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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 . . . . . . .

. . . . . . . . . . . . . . . . . . . . . . . .3. . . .11 Non-Cartesian coordinates .2. . . . . . . . . . . . . . . . . . 4. . . . . . . .1 Control with heat transfer coeﬃcient . . . .5 Periodic inlet and ambient temperature . . . . . . . . . . . . . . . . . . . . . 4. . . . . . . 5. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .9 Thermal control . . . . . . . . . . . . . . . . . . . .9 Stability by energy method . . . . . . . . . . . . . . . . . 5. . . . . . . . . . . . . . . . . . . . . 5. . . . . . . . . . . . . . . 4. . . 4. . . 5.1 Hydrodynamics . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5. .1 Annular ﬁn . . . . . . . . . . . . .1 Temperature-dependent conductivity . . . . . . . . . . . . . . . .2 Multiple room temperatures . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5.1 Known heat rate . . . . . . .4 Constant ambient temperature .9. . . . . .3 Perfectly insulated duct . . . . . . . . . . . . . . . . . . . .3 Single duct . . .1 Linear . . . . . .9. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .13 Multiple scales . . . . . .5. . . . . . .3. . . . . . 5. . . . . . . . . . . . . . . . . . . . . . 4. . . . . . . . . . . . .8. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4. . .2 Convection with known outside temperature 5. . . .3. 5. .7 Radial ﬂow between disks . . . . . . . . 5. . . . . . . . . 5. . . . . . . . . . . .9. . . . . . . . .6 Regenerator . 4. . . . . . . . . . . . . . . . . . . . . . . . . Problems . . . . . . . Problems . 4. . . . . . . . . . . . . . . . .2 Thermal networks . . . . . . . . . . .5. . . . . . . .2 Eccentric annulus . . . . . . 5. .2. . . . .3 Two rooms . . .1. . . . . . . . . . . . . . . . . . . . . . . . . .10 Self-similar structures . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .2 Momentum equation . . . .4 . . . . . . . . . . . . . . . . . . .3 Long time behavior . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4. . .3. . . . . . . . . . . . . . . . . . . . . .6 Transient conduction . . . . . . . . . . . . . . .2 Nonlinear . . . . . . . . . 5. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5. . . . . . . . 5. .8 Networks . . .2 Unsteady dynamics . . . . . . . . . . . . . . . . . . . . . . . . .9. . . . . 5. . 5. . . . .1. . . . . . . . . . . . . . . . . . . . . . . . . .1. . . . . . . . . . . . . . . . . .9. . . 4. . .CONTENTS iv Fin with convection and radiation . . . . . . . . . . . . . . . . . . . . . . .12 Thermal control . 5. . . . . . . . . . .9. . . 5. . . . . . 4. . .3. . .4. . . 5. . .4 Two-ﬂuid conﬁguration . . . . . . . . . . . . . . . . . . . . 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. . . .1 Steady state . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4. . . . . . . . . . . . .5 Perturbations of one-dimensional conduction 4. . . . . . . . . . . . . . . . . . . . . . . . .3. . . . 5. . . . . . . . . . . . . . .1 Mass conservation . .8. . . . . . . . . . . . . . . . . . 4. . . . . . . . . . . . 5. . . . . . . . .1 Hydrodynamics . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .2 Energy equation . . . . . . . . 4. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .5 Flow between plates with viscous dissipation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .8 Nonlinear diﬀusion . . . . . . . . . . . .6 Eﬀect of wall . . . . . . . .4 Temperature in long duct . . . . .7 Linear diﬀusion . . . . . . . . . . .

. .5 Perturbation of one-dimensional ﬂow . . . . . . . . . . . . . . . .4 Multiple solutions . . . . . . . . . . . . . . . . . Problems . . . . . . . . . . . . .1 Modeling . . . . . . . . .2 Steady State . . . . . . . . . . . . . . 6. .6 Thermal control . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .6 Falkner-Skan boundary ﬂows Problems . . . . . .2 Known heat rate . . . 6. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .2. . . . . . . . . . . . . . .2. . . . . . . . . . . . .4. . 8. . . . . . . .3 Dynamic Analysis . . . .1. . . . . . . . . . . . . . . . . .1 Two-dimensional ﬂow 9. . . . 8. . . . . .4 Non-Cartesian coordinates . . . . . . . . . . . . .5 Plate heat exchangers . . . . . . . . . . . . . . . . . . . .2 Transient problems .1 Steady-state problems . . . . . .1 Neumann’s solution . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6. . . . . . . . . . . . . . . .2. . . . .4. . . . . . . . . . . . . .2. . . . . . . . .3 Energy equation . . . . . . . . . . . .1 Modeling . . . . . . 123 7. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 125 126 126 126 126 127 127 127 128 128 128 128 128 128 128 132 132 8 Conduction 8. . . . . . . .2. . . . . . . . . . . . . . . . . . . . . . . . . 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. . . . . . . . . . . . . . . . . . . . . . . . 9. . . . . . . . . . 6. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6.3 Radiating ﬁns . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9 Forced convection 9. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .1. . . . . . . . .1 Steady state. . . . . . . . . . . . . .1. . . . . . 8. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6. . . . . . . . . . . . . . 6. .1 Low Reynolds numbers . . . . . . . . . 6. . . . . . . . . . . . . . . .3 Leveque’s solution . . . . . . . . . . . . . . . . 9. . . . . . . .4 Dynamic analysis . . 9. . . . . . . . . . . . . 123 7. . . . . .1. . . . . . . . . . . . .2. 6.2 Potential ﬂow . . . . . . . . . . . . . . . . . . . . . . . . . . .4. . . . . . .2 Axial conduction eﬀects . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .2 Goodman’s integral . . . . . . . . . . . . . . . . . . .2. . . 6. 6. . . . . 124 IV Multiple spatial dimensions .1 Mass conservation . . . . . Problems . . . . . . . 6. . . . . . .1 Two-dimensional ﬁn 8. . . . . . . . . . . . . . . . . . . . . . . . . . . . 6. . . . . . . . . . . . . . . .1. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .1 Stefan problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .4 Nonlinear analysis . . . .CONTENTS v 6 Natural convection 6. . . . . . . . . . .3 Known wall temperature . . . . . . . . . . . . . . . . . . . . . . 6. . . . .4 Mixed condition . . . . . . . . . . . . . 6. . .2 Momentum equation . . . . . . . . .3 Toroidal geometry . . . . . . . . . . . . . . . . . . . . .5 Nonlinear analysis . . . . . . . . . . . . . . . . . . . . . . . . 9. . . . . . . . . . . . . . . . . . . . . . . . . . . 9. . . . . . . . . . . . . . . . . . . . .4. . . . . . . . . . . . no axial conduction 6. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6. . . . . . . .

. . . . . . . . . . . . . . . . .3 Thermal wakes . . . . . . . . . . . . . . . . . . . . . . . . . .1 Single atom type . . . . . . . . . . . . . . . . 11. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 15. . . . . . . . 11.3 Phonons . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 157 . . . . 15. . 12 Moving boundary 148 12. .4 Energy equation . 150 14 Boiling and condensation 151 14. . . . .1 Relaxation-time approximation 15. . . . . . . . . . . . . .2. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .3 Brinkman’s equation . . . . . . . . . . . . . . . . . . . 11. . . . . . . .3. . . . . . . . . 15. . . . . . . . . .3. . . . . . . . . . .2 Forced convection . . . . . . . . . . . . . . . . . . .1 Diﬀusion by random walk . . . . . . . . . . . . . . . . . .1. . . . . . . . . . .3 Marangoni convection Problems . . . . . . . . .2 Two atom types . . . . . . . . . 15. . 150 Problems .1. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .2. . . . . . . . . . . . . . . .2 Cavities . . . . . . . . . . . . . . . . 11. . . . . . . . . . . . . . . . . . . .1 Plane wall at constant temperature . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 15. . . . . . . . . . . . .1. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 11. . . . . . . . . . . . . .1 Darcy’s equation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .1.2 Boltzmann transport equation . . . . . . . 152 152 152 153 153 153 154 154 155 156 16 Bioheat transfer 157 16. . . . . . . . .1. . . .1 Governing equations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .3. . . . . . .1 Stefan problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 15. . . . .2 Multi-dimensional . .1 Monte Carlo methods . . . 151 15 Microscale heat transfer 15. . .1 Governing equations . . . . . . . . . 148 V Complex systems 149 13 Radiation 150 13. . . . .1 Linear stability . . . .2.2 Forchheimer’s equation . . . . . . . . . . . . . 11. . . 11. . . . . . . . . . .1. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 11. . . . . . . . . . . . . . . . . .CONTENTS vi 10 Natural convection 10. . . . . . . . . . . . . 15. .2. . . . . . . . . . .3 Natural convection . . . . . . . . . . . . . . . . . . . 133 133 133 133 133 134 134 134 134 135 135 135 135 137 138 139 139 142 147 11 Porous media 11. . . . . . . . . . .2 Steady-state inclined layer solutions Problems . . . . . . . . . . . .4 Thin ﬁlms . . . . . . . . . . . . . . .3. . . . . . . . 10. .1 Homogeneous nucleation . . . . . . . . . . . . . . 11. . . . . . . . .1 Mathematical models . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 11. . . . . 11. . 10. . . . . . . . . . . . . . . . . . .1 One-dimensional . . . . . . . . . . . . . . . . .2 Stagnation-point ﬂow . . . . . . . . . . . . .

. . . . . .3 Bifurcations . . . . . . . A. . . . . . . . . . . . . . . . . . . . . . . . . . . . 18 Soft computing 18. . . .1. . . . . . . . . . . A. . . . . . . . . . . . . . .2 Other applications . . . . . . . . . . . . . . . . . . . . . . . . . . . . . A. . . . . . . . . . . . . . . . .2 Koch curve . . .1. . .7 Two-dimensional systems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .4. . . . . . . . .4 Maldistribution eﬀects . .1 Cantor set . . . . A. .1 Fin analysis . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 17. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .4. . . . . .4. . . . . A.1. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 17. . . . . . . . . .CONTENTS vii 17 Heat exchangers 17. . . . . . . . . . . . . . . . . . . . . . . . . . . .1. . A. . . . . .12Conclusions . . . . . . .4. . . . . . . . . . Problems . . . . . . . . . .11. . . . . . . . . . . . . . . . . . . . . . . .3 Vector spaces . . . . . . . . . . . . . . . . . . . . . . A. . .1 Stability . . . . . . . . . .6 Radiation eﬀects . . . . . . . .5 Julia set . . .1. . . . . . . . . . . . . . . .4 One-dimensional systems . . . . . . . . . . . . . . . . . . . . . . . . . . . . 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. . . . . . . . . . . . A. . . . . . . . . . . 17. . . . . . . . . . . . . . . . . . . . . . . . . . .2 Perturbation methods . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .4 Weierstrass function . . . . . . . . . . 17.8 Correlations . . . . . .1 Heat exchangers . . . . . . . . . . . . . . . . . . . . . . . . . .3 Knopp function . . . . . . . . . . . .1 Least squares method . . . . . . . . . . . . . . . . . . . . . . . . .1. . . . . . . . . . .4 Dynamical systems . . . . . . . . . . 18. . . .2 Porous medium analogy . . . . . . . . .2 Artiﬁcial neural networks 18. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .4. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .7 Transient behavior . . . . . . . .4. . . . . . . 17. . . . . . . . . . . . . . .4. . . . . .5 Singularity theory . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . A. .2. A. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .5 Examples of bifurcations . . . . . . . . . . 17. . . . . .6 Mandelbrot set . . . . . . . 17. . A. . . . . . . . . . . . . . . . . . . . . . 17. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .5 Microchannel heat exchangers . . . A. . . . . . . . .2 Routh-Hurwitz criteria . . . . . . . . . . . . . . . . . . A. . . . . . . . . . . . . . . . . .10Thermal control . . 17. . . . . . . . . . . . . .11. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .4. . . . .1 Genetic algorithms . . . . . . . . . . . . . . . A. . . . . . . . . .8. . . . . . . . . . . . . . . . . . .11Control of complex thermal systems 17. . . . . .3 Heat transfer augmentation . . A. . . . . . . . . A. . . . . . . . . . . . . . . . . . A. .1 Hydronic networks . . . . . . . . . . .1 Fractals . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Problems . . . . . .9 Compressible ﬂow . . . . . . . . . . . . . 17. . . . . . . 17. . . . . . . . .9 Nonlinear analysis . . . . . .6 Unfolding and structural instability A. . . . . . . . . . . . . . . . . . . . . . . . . .8 Three-dimensional systems . . . . . . . . . . . . . . . . . . . . . . A. . . . . . . 17. . . . . . . . . . . . . . . . . . 17. . . . . . . . . . . 158 158 158 158 158 158 158 158 159 159 159 159 161 161 162 165 165 166 166 166 166 166 VI Appendices . . . . . . . . . . . . . . . . . . . . . . .4.

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

Part I Review 1 .

1. being directly related to the kinetic energy of the molecules. 90. 210.1 Show that the above statement of the third law implies that heat is always transferred from a high temperature to a low. 207. 138. 88.Chapter 1 Introductory heat transfer It is assumed that the reader has had an introductory course in heat transfer of the level of [12. 22. 111.1 Fundamentals Deﬁnitions Temperature is associated with the motion of molecules within a material. 34. Heat is the energy transferred between two points at diﬀerent temperatures. 14. 177. The change in internal energy can be written in terms of a coeﬃcient of speciﬁc heat1 as M c dT . The zeroth law states that if each of two bodies are in thermal equilibrium with a third. According to the ﬁrst law. 1. A surface cannot store energy. so that the heat ﬂux coming in must be equal to that going out.1. 20. 117.1) ∂t where Q is the heat rate over the surface of the body. 80. Both heat transfer and work transfer increase the internal energy of the body. A classic work is that of Jakob [94]. 76. 24. 106.1 1. 122. Example 1. If there is no work transfer. 183. 19. The third law says that the entropy of an isolated system cannot decrease over time. 1 We will not distinguish between the speciﬁc heat at constant pressure and that a constant volume. then ∂T Mc =Q (1. Two bodies are in thermal equilibrium with each other if there is no transfer of heat between them. including vibrational and rotational motion.2 Energy balance The ﬁrst law gives a quantitative relation between the heat and work input to a system. then they also are in equilibrium with each other. 211]. the increase in internal energy is equal to the net heat and work transferred in. 65. for example. 2 . 188. 26. [206. 212]. 1. The laws of thermodynamics govern the transfer of heat. More advanced books are. 112. 155.

9) (1.3 States of matter We will be dealing with solids. liquids and gases as well as the transformation of on to the other. 66. For the moment. Longitudinal heat ﬂux Tb − T∞ ′′ ) (1.10) called the latent heat. 77. Again.4) qx = O(ks L Transverse heat ﬂux ′′ qt = O(h(Tb − T∞ )) (1. thermodynamics dictates the rules under which these changes are possible.2) where q is the heat ﬂux vector. 1. the convective heat loss from the side.2. 137.1 Governing equation ∂T = α∇ (k · ∇T ) + g ∂t 1. 68. T (x) is the temperature ﬁeld. we will deﬁne the enthalpy of transformation2 as the change in enthalpy that occurs when matter is transformed from one state to another. The energy ﬂows are indicated in Fig.5) The transverse heat ﬂux can be neglected compared to the longitudinal if ′′ ′′ qx ≫ qt (1.1. .2.2.1. 1. 1. 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. Conduction 3 1. 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.6) which gives a condition on the Biot number Bi = hL ≪1 k (1.1.8) (1. 1. 149] The Fourier law of conduction is q = −k∇T (1. The conductive heat ﬂow along the ﬁn.2 Fins (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.2 Conduction [31.7) Consider the ﬁn shown shown in Fig. 100.2. 136. and k(T ) is the coeﬃcient of thermal conductivity.

The initial temperature is T (x. for a small enough slope.2: Energy balance.1. Conduction 4 T ∞ T b x L Figure 1.1: Schematic of a ﬁn. 0) = Ti (x).12) ∂t ∂x ∂x where ks is taken to be a constant.2. q (x)+q (x) r h T ∞ q (x) k q (x+dx) k Figure 1. Heat balance gives ρAc from which ∂qk ∂T + dx + qh + qr = 0 ∂t ∂x (1. where. 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 . Usually the base temperature Tb is known. P (x) ≈ dAs /dx is the perimeter.11) ∂ ∂T ∂T 4 − ks (A ) + P h(T − T∞ ) + σP (T 4 − T∞ ) = 0 (1.

2. y) = X(x)Y (y). The ﬂuid temperatures are T∞.22) Consider a wall with ﬂuid on both sides as shown in Fig.5 Lumped-parameter approximation (1. 1.2 and the wall temperatures are Tw.21) ∂θ ∂ − ∂τ ∂ξ a ∂θ ∂ξ + m2 pθ + ǫp (θ + β)4 − β 4 = 0 (1.3. 0) = f (x).2.2.1. the ﬁn equation becomes a where m2 = Pb hL2 ks Ab σPb L2 (Tb − T∞ )3 ks Ab T∞ Tb − T∞ (1.17) where the subscript indicates quantities at the base.3 Separation of variables = Steady-state coduction in a rectangular plate. The initial temperature in the wall is T (x. 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 (1.2 .1 and Tw.16) (1.15) (1.2.19) (1.23) (1.20) (1. . 1.13) (1. ∇2 T = 0 Let T (x.14) (1.1 and T∞.18) ǫ = β 1.4 Similarity variable ∂2T ∂T =α 2 ∂t ∂x 1.

In the long time scale it is possible to show that 0 0 Lρs c where T = Tw.2 ≪ T∞. we have h1 (T∞.2 Tw. and changes due to convection.1 − T∞.1 − T∞.1 − T∞.1 − Tw.1 ≪ T∞.1 − Tw.2 = h2 (Tw.1 − T∞.26) (1.2 .2 T∞. dT + h1 (T − T∞.3: Wall with ﬂuids on either side. In the long scale. The ratio of the two tk /th = Bi.2 Figure 1.2 ) L (1.1 ) = ks from which Tw.25) (1.2 T∞.1 ) + h2 (T − T∞. Steady state In the steady state.1 − Tw.1 = Tw.2 h1 L ≪1 ks h2 L if ≪1 ks if (1.2 ks T∞.1 − T∞.2 T∞.1 − Tw.2 − T∞.1 − T∞.2 T∞.2 h2 L Tw.1 − Tw.2 T∞. 0 0 In the short time scale conduction within the slab is important.24) Thus we have Tw.1 Tw.2 − T∞.30) .1 Tw.28) ∂T ks ∂ 2 T = ∂t ρc ∂x2 (1.1 − Tw. Conduction 6 T∞.1 − Tw.2 Tw.1 − T∞.27) The Biot number is deﬁned as Bi = Transient hL ks (1. and convection from the sides is not.1.29) There are two time scales: the short (conductive) tk = L2 ρc/ks and the long (convective) th = Lρc/h.2.1 = = ks T∞.2 − T∞.2 h1 L T∞.2 Tw.2 ) = 0 dt (1. the temperature within the slab is uniform.

102. Convection 7 T∞ T Figure 1. 104.3 Convection [11. 98.4. and h is the coeﬃcient of thermal convection. T∞ . (1. is placed in an environment of diﬀerent temperature. 67. 99.32) (1. 1.3. we can write q = hA(Tb − Tf ).33) The nondimensional form of the governing equation (1. Convective cooling A body at temperature T . such as that shown in Fig.35) This is shown in Fig. Tb is its temperature. We nondimensionalize using θ τ = = T − T∞ Ti − T∞ hAt Mc (1.31) is dθ +θ =0 dτ the solution to which is θ = e−τ (1. The dimensional time constant is M c/hA.5 where the nondimensional temperature goes from θ = 1 to θ = 0. (1. 1. 27. 133]. .1. 95.36) where A is the surface area of the body. 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. Thus. Tf is that of the ﬂuid. The governing equation is Mc dT + hA(T − T∞ ) = 0 dt (1.4: Convective cooling.31) with T (0) = Ti . and is being convectively cooled.34) 1. 21.

3.1.3. Convection 8 θ 1 τ Figure 1.39) = −∇p + µ∇2 V + f = ∇ (k · ∇T ) + Φ Forced convection Natural convection 1.3.5: Convective cooling. 1.1 Governing equations For incompressible ﬂow ∇·V ∂V ρ + V · ∇V ∂t ∂T + V · ∇T ρc ∂t 1.38) (1.2 Flat-plate boundary-layer theory = 0 (1.3.37) (1.3 Heat transfer coeﬃcients Overall heat transfer coeﬃcient Fouling Bulk temperature Nondimensional groups .

1.50) E(T ) Eb (T ) (1.42) (1. we have a similar deﬁnition ǫ= so that the emission is E = ǫσT 4 For a gray body ǫλ is independent of λ.4 Radiation [25. and transmissivity τλ are all functions of the wavelkength λ. The direction distribution of radiation from a surface may be either specular (i. unit area. 209] Emission can be from a surface or volumetric.46) Integrating over all wavelengths α+ρ+τ =1 The emissivity is deﬁned as ǫλ = Eλ (λ.44) (1.49) . 1. and unit solid angle.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. the reﬂectivity ρλ . T ) Ebλ (λ. 58. Also αλ + ρλ + τλ = 1 (1.1 [173] Electromagnetic radiation (1. 127. equal in all directions).4. mirror-like with angles of incidence and reﬂection equal) or diﬀuse (i. The spectral intensity of emission is the radiant energy leaving per unit time. Kirchhoﬀ’s law: αλ = ǫλ and α = ǫ.48) (1. Monochromatic radiation is at a single wavelength. 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. For the overall energy.41) (1. T ) (1. Irradiations is the radiant energy coming in. while the radiosity is the energy leaving including the emission plus the reﬂection.40) (1.45) 1. The emissive power is the emission of an entire hemisphere.43) (1.4.e. unit wavelength.e. The absorptivity αλ .

J.1–100 µm range. d2 T = λ2 T 4 dx2 (1. and ρ are the magnetic intensity.998 × 108 m/s. electric ﬁeld. electric displacement. where ǫ is the permittivity. D. The frequency f and wavelength λ of a wave are related by c = fλ (1. Radiation 10 Electromagnetic radiation travels at the speed of light c = 2. For free space ǫ = 8.57) (1.8 µmK. the maximum of is seen to be at λ = λm .55) (1.1.61) = σT 4 where σ = 5. magnetic induction. and B = µH. g and µ.60) Eb = 0 Eλ dλ (1. Maxwell’s equations of electromagnetic theory are ∇×H = J+ ∂D ∂t ∂B ∇×E = − ∂t ∇·D = ρ ∇·B = 0 (1. Thermal radiation is the part of the spectrum in the 0.54) (1. Blackbody radiation Planck distribution [147] Eλ = C1 λ5 [exp (C2 /λT ) − 1] λm T = C3 and C3 = 2897. For ρ = 0 and constant ǫ. and µ = 1. and µ is the permeability.670 × 10−8 W/m2 K4 .4. respectively. 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 (1.2566 × 10−6 NC−2 s2 . and charge density.51) The radiation can also be considered a particles called phonons with energy E= f where is Planck’s constant. B.8542 × 10−12 C2 N−1 m−2 . g is the electrical conductivity.58) √ The speed of an electromagnetic wave in free space is c = 1/ µǫ. For linear materials D = ǫE. E.59) Wien’s law: Putting dEλ /dλ = 0. current density. Stefan-Boltzmann’s law: The total radiation emitted is ∞ (1.56) (1.62) .52) where H. J = gE (Ohm’s law). where (1.53) (1.

1. 154] Shell and tube heat exchangers are commonly used for large industrial applications. The eﬀectiveness-N T U method was introduced by London and Seban in 1941. A possible classiﬁcation of HXs is shown in Table 1.6 Heat exchangers [105.1 1.3 1. 1.1.5.5 Boiling and condensation [29.4 Boiling curve Critical heat ﬂux Film boiling Condensation Nusselt’s solution 1. weight and volume of the heat exchanger. .5. 198] 1.2 View factors 1. The advantages are savings in cost.2 1. The ﬁn eﬃciency concept was introduced by Harper and Brown (1922).5. Boiling and condensation 11 cold (a) parallel flow hot cold (a) counter flow hot Figure 1.5. Compact heat exchangers are also common in industrial and engineering applications that exchanger heat between two separated ﬂuids. The term compact is understood to mean a surface to volume ratio of more than about 700 m2 /m3 . 42.4.6: Parallel and counter ﬂow.5.

(b) storage. (c) shell and tube parallel counterﬂow shell and tube mixed. (d) shell and tube split ﬂow. (c) lamella Extended surface (a) plate ﬁn.6.1: Classiﬁcation of HX (due to Shah [170]. (c) ﬂuidized bed Surface Compact compactness Non-compact Construction Tubular (a) double pipe (b) shell and tube (c) spiral tube Plate (a) gasketed. (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. two-phase convection on other side Two-phase convection on both sides Combined convection and radiative heat transfer According to Transfer processes .1. (b) extended surface cross parallel ﬂow. (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. (b) spiral. Heat exchangers 12 Table 1. 1981 Types of HXs Examples Direct contact Indirect contact (a) direct transfer.

66).68) where qT is the total heat transfer rate. 1 the end where the hot ﬂuids enters. so that Tc (x) Th (x) = Tc. From equations (1.6. and 2 the other end. Energy balances give dq dq dq = U (Th − Tc ) dA = ±mc Cc dTc ˙ (1.67) which can be integrated from 1 to 2 to give −U A From equation (1.75) .72) (1.i − Tc.69) 1 1 ± mh Ch ˙ mc Cc ˙ = ln (1. we have ∆Tlmtd = while for counterﬂow it is ∆Tlmtd = (Th.o − Tc.i )/(Th. we get 1 1 −dq = d(Th − Tc ) (1.1 Parallel.i − Tc.6.63).1 ± (1. Heat exchangers 13 1.o − Tc.i )] q(x) mc Cc ˙ q(x) = Th.and counter-ﬂow We deﬁne the subscripts h and c to mean hot and cold ﬂuids. respectively.65) = −mh Ch dTh ˙ where the upper and lower signs are for parallel and counterﬂow. 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.o − Tc.64) and (1.o )] (Th.o ) ln[(Th.63) (1.i − Tc.74) (1. i and o for inlet and outlet. we ﬁnd that −U dA 1 1 ± mh Ch ˙ mc Cc ˙ = d(Th − Tc ) Th − Tc (Th − Tc )1 (Th − Tc )2 (1.1.70) (1. For parallel ﬂow.64) (1.i ) ln[(Th.i ) − (Th.i − Tc.1 − mh Ch ˙ (1.65).66) ± mh Ch ˙ mc Cc ˙ Using (1.71) is the logarithmic mean temperature diﬀerence.o )/(Th.o − Tc.73) We an write the element of area dA in terms of the perimeter P as dA = P dx. we get −qT 1 1 + mh Ch ˙ mc Cc ˙ = (Th − Tc )2 − (Th − Tc )1 (1.o ) − (Th.

its N T U and the CR of the ﬂuids.80) Cmin = min(Ch .i ) Cc (Tc. both ﬂuids unmixed Series solution (Mason.77) The HX eﬀectiveness is Q Qmax Ch (Th.78) (1. 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 )}) (1.1.76) With the boundary condition q(0) = 0.1 − Tc.79) (1. the eﬀectiveness is a function of the HX conﬁguration.i ) ǫ = = = where (1.2 HX relations Th.i − Tc.i − Th. 1954) (d) Crossﬂow. the number of transfer units is NTU = AU Cmin (1. (a) Counterﬂow 1 − exp[−N T U (1 − CR )] ǫ= (1.83) 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 → ∞. the other unmixed If the unmixed ﬂuid has C = Cmin .1 1 1 mh Ch ± mc C c ˙ ˙ 1 − exp −U P 1 1 ± mh Ch ˙ mc Cc ˙ (1.82) The heat capacity rate ratio is CR = Cmin /Cmax . Eﬀectiveness-N T U relations In general.o − Tc.86) (1.85) . (b) Parallel ﬂow ǫ= (1. one ﬂuid mixed.i ) Cmin (Th.6.81) (1.6. Heat exchangers 14 Thus dq + qU P dx 1 1 ± mh Ch ˙ mc Cc ˙ (1. Cc ) Assuming U to be a constant.84) (c) Crossﬂow.i − Tc. the solution is q9x) = 1.o ) Cmin (Th.

