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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. . . . . . . . . . . . . . . . . . .3. . . . . . . . .9. . . . . 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. .3. . . . 5. . 5. . . . . . . . . . . . . 5. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5. . . . . . . . . . . . . . .9 Thermal control . . . . . . . . . . .7 Linear diﬀusion . . . . . . . . Problems . . . . . . . . . . . . . .3. . . . . . . . . .3. . . . . . . . .8. . . . . . . . . . . . . . . . . . . . . . . 5. . . . . 4. . . .3. . . . . .2. .9. . 4. . . .4 Two-ﬂuid conﬁguration . . . . . . . . . . . . . . . . . . . . . . .9. . . . . . . . . . . . . . . . . . 5. . . . . . .1 Steady state . . . . . . 5. . 5.2 Multiple room temperatures . . . . 5. . . . . . . . . . . . . .1 Hydrodynamics . . . . . . . . . . . . . . . 5.8. . . . . . . . . . . . . . . . . . Problems . . . . . . . . . . . . . . . .9. . . . 5. . . . . . . . . . . . . .4. . . . . . . . . . . . .2 Nonlinear . . . . . . . . . . . 5. . . . . . . . 5. .3 Two rooms . . . .9. . .1 Known heat rate . . . . .CONTENTS iv Fin with convection and radiation . . . . .5 Flow between plates with viscous dissipation .13 Multiple scales . .6 Eﬀect of wall . . . . . . . . . . . . . . . 5. . . . . . . .2 Momentum equation . . . .12 Thermal control . . . . . . . . . . . . . . . .3 Single duct . . . . . . . . . . . .6 Transient conduction . . . . . . . . . . . . . . . . . . 4. . . . . . . . . 5. . . . .4 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .9 Stability by energy method . . . . . . . . .8 Nonlinear diﬀusion . . . . . . .1. . . . . . . . . . . . . . . . . . . . . .2. . . . . . . . . . . . . . . . .4 Constant ambient temperature . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5. . . . . . . . . . . . . . . . . . .1. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .1 Mass conservation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .2 Eccentric annulus . . . . . . . 4. . . . . . . . . . . . . . . . . . . . 4. .4 Temperature in long duct . . . . . . . . . . . . . . . . . . . . 4.2 Thermal networks . . . .11 Non-Cartesian coordinates . . . . . . . . 5. . . 5. . . 4. . . . . . . . . . . . . . . . . . . . . . . . . 5. . . . . .7 Radial ﬂow between disks . . . . . . . . .2 Unsteady dynamics . . . . . . . . . . . . 4. . . .5. . . . . . . . . . . . . . . . . . . . . . . . . .5 Periodic inlet and ambient temperature . . . . . . . . . 4. . . . . . . . . . . . . . . . . . .2 Convection with known outside temperature 5. . . . . . . . . . . . . . . . . . . . . . . . . . . . .5 Perturbations of one-dimensional conduction 4. . . . . . . . . . 4. . . . . . . . . . 5. . . . . . . . . . . . . . . . . . . . . . . .2 Energy equation . . . . . . . . . . . . . . . . . . . . . . . . . 5. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .1 Hydrodynamics . . . . . . . . . . . . . . . . . . . . . .3 Perfectly insulated duct . . . . . . . . . . . . . .1 Control with heat transfer coeﬃcient . . . . . . . . . . . . . . . . . . . . . . .1 Annular ﬁn . . . . . . . . . . . . . . . . . . . .1. . . . . . . . . . . . . . . . . . . . . . . . . .1 Linear . . . 5.9. . . . . . . . . . . . . . . . . . . . .10 Self-similar structures . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .5. . . . . . . . . 5. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .1 Temperature-dependent conductivity . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5. . . . . . . . . . . . . . . . . . . . . . . . . . . 4. . . . . .6 Regenerator . .8 Networks . . . . . . . . . . . . . .3 Long time behavior . . . . . . . 4. . . . . . . . . . 4. . . . .

. .2. . . . .1 Stefan problems . . . . . . . . . . . . . . . . . . . . . . . . . .2 Potential ﬂow . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9.1 Steady-state problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6. . . . . . . . . . . . . 9. .2. . .1 Mass conservation . . . . . .1 Two-dimensional ﬁn 8. . .1 Modeling . . . . . . .CONTENTS v 6 Natural convection 6. . . . . . . . . . . . . . . . .6 Thermal control . . . . . . . . . . . . . . . . . . . . . . . . . 6. . . . . . . . . . .2 Momentum equation . . . . . . . . . . . . . . . . . 6. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Problems . . . . . . . . . . . . . . . . . . .3 Known wall temperature . . . . . . . . . . . . . . . . . . .1 Low Reynolds numbers . . . . .4. . . . . . . . . . . . . . . . . . . . . . . . . . . . .1. . 9 Forced convection 9. 125 126 126 126 126 127 127 127 128 128 128 128 128 128 128 132 132 8 Conduction 8. . . . . . . . . . . . . . . 123 7. .1 Modeling . . . . 6. . . . . . Problems . . . . . . . . . . . . . .1. . . .1 Steady state. . . . . . .4 Mixed condition .2. . . . . . . . . . . .2. . . . . . . . . . . . . . . . .3 Dynamic Analysis . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6. . . . . . 8. . . . . . . .4 Multiple solutions . . . . . . . . . . . 6. . 9. . . . . . . . . . . . . . . . . . . . . . . . . .2. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6. . . . . . . .4 Dynamic analysis . . . . . . . . 6. . . . . . . . . . . . . . . . . . . . . . . . . . . . no axial conduction 6. . . . . . . . . . . . . . . .5 Perturbation of one-dimensional ﬂow . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .2 Steady State . . . . . . . 123 7. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .5 Nonlinear analysis . . . . . . . . . . . . . . 6. . . . . . . . .2. . . . . . . . . . . . . . . . . . 6. . . . . . . . . . . . . . .3 Energy equation .1. . . . . . . . . . . . . 8. . . . . . . . . . 6. . . . . . . 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. . . . . . .4. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .6 Falkner-Skan boundary ﬂows Problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .2 Transient problems . . . . . . . . . . . . . . . . .3 Radiating ﬁns . . . . . . . . . . . . . . . . . . . . . .2 Goodman’s integral . . . . . . . . . . . . .1 Neumann’s solution . .2. . . . . . 6. . . . . 124 IV Multiple spatial dimensions . . . . . . 9. . . . . .2 Known heat rate .4. . . . . . . . . .4 Nonlinear analysis . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .3 Leveque’s solution . . . 6. . 8.2 Axial conduction eﬀects . . . . . . . . . . .4.1 Two-dimensional ﬂow 9. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .5 Plate heat exchangers . . . . . . . . . 6. . . . . . . . . . . . . . . . . . . . . . . . . . . . .1. . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6. . . . . . . . . . . . . . . . . . . . . . . .4 Non-Cartesian coordinates . . . . 9.1. . . . . . . . . . .3 Toroidal geometry . . . . . . . . . . . . . . . . . .

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .3. . . . . . . . . . . . . . . . . . . . . . . .2 Forced convection . . . .2 Multi-dimensional . . . . . . . . . . . . . 11. . . . . . . . . . . 11. . . . . . . . . . . . . . . . .3 Marangoni convection Problems . . . . . . . . . . . . . . . . . . . . . . . . . 11. . . . . .2 Stagnation-point ﬂow . . . . . . . . . . . . . . . . . . . . . . . . . .1 Linear stability . . . . . . . 11. . . . . .3 Natural convection . . . 15. . . . . . 10. . . . . . . . . . . . . .1. . . . . . . . . . . . . . . . . . . . . .1. . . 150 14 Boiling and condensation 151 14. . . . .3. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 148 V Complex systems 149 13 Radiation 150 13. . 15. . . . . . . . . . .2 Forchheimer’s equation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 15. . . . . . . . . . . . . . . .2. . . 11.3 Thermal wakes . . . . . . . . . . . . . . . . 15. . . . . . .1 Governing equations . . . . . . . . . . . . . . . . . . .2.1 Mathematical models . . . . . .1 Plane wall at constant temperature . . . . . . . . . . . .3 Phonons . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 152 152 152 153 153 153 154 154 155 156 16 Bioheat transfer 157 16. . . . . 151 15 Microscale heat transfer 15.2. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .1 Relaxation-time approximation 15. . . .2. . . . . . . . . . . . . . . . . 10. . . . . . . . . . . . . .1. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .1 Diﬀusion by random walk . . . . 15. . . . . . . 15. . . .1 Stefan problems . . . . . . . . . . 11. . . . . . . . . . . . . . . 11. . . . . . . . . .1. . . . . . . . . . . . . . . . . . . . . . . . . . . . . 15. . . . . . .1. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 11. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 11. . . . . . . .3 Brinkman’s equation . . . . . . . . . . . . . . . . . 12 Moving boundary 148 12. . . . . . . . . . . . . . . . . . . . . . . . . . . . . 11. . . . . . . . . . . . . . . . . . . . 133 133 133 133 133 134 134 134 134 135 135 135 135 137 138 139 139 142 147 11 Porous media 11. . . . . . .3. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .1 Homogeneous nucleation .2 Cavities . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .2 Steady-state inclined layer solutions Problems . . .2 Two atom types . . . . . . . . . . . 157 . . . . . 150 Problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . .1 Single atom type . . . . . . . . . . . .3. . 11. . . . .4 Energy equation . . . . . . . . . . . . .1 Monte Carlo methods .1 Darcy’s equation .CONTENTS vi 10 Natural convection 10. . . . . . .1. . . . . . . . . . . . . . . .2 Boltzmann transport equation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .1 One-dimensional . .1 Governing equations . . . . . . . . . . . . . . . . . . . . . . . . .4 Thin ﬁlms .

. . . . . . . . . . . . . . . . . . . . . . . . . . A. . . . . . . . . .11Control of complex thermal systems 17. . . . . . . . . . . . . . . . . . . . . . . .7 Two-dimensional systems . . . . . . . . . . . . . . . . . . . . . . . . . .4. . . . . . . . . . . . . . . . . .1 Cantor set . . .1. .8. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 17. . . . . . . .4 Weierstrass function . . .4. . . . . . . . . . . . . . . . . . . . . . . . . A. . A. . . . . . . . . . . . . . . . . . . . . . . . . .1 Stability . . . . . . . . . . . . . . .3 Knopp function . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 17. . . A. . . . . . .4. . . . . . . . . . . . . . . . . . . Problems . . . . . . . . . . . . . . . . . . . . . . . .3 Heat transfer augmentation . . . . . . . . .9 Compressible ﬂow . . . . . . . . . . . . .1. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .3 Vector spaces . . . . . . . . . 17. . . . . . . . . .1.5 Julia set .1 Heat exchangers . . . . . . . . . . . . . . . . . . . . .CONTENTS vii 17 Heat exchangers 17. . . . . . A. . . . . . . . . . . .3 Bifurcations . . . . 18. . . . . . . . 18 Soft computing 18. . . . . . . . . . . . . . . . . . . .11. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .2 Routh-Hurwitz criteria . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .2 Other applications . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .1 Fractals . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .4. . . . . . . . . . . . . . . .7 Transient behavior . . . . . . . . . . . . . . . . . 17. . . . . . . . . . . . . . . . . . . . 17. . . . . . . .11. . . . . . . . . . . . . . . . . . . . . . . . 17. . . . .6 Mandelbrot set . . . . . . . . . . . 17. . . . . . . . . . . . . . . . . . . . . . . . . . . . . .5 Examples of bifurcations . . . 17. . . .4. . . . . .2 Koch curve . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 17. . . . . . . . . . .1. . . . . . . . A. . . . . . . . . . . . . . . 158 158 158 158 158 158 158 158 159 159 159 159 161 161 162 165 165 166 166 166 166 166 VI Appendices . . . . . . . . . . . . . . . . . . . . . .2 Perturbation methods . . 17. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 17. A. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .4. . . .10Thermal control . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . A. . . . . . .1 Genetic algorithms . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .2 Artiﬁcial neural networks 18. .2 Porous medium analogy . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .9 Nonlinear analysis . . . . . . . . . . . . A. . . . . . . . . . . . . . . . . . . . . . . . .6 Radiation eﬀects . . . . . . . . . . . . . . . . . . . . . . . . . . . . 17. . . . . . . . . . . 17. A. . . . . . . .8 Correlations . . A. . . . . . . . . . . . . . . . . . . . . . . . .1 Hydronic networks . . . . . . . . . . . . . . .6 Unfolding and structural instability A. . . . A.1 Least squares method . . . .4 Dynamical systems . . . . . . . . . . . .2. . A. . . . . . . . . 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. . . . . . . . . . .8 Three-dimensional systems .4 One-dimensional systems . . .1. . . . . . Problems .4 Maldistribution eﬀects . . . .4. . . . . . .5 Microchannel heat exchangers . . . . . . . . . . . . . . . A. . . . . . .5 Singularity theory . . . . . . .1. . . . . . . A. . . .12Conclusions . . . . . . . . . . . . . . . . . . . . . . A. . A. . . . A. . . . . . . . . .1 Fin analysis . . . . . . . . . . . . . . .4. .4. . . . . .

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

Part I Review 1 .

14. 19. then ∂T Mc =Q (1. 138. 22. 90. being directly related to the kinetic energy of the molecules.1) ∂t where Q is the heat rate over the surface of the body. 210. 211]. 24. the increase in internal energy is equal to the net heat and work transferred in. including vibrational and rotational motion. 188. More advanced books are. 112.1. 106. Example 1. 2 . so that the heat ﬂux coming in must be equal to that going out. 207. then they also are in equilibrium with each other. 80. for example. 122. A classic work is that of Jakob [94]. Both heat transfer and work transfer increase the internal energy of the body. 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. 76. 1. 65. The laws of thermodynamics govern the transfer of heat. 26. 155. 34. 177. A surface cannot store energy. Heat is the energy transferred between two points at diﬀerent temperatures.1 Show that the above statement of the third law implies that heat is always transferred from a high temperature to a low. 88. [206. 111. 212]. The third law says that the entropy of an isolated system cannot decrease over time. 1.2 Energy balance The ﬁrst law gives a quantitative relation between the heat and work input to a system.1 1. According to the ﬁrst law. 1 We will not distinguish between the speciﬁc heat at constant pressure and that a constant volume. If there is no work transfer. 183.1 Fundamentals Deﬁnitions Temperature is associated with the motion of molecules within a material. 117.1. 20. Two bodies are in thermal equilibrium with each other if there is no transfer of heat between them.Chapter 1 Introductory heat transfer It is assumed that the reader has had an introductory course in heat transfer of the level of [12.

2. thermodynamics dictates the rules under which these changes are possible.1. 1. 66.3 States of matter We will be dealing with solids.5) The transverse heat ﬂux can be neglected compared to the longitudinal if ′′ ′′ qx ≫ qt (1.2. .2. 77. we will deﬁne the enthalpy of transformation2 as the change in enthalpy that occurs when matter is transformed from one state to another. Longitudinal heat ﬂux Tb − T∞ ′′ ) (1.2 Fins (1. the convective heat loss from the side.1 Governing equation ∂T = α∇ (k · ∇T ) + g ∂t 1. The conductive heat ﬂow along the ﬁn.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. 100. For the moment.4) qx = O(ks L Transverse heat ﬂux ′′ qt = O(h(Tb − T∞ )) (1. 1. 1. and k(T ) is the coeﬃcient of thermal conductivity. 1.10) called the latent heat. 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. Conduction 3 1.9) (1. T (x) is the temperature ﬁeld. 137. 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 (1.2. The energy ﬂows are indicated in Fig. 136. 68. Again.7) Consider the ﬁn shown shown in Fig.6) which gives a condition on the Biot number Bi = hL ≪1 k (1.8) (1. liquids and gases as well as the transformation of on to the other.1.2 Conduction [31. 149] The Fourier law of conduction is q = −k∇T (1.2) where q is the heat ﬂux vector.1.

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

23) (1.2.2.2 and the wall temperatures are Tw.1 and T∞. 0) = f (x).3 Separation of variables = Steady-state coduction in a rectangular plate.2.14) (1.13) (1.21) ∂θ ∂ − ∂τ ∂ξ a ∂θ ∂ξ + m2 pθ + ǫp (θ + β)4 − β 4 = 0 (1. 1.22) Consider a wall with ﬂuid on both sides as shown in Fig. The ﬂuid temperatures are T∞.16) (1.1 and Tw. y) = X(x)Y (y). 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. the ﬁn equation becomes a where m2 = Pb hL2 ks Ab σPb L2 (Tb − T∞ )3 ks Ab T∞ Tb − T∞ (1. 1.18) ǫ = β 1.3.19) (1.5 Lumped-parameter approximation (1.17) where the subscript indicates quantities at the base.2. The initial temperature in the wall is T (x. . ∇2 T = 0 Let T (x.15) (1.4 Similarity variable ∂2T ∂T =α 2 ∂t ∂x 1.2 .20) (1.1.

1 − T∞.1 − T∞. and convection from the sides is not.1 − T∞.2 T∞.30) .1 − T∞.1 − Tw.27) The Biot number is deﬁned as Bi = Transient hL ks (1.24) Thus we have Tw.1 Tw.1 ≪ T∞. The ratio of the two tk /th = Bi.2 h1 L T∞.1 ) = ks from which Tw.2 − T∞.2 − T∞.1 − Tw.25) (1.2 Figure 1.1 − T∞.2. Conduction 6 T∞.1 − T∞. 0 0 In the short time scale conduction within the slab is important.1 Tw.1 − Tw.26) (1.2 T∞.2 ks T∞.1.2 ) = 0 dt (1. Steady state In the steady state. the temperature within the slab is uniform. dT + h1 (T − T∞.1 − Tw.2 T∞.2 h1 L ≪1 ks h2 L if ≪1 ks if (1.2 h2 L Tw.2 ) L (1.2 − T∞.2 = h2 (Tw.29) There are two time scales: the short (conductive) tk = L2 ρc/ks and the long (convective) th = Lρc/h.1 − T∞.2 Tw.1 − Tw.1 − Tw.2 Tw.2 Tw. In the long time scale it is possible to show that 0 0 Lρs c where T = Tw.2 ≪ T∞.1 = = ks T∞. In the long scale.2 T∞. and changes due to convection.3: Wall with ﬂuids on either side.2 . we have h1 (T∞.2 T∞.28) ∂T ks ∂ 2 T = ∂t ρc ∂x2 (1.1 ) + h2 (T − T∞.1 − Tw.1 = Tw.

The governing equation is Mc dT + hA(T − T∞ ) = 0 dt (1. Convective cooling A body at temperature T . 27.31) is dθ +θ =0 dτ the solution to which is θ = e−τ (1. . such as that shown in Fig. 1. 133]. 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. Convection 7 T∞ T Figure 1. 1.1. is placed in an environment of diﬀerent temperature.4. 98.35) This is shown in Fig. we can write q = hA(Tb − Tf ). and is being convectively cooled.3 Convection [11.5 where the nondimensional temperature goes from θ = 1 to θ = 0. 102.36) where A is the surface area of the body. Tf is that of the ﬂuid.34) 1. 21. and h is the coeﬃcient of thermal convection.32) (1. 99. 67.33) The nondimensional form of the governing equation (1. Tb is its temperature. 95. 104. We nondimensionalize using θ τ = = T − T∞ Ti − T∞ hAt Mc (1. Thus.3. (1.4: Convective cooling.31) with T (0) = Ti . (1. T∞ . The dimensional time constant is M c/hA.

3.2 Flat-plate boundary-layer theory = 0 (1.5: Convective cooling.39) = −∇p + µ∇2 V + f = ∇ (k · ∇T ) + Φ Forced convection Natural convection 1.37) (1.3.3.38) (1. 1.1.1 Governing equations For incompressible ﬂow ∇·V ∂V ρ + V · ∇V ∂t ∂T + V · ∇T ρc ∂t 1.3.3 Heat transfer coeﬃcients Overall heat transfer coeﬃcient Fouling Bulk temperature Nondimensional groups . Convection 8 θ 1 τ Figure 1.

4.42) (1. 127. For the overall energy. 209] Emission can be from a surface or volumetric. The direction distribution of radiation from a surface may be either specular (i. mirror-like with angles of incidence and reﬂection equal) or diﬀuse (i. and unit solid angle. unit 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 (1.4.1.48) (1. Also αλ + ρλ + τλ = 1 (1. The emissive power is the emission of an entire hemisphere.49) . Kirchhoﬀ’s law: αλ = ǫλ and α = ǫ. 1. and transmissivity τλ are all functions of the wavelkength λ.41) (1.45) 1. T ) Ebλ (λ.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. 58. The absorptivity αλ . The spectral intensity of emission is the radiant energy leaving per unit time. we have a similar deﬁnition ǫ= so that the emission is E = ǫσT 4 For a gray body ǫλ is independent of λ. unit area.4 Radiation [25.e.1 [173] Electromagnetic radiation (1. Irradiations is the radiant energy coming in.44) (1.40) (1.46) Integrating over all wavelengths α+ρ+τ =1 The emissivity is deﬁned as ǫλ = Eλ (λ. the reﬂectivity ρλ .50) E(T ) Eb (T ) (1. while the radiosity is the energy leaving including the emission plus the reﬂection. Monochromatic radiation is at a single wavelength.43) (1. equal in all directions). T ) (1.e.

Maxwell’s equations of electromagnetic theory are ∇×H = J+ ∂D ∂t ∂B ∇×E = − ∂t ∇·D = ρ ∇·B = 0 (1.53) (1. For free space ǫ = 8. magnetic induction. the maximum of is seen to be at λ = λm . J = gE (Ohm’s law). and B = µH. d2 T = λ2 T 4 dx2 (1.56) (1. J.60) Eb = 0 Eλ dλ (1. respectively.55) (1.59) Wien’s law: Putting dEλ /dλ = 0. The frequency f and wavelength λ of a wave are related by c = fλ (1.57) (1. g and µ. E. electric displacement. and µ is the permeability.61) = σT 4 where σ = 5. and µ = 1.2566 × 10−6 NC−2 s2 .8 µmK. g is the electrical conductivity.54) (1. B. Radiation 10 Electromagnetic radiation travels at the speed of light c = 2. it can be shown that ∇2 H − ǫµ ∂2H ∂H − gµ 2 ∂t ∂t ∂E ∂2E 2 ∇ E − ǫµ 2 − gµ ∂t ∂t = = 0 0 (1. Thermal radiation is the part of the spectrum in the 0. For linear materials D = ǫE.58) √ The speed of an electromagnetic wave in free space is c = 1/ µǫ. Blackbody radiation Planck distribution [147] Eλ = C1 λ5 [exp (C2 /λT ) − 1] λm T = C3 and C3 = 2897.52) where H. D. and charge density. current density.670 × 10−8 W/m2 K4 . For ρ = 0 and constant ǫ.62) . where (1.8542 × 10−12 C2 N−1 m−2 . Stefan-Boltzmann’s law: The total radiation emitted is ∞ (1. where ǫ is the permittivity.1.998 × 108 m/s.51) The radiation can also be considered a particles called phonons with energy E= f where is Planck’s constant. electric ﬁeld.4.1–100 µm range. and ρ are the magnetic intensity.

The eﬀectiveness-N T U method was introduced by London and Seban in 1941.2 1.1.5.4 Boiling curve Critical heat ﬂux Film boiling Condensation Nusselt’s solution 1. The ﬁn eﬃciency concept was introduced by Harper and Brown (1922).5. The term compact is understood to mean a surface to volume ratio of more than about 700 m2 /m3 .1 1.2 View factors 1.5.4. The advantages are savings in cost.1.6: Parallel and counter ﬂow. 154] Shell and tube heat exchangers are commonly used for large industrial applications.3 1. weight and volume of the heat exchanger.5. A possible classiﬁcation of HXs is shown in Table 1.6 Heat exchangers [105. 1.5 Boiling and condensation [29. 42. . Compact heat exchangers are also common in industrial and engineering applications that exchanger heat between two separated ﬂuids. 198] 1.5. Boiling and condensation 11 cold (a) parallel flow hot cold (a) counter flow hot Figure 1.

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

63).o − Tc.o ) ln[(Th.o − Tc.i )] q(x) mc Cc ˙ q(x) = Th.6.71) is the logarithmic mean temperature diﬀerence.69) 1 1 ± mh Ch ˙ mc Cc ˙ = ln (1.66). 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.i − Tc.70) (1.66) ± mh Ch ˙ mc Cc ˙ Using (1. we ﬁnd that −U dA 1 1 ± mh Ch ˙ mc Cc ˙ = d(Th − Tc ) Th − Tc (Th − Tc )1 (Th − Tc )2 (1.63) (1.64) and (1.i ) ln[(Th.68) where qT is the total heat transfer rate.75) . we get −qT 1 1 + mh Ch ˙ mc Cc ˙ = (Th − Tc )2 − (Th − Tc )1 (1. we get 1 1 −dq = d(Th − Tc ) (1.1 ± (1.i − Tc.o − Tc.67) which can be integrated from 1 to 2 to give −U A From equation (1.65). i and o for inlet and outlet.6.1 − mh Ch ˙ (1. Energy balances give dq dq dq = U (Th − Tc ) dA = ±mc Cc dTc ˙ (1.73) We an write the element of area dA in terms of the perimeter P as dA = P dx. respectively.65) = −mh Ch dTh ˙ where the upper and lower signs are for parallel and counterﬂow.64) (1. we have ∆Tlmtd = while for counterﬂow it is ∆Tlmtd = (Th.and counter-ﬂow We deﬁne the subscripts h and c to mean hot and cold ﬂuids.i ) − (Th.i )/(Th. For parallel ﬂow.o )/(Th. and 2 the other end. 1 the end where the hot ﬂuids enters. so that Tc (x) Th (x) = Tc. From equations (1.o ) − (Th. Heat exchangers 13 1.72) (1.1 Parallel.i − Tc.i − Tc.1.o )] (Th.o − Tc.74) (1.

1954) (d) Crossﬂow.1 1 1 mh Ch ± mc C c ˙ ˙ 1 − exp −U P 1 1 ± mh Ch ˙ mc Cc ˙ (1.o − Tc. (b) Parallel ﬂow ǫ= (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. both ﬂuids unmixed Series solution (Mason.i ) Cc (Tc. (a) Counterﬂow 1 − exp[−N T U (1 − CR )] ǫ= (1.82) The heat capacity rate ratio is CR = Cmin /Cmax . Eﬀectiveness-N T U relations In general. the solution is q9x) = 1. the number of transfer units is NTU = AU Cmin (1.85) . the other unmixed If the unmixed ﬂuid has C = Cmin .i − Tc.i ) Cmin (Th.78) (1.81) (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 → ∞.1 − Tc.86) (1.2 HX relations Th.o ) Cmin (Th.i ) ǫ = = = where (1. Cc ) Assuming U to be a constant. one ﬂuid mixed. Heat exchangers 14 Thus dq + qU P dx 1 1 ± mh Ch ˙ mc Cc ˙ (1.6.79) (1. the eﬀectiveness is a function of the HX conﬁguration.80) Cmin = min(Ch .77) The HX eﬀectiveness is Q Qmax Ch (Th.i − Th.6.76) With the boundary condition q(0) = 0.i − Tc. its N T U and the CR of the ﬂuids.1.84) (c) Crossﬂow.

