces of the tube. Water is the in-tube and air the over-tube ﬂuid in the heat exchanger. has been studied using ﬁnite diﬀerences [4–6]. This example includes all the conductive. (17. a a the air temperature is assumed to be Ta = (Tin + Tout )/2. ca . 17.3) (17.9 17. and the ﬂow rates ma and mw can all be used as control ˙ ˙ w a inputs to obtain a desired outlet temperature.10 Compressible ﬂow Thermal control A cross-ﬂow heat exchanger model.t). water and tube material. 0) = Tw (ξ. (17. ma (t) and mw (t) are the mass ﬂow rates of air and water.8) L ∂Tw 2 ∂Tw ρw cw πri + mw cw ˙ = hi 2πri (Tt − Tw ). and the outlet temperature is bounded. ρw and ρt are the water and tube material densities. . 17. t) are the tube-wall and water temperatures. t) and Tw (ξ. and in the wall of the tube are ma ˙ a a ca (Tin − Tout ) = ho 2πro (Ta − Tt ). cw and ct are the speciﬁc heats of the air. w 17.1 Correlations Least squares method n Possible correlations are y(x) = k=0 ak xk (17. In addition. The governing equations on the outside of the tube. .5) (17. Suitable numerical values were assumed for the computations. y(x) = axm + bxn + .8. ρt ct π(ro − ri ) ∂t ∂ξ respectively.

1: Schematic of single-tube cross-ﬂow heat exchanger. Thermal control 160 Air in Water in ξ Water out L Air out Figure 17.1 23 0.17.6 23.6 0.7 0.17 kg/s 22.5 23.23 kg/s 23.9 0 0.10.3 0.9 1 . ma = 23.2: The relation between Tout and mw for diﬀerent ma [4].4 a Tout[°C] 23. 23.2 0. ma [kg/s] a ˙ ˙ Figure 17.8 0.4 0.3 . .1 0.2 0.5 0.

Controllability issues of heat exchanger networks are reported in [203]. while the conservation of mass condition at each of the junctions is algebraic. 17. and the bypass pressure diﬀerence ∆pbp to step . 17. 17. The network has a primary loop.3: Behavior of Tout as a function of time for Ki = 50 and diﬀerent Kp [4]. The momentum equation governing the ﬂow in each pipe is diﬀerential. a secondary loop and a bypass that has the three strategies as special cases. and Vγ to control L the air temperature leaving the cooling coil. and comparative studies based on mathematical models can be carried out. while the secondary has a water-air cooling coil which serves as a thermal load. Figs.000 1. Fig. Ta (t).11.4 shows a network in which three speciﬁc control strategies can be compared [61.11 Control of complex thermal systems The previous sections examined systems that were fairly simple in the sense that mathematical models could be written down and their behaviors studied. The primary loop includes a chiller. Vβ . Thus. There are at present many diﬀerent strategies for the thermal control of networks. we will look ﬁrst at thermal components and then combine them in networks.5 5 a Tout[°C] 24 Kp = 100.000 100 22.5 0 200 400 600 800 1000 1200 1400 1600 1800 2000 t [s] a Figure 17. Mathematical models of the dynamics of a piping network lead to diﬀerential-algebraic systems [61]. 62]. Control of complex thermal systems 161 25 24.5 22 21. it turns out that only certain ﬂow rates may be controllable. For most practical thermal systems. MCF and BT in the following ﬁgures (details are in [61]). 17.5 and 17. In the present context this means that a complete understanding of the behavior of components does not necessarily mean that large networks formed out of these components can be modeled and computed in real time for control purposes. the others being dependent on these. this is diﬃcult to do with any degree of precision. In the following. Integral controllers are used to operate the valves Vα .000 23.6 show the dynamic response L L of Ta (t). each control method works diﬀerently and are labeled VF.11. the leaving water temperatures Tw (t).5 23 10.17.1 Hydronic networks The science of networks of all kinds has been put forward as a new emerging science [15].

The system is taken to the nominal operating conditions.8 shows the secondary hot water ﬂow rates q8 . There are some oscillations in all the variables before they settle down to stable.11. that is. thermal radiation [143]. 17. 125. q7 and q4 to the heat exchangers for the three diﬀerent control strategies. 17. α(t).4: Network used to study control strategies [61]. stabilization and control of convection in horizontal ﬂuid layers [18. β(t). the system is becomes unstable and the variables oscillate in time. 215.11. microwave heating [120]. Figure 17. Control of complex thermal systems 162 B c P2 1−B P3 a P1 i b g d T wE T aL T aE V α CC ch Vγ h f e T wL Vβ Figure 17. water ﬂow to HXBT and HXCF is zero when testing VF. The input voltages v7 . 205.7. 217]. the conﬁguration is shown in Fig. v4 and v1 that control ﬂow and the hot water temperature at the heat exchanger inlet T21 are also shown. and γ(t) are the respective closing fractions of the valves which change dynamically in response to the error signal. Laboratory experiments with a network of water-to-water heat exchangers have been reported in [61–63]. 190–195]. It is seen that for certain control parameters. and materials processing and manufacturing [55. steady values. and then the hot water ﬂow is decreased by a constant value every 1800 s. 83. changes in the air velocity over the coil.17. 160]. Control of convection is an important and active topic.2 Other applications There are a large number of other thermal problems in which control theory has been applied. Each curve represents one independent run. 145. and in porous media [189]. The hot water ﬂow is diminished by changing its controller set point. and so on. . The controls drive the system to diﬀerent operational points while coping with the changes. this includes the study of convection loops [175. 176. Agent-based controls have been proposed by complex thermal systems such as in buildings [213].

and E L − £ − method MCF. Ta = 30◦ C [61].set = ◦ ◦ 2 E 5.6: Dynamic response of control system to drop in air velocity with method BT. Control of complex thermal systems 163 27 TaL (oC) 26 25 75 100 125 150 175 200 225 250 275 300 t (s ) 1 β 0.5 C. . L Tw (oC) 7 6 5 1 100 125 150 175 t 200 225 250 275 300 α 0.11.5 0 ∆p bp(N/m 2 ) 3 2 1 0 1 x 10 4 100 125 150 175 t 200 225 250 275 300 100 125 150 175 t 200 225 250 275 300 γ TaL (oC) 0. Ta = 30 C [61].17.5: Dynamic response of control system to drop in air velocity.5 0 27 26 25 100 125 150 175 t 200 225 250 275 300 100 125 150 175 200 225 250 275 300 t (s) L Figure 17.5 0 75 100 125 150 175 200 225 250 275 300 t (s) Figure 17. Ta.set = 20000 (N/m ). − ∗ − method VF. Tw. ∆pbp.set = 26◦ C.

The dashed vertical lines are instants at which the thermal load is changed [61].7: Layout of hydronic network [61].11.17. 11 3 3 q1 x 10 −4 q8 .8: Secondary hot water ﬂows and T21 : − ◦ −BT . − ∗ −V F .q4 (m3/s) 3 2 1 0 3 0 1000 2000 3000 4000 5000 6000 v1 . − £ −CF .q7 .v7 (Volts) 2 1 0 0 1000 2000 3000 4000 5000 6000 40 T21(oC) 35 30 0 1000 2000 3000 4000 5000 6000 t (s) Figure 17. .v4 . Control of complex thermal systems 164 PID P 1 HT1 HT2 T21 ∆p V10 10 q4 T8 HX BT 7 4 q7 T14 HX CF 1 q8 T 18 HX VF T7 T6 T5 q3 T12 T12 T11 q6 T17 T16 T15 M4 M3 Control Valve 8 5 Pump P2 6 Manual Valve ∆p V P 3 M5 q2 q5 T9 9 8 2 M6 q9 T19 ∆p V 13 T1 P4 HX m 12 q1 T3 ∆p P 4 T4 M1 M2 T10 T20 T2 Figure 17.

Problems 1. There are many outstanding problems and issues that need to be addressed. nonlinear and poorly predictable dynamically. Conclusions 165 17. To cite one speciﬁc example. Phenomena such as diﬀusion.12 Conclusions This has been a very brief introduction to the theory of thermal control. There are. a few aspects that are particularly characteristic of thermal systems. This is a problem . It is hoped that the reader will use this brief overview as a starting point for further study and apply control theory in other thermal applications. convection and advection are common and the systems are usually complex. Many of the tools in these areas ﬁnd applications in thermal systems. The fundamental ideas in this subject are ﬁrmly grounded on the mathematics of systems and control theory which should be the starting point. from ordinary and partial diﬀerential equations to functional and diﬀerential-algebraic systems. however. robust [38]. The governing equations cover a wide range of possibilities. control theory itself is a vast subject. Furthermore.12. networking between a large number of coupled components will become increasingly important. it is known that unexpected synchronization may result even when multiple dynamical systems are coupled weakly [181]. with specialized branches like optimal [79]. and stochastic control [37] that are well developed. The study of thermal control will continue to grow from the point of view of fundamentals as well as engineering applications.17.

142] and time-dependent operation. 18. It is particularly suitable for systems for which experimental information that can be used for training is available. Fig.1 Artiﬁcial neural networks Heat exchangers The most important of the components are heat exchangers.2 shows the results of using neurocontrol compared with PID. A stabilized neurocontrol technique for heat exchangers has been described in [47.2 18. both are eﬀective.3 shows the result of an disturbance rejection experiment. after that the neurocontroller brings the system back to normal operation. in thermal systems this may come from eﬀects such as the presence of fouling over time or from changes in system conﬁguration as could happen in building heating and cooling systems. A neural network-based controller is able to adapt easily to changing circumstances. 18. which are generally very complex in that they cannot be realistically computed in real time for control purposes [92.2. Fig. 182]. An approach that is becoming popular in these cases is that of artiﬁcial neural networks (ANN) [73] for prediction of system behavior both for time-independent [48. 220] and applications [216] are available. The a heat exchanger is stabilized at Tout = 36◦ C. 139. 49–52]. 168] and other soft control methodologies [32.1 [141] Genetic algorithms 18. 140.Chapter 18 Soft computing 18. 166] [162] Problems 1. 131. Reviews of artiﬁcial neural network applications to thermal engineering [163. and then the water ﬂow is shut down between t = 40s and t = 70s. [51. 18. This is a problem 166 . 153.1 shows the test facility in which the experiments were conducted. The objective is to control a the outlet air temperature Tout . Figs.