Eﬀectiveness-NTU method The order of calculation is N T U . 2. For a perimeter corresponding to a ﬁn slope that is not small. 1.6.6. mL I0 (2mL) where m = (2h/kt)1/2 . The two sides of a plane wall are at temperatures T1 and T2 . ηf is the ﬁn temperature eﬀectiveness. If the external temperature. Show that the eﬃciency of the triangular ﬁn shown in Fig. and its eﬃciency.5 Correlations Extended surfaces η0 = 1 − Af (1 − ηf ) (1. its eﬀectiveness. qmax and q. 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. is a function of the coordinate x. 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. Af is the HX total ﬁn area.6. 4. this method enables one to ﬁnd the outlet temperatures. and then the heat rate. Find the temperature distribution within the wall. and σ is the ratio of free-ﬂow area to frontal area. ﬁnd the general steady-state solution of the ﬁn temperature T (x) in terms of a Green’s function. 1. . Heat exchangers 15 (e) Crossﬂow.87) where Kc and Ke are the entrance and exit loss coeﬃcients. Problems 1.7 is ηf = 1 I1 (2mL) .88) (1. Find the steady-state temperature distribution in the ﬁn. 1.6. 1. T∞ (x). A constant-area ﬁn between surfaces at temperatures T1 and T2 is shown in Fig. Assume that there is only convection but no radiation. derive Eq.3 Design methodology Mean temperature-diﬀerence method Given the inlet temperatures and ﬂow rates.8. ǫ. 5.1. the mean temperature diﬀerence. 3.4 1. and I0 and I1 are the zeroth. and A is the HX total heat transfer area.89) A where η0 is the total surface temperature eﬀectiveness.and ﬁrst-order Bessel functions of the ﬁrst kind.11. 1. Consider a cylindrical pin ﬁn of diameter D and length L. The thermal conductivity varies with temperature in the form k(T ) = k0 + α(T − T1 ). the ambient temperature is also T∞ . The base is at temperature Tb and the tip at T∞ .

6. Find a two-term perturbation solution for T (x) if ǫ ≪ 1 and L → ∞. show that the temperature of the plate. Determine the equations to be solved for a two-term perturbation solution for T (x) if ǫ ≪ 1. natural convection. . 6. dx2 8. is governed by dT + α(T − T∞ )5/4 = 0 dt Find T (t) if T (0) = T0 .7: Triangular ﬁn. Heat exchangers 16 t L w Figure 1. The ﬁn in Problem 3 has a non-uniform diameter of the form D = D0 + ǫx. x T1 T∞ (x) T2 Figure 1. Using a lumped parameter approximation for a vertical ﬂat plate undergoing laminar. 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. 7.8: Constant-area ﬁn.1.

Part II No spatial dimension 17 .

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. the h is slightly temperature-dependent.12) . To order ǫ0 .4) (2.10) (2.7) (2.6) (2.3) (2. then we have dθ + (1 + ǫθ)θ = 0 dτ which can be solved by the method of perturbations. We assume that θ(τ ) = θ0 (τ ) + ǫθ1 (τ ) + ǫ2 θ2 (τ ) + .1) (2. .1 Variable heat transfer coeﬃcient If. however.8) = −e−2τ = 0 = −2θ0 θ1 = −2e−2t − 2e−3τ = 1 18 (2. .5) (2.9) 2 = −θ0 (2.2) = = 0 1 (2. we have dθ0 + θ0 dτ θ0 (0) which has the solution θ0 = e−τ To the next order ǫ1 .11) (2.Chapter 2 Dynamics 2.

15) (2. .18) A Taylor-series expansion of the exact solution gives θ = e−τ 1 + ǫ(1 − e−τ = e −τ (2. Combining. (2.21) If the heat loss is due to radiation.17) (2.32)..23) (2. we get dθ = dτ (1 + ǫθ)θ Integrating ln θ = −τ + C ǫθ + 1 (2.2.. we get θ = e−τ − ǫ(e−τ − e−2τ ) + ǫ2 (e−τ − 2e−2τ + e−3τ ) + .13) Alternatively.1).1..26) where ..22) Taking the dimensionless temperature to be deﬁned in equation (1.19) 2 −τ 2 = e 2. so that ln This can be rearranged to give θ= e−τ 1 + ǫ(1 − e−τ ) −1 θ(1 + ǫ) = −τ 1 + ǫθ (2.25) (2. Variable heat transfer coeﬃcient 19 with the solution θ2 = e−τ − 2e−2τ + e−3τ And so on.1 Radiative cooling −τ − ǫ(e 1 − ǫ(1 − e −τ −τ −e −2τ ) + ǫ (1 − e ) + ǫ (e 2 −τ ) + .16) The condition θ(0) = 1 gives C = − ln(1 + ǫ). Separating variables.24) dφ + φ4 = β 4 dτ φ=θ+β (2. we can ﬁnd an exact solution to equation (2. (2.1. −2τ (2. .20) −3τ − 2e +e ) + . we can write Mc dT 4 + σA(T 4 − T∞ ) = 0 dt (2.14) (2. and time to be τ= and introducing the parameter β= we get σA(Ti − T∞ )3 t Mc T∞ Ti − T∞ (2.

.67 × 10−3 ). In this case 4β 3 θ0 + ǫθ1 + ǫ2 θ2 + . in equation (2. + θ0 + ǫθ1 + ǫ2 θ2 + . 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. .2 1 1 (β + T )(β − 1) T −1 ln + tan−1 2β 3 2 (β − T )(β + 1) β + (T /β) (2. . .29) Convective with weak radiation The governing equationis Mc dT 4 + hA(T − T∞ ) + σA(T 4 − T∞ ) = 0 dt (2. i.33). . we can take ǫ ≪ 1.2. 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 (2.36) (2. .28) Using the initial condition θ(0) = 1. . . + 4β θ0 + ǫθ1 + ǫ2 θ2 + .32) (2.31) If radiative eﬀects are small compared to the convective (for Ti − T∞ = 100 K and h = 10 W/m2 K we get ǫ = 5. dτ 4 3 θ0 + ǫθ1 + ǫ2 θ2 + . =0 (2.37) . Substituting the perturbation series. we get dθ + θ + ǫθ4 = 0 dτ which has an exact solution τ= 1 + ǫθ3 1 ln 3 (1 + ǫ)θ3 (2. T∞ = 0.27) (2. .31). and ǫ= σ(Ti − T∞ )3 h (2. equation (2. we get (?) τ= 2.1. . 2 +ǫ +6β 2 θ0 + ǫθ1 + ǫ2 θ2 + . we get d θ0 + ǫθ1 + ǫ2 θ2 + .33) dθ 4 + (θ − θ0 ) + ǫ(θ4 − θs ) = 0 dτ θ(0) = 1 As a special case. .1. Using the variables deﬁned by equations (1.35) (2. .34) (2.32) and (1.30) with T (0) = Ti .e.24).2).

from which dθ′ + bθ′ = 0 dτ θ′ = Ce−bτ so that θ → 0 as t → ∞ if b > 0.42) 2. The solution is .3. . The governing equations are N dTi 4 Mi ci Ai Fij (Ti4 − Tj4 ) + σAi FiH (Ti4 − TH ) = 0 (2. .1 Linear analysis If we assume that θ′ is small. ′ (2.40) (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 (2.2 Radiation in an enclosure Consider a closed enclosure with N walls radiating to each other and with a central heater H. . Writing θ = θ + θ′ we have dθ′ + f (θ + θ′ ) = a dτ (2.46) (2. . then a Taylor series gives f (θ + θ′ ) = f (θ) + θ′ f ′ (θ) + .41) (2. The steady state is T i = TH (i = 1. The walls have no other heat loss and have diﬀerent masses and speciﬁc heats. Radiation in an enclosure 21 2. . .48) (2.49) where b = f ′ (θ).44) 2.43) with θ(0) = 1. N ) (2.3 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 (2.2.45) (2.38) +σ dt j=1 where the view factor Fij is the fraction of radiation leaving surface i that falls on j.2.47) (2. Let f (θ) = a Then we would like to show that θ → θ as t → ∞.

1 Let Linear T∞ = T∞.4. f(θ ) f(θ ) θ θ Figure 2. we get dθ + θ = Aτ dτ (2. 2.3.46) by θ′ .53) with 2.0 Ti − T∞.2.50) (2.4. are both of the same sign or zero.1.2 Nonlinear analysis Multiplying equation (2. Thus θ′ → 0 as τ → ∞.0 (2. we get 1 d ′ 2 (θ ) = −θ′ f (θ + θ′ ) − f (θ) 2 dτ Thus d ′ 2 (θ ) ≤ 0 dτ (2.54) Deﬁning the nondimensional temperature as θ= and time as in equation (1.52) (2.51) if θ′ and [f (θ + θ′ ) − f (θ)]. Time-dependent T∞ 22 2.4 Let Time-dependent T∞ Mc dT + hA(T − T∞ (t)) = 0 dt T (0) = Ti (2. as shown in Fig.56) T − T∞.1: Convective cooling.33).55) . 2.0 + at (2.

2. 2.64) . Deﬁning θ= T − T∞ Ti − T ∞ (2.4.56) is aM c hA(Ti − T∞.63) where T (0) = Ti .58) The condition θ(0) = 1 gives C = 1 + A.2: Response to linear ambient temperature.0 ) aM c τ hA(Ti − T∞.0 ) (2.60) (2. so that θ = Ce−τ + Aτ − A (2.2 Let Oscillatory T∞ = T ∞ + δT sin ωt (2.59) θ = (1 + A)e−τ + A(τ − 1) The time shown in Fig.62) ∆θ θ ∞ θ τc τ Figure 2.4.61) (2. 1+A A (2.2.2 at crossover is τc = ln and the oﬀset is δθ = A as τ → ∞. Time-dependent T∞ 23 where A= The nondimensional ambient temperature is θ∞ = The solution to equation (2.57) (2.

2.5 Two-ﬂuid problem Suppose there is a body in contact with two ﬂuids at diﬀerent temperatures T∞.2 ) = 0 dt (2.71) where T (0) = Ti .2 .2 T T∞. The governing equation is Mc dT + h1 A1 (T − T∞.1 (a) (b) Figure 2.1 ) + h2 A2 (T − T∞. like in the two examples shown in Fig. so that θ= 1 + δθ Ω 1 + Ω2 e−τ + δθ sin(Ωτ − φ) (1 + Ω2 ) cos φ (2. we can nondimensionalize the equation using the parameters for one of them.70) 2.65) Ω = The solution is θ = Ce−τ + where δθ sin(Ωτ − φ) (1 + Ω2 ) cos φ φ = tan−1 Ω (2.2 T T∞.1 and T∞.1 and T∞.5.2 are constants. we get C = 1 + δΩ/(1 + Ω2 ).1 h1 A1 t Mc (2.67) (2.1 T∞. the nondimensional equation is dθ + θ = δθ sin Ωτ dτ where δθ = δT Ti − T ∞ ωM c hA (2. ﬂuid 1 for instance.33).68) (2. If T∞.66) (2.3.3: Two-ﬂuid problems.72) (2.73) .69) From the condition θ(0) = 1. and using equation (1.2.1 Ti − T∞. Two-ﬂuid problem 24 T∞. Thus we have θ τ = = T − T∞.

74) with θ(0) = 1. 2.6.77) with the solution (2. where α β The equation can be written as = = (2.6. equation (1.35).2. 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 (2.4.2 Ti − T∞.80) h1 A1 + h2 A2 2.4: Two bodies in thermal contact.1 (2.76) dθ + (1 + α)θ = −αβ dτ θ = Ce−(1+α)τ − αβ 1+α (2.82) .78) The condition θ(0) = 1 gives C = 1 + αβ/(1 + α). the solution reduces to the single-ﬂuid case.81) (2.75) (2.6 2.1 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.79) For α = 0. 1 2 Figure 2.1 − T∞. from which θ= 1+ αβ 1+α e−(1+α)τ − αβ 1+α (2. Otherwise the time constant of the general system is Mc t0 = (2. Two-body problem 25 from which dθ + θ + α(θ + β) = 0 dτ h2 A2 h1 A1 T∞.

varies with time in the form shown. Find the steady-state temperatures for the two-body problem and explore the stability of the system for constant ambient temperature. and (b) the amplitude of oscillation of the system temperature.2. Show that the temperature distribution in a sphere subject to convective cooling tends to become uniform as Bi → 0.6: Ambient temperature variation. Two-body problem 26 1 111111111111 000000000000 111111111111 000000000000 2 Figure 2. 5.6. Complete the problem of radiation in an enclosure (linear stability. 6. and comment on the existence of solutions. ǫ) surfaces for the convection with radiation problem. numerical solutions).6. . T∞ (t). Lumped system with convective-radiative cooling with nonzero θ0 and θs . 4. 7. 2. 2. T∞ Tmax δt Tmin t Figure 2.2 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. Check one of the perturbation solutions against a numerical solution.85) Problems 1. 3. Find (a) the long-time solution of the system temperature. Plot all real θ(β. T (t).83) (2. T (t). for a small period δt.5: Bodies with radiation. Consider the change in temperature of a lumped system with convective heat transfer where the ambient temperature.84) (2.

all kinds of sensors and actuators [59. The present paper will. and the use of microprocessors [87. or chemical reaction. complex geometries. For this reason large.1 Introduction There are many kinds of thermal systems in common industrial.Chapter 3 Control 3. has its own extensive literature [64]. If precise control is not required.187] developed for measurement and actuation are used in the control of thermal systems. or material properties that may not be accurately known. which is closely related to and is often an integral part of thermal control.115.185]. otherwise some sort of mechanical or electrical feedback system has to be put in place for it to be automatic. control may simply be manual. commonly used engineering systems are hard to model exactly from ﬁrst principles. 72.172. 200]. One can give the example of heat exchangers [85. environmental control in buildings [70. however. or if the process is very slow. This is only an introduction. multi-phase ﬂows.218]. and many others. and even when this is possible the dynamic responses of the models are impossible to determine computationally in real time. 158. property variation with temperature. Most often some degree of approximation has to be made to the mathematical model. satellites [101. 27 . a complex system can be deﬁned as one that is made up of sub-systems. Many controllers are also computer based. 114]. thermal packaging of electronic components [150. and there are many ways in which that can be done. but even then it will be impossible to go into any depth within the space available.221]. The most important of these are hardware considerations. rapid thermal processing of computer chips [84. nonlinearities and bifurcations. 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. manufacturing [54]. Approximate correlations from empirical data are also heavily used in practice. devices and plants is commonplace. In this context.152. It is common to have large uncertainties in the values of heat transfer coeﬃcients. Flow control. transportation and domestic use that need to be controlled in some manner. radiation. turbulence. There are many aspects of thermal control that will not be treated in this brief review. 180] and PCs in machines. These include natural and forced convection.184. but when put together presents such a massive computational problem so as to be practically intractable. each one of which can be analyzed and computed. Discrete-time (as opposed to continuoustime) systems will not be described. 82. hydrodynamic instability. Most thermal systems are generally complex involving diverse physical processes. approximations due to using lumped parameters instead of distributed temperature ﬁelds. concentrate only on the basic principles relating to the theory of control as applied to thermal problems.

it is hard to be speciﬁc at this stage. 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. and mathematics of control [9.1: Schematic of a system without controller.2 Systems Some basic ideas of systems will be deﬁned here even though. w. 132. 3.1 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). in practice for many thermal systems the former is all that is required. the output of the system y(t) is diﬀerent from its state x(t). In general. u(t) is its input.2. 3. 3.2) where Lo is the output operator. u(t) is usually a low-dimensional vector. inﬁnite-dimensional systems [39. A system is said to be observable if its state x can be uniquely determined from the input u and output y alone. 179] that can be consulted. It is output controllable if the same can be done to the output. may be mathematically represented as Ls (x. u. while y are the readings of one or more temperature measurement devices at a ﬁnite number of locations. For example.151]. process control [28.2: Schematic of a system with comparator C and controller. w(t) is some external or internal disturbance. nonlinear control [91]. In fact. There are good texts and monographs available on the basics of control theory [116. schematically shown in Fig. Figure 3. x may be a spatial temperature distribution.93.89]. x(t) is the state of the system. λ) = 0. λ) = 0. (3.75. integral. Each one of these quantities belongs to a suitable set or vector space and there are a large number of possibilities. .3.2. The stability of a system is a property that leads to a bounded output if the input is also bounded. and the interested reader should look at the literature that is cited for further details. For example Ls may be an algebraic. (3.1) where Ls is a system operator. x. The system is single-input single-output (SISO) if both u and y are scalars. 157]. It is important to point out that output controllability does not imply system controllability. All possible values of the output constitute the reachable set. These are all topics that include and are included within thermal control. because of the generality involved. t is time. ordinary or partial diﬀerential operator. 144. while x may be a ﬁnite-dimensional vector or a function. u. w. 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. it has been reported that most industrial plants are controlled quite satisfactorily though they are not system controllable [156]. The relation between the two may be written as Lo (y.1. and λ is a parameter that deﬁnes the system.

It is common to use on-oﬀ (or bang-bang. In any case. as shown in Fig. or a heater if the heating rate is the appropriate variable. while external ones may be a change in the environmental temperature. that is one would have to determine u(t) such that y = yr (t) using the mathematical model of the system alone.3.3) The key role is played by the controller which puts out a signal that is used to move an actuator in the plant. 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. Sensors that are commonly used are temperature-measuring devices such as thermocouples. where the reference or set value yr is prescribed. to the input side of the system. Internal disturbances may be noise in the measuring or actuating devices or a change in surface heat transfer characteristics due to fouling. (C. we will be using the so-called modern control or state- . The controller itself is either entirely mechanical if the system is not very complex.4) where Lc is a control operator. Open-loop control is not usually eﬀective for many systems.2. y(t) and u(t). (3. etc. Another method is Proportional-Integral-Derivative (PID) control [214] in which t u = Kp e(t) + Ki 0 e(s) ds + Kd de . and that is also frequently done. There is a comparator which determines the error signal e(t) = e(yr . or is a digital processor with appropriate software. For thermal systems contributing factors are the uncertainties in the mathematical model of the plant and the presence of unpredictable disturbances. The problem is called regulation if yr is a constant.) control. 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. and tracking if it is function of time.3 Linear systems theory The term classical control is often used to refer to theory derived on the basis of Laplace transforms.2. This is a passive method of control that is used in many thermal systems. If the changes desired in the output are very slow then manual control can be carried out. This is done using feedback from the output. Since this is exclusively for linear systems. It will work if the behavior of the system is exactly predictable. as measured by a sensor. y).4) form a set of equations in the unknowns x(t). 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. Linear systems theory 29 3. In open-loop control the input is selected to give the desired output without using any information from the output side. relay. dt (3. the ﬁgure actually shows unit feedback. The control process can be written as Lc (u. The actuator can be a fan or a pump if the ﬂow rate is to be changed. if precise output control is not required. For these cases closed-loop control is an appropriate alternative. and then Eqs. (3. resistance thermometers or thermistors.5) 3.3. the output in eﬀect is then insensitive to changes in input or disturbances. The controller designer has to propose a suitable Lc . or if the output of the system is not very sensitive to the input.9)–(3. Choice of a control strategy deﬁnes Lo and many diﬀerent methodologies are used in thermal systems.2 Systems with control The objective of control is to have a given output y = yr (t). which is usually taken to be e = yr − y. e. 3.

2) take the form dx dt y = Ax + Bu. C. B ∈ Rn×m . Similarly. . . . . controllability from one state to another implies that the system can be taken from any state to any other. The solution of Eq. and some of these are outlined below.10) is of rank n. (3. 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. . . the issue is only one of preference since the results are identical. . A ∈ Rn×n . B. and D can be functions of time in general. . . CAn−1 .1 Ordinary diﬀerential equations Much is known about a linear diﬀerential system in which Eqs. CB . (3.3. B. mainly because it can be extended to nonlinear systems. u and y are vectors of diﬀerent lengths and A.9) Eqs.9) and (3. D ∈ Rp×m . Linear systems theory 30 space analysis which is based on dynamical systems. . . 2! 3! with I being the identity matrix.7) where x ∈ Rn . u ∈ Rm . x. .12) . y ∈ Rp . . C.11) ∈ Rpn×n (3. CA . Control theory can be developed for diﬀerent linear operators. The system is then controllable. (3. (3. Also. 3. .8) where the exponential matrix is deﬁned as eAt = I + At + 1 1 2 2 A t + A3 t3 + . . . (3. Where they overlap. = Cx + Du. . here they will be treated as constants. C ∈ Rp×n . N = D . AB . . (3. A2 B .3. An−1 B ∈ Rn×nm . P = C . M = B .6). . (3. It must be emphasized that the u(t) that does this is not unique.9) deﬁne the state x(t) and output y(t) if the input u(t) is given. is of rank n. . 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 . CA2 B . . is of rank p. . Though A. the state x(t) is observable if and only if the matrix . (3. CAn−1 B ∈ Rp×(n+1)m .6) (3. .8) and (3.7).3. . (C. . and D are matrices of suitable sizes. T (3. it can be shown that the output y(t) is controllable if and only if . we get t y(t) = C eAt x(t0 ) + t0 eA(t−s) Bu(s) ds + Du. . CAB . . From Eq. . For a linear system. . CA2 . . . .

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. heat rates. (3. u). are bounded. The system may not be completely controllable since some of the components of x are algebraically related.4.4.2 Controllability and reachability General theorems for the controllability of nonlinear systems are not available at this point in time. (3.9) and (3. (3.6). If one is interested in local behavior about an equilibrium state x = x0 . are evaluated at the equilibrium point.3. (3. but one that can be used is a generalization of Eq.6) and (3.3 Bounded variables In practice. (3.1 Models There are no general mathematical models for thermal systems. Eq. (C. As a result of this.2 Algebraic-diﬀerential equations This is a system of equations of the form E dx = A x + B u.14) dt where f : Rn × Rm → Rn . due to hardware constraints it is common to have the physical variables conﬁned to certain ranges. but it may have restricted or R-controllability [45].6) such as dx = f (x.6). 3.13) where the matrix E ∈ Rn×n is singular [113]. This is equivalent to a set of equations. (3. Eq. 3. Nonlinear aspects 31 3.4. The Jacobian matrices (∂f /∂x)0 and (∂f /∂u)0 .2). being temperatures.15) has the same form as Eq. (3.15) where x = x0 + x′ and u = u′ . 3. 3. Results obtained from the linearized equations generally do not hold for the nonlinear equations.13) cannot be converted into (3.4. In a thermal convection loop it is possible to go from one branch of a bifurcation solution to another in this fashion [1].3. Thus regions of state space that are unreachable with the linearized equations may actually be reachable. (3. u = 0. some of which are ordinary diﬀerential and the rest are algebraic. dt (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. this can be linearized in that neighborhood to give dx dt = ∂f ∂x x′ + 0 ∂f u′ ∂u 0 = Ax′ + Bu′ . ﬂow rates and the like. even systems locally governed by Eqs.6) by substitution. so that variables such as x and u in Eqs.4 Nonlinear aspects The following are a few of the issues that arise in the treatment of nonlinear thermal control problems.7) are now nonlinear since the sum of solutions may fall outside the range in which x . If this happens.

for a controllable system in which only u is bounded in a neighborhood of zero. .17. 3. like y(t) = y0 (t) + . As an example. 121. one of which is the closed-aﬃne model dx = F1 (x) + F2 (x)u (3. dti (3.6).14). Through optimization routines the values of the unknowns are chosen to obtain the best ﬁt of the results of the model with experimental information.5. by which a complex system is reduced to mathematical form using experimental data [75. 129].3. . ∞ ∞ ∞ • Volterra models. Valves are typical elements in ﬂow systems that have this kind of behavior. x can reach any point in Rn if the eigenvalues of A have zero or positive real parts. On the other hand. u(ti ) dt1 . t3 . diﬀerence [23] or delay [57] equations such as dx = A x(t − s) + B u dt also appear in the modeling of thermal systems. There are many diﬀerent ways in which this can be done.5 System identiﬁcation To be able to design appropriate control systems. The latter is the process of system identiﬁcation. .134. and empirically from the analysis of experimental information (though combinations of the two paths are not only possible but common).19) .. . (3.18) • Fractional-order derivatives. and the origin is reachable if the eigenvalues of A have zero or negative real parts [179]. 148] can be used in diﬀerential models. This may be accompanied by hysteresis where the relationship also depends on whether the input is increasing or decreasing. (3. of which there are several diﬀerent possible deﬁnitions [10. t1 . one needs to have some idea of the dynamic behavior of the thermal system that is being controlled. • Functional [71]. (3. . .4 Relay and hysteresis A relay is an element of a system that has an input-output relationship that is not smooth. 135. 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. other models that are used include the following. a form of Ls is assumed with unknown parameter values. ti )u(t1 ) . i=1 −∞ −∞ ki (t. 3. t2 . .16) dt The bilinear equation for which F1 (x) = Ax and F2 (x) = N x + b is a special case of this.4.17) for a SISO system. 1 dm+1 Γ(m − n + 1) dtm+1 t a (t − s)m−n f (s) ds. are also used. Apart from the linear Eq. • There are many forms based on Eq. In this method. (3. Mathematical models of these systems can be obtained in two entirely diﬀerent ways: from ﬁrst principles using known physical laws. . the most common being the ﬁtting of parameters to proposed models [141]. it may be discontinuous or not possess ﬁrst or higher-order derivatives. System identiﬁcation 32 exists and thus may not be a valid solution..

6. it can be shown from the solution of Eq.2 On-oﬀ control In this simple form of control the heat rate in Eq. With the system in its on mode.25) We will assume that the heat source comes on when temperature falls below a value TL . Control strategies 33 3. T → Tmax = T∞ + Q0 /hAs as t → ∞. In practice.6 3. (3. and in its oﬀ mode. The other variables are now nondimensional. Choosing Q = θr . Since this is usually not the case some form of feedback control is required. so the system is controllable. c is its speciﬁc heat. Using M c/hAs and hAs (Ti −T∞ ) as the characteristic time and heat rate. it is is either Q = Q0 or Q = 0. n = m = 1 in Eq.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. and goes oﬀ when it is rises above TU .6). L is a characteristics length dimension of the body. (3. to do this the dimensional parameters hAs and T∞ must be exactly known.24) 0 oﬀ dt the solution for which is θ= 1 + C1 e−t C2 e−t on .27) . (3. and k is its thermal conductivity. Open-loop operation to maintain a given non-dimensional temperature θr is easily calculated. (3. (3.6.10) that rank(M )=1. that is θ(t) = (1 − θr )e−t + θr . (3. 3.22) that θ → θr as t → ∞. Under this lumped approximation the energy balance is given by dT + hAs (T − T∞ ) = Q(t).26) (3. Tmax − Tmin TU − Tmin . It also has an internal heat source Q(t) to compensate for this heat loss. depending on whether the heater is on or oﬀ.20) has only two values. T → Tmin = T∞ . Tmax − Tmin (3. and As is the surface area for convection.20) dt where M is the mass of the body. If Bi < 0.21) Here θ = (T − T∞ )/(Ti − T∞ ) where T (0) = Ti so that θ(0) = 1. Taking the non-dimensional temperature to be T − Tmin θ= (3.23) Tmax − Tmin the governing equation is dθ 1 on +θ = .6. the body can be considered to have a uniform temperature T (t). where h is the convective heat transfer coeﬃcient.21). respectively.3. The Biot number for the body is Bi = hL/k. this equation becomes Mc dθ + θ = Q(t) dt (3. u = Q. oﬀ (3. we ﬁnd from Eq. and the control objective is to maintain the temperature of the body at a given level by manipulating the heat source. These lower and upper bounds are non-dimensionally θL θU = = TL − Tmin .1. With x = θ.

