## Are you sure?

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

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

Preface

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

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

Copyright c by M. Sen, 2008

i

Contents

Preface i

I

Review

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

1

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

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

ii

CONTENTS

iii

II

**No spatial dimension
**

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

17

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

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

III

**One spatial dimension
**

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

37

38 38 38 38 39 41

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

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .1. . 4. . . . . . . . . . . . . . . . . . . . . . . . .5 Periodic inlet and ambient temperature . . . . . . . .3 Long time behavior . . . . . . . . . . . . . . . .9 Thermal control . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .11 Non-Cartesian coordinates . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .1 Hydrodynamics . . . . . . . . . . . . . . . . . . . . . . . . . . .1 Hydrodynamics . .4 Constant ambient temperature . . . . . . . . . . . . . . . . . . 4. . . .3 Perfectly insulated duct . . . . . . . . . . . . .1 Steady state . 4. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4. . . . . . . . . . . . . .1 Known heat rate . .CONTENTS iv Fin with convection and radiation . . . . . . . . . . . . . . . . . . . . . . . . . .2. . . . . . . . .13 Multiple scales . 5. . . . . . . . . . . . . .2 Energy equation . . . . . .4 Temperature in long duct . . . . . . . 5. . . . . . . 5. . . . . . . . . . 4. . . . . . . . . . . . . . . . .4 . . . . . . . .8 Networks . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .3. . . . . . . . . . . . . . . . . . . . . .12 Thermal control . . . 4. . . . . . . . . . . . . . . . . . . . . . . 5. . . . . . . . . . . . . . Problems . . . . . . . . . . . .6 Eﬀect of wall . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .7 Radial ﬂow between disks . . . .8. . . . . . . . . . . . . . . . .7 Linear diﬀusion . . . . . . . . . .6 Transient conduction . . . . . . . . . . . . . . . . . . . . . . . . . . .3 Two rooms .9. . . . . . . . . . . . . . . . . . . . . 4. . . . . . . 41 43 43 43 44 46 47 48 51 51 51 52 52 53 55 55 57 57 57 57 59 60 61 62 62 63 64 64 64 65 65 66 67 68 69 69 70 73 73 73 73 74 74 76 5 Forced convection 5. . . . . . . . . . . 5. . . . . . . . . . . .2 Eccentric annulus . . . . . . .9. . . . . . . . . . . . . . . . . . . . 5.4 Two-ﬂuid conﬁguration . .9. . . . . . . . . . . . 4. . . . . . . 4. . . . .4. . . . . . . . . . . . . . . . . . 5. . . . . . . . . . . . . . . . . . . . . .5. . . . . . . . . . . . . . . . . . . . . . . . . .3. . . . . . . . . . . . . . . . 5. . .9. . . . .1 Temperature-dependent conductivity . . . . . . . . . . . . . . . . . . . . . 5. . . . . . . . . . . . . . . . . . . .1 Annular ﬁn . . . . . . .9. . . . . . . . 5. . . . . . . . . . . . . . . .3. . . . 5. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .3. .2 Multiple room temperatures . . . . . . . .9. . . .1. . . . .9 Stability by energy method . . . . . . . 5. . .1 Mass conservation . .2 Convection with known outside temperature 5. . . . . . . . . . . . . . . . . . 5. . . . .3. . . . . .8 Nonlinear diﬀusion . . . . 4. . . 5. . 5. . . . . .6 Regenerator . . . . . . . . . . . . . . .3. . . . . . . . . . . . . . .1. . . . . . . . . . . . . . . . . . . . . . 5. . .3 Single duct . .2 Thermal networks . 5. . . . . . . . . . . . . . . . . . . . .5. . . . . . . . . . . . . . . . . . . . . . . . 5. . . . . .10 Self-similar structures . . 4. . .2. . . . . . . . . . . . . . . . . . . . 5. . . . . . 5. . . . . . . . . . . . . . . .1 Linear . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4. . . . . . . . . . . . .1 Control with heat transfer coeﬃcient . . . . . . . . . . .5 Flow between plates with viscous dissipation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .2 Unsteady dynamics . . . . . . . .2 Nonlinear . . . . . . . . . . . . . . . . . . . .2 Momentum equation . . . . . . . . . . . . . . 5. . . . . . . . . . . . 5.5 Perturbations of one-dimensional conduction 4. . . . . . . . . . . . . . . . . . . . . . . . . . 5. . . . . . Problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4. . . . . . . . . . .8. . . . .

. . . . . . . 9 Forced convection 9. . . . . . . . . . . . . . . . . . .2 Goodman’s integral . . . . . . . . . . . . . . .5 Nonlinear analysis . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9. . . . . . . . .1 Stefan problems . . . . . . . . .4 Nonlinear analysis . . . . . . . .2. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6. . . 6. . . . .5 Plate heat exchangers . . . . . . . . . . . . . . . . . . .1 Low Reynolds numbers . . . . . . . . . . . . .4. . . . .1 Modeling . . . . . . . . . . .4. . . . . . . . . . . . . . . . . . . . . . . . . .4 Multiple solutions . . . . . .1 Two-dimensional ﬂow 9. . . . . . . . . . . . . . . . . . . . . . . . .3 Leveque’s solution . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .2 Potential ﬂow . . . . . . . . . . . . . . .CONTENTS v 6 Natural convection 6. . . . . . . . .3 Known wall temperature . . . . . . . . . .6 Falkner-Skan boundary ﬂows Problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6. . . . . . 6. . . 125 126 126 126 126 127 127 127 128 128 128 128 128 128 128 132 132 8 Conduction 8. . . . . . . . . . . . . . . . . . . . . . . no axial conduction 6. . . . . . . . . . . . . . . . . 123 7. . . . . . . . . . . . . 9. . . . . . . . . 6. .2 Momentum equation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .3 Energy equation . . . . .3 Dynamic Analysis . . . . . . . . . . . . 78 78 78 79 80 81 81 85 88 93 101 106 107 108 109 112 116 119 119 119 7 Moving boundary 123 7. . . . . . . . . . . . . . . . . . . . . . . .6 Thermal control . . . . 9. . . . . .4. . . . . . . . . . .1. . . 6. . . . . 6. . . . . . . . 8. . . 8. . . . . . . . . . . . . . . . . . .2. . . .2 Known heat rate . . . . . . . 6.1 Modeling . . . . . . . .3 Radiating ﬁns . . . . . . . . . . . . . . . 124 IV Multiple spatial dimensions . . . . . . . 6. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .1. . . . . . . . . . . .2. . . . . . . . . . . . . . . . . .4 Mixed condition . . 6. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6.4. . . . . . . . . . . . . .2. . . . . . . . . . . . . . . . . .1 Mass conservation . . . . . . . . . . . . . . . .1. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .2. . . . . .2 Transient problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . .2 Steady State . . . . . . .1 Steady state. . . . . . . . . . . . . . . . . . . . .1. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8. . . . . . . . . . . . . . . . . . . . . . . . . 6. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .2. . . . . . . . . . . . . . . . . . . . . . . . . . . . .3 Toroidal geometry . .2. . . . . . . . . . . . .1 Two-dimensional ﬁn 8. . . 9. . . . . . . . . . . . . . . . . . . . . . . . . .5 Perturbation of one-dimensional ﬂow . . Problems . . . . .1 Neumann’s solution . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 123 7. . . . . . . . . . . . . . . . 6. . . . . . . . . . . . . . . . . . . . 9. . . . . . Problems . . . . . . . . . . . . .1 Steady-state problems . . . .4 Dynamic analysis . . . . . . . . . . . . . . . . . . . . . . . . . . . . .1. . . . . . .2 Axial conduction eﬀects . . . . . 6. . . . . . . . . . . . . . . . .4 Non-Cartesian coordinates . . . . . . . . . . .

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

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

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

Part I Review 1 .

1. 106. 88. being directly related to the kinetic energy of the molecules. A classic work is that of Jakob [94]. 2 . for example. the increase in internal energy is equal to the net heat and work transferred in. Both heat transfer and work transfer increase the internal energy of the body.1. The laws of thermodynamics govern the transfer of heat. 19. 65. including vibrational and rotational motion. 80. 1. 183. 76. Heat is the energy transferred between two points at diﬀerent temperatures. 188. so that the heat ﬂux coming in must be equal to that going out. A surface cannot store energy. 207. More advanced books are.1 Show that the above statement of the third law implies that heat is always transferred from a high temperature to a low. According to the ﬁrst law. Example 1. 22. 111. 14. The zeroth law states that if each of two bodies are in thermal equilibrium with a third. 24. The third law says that the entropy of an isolated system cannot decrease over time. 177. 122. 34. 211]. 20. 138. 155. 117.1 Fundamentals Deﬁnitions Temperature is associated with the motion of molecules within a material. 90.Chapter 1 Introductory heat transfer It is assumed that the reader has had an introductory course in heat transfer of the level of [12.1) ∂t where Q is the heat rate over the surface of the body.2 Energy balance The ﬁrst law gives a quantitative relation between the heat and work input to a system. then they also are in equilibrium with each other. If there is no work transfer. then ∂T Mc =Q (1.1. 1 We will not distinguish between the speciﬁc heat at constant pressure and that a constant volume. 212]. 210. 112. [206. The change in internal energy can be written in terms of a coeﬃcient of speciﬁc heat1 as M c dT . Two bodies are in thermal equilibrium with each other if there is no transfer of heat between them. 26.1 1.

100.3 States of matter We will be dealing with solids. liquids and gases as well as the transformation of on to the other. Conduction 3 1.1 Governing equation ∂T = α∇ (k · ∇T ) + g ∂t 1. 1.2 Conduction [31. 68. 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 (1.2.9) (1. 1.2.5) The transverse heat ﬂux can be neglected compared to the longitudinal if ′′ ′′ qx ≫ qt (1.1. 137.10) called the latent heat.6) which gives a condition on the Biot number Bi = hL ≪1 k (1. Fin eﬃciency ηf : This is the ratio of the ﬁn heat transfer rate to the rate that would be if the entire ﬁn were at the base temperature. 136. For the moment. The energy ﬂows are indicated in Fig.1. 1.7) Consider the ﬁn shown shown in Fig. we will deﬁne the enthalpy of transformation2 as the change in enthalpy that occurs when matter is transformed from one state to another.4) qx = O(ks L Transverse heat ﬂux ′′ qt = O(h(Tb − T∞ )) (1.3) Fin eﬀectiveness ǫf : This is the ratio of the ﬁn heat transfer rate to the rate that would be if the ﬁn were not there. 77. 1. Longitudinal heat ﬂux Tb − T∞ ′′ ) (1. .2.8) (1. and k(T ) is the coeﬃcient of thermal conductivity. The conductive heat ﬂow along the ﬁn. Again. thermodynamics dictates the rules under which these changes are possible.2.2 Fins (1.2) where q is the heat ﬂux vector. 66. 149] The Fourier law of conduction is q = −k∇T (1. T (x) is the temperature ﬁeld. the convective heat loss from the side.1.

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

2.1 and Tw.22) Consider a wall with ﬂuid on both sides as shown in Fig. The ﬂuid temperatures are T∞.2.1.1 and T∞.3 Separation of variables = Steady-state coduction in a rectangular plate.20) (1. y) = X(x)Y (y).19) (1. 1.18) ǫ = β 1. 1.13) (1. 0) = f (x).15) (1. the ﬁn equation becomes a where m2 = Pb hL2 ks Ab σPb L2 (Tb − T∞ )3 ks Ab T∞ Tb − T∞ (1. The initial temperature in the wall is T (x.2.5 Lumped-parameter approximation (1.3.23) (1.17) where the subscript indicates quantities at the base.14) (1. .16) (1. Conduction 5 • Long ﬁn: T = T∞ as x → ∞ Taking θ τ ξ a(ξ) p(ξ) = = = = = T − T∞ Tb − T∞ ks t Fourier modulus L2 ρc x L A Ab P Pb (1. ∇2 T = 0 Let T (x.2.2 and the wall temperatures are Tw.21) ∂θ ∂ − ∂τ ∂ξ a ∂θ ∂ξ + m2 pθ + ǫp (θ + β)4 − β 4 = 0 (1.4 Similarity variable ∂2T ∂T =α 2 ∂t ∂x 1.2 .

2 ) = 0 dt (1.26) (1.2 Tw. we have h1 (T∞.30) .2. The ratio of the two tk /th = Bi.1 − Tw.1 − T∞.2 h1 L T∞.1 Tw.1 − Tw.2 − T∞.2 Figure 1.24) Thus we have Tw.1 = Tw. Steady state In the steady state.1 − T∞.1 − T∞.2 − T∞.1 ) = ks from which Tw. 0 0 In the short time scale conduction within the slab is important.2 Tw.2 ≪ T∞.1 ≪ T∞.1 − Tw.2 T∞. and convection from the sides is not. the temperature within the slab is uniform.2 = h2 (Tw.2 T∞.2 T∞.1 − Tw. and changes due to convection.28) ∂T ks ∂ 2 T = ∂t ρc ∂x2 (1.2 h1 L ≪1 ks h2 L if ≪1 ks if (1.3: Wall with ﬂuids on either side.1 = = ks T∞.1 − T∞.1 − Tw.2 ks T∞.1 − T∞.2 − T∞.2 T∞.1 − T∞.1.1 ) + h2 (T − T∞.2 h2 L Tw.1 Tw. Conduction 6 T∞. dT + h1 (T − T∞.2 .1 − Tw. In the long scale.1 − T∞.2 T∞. In the long time scale it is possible to show that 0 0 Lρs c where T = Tw.25) (1.2 ) L (1.1 − Tw.27) The Biot number is deﬁned as Bi = Transient hL ks (1.2 Tw.29) There are two time scales: the short (conductive) tk = L2 ρc/ks and the long (convective) th = Lρc/h.

1. 102. The governing equation is Mc dT + hA(T − T∞ ) = 0 dt (1. 27.31) is dθ +θ =0 dτ the solution to which is θ = e−τ (1.35) This is shown in Fig.3 Convection [11. is placed in an environment of diﬀerent temperature.4.1. Tf is that of the ﬂuid. 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. we can write q = hA(Tb − Tf ). Tb is its temperature.32) (1. (1.4: Convective cooling.31) with T (0) = Ti . 21. Convection 7 T∞ T Figure 1. We nondimensionalize using θ τ = = T − T∞ Ti − T∞ hAt Mc (1. 98. . Thus.3. 104. T∞ . 1. and is being convectively cooled.34) 1. 133]. 67. (1. 99.5 where the nondimensional temperature goes from θ = 1 to θ = 0.33) The nondimensional form of the governing equation (1. and h is the coeﬃcient of thermal convection. Convective cooling A body at temperature T . 95. The dimensional time constant is M c/hA. such as that shown in Fig.36) where A is the surface area of the body.