2.5 36 35. a (b) heat exchanger with water and air ﬂows indicated.1: Experimental setup: (a) heat exchanger test facility with wind tunnel and in-draft fan.4 36.5 0 50 100 150 200 250 300 350 t [s] Figure 18.4 PI t [s] 100 120 140 160 180 200 220 240 260 280 300 36. PID and PI control methodologies [47].5 33 32.6 35. .2: Time-dependent behavior of heat exchanger using ANN.5 32 31.18.8 35. Tout is the air outlet temperature [47].5 ANN PID PI a T [ C] out 34 33. 36.5 35 34.2 ANN PID a T [ C] out 36 35. Artiﬁcial neural networks 167 a Tout Air flow Water flow (a) (b) Figure 18.

5 m a [kg/s] 0.1 0 50 100 150 200 250 300 350 400 t [s] Figure 18.4 0. .2 0. Artiﬁcial neural networks 168 mw [kg/s] 300 200 100 0 0 50 100 150 200 250 300 350 400 t [s] 36.2.5 0 t [s] 0.5 35 50 100 150 200 250 300 350 400 34.3: Time-dependent behavior of heat exchanger with neurocontrol for disturbance rejection experiment showing ﬂow rates and air outlet temperature [47].3 0.18.5 a T [ C] out 36 35.

Part VI Appendices 169 .

a piece of the fractal. in that they are fractal within a range of length scales. 170 . such that [199] f (ax) = bf (x) (A. may look exactly like the whole fractal.e. Surface of size l × l: Nǫ = (l/ǫ)2 . This self-similarity may be exact.Appendix A Mathematical review A. D = 3 A fractal has a dimension that is not an integer. Line of length l: Nǫ = l/ǫ. A function f (x) is invariant under change of scale if there exists constants a and b. If there are Nǫ units of a measuring stick of length ǫ. D = 1 3. we present here the Hausdorﬀ-Besicovitch dimension D. Volume of size l × l × l: Nǫ = (l/ǫ)3 .e. they are geometrical shapes in which the parts are in some way similar to the whole. Point: Nǫ = 1. the measured length of the coastline will be of the power-law form ǫNǫ = ǫ1−D .1) A fractal curve must be nowhere rectiﬁable (i. D = 0 2. Coastlines are among the geographical features that are of this shape. If Nǫ is the number of ‘boxes’ of side ǫ needed to cover an object. Though there are many deﬁnitions in current use.e. if magniﬁed.1 [60] Fractals are objects that are not smooth. any par6 is similar to the whole).2) We can check that this deﬁnition corresponds to the common geometrical shapes. 1. i. then D = lim ǫ→0 Fractals ln Nǫ ln(1/ǫ) (A. where D is the dimension. any part of it cannot be of ﬁnite length) and homogeneous (i. Before discussing examples we need to put forward a working deﬁnition of dimension. D = 2 4. Many physical objects are fractal-like.

26 .3 Knopp function ∞ This is the function K(t) = 2−nH g(2n t) n=0 (A. . The middle third of each side of the triangle is removed. .A. The process is continued. and in the limit gives a continuous.1.5) This is the function W (t) = ω −nH cos (ω n t + φn ) n=0 (A.4 Weierstrass function ∞ 2t for 2(1 − t) for 0 ≤ t ≤ 1/2 1/2 < t ≤ 1 (A. its integral over the interval is unity.6) .2 Koch curve 0 k→∞ lim Ck (t′ ) dt′ (A.1.63 ..3) Here we start with an equilateral triangle shown in Figure A.1. . what is left is called the Cantor set. Take away the middle third to leave the two portions.1: The Cantor set. Fractals 171 k=0 k=1 k=2 k=3 Figure A. closed curve that is nowhere smooth. and g(t) is the periodic triangular function g(t) = deﬁned on [0. A.1 Cantor set Consider the line [0.1]..2: The Koch curve.1. this is shown as k = 1. This is shown as k = 1. 3. Figure A.1] corresponding to k = 0 in Figure A.1. . the dimension of the Koch curve is D = ln 4/ ln 3 = 1. A.2 as k = 0. A. Since Nǫ = 2k and ǫ = 1/3k . In terms of this function we can also deﬁne t D(t) = that is called the devil’s staircase. .its dimension is D = ln 2/ ln 3 = 0. If we deﬁne a function Ck (t) at the kth level so that Ck (t) = (3/2)k if t belongs to the set and zero otherwise.. . . A. Since Nǫ = 3 × 4k and ǫ = 1/3k .4) where 0 < H < 1. If k → ∞. and two sides of a triangle drawn on that. Repeat the process to get k = 2.1.

A.2. Perturbation methods

172

Figure A.3: Mandelbrot set where a is real, b is odd, and ab > 1 + 3π/2. It is everywhere continuous, but nowhere diﬀerentiable. The related Weierstrass-Mandelbrot function

∞

Wm (t) =

n=−∞

ω −nH (1 − cos ω n t)

(A.7)

satisﬁes the invariance relation A.1. A.1.5 Julia set

An example of this comes from the application of Newton’s method to ﬁnd the complex root of the equation z 3 = 1. In this method the following iterative scheme is set up: zk+1 = zk −

3 zk − 1 2 3zk

(A.8)

Each one of the three roots has a basin of attraction, the boundaries of which are fractal. A.1.6 Mandelbrot set

**This is the set of complex numbers c for which
**

2 zk+1 = zk + c

(A.9)

stays bounded as k → ∞. The boundaries of this set shown in Figure A.3 are again fractal.

A.2 A.3

Perturbation methods Vector spaces

Functional analysis, norms, inner product, complete space, Banach and Hilbert spaces, operators, eigenvalues problem, adjoint and self-adjoint operators. Finite-dimensional spaces, linear algebra. Eigenfunction expansions. [13, 78, 107]

A.4

Dynamical systems

A dynamical system is a set of diﬀerential equations such as dxi = fi (x1 , x2 , . . . , t; λ1 , λ2 , . . . , λp ) for i = 1, . . . , n dt (A.10)

The x1 , . . . , xn s are state variables and the λ1 , . . . , λp are bifurcation parameters. The mapping f : X × Rp → Y is a vector ﬁeld. If f1 , . . . , fn do not depend on time t, the system is autonomous.

A.4. Dynamical systems

173

A nonautonomous system can be converted into autonomous one by the change in variable xn+1 = t, from which we can get the additional equation dxn+1 =1 dt (A.11)

We will assume that the solutions of the system are always bounded. The system is conservative if the divergence of the vector ﬁeld ∂fi /∂xi is zero, and dissipative if it is negative. An attractor of a dissipative dynamical system is the set of {xi } as t → ∞. The critical (or singular, equilibrium or ﬁxed) points, xi , of equation (A.10) are those for which fi (x1 , x2 , . . . , t; λ1 , λ2 , . . . , λp ) = 0 (A.12)

There may be multiple solutions to this algebraic or transcendental equation. Deﬁning a new coordinate x′ = xi − xi that is centered at the critical point, we get the local i form dx′ i (A.13) = fi (x1 − x1 , . . . , xn − xn ) dt Sometimes we will use the notation dxi = g(x1 , . . . , xn ) dt to indicate the local form, the origin being one critical point of this system. A.4.1 Stability (A.14)

The stability of the critical points is of major interest. A critical point is stable if, given an initial perturbation, the solutions tends to it as t → ∞. Linear stability The vector ﬁeld in equation (A.14) can be expanded in a Taylor series to give dxi = dt The eigenvalues of the Jacobian matrix A= ∂gi xj + . . . ∂xj

0

(A.15)

j

∂gi ∂xj

(A.16)

determine the linear stability of the critical point. The critical point is stable if all eigenvalues have negative real parts, and unstable if one or more eigenvalues have positive real parts. A.4.2 Routh-Hurwitz criteria a0 sn + a1 sn−1 + . . . + an−1 s + an = 0 has roots with negative real parts if and only if the following conditions are satisﬁed: (i) a1 /a0 , a2 /a0 , . . . , an /a0 > 0 (ii) Di > 0, i = 1, . . . , n

The polynomial equation

A.4. Dynamical systems

174

The Hurwitz determinants Di are deﬁned by D1 D2 D3 = a1 a1 = a0 = a1 a0 0 a1 a0 0 0 . . . 0 with ai = 0, if i > n. Global stability Consider the dynamical system in local form, equation (A.14). If there exists a function V (x1 , . . . , xn ) such that V ≥ 0 and dV /dt ≤ 0, then the origin is globally stable, that is, it is stable to all perturbations, large or small. V is called a Liapunov function. [56] A.4.3 Bifurcations a3 a2 a3 a2 a1 a3 a2 a1 a0 . . . 0 a5 a4 a3 a5 a4 a3 a2 . . . 0 ... ... ... ... . . . ... a2n−1 a2n−2 a2n−3 a2n−4 . . . an

Dn

=

The critical point is one possible attractor. There are other time-dependent solutions which can also be attractors in phase space, as indicated in the list below. • Point (steady, time-independent) • Closed curve (limit cycle, periodic) • Torus (periodic or quasi-periodic) • Strange (chaotic) For a given dynamical system, several attractors may co-exist. In this case each attractor has a basin of attraction, i.e. the set of initial conditions that lead to this attractor. A bifurcation is a qualitative change in the solution as the bifurcation parameters λi are changed. A.4.4 One-dimensional systems dx = f (x) dt Example A.1

Consider the linear equation dx = ax + b dt (A.18)

A one-dimensional dynamical system is of the type (A.17)

A.4. Dynamical systems

175

The critical point is x=− On deﬁning x′ = x − x, the local form is obtained as dx′ = ax′ dt We can take one of two approaches. (a) Solving (A.20) b a (A.19)

x′ = x′ eat 0

(A.21)

The critical point is a repeller if a > 0, and an attractor if a < 0. (b) Alternatively, we can multiply equation (A.20) by 2x′ to get dV = 2aV dt (A.22)

where V = x′2 . Since V is always nonnegative, the sign of dV /dt is the sign of a. Thus V will increase with time if a > 0, and decrease if a < 0. In either case we ﬁnd that the critical point is unstable if a > 0 and stable if a < 0.