1. 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.6. and σ is the ratio of free-ﬂow area to frontal area. is a function of the coordinate x. Eﬀectiveness-NTU method The order of calculation is N T U . ηf is the ﬁn temperature eﬀectiveness.6.6.3 Design methodology Mean temperature-diﬀerence method Given the inlet temperatures and ﬂow rates. A constant-area ﬁn between surfaces at temperatures T1 and T2 is shown in Fig. 1. derive Eq. mL I0 (2mL) where m = (2h/kt)1/2 .88) (1.8. 3. and I0 and I1 are the zeroth. 2. and its eﬃciency. and A is the HX total heat transfer area. ǫ. Find the temperature distribution within the wall. 5. If the external temperature. .11. 4. T∞ (x).6. Heat exchangers 15 (e) Crossﬂow.87) where Kc and Ke are the entrance and exit loss coeﬃcients. Show that the eﬃciency of the triangular ﬁn shown in Fig. 1.89) A where η0 is the total surface temperature eﬀectiveness.4 1. The two sides of a plane wall are at temperatures T1 and T2 . the mean temperature diﬀerence. Problems 1. The base is at temperature Tb and the tip at T∞ . its eﬀectiveness. Find the steady-state temperature distribution in the ﬁn.and ﬁrst-order Bessel functions of the ﬁrst kind.7 is ηf = 1 I1 (2mL) . 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. this method enables one to ﬁnd the outlet temperatures. 1. ﬁnd the general steady-state solution of the ﬁn temperature T (x) in terms of a Green’s function.5 Correlations Extended surfaces η0 = 1 − Af (1 − ηf ) (1. Assume that there is only convection but no radiation. Consider a cylindrical pin ﬁn of diameter D and length L. For a perimeter corresponding to a ﬁn slope that is not small. 1. and then the heat rate. the ambient temperature is also T∞ . The thermal conductivity varies with temperature in the form k(T ) = k0 + α(T − T1 ).1. Af is the HX total ﬁn area.

is governed by dT + α(T − T∞ )5/4 = 0 dt Find T (t) if T (0) = T0 . show that the temperature of the plate. Heat exchangers 16 t L w Figure 1.6. 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. The ﬁn in Problem 3 has a non-uniform diameter of the form D = D0 + ǫx.1. Determine the equations to be solved for a two-term perturbation solution for T (x) if ǫ ≪ 1. dx2 8. x T1 T∞ (x) T2 Figure 1. 7. 6. natural convection. .7: Triangular ﬁn. Find a two-term perturbation solution for T (x) if ǫ ≪ 1 and L → ∞. Using a lumped parameter approximation for a vertical ﬂat plate undergoing laminar. T (t).8: Constant-area ﬁn.

Part II No spatial dimension 17 .

We assume that θ(τ ) = θ0 (τ ) + ǫθ1 (τ ) + ǫ2 θ2 (τ ) + .7) (2. .1) (2. the h is slightly temperature-dependent.1 Variable heat transfer coeﬃcient If. then we have dθ + (1 + ǫθ)θ = 0 dτ which can be solved by the method of perturbations. however.10) (2.4) (2.12) . 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. To order ǫ0 .Chapter 2 Dynamics 2.8) = −e−2τ = 0 = −2θ0 θ1 = −2e−2t − 2e−3τ = 1 18 (2.6) (2. .5) (2. we have dθ0 + θ0 dτ θ0 (0) which has the solution θ0 = e−τ To the next order ǫ1 .9) 2 = −θ0 (2.2) = = 0 1 (2.11) (2.3) (2.

17) (2. (2.22) Taking the dimensionless temperature to be deﬁned in equation (1...1. (2. we get θ = e−τ − ǫ(e−τ − e−2τ ) + ǫ2 (e−τ − 2e−2τ + e−3τ ) + .26) where . we can ﬁnd an exact solution to equation (2.2.21) If the heat loss is due to radiation. . Variable heat transfer coeﬃcient 19 with the solution θ2 = e−τ − 2e−2τ + e−3τ And so on.1).1 Radiative cooling −τ − ǫ(e 1 − ǫ(1 − e −τ −τ −e −2τ ) + ǫ (1 − e ) + ǫ (e 2 −τ ) + .14) (2.20) −3τ − 2e +e ) + . ..13) Alternatively.23) (2.15) (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. and time to be τ= and introducing the parameter β= we get σA(Ti − T∞ )3 t Mc T∞ Ti − T∞ (2.24) dφ + φ4 = β 4 dτ φ=θ+β (2.18) A Taylor-series expansion of the exact solution gives θ = e−τ 1 + ǫ(1 − e−τ = e −τ (2.16) The condition θ(0) = 1 gives C = − ln(1 + ǫ).19) 2 −τ 2 = e 2. Combining.1. Separating variables.25) (2.. −2τ (2. we get dθ = dτ (1 + ǫθ)θ Integrating ln θ = −τ + C ǫθ + 1 (2. we can write Mc dT 4 + σA(T 4 − T∞ ) = 0 dt (2.32).

2. + 4β θ0 + ǫθ1 + ǫ2 θ2 + . . we get dθ + θ + ǫ (θ + β 4 )4 − β 4 = 0 dτ where β is deﬁned in equation (2.30) with T (0) = Ti . 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. equation (2. . .32) and (1.1.28) Using the initial condition θ(0) = 1.27) (2. in equation (2. and ǫ= σ(Ti − T∞ )3 h (2.35) (2. dτ 4 3 θ0 + ǫθ1 + ǫ2 θ2 + . . Substituting the perturbation series. . . . .24).2).32) (2.2 1 1 (β + T )(β − 1) T −1 ln + tan−1 2β 3 2 (β − T )(β + 1) β + (T /β) (2.36) (2.33).31). T∞ = 0. . we can take ǫ ≪ 1.34) (2. + θ0 + ǫθ1 + ǫ2 θ2 + . of we take β = 0. i.67 × 10−3 ).29) Convective with weak radiation The governing equationis Mc dT 4 + hA(T − T∞ ) + σA(T 4 − T∞ ) = 0 dt (2. .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.e. In this case 4β 3 θ0 + ǫθ1 + ǫ2 θ2 + . we get (?) τ= 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. . =0 (2. 2 +ǫ +6β 2 θ0 + ǫθ1 + ǫ2 θ2 + . we get dθ + θ + ǫθ4 = 0 dτ which has an exact solution τ= 1 + ǫθ3 1 ln 3 (1 + ǫ)θ3 (2.37) . we get d θ0 + ǫθ1 + ǫ2 θ2 + .

′ (2.38) +σ dt j=1 where the view factor Fij is the fraction of radiation leaving surface i that falls on j. from which dθ′ + bθ′ = 0 dτ θ′ = Ce−bτ so that θ → 0 as t → ∞ if b > 0. .2.46) (2. N ) (2.48) (2. .47) (2. .2 Radiation in an enclosure Consider a closed enclosure with N walls radiating to each other and with a central heater H. The steady state is T i = TH (i = 1. . Writing θ = θ + θ′ we have dθ′ + f (θ + θ′ ) = a dτ (2.45) (2.40) (2. . Radiation in an enclosure 21 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 (2.41) (2.43) with θ(0) = 1.2.39) Linear stability is determined by a small perturbation of the type Ti = TH + Ti′ from which Mi ci This can be written as M dTi′ 3 3 + 4σTH Ai Fij (Ti′ − Tj′ ) + 4σTH Ai FiH Ti′ = 0 dt j=1 dT′ 3 = −4σTH AT′ dt N (2. The solution is .49) where b = f ′ (θ).3. The governing equations are N dTi 4 Mi ci Ai Fij (Ti4 − Tj4 ) + σAi FiH (Ti4 − TH ) = 0 (2. .44) 2.42) 2. then a Taylor series gives f (θ + θ′ ) = f (θ) + θ′ f ′ (θ) + . Let f (θ) = a Then we would like to show that θ → θ as t → ∞.1 Linear analysis If we assume that θ′ is small. The walls have no other heat loss and have diﬀerent masses and speciﬁc heats.

55) .1.2. Thus θ′ → 0 as τ → ∞. we get 1 d ′ 2 (θ ) = −θ′ f (θ + θ′ ) − f (θ) 2 dτ Thus d ′ 2 (θ ) ≤ 0 dτ (2.56) T − T∞.52) (2.54) Deﬁning the nondimensional temperature as θ= and time as in equation (1. are both of the same sign or zero.51) if θ′ and [f (θ + θ′ ) − f (θ)]. 2.46) by θ′ .33).0 + at (2. 2. we get dθ + θ = Aτ dτ (2.2 Nonlinear analysis Multiplying equation (2.4 Let Time-dependent T∞ Mc dT + hA(T − T∞ (t)) = 0 dt T (0) = Ti (2. f(θ ) f(θ ) θ θ Figure 2.4.4.50) (2.1: Convective cooling.53) with 2. as shown in Fig. Time-dependent T∞ 22 2.3.1 Let Linear T∞ = T∞.0 Ti − T∞.0 (2.

61) (2. Time-dependent T∞ 23 where A= The nondimensional ambient temperature is θ∞ = The solution to equation (2.2: Response to linear ambient temperature.2 at crossover is τc = ln and the oﬀset is δθ = A as τ → ∞.60) (2.4.57) (2.4. 1+A A (2.62) ∆θ θ ∞ θ τc τ Figure 2.64) .56) is aM c hA(Ti − T∞. so that θ = Ce−τ + Aτ − A (2.0 ) aM c τ hA(Ti − T∞.63) where T (0) = Ti . Deﬁning θ= T − T∞ Ti − T ∞ (2. 2.2.0 ) (2.59) θ = (1 + A)e−τ + A(τ − 1) The time shown in Fig.58) The condition θ(0) = 1 gives C = 1 + A. 2.2 Let Oscillatory T∞ = T ∞ + δT sin ωt (2.

2 are constants.73) . the nondimensional equation is dθ + θ = δθ sin Ωτ dτ where δθ = δT Ti − T ∞ ωM c hA (2. Two-ﬂuid problem 24 T∞.5 Two-ﬂuid problem Suppose there is a body in contact with two ﬂuids at diﬀerent temperatures T∞. ﬂuid 1 for instance.1 h1 A1 t Mc (2. The governing equation is Mc dT + h1 A1 (T − T∞. Thus we have θ τ = = T − T∞.1 (a) (b) Figure 2. 2.1 and T∞. and using equation (1.2.70) 2. we can nondimensionalize the equation using the parameters for one of them. so that θ= 1 + δθ Ω 1 + Ω2 e−τ + δθ sin(Ωτ − φ) (1 + Ω2 ) cos φ (2.67) (2. If T∞.3.2 ) = 0 dt (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∞.3: Two-ﬂuid problems.33).69) From the condition θ(0) = 1.1 and T∞. like in the two examples shown in Fig.68) (2.1 ) + h2 A2 (T − T∞.5.71) where T (0) = Ti .2 T T∞.66) (2.72) (2.1 Ti − T∞.2 .1 T∞. we get C = 1 + δΩ/(1 + Ω2 ).

6.74) with θ(0) = 1.4. 2. Otherwise the time constant of the general system is Mc t0 = (2. the solution reduces to the single-ﬂuid case.1 Two-body problem Convective Suppose now that there are two bodies at temperatures T1 and T2 in thermal contact with each other and exchanging heat with a single ﬂuid at temperature T∞ as shown in Fig.4: Two bodies in thermal contact.82) . 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 (2.81) (2.77) with the solution (2.79) For α = 0. 1 2 Figure 2.35).6 2.78) The condition θ(0) = 1 gives C = 1 + αβ/(1 + α).80) h1 A1 + h2 A2 2.2.1 − T∞. Two-body problem 25 from which dθ + θ + α(θ + β) = 0 dτ h2 A2 h1 A1 T∞. equation (1. where α β The equation can be written as = = (2.2 Ti − T∞.1 (2. from which θ= 1+ αβ 1+α e−(1+α)τ − αβ 1+α (2.76) dθ + (1 + α)θ = −αβ dτ θ = Ce−(1+α)τ − αβ 1+α (2.75) (2.6.

Find (a) the long-time solution of the system temperature. T∞ (t). Consider the change in temperature of a lumped system with convective heat transfer where the ambient temperature.6: Ambient temperature variation. numerical solutions). T (t). Lumped system with convective-radiative cooling with nonzero θ0 and θs . and (b) the amplitude of oscillation of the system temperature. Show that the temperature distribution in a sphere subject to convective cooling tends to become uniform as Bi → 0. Check one of the perturbation solutions against a numerical solution. and comment on the existence of solutions. 7. . 4. ǫ) surfaces for the convection with radiation problem. 2.83) (2.6. T (t).6.2.85) Problems 1. Two-body problem 26 1 111111111111 000000000000 111111111111 000000000000 2 Figure 2. 2. 3.5: Bodies with radiation. for a small period δt. T∞ Tmax δt Tmin t Figure 2. varies with time in the form shown. Complete the problem of radiation in an enclosure (linear stability. Find the steady-state temperatures for the two-body problem and explore the stability of the system for constant ambient temperature. 5. Plot all real θ(β.84) (2. 6.2 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.

180] and PCs in machines. otherwise some sort of mechanical or electrical feedback system has to be put in place for it to be automatic. and even when this is possible the dynamic responses of the models are impossible to determine computationally in real time. Flow control. 82. concentrate only on the basic principles relating to the theory of control as applied to thermal problems. hydrodynamic instability. environmental control in buildings [70. or chemical reaction. 114]. In this context.221]. 158.1 Introduction There are many kinds of thermal systems in common industrial. all kinds of sensors and actuators [59. but even then it will be impossible to go into any depth within the space available. It is common to have large uncertainties in the values of heat transfer coeﬃcients. complex geometries. This is only an introduction. manufacturing [54]. 27 . but when put together presents such a massive computational problem so as to be practically intractable. or if the process is very slow. and there are many ways in which that can be done. nonlinearities and bifurcations.172.115. approximations due to using lumped parameters instead of distributed temperature ﬁelds. Approximate correlations from empirical data are also heavily used in practice.152. Discrete-time (as opposed to continuoustime) systems will not be described. For this reason large. One can give the example of heat exchangers [85. The present paper will. and many others. devices and plants is commonplace. thermal packaging of electronic components [150. 200]. Most thermal systems are generally complex involving diverse physical processes. 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. These include natural and forced convection.187] developed for measurement and actuation are used in the control of thermal systems. has its own extensive literature [64]. property variation with temperature. There are many aspects of thermal control that will not be treated in this brief review. each one of which can be analyzed and computed. and the use of microprocessors [87. however. satellites [101. multi-phase ﬂows.218]. commonly used engineering systems are hard to model exactly from ﬁrst principles. rapid thermal processing of computer chips [84. turbulence. Most often some degree of approximation has to be made to the mathematical model. control may simply be manual. radiation. a complex system can be deﬁned as one that is made up of sub-systems. transportation and domestic use that need to be controlled in some manner. or material properties that may not be accurately known.185]. 72.Chapter 3 Control 3. The most important of these are hardware considerations. If precise control is not required. Many controllers are also computer based. which is closely related to and is often an integral part of thermal control.184.

λ) = 0. and λ is a parameter that deﬁnes the system.2. 144. The system is single-input single-output (SISO) if both u and y are scalars. w. u(t) is its input.151].1: Schematic of a system without controller. in practice for many thermal systems the former is all that is required. integral.2: Schematic of a system with comparator C and controller. inﬁnite-dimensional systems [39. (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). because of the generality involved. process control [28.1) where Ls is a system operator. 157]. nonlinear control [91]. 132. x may be a spatial temperature distribution. For example Ls may be an algebraic. while y are the readings of one or more temperature measurement devices at a ﬁnite number of locations. A system is said to be observable if its state x can be uniquely determined from the input u and output y alone.3. It is important to point out that output controllability does not imply system controllability. In fact. Figure 3. These are all topics that include and are included within thermal control. λ) = 0. x(t) is the state of the system. x.75.2) where Lo is the output operator. . 3. and the interested reader should look at the literature that is cited for further details. while x may be a ﬁnite-dimensional vector or a function. u(t) is usually a low-dimensional vector.2 Systems Some basic ideas of systems will be deﬁned here even though.1. It is output controllable if the same can be done to the output. The relation between the two may be written as Lo (y. There are good texts and monographs available on the basics of control theory [116. ordinary or partial diﬀerential operator. 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. 179] that can be consulted.93. All possible values of the output constitute the reachable set. u.89]. w. may be mathematically represented as Ls (x.2. and mathematics of control [9. 3. The stability of a system is a property that leads to a bounded output if the input is also bounded. w(t) is some external or internal disturbance. it is hard to be speciﬁc at this stage. In general. the output of the system y(t) is diﬀerent from its state x(t). schematically shown in Fig. 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. 3. u. Each one of these quantities belongs to a suitable set or vector space and there are a large number of possibilities. (3. For example. t is time. it has been reported that most industrial plants are controlled quite satisfactorily though they are not system controllable [156].

4) form a set of equations in the unknowns x(t). The actuator can be a fan or a pump if the ﬂow rate is to be changed. if precise output control is not required. the output in eﬀect is then insensitive to changes in input or disturbances. There is a comparator which determines the error signal e(t) = e(yr . (3. Choice of a control strategy deﬁnes Lo and many diﬀerent methodologies are used in thermal systems. as shown in Fig. the ﬁgure actually shows unit feedback. If the changes desired in the output are very slow then manual control can be carried out. y). and that is also frequently done. This is a passive method of control that is used in many thermal systems.2 Systems with control The objective of control is to have a given output y = yr (t). 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. Sensors that are commonly used are temperature-measuring devices such as thermocouples. (3. Linear systems theory 29 3. For these cases closed-loop control is an appropriate alternative.5) 3. In any case. It will work if the behavior of the system is exactly predictable. resistance thermometers or thermistors. and then Eqs. Open-loop control is not usually eﬀective for many systems. y(t) and u(t). that is one would have to determine u(t) such that y = yr (t) using the mathematical model of the system alone. 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.) control. where the reference or set value yr is prescribed. while external ones may be a change in the environmental temperature. It is common to use on-oﬀ (or bang-bang. The controller designer has to propose a suitable Lc .3 Linear systems theory The term classical control is often used to refer to theory derived on the basis of Laplace transforms. For thermal systems contributing factors are the uncertainties in the mathematical model of the plant and the presence of unpredictable disturbances. λ) = 0.2.2. or if the output of the system is not very sensitive to the input. Since this is exclusively for linear systems.3. or is a digital processor with appropriate software.3) The key role is played by the controller which puts out a signal that is used to move an actuator in the plant. The controller itself is either entirely mechanical if the system is not very complex. 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. (C. dt (3. relay. which is usually taken to be e = yr − y. or a heater if the heating rate is the appropriate variable. The problem is called regulation if yr is a constant. 3.9)–(3. Another method is Proportional-Integral-Derivative (PID) control [214] in which t u = Kp e(t) + Ki 0 e(s) ds + Kd de . to the input side of the system. This is done using feedback from the output. as measured by a sensor.4) where Lc is a control operator. and tracking if it is function of time. we will be using the so-called modern control or state- . etc.3. The control process can be written as Lc (u. Internal disturbances may be noise in the measuring or actuating devices or a change in surface heat transfer characteristics due to fouling. In open-loop control the input is selected to give the desired output without using any information from the output side. e.

(C. . B ∈ Rn×m . For a linear system.6) is t x(t) = eA(t−t0 ) x(t0 ) + t0 eA(t−s) Bu(s) ds. CAn−1 . and some of these are outlined below. . controllability from one state to another implies that the system can be taken from any state to any other.3. . 3.10) is of rank n. is of rank p. . and D can be functions of time in general.8) where the exponential matrix is deﬁned as eAt = I + At + 1 1 2 2 A t + A3 t3 + . CA2 B . An−1 B ∈ Rn×nm . Also.3. 2! 3! with I being the identity matrix. CA . . Similarly.1 Ordinary diﬀerential equations Much is known about a linear diﬀerential system in which Eqs. . u ∈ Rm . (3. . M = B . Control theory can be developed for diﬀerent linear operators. . mainly because it can be extended to nonlinear systems. AB . . here they will be treated as constants. B.12) . x. C. N = D . we get t y(t) = C eAt x(t0 ) + t0 eA(t−s) Bu(s) ds + Du.9) Eqs. Where they overlap. . B. (3. the issue is only one of preference since the results are identical. A ∈ Rn×n .6) (3. . . From Eq. It must be emphasized that the u(t) that does this is not unique. CAn−1 B ∈ Rp×(n+1)m . u and y are vectors of diﬀerent lengths and A. Though A.9) deﬁne the state x(t) and output y(t) if the input u(t) is given. . . it can be shown that the output y(t) is controllable if and only if . .3. . D ∈ Rp×m . (3. the state x(t) is observable if and only if the matrix .11) ∈ Rpn×n (3. . . . . . y ∈ Rp . C ∈ Rp×n . A2 B . and D are matrices of suitable sizes. . CA2 . . (3. .6). is of rank n.2) take the form dx dt y = Ax + Bu. CAB . . . The system is then controllable. . (3. T (3. . . 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 . The solution of Eq. (3.9) and (3. (3. . P = C . CB .8) and (3. It can be shown that for the system governed by Eq. = Cx + Du. . Linear systems theory 30 space analysis which is based on dynamical systems. C.7) where x ∈ Rn . . (3.7).

6) such as dx = f (x. Results obtained from the linearized equations generally do not hold for the nonlinear equations. dt (3.3.9) and (3. but one that can be used is a generalization of Eq. 3. (3. u = 0. The index of the system is the least number of diﬀerentiations of the algebraic equations that is needed to get the form of Eq. (3.3. 3. due to hardware constraints it is common to have the physical variables conﬁned to certain ranges. (3. As a result of this.2). this can be linearized in that neighborhood to give dx dt = ∂f ∂x x′ + 0 ∂f u′ ∂u 0 = Ax′ + Bu′ . If one is interested in local behavior about an equilibrium state x = x0 . heat rates. even systems locally governed by Eqs.1 Models There are no general mathematical models for thermal systems. If this happens.6) and (3.6). but it may have restricted or R-controllability [45].7) are now nonlinear since the sum of solutions may fall outside the range in which x . The system may not be completely controllable since some of the components of x are algebraically related. are evaluated at the equilibrium point.6) by substitution. ﬂow rates and the like. (3.4. 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. (3. (C.15) where x = x0 + x′ and u = u′ .4. Nonlinear aspects 31 3.14) dt where f : Rn × Rm → Rn .4 Nonlinear aspects The following are a few of the issues that arise in the treatment of nonlinear thermal control problems. (3. In a thermal convection loop it is possible to go from one branch of a bifurcation solution to another in this fashion [1]. This is equivalent to a set of equations. u). 3. Eq.2 Algebraic-diﬀerential equations This is a system of equations of the form E dx = A x + B u. Thus regions of state space that are unreachable with the linearized equations may actually be reachable. 3.4.4.13) where the matrix E ∈ Rn×n is singular [113].13) cannot be converted into (3. Eq.15) has the same form as Eq. being temperatures.6). The Jacobian matrices (∂f /∂x)0 and (∂f /∂u)0 .3 Bounded variables In practice. so that variables such as x and u in Eqs. are bounded. some of which are ordinary diﬀerential and the rest are algebraic. (3. (3.2 Controllability and reachability General theorems for the controllability of nonlinear systems are not available at this point in time.

one of which is the closed-aﬃne model dx = F1 (x) + F2 (x)u (3. As an example. • There are many forms based on Eq.5. it may be discontinuous or not possess ﬁrst or higher-order derivatives. ∞ ∞ ∞ • Volterra models. the most common being the ﬁtting of parameters to proposed models [141]. u(ti ) dt1 . like y(t) = y0 (t) + .6). of which there are several diﬀerent possible deﬁnitions [10.134. 135. t3 . other models that are used include the following. . t2 . Through optimization routines the values of the unknowns are chosen to obtain the best ﬁt of the results of the model with experimental information. x can reach any point in Rn if the eigenvalues of A have zero or positive real parts. 3. 1 dm+1 Γ(m − n + 1) dtm+1 t a (t − s)m−n f (s) ds.19) . 121.. 148] can be used in diﬀerential models.14). one needs to have some idea of the dynamic behavior of the thermal system that is being controlled. (3.5 System identiﬁcation To be able to design appropriate control systems. . On the other hand. . . In this method. (3. • Functional [71]. The latter is the process of system identiﬁcation. t1 . diﬀerence [23] or delay [57] equations such as dx = A x(t − s) + B u dt also appear in the modeling of thermal systems. by which a complex system is reduced to mathematical form using experimental data [75. are also used. (3.17. and the origin is reachable if the eigenvalues of A have zero or negative real parts [179].18) • Fractional-order derivatives.. dti (3. Apart from the linear Eq. 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.17) for a SISO system. and empirically from the analysis of experimental information (though combinations of the two paths are not only possible but common).4. 3.16) dt The bilinear equation for which F1 (x) = Ax and F2 (x) = N x + b is a special case of this.3. . There are many diﬀerent ways in which this can be done. This may be accompanied by hysteresis where the relationship also depends on whether the input is increasing or decreasing. Valves are typical elements in ﬂow systems that have this kind of behavior. 129].4 Relay and hysteresis A relay is an element of a system that has an input-output relationship that is not smooth. Mathematical models of these systems can be obtained in two entirely diﬀerent ways: from ﬁrst principles using known physical laws. . ti )u(t1 ) . . System identiﬁcation 32 exists and thus may not be a valid solution. . i=1 −∞ −∞ ki (t. (3. for a controllable system in which only u is bounded in a neighborhood of zero. a form of Ls is assumed with unknown parameter values.

depending on whether the heater is on or oﬀ. It also has an internal heat source Q(t) to compensate for this heat loss.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∞ . Under this lumped approximation the energy balance is given by dT + hAs (T − T∞ ) = Q(t). (3. In practice. With the system in its on mode.21) Here θ = (T − T∞ )/(Ti − T∞ ) where T (0) = Ti so that θ(0) = 1.6).20) has only two values. Taking the non-dimensional temperature to be T − Tmin θ= (3.23) Tmax − Tmin the governing equation is dθ 1 on +θ = . and As is the surface area for convection. Control strategies 33 3. Choosing Q = θr .20) dt where M is the mass of the body.6 3. and the control objective is to maintain the temperature of the body at a given level by manipulating the heat source. c is its speciﬁc heat.1. The other variables are now nondimensional.24) 0 oﬀ dt the solution for which is θ= 1 + C1 e−t C2 e−t on . (3. If Bi < 0.3. Since this is usually not the case some form of feedback control is required.25) We will assume that the heat source comes on when temperature falls below a value TL . where h is the convective heat transfer coeﬃcient. and k is its thermal conductivity. 3. respectively. n = m = 1 in Eq. so the system is controllable. it is is either Q = Q0 or Q = 0. oﬀ (3. The Biot number for the body is Bi = hL/k.26) (3. L is a characteristics length dimension of the body. to do this the dimensional parameters hAs and T∞ must be exactly known. With x = θ.10) that rank(M )=1. this equation becomes Mc dθ + θ = Q(t) dt (3. u = Q. the body can be considered to have a uniform temperature T (t). that is θ(t) = (1 − θr )e−t + θr . Open-loop operation to maintain a given non-dimensional temperature θr is easily calculated. T → Tmax = T∞ + Q0 /hAs as t → ∞.6.2 On-oﬀ control In this simple form of control the heat rate in Eq. (3. (3. Tmax − Tmin TU − Tmin . These lower and upper bounds are non-dimensionally θL θU = = TL − Tmin . Using M c/hAs and hAs (Ti −T∞ ) as the characteristic time and heat rate. it can be shown from the solution of Eq. (3. T → Tmin = T∞ .6. Tmax − Tmin (3. we ﬁnd from Eq.22) that θ → θr as t → ∞. and in its oﬀ mode. and goes oﬀ when it is rises above TU . (3. (3.6.27) .21).