34) (Kd + 1) 2 + (Kp + 1) + Ki θ = Ki θr . 1 − θU θU ln .. The result of applying this form of control is an oscillatory temperature that looks like that in Fig.3 0.6.29) respectively. It can be shown that the on and oﬀ time periods are ton toﬀ = = ln 1 − θL .3.6. the period and amplitude of which can be chosen using suitable parameters.31) (3.5 0.8 θ 0.6 0.5).9 θU 0. (3.30) If we make a small dead-band assumption. A Taylor-series expansion gives tp = 2 δ 1 1 + θr 1 − θr + .3. 3.7 0.4 0. = θr + δ. θL (1 − θU ) (3.1 0 0 1 2 3 4 5 t Figure 3. so that the derivative of Eq. we can write θL θU where δ ≪ 1.3: Lumped approximation with on-oﬀ control. 3.2 θL 0. Control strategies 34 1 0.. θL (3.33) = θr − δ. (3.3 PID control The error e = θr − θ and control input u = Q can be used in Eq.28) (3.21) gives dθ d2 θ (3. The frequency of the oscillation increases as its amplitude decreases.32) The period is thus proportional to the width of the dead band. (3. (3. The total period of the oscillation is then tp = ln θU (1 − θL ) . dt dt .

Kp + 1 Kp θ r = − θ0 + Kd + 1 Kd + 1 (3.4 shows two examples of closed-loop behavior with diﬀerent parameter values.1. 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.35) at t = 0.4: Lumped approximation with PID control. 3.5 (a) 0 −0. Ki and Kd will give overdamped or underdamped oscillatory or unstable behavior of the system.5. Fig. Control strategies 35 1. 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. Problems 1.6. The steady-state for Ki = 0 is given by θ = θr .9. (b) Kp = −0.3.5 (b) 1 θ 0. θr = 0.5 −1 −1.36) The response of the closed-loop system can be obtained as a solution.5 0 10 20 30 40 50 60 70 t Figure 3. (a) Kp = −0. with the initial conditions θ dθ dt = θ0 at t = 0. . It is desired to control their temperatures at TA and TB using separate internal heat inputs QA and QB .1. Ki = Kd = −0. (3. It can be appreciated that diﬀerent choices of the controller constants Kp .

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

Part III One spatial dimension 37 .

1: Complex conductive structures.2 4.Chapter 4 Conduction 4. At each node qi = 0 i (4.3) 4. 4.4) i Figure 4.1 Fin theory Long time solution ∂θ ∂ − ∂τ ∂ξ j The general ﬁn equation is a a ∂θ ∂ξ + f (θ) = 0 (4.1 Structures Fig.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 (4.2. 38 .2) from which T0 = (4.

The steady state is determined from d dθ (4.2.2.7) 1 2 1 a(θ′ )2 dξ 0 (4. Condition (4.12) = − a 0 since the ﬁrst term on the right side of equation (4. Substituting θ = θ + θ′ in equation (4.5) − a + f (θ) = 0 dξ dξ with the same boundary conditions. Thus we know from the above that I1 is nonpositive and from equation (4. we have dE = I1 + I2 dτ where E I1 I2 = = 0 1 1 (4. The dimensional equation is d2 T − m2 (T − T∞ ) = 0 (4. The boundary conditions for θ′ are homogeneous.9) (4. The boundary conditions are either Dirichlet or Neumannn type at ξ = 0 and ξ = 1.11) (4.4.2 Shape optimization of convective ﬁn Consider a rectangular ﬁn of length L and thickness δ as shown in Fig.7) tells us that E must decrease with time until reaching zero.13) then equation (4.6) a + f (θ + θ′ ) − f (θ) = 0 a − ∂τ ∂ξ ∂ξ where θ′ is the perturbation from the steady state. we have ∂θ′ ∂θ′ ∂ (4.13) holds if [θ′ and f (θ + θ′ ) − f (θ)] are of the same sign or both zero.5). If we also assume that I2 ≤ 0 (4.8) that E is nonnegative. Multiplying by θ′ and integrating from ξ = 0 to ξ = 1. 4. Fin theory 39 where f (θ) includes heat transfer from the sides due to convection and radiation.14) dx2 where 1/2 2h (4. 4.2.11) is zero due to boundary conditions.4) and subtracting (4.8) dξ (4.15) m= ks δ . Thus the steady state is globally stable. this is a consequence of the Second Law of Thermodynamics.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.

Thus βopt = δopt = Ap βopt βopt 2h ks δopt 1/2 2/3 ks Ap 2h ks Ap 2h (4.24) Numerically.20) (Tb − T∞ ) tanh Ap δ 2h ks δ 1/2 (4. constant ﬁn volume. 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 (4.2.18) = Tb = 0 (4.4.e.19) x=0 = ks δ(Tb − T∞ )m tanh mL Writing L = Ap /δ. we get q = ks δ 2h ks δ 1/2 (4.25) 1/2 2/3 Lopt = (4. Fin theory 40 T b T ∞ δ L Figure 4.26) .2: Rectangular ﬁn.23) (4. we ﬁnd that βopt Ap δopt = 1.21) Keeping Ap constant. i.16) (4.22) This is equivalent to where (4. 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 (4.17) (4.4192.

31) (4. 4.3.1 with convection.34) (4.4) reduces to − Uniform cross section For this case a = p = 1. 4. if θ(0) dθ (1) dξ we get θ = − tanh m sinh mξ + cosh mξ Example 4. For example.4 Fin with convection and radiation Steady state solutions Equation (4. Fin structure 41 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 (4.36) . we have − the solution to whiich is θ = C1 sinh mξ + C2 cosh mξ the constants are determined from the boundary conditions.29) (4.27) d2 θ + m2 θ + ǫ (θ + β)4 − β 4 = 0 dξ 2 (4.30) = = 1 0 (4.4.28) d2 θ + m2 θ = 0 dξ 2 (4.3 Fin structure Consider now Fig. so that − Convective With only convective heat transfer.35) d dξ a dθ dξ + m2 pθ + ǫp (θ + β)4 − β 4 = 0 (4.33) T (x) = T1 − T0 cosh L x (4.32) (4.

4. Fin with convection and radiation 42 Radiative The ﬁn equation is − Let φ=θ+β so that − d2 φ + ǫφ4 = −ǫβ 4 dξ 2 (4.4. 0 dξ 2 φ1 (0) = 0.41) (4. The lowest order equation is dφ 0 = 0.. (4. . dφ1 (1) = 0 dξ (4. (4.40) (4. we will ﬁnd a perturbation solution with the boundary conditions φ(0) dφ (1) dξ We write φ = φ0 + ǫφ1 + ǫ2 φ2 + .46) φ = (1 + β) + ǫ [(1 + β)4 − β 4 ] so that θ = 1 + ǫ [(1 + β)4 − β 4 ] Convective and radiative + .38) (4. dξ 2 which gives φ0 = 1 + β To the next order dφ 1 = φ4 − β 4 .37) As an example....43) (4.47) ξ2 − [(1 + β)4 − β 4 ]ξ 2 + .42) = = 1+β 0 (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 (4.44) φ0 (0) = 1 + β.49) .48) (4. .39) d2 θ + ǫ (θ + β)4 − β 4 = 0 dξ 2 (4. dφ0 (1) = 0 dξ (4.

(4. 4.51) (4.5. .2 Show that under suitable conditions. Perturbations of one-dimensional conduction 43 4.57) (4.59) θ(ξ) = θ0 (ξ) + ǫθ1 (ξ) + ǫθ2 (ξ) + .55) − m2 θ = 0 θ(0) = 1 dθ (L) = 0 dξ (4.4.54) = Tb = 0 (4.1 [13] Perturbations of one-dimensional conduction Temperature-dependent conductivity The governing equation is d dx k(T ) dT dx − Ph (T − T∞ ) = 0 A (4.53) (4.5. .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∞ (4.4.60) . the temperature distribution in a two-dimensional rectangle tends to that given by a one-dimensional approximation.58) where m2 = Introduce P hL2 Ak0 (Tb − T∞ ) (4.5 4.1 Annular ﬁn Example 4.56) (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.

62) (4.63) θ(ξ) = cosh mξ − tanh m sinh mξ (4. The radii of the two circles are r1 and r2 .5.3 can be solved by regular perturbation [13]. we have r= 2 r2 − a2 (1 − cos2 ψ) − a cos ψ. 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. 4. where 2 r2 = a2 + r2 + 2ar cos ψ.2 Eccentric annulus = −θ0 d2 θ 0 − dξ 2 dθ0 dξ 2 1 (4. We will use polar coordinates (r.69) Solving for r.65) (4.61) (4. Perturbations of one-dimensional conduction 44 r 2 a Ο2 Ο 1 ^ r T=T 2 ψ r T=T 1 Figure 4.66) (4.4. ψ) with the center of the small circle as origin.70) . The two circles are at r = r1 and r = r.68) = −m2 (1 − tanh2 m) cosh 2mξ − m2 tanh m sinh 2mξ = 0 = 0 Steady-state conduction in a slightly eccentric annular space. (4.67) (4. (4.3: Eccentric annulus.5. as shown in Fig.64) (4.

.75) (4. ψ) = 0. .73) T (r.80) (1 + d)2 − ǫ2 (1 − cos2 ψ) − ǫ cos ψ − d. (4. ψ) + ǫ2 θ2 (0. ψ) = θ0 (R. .4. = 1.79) (4. Perturbations of one-dimensional conduction 45 In the quadratic solution. 0.76) (4. ψ) + ǫθ1 (0. = T2 . . (4. .71) ∂ ∂2 ∂2 1 1 + + ∂R2 R + d ∂R (R + d)2 ∂ψ 2 (4. ψ) + . = 0. ψ) = 0.77) = T1 . ψ) + ǫθ1 (R.85) (4. . . . . 2 θ0 (0. . ψ) With the variables θ R d ǫ we get = = = = T − T2 . . (4.82) R(ψ) = 1 − ǫ cos ψ − ǫ2 (1 − cos2 ψ) + . ψ) + ǫθ1 (R.81) The perturbation expansion is θ(R. r2 − r1 a . r2 − r1 θ(R.86) (4. . (4. 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 . Substituting in the equations.74) (4. 2 θ0 (R. the positive sign corresponding to the geometry shown in the ﬁgure has been kept. (4. T1 − T2 r − r1 . ψ) T (r.78) and θ(0.5.84) (4. = 0. we get ∂2 ∂ ∂2 1 1 + + ∂R2 R + d ∂R (R + d)2 ∂ψ 2 θ0 + ǫθ1 + ǫ2 θ2 + . r2 − r1 r1 . ψ) where R(ψ) = = r − r1 r2 − r1 = = 1. ψ) + ǫ θ2 (R. ψ) + ǫ2 θ2 (R. . ψ) θ(R.72) (4. ψ) + . ψ) + . (4.83) (4.

. . cos ψ dθ0 (1.93) (4. ψ) + ǫ θ1 (1.86) can be further expanded in a Taylor series around R = 1 to give θ0 (1. ln(1 + 1/h) = = = 0. we get ∂2 ∂ ∂2 1 1 θ0 + + 2 2 ∂ψ 2 ∂R R + d ∂R (R + d) θ0 (0. . (4.92) (4.89) (4.97) (4. dR cos ψ .90) dθ0 (1. (1 + 2h) ln(1 + 1/h) R + h (4. 0. (4. ψ) = 1 − To order O(ǫ1 ) ∂2 ∂ ∂2 1 1 θ1 + + 2 2 ∂ψ 2 ∂R R + d ∂R (R + d) θ1 (0. ψ).98) so that substitution veriﬁes that equation (4.101) x √ 2 κt (4.99) (4.6. ψ) θ0 (1.4. 0.87) (4.91) R − 2h R cos ψ . ψ) = = = = The solution is θ1 (R.98) is a solution to equation (4.84). 1.96) 4.97).94) (4. = 0. ψ) + . ψ) = ± 0.95) ln(1 + R/h) .100) (4.88) (4. Transient conduction 46 Using Eq. (4. ψ) which has the solution θ0 (R.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. (1 + h) ln(1 + 1/h) (4. ψ) θ1 (1. dR (4. ψ) − cos ψ Collecting terms to order O(ǫ0 ).

T (L. t) = T2 . T ′ (L. we consider the eigenvalue problem d2 φ = λφ dx2 with φ(0) = φ(L) = 0.112) The solution shows that T ′ → 0. (4.1.7 Linear diﬀusion Let T = T (x.109) so that daj = −α dt with the solution aj = Cj exp −α Thus T ′ (x.102) ∂t ∂x in 0 ≤ x ≤ L. t) = T − T we have the same equation ∂T ′ ∂2T ′ =α 2 ∂t ∂x (4. and T (x. as t → ∞. t) and ∂T ∂2T =α 2 (4. Its eigenvalues are λi = − and its orthonormal eigenfunctions are φi (x) = Thus we let θ(x. L L (4. t) = i=1 (4. Linear diﬀusion 47 4. 0) = f (x) − T . and T ′ (x. 0) = f (x). The steady state solution is T (x) = T1 + With T ′ (x. It must be noted that there has been no need to linearize.105) but with the conditions: T ′ (0. Thus θ = 0 is a stable solution of the problem. L2 (4.103) (4.7. t) = i=1 ∞ jπ L aj . t) = T1 . 2 (4.4. jπ L 2 (4.111) Cj exp −α jπ L 2 t 2 iπx sin . The operator is self-adjoint. L L ∞ (4. t) = 0.110) t . L (4. .107) 2 iπx sin . Following the methodology outlined in Section A.106) i2 π 2 . t) = 0. since Eq.105) was already linear.6.104) T2 − T1 x. with the boundary and initial conditions T (0. (4.108) ai (t)φi (x).

.113) Consider two time scales. 0) = g(x) 1 = .120) The lower limit of the integral is simply a convenient value at which g(x) = 0.123) (4.114) (4. (4. long scale t2 = ǫt.8. t2 ) + . t ≥ 0. t2 ) + ǫT1 (x. Nonlinear diﬀusion 48 4. we get ∂T0 = f (T0 ). The initial condition is taken to be T (x. t1 . Substituting and collecting terms of O(ǫ0 ). t2 ). ∂t ∂t1 ∂t2 Assuming an asymptotic expansion of the type T = T0 (x.118) (4. and a slow.115) (4.4. ∂t ∂x with −∞ < x < ∞. short one t1 = t. 1 + eλx (4.122) (4. 4. t1 .121) f (r) 1/2 The terms of O(ǫ) are ∂ 2 T0 ∂T0 ∂T1 = f ′ (T0 )T1 + − 2 ∂t1 ∂x ∂t2 Diﬀerentiating Eq. . .120 with respect to x gives ∂T0 ∂θ = f (T0 ) . we have a Taylor series expansion f (T ) = f (T0 ) + ǫf ′ (T0 ) + .119) dr = t1 + θ(x. a fast.8 Nonlinear diﬀusion The following diﬀusion problem with heat generation is considered in [81] ∂T ∂2T = ǫ 2 + f (T ). f (r) (4.124) . . ∂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. Thus ∂ ∂ ∂ = +ǫ .117) (4. ∂t1 with the solution T0 1/2 (4.116) (4. Applying the initial condition gives g(x) dr θ= . and ǫ ≪ 1.5.

136) + κeκθ ∂2θ ∂x2 (4. ∂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 ) = (4.133) ln f (T0 ) f ′ (T0 ) ∂2θ ∂θ − + f ′ (T0 ) 2 ∂x ∂t2 f (T0 ) + T1 f ′ (T0 ). 4.130. where Eq. Nonlinear diﬀusion 49 Also.129) The solution is T1 = A(x.137) (4.138) = κ2 eκθ = κeκθ ∂θ ∂t2 .125) .131) ∂T0 ∂t1 (4.4. t2 ) + t1 ln f (T0 ) f (T0 ) (4. (4. we take ∂θ ∂2θ − + κ(x.135) (4. To suppress the secular term in Eq. (4. 4.127) (4. (4. ∂t1 ∂x2 ∂t2 ∂t1 ∂2θ ∂θ − + ∂x2 ∂t2 ∂θ ∂x 2 (4.132) (4. t1 ) 2 ∂x ∂t2 where κ = f ′ (T0 ).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 (4.8. 4.122. diﬀerentiating with respect to t2 gives ∂T0 ∂θ = f (T0 ) ∂t2 ∂t2 Substituting in Eq.128) ∂θ ∂x 2 (4. t2 ) = eκθ . Let so that its derivatives are ∂w ∂x ∂2w ∂x2 ∂w ∂t2 = κeκθ ∂θ ∂x ∂θ ∂x 2 ∂θ ∂x 2 = 0.119 has been used.134) w(x.126) ∂T1 ∂θ ∂ ∂2θ = f ′ (T0 )T1 + f (T0 ) − + ln f (T0 ) .

143) (4.4.142) √ 1 = − √ R′ (x + 2r t2 ) 2 π = and substituting. 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. 0) = e −λx (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. (4. 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) (4.145) dr f (r) (4.140) 0.153) .139) (4.150) Thus w= and from Eq.151) R(x) = w(x. 4. so that the integral in Eq.152) (4. we take f (T ) = T (1 − T ).115. ∞ ∞ √ 2 R(x + 2r t2 )e−r dr. 0). 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. 4. Also.120 T0 1/2 Substituting in the equation.147) is Fisher’s equation: As an example. 0)] g(x) (4.148) (4.8. (4.144) ∞ 1 √ π ∞ ′′ ∞ R (x + 2r t2 )e−r dr √ exp [κθ(x.141) where R(x) = w(x.

Thus ∂T ∂ = ∂t ∂x k(T ) ∂T ∂x . T ′ (L.7.9. (4. 4. dt Thus E → 0 as t → ∞ whatever the initial conditions.160) with T (0. 4. Stability by energy method 51 Substituting in Eq.154) (4.159) Let us now re-do the problem for a bar with temperature-dependent conductivity. T (x).155) This is a wave that travels with a phase speed of (1 + λ2 ǫ)/λ. t) = 0.158) dE ≤ 0.9 4. (4.161) .9.4.157) 2 0 so that E ≥ 0. t) = T1 and T (L. The deviation from the steady state is governed by ∂T ′ ∂2T ′ (4. is governed by d dx k(T ) dT dx = 0. t) = T2 . Deﬁne 1 L ′2 E(t) = T dx (4.156) =α 2 ∂t ∂x with T ′ (0.2 Nonlinear (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 (4.1 Stability by energy method Linear As an example consider the same problem as in Section 4. The steady state.141 and integrating. t) = 0.9. w = exp −λx + λ2 t2 so that T0 = 1 1 + exp [x − t(1 + λ2 ǫ)/λ] (4. 4.

167) ∂θ = θk(θ) ∂x 0 − k(θ) 0 Due to boundary conditions the ﬁrst term on the right is zero.4. 4. . 4 = . . 1. t) = T (x. 4.162) (4. . 4.10 Self-similar structures Consider the large-scale structure shown in Fig. . with θ(0. t) = 0.168) The total volume of the material is VT = π 2 2 2 2 D0 L0 + 2D1 L1 + 4D2 L2 + 8D3 L3 + .165) ∂θ ∂x L = dx ∂θ ∂x 2 (4.. (4. t) = θ(L.10.. .4 in which each line i (indicated by i = 0.169) Both of these are ﬁnite if β < βc = .. The length of each bar is Li = L/β i and its diameter is Di = D/β i .163) where θ = θ(x. bipolar. Then dE dt L 1 2 L θ2 dx.. . . (4. Thus ∂ ∂θ = ∂t ∂x k(θ) ∂θ ∂x . = .166) dx.11 Non-Cartesian coordinates Toroidal. The total length of the structure is LT = L0 + 2L1 + 4L2 + 8L3 + . The steady state is θ = 0. (4.. t) − T (x). . . t). so that dE/dt ≤ 0. The beginning is at temperature T0 and the ambient is T∞ . Thus E → 0 as t → ∞. Self-similar structures 52 Let the deviation from the steady state be θ(x.164) = 0 L θ θ 0 ∂θ dx ∂t ∂ ∂x k(θ) L (4. 0 (4. .) is a conductive bar. (4. Let E(t) = so that E ≥ 0.

t) is a function of spatial coordinates ξ and time t. The simplest examples occur when only one spatial dimension is present. 110]. The state X(ξ.170) ∂t with homogeneous boundary and suitable initial conditions. (4.4. It is thin and long enough such that the transverse temperature distribution may be neglected. Exact controllability exists if the function representing the state can be taken from an initial to a ﬁnal target state. 2 . The system is then described by PDEs that represent a formidable challenge for control analysis. and B is a another linear operator.5 shows a ﬁn of length L with convection to the surroundings [4].. Determination of approximate controllability is usually suﬃcient for practical purposes. 4.172) ∂t ∂ξ . then it has real eigenvalues and a complete orthonormal set of eigenfunctions φm (ξ). Consider a system governed by ∂X = AX + Bu. valid for Bi ≪ 1. . Fig. . It is known [110] that the system is approximately state controllable if and only if all the inner products B. If A is self-adjoint.12. 4. where A is a bounded semi-group operator [2]. which forms a complete spatial basis for X. with m = 0. (4.171) The lumped approximation in this chapter. φm = 0. is frequently not good enough for thermal systems. 1. (4. Thermal control 53 $T_\infty$ 3 3 2 2 3 3 1 T 0 0 1 3 3 2 2 3 3 Figure 4.12 Thermal control Partial diﬀerential equations (PDEs) are an example of inﬁnite-dimensional systems that are very common in thermal applications [2. The temperature ﬁeld is governed by ∂2T ∂T = α 2 − ζ(T − T∞ ).4: Large-scale self-similar structure. and is approximate if it can be taken to a neighborhood of the target [118]. and the spatial variation of the temperature must be taken into account.

t) = 0. 0) = 0. and θ(ξ. and ξ is the longitudinal coordinate measured from one end. 0) = 0.12.172) becomes. t) is the temperature distribution that represents the state of the system. t) = TL is ﬁxed.4. 4L2 (2m + 1)πξ 2 cos . It can be shown that the same problem can also be analyzed using a ﬁnite-diﬀerence approximation [5].5: One-dimensional ﬁn with convection. Thermal control 54 ξ=0 E ξ T∞ ξ=L TL Figure 4. Eq. t is time. ∂t ∂ξ with the initial and boundary conditions (∂θ/∂ξ)(0. t) = 0. so the system is indeed state controllable. the domain [0.171) is satisﬁed for all m. (4. ρ is the density. we can arbitrarily assume the ﬁn to be initially at a uniform temperature. . dt 1 This (4. (a) Distributed control: The boundary temperature T (L. (4. B = ζ. The thermal diﬀusivity is α. θ(L. where T (ξ. A is a self-adjoint operator with the eigenvalues and eigenfunctions βm φm = − = (2m + 1)2 π 2 − ζ. L 2L respectively. (4.174) becomes dθi = σθi−1 − (2σ + ζ)θi + σθi−1 . and ζ = hP/ρcAc where h is the convective heat transfer coeﬃcient. ∂θ ∂2θ = α 2 − ζθ + ζθ∞ (t) ∂t ∂ξ (4. T∞ is the temperature of the surroundings.173) with the homogeneous boundary and initial conditions (∂θ/∂ξ)(0. t) = 0. To enable a ﬁnite-diﬀerence approximation [5].174) = α 2 − ζθ.170) are A = α∂ 2 /∂ξ 2 − ζ. Inequality (4. t) = 0. θ(L. t) = TL (t) − T∞ . t) of the ﬁn. L] is divided into n equal parts of size ∆ξ.172) becomes ∂θ ∂2θ (4. Ac is the constant cross-sectional area of the bar. and u = θ∞ . 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. Since a linear system that is controllable can be taken from any state to any other. For simplicity it will be assumed that ζ is independent of ξ. Using it as a reference temperature and deﬁning θ = T − TL . Eq.175) term is also used in other senses in control theory. The end ξ = 0 will be assumed to be adiabatic so that (∂T /∂ξ)(0. (b) Boundary control: Using the constant outside temperature T∞ as reference and deﬁning θ = T − T∞ . The operators in Eq. P is the perimeter of the cross section. and θ(ξ. so that Eq. (4. and c is the speciﬁc heat.

. 4.6). . 0 . . . . (4. ··· ··· ··· (4. σ]T ∈ Rn . indicating that the state of the system is also boundary controllable. . The controllability matrix M is 0 ··· ··· 0 0 ··· 0 σ n−1 . .13. A = (4. . Multiple scales 55 where σ = α/∆ξ 2 . 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 ··· . . . M = .174) can be discretized to take the form of Eq. (3. 2 ∆T T (L) = T − . . . T (0) = T + . . . and with a step change in temperature at one end. Thus we ﬁnd −(2σ + ζ) 2σ 0 ··· 0 . .180) where ǫ ≪ 1. . ..176) ∈ Rn×n . σ 0 ··· 0 σ −(2σ + ζ) B = [0. σ −(2σ + ζ) σ .13 Solve Multiple scales ∂T1 ∂t ∂T2 ∂t ∂ 2 (T1 − T2 ) ∂x2 2 ∂ (T2 − T1 ) = Rα ∂x2 = α (4. .181) Problems 1. where i = 1 is at the left and i = n + 1 at the right end of the ﬁn in Fig. With this Eq. . · · · .177) The boundary conditions have been applied to make A non-singular: adiabatic.4.179) (4. . . Let t = t0 + ǫt1 (4. (4. . 2 show that the magnitude of the heat rate is independent of the sign of ∆T if we can write k(x.. .5. T ) = 0. 2. The rank of M is n.178) 4. . From the governing equation for one-dimensional conduction » – d dT k(x. . and at the right end θn+1 is the control input u. where x is the vector of unknown θi . . dx dx with boundary conditions ∆T . The nodes are i = 1. n + 1. T ) = A(x) λ(T ).

Optimize the ﬁn assuming the ﬁn volume to be constant and maximizing the heat rate at the base. Neglect convection from the thin sides. where δ = [1 − (x/L)]2 δb . Consider a longitudinal ﬁn of concave parabolic proﬁle as shown in the ﬁgure. Consider a rectangular ﬁn with convection. Find (a) the temperature distribution in the ﬁn. T ∞ T b x L Figure 4. radiation and Dirichlet boundary conditions. Find (c) the optimum base thickness δb .13. . δb is the thickness of the ﬁn at the base. Graph the results for several values of the parameters.4. and (b) the heat ﬂow at the base of the ﬁn.6: Longitudinal ﬁn of concave parabolic proﬁle. Calculate numerically the evolution of an initial temperature distribution at diﬀerent instants of time. 3. Assume that the base temperature is known. and (d) the optimum ﬁn height L. Multiple scales 56 2.

1 Hydrodynamics Mass conservation For a duct of constant cross-sectional area and a ﬂuid of constant density.5) where p1 and p2 are the pressures at the inlet and outlet respectively.1. the pressure force. for simplicity.1. 5. We will take a one-dimensional approach and neglect transverse variations in the velocity and temperature.4) Integrating over the length L of a pipe. and p is the pressure in the ﬂuid. we will assume that ﬂuid properties are constant and that the area of the pipe is also constant.Chapter 5 Forced convection In this chapter we will considering the heat transfer in pipe ﬂows. we have (5. the viscous force and fp .1 5. V . is also constant.1. in the positive s direction are: fv . Since the mass of the element is ρA ds.1) (5.2 Momentum equation The forces on an element of length ds. 5. and the hydraulic diameter is deﬁned by D = 4A/P . We can write fv fp = −τw P ds ∂p = −A ds ∂s (5. we can write the momentum equation as ρA ds from which we get dV = fv + fp dt (5. In addition. the mean velocity of the ﬂuid. 57 .2) where τw is the magnitude of the wall shear stress. shown in Fig.3) dV τw P 1 ∂p + =− dt ρA ρ ∂s 4τw p1 − p2 dV + = dt ρD ρL (5. 5.

r is the radial coordinate. Laminar The fully developed laminar velocity proﬁle in a circular duct is given by the Poiseuille ﬂow result ux (r) = um 1 − 4r2 D2 (5.13) (5. The mean velocity is given by V = Substituting the velocity proﬁle.5. The wall shear stress is estimated below for laminar and turbulent ﬂows. β = 1/ρL.8) um 2 (5.14) (5. Hydrodynamics 58 p s p+dp fp f v ds Figure 5.11) (5.6) dt where T (V ) = |4τw /ρDV | is always positive.12) (5. and acts in a direction opposite to V . and ∆p = p1 − p2 is the pressure diﬀerence that is driving the ﬂow. we get V = The shear stress at the wall τw is given by τw = −µ ∂ux ∂r (5. and D is the diameter of the duct.7) where u is the local velocity. so that we can write dV + T (|V |)V = β ∆p (5.15) .1.10) r=D/2 4 πD2 D/2 ux (r) 2πr dr 0 (5.1: Forces on an element of ﬂuid. um is the maximum velocity at the centerline.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. For fully developed ﬂow we can assume that τw is a function of V that depends on the mean velocity proﬁle.