Example A.2

The nonlinear equation ˆ ˜ dx = −x x2 − (λ − λ0 ) dt has critical point which are solutions of the cubic equation ˜ ˆ x x2 − (λ − λ0 ) = 0 x(1) x(2) x(3) = = = 0 p λ − λ0 p − λ − λ0 (A.23)

(A.24)

Thus

(A.25) (A.26) (A.27)

where x(i) (i = 1, 2, 3) are the three critical points. The bifurcation diagram is shown in Fig. A.4. (i) Critical point x(1) = 0 To analyze the local stability of x(1) = 0, we obtain the local form dx′ = x′ (λ − λ0 ) − x′3 dt Neglecting the cubic term x′3 , this becomes dx′ = x′ (λ − λ0 ) dt Thus x(1) = 0 is locally stable if λ < λ0 , and unstable if λ > λ0 . To analyze the global stability, equation (A.28) can be written as 1 dV = V (λ − λ0 ) − V 2 2 dt where V = x′2 . For λ < λ0 , V ≥ 0, dV /dt ≤ 0, so that x(1) = 0 is globally stable. (ii) Critical point x(2) = √ λ − λ0 (A.30) (A.29) (A.28)

4.A. .5 Examples of bifurcations • Supercritical: Fig.6.4 x stable stable stable unstable λ unstable S-N unstable λ Figure A. A.32) A. Dynamical systems 176 x stable x stable stable S-N stable λ 0 unstable λ linearly stable stable stable unstable unstable unstable λ unstable stable Figure A. A. we get The local form of the equation around this critical point is – “p ” »“p ”2 dx′ =− λ − λ0 + x′ λ − λ0 + x′ − (λ − λ0 ) dt (A. √ (iii) Critical point x(3) = − λ − λ0 This is similar to the above.6: Transcritical bifurcation.5.4.7. • Subcritical: Fig. A.4: Supercritical pitchfork bifurcations x Figure A.4. • Transcritical: Fig. A.31) dx′ = −2(λ − λ0 )x′ dt so that this critical point is linearly stable. • Saddle-node: Fig. Linearizing. (A. A.5: Subcritical version of Fig.7: Saddle-node bifurcation. Figure A.

A. A. we get λ′ x′ = −ǫ (A.39) .4.8: Imperfect bifurcations. we get f (x) = −x x2 − (λ − λ0 ) + ǫ The critical points are solutions of x3 − (λ − λ0 )x − ǫ = 0 To see the nature of the curve.4.4.6 Unfolding and structural instability Adding a small constant to the vector ﬁeld in equation (A.33) (A. x) (A.36) Consider dx dt dy dt = fx (x. (a) ǫ > 0. (b) ǫ < 0. The dynamical system without ǫ is thus structurally unstable.35) (A. Dynamical systems 177 x stable stable unstable λ0 stable λ x stable stable λ λ0 unstable stable Figure A.38) (A. A. λ = λ0 and write x = x′ λ For small x′ and λ.34) (A. y) = fy (x. we make an expansion around x = 0.7 Two-dimensional systems = λ0 + λ ′ (A.37) Figure A.23).8 shows the result of adding the imperfection ǫ.

47) (A. the eigenvalues are complex and the solution in phase space is a spiral. If. the solutions do not oscillate in time but move exponentially towards (if all eigenvalues are negative) or away (if at least one eigenvalue is positive) from the critical point.41) 1 −P ± 2 P 2 − 4Q (A. the system is dissipative.44) (A. the spiral is stable. the eigenvalues are real. permits a Hopf bifurcation.48) For σ > 0.42) This is a conservative system which is equivalent to d2 x + (λ − λ0 )x = 0 dt2 The solutions are exponential if λ < λ0 .A. which is a transition from a time-independent to a periodic behavior through a pair of complex conjugate imaginary eigenvalues. Dynamical systems 178 The linearized equation in local form has a Jacobian matrix A= The eigenvalues satisfy a quadratic equation λ2 + P λ + Q = 0 from which λ= The sign of the discriminant D = P 2 − 4Q (A. Example A. If D < 0. and if P < 0. (A. The occurrence of periodic solutions in two-dimensional systems.45) axx ayx axy ayy (A.4 dx dt dy dt = = y −ω 2 x − σy (A. on the other hand. D > 0. .3 dx dt dy dt = = y −(λ − λ0 )x (A.4. and periodic if λ > λ0 .46) Example A.40) (A.43) determines the nature of the solution. and the solutions are damped oscillations. if in addition P > 0. it is unstable.

53) (A. A linear analysis of equations (A.49) (A..4. dx dt dy dt 1 Sometimes = y = x − x3 + f (t) (A.52) which simpliﬁes to = = ` ´ r λ − λ0 − r 2 (A.5 The dynamical system dx dt dy dt = = (λ − λ0 )x − y − (x2 + y 2 )x x + (λ − λ0 )y − (x2 + y 2 )y (A. Example A. . at which point the solution goes from time-independent to periodic. at which dr/dt = 0.56) This is a Hopf bifurcation at λ = λ0 .53) √ indicates that r = λ − λ0 is a stable orbit. i.A. Substituting x = r cos θ and y = r sin θ.4.e r = 0 and r = λ − λ0 .57) (A. we will include the case of the forced Duﬃng equation here1 .54) 1 √ There are two values of r.55) (A.50) can be converted to polar coordinates. The ﬁrst is a critical point at the origin.58) deﬁned with a negative sign in front of x in the second equation. For λ > λ0 .49) and (AHopftwo) shows that the origin is stable for λ < λ0 .6 dx dt dy dt = = y ` ´ −ω 2 x − σ λ − x2 − y 2 (A.8 Three-dimensional systems Forced Duﬃng equation Since a non-autonomous equation can be converted into a three-dimensional autonomous system. a similar analysis of equation (A. A. Dynamical systems 179 Example A.51) (A. we get −r sin dr dθ + cos θ dt dt dθ dr r cos + sin θ dt dt dr dt dθ dt = = (λ − λ0 )r cos θ − r sin θ − r 3 cos θ r cos θ + (λ − λ0 )r sin θ − r 3 sin θ (A. and the second a circular periodic orbit that exists only for λ > λ0 . There is thus a Hopf bifurcation at λ = λ0 .

59) (A.61) where σ and b are taken to be positive constants.62) A linear stability analysis of each critical point follows. where λ1 = 1.65) λ3 + (σ + b + 1)λ2 + (σ + λ)bλ + 2σb(λ − 1) = 0 (A. (a) x = y = z = 0 Small perturbations around this point give ′ −σ x d ′ y λ = dt z′ 0 σ −1 0 The characteristic equation is ′ 0 x 0 y′ z′ −b (A. the origin becomes unstable. the 2 eigenvalues are real and negative.64) from which we get the eigenvalues −b. For 0 < λ < 1. The critical points are obtained from y−x = 0 λx − y − xz = 0 −bz + xy = 0 which give x 0 y = 0 . 0 z b(λ − 1) − b(λ − 1) b(λ − 1) . Dynamical systems 180 Lorenz equations An important example is the Lorenz equations: dx dt dx dt dx dt = σ(y − x) = λx − y − xz = −bz + xy (A.A. (b) x = y = b(λ − 1).63) (λ + b)[λ2 + λ(σ + 1) − σ(λ − 1)] = 0 (A.60) (A. For λ > λ1 . since (1 + σ)2 > 4σ(1 − λ). The bifurcation parameter will be λ. 1 [−(1 + σ) ± (1 + σ)2 − 4σ(1 − λ)]. − b(λ − 1) λ−1 λ−1 (A.66) .4. with σ > b + 1. At λ = λ1 . z = λ − 1 Small perturbations give ′ x d ′ y = dt z′ The characteristic equation is −σ 1 b(λ − 1) σ −1 b(λ − 1) ′ 0 x − b(λ − 1) y ′ z′ −b (A. there is a pitchfork bifurcation with one zero eigenvalue.

i. equation (A. becomes unstable at λ = λ1 . Here is a summary of the series of bifurcation with respect to the parameter λ: • Origin is a stable critical point for λ < λ1 . but for large enough perturbations produce chaos. A. these are linearly stable in the range λ1 < λ < λ3 . A. W s .e. i. Singularity theory 181 Using the Hurwitz criteria we can determine the sign of the real parts of the solutions of this cubic equation without actually solving it. and W c to which E u .9 Nonlinear analysis Center manifold theorem [30] Consider a vector ﬁeld fi (x) with fi (0) = 0. stable and center manifolds.67) At λ = λ3 the characteristic equation (A. all initial conditions produce chaos (except for periodic windows). • Two other critical points are created for λ > λ1 . and W c are the unstable. (c) Re(λ) = 0 with the generalized eigenspace E c . The eigenvalues λ of ∂fi /∂xj at the origin are of three kinds: (a) Re(λ) > 0 with the generalized eigenspace E u . E s and E c . where λ3 = σ(σ + b + 3) σ−b−1 (A. in the range λ2 < λ < λ3 . respectively. W s .e. and ±i 2σ(σ + 1)/(σ − b − 1).66) can be factorized to give the eigenvalues −(σ + b + 1). The Hurwitz determinants are D1 D2 = σ+b+1 σ + b + 1 2σb(λ + 1) = 1 (σ + λ)b = σb(σ + b + 3) − λb(σ − b − 1) σ + b + 1 2σb(λ − 1) 0 1 (σ + λ)b 0 = 0 σ + b + 1 2σb(λ − 1) = D3 2σb(λ − 1)[σb(σ + b + 3) − λb(σ − b − 1)] Thus the real parts of the eigenvalues are negative if λ < λ3 .A.5 Singularity theory We have seen that the critical points of a dynamical system. respectively.12). by ﬁnding the singularities of the function fi . are tangents. The periodic solution which is created at this value of λ can be shown to be unstable so that the bifurcation is subcritical.5.4. There exist manifolds W u . • Just below λ3 . The type of bifurcations that occur with a single bifurcation parameter λ has been discussed in the previous . (b) Re(λ) < 0 with the generalized eigenspace E s . corresponding to a Hopf bifurcation. are found by solving an equation of the type (A. W u .10). the two critical points are stable to small perturbations. • For λ > λ3 .