The total period of the oscillation is then tp = ln θU (1 − θL ) . dt dt .7 0.30) If we make a small dead-band assumption. θL (3. It can be shown that the on and oﬀ time periods are ton toﬀ = = ln 1 − θL .5). (3.1 0 0 1 2 3 4 5 t Figure 3.5 0. so that the derivative of Eq.6.4 0.21) gives dθ d2 θ (3. = θr + δ. (3.9 θU 0.29) respectively. The frequency of the oscillation increases as its amplitude decreases. 1 − θU θU ln . The result of applying this form of control is an oscillatory temperature that looks like that in Fig.32) The period is thus proportional to the width of the dead band.34) (Kd + 1) 2 + (Kp + 1) + Ki θ = Ki θr . Control strategies 34 1 0.31) (3..6 0.33) = θr − δ.3 0.8 θ 0..6.3: Lumped approximation with on-oﬀ control. (3. A Taylor-series expansion gives tp = 2 δ 1 1 + θr 1 − θr + . we can write θL θU where δ ≪ 1.28) (3. the period and amplitude of which can be chosen using suitable parameters. 3. (3.2 θL 0. 3.3.3 PID control The error e = θr − θ and control input u = Q can be used in Eq.3. θL (1 − θU ) (3.

5 −1 −1. Kp + 1 Kp θ r = − θ0 + Kd + 1 Kd + 1 (3.9.1.6.3.5 0 10 20 30 40 50 60 70 t Figure 3. . Problems 1. (b) Kp = −0. with the initial conditions θ dθ dt = θ0 at t = 0.4 shows two examples of closed-loop behavior with diﬀerent parameter values. θr = 0. It is desired to control their temperatures at TA and TB using separate internal heat inputs QA and QB . 3. (3.5 (b) 1 θ 0. Fig.36) The response of the closed-loop system can be obtained as a solution. 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. Ki and Kd will give overdamped or underdamped oscillatory or unstable behavior of the system. It can be appreciated that diﬀerent choices of the controller constants Kp .5.5 (a) 0 −0. Control strategies 35 1. (a) Kp = −0.1. 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. The steady-state for Ki = 0 is given by θ = θr . Ki = Kd = −0.4: Lumped approximation with PID control.

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

Part III One spatial dimension 37 .

1 Structures Fig.2 4.4) i Figure 4.3) 4.1 Fin theory Long time solution ∂θ ∂ − ∂τ ∂ξ j The general ﬁn equation is a a ∂θ ∂ξ + f (θ) = 0 (4.1) For each branch i ki Ai (Ti − T0 ) = 0 Li i k i Ai Li Ti k i Ai i Li (4. 38 . At each node qi = 0 i (4.2.1 shows a complex shape consisting of conductive bars.1: Complex conductive structures.2) from which T0 = (4. 4.Chapter 4 Conduction 4.

2. this is a consequence of the Second Law of Thermodynamics.11) (4.14) dx2 where 1/2 2h (4. Multiplying by θ′ and integrating from ξ = 0 to ξ = 1.9) (4.2. Substituting θ = θ + θ′ in equation (4.4) and subtracting (4. we have ∂θ′ ∂θ′ ∂ (4.13) holds if [θ′ and f (θ + θ′ ) − f (θ)] are of the same sign or both zero. The boundary conditions for θ′ are homogeneous.10) θ′ ∂ ∂ξ a ∂θ′ ∂ξ = − 0 θ′ f (θ + θ′ ) − f (θ) dξ Integrating by parts we can show that I1 ∂θ′ = θa ∂ξ ′ 1 1 1 0 − dθ′ dξ a 0 2 dθ′ dξ dξ 2 dξ (4.5) − a + f (θ) = 0 dξ dξ with the same boundary conditions. Condition (4. Thus the steady state is globally stable.8) dξ (4.12) = − a 0 since the ﬁrst term on the right side of equation (4.5).13) then equation (4.4.2 Shape optimization of convective ﬁn Consider a rectangular ﬁn of length L and thickness δ as shown in Fig. The boundary conditions are either Dirichlet or Neumannn type at ξ = 0 and ξ = 1.7) tells us that E must decrease with time until reaching zero. Thus we know from the above that I1 is nonpositive and from equation (4.2. 4. If we also assume that I2 ≤ 0 (4. Fin theory 39 where f (θ) includes heat transfer from the sides due to convection and radiation. The dimensional equation is d2 T − m2 (T − T∞ ) = 0 (4.8) that E is nonnegative.7) 1 2 1 a(θ′ )2 dξ 0 (4. 4.6) a + f (θ + θ′ ) − f (θ) = 0 a − ∂τ ∂ξ ∂ξ where θ′ is the perturbation from the steady state.15) m= ks δ . we have dE = I1 + I2 dτ where E I1 I2 = = 0 1 1 (4. The steady state is determined from d dθ (4.11) is zero due to boundary conditions.

e.22) This is equivalent to where (4.2: Rectangular ﬁn.26) . Thus βopt = δopt = Ap βopt βopt 2h ks δopt 1/2 2/3 ks Ap 2h ks Ap 2h (4.17) (4.24) Numerically.4192. Fin theory 40 T b T ∞ δ L Figure 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. we get q = ks δ 2h ks δ 1/2 (4.16) (4.19) x=0 = ks δ(Tb − T∞ )m tanh mL Writing L = Ap /δ.18) = Tb = 0 (4.20) (Tb − T∞ ) tanh Ap δ 2h ks δ 1/2 (4.2.21) Keeping Ap constant.23) (4. i. constant ﬁn volume.4. the heat rate can be maximized if δopt sech2 1/2 Ap δ 2h ks δopt Ap 2h 1/2 3 −5/2 1 −1/2 Ap (− )δopt + δopt tanh ks 2 2 δ 3βopt sech2 βopt = tanh βopt 2h ks δopt 1/2 =0 (4.25) 1/2 2/3 Lopt = (4. we ﬁnd that βopt Ap δopt = 1.

27) d2 θ + m2 θ + ǫ (θ + β)4 − β 4 = 0 dξ 2 (4. Fin structure 41 4.36) .4) reduces to − Uniform cross section For this case a = p = 1.3.1 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. so that − Convective With only convective heat transfer.4 Fin with convection and radiation Steady state solutions Equation (4.33) T (x) = T1 − T0 cosh L x (4. For example.30) = = 1 0 (4.4.35) d dξ a dθ dξ + m2 pθ + ǫp (θ + β)4 − β 4 = 0 (4. 4. we have − the solution to whiich is θ = C1 sinh mξ + C2 cosh mξ the constants are determined from the boundary conditions.28) d2 θ + m2 θ = 0 dξ 2 (4.1 with convection.3 Fin structure Consider now Fig. 4.29) (4.31) (4. if θ(0) dθ (1) dξ we get θ = − tanh m sinh mξ + cosh mξ Example 4.32) (4.34) (4.

(4.43) (4.. dφ1 (1) = 0 dξ (4.41) (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. . . dξ 2 which gives φ0 = 1 + β To the next order dφ 1 = φ4 − β 4 .39) d2 θ + ǫ (θ + β)4 − β 4 = 0 dξ 2 (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 (4.4.38) (4. dφ0 (1) = 0 dξ (4..49) . 0 dξ 2 φ1 (0) = 0.40) (4.46) φ = (1 + β) + ǫ [(1 + β)4 − β 4 ] so that θ = 1 + ǫ [(1 + β)4 − β 4 ] Convective and radiative + .37) As an example.44) φ0 (0) = 1 + β.. The lowest order equation is dφ 0 = 0.48) (4. we will ﬁnd a perturbation solution with the boundary conditions φ(0) dφ (1) dξ We write φ = φ0 + ǫφ1 + ǫ2 φ2 + .4.47) ξ2 − [(1 + β)4 − β 4 ]ξ 2 + .42) = = 1+β 0 (4. (4.

52) Consider the special case of a linear variation of conductivity k(T ) = k0 1 + ǫ so that (1 + ǫθ) d2 θ +ǫ dξ 2 dθ dξ 2 T − T∞ Tb − T∞ (4.1 Annular ﬁn Example 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 (4.58) where m2 = Introduce P hL2 Ak0 (Tb − T∞ ) (4.59) θ(ξ) = θ0 (ξ) + ǫθ1 (ξ) + ǫθ2 (ξ) + .5. the temperature distribution in a two-dimensional rectangle tends to that given by a one-dimensional approximation. .57) (4. Perturbations of one-dimensional conduction 43 4.2 Show that under suitable conditions. .5 4.60) .53) (4.54) = Tb = 0 (4.56) (4. 4. (4.55) − m2 θ = 0 θ(0) = 1 dθ (L) = 0 dξ (4.5.4.4.50) with the boundary conditions T (0) dT (L) dx we use the dimensionless variables θ ξ = = T − T∞ Tb − T∞ x L (4.51) (4.

61) (4. Collect terms of O(ǫ0 ) d2 θ 0 − m2 θ = 0 dξ 2 θ0 (0) = 1 dθ0 (1) = 0 dξ The solution is To O(ǫ ) d2 θ 1 − m2 θ 1 dξ 2 θ1 (0) dθ1 (1) dξ The solution is 4.70) . where 2 r2 = a2 + r2 + 2ar cos ψ.69) Solving for r.68) = −m2 (1 − tanh2 m) cosh 2mξ − m2 tanh m sinh 2mξ = 0 = 0 Steady-state conduction in a slightly eccentric annular space. 4.3 can be solved by regular perturbation [13].5. We will use polar coordinates (r.63) θ(ξ) = cosh mξ − tanh m sinh mξ (4.66) (4.3: Eccentric annulus. The radii of the two circles are r1 and r2 . The two circles are at r = r1 and r = r.64) (4.65) (4. we have r= 2 r2 − a2 (1 − cos2 ψ) − a cos ψ.62) (4. (4. (4.2 Eccentric annulus = −θ0 d2 θ 0 − dξ 2 dθ0 dξ 2 1 (4. Perturbations of one-dimensional conduction 44 r 2 a Ο2 Ο 1 ^ r T=T 2 ψ r T=T 1 Figure 4. ψ) with the center of the small circle as origin. as shown in Fig.5.67) (4.4.

77) = T1 . 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 .73) T (r. .80) (1 + d)2 − ǫ2 (1 − cos2 ψ) − ǫ cos ψ − d. ψ) + ǫθ1 (R. ψ) θ(R.85) (4. . . .78) and θ(0.4.81) The perturbation expansion is θ(R. Perturbations of one-dimensional conduction 45 In the quadratic solution. ψ) T (r.84) (4. T1 − T2 r − r1 . r2 − r1 θ(R. = T2 . we get ∂2 ∂ ∂2 1 1 + + ∂R2 R + d ∂R (R + d)2 ∂ψ 2 θ0 + ǫθ1 + ǫ2 θ2 + . ψ) + .76) (4. . .86) (4. = 1. (4. ψ) + ǫ2 θ2 (0. (4. the positive sign corresponding to the geometry shown in the ﬁgure has been kept. . 2 θ0 (0. ψ) = 0.75) (4. (4. . 0.79) (4. ψ) + ǫ2 θ2 (R. (4. r2 − r1 a . = 0. . . ψ) = θ0 (R.74) (4.5. ψ) where R(ψ) = = r − r1 r2 − r1 = = 1. .82) R(ψ) = 1 − ǫ cos ψ − ǫ2 (1 − cos2 ψ) + . . 2 θ0 (R. ψ) + ǫ θ2 (R. ψ) + . ψ) + ǫθ1 (R.71) ∂ ∂2 ∂2 1 1 + + ∂R2 R + d ∂R (R + d)2 ∂ψ 2 (4. (4. Substituting in the equations.72) (4. (4. ψ) + . ψ) With the variables θ R d ǫ we get = = = = T − T2 . . ψ) + ǫθ1 (0.83) (4. ψ) = 0. r2 − r1 r1 . = 0.

0.93) (4.99) (4.88) (4.97).89) (4. ψ) + ǫ θ1 (1. ψ) θ0 (1. ψ) + .95) ln(1 + R/h) . ψ) which has the solution θ0 (R. 1. cos ψ dθ0 (1. . ψ) = 1 − To order O(ǫ1 ) ∂2 ∂ ∂2 1 1 θ1 + + 2 2 ∂ψ 2 ∂R R + d ∂R (R + d) θ1 (0. (4. ψ) = = = = The solution is θ1 (R. (1 + h) ln(1 + 1/h) (4.98) is a solution to equation (4. . . ψ).4. (4.91) R − 2h R cos ψ . dR cos ψ . (1 + 2h) ln(1 + 1/h) R + h (4.100) (4.94) (4.87) (4. ψ) − cos ψ Collecting terms to order O(ǫ0 ).84). ψ) = ± 0.96) 4.6.6 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√ (4.98) so that substitution veriﬁes that equation (4.92) (4. dR (4. (4.97) (4. ln(1 + 1/h) = = = 0. ψ) θ1 (1. 0. = 0.101) x √ 2 κt (4. Transient conduction 46 Using Eq.86) can be further expanded in a Taylor series around R = 1 to give θ0 (1. we get ∂2 ∂ ∂2 1 1 θ0 + + 2 2 ∂ψ 2 ∂R R + d ∂R (R + d) θ0 (0.90) dθ0 (1.

Thus θ = 0 is a stable solution of the problem. 0) = f (x) − T . with the boundary and initial conditions T (0. and T ′ (x. as t → ∞.106) i2 π 2 .6. .4. 0) = f (x). It must be noted that there has been no need to linearize.109) so that daj = −α dt with the solution aj = Cj exp −α Thus T ′ (x. T (L.7.105) but with the conditions: T ′ (0. we consider the eigenvalue problem d2 φ = λφ dx2 with φ(0) = φ(L) = 0.104) T2 − T1 x. t) = T1 . The steady state solution is T (x) = T1 + With T ′ (x. and T (x. t) and ∂T ∂2T =α 2 (4. The operator is self-adjoint. Its eigenvalues are λi = − and its orthonormal eigenfunctions are φi (x) = Thus we let θ(x.112) The solution shows that T ′ → 0. t) = T2 . L2 (4.1.108) ai (t)φi (x). (4. t) = 0. (4. Following the methodology outlined in Section A. T ′ (L.103) (4.105) was already linear. L (4.107) 2 iπx sin . jπ L 2 (4.7 Linear diﬀusion Let T = T (x.111) Cj exp −α jπ L 2 t 2 iπx sin . t) = i=1 ∞ jπ L aj . L L ∞ (4. 2 (4. since Eq.102) ∂t ∂x in 0 ≤ x ≤ L. Linear diﬀusion 47 4. t) = i=1 (4. t) = 0. L L (4. t) = T − T we have the same equation ∂T ′ ∂2T ′ =α 2 ∂t ∂x (4.110) t .

4. 4. and ǫ ≪ 1. ∂t1 with the solution T0 1/2 (4.122) (4. t ≥ 0.8. 0) = g(x) 1 = . Applying the initial condition gives g(x) dr θ= . ∂t ∂t1 ∂t2 Assuming an asymptotic expansion of the type T = T0 (x.117) (4. .121) f (r) 1/2 The terms of O(ǫ) are ∂ 2 T0 ∂T0 ∂T1 = f ′ (T0 )T1 + − 2 ∂t1 ∂x ∂t2 Diﬀerentiating Eq.114) (4. we have a Taylor series expansion f (T ) = f (T0 ) + ǫf ′ (T0 ) + .116) (4. and a slow. a fast. . t1 . ∂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 ) (4.124) .123) (4. 1 + eλx (4.119) dr = t1 + θ(x. we get ∂T0 = f (T0 ). t2 ).8 Nonlinear diﬀusion The following diﬀusion problem with heat generation is considered in [81] ∂T ∂2T = ǫ 2 + f (T ). Thus ∂ ∂ ∂ = +ǫ .115) (4. short one t1 = t. t2 ) + ǫT1 (x. t2 ) + .5. t1 . The initial condition is taken to be T (x. .113) Consider two time scales.120) The lower limit of the integral is simply a convenient value at which g(x) = 0. ∂t ∂x with −∞ < x < ∞. .120 with respect to x gives ∂T0 ∂θ = f (T0 ) . f (r) (4. Nonlinear diﬀusion 48 4.118) (4. Substituting and collecting terms of O(ǫ0 ). (4. long scale t2 = ǫt.

Let so that its derivatives are ∂w ∂x ∂2w ∂x2 ∂w ∂t2 = κeκθ ∂θ ∂x ∂θ ∂x 2 ∂θ ∂x 2 = 0. (4. t2 ) + t1 ln f (T0 ) f (T0 ) (4. (4. t1 ) 2 ∂x ∂t2 where κ = f ′ (T0 ).133) ln f (T0 ) f ′ (T0 ) ∂2θ ∂θ − + f ′ (T0 ) 2 ∂x ∂t2 f (T0 ) + T1 f ′ (T0 ).4. To suppress the secular term in Eq.131) ∂T0 ∂t1 (4.130) which can be checked by diﬀerentiation since ∂T1 ∂t1 = ∂θ ∂2θ − + f ′ (T0 ) 2 ∂x ∂t2 + A + t1 = ∂θ ∂2θ − ∂x2 ∂t2 ∂θ ∂x + ∂θ ∂x 2 2 f (T0 ) ∂θ ∂x 2 (4.122.135) (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 ) = (4.137) (4.119 has been used. diﬀerentiating with respect to t2 gives ∂T0 ∂θ = f (T0 ) ∂t2 ∂t2 Substituting in Eq. (4.136) + κeκθ ∂2θ ∂x2 (4. t2 ) = eκθ . 4. 4.126) ∂T1 ∂θ ∂ ∂2θ = f ′ (T0 )T1 + f (T0 ) − + ln f (T0 ) .134) w(x. 4.125) .127) (4.128) ∂θ ∂x 2 (4.132) (4. Nonlinear diﬀusion 49 Also.8.130. ∂t1 ∂x2 ∂t2 ∂t1 ∂2θ ∂θ − + ∂x2 ∂t2 ∂θ ∂x 2 (4.129) The solution is T1 = A(x.138) = κ2 eκθ = κeκθ ∂θ ∂t2 . where Eq. we take ∂θ ∂2θ − + κ(x.

R(x) = = so that the ﬁnal (implicit) solution is T0 1/2 ∞ − 2 √ √ 2 R′′ (x + 2r t2 )2 t2 e−r dr (4.149) (4.150) Thus w= and from Eq. 0) = e −λx (4. Also. we take f (T ) = T (1 − T ).145) dr f (r) (4. 0).152) (4. (4.148) (4.115. 4.142) √ 1 = − √ R′ (x + 2r t2 ) 2 π = and substituting. (4.140) 0.144) ∞ 1 √ π ∞ ′′ ∞ R (x + 2r t2 )e−r dr √ exp [κθ(x.147) is Fisher’s equation: As an example.153) .8. 0)] g(x) (4. 4. 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 (4.141) where R(x) = w(x.120 T0 1/2 Substituting in the equation.139) (4.4.143) (4.151) R(x) = w(x. so that the integral in Eq. 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. ∞ ∞ √ 2 R(x + 2r t2 )e−r dr. 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 ∞ ∞ (4.146) exp κ 1/2 1 1 dr = t1 + ln √ f (r) κ π ∞ ∞ √ 2 R(x + 2r t2 )e−r dr (4.

158) dE ≤ 0. t) = 0.156) =α 2 ∂t ∂x with T ′ (0.160) with T (0.9.2 Nonlinear (4. The steady state.9 4. dt Thus E → 0 as t → ∞ whatever the initial conditions.154) (4. Deﬁne 1 L ′2 E(t) = T dx (4. The deviation from the steady state is governed by ∂T ′ ∂2T ′ (4.155) This is a wave that travels with a phase speed of (1 + λ2 ǫ)/λ. 4.1 Stability by energy method Linear As an example consider the same problem as in Section 4. (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 (4.9. 4. w = exp −λx + λ2 t2 so that T0 = 1 1 + exp [x − t(1 + λ2 ǫ)/λ] (4. Stability by energy method 51 Substituting in Eq. t) = T2 . Thus ∂T ∂ = ∂t ∂x k(T ) ∂T ∂x . t) = T1 and T (L. T (x).4.7. is governed by d dx k(T ) dT dx = 0.9.141 and integrating.157) 2 0 so that E ≥ 0.159) Let us now re-do the problem for a bar with temperature-dependent conductivity. (4. 4. T ′ (L.161) . t) = 0.

4 = . (4.168) The total volume of the material is VT = π 2 2 2 2 D0 L0 + 2D1 L1 + 4D2 L2 + 8D3 L3 + .. bipolar. Then dE dt L 1 2 L θ2 dx. . Thus ∂ ∂θ = ∂t ∂x k(θ) ∂θ ∂x . Self-similar structures 52 Let the deviation from the steady state be θ(x. t) = T (x. .. .169) Both of these are ﬁnite if β < βc = ..4.. t).10. .162) (4. with θ(0.) is a conductive bar. 4.165) ∂θ ∂x L = dx ∂θ ∂x 2 (4.. . = . . t) = θ(L.11 Non-Cartesian coordinates Toroidal.4 in which each line i (indicated by i = 0. 1. Let E(t) = so that E ≥ 0. Thus E → 0 as t → ∞. The length of each bar is Li = L/β i and its diameter is Di = D/β i . .10 Self-similar structures Consider the large-scale structure shown in Fig. 4.163) where θ = θ(x. (4. The total length of the structure is LT = L0 + 2L1 + 4L2 + 8L3 + . t) − T (x). The steady state is θ = 0. . (4. The beginning is at temperature T0 and the ambient is T∞ .167) ∂θ = θk(θ) ∂x 0 − k(θ) 0 Due to boundary conditions the ﬁrst term on the right is zero. . 0 (4. (4.164) = 0 L θ θ 0 ∂θ dx ∂t ∂ ∂x k(θ) L (4. t) = 0. so that dE/dt ≤ 0. 4.166) dx. .

The simplest examples occur when only one spatial dimension is present. . Exact controllability exists if the function representing the state can be taken from an initial to a ﬁnal target state. which forms a complete spatial basis for X. It is thin and long enough such that the transverse temperature distribution may be neglected. 110]. (4.4. The state X(ξ. φm = 0. 1. The system is then described by PDEs that represent a formidable challenge for control analysis. where A is a bounded semi-group operator [2]. and B is a another linear operator. 4. Consider a system governed by ∂X = AX + Bu. Thermal control 53 $T_\infty$ 3 3 2 2 3 3 1 T 0 0 1 3 3 2 2 3 3 Figure 4. valid for Bi ≪ 1..12. It is known [110] that the system is approximately state controllable if and only if all the inner products B.172) ∂t ∂ξ .5 shows a ﬁn of length L with convection to the surroundings [4]. If A is self-adjoint. and the spatial variation of the temperature must be taken into account. (4. The temperature ﬁeld is governed by ∂2T ∂T = α 2 − ζ(T − T∞ ). Fig. 4. and is approximate if it can be taken to a neighborhood of the target [118]. (4. t) is a function of spatial coordinates ξ and time t. 2 .170) ∂t with homogeneous boundary and suitable initial conditions. .171) The lumped approximation in this chapter. then it has real eigenvalues and a complete orthonormal set of eigenfunctions φm (ξ). is frequently not good enough for thermal systems.4: Large-scale self-similar structure.12 Thermal control Partial diﬀerential equations (PDEs) are an example of inﬁnite-dimensional systems that are very common in thermal applications [2. Determination of approximate controllability is usually suﬃcient for practical purposes. with m = 0.

The end ξ = 0 will be assumed to be adiabatic so that (∂T /∂ξ)(0. The thermal diﬀusivity is α.172) becomes. (4. It can be shown that the same problem can also be analyzed using a ﬁnite-diﬀerence approximation [5]. B = ζ. Using it as a reference temperature and deﬁning θ = T − TL . L] is divided into n equal parts of size ∆ξ. ∂t ∂ξ with the initial and boundary conditions (∂θ/∂ξ)(0. and θ(ξ. L 2L respectively. and u = θ∞ . (4. Since a linear system that is controllable can be taken from any state to any other. . so the system is indeed state controllable. Inequality (4.170) are A = α∂ 2 /∂ξ 2 − ζ. t) = 0. To enable a ﬁnite-diﬀerence approximation [5]. Ac is the constant cross-sectional area of the bar. and ζ = hP/ρcAc where h is the convective heat transfer coeﬃcient. and θ(ξ. we can arbitrarily assume the ﬁn to be initially at a uniform temperature. t is time. Thermal control 54 ξ=0 E ξ T∞ ξ=L TL Figure 4.12. 0) = 0. θ(L.5: One-dimensional ﬁn with convection. t) = 0. where T (ξ. 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. the domain [0. t) = 0. so that Eq. The operators in Eq. (4. and c is the speciﬁc heat. ∂θ ∂2θ = α 2 − ζθ + ζθ∞ (t) ∂t ∂ξ (4.4. t) is the temperature distribution that represents the state of the system. Eq.171) is satisﬁed for all m.173) with the homogeneous boundary and initial conditions (∂θ/∂ξ)(0. t) = TL (t) − T∞ . For simplicity it will be assumed that ζ is independent of ξ. t) of the ﬁn. Eq.175) term is also used in other senses in control theory. t) = TL is ﬁxed. P is the perimeter of the cross section. (b) Boundary control: Using the constant outside temperature T∞ as reference and deﬁning θ = T − T∞ .174) = α 2 − ζθ. dt 1 This (4. and ξ is the longitudinal coordinate measured from one end. (4.172) becomes ∂θ ∂2θ (4. A is a self-adjoint operator with the eigenvalues and eigenfunctions βm φm = − = (2m + 1)2 π 2 − ζ. ρ is the density. t) = 0. 0) = 0. T∞ is the temperature of the surroundings. (a) Distributed control: The boundary temperature T (L. θ(L.174) becomes dθi = σθi−1 − (2σ + ζ)θi + σθi−1 . 4L2 (2m + 1)πξ 2 cos .

. .177) The boundary conditions have been applied to make A non-singular: adiabatic.13 Solve Multiple scales ∂T1 ∂t ∂T2 ∂t ∂ 2 (T1 − T2 ) ∂x2 2 ∂ (T2 − T1 ) = Rα ∂x2 = α (4.180) where ǫ ≪ 1. M = . where i = 1 is at the left and i = n + 1 at the right end of the ﬁn in Fig. 2. 0 . (4.. T ) = A(x) λ(T ). and at the right end θn+1 is the control input u. The controllability matrix M is 0 ··· ··· 0 0 ··· 0 σ n−1 . ··· ··· ··· (4. With this Eq.179) (4. .174) can be discretized to take the form of Eq. . dx dx with boundary conditions ∆T . . σ −(2σ + ζ) σ . . and with a step change in temperature at one end. . .178) 4. . · · · .181) Problems 1. . From the governing equation for one-dimensional conduction » – d dT k(x. . The rank of M is n. . (3. . . 2 ∆T T (L) = T − . 2 show that the magnitude of the heat rate is independent of the sign of ∆T if we can write k(x.4. σ]T ∈ Rn . The nodes are i = 1. T ) = 0. 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 ··· . 4. . . . . ..5.176) ∈ Rn×n . . where x is the vector of unknown θi .6). n + 1. Multiple scales 55 where σ = α/∆ξ 2 . . indicating that the state of the system is also boundary controllable. A = (4.13. . Thus we ﬁnd −(2σ + ζ) 2σ 0 ··· 0 . T (0) = T + . .. . σ 0 ··· 0 σ −(2σ + ζ) B = [0. . Let t = t0 + ǫt1 (4. (4.