18) where the Reynolds number is Re = |V |D/ν. and P is the inner perimeter.20) Example 5. 2D (5.51 + 3.7 Re f 1/2 (5. or the Colebrook equation for rough pipes 1 = −2. 5.5.16) (5.3164 Re1/4 (5.3 Long time behavior Consider the ﬂow in a single duct of ﬁnite length with a constant driving pressure drop.1 Consider a long. 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. p1 − p2 = 0 and there is no ﬂow. or similar expressions. without acceleration. In the ﬂow in a length of duct. Thus ∆p = f = f L 1 2 ρV 4A/P 2 1 L ρ|V |V D 2 (5. which is one-fourth the Darcy-Weisbach value. Find the resulting time-dependent ﬂow. The ﬂow velocity in the steady state is a solution of T (V )V = β ∆p (5. the pressure drop is given by ∆p A = τw P L where A is the cross-sectional area. Make the assumption that the axial velocity is only a function of radial position and time. For t > 0. the Fanning friction factor. .0 log f 1/2 e/Dh 2. is used in the literature.1.17) Here f is the Darcy-Weisbach friction factor1 . confusingly.6).1. For t ≤ 0. L. The governing equation for the ﬂow velocity is equation (5. and may be calculated from the Blasius equation for smooth pipes f= 0.19) where e is the roughness at the wall. p1 − p2 is a nonzero constant.22) (5.21) (5. thin pipe with pressures p1 and p2 ate either end. The friction factor is also a fucntion of |V |.23) 1 Sometimes.

E(V ) is a Lyapunov function.29) If we assume that T (V ) is a non-decreasing function of V . and V = V is globally stable to all perturbations. where an elemental control volume is shown.33) Q+ = Q− + ∂s The diﬀerence between the two is Q+ − Q− = = ∂Q− ds ∂s ∂2T ∂T − kA 2 ρAV c ∂s ∂s ds (5.25) 1 ′2 V 2 (5.5.26) (5. so that dE ≤0 dt Thus. 5. equation (5.23).31) (5.28) ′ = −V V T (V + V ) − T (V ) − V T (V + V ) (5.2 Energy equation Consider a section of a duct shown in Fig. we see that V ′ V T (V + V ′ ) − T (V ) ≥ 0 regardless of the sign of either V ′ or V . c is the speciﬁc heat at constant pressure and k is the coeﬃcient of thermal conductivity.32) Q− = ρAV cT − kA ∂s where the ﬁrst term on the right is due to the advective and second the conductive transports. we ﬁnd that dE dt dV ′ dt = −V ′ T (V + V ′ )(V + V ′ ) − T (V )V = V′ ′ ′ ′2 (5. (5. We can show that under certain conditions the steady state is globally stable. say nonnegative.34) .30) 5. The heat rate going out is ∂Q− ds (5. we get dV ′ = −T (V + V ′ )(V + V ′ ) + T (V )(V ) dt Deﬁning E= so that E ≥ 0.2. The heat rate going in is given by ∂T (5. Writing V = V + V ′ .2.27) (5.24) (5.6) 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.

34) and (5. heat is gained from the side at a rate dQ.35) in (5. Furthermore.2.42) Boundary conditions may be θ = 0 at ξ = 0.35) where the last term is the rate of accumulation of energy within the control volume.2. Energy equation 61 Q Q _ s + Q ds Figure 5.5. Substituting equations (5.40) ∂θ d2 θ ∂θ + −λ 2 =1 ∂τ ∂ξ dξ λ= k LV ρc (5. is known all along the duct. θ = θ1 at ξ = 1. q(s).36) (5. An energy balance for the elemental control volume gives Q− + dQ = Q+ + ρA ds c ∂T ∂t (5.39) (5.1 Known heat rate (5. . which can be written as dQ = q ds where q is the rate of gain of heat per unit length of the duct.38) (5.41) where (5.2: Forces on an element of ﬂuid.37) The heat rate per unit length. Deﬁning ξ θ τ gives = = = x L (T − Ti )ρV AC Lq tV L (5.36) 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.

43) ξ θ τ gives = = = x L T − Ti T∞ − Ti tV L (5. U is the overall heat transfer coeﬃcient and P the cross-sectional perimeter of the duct. and the ﬂuid velocity is V . t) Tout (t) 62 Figure 5. q = P U (T∞ − T ) (5.3. Single duct T∞ (t) Tin (t) V T (s.49) 5. Using the same variables to represent non-dimensional quantities.3: Fluid duct with heat loss.2 Convection with known outside temperature Deﬁning The heating is now convective with a heat transfer coeﬃcient U .47) where λ H = = (5. Thus. t) and the ambient temperature is T∞ (t).52) L T − T∞ (5. The inlet temperature is Tin (t).51) L tV τ = (5. The duct is subject to heat loss through its surface of the form U P (T − T∞ ) per unit length.48) (5. and an external temperature of T∞ (s).45) (5. and the outlet temperature is Tout (t).46) ∂θ ∂θ d2 θ + − λ 2 + Hθ = H ∂τ ∂ξ dξ k LV ρc U ρL ρV Ac (5.53) θ = ∆T . and neglect axial conduction through the ﬂuid and the duct.5.2. We assume that the ﬂow is one-dimensional.3. 5. 5.50) ∂τ ∂ξ where the nondimensional variables are s ξ = (5. the governing non-dimensional equation is ∂θ ∂θ + + Hθ = 0 (5.44) (5. where the local ﬂuid temperature is T (s.3 Single duct Consider the duct that is schematically shown in Fig.

55) (5.58) λ X= This gives the equation ξ−1 λ (5. . We can use a boundary layer analysis for this singular perturbation problem.57) dξ 2 dξ where λ ≪ 1. Notice that the nondimensional mean ambient temperature is. we have (5.62) (5. The characteristic temperature diﬀerence ∆T will be chosen later. The ambient temperature is T∞ (t) = T ∞ + T∞ (t) (5. i. the residence time. 5.59) 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 (5.3.63) (5. . zero. by deﬁnition.5.65) (5.60) To lowest order.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 (5.56) with boundary condition θ(0) = 0 is The boundary layer is near ξ = 1. and with the boundary conditions θ(0) = 0 and θ(1) = θ1 .54) where the time-averaged and ﬂuctuating parts have been separated. 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 + .e. .64) (5. Single duct 63 The characteristic time is the time taken to traverse the length of the duct.3.61) (5. The parameter γ = U P L/ρAV c represents the heat loss to the ambient.66) with the solution The boundary condition θin (X = 0) = θ1 gives θ1 = A + B. The outer solution is θout = 1 − e−Hξ (5.

4. 5.3. γ.67) The t < s part of the solution is applicable to the brief. 0) = T0 (s) are shown in Fig. Single duct 64 t t=s t>s T (0.2 Unsteady dynamics t The general solution of this equation is T (s. Tout (t). .3. but at a previous instant in time. The later t > s part depends on the temperature of the ﬂuid entering at s = 0. t) = f (s − t) + γ eHt T∞ (t′ ) dt′ e−Ht 0 ′ (5. 5.70) The outlet temperature is the same as the inlet temperature.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. and the ambient temperature ﬂuctuation.68) T (s.69) becomes Tout (t) = Tin (t − 1)e−H T0 (1 − t)e−Ht for t ≥ 1 for t < 1 (5. at the outlet section. s = 1.4 Constant ambient temperature For this T∞ = 0. The solution becomes ′ t Tin (t − s)e−Hs + He−Ht t−s eHt T∞ (t′ ) dt′ for t ≥ s (5. 0) = T0 (s) s Figure 5. T∞ . t) = Tin (t) d t<s © T (s. The temperature. t) = Tin (t) and T (s. The outlet temperature is also aﬀected by the heat loss parameter. 5. The following are some special cases of equation (5.3. and equation (5. 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. transient period of time in which the ﬂuid at time t = 0 has still not left the duct. after an initial transient. 5.3. the inlet and outlet temperatures are related by a unit delay.5. but with an exponential drop due to heat transfer.69) It can be observed that.69).71) This is similar to the above. t) = ′ t T0 (s − t)e−Ht + He−Ht 0 eHt T∞ (t′ ) dt′ for t < s for t ≥ 1 for t < 1 (5.4: Solution in s-t space.

5.74) (5. 5.3.5 Periodic inlet and ambient temperature We take Tin (t) T∞ (t) = T in + Tin sin ωt = T∞ sin Ωt (5.76) (5.3.69) 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. Single duct 65 Figure 5. A properly-designed control system that senses the outlet temperature must take the frequency dependence of its amplitude and phase into account. There are several complexities that must be considered in practical applications to heating or cooling networks.78) .5: Eﬀect of wall.77) (5. 5. some of which are analyzed below.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 (5.72) (5.3.75) The outlet temperature has frequencies which come from oscillations in the inlet as well as the ambient temperatures.73) so that equation (5.

5.84) = = = = x L tV L T − T∞ Ti − T∞ Tw − T∞ Ti − T∞ (5.90) dT + Hw θ = 0 dξ Hw = w w Hin Hout w + Hw Hin out (5.85) (5.4.87) (5.89) (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.6.79) (5. we have . Neglecting axial conduction.83) (5.92) 5.88) (5.5.91) where (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. Two-ﬂuid conﬁguration 66 Nondimensionalize.86) (5.81) (5. we get θw = The governing equation is d2 θ w + Hin (θw − θ) + Hout θw dξ 2 Hin θ Hin + Hout = 0 0 (5.80) (5.4 Two-ﬂuid conﬁguration Consider the heat balance in Fig.

ﬂat plates at y = −h and y = h.) The momentum equation is then d dy µ(T ) du dy =P (5.5. and the viscosity is assumed to decrease exponentially with temperature according to µ = exp(1/T ).94) (5.99) with T = T0 at y = ±h. (5.96).5. The energy equation can be written as k d2 T + µ(T ) dy 2 du dy 2 =0 (5. Newtonian ﬂuid between ﬁxed. 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. 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 (5.93) (5.96) with boundary conditions u = 0 at y = ±h. we get µ(T ) du = Py + C dy (5. There is also other evidence for this.5 Flow between plates with viscous dissipation Consider the steady. We non- .6: Two-ﬂuids with wall. and the viscosity is assumed to be given by Eq. Flow between plates with viscous dissipation 67 1 2 Figure 5. where k has been taken to be a constant.98) Due to symmetry du/dy = 0 at y = 0 so that C = 0. Integrating.97) (5. The second term corresponds to viscous heating or dissipation. laminar ﬂow of an incompressible.95) 5.

two numerically obtained solutions for a = 1 are shown in Fig. (5.104) for a < ac and above which there are none.8 −0. Mc dT + mc(Tin − Tout ) = 0 ˙ dt (5.2 0 η 0.8 where S is the slope of the temperature gradient on one wall. Figure 5.4 0.8: Bifurcation diagram. 5.6.6 Regenerator A regenerator is schematically shown in Fig.5.2 0.102) and (5.101) d2 θ + a η 2 eθ = 0 dη 2 a= βP 2 h4 kµ0 (5.102) with boundary conditions (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. 5. The bifurcation diagram corresponding to this problem is shown in Fig.6 0.9. dimensionalize using θ η The energy equation becomes = β(T − T0 ) y = h (5.103) (5. θ = 0 for η = ±1 5.6 −0.104) for a = 1.104) The boundary conditions are There are two solutions that can be obtained numerically (by the shooting method.9: Schematic of regenerator. There are other solutions also but they do not satisfy the boundary conditions on the velocity. 5.7: Two solutions of Eq. (5.8 1 0 0 1 2 3 a 4 5 6 Figure 5.7.100) (5. Figure 5.105) .102) where (5. for instance) for the boundary-value problem represented by Eqs.4 −0. As examples.

for each duct.5. At each junction. 5.108) Example 5. 5.10.8 Networks A network consists of a number of ducts that are united at certain points.110) i where Ai are the areas and Vi the ﬂuid velocities in the ducts coming in.106) (5. 5.107) = ur 2πrHT − k2πrH where H is the distance between the disks. the momentum equation is dVi + T (Vi )Vi = β pin − pout + ∆p i i dt (5.2 Redo the previous problem with a slightly eccentric ﬂow.7. the temperature ﬁeld is T (r) = T1 ln(r2 /r) − T2 ln(r1 /r) ln(r2 /r1 ) (5. With dqr /dr = 0. Furthermore.10: Flow between disks.7 Radial ﬂow between disks This is shown in Fig. the sum being over all the ducts entering the junction.111) . C r dT dr ur qr = (5. we get d dT d (rur T ) = k (r ) dr dr dr For the boundary conditions T (r1 ) = T1 and T (r2 ) = T2 . Radial ﬂow between disks 69 r 1 r 2 r Figure 5.109) (5. we must have Ai Vi = 0 (5.

8. The number of unknowns thus are E + V − 1. In a general network. The mass conservation equation at junction j for all ﬂows arriving there is n Aij Vij = 0 i=1 for j = 1. assume that there are n junctions. In the present context. respectively. The symmetry of Aij and antisymmetry of Vij gives the equivalent form n Aji Vji = 0 i=1 for j = 1.8. For such a graph.115) where Aij is a symmetric matrix. Thus the number of (b) Three-dimensional networks: For a three-dimensioanl network. they can have a maximum of n(n − 1)/2 lines connecting them. The number of equations to be solved is thus quite large if n is large. pi is the pressure at junction i.1 Hydrodynamics The global stability of ﬂow in a network can be demonstrated in a manner similar to that in a ﬁnite-length duct.5. vertices and faces. . but Tij is inﬁnite for those junctions that are not physically connected so that the ﬂow velocity in the corresponding branch is zero. if there happens to be one on that line. . 5. (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. The momentum equation in the branches produce E independent diﬀerential equations. . To simplify the analysis the network is considered fully connected. junctions and circuits. . . . Networks 70 where ∆p is the pressure developed by a pump. Also.112) where E. The unknowns are the E velocities in the ducts and the V pressures at the junctions. while mass conservation at the juntions give V − 1 independent algebraic relations. . except for one pressure that must be known. . The number of circuits is then (n2 − 3n + 4)/2. . respectively.116) which is simply the mass conservation considering all the ﬂows leaving junction j.114) The network properties are represented by the symmetric matrix βij . The resistance Tij may or may not be symmetric. The ﬂow velocity matrix Vij is anti-symmetric. We take the diagonal terms in Tij to be also inﬁnite. n (5. we know that E =V +F −1 (5. so that Vii which has no physical meaning is considered zero. and each is connected to all the rest. and Vij is the ﬂow velocity from junction i to j deﬁned to be positive in that direction. V and F are the number of edges. so as to have Vii = 0. n (5.113) If there are n junctions. We must distinguish between two possible geometries. we have E =V +F −2 (5. these are better referred to as branches. The momentum equation for Vij is dVij + Tij (Vij )Vij = βij (pi − pj ) dt (5.

and subtracting equations (5. βij ij βij > 0 (5.8.114)–(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 (5.5.118) Aij V ij = 0 or i=1 i=1 Aji V ji = 0 We write Vij pi ′ = V ij + Vij = p + p′ i (5.122) Deﬁning E= we get dE dt n n 1 2 n n j=1 i=1 Aij ′ 2 V .128) n n = j=1 p′ j i=1 ′ Aij Vij (5.117) (5.116).130) = 0 .123) = = − + j=1 i=1 n n ′ Aij ′ dVij Vij βij dt (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 = (5.121) (5.129) (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 (5.119) (5.126) n j=1 = i=1 = and n n ′ Aij Vij p′ j j=1 i=1 0 p′ i ′ Aij Vij (5.127) (5.120) Substituting in equations (5. Networks 71 The steady states are solutions of Tij (V ij )V ij n = βij (pi − pj ) n (5.117) and (5.

135) (5.11: Star network.11 is globally stable.125) are similar to those in equation (5. 5.133) and (5. 3.134). p2 and p3 are known while the pressure p0 and velocities V10 . Example 5.132) In the steady state 3 X i=1 Ti0 (V i0 )V i0 Ai0 V i0 = = βi0 (pi − p0 ) 0 (5. Since E ≥ 0 and dE/dt ≤ 0.8. The terms that are left in equation (5. the steady state is globally stable.131) Ai0 Vi0 = 0 (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 (5.3 Show that the ﬂow in the the star network shown in Fig.30) and satisfy the same inequality.139) . Networks 72 p u 20 2 u p 1 10 p 0 u 30 p 3 Figure 5.5. 2. V20 and V30 are the unknowns.134) ′ Substituting Vi0 = V i0 + Vi0 and p0 = p0 + p′ in equations (5.133) (5.6) is dVi0 + Ti0 (Vi0 )Vi0 = βi0 (pi − p0 ) dt Equation (5.131) and (5. For branches i = 1. The pressures p1 .132) and subtracting equations 0 (5. For this reason the steady state is also unique. equation (5.138) = − 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 (5.137) (5. 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 (5.110) at the junction gives 3 X i=1 (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 (5.144) can be shown by interchanging i and j in the second term. from mass conservation for a single room.136). mij is the mass ﬂow rate of air from room i to room j.142) for all rooms gives an identity.141) and (5. (b) Because the sum of equations (5. 5.2 Thermal control Control with heat transfer coeﬃcient Multiple room temperatures Let there be n interconnected rooms. By deﬁnition mij = −mji . 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. Thermal control 73 The last term vanishes because of equation (5.142) are the 2n temperatures Tiw and Tia .1 5. Also.9.142) for all rooms gives qi = 0 (5. the sum of equations (5.9 5. the set of equations is not linearly independent. Since mii has no meaning and can be arbitrarily taken to be zero. .141) and (5. mij is an anti-symmetric matrix. Using this result.8.9.145) i which is a necessary condition for a steady state.143) Analysis The unknowns in equations (5.9.140) Since E ≥ 0 and dE/dt ≤ 0.5. E is a Lyapunov function and the steady state is globally stable. Thus the steady solution is not unique unless one of the room temperatures is known. The wall temperature of room i is Tiw and the air temperature is Tia . (i) Steady state with U = 0 (a) The equality (ma + |ma |)Tja − (ma + |ma |)Tia = 0 ji ji ij ij i j i j (5.141) (ma + |ma |)Tja ji ji (5.142) j (ma + |ma |)Tia + qi ij ij where T e is the exterior temperature.2 [61] Thermal networks 5.141) and (5. we know that ma = 0 ji j (5.

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 . 128] and buildings [8.9. Tia . which creates a diﬃculty for outlet temperature control. respectively. 5. The ﬂuid inlet temperature Tin is kept .147) Similar on-oﬀ control schemes can also be proposed. transport [197] and heater [40. where τ is the time taken for the ﬂuid to get from one room to the other.5. 5.3 Two rooms Consider two interconnected rooms 1 and 2 with mass ﬂow m from 1 to 2. Transport of ﬂuids in ducts introduces a delay between the instant the particles of ﬂuid go into the duct and when they come out. 159].148) M2 ca dT2 dt (5. 41] delay and the eﬀect of the length of a duct on delay [46] have also been looked at. schematically shown in Fig. Tiset ) ji (5. 7].149).146) (5. 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 (5.4 Temperature in long duct The diﬀusion problem of the previous section does not have advection. Delay can be introduced by writing T2 = T2 (t − τ ) and T1 = T1 (t − τ ) in the second to last terms of equations (5. 5.150) One example of a control problem would be to change m to keep the temperatures of the two rooms equal.9. illustrates the basic issues [4.9.149) 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. A long duct of constant cross section.12 where the ﬂow is driven by a variable-speed pump.148) and (5. The literature includes applications to hot-water systems [43. and leakage out of room 2 to the exterior at the same rate. Also there is leakage of air into room 1 from the exterior at rate m.

and hL/ρcD for velocity. where T (ξ. v(t) is the ﬂow velocity. c is its speciﬁc heat. and there is heat loss to the constant ambient temperature T∞ through the surface of the duct. t) = e−t f ξ− v(s) ds . ﬂow velocity and residence time of the ﬂuid in the duct. constant.151) is ∂θ ∂θ +v + θ = 0. (5. Applying the boundary condition at ξ = 0 gives t 1 = e−t f − v(s) ds . at ξ = 1. 174]. all of which ultimately achieve constant amplitude oscillations. . ∂t ∂ξ ρcD (5. t) = Tin . The delay between the velocity change and its eﬀect on the outlet temperature can often lead instability.e. ρcD/4h for time. Fig. The ﬂow velocity is taken to be always positive. so that the ξ = 0 end is always the inlet and ξ = L the outlet. With a one-dimensional approximation. h is the coeﬃcient of heat transfer to the exterior. f is an arbitrary function. t is time. i. t) Figure 5.9. and D is the hydraulic diameter of the duct. The problem is non-linear if the outlet temperature Tout (t) is used to control the ﬂow velocity v(t). The other variables are now non-dimensional. Shown are the outlet temperature. The temperature of the ﬂuid coming out of the duct is Tout (t). 0 (5.152) where θ = (T − T∞ )/(Tin − T∞ ). as it does in other applications [16. t) is the ﬂuid temperature. this can be solved to give t θ(ξ.155) Eqs.154) and (5. energy conservation gives ∂T ∂T 4h +v + (T − T∞ ) = 0. Using the characteristic quantities of L for length.155) must be simultaneously solved to get the outlet temperature θout (t) in terms of the ﬂow velocity v. (5. Thermal control 75 ξ=0 Tin E ξ ﬂow =⇒ T∞ ξ=L Tout (t) velocity = v(t) temperature = T (ξ. t) = 1. 5. ρ is the ﬂuid density.5.151) with the boundary condition T (0. 69. where L is the length of the duct.153) where the initial startup interval in which the ﬂuid within the duct is ﬂushed out has been ignored. ∂t ∂ξ (5. the non-dimensional version of Eq. 0 (5. with θ(0.12: Schematic of duct.154) The temperature at the outlet of the duct. ξ is the distance along the duct measured from the entrance. is t θout (t) = e−t f 1− v(s). 74.13 shows a typical result using PID control in which the system is unstable. Knowing v(t). ds 0 (5.

A WKB solution for small Da has been reported as2 " # e−s(1−r) u = Da 1 − . Derive the governing equation. for forced convection in a cylindrical porous medium is given by Re-do to check the analysis.4 Tout 0. The ﬂuid inlet and outlet temperatures given. No. pp. u(r).5 0. Use the nondimensional version of the governing equation to ﬁnd the inner and outer matched temperature distributions if the ﬂuid thermal conductivity is small.5 1. u′′ + r −1 u′ − s2 u + s2 Da = 0. Problems 2. The velocity ﬁeld.8 0.13: Outlet temperature. Ranjbar-Kani.5.2 1. Thermal control 76 0. where s and the Darcy number Da are parameters.5 0 50 100 150 v 1 0. √ r 3. Consider one-dimensional steady-state ﬂow along a pipe with advection and conduction in the ﬂuid and lateral convection from the side. 1015–1026.3 0. 2003.5 [4].589 RaD Nu = 2 + h i4/9 .9. να Assume that the temperature within the sphere T (t) is uniform. International Communcications in Heat and Mass Transfer.6 0 50 100 150 τ 0 50 100 150 t Figure 5.469/Pr )9/16 RaD = 1/4 4 1.4 1.2 1 0. Churchill’s correlation for natural convection from a sphere is 0. Determine the single duct solutions for heat loss by radiation q = P ǫσ(Tsur − T 4 ). where gβ(Ts − T∞ )D3 . and that the material properties are all constant. 2 K. initially at temperature Ti is being cooled by natural convection to ﬂuid at T∞ . 1 + (0. 7.A. Hooman and A. 4. A sphere. and ﬁnd a two-term perturbation solution. Forced convection in a ﬂuid-saturated porous-medium tube with isoﬂux wall. . Vol. velocity and residence time for Ki = −5 and Kp = 2. 30.

9. 7. Consider one-dimensional unsteady ﬂow in a tube with a non-negligible wall thickness. 6.14: Flow in tube with non-negligible wall thickness. Thermal control 77 5.5. Nondimensionalize. Show that no solution is possible in Problem 4 if the boundary layer is assumed to be on the wrong side. There is also convection from the outer surface of the tube to the environment as well as from its inner surface to the ﬂuid. 111111111111111111111 000000000000000000000 111111111111111111111 000000000000000000000 111111111111111111111 000000000000000000000 111111111111111111111 000000000000000000000 111111111111111111111 000000000000000000000 Figure 5. 17. Plot the exact analytical and the approximate boundary layer solutions for Problem 4 for a small value of the conduction parameter. There is conduction along the ﬂuid as well as along the wall of the tube. as shown in Fig. Find the governing equations and their boundary conditions.1. .

6. We will make the Boussinesq approximation by which the ﬂuid density is constant except in the buoyancy term.1) (6. though we will ﬁnd that u = u(t).1 Modeling Let us consider a closed loop.Chapter 6 Natural convection 6. The mass ﬂuxes in and out are m− m+ = ρ0 uA = m− + ∂m ds ∂s − (6.1.e.1. we will assume that the velocity u and temperature T are constant across a section of the loop.2) For a ﬂuid of constant density. measured from some arbitrary origin and going around the loop in the counterclockwise direction.2. The loop is heated in some parts and cooled in others. The temperature diﬀerences within the ﬂuid leads to a change in density and hence a buoyancy force that creates a natural circulation. there is no accumulation of mass within an elemental control volume. 78 . shown in Fig. of length L and constant cross-sectional area A ﬁlled with a ﬂuid. so that the mass ﬂow rate into and out of the control volume must be the same. Thus. i. 6. In general both u and T are functions of space s and time t. m− = m+ . For s g Figure 6. We will also approximate the behavior of the ﬂuid using one spatial dimensions. 6.1: A general natural convective loop.1 Mass conservation Consider an elemental control volume as shown in Fig. The spatial coordinate is s.

4) (6.2 Momentum equation The forces on an element of length ds. in the positive s direction are: fv . Modeling 79 + m _ m s ds Figure 6. and must be a function of t alone. so that ρ = ρ0 [1 − β(T − T0 )] (6.1.7) (6.9) The density in the gravity force term will be taken to decrease linearly with temperature. however.6.3) (6. this would be 8µ α= (6. We can write fv fp fg = −τw P ds ∂p = −A ds ∂s = −ρA ds g ˜ (6. so that L g (s) ds = 0 ˜ 0 (6. with z being measured upwards.8) where g is the usual acceleration in the vertical direction.e. It is impossible to determine the viscous force fv through a one-dimensional model.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. 6. For Poiseuille ﬂow in a duct. shown in Fig. g is its component in the negative s ˜ direction.10) . the pressure force. the component of the gravity force.3. τw = αu. 6. and dz is the diﬀerence in height at the two ends of the element. For simplicity. since it is a velocity proﬁle in the tube that is responsible for the shear streass at the wall.5) where τw is the wall shear stress.2: Mass ﬂows in an elemental control volume. and fg . The integral around a closed loop should vanish. which is strictly not the case here but gives an order of magnitude value for the coeﬃcient. a loop of constant cross-sectional area. this implies that u is the same into and out of the control volume.1. and p is the pressure in the ﬂuid. the viscous force. we will assume a linear relationship between the wall shear stress and the mean ﬂuid velocity. fp . i. Thus u is independent of s.