70) ∂t in a domain Ω. systems in which fI = ∂φ/∂xi . Here we increase the number of parameters to λ1 .10: Bifurcation set. It is projection of the x = x(λ. µ) plane. λp and look at the consequent changes in the bifurcations. There are three real solutions if the discriminant D = > 0.9: Surface x = x(λ. Example A. µ) coordinates. where L is a linear operator with spatial partial derivatives. .6.71) . A bifurcation (or catastrophe) set is the set of points in parametric space λ1 .9 shows the surface x = x(λ.7 Examine the one-dimensional vector ﬁeld f (x) = −(x3 + px + q) (A. section. . For gradient systems. . A. µ). The bifurcation set is shown in Fig. (A. The quadratic surface a1 x2 + a2 y 2 + a3 z 3 + a4 xy + a5 xz + a6 yz + a7 x + a8 y + a9 z + a10 = 0 (A.A. µ). Partial diﬀerential equations 182 µ One solution Three solutions λ x One solution µ λ Figure A. .6. . Figure A.8. A. A. i. A. such that Lφi = λi φ.10 in (λ. λp at which equation (A.1 Eigenfunction expansion Let T = T (x.68) 4λ3 + 27µ2 Figure A. Let φi (x) be the eigenfunctions of L. . µ) surface in the (λ. and only one otherwise. there are only seven.e. .6 Partial diﬀerential equations Classiﬁcation Boundary conditions A. t) and ∂T = L(T ) (A.12) is satisﬁed.69) can be classiﬁed in terms of eleven canonical surfaces. A section of this surface at µ = 0 will give Fig.4 and µ = ǫ will give Fig. The boundary and initial conditions are T = 0 at ∂Ω and T = f (x) at t = 0. .

78) k The relation between the frequency ω and the wave number k ω = ω(k) (A.75) A. Using eq. Carry out an imperfection analysis on the transcritical bifurcation above.77) A wave can be of the form [208] If we follow a point at constant phase φ = kx − ωt = k(x − ωt/k). (A. we get ∞ i=1 dai φi = dt ∞ ai (t)L(φi ). Investigate the bifurcations in ` ´ dx = −x x4 − 2x2 + 2 + λ dt dx = −x [x − (λ − λ0 )] dt . t) = Aei(kx−ωt) . Show that dx = −x2 + (λ − λ0 ) dt has a saddle-node bifurcation. (A. where ω vp = . (A. The group velocity is the velocity at which the energy of the wave moves. we get daj = λj aj .74) At this point we restrict ourselves to the special case in which L is a self-adjoint operator. so that the λi are real and the φi are orthonormal. φj = δij .72) Substituting in the equation. we ﬁnd that ∞ i=1 dai φi .7 Waves f (x. and is given by dω . (A.A.73) Taking the inner product with φj . 3. Thus φi . i=1 (A. (A. Show that has a transcritical bifurcation. φj . dt (A.7. we will be moving with the phase velocity vp . φj = dt ∞ i=1 ai (t) L(φi ).79) is called the dispersion relation. 2. t) = i=1 ai (t)φi (x).71). t) in the form ∞ T (x. 4. Waves 183 Expand T (x.76) (A.80) vg = dk Problems 1. (A.

. (B. Thus we have c −1 0 . 97. 196] Method of weighted residuals Let us apply the following numerical methods to the one-dimensional ﬁn equation d2 T −T =0 dx2 with the boundary conditions T (0) = TL and T (1) = TR . Write the second derivative at x = xi as T ′′ (xi ) = 1 (Ti+1 − 2Ti + Ti−1 ) ∆x2 (B. so that from Eq. . . . .4) = . .1 Finite diﬀerence methods Divide [0. .2 [161] Finite element methods 184 .3) at i = 1. TN −1 . N − 1. . . each of length ∆x = 1/N . . Applying the boundary conditions.1. . . 171. . 126. . . . T N −2 0 . (B. . . . T2 .2) where Ti = T (xi ). N so that xi = i∆x. −1 c where c = 2 + ∆x2 . 96. . B. 1. . B. . . 0 T1 TL −1 c −1 0 . . . 1] into N intervals. T2 0 0 −1 c −1 . . TR TN −1 0 0 .Appendix B Numerical methods [33. . . . . . 2. . 146. we get −Ti+1 + (2 + ∆x2 )Ti − Ti−1 = 0 (B. 2. we get N − 1 algebraic equations in the unknowns T1 . . which can be solved. .1) B. . . and number the nodes as i = 0. . . .

we have the two equations ′ −Ti−1 − Ti−1 Ti′ + Ti−1 ∆x 1 + ∆x 3 1 ∆x − ∆x 6 + Ti − Ti 1 ∆x − ∆x 6 1 ∆x + ∆x 3 = = 0. Integrating by parts ∆x ∆x T φk 0 ′ − 0 dT dφk + T φk dξ dξ dξ = 0.6) within element i. respectively. 1] into N intervals or ﬁnite elements. 1. In each element use a local coordinate ξ that goes from ξ = 0 to ξ = ∆x and correspond to the global coordinate x = xi and x = xi+1 = xi + ∆x. Using the Galerkin method ∆x 0 d2 T −T dξ 2 φk (ξ) dξ = 0. 2. Figure B.2. Doing this for each of the N element. 0. (and multiplying by −∆x for convenience) we . where Ti−1 = Tx=xi−1 = Tξ=0 and Ti = Tx=xi = Tξ=∆x . Notice that φ1 (0) = φ2 (∆x) = 1 and φ1 (∆x) = φ2 (0) = 0. where T ′ = dT /dξ. Let us use the linear test functions φ1 (ξ) φ2 (ξ) = = 1− ξ ∆x ξ ∆x (B. respectively.B.5) (B. 2. Once again. . divide [0. .1: Finite diﬀerencing. Finite element methods 185 i = 0 1 2 N ξ=0 ξ ξ=∆x x Figure B. For k = 1 and k = 2.2: Finite element. . so that we can write T (ξ) = Ti−1 φ1 (ξ) + Ti φ2 (ξ). each of length ∆x = 1/N . where k = 1. . Number the nodes as i = 0. N so that xi = i∆x.

. . . (B. T2 0 0 . . . ∆x2 )T0 − (1 − 3 2 ∆x ′ )T0 + (1 + −∆x T1 − (1 − 6 ∆x2 ′ ∆x T1 + (1 + )T1 − (1 − 3 ∆x2 ′ −∆x T2 − (1 − )T1 + (1 + 6 ′ ∆x T0 + (1 + 2 ∆x2 )T1 6 2 ∆x )T1 3 ∆x2 )T2 6 ∆x2 )T2 3 2 = = = = . −c2 c1 −c2 .3 Spectral methods θ = T − TL − (TR − TL )x d2 θ −θ dx2 = TL + (TR − TL )x = g(x) (B. . . . . The dependent variable is expanded in terms of orthonormal functions φn (x) that satisfy the boundary conditions.16) (B. . . . .9) cancels the T1 term. . Spectral methods 186 end up with 2N algebraic equations. .. So we discard the ﬁrst and last equations.10) (B.17) Substituting in the diﬀerential equation gives the residual N an n=1 d 2 φn − φn dx2 − g = ǫ. . let so that with the homogeneous boundary conditions θ(0) = θ(1) = 0.7) (B. .14) = . .11) ′ ∆x TN −1 + (1 + ∆x ∆x )TN −1 − (1 − )TN 3 6 2 2 ∆x ∆x ′ −∆x TN − (1 − )TN −1 + (1 + )TN 6 3 = = 0 0 (B.8) and (B. it can be noticed that adding Eqs. However.18) .3.13) There are 2N unknowns including T and T ′ at each of the N + 1 node minus the values of T0 and TN at the two ends that are known. . .8) (B. Thus N θ(x) = n=1 an φn (x).9) (B. .15) For the following. so that we can solve for the unknowns at this stage if ′ we wish. T N −2 0 . −c2 c1 where c1 = 2(1 + ∆x2 /3). c2 = 1 − ∆x2 /6. 0 0 0 0 (B.12) (B. 0 T1 c2 TL −c2 c1 −c2 0 . . B.. . (B. (B. c2 TR TN −1 0 0 . . . .B. add the rest in pairs to get the reduced set c1 −c2 0 . (B.