Find (a) the temperature distribution in the ﬁn. 3. Multiple scales 56 2.6: Longitudinal ﬁn of concave parabolic proﬁle. and (b) the heat ﬂow at the base of the ﬁn. δb is the thickness of the ﬁn at the base. Optimize the ﬁn assuming the ﬁn volume to be constant and maximizing the heat rate at the base. Consider a rectangular ﬁn with convection. Consider a longitudinal ﬁn of concave parabolic proﬁle as shown in the ﬁgure. radiation and Dirichlet boundary conditions. where δ = [1 − (x/L)]2 δb . Find (c) the optimum base thickness δb . and (d) the optimum ﬁn height L. . Graph the results for several values of the parameters. T ∞ T b x L Figure 4. Neglect convection from the thin sides.13. Calculate numerically the evolution of an initial temperature distribution at diﬀerent instants of time.4. Assume that the base temperature is known.

1. 5.4) Integrating over the length L of a pipe. and the hydraulic diameter is deﬁned by D = 4A/P . shown in Fig.Chapter 5 Forced convection In this chapter we will considering the heat transfer in pipe ﬂows. We will take a one-dimensional approach and neglect transverse variations in the velocity and temperature. 57 .1 5. We can write fv fp = −τw P ds ∂p = −A ds ∂s (5.1.3) dV τw P 1 ∂p + =− dt ρA ρ ∂s 4τw p1 − p2 dV + = dt ρD ρL (5. we can write the momentum equation as ρA ds from which we get dV = fv + fp dt (5. we have (5. In addition.2 Momentum equation The forces on an element of length ds.2) where τw is the magnitude of the wall shear stress. is also constant. and p is the pressure in the ﬂuid. Since the mass of the element is ρA ds. we will assume that ﬂuid properties are constant and that the area of the pipe is also constant. 5.5) where p1 and p2 are the pressures at the inlet and outlet respectively.1. the viscous force and fp . the pressure force. in the positive s direction are: fv . V . 5. the mean velocity of the ﬂuid.1) (5.1 Hydrodynamics Mass conservation For a duct of constant cross-sectional area and a ﬂuid of constant density. for simplicity.

r is the radial coordinate.1: Forces on an element of ﬂuid.5.10) r=D/2 4 πD2 D/2 ux (r) 2πr dr 0 (5. 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 (5.12) (5.13) (5.9) 4 = µum D 8µV = D The wall shear stress is linear relationship τw = αV where α= so that T (|V |)V = 8µ D 32µ V ρD2 (5. Hydrodynamics 58 p s p+dp fp f v ds Figure 5. um is the maximum velocity at the centerline. 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. The wall shear stress is estimated below for laminar and turbulent ﬂows. and acts in a direction opposite to V . For fully developed ﬂow we can assume that τw is a function of V that depends on the mean velocity proﬁle. so that we can write dV + T (|V |)V = β ∆p (5.1.15) .8) um 2 (5. The mean velocity is given by V = Substituting the velocity proﬁle. β = 1/ρL.6) dt where T (V ) = |4τw /ρDV | is always positive.14) (5.7) where u is the local velocity. and D is the diameter of the duct.11) (5.

5.22) (5. . The ﬂow velocity in the steady state is a solution of T (V )V = β ∆p (5. or similar expressions. the pressure drop is given by ∆p A = τw P L where A is the cross-sectional area.1.20) Example 5. Make the assumption that the axial velocity is only a function of radial position and time.16) (5. 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. 2D (5. and P is the inner perimeter.1 Consider a long.17) Here f is the Darcy-Weisbach friction factor1 .6). For t > 0. p1 − p2 = 0 and there is no ﬂow.3164 Re1/4 (5.19) where e is the roughness at the wall.5. The friction factor is also a fucntion of |V |. without acceleration.51 + 3. thin pipe with pressures p1 and p2 ate either end. which is one-fourth the Darcy-Weisbach value.21) (5. For t ≤ 0. The governing equation for the ﬂow velocity is equation (5.18) where the Reynolds number is Re = |V |D/ν. 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.0 log f 1/2 e/Dh 2. is used in the literature.7 Re f 1/2 (5.3 Long time behavior Consider the ﬂow in a single duct of ﬁnite length with a constant driving pressure drop. p1 − p2 is a nonzero constant.1. the Fanning friction factor.23) 1 Sometimes. or the Colebrook equation for rough pipes 1 = −2. Find the resulting time-dependent ﬂow. L. and may be calculated from the Blasius equation for smooth pipes f= 0. confusingly.

31) (5.5. say nonnegative.2 Energy equation Consider a section of a duct shown in Fig. E(V ) is a Lyapunov function. we ﬁnd that dE dt dV ′ dt = −V ′ T (V + V ′ )(V + V ′ ) − T (V )V = V′ ′ ′ ′2 (5.25) 1 ′2 V 2 (5.29) If we assume that T (V ) is a non-decreasing function of V . The heat rate going out is ∂Q− ds (5.23).27) (5. We can show that under certain conditions the steady state is globally stable. equation (5.2. 5.33) Q+ = Q− + ∂s The diﬀerence between the two is Q+ − Q− = = ∂Q− ds ∂s ∂2T ∂T − kA 2 ρAV c ∂s ∂s ds (5. Energy equation 60 where ∆p and V are both of the same sign.28) ′ = −V V T (V + V ) − T (V ) − V T (V + V ) (5.24) (5.26) (5.6) becomes dV ′ + T (V + V ′ )(V + V ′ ) = β ∆p dt Subtracting equation (5. we see that V ′ V T (V + V ′ ) − T (V ) ≥ 0 regardless of the sign of either V ′ or V .2. c is the speciﬁc heat at constant pressure and k is the coeﬃcient of thermal conductivity. and V = V is globally stable to all perturbations. so that dE ≤0 dt Thus. we get dV ′ = −T (V + V ′ )(V + V ′ ) + T (V )(V ) dt Deﬁning E= so that E ≥ 0. (5.34) .32) Q− = ρAV cT − kA ∂s where the ﬁrst term on the right is due to the advective and second the conductive transports. Writing V = V + V ′ . The heat rate going in is given by ∂T (5. where an elemental control volume is shown.30) 5.

heat is gained from the side at a rate dQ.42) Boundary conditions may be θ = 0 at ξ = 0. . Substituting equations (5.35) in (5.39) (5.34) and (5.38) (5.37) The heat rate per unit length. θ = θ1 at ξ = 1. which can be written as dQ = q ds where q is the rate of gain of heat per unit length of the duct.1 Known heat rate (5.2. An energy balance for the elemental control volume gives Q− + dQ = Q+ + ρA ds c ∂T ∂t (5. q(s).36) (5.2.36) 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: 5.2: Forces on an element of ﬂuid.35) where the last term is the rate of accumulation of energy within the control volume.41) where (5.5. Furthermore. Energy equation 61 Q Q _ s + Q ds Figure 5. is known all along the duct. Deﬁning ξ θ τ gives = = = x L (T − Ti )ρV AC Lq tV L (5.40) ∂θ d2 θ ∂θ + −λ 2 =1 ∂τ ∂ξ dξ λ= k LV ρc (5.

2.3 Single duct Consider the duct that is schematically shown in Fig. q = P U (T∞ − T ) (5. We assume that the ﬂow is one-dimensional.48) (5.43) ξ θ τ gives = = = x L T − Ti T∞ − Ti tV L (5.53) θ = ∆T . where the local ﬂuid temperature is T (s.51) L tV τ = (5.3. 5.3. The inlet temperature is Tin (t).44) (5. the governing non-dimensional equation is ∂θ ∂θ + + Hθ = 0 (5. 5.3: Fluid duct with heat loss.52) L T − T∞ (5. and neglect axial conduction through the ﬂuid and the duct. Thus. t) Tout (t) 62 Figure 5. U is the overall heat transfer coeﬃcient and P the cross-sectional perimeter of the duct.50) ∂τ ∂ξ where the nondimensional variables are s ξ = (5.46) ∂θ ∂θ d2 θ + − λ 2 + Hθ = H ∂τ ∂ξ dξ k LV ρc U ρL ρV Ac (5. and an external temperature of T∞ (s). Single duct T∞ (t) Tin (t) V T (s.49) 5.2 Convection with known outside temperature Deﬁning The heating is now convective with a heat transfer coeﬃcient U .47) where λ H = = (5. and the outlet temperature is Tout (t).45) (5. and the ﬂuid velocity is V . Using the same variables to represent non-dimensional quantities. The duct is subject to heat loss through its surface of the form U P (T − T∞ ) per unit length.5. t) and the ambient temperature is T∞ (t).

66) with the solution The boundary condition θin (X = 0) = θ1 gives θ1 = A + B.65) (5.3.62) (5. so that θin = A + (θ1 − A)eX The matching conditions is so that The composite solution is then θouter (ξ = 1) = θin (X → −∞) A = 1 − e−H θ = 1 − e−H + (θ1 − 1 + e−H )e(ξ−1)/λ + .3. we have (5. Single duct 63 The characteristic time is the time taken to traverse the length of the duct. 5. . The ambient temperature is T∞ (t) = T ∞ + T∞ (t) (5.63) (5. and with the boundary conditions θ(0) = 0 and θ(1) = θ1 . We can use a boundary layer analysis for this singular perturbation problem. . The characteristic temperature diﬀerence ∆T will be chosen later. i. The parameter γ = U P L/ρAV c represents the heat loss to the ambient.54) where the time-averaged and ﬂuctuating parts have been separated.58) λ X= This gives the equation ξ−1 λ (5.64) (5. . the residence time.59) We have (5. zero. by deﬁnition. The outer solution is θout = 1 − e−Hξ (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.e.55) (5.5.57) dξ 2 dξ where λ ≪ 1. Notice that the nondimensional mean ambient temperature is. 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 (5.61) (5.56) with boundary condition θ(0) = 0 is The boundary layer is near ξ = 1.

The temperature.2 Unsteady dynamics t The general solution of this equation is T (s. 5.5.4. 0) = T0 (s) s Figure 5. t) = f (s − t) + γ eHt T∞ (t′ ) dt′ e−Ht 0 ′ (5.69) It can be observed that. 5. t) = ′ t T0 (s − t)e−Ht + He−Ht 0 eHt T∞ (t′ ) dt′ for t < s for t ≥ 1 for t < 1 (5. and equation (5. The later t > s part depends on the temperature of the ﬂuid entering at s = 0.67) The t < s part of the solution is applicable to the brief. 5.3. The solution becomes ′ t Tin (t − s)e−Hs + He−Ht t−s eHt T∞ (t′ ) dt′ for t ≥ s (5.3 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 (5.3.3. 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. and the ambient temperature ﬂuctuation. Tout (t). at the outlet section. Single duct 64 t t=s t>s T (0. 5.68) T (s. t) = Tin (t) d t<s © T (s.4 Constant ambient temperature For this T∞ = 0. The outlet temperature is also aﬀected by the heat loss parameter. T∞ . t) = Tin (t) and T (s. after an initial transient. 0) = T0 (s) are shown in Fig. The following are some special cases of equation (5. γ. transient period of time in which the ﬂuid at time t = 0 has still not left the duct.69). s = 1.4: Solution in s-t space. the inlet and outlet temperatures are related by a unit delay.69) becomes Tout (t) = Tin (t − 1)e−H T0 (1 − t)e−Ht for t ≥ 1 for t < 1 (5.3. but at a previous instant in time. but with an exponential drop due to heat transfer.71) This is similar to the above. .70) The outlet temperature is the same as the inlet temperature.

74) (5. 5.3.5.73) so that equation (5. 5.77) (5.69) becomes T in + Tin sin ω(t − 1) e−H −H −2H Tout (t) = sin(Ωt + φ) +T∞ H −2e Hcos 1+e 2 +Ω2 √ H −Ht T0 (1 − t)e + H 2 +Ω2 T∞ H 2 + Ω2 sin(Ωt + φ′ ) where tan φ = − tan φ′ H(1 − e−H cos 1) + e−H Ω sin 1 Ω(1 − e−H cos 1) − He−H sin 1 Ω = − H for t < 1 for t ≥ 1 (5.5: Eﬀect of wall.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 (5.75) The outlet temperature has frequencies which come from oscillations in the inlet as well as the ambient temperatures.3.72) (5.76) (5. Single duct 65 Figure 5.3.78) . some of which are analyzed below. 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.5 Periodic inlet and ambient temperature We take Tin (t) T∞ (t) = T in + Tin sin ωt = T∞ sin Ωt (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. we get θw = The governing equation is d2 θ w + Hin (θw − θ) + Hout θw dξ 2 Hin θ Hin + Hout = 0 0 (5.5.86) (5. 5.87) (5.90) dT + Hw θ = 0 dξ Hw = w w Hin Hout w + Hw Hin out (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 (5.81) (5.6.91) where (5.83) (5.92) 5. Two-ﬂuid conﬁguration 66 Nondimensionalize.79) (5.4.80) (5. we have .88) (5. Neglecting axial conduction.89) (5.4 Two-ﬂuid conﬁguration Consider the heat balance in Fig.84) = = = = x L tV L T − T∞ Ti − T∞ Tw − T∞ Ti − T∞ (5.85) (5.

99) with T = T0 at y = ±h. we get µ(T ) du = Py + C dy (5. ﬂat plates at y = −h and y = h.6: Two-ﬂuids with wall.5. (5.93) (5. The energy equation can be written as k d2 T + µ(T ) dy 2 du dy 2 =0 (5. where k has been taken to be a constant.95) 5.96) with boundary conditions u = 0 at y = ±h. 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 (5.5. and the viscosity is assumed to decrease exponentially with temperature according to µ = exp(1/T ). Flow between plates with viscous dissipation 67 1 2 Figure 5. Newtonian ﬂuid between ﬁxed. laminar ﬂow of an incompressible.94) (5. We non- . Integrating. There is also other evidence for this.) The momentum equation is then d dy µ(T ) du dy =P (5. The ﬂow velocity u(y) is in the x-direction due to a constant pressure gradient P < 0.96).98) Due to symmetry du/dy = 0 at y = 0 so that C = 0.5 Flow between plates with viscous dissipation Consider the steady. and the viscosity is assumed to be given by Eq. The plane walls are kept isothermal at temperature T = T0 .97) (5. The second term corresponds to viscous heating or dissipation.

8: Bifurcation diagram. 5. dimensionalize using θ η The energy equation becomes = β(T − T0 ) y = h (5. The bifurcation diagram corresponding to this problem is shown in Fig.6 0.4 0.102) and (5.101) d2 θ + a η 2 eθ = 0 dη 2 a= βP 2 h4 kµ0 (5.100) (5.8 −0. (5.2 0. for instance) for the boundary-value problem represented by Eqs.105) .9: Schematic of regenerator.5. 5.6 Regenerator A regenerator is schematically shown in Fig.9.104) for a = 1.102) where (5.8 where S is the slope of the temperature gradient on one wall.102) with boundary conditions (5.6. (5.4 −0.2 0 η 0. 5.6 −0. two numerically obtained solutions for a = 1 are shown in Fig. As examples. Figure 5.7: Two solutions of Eq.104) The boundary conditions are There are two solutions that can be obtained numerically (by the shooting method. Mc dT + mc(Tin − Tout ) = 0 ˙ dt (5. Figure 5. There are other solutions also but they do not satisfy the boundary conditions on the velocity. θ = 0 for η = ±1 5.103) (5.8 1 0 0 1 2 3 a 4 5 6 Figure 5. Regenerator 68 6 25 5 20 4 15 S 10 5 3 θ high−temperature solution 2 1 low−temperature solution 0 −1 −0.7.104) for a < ac and above which there are none.

for each duct. Radial ﬂow between disks 69 r 1 r 2 r Figure 5. we get d dT d (rur T ) = k (r ) dr dr dr For the boundary conditions T (r1 ) = T1 and T (r2 ) = T2 .111) . C r dT dr ur qr = (5.7 Radial ﬂow between disks This is shown in Fig.10.110) i where Ai are the areas and Vi the ﬂuid velocities in the ducts coming in.7. With dqr /dr = 0. the temperature ﬁeld is T (r) = T1 ln(r2 /r) − T2 ln(r1 /r) ln(r2 /r1 ) (5. we must have Ai Vi = 0 (5. the momentum equation is dVi + T (Vi )Vi = β pin − pout + ∆p i i dt (5.8 Networks A network consists of a number of ducts that are united at certain points.108) Example 5. Furthermore. At each junction.5. 5. 5. the sum being over all the ducts entering the junction. 5.107) = ur 2πrHT − k2πrH where H is the distance between the disks.106) (5.10: Flow between disks.109) (5.2 Redo the previous problem with a slightly eccentric ﬂow.

8. . . they can have a maximum of n(n − 1)/2 lines connecting them. 5. The momentum equation for Vij is dVij + Tij (Vij )Vij = βij (pi − pj ) dt (5. pi is the pressure at junction i. In a general network.8. The symmetry of Aij and antisymmetry of Vij gives the equivalent form n Aji Vji = 0 i=1 for j = 1. we have E =V +F −2 (5. V and F are the number of edges.116) which is simply the mass conservation considering all the ﬂows leaving junction j. The unknowns are the E velocities in the ducts and the V pressures at the junctions. respectively. if there happens to be one on that line. . .5.114) The network properties are represented by the symmetric matrix βij . n (5. The momentum equation in the branches produce E independent diﬀerential equations. (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. and each is connected to all the rest. The number of equations to be solved is thus quite large if n is large. . and Vij is the ﬂow velocity from junction i to j deﬁned to be positive in that direction. For such a graph. vertices and faces. To simplify the analysis the network is considered fully connected. The resistance Tij may or may not be symmetric. Also.113) If there are n junctions. so as to have Vii = 0. but Tij is inﬁnite for those junctions that are not physically connected so that the ﬂow velocity in the corresponding branch is zero. We must distinguish between two possible geometries. Thus the number of (b) Three-dimensional networks: For a three-dimensioanl network. respectively. In the present context. junctions and circuits. . except for one pressure that must be known. The number of circuits is then (n2 − 3n + 4)/2. . The mass conservation equation at junction j for all ﬂows arriving there is n Aij Vij = 0 i=1 for j = 1.115) where Aij is a symmetric matrix. The number of unknowns thus are E + V − 1.112) where E. The ﬂow velocity matrix Vij is anti-symmetric. n (5. . these are better referred to as branches. assume that there are n junctions.1 Hydrodynamics The global stability of ﬂow in a network can be demonstrated in a manner similar to that in a ﬁnite-length duct. Networks 70 where ∆p is the pressure developed by a pump. We take the diagonal terms in Tij to be also inﬁnite. we know that E =V +F −1 (5. while mass conservation at the juntions give V − 1 independent algebraic relations. . so that Vii which has no physical meaning is considered zero.

and subtracting equations (5.128) n n = j=1 p′ j i=1 ′ Aij Vij (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 = (5.114)–(5.116).117) and (5. βij ij βij > 0 (5.118) Aij V ij = 0 or i=1 i=1 Aji V ji = 0 We write Vij pi ′ = V ij + Vij = p + p′ i (5.126) n j=1 = i=1 = and n n ′ Aij Vij p′ j j=1 i=1 0 p′ i ′ Aij Vij (5.117) (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 (5.120) Substituting in equations (5.123) = = − + j=1 i=1 n n ′ Aij ′ dVij Vij βij dt (5.127) (5. Networks 71 The steady states are solutions of Tij (V ij )V ij n = βij (pi − pj ) n (5.118) we get ′ dVij dt n ′ Aij Vij = 0 or i=1 i=1 = ′ ′ − Tij (V ij + Vij )(V ij + Vij ) − Tij (V ij )V ij + βij (p′ − p′ ) i j n ′ Aji Vji = 0 (5.8.130) = 0 .129) (5.121) (5.5.122) Deﬁning E= we get dE dt n n 1 2 n n j=1 i=1 Aij ′ 2 V .119) (5.

134) ′ Substituting Vi0 = V i0 + Vi0 and p0 = p0 + p′ in equations (5.131) and (5.110) at the junction gives 3 X i=1 (5.132) In the steady state 3 X i=1 Ti0 (V i0 )V i0 Ai0 V i0 = = βi0 (pi − p0 ) 0 (5.125) are similar to those in 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 (5.139) .132) and subtracting equations 0 (5.5. V20 and V30 are the unknowns.11: Star network. For branches i = 1. For this reason the steady state is also unique.135) (5.131) Ai0 Vi0 = 0 (5. equation (5.3 Show that the ﬂow in the the star network shown in Fig.11 is globally stable. 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. 2.134).133) (5. Since E ≥ 0 and dE/dt ≤ 0.6) is dVi0 + Ti0 (Vi0 )Vi0 = βi0 (pi − p0 ) dt Equation (5.8.133) and (5. Networks 72 p u 20 2 u p 1 10 p 0 u 30 p 3 Figure 5. The terms that are left in equation (5.30) and satisfy the same inequality. p2 and p3 are known while the pressure p0 and velocities V10 . the steady state is globally stable.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. 5. Example 5. The pressures p1 .137) (5.

143) Analysis The unknowns in equations (5. 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 (5.2 [61] Thermal networks 5. (b) Because the sum of equations (5.9. Using this result. (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) and (5. the sum of equations (5. Since mii has no meaning and can be arbitrarily taken to be zero. Thermal control 73 The last term vanishes because of equation (5.9 5. we know that ma = 0 ji j (5. The wall temperature of room i is Tiw and the air temperature is Tia . .2 Thermal control Control with heat transfer coeﬃcient Multiple room temperatures Let there be n interconnected rooms.142) for all rooms gives qi = 0 (5.141) and (5.1 5. the set of equations is not linearly independent.140) Since E ≥ 0 and dE/dt ≤ 0. from mass conservation for a single room.142) for all rooms gives an identity. 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. 5.9.142) j (ma + |ma |)Tia + qi ij ij where T e is the exterior temperature.136). Also. Thus the steady solution is not unique unless one of the room temperatures is known. mij is the mass ﬂow rate of air from room i to room j. By deﬁnition mij = −mji .9.141) and (5.144) can be shown by interchanging i and j in the second term. E is a Lyapunov function and the steady state is globally stable.5.142) are the 2n temperatures Tiw and Tia .8.145) i which is a necessary condition for a steady state. mij is an anti-symmetric matrix.141) (ma + |ma |)Tja ji ji (5.

Tia . illustrates the basic issues [4. 128] and buildings [8. 5.5. Tiset ) ji (5. transport [197] and heater [40.148) and (5.150) One example of a control problem would be to change m to keep the temperatures of the two rooms equal.9. where τ is the time taken for the ﬂuid to get from one room to the other. Transport of ﬂuids in ducts introduces a delay between the instant the particles of ﬂuid go into the duct and when they come out. respectively. The ﬂuid inlet temperature Tin is kept .146) (5.9. Also there is leakage of air into room 1 from the exterior at rate m. 5.148) M2 ca dT2 dt (5. A long duct of constant cross section. The literature includes applications to hot-water systems [43. and leakage out of room 2 to the exterior at the same rate. 159]. 5.9.4 Temperature in long duct The diﬀusion problem of the previous section does not have advection. schematically shown in Fig.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 (5.12 where the ﬂow is driven by a variable-speed pump. which creates a diﬃculty for outlet temperature control. Delay can be introduced by writing T2 = T2 (t − τ ) and T1 = T1 (t − τ ) in the second to last terms of equations (5.147) Similar on-oﬀ control schemes can also be proposed. 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. 41] delay and the eﬀect of the length of a duct on delay [46] have also been looked at.3 Two rooms Consider two interconnected rooms 1 and 2 with mass ﬂow m from 1 to 2. 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 .149). 7].

0 (5.154) The temperature at the outlet of the duct. t) is the ﬂuid temperature. ξ is the distance along the duct measured from the entrance. v(t) is the ﬂow velocity.151) is ∂θ ∂θ +v + θ = 0. where L is the length of the duct. (5. energy conservation gives ∂T ∂T 4h +v + (T − T∞ ) = 0. ds 0 (5. The ﬂow velocity is taken to be always positive. With a one-dimensional approximation. 74. t) = e−t f ξ− v(s) ds .13 shows a typical result using PID control in which the system is unstable. 174]. 5. the non-dimensional version of Eq. Knowing v(t). where T (ξ. t) Figure 5. c is its speciﬁc heat.e. Shown are the outlet temperature. Applying the boundary condition at ξ = 0 gives t 1 = e−t f − v(s) ds . so that the ξ = 0 end is always the inlet and ξ = L the outlet. h is the coeﬃcient of heat transfer to the exterior. ∂t ∂ξ ρcD (5. t) = Tin . The problem is non-linear if the outlet temperature Tout (t) is used to control the ﬂow velocity v(t). . Thermal control 75 ξ=0 Tin E ξ ﬂow =⇒ T∞ ξ=L Tout (t) velocity = v(t) temperature = T (ξ.152) where θ = (T − T∞ )/(Tin − T∞ ). The other variables are now non-dimensional. and hL/ρcD for velocity. with θ(0. all of which ultimately achieve constant amplitude oscillations. (5. The delay between the velocity change and its eﬀect on the outlet temperature can often lead instability. Fig.12: Schematic of duct.153) where the initial startup interval in which the ﬂuid within the duct is ﬂushed out has been ignored. is t θout (t) = e−t f 1− v(s).9. as it does in other applications [16. and there is heat loss to the constant ambient temperature T∞ through the surface of the duct. this can be solved to give t θ(ξ.5. f is an arbitrary function.155) must be simultaneously solved to get the outlet temperature θout (t) in terms of the ﬂow velocity v. constant. i. ∂t ∂ξ (5. t) = 1. ρcD/4h for time. and D is the hydraulic diameter of the duct. at ξ = 1.155) Eqs. 69. Using the characteristic quantities of L for length.151) with the boundary condition T (0. The temperature of the ﬂuid coming out of the duct is Tout (t). ﬂow velocity and residence time of the ﬂuid in the duct.154) and (5. 0 (5. ρ is the ﬂuid density. t is time.

No. 1 + (0.9.3 0. pp. να Assume that the temperature within the sphere T (t) is uniform. Hooman and A.5. Vol.5 [4]. 1015–1026. for forced convection in a cylindrical porous medium is given by Re-do to check the analysis.2 1 0. initially at temperature Ti is being cooled by natural convection to ﬂuid at T∞ . A WKB solution for small Da has been reported as2 " # e−s(1−r) u = Da 1 − .6 0 50 100 150 τ 0 50 100 150 t Figure 5.5 1. 2 K. Problems 2. and that the material properties are all constant. Forced convection in a ﬂuid-saturated porous-medium tube with isoﬂux wall. Ranjbar-Kani. Use the nondimensional version of the governing equation to ﬁnd the inner and outer matched temperature distributions if the ﬂuid thermal conductivity is small. The velocity ﬁeld.589 RaD Nu = 2 + h i4/9 .5 0 50 100 150 v 1 0. Consider one-dimensional steady-state ﬂow along a pipe with advection and conduction in the ﬂuid and lateral convection from the side. √ r 3. Thermal control 76 0.8 0.2 1. 7. The ﬂuid inlet and outlet temperatures given. 4. velocity and residence time for Ki = −5 and Kp = 2. u′′ + r −1 u′ − s2 u + s2 Da = 0. 30.4 1. 2003.5 0. Churchill’s correlation for natural convection from a sphere is 0.4 Tout 0. where s and the Darcy number Da are parameters. and ﬁnd a two-term perturbation solution. International Communcications in Heat and Mass Transfer.469/Pr )9/16 RaD = 1/4 4 1.13: Outlet temperature. . Determine the single duct solutions for heat loss by radiation q = P ǫσ(Tsur − T 4 ). Derive the governing equation.A. where gβ(Ts − T∞ )D3 . u(r). A sphere.