1 Governing equations For incompressible ﬂow ∇·V ∂V ρ + V · ∇V ∂t ∂T + V · ∇T ρc ∂t 1.3.38) (1. Convection 8 θ 1 τ Figure 1.3.1.37) (1.3. 1.39) = −∇p + µ∇2 V + f = ∇ (k · ∇T ) + Φ Forced convection Natural convection 1.5: Convective cooling.2 Flat-plate boundary-layer theory = 0 (1.3.3 Heat transfer coeﬃcients Overall heat transfer coeﬃcient Fouling Bulk temperature Nondimensional groups .

Monochromatic radiation is at a single wavelength. Radiation 9 Reynolds number Re = UL ν ν Prandtl number = κ hL Nusselt number N u = k Stanton number St = N u/P r Re Colburn j-factor j Friction factor f = St P r 2τw = ρU 2 2/3 (1.46) Integrating over all wavelengths α+ρ+τ =1 The emissivity is deﬁned as ǫλ = Eλ (λ.42) (1. For the overall energy. The spectral intensity of emission is the radiant energy leaving per unit time.43) (1.40) (1. the reﬂectivity ρλ .50) E(T ) Eb (T ) (1.44) (1.e. mirror-like with angles of incidence and reﬂection equal) or diﬀuse (i. The absorptivity αλ .41) (1. unit wavelength.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. and unit solid angle.1 [173] Electromagnetic radiation (1. unit area.49) . equal in all directions).4 Radiation [25. 58. The emissive power is the emission of an entire hemisphere.1. The direction distribution of radiation from a surface may be either specular (i. T ) (1.45) 1. 127.4.e. we have a similar deﬁnition ǫ= so that the emission is E = ǫσT 4 For a gray body ǫλ is independent of λ. 1. Also αλ + ρλ + τλ = 1 (1. while the radiosity is the energy leaving including the emission plus the reﬂection.48) (1. 209] Emission can be from a surface or volumetric. Irradiations is the radiant energy coming in.4. T ) Ebλ (λ. and transmissivity τλ are all functions of the wavelkength λ. Kirchhoﬀ’s law: αλ = ǫλ and α = ǫ.

where (1.8542 × 10−12 C2 N−1 m−2 . g and µ.62) .2566 × 10−6 NC−2 s2 . For free space ǫ = 8. magnetic induction. the maximum of is seen to be at λ = λm .51) The radiation can also be considered a particles called phonons with energy E= f where is Planck’s constant.1.60) Eb = 0 Eλ dλ (1. J. and B = µH.56) (1. current density.61) = σT 4 where σ = 5.53) (1. For linear materials D = ǫE. E.55) (1.670 × 10−8 W/m2 K4 . B.8 µmK. J = gE (Ohm’s law). electric displacement. Maxwell’s equations of electromagnetic theory are ∇×H = J+ ∂D ∂t ∂B ∇×E = − ∂t ∇·D = ρ ∇·B = 0 (1. and ρ are the magnetic intensity.4. and µ = 1. d2 T = λ2 T 4 dx2 (1.59) Wien’s law: Putting dEλ /dλ = 0.58) √ The speed of an electromagnetic wave in free space is c = 1/ µǫ. 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 (1.52) where H. D. For ρ = 0 and constant ǫ. Radiation 10 Electromagnetic radiation travels at the speed of light c = 2. g is the electrical conductivity.57) (1. Stefan-Boltzmann’s law: The total radiation emitted is ∞ (1.54) (1. The frequency f and wavelength λ of a wave are related by c = fλ (1. where ǫ is the permittivity. Thermal radiation is the part of the spectrum in the 0. respectively.1–100 µm range. Blackbody radiation Planck distribution [147] Eλ = C1 λ5 [exp (C2 /λT ) − 1] λm T = C3 and C3 = 2897. and charge density. and µ is the permeability. electric ﬁeld.998 × 108 m/s.

The eﬀectiveness-N T U method was introduced by London and Seban in 1941.3 1.5.6: Parallel and counter ﬂow.5.4. 1. The ﬁn eﬃciency concept was introduced by Harper and Brown (1922). weight and volume of the heat exchanger.2 View factors 1.1 1.6 Heat exchangers [105. The advantages are savings in cost. Compact heat exchangers are also common in industrial and engineering applications that exchanger heat between two separated ﬂuids. 42.1. 198] 1.2 1. 154] Shell and tube heat exchangers are commonly used for large industrial applications.5.1.4 Boiling curve Critical heat ﬂux Film boiling Condensation Nusselt’s solution 1.5.5 Boiling and condensation [29. The term compact is understood to mean a surface to volume ratio of more than about 700 m2 /m3 .5. A possible classiﬁcation of HXs is shown in Table 1. Boiling and condensation 11 cold (a) parallel flow hot cold (a) counter flow hot Figure 1. .

6. (b) spiral. (d) shell and tube split ﬂow. (c) lamella Extended surface (a) plate ﬁn. (c) ﬂuidized bed Surface Compact compactness Non-compact Construction Tubular (a) double pipe (b) shell and tube (c) spiral tube Plate (a) gasketed. 1981 Types of HXs Examples Direct contact Indirect contact (a) direct transfer. (c) shell and tube parallel counterﬂow shell and tube mixed. (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.1.1: 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) storage. (b) extended surface cross parallel ﬂow. two-phase convection on other side Two-phase convection on both sides Combined convection and radiative heat transfer According to Transfer processes . Heat exchangers 12 Table 1.

we ﬁnd that −U dA 1 1 ± mh Ch ˙ mc Cc ˙ = d(Th − Tc ) Th − Tc (Th − Tc )1 (Th − Tc )2 (1. The last two equations can be combined to give qT = U A∆Tlmtd where ∆Tlmtd = (Th − Tc )1 − (Th − Tc )2 ln[(Th − Tc )1 /(Th − Tc )2 ] (1.64) and (1.i )/(Th.i − Tc.o − Tc. we get −qT 1 1 + mh Ch ˙ mc Cc ˙ = (Th − Tc )2 − (Th − Tc )1 (1.69) 1 1 ± mh Ch ˙ mc Cc ˙ = ln (1.o ) ln[(Th.1.65) = −mh Ch dTh ˙ where the upper and lower signs are for parallel and counterﬂow.64) (1.and counter-ﬂow We deﬁne the subscripts h and c to mean hot and cold ﬂuids.73) We an write the element of area dA in terms of the perimeter P as dA = P dx.i − Tc.o ) − (Th.66) ± mh Ch ˙ mc Cc ˙ Using (1.65). Energy balances give dq dq dq = U (Th − Tc ) dA = ±mc Cc dTc ˙ (1.i ) − (Th.o )/(Th.6. so that Tc (x) Th (x) = Tc.75) .1 Parallel. For parallel ﬂow.66).i − Tc.71) is the logarithmic mean temperature diﬀerence. i and o for inlet and outlet.1 − mh Ch ˙ (1.o − Tc. we have ∆Tlmtd = while for counterﬂow it is ∆Tlmtd = (Th. respectively.6.72) (1. and 2 the other end.i − Tc.68) where qT is the total heat transfer rate.o − Tc.1 ± (1.o − Tc.74) (1. we get 1 1 −dq = d(Th − Tc ) (1.i ) ln[(Th. Heat exchangers 13 1.i )] q(x) mc Cc ˙ q(x) = Th. From equations (1. 1 the end where the hot ﬂuids enters.67) which can be integrated from 1 to 2 to give −U A From equation (1.70) (1.63) (1.o )] (Th.63).

85) . 1954) (d) Crossﬂow. both ﬂuids unmixed Series solution (Mason.81) (1.82) The heat capacity rate ratio is CR = Cmin /Cmax . one ﬂuid mixed.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 → ∞. Eﬀectiveness-N T U relations In general.6.1 − Tc.86) (1.84) (c) Crossﬂow.6.80) Cmin = min(Ch .o − Tc. the eﬀectiveness is a function of the HX conﬁguration. the number of transfer units is NTU = AU Cmin (1.1 1 1 mh Ch ± mc C c ˙ ˙ 1 − exp −U P 1 1 ± mh Ch ˙ mc Cc ˙ (1.77) The HX eﬀectiveness is Q Qmax Ch (Th. the other unmixed If the unmixed ﬂuid has C = Cmin . 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.i ) Cc (Tc. the solution is q9x) = 1. Heat exchangers 14 Thus dq + qU P dx 1 1 ± mh Ch ˙ mc Cc ˙ (1.i − Th.i − Tc.76) With the boundary condition q(0) = 0.78) (1. (b) Parallel ﬂow ǫ= (1.o ) Cmin (Th.1.79) (1.i ) Cmin (Th. (a) Counterﬂow 1 − exp[−N T U (1 − CR )] ǫ= (1.i ) ǫ = = = where (1. its N T U and the CR of the ﬂuids.2 HX relations Th. Cc ) Assuming U to be a constant.i − Tc.

Problems 1. the mean temperature diﬀerence. Find the steady-state temperature distribution in the ﬁn.8. and then the heat rate. T∞ (x). 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. Assume that there is only convection but no radiation. derive Eq. ǫ. 5. ηf is the ﬁn temperature eﬀectiveness. 4.6.and ﬁrst-order Bessel functions of the ﬁrst kind. Consider a cylindrical pin ﬁn of diameter D and length L. its eﬀectiveness. 1. 3. Show that the eﬃciency of the triangular ﬁn shown in Fig.6. Af is the HX total ﬁn area.87) where Kc and Ke are the entrance and exit loss coeﬃcients.3 Design methodology Mean temperature-diﬀerence method Given the inlet temperatures and ﬂow rates.7 is ηf = 1 I1 (2mL) . 1. Eﬀectiveness-NTU method The order of calculation is N T U .4 1.6. and σ is the ratio of free-ﬂow area to frontal area. this method enables one to ﬁnd the outlet temperatures.1.88) (1. 1. and I0 and I1 are the zeroth. For a perimeter corresponding to a ﬁn slope that is not small. A constant-area ﬁn between surfaces at temperatures T1 and T2 is shown in Fig.6. The two sides of a plane wall are at temperatures T1 and T2 . The base is at temperature Tb and the tip at T∞ . the ambient temperature is also T∞ .11. The thermal conductivity varies with temperature in the form k(T ) = k0 + α(T − T1 ). is a function of the coordinate x. 1. qmax and q.5 Correlations Extended surfaces η0 = 1 − Af (1 − ηf ) (1. 2. 1. mL I0 (2mL) where m = (2h/kt)1/2 . If the external temperature. and its eﬃciency.89) A where η0 is the total surface temperature eﬀectiveness. Heat exchangers 15 (e) Crossﬂow. ﬁnd the general steady-state solution of the ﬁn temperature T (x) in terms of a Green’s function. and A is the HX total heat transfer area. . 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. Find the temperature distribution within the wall.

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

Part II No spatial dimension 17 .

1) (2. .11) (2.6) (2.7) (2.3) (2.10) (2. then we have dθ + (1 + ǫθ)θ = 0 dτ which can be solved by the method of perturbations. We assume that θ(τ ) = θ0 (τ ) + ǫθ1 (τ ) + ǫ2 θ2 (τ ) + .8) = −e−2τ = 0 = −2θ0 θ1 = −2e−2t − 2e−3τ = 1 18 (2. 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) (2.9) 2 = −θ0 (2.4) (2. however.12) . we have dθ0 + θ0 dτ θ0 (0) which has the solution θ0 = e−τ To the next order ǫ1 .5) (2.Chapter 2 Dynamics 2.2) = = 0 1 (2. . the h is slightly temperature-dependent. To order ǫ0 .1 Variable heat transfer coeﬃcient If.

17) (2.26) where .32). we get θ = e−τ − ǫ(e−τ − e−2τ ) + ǫ2 (e−τ − 2e−2τ + e−3τ ) + ..16) The condition θ(0) = 1 gives C = − ln(1 + ǫ). 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. .1. we get dθ = dτ (1 + ǫθ)θ Integrating ln θ = −τ + C ǫθ + 1 (2. we can ﬁnd an exact solution to equation (2.25) (2.1).21) If the heat loss is due to radiation. and time to be τ= and introducing the parameter β= we get σA(Ti − T∞ )3 t Mc T∞ Ti − T∞ (2. .19) 2 −τ 2 = e 2.1 Radiative cooling −τ − ǫ(e 1 − ǫ(1 − e −τ −τ −e −2τ ) + ǫ (1 − e ) + ǫ (e 2 −τ ) + .15) (2.13) Alternatively.20) −3τ − 2e +e ) + . (2. (2. Separating variables. Combining.14) (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 (2.23) (2. −2τ (2.1. we can write Mc dT 4 + σA(T 4 − T∞ ) = 0 dt (2.... Variable heat transfer coeﬃcient 19 with the solution θ2 = e−τ − 2e−2τ + e−3τ And so on.22) Taking the dimensionless temperature to be deﬁned in equation (1.2.

. . =0 (2. . Variable heat transfer coeﬃcient 20 Writing the equation as the integral is 1 ln 4β 3 φ−β φ+β dφ = −dτ φ4 − β 4 − 1 tan−1 2β 3 φ β = −τ + C (2. in equation (2. + 4β θ0 + ǫθ1 + ǫ2 θ2 + .24). we get (?) τ= 2.32) (2.1. In this case 4β 3 θ0 + ǫθ1 + ǫ2 θ2 + .2. .29) Convective with weak radiation The governing equationis Mc dT 4 + hA(T − T∞ ) + σA(T 4 − T∞ ) = 0 dt (2. .67 × 10−3 ).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. + θ0 + ǫθ1 + ǫ2 θ2 + . .32) and (1. . . . .2 1 1 (β + T )(β − 1) T −1 ln + tan−1 2β 3 2 (β − T )(β + 1) β + (T /β) (2.30) with T (0) = Ti .e.31). Using the variables deﬁned by equations (1.34) (2.36) (2.2).1.27) (2. i. Substituting the perturbation series. .33). we get dθ + θ + ǫ (θ + β 4 )4 − β 4 = 0 dτ where β is deﬁned in equation (2.33) dθ 4 + (θ − θ0 ) + ǫ(θ4 − θs ) = 0 dτ θ(0) = 1 As a special case. 2 +ǫ +6β 2 θ0 + ǫθ1 + ǫ2 θ2 + . dτ 4 3 θ0 + ǫθ1 + ǫ2 θ2 + . . we can take ǫ ≪ 1. and ǫ= σ(Ti − T∞ )3 h (2. equation (2.28) Using the initial condition θ(0) = 1. we get d θ0 + ǫθ1 + ǫ2 θ2 + .37) . of we take β = 0. T∞ = 0.35) (2. we get dθ + θ + ǫθ4 = 0 dτ which has an exact solution τ= 1 + ǫθ3 1 ln 3 (1 + ǫ)θ3 (2.