φ2 (x) = x2 (1 − x). This gives algebraic equations.3 Chebyshev Galerkin Using ξ = 2x − 1. 2ξ 2 − 1 4ξ 3 − 3ξ Take ψn (ξ) = φn (ξ) and an inner product with respect to the weight function 1/ B. . and ψ1 (x) = 1. .4. .18) to zero in N equally-spaced points. MATLAB 187 Making the residual and functions ψm (x) orthogonal gives ǫ. . take φ1 (x) = x(1 − x). φ3 (x) = x(1 − x)2 . ψ2 (x) = x. 1]. B.3.3.2 Trigonometric collocation Trigonometric Galerkin √ 2 sin(nπx) (B.20) (B. B. . .4 B. B.5 Legendre Galerkin Moments 1 − ξ2. For higher-order accuracy.19) Equate the residual in Eq.1 Here φn (x) = ψn (x) = with respect to the L2 inner product.3. ψ3 (x) = x2 . . The orthonormal √ Chebychev functions are φn (ξ) = 2n Tn (ξ)/ 2π. where the Chebychev polynomials Tn are T1 T2 T3 T4 = 1 = ξ = = .B.4 MATLAB The PDE Toolbox uses a ﬁnite-element code to solve basic partial diﬀerential equations needed for conduction heat transfer. . transform the independent variable to the domain [−1. .3. Solve. Let φ(x) = x(1 − x). so that it satisﬁes the boundary conditions and θ(x) = aφ(x).3. Take ψ(x) = 1 to determine a. ψm = 0 This reduces to an algebraic equation for each m. B. (B. solve.

apply boundary conditions. (d) Trigonometric collocation: Expand in terms of N trigonometric functions. reduce to algebraic equations. Consider the convective ﬁn equation d2 T − T = 0. and solve. take inner products. and solve. take inner products. Consider the convective ﬁn equation with heat generation d2 T − T = 1. substitute in equation. . assume linear functions. substitute in equation. You may have to transform the dependent or independent variable diﬀerently for each method. apply collocation. (c) Chebyshev Galerkin: Expand in terms of N Chebyshev polynomials. substitute in equation. with T (0) = 1. T (1) = 0. reduce to algebraic equations. dx2 where 0 ≤ x ≤ 1. write derivatives in terms of ﬁnite diﬀerences. take inner products. assemble all equations. Solve using the above methods. apply boundary conditions.4. (a) Finite diﬀerences: Divide into N parts. and solve.B. MATLAB 188 Problems 1. (b) Trigonometric Galerkin: Expand in terms of N trigonometric functions. obtain algebraic equations by taking moments. (f) Polynomial moments: Assume dependent variable to be a N th-order polynomial that satisﬁes boundary conditions. dx2 where 0 ≤ x ≤ 1. and solve. T ′ (1) = 0. integrate by parts. and solve. (e) Galerkin ﬁnite elements: Divide into N elements. In each case show convergence. with T (0) = 1. 2. Solve using the following methods. and solve. reduce to algebraic equations.

T (t). ǫ) surfaces for the convection with radiation problem. T (t).1: Ambient temperature variation.Appendix C Additional problems 1. Complete the problem of radiation in an enclosure (linear stability. 3. 5. T∞ Tmax δt Tmin t Figure C. The temperatures are governed by M1 c1 dT1 + hAc (T1 − T2 ) + hA(T1 − T∞ ) = dt dT2 + hAc (T2 − T1 ) + hA(T2 − T∞ ) = M2 c2 dt 0 0 (C. 4. Plot all real θ(β. and (b) the amplitude of oscillation of the system temperature. and comment on the existence of solutions.2) Derive the equations above and explain the parameters. Find (a) the long-time solution of the system temperature. Find the steady-state temperatures and explore the stability of the system for constant T∞ . numerical solutions). varies with time in the form shown.1) (C. are in thermal contact with each 189 . respectively. for a small period δt. respectively. Two bodies at temperatures T1 (t) and T2 (t). Two bodies at temperatures T1 (t) and T2 (t). Consider the change in temperature of a lumped system with convective heat transfer where the ambient temperature. T∞ (t). are in thermal contact with each other and with the environment. 2.

respectively. take the ambient temperature. to be constant. Choose diﬀerent grid sizes and show convergence. unstable. . Write a computer program to do the previous problem numerically using ﬁnite diﬀerences and compare with the analytical results. each one of which can be independently controlled. (b) 10◦ C. 7. The temperatures on each side are (a) 10◦ C. Assume all parameter values to be unity. 8. Take the ambient temperature. δb is the thickness of the ﬁn at the base. oscillatory. are in thermal contact with each other and with the environment. T∞ . 10. Consider a longitudinal ﬁn of concave parabolic proﬁle as shown in the ﬁgure. 6. 13. and (d) the optimum ﬁn height L. If you do the problem analytically. where δ = [1 − (x/L)]2 δb . Find (c) the optimum base thickness δb . Assume that the base temperature is known. Find (a) the temperature distribution in the ﬁn. show analytical or numerical results for the temperature responses of the two bodies. Using PID control. to be (a) constant and (b) oscillatory. The temperatures are governed by M1 c1 dT1 + hc Ac (T1 − T2 ) + hA(T1 − T∞ (t)) dt dT2 + hc Ac (T2 − T1 ) + hA(T2 − T∞ (t)) M2 c2 dt = Q1 (t) = Q2 (t) where Q1 and Q2 are internal heat generation sources.). Find the steady-state temperature distribution analytically. and (d) 10 + sin(πx) ◦ C. Optimize the ﬁn assuming the ﬁn volume to be constant and maximizing the heat rate at the base. T∞ . Neglect convection from the thin sides. stable. radiation and Dirichlet boundary conditions. Calculate numerically the evolution of an initial temperature distribution at diﬀerent instants of time. and (b) oscillatory. and (b) the heat ﬂow at the base of the ﬁn. Write a computer program to do the previous problem numerically using ﬁnite diﬀerences and compare with the analytical results. Using on-oﬀ control. 9.190 other and with the environment. A plane wall initially at a uniform temperature is suddenly immersed in a ﬂuid at a diﬀerent temperature. (c) 10◦ C. Find the temperature proﬁle as a function of time. each one of which can be independently controlled. show numerical results for the diﬀerent types of responses possible (damped. where x is the coordinate along the edge. Determine its ﬁn eﬃciency and plot. but if you do it numerically. Two bodies at temperatures T1 (t) and T2 (t). 12. Consider a square plate of side 1 m. Graph the results for several values of the parameters. The temperatures are governed by dT1 + hc Ac (T1 − T2 ) + hA(T1 − T∞ (t)) dt dT2 + hc Ac (T2 − T1 ) + hA(T2 − T∞ (t)) M2 c2 dt M1 c1 = Q1 (t) = Q2 (t) where Q1 and Q2 are internal heat generations. Consider a rectangular ﬁn with convection. 11. Analyze an annular ﬁn with a prescribed base temperature and adiabatic tip. then you can take it to be (a) constant. etc.

17. For natural convection near a vertical plate.191 δ(x) w δb x L Figure C. show that the governing boundary layer equations ∂u ∂v + ∂x ∂y ∂u ∂u u +v ∂x ∂y ∂T ∂T +v u ∂x ∂y = 0 ∂2u ∂y 2 (C.3) (C.6) and (C.9) (C.8) (C.5) = ν ∂2u ∂y 2 ∂2T = α 2 ∂y change to variables f (η) and θ(η) and derive the boundary layer equations 2f ′′′ + f f ′′ Pr ′ fθ θ′′ + 2 and the boundary conditions. 16. For Problem 1.10) = = 0 0 (C. Solve equations (C. Using cubic expansions for u/u∞ and θ.7) = gβ(T − T∞ ) + ν = α ∂2T ∂y 2 . derive expressions for the boundary layer thicknesses. Starting from the boundary layer equations ∂u ∂v + ∂x ∂y ∂u ∂u +v u ∂x ∂y ∂T ∂T u +v ∂x ∂y = 0 (C.4) (C. 15. 14. Consider the hydrodynamic and thermal boundary layers in a ﬂow over a ﬂat plate at constant temperature.7) numerically by the shooting method for diﬀerent Pr and compare with results in the literature.6) (C.2: Longitudinal ﬁn of concave parabolic proﬁle. derive the momentum and energy integral equations.

11) (C. 18. The thermal conditions at the walls of the cavity are: (a) AB heating ′′ ′′ with heat ﬂux qs .1 ± (mc cc /mh ch ) ± 1 ˙ ˙ 1 1 x} . Find from the literature if there is any experimental conﬁrmation of the result. Write the governing equations for natural convection ﬂow in an inclined rectangular cavity.1 1 − exp{−U P Tc (x) = Tc. . 19.1 − Tc. The exhaust gases. and also the NTU as function of the eﬀectiveness. respectively. 1 is the end where the hot ﬂuid enters (from where x is measured) and 2 is where it leaves. cross-ﬂow heat exchanger uses hot exhaust gases (mixed) to heat water (unmixed) from 30 to 80◦ C at a rate of 3 kg/s. enter and exit the exchanger at 225 and 100◦ C. derive the expression for the eﬀectiveness as a function of the NTU. For a counterﬂow heat exchanger. Derive the Nusselt result for laminar ﬁlm condensation on a vertical ﬂat plate. and nondimensionalize them. As usual the upper sign is for parallel and the lower for counterﬂow.1 − Tc. I obtained the temperature distributions Th (x) = Th.192 can be reduced to f ′′′ + 3f f ′′ − 2(f ′ )2 + θ θ′′ + 3 P r f θ′ with appropriate boundary conditions.1 − Th. If the overall heat transfer coeﬃcient is 200 W/m2 K. (c) CD cooling with heat ﬂux qs . C H L y x B D gravity = = 0 0 (C. 23. 21.1 1 − exp{−U P 1 ± (mh ch /mc cc ) ˙ ˙ Th. Solve equations (C.11) and (C. ± mh ch ˙ mc cc ˙ 1 1 ± x} mh ch ˙ mc cc ˙ for the hot and cold ﬂuids.12) A α 20. (d) DA adiabatic. respectively.12) numerically by the shooting method for diﬀerent P r and compare with results in the literature. For parallel and counterﬂow heat exchangers. (From Incropera and DeWitt) A single-pass. 22. Please check. having thermophysical properties similar to air. estimate the required area. (b) BC adiabatic.