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. Since the mass of the element is ρ0 A ds.4: Heat rates on an elemental control volume.16) Furthermore. 6. cp is the speciﬁc heat at constant pressure and k is the coeﬃcient of thermal conductivity. The heat rate going in is given by ∂T (6. t). Figure 6.12) Integrating around the loop. we can write the momentum equation as ρ0 A ds from which we get du = fv + fp + fg dt (6. and Pα β du + u= dt ρ0 A L where u = u(t) and T = T (s. we ﬁnd that the pressure term disappears.3: Forces on an element of ﬂuid.4 shows the heat rates going into and out of an elemental control volume.6.1. which can be written as Q = q ds where q is the rate of gain of heat per unit length of the duct. The heat rate going out is ∂Q− ds (6.17) . 6. heat is gained from the side at a rate Q.11) du Pα 1 ∂p + u=− − [1 − β(T − T0 )] g ˜ dt ρ0 A ρ0 ∂s (6.14) Q− = ρ0 Aucp T − kA ∂s where the ﬁrst term on the right is due to the advective and second the conductive transports. (6.3 Energy equation L T g (s) ds ˜ 0 (6. Modeling 80 p+dp p s θ ds fv fg fp _ Q s Q + Q ds gravity Figure 6.1.13) Fig.

For zero mean heating.21).18) where the last term is the rate of accumulation of energy within the control volume. q(s). Known heat rate 81 An energy balance for the elemental control volume gives Q− + Q = Q+ + ρ0 A ds cp ∂T ∂t (6.23) where T (0) = T0 . Substituting in equation (6.20) q(s) > 0 indicates heating.19) 6.18) we get the energy equation ∂T q k ∂2T ∂T +u = + ∂t ∂s ρ0 Acp ρ0 cp ∂s2 (6.25) q(s′ ) ds′ g (s) ds ≥ 0 ˜ (6. Using equation (6. is known all along the loop.21) (6. 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. Substituting equations (6. no axial conduction Neglecting axial conduction.26) .16) and (6.6.22) gives us the temperature ﬁeld T (s) = 1 ρ0 Acp u s q(s′ ) ds′ + T0 0 (6.17) in (6.22) q(s) ρ0 Acp The solution of equation (6. and q(s) < 0 cooling.1 Steady state. 165] The simplest heating condition is when the heat rate per unit length.2. we have L q(s) ds = 0 0 (6.24) β P αLcp L 0 s L 0 0 s q(s′ ) ds′ g (s) ds ˜ (6.2 Known heat rate [164.9) it can be checked that T (L) = T0 also. the steady-state governing equations are Pα u = ρ0 A u dT ds = β L L T (s)˜(s) ds g 0 (6.2. 6.

32) (6. and none otherwise.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. Example 6. (d) Constant heating between points a and c. and the total length of the loop is L.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. Known heat rate 82 u H Figure 6.27) The pressure distribution can be found from equation (6. and the coordinate s runs counterclockwise.24).7. and constant cooling between e and g. Using equations (6. (b) H = q L/8. ˆ q ˆ The ﬂuid velocity is s βH (6. (c) H = −ˆL/8.31) (6. The constant value is q . (d) H = q L/4. Thus there is a bifurcation from no solution to two as the parameter H passes through zero.5: Bifurcation with respect to parameter H. 6.6.28) (6. (c) Constant heating between points d and e.1 Find the temperature distributions and velocities in the three heating and cooling distributions corresponding to Fig.30) where p(0) = p0 . and constant cooling between h and a. and constant cooling between g and h. and constant cooling between h and a. it can be shown that p(L) = p0 also. (b) Constant heating between points c and d.33) F (s)g(s) Z L G(s) ds 0 The functions F (s) and G(s) are shown in Fig. where L s H= 0 0 q(s′ ) ds′ g (s) ds ˜ (6.2. ˆ Let us write F (s) G(s) H = = = Z s q(s′ ) ds′ 0 (6. The origin is at point a. (a) Constant heating between points c and d. The integral H in the four cases is: (a) H = 0.34) u=± P αLcp .6.9) and (6. 6.

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.

83) T1 = − q(s′ ) ds′ 0 0 ds′′ + As + B (6. along with conditions that T 0 and dT 0 /ds have the same value at s = 0 and s = 1. from which 1 s′′ A= 0 0 q(s′ ) ds′ ds′′ (6.77) (6.84) 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. axial conduction dominates. we have 1 u0 d2 T 0 ds2 = 0 T 0 g ds ˜ 0 (6.88) .81) (6.2. The terms of O(λ) give 1 u1 d2 T 1 ds2 = 0 T 1 g ds ˜ dT 0 ds (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. for convenience. Substituting into the governing equations.86) A = A respectively.78) where. Thus s s′′ 1 s′′ T1 = 0 0 q(s ) ds ′ ′ ds + s 0 0 ′′ q(s′ ) ds′ ds′′ + T1 (0) (6. = T 0 (s) + λT 1 (s) + λ2 T 2 (s) + . We can write u T (s) = u0 + λu1 + λ2 u2 + .6. gives T 0 = an arbitrary constant.87) and that B can be arbitrary.85) (6. the asterisks have been dropped. .80) = The second equation. The ﬁrst equation gives u0 = 0.79) (6. Known heat rate 87 Conduction-dominated ﬂow If λ = G1/2 /ǫ ≪ 1. and collecting terms of O(λ0 ). (6. . .

(6. .90) (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 (6.97) (6. = T 0 + ǫT 1 + ǫ2 T 2 + .94) To O(ǫ0 ).3 Toroidal geometry The dimensional gravity function can be expanded in a Fourier series in s.95) (6. Known heat rate 88 where T (0) is an arbitrary constant. 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. therefore. so that the resulting solution is unique. rather than by the advective velocity.81).91) u dT ds = q+ǫ where ǫ ≪ 1. we have u T = u0 + ǫu1 + ǫ2 u2 + .96) dT 0 ds = q s q(s′ ) ds′ 0 1 0 s (6.89) The temperature distribution is determined by axial conduction. to give ∞ g (s) = ˜ n=1 c gn cos 2πns 2πns s + g1 sin L L (6.92) (6. Advection-dominated ﬂow The governing equations are 1 u = 0 T g ds ˜ d2 T ds2 (6. .6.100) . we get 1 u0 u0 from which T0 u0 = 1 u0 0 = 0 T 0 g ds ˜ (6. . 6.98) = ± ˜ q(s′ ) ds′ g ds Axial conduction. slightly modiﬁes the two solutions obtained without it.93) (6. Substituting in equation (6. Expanding in terms of ǫ. .2.2.

102) Without loss of generality.2.e.108) u The homogeneous solution is dT ds = − sin(2πs − φ) + ǫ T h = Beus/ǫ + A (6. we can measure the angle from the horizontal.110) Take (6.104) The nondimensional gravity component is g = cos(2πs) ˜ where the * has been dropped. Known heat rate 89 corresponds to a toroidal geometry.107) (6.6.105) (6.112) (6.114) .111) (6.106) u = 0 T (s) cos(2πs) ds d2 T ds2 (6. from three o’clock point. and take φ0 = 0 so that g (s) = g cos (2πs/L) ˜ (6.101) (6. i. Using g2 φ0 equation (6. Assuming also a sinusoidal distribution of heating q(s) = − sin(2πs − φ) the momentum and energy equations are 1 (6.100) becomes g (s) = g cos ˜ 2πs − φ0 L (6.109) The particular integral satisﬁes 1 d2 T p u dT p − = sin(2πs − φ) ds2 ǫ ds ǫ Integrating.103) = = c s (g1 )2 + (g1 )2 c g tan−1 1 s g1 (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 (6.113) (6.

116) The momentum equation gives u= which can be written as u3 + u 4π 2 ǫ2 − Special cases are: • ǫ=0 Equations (6.125) The last two solutions exist only when ǫ < (16π 3 )−1/2 .118) = − cos φ 2πǫ sin φ = − 2πǫ (6. . • ǫ→∞ • φ=0 We get that u → 0.6.117) (6. We get u= 0 1 4π − 1 4π − 4π 2 ǫ2 − 4π 2 ǫ2 (6.119) Since T (0) = T (1).122) On the other hand substituting ǫ = 0 in equation (6.115) (6.107) and (6.122) gives an additional spurious solution u = 0.124) (6.108) can be solved to give T u = 1 [cos(2πs) cos φ + sin(2πs) sin φ] 2πu cos φ = ± 4π (6.2.121) (6. we have T = 4π 2 (6. Known heat rate 90 Substituting and collecting the coeﬃcients of cos(2πs) and sin(2πs). we must have B = 0. 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. Taking the other arbitrary constant A to be zero.123) (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.

5 -0. Known heat rate 91 1 u ε = 0.1 φ=0 -0.06 0.04 0.04 0.5 0 -0. there are three real solutions.9 and 6.1 ε φ 1 u ε = 0. It is also instructive to see the curve u-Ra. 6.08 0.122) is D= D= The result is shown in Fig. shown in Figure 6.5 0 φ=0.11.2 1 u 0. The discriminant for the cubic equation (6.5 -1 -3 -2 -1 0 1 2 3 0.2 0. 1 27 4π 2 ǫ2 − 1 cos φ 4π 3 + 1 2 (ǫ sin φ) 4 (6.8: u-φ curves.2 u 0. and for D > 0.1 ε -1 -3 -2 -1 0 φ 1 2 3 -0.1 0.1 ε φ Figure 6.1 0.6.1 0.02 0.08 0.2 0.01 u 0.2 0.06 0.01 -0.5 0 -0.8 shows u-φ curves for three diﬀerent values of ǫ. The bifurcation set is the line dividing the regions with only one real solution and that with three real solutions.1 φ=−0.2.129) . • φ = π/2 Figure 6. there is only one.02 0. Figure 6.04 0.128) 27 4 For D < 0.10 show u-ǫ curves for diﬀerent values of φ.08 0.1 -1 -3 -2 -1 0 1 2 3 -0.001 u 0.9: u-ǫ curves.06 0.127) p3 q2 + (6.02 0.1 -0.2 0.01 -0. since the Rayleigh number is directly proportional to the strength of the heating.5 ε = 0. The velocity is a solution of u3 + u4π 2 ǫ2 − ǫ =0 2 (6. A cubic equation x3 + px + q = 0 has a discriminant (6.126) Figure 6.12.

04 0.02 0.06 0.2.04 ε 0.08 0.2 0.2 0.1 20000 30000 40000 Ra -0.02 u 0. 0.03 0.1 0.2 Figure 6. .6.05 10000 0.2 0.08 u 0.1 0.01 0.02 φ=π/4 0.02 0.1 0.01 radians. Known heat rate 92 u 0.02 0.12: Region with three solutions.035 0.005 0 −100 −80 −60 −40 −20 0 20 40 60 80 100 φ (degrees) Figure 6. 0.06 0.04 0.1 0.06 0.045 0.015 0.1 -0.06 0.11: u-Ra for φ = 0.04 φ=π/4 0.08 Figure 6.15 φ=π/4 u 0.08 0.025 0.1 -0.1 -0.10: More u-ǫ curves.2 0.04 0.

4 Dynamic analysis We rescale the nondimensional governing equations (6.131) = 0 T g ds ˜ G1/2 K ∂ 2 T 2π ∂s2 (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 (6.138) 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 (6.136) dT0 =0 dt c m s 1 1 dTm c + uTm = G sin φ − πm2 G1/2 KTm 2 dt 2 2 (6.137) Multiplying by cos(2πms) and integrating (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. t) = T0 (t) + n=1 c s [Tn (t) cos(2πns) + Tn (t) sin(2πns)] (6.2. We take g = cos(2πs) and q = − sin(2πs − φ). ˜ we get ∞ T (s.134) Substituting.6.2. we get c s [Tn cos(2πns) + Tn sin(2πns)] n=1 (6.139) . Known heat rate 93 6.133) = Gq + where the hats and stars have been dropped.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 (6.132) (6. Expanding the temperature in a Fourier series.130) (6.

143) (6. Substituting these in equation (6.150) (6.146) (6.148) The physical signiﬁcance of the variables are: x is the ﬂuid velocity.122). To analyze the stability of a critical point (x. 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. y. we have y = x.152) Substituting in equation (6.141) (6.146)-(6.6. z) we add perturbations of the form x = x + x′ y = y + y′ z = z + z′ (6.151) a − xz − cy −b + xy − cz From equation (6.147) (6.151).144) (6.140) (6. except in diﬀerent variables. we get z = (−b + x2 )/c.145) (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. and from equation (6.150).148).2.149). The parameter c is positive. y is the horizontal temperature diﬀerence. The critical points are found by equating the vector ﬁeld to zero. and z is the vertical temperature diﬀerence.149) (6.155) (6. so that y−x = 0 = 0 = 0 (6.156) . while a and b can have any sign.142) c = we get the dynamical system dx dt dy dt dz dt = y−x = a − xz − cy = −b + xy − cz (6.154) (6.153) (6. we get x3 + x(c2 − b) − ac = 0 This corresponds to equation (6.

159) The z coordinate is (6.13: Bifurcation diagram for x.6. Stability of conductive solution The critical point is (0.13. 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. 0. we look at the linearized equation (6. The linearized version is −1 x′ d ′ y = −z dt y z′ ′ x 1 0 −c −x y ′ z′ x −c (6. Known heat rate 95 x c2 b Figure 6. for a = 0 we get x3 + x(c2 − b) = 0 from which 0 √ b − c2 x=y= √ − b − c2 −b/c −c z= −c (6.158) (6.2. To examine its linear stability.152).160) The bifurcation diagram is shown in Figure 6.157) No tilt. −b/c). c = 0) From equation (6.157) to get ′ ′ −1 1 0 x x d ′ y (6.163) =0 (6.162) .

170) (6.168) = −cz ′ + x′ y ′ b E(x.156) to equation (6.174) (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 = (6.173) Thus (6.176) Since E dE dt ≥ 0 ≤ 0 (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 (6.161).165) (6.172) b (c + 1)2 − 4(c − ) < 0 c (6.167) (6. Restoring the nonlinear terms in equation (6.177) (6. one can also prove global stability of the conductive solution.171) (6.164) λ2 is also negative and hence stable. Known heat rate 96 One eigenvalue is λ1 = −c Since c ≥ 0 this eigenvalue indicates stability. we have dx′ dt dy ′ dt dz ′ dt Let = y ′ − x′ = b ′ x − cy ′ − x′ z ′ c (6.166) (6.178) .2.6. In fact. y.175) (6. λ3 is negative as long as −(c + 1) + which gives b < c2 (6.169) This is the condition for stability.

148) simpliﬁes to dx dt dy dt dz dt = y−x = a − xz = −b + xy (6.182) (6. We use the linearized equations (6.188) (6. b − c2 .190) .184) (6. and the critical point is stable to all perturbations in this region. E is a Liapunov function.157).183) should be positive. a/ b) will be analyzed.185) (6. c = 0) The dynamical system (6. −c) will be considered.146)-(6. b. the other being similar.2.186) With tilt.157). From equation (6.189) √ √ √ √ √ √ The critical points are ±( b. 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. no axial conduction (a = 0.6.179) The Hurwitz criteria for stability require that all coeﬃcients be positive. The bifurcation at b = c2 is thus supercritical. b. Stability of convective solution √ √ For b > c2 . 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. This requires that b< if if c < 1/2 c > 1/2 (6. only one critical point ( b − c2 .187) (6. a/ b). the solutions of −(1 + λ) 1 0 √ √ −a/ b −λ − b √ √ b b −λ =0 (6.180) √0 − b − c2 −(c + λ) =0 (6. The linear stability of the point P + given by ( b.181) (6. which they are. Known heat rate 97 for 0 ≤ b ≤ c2 .

196) As a numerical example. Known heat rate 98 are the eigenvalues.195 in the zone 0 < b < c.199) The stability regions for both P + and P − are shown in Figure 6.194) √ should also be positive. we have a > b3/2 (6. and P − is stable for φ < −7. This simpliﬁes to a λ3 + λ2 + λ(b + √ ) + 2b = 0 b (6.191). the stability condition (6. The determinants D1 D2 D3 = 1 = = 1 2b √ 1 b + a/ b 1 2b √ 1 b + a/ b 0 1 0 0 2b (6.144).195) can be written as sin φ > cos3/2 φ G 2 1/2 (6.197) φ> 2 √ The same information can be shown in slightly diﬀerent coordinates.144). for G ≪ 1.193) (6.7◦ . .2. The loss of stability is through imaginary eigenvalues. which they are. Using equations (6. substituting a = b3/2 in √ equation (6. This gives the condition (b + a/ b) − 2b > 0.195) thus becomes tan φ < x (6. a/ b).191) For stability the Hurwitz criteria require all coeﬃcients to be positive. Thus the √ nondimensional radian frequency of the oscillations in the unstable range is approximately 2b. for the value of G in equation (6.15. In fact. Using x = b for P + and equation (6. we get x2 G = (6.198) 2 cos φ The stability condition (6. and the angleof tile φ is also indicated.143) and (6. In fact.14. b. the stability condition for P + can be approximated as 1/2 G (6. from which.7◦ . P + is stable for the tilt angle range φ > 7.6. ±i 2b.195) for stability. The dashed circles are of radius G/2. Also shown is the √ stability of the critical point P − with coordinates −( b. for P + . The stable and unstable region for P + is√ √ shown in Figure 6.70).192) (6. the equation can be factorized to give the three eigenvalues −1. The eﬀect of a small nonzero axial conduction parameter c is to alter the Figure 6.

6 2. b = 1.5 x 1 1.2 1 x 0.2 0 0 5 10 15 t 20 25 30 y −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 6.2.4 2 1.5 0.5 2 0. _ P exists but unstable Figure 6.9. x) space.5 1 0.5 0. b = 1.15: Stability of critical points P + and P − in (φ.6 Figure 6.5 0 0.9. Figure 6. a) space.4 1.8 1.5 2 1.8 0 −0.5 1 0.6.5 2.17: Phase-space trajectory for a = 0.5 1. z .16: x-t for a = 0. 1.14: Stability of critical points P + and P − in (b.

Known heat rate 100 2. b = 1.5 x 1 1. b = 1.53.5 2 1 0 −1 −1 0 5 10 15 t 20 25 30 y −2 −1 0 −0.19: Phase-space trajectory for a = 0. 2.53.5 x 0.6. b = 1.21: Phase-space trajectory for a = 0.55. b = 1.5 Figure 6.5 2 1 0 −1 −1 0 5 10 15 t 20 25 30 y −2 −1 0 −0.5 1.5 0 1 0 −1 −2 4 3 −0.5 x 0.5 1.5 1 2 2. . Figure 6.5 2 4 3 2 1 z 0 0.2.55.5 1 2 2. Figure 6.5 1.20: x-t for a = 0.5 2 4 3 2 1 x z 0.5 −1 −2 0 −3 4 3 −0.5 Figure 6.18: x-t for a = 0.

The strange attractor is shown in Figures 6.9 and a = 0.16 and 6.201) .2.19 for a = 0.18 and 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. z ) = ± x ¯ ¯ √ √ a b. Figures 6.9 can be seen in the trajectories in a = 0.23: Phase-space trajectory for a = 0. b = 1. Analytical The following analysis is by W.6. Figure 6.20 and 6.200) For b > 0 two critical points P + and P − appear (¯.21 for a = 0.55.2.5 Nonlinear analysis Numerical Let us choose b = 1.17 show the x-t and phase space representation for a = 0. 6.24 shows that vestiges of the shape of the closed curves for a = −0.23.22 and 6. Franco. √ b (6. y . b = 1. 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. Comparison of the three ﬁgures in Figures 6. and reduce a.53.22: x-t for a = 0. Figures 6.9. and Figures 6. b.

9 −4 −6 4 2 0 0 −2 y −4 −4 x −2 2 4 Figure 6.0. 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. .9 −4 −6 4 2 0 0 −2 y −4 −4 x −2 2 4 6 4 2 z 0 −2 a = .24: Phase-space trajectories for b = 1.2.6.

± 2bi. the system often settles into the same large-time dynamics irrespective of the initial condition.205) The center manifold projection is convenient to use if the large-time dynamic behavior is of interest.204) (6. this is usually less complex than the initial dynamics and can be described by far simple evolution equations. 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. then S is an invariant . In many dimensional systems.206) is in S for | t |< T where T > 0.2. A set S ⊂ Rn is a local invariant manifold for (6.202) √ 3 3 For stability a > b 2 . We ﬁrst state the deﬁnition of an invariant manifold for the equation x = N (x) ˙ (6.206) if for x0 ⊂ S.206) where x ∈ Rn . dropping the primes and regarding the perturbation the system becomes dx dt dy dt dz dt = y−x = β2 + ǫ β x − βz (6.203) = βx − βy for stability α > β 2 . If we can always choose T = ∞.6. the solution x(t) of (6. 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. At a = b 2 the eigenvalues are −1. thus a nonlinear analysis through 3 the center manifold projection is possible. 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.

213) v= ˙ 2β 0 2 2 (νv2 + γv1 ) v1 + v2 .209) √ − 2βw3 = (2aw2 + bw3 .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 . we obtain w ˙ ∂h ∂h 2 w1 = ˙ = −h + l1 (w2 . 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. y) ˙ y = By + g(x.212) to simplify (6.xy and y 2 . w3 ) (6.207). w3 .205) and using the chain rule.211) Normal form: Now we carry out a smooth nonlinear coordinate transform of the type w = v + ψ(v) (6. ∂w2 ∂w3 w3 ˙ We seek a center manifold 2 2 h = aw2 + bw2 w3 + cw3 + O(3) (6.208) The last equation contains all the necessary information needed to determine the asymptotic behavior of small solutions of (6. If y = h(x) is an invariant manifold for (6. then it is called a center manifold if h(0) = 0. w3 ) √ = 2βw2 + s3 (w2 . y) ˙ (6. Consider the system x = Ax + f (x. Substituting w1 = h(w2 . h(x)) ˙ (6. h) (6.2. Known heat rate 104 manifold.209) .211) by transforming away many nonlinear terms.h′ (0) = 0. w3 ) in the ﬁrst component of (6. Now we calculate.210) substituting in (6. The ﬂow on the center manifold is governed by the n-dimensional system x = Ax + f (x. The system in the new coordinates is 2 2 √ (νv1 − γv2 ) v1 + v2 − 2β √0 + (6. 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.207) where x ∈ Rn . or at least approximate the center manifold h(w).

a perturbed Jacobian. 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 = (6.205). Known heat rate 105 where ν and γ depend on the nonlinear part of (6. Although the normal form theory presented in class pertains to a Jacobian whose eigenvalues all lie on the imaginary axis.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. The perturbation parameter represents the size of the neighborhood in ˆ the parameter space. A represents a linear expansion of order µ in the parameters above that point.213) as v= ˙ √0 2β √ − 2β 0 v+ p22 p32 p23 p33 v+ f1 (v) f2 (v) (6. Applying a near identity transformation of the form v = u + Bu the system becomes √ (νu1 − γu2 ) u2 + u2 1 2 µ − 2β √ u= ˙ (6. This is the unfolding of the Hopf bifurcation.217) √ ǫ 2 µ=− 2 2β (2β 2 + 1) (6.6.216) u+ 2β µ 2 2 (νu2 + γu1 ) u1 + u2 which is the unfolding for the perturbed Hopf bifurcation. A ˆ of the transformed equation. one can also present a perturbed version.2.215) a1 a3 a2 a4 a1 + a4 ω where the perturbation matrix comes from (6. 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.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.211).218) . to leading order. 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. Consider the system ˆ v = Av + Av + f (v) ˙ (6.

6.3 Known wall temperature The heating is now convective with a heat transfer coeﬃcient U .226) γ u s 0 (6. . y = v2 and ω = 2β. we get d e−γs/u T ds Integrating. Multiplying the second equation by e−γs/u /u. and an external temperature of Tw (s).227) sign of γ appears to be wrong.3. ν = (6.224) (6. we get T = eγs/u − 1 The γ = − e−γs/u Tw u e−γs /u Tw (s′ ) ds′ + T0 ′ (6. q = P U (T − Tw ) (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 .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 . Known wall temperature 106 ν=− Appendix 40β 6 + 40β 4 + 12β 3 + 10β 2 + 12β + 3 4 (8β 2 + 1) (2β 2 + 1) 4 (6.220) p22 p23 From the literature ǫ β (2β 2 + 1) √ ǫ 2 = − 2 2β + 1 (6. Thus. x = v1 . g = f2 .222) 6.223) Neglecting axial conduction Pα u ρ0 A u dT ds = β L L T (s)˜(s) ds g 0 (6.

234) . Continuity of T at s = 0 and s = L gives K = 0.4. P U (T − T0 ) for q0 for φ ≤ s ≤ π + 2π φ π + 2π < s < 2π + φ 2π φ 2π (6. u = 0.230) T = Tw + K eγs/u (6. Hence T = Tw . 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 ) (6.231) where K is a constant. especially in experiments.3 Show that there is no motion if the wall temperature is uniform.6.225) can be written as d(T − Tw ) The solution to this is T − Tw = γ ds u (6.228) eγs/u − γ u s 0 e−γs /u Tw (s′ ) ds′ + T0 ′ g (s) ds ˜ (6. while q(s) is known for the rest. Then equation (6. It is common.224).4 Mixed condition The following has been written by A.233) (6. from equation (6. 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′ (6.229) This is a transcendental equation that may have more than one real solution. Mixed condition 107 Since T (L) = T (0). Take Tw to be a constant.232) 6. Example 6. and. Pacheco-Vega. As an example. consider q= where T0 and q0 are constants. to have one part of the loop heated with a known heat rate and the rest with known wall temperature. Thus for part of the loop the wall temperature is known so that q = P U (T − Tw (s)).

6. the expression of the balance in Eq. v = v(t).235) Taking an inﬁnitesimal cylindrical control volume of ﬂuid in the loop πr2 dθ.25). the equation of continuity indicates that the velocity v is a function of time alone. Thus.236) modiﬁes to 8µ βg dv + v= dt ρw r2 2π 2π 0 (T − Tw ) cos(θ + α) dθ (6. 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. with the shear stress at the wall being approximated by that corresponding to Poiseuille ﬂow in a straight pipe τw = 8µv/ρw r2 . (6. see Figure (6.25: Schematic of a convection loop heated with constant heat ﬂux in one half and cooled at constant temperature in the other half.1 [1] Modeling If we consider a one-dimensional incompressible ﬂow.237) Neglecting axial heat conduction. π < θ < 2π r .4. 0 ≤ θ ≤ π ∂T v ∂T ρw cp (6. 2π d=2r g ~ θ o α Cooling water out R θ=π Cooling water in Uniform heat flux q Figure 6. the temperature of the ﬂuid satisﬁes the following energy balance equation 2h − r (T − Tw ). 6.238) = + 2 ∂t R ∂θ q. Mixed condition 108 Constant wall temperature Tw θ=0.236) Integrating Eq.236) around the loop using the Boussinesq approximation ρ = ρw [1 − β(T − Tw )].4. (6. (6.

(1979). π < θ < 2π (6.6. the nondimensional time. 0 ≤ θ ≤ π dφ πw = D dθ π < θ < 2π πw .2 Steady State 2πRh ρw cp rV Γ= 16πµR ρw r2 V (6.239) 2πR/V V q/h respectively. (6. w= . Mixed condition 109 Following the notation used by Greif et al.241) −2Dφ. Eqs.4.240) φ cos(θ + α) dθ 0 (6. 0≤θ≤π π < θ < 2π (6.4.245) The resulting temperature ﬁled is D e−(Dθ/πw) w 1−e−(D/w) . 2D. (6. Eq.247) where w and φ are the steady-state values of velocity and temperature respectively.246) φ(θ) = D θ + B. 0 ≤ θ ≤ π (6. π < θ < 2π πw − D φ. (6.248) + 2e−(D/w) −1 1−e−(D/w) .242) where the parameters D and Γ are deﬁned by D= 6. (6. such that φ(0) = φ(2π) and φ(π − ) = φ(π + ) the constants A and B can be determined.245) can be integrated to give A e−(Dθ/πw) . velocity and temperature are deﬁned as t v T − Tw τ= . These are A= D 1 w 1 − e(−D/w) B= D 2 e(−D/w) − 1 w 1 − e(−D/w) (6.237) and (6. where V = Accordingly.244) Applying the condition of continuity in the temperature. D w θ π φ(θ) = 0≤θ≤π .243) The steady-state governing equations without axial conduction are w= and π 4D 2π φ cos(θ + α) dθ 0 (6.238) become dw πΓ + Γw = dτ 4D and ∂φ ∂φ + 2πw = ∂τ ∂θ 2π gβRrq 2πcp µ 1/2 . φ= (6.