3.1 Linear analysis If we assume that θ′ is small. . ′ (2.49) where b = f ′ (θ).2 Radiation in an enclosure Consider a closed enclosure with N walls radiating to each other and with a central heater H.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 (2.45) (2.40) (2. The governing equations are N dTi 4 Mi ci Ai Fij (Ti4 − Tj4 ) + σAi FiH (Ti4 − TH ) = 0 (2. Writing θ = θ + θ′ we have dθ′ + f (θ + θ′ ) = a dτ (2. The steady state is T i = TH (i = 1. Let f (θ) = a Then we would like to show that θ → θ as t → ∞. then a Taylor series gives f (θ + θ′ ) = f (θ) + θ′ f ′ (θ) + . .46) (2.2. .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 (2.44) 2.48) (2.41) (2. from which dθ′ + bθ′ = 0 dτ θ′ = Ce−bτ so that θ → 0 as t → ∞ if b > 0. .38) +σ dt j=1 where the view factor Fij is the fraction of radiation leaving surface i that falls on j. .43) with θ(0) = 1.2. Radiation in an enclosure 21 2. . The walls have no other heat loss and have diﬀerent masses and speciﬁc heats. N ) (2.47) (2.42) 2. The solution is .

we get 1 d ′ 2 (θ ) = −θ′ f (θ + θ′ ) − f (θ) 2 dτ Thus d ′ 2 (θ ) ≤ 0 dτ (2.52) (2.4.56) T − T∞.53) with 2.50) (2. Thus θ′ → 0 as τ → ∞. 2. 2. Time-dependent T∞ 22 2.51) if θ′ and [f (θ + θ′ ) − f (θ)].4.1: Convective cooling. we get dθ + θ = Aτ dτ (2.46) by θ′ .0 (2.0 + at (2.55) .2.0 Ti − T∞. are both of the same sign or zero.33).1 Let Linear T∞ = T∞.3.54) Deﬁning the nondimensional temperature as θ= and time as in equation (1.4 Let Time-dependent T∞ Mc dT + hA(T − T∞ (t)) = 0 dt T (0) = Ti (2.1. f(θ ) f(θ ) θ θ Figure 2.2 Nonlinear analysis Multiplying equation (2. as shown in Fig.

Time-dependent T∞ 23 where A= The nondimensional ambient temperature is θ∞ = The solution to equation (2.0 ) (2.63) where T (0) = Ti .2: Response to linear ambient temperature. 1+A A (2.59) θ = (1 + A)e−τ + A(τ − 1) The time shown in Fig. so that θ = Ce−τ + Aτ − A (2.61) (2.60) (2.2 at crossover is τc = ln and the oﬀset is δθ = A as τ → ∞. Deﬁning θ= T − T∞ Ti − T ∞ (2.4.0 ) aM c τ hA(Ti − T∞.56) is aM c hA(Ti − T∞.62) ∆θ θ ∞ θ τc τ Figure 2.2.58) The condition θ(0) = 1 gives C = 1 + A.4.64) .2 Let Oscillatory T∞ = T ∞ + δT sin ωt (2. 2.57) (2. 2.

like in the two examples shown in Fig. so that θ= 1 + δθ Ω 1 + Ω2 e−τ + δθ sin(Ωτ − φ) (1 + Ω2 ) cos φ (2. and using equation (1. the nondimensional equation is dθ + θ = δθ sin Ωτ dτ where δθ = δT Ti − T ∞ ωM c hA (2.2 .33).2.67) (2.3: Two-ﬂuid problems.73) .65) Ω = The solution is θ = Ce−τ + where δθ sin(Ωτ − φ) (1 + Ω2 ) cos φ φ = tan−1 Ω (2.1 (a) (b) Figure 2.1 T∞.1 and T∞. 2. we can nondimensionalize the equation using the parameters for one of them.1 h1 A1 t Mc (2. ﬂuid 1 for instance.2 are constants.1 and T∞.69) From the condition θ(0) = 1. we get C = 1 + δΩ/(1 + Ω2 ).70) 2. Thus we have θ τ = = T − T∞.5 Two-ﬂuid problem Suppose there is a body in contact with two ﬂuids at diﬀerent temperatures T∞.3.2 ) = 0 dt (2.68) (2.66) (2. If T∞.5. The governing equation is Mc dT + h1 A1 (T − T∞.72) (2. Two-ﬂuid problem 24 T∞.1 ) + h2 A2 (T − T∞.71) where T (0) = Ti .1 Ti − T∞.2 T T∞.2 T T∞.

Otherwise the time constant of the general system is Mc t0 = (2.79) For α = 0.76) dθ + (1 + α)θ = −αβ dτ θ = Ce−(1+α)τ − αβ 1+α (2. the solution reduces to the single-ﬂuid case.78) The condition θ(0) = 1 gives C = 1 + αβ/(1 + α).6.1 − T∞. The mathematical model of the thermal process is M1 c1 ks Ac dT1 + (T1 − T2 ) + hA(T1 − T∞ ) = Q1 dt L ks Ac dT2 + (T2 − T1 ) + hA(T2 − T∞ ) = Q2 M2 c2 dt L (2. 2. from which θ= 1+ αβ 1+α e−(1+α)τ − αβ 1+α (2.4: Two bodies in thermal contact.77) with the solution (2. Two-body problem 25 from which dθ + θ + α(θ + β) = 0 dτ h2 A2 h1 A1 T∞.80) h1 A1 + h2 A2 2.1 (2.2.35). where α β The equation can be written as = = (2. equation (1.4.82) .6.2 Ti − T∞.81) (2. 1 2 Figure 2.6 2.75) (2.1 Two-body problem Convective Suppose now that there are two bodies at temperatures T1 and T2 in thermal contact with each other and exchanging heat with a single ﬂuid at temperature T∞ as shown in Fig.74) with θ(0) = 1.

2. T∞ (t).6. Consider the change in temperature of a lumped system with convective heat transfer where the ambient temperature.83) (2. Check one of the perturbation solutions against a numerical solution. 7. and (b) the amplitude of oscillation of the system temperature. T∞ Tmax δt Tmin t Figure 2. T (t).84) (2. and comment on the existence of solutions. 4.6: Ambient temperature variation. varies with time in the form shown. Lumped system with convective-radiative cooling with nonzero θ0 and θs . 2.85) Problems 1. 5. ǫ) surfaces for the convection with radiation problem.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. T (t). Find (a) the long-time solution of the system temperature. . Show that the temperature distribution in a sphere subject to convective cooling tends to become uniform as Bi → 0. Complete the problem of radiation in an enclosure (linear stability. 6. Find the steady-state temperatures for the two-body problem and explore the stability of the system for constant ambient temperature. 3.5: Bodies with radiation. for a small period δt. Plot all real θ(β. Two-body problem 26 1 111111111111 000000000000 111111111111 000000000000 2 Figure 2. numerical solutions). 2.6.

Approximate correlations from empirical data are also heavily used in practice. 180] and PCs in machines. Flow control. has its own extensive literature [64]. and the use of microprocessors [87. If precise control is not required.221]. which is closely related to and is often an integral part of thermal control. 27 . otherwise some sort of mechanical or electrical feedback system has to be put in place for it to be automatic. each one of which can be analyzed and computed.185]. property variation with temperature. Most thermal systems are generally complex involving diverse physical processes. devices and plants is commonplace. transportation and domestic use that need to be controlled in some manner. however. or material properties that may not be accurately known. but when put together presents such a massive computational problem so as to be practically intractable.152. 158. approximations due to using lumped parameters instead of distributed temperature ﬁelds. hydrodynamic instability. manufacturing [54]. These include natural and forced convection. There are many aspects of thermal control that will not be treated in this brief review. and there are many ways in which that can be done. multi-phase ﬂows. radiation. Discrete-time (as opposed to continuoustime) systems will not be described. commonly used engineering systems are hard to model exactly from ﬁrst principles. or chemical reaction. It is common to have large uncertainties in the values of heat transfer coeﬃcients. nonlinearities and bifurcations.172. concentrate only on the basic principles relating to the theory of control as applied to thermal problems. all kinds of sensors and actuators [59.187] developed for measurement and actuation are used in the control of thermal systems. control may simply be manual.1 Introduction There are many kinds of thermal systems in common industrial. In this context. thermal packaging of electronic components [150.184. turbulence. The present paper will. One can give the example of heat exchangers [85. 82. Many controllers are also computer based. For this reason large. or if the process is very slow. complex geometries. Most often some degree of approximation has to be made to the mathematical model. 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. 200]. 72. This is only an introduction.218]. environmental control in buildings [70. 114]. The most important of these are hardware considerations. a complex system can be deﬁned as one that is made up of sub-systems. and many others. and even when this is possible the dynamic responses of the models are impossible to determine computationally in real time. rapid thermal processing of computer chips [84. satellites [101. but even then it will be impossible to go into any depth within the space available.115.Chapter 3 Control 3.

t is time. u(t) is its input. 144. λ) = 0.1. x. u(t) is usually a low-dimensional vector. while x may be a ﬁnite-dimensional vector or a function.1) where Ls is a system 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. Figure 3. The relation between the two may be written as Lo (y. (3. The stability of a system is a property that leads to a bounded output if the input is also bounded. the output of the system y(t) is diﬀerent from its state x(t). (3. All possible values of the output constitute the reachable set. and the interested reader should look at the literature that is cited for further details.2. Each one of these quantities belongs to a suitable set or vector space and there are a large number of possibilities. .3.2) where Lo is the output operator.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).89]. 157]. schematically shown in Fig. while y are the readings of one or more temperature measurement devices at a ﬁnite number of locations. integral. x may be a spatial temperature distribution. w. and mathematics of control [9. 3. There are good texts and monographs available on the basics of control theory [116. u. ordinary or partial diﬀerential operator. 3.2.2: Schematic of a system with comparator C and controller.75.151]. For example Ls may be an algebraic. inﬁnite-dimensional systems [39. may be mathematically represented as Ls (x. x(t) is the state of the system. because of the generality involved. process control [28. w. It is important to point out that output controllability does not imply system controllability. In fact. 179] that can be consulted. λ) = 0. in practice for many thermal systems the former is all that is required. it is hard to be speciﬁc at this stage. nonlinear control [91]. In general. It is output controllable if the same can be done to the output. For example. A system is said to be observable if its state x can be uniquely determined from the input u and output y alone.93. w(t) is some external or internal disturbance. it has been reported that most industrial plants are controlled quite satisfactorily though they are not system controllable [156].1: Schematic of a system without controller.2 Systems Some basic ideas of systems will be deﬁned here even though. The system is single-input single-output (SISO) if both u and y are scalars. and λ is a parameter that deﬁnes the system. These are all topics that include and are included within thermal control. 132. u. 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.

The controller itself is either entirely mechanical if the system is not very complex. In open-loop control the input is selected to give the desired output without using any information from the output side. y(t) and u(t).4) where Lc is a control operator. e. and tracking if it is function of time. For these cases closed-loop control is an appropriate alternative. that is one would have to determine u(t) such that y = yr (t) using the mathematical model of the system alone. There is a comparator which determines the error signal e(t) = e(yr . Sensors that are commonly used are temperature-measuring devices such as thermocouples. The controller designer has to propose a suitable Lc . Internal disturbances may be noise in the measuring or actuating devices or a change in surface heat transfer characteristics due to fouling.3 Linear systems theory The term classical control is often used to refer to theory derived on the basis of Laplace transforms. resistance thermometers or thermistors. (C. The problem is called regulation if yr is a constant. In any case. λ) = 0. It will work if the behavior of the system is exactly predictable. Linear systems theory 29 3.2.2 Systems with control The objective of control is to have a given output y = yr (t). and then Eqs. as shown in Fig. y).3.5) 3. 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. Choice of a control strategy deﬁnes Lo and many diﬀerent methodologies are used in thermal systems. (3. relay.) control. or is a digital processor with appropriate software. The control process can be written as Lc (u. or if the output of the system is not very sensitive to the input.2. 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. The actuator can be a fan or a pump if the ﬂow rate is to be changed. or a heater if the heating rate is the appropriate variable. if precise output control is not required. the output in eﬀect is then insensitive to changes in input or disturbances. etc. and that is also frequently done. This is a passive method of control that is used in many thermal systems. 3. we will be using the so-called modern control or state- .9)–(3. 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.3) The key role is played by the controller which puts out a signal that is used to move an actuator in the plant. Another method is Proportional-Integral-Derivative (PID) control [214] in which t u = Kp e(t) + Ki 0 e(s) ds + Kd de . This is done using feedback from the output. (3. Open-loop control is not usually eﬀective for many systems. where the reference or set value yr is prescribed. the ﬁgure actually shows unit feedback. dt (3.3. If the changes desired in the output are very slow then manual control can be carried out. which is usually taken to be e = yr − y.4) form a set of equations in the unknowns x(t). while external ones may be a change in the environmental temperature. It is common to use on-oﬀ (or bang-bang. Since this is exclusively for linear systems. as measured by a sensor. to the input side of the system. For thermal systems contributing factors are the uncertainties in the mathematical model of the plant and the presence of unpredictable disturbances.