and the overall heat transfer coeﬃcient is 750 W/m2 K. 27. The coolant is ice water at 0◦ C and its ﬂow rate is adjusted to provide an outlet temperature of 15◦ C. 29. C. 30. which reduces metabolic and oxygen requirements. 28. C. An “Aoki” curve is deﬁned as shown in Fig. respectively.5 ǫ3 = 0. Show that when n → ∞. Compare with the analytical result. four-surface enclosure shaped in the form of a tetrahedron (made of four equilateral triangles). Determine its temperature. the dimension of the curve is D = 1 and the length L → ∞.1987 C2 Also show that (Stefan-Boltzmann’s law) ∞ Eλ dλ = 0 C1 π 4 4 4 T 15C2 You can use a symbolic algebra program in this problem. The temperatures and emissivities of three sides are T1 = 700K. Consider conductive rods of thermal conductivity k joined together in the form of a fractal tree (generation n = 3 is shown in Fig. 26. respectively. see Fig. The base and tip temperatures are T0 and T∞ . Write a numerical code to evaluate the view factor between two rectangular surfaces (each of size L × 2L) at 90◦ with a common edge of length 2L. Show that the energy spectrum for blackbody radiation (Planck’s law) Eλ = λ5 C1 C2 exp λT − 1 has a maximum at λ = λm where (Wien’s law) λm T = 0. the fractal is obtained in the limit n → ∞). (b) Calculate the water ﬂow rate. see Fig. and centered along the length of the rectangles) as an obstacle between the two rectangles. Calculate the view factor again but with a sphere (diameter L/2. (From Incropera and DeWitt) A cross-ﬂow heat exchanger used in cardiopulmonary bypass procedure cools blood ﬂowing at 5 liters/min from a body temperature of 37◦ C to 25◦ C in order to induce body hypothermia.7 ǫ2 = 0. (From Incropera and DeWitt) Consider a diﬀuse.6. C.4. (c) What is the surface area of the heat exchanger? 25. T3 = 300K. gray. ǫ1 = 0. The length and cross-sectional area of . C. The density and speciﬁc heat of the blood are 1050 kg/m2 and 3740 J/kg K.3 The fourth side is well insulated and can be treated as a reradiating surface.5.193 24. (a) Determine the heat transfer rate for the exchanger.3. center at a distance of L/2 from each rectangle. The heat exchanger operates with both ﬂuids unmixed. T2 = 500K.

.6: Fractal tree. Figure C.194 Figure C.3: Two rectangular surfaces.4: Two rectangular surfaces with sphere. n=0 n=1 n=2 Figure C. T4 T3 T0 0 2 3 T2 1 T1 n=3 Figure C.5: Aoki curve.

195 bar 0 is L and A. and determine the bifurcation points. Using a complete basis. Show that the conductive heat transfer through rod 0 is q= kA β (T0 − T∞ ) 1 − L 2 31. ∂T = q0 at x = 0.1. c is the speciﬁc heat. and there is heat loss by convection from the tank. Show that the temperatures are governed by dT1 + C(T1 − T2 ) + C1. respectively. T 2 ) and determine its stability. Plot also the L2 -error in the same range for diﬀerent orders of the approximation. show that f (T ∗ ) has a point of inﬂexion at T ∗ = 1/2. respectively.∞ (T2 − T∞ ) = Q2 M2 c2 dt M1 c1 where Mi is the mass. Two bodies at temperatures T1 (t) and T2 (t). h is the convective heat transfer coeﬃcient. A is the convective heat transfer area. where E is the activation energy. Writing T ∗ = T /E.∞ (T1 − T∞ ) = Q1 dt dT2 + C(T2 − T1 ) + C2. 34. 33. ci is the speciﬁc heat. the Cs are thermal conductances. where 1 ≤ β < 2. show that the temperature of the tank T is determined by dT Mc = ae−E/T − hA(T − T∞ ) dt where M is the mass. ∂x T = T1 at x = L . The dependence of the rate of chemical reaction on the temperature T is often represented by the Arrhenius function f (T ) = e−E/T . and Qi is internal heat generation. and T∞ is the ambient temperature. and those of bar 1 are 2L/β and A/β 2 . expand the solution of the one-dimensional heat equation ∂T ∂2T =α 2 ∂t ∂x with boundary conditions −k as an inﬁnite set of ODEs. Find the steady state (T 1 . If e−E/T is proportional to the heat generated within a tank by chemical reaction. are in thermal contact with each other and with the environment. 32. draw the bifurcation diagram with H as the bifurcation parameter. Nondimensionalize the equation to ∗ dT ∗ ∗ = e−1/T − H(T ∗ − T∞ ) ∗ dt ∗ For T∞ = 0. Plot f (T ∗ ) in the range T ∗ = 1/16 to T ∗ = 4 as well as its Taylor series approximation to various orders around T ∗ = 1/2. a is a proportionality constant. and so on.

Use the method of counting the number of points N (r) within a sphere of radius r from which D = ln N/ ln r. 39. and (b) a = 1.5 and (b) λ = 2. 38. Show numerically that there are two diﬀerent types of attractors for the following dynamical system. using symbolic algebra determine the regular perturbation solution up to and including terms of order ǫ4 . β = 1. with three terms. convective ﬁn can be written in the form ∂T ∂T ∂ a(x) + b(x)T = 0 − ∂t ∂x ∂x Show that the steady-state temperature distribution with ﬁxed temperatures at the two ends x = 0 and x = L is globally stable. dx dt dy dt = (λ − λ0 )x − y − (x2 + y 2 )x. plot the ﬁve solutions (with one term.1. Consider two cases: (a) a = 0. 37. = x + (λ − λ0 )y − (x2 + y 2 )y. etc. Nondimensionalize and solve the radiative cooling problem Mc with T (0) = Ti . For heat transfer from a heated body with convection and weak radiation.e. Choose a suitably long ﬁnal time. Show that the governing equation of the unsteady. Choose λ0 = 1 and (a) λ = 0. Assuming ǫ = 0. Find the dimension of the strange attractor for the Lorenz equations dx dt dy dt dz dt = σ(y − x) = λx − y − xz = −bz + xy where σ = 10. q = 1. For the two-dimensional.196 35. variable-area. For these two cases ﬁnd where 11 × 11 points uniformly distributed within a square of size 0. with two terms.1) end up. i.01 and centered on (1. 36.) in the range 0 ≤ τ ≤ 1. 40. for dθ 4 + θ + ǫ (θ + β) − β 4 = q dτ with θ(0) = 1. unsteady velocity ﬁeld ui + vj.1) at time t = 0. dT 4 + σA T 4 − T∞ = 0 dt . where u = y v = x − x3 + a cos t determine the pathline of a ﬂuid particle which is at position (1. λ = 28 and b = 8/3.

197

41. Consider a body in thermal contact with the environment Mc dT + hA(T − T∞ ) = 0 dt

where the ambient temperature, T∞ (t), varies with time in the form shown below. Find (a) the long-time solution of the system temperature, T (t), and (b) the amplitude of oscillation of the system temperature, T (t), for a small period δt.

T∞ Tmax δt

Tmin

t

Figure C.7: Ambient temperature variation.

42. For a heated body in thermal contact with a constant temperature environment Mc dT + hA(T − T∞ ) = Q dt

analyze the conditions for linear stability of PID control. 43. Two heated bodies at temperatures T1 (t) and T2 (t), respectively, are in thermal contact with each other and with a constant temperature environment. The temperatures are governed by dT1 + C(T1 − T2 ) + C1,∞ (T1 − T∞ ) dt dT2 + C(T2 − T1 ) + C2,∞ (T2 − T∞ ) M2 c2 dt M1 c1 = Q1 (t) = Q2 (t)

where Q1 (t) and Q2 (t) are internal heat generations, each one of which can be independently controlled. Using PID control, choose numerical values of the parameters and PID constants to show numerical results for the diﬀerent types of responses possible (damped, oscillatory, etc.). 44. Show numerical results for the behavior of two heated bodies in thermal contact with each other and with a constant temperature environment for on-oﬀ control with (a) one thermostat, and (b) two thermostats. 45. Analyze the system controllability of two heated bodies in thermal contact with each other and with a constant temperature environment for (a) Q1 (t) and Q2 (t) being the two manipulated variables, and (b) with Q1 (t) as the only manipulated variable and Q2 constant.

198

46. Run the neural network FORTRAN code in http://www.nd.edu/ msen/Teaching/IntSyst/Programs/ANN/ for 2 hidden layers with 5 nodes each and 20,000 epochs. Plot the results in the form of exact z vs. predicted z. 47. Consider the heat equation ∂T ∂2T = ∂t ∂x2 with one boundary condition T (0) = 0. At the other end the temperature, T (1) = u(t) is used as the manipulated variable. Divide the domain into 5 parts and use ﬁnite diﬀerences to write the equation as a matrix ODE. Find the controllability matrix and check for system controllability.

48. Determine the semi-derivative and semi-integral of (a) C (a constant), (b) x, and (c) xµ where µ > −1. 49. Find the time-dependent temperature ﬁeld for ﬂow in a duct wih constant T∞ and Tin , but with variable ﬂow rate V (t) = V0 + ∆V sin(ωt) such that V is always positive. 50. Write a computer program to solve the PDE for the previous problem, and compare numerical and analytical results. 51. Derive an expression for heat transfer in a fractal tree-like microchannel net1 . 52. Find the steady-state temperature distribution and velocity in a square-loop thermosyphon. The total length of the loop is L and the distribution of the heat rate per unit length is for L/8 ≤ x ≤ L/4, Q −Q for 5L/8 ≤ x ≤ 3L/4, q(x) = 0 otherwise.

g Q

Q x

L/4

1 Y. Chen and P. Cheng, Heat transfer and pressure drop in fractal tree-like microchannel nets, International Journal of Heat and Mass Transfer, Vol. 45, pp. 2643–2648, 2002

199

53. Show that the dynamical system governing the toroidal thermosyphon with known wall temperature can be reduced to the Lorenz equations. 54. Draw the steady-state velocity vs. inclination angle diagram for the inclined toroidal thermosyphon with mixed heating. Do two cases: (a) without axial condution2 , and (b) with axial conduction. 55. Model natural convection in a long, vertical pipe that is being heated from the side at a constant rate. What is the steady-state ﬂuid velocity in the pipe? Assume one-dimensionality and that the viscous force is proportional to the velocity. 56. Using the center manifold projection, ﬁnd the nonlinear behavior of dx = x2 y − x5 , dt dy = −y + x2 , dt and hence determine whether the origin is stable. 57. The Brinkman model for the axial ﬂow velocity, u∗ (r∗ ), in a porous cylinder of radius R is µeﬀ µ d2 u ∗ 1 du∗ + ∗ ∗ − u∗ + G = 0, ∗2 dr r dr K

where u∗ = 0 at r∗ = R (no-slip at the wall), and ∂u∗ /∂r∗ = 0 at r∗ = 0 (symmetry at the centerline). µeﬀ is the eﬀective viscosity, µ is the ﬂuid viscosity, K is the permeability, and G is the applied pressure gradient. Show that this can be reduced to the nondimensional form 1 d2 u 1 du + − s2 u + = 0, dr2 r dr M where M = µeﬀ /µ, Da = K/R2 , s2 = (M Da)−1 . (C.13)