14: Flow in tube with non-negligible wall thickness. 6.5.1. 7. 17. Find the governing equations and their boundary conditions. Nondimensionalize. There is conduction along the ﬂuid as well as along the wall of the tube. Plot the exact analytical and the approximate boundary layer solutions for Problem 4 for a small value of the conduction parameter. Consider one-dimensional unsteady ﬂow in a tube with a non-negligible wall thickness. Show that no solution is possible in Problem 4 if the boundary layer is assumed to be on the wrong side. Thermal control 77 5. . 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. as shown in Fig.9.

1: A general natural convective loop. Thus.2) For a ﬂuid of constant density.1) (6.e. m− = m+ . We will also approximate the behavior of the ﬂuid using one spatial dimensions.Chapter 6 Natural convection 6. 6.1. 6. i.2.1 Mass conservation Consider an elemental control volume as shown in Fig. We will make the Boussinesq approximation by which the ﬂuid density is constant except in the buoyancy term. The temperature diﬀerences within the ﬂuid leads to a change in density and hence a buoyancy force that creates a natural circulation. For s g Figure 6. 6. though we will ﬁnd that u = u(t). In general both u and T are functions of space s and time t. of length L and constant cross-sectional area A ﬁlled with a ﬂuid. The loop is heated in some parts and cooled in others. we will assume that the velocity u and temperature T are constant across a section of the loop. The mass ﬂuxes in and out are m− m+ = ρ0 uA = m− + ∂m ds ∂s − (6. measured from some arbitrary origin and going around the loop in the counterclockwise direction. there is no accumulation of mass within an elemental control volume. The spatial coordinate is s.1. shown in Fig. 78 .1 Modeling Let us consider a closed loop. so that the mass ﬂow rate into and out of the control volume must be the same.

9) The density in the gravity force term will be taken to decrease linearly with temperature.2 Momentum equation The forces on an element of length ds. in the positive s direction are: fv . so that ρ = ρ0 [1 − β(T − T0 )] (6. 6. however. g is its component in the negative s ˜ direction. shown in Fig. For Poiseuille ﬂow in a duct.e. the viscous force.4) (6.10) . so that L g (s) ds = 0 ˜ 0 (6. We can write fv fp fg = −τw P ds ∂p = −A ds ∂s = −ρA ds g ˜ (6.7) (6. the pressure force. a loop of constant cross-sectional area.6. and dz is the diﬀerence in height at the two ends of the element. which is strictly not the case here but gives an order of magnitude value for the coeﬃcient.8) where g is the usual acceleration in the vertical direction. Thus u is independent of s. It is impossible to determine the viscous force fv through a one-dimensional model.5) where τw is the wall shear stress. this implies that u is the same into and out of the control volume. we will assume a linear relationship between the wall shear stress and the mean ﬂuid velocity. For simplicity.3. and fg .2: Mass ﬂows in an elemental control volume. fp .1. i. with z being measured upwards.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. this would be 8µ α= (6.3) (6.1. Modeling 79 + m _ m s ds Figure 6. 6. τw = αu. since it is a velocity proﬁle in the tube that is responsible for the shear streass at the wall. and p is the pressure in the ﬂuid. The integral around a closed loop should vanish. the component of the gravity force. and must be a function of t alone.

we ﬁnd that the pressure term disappears. t). Figure 6. Since the mass of the element is ρ0 A ds. and Pα β du + u= dt ρ0 A L where u = u(t) and T = T (s.16) Furthermore. heat is gained from the side at a rate Q.4: Heat rates on an elemental control volume. Modeling 80 p+dp p s θ ds fv fg fp _ Q s Q + Q ds gravity Figure 6. 6.12) Integrating around the loop. The heat rate going out is ∂Q− ds (6.11) du Pα 1 ∂p + u=− − [1 − β(T − T0 )] g ˜ dt ρ0 A ρ0 ∂s (6. cp is the speciﬁc heat at constant pressure and k is the coeﬃcient of thermal conductivity. we can write the momentum equation as ρ0 A ds from which we get du = fv + fp + fg dt (6.15) Q+ = Q− + ∂s The diﬀerence between the two is Q+ − Q− = = ∂Q− ds ∂s ρ0 Aucp ∂T ∂2T − kA 2 ∂s ∂s ds (6.1.3: Forces on an element of ﬂuid. which can be written as Q = q ds where q is the rate of gain of heat per unit length of the duct.6.13) Fig. 6. (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.4 shows the heat rates going into and out of an elemental control volume.1. The heat rate going in is given by ∂T (6.3 Energy equation L T g (s) ds ˜ 0 (6.17) .

Using equation (6.2 Known heat rate [164.17) in (6. we have L q(s) ds = 0 0 (6. 165] The simplest heating condition is when the heat rate per unit length. is known all along the loop.25) q(s′ ) ds′ g (s) ds ≥ 0 ˜ (6. the steady-state governing equations are Pα u = ρ0 A u dT ds = β L L T (s)˜(s) ds g 0 (6. q(s).20) q(s) > 0 indicates heating.16) and (6. Substituting in equation (6. Known heat rate 81 An energy balance for the elemental control volume gives Q− + Q = Q+ + ρ0 A ds cp ∂T ∂t (6.18) where the last term is the rate of accumulation of energy within the control volume. For zero mean heating.2. and q(s) < 0 cooling.22) q(s) ρ0 Acp The solution of equation (6.18) we get the energy equation ∂T q k ∂2T ∂T +u = + ∂t ∂s ρ0 Acp ρ0 cp ∂s2 (6.19) 6. no axial conduction Neglecting axial conduction. 6.24) β P αLcp L 0 s L 0 0 s q(s′ ) ds′ g (s) ds ˜ (6.26) . 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 ˜ (6.6.2.22) gives us the temperature ﬁeld T (s) = 1 ρ0 Acp u s q(s′ ) ds′ + T0 0 (6. Substituting equations (6.9) it can be checked that T (L) = T0 also.21) (6.21).23) where T (0) = T0 .1 Steady state.

ˆ q ˆ The ﬂuid velocity is s βH (6. and constant cooling between g and h. and constant cooling between h and a.6. (c) Constant heating between points d and e. ˆ Let us write F (s) G(s) H = = = Z s q(s′ ) ds′ 0 (6.28) (6. Example 6. and the total length of the loop is L. The origin is at point a.5: Bifurcation with respect to parameter H. Known heat rate 82 u H Figure 6. Using equations (6.7.6.32) (6. and constant cooling between e and g. and none otherwise.24).29) from which p(s) = p0 − P αu s − ρ0 A s g (s′ ) ds′ + ˜ 0 β Acp u s 0 0 s′′ q(s′ ) ds′ g (s′′ ) ds′′ ˜ (6.2. (b) Constant heating between points c and d. The constant value is q . (b) H = q L/8. 6. (c) H = −ˆL/8. 6. and constant cooling between h and a.31) (6. (d) H = q L/4.30) where p(0) = p0 . and the coordinate s runs counterclockwise.9) and (6. it can be shown that p(L) = p0 also.34) u=± P αLcp .27) The pressure distribution can be found from equation (6. Thus there is a bifurcation from no solution to two as the parameter H passes through zero. The integral H in the four cases is: (a) H = 0.12) 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. (a) Constant heating between points c and d. (d) Constant heating between points a and c.1 Find the temperature distributions and velocities in the three heating and cooling distributions corresponding to Fig. where L s H= 0 0 q(s′ ) ds′ g (s) ds ˜ (6.33) F (s)g(s) Z L G(s) ds 0 The functions F (s) and G(s) are shown in Fig.

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.

. and collecting terms of O(λ0 ). The ﬁrst equation gives u0 = 0. Substituting into the governing equations.85) (6. The terms of O(λ) give 1 u1 d2 T 1 ds2 = 0 T 1 g ds ˜ dT 0 ds (6. .6. we have 1 u0 d2 T 0 ds2 = 0 T 0 g ds ˜ 0 (6.2.82) = −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 (6.81) (6.83) T1 = − q(s′ ) ds′ 0 0 ds′′ + As + B (6. the asterisks have been dropped. = T 0 (s) + λT 1 (s) + λ2 T 2 (s) + . from which 1 s′′ A= 0 0 q(s′ ) ds′ ds′′ (6. We can write u T (s) = u0 + λu1 + λ2 u2 + . gives T 0 = an arbitrary constant. for convenience. axial conduction dominates.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 (6.88) . . (6.77) (6. .78) where.79) (6.87) and that B can be arbitrary.86) A = A respectively. Known heat rate 87 Conduction-dominated ﬂow If λ = G1/2 /ǫ ≪ 1. along with conditions that T 0 and dT 0 /ds have the same value at s = 0 and s = 1.80) = The second equation. Thus s s′′ 1 s′′ T1 = 0 0 q(s ) ds ′ ′ ds + s 0 0 ′′ q(s′ ) ds′ ds′′ + T1 (0) (6.

. slightly modiﬁes the two solutions obtained without it. 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. rather than by the advective velocity.94) To O(ǫ0 ).97) (6.96) dT 0 ds = q s q(s′ ) ds′ 0 1 0 s (6. so that the resulting solution is unique.81).2. Expanding in terms of ǫ.100) . 6. therefore.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 (6.93) (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. . = T 0 + ǫT 1 + ǫ2 T 2 + . Known heat rate 88 where T (0) is an arbitrary constant.90) (6.3 Toroidal geometry The dimensional gravity function can be expanded in a Fourier series in s. we get 1 u0 u0 from which T0 u0 = 1 u0 0 = 0 T 0 g ds ˜ (6. . .95) (6.98) = ± ˜ q(s′ ) ds′ g ds Axial conduction. Substituting in equation (6.91) u dT ds = q+ǫ where ǫ ≪ 1.6.92) (6.2. (6. Advection-dominated ﬂow The governing equations are 1 u = 0 T g ds ˜ d2 T ds2 (6. we have u T = u0 + ǫu1 + ǫ2 u2 + .

i. from three o’clock point. 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 (6.104) The nondimensional gravity component is g = cos(2πs) ˜ where the * has been dropped.108) u The homogeneous solution is dT ds = − sin(2πs − φ) + ǫ T h = Beus/ǫ + A (6.100) becomes g (s) = g cos ˜ 2πs − φ0 L (6.6.111) (6.107) (6. Using g2 φ0 equation (6.e.105) (6.109) The particular integral satisﬁes 1 d2 T p u dT p − = sin(2πs − φ) ds2 ǫ ds ǫ Integrating.113) (6. and take φ0 = 0 so that g (s) = g cos (2πs/L) ˜ (6.112) (6.102) Without loss of generality. Assuming also a sinusoidal distribution of heating q(s) = − sin(2πs − φ) the momentum and energy equations are 1 (6. we can measure the angle from the horizontal. Known heat rate 89 corresponds to a toroidal geometry.103) = = c s (g1 )2 + (g1 )2 c g tan−1 1 s g1 (6.106) u = 0 T (s) cos(2πs) ds d2 T ds2 (6.110) Take (6.101) (6.114) .2.

125) The last two solutions exist only when ǫ < (16π 3 )−1/2 .117) (6.123) (6.6.122) On the other hand substituting ǫ = 0 in equation (6.107) and (6. we get u − a + 2πb ǫ u −2πa − b ǫ The constants are a = b The temperature ﬁeld is given by T = Th + Tp 1 + u2 /ǫ2 u u 1 1 cos φ + sin φ cos(2πs) + − cos φ + sin φ sin(2πs) 2 2πǫ ǫ ǫ 2πǫ2 (u/2πǫ2 ) cos φ + (1/ǫ) sin φ 2(4π 2 + u2 /ǫ2 ) 1 ǫ cos φ − sin φ = 0 4π 2 (6.115) (6. Taking the other arbitrary constant A to be zero.2. we must have B = 0.116) The momentum equation gives u= which can be written as u3 + u 4π 2 ǫ2 − Special cases are: • ǫ=0 Equations (6.124) (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. we have T = 4π 2 (6. Known heat rate 90 Substituting and collecting the coeﬃcients of cos(2πs) and sin(2πs). • ǫ→∞ • φ=0 We get that u → 0.118) = − cos φ 2πǫ sin φ = − 2πǫ (6.122) gives an additional spurious solution u = 0.121) (6.119) Since T (0) = T (1). We get u= 0 1 4π − 1 4π − 4π 2 ǫ2 − 4π 2 ǫ2 (6. .108) can be solved to give T u = 1 [cos(2πs) cos φ + sin(2πs) sin φ] 2πu cos φ = ± 4π (6.

The discriminant for the cubic equation (6.2 0.04 0.1 -1 -3 -2 -1 0 1 2 3 -0.8 shows u-φ curves for three diﬀerent values of ǫ.1 0.1 0.01 u 0.2 u 0.9: u-ǫ curves.9 and 6. It is also instructive to see the curve u-Ra. Known heat rate 91 1 u ε = 0.001 u 0.2 0.06 0.06 0.04 0. and for D > 0.1 ε φ Figure 6. there are three real solutions.1 -0.1 ε -1 -3 -2 -1 0 φ 1 2 3 -0.11.02 0. The velocity is a solution of u3 + u4π 2 ǫ2 − ǫ =0 2 (6.122) is D= D= The result is shown in Fig. shown in Figure 6.5 0 φ=0.06 0.10 show u-ǫ curves for diﬀerent values of φ.02 0.08 0.04 0. since the Rayleigh number is directly proportional to the strength of the heating.1 ε φ 1 u ε = 0.1 φ=−0.2 0.5 ε = 0. 1 27 4π 2 ǫ2 − 1 cos φ 4π 3 + 1 2 (ǫ sin φ) 4 (6.5 0 -0.127) p3 q2 + (6.8: u-φ curves. there is only one.128) 27 4 For D < 0.1 0. A cubic equation x3 + px + q = 0 has a discriminant (6.126) Figure 6.2 0.01 -0. • φ = π/2 Figure 6.6. 6.01 -0.5 0 -0.12.1 φ=0 -0.08 0.129) . Figure 6.2 1 u 0.02 0.5 -0.08 0.2. The bifurcation set is the line dividing the regions with only one real solution and that with three real solutions.5 -1 -3 -2 -1 0 1 2 3 0.

1 -0.04 ε 0.025 0.015 0.03 0.06 0.6.02 u 0.11: u-Ra for φ = 0.02 0.01 0.08 0.2 0. 0. Known heat rate 92 u 0.04 0.045 0.2 Figure 6.005 0 −100 −80 −60 −40 −20 0 20 40 60 80 100 φ (degrees) Figure 6.1 0.01 radians.08 u 0.2 0.2 0.04 φ=π/4 0.02 0.02 φ=π/4 0.06 0.06 0.1 0. 0.035 0.08 0.2.12: Region with three solutions.08 Figure 6.10: More u-ǫ curves.04 0.2 0.1 -0.05 10000 0.15 φ=π/4 u 0.04 0.1 -0.1 0.1 0.1 20000 30000 40000 Ra -0. .02 0.06 0.

We take g = cos(2πs) and q = − sin(2πs − φ). t) = T0 (t) + n=1 c s [Tn (t) cos(2πns) + Tn (t) sin(2πns)] (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. Known heat rate 93 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 ∞ ∞ (6.139) .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 (6.131) = 0 T g ds ˜ G1/2 K ∂ 2 T 2π ∂s2 (6.130) (6.56) and (6. ˜ we get ∞ T (s.134) Substituting.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.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. we get c s [Tn cos(2πns) + Tn sin(2πns)] n=1 (6.4 Dynamic analysis We rescale the nondimensional governing equations (6. Expanding the temperature in a Fourier series.132) (6.2.6.2.133) = Gq + where the hats and stars have been dropped.

while a and b can have any sign. Substituting these in equation (6. The critical points are found by equating the vector ﬁeld to zero.146)-(6.155) (6.154) (6.148). z) we add perturbations of the form x = x + x′ y = y + y′ z = z + z′ (6. and z is the vertical temperature diﬀerence.147) (6.140) (6.149). so that y−x = 0 = 0 = 0 (6.2.145) (6.148) The physical signiﬁcance of the variables are: x is the ﬂuid velocity.143) (6. except in diﬀerent variables. To analyze the stability of a critical point (x.6.141) (6.152) Substituting in equation (6.153) (6. The parameter c is positive. 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.142) c = we get the dynamical system dx dt dy dt dz dt = y−x = a − xz − cy = −b + xy − cz (6.156) . y is the horizontal temperature diﬀerence.122).151).151) a − xz − cy −b + xy − cz From equation (6.150). we have y = x. and from equation (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. we get z = (−b + x2 )/c.146) (6.150) (6. we get x3 + x(c2 − b) − ac = 0 This corresponds to equation (6.144) (6.149) (6.

c = 0) From equation (6.162) .13: Bifurcation diagram for x.158) (6. Stability of conductive solution The critical point is (0. Known heat rate 95 x c2 b Figure 6.6.159) The z coordinate is (6. To examine its linear stability. 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. with axial conduction (a = 0.152). −b/c). we look at the linearized equation (6.2.157) No tilt.160) The bifurcation diagram is shown in Figure 6.161) = 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. 0.157) to get ′ ′ −1 1 0 x x d ′ y (6.163) =0 (6. The linearized version is −1 x′ d ′ y = −z dt y z′ ′ x 1 0 −c −x y ′ z′ x −c (6.13.

y. we have dx′ dt dy ′ dt dz ′ dt Let = y ′ − x′ = b ′ x − cy ′ − x′ z ′ c (6. Restoring the nonlinear terms in equation (6.174) (6.164) λ2 is also negative and hence stable. λ3 is negative as long as −(c + 1) + which gives b < c2 (6.161).169) This is the condition for stability.172) b (c + 1)2 − 4(c − ) < 0 c (6. Known heat rate 96 One eigenvalue is λ1 = −c Since c ≥ 0 this eigenvalue indicates stability.166) (6.6.156) to equation (6. In fact. one can also prove global stability of the conductive solution.177) (6.178) .168) = −cz ′ + x′ y ′ b E(x.167) (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 (6.170) (6.2.175) (6.173) Thus (6.171) (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 = (6.176) Since E dE dt ≥ 0 ≤ 0 (6.165) (6.

Known heat rate 97 for 0 ≤ b ≤ c2 . a/ b) will be analyzed.146)-(6. We use the linearized equations (6.148) simpliﬁes to dx dt dy dt dz dt = y−x = a − xz = −b + xy (6.2.185) (6. the solutions of −(1 + λ) 1 0 √ √ −a/ b −λ − b √ √ b b −λ =0 (6. From equation (6. The linear stability of the point P + given by ( b.186) With tilt. The bifurcation at b = c2 is thus supercritical. b − c2 . 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 (6.6.183) should be positive.180) √0 − b − c2 −(c + λ) =0 (6. c = 0) The dynamical system (6. a/ b). 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 (6.187) (6.182) (6. b.190) . Stability of convective solution √ √ For b > c2 . which they are.184) (6. This requires that b< if if c < 1/2 c > 1/2 (6. −c) will be considered. E is a Liapunov function.181) (6. no axial conduction (a = 0.188) (6.179) The Hurwitz criteria for stability require that all coeﬃcients be positive. b. and the critical point is stable to all perturbations in this region. only one critical point ( b − c2 .157).189) √ √ √ √ √ √ The critical points are ±( b. the other being similar.157).

Using equations (6.15. The stable and unstable region for P + is√ √ shown in Figure 6. for the value of G in equation (6.195) thus becomes tan φ < x (6.198) 2 cos φ The stability condition (6. and the angleof tile φ is also indicated. from which. Thus the √ nondimensional radian frequency of the oscillations in the unstable range is approximately 2b. for G ≪ 1. and P − is stable for φ < −7. The loss of stability is through imaginary eigenvalues.195) for stability. substituting a = b3/2 in √ equation (6.194) √ should also be positive. for P + . which they are.144). This gives the condition (b + a/ b) − 2b > 0.2.192) (6. a/ b). the equation can be factorized to give the three eigenvalues −1. This simpliﬁes to a λ3 + λ2 + λ(b + √ ) + 2b = 0 b (6. In fact.195) can be written as sin φ > cos3/2 φ G 2 1/2 (6. The dashed circles are of radius G/2.144). we have a > b3/2 (6. In fact. ±i 2b. .191).70).191) For stability the Hurwitz criteria require all coeﬃcients to be positive. Known heat rate 98 are the eigenvalues. Also shown is the √ stability of the critical point P − with coordinates −( b.6. Using x = b for P + and equation (6.143) and (6. The determinants D1 D2 D3 = 1 = = 1 2b √ 1 b + a/ b 1 2b √ 1 b + a/ b 0 1 0 0 2b (6.14.7◦ .196) As a numerical example. the stability condition for P + can be approximated as 1/2 G (6.195 in the zone 0 < b < c.199) The stability regions for both P + and P − are shown in Figure 6. The eﬀect of a small nonzero axial conduction parameter c is to alter the Figure 6.197) φ> 2 √ The same information can be shown in slightly diﬀerent coordinates. we get x2 G = (6.193) (6.7◦ . the stability condition (6. b. P + is stable for the tilt angle range φ > 7.

4 1.6 2.14: Stability of critical points P + and P − in (b.16: x-t for a = 0.5 0 0.8 1.6. b = 1. Figure 6.15: Stability of critical points P + and P − in (φ.4 2 1. _ P exists but unstable Figure 6.5 x 1 1.5 1.2. 1.5 1 0.5 2 0. x) space.2 1 x 0.8 0 −0.2 0 0 5 10 15 t 20 25 30 y −0.5 2.5 0.5 0.6 Figure 6. a) space.5 1 0. b = 1. 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 6.9. z .9.17: Phase-space trajectory for a = 0.5 2 1.

5 1. Figure 6.5 x 0.53. b = 1.5 1.55. Figure 6.6.5 Figure 6. 2.53.5 1. Known heat rate 100 2. .20: x-t for a = 0. b = 1.2. b = 1.5 2 1 0 −1 −1 0 5 10 15 t 20 25 30 y −2 −1 0 −0.55.5 2 4 3 2 1 x z 0.5 1 2 2.18: x-t for a = 0.5 x 1 1.5 2 1 0 −1 −1 0 5 10 15 t 20 25 30 y −2 −1 0 −0.5 Figure 6.5 −1 −2 0 −3 4 3 −0.5 x 0. b = 1.5 2 4 3 2 1 z 0 0.21: Phase-space trajectory for a = 0.5 0 1 0 −1 −2 4 3 −0.19: Phase-space trajectory for a = 0.5 1 2 2.

22 and 6.9. b = 1. b. and reduce a. 6.9 and a = 0.17 show the x-t and phase space representation for a = 0. Analytical The following analysis is by W.5 Nonlinear analysis Numerical Let us choose b = 1.18 and 6. Figure 6.55.2.200) For b > 0 two critical points P + and P − appear (¯.6.53. Figures 6. Comparison of the three ﬁgures in Figures 6. √ b (6. b = 1.21 for a = 0.22: x-t for a = 0. The strange attractor is shown in Figures 6.23. 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 (6.16 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. y . Figures 6.24 shows that vestiges of the shape of the closed curves for a = −0.201) .9 can be seen in the trajectories in a = 0.23: Phase-space trajectory for a = 0. and Figures 6. Franco.2. z ) = ± x ¯ ¯ √ √ a b.20 and 6.19 for 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. 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 = 0.0.9 −4 −6 4 2 0 0 −2 y −4 −4 x −2 2 4 Figure 6. .2.6.

206) is in S for | t |< T where T > 0. the solution x(t) of (6.± 2bi.206) where x ∈ Rn .204) (6.6. then S is an invariant . At a = b 2 the eigenvalues are −1. In many dimensional systems.2. this is usually less complex than the initial dynamics and can be described by far simple evolution equations. 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.205) The center manifold projection is convenient to use if the large-time dynamic behavior is of interest. dropping the primes and regarding the perturbation the system becomes dx dt dy dt dz dt = y−x = β2 + ǫ β x − βz (6. Known heat rate 103 The local form respect to P + is dx′ dt dy ′ dt dz ′ dt = y ′ − x′ √ a = − √ x′ − bz ′ b √ ′ √ ′ bx + by = (6. thus a nonlinear analysis through 3 the center manifold projection is possible. We ﬁrst state the deﬁnition of an invariant manifold for the equation x = N (x) ˙ (6. the system often settles into the same large-time dynamics irrespective of the initial condition. If we can always choose T = ∞. 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 (6.203) = βx − βy for stability α > β 2 .206) if for x0 ⊂ S. A set S ⊂ Rn is a local invariant manifold for (6.202) √ 3 3 For stability a > b 2 .

∂w2 ∂w3 w3 ˙ We seek a center manifold 2 2 h = aw2 + bw2 w3 + cw3 + O(3) (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. w3 ) in the ﬁrst component of (6.2. or at least approximate the center manifold h(w). If y = h(x) is an invariant manifold for (6.211) Normal form: Now we carry out a smooth nonlinear coordinate transform of the type w = v + ψ(v) (6.210) substituting in (6. The system in the new coordinates is 2 2 √ (νv1 − γv2 ) v1 + v2 − 2β √0 + (6.h′ (0) = 0. The ﬂow on the center manifold is governed by the n-dimensional system x = Ax + f (x. Substituting w1 = h(w2 .209) . Known heat rate 104 manifold. Now we calculate. y) ˙ y = By + g(x.207). 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 . then it is called a center manifold if h(0) = 0.207) and h is smooth. y) ˙ (6. 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 . w3 ) (6.209) √ − 2βw3 = (2aw2 + bw3 .6.211) by transforming away many nonlinear terms. w3 ) √ = 2βw2 + s3 (w2 .208) The last equation contains all the necessary information needed to determine the asymptotic behavior of small solutions of (6. Consider the system x = Ax + f (x.207) where x ∈ Rn .212) to simplify (6.xy and y 2 . h(x)) ˙ (6.213) v= ˙ 2β 0 2 2 (νv2 + γv1 ) v1 + v2 .205) and using the chain rule. h) (6. w3 .