0 the temperature decays exponentially and rises linearly. From the φ − θ curves it can be seen the dependence of the temperature with D.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 (6.249) As a ﬁnal step. For α = 45◦ . The regions of no possible steady-state velocity are: −180◦ < α < −147.5◦ < α < −α0 and α0 < α < 147. α.5◦ < α < 180◦ . except for the zero-inclination case which has two possible steady-state velocities.245) in Eq. Three velocities are obtained for −α0 < α < −32. 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. D) is an even function of w. Figure 6. one. Figure 6. 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. symmetric steady-state solutions for the ﬂuid velocity are possible since G(w. It can be seen the increase in the temperature as α takes values of α = 0◦ . .5◦ when D = 100.5. For α = 0 we have two branches of the velocity-curve which are symmetric. only the positive branch exist. 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) . Figure 6.(6. Regions of zero.251) reduces to w2 = (D/w) 1 + e−(D/w) 1 .28 shows the φ − θ curves for three diﬀerent inclination angles with D = 2. Similar but more drastic change in temperature is seen when D = 2.252) The steady-state solutions of the velocity ﬁeld and temperature are shown next.5◦ and 32.001 to α0 = 32. The temperature distribution in the loop. Mixed condition 110 Substituion of Eq. When has a value D = 0. As D increases the variation in temperature between two opposit points also increases. 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. In this case Eq.5◦ < α < α0 . The positive and negative values of the velocity are equal in magnitude for any value of D. while at a value of D = 1.1 the heating and cooling curves are almost straight lines. (6.29 shows the steady-state velocity as a function of D for diﬀerent angles of inclination α.5. (6.5◦ and 147.27.5◦ where α0 varies from 90◦ at a value of D = 0.26 shows the w − α curves for diﬀerent values of the parameter D.6. followed by an expansion of cos(θ + α).251) For α = 0. 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 two branches are not symmetric while for α = 90◦ and α = 135◦ . α = 90◦ and α = 135◦ . There is only one velocity for the ranges −147. for three values of the parameter D and α = 0 is presented in Figure 6. + 2 4 1 + D 2 1 − e−(D/w) πw (6.244).4. two and three solutions can be identiﬁed. 0. (6.

8 α=0 ° α=90 ° α=45 ° 5 0. Figure 6. Mixed condition 111 3 1 D=10 0.D=2.5° D=0.6 0.D.5.α=0) 147. 6 α= 135 ° 1 0.6 −0.5 2 φ(θ. .0 D=0.2 0 −0.29: Velocity w as a function of D for diﬀerent thermosyphon inclinations α. Figure 6.8 −1 −150 −100 −50 0 α 50 100 w -147.α) 4 0.4.6 0.8 −1 α=0 ° 0 0 1 2 3 θ 4 5 6 7 10 −1 10 0 D 10 1 10 2 Figure 6.5.6 α=45 ° 2 1 −0.4 −0.6.5° 1.5 D=2.27: Nondimensional temperature distribution as a function of the parameter D for α = 0.5 2.5 150 0 0 1 2 3 θ 4 5 6 Figure 6.1 1 0.2 3 α= 0 ° w α= 90° 0 −0.5 D=1.2 −0.28: Nondimensional temperature distribution as a function of thermosyphon inclination α for D = 2.5° -32.2 −0.26: Steady-State velocity ﬁeld.4 −0.4 0.1 D=1 D=2.4 α=135 ° φ(θ.5° 32.8 0.

261) (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 ∞ ∞ (6.4.253) Substituiting into Eqs.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. 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)]} .3 Dynamic Analysis The temperature can be expanded in Fourier series. such that ∞ φ = φ0 + n=1 [φc (t) cos(nθ) + φs (t) sin(nθ)] n n (6.254) +2πw −2D {φc + 0 2D.255) Integrating Eq.241) and (6. n n = (6.242). Mixed condition 112 6. (6.258) 2D [1 − (−1)m ] πm for m ≥ 1.6.257) 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 (6.259) (6. (6.4.256) 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 (6.260) (6.262) . Choosing the variables w C0 Cm Sm = w = φc 0 = φc m = φs m (6.

4. C is the horizontal temperature diﬀerence. (6. (6.264) 2n n2 − m2 2m m2 − n2 (6.248).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 ≥ 1.271) Performing the inner product between Eq.270) However.263) (6.267) (6.6. D and Γ are positive.268) (6. 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. 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. The physical signiﬁcance of the variables are: w is the ﬂuid velocity.272) = n=0 Cn 0 cos(nθ) cos(mθ) dθ + n=0 Sn 0 sin(nθ) cos(mθ)dθ . The Fourier series expansion is ∞ φ= n=0 C n cos(nθ) + S n sin(nθ) (6. The parameters of the system are D. and S is the vertical temperature diﬀerence. while α can have any sign. 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) 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. Γ and α. The critical points are found by equating the vector ﬁled to zero.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 (6.266) (6.

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) (6.280) (6.277) (6. C 0 . .6. S 1 . Mixed condition 114 Now the inner product between Eq.279) (6.275) Sm To analyze the stability of a critical point (w. = = .274) (6.284) Cm S1 ′ C m + Cm ′ S 1 + S1 Sm Sm + ′ Sm . . C m . · · · . . S m ) we add perturbations of the form w C0 C1 = w + w′ ′ = C 0 + C0 = .283) (6. · · · .282) (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 (6.281) (6.276) (6.4. . = ′ 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 (6.278) (6. C 1 . (6.

4. Mixed condition 115 Substituting in Eqs.294) (6. the system given by Eqs.285) (6. 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. and in general form dx = Ax dt |A − λI| = 0 (6.289) (6.289) to (6.263) to (6.293) The eigenvalues of the linearized system given by Eqs. (6.290) + ′ dSm dτ D π ∞ n=1 n=m 2n ′ (−1)m+n − 1 Sn n2 − m2 m≥1 (6.295) are obtained numerically.292) In general. (6.292).266).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 (6.286) + D π ∞ n=1 n=m n2 2n ′ ′ (−1)m+n − 1 Sn − 2πm w′ Sm − m2 m≥1 (6. (6.263) to (6.288) 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. such that .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.

31 shows the plot of w − α curve for a value of the parameters D = 0. In this plot.20029. where stable and unstable regions can be identiﬁed. Figure 6. a Hopf-type of bifurcation occurs.30: Stability curve D and Γ for a thermosyphon inclination α = 0. The plots suggest the appearance of a subcritical Hopf bifurcation.36 show the w − τ time series and phasespace curves for Γ = 0. 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.31: Stability curve w vs. the only presence is of a strange attractor. these being a critical point and a strange attractor of fractional dimension. The number of eigenvalues in this ﬁgure is 42 which are obtained from a dynamical system of dimension 42. a Hopf bifurcation for both the positive and negative branches of the curve can be observed. The neutral stability curve is obtained numerically from the condition that ℜ(λ) = 0.32. the neutral curves appear to unfold when decreasing the tilt angle from 75.2 −0. and increase Γ.8 −1 0 0 0.4 Nonlinear analysis Let us select D = 1.1 and Γ = 0. I is the identity matrix.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.20029.95Γcr . In this ﬁgure. It is clear that the natural branches which correspond to the ﬁrst and third quadrants are stable.5 −150 −100 −50 0 α [°] 50 100 150 Figure 6. 6. whereas Figures 6. second and fourth quadrants are unstable. However. whereas the antinatural branches.5 2 2.6.38 show the results for Γ = 1.6 −0.4 Hopf Bifurcation Stable Unstable Unstable 10 Stable 5 −0. Two attractors coexist for Γ ≤ Γcr . Figure 6.33 illustrates a view of several stability curves.6 Unstable Hopf Bifurcation Stable 20 0.5◦ increasing the region of instability. When we increase the size of the system. Figure 6.37 and 6. The stable and unstable regions can be observed. and λ are the eigenvalues.2 Γ w 15 0 −0. α for D = 0.5◦ to −32.8 0. Along the line of neutral stability. it is to be notice that the bifurcation occurs at a higher value of the tilt angle when D is smaller. each for a diﬀerent value of the tilt angle α in a D − Γ plane at α = 0.30 for α = 0. The corresponding eigenvalues of the bifurcation point are shown in Figure 6.35 and 6. between the second and fourth quadrants can be notice as well. and Γ = 0. Mixed condition 116 1 25 0. Figures 6. Figure 6. This behaviour seems to be a characteristic of the dynamical system itself.4 0.5. and.01Γcr . where A is the Jacobian matrix corresponding to the vector ﬁeld of the linearized system. Hopf bifurcations occur for each branch of ecah particular curve. 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. . On the other hand. The symmetry between the ﬁrst and third quadrants.1. A schematic of the neutral curve is presented in Figure 6. the stable and unstable regions can be identiﬁed.4. When α = 0.5 1 D 1.4. For Γ > Γcr .

Mixed condition 117 150 100 25 Unstable 50 ℑ(λ) 20 −50 Γ 0 15 10 α=3.5 Figure 6.0 and D = 0.33: Neutral stability curve for different values of the tilt angle α. Γ = 0.D = 2.4 −0.5 ° α=-14.4 0.5 D=0.5 ° α=39.1 0.D = 1.20029 and α = 0.0 D=2.8 0.0 150 S Figure 6.5 ° α=21.5 ° α=57.1. Figure 6.32: Eigenvalues at the neutral curve for D = 0.1 ℜ(λ) 0 0. 1 0.5 −0.2 w 0 −0.4 −0. .0 D=1.5 1 D 1.2 −0.8 −1 −150 −100 −50 α° 0 50 100 D=2.1.6 −0.3 −0.1 D=1.0.2 0 0 Stable 0.5 2 2.2 −0.5 ° −100 5 −150 −0.4.6.5.34: Curve w vs.5 ° α=-32.6 0.5 U D=0.5 ° α=75.1 S U Γ=4. α Γ = 4.

5.5 2 1.5.35: Curve w vs.5 1 0.5 −1 −1. Mixed condition 118 2.95Γcr . τ for D = 1.5 −2 −2.36: Phase-space trajectory for D = 1.5 2 1.6. Γ = 0. Γ = 1.5 −2 −2.5 1 0.5.5 450 460 470 480 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 6.95Γcr . Γ = 1.01Γcr . Γ = 0. Figure 6.5. .5 −1 −1.37: Curve w vs.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. 2.5 w 0 −0.38: Phase-space trajectory for D = 1.01Γcr .5 w 0 −0. τ for D = 1.4. Figure 6.

1. and increase Γ. τ for D = 0. and (b) the velocity as a function of tilt angle.1.01Γcr the ﬁgures show a possible limit cycle undergoes a period doubling. Find the velocity and temperature ﬁelds for known heating if the heating and cooling takes place at two diﬀerent points. Both known heat ﬂux and known wall temperatures may be looked at.40 and 6. Now we choose D = 0.01Γcr .9 0.42 and 6.43 for Γ = 20Γcr . In terms of control algorithms. and Figures 6.2 w w 1. Find the temperature ﬁeld and velocity for known heating if the total heating is not zero.6. Figure 6. Figure 6. Problems 1.39 presents a plot of the w − τ curve for Γ = 0.3 1. for Γ < Γcr we have stable solutions.5 6. Γ = 0.5 1 0. This implies a supercritical Hopf bifurcation.1Γcr .1 1 0.39: Curve w vs. 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. 5. Find the pressure distributions for the diﬀerent cases of the square loop problem. For known wall temperature heating.1.44 and 6. The strange attractor is shown in Figures 6. In this case. show that if the wall temperature is constant.8 0 500 1000 1500 2000 2500 2 1. 2. Plot (a) typical temperature distributions for diﬀerent tilt angles. the temperature ﬁeld is uniform and the velocity is zero. Γ = 1.99Γcr .5 0 −0. 3. τ for D = 0. There is constant heating between points a and c.5 1.99Γcr . For the steady-state problem.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. Find the steady-state temperature ﬁeld and velocity for known heating if the loop has a variable cross-sectional area A(s).45.5 −2 1980 τ 1985 1990 τ 1995 2000 Figure 6. and constant cooling between e and g.5 −1 −1.41 show the time series plots and phase space representation for Γ = 1. 4.40: Curve w vs. determine the temperature distribution and the velocity as a function of θ.5. one may use PID or on-oﬀ control.4 1. Figures 6. What the condition for the existence of a solution? 6. . Perturbation of one-dimensional ﬂow 119 1. 6. For Γ = 1. Consider the same square loop but tilted through an angle θ where 0 ≤ θ < 2π.

4 0.41: Phase-space trajectory for D = 0.2 0 φc 1 −0. Thermal control 120 1 0.1. Γ = 20Γcr . Γ = 1.4 0.8 1088 1090 1092 1094 τ 1096 1098 1100 1102 Figure 6.8 0.5 φs 1 0 −0. 0.2 −0.5 φc 1 1 0.1Γcr .1Γcr .2 −0.6.6 0.5 0 −0. . τ for D = 0.6.1.6 0. Figure 6. Figure 6.2 0 −0.43: Phase-space trajectory for D = 0.2 φc 1 0 φs 1 1985 1990 τ 1995 2000 1 0.6 −0.6 −0. Γ = 1.6 0.4 −0.5 −1 1 2 1 0 −1 −1 −2 w −0.1.8 −1 1980 1985 1990 τ 1995 2000 Figure 6.44: Phase-space trajectory for D = 0.8 0.42: Curve w vs.1Γcr .1. Γ = 1.4 0.6 −0.4 0.2 −0.8 −1 1980 −0.4 −0.

2 0 φc 1 4 2 0 −2 −0. xs .1. Thermal control 121 0. Neglect the small horizontal sections and state your other assumptions.6. 12.6. 9. Find the ﬂow rate of the air due to natural convection. Make any assumptions you need to. thin.1 φs 1 0 −0. q q L Figure 6. 10.2 −4 w Figure 6.2 0. Illustrate typical cases with appropriate graphs. For a thin. 13. vertical tube that is open at both ends. Find the steady state velocity in the loop. Find the combination of ﬂuid parameters that determines the rate of heat transfer from a closed loop with known temperature distribution. Compare the cooling rate achieved by an ionic liquid to water in the same loop and operating under the same temperature diﬀerence. Consider a long. multiplicity of solutions and bifurcation diagrams.46: Tall natural circulation loop. 6. Set up a controller for PID control of the velocity x to a given value.4 0. The heat rate per unit length coming in and going out are both q.6 0.46 consisting of two vertical pipes of circular cross sections. axial conduction and tilting eﬀects. 11.1 −0.2 0. 8. The heating pipe has a diameter D. Γ = 20Γcr . and that of the cooling side is 2D. The air in the tube is heated with an electrical resistance running down the center of the tube. Study the steady states of the toroidal loop with known wall temperature including nondimensionalization of the governing equations. Consider a tall natural circulation loop shown in Fig.45: Phase-space trajectory for D = 0. in the toroidal natural convection loop equations dx dt dy dt dz dt = = = y−x a sin φ − xz −b cos φ + xy . vertical pipe compare the wall shear stress to mean ﬂow velocity relation obtained from a twodimensional analysis to that from Poiseuille ﬂow.

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

1.5). are separated by an interface at x = X(t). Thus T1 T2 Assume T1 (x.1 Neumann’s solution The material is initially liquid at T = T0 .Chapter 7 Moving boundary 7.4) ∂x ∂x dt 7.1) (7. In each phase.3) Furthermore the diﬀerence in heat rate into the interface provides the energy required for phase change.5) (7. t) (7. indicated by subscripts 1 and 2. Similarly (7.1 [44] The two phases.8) .1) and (7.2) Stefan problems At the interface the temperature should be continuous. so that T1 (X.7) so that it satisﬁes equations (7. t) to be = → 0 at T0 as x=0 x→∞ (7. Thus ∂T1 ∂T2 dX k1 − k2 = Lρ (7. the conduction equations is ∂ 2 T1 1 ∂T1 − ∂x2 κ1 ∂t 1 ∂T2 ∂ 2 T2 − ∂x2 κ2 ∂t = = 0 0 (7. The temperature at the x = 0 end is reduced to zero for t > 0.6) x T1 = A erf √ 2 κ1 t x x T1 = A erf √ T2 = T0 − B erf √ 2 κ1 t 2 κ2 t 123 (7. t) = T2 (X.

Using the remaining condition (7.12) The temperatures are T1 T2 7.13) (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 ) (7.9) (7.3) requires that x x A erf √ = T0 − B erf √ = T1 2 κ1 t 2 κ2 t This shows that √ X = 2λ κ1 t (7.4). Stefan problems 124 satisﬁes equation (7.7. The.10) where λ is a constant.6).1.14) . we get k1 Ae−λ − k2 B This can be written as 2 √ κ1 −κ1 λ2 /κ2 = λLκ1 ρ π e κ2 (7.11) √ 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 ) (7.2) and (7. condition (7.1.

Part IV Multiple spatial dimensions 125 .

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 (8.6) (8.2 8.2. 8. y) = X(x)Y (y) (8.2) where m2 = h/kL.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. except for one edge where it is unity.5) This leads to one equation (8. Thus . In the steady state ∂2T ∂2T + − m2 (T − T∞ ) 2 ∂x ∂y 2 (8.7) with X(0) = X(1) = 1.3) Consider a square of unit side with θ = T − T∞ being zero all around.1) ∂2T ∂2T 1 ∂T = + − m2 (T − T∞ ) α ∂t ∂x2 ∂y 2 (8. the Biot number. Let θ(x.Chapter 8 Conduction 8.1 Steady-state problems See [206].

The two cylindrical surfaces shown as v = 1 and v = 2 are kept at temperatures T1 and T2 .8. 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 (8.9) The condition Y (0) = 0 gives B = 0.html with a = 1. Consider steady-state conduction in bipolar coordinates shown in http://mathworld. 2.sdu.edu. Use Morse and Feshbach’s notation as shown in http://www. 5. Use the eigenfunction expansion method to reduce the governing equation to an inﬁnite set of ODEs and solve. B = 0 and λ = nπ.1: Two-dimensional ﬁn. . Thus θ(x. Consider an unsteady one-dimensional ﬁn of constant area with base temperature known and tip adiabatic.com/BipolarCylindricalCoordinates. . Problems 1. 2.htm 4.cn/mathency/math/p/p059. 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. where due to the boundary conditions. Find the appropriate eigenfunctions for the Laplacian operator for this problem. . but in parabolic cylindrical coordinates. y) = An sin nπx sinh m2 + n2 π 2 y (8. respectively.8) 8. Shape factor.3.3 8. n = 1. Moving boundary problem at a corner. . bipolar.10) (8.wolfram.4 Radiating ﬁns Non-Cartesian coordinates Toroidal. Radiating ﬁns 127 L x y Figure 8.math. 3. Set up and solve a conduction problem similar to Problem 2. Show that the separation of variables solution for ∇2 T = 0 for a rectangle can also be obtained through an eigenfunction expansion procedure. Consider conduction in a square plate with Dirichlet boundary conditions..

2.Chapter 9 Forced convection See [206].1 Two-dimensional ﬂow (9. with an overall heat transfer coeﬃcient of U .3 Leveque’s solution Leveque (1928) 9.and y-directions.4 Multiple solutions See [166]. as shown in Fig.2) (9. Consider a rectangular plate of size Lx × Ly in the x.1) 9. respectively.3) (9.1 9.5 Plate heat exchangers There is ﬂow on the two sides of a plate. 1 and 2.2 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. 9. 9. 9. 128 .

6). we get 2Cx R ∂Tx = Ty − Tx ∂x (9.5) where R = 1/2U is proportional to the thermal resistance between the two ﬂuids.1.5. which we will take to be a constant. y). 9. Let the plate be . y). The ﬂow in the other side of the plate is in the y-direction with the corresponding quantities Ty (x. y) and Ty (x.9. Plate heat exchangers 129 x flow y flow Figure 9. The ﬂow on one side of the plate is in the x-direction with a temperature ﬁeld Tx (x.4) ∂x where cx is the speciﬁc heat of that ﬂuid. For the ﬂow in the x-direction. and Cx = cx mx . 1957) gives an interesting solution in the following manner.6) 2Cy R ∂y These equations have to be solved with suitable boundary conditions to obtain the temperature ﬁelds Tx (x.1: Schematic of crossﬂow plate HX.8) Nusselt (Jakob. Simplifying.5). For the other ﬂuid ∂Ty = Tx − Ty (9. The mass ﬂow rate of the ﬂow is mx per unit transverse length. we have 2 Ty 1 ∂Ty 1 ∂Ty + + 2R =0 Cy ∂x Cx ∂y ∂x∂y (9. y) and my . the steady heat balance on an elemental rectangle of size dx×dy gives ∂Tx cx mx dy dx = U dx dy (Ty − Tx ) (9. we get ∂Ty Tx = Ty + Cy R (9. The overall heat transfer coeﬃcient between the two ﬂuids is U .7) ∂y Substituting in equation (9. From equation (9.

15) (9. η ′ )ebη dη ′ (9.24) .19) θx (ξ. η) = e−aξ + abe−(aξ+bη) 0 θx (ξ ′ .9. η) = be−bη 0 η (9.15) we get ξ θx (ξ.17) (9.16) at ξ = 0 at η = 0 (9.14) a = b The governing equations are then = a(θx − θy ) = − b(θx − θy ) = with boundary conditions θx θy Equation (9. η ′ )eaξ +bη dξ ′ dη ′ ′ ′ (9. we get C=0 so that θy (ξ.23) Substituting for θy .i − Ty.i Tx.16) can be written as = = 1 0 ∂θx ∂ξ ∂θy ∂η (9.i Ty − Ty.12) (9. η ′ )ebη dη ′ (9.and y-directions. Plate heat exchangers 130 of dimensions L and W in the x. we ﬁnd the Volterra integral equation ξ η 0 θx (ξ.10) (9.i Tx.18).5.13) (9. η) = e−aξ + ae−aξ 0 θy (ξ ′ .20) From the boundary condition (9. Nondimensional variables are ξ η θx θy = = = = x L y W Tx − Ty.i − Ty.i UWL Cx UWL Cy (9.21) ′ θx (ξ.18) ∂θy + bθy = bθx ∂η Solving for θy we get θy = e−bη C(ξ) + b 0 η ′ (9. η)eaξ dξ ′ ′ (9.11) (9.22) Using the same procedure. from equation (9.9) (9.

the coeﬃcient of each order of λ must vanish. . η) where the φs are given above. η ′ )eaξ +bη dξ ′ dη ′ ′ ′ φn (ξ.39) (9.38) Substituting into the expansion.26). ξ η 0 = e−aξ ξ η 0 ξ η 0 (9. we get (9. η) φ2 (ξ. we get 1 dY 1 ∂Tx + + 2R = 0 Cx ∂x Cy dy (9. η ′ )eaξ +bη dξ ′ dη ′ ′ ′ (9. η) + .25) Let us express the solution in terms of a ﬁnite power series θx (ξ. We will ﬁrst solve the Volterra equation for an arbitrary λ. + φn (ξ. η) . Example 9. η) = φ0 (ξ. .40) (9.32) The solutions are φ0 φ1 φ2 φ3 . Since λ is arbitrary. η) = e−aξ + abλe−(aξ+bη) 0 θx (ξ ′ . − bn−1 η n−1 e−bη ) n! (n − 1)! θx (ξ. . η) + .33) (9.28) (9.41) . . 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 − . η) = abe−(aξ+bη) 0 φn−1 (ξ ′ . . and taking λ = 1. . η) + φ1 (ξ.35) (9. Thus φ0 (ξ. η ′ )eaξ +bη dξ ′ dη ′ 0 ′ ′ = abe−(aξ+bη) = abe−(aξ+bη) 0 (9. Plate heat exchangers 131 for the unknown θx .27) φ0 (ξ ′ . y) = X(x)Y (y) Substituting and dividing by XY .5. .9.31) (9.1 Find a solution of the same problem by separation of variables. where ξ η 0 θx (ξ. .26) This can be substituted in the integral equation. η) + λ2 φ2 (ξ. η) + φ2 (ξ. + λn φn (ξ. η) φ1 (ξ.37) (9. .36) (9.30) φ1 (ξ ′ . η) (9. η ′ )eaξ +bη dξ ′ dη ′ ′ ′ (9.29) (9. Taking Ty (x. equation (9. η) = φ0 (ξ.34) (9.

is given by Z L−y Q = Cx [Tx (Lx . Thus we can write dX 1 + X dx cx mx (a + R) dY 1 + Y dy cy my (a − R) = = 0 0 (9. Q.6.42) (9.47) 9.45) (9.6 Falkner-Skan boundary ﬂows Problems 1. 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 . y) − Tx (0. each must be a constant.44) (9. and the second only of y. Substituting in equation (9. (9.46) (9. Solving the two equations and taking their product.43) where a is a constant.7). we have – » c x y Ty = exp − + a+R cx mx (a + R) cy my (a − R) where c is a constant. 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. Falkner-Skan boundary ﬂows 132 Since the ﬁrst term is a function only of x.9. This is a problem .

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

201] 11. allowing for slip in the tangential direction.1 Governing equations The continuity equation for incompressible ﬂow in a porous medium is ∇·V =0 11. Sometimes a term cρ0 ∂V/∂t is added to the left side for transient problems. There is still slip at a boundary. 134 . Here K is called the permeability of the medium and has units of inverse area. the simplest model is that due to Darcy ∇p = − µ V + ρf K (11. From equations (11. 11. but it is normally left out because it is very small.2) where f is the body force per unit mass.2 Forchheimer’s equation (11.2).1.1) For the momentum equation.1) and (11.Chapter 11 Porous media [103.4) where cf is a dimensionless constant. The condition on the velocity is that of zero normal velocity at a boundary. 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 Darcy’s equation (11.1. for f = 0 we get ∇2 p = 0 from which the pressure distribution can be determined.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. 130.

1 Forced convection Plane wall at constant temperature ∂u ∂v + ∂x ∂y The solution to = 0 ∂p ∂x ∂p ∂y (11.16) .14) (11.2. and φ is the porosity of the material. An equivalent form is σ where αm σ See [1].8) 11.10) ∂T + V · ∇T = αm ∇2 T ∂t (11.12) (11. The subscripts m refers to the solid matrix. Forced convection 135 11.4 Energy equation ∂T + ρcp V · ∇T = km ∇2 T ∂t is the eﬀective thermal conductivity.6) where km (11. ˜ 11. In this model there is no slip at a solid boundary.7) is the average heat capacity. = = km ρcp (ρc)m ρcp (11.1.2. and (ρc)m (ρc)m = φρcp + (1 − φ)(ρc)m The energy equation is (11.2 11.5) where µ is another viscous coeﬃcient.1.11.13) u = − v is u v For = U = 0 K µ K = − µ (11.15) Ux = P ex ≫ 1 αm (11.9) (11.3 Brinkman’s equation µ V + µ∇2 V + ρf ˜ K Another alternative is Brinkman’s equation ∇p = − (11.11) (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 (11.31) 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 (11.24) (11.11.18) The boundary conditions are T (0) = Tw T (∞) = T∞ Writing η = y U αm x T − Tw T∞ − Tw (11.22) (11.28) with = 0 1 (11.2.29) (11.30) θ(∞) = We multiply by the integrating factor eη /4 to get (11.26) (11.25) (11.19) (11.21) (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 (11.17) (11. 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 (11.33) e−η ′2 /4 dη ′ + C2 .23) (11.