58. Using a regular perturbation expansion, show that for s ≪ 1, the velocity proﬁle from equation (C.13) is 1 − r2 s2 u= 1− 3 − r2 + . . . 4M 16 59. Using the WKB method, show that the solution of equation (1) for s ≫ 1 is u = Da 1− exp {−s(1 − r)} √ + ... r

60. Consider steady state natural convection in a tilted cavity as shown. DA and BC are adiabatic while AB and CD have a constant heat ﬂux per unit length. It can be shown that the governing equations in terms of the vorticity ω and the streamfunction ψ are ∂2ψ ∂2ψ + +ω ∂x2 ∂x2 2 2 ∂T ∂T ∂ ω ∂ ω − Ra P r + cos α − sin α 2 2 ∂x ∂y ∂x ∂y ∂ψ ∂T ∂2T ∂2T ∂ψ ∂T − − − ∂y ∂x ∂x ∂y ∂x2 ∂y 2 = = = 0 0 0

∂ψ ∂ω ∂ψ ∂ω − − Pr ∂y ∂x ∂x ∂y

2 M. Sen, E. Ramos and C. Trevi˜ o, On the steady-state velocity of the inclined toroidal thermosyphon, ASME J. n of Heat Transfer, Vol. 107, pp. 974–977, 1985.

200

where P r and Ra are the Prandtl and Rayleigh numbers, respectively. The boundary conditions are: A ∂ψ ∂T at x = ± , ψ = = 0, = 0, 2 ∂x ∂x ∂ψ ∂T 1 = 0, = 1. at y = ± , ψ = 2 ∂y ∂y where A = L/H is the aspect ratio. Find a parallel ﬂow solution for ψ using ψ T (x, y) = ψ(y) = Cx + θ(y)

C H L y x B D gravity

A

α

Figure C.8: Problem 5.

61. Determine the stability of a ﬂuid layer placed between two horizontal, isothermal walls and heated from below. 62. Obtain the response to on-oﬀ control of a lumped, convectively-cooled body with sinusoidal variation in the ambient temperature. 63. Determine the steady-state temperature ﬁeld in a slab of constant thermal conductivity in which the heat generated is proportional to the exponential of the temperature such that d2 T = exp(ǫT ), dx2 where 0 ≤ x ≤ 1, with the boundary conditions T (0) = T ′ (0) = 0. 64. In the previous problem, assume that ǫ is small. Find a perturbation solution and compare with the analytical. Do up to O(ǫ) by hand and write a Maple (or Mathematica) code to do up to O(ǫ10 ). 65. The temperature equation for a ﬁn of constant area and convection to the surroundings at a constant heat transfer coeﬃcient is d2 − m2 θ = 0, dx2

Use a similarity transformation on the boundary layer equations to get 2f ′′′ + f f ′′ Pr ′ θ′′ + fθ 2 = = 0. 67. show that Fab−ac = (c) For abd ﬁnd Fab−bd in a similar way. . Find from the literature if there is any experimental conﬁrmation of the result.201 where θ = T − T∞ . 70. The dotted lines are tightly stretched strings. Determine the eigenfunctions of the diﬀerential operator for each combination of Dirichlet and Neumann boundary conditions at the two ends x = 0 and x = L. Consider the hydrodynamic and thermal boundary layers in a ﬂow over a ﬂat plate at constant temperature. Complete the details to derive the Nusselt result for laminar ﬁlm condensation on a vertical ﬂat plate. 2Aab 69. (b) Manipulating these equations and applying reciprocity. (f) Show the ﬁnal result FA−B = Abc + Aad − Aac − Abd 2AA Abc + Aad − Aac − Abd 2Aab Aab + Aac − Abc . apply the summation rule to each one of the sides of ﬁgure abc. Find the temperature distribution in a slightly tapered 2-dimensional convective ﬁn with known base temperature and adiabatic tip. solve the equations for diﬀerent Pr and compare with the results in the literature. 66. Using the shooting method and the appropriate boundary conditions. 0. The steps are: (a) Assuming the strings to be imaginary surfaces. (d) Use the summation rule to show that Fab−cd = (e) Show that Fab−cd = AA FAB /Aab . Add radiation to a convective ﬁn with constant area and solve for small radiative eﬀects with boundary conditions corresponding to a known base temperature and adiabatic tip. x 68. Prove Hottel’s crossed string method to ﬁnd the view factor FAB between two-dimensional surfaces A and B with some obstacles between them as shown.

Solve the steady state conduction equation ∇2 T = 0 in the area in the ﬁgure between the square and the circle using the MATLAB Toolbox. The steady-state temperature distribution in a plane wall of thermal conductivity k and thickness L is given by T (x) = 4x3 + 5x2 + 2x + 3. Assume Ta = 37◦ C. Plot the 75. Write a computer program to do the previous problem numerically using ﬁnite diﬀerences and compare with the analytical result. 78. Derive the unsteady governing equation for a two-dimensional ﬁn with convection and radiation. 77. 80. 73. write a program to redraw Fig. Draw the isotherms. at the two faces x = 0 and x = L. (a) What is the heat generation rate per unit volume. A plane wall of thickness 1 m is initially at a uniform temperature of 85◦ C. q(x). (From Incropera and DeWitt. Save the M-ﬁle and e-mail it to: wcai@nd. AB and CD are adiabatic and the circle is at a temperature of 200 units.edu. where T is in K. 8 to calculate hc . qx . x in m. 76. Going around. Find the time-dependent temperature proﬁle T (x. while the other side is perfectly insulated. and (d) 300◦ C. t). At a corner of a square where the temperature is discontinuous. respectively. 1995) Using Eq. 79. Use Eq. 11. Find the steady-state temperature distribution analytically. Note: since the physical properties are to be taken at the mean temperature between Ts and Ta . 150. 72. and 250◦ C isotherms. 2 on a sunny day (Cl = 0) and a cloudy day (Cl = 1). 75.202 a 11111111 00000000 11111111 00000000 11111111 00000000 11111111 00000000 11111111 00000000 11111111 00000000 11111111 00000000 11111111 00000000 11111111 00000000 11111111 00000000 11111111 00000000 B b 11111111 00000000 11111111 00000000 11111111 00000000 11111111 00000000 11111111 00000000 11111111 00000000 11111111 00000000 11111111 00000000 11111111 00000000 11111111 00000000 d cc A 71. Choose diﬀerent grid sizes and show convergence of the heat ﬂux at any wall. 11 must be solved numerically. Assume the thermal diﬀusivity to be 1 m2 /s. show how the ﬁnite diﬀerence solution of the steady-state temperature behaves ompared to the separation-of-variables solution. Edges DA and BC have temperatures of 100 and 0 units. . in the wall? ′′ (b) Determine the heat ﬂuxes. Suddenly one side of the wall is lowered to a temperature of 20◦ C. Write a computer program to do the previous problem numerically using ﬁnite diﬀerences and compare with the analytical result. (b) 100◦ C. and the constants in appropriate units. (From Brauner and Shacham. (c) 200◦ C. Find the view factor of a semi-circular arc with respect to itself. Eq. 5th edition) Consider a square plate of side 1 m. the temperatures on the sides are (a) 50◦ C. 74.

. 0 0 7 7 6 7 6 . To maintain temperatures. . Derive the governing equation. T∞ i−1 i T∞ i+1 83.203 81. gβ(Ts − T∞ )D3 .589 RaD 1 + (0. N . circulant. 0 0 7 7 6 6 0 a b . . . .. . . (a) Derive the governing equations for the system. . 0 a b . 7 6 . (a) Show that the transient governing equation for a constant area ﬁn with constant properties that is losing heat convectively with the surroundings can be written as 1 ∂θ ∂2θ − m2 θ. initially at temperature Ti is being cooled by natural convection to ﬂuid at T∞ . and nondimensionalize. 0 a b c 5 c 0 .. . . . να Assume that the temperature within the sphere T (t) is uniform. Determine the steady temperature distribution in a two-dimensional convecting ﬁn. each room has a heater that is controlled by independent but identical proportional controllers. and ﬁnd a two-term perturbation solution. Each room exchanges heat by convection with the outside which is at T∞ . RaD = 84. . 0 a 6 a b c ... of an N × N . 82. where j = 1. .. with each at a uniform temperature Ti (t). . . = α ∂t ∂x2 3 Eigenvalues are λj = b + (a + c) cos{2π(j − 1)/N } − i(a − c) sin{2π(j − 1)/N }. A number of identical rooms are arranged in a circle as shown. .. .469/Pr ) where 1/4 9/16 4/9 .. 2.. (c) Write the dynamical system in the form x = Ax and determine the condition for stability3 ... Churchill’s correlation for natural convection from a sphere is Nu = 2 + 0. A sphere. and with its neighbors with a conductive thermal resistance R. banded matrix of the form [3] 3 2 b c 0 . 7 6 4 0 . and that the material properties are all constant. (b) Find the steady ˙ state temperatures.