7) where x ∈ Rn . M = B . . .2) take the form dx dt y = Ax + Bu. (3. . . . N = D . The solution of Eq. . Where they overlap. CA . Though A. controllability from one state to another implies that the system can be taken from any state to any other. .6) (3. A2 B . .1 Ordinary diﬀerential equations Much is known about a linear diﬀerential system in which Eqs. is of rank p. . (C. (3. For a linear system. . . It must be emphasized that the u(t) that does this is not unique. (3.3. . P = C . here they will be treated as constants. . . . u ∈ Rm . .7). B ∈ Rn×m . u and y are vectors of diﬀerent lengths and A. . and D can be functions of time in general. .9) and (3. and some of these are outlined below.3. Also. . the state x(t) is observable if and only if the matrix . A ∈ Rn×n . CA2 B .9) deﬁne the state x(t) and output y(t) if the input u(t) is given.8) where the exponential matrix is deﬁned as eAt = I + At + 1 1 2 2 A t + A3 t3 + . D ∈ Rp×m . (3. (3. . it can be shown that the output y(t) is controllable if and only if . Control theory can be developed for diﬀerent linear operators. (3. An−1 B ∈ Rn×nm . . 2! 3! with I being the identity matrix. mainly because it can be extended to nonlinear systems. C. . 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 .12) . From Eq. B. y ∈ Rp . . CB .9) Eqs. T (3. C. C ∈ Rp×n . CAn−1 B ∈ Rp×(n+1)m . . we get t y(t) = C eAt x(t0 ) + t0 eA(t−s) Bu(s) ds + Du. B. CAn−1 . It can be shown that for the system governed by Eq. the issue is only one of preference since the results are identical.3. . x. . Linear systems theory 30 space analysis which is based on dynamical systems. .11) ∈ Rpn×n (3. . AB . = Cx + Du.10) is of rank n. (3.6) is t x(t) = eA(t−t0 ) x(t0 ) + t0 eA(t−s) Bu(s) ds. is of rank n. Similarly. CA2 . . CAB . The system is then controllable. (3. and D are matrices of suitable sizes. .8) and (3.6). . .

so that variables such as x and u in Eqs.4. u).15) has the same form as Eq. 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. (C.3. some of which are ordinary diﬀerential and the rest are algebraic. (3. (3.13) where the matrix E ∈ Rn×n is singular [113].6) and (3. If this happens. This is equivalent to a set of equations. are bounded.4. dt (3. 3. As a result of this.4. Thus regions of state space that are unreachable with the linearized equations may actually be reachable.2 Controllability and reachability General theorems for the controllability of nonlinear systems are not available at this point in time. The Jacobian matrices (∂f /∂x)0 and (∂f /∂u)0 .15) where x = x0 + x′ and u = u′ . 3.2 Algebraic-diﬀerential equations This is a system of equations of the form E dx = A x + B u.6) such as dx = f (x. Results obtained from the linearized equations generally do not hold for the nonlinear equations.2). The index of the system is the least number of diﬀerentiations of the algebraic equations that is needed to get the form of Eq.4.3. Eq. (3. even systems locally governed by Eqs. Eq. ﬂow rates and the like. Nonlinear aspects 31 3. (3. this can be linearized in that neighborhood to give dx dt = ∂f ∂x x′ + 0 ∂f u′ ∂u 0 = Ax′ + Bu′ . 3. being temperatures. u = 0. but one that can be used is a generalization of Eq. due to hardware constraints it is common to have the physical variables conﬁned to certain ranges. (3.4 Nonlinear aspects The following are a few of the issues that arise in the treatment of nonlinear thermal control problems.6) by substitution. heat rates.6). (3. In a thermal convection loop it is possible to go from one branch of a bifurcation solution to another in this fashion [1]. (3.6).13) cannot be converted into (3. are evaluated at the equilibrium point.1 Models There are no general mathematical models for thermal systems. If one is interested in local behavior about an equilibrium state x = x0 .7) are now nonlinear since the sum of solutions may fall outside the range in which x . (3. 3. but it may have restricted or R-controllability [45].3 Bounded variables In practice.9) and (3.14) dt where f : Rn × Rm → Rn . The system may not be completely controllable since some of the components of x are algebraically related.

121. and the origin is reachable if the eigenvalues of A have zero or negative real parts [179]. Mathematical models of these systems can be obtained in two entirely diﬀerent ways: from ﬁrst principles using known physical laws. . t1 . There are many diﬀerent ways in which this can be done. (3. . In this method. 148] can be used in diﬀerential models. As an example. the most common being the ﬁtting of parameters to proposed models [141].5 System identiﬁcation To be able to design appropriate control systems. On the other hand. • Functional [71]. diﬀerence [23] or delay [57] equations such as dx = A x(t − s) + B u dt also appear in the modeling of thermal systems. of which there are several diﬀerent possible deﬁnitions [10. Valves are typical elements in ﬂow systems that have this kind of behavior. • There are many forms based on Eq. . one of which is the closed-aﬃne model dx = F1 (x) + F2 (x)u (3. other models that are used include the following. Apart from the linear Eq. (3. and empirically from the analysis of experimental information (though combinations of the two paths are not only possible but common). x can reach any point in Rn if the eigenvalues of A have zero or positive real parts.4.17.18) • Fractional-order derivatives. ti )u(t1 ) . for a controllable system in which only u is bounded in a neighborhood of zero. like y(t) = y0 (t) + . System identiﬁcation 32 exists and thus may not be a valid solution. (3. .5. 1 dm+1 Γ(m − n + 1) dtm+1 t a (t − s)m−n f (s) ds.3.134. it may be discontinuous or not possess ﬁrst or higher-order derivatives. 3. The latter is the process of system identiﬁcation.19) . by which a complex system is reduced to mathematical form using experimental data [75. t2 . 129].6).. u(ti ) dt1 .17) for a SISO system. i=1 −∞ −∞ ki (t. 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.16) dt The bilinear equation for which F1 (x) = Ax and F2 (x) = N x + b is a special case of this. .4 Relay and hysteresis A relay is an element of a system that has an input-output relationship that is not smooth. .14). are also used. 3. This may be accompanied by hysteresis where the relationship also depends on whether the input is increasing or decreasing. ∞ ∞ ∞ • Volterra models. one needs to have some idea of the dynamic behavior of the thermal system that is being controlled. . t3 . 135. (3.. Through optimization routines the values of the unknowns are chosen to obtain the best ﬁt of the results of the model with experimental information. a form of Ls is assumed with unknown parameter values. . dti (3.

u = Q.22) that θ → θr as t → ∞.20) has only two values.6. and goes oﬀ when it is rises above TU .21) Here θ = (T − T∞ )/(Ti − T∞ ) where T (0) = Ti so that θ(0) = 1. the body can be considered to have a uniform temperature T (t). (3. L is a characteristics length dimension of the body. and k is its thermal conductivity. depending on whether the heater is on or oﬀ. With x = θ. it can be shown from the solution of Eq.21).6). (3. 3. The Biot number for the body is Bi = hL/k.24) 0 oﬀ dt the solution for which is θ= 1 + C1 e−t C2 e−t on . c is its speciﬁc heat.2 On-oﬀ control In this simple form of control the heat rate in Eq.26) (3. Choosing Q = θr .6 3. Tmax − Tmin (3. These lower and upper bounds are non-dimensionally θL θU = = TL − Tmin . Open-loop operation to maintain a given non-dimensional temperature θr is easily calculated.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∞ . T → Tmax = T∞ + Q0 /hAs as t → ∞. that is θ(t) = (1 − θr )e−t + θr . (3.1. (3. and As is the surface area for convection.3. it is is either Q = Q0 or Q = 0. oﬀ (3. n = m = 1 in Eq. respectively. Tmax − Tmin TU − Tmin . where h is the convective heat transfer coeﬃcient. If Bi < 0.27) . Taking the non-dimensional temperature to be T − Tmin θ= (3.6. (3. Under this lumped approximation the energy balance is given by dT + hAs (T − T∞ ) = Q(t). T → Tmin = T∞ . In practice. Using M c/hAs and hAs (Ti −T∞ ) as the characteristic time and heat rate.10) that rank(M )=1. (3. and the control objective is to maintain the temperature of the body at a given level by manipulating the heat source. (3.20) dt where M is the mass of the body. The other variables are now nondimensional. With the system in its on mode. so the system is controllable. to do this the dimensional parameters hAs and T∞ must be exactly known. Control strategies 33 3.25) We will assume that the heat source comes on when temperature falls below a value TL . It also has an internal heat source Q(t) to compensate for this heat loss.23) Tmax − Tmin the governing equation is dθ 1 on +θ = . we ﬁnd from Eq. this equation becomes Mc dθ + θ = Q(t) dt (3. and in its oﬀ mode.6. Since this is usually not the case some form of feedback control is required.

3. (3. the period and amplitude of which can be chosen using suitable parameters.32) The period is thus proportional to the width of the dead band. The result of applying this form of control is an oscillatory temperature that looks like that in Fig.29) respectively. θL (3.5 0. we can write θL θU where δ ≪ 1.7 0.33) = θr − δ.3 0.. 1 − θU θU ln . θL (1 − θU ) (3. 3. The total period of the oscillation is then tp = ln θU (1 − θL ) .3 PID control The error e = θr − θ and control input u = Q can be used in Eq. A Taylor-series expansion gives tp = 2 δ 1 1 + θr 1 − θr + .31) (3. dt dt .8 θ 0.21) gives dθ d2 θ (3. The frequency of the oscillation increases as its amplitude decreases.6 0.30) If we make a small dead-band assumption. (3. = θr + δ. (3. It can be shown that the on and oﬀ time periods are ton toﬀ = = ln 1 − θL .3: Lumped approximation with on-oﬀ control.5).34) (Kd + 1) 2 + (Kp + 1) + Ki θ = Ki θr .1 0 0 1 2 3 4 5 t Figure 3.4 0. (3.6.3.6.28) (3. so that the derivative of Eq.2 θL 0.9 θU 0. 3. Control strategies 34 1 0..

The steady-state for Ki = 0 is given by θ = θr .3.4 shows two examples of closed-loop behavior with diﬀerent parameter values. Kp + 1 Kp θ r = − θ0 + Kd + 1 Kd + 1 (3. Problems 1.4: Lumped approximation with PID control. with the initial conditions θ dθ dt = θ0 at t = 0.5 −1 −1.5 (a) 0 −0.36) The response of the closed-loop system can be obtained as a solution. (a) Kp = −0. 3.1. (b) Kp = −0.9.1. It is desired to control their temperatures at TA and TB using separate internal heat inputs QA and QB . Control strategies 35 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. (3.6. . Ki = Kd = −0. Ki and Kd will give overdamped or underdamped oscillatory or unstable behavior of the system. Fig.5.35) at t = 0.5 0 10 20 30 40 50 60 70 t Figure 3. It can be appreciated that diﬀerent choices of the controller constants Kp . θr = 0. Two lumped bodies A and B in thermal contact (contact thermal resistance Rc ) exchange heat between themselves by conduction and with the surroundings by convection.5 (b) 1 θ 0.

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

Part III One spatial dimension 37 .

Chapter 4 Conduction 4.2 4.2. 38 .2) from which T0 = (4.1: Complex conductive structures.4) i Figure 4.1 Structures Fig. 4.3) 4.1 shows a complex shape consisting of conductive bars. At each node qi = 0 i (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.

14) dx2 where 1/2 2h (4.8) that E is nonnegative.11) is zero due to boundary conditions. The dimensional equation is d2 T − m2 (T − T∞ ) = 0 (4. Fin theory 39 where f (θ) includes heat transfer from the sides due to convection and radiation.7) 1 2 1 a(θ′ )2 dξ 0 (4. 4. 4. The boundary conditions for θ′ are homogeneous.2. The steady state is determined from d dθ (4.9) (4. Substituting θ = θ + θ′ in equation (4.13) holds if [θ′ and f (θ + θ′ ) − f (θ)] are of the same sign or both zero.5). 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.4) and subtracting (4.15) m= ks δ .11) (4.13) then equation (4. Multiplying by θ′ and integrating from ξ = 0 to ξ = 1. we have dE = I1 + I2 dτ where E I1 I2 = = 0 1 1 (4.8) dξ (4.5) − a + f (θ) = 0 dξ dξ with the same boundary conditions. we have ∂θ′ ∂θ′ ∂ (4. Thus the steady state is globally stable.2.12) = − a 0 since the ﬁrst term on the right side of equation (4.2.2 Shape optimization of convective ﬁn Consider a rectangular ﬁn of length L and thickness δ as shown in Fig. Condition (4. Thus we know from the above that I1 is nonpositive and from equation (4. If we also assume that I2 ≤ 0 (4. this is a consequence of the Second Law of Thermodynamics.10) θ′ ∂ ∂ξ a ∂θ′ ∂ξ = − 0 θ′ f (θ + θ′ ) − f (θ) dξ Integrating by parts we can show that I1 ∂θ′ = θa ∂ξ ′ 1 1 1 0 − dθ′ dξ a 0 2 dθ′ dξ dξ 2 dξ (4.4.6) a + f (θ + θ′ ) − f (θ) = 0 a − ∂τ ∂ξ ∂ξ where θ′ is the perturbation from the steady state.

16) (4.20) (Tb − T∞ ) tanh Ap δ 2h ks δ 1/2 (4. we get q = ks δ 2h ks δ 1/2 (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 (4.2.22) This is equivalent to where (4.17) (4. we ﬁnd that βopt Ap δopt = 1.e.19) x=0 = ks δ(Tb − T∞ )m tanh mL Writing L = Ap /δ.18) = Tb = 0 (4. Thus βopt = δopt = Ap βopt βopt 2h ks δopt 1/2 2/3 ks Ap 2h ks Ap 2h (4.4192. 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. i.24) Numerically.4.25) 1/2 2/3 Lopt = (4.2: Rectangular ﬁn. Fin theory 40 T b T ∞ δ L Figure 4. constant ﬁn volume.21) Keeping Ap constant.26) .23) (4.

31) (4.4) reduces to − Uniform cross section For this case a = p = 1. so that − Convective With only convective heat transfer.33) T (x) = T1 − T0 cosh L x (4.34) (4.1 with convection.28) d2 θ + m2 θ = 0 dξ 2 (4.4 Fin with convection and radiation Steady state solutions Equation (4.36) .27) d2 θ + m2 θ + ǫ (θ + β)4 − β 4 = 0 dξ 2 (4.3.35) d dξ a dθ dξ + m2 pθ + ǫp (θ + β)4 − β 4 = 0 (4.29) (4. 4. For example.3 Fin structure Consider now Fig. we have − the solution to whiich is θ = C1 sinh mξ + C2 cosh mξ the constants are determined from the boundary conditions.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 (4.32) (4.4. if θ(0) dθ (1) dξ we get θ = − tanh m sinh mξ + cosh mξ Example 4. Fin structure 41 4.30) = = 1 0 (4. 4.