Forced convection 137 With the change in variables x = η ′ /2.2 Stagnation-point ﬂow For ﬂow in a porous medium normal to an inﬁnite ﬂat plate.2.37) (11.11. 11. we ﬁnd that C1 = 1/ π and C2 = 0.41) y=0 = x = = 1 Ux √ π αm 1 √ P e−1/2 π x (11.35) (11.39) 2 √ π erf η/2 0 e−x dx η 2 2 (11.43) Example 11.42) (11. the solution becomes η/2 θ = 2C1 0 e−x dx 2 (11.38) (11.1 Find the temperature distribution for ﬂow in a porous medium parallel to a ﬂat plate with uniform heat ﬂux.44) (11.36) The local Nusselt number is given by N ux = hx km ∂θ ∂y (11.40) (11. the velocity ﬁeld is u = Cx v The energy equation is Cx = −Cy (11.46) .34) √ Applying the boundary conditions.2.45) ∂T ∂T ∂2T − Cy = αm 2 ∂x ∂y ∂y (11. Thus θ = = The heat transfer coeﬃcient is deﬁned as h q ′′ Tw − T∞ ∂T km = − Tw − T∞ ∂y ∂θ = km ∂y = (11.

56) The conditions (11.60) .52) (11.54) (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. Forced convection 138 11.47) (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.57) (11.2. the governing equation is U where the boundary conditions are ∂T ∂y q′ Writing η = y U αm x T − T∞ q ′ /km (11.48)-(11.2.50) Ux αm (11.51) = = 0 at y = 0 ∞ ∂2T ∂T = αm 2 ∂x ∂y (11.3 Thermal wakes Line source For P ex ≫ 1.49) become = = 0 at η = 0 1 (11.56) can be written as θ′′ = − which integrates to 1 d (ηθ) 2 dη (11.53) (11.59) 1 θ′ = − ηθ + C1 2 (11. we get 1 θ′′ = − (θ + ηθ′ ) 2 ∂θ ∂η ∞ (11.11.48) (T − T∞ ) dy (11.

66) 11. The geometry is shown in Fig.63) Thus the solution is or (11.68) (11.67) (11.1: Stability of horizontal porous layer. we get θ = C2 e−η Substituting in the other boundary condition ∞ ∞ 2 /4 (11. Natural convection 139 Since θ′ = 0 at η = 0.3. we ﬁnd that C1 = 0.69) (11. 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. 11. B y x A gravity Figure 11.3.11.3 11. and consists of ﬁnding the stability of a horizontal layer of ﬂuid in a porous medium heated from below.64) (11.65) 1 q′ T − T∞ = √ 2 π km ( −U y 2 αm ) exp( ) Ux 4αm x Example 11.2 Show that for a point source T − T∞ = q −U r 2 exp( ) 4πkx 4αm x (11.61) 1= −∞ θ dη = C2 −∞ e−η 2 /4 √ dη = 2 πC2 (11. Integrating again.1.1 Natural convection Linear stability This is often called the Horton-Rogers-Lapwood problem.62) from which 1 C2 = √ 2 π 2 1 θ = √ e−η /4 2 π (11.70) .

72) y2 − 2y H (11.74) (11.85) (11.11.71) (11.90) ∇2 w = Ra∇2 T H where ∇H = ∂2 ∂x2 . Natural convection 140 where g = −gj.88) (11.78) (11.81) (11. The basic steady solution is V T p = 0 (11.79) x H αm t σH 2 HV′ αm T′ ∆T Kp′ µαm (11.77) (11.87) −∇p − V + Ra T k ∂T −w ∂t where Ra = From these equations we get = ∇2 T ρ0 gβKH∆T µαm (11. on dropping *s ∇·V = = = = = = 0 = 0 = αm ∇2 T ′ (11.83) (11.80) (11.82) (11.84) = = 0 0 (11.89) (11.86) (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.75) (11. We apply a perturbation to each variable as V T p Substituting and linearizing = V + V′ = T + T′ = p + p′ (11.3.73) y = T0 + ∆T 1 − H 1 = p0 − ρ0 g y + β∆T 2 ′′ For constant heat ﬂux ∆T = qs /km .

y. For a self-adjoint operator L. since the eigenvalue problem is self-adjoint. 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 (11.11. Thus. y → ∞.104) . marginal stability occurs when s = 0.93) (11. as shown below.98) (11. which is the case here.e. y.96) ∂Q ∂P + ∂x ∂y ∂P ∂Q + ∂x ∂y (11.101) (11. z. then L is self-adjoint.102) W = k 2 Ra W (11. it can be shown that s is also real. t) T (x. impermeable).97) dV (11. the wavenumbers kx and ky must be real. 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. Natural convection 141 Using separation of variables w(x.3. v) If vL(u) − uL(v) = then [vL(u) − uL(v)] dV = = V (11.95) Isothermal boundary conditions The boundary conditions are W = Θ = 0 at either wall. we must have (u. Lv) = (Lu. Furthermore.103) The eigenfunctions are W = sin nπy (11.100) V ∇ · (P i + Qj) dV n · (P i + Qj) = S If n·(P i+Qj) = 0 at the boundaries (i.92) (11.91) (11.94) (11. For the solutions to remain bounded as x.99) (11. z.

108) (11. Ra = Ra0 + α2 Ra1 + . we get Rac = 12.116) (11. Natural convection 142 where n = 1.115) . . 11. y). .111) with W0 = dΘ0 /dy = 0 at the walls.107) (11. The solutions is W0 = 0. 3.113) with W1 = dΘ1 /dy = 0 at the walls. . We write W = W0 + α 2 W1 + . Constant heat ﬂux conditions Here W = dΘ/dy = 0 at the walls. 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 (11.112) (11. For the zeroth order system d 2 W0 =0 dy 2 d2 W1 dy 2 d2 Θ1 + W1 dy 2 (11.3. .117) ∂ψ ∂y ∂ψ = − ∂x = (11..114) (11.109) (11. 2.2 Steady-state inclined layer solutions Consider an inclined porous layer of thickness H at angle φ with respect to the horizontal shown in Fig. which gives Rac = 4π 2 for the onset of instability. To the next order = W0 − Ra0 Θ0 = Θ0 (11. . .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. 11.3.110) (11. Θ0 = 1.106) The lowest critical Ra is with k = π and n = 1. . Finally. .2 Introducing the streamfunction ψ(x. Θ = Θ0 + α2 Θ1 + .11. as long as Ra = n2 π 2 +k k 2 (11. .

3. at at x=± A 2 1 y=± 2 (11. Natural convection 143 y x φ Figure 11.121) = αm ∂T ∂T cos φ − sin φ ∂x ∂y ∂2T ∂2T + ∂x2 ∂y 2 (11.120) (11. ∂y ψ = 0. we assume [167] ψ T = ψ(y) = Cx + θ(y) (11.11.125) With a parallel-ﬂow approximation.122) = −Ra = ∂T ∂T cos φ − sin φ ∂x ∂y ∂2T ∂2T + ∂x2 ∂y 2 (11. 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 = 0.127) (11.123) (11.124) (11.118) (11. Taking ∂/∂y of the ﬁrst and ∂/∂x of the second and subtracting.2: Inclined porous layer.126) (11.119) .

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 .

1 [209] [219] is a review of the radiative properties of semiconductors. Consider an unsteady n-body radiative problem. 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. 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. dt 150 . Monte Carlo methods Problems 1.Chapter 13 Radiation 13. Show that between one small body 1 and its large surroundings 2. the dynamics of the small-body temperature is governed by dT1 4 4 M1 c1 = −A1 F12 σ(T1 − T2 ) + Q1 .

Chapter 14 Boiling and condensation 14.1 Homogeneous nucleation 151 .

we have P (x. Since there is equal probability of the walker in the previous time step to have been in the interval [x − ∆x − dx/2. Let the current position of the walker be x. t) = 1 [P (x − ∆x. 178. x + dx/2] be P (x.1) we get ∂2P 1 ∂2P 1 ∂3P ∂P −D 2 = ∆t − ∆x2 + . we get the diﬀusion equation ∂P ∂2P (15.1) Assuming that ∆x and ∆t are small.2) where the terms on the right side are evaluated at (x. 2 (15. x + ∆x + dx/2].. .4) =D 2. (15. t − ∆t] . 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 +.1 15.3) where D = ∆x2 /2∆t. Substituting in Eq. and [36] of photonic devices. t − ∆t) + P (x + ∆x. ∂t ∂x 152 . (15.. If we let ∆x → 0 and ∆t → 0 such that D is constant. . 119. Taylor series expansions give P (x ± ∆x. [86.1 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. 202. and the probability that the walker is in an interval [x − dx/2.. t). t). 2 ∂t ∂x 2 ∂t 2 ∂x2 ∂t (15. .1. 219] 15.Chapter 15 Microscale heat transfer [108] is a review of microscale heat exchangers. 186.

8) Under this approximation = scat (15. t)f (r.5) where S is a sphere of radius |∆r| centered on r.2 Boltzmann transport equation The classical distribution function f (r. we have the balance equation [109. ∂P ∂P 1 ∂2P ∆ri − ∆t + . Also P (r + ∆r. The heat ﬂux is then q(r. (a) Fourier’s law Assume ∂/∂t = 0. t)εD dε. we can write ∇f0 = df0 ∇T. Thus ∂f ∂f f0 − f + v · ∇f + a · = . The term on the right side is due to collisions and scattering. 123. 124] ∂f ∂f + v · ∇f + a · = ∂t ∂v ∂f ∂t .1 Relaxation-time approximation ∂f ∂t where τ = τ (r.11) (15. v. t − ∆t) = P + etc. ∂t ∂v τ Several further approximations can be made. scat (15. Following a volume element in this space. τ v(r. ε. and ∆r be a step in any direction where |∆r| is a constant. a = 0 and ∇f = ∇f0 in the left side of Eq.2 Multi-dimensional Let P = P (r.. t) = S P (r + ∆r. (15.2. Then P (r.10) so that f = f0 − τ v · ∇f0 . ∂ri ∂t 2 ∂ri ∂ri (15.10) f0 − f . Introducing explicitly the dependence of f on temperature. (15. Boltzmann transport equation 153 15.15. t). 15.12) (15. t − ∆t) dS (15.1.7) where a = dv/dt is the acceleration due to an external force. t) is deﬁned as number of particles in the volume dr dv in the six-dimensional space of coordinates r and velocity v. t) = where D(ε) is the density of energy states ε. v).9) .2.. dT (15.6) 15.

(15. (15.3 15. we get q = −k∇T. Let xi = xei(nka−ωt) .20) (1 − cos ka) .17) ∂t where k is given by Eq.3.14).18) (15. (15.12) in (15.11) and (15. Newton’s second law gives m d2 xn dt2 = c(xn+1 − xn ) − c(xn − xn−1 ) = c(xn+1 − 2xn + xn−1 ). and a is the mean distance between the atoms.15) v τv · df0 dT εD dε.1. (15.19) (15.8). Multiply Eq.1: Lattice of atoms of a single type Using Eqs. Phonons 154 xi−1 xi xi+1 Figure 15. For a typical atom n. (15. This is Cattaneo’s equation that can be compared to Fourier’s law. this gives ∂q = −k∇T.3. (15.1 Phonons Single atom type A lattice of atoms of a single type is shown in Fig. (15. (15. The mass of each atom is m. then the dispersion relation is ω= 2c m 1/2 1/2 (15.13).10) by vεD dε and integrate to get ∂ df0 1 v· vf εD dǫ + vf εD dε.21) . q+τ 15. (15. 15.8).13) (15.15. Eq. where k= since vf0 εD dε = 0. the spring constants are c.16) ∇T vεD dε = − ∂t dT τ Using Eq.14) (b) Cattaneo’s equation Assume τ = constant and ∇f = (df0 /dT )∇T . (15.

= c(xi+1 − yi ) − c(yi − xi ) = c(xi+1 − 2yi + xi ).30) (15.23) .32) (15. = yei(nka−ωt) . (15.28) (15.3.26) (15. . (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 ).35) (15. We can also write k= 1 cvg l 3 (15.25) c 2m 1/2 2c mk 2 1/2 (1 − cos ka) a sin ka (1 − cos ka) c m 1/2 1/2 .22) 1/2 . (15. we have vg = a The thermal conductivity k = ke + kp where ke and kp are those due to electron and phonon transports. Let xi yi = xei(nka−ωt) .31) d2 y i m2 2 dt (15. Phonons 155 xi yi Figure 15.3.2: Lattice of atoms of two diﬀerent type The phase velocity is vp = and the group velocity is vg = For ka → 0. 15.24) where c is the speciﬁc heat. = c xe ika (15.34) so that −m1 xω 2 −m2 yω = c y − 2x + ye−ika . and l is the mean free path.29) (15.33) (15. (15.27) (15.36) 2 − 2y + x .15.

which simpliﬁes to m1 m2 ω 4 − 2c(m1 + m2 )ω 2 + 2c2 (1 − cos ka) = 0.40) (15.37) The positive sign corresponds to the optical and the negative to the acoustic mode.15. (15. The solution is ω2 = 1 2c(m1 + m2 ) ± 2c 2m1 m2 m2 + m2 + 2m1 m2 cos ka . 15.4 Thin ﬁlms .39) (15.4. 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 (15.38) −c(1 + e−ika ) 2c − m2 ω 2 x y = 0 0 .

157 .Chapter 16 Bioheat transfer 16.1 Mathematical models Good references are [35. 53].

17.1 Fin analysis Analysis of Kraus (1990) for variable heat transfer coeﬃcients. we have Mc ρAc2 ∂T2 ∂T2 + ρV2 Ac2 + hP (T − T1 ) = 0 ∂t ∂x 158 (17. Shah (1981) 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.2) .6 Radiation eﬀects See Ozisik (1981).3 17. 17.5 Microchannel heat exchangers Phillips (1990). 17.Chapter 17 Heat exchangers 17.4 Heat transfer augmentation Maldistribution eﬀects Rohsenow (1981) 17. p. 87 [130].2 Porous medium analogy See Nield and Bejan.1) (17.

a a the air temperature is assumed to be Ta = (Tin + Tout )/2. ca . 17.7) 17. ρt ct π(ro − ri ) ∂t ∂ξ respectively.6) y(x) = a0 + a1/2 x1/2 + a1 x + a3/2 x3/2 + a2 x2 + . 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. The ﬂow rates present a special diﬃculty. Correlations 159 17. ri and ro are the inner and outer radii of the tube.1).2 shows the steady-state range of values of Tout that can be achieved on varying mw . . (17. advective and convective eﬀects discussed before. a w The inlet temperatures Tin and Tin .10) ). Tout or Tout . t) and Tw (ξ. Fig.8) L ∂Tw 2 ∂Tw ρw cw πri + mw cw ˙ = hi 2πri (Tt − Tw ). t) are the tube-wall and water temperatures. ˙ . The governing equations on the outside of the tube.3) (17. 0) = Tw (ξ.17. has been studied using ﬁnite diﬀerences [4–6]. Water is the in-tube and air the over-tube ﬂuid in the heat exchanger. . As an example of control dynamics. 17. hi and ho the heat transfer coeﬃcients in the inner and outer surfaces of the tube.10 Compressible ﬂow Thermal control A cross-ﬂow heat exchanger model. Tt (ξ. schematically shown in Fig. temperatures ˙ outside this range cannot be obtained. .5) (17. 0). in the water.1 Correlations Least squares method n Possible correlations are y(x) = k=0 ak xk (17. ˙ ˙ a a Tin and Tout (t) are the inlet and outlet air temperatures. This example includes all the conductive.8) and (17. w 17. and kt is the thermal conductivity of the tube material. Fig. It is also seen that the outlet water temperature is hard to control for large water ﬂow rates. L is the length of the tube. In addition. water and tube material. (17.8. and the ﬂow rates ma and mw can all be used as control ˙ ˙ w a inputs to obtain a desired outlet temperature.4) (17. Ta (t) is the air temperature surrounding the tube. cw and ct are the speciﬁc heats of the air.9). t) = Tw (0. . t) = Tin .9 17.3 shows the results of w applying PI control on mw to obtain a given reference temperature Tout = 23◦ C. Tt (L. Suitable numerical values were assumed for the computations.8 17. they appear in nonlinear form in Eqs. The boundary and initial conditions are w Tt (0. (17.9) ∂t ∂ξ 2 2 2 ∂ Tt 2 2 ∂Tt = kt π(ro − ri ) 2 + 2πro ho (Ta − Tt ) − 2πri hi (Tt − Tw(17. ρw and ρt are the water and tube material densities. and in the wall of the tube are ma ˙ a a ca (Tin − Tout ) = ho 2πro (Ta − Tt ). (17. y(x) = axm + bxn + .1.8. and Tt (ξ. and the outlet temperature is bounded.t). ma (t) and mw (t) are the mass ﬂow rates of air and water. t) = Tw (L.

9 0 0. Thermal control 160 Air in Water in ξ Water out L Air out Figure 17.2 0.10.5 23.1 23 0.5 0. ma = 23.23 kg/s 23.1 0.17.4 0. 23.6 23.2: The relation between Tout and mw for diﬀerent ma [4].3 .3 0.8 0.6 0.17 kg/s 22.2 0.4 a Tout[°C] 23.9 1 .1: Schematic of single-tube cross-ﬂow heat exchanger. ma [kg/s] a ˙ ˙ Figure 17. .7 0.

The network has a primary loop.4 shows a network in which three speciﬁc control strategies can be compared [61. For most practical thermal systems. and the bypass pressure diﬀerence ∆pbp to step . 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. and Vγ to control L the air temperature leaving the cooling coil.5 23 10.11 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. There are at present many diﬀerent strategies for the thermal control of networks.11. a secondary loop and a bypass that has the three strategies as special cases. each control method works diﬀerently and are labeled VF. In the following. 17. 17. and comparative studies based on mathematical models can be carried out.6 show the dynamic response L L of Ta (t). while the secondary has a water-air cooling coil which serves as a thermal load. Control of complex thermal systems 161 25 24.5 22 21.17. The primary loop includes a chiller. Ta (t).1 Hydronic networks The science of networks of all kinds has been put forward as a new emerging science [15]. the leaving water temperatures Tw (t). this is diﬃcult to do with any degree of precision. we will look ﬁrst at thermal components and then combine them in networks. Thus. Figs. 62].3: Behavior of Tout as a function of time for Ki = 50 and diﬀerent Kp [4]. MCF and BT in the following ﬁgures (details are in [61]). Controllability issues of heat exchanger networks are reported in [203]. Vβ . Mathematical models of the dynamics of a piping network lead to diﬀerential-algebraic systems [61]. while the conservation of mass condition at each of the junctions is algebraic.000 100 22.5 and 17. 17.5 5 a Tout[°C] 24 Kp = 100.000 23. 17. Fig.11. the others being dependent on these. The momentum equation governing the ﬂow in each pipe is diﬀerential.5 0 200 400 600 800 1000 1200 1400 1600 1800 2000 t [s] a Figure 17. Integral controllers are used to operate the valves Vα . it turns out that only certain ﬂow rates may be controllable.000 1.

11.17. 125. The input voltages v7 . q7 and q4 to the heat exchangers for the three diﬀerent control strategies. and then the hot water ﬂow is decreased by a constant value every 1800 s.7. Laboratory experiments with a network of water-to-water heat exchangers have been reported in [61–63]. changes in the air velocity over the coil. Each curve represents one independent run. 17. 145. The hot water ﬂow is diminished by changing its controller set point. 176. α(t). thermal radiation [143]. The controls drive the system to diﬀerent operational points while coping with the changes. 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. steady values. that is. There are some oscillations in all the variables before they settle down to stable. 83. the conﬁguration is shown in Fig. microwave heating [120]. v4 and v1 that control ﬂow and the hot water temperature at the heat exchanger inlet T21 are also shown. 205. 217]. β(t). the system is becomes unstable and the variables oscillate in time.11. 190–195]. water ﬂow to HXBT and HXCF is zero when testing VF. and so on. Control of convection is an important and active topic. It is seen that for certain control parameters. Figure 17. 215. and materials processing and manufacturing [55. this includes the study of convection loops [175. The system is taken to the nominal operating conditions. 160].2 Other applications There are a large number of other thermal problems in which control theory has been applied. 17.4: Network used to study control strategies [61]. stabilization and control of convection in horizontal ﬂuid layers [18. Agent-based controls have been proposed by complex thermal systems such as in buildings [213]. and γ(t) are the respective closing fractions of the valves which change dynamically in response to the error signal. and in porous media [189].8 shows the secondary hot water ﬂow rates q8 . .

6: Dynamic response of control system to drop in air velocity with method BT.5: Dynamic response of control system to drop in air velocity. .17. − ∗ − method VF. ∆pbp.set = 20000 (N/m ).5 0 75 100 125 150 175 200 225 250 275 300 t (s) Figure 17.set = 26◦ C.set = ◦ ◦ 2 E 5. Ta = 30◦ C [61].5 C. Ta. Tw.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. 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. and E L − £ − method MCF. L Tw (oC) 7 6 5 1 100 125 150 175 t 200 225 250 275 300 α 0.11. Ta = 30 C [61].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.

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.q4 (m3/s) 3 2 1 0 3 0 1000 2000 3000 4000 5000 6000 v1 . − £ −CF .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 .8: Secondary hot water ﬂows and T21 : − ◦ −BT . − ∗ −V F . The dashed vertical lines are instants at which the thermal load is changed [61].7: Layout of hydronic network [61].q7 .17. 11 3 3 q1 x 10 −4 q8 .11. .

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

This is a problem 166 . Reviews of artiﬁcial neural network applications to thermal engineering [163. Fig. The objective is to control a the outlet air temperature Tout . 166] [162] Problems 1. 153. 139.Chapter 18 Soft computing 18. Figs. 220] and applications [216] are available. A stabilized neurocontrol technique for heat exchangers has been described in [47. 18. Fig. 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 [48.3 shows the result of an disturbance rejection experiment. 182].2.1 [141] Genetic algorithms 18. 142] and time-dependent operation. A neural network-based controller is able to adapt easily to changing circumstances. after that the neurocontroller brings the system back to normal operation. 131.2 18. 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. which are generally very complex in that they cannot be realistically computed in real time for control purposes [92. The a heat exchanger is stabilized at Tout = 36◦ C. both are eﬀective. It is particularly suitable for systems for which experimental information that can be used for training is available. 18. 140.1 shows the test facility in which the experiments were conducted.2 shows the results of using neurocontrol compared with PID. 168] and other soft control methodologies [32. 18. and then the water ﬂow is shut down between t = 40s and t = 70s. [51.1 Artiﬁcial neural networks Heat exchangers The most important of the components are heat exchangers. 49–52].

5 0 50 100 150 200 250 300 350 t [s] Figure 18.8 35.4 PI t [s] 100 120 140 160 180 200 220 240 260 280 300 36.2 ANN PID a T [ C] out 36 35.2.5 32 31. a (b) heat exchanger with water and air ﬂows indicated. Artiﬁcial neural networks 167 a Tout Air flow Water flow (a) (b) Figure 18.6 35. .4 36.2: Time-dependent behavior of heat exchanger using ANN.5 33 32. PID and PI control methodologies [47].5 ANN PID PI a T [ C] out 34 33.5 35 34.18. 36.1: Experimental setup: (a) heat exchanger test facility with wind tunnel and in-draft fan.5 36 35. Tout is the air outlet temperature [47].

18. Artiﬁcial neural networks 168 mw [kg/s] 300 200 100 0 0 50 100 150 200 250 300 350 400 t [s] 36.3: Time-dependent behavior of heat exchanger with neurocontrol for disturbance rejection experiment showing ﬂow rates and air outlet temperature [47]. .5 a T [ C] out 36 35.2 0.5 m a [kg/s] 0.5 0 t [s] 0.5 35 50 100 150 200 250 300 350 400 34.4 0.1 0 50 100 150 200 250 300 350 400 t [s] Figure 18.2.3 0.

Part VI Appendices 169 .

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

1: The Cantor set.2: The Koch curve.3 Knopp function ∞ This is the function K(t) = 2−nH g(2n t) n=0 (A. 3. Figure A.1. this is shown as k = 1.its dimension is D = ln 2/ ln 3 = 0. and two sides of a triangle drawn on that. Repeat the process to get k = 2.. Since Nǫ = 2k and ǫ = 1/3k . Since Nǫ = 3 × 4k and ǫ = 1/3k .1. closed curve that is nowhere smooth.6) . and g(t) is the periodic triangular function g(t) = deﬁned on [0.26 .1. If k → ∞. The middle third of each side of the triangle is removed..4) where 0 < H < 1.63 .1. A. A. Fractals 171 k=0 k=1 k=2 k=3 Figure A. Take away the middle third to leave the two portions. . and in the limit gives a continuous. In terms of this function we can also deﬁne t D(t) = that is called the devil’s staircase. A. ..3) Here we start with an equilateral triangle shown in Figure A.1] corresponding to k = 0 in Figure A.1. . . This is shown as k = 1. 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. . .1 Cantor set Consider the line [0.1. the dimension of the Koch curve is D = ln 4/ ln 3 = 1.2 Koch curve 0 k→∞ lim Ck (t′ ) dt′ (A.2 as k = 0. A. . The process is continued.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. what is left is called the Cantor set.5) This is the function W (t) = ω −nH cos (ω n t + φn ) n=0 (A.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)

Figure A. Linearizing.4.31) dx′ = −2(λ − λ0 )x′ dt so that this critical point is linearly stable. .5: Subcritical version of Fig.6. (A. • Transcritical: Fig.4 x stable stable stable unstable λ unstable S-N unstable λ Figure A.4. • Saddle-node: Fig. 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.4.5.A. A.7. A. • Subcritical: Fig. √ (iii) Critical point x(3) = − λ − λ0 This is similar to the above.4: Supercritical pitchfork bifurcations x Figure A.6: Transcritical bifurcation. A.5 Examples of bifurcations • Supercritical: Fig. 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.7: Saddle-node bifurcation.

38) (A.8 shows the result of adding the imperfection ǫ. (a) ǫ > 0.A. y) = fy (x. x) (A.4.35) (A.7 Two-dimensional systems = λ0 + λ ′ (A.39) .4. A.36) Consider dx dt dy dt = fx (x.6 Unfolding and structural instability Adding a small constant to the vector ﬁeld in equation (A. The dynamical system without ǫ is thus structurally unstable.33) (A. we make an expansion around x = 0. 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.4.37) Figure A.8: Imperfect bifurcations. (b) ǫ < 0.23). we get λ′ x′ = −ǫ (A.34) (A. A. λ = λ0 and write x = x′ λ For small x′ and λ. Dynamical systems 177 x stable stable unstable λ0 stable λ x stable stable λ λ0 unstable stable Figure A.

48) For σ > 0. and if P < 0.47) (A. which is a transition from a time-independent to a periodic behavior through a pair of complex conjugate imaginary eigenvalues.46) Example A. 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.4 dx dt dy dt = = y −ω 2 x − σy (A. the spiral is stable.42) This is a conservative system which is equivalent to d2 x + (λ − λ0 )x = 0 dt2 The solutions are exponential if λ < λ0 .45) axx ayx axy ayy (A. if in addition P > 0. Example A. the eigenvalues are complex and the solution in phase space is a spiral.4.41) 1 −P ± 2 P 2 − 4Q (A. (A. . and the solutions are damped oscillations.43) determines the nature of the solution.40) (A. the system is dissipative. and periodic if λ > λ0 .A. 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. The occurrence of periodic solutions in two-dimensional systems. permits a Hopf bifurcation. on the other hand. D > 0. If.44) (A.3 dx dt dy dt = = y −(λ − λ0 )x (A. If D < 0. the eigenvalues are real. it is unstable.