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. Applying a near identity transformation of the form v = u + Bu the system becomes √ (νu1 − γu2 ) u2 + u2 1 2 µ − 2β √ u= ˙ (6. one can also present a perturbed version. This is the unfolding of the Hopf bifurcation.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.205).216) u+ 2β µ 2 2 (νu2 + γu1 ) u1 + u2 which is the unfolding for the perturbed Hopf bifurcation. 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. The perturbation parameter represents the size of the neighborhood in ˆ the parameter space. a perturbed Jacobian. In polar coordinates we have r ˙ ˙ θ where = µr + νr3 √ 2β = (6. A ˆ of the transformed equation.215) a1 a3 a2 a4 a1 + a4 ω where the perturbation matrix comes from (6.218) .217) √ ǫ 2 µ=− 2 2β (2β 2 + 1) (6.6. The eigenvalues are then close to the imaginary axis but not quite on it. 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. Known heat rate 105 where ν and γ depend on the nonlinear part of (6. A represents a linear expansion of order µ in the parameters above that point. Consider the system ˆ v = Av + Av + f (v) ˙ (6.2.213) as v= ˙ √0 2β √ − 2β 0 v+ p22 p32 p23 p33 v+ f1 (v) f2 (v) (6. to leading order. Although the normal form theory presented in class pertains to a Jacobian whose eigenvalues all lie on the imaginary axis.211).

and an external temperature of Tw (s). Multiplying the second equation by e−γs/u /u. 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 . we get T = eγs/u − 1 The γ = − e−γs/u Tw u e−γs /u Tw (s′ ) ds′ + T0 ′ (6. x = v1 .3 Known wall temperature The heating is now convective with a heat transfer coeﬃcient U .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. we get d e−γs/u T ds Integrating. . Thus.223) Neglecting axial conduction Pα u ρ0 A u dT ds = β L L T (s)˜(s) ds g 0 (6.222) 6.226) γ u s 0 (6.224) (6. ν = (6. y = v2 and ω = 2β. g = f2 .6. Known wall temperature 106 ν=− Appendix 40β 6 + 40β 4 + 12β 3 + 10β 2 + 12β + 3 4 (8β 2 + 1) (2β 2 + 1) 4 (6.225) = γ T − Tw (s) where γ = U P/ρ0 Acp 1 .227) sign of γ appears to be wrong.3.220) p22 p23 From the literature ǫ β (2β 2 + 1) √ ǫ 2 = − 2 2β + 1 (6.

234) .225) can be written as d(T − Tw ) The solution to this is T − Tw = γ ds u (6. Take Tw to be a constant. to have one part of the loop heated with a known heat rate and the rest with known wall temperature. Pacheco-Vega. It is common. consider q= where T0 and q0 are constants. 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. Mixed condition 107 Since T (L) = T (0). especially in experiments. As an example.233) (6. 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. P U (T − T0 ) for q0 for φ ≤ s ≤ π + 2π φ π + 2π < s < 2π + φ 2π φ 2π (6. Hence T = Tw . and. while q(s) is known for the rest.4 Mixed condition The following has been written by A. Example 6.231) where K is a constant.6.4. u = 0. Thus for part of the loop the wall temperature is known so that q = P U (T − Tw (s)).229) This is a transcendental equation that may have more than one real solution. Continuity of T at s = 0 and s = L gives K = 0.224).230) T = Tw + K eγs/u (6.232) 6.228) eγs/u − γ u s 0 e−γs /u Tw (s′ ) ds′ + T0 ′ g (s) ds ˜ (6.3 Show that there is no motion if the wall temperature is uniform. from equation (6. Then equation (6.

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.236) around the loop using the Boussinesq approximation ρ = ρw [1 − β(T − Tw )]. 0 ≤ θ ≤ π ∂T v ∂T ρw cp (6.237) Neglecting axial heat conduction. the temperature of the ﬂuid satisﬁes the following energy balance equation 2h − r (T − Tw ).236) modiﬁes to 8µ βg dv + v= dt ρw r2 2π 2π 0 (T − Tw ) cos(θ + α) dθ (6.25). with the shear stress at the wall being approximated by that corresponding to Poiseuille ﬂow in a straight pipe τw = 8µv/ρw r2 . v = v(t). 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 (6.238) = + 2 ∂t R ∂θ q. (6.235) Taking an inﬁnitesimal cylindrical control volume of ﬂuid in the loop πr2 dθ. (6. the equation of continuity indicates that the velocity v is a function of time alone.4. 6. π < θ < 2π r . Thus.1 [1] Modeling If we consider a one-dimensional incompressible ﬂow. (6.4.236) Integrating Eq. Mixed condition 108 Constant wall temperature Tw θ=0. the expression of the balance in Eq. 2π d=2r g ~ θ o α Cooling water out R θ=π Cooling water in Uniform heat flux q Figure 6.

243) The steady-state governing equations without axial conduction are w= and π 4D 2π φ cos(θ + α) dθ 0 (6.245) can be integrated to give A e−(Dθ/πw) . (6.248) + 2e−(D/w) −1 1−e−(D/w) .240) φ cos(θ + α) dθ 0 (6.242) where the parameters D and Γ are deﬁned by D= 6. (6.245) The resulting temperature ﬁled is D e−(Dθ/πw) w 1−e−(D/w) . (6.4. 2D.238) become dw πΓ + Γw = dτ 4D and ∂φ ∂φ + 2πw = ∂τ ∂θ 2π gβRrq 2πcp µ 1/2 .2 Steady State 2πRh ρw cp rV Γ= 16πµR ρw r2 V (6. φ= (6. π < θ < 2π πw − D φ. Eqs. velocity and temperature are deﬁned as t v T − Tw τ= .6. where V = Accordingly.237) and (6. (6.244) Applying the condition of continuity in the temperature. such that φ(0) = φ(2π) and φ(π − ) = φ(π + ) the constants A and B can be determined.241) −2Dφ. 0 ≤ θ ≤ π dφ πw = D dθ π < θ < 2π πw . 0 ≤ θ ≤ π (6. the nondimensional time. w= .239) 2πR/V V q/h respectively. π < θ < 2π (6.246) φ(θ) = D θ + B. 0≤θ≤π π < θ < 2π (6. Eq. Mixed condition 109 Following the notation used by Greif et al.4. These are A= D 1 w 1 − e(−D/w) B= D 2 e(−D/w) − 1 w 1 − e(−D/w) (6. D w θ π φ(θ) = 0≤θ≤π .247) where w and φ are the steady-state values of velocity and temperature respectively. (1979).

Figure 6. for three values of the parameter D and α = 0 is presented in Figure 6.250) 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. 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 (6.27. There is only one velocity for the ranges −147.1 the heating and cooling curves are almost straight lines.244).26 shows the w − α curves for diﬀerent values of the parameter D. (6. one.5◦ < α < α0 .5◦ and 147. while at a value of D = 1.245) in Eq.5. Three velocities are obtained for −α0 < α < −32. Figure 6.252) The steady-state solutions of the velocity ﬁeld and temperature are shown next. 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.(6. D) is an even function of w.6. (6. gives the steady-state velocity as w2 = cos α (D/w) cos α + π(D/w)2 sin α + D 2 2 4 1 + πw 1 + e−(D/w) 1 − e−(D/w) .249) As a ﬁnal step. Mixed condition 110 Substituion of Eq. Regions of zero.4. + 2 4 1 + D 2 1 − e−(D/w) πw (6. α. For α = 45◦ . The positive and negative values of the velocity are equal in magnitude for any value of D. From the φ − θ curves it can be seen the dependence of the temperature with D. two and three solutions can be identiﬁed.5◦ when D = 100. In this case Eq.5.0 the temperature decays exponentially and rises linearly.251) reduces to w2 = (D/w) 1 + e−(D/w) 1 .5◦ < α < 180◦ . The temperature distribution in the loop. 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.28 shows the φ − θ curves for three diﬀerent inclination angles with D = 2. For α = 0 we have two branches of the velocity-curve which are symmetric. followed by an expansion of cos(θ + α).5◦ < α < −α0 and α0 < α < 147.29 shows the steady-state velocity as a function of D for diﬀerent angles of inclination α. 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. α = 90◦ and α = 135◦ . (6. .5◦ where α0 varies from 90◦ at a value of D = 0. When has a value D = 0.5◦ and 32. only the positive branch exist. The regions of no possible steady-state velocity are: −180◦ < α < −147. except for the zero-inclination case which has two possible steady-state velocities. It can be seen the increase in the temperature as α takes values of α = 0◦ . Similar but more drastic change in temperature is seen when D = 2.251) For α = 0. symmetric steady-state solutions for the ﬂuid velocity are possible since G(w. the two branches are not symmetric while for α = 90◦ and α = 135◦ . As D increases the variation in temperature between two opposit points also increases.001 to α0 = 32. Figure 6.

2 −0.8 −1 −150 −100 −50 0 α 50 100 w -147.6 −0. .α=0) 147.5° D=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° 1. Mixed condition 111 3 1 D=10 0.5 150 0 0 1 2 3 θ 4 5 6 Figure 6.4 −0.5° 32.5 D=2.α) 4 0.5 2 φ(θ.0 D=0.1 1 0.6 α=45 ° 2 1 −0.8 α=0 ° α=90 ° α=45 ° 5 0. Figure 6.2 3 α= 0 ° w α= 90° 0 −0.5.5 D=1.D=2.4.4 −0.28: Nondimensional temperature distribution as a function of thermosyphon inclination α for D = 2.4 0.8 0.6 0.5.4 α=135 ° φ(θ.26: Steady-State velocity ﬁeld.2 0 −0.5° -32.27: Nondimensional temperature distribution as a function of the parameter D for α = 0. Figure 6.5 2. 6 α= 135 ° 1 0.D.1 D=1 D=2.6.29: Velocity w as a function of D for diﬀerent thermosyphon inclinations α.6 0.2 −0.

Choosing the variables w C0 Cm Sm = w = φc 0 = φc m = φs m (6.6.4. 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 ∞ ∞ (6.256) 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 (6.261) (6.255) from θ = 0 to θ = 2π we get dφc 1 0 = −D φc − 0 dτ π φs n [(−1)n − 1] − 1 n n=1 ∞ (6. Mixed condition 112 6. such that ∞ φ = φ0 + n=1 [φc (t) cos(nθ) + φs (t) sin(nθ)] n n (6. n n = (6.254) +2πw −2D {φc + 0 2D.262) .259) (6.253) Substituiting into Eqs. 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)]} .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. (6.260) (6.241) and (6.258) 2D [1 − (−1)m ] πm for m ≥ 1.4. (6.3 Dynamic Analysis The temperature can be expanded in Fourier series.242).255) Integrating Eq.

266) (6. The critical points are found by equating the vector ﬁled to zero.267) (6.268) (6. (6.4.269) 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. (6.271) Performing the inner product between Eq.6.264) 2n n2 − m2 2m m2 − n2 (6. 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. and S is the vertical temperature diﬀerence.265) = −2πm w Sm − D Cm + = 2πm w Cm − D Sm + + 2D [(−1)m − 1] πm n=1 n=m Sn (−1)m+n − 1 D π ∞ n=0 n=m Cn (−1)m+n − 1 for m ≥ 1. while α can have any sign. C is the horizontal temperature diﬀerence.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 (6.263) (6.272) = n=0 Cn 0 cos(nθ) cos(mθ) dθ + n=0 Sn 0 sin(nθ) cos(mθ)dθ . The physical signiﬁcance of the variables are: w is the ﬂuid velocity. Γ and α. 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 ∞ (6.270) However. The Fourier series expansion is ∞ φ= n=0 C n cos(nθ) + S n sin(nθ) (6.248). D and Γ are positive. The parameters of the system are D. 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.

6. C m .281) (6. C 1 .283) (6. . .280) (6.279) (6.276) (6.275) Sm To analyze the stability of a critical point (w.274) (6. = ′ 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 (6.4. . · · · . = = . · · · . S m ) we add perturbations of the form w C0 C1 = w + w′ ′ = C 0 + C0 = . C 0 . Mixed condition 114 Now the inner product between Eq.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 (6.277) (6. . S 1 . (6.284) Cm S1 ′ C m + Cm ′ S 1 + S1 Sm Sm + ′ Sm .282) (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) (6.278) (6.

263) to (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 (6.289) to (6. (6.263) to (6.290) + ′ dSm dτ D π ∞ n=1 n=m 2n ′ (−1)m+n − 1 Sn n2 − m2 m≥1 (6.289) (6.287) ′ dSm dτ = + ′ ′ 2πm w Cm + 2πm C m w′ − D Sm D π ∞ n=0 n=m m2 2m ′ ′ (−1)m+n − 1 Cn + 2πm w′ Cm − n2 m≥1 (6. and in general form dx = Ax dt |A − λI| = 0 (6.266) can be written as dx = f (x) dt as (6.266). such that . the system given by Eqs.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. Mixed condition 115 Substituting in Eqs.286) + D π ∞ n=1 n=m n2 2n ′ ′ (−1)m+n − 1 Sn − 2πm w′ Sm − m2 m≥1 (6.292) In general.294) (6. (6. (6.6.292).293) The eigenvalues of the linearized system given by Eqs.285) (6.295) are obtained numerically.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 (6.4.

1 and Γ = 0.5. where A is the Jacobian matrix corresponding to the vector ﬁeld of the linearized system.2 −0. Figures 6.34 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. whereas Figures 6. and λ are the eigenvalues. Figure 6. it is to be notice that the bifurcation occurs at a higher value of the tilt angle when D is smaller. whereas the antinatural branches.4.31 shows the plot of w − α curve for a value of the parameters D = 0. .33 illustrates a view of several stability curves. Mixed condition 116 1 25 0.35 and 6. Along the line of neutral stability. α for D = 0.30: Stability curve D and Γ for a thermosyphon inclination α = 0. Hopf bifurcations occur for each branch of ecah particular curve. For Γ > Γcr . The number of eigenvalues in this ﬁgure is 42 which are obtained from a dynamical system of dimension 42. When α = 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.2 Γ w 15 0 −0.4 Hopf Bifurcation Stable Unstable Unstable 10 Stable 5 −0.5 2 2. where stable and unstable regions can be identiﬁed. and Γ = 0.38 show the results for Γ = 1. a Hopf-type of bifurcation occurs.6. 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. I is the identity matrix. In this plot.36 show the w − τ time series and phasespace curves for Γ = 0. Figure 6.5 −150 −100 −50 0 α [°] 50 100 150 Figure 6. second and fourth quadrants are unstable. Figure 6.6 −0. these being a critical point and a strange attractor of fractional dimension. It is clear that the natural branches which correspond to the ﬁrst and third quadrants are stable.8 0.1. This behaviour seems to be a characteristic of the dynamical system itself. the only presence is of a strange attractor. the stable and unstable regions can be identiﬁed. The neutral stability curve is obtained numerically from the condition that ℜ(λ) = 0. and. When we increase the size of the system.4.6 Unstable Hopf Bifurcation Stable 20 0. a Hopf bifurcation for both the positive and negative branches of the curve can be observed.5◦ increasing the region of instability. between the second and fourth quadrants can be notice as well.32. Two attractors coexist for Γ ≤ Γcr . each for a diﬀerent value of the tilt angle α in a D − Γ plane at α = 0. In this ﬁgure.8 −1 0 0 0. The corresponding eigenvalues of the bifurcation point are shown in Figure 6. The plots suggest the appearance of a subcritical Hopf bifurcation. However. 6. Figure 6. the neutral curves appear to unfold when decreasing the tilt angle from 75. A schematic of the neutral curve is presented in Figure 6.20029. The symmetry between the ﬁrst and third quadrants. On the other hand.4 0.4 Nonlinear analysis Let us select D = 1.20029. and increase Γ.31: Stability curve w vs.95Γcr . The stable and unstable regions can be observed.5◦ to −32.30 for α = 0.5 1 D 1.37 and 6.01Γcr .

2 w 0 −0.5 ° α=21.0 and D = 0.0.3 −0. .2 −0.5 ° −100 5 −150 −0.5 ° α=-14.6 0.20029 and α = 0.34: Curve w vs.33: Neutral stability curve for different values of the tilt angle α. Figure 6.D = 2.1 S U Γ=4.5 ° α=39. α Γ = 4.6.0 D=2.32: Eigenvalues at the neutral curve for D = 0.4.5 ° α=75.1 D=1.5 ° α=-32.5 D=0.8 −1 −150 −100 −50 α° 0 50 100 D=2.0 D=1.D = 1.1 ℜ(λ) 0 0.5 −0. Γ = 0.5. Mixed condition 117 150 100 25 Unstable 50 ℑ(λ) 20 −50 Γ 0 15 10 α=3. 1 0.2 0 0 Stable 0.4 0.5 2 2.5 Figure 6.5 ° α=57.1 0.4 −0.8 0.5 U D=0.2 −0.1.6 −0.0 150 S Figure 6.5 1 D 1.1.4 −0.

36: Phase-space trajectory for D = 1.5 1 0.95Γcr .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. Γ = 1.4. τ for D = 1.5 450 460 470 480 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 6.5. Figure 6. Mixed condition 118 2. .5 2 1. Figure 6.5.5 1 0. 2.5 w 0 −0.37: Curve w vs.6.01Γcr .38: Phase-space trajectory for D = 1. Γ = 0.5 2 1. τ for D = 1.5. Γ = 0.5.5 −2 −2.5 w 0 −0.5 −1 −1.01Γcr .5 −1 −1.5 −2 −2.95Γcr . Γ = 1.35: Curve w vs.

Find the pressure distributions for the diﬀerent cases of the square loop problem.42 and 6. and constant cooling between e and g.40 and 6. In this case. one may use PID or on-oﬀ control. The strange attractor is shown in Figures 6.5 6. show that if the wall temperature is constant.40: Curve w vs. Perturbation of one-dimensional ﬂow 119 1.39: Curve w vs. 4. τ for D = 0. In terms of control algorithms. This implies a supercritical Hopf bifurcation. 2. For Γ = 1.44 and 6. Plot (a) typical temperature distributions for diﬀerent tilt angles.1Γcr .5 −2 1980 τ 1985 1990 τ 1995 2000 Figure 6.6 Perturbation of one-dimensional ﬂow Thermal control Consider the control of temperature at a given point in the loop by modiﬁcation of the heating. Figure 6. Find the temperature ﬁeld and velocity for known heating if the total heating is not zero.01Γcr .99Γcr . and (b) the velocity as a function of tilt angle.1 1 0.3 1. There is constant heating between points a and c. τ for D = 0.5 1 0.9 0.5 0 −0.45. For the steady-state problem.41 show the time series plots and phase space representation for Γ = 1.2 w w 1. Find the velocity and temperature ﬁelds for known heating if the heating and cooling takes place at two diﬀerent points. determine the temperature distribution and the velocity as a function of θ.5 −1 −1.1.1. for Γ < Γcr we have stable solutions.8 0 500 1000 1500 2000 2500 2 1. What the condition for the existence of a solution? 6. Now we choose D = 0. and increase Γ. Γ = 0. . Consider the same square loop but tilted through an angle θ where 0 ≤ θ < 2π. and Figures 6.5. For known wall temperature heating.1.5 1. Figures 6. the temperature ﬁeld is uniform and the velocity is zero. 3. Find the steady-state temperature ﬁeld and velocity for known heating if the loop has a variable cross-sectional area A(s). Γ = 1. 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. Figure 6. 5.4 1. Problems 1. 6.6. Both known heat ﬂux and known wall temperatures may be looked at.99Γcr .43 for Γ = 20Γcr .01Γcr the ﬁgures show a possible limit cycle undergoes a period doubling.39 presents a plot of the w − τ curve for Γ = 0.

6 −0.8 −1 1980 1985 1990 τ 1995 2000 Figure 6. Γ = 20Γcr .4 0.6 0.1.2 −0.42: Curve w vs.5 0 −0.6 −0.1. Figure 6.43: Phase-space trajectory for D = 0.1Γcr . 0.8 −1 1980 −0.2 φc 1 0 φs 1 1985 1990 τ 1995 2000 1 0.1Γcr .8 0.4 0.2 −0.6 0.1.8 1088 1090 1092 1094 τ 1096 1098 1100 1102 Figure 6. .4 −0.4 0.41: Phase-space trajectory for D = 0.1. Γ = 1.2 −0. Thermal control 120 1 0.6 0.1Γcr .8 0.2 0 −0.6. τ for D = 0.6 −0.4 −0.5 φc 1 1 0.2 0 φc 1 −0. Γ = 1. Figure 6.44: Phase-space trajectory for D = 0. Γ = 1.4 0.5 φs 1 0 −0.6.5 −1 1 2 1 0 −1 −1 −2 w −0.

45: Phase-space trajectory for D = 0.2 0 φc 1 4 2 0 −2 −0.2 0.2 −4 w Figure 6. 11. Find the steady state velocity in the loop. 8. Set up a controller for PID control of the velocity x to a given value. multiplicity of solutions and bifurcation diagrams. Consider a long. 13. Compare the cooling rate achieved by an ionic liquid to water in the same loop and operating under the same temperature diﬀerence. and that of the cooling side is 2D. xs .6. Thermal control 121 0.46 consisting of two vertical pipes of circular cross sections.1 φs 1 0 −0.6 0.4 0. Consider a tall natural circulation loop shown in Fig. 9. axial conduction and tilting eﬀects.46: Tall natural circulation loop.1. The heat rate per unit length coming in and going out are both q. thin.6. For a thin. Study the steady states of the toroidal loop with known wall temperature including nondimensionalization of the governing equations. q q L Figure 6. Make any assumptions you need to. Neglect the small horizontal sections and state your other assumptions. 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. Find the combination of ﬂuid parameters that determines the rate of heat transfer from a closed loop with known temperature distribution. Find the ﬂow rate of the air due to natural convection. vertical tube that is open at both ends. 6. Illustrate typical cases with appropriate graphs. The heating pipe has a diameter D. 10. 12.1 −0. Γ = 20Γcr . The air in the tube is heated with an electrical resistance running down the center of the tube.2 0.

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

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. indicated by subscripts 1 and 2.1) and (7.1. Thus T1 T2 Assume T1 (x.1) (7. t) (7.1 Neumann’s solution The material is initially liquid at T = T0 .8) .5) (7. In each phase.2) Stefan problems At the interface the temperature should be continuous.4) ∂x ∂x dt 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. Similarly (7. The temperature at the x = 0 end is reduced to zero for t > 0. are separated by an interface at x = X(t).5).3) Furthermore the diﬀerence in heat rate into the interface provides the energy required for phase change. t) = T2 (X.7) so that it satisﬁes equations (7. so that T1 (X.Chapter 7 Moving boundary 7.1 [44] The two phases.

12) The temperatures are T1 T2 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 ) (7.1.1.4). we get k1 Ae−λ − k2 B This can be written as 2 √ κ1 −κ1 λ2 /κ2 = λLκ1 ρ π e κ2 (7.13) (7.2) and (7.14) .7.6). Using the remaining condition (7.10) where λ is a constant.9) (7. Stefan problems 124 satisﬁes equation (7. The. condition (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 (7.11) √ 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.

Part IV Multiple spatial dimensions 125 .

3) Consider a square of unit side with θ = T − T∞ being zero all around.1 Steady-state problems See [206].2) where m2 = h/kL.7) with X(0) = X(1) = 1.Chapter 8 Conduction 8. Let θ(x. y) = X(x)Y (y) (8.4) so that 1 d2 X 1 d2 Y =− + m2 = −λ2 2 X dx X dy 2 d2 X + λ2 X = 0 dx2 X(x) = A sin λx + B cos λx 126 (8.6) (8. except for one edge where it is unity.2 8. In the steady state ∂2T ∂2T + − m2 (T − T∞ ) 2 ∂x ∂y 2 (8.5) This leads to one equation (8. 8. Thus .1) ∂2T ∂2T 1 ∂T = + − m2 (T − T∞ ) α ∂t ∂x2 ∂y 2 (8. the Biot number.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∞ ) (8.2.

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. The two cylindrical surfaces shown as v = 1 and v = 2 are kept at temperatures T1 and T2 .9) The condition Y (0) = 0 gives B = 0.4 Radiating ﬁns Non-Cartesian coordinates Toroidal.. .sdu.wolfram. but in parabolic cylindrical coordinates. Set up and solve a conduction problem similar to Problem 2.cn/mathency/math/p/p059. Find the appropriate eigenfunctions for the Laplacian operator for this problem. Consider steady-state conduction in bipolar coordinates shown in http://mathworld. where due to the boundary conditions. Consider an unsteady one-dimensional ﬁn of constant area with base temperature known and tip adiabatic. y) = An sin nπx sinh m2 + n2 π 2 y (8. 2.3 8.10) (8.1: Two-dimensional ﬁn. Shape factor. . 5. bipolar.8) 8.html with a = 1.math. Use Morse and Feshbach’s notation as shown in http://www.3. Problems 1. . Use the eigenfunction expansion method to reduce the governing equation to an inﬁnite set of ODEs and solve.htm 4. 3. respectively. Moving boundary problem at a corner.edu. Thus θ(x. B = 0 and λ = nπ. n = 1. 2. 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 = 0.8. 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. Radiating ﬁns 127 L x y Figure 8.com/BipolarCylindricalCoordinates. .

9.4 Multiple solutions See [166].2) (9. 9.1 Two-dimensional ﬂow (9. 9.5 Plate heat exchangers There is ﬂow on the two sides of a plate.3) (9.2. 1 and 2. 128 .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.Chapter 9 Forced convection See [206]. as shown in Fig.and y-directions. with an overall heat transfer coeﬃcient of U .1 9. Consider a rectangular plate of size Lx × Ly in the x. respectively.1) 9.3 Leveque’s solution Leveque (1928) 9.

5). For the other ﬂuid ∂Ty = Tx − Ty (9. which we will take to be a constant. Plate heat exchangers 129 x flow y flow Figure 9. we have 2 Ty 1 ∂Ty 1 ∂Ty + + 2R =0 Cy ∂x Cx ∂y ∂x∂y (9. y) and Ty (x. we get 2Cx R ∂Tx = Ty − Tx ∂x (9. The ﬂow on one side of the plate is in the x-direction with a temperature ﬁeld Tx (x. From equation (9. Simplifying.7) ∂y Substituting in equation (9. The overall heat transfer coeﬃcient between the two ﬂuids is U .5.5) where R = 1/2U is proportional to the thermal resistance between the two ﬂuids.4) ∂x where cx is the speciﬁc heat of that ﬂuid.1.9. For the ﬂow in the x-direction.6). y). 1957) gives an interesting solution in the following manner. 9. The mass ﬂow rate of the ﬂow is mx per unit transverse length. y) and my .1: Schematic of crossﬂow plate HX. y).8) Nusselt (Jakob. Let the plate be . The ﬂow in the other side of the plate is in the y-direction with the corresponding quantities Ty (x.6) 2Cy R ∂y These equations have to be solved with suitable boundary conditions to obtain the temperature ﬁelds Tx (x. 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. and Cx = cx mx .