. .49) ..41) (4. we will ﬁnd a perturbation solution with the boundary conditions φ(0) dφ (1) dξ We write φ = φ0 + ǫφ1 + ǫ2 φ2 + .43) (4. dξ 2 which gives φ0 = 1 + β To the next order dφ 1 = φ4 − β 4 .38) (4..39) d2 θ + ǫ (θ + β)4 − β 4 = 0 dξ 2 (4.42) = = 1+β 0 (4.47) ξ2 − [(1 + β)4 − β 4 ]ξ 2 + . 0 dξ 2 φ1 (0) = 0. (4. dφ0 (1) = 0 dξ (4. The lowest order equation is dφ 0 = 0.46) φ = (1 + β) + ǫ [(1 + β)4 − β 4 ] so that θ = 1 + ǫ [(1 + β)4 − β 4 ] Convective and radiative + .4.4. Fin with convection and radiation 42 Radiative The ﬁn equation is − Let φ=θ+β so that − d2 φ + ǫφ4 = −ǫβ 4 dξ 2 (4.37) As an example.45) with the solution φ1 = [(1 + β)4 − β 4 ] The complete solution is ξ2 − [(1 + β)4 − β 4 ]ξ 2 ξ2 − [(1 + β)4 − β 4 ]ξ 2 (4.. (4.44) φ0 (0) = 1 + β.40) (4.48) (4. dφ1 (1) = 0 dξ (4..

4.1 Annular ﬁn Example 4.59) θ(ξ) = θ0 (ξ) + ǫθ1 (ξ) + ǫθ2 (ξ) + . Perturbations of one-dimensional conduction 43 4.5. .5 4.4.51) (4. .60) . (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 (4.5.55) − m2 θ = 0 θ(0) = 1 dθ (L) = 0 dξ (4.2 Show that under suitable conditions.53) (4. the temperature distribution in a two-dimensional rectangle tends to that given by a one-dimensional approximation.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∞ (4.57) (4.56) (4.54) = Tb = 0 (4.50) with the boundary conditions T (0) dT (L) dx we use the dimensionless variables θ ξ = = T − T∞ Tb − T∞ x L (4.4.58) where m2 = Introduce P hL2 Ak0 (Tb − T∞ ) (4.

5.3 can be solved by regular perturbation [13]. 4.70) . (4.62) (4.65) (4. (4.68) = −m2 (1 − tanh2 m) cosh 2mξ − m2 tanh m sinh 2mξ = 0 = 0 Steady-state conduction in a slightly eccentric annular space. 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 4.69) Solving for r.66) (4.61) (4.5.63) θ(ξ) = cosh mξ − tanh m sinh mξ (4. We will use polar coordinates (r. The radii of the two circles are r1 and r2 . ψ) with the center of the small circle as origin. as shown in Fig. Perturbations of one-dimensional conduction 44 r 2 a Ο2 Ο 1 ^ r T=T 2 ψ r T=T 1 Figure 4.64) (4. The two circles are at r = r1 and r = r.2 Eccentric annulus = −θ0 d2 θ 0 − dξ 2 dθ0 dξ 2 1 (4.4.3: Eccentric annulus. where 2 r2 = a2 + r2 + 2ar cos ψ.67) (4. we have r= 2 r2 − a2 (1 − cos2 ψ) − a cos ψ.

5. . ψ) + ǫθ1 (R. = 1.74) (4. ψ) + ǫ2 θ2 (R. .78) and θ(0. (4.71) ∂ ∂2 ∂2 1 1 + + ∂R2 R + d ∂R (R + d)2 ∂ψ 2 (4. .80) (1 + d)2 − ǫ2 (1 − cos2 ψ) − ǫ cos ψ − d. T1 − T2 r − r1 .4.75) (4. (4. = T2 . 0. . ψ) = θ0 (R. Substituting in the equations. ψ) where R(ψ) = = r − r1 r2 − r1 = = 1. . . (4. . 2 θ0 (R. ψ) = 0. 2 θ0 (0. we get ∂2 ∂ ∂2 1 1 + + ∂R2 R + d ∂R (R + d)2 ∂ψ 2 θ0 + ǫθ1 + ǫ2 θ2 + .86) (4.82) R(ψ) = 1 − ǫ cos ψ − ǫ2 (1 − cos2 ψ) + . ψ) + ǫ θ2 (R.81) The perturbation expansion is θ(R. . (4. ψ) + . ψ) θ(R. = 0.77) = T1 . ψ) T (r.76) (4. ψ) + . ψ) + ǫθ1 (0. (4.84) (4. r2 − r1 a . ψ) With the variables θ R d ǫ we get = = = = T − T2 . ψ) = 0. (4. The governing equation for the temperature is ∂2 1 ∂ 1 ∂2 + + 2 2 ∂r r ∂r r ∂ψ 2 The boundary conditions are T (r1 . . ψ) + . .79) (4. Perturbations of one-dimensional conduction 45 In the quadratic solution. . ψ) + ǫθ1 (R.83) (4. ψ) + ǫ2 θ2 (0. r2 − r1 θ(R. .72) (4. = 0. .85) (4. r2 − r1 r1 . the positive sign corresponding to the geometry shown in the ﬁgure has been kept.73) T (r.

ψ) + .101) x √ 2 κt (4.4.98) so that substitution veriﬁes that equation (4. 0. ψ) θ0 (1. dR (4.6.84).86) can be further expanded in a Taylor series around R = 1 to give θ0 (1.95) ln(1 + R/h) .100) (4. (1 + h) ln(1 + 1/h) (4. ψ) − cos ψ Collecting terms to order O(ǫ0 ).94) (4. ψ) = ± 0. we get ∂2 ∂ ∂2 1 1 θ0 + + 2 2 ∂ψ 2 ∂R R + d ∂R (R + d) θ0 (0.87) (4. ψ) + ǫ θ1 (1. (4.92) (4. Transient conduction 46 Using Eq. (4. 0. .88) (4. (1 + 2h) ln(1 + 1/h) R + h (4. ψ) = 1 − To order O(ǫ1 ) ∂2 ∂ ∂2 1 1 θ1 + + 2 2 ∂ψ 2 ∂R R + d ∂R (R + d) θ1 (0. cos ψ dθ0 (1.96) 4.97) (4. ψ) which has the solution θ0 (R.89) (4. 1.99) (4.6 Transient conduction Let us propose a similarity solution of the transient conduction equation ∂2T 1 ∂T − =0 ∂x2 κ ∂t as T = A erf Taking derivatives we ﬁnd ∂T ∂x ∂2T ∂x2 ∂T ∂t x2 1 exp − 4κt πκt x x2 = −A √ exp − 4κt 2 πκ3 t3 x x2 = −A √ exp − 4κt 2 πκt3 = A√ (4. ln(1 + 1/h) = = = 0. (4. .90) dθ0 (1. .98) is a solution to equation (4.91) R − 2h R cos ψ . = 0. ψ) = = = = The solution is θ1 (R. ψ) θ1 (1.93) (4. dR cos ψ .97). ψ).

109) so that daj = −α dt with the solution aj = Cj exp −α Thus T ′ (x. . t) = T1 .110) t . and T (x. (4. Following the methodology outlined in Section A. we consider the eigenvalue problem d2 φ = λφ dx2 with φ(0) = φ(L) = 0.104) T2 − T1 x. and T ′ (x. 0) = f (x) − T . It must be noted that there has been no need to linearize.107) 2 iπx sin .112) The solution shows that T ′ → 0. t) = 0. T ′ (L. L (4. t) = 0. jπ L 2 (4. 0) = f (x). t) = i=1 ∞ jπ L aj . Thus θ = 0 is a stable solution of the problem. with the boundary and initial conditions T (0. Its eigenvalues are λi = − and its orthonormal eigenfunctions are φi (x) = Thus we let θ(x.108) ai (t)φi (x).105) was already linear. Linear diﬀusion 47 4.111) Cj exp −α jπ L 2 t 2 iπx sin .106) i2 π 2 .103) (4. as t → ∞. since Eq. The operator is self-adjoint.7. L L (4.102) ∂t ∂x in 0 ≤ x ≤ L. T (L.105) but with the conditions: T ′ (0. t) = i=1 (4. t) and ∂T ∂2T =α 2 (4. L2 (4.7 Linear diﬀusion Let T = T (x.6. 2 (4. t) = T2 . L L ∞ (4.1. (4. t) = T − T we have the same equation ∂T ′ ∂2T ′ =α 2 ∂t ∂x (4. The steady state solution is T (x) = T1 + With T ′ (x.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. long scale t2 = ǫt. ∂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. and a slow.120) The lower limit of the integral is simply a convenient value at which g(x) = 0. Nonlinear diﬀusion 48 4.8 Nonlinear diﬀusion The following diﬀusion problem with heat generation is considered in [81] ∂T ∂2T = ǫ 2 + f (T ). t1 . t2 ) + .4. t1 . The initial condition is taken to be T (x.113) Consider two time scales. short one t1 = t.8.118) (4.119) dr = t1 + θ(x.124) .123) (4. a fast. ∂t ∂t1 ∂t2 Assuming an asymptotic expansion of the type T = T0 (x. and ǫ ≪ 1. Thus ∂ ∂ ∂ = +ǫ . t ≥ 0. (4. . f (r) (4.116) (4. t2 ). we have a Taylor series expansion f (T ) = f (T0 ) + ǫf ′ (T0 ) + . ∂t ∂x with −∞ < x < ∞. 0) = g(x) 1 = . .5. we get ∂T0 = f (T0 ). .120 with respect to x gives ∂T0 ∂θ = f (T0 ) .114) (4. 1 + eλx (4.115) (4. ∂t1 with the solution T0 1/2 (4.117) (4. t2 ) + ǫT1 (x. . Substituting and collecting terms of O(ǫ0 ).122) (4. Applying the initial condition gives g(x) dr θ= . 4.

4.135) (4.129) The solution is T1 = A(x. t1 ) 2 ∂x ∂t2 where κ = f ′ (T0 ).132) (4.126) ∂T1 ∂θ ∂ ∂2θ = f ′ (T0 )T1 + f (T0 ) − + ln f (T0 ) . 4. (4.134) w(x. ∂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) (4.125) .138) = κ2 eκθ = κeκθ ∂θ ∂t2 . To suppress the secular term in Eq.131) ∂T0 ∂t1 (4. we take ∂θ ∂2θ − + κ(x. diﬀerentiating with respect to t2 gives ∂T0 ∂θ = f (T0 ) ∂t2 ∂t2 Substituting in Eq.8.130) 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. ∂t1 ∂x2 ∂t2 ∂t1 ∂2θ ∂θ − + ∂x2 ∂t2 ∂θ ∂x 2 (4.130.128) ∂θ ∂x 2 (4.122. (4. where Eq.127) (4. 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 ) (4.4.119 has been used. Nonlinear diﬀusion 49 Also. t2 ) = eκθ .133) ln f (T0 ) f ′ (T0 ) ∂2θ ∂θ − + f ′ (T0 ) 2 ∂x ∂t2 f (T0 ) + T1 f ′ (T0 ). (4.136) + κeκθ ∂2θ ∂x2 (4.

148) (4. Also. R(x) = = so that the ﬁnal (implicit) solution is T0 1/2 ∞ − 2 √ √ 2 R′′ (x + 2r t2 )2 t2 e−r dr (4.145) dr f (r) (4.150) Thus w= and from Eq.144) ∞ 1 √ π ∞ ′′ ∞ R (x + 2r t2 )e−r dr √ exp [κθ(x.147) is Fisher’s equation: As an example. 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. 0) = e −λx (4. so that the integral in Eq.142) √ 1 = − √ R′ (x + 2r t2 ) 2 π = and substituting.141) where R(x) = w(x.8. 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. (4.146) exp κ 1/2 1 1 dr = t1 + ln √ f (r) κ π ∞ ∞ √ 2 R(x + 2r t2 )e−r dr (4.115.153) .139) (4.143) (4. 0)] g(x) (4.140) 0.4. we get T0 T0 dr = ln r(1 − r) T0 − 1 = = 1 1 + e−(t1 +θ) w w + e−t1 T0 e−t1 1 − T0 (4.151) R(x) = w(x. we take f (T ) = T (1 − T ). 0). (4.120 T0 1/2 Substituting in the equation. 4. 4.149) (4.152) (4. ∞ ∞ √ 2 R(x + 2r t2 )e−r dr.

4.155) This is a wave that travels with a phase speed of (1 + λ2 ǫ)/λ. (4.9 4. 4.159) Let us now re-do the problem for a bar with temperature-dependent conductivity. Deﬁne 1 L ′2 E(t) = T dx (4. w = exp −λx + λ2 t2 so that T0 = 1 1 + exp [x − t(1 + λ2 ǫ)/λ] (4.158) dE ≤ 0. dt Thus E → 0 as t → ∞ whatever the initial conditions.141 and integrating. The steady state. (4. Also dE dt L = 0 T′ L ∂T ′ dx ∂t ∂2T ′ dx ∂x2 ∂T ∂x ′ L L = α = α = −α so that 0 T′ L T′ 0 L 0 0 2 − dx 0 ∂T ∂x ′ 2 ∂T ′ ∂x dx (4.1 Stability by energy method Linear As an example consider the same problem as in Section 4. t) = T1 and T (L.2 Nonlinear (4. Stability by energy method 51 Substituting in Eq. T ′ (L. The deviation from the steady state is governed by ∂T ′ ∂2T ′ (4.9.4. t) = T2 .161) . t) = 0.157) 2 0 so that E ≥ 0. T (x). 4. Thus ∂T ∂ = ∂t ∂x k(T ) ∂T ∂x .160) with T (0.9. t) = 0.9.7.156) =α 2 ∂t ∂x with T ′ (0.154) (4. is governed by d dx k(T ) dT dx = 0.

. . The total length of the structure is LT = L0 + 2L1 + 4L2 + 8L3 + .167) ∂θ = θk(θ) ∂x 0 − k(θ) 0 Due to boundary conditions the ﬁrst term on the right is zero. The steady state is θ = 0.163) where θ = θ(x. t) = 0.4. 0 (4..10 Self-similar structures Consider the large-scale structure shown in Fig. (4. . . t) − T (x). so that dE/dt ≤ 0. t) = T (x..166) dx. (4. t). Then dE dt L 1 2 L θ2 dx.168) The total volume of the material is VT = π 2 2 2 2 D0 L0 + 2D1 L1 + 4D2 L2 + 8D3 L3 + . The length of each bar is Li = L/β i and its diameter is Di = D/β i . (4. (4. Self-similar structures 52 Let the deviation from the steady state be θ(x.) is a conductive bar. .10. .169) Both of these are ﬁnite if β < βc = . t) = θ(L. The beginning is at temperature T0 and the ambient is T∞ . 4 = . . bipolar. .165) ∂θ ∂x L = dx ∂θ ∂x 2 (4. . 1. with θ(0. Thus ∂ ∂θ = ∂t ∂x k(θ) ∂θ ∂x . = .164) = 0 L θ θ 0 ∂θ dx ∂t ∂ ∂x k(θ) L (4.. 4.11 Non-Cartesian coordinates Toroidal.162) (4. 4. 4. . Let E(t) = so that E ≥ 0.. Thus E → 0 as t → ∞..4 in which each line i (indicated by i = 0.