4. Example A. and the second a circular periodic orbit that exists only for λ > λ0 . The ﬁrst is a critical point at the origin. Dynamical systems 179 Example A. .52) which simpliﬁes to = = ` ´ r λ − λ0 − r 2 (A. A. at which point the solution goes from time-independent to periodic.49) (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.A. at which dr/dt = 0.54) 1 √ There are two values of r.e r = 0 and r = λ − λ0 ..50) can be converted to polar coordinates.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.6 dx dt dy dt = = y ` ´ −ω 2 x − σ λ − x2 − y 2 (A.56) This is a Hopf bifurcation at λ = λ0 .58) deﬁned with a negative sign in front of x in the second equation. a similar analysis of equation (A. i.57) (A.49) and (AHopftwo) shows that the origin is stable for λ < λ0 . we will include the case of the forced Duﬃng equation here1 . There is thus a Hopf bifurcation at λ = λ0 .53) √ indicates that r = λ − λ0 is a stable orbit.55) (A.53) (A. Substituting x = r cos θ and y = r sin θ.8 Three-dimensional systems Forced Duﬃng equation Since a non-autonomous equation can be converted into a three-dimensional autonomous system. For λ > λ0 .4.51) (A. A linear analysis of equations (A. dx dt dy dt 1 Sometimes = y = x − x3 + f (t) (A.

where λ1 = 1. there is a pitchfork bifurcation with one zero eigenvalue. (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.A. 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. 1 [−(1 + σ) ± (1 + σ)2 − 4σ(1 − λ)].62) A linear stability analysis of each critical point follows.64) from which we get the eigenvalues −b.66) . 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. (b) x = y = b(λ − 1). the origin becomes unstable. since (1 + σ)2 > 4σ(1 − λ). the 2 eigenvalues are real and negative. For λ > λ1 .65) λ3 + (σ + b + 1)λ2 + (σ + λ)bλ + 2σb(λ − 1) = 0 (A.63) (λ + b)[λ2 + λ(σ + 1) − σ(λ − 1)] = 0 (A.59) (A. For 0 < λ < 1. − b(λ − 1) λ−1 λ−1 (A.61) where σ and b are taken to be positive constants. The critical points are obtained from y−x = 0 λx − y − xz = 0 −bz + xy = 0 which give x 0 y = 0 . with σ > b + 1.60) (A. 0 z b(λ − 1) − b(λ − 1) b(λ − 1) . The bifurcation parameter will be λ.4. At λ = λ1 .

9 Nonlinear analysis Center manifold theorem [30] Consider a vector ﬁeld fi (x) with fi (0) = 0. i. (c) Re(λ) = 0 with the generalized eigenspace E c . becomes unstable at λ = λ1 . and W c are the unstable. • Just below λ3 . but for large enough perturbations produce chaos. There exist manifolds W u .5 Singularity theory We have seen that the critical points of a dynamical system. The type of bifurcations that occur with a single bifurcation parameter λ has been discussed in the previous .e. respectively. i. • For λ > λ3 . • Two other critical points are created for λ > λ1 . and ±i 2σ(σ + 1)/(σ − b − 1). by ﬁnding the singularities of the function fi .5.10). and W c to which E u . in the range λ2 < λ < λ3 . equation (A. W s . 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 . 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. 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 . W u . these are linearly stable in the range λ1 < λ < λ3 . W s .12). stable and center manifolds.e. A. corresponding to a Hopf bifurcation. are found by solving an equation of the type (A. The periodic solution which is created at this value of λ can be shown to be unstable so that the bifurcation is subcritical. Here is a summary of the series of bifurcation with respect to the parameter λ: • Origin is a stable critical point for λ < λ1 . where λ3 = σ(σ + b + 3) σ−b−1 (A. (b) Re(λ) < 0 with the generalized eigenspace E s . all initial conditions produce chaos (except for periodic windows).66) can be factorized to give the eigenvalues −(σ + b + 1). the two critical points are stable to small perturbations. A. respectively.4.67) At λ = λ3 the characteristic equation (A. are tangents.A.

µ).1 Eigenfunction expansion Let T = T (x.6. . (A. t) and ∂T = L(T ) (A. It is projection of the x = x(λ. Here we increase the number of parameters to λ1 .9: Surface x = x(λ. A bifurcation (or catastrophe) set is the set of points in parametric space λ1 . λp at which equation (A. systems in which fI = ∂φ/∂xi . λp and look at the consequent changes in the bifurcations. The boundary and initial conditions are T = 0 at ∂Ω and T = f (x) at t = 0. . Figure A.10 in (λ.6 Partial diﬀerential equations Classiﬁcation Boundary conditions A.12) is satisﬁed. there are only seven.69) can be classiﬁed in terms of eleven canonical surfaces. . µ). .68) 4λ3 + 27µ2 Figure A. The bifurcation set is shown in Fig. . A. A. For gradient systems.e. such that Lφi = λi φ. µ) plane. A.7 Examine the one-dimensional vector ﬁeld f (x) = −(x3 + px + q) (A. µ) coordinates. i. . Let φi (x) be the eigenfunctions of L.8.A. A section of this surface at µ = 0 will give Fig.71) .9 shows the surface x = x(λ. and only one otherwise. where L is a linear operator with spatial partial derivatives. . section.10: Bifurcation set. µ) surface in the (λ. Partial diﬀerential equations 182 µ One solution Three solutions λ x One solution µ λ Figure A.4 and µ = ǫ will give Fig. 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. .70) ∂t in a domain Ω.6. There are three real solutions if the discriminant D = > 0. Example A.

77) A wave can be of the form [208] If we follow a point at constant phase φ = kx − ωt = k(x − ωt/k). φj . dt (A. (A. 3. we ﬁnd that ∞ i=1 dai φi . (A. we get ∞ i=1 dai φi = dt ∞ ai (t)L(φi ). φj = dt ∞ i=1 ai (t) L(φi ). where ω vp = .79) is called the dispersion relation.71). φj = δij . we will be moving with the phase velocity vp .76) (A. (A. and is given by dω . The group velocity is the velocity at which the energy of the wave moves.74) At this point we restrict ourselves to the special case in which L is a self-adjoint operator.7.78) k The relation between the frequency ω and the wave number k ω = ω(k) (A. Thus φi . (A.75) A. so that the λi are real and the φi are orthonormal. i=1 (A. Show that dx = −x2 + (λ − λ0 ) dt has a saddle-node bifurcation.A. Investigate the bifurcations in ` ´ dx = −x x4 − 2x2 + 2 + λ dt dx = −x [x − (λ − λ0 )] dt . (A. 2. t) = Aei(kx−ωt) .80) vg = dk Problems 1. Carry out an imperfection analysis on the transcritical bifurcation above. Waves 183 Expand T (x. (A. t) = i=1 ai (t)φi (x). Show that has a transcritical bifurcation.72) Substituting in the equation. we get daj = λj aj . t) in the form ∞ T (x.7 Waves f (x. Using eq.73) Taking the inner product with φj . 4.

1 Finite diﬀerence methods Divide [0.Appendix B Numerical methods [33. . .2 [161] Finite element methods 184 .2) where Ti = T (xi ). . . . so that from Eq. . T2 0 0 −1 c −1 .1.1) B. N so that xi = i∆x. we get N − 1 algebraic equations in the unknowns T1 . we get −Ti+1 + (2 + ∆x2 )Ti − Ti−1 = 0 (B. . . . Thus we have c −1 0 . TN −1 . . . −1 c where c = 2 + ∆x2 . . . 0 T1 TL −1 c −1 0 . Write the second derivative at x = xi as T ′′ (xi ) = 1 (Ti+1 − 2Ti + Ti−1 ) ∆x2 (B. (B. 2. . 171. . . . . . B. . . 1. 96.4) = . TR TN −1 0 0 . 2. . 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 . each of length ∆x = 1/N . . .3) at i = 1. . . 126. . Applying the boundary conditions. T2 . . T N −2 0 . . . which can be solved. 97. and number the nodes as i = 0. . (B. 1] into N intervals. 146. . . B. N − 1. . . . . . .

1] into N intervals or ﬁnite elements.1: Finite diﬀerencing. Doing this for each of the N element. . . respectively. Notice that φ1 (0) = φ2 (∆x) = 1 and φ1 (∆x) = φ2 (0) = 0. 2. Finite element methods 185 i = 0 1 2 N ξ=0 ξ ξ=∆x x Figure B. 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. where k = 1. For k = 1 and k = 2.2. 0. N so that xi = i∆x.5) (B. where Ti−1 = Tx=xi−1 = Tξ=0 and Ti = Tx=xi = Tξ=∆x . respectively. so that we can write T (ξ) = Ti−1 φ1 (ξ) + Ti φ2 (ξ). Let us use the linear test functions φ1 (ξ) φ2 (ξ) = = 1− ξ ∆x ξ ∆x (B. .B. Using the Galerkin method ∆x 0 d2 T −T dξ 2 φk (ξ) dξ = 0.2: Finite element. (and multiplying by −∆x for convenience) we . . each of length ∆x = 1/N . where T ′ = dT /dξ. 2. Once again. divide [0.6) within element i. 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. Figure B. 1. Number the nodes as i = 0.

. (B. .14) = . So we discard the ﬁrst and last equations.10) (B.12) (B.15) For the following. −c2 c1 −c2 . 0 0 0 0 (B.3 Spectral methods θ = T − TL − (TR − TL )x d2 θ −θ dx2 = TL + (TR − TL )x = g(x) (B. . 0 T1 c2 TL −c2 c1 −c2 0 . . . Spectral methods 186 end up with 2N algebraic equations. . . so that we can solve for the unknowns at this stage if ′ we wish. T2 0 0 . . . .18) . . . ∆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 where c1 = 2(1 + ∆x2 /3).B. it can be noticed that adding Eqs.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. .. let so that with the homogeneous boundary conditions θ(0) = θ(1) = 0. . B. c2 TR TN −1 0 0 ..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. The dependent variable is expanded in terms of orthonormal functions φn (x) that satisfy the boundary conditions.9) (B. .8) and (B.17) Substituting in the diﬀerential equation gives the residual N an n=1 d 2 φn − φn dx2 − g = ǫ. (B.3.16) (B. Thus N θ(x) = n=1 an φn (x). . . . . . . T N −2 0 . However. add the rest in pairs to get the reduced set c1 −c2 0 . .9) cancels the T1 term. (B.8) (B.7) (B. (B. c2 = 1 − ∆x2 /6. . . .

and ψ1 (x) = 1. ψ3 (x) = x2 . where the Chebychev polynomials Tn are T1 T2 T3 T4 = 1 = ξ = = . Let φ(x) = x(1 − x).5 Legendre Galerkin Moments 1 − ξ2. . transform the independent variable to the domain [−1. . so that it satisﬁes the boundary conditions and θ(x) = aφ(x).19) Equate the residual in Eq.2 Trigonometric collocation Trigonometric Galerkin √ 2 sin(nπx) (B. For higher-order accuracy. solve. Solve.3. .1 Here φn (x) = ψn (x) = with respect to the L2 inner product.3. take φ1 (x) = x(1 − x).3.20) (B. . The orthonormal √ Chebychev functions are φn (ξ) = 2n Tn (ξ)/ 2π.3.4 MATLAB The PDE Toolbox uses a ﬁnite-element code to solve basic partial diﬀerential equations needed for conduction heat transfer. B. B. 1]. (B. ψm = 0 This reduces to an algebraic equation for each m. This gives algebraic equations. B.18) to zero in N equally-spaced points. . Take ψ(x) = 1 to determine a. φ2 (x) = x2 (1 − x). MATLAB 187 Making the residual and functions ψm (x) orthogonal gives ǫ. 2ξ 2 − 1 4ξ 3 − 3ξ Take ψn (ξ) = φn (ξ) and an inner product with respect to the weight function 1/ B. B. ψ2 (x) = x.4.3.B.4 B. . φ3 (x) = x(1 − x)2 .3 Chebyshev Galerkin Using ξ = 2x − 1. . . .

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

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

Find the temperature proﬁle as a function of time. The temperatures on each side are (a) 10◦ C. respectively. Two bodies at temperatures T1 (t) and T2 (t). T∞ . 12. take the ambient temperature. 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. Assume that the base temperature is known. each one of which can be independently controlled. Find (c) the optimum base thickness δb . and (d) the optimum ﬁn height L. 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. and (b) oscillatory. to be constant. Consider a longitudinal ﬁn of concave parabolic proﬁle as shown in the ﬁgure. and (d) 10 + sin(πx) ◦ C. 13. 11. radiation and Dirichlet boundary conditions. where δ = [1 − (x/L)]2 δb . where x is the coordinate along the edge.). Take the ambient temperature. then you can take it to be (a) constant. show analytical or numerical results for the temperature responses of the two bodies. Analyze an annular ﬁn with a prescribed base temperature and adiabatic tip. Calculate numerically the evolution of an initial temperature distribution at diﬀerent instants of time. 6. Write a computer program to do the previous problem numerically using ﬁnite diﬀerences and compare with the analytical results. Using PID control. 10. oscillatory. unstable.190 other and with the environment. Neglect convection from the thin sides. (b) 10◦ C. etc. are in thermal contact with each other and with the environment. . stable. Using on-oﬀ control. show numerical results for the diﬀerent types of responses possible (damped. Graph the results for several values of the parameters. If you do the problem analytically. Choose diﬀerent grid sizes and show convergence. Consider a rectangular ﬁn with convection. and (b) the heat ﬂow at the base of the ﬁn. Consider a square plate of side 1 m. Optimize the ﬁn assuming the ﬁn volume to be constant and maximizing the heat rate at the base. 7. T∞ . Find (a) the temperature distribution in the ﬁn. Find the steady-state temperature distribution analytically. each one of which can be independently controlled. Determine its ﬁn eﬃciency and plot. Write a computer program to do the previous problem numerically using ﬁnite diﬀerences and compare with the analytical results. δb is the thickness of the ﬁn at the base. A plane wall initially at a uniform temperature is suddenly immersed in a ﬂuid at a diﬀerent temperature. to be (a) constant and (b) oscillatory. but if you do it numerically. Assume all parameter values to be unity. 9. 8. (c) 10◦ C.

8) (C.7) numerically by the shooting method for diﬀerent Pr and compare with results in the literature. 16. 17.6) (C. Using cubic expansions for u/u∞ and θ.3) (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. For Problem 1. derive expressions for the boundary layer thicknesses.6) and (C. Starting from the boundary layer equations ∂u ∂v + ∂x ∂y ∂u ∂u +v u ∂x ∂y ∂T ∂T u +v ∂x ∂y = 0 (C.191 δ(x) w δb x L Figure C. 15.4) (C.2: Longitudinal ﬁn of concave parabolic proﬁle. Consider the hydrodynamic and thermal boundary layers in a ﬂow over a ﬂat plate at constant temperature. Solve equations (C.7) = gβ(T − T∞ ) + ν = α ∂2T ∂y 2 . 14. For natural convection near a vertical plate. 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.10) = = 0 0 (C.9) (C. derive the momentum and energy integral equations.

If the overall heat transfer coeﬃcient is 200 W/m2 K. 22. I obtained the temperature distributions Th (x) = Th.1 1 − exp{−U P Tc (x) = Tc. 21.1 − Tc. ± mh ch ˙ mc cc ˙ 1 1 ± x} mh ch ˙ mc cc ˙ for the hot and cold ﬂuids.1 − Th. Solve equations (C. derive the expression for the eﬀectiveness as a function of the NTU. 23. For a counterﬂow heat exchanger.11) and (C. and nondimensionalize them.12) numerically by the shooting method for diﬀerent P r and compare with results in the literature. having thermophysical properties similar to air. As usual the upper sign is for parallel and the lower for counterﬂow. The thermal conditions at the walls of the cavity are: (a) AB heating ′′ ′′ with heat ﬂux qs . . Write the governing equations for natural convection ﬂow in an inclined rectangular cavity. and also the NTU as function of the eﬀectiveness. 19. (From Incropera and DeWitt) A single-pass.1 − Tc. (c) CD cooling with heat ﬂux qs .12) A α 20.1 ± (mc cc /mh ch ) ± 1 ˙ ˙ 1 1 x} . The exhaust gases. 1 is the end where the hot ﬂuid enters (from where x is measured) and 2 is where it leaves. Please check.1 1 − exp{−U P 1 ± (mh ch /mc cc ) ˙ ˙ Th. C H L y x B D gravity = = 0 0 (C. For parallel and counterﬂow heat exchangers. Find from the literature if there is any experimental conﬁrmation of the result. (d) DA adiabatic. 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.192 can be reduced to f ′′′ + 3f f ′′ − 2(f ′ )2 + θ θ′′ + 3 P r f θ′ with appropriate boundary conditions. 18. Derive the Nusselt result for laminar ﬁlm condensation on a vertical ﬂat plate. (b) BC adiabatic. respectively. respectively.11) (C. enter and exit the exchanger at 225 and 100◦ C. estimate the required area.

C. The base and tip temperatures are T0 and T∞ . see Fig. The coolant is ice water at 0◦ C and its ﬂow rate is adjusted to provide an outlet temperature of 15◦ C. (From Incropera and DeWitt) Consider a diﬀuse.7 ǫ2 = 0. (a) Determine the heat transfer rate for the exchanger.3. 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. Calculate the view factor again but with a sphere (diameter L/2. which reduces metabolic and oxygen requirements. 28.193 24. The temperatures and emissivities of three sides are T1 = 700K. 29. and centered along the length of the rectangles) as an obstacle between the two rectangles. Determine its temperature.3 The fourth side is well insulated and can be treated as a reradiating surface. Consider conductive rods of thermal conductivity k joined together in the form of a fractal tree (generation n = 3 is shown in Fig. An “Aoki” curve is deﬁned as shown in Fig. gray. C. (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. T3 = 300K. T2 = 500K. 30. (b) Calculate the water ﬂow rate. C.5. 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. center at a distance of L/2 from each rectangle. 27. The length and cross-sectional area of . The density and speciﬁc heat of the blood are 1050 kg/m2 and 3740 J/kg K. the dimension of the curve is D = 1 and the length L → ∞. Show that when n → ∞.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 fractal is obtained in the limit n → ∞). four-surface enclosure shaped in the form of a tetrahedron (made of four equilateral triangles). respectively. C. 26. respectively. ǫ1 = 0.5 ǫ3 = 0.4. The heat exchanger operates with both ﬂuids unmixed.6. and the overall heat transfer coeﬃcient is 750 W/m2 K. see Fig. (c) What is the surface area of the heat exchanger? 25. Compare with the analytical result.

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

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

1) at time t = 0. i.5 and (b) λ = 2. 36. Consider two cases: (a) a = 0. Choose λ0 = 1 and (a) λ = 0. where u = y v = x − x3 + a cos t determine the pathline of a ﬂuid particle which is at position (1. variable-area. Show numerically that there are two diﬀerent types of attractors for the following dynamical system. For these two cases ﬁnd where 11 × 11 points uniformly distributed within a square of size 0.e.1) end up. dx dt dy dt = (λ − λ0 )x − y − (x2 + y 2 )x. λ = 28 and b = 8/3.01 and centered on (1. 40. Use the method of counting the number of points N (r) within a sphere of radius r from which D = ln N/ ln r. β = 1. Choose a suitably long ﬁnal time. for dθ 4 + θ + ǫ (θ + β) − β 4 = q dτ with θ(0) = 1. For heat transfer from a heated body with convection and weak radiation. Nondimensionalize and solve the radiative cooling problem Mc with T (0) = Ti . plot the ﬁve solutions (with one term. unsteady velocity ﬁeld ui + vj. 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. 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. using symbolic algebra determine the regular perturbation solution up to and including terms of order ǫ4 . 39. dT 4 + σA T 4 − T∞ = 0 dt . etc. q = 1. and (b) a = 1. = x + (λ − λ0 )y − (x2 + y 2 )y. with two terms.1. For the two-dimensional.) in the range 0 ≤ τ ≤ 1. 37.196 35. Show that the governing equation of the unsteady. with three terms. 38. Assuming ǫ = 0.

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

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. Use a similarity transformation on the boundary layer equations to get 2f ′′′ + f f ′′ Pr ′ θ′′ + fθ 2 = = 0. . The steps are: (a) Assuming the strings to be imaginary surfaces. solve the equations for diﬀerent Pr and compare with the results in the literature. Using the shooting method and the appropriate boundary conditions. (f) Show the ﬁnal result FA−B = Abc + Aad − Aac − Abd 2AA Abc + Aad − Aac − Abd 2Aab Aab + Aac − Abc . (b) Manipulating these equations and applying reciprocity. Complete the details to derive the Nusselt result for laminar ﬁlm condensation on a vertical ﬂat plate. 66.201 where θ = T − T∞ . show that Fab−ac = (c) For abd ﬁnd Fab−bd in a similar way. 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. 70. Find the temperature distribution in a slightly tapered 2-dimensional convective ﬁn with known base temperature and adiabatic tip. The dotted lines are tightly stretched strings. 0. x 68. (d) Use the summation rule to show that Fab−cd = (e) Show that Fab−cd = AA FAB /Aab . Find from the literature if there is any experimental conﬁrmation of the result. 2Aab 69. apply the summation rule to each one of the sides of ﬁgure abc. 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. 67. Consider the hydrodynamic and thermal boundary layers in a ﬂow over a ﬂat plate at constant temperature.

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

. .. T∞ i−1 i T∞ i+1 83.. 0 a b . . 0 0 7 7 6 7 6 . of an N × N . . Each room exchanges heat by convection with the outside which is at T∞ . . . RaD = 84.. N . initially at temperature Ti is being cooled by natural convection to ﬂuid at T∞ . . 7 6 . . and with its neighbors with a conductive thermal resistance R. (b) Find the steady ˙ state temperatures. circulant. where j = 1. gβ(Ts − T∞ )D3 .. . 0 a b c 5 c 0 . . and that the material properties are all constant.203 81.. . and ﬁnd a two-term perturbation solution. with each at a uniform temperature Ti (t). . 0 a 6 a b c . 7 6 4 0 . Derive the governing equation. To maintain temperatures. να Assume that the temperature within the sphere T (t) is uniform. 2. banded matrix of the form [3] 3 2 b c 0 . . Determine the steady temperature distribution in a two-dimensional convecting ﬁn.469/Pr ) where 1/4 9/16 4/9 .. 82.. .. A number of identical rooms are arranged in a circle as shown.. (c) Write the dynamical system in the form x = Ax and determine the condition for stability3 . (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. Churchill’s correlation for natural convection from a sphere is Nu = 2 + 0. (a) Derive the governing equations for the system.. . A sphere.589 RaD 1 + (0. . . 0 0 7 7 6 6 0 a b . each room has a heater that is controlled by independent but identical proportional controllers. and nondimensionalize. = α ∂t ∂x2 3 Eigenvalues are λj = b + (a + c) cos{2π(j − 1)/N } − i(a − c) sin{2π(j − 1)/N }.

Calculate its Hausdorﬀ dimension and state if the Peano curve is indeed a fractal. Cantor Sets: Construct a fractal that is similar to the Cantor set shown in class.10: Initiator and generator for a Peano (space ﬁlling) curve. 88. a single line that completely ﬁlls a unit square. (c) Box Counting (graphical). A duct carrying ﬂuid has the cross-section of Koch’s curve. Menger’s Sponge: Shown below is Menger’s Sponge. The generator is recursively applied to generate the Peano curve. (c) Show that the steady state is attracting for all initial conditions. Figure C. but instead remove the middle 1/2 from each line. Space Filling Curves: Shown below is a Peano curve. Show that the fractal dimension is 1/2. Calculate its Hausdorﬀ dimension using each of the following methods: (a) Dh = log P/ log S. (c) applying Cauchy’s formula . Cauchy’s formula: Verify Cauchy’s formula for repeated integration by (a) integrating f (t) ﬁve times. Show that the perimeter of the cross-section is inﬁnite while the ﬂow area is ﬁnite. (b) Box Counting (analytical).9: Menger’s Sponge 87. 86. 89. (b) applying Cauchy’s formula once with n = 5. (a) Initator (b) Generator Figure C. use an eigenfunction expansion to reduce to an inﬁnite set of ordinary diﬀerential equations. 85.204 (b) With prescribed base and tip temperatures.

once to f (t) with n = 2 and then to the result with n = 3. t) = Ts (t). 92. according to the recursion formula: α 0 α k+1 = = 1. t) ∂T (x. 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. which would be of interest in this problem. 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. In these situations. Also assume the lake to be a semi-inﬁnite planer medium (a lake of inﬁnite depth) with T (∞. 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. Consider the periodic heating and cooling of the surface of a smooth lake by radiation. 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. Assume the heat diﬀusion to be one-dimensional and ﬁnd the heat ﬂux at the surface of the lake. . which is simply the derivative of order α = 1/2 of the temperature diﬀerence at the surface. 91. 0) = To and T (0. The derivative with this “short α memory” assumption is typically written as (t−L) Dt . Hint: It is easiest to calculate the binomial coeﬃcients recursively.5 f (t) and plot the function.205 twice. α α−k+1 . (b) Calculate D2. Caputo Derivative: Take f (t) = 2t5 and using the Caputo RHD. 90. k k cpλ 0 Dt g(t). ∂t ∂x2 with initial and boundary conditions T (x. The heat ﬂux was calculated to be q ′′ (t) = where g(t) = Tsurf (t) − T0 . (a) calculate D3 f (t) (take m = 4. Calculate the fractional derivative numerically using the ﬁrst 2 hours of data and plot both the heat ﬂux at the surface and g(t). t) −α = 0. giving the discrete data set gi = 14 sin(πi/60). t) = 0. Numerical Evaluation of a Fractional Derivative: Consider the example worked in class of calculating the heat ﬂux in a blast furnace. α = 3) and verify that you get the same result as traditional diﬀerentation by comparing to d3 f /dt3 . 1/2 Note: In large time intervals (t very large). The following steps might be useful: (a) Assume transient one-dimensional heat conduction: ∂ 2 T (x. showing that t f (τ )dτ = J 5 f (t) = J 3 J 2 f (t) 0 for f (t) = 16t3 .

q ′′ (x. s) = L α ∂x ∂xα (d) Solve the resulting second order diﬀerential equation for Θ(ξ. s) by applying the transformed boundary conditions. With an initial condition T (x. respectively. 95.206 (b) Non-dimensionalize the problem with a change of variables ξ = α−1/2 x and θ(x. t) F (x. (b) Find F22 and F21 in terms of the cylinder diameters. t) = −k ∂T (x. Now take the inverse Laplace transform of ∂Θ/∂ξ and convert back to the original variables. s) (with 0 initial conditions) L ∂tα and ∂α ∂ α f (x. t) − To . s) into the result. (e) Find ∂Θ/∂ξ and then substitute Θ(ξ. (g) Evaluate this expression at the surface (x = 0) to ﬁnd the heat ﬂux at the surface of the lake.12 has a ﬁxed temperature and the other is adiabatic.11 are TL and TR . t)/∂x. t) = sα F (x. determine the temperature distribution in the wall T (x. Describe how you would solve this problem using more typical methods and what other information would be required. t)/∂x. Substitute this into Fourier’s Law to calculate the heat ﬂux. t) = T (x. 0) = f (x). t) at any other time. Consider radiation between two long concentric cylinders of diameters D1 (inner) and D2 (outer). (c) Use the following Laplace transform properties to transform the problem into the Laplace domain: ∂ α f (x. One side of a plane wall shown in Fig. 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 . (a) What is the view factor F12 . 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. C. . 94. 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. Temperatures at the two sides of a plane wall shown in Fig. For small ǫ. Assume constant properties.

Determine the constraint on the controller gain for the system response to be stable. set up a mathematical model of the system.11: Plane wall in steady state. 97. 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. the second A2 = A/β. use the Galerkin method to ﬁnd an approximate solution of the steady-state ﬁn equation T ′′ − T = 0. The heat rate in and out at the top and bottom. What is the temperature of the room after a long time? 99. L ω L 100. What is the total steady-state heat transfer rate between the 1111 0000 111 000 . 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. 1111 0000 111 000 1111 0000 111 000 √ √ 101.207 L T = TL x T = TR Figure C. respectively.12: Plane wall in unsteady state. . is Q while the rest of the loop is insulated. 1111 0000 111 000 two blocks? Assume that the thermal conductivity k is a constant. 98. L T = Ts x ∂T /∂x = 0 Figure C. Show that the functions φ1 (x) = 2 sin πx and φ2 (x) = 2 sin 2πx are orthonormal in the interval [0. reduce the governing PDE in Problem 96 to an inﬁnite set of ODEs. 1111 0000 111 000 . 1111 0000 111 000 1111 0000 111 000 . with T (0) = 0. 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. Using these as test functions. Using an eigenfunction expansion. 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 . A turbine blade internally cooled by natural convection is approximated by a rotating natural circulation loop of constant cross-section. Consider rotational forces but not gravity. Find the steady-state velocity in the loop. and so on. the third A3 = A/β . State your other assumptions. 1] with respect to the L2 norm. T (1) = 1. A room that loses heat to the outside by convection is heated by an electric heater controlled by a proportional controller.

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

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

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

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