9) (9.and y-directions.22) Using the same procedure.i − Ty.18) ∂θy + bθy = bθx ∂η Solving for θy we get θy = e−bη C(ξ) + b 0 η ′ (9.i UWL Cx UWL Cy (9.15) (9.11) (9.5. η) = e−aξ + ae−aξ 0 θy (ξ ′ .i Tx. from equation (9.24) .16) at ξ = 0 at η = 0 (9.10) (9.15) we get ξ θx (ξ. η ′ )eaξ +bη dξ ′ dη ′ ′ ′ (9.i Tx. η) = e−aξ + abe−(aξ+bη) 0 θx (ξ ′ .20) From the boundary condition (9.i Ty − Ty. Plate heat exchangers 130 of dimensions L and W in the x. η ′ )ebη dη ′ (9. η) = be−bη 0 η (9.17) (9.16) can be written as = = 1 0 ∂θx ∂ξ ∂θy ∂η (9.i − Ty.9.14) a = b The governing equations are then = a(θx − θy ) = − b(θx − θy ) = with boundary conditions θx θy Equation (9. η)eaξ dξ ′ ′ (9. Nondimensional variables are ξ η θx θy = = = = x L y W Tx − Ty. we get C=0 so that θy (ξ.13) (9.23) Substituting for θy . we ﬁnd the Volterra integral equation ξ η 0 θx (ξ.21) ′ θx (ξ.12) (9. η ′ )ebη dη ′ (9.18).19) θx (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 − .34) (9.26). . . we get (9. + φn (ξ.37) (9. . Example 9. η) = φ0 (ξ. η ′ )eaξ +bη dξ ′ dη ′ 0 ′ ′ = abe−(aξ+bη) = abe−(aξ+bη) 0 (9. . . Taking Ty (x.40) (9. η) + φ1 (ξ. η) φ2 (ξ. Since λ is arbitrary. η) φ1 (ξ. Plate heat exchangers 131 for the unknown θx . we get 1 dY 1 ∂Tx + + 2R = 0 Cx ∂x Cy dy (9. y) = X(x)Y (y) Substituting and dividing by XY . We will ﬁrst solve the Volterra equation for an arbitrary λ. η) + λφ1 (ξ. where ξ η 0 θx (ξ. η) + . ξ η 0 = e−aξ ξ η 0 ξ η 0 (9. η) where the φs are given above. η ′ )eaξ +bη dξ ′ dη ′ ′ ′ φn (ξ.38) Substituting into the expansion.25) Let us express the solution in terms of a ﬁnite power series θx (ξ. − bn−1 η n−1 e−bη ) n! (n − 1)! θx (ξ. η) = e−aξ + abλe−(aξ+bη) 0 θx (ξ ′ .33) (9. η) .31) (9.27) φ0 (ξ ′ .39) (9.41) . + λn φn (ξ.30) φ1 (ξ ′ . η ′ )eaξ +bη dξ ′ dη ′ ′ ′ (9. . . and taking λ = 1. equation (9. η) + λ2 φ2 (ξ.5.36) (9.29) (9.35) (9.1 Find a solution of the same problem by separation of variables. η) (9. η) = φ0 (ξ.26) This can be substituted in the integral equation. η) = abe−(aξ+bη) 0 φn−1 (ξ ′ . η) + φ2 (ξ. η) + .32) The solutions are φ0 φ1 φ2 φ3 .28) (9. Thus φ0 (ξ. η ′ )eaξ +bη dξ ′ dη ′ ′ ′ (9. . the coeﬃcient of each order of λ must vanish.9. . .

y) − Tx (0. Thus we can write dX 1 + X dx cx mx (a + R) dY 1 + Y dy cy my (a − R) = = 0 0 (9. 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 . we have – » c x y Ty = exp − + a+R cx mx (a + R) cy my (a − R) where c is a constant.45) (9.47) 9.6 Falkner-Skan boundary ﬂows Problems 1.46) (9.6.9. Falkner-Skan boundary ﬂows 132 Since the ﬁrst term is a function only of x. 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. Substituting in equation (9.44) (9. is given by Z L−y Q = Cx [Tx (Lx . (9. each must be a constant.43) where a is a constant.7). Q.42) (9. Solving the two equations and taking their product. This is a problem . and the second only of y.

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

the simplest model is that due to Darcy ∇p = − µ V + ρf K (11.4) where cf is a dimensionless constant. 134 .2) where f is the body force per unit mass.1. for f = 0 we get ∇2 p = 0 from which the pressure distribution can be determined.1. Here K is called the permeability of the medium and has units of inverse area.2).1) and (11. Sometimes a term cρ0 ∂V/∂t is added to the left side for transient problems.2 Forchheimer’s equation (11. From equations (11.1 Governing equations The continuity equation for incompressible ﬂow in a porous medium is ∇·V =0 11. It is similar to the incompressible Navier-Stokes equation with constant properties where the inertia terms are dropped and the viscous force per unit volume is represented by −(µ/K)V.Chapter 11 Porous media [103. 130. but it is normally left out because it is very small.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. 11.1 Darcy’s equation (11.1) For the momentum equation. There is still slip at a boundary. allowing for slip in the tangential direction. 201] 11. The condition on the velocity is that of zero normal velocity at a boundary.

10) ∂T + V · ∇T = αm ∇2 T ∂t (11.13) u = − v is u v For = U = 0 K µ K = − µ (11.9) (11. and φ is the porosity of the material.8) 11.15) Ux = P ex ≫ 1 αm (11. = = km ρcp (ρc)m ρcp (11.2 11.11) (11.11.1. Forced convection 135 11.2. The subscripts m refers to the solid matrix.1 Forced convection Plane wall at constant temperature ∂u ∂v + ∂x ∂y The solution to = 0 ∂p ∂x ∂p ∂y (11.4 Energy equation ∂T + ρcp V · ∇T = km ∇2 T ∂t is the eﬀective thermal conductivity. and (ρc)m (ρc)m = φρcp + (1 − φ)(ρc)m The energy equation is (11.6) where km (11.3 Brinkman’s equation µ V + µ∇2 V + ρf ˜ K Another alternative is Brinkman’s equation ∇p = − (11.16) .7) is the average heat capacity. ˜ 11.14) (11. An equivalent form is σ where αm σ See [1].12) (11. In this model there is no slip at a solid boundary.1.5) where µ is another viscous coeﬃcient.2.

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 (11.21) (11.23) (11.17) (11.28) with = 0 1 (11.19) (11.26) (11.32) (11.33) e−η ′2 /4 dη ′ + C2 .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. 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 (11.29) (11.18) The boundary conditions are T (0) = Tw T (∞) = T∞ Writing η = y U αm x T − Tw T∞ − Tw (11.22) (11.11.2.24) (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 (11.25) (11.30) θ(∞) = We multiply by the integrating factor eη /4 to get (11.

we ﬁnd that C1 = 1/ π and C2 = 0.2. the solution becomes η/2 θ = 2C1 0 e−x dx 2 (11.34) √ Applying the boundary conditions.2. 11.44) (11. Forced convection 137 With the change in variables x = η ′ /2.46) .39) 2 √ π erf η/2 0 e−x dx η 2 2 (11.45) ∂T ∂T ∂2T − Cy = αm 2 ∂x ∂y ∂y (11.40) (11.43) Example 11.1 Find the temperature distribution for ﬂow in a porous medium parallel to a ﬂat plate with uniform heat ﬂux. Thus θ = = The heat transfer coeﬃcient is deﬁned as h q ′′ Tw − T∞ ∂T km = − Tw − T∞ ∂y ∂θ = km ∂y = (11.11.37) (11.36) The local Nusselt number is given by N ux = hx km ∂θ ∂y (11.38) (11.35) (11. the velocity ﬁeld is u = Cx v The energy equation is Cx = −Cy (11.2 Stagnation-point ﬂow For ﬂow in a porous medium normal to an inﬁnite ﬂat plate.41) y=0 = x = = 1 Ux √ π αm 1 √ P e−1/2 π x (11.42) (11.

11.56) can be written as θ′′ = − which integrates to 1 d (ηθ) 2 dη (11. Forced convection 138 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 (11.50) Ux αm (11.51) = = 0 at y = 0 ∞ ∂2T ∂T = αm 2 ∂x ∂y (11. we get 1 θ′′ = − (θ + ηθ′ ) 2 ∂θ ∂η ∞ (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.60) .48) (T − T∞ ) dy (11.3 Thermal wakes Line source For P ex ≫ 1.54) (11.59) 1 θ′ = − ηθ + C1 2 (11.49) become = = 0 at η = 0 1 (11.52) (11.2.57) (11.53) (11.2.48)-(11.56) The conditions (11.58) θ dy −∞ The equation (11.47) (11. the governing equation is U where the boundary conditions are ∂T ∂y q′ Writing η = y U αm x T − T∞ q ′ /km (11.

and consists of ﬁnding the stability of a horizontal layer of ﬂuid in a porous medium heated from below.1.61) 1= −∞ θ dη = C2 −∞ e−η 2 /4 √ dη = 2 πC2 (11.3.3.2 Show that for a point source T − T∞ = q −U r 2 exp( ) 4πkx 4αm x (11.63) Thus the solution is or (11. we ﬁnd that C1 = 0.70) .69) (11. Natural convection 139 Since θ′ = 0 at η = 0.11.1: Stability of horizontal porous layer. The geometry is shown in Fig.1 Natural convection Linear stability This is often called the Horton-Rogers-Lapwood problem. we get θ = C2 e−η Substituting in the other boundary condition ∞ ∞ 2 /4 (11.67) (11.3 11.66) 11. 11. B y x A gravity Figure 11.62) from which 1 C2 = √ 2 π 2 1 θ = √ e−η /4 2 π (11.68) (11. Integrating again.65) 1 q′ T − T∞ = √ 2 π km ( −U y 2 αm ) exp( ) Ux 4αm x Example 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 )] (11.64) (11.

Natural convection 140 where g = −gj.79) x H αm t σH 2 HV′ αm T′ ∆T Kp′ µαm (11.75) (11.83) (11.81) (11.86) (11.89) (11.3. The basic steady solution is V T p = 0 (11.87) −∇p − V + Ra T k ∂T −w ∂t where Ra = From these equations we get = ∇2 T ρ0 gβKH∆T µαm (11.71) (11.72) y2 − 2y H (11.80) (11.84) = = 0 0 (11. on dropping *s ∇·V = = = = = = 0 = 0 = αm ∇2 T ′ (11.88) (11.73) y = T0 + ∆T 1 − H 1 = p0 − ρ0 g y + β∆T 2 ′′ For constant heat ﬂux ∆T = qs /km .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.82) (11.74) (11.85) (11. We apply a perturbation to each variable as V T p Substituting and linearizing = V + V′ = T + T′ = p + p′ (11.90) ∇2 w = Ra∇2 T H where ∇H = ∂2 ∂x2 .77) (11.11.78) (11.

For a self-adjoint operator L. it can be shown that s is also real. Lv) = (Lu.103) The eigenfunctions are W = sin nπy (11. y → ∞.99) (11.91) (11. z.101) (11.96) ∂Q ∂P + ∂x ∂y ∂P ∂Q + ∂x ∂y (11.97) dV (11. t) T (x.95) Isothermal boundary conditions The boundary conditions are W = Θ = 0 at either wall. v) If vL(u) − uL(v) = then [vL(u) − uL(v)] dV = = V (11.94) (11.11.93) (11.100) V ∇ · (P i + Qj) dV n · (P i + Qj) = S If n·(P i+Qj) = 0 at the boundaries (i. impermeable). for which d2 − k 2 Θ = −W dy 2 d2 − k 2 W = −k 2 Ra Θ dy 2 from which d2 − k2 dy 2 2 (11. as shown below. y.e. For the solutions to remain bounded as x. we must have (u.98) (11. t) Substituting into the equations we get d2 − k 2 − s Θ = −W dy 2 d2 − k 2 W = −k 2 Ra Θ dy 2 where 2 2 k 2 = kx + ky = W (y) exp (st + ikx x) = Θ(y) exp (st + ikx x) (11. Thus.92) (11.102) W = k 2 Ra W (11.104) . marginal stability occurs when s = 0. z. the wavenumbers kx and ky must be real. Furthermore. which is the case here. Natural convection 141 Using separation of variables w(x. y.3. then L is self-adjoint. since the eigenvalue problem is self-adjoint.

117) ∂ψ ∂y ∂ψ = − ∂x = (11. .3.114) (11.3. . . y).107) (11.110) (11. . .116) (11.108) (11. Ra = Ra0 + α2 Ra1 + . Θ0 = 1. . 11.. To the next order = W0 − Ra0 Θ0 = Θ0 (11. 3.112) (11. Θ = Θ0 + α2 Θ1 + . For the zeroth order system d 2 W0 =0 dy 2 d2 W1 dy 2 d2 Θ1 + W1 dy 2 (11.11.109) (11. which gives Rac = 4π 2 for the onset of instability. . 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 (11.2 Introducing the streamfunction ψ(x.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. we get Rac = 12. Finally. Constant heat ﬂux conditions Here W = dΘ/dy = 0 at the walls. The solutions is W0 = 0. 11.113) with W1 = dΘ1 /dy = 0 at the walls. We write W = W0 + α 2 W1 + .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.111) with W0 = dΘ0 /dy = 0 at the walls. Natural convection 142 where n = 1. 2. .115) . as long as Ra = n2 π 2 +k k 2 (11. .106) The lowest critical Ra is with k = π and n = 1.

121) = αm ∂T ∂T cos φ − sin φ ∂x ∂y ∂2T ∂2T + ∂x2 ∂y 2 (11.122) = −Ra = ∂T ∂T cos φ − sin φ ∂x ∂y ∂2T ∂2T + ∂x2 ∂y 2 (11.118) (11.127) (11.119) . Natural convection 143 y x φ Figure 11. Taking ∂/∂y of the ﬁrst and ∂/∂x of the second and subtracting. we assume [167] ψ T = ψ(y) = Cx + θ(y) (11.126) (11.2: Inclined porous layer.120) (11. at at x=± A 2 1 y=± 2 (11.11. ∂y ψ = 0.125) With a parallel-ﬂow approximation.124) (11.123) (11.3. 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.

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 .

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

Chapter 14 Boiling and condensation 14.1 Homogeneous nucleation 151 .

we get the diﬀusion equation ∂P ∂2P (15.2) where the terms on the right side are evaluated at (x.. x − ∆x + dx/2] or [x + ∆x − dx/2.3) where D = ∆x2 /2∆t. 219] 15. Since there is equal probability of the walker in the previous time step to have been in the interval [x − ∆x − dx/2. [86. 2 ∂t ∂x 2 ∂t 2 ∂x2 ∂t (15.1) we get ∂2P 1 ∂2P 1 ∂3P ∂P −D 2 = ∆t − ∆x2 + . and [36] of photonic devices. (15. . . and the probability that the walker is in an interval [x − dx/2. 186. If we let ∆x → 0 and ∆t → 0 such that D is constant.4) =D 2. 178. Taylor series expansions give P (x ± ∆x. 2 (15. we have P (x. ∂t ∂x 152 .1. t − ∆t) + P (x + ∆x. t). t − ∆t] .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. Substituting in Eq. x + ∆x + dx/2]. 119. t) = 1 [P (x − ∆x. (15. x + dx/2] be P (x.1) Assuming that ∆x and ∆t are small. 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 +. Let the current position of the walker be x..1 15.. 202. . t).Chapter 15 Microscale heat transfer [108] is a review of microscale heat exchangers.

The term on the right side is due to collisions and scattering.2 Multi-dimensional Let P = P (r. t − ∆t) dS (15. Thus ∂f ∂f f0 − f + v · ∇f + a · = . dT (15. t) = where D(ε) is the density of energy states ε. ∂t ∂v τ Several further approximations can be made. v). t)f (r.9) . (15.2. t − ∆t) = P + etc. ∂P ∂P 1 ∂2P ∆ri − ∆t + . Also P (r + ∆r. a = 0 and ∇f = ∇f0 in the left side of Eq. 124] ∂f ∂f + v · ∇f + a · = ∂t ∂v ∂f ∂t . Following a volume element in this space.10) so that f = f0 − τ v · ∇f0 .1. t)εD dε. v. τ v(r. ∂ri ∂t 2 ∂ri ∂ri (15. 15. 123. and ∆r be a step in any direction where |∆r| is a constant. scat (15.. (15. t) is deﬁned as number of particles in the volume dr dv in the six-dimensional space of coordinates r and velocity v. (a) Fourier’s law Assume ∂/∂t = 0.8) Under this approximation = scat (15.12) (15.2 Boltzmann transport equation The classical distribution function f (r.15. we can write ∇f0 = df0 ∇T. ε.11) (15. t) = S P (r + ∆r.7) where a = dv/dt is the acceleration due to an external force. t). Boltzmann transport equation 153 15.1 Relaxation-time approximation ∂f ∂t where τ = τ (r.6) 15.5) where S is a sphere of radius |∆r| centered on r. Then P (r. The heat ﬂux is then q(r.2. we have the balance equation [109..10) f0 − f . Introducing explicitly the dependence of f on temperature.

Newton’s second law gives m d2 xn dt2 = c(xn+1 − xn ) − c(xn − xn−1 ) = c(xn+1 − 2xn + xn−1 ).13).15) v τv · df0 dT εD dε. we get q = −k∇T. q+τ 15. (15.12) in (15.3.10) by vεD dε and integrate to get ∂ df0 1 v· vf εD dǫ + vf εD dε. Phonons 154 xi−1 xi xi+1 Figure 15. (15. (15.14) (b) Cattaneo’s equation Assume τ = constant and ∇f = (df0 /dT )∇T .8). and a is the mean distance between the atoms.21) .18) (15. (15. the spring constants are c.1 Phonons Single atom type A lattice of atoms of a single type is shown in Fig. (15. (15. For a typical atom n.1: Lattice of atoms of a single type Using Eqs. The mass of each atom is m. 15.17) ∂t where k is given by Eq.19) (15. Eq. this gives ∂q = −k∇T. Multiply Eq. (15.15. This is Cattaneo’s equation that can be compared to Fourier’s law.20) (1 − cos ka) .16) ∇T vεD dε = − ∂t dT τ Using Eq.1.3 15. Let xi = xei(nka−ωt) . (15. where k= since vf0 εD dε = 0.11) and (15.8).3.14). (15. (15. then the dispersion relation is ω= 2c m 1/2 1/2 (15.13) (15.

Let xi yi = xei(nka−ωt) . Phonons 155 xi yi Figure 15. We can also write k= 1 cvg l 3 (15.32) (15. and l is the mean free path.3. = c xe ika (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 ). .23) .36) 2 − 2y + x . (15.26) (15.28) (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 .3.15.29) (15. 15.24) where c is the speciﬁc heat.22) 1/2 .33) (15.35) (15.31) d2 y i m2 2 dt (15.27) (15.34) so that −m1 xω 2 −m2 yω = c y − 2x + ye−ika . = c(xi+1 − yi ) − c(yi − xi ) = c(xi+1 − 2yi + xi ). (15.30) (15. we have vg = a The thermal conductivity k = ke + kp where ke and kp are those due to electron and phonon transports. = yei(nka−ωt) . (15.2: Lattice of atoms of two diﬀerent type The phase velocity is vp = and the group velocity is vg = For ka → 0.

15. 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. 15.37) The positive sign corresponds to the optical and the negative to the acoustic mode. (15.39) (15. 2 1 (15.40) (15. which simpliﬁes to m1 m2 ω 4 − 2c(m1 + m2 )ω 2 + 2c2 (1 − cos ka) = 0.38) −c(1 + e−ika ) 2c − m2 ω 2 x y = 0 0 .4 Thin ﬁlms . The solution is ω2 = 1 2c(m1 + m2 ) ± 2c 2m1 m2 m2 + m2 + 2m1 m2 cos ka .4.

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

4 Heat transfer augmentation Maldistribution eﬀects Rohsenow (1981) 17.2 Porous medium analogy See Nield and Bejan.6 Radiation eﬀects See Ozisik (1981). p. 17.Chapter 17 Heat exchangers 17. 17.1 Fin analysis Analysis of Kraus (1990) for variable heat transfer coeﬃcients.3 17.5 Microchannel heat exchangers Phillips (1990). we have Mc ρAc2 ∂T2 ∂T2 + ρV2 Ac2 + hP (T − T1 ) = 0 ∂t ∂x 158 (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. 87 [130].2) . Shah (1981) 17.1) (17. 17.

6) y(x) = a0 + a1/2 x1/2 + a1 x + a3/2 x3/2 + a2 x2 + .7) 17. In addition.8) and (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. Fig. t) and Tw (ξ. Water is the in-tube and air the over-tube ﬂuid in the heat exchanger. they appear in nonlinear form in Eqs. a w The inlet temperatures Tin and Tin . This example includes all the conductive. hi and ho the heat transfer coeﬃcients in the inner and outer surfaces of the tube. The ﬂow rates present a special diﬃculty. Fig.9). The governing equations on the outside of the tube. and Tt (ξ. has been studied using ﬁnite diﬀerences [4–6].8) L ∂Tw 2 ∂Tw ρw cw πri + mw cw ˙ = hi 2πri (Tt − Tw ).17.1). . (17. 0) = Tw (ξ.10) ). ri and ro are the inner and outer radii of the tube. ρt ct π(ro − ri ) ∂t ∂ξ respectively. and the ﬂow rates ma and mw can all be used as control ˙ ˙ w a inputs to obtain a desired outlet temperature. (17. Tout or Tout . temperatures ˙ outside this range cannot be obtained. L is the length of the tube. ρw and ρt are the water and tube material densities. schematically shown in Fig. 0). Tt (ξ.4) (17. . ma (t) and mw (t) are the mass ﬂow rates of air and water. 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. and the outlet temperature is bounded. in the water. and kt is the thermal conductivity of the tube material. ca . t) = Tw (0. cw and ct are the speciﬁc heats of the air.2 shows the steady-state range of values of Tout that can be achieved on varying mw .t).5) (17. . t) = Tin . 17. Suitable numerical values were assumed for the computations. t) = Tw (L. (17.9 17.8 17. Ta (t) is the air temperature surrounding the tube.3 shows the results of w applying PI control on mw to obtain a given reference temperature Tout = 23◦ C. t) are the tube-wall and water temperatures.8. advective and convective eﬀects discussed before. . a a the air temperature is assumed to be Ta = (Tin + Tout )/2. water and tube material. w 17. (17. 17.10 Compressible ﬂow Thermal control A cross-ﬂow heat exchanger model. y(x) = axm + bxn + . It is also seen that the outlet water temperature is hard to control for large water ﬂow rates.1 Correlations Least squares method n Possible correlations are y(x) = k=0 ak xk (17. ˙ . Correlations 159 17. The boundary and initial conditions are w Tt (0.8. ˙ ˙ a a Tin and Tout (t) are the inlet and outlet air temperatures. Tt (L.3) (17.1. and in the wall of the tube are ma ˙ a a ca (Tin − Tout ) = ho 2πro (Ta − Tt ). As an example of control dynamics.

5 23.4 0.9 0 0.4 a Tout[°C] 23.3 0. . ma [kg/s] a ˙ ˙ Figure 17.1: Schematic of single-tube cross-ﬂow heat exchanger.3 .9 1 .8 0.6 0.2 0.1 23 0.10.23 kg/s 23.1 0. 23.17.7 0.5 0. ma = 23.6 23.2 0.17 kg/s 22.2: The relation between Tout and mw for diﬀerent ma [4]. Thermal control 160 Air in Water in ξ Water out L Air out Figure 17.

5 5 a Tout[°C] 24 Kp = 100. Mathematical models of the dynamics of a piping network lead to diﬀerential-algebraic systems [61].11. The momentum equation governing the ﬂow in each pipe is diﬀerential. In the following. it turns out that only certain ﬂow rates may be controllable. There are at present many diﬀerent strategies for the thermal control of networks.4 shows a network in which three speciﬁc control strategies can be compared [61.000 1. a secondary loop and a bypass that has the three strategies as special cases. each control method works diﬀerently and are labeled VF. Control of complex thermal systems 161 25 24.5 and 17. Vβ . and the bypass pressure diﬀerence ∆pbp to step .000 23.5 23 10. Thus. Controllability issues of heat exchanger networks are reported in [203]. we will look ﬁrst at thermal components and then combine them in networks.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.000 100 22. 17.6 show the dynamic response L L of Ta (t). and Vγ to control L the air temperature leaving the cooling coil. and comparative studies based on mathematical models can be carried out. The network has a primary loop. the others being dependent on these.3: Behavior of Tout as a function of time for Ki = 50 and diﬀerent Kp [4].11. while the secondary has a water-air cooling coil which serves as a thermal load. Ta (t). For most practical thermal systems. 17. MCF and BT in the following ﬁgures (details are in [61]). Figs. The primary loop includes a chiller. 62]. Fig.5 22 21. the leaving water temperatures Tw (t).17.1 Hydronic networks The science of networks of all kinds has been put forward as a new emerging science [15].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 . 17. 17. this is diﬃcult to do with any degree of precision. while the conservation of mass condition at each of the junctions is algebraic. In the present context this means that a complete understanding of the behavior of components does not necessarily mean that large networks formed out of these components can be modeled and computed in real time for control purposes.

The system is taken to the nominal operating conditions. steady values. . 176. 83. and materials processing and manufacturing [55. 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 17.11.7. the system is becomes unstable and the variables oscillate in time. 160]. Agent-based controls have been proposed by complex thermal systems such as in buildings [213]. 190–195]. that is. the conﬁguration is shown in Fig. Control of convection is an important and active topic. 205. Figure 17.2 Other applications There are a large number of other thermal problems in which control theory has been applied. and γ(t) are the respective closing fractions of the valves which change dynamically in response to the error signal. Laboratory experiments with a network of water-to-water heat exchangers have been reported in [61–63]. 217]. thermal radiation [143].4: Network used to study control strategies [61]. v4 and v1 that control ﬂow and the hot water temperature at the heat exchanger inlet T21 are also shown. and then the hot water ﬂow is decreased by a constant value every 1800 s. α(t).8 shows the secondary hot water ﬂow rates q8 . β(t). It is seen that for certain control parameters. stabilization and control of convection in horizontal ﬂuid layers [18. Each curve represents one independent run. The hot water ﬂow is diminished by changing its controller set point. and so on. The input voltages v7 . changes in the air velocity over the coil. q7 and q4 to the heat exchangers for the three diﬀerent control strategies. 125. 17. The controls drive the system to diﬀerent operational points while coping with the changes. 145.17. microwave heating [120]. There are some oscillations in all the variables before they settle down to stable.11. and in porous media [189]. 215. water ﬂow to HXBT and HXCF is zero when testing VF. 17. this includes the study of convection loops [175.

Ta = 30 C [61].5: Dynamic response of control system to drop in air velocity. ∆pbp. Ta.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.set = 20000 (N/m ). − ∗ − method VF.5 0 75 100 125 150 175 200 225 250 275 300 t (s) 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. . Tw. and E L − £ − method MCF.6: Dynamic response of control system to drop in air velocity with method BT.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 17.17.set = 26◦ C.11.5 C. L Tw (oC) 7 6 5 1 100 125 150 175 t 200 225 250 275 300 α 0. Ta = 30◦ C [61].set = ◦ ◦ 2 E 5.

The dashed vertical lines are instants at which the thermal load is changed [61].11. 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.q7 .v4 .8: Secondary hot water ﬂows and T21 : − ◦ −BT .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. − ∗ −V F . 11 3 3 q1 x 10 −4 q8 .17. .7: Layout of hydronic network [61].q4 (m3/s) 3 2 1 0 3 0 1000 2000 3000 4000 5000 6000 v1 . − £ −CF .

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

3 shows the result of an disturbance rejection experiment. 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. A neural network-based controller is able to adapt easily to changing circumstances.1 [141] Genetic algorithms 18.2 18. 142] and time-dependent operation.Chapter 18 Soft computing 18. 49–52]. It is particularly suitable for systems for which experimental information that can be used for training is available. 220] and applications [216] are available. A stabilized neurocontrol technique for heat exchangers has been described in [47. Figs.2 shows the results of using neurocontrol compared with PID. Fig. 140. 18. 166] [162] Problems 1.2. 168] and other soft control methodologies [32. 18. The a heat exchanger is stabilized at Tout = 36◦ C. which are generally very complex in that they cannot be realistically computed in real time for control purposes [92. This is a problem 166 . 18. 139. 131. 182]. Fig. 153. [51.1 Artiﬁcial neural networks Heat exchangers The most important of the components are heat exchangers. and then the water ﬂow is shut down between t = 40s and t = 70s. both are eﬀective. 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.1 shows the test facility in which the experiments were conducted. Reviews of artiﬁcial neural network applications to thermal engineering [163. The objective is to control a the outlet air temperature Tout . after that the neurocontroller brings the system back to normal operation.