If A is self-adjoint.171) The lumped approximation in this chapter.4. and B is a another linear operator. where A is a bounded semi-group operator [2]. The system is then described by PDEs that represent a formidable challenge for control analysis. t) is a function of spatial coordinates ξ and time t. Determination of approximate controllability is usually suﬃcient for practical purposes. It is known [110] that the system is approximately state controllable if and only if all the inner products B. (4. . It is thin and long enough such that the transverse temperature distribution may be neglected. Fig. with m = 0.170) ∂t with homogeneous boundary and suitable initial conditions. 2 . then it has real eigenvalues and a complete orthonormal set of eigenfunctions φm (ξ). Thermal control 53 $T_\infty$ 3 3 2 2 3 3 1 T 0 0 1 3 3 2 2 3 3 Figure 4. and the spatial variation of the temperature must be taken into account. The state X(ξ. is frequently not good enough for thermal systems.12 Thermal control Partial diﬀerential equations (PDEs) are an example of inﬁnite-dimensional systems that are very common in thermal applications [2. valid for Bi ≪ 1.5 shows a ﬁn of length L with convection to the surroundings [4]. . (4.. 1. The temperature ﬁeld is governed by ∂2T ∂T = α 2 − ζ(T − T∞ ).4: Large-scale self-similar structure. φm = 0. (4. and is approximate if it can be taken to a neighborhood of the target [118].12. Consider a system governed by ∂X = AX + Bu.172) ∂t ∂ξ . 4. 110]. Exact controllability exists if the function representing the state can be taken from an initial to a ﬁnal target state. 4. The simplest examples occur when only one spatial dimension is present. which forms a complete spatial basis for X.

t) = 0. we can arbitrarily assume the ﬁn to be initially at a uniform temperature. and ζ = hP/ρcAc where h is the convective heat transfer coeﬃcient. To enable a ﬁnite-diﬀerence approximation [5]. t) = TL is ﬁxed.175) term is also used in other senses in control theory. t) is the temperature distribution that represents the state of the system. (a) Distributed control: The boundary temperature T (L.170) are A = α∂ 2 /∂ξ 2 − ζ. where T (ξ. Ac is the constant cross-sectional area of the bar. t is time. L] is divided into n equal parts of size ∆ξ. 0) = 0. and θ(ξ. ∂t ∂ξ with the initial and boundary conditions (∂θ/∂ξ)(0. and θ(ξ. It can be shown that the same problem can also be analyzed using a ﬁnite-diﬀerence approximation [5]. t) = 0. t) = 0. (4. The thermal diﬀusivity is α.4. B = ζ.5: One-dimensional ﬁn with convection. (4. so that Eq. and ξ is the longitudinal coordinate measured from one end.12.174) becomes dθi = σθi−1 − (2σ + ζ)θi + σθi−1 . Eq. (b) Boundary control: Using the constant outside temperature T∞ as reference and deﬁning θ = T − T∞ . t) = TL (t) − T∞ .172) becomes. t) = 0. The end ξ = 0 will be assumed to be adiabatic so that (∂T /∂ξ)(0. θ(L. the domain [0. P is the perimeter of the cross section. .173) with the homogeneous boundary and initial conditions (∂θ/∂ξ)(0. ρ is the density. dt 1 This (4. and c is the speciﬁc heat. so the system is indeed state controllable. A is a self-adjoint operator with the eigenvalues and eigenfunctions βm φm = − = (2m + 1)2 π 2 − ζ. 4L2 (2m + 1)πξ 2 cos . (4. The operators in Eq. and u = θ∞ . ∂θ ∂2θ = α 2 − ζθ + ζθ∞ (t) ∂t ∂ξ (4. 0) = 0. θ(L.172) becomes ∂θ ∂2θ (4. There are two ways in which the temperature distribution on the bar can be controlled: in distributed control1 the surrounding temperature T∞ is the control input and in boundary control it is the temperature of the other end T (L. T∞ is the temperature of the surroundings.174) = α 2 − ζθ. For simplicity it will be assumed that ζ is independent of ξ.171) is satisﬁed for all m. t) of the ﬁn. Thermal control 54 ξ=0 E ξ T∞ ξ=L TL Figure 4. Inequality (4. Since a linear system that is controllable can be taken from any state to any other. Eq. Using it as a reference temperature and deﬁning θ = T − TL . L 2L respectively. (4.

. . 2. (4. .180) where ǫ ≪ 1.13 Solve Multiple scales ∂T1 ∂t ∂T2 ∂t ∂ 2 (T1 − T2 ) ∂x2 2 ∂ (T2 − T1 ) = Rα ∂x2 = α (4.181) Problems 1. . . The rank of M is n. σ −(2σ + ζ) σ . indicating that the state of the system is also boundary controllable.4. (4. T ) = A(x) λ(T ). 2 ∆T T (L) = T − . . . 0 . where i = 1 is at the left and i = n + 1 at the right end of the ﬁn in Fig. With this Eq. . and with a step change in temperature at one end. . .177) The boundary conditions have been applied to make A non-singular: adiabatic. From the governing equation for one-dimensional conduction » – d dT k(x. . . n + 1. . 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 ··· . σ 0 ··· 0 σ −(2σ + ζ) B = [0. and at the right end θn+1 is the control input u. where x is the vector of unknown θi .5. . 4. (3. σ]T ∈ Rn .. Thus we ﬁnd −(2σ + ζ) 2σ 0 ··· 0 .6). The nodes are i = 1. A = (4. . Multiple scales 55 where σ = α/∆ξ 2 . . . · · · . .13.178) 4. Let t = t0 + ǫt1 (4. . . .174) can be discretized to take the form of Eq. . 2 show that the magnitude of the heat rate is independent of the sign of ∆T if we can write k(x. The controllability matrix M is 0 ··· ··· 0 0 ··· 0 σ n−1 .. . M = . T ) = 0. T (0) = T + .179) (4.. . ··· ··· ··· (4.176) ∈ Rn×n . . dx dx with boundary conditions ∆T .

3. Calculate numerically the evolution of an initial temperature distribution at diﬀerent instants of time. Neglect convection from the thin sides. Multiple scales 56 2.4. Consider a rectangular ﬁn with convection. δb is the thickness of the ﬁn at the base. and (d) the optimum ﬁn height L. where δ = [1 − (x/L)]2 δb . Graph the results for several values of the parameters. .13.6: Longitudinal ﬁn of concave parabolic proﬁle. and (b) the heat ﬂow at the base of the ﬁn. T ∞ T b x L Figure 4. Optimize the ﬁn assuming the ﬁn volume to be constant and maximizing the heat rate at the base. Find (a) the temperature distribution in the ﬁn. Consider a longitudinal ﬁn of concave parabolic proﬁle as shown in the ﬁgure. Find (c) the optimum base thickness δb . Assume that the base temperature is known. radiation and Dirichlet boundary conditions.

we will assume that ﬂuid properties are constant and that the area of the pipe is also constant. 57 .2 Momentum equation The forces on an element of length ds.1.1) (5. Since the mass of the element is ρA ds. and the hydraulic diameter is deﬁned by D = 4A/P . we have (5. and p is the pressure in the ﬂuid. the mean velocity of the ﬂuid. in the positive s direction are: fv . In addition. for simplicity.1.2) where τw is the magnitude of the wall shear stress.3) dV τw P 1 ∂p + =− dt ρA ρ ∂s 4τw p1 − p2 dV + = dt ρD ρL (5.Chapter 5 Forced convection In this chapter we will considering the heat transfer in pipe ﬂows. shown in Fig. 5.1 5.1 Hydrodynamics Mass conservation For a duct of constant cross-sectional area and a ﬂuid of constant density. we can write the momentum equation as ρA ds from which we get dV = fv + fp dt (5. We will take a one-dimensional approach and neglect transverse variations in the velocity and temperature.4) Integrating over the length L of a pipe.1. V . 5. 5.5) where p1 and p2 are the pressures at the inlet and outlet respectively. the pressure force. is also constant. We can write fv fp = −τw P ds ∂p = −A ds ∂s (5. the viscous force and fp .

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 5.1. β = 1/ρL. and ∆p = p1 − p2 is the pressure diﬀerence that is driving the ﬂow.12) (5.11) (5.8) um 2 (5.14) (5. and D is the diameter of the duct.5. The wall shear stress is estimated below for laminar and turbulent ﬂows.7) where u is the local velocity. so that we can write dV + T (|V |)V = β ∆p (5.10) r=D/2 4 πD2 D/2 ux (r) 2πr dr 0 (5.1: Forces on an element of ﬂuid. we get V = The shear stress at the wall τw is given by τw = −µ ∂ux ∂r (5. The mean velocity is given by V = Substituting the velocity proﬁle. 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 (5.15) . r is the radial coordinate.6) dt where T (V ) = |4τw /ρDV | is always positive. For fully developed ﬂow we can assume that τw is a function of V that depends on the mean velocity proﬁle. and acts in a direction opposite to V .13) (5.

the Fanning friction factor.1 Consider a long. and P is the inner perimeter. For t > 0. For t ≤ 0.19) where e is the roughness at the wall. 5. p1 − p2 = 0 and there is no ﬂow.16) (5. Find the resulting time-dependent ﬂow. which is one-fourth the Darcy-Weisbach value.23) 1 Sometimes. The friction factor is also a fucntion of |V |.22) (5.5. or the Colebrook equation for rough pipes 1 = −2. The governing equation for the ﬂow velocity is equation (5. or similar expressions.3164 Re1/4 (5. and may be calculated from the Blasius equation for smooth pipes f= 0.21) (5. 2D (5. Thus ∆p = f = f L 1 2 ρV 4A/P 2 1 L ρ|V |V D 2 (5. confusingly. 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. Make the assumption that the axial velocity is only a function of radial position and time. thin pipe with pressures p1 and p2 ate either end. p1 − p2 is a nonzero constant.6).17) Here f is the Darcy-Weisbach friction factor1 .1. L.0 log f 1/2 e/Dh 2. is used in the literature. the pressure drop is given by ∆p A = τw P L where A is the cross-sectional area. The ﬂow velocity in the steady state is a solution of T (V )V = β ∆p (5. . without acceleration.51 + 3.1.18) where the Reynolds number is Re = |V |D/ν.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. In the ﬂow in a length of duct.20) Example 5.

(5. 5. E(V ) is a Lyapunov function.34) .24) (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. The heat rate going out is ∂Q− ds (5.25) 1 ′2 V 2 (5. where an elemental control volume is shown.5. equation (5. we get dV ′ = −T (V + V ′ )(V + V ′ ) + T (V )(V ) dt Deﬁning E= so that E ≥ 0.31) (5.29) If we assume that T (V ) is a non-decreasing function of V .2 Energy equation Consider a section of a duct shown in Fig.23). We can show that under certain conditions the steady state is globally stable.32) Q− = ρAV cT − kA ∂s where the ﬁrst term on the right is due to the advective and second the conductive transports. The heat rate going in is given by ∂T (5. we ﬁnd that dE dt dV ′ dt = −V ′ T (V + V ′ )(V + V ′ ) − T (V )V = V′ ′ ′ ′2 (5.30) 5.2.26) (5. Energy equation 60 where ∆p and V are both of the same sign. say nonnegative.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 .27) (5.28) ′ = −V V T (V + V ) − T (V ) − V T (V + V ) (5. so that dE ≤0 dt Thus.2. and V = V is globally stable to all perturbations. c is the speciﬁc heat at constant pressure and k is the coeﬃcient of thermal conductivity. Writing V = V + V ′ .

35) where the last term is the rate of accumulation of energy within the control volume.38) (5.1 Known heat rate (5.34) and (5.36) we get the energy equation ∂T q k ∂2T ∂T +V = + ∂t ∂s ρAc ρc ∂s2 The two diﬀerent types of heating conditions to consider are: 5.37) The heat rate per unit length.36) (5.42) Boundary conditions may be θ = 0 at ξ = 0. heat is gained from the side at a rate dQ.2. An energy balance for the elemental control volume gives Q− + dQ = Q+ + ρA ds c ∂T ∂t (5.2: Forces on an element of ﬂuid. q(s). Substituting equations (5. Deﬁning ξ θ τ gives = = = x L (T − Ti )ρV AC Lq tV L (5.5.40) ∂θ d2 θ ∂θ + −λ 2 =1 ∂τ ∂ξ dξ λ= k LV ρc (5.35) in (5. θ = θ1 at ξ = 1. Furthermore. Energy equation 61 Q Q _ s + Q ds Figure 5.2. . which can be written as dQ = q ds where q is the rate of gain of heat per unit length of the duct. is known all along the duct.39) (5.41) where (5.