(a) Initator (b) Generator Figure C. (b) Box Counting (analytical). Cauchy’s formula: Verify Cauchy’s formula for repeated integration by (a) integrating f (t) ﬁve times. Menger’s Sponge: Shown below is Menger’s Sponge. 89.204 (b) With prescribed base and tip temperatures. A duct carrying ﬂuid has the cross-section of Koch’s curve. 88. Space Filling Curves: Shown below is a Peano curve. Show that the fractal dimension is 1/2. Figure C. Calculate its Hausdorﬀ dimension using each of the following methods: (a) Dh = log P/ log S. The generator is recursively applied to generate the Peano curve. Calculate its Hausdorﬀ dimension and state if the Peano curve is indeed a fractal. 86. (c) Show that the steady state is attracting for all initial conditions. but instead remove the middle 1/2 from each line. use an eigenfunction expansion to reduce to an inﬁnite set of ordinary diﬀerential equations. (c) applying Cauchy’s formula . Cantor Sets: Construct a fractal that is similar to the Cantor set shown in class. Show that the perimeter of the cross-section is inﬁnite while the ﬂow area is ﬁnite. (c) Box Counting (graphical). (b) applying Cauchy’s formula once with n = 5. 85.9: Menger’s Sponge 87.10: Initiator and generator for a Peano (space ﬁlling) curve. a single line that completely ﬁlls a unit square.

92. t) −α = 0. 90.205 twice.5 f (t) and plot the function. which would be of interest in this problem. Assume that the function g(t) is given as g(t) = 14 sin(πt/60) where t is in minutes and the thermocouples sample once per minute. 91. which is simply the derivative of order α = 1/2 of the temperature diﬀerence at the surface. Assume the heat diﬀusion to be one-dimensional and ﬁnd the heat ﬂux at the surface of the lake. 0) = To and T (0. α = 3) and verify that you get the same result as traditional diﬀerentation by comparing to d3 f /dt3 . k k cpλ 0 Dt g(t). 1/2 Note: In large time intervals (t very large). once to f (t) with n = 2 and then to the result with n = 3. . t) = 0. the principle of “short memory” is often applied in which the derivative only depends on the previous N points within the last L time units. The heat ﬂux was calculated to be q ′′ (t) = where g(t) = Tsurf (t) − T0 . showing that t f (τ )dτ = J 5 f (t) = J 3 J 2 f (t) 0 for f (t) = 16t3 . The derivative with this “short α memory” assumption is typically written as (t−L) Dt . α α−k+1 . In these situations. giving the discrete data set gi = 14 sin(πi/60). according to the recursion formula: α 0 α k+1 = = 1. ∂t ∂x2 with initial and boundary conditions T (x. The following steps might be useful: (a) Assume transient one-dimensional heat conduction: ∂ 2 T (x. the calculation we used would not be suitable because of the enormous number of summands in the calculation of the derivative and because of the accumulation of round oﬀ errors. (a) calculate D3 f (t) (take m = 4. Hint: It is easiest to calculate the binomial coeﬃcients recursively. Calculate the fractional derivative numerically using the ﬁrst 2 hours of data and plot both the heat ﬂux at the surface and g(t). (b) Calculate D2. The surface is subject to diurnal heating and nocturnal cooling such that the surface temperature can be described by Ts (t) = To + Ta sin ωt. t) ∂T (x. Numerical Evaluation of a Fractional Derivative: Consider the example worked in class of calculating the heat ﬂux in a blast furnace. Also assume the lake to be a semi-inﬁnite planer medium (a lake of inﬁnite depth) with T (∞. Caputo Derivative: Take f (t) = 2t5 and using the Caputo RHD. Consider the periodic heating and cooling of the surface of a smooth lake by radiation. t) = Ts (t).

t) = sα F (x. t) − To . t)/∂x. t) = T (x. C. Now take the inverse Laplace transform of ∂Θ/∂ξ and convert back to the original variables. (c) Use the following Laplace transform properties to transform the problem into the Laplace domain: ∂ α f (x.206 (b) Non-dimensionalize the problem with a change of variables ξ = α−1/2 x and θ(x. Temperatures at the two sides of a plane wall shown in Fig. 0) = f (x).11 are TL and TR . . Substitute this into Fourier’s Law to calculate the heat ﬂux. s) into the result. respectively. (b) Find F22 and F21 in terms of the cylinder diameters. One side of a plane wall shown in Fig. s) by applying the transformed boundary conditions. (g) Evaluate this expression at the surface (x = 0) to ﬁnd the heat ﬂux at the surface of the lake. (e) Find ∂Θ/∂ξ and then substitute Θ(ξ. t) = −k ∂T (x. t)/∂x. (a) What is the view factor F12 . Assume constant properties. s) (with 0 initial conditions) L ∂tα and ∂α ∂ α f (x. Consider radiation between two long concentric cylinders of diameters D1 (inner) and D2 (outer).12 has a ﬁxed temperature and the other is adiabatic. determine the temperature distribution in the wall T (x. t) F (x. Be careful! The derivative of order 1/2 of a constant is not zero! (see simpliﬁcations in (g) to simplify) (f) You should now have an expression for ∂T (x. The following simpliﬁcations might be helpful: ∂ 1/2 C C = 1/2 ∂t1/2 πt ∂ α g(t) ∂ α [Cg(t)] =C ∂tα ∂tα (h) The solution should look now look like ′′ qs (t) = α1/2 k d1/2 (Ta sin ωt) dt1/2 93. 95. t) at any other time. TR − TL 96. C. ﬁnd a perturbation steady-state temperature distribution T (x) if the dependence of thermal conductivity on the temperature has the form k(T ) = k0 1 + T − TL ǫ . For small ǫ. Describe how you would solve this problem using more typical methods and what other information would be required. s) = L α ∂x ∂xα (d) Solve the resulting second order diﬀerential equation for Θ(ξ. 94. With an initial condition T (x. q ′′ (x.

1111 0000 111 000 two blocks? Assume that the thermal conductivity k is a constant. An inﬁnite number of conductive rods are set up between two blocks 1111 0000 111 000 1111 0000 111 000 1111 0000 111 000 at temperatures Ta and Tb . is Q while the rest of the loop is insulated. Show that the functions φ1 (x) = 2 sin πx and φ2 (x) = 2 sin 2πx are orthonormal in the interval [0. the third A3 = A/β . Using these as test functions.207 L T = TL x T = TR Figure C. What is the temperature of the room after a long time? 99. 1] with respect to the L2 norm. 97. and so on. set up a mathematical model of the system. What is the total steady-state heat transfer rate between the 1111 0000 111 000 . State your other assumptions. A room that loses heat to the outside by convection is heated by an electric heater controlled by a proportional controller. L T = Ts x ∂T /∂x = 0 Figure C. respectively. 1111 0000 111 000 . T (1) = 1. where 1111 0000 111 000 1111 0000 111 000 1111 0000 111 000 Tb Ta 1111 0000 111 000 1111 0000 111 000 β > 1. With a lumped capacitance approximation for the temperature. use the Galerkin method to ﬁnd an approximate solution of the steady-state ﬁn equation T ′′ − T = 0.11: Plane wall in steady state. The heat rate in and out at the top and bottom. the second A2 = A/β. 1111 0000 111 000 1111 0000 111 000 √ √ 101. The ﬁrst rod has a cross-sectional area 1111 0000 111 000 1111 0000 111 000 1111 0000 111 000 2 1111 0000 111 000 1111 0000 111 000 A1 = A. 1111 0000 111 000 1111 0000 111 000 . reduce the governing PDE in Problem 96 to an inﬁnite set of ODEs. Consider rotational forces but not gravity. and 1111 0000 111 000 1111 0000 111 000 1111 0000 111 000 1111 0000 111 000 1111 0000 111 000 that there is no convection. A turbine blade internally cooled by natural convection is approximated by a rotating natural circulation loop of constant cross-section. L ω L 100. Find the steady-state velocity in the loop. . Using an eigenfunction expansion.12: Plane wall in unsteady state. Determine the constraint on the controller gain for the system response to be stable. with T (0) = 0. 98.

d C 103. A ball with coeﬃcient of restitution r falls from height H and undergoes repeated bouncing.208 q 102. ﬁnd the steady-state temperature distribution. if the hypotenuse is adiabatic. A B R 104. 105. Heat at the rate of q per unit volume is generated in a spherical shell that lies between R and R + δ. . If heat loss is by convection on the external surface only. Assume that the energy loss at every bounce goes to heat the ball. Set up the governing equation for the temperature T (r) in the disk. Determine the temperature of the ball as a function of time T (t) if heat loss is by convection to the atmosphere. Determine the steady-state temperature distribution in the triangle shown. one of the sides is at one temperature and the other is at another. A lamp of q W is radiating equally in all directions.

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128 Duﬃng. 160 equation Brinkman’s. 14. 40 ﬁns radiation. 159 genetic algorithms. 7 nucleation homogeneous. 39 Reynolds number low. 129 Darcy’s. 128 equations Lorenz. 17 enclosure. 13 microchannel. 143 condensation. 146 plate. 119 heat exchanger. 167 Forchheimer’s. 122 radiation. 121 fouling. 10 cavity. 19 ﬁn. 127 Matlab. 13 221 counterﬂow. 127 compressible ﬂow. 147 dynamical systems. 131 thermal wakes. 147 computational methods Monte Carlo. 146 annular. 154 boiling. 118 nondimensional groups. 174 phonons. 145 Neumann solution. 144 numerical methods ﬁnite diﬀerence. 132 potential ﬂow. 172 spectral. 147 Leveque’s solution. 129 natural convection.Index artiﬁcial neural networks. 154 Goodman’s integral. 133 stagnation-point ﬂow. 6 correlations. 143. 168 extended surfaces. 128 forced convection. 7 fractals. 122 set Cantor. curve. 159 Weierstrass. 14 Fin. 145 porous media. 146 Maragnoni convection. 35 ﬁn. 158 function Knopp. 160 . 172 ﬁnite elements. 159 Mandelbrot. 2 convection. 10. 10 boiling. 146 cooling. 122 Hurwitz determinants. 162 least squares. 10 conduction. 175 microscale heat transfer. 6 cooling. 8. 122 maldistribution.

169 stability.INDEX 222 singularity theory. 162 temperatute bulk. 23 two-ﬂuid. 145 two-body. 161 global. 169 thin ﬁlms. 7 theorem center manifold. 22 .

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