5 0 50 100 150 200 250 300 350 t [s] Figure 18.2: Time-dependent behavior of heat exchanger using ANN.5 32 31. Tout is the air outlet temperature [47].2 ANN PID a T [ C] out 36 35.6 35.4 36.1: Experimental setup: (a) heat exchanger test facility with wind tunnel and in-draft fan. a (b) heat exchanger with water and air ﬂows indicated. PID and PI control methodologies [47]. . 36.5 ANN PID PI a T [ C] out 34 33.8 35.5 36 35.2. Artiﬁcial neural networks 167 a Tout Air flow Water flow (a) (b) Figure 18.4 PI t [s] 100 120 140 160 180 200 220 240 260 280 300 36.18.5 35 34.5 33 32.

5 a T [ C] out 36 35.18.3: Time-dependent behavior of heat exchanger with neurocontrol for disturbance rejection experiment showing ﬂow rates and air outlet temperature [47]. .2.5 0 t [s] 0.3 0. Artiﬁcial neural networks 168 mw [kg/s] 300 200 100 0 0 50 100 150 200 250 300 350 400 t [s] 36.5 35 50 100 150 200 250 300 350 400 34.2 0.5 m a [kg/s] 0.4 0.1 0 50 100 150 200 250 300 350 400 t [s] Figure 18.

Part VI Appendices 169 .

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

Take away the middle third to leave the two portions. .1 Cantor set Consider the line [0. A.1] corresponding to k = 0 in Figure A. closed curve that is nowhere smooth. . 3. what is left is called the Cantor set. Repeat the process to get k = 2.1: The Cantor set. . and in the limit gives a continuous. . and g(t) is the periodic triangular function g(t) = deﬁned on [0.1.63 .4 Weierstrass function ∞ 2t for 2(1 − t) for 0 ≤ t ≤ 1/2 1/2 < t ≤ 1 (A.. A.3) Here we start with an equilateral triangle shown in Figure A.4) where 0 < H < 1. and two sides of a triangle drawn on that.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. the dimension of the Koch curve is D = ln 4/ ln 3 = 1.3 Knopp function ∞ This is the function K(t) = 2−nH g(2n t) n=0 (A. Since Nǫ = 3 × 4k and ǫ = 1/3k .1. A.6) .5) This is the function W (t) = ω −nH cos (ω n t + φn ) n=0 (A. In terms of this function we can also deﬁne t D(t) = that is called the devil’s staircase. .A.its dimension is D = ln 2/ ln 3 = 0. This is shown as k = 1. this is shown as k = 1. Fractals 171 k=0 k=1 k=2 k=3 Figure A.1].2 as k = 0. The middle third of each side of the triangle is removed. Since Nǫ = 2k and ǫ = 1/3k .1. Figure A. its integral over the interval is unity. .1.1.. . The process is continued. If k → ∞.2: The Koch curve.26 . A.2 Koch curve 0 k→∞ lim Ck (t′ ) dt′ (A..

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)

5 Examples of bifurcations • Supercritical: Fig.32) 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. 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. Linearizing. A. • Saddle-node: Fig.4: Supercritical pitchfork bifurcations x Figure A.4.4 x stable stable stable unstable λ unstable S-N unstable λ Figure A.4. Figure A.A.5: Subcritical version of Fig.4. • Transcritical: Fig.7: Saddle-node bifurcation.31) dx′ = −2(λ − λ0 )x′ dt so that this critical point is linearly stable.5. √ (iii) Critical point x(3) = − λ − λ0 This is similar to the above. • Subcritical: Fig.7. . A. A. A.6: Transcritical bifurcation.6. (A. A.

A.4.8: Imperfect bifurcations.36) Consider dx dt dy dt = fx (x. we get λ′ x′ = −ǫ (A. Dynamical systems 177 x stable stable unstable λ0 stable λ x stable stable λ λ0 unstable stable Figure A. (a) ǫ > 0.6 Unfolding and structural instability Adding a small constant to the vector ﬁeld in equation (A. 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.37) Figure A. The dynamical system without ǫ is thus structurally unstable.38) (A.8 shows the result of adding the imperfection ǫ.A.35) (A. x) (A.39) .7 Two-dimensional systems = λ0 + λ ′ (A.23).4. we make an expansion around x = 0. (b) ǫ < 0.33) (A. A.34) (A.4. y) = fy (x. λ = λ0 and write x = x′ λ For small x′ and λ.

If D < 0. if in addition P > 0.45) axx ayx axy ayy (A.41) 1 −P ± 2 P 2 − 4Q (A. on the other hand.4 dx dt dy dt = = y −ω 2 x − σy (A.A. and if P < 0. If. D > 0. and the solutions are damped oscillations. The occurrence of periodic solutions in two-dimensional systems. permits a Hopf bifurcation.44) (A. which is a transition from a time-independent to a periodic behavior through a pair of complex conjugate imaginary eigenvalues.43) determines the nature of the solution. the spiral is stable. the eigenvalues are complex and the solution in phase space is a spiral. 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 system is dissipative.4.47) (A.48) For σ > 0. Example A. . (A. it is unstable. and periodic if λ > λ0 .42) This is a conservative system which is equivalent to d2 x + (λ − λ0 )x = 0 dt2 The solutions are exponential if λ < λ0 .40) (A.46) Example A.3 dx dt dy dt = = y −(λ − λ0 )x (A. the eigenvalues are real. 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.

a similar analysis of equation (A.6 dx dt dy dt = = y ` ´ −ω 2 x − σ λ − x2 − y 2 (A.5 The dynamical system dx dt dy dt = = (λ − λ0 )x − y − (x2 + y 2 )x x + (λ − λ0 )y − (x2 + y 2 )y (A.49) and (AHopftwo) shows that the origin is stable for λ < λ0 .4.53) √ indicates that r = λ − λ0 is a stable orbit.4. at which point the solution goes from time-independent to periodic. dx dt dy dt 1 Sometimes = y = x − x3 + f (t) (A. at which dr/dt = 0. 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.50) can be converted to polar coordinates.54) 1 √ There are two values of r.49) (A. and the second a circular periodic orbit that exists only for λ > λ0 . For λ > λ0 . Dynamical systems 179 Example A.57) (A.55) (A. A linear analysis of equations (A. we will include the case of the forced Duﬃng equation here1 .A.53) (A.51) (A. A.56) This is a Hopf bifurcation at λ = λ0 .. Example A.8 Three-dimensional systems Forced Duﬃng equation Since a non-autonomous equation can be converted into a three-dimensional autonomous system.52) which simpliﬁes to = = ` ´ r λ − λ0 − r 2 (A. The ﬁrst is a critical point at the origin.e r = 0 and r = λ − λ0 . i.58) deﬁned with a negative sign in front of x in the second equation. There is thus a Hopf bifurcation at λ = λ0 . Substituting x = r cos θ and y = r sin θ. .

61) where σ and b are taken to be positive constants. − b(λ − 1) λ−1 λ−1 (A. (b) x = y = b(λ − 1). the origin becomes unstable. 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.63) (λ + b)[λ2 + λ(σ + 1) − σ(λ − 1)] = 0 (A. For 0 < λ < 1. The bifurcation parameter will be λ. At λ = λ1 . For λ > λ1 .A. (a) x = y = z = 0 Small perturbations around this point give ′ −σ x d ′ y λ = dt z′ 0 σ −1 0 The characteristic equation is ′ 0 x 0 y′ z′ −b (A. where λ1 = 1. 0 z b(λ − 1) − b(λ − 1) b(λ − 1) . there is a pitchfork bifurcation with one zero eigenvalue.60) (A.64) from which we get the eigenvalues −b. The critical points are obtained from y−x = 0 λx − y − xz = 0 −bz + xy = 0 which give x 0 y = 0 .4. 1 [−(1 + σ) ± (1 + σ)2 − 4σ(1 − λ)]. the 2 eigenvalues are real and negative. 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.65) λ3 + (σ + b + 1)λ2 + (σ + λ)bλ + 2σb(λ − 1) = 0 (A. with σ > b + 1.59) (A.66) . since (1 + σ)2 > 4σ(1 − λ).62) A linear stability analysis of each critical point follows.

but for large enough perturbations produce chaos. (c) Re(λ) = 0 with the generalized eigenspace E c . where λ3 = σ(σ + b + 3) σ−b−1 (A. respectively. A. are found by solving an equation of the type (A. • For λ > λ3 . becomes unstable at λ = λ1 .66) can be factorized to give the eigenvalues −(σ + b + 1). the two critical points are stable to small perturbations.5 Singularity theory We have seen that the critical points of a dynamical system. 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 . W u . E s and E c .9 Nonlinear analysis Center manifold theorem [30] Consider a vector ﬁeld fi (x) with fi (0) = 0.e. (b) Re(λ) < 0 with the generalized eigenspace E s . all initial conditions produce chaos (except for periodic windows). i.67) At λ = λ3 the characteristic equation (A. are tangents. and W c to which E u .4. • Two other critical points are created for λ > λ1 .12). The periodic solution which is created at this value of λ can be shown to be unstable so that the bifurcation is subcritical. and W c are the unstable. corresponding to a Hopf bifurcation. i. respectively. The eigenvalues λ of ∂fi /∂xj at the origin are of three kinds: (a) Re(λ) > 0 with the generalized eigenspace E u . stable and center manifolds. A. and ±i 2σ(σ + 1)/(σ − b − 1).5. equation (A. W s . these are linearly stable in the range λ1 < λ < λ3 . There exist manifolds W u .A. 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. W s .e. The type of bifurcations that occur with a single bifurcation parameter λ has been discussed in the previous .10). • Just below λ3 . by ﬁnding the singularities of the function fi . Here is a summary of the series of bifurcation with respect to the parameter λ: • Origin is a stable critical point for λ < λ1 . in the range λ2 < λ < λ3 .

The boundary and initial conditions are T = 0 at ∂Ω and T = f (x) at t = 0. λp and look at the consequent changes in the bifurcations.69) can be classiﬁed in terms of eleven canonical surfaces. . There are three real solutions if the discriminant D = > 0.68) 4λ3 + 27µ2 Figure A. Here we increase the number of parameters to λ1 . For gradient systems.9: Surface x = x(λ. A. where L is a linear operator with spatial partial derivatives.6 Partial diﬀerential equations Classiﬁcation Boundary conditions A. . Figure A.6. The bifurcation set is shown in Fig.6. µ) coordinates. Partial diﬀerential equations 182 µ One solution Three solutions λ x One solution µ λ Figure A. A bifurcation (or catastrophe) set is the set of points in parametric space λ1 .8.7 Examine the one-dimensional vector ﬁeld f (x) = −(x3 + px + q) (A. such that Lφi = λi φ. section. µ). A section of this surface at µ = 0 will give Fig. It is projection of the x = x(λ.4 and µ = ǫ will give Fig. Let φi (x) be the eigenfunctions of L.70) ∂t in a domain Ω. A. The quadratic surface a1 x2 + a2 y 2 + a3 z 3 + a4 xy + a5 xz + a6 yz + a7 x + a8 y + a9 z + a10 = 0 (A. . µ) surface in the (λ. . (A. µ) plane. t) and ∂T = L(T ) (A. . A. and only one otherwise.10: Bifurcation set. λp at which equation (A.71) . .12) is satisﬁed. µ).9 shows the surface x = x(λ. systems in which fI = ∂φ/∂xi . i.1 Eigenfunction expansion Let T = T (x. A.10 in (λ. .A. there are only seven. .e. Example A.

Show that dx = −x2 + (λ − λ0 ) dt has a saddle-node bifurcation. (A. (A.79) is called the dispersion relation. t) in the form ∞ T (x. Investigate the bifurcations in ` ´ dx = −x x4 − 2x2 + 2 + λ dt dx = −x [x − (λ − λ0 )] dt . 2.76) (A. 4.7.77) A wave can be of the form [208] If we follow a point at constant phase φ = kx − ωt = k(x − ωt/k).7 Waves f (x. where ω vp = . φj .71). we will be moving with the phase velocity vp . φj = dt ∞ i=1 ai (t) L(φi ). and is given by dω . Carry out an imperfection analysis on the transcritical bifurcation above. (A. (A.73) Taking the inner product with φj . (A. dt (A.80) vg = dk Problems 1. t) = Aei(kx−ωt) .A. The group velocity is the velocity at which the energy of the wave moves. 3. Show that has a transcritical bifurcation. i=1 (A. we ﬁnd that ∞ i=1 dai φi . φj = δij . we get daj = λj aj . Thus φi . t) = i=1 ai (t)φi (x). (A.75) A.72) Substituting in the equation. we get ∞ i=1 dai φi = dt ∞ ai (t)L(φi ). Using eq.74) At this point we restrict ourselves to the special case in which L is a self-adjoint operator. so that the λi are real and the φi are orthonormal.78) k The relation between the frequency ω and the wave number k ω = ω(k) (A. Waves 183 Expand T (x.

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

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. respectively. respectively. 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. where Ti−1 = Tx=xi−1 = Tξ=0 and Ti = Tx=xi = Tξ=∆x . divide [0. where T ′ = dT /dξ. . 2. so that we can write T (ξ) = Ti−1 φ1 (ξ) + Ti φ2 (ξ). Integrating by parts ∆x ∆x T φk 0 ′ − 0 dT dφk + T φk dξ dξ dξ = 0. 0. N so that xi = i∆x. where k = 1. For k = 1 and k = 2. Figure B. Number the nodes as i = 0. 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. 1.6) within element i. Once again.5) (B.2: Finite element.1: Finite diﬀerencing. Doing this for each of the N element. 1] into N intervals or ﬁnite elements. each of length ∆x = 1/N . Notice that φ1 (0) = φ2 (∆x) = 1 and φ1 (∆x) = φ2 (0) = 0. (and multiplying by −∆x for convenience) we .2.

10) (B. .18) . 0 0 0 0 (B. . Spectral methods 186 end up with 2N algebraic equations.B. (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. . 0 T1 c2 TL −c2 c1 −c2 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.. c2 = 1 − ∆x2 /6. .17) Substituting in the diﬀerential equation gives the residual N an n=1 d 2 φn − φn dx2 − g = ǫ. . However. .8) (B. add the rest in pairs to get the reduced set c1 −c2 0 . . . . let so that with the homogeneous boundary conditions θ(0) = θ(1) = 0. . (B. . (B.3.9) cancels the T1 term. so that we can solve for the unknowns at this stage if ′ we wish.14) = . . . . . c2 TR TN −1 0 0 . Thus N θ(x) = n=1 an φn (x). (B. So we discard the ﬁrst and last equations.7) (B. .9) (B. . .3 Spectral methods θ = T − TL − (TR − TL )x d2 θ −θ dx2 = TL + (TR − TL )x = g(x) (B. . . T2 0 0 . ∆x2 )T0 − (1 − 3 2 ∆x ′ )T0 + (1 + −∆x T1 − (1 − 6 ∆x2 ′ ∆x T1 + (1 + )T1 − (1 − 3 ∆x2 ′ −∆x T2 − (1 − )T1 + (1 + 6 ′ ∆x T0 + (1 + 2 ∆x2 )T1 6 2 ∆x )T1 3 ∆x2 )T2 6 ∆x2 )T2 3 2 = = = = .16) (B. T N −2 0 . The dependent variable is expanded in terms of orthonormal functions φn (x) that satisfy the boundary conditions.. .15) For the following.8) and (B. B. −c2 c1 −c2 . . . .12) (B. −c2 c1 where c1 = 2(1 + ∆x2 /3). .

1]. B. MATLAB 187 Making the residual and functions ψm (x) orthogonal gives ǫ. ψ2 (x) = x. take φ1 (x) = x(1 − x).3 Chebyshev Galerkin Using ξ = 2x − 1. ψm = 0 This reduces to an algebraic equation for each m. . . where the Chebychev polynomials Tn are T1 T2 T3 T4 = 1 = ξ = = .4 B.B. Take ψ(x) = 1 to determine a. (B. .3.18) to zero in N equally-spaced points. The orthonormal √ Chebychev functions are φn (ξ) = 2n Tn (ξ)/ 2π. . B. φ3 (x) = x(1 − x)2 .19) Equate the residual in Eq. Let φ(x) = x(1 − x). . . For higher-order accuracy.3.5 Legendre Galerkin Moments 1 − ξ2. Solve. and ψ1 (x) = 1. solve. . . 2ξ 2 − 1 4ξ 3 − 3ξ Take ψn (ξ) = φn (ξ) and an inner product with respect to the weight function 1/ B.2 Trigonometric collocation Trigonometric Galerkin √ 2 sin(nπx) (B. B.3.20) (B. φ2 (x) = x2 (1 − x).4.1 Here φn (x) = ψn (x) = with respect to the L2 inner product. . B.3. This gives algebraic equations.4 MATLAB The PDE Toolbox uses a ﬁnite-element code to solve basic partial diﬀerential equations needed for conduction heat transfer. transform the independent variable to the domain [−1. ψ3 (x) = x2 .3. so that it satisﬁes the boundary conditions and θ(x) = aφ(x).

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

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

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

15. derive expressions for the boundary layer thicknesses.6) and (C. Consider the hydrodynamic and thermal boundary layers in a ﬂow over a ﬂat plate at constant temperature. Using cubic expansions for u/u∞ and θ. 16. 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.191 δ(x) w δb x L Figure 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.2: Longitudinal ﬁn of concave parabolic proﬁle. derive the momentum and energy integral equations.7) numerically by the shooting method for diﬀerent Pr and compare with results in the literature.3) (C.10) = = 0 0 (C.4) (C. Solve equations (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.9) (C. 14. For Problem 1.6) (C.7) = gβ(T − T∞ ) + ν = α ∂2T ∂y 2 . 17. For natural convection near a vertical plate.8) (C.

Please check. If the overall heat transfer coeﬃcient is 200 W/m2 K. respectively. The exhaust gases. respectively. 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. 23.11) (C. Derive the Nusselt result for laminar ﬁlm condensation on a vertical ﬂat plate.12) A α 20. . C H L y x B D gravity = = 0 0 (C. and nondimensionalize them. For parallel and counterﬂow heat exchangers. For a counterﬂow heat exchanger.1 ± (mc cc /mh ch ) ± 1 ˙ ˙ 1 1 x} .1 − Th. enter and exit the exchanger at 225 and 100◦ C. 22. Find from the literature if there is any experimental conﬁrmation of the result. The thermal conditions at the walls of the cavity are: (a) AB heating ′′ ′′ with heat ﬂux qs .1 − Tc. 21. I obtained the temperature distributions Th (x) = Th.11) and (C.1 − Tc.12) numerically by the shooting method for diﬀerent P r and compare with results in the literature. derive the expression for the eﬀectiveness as a function of the NTU. 1 is the end where the hot ﬂuid enters (from where x is measured) and 2 is where it leaves. As usual the upper sign is for parallel and the lower for counterﬂow. 19.192 can be reduced to f ′′′ + 3f f ′′ − 2(f ′ )2 + θ θ′′ + 3 P r f θ′ with appropriate boundary conditions. (d) DA adiabatic. estimate the required area.1 1 − exp{−U P Tc (x) = Tc. Solve equations (C. (c) CD cooling with heat ﬂux qs . and also the NTU as function of the eﬀectiveness.1 1 − exp{−U P 1 ± (mh ch /mc cc ) ˙ ˙ Th. ± mh ch ˙ mc cc ˙ 1 1 ± x} mh ch ˙ mc cc ˙ for the hot and cold ﬂuids. 18. having thermophysical properties similar to air. (b) BC adiabatic. (From Incropera and DeWitt) A single-pass. Write the governing equations for natural convection ﬂow in an inclined rectangular cavity.

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. The temperatures and emissivities of three sides are T1 = 700K.5 ǫ3 = 0. which reduces metabolic and oxygen requirements. An “Aoki” curve is deﬁned as shown in Fig.6. 28. The density and speciﬁc heat of the blood are 1050 kg/m2 and 3740 J/kg K.193 24. Consider conductive rods of thermal conductivity k joined together in the form of a fractal tree (generation n = 3 is shown in Fig. see Fig. C. four-surface enclosure shaped in the form of a tetrahedron (made of four equilateral triangles).5. see Fig. (a) Determine the heat transfer rate for the exchanger. (From Incropera and DeWitt) Consider a diﬀuse. 27. The base and tip temperatures are T0 and T∞ . the fractal is obtained in the limit n → ∞). (b) Calculate the water ﬂow rate. The heat exchanger operates with both ﬂuids unmixed. T2 = 500K.3. (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. Calculate the view factor again but with a sphere (diameter L/2.1987 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. C. Compare with the analytical result. The length and cross-sectional area of . respectively. gray.7 ǫ2 = 0. 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. respectively. and the overall heat transfer coeﬃcient is 750 W/m2 K.4. C. 29. 26. ǫ1 = 0. (c) What is the surface area of the heat exchanger? 25. Determine its temperature. T3 = 300K. 30. the dimension of the curve is D = 1 and the length L → ∞. and centered along the length of the rectangles) as an obstacle between the two rectangles.3 The fourth side is well insulated and can be treated as a reradiating surface. The coolant is ice water at 0◦ C and its ﬂow rate is adjusted to provide an outlet temperature of 15◦ C. Show that when n → ∞. center at a distance of L/2 from each rectangle. C.

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

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

1.) in the range 0 ≤ τ ≤ 1. 40. 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. etc. 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. 37. dx dt dy dt = (λ − λ0 )x − y − (x2 + y 2 )x. Nondimensionalize and solve the radiative cooling problem Mc with T (0) = Ti . where u = y v = x − x3 + a cos t determine the pathline of a ﬂuid particle which is at position (1. 38. and (b) a = 1. Choose a suitably long ﬁnal time. For these two cases ﬁnd where 11 × 11 points uniformly distributed within a square of size 0. For the two-dimensional. variable-area. Use the method of counting the number of points N (r) within a sphere of radius r from which D = ln N/ ln r. For heat transfer from a heated body with convection and weak radiation. q = 1. dT 4 + σA T 4 − T∞ = 0 dt . using symbolic algebra determine the regular perturbation solution up to and including terms of order ǫ4 .196 35. with three terms. 39.01 and centered on (1.5 and (b) λ = 2. 36. unsteady velocity ﬁeld ui + vj. plot the ﬁve solutions (with one term. Assuming ǫ = 0. Choose λ0 = 1 and (a) λ = 0. Show that the governing equation of the unsteady. = x + (λ − λ0 )y − (x2 + y 2 )y. for dθ 4 + θ + ǫ (θ + β) − β 4 = q dτ with θ(0) = 1. λ = 28 and b = 8/3.1) end up. β = 1.e. Consider two cases: (a) a = 0. Show numerically that there are two diﬀerent types of attractors for the following dynamical system.1) at time t = 0. i. with two terms.

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

70. 67. The dotted lines are tightly stretched strings. 66. (f) Show the ﬁnal result FA−B = Abc + Aad − Aac − Abd 2AA Abc + Aad − Aac − Abd 2Aab Aab + Aac − Abc . 2Aab 69. Find the temperature distribution in a slightly tapered 2-dimensional convective ﬁn with known base temperature and adiabatic tip. 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. 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. apply the summation rule to each one of the sides of ﬁgure abc. 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. Complete the details to derive the Nusselt result for laminar ﬁlm condensation on a vertical ﬂat plate. x 68. Find from the literature if there is any experimental conﬁrmation of the result. Use a similarity transformation on the boundary layer equations to get 2f ′′′ + f f ′′ Pr ′ θ′′ + fθ 2 = = 0. Using the shooting method and the appropriate boundary conditions. 0. show that Fab−ac = (c) For abd ﬁnd Fab−bd in a similar way. . (b) Manipulating these equations and applying reciprocity. 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. Consider the hydrodynamic and thermal boundary layers in a ﬂow over a ﬂat plate at constant temperature.201 where θ = T − T∞ . (d) Use the summation rule to show that Fab−cd = (e) Show that Fab−cd = AA FAB /Aab .

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

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

85. but instead remove the middle 1/2 from each line. Cauchy’s formula: Verify Cauchy’s formula for repeated integration by (a) integrating f (t) ﬁve times. Calculate its Hausdorﬀ dimension using each of the following methods: (a) Dh = log P/ log S. A duct carrying ﬂuid has the cross-section of Koch’s curve. Figure C. (b) applying Cauchy’s formula once with n = 5. Space Filling Curves: Shown below is a Peano curve. Show that the fractal dimension is 1/2. (c) applying Cauchy’s formula . Show that the perimeter of the cross-section is inﬁnite while the ﬂow area is ﬁnite. (a) Initator (b) Generator Figure C. Calculate its Hausdorﬀ dimension and state if the Peano curve is indeed a fractal. (c) Show that the steady state is attracting for all initial conditions. Cantor Sets: Construct a fractal that is similar to the Cantor set shown in class. 88. use an eigenfunction expansion to reduce to an inﬁnite set of ordinary diﬀerential equations. 86. (b) Box Counting (analytical).204 (b) With prescribed base and tip temperatures. The generator is recursively applied to generate the Peano curve. (c) Box Counting (graphical). a single line that completely ﬁlls a unit square.10: Initiator and generator for a Peano (space ﬁlling) curve. Menger’s Sponge: Shown below is Menger’s Sponge.9: Menger’s Sponge 87. 89.

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

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

A room that loses heat to the outside by convection is heated by an electric heater controlled by a proportional controller. State your other assumptions. the second A2 = A/β. 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. reduce the governing PDE in Problem 96 to an inﬁnite set of ODEs. . 97. 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. and so on. Consider rotational forces but not gravity. 1] with respect to the L2 norm.12: Plane wall in unsteady state.11: Plane wall in steady state. use the Galerkin method to ﬁnd an approximate solution of the steady-state ﬁn equation T ′′ − T = 0. set up a mathematical model of the system. Using these as test functions. 1111 0000 111 000 two blocks? Assume that the thermal conductivity k is a constant. the third A3 = A/β . The heat rate in and out at the top and bottom. 1111 0000 111 000 1111 0000 111 000 √ √ 101. L ω L 100. 98. A turbine blade internally cooled by natural convection is approximated by a rotating natural circulation loop of constant cross-section. With a lumped capacitance approximation for the temperature. L T = Ts x ∂T /∂x = 0 Figure C. with T (0) = 0. respectively. 1111 0000 111 000 1111 0000 111 000 . What is the temperature of the room after a long time? 99. Find the steady-state velocity in the loop. Using an eigenfunction expansion. Determine the constraint on the controller gain for the system response to be stable.207 L T = TL x T = TR Figure C. T (1) = 1. Show that the functions φ1 (x) = 2 sin πx and φ2 (x) = 2 sin 2πx are orthonormal in the interval [0. What is the total steady-state heat transfer rate between the 1111 0000 111 000 . 1111 0000 111 000 . 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. An inﬁnite number of conductive rods are set up between two blocks 1111 0000 111 000 1111 0000 111 000 1111 0000 111 000 at temperatures Ta and Tb . is Q while the rest of the loop is insulated.

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

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

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

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