5.53) θ = ∆T .3. Single duct T∞ (t) Tin (t) V T (s. t) and the ambient temperature is T∞ (t). the governing non-dimensional equation is ∂θ ∂θ + + Hθ = 0 (5. and the outlet temperature is Tout (t).43) ξ θ τ gives = = = x L T − Ti T∞ − Ti tV L (5.44) (5. U is the overall heat transfer coeﬃcient and P the cross-sectional perimeter of the duct. The inlet temperature is Tin (t). The duct is subject to heat loss through its surface of the form U P (T − T∞ ) per unit length. 5.52) L T − T∞ (5.50) ∂τ ∂ξ where the nondimensional variables are s ξ = (5.48) (5. Thus.2 Convection with known outside temperature Deﬁning The heating is now convective with a heat transfer coeﬃcient U . q = P U (T∞ − T ) (5. t) Tout (t) 62 Figure 5.46) ∂θ ∂θ d2 θ + − λ 2 + Hθ = H ∂τ ∂ξ dξ k LV ρc U ρL ρV Ac (5.5. and neglect axial conduction through the ﬂuid and the duct.3 Single duct Consider the duct that is schematically shown in Fig. and the ﬂuid velocity is V .49) 5.3. where the local ﬂuid temperature is T (s. and an external temperature of T∞ (s).45) (5.47) where λ H = = (5. We assume that the ﬂow is one-dimensional. Using the same variables to represent non-dimensional quantities.3: Fluid duct with heat loss.51) L tV τ = (5.2.

by deﬁnition.55) (5.56) with boundary condition θ(0) = 0 is The boundary layer is near ξ = 1. and with the boundary conditions θ(0) = 0 and θ(1) = θ1 .65) (5.59) We have (5.64) (5.60) To lowest order.61) (5. Single duct 63 The characteristic time is the time taken to traverse the length of the duct. zero.5.e. The characteristic temperature diﬀerence ∆T will be chosen later. 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 (5.58) λ X= This gives the equation ξ−1 λ (5.1 Steady state No axial conduction The solution of the equation dθ + H(θ − 1) = 0 dξ θ(ξ) = 1 − e−Hξ With small axial conduction d2 θ dθ − − H(θ − 1) = 0 (5. . the residence time. The outer solution is θout = 1 − e−Hξ (5.57) dξ 2 dξ where λ ≪ 1. .63) (5. We can use a boundary layer analysis for this singular perturbation problem. i. 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 + . The parameter γ = U P L/ρAV c represents the heat loss to the ambient. Notice that the nondimensional mean ambient temperature is.54) where the time-averaged and ﬂuctuating parts have been separated. .66) with the solution The boundary condition θin (X = 0) = θ1 gives θ1 = A + B.3. we have (5.62) (5.3. The ambient temperature is T∞ (t) = T ∞ + T∞ (t) (5.

but at a previous instant in time. The solution becomes ′ t Tin (t − s)e−Hs + He−Ht t−s eHt T∞ (t′ ) dt′ for t ≥ s (5. 0) = T0 (s) are shown in Fig.4.2 Unsteady dynamics t The general solution of this equation is T (s.69). 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. 0) = T0 (s) s Figure 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. Single duct 64 t t=s t>s T (0. The outlet temperature is also aﬀected by the heat loss parameter.67) The t < s part of the solution is applicable to the brief. and equation (5.69) becomes Tout (t) = Tin (t − 1)e−H T0 (1 − t)e−Ht for t ≥ 1 for t < 1 (5. T∞ . .4 Constant ambient temperature For this T∞ = 0. 5.68) T (s. s = 1. transient period of time in which the ﬂuid at time t = 0 has still not left the duct.3. and the ambient temperature ﬂuctuation. t) = f (s − t) + γ eHt T∞ (t′ ) dt′ e−Ht 0 ′ (5.3. t) = Tin (t) d t<s © T (s.4: Solution in s-t space. the inlet and outlet temperatures are related by a unit delay. Tout (t). The later t > s part depends on the temperature of the ﬂuid entering at s = 0. t) = Tin (t) and T (s.70) The outlet temperature is the same as the inlet temperature. t) = ′ t T0 (s − t)e−Ht + He−Ht 0 eHt T∞ (t′ ) dt′ for t < s for t ≥ 1 for t < 1 (5.69) It can be observed that. The following are some special cases of equation (5. 5.3. 5. but with an exponential drop due to heat transfer. 5.71) This is similar to the above. at the outlet section. after an initial transient.3. The temperature.5. γ.

77) (5.74) (5. 5.72) (5.5.3.76) (5. Single duct 65 Figure 5. some of which are analyzed below.78) .75) The outlet temperature has frequencies which come from oscillations in the inlet as well as the ambient temperatures.5: Eﬀect of wall.3.5 Periodic inlet and ambient temperature We take Tin (t) T∞ (t) = T in + Tin sin ωt = T∞ sin Ωt (5.6 Eﬀect of wall The governing equations are ∂T ∂2T ∂T + ρV Ac − kA 2 + hi Pi (T − T∞ ) ∂t ∂x ∂x ∂Tw ∂ 2 Tw ρw Aw cw − kw Aw + hi Pi (Tw − T ) + ho Po (Tw − T∞ ) ∂t ∂x2 ρAc = = 0 0 (5.73) so that equation (5.3. There are several complexities that must be considered in practical applications to heating or cooling networks. 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. A properly-designed control system that senses the outlet temperature must take the frequency dependence of its amplitude and phase into account.

92) 5. 5. Two-ﬂuid conﬁguration 66 Nondimensionalize.80) (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 (5.6.83) (5.4.89) (5.90) dT + Hw θ = 0 dξ Hw = w w Hin Hout w + Hw Hin out (5. we have .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.5.91) where (5.85) (5.79) (5.84) = = = = x L tV L T − T∞ Ti − T∞ Tw − T∞ Ti − T∞ (5.81) (5.4 Two-ﬂuid conﬁguration Consider the heat balance in Fig. Neglecting axial conduction. we get θw = The governing equation is d2 θ w + Hin (θw − θ) + Hout θw dξ 2 Hin θ Hin + Hout = 0 0 (5.88) (5.87) (5.86) (5.

and the viscosity is assumed to decrease exponentially with temperature according to µ = exp(1/T ).96) with boundary conditions u = 0 at y = ±h.93) (5. laminar ﬂow of an incompressible.5 Flow between plates with viscous dissipation Consider the steady.97) (5. The energy equation can be written as k d2 T + µ(T ) dy 2 du dy 2 =0 (5. we get µ(T ) du = Py + C dy (5. Newtonian ﬂuid between ﬁxed. where k has been taken to be a constant.) The momentum equation is then d dy µ(T ) du dy =P (5. The plane walls are kept isothermal at temperature T = T0 .94) (5.99) with T = T0 at y = ±h. The ﬂow velocity u(y) is in the x-direction due to a constant pressure gradient P < 0. Integrating.98) Due to symmetry du/dy = 0 at y = 0 so that C = 0. Flow between plates with viscous dissipation 67 1 2 Figure 5.5.95) 5. There is also other evidence for this.5. We non- .96). ﬂat plates at y = −h and 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 (5.6: Two-ﬂuids with wall. and the viscosity is assumed to be given by Eq. The second term corresponds to viscous heating or dissipation. (5.

5.8 1 0 0 1 2 3 a 4 5 6 Figure 5.102) where (5. As examples. for instance) for the boundary-value problem represented by Eqs.103) (5.8: Bifurcation diagram. (5.6 0.6.104) for a = 1. (5.101) d2 θ + a η 2 eθ = 0 dη 2 a= βP 2 h4 kµ0 (5. There are other solutions also but they do not satisfy the boundary conditions on the velocity. Regenerator 68 6 25 5 20 4 15 S 10 5 3 θ high−temperature solution 2 1 low−temperature solution 0 −1 −0.100) (5.8 −0.105) . 5.7: Two solutions of Eq. two numerically obtained solutions for a = 1 are shown in Fig.8 where S is the slope of the temperature gradient on one wall. 5.4 −0.5.9: Schematic of regenerator.102) and (5. θ = 0 for η = ±1 5.2 0 η 0. Figure 5. The bifurcation diagram corresponding to this problem is shown in Fig. Figure 5. Mc dT + mc(Tin − Tout ) = 0 ˙ dt (5.102) with boundary conditions (5.104) for a < ac and above which there are none.104) The boundary conditions are There are two solutions that can be obtained numerically (by the shooting method.6 −0.4 0.7.9.2 0. dimensionalize using θ η The energy equation becomes = β(T − T0 ) y = h (5.6 Regenerator A regenerator is schematically shown in Fig.

106) (5. for each duct.109) (5. 5. we get d dT d (rur T ) = k (r ) dr dr dr For the boundary conditions T (r1 ) = T1 and T (r2 ) = T2 .107) = ur 2πrHT − k2πrH where H is the distance between the disks.111) .108) Example 5. With dqr /dr = 0. Furthermore. the momentum equation is dVi + T (Vi )Vi = β pin − pout + ∆p i i dt (5.2 Redo the previous problem with a slightly eccentric ﬂow. Radial ﬂow between disks 69 r 1 r 2 r Figure 5. the sum being over all the ducts entering the junction. 5.7. C r dT dr ur qr = (5.10.10: Flow between disks. the temperature ﬁeld is T (r) = T1 ln(r2 /r) − T2 ln(r1 /r) ln(r2 /r1 ) (5.8 Networks A network consists of a number of ducts that are united at certain points.5.110) i where Ai are the areas and Vi the ﬂuid velocities in the ducts coming in. 5. we must have Ai Vi = 0 (5. At each junction.7 Radial ﬂow between disks This is shown in Fig.

The resistance Tij may or may not be symmetric. The number of circuits is then (n2 − 3n + 4)/2. For such a graph. We take the diagonal terms in Tij to be also inﬁnite. we have E =V +F −2 (5. . but Tij is inﬁnite for those junctions that are not physically connected so that the ﬂow velocity in the corresponding branch is zero. The momentum equation in the branches produce E independent diﬀerential equations. vertices and faces. if there happens to be one on that line. respectively. respectively. We must distinguish between two possible geometries. V and F are the number of edges. we know that E =V +F −1 (5. junctions and circuits. so that Vii which has no physical meaning is considered zero. (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. n (5. Thus the number of (b) Three-dimensional networks: For a three-dimensioanl network. and each is connected to all the rest. In a general network. so as to have Vii = 0.8. The number of equations to be solved is thus quite large if n is large. . assume that there are n junctions. Networks 70 where ∆p is the pressure developed by a pump. In the present context. they can have a maximum of n(n − 1)/2 lines connecting them. these are better referred to as branches. The unknowns are the E velocities in the ducts and the V pressures at the junctions. . . . The number of unknowns thus are E + V − 1. The ﬂow velocity matrix Vij is anti-symmetric. . while mass conservation at the juntions give V − 1 independent algebraic relations.1 Hydrodynamics The global stability of ﬂow in a network can be demonstrated in a manner similar to that in a ﬁnite-length duct. .116) which is simply the mass conservation considering all the ﬂows leaving junction j. n (5.115) where Aij is a symmetric matrix.113) If there are n junctions.8. The momentum equation for Vij is dVij + Tij (Vij )Vij = βij (pi − pj ) dt (5. .5. 5. Also.114) The network properties are represented by the symmetric matrix βij . The symmetry of Aij and antisymmetry of Vij gives the equivalent form n Aji Vji = 0 i=1 for j = 1.112) where E. The mass conservation equation at junction j for all ﬂows arriving there is n Aij Vij = 0 i=1 for j = 1. To simplify the analysis the network is considered fully connected. pi is the pressure at junction i. . except for one pressure that must be known. and Vij is the ﬂow velocity from junction i to j deﬁned to be positive in that direction.

129) (5. and subtracting equations (5.119) (5.126) n j=1 = i=1 = and n n ′ Aij Vij p′ j j=1 i=1 0 p′ i ′ Aij Vij (5.123) = = − + j=1 i=1 n n ′ Aij ′ dVij Vij βij dt (5.117) and (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. βij ij βij > 0 (5.8.116).5.122) Deﬁning E= we get dE dt n n 1 2 n n j=1 i=1 Aij ′ 2 V .127) (5. Networks 71 The steady states are solutions of Tij (V ij )V ij n = βij (pi − pj ) n (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 (5.130) = 0 .121) (5.128) n n = j=1 p′ j i=1 ′ Aij Vij (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 (5.117) (5.114)–(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.

5. 2.132) In the steady state 3 X i=1 Ti0 (V i0 )V i0 Ai0 V i0 = = βi0 (pi − p0 ) 0 (5. For this reason the steady state is also unique.110) at the junction gives 3 X i=1 (5.8.125) are similar to those in equation (5. Networks 72 p u 20 2 u p 1 10 p 0 u 30 p 3 Figure 5.133) (5.3 Show that the ﬂow in the the star network shown in Fig. p2 and p3 are known while the pressure p0 and velocities V10 .131) Ai0 Vi0 = 0 (5. The pressures p1 . equation (5.5. 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 (5.134) ′ Substituting Vi0 = V i0 + Vi0 and p0 = p0 + p′ in equations (5. The terms that are left in equation (5.135) (5. V20 and V30 are the unknowns. Since E ≥ 0 and dE/dt ≤ 0.11 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 (5.138) = − 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. Example 5.133) and (5.30) and satisfy the same inequality. For branches i = 1.11: Star network.134).139) .6) is dVi0 + Ti0 (Vi0 )Vi0 = βi0 (pi − p0 ) dt Equation (5. 3.137) (5.131) and (5.132) and subtracting equations 0 (5.

141) and (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. The wall temperature of room i is Tiw and the air temperature is Tia . 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 (5.1 5.9.143) Analysis The unknowns in equations (5.141) and (5.142) are the 2n temperatures Tiw and Tia .141) (ma + |ma |)Tja ji ji (5. the sum of equations (5. Also. Thus the steady solution is not unique unless one of the room temperatures is known. E is a Lyapunov function and the steady state is globally stable.142) j (ma + |ma |)Tia + qi ij ij where T e is the exterior temperature. we know that ma = 0 ji j (5.9.8. the set of equations is not linearly independent.142) for all rooms gives an identity.5. Thermal control 73 The last term vanishes because of equation (5. Using this result.145) i which is a necessary condition for a steady state. from mass conservation for a single room. (b) Because the sum of equations (5. 5.140) Since E ≥ 0 and dE/dt ≤ 0. .2 Thermal control Control with heat transfer coeﬃcient Multiple room temperatures Let there be n interconnected rooms.9 5. (i) Steady state with U = 0 (a) The equality (ma + |ma |)Tja − (ma + |ma |)Tia = 0 ji ji ij ij i j i j (5. mij is an anti-symmetric matrix.136). Since mii has no meaning and can be arbitrarily taken to be zero.144) can be shown by interchanging i and j in the second term.9.2 [61] Thermal networks 5.142) for all rooms gives qi = 0 (5. mij is the mass ﬂow rate of air from room i to room j. By deﬁnition mij = −mji .141) and (5.

transport [197] and heater [40. 7]. The literature includes applications to hot-water systems [43.150) One example of a control problem would be to change m to keep the temperatures of the two rooms equal. Tia . illustrates the basic issues [4. The ﬂuid inlet temperature Tin is kept . 41] delay and the eﬀect of the length of a duct on delay [46] have also been looked at. A long duct of constant cross section. schematically shown in Fig.148) and (5. Also there is leakage of air into room 1 from the exterior at rate m.3 Two rooms Consider two interconnected rooms 1 and 2 with mass ﬂow m from 1 to 2. Delay can be introduced by writing T2 = T2 (t − τ ) and T1 = T1 (t − τ ) in the second to last terms of equations (5.149). respectively. and leakage out of room 2 to the exterior at the same rate. 159].148) M2 ca dT2 dt (5.149) 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. Tiset ) ji (5.9. Thermal control 74 Control The various proportional control schemes possible are: • Control of individual room heating qi = −Ki (Tia − Tiset ) • Control of mass ﬂow rates ma = fij (Tja .5. Transport of ﬂuids in ducts introduces a delay between the instant the particles of ﬂuid go into the duct and when they come out. 5.9.147) Similar on-oﬀ control schemes can also be proposed. where τ is the time taken for the ﬂuid to get from one room to the other. 5. 5.12 where the ﬂow is driven by a variable-speed pump. which creates a diﬃculty for outlet temperature control.146) (5.9.4 Temperature in long duct The diﬀusion problem of the previous section does not have advection. 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. 128] and buildings [8.

The other variables are now non-dimensional.152) where θ = (T − T∞ )/(Tin − T∞ ).151) is ∂θ ∂θ +v + θ = 0.12: Schematic of duct. t) = 1. t) = e−t f ξ− v(s) ds . The delay between the velocity change and its eﬀect on the outlet temperature can often lead instability. Thermal control 75 ξ=0 Tin E ξ ﬂow =⇒ T∞ ξ=L Tout (t) velocity = v(t) temperature = T (ξ. 69. ρ is the ﬂuid density. h is the coeﬃcient of heat transfer to the exterior. as it does in other applications [16. all of which ultimately achieve constant amplitude oscillations. (5. 5. v(t) is the ﬂow velocity. (5. ∂t ∂ξ ρcD (5. The problem is non-linear if the outlet temperature Tout (t) is used to control the ﬂow velocity v(t).153) where the initial startup interval in which the ﬂuid within the duct is ﬂushed out has been ignored. t is time. Using the characteristic quantities of L for length. ρcD/4h for time. ξ is the distance along the duct measured from the entrance. at ξ = 1. f is an arbitrary function.154) The temperature at the outlet of the duct.9.155) must be simultaneously solved to get the outlet temperature θout (t) in terms of the ﬂow velocity v. t) is the ﬂuid temperature.5. and D is the hydraulic diameter of the duct. c is its speciﬁc heat. i. Applying the boundary condition at ξ = 0 gives t 1 = e−t f − v(s) ds . where T (ξ. with θ(0. 74. and there is heat loss to the constant ambient temperature T∞ through the surface of the duct. 0 (5. 0 (5.154) and (5. t) = Tin . this can be solved to give t θ(ξ. With a one-dimensional approximation. energy conservation gives ∂T ∂T 4h +v + (T − T∞ ) = 0.13 shows a typical result using PID control in which the system is unstable. so that the ξ = 0 end is always the inlet and ξ = L the outlet. is t θout (t) = e−t f 1− v(s). constant. and hL/ρcD for velocity. Fig. ∂t ∂ξ (5.e. 174].151) with the boundary condition T (0. ﬂow velocity and residence time of the ﬂuid in the duct. . The ﬂow velocity is taken to be always positive.155) Eqs. Knowing v(t). t) Figure 5. where L is the length of the duct. Shown are the outlet temperature. ds 0 (5. the non-dimensional version of Eq. The temperature of the ﬂuid coming out of the duct is Tout (t).

4 Tout 0. να Assume that the temperature within the sphere T (t) is uniform.5 0 50 100 150 v 1 0.5 0. Determine the single duct solutions for heat loss by radiation q = P ǫσ(Tsur − T 4 ).589 RaD Nu = 2 + h i4/9 . The velocity ﬁeld. 1015–1026.A. 2 K. A sphere. Consider one-dimensional steady-state ﬂow along a pipe with advection and conduction in the ﬂuid and lateral convection from the side. A WKB solution for small Da has been reported as2 " # e−s(1−r) u = Da 1 − . pp.469/Pr )9/16 RaD = 1/4 4 1. Derive the governing equation.2 1 0.6 0 50 100 150 τ 0 50 100 150 t Figure 5.5 1.8 0. International Communcications in Heat and Mass Transfer. where gβ(Ts − T∞ )D3 . 4. No.2 1. and that the material properties are all constant.9.5 [4]. Vol. Forced convection in a ﬂuid-saturated porous-medium tube with isoﬂux wall. initially at temperature Ti is being cooled by natural convection to ﬂuid at T∞ . 2003. The ﬂuid inlet and outlet temperatures given. Use the nondimensional version of the governing equation to ﬁnd the inner and outer matched temperature distributions if the ﬂuid thermal conductivity is small. Hooman and A. for forced convection in a cylindrical porous medium is given by Re-do to check the analysis. √ r 3. 7.4 1. u′′ + r −1 u′ − s2 u + s2 Da = 0.5. u(r). . Thermal control 76 0.13: Outlet temperature. and ﬁnd a two-term perturbation solution. where s and the Darcy number Da are parameters. Churchill’s correlation for natural convection from a sphere is 0. Problems 2. 1 + (0. velocity and residence time for Ki = −5 and Kp = 2. Ranjbar-Kani.3 0. 30.

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

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

7) (6. shown in Fig. For Poiseuille ﬂow in a duct. and fg .2: Mass ﬂows in an elemental control volume. the viscous force. this implies that u is the same into and out of the control volume. a loop of constant cross-sectional area.10) . the pressure force. The integral around a closed loop should vanish. which is strictly not the case here but gives an order of magnitude value for the coeﬃcient. this would be 8µ α= (6. in the positive s direction are: fv . τw = αu. It is impossible to determine the viscous force fv through a one-dimensional model.2 Momentum equation The forces on an element of length ds.e.8) where g is the usual acceleration in the vertical direction.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. We can write fv fp fg = −τw P ds ∂p = −A ds ∂s = −ρA ds g ˜ (6. 6.1. Modeling 79 + m _ m s ds Figure 6. the component of the gravity force.1.9) The density in the gravity force term will be taken to decrease linearly with temperature. and dz is the diﬀerence in height at the two ends of the element. so that ρ = ρ0 [1 − β(T − T0 )] (6.6.5) where τw is the wall shear stress. 6. fp .3. we will assume a linear relationship between the wall shear stress and the mean ﬂuid velocity. Thus u is independent of s. however. i. For simplicity. so that L g (s) ds = 0 ˜ 0 (6.3) (6. with z being measured upwards. 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. g is its component in the negative s ˜ direction. and must be a function of t alone.4) (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. we ﬁnd that the pressure term disappears. 6.4 shows the heat rates going into and out of an elemental control volume. heat is gained from the side at a rate Q.16) Furthermore. Modeling 80 p+dp p s θ ds fv fg fp _ Q s Q + Q ds gravity Figure 6. The heat rate going out is ∂Q− ds (6.3 Energy equation L T g (s) ds ˜ 0 (6.4: Heat rates on an elemental control volume.3: Forces on an element of ﬂuid. and Pα β du + u= dt ρ0 A L where u = u(t) and T = T (s. Since the mass of the element is ρ0 A ds.6.17) . The heat rate going in is given by ∂T (6. Figure 6.11) du Pα 1 ∂p + u=− − [1 − β(T − T0 )] g ˜ dt ρ0 A ρ0 ∂s (6. t). we can write the momentum equation as ρ0 A ds from which we get du = fv + fp + fg dt (6.1.12) Integrating around the loop. cp is the speciﬁc heat at constant pressure and k is the coeﬃcient of thermal conductivity.15) Q+ = Q− + ∂s The diﬀerence between the two is Q+ − Q− = = ∂Q− ds ∂s ρ0 Aucp ∂T ∂2T − kA 2 ∂s ∂s ds (6.1.13) Fig. 6. which can be written as Q = q ds where q is the rate of gain of heat per unit length of the duct.

25) q(s′ ) ds′ g (s) ds ≥ 0 ˜ (6.2 Known heat rate [164. no axial conduction Neglecting axial conduction.21).6. the steady-state governing equations are Pα u = ρ0 A u dT ds = β L L T (s)˜(s) ds g 0 (6. Known heat rate 81 An energy balance for the elemental control volume gives Q− + Q = Q+ + ρ0 A ds cp ∂T ∂t (6.19) 6.2. For zero mean heating.9) it can be checked that T (L) = T0 also.26) . 6. 165] The simplest heating condition is when the heat rate per unit length. Substituting equations (6. and q(s) < 0 cooling.22) gives us the temperature ﬁeld T (s) = 1 ρ0 Acp u s q(s′ ) ds′ + T0 0 (6.18) where the last term is the rate of accumulation of energy within the control volume.2.16) and (6.21) (6.24) β P αLcp L 0 s L 0 0 s q(s′ ) ds′ g (s) ds ˜ (6. is known all along the loop.1 Steady state. we have L q(s) ds = 0 0 (6. Substituting in equation (6.18) we get the energy equation ∂T q k ∂2T ∂T +u = + ∂t ∂s ρ0 Acp ρ0 cp ∂s2 (6.22) q(s) ρ0 Acp The solution of equation (6. q(s). 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 ˜ (6.20) q(s) > 0 indicates heating.17) in (6. Using equation (6.23) where T (0) = T0 .

6. ˆ q ˆ The ﬂuid velocity is s βH (6. (b) H = q L/8.24).2. Thus there is a bifurcation from no solution to two as the parameter H passes through zero. Using equations (6. where L s H= 0 0 q(s′ ) ds′ g (s) ds ˜ (6. it can be shown that p(L) = p0 also.7. The origin is at point a.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. The integral H in the four cases is: (a) H = 0. (a) Constant heating between points c and d. and the coordinate s runs counterclockwise. The constant value is q . and constant cooling between h and a. and constant cooling between g and h.34) u=± P αLcp . and constant cooling between e and g.5: Bifurcation with respect to parameter H.27) The pressure distribution can be found from equation (6. (b) Constant heating between points c and d. Example 6. (c) Constant heating between points d and e. (c) H = −ˆL/8. ˆ Let us write F (s) G(s) H = = = Z s q(s′ ) ds′ 0 (6. (d) Constant heating between points a and c.28) (6. 6.33) F (s)g(s) Z L G(s) ds 0 The functions F (s) and G(s) are shown in Fig.6. (d) H = q L/4.30) where p(0) = p0 . Known heat rate 82 u H Figure 6. and none otherwise.12) dp ds = − P αu − ρ0 1 − β(T − T0 ) g ˜ A s β P αu ˜ q(s′ ) ds′ g ˜ − ρ0 g + = − A Acp u 0 (6.6.32) (6.31) (6.1 Find the temperature distributions and velocities in the three heating and cooling distributions corresponding to Fig. and constant cooling between h and a.9) and (6. and the total length of the loop is L.

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.

Known heat rate 87 Conduction-dominated ﬂow If λ = G1/2 /ǫ ≪ 1. . We can write u T (s) = u0 + λu1 + λ2 u2 + . Thus s s′′ 1 s′′ T1 = 0 0 q(s ) ds ′ ′ ds + s 0 0 ′′ q(s′ ) ds′ ds′′ + T1 (0) (6.2.83) T1 = − q(s′ ) ds′ 0 0 ds′′ + As + B (6. . The ﬁrst equation gives u0 = 0. . . (6.82) = −q(s) + u0 The second equation can be integrated once to give dT 1 =− ds and again s s′′ s q(s′ ) ds′ + A 0 (6.84) 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. along with conditions that T 0 and dT 0 /ds have the same value at s = 0 and s = 1. the asterisks have been dropped.81) (6. gives T 0 = an arbitrary constant. from which 1 s′′ A= 0 0 q(s′ ) ds′ ds′′ (6. = T 0 (s) + λT 1 (s) + λ2 T 2 (s) + .80) = The second equation. and collecting terms of O(λ0 ).79) (6.85) (6. The terms of O(λ) give 1 u1 d2 T 1 ds2 = 0 T 1 g ds ˜ dT 0 ds (6.87) and that B can be arbitrary.86) A = A respectively.77) (6.78) where. we have 1 u0 d2 T 0 ds2 = 0 T 0 g ds ˜ 0 (6. for convenience. axial conduction dominates. Substituting into the governing equations.88) .6.

90) (6. .100) .97) (6. so that the resulting solution is unique.94) To O(ǫ0 ). we have u T = u0 + ǫu1 + ǫ2 u2 + .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. rather than by the advective velocity.89) The temperature distribution is determined by axial conduction. = T 0 + ǫT 1 + ǫ2 T 2 + . . Expanding in terms of ǫ.2. Advection-dominated ﬂow The governing equations are 1 u = 0 T g ds ˜ d2 T ds2 (6. (6. to give ∞ g (s) = ˜ n=1 c gn cos 2πns 2πns s + g1 sin L L (6.81).98) = ± ˜ q(s′ ) ds′ g ds Axial conduction.92) (6. we get 1 u0 u0 from which T0 u0 = 1 u0 0 = 0 T 0 g ds ˜ (6. 6. Known heat rate 88 where T (0) is an arbitrary constant.96) dT 0 ds = q s q(s′ ) ds′ 0 1 0 s (6.2.95) (6.3 Toroidal geometry The dimensional gravity function can be expanded in a Fourier series in s. .93) (6.91) u dT ds = q+ǫ where ǫ ≪ 1. 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. Substituting in equation (6. therefore.6. . slightly modiﬁes the two solutions obtained without it.

109) The particular integral satisﬁes 1 d2 T p u dT p − = sin(2πs − φ) ds2 ǫ ds ǫ Integrating.105) (6.106) u = 0 T (s) cos(2πs) ds d2 T ds2 (6.104) The nondimensional gravity component is g = cos(2πs) ˜ where the * has been dropped.2.107) (6. and take φ0 = 0 so that g (s) = g cos (2πs/L) ˜ (6.111) (6.101) (6.103) = = c s (g1 )2 + (g1 )2 c g tan−1 1 s g1 (6. Known heat rate 89 corresponds to a toroidal geometry. Assuming also a sinusoidal distribution of heating q(s) = − sin(2πs − φ) the momentum and energy equations are 1 (6.e.108) u The homogeneous solution is dT ds = − sin(2πs − φ) + ǫ T h = Beus/ǫ + A (6.113) (6. i.112) (6.114) .102) Without loss of generality.6. Using g2 φ0 equation (6. from three o’clock point. we can measure the angle from the horizontal.100) becomes g (s) = g cos ˜ 2πs − φ0 L (6. we have dTp u − Tp ds ǫ 1 cos(2πs − φ) 2πǫ 1 = − [cos(2πs) cos φ + sin(2πs) sin φ] 2πǫ = − T p = a cos(2πs) + b sin(2πs) from which dT p = −2πa sin(2πs) + 2πb cos(2πs) ds (6.110) Take (6.

118) = − cos φ 2πǫ sin φ = − 2πǫ (6.122) gives an additional spurious solution u = 0.116) The momentum equation gives u= which can be written as u3 + u 4π 2 ǫ2 − Special cases are: • ǫ=0 Equations (6.108) can be solved to give T u = 1 [cos(2πs) cos φ + sin(2πs) sin φ] 2πu cos φ = ± 4π (6. We get u= 0 1 4π − 1 4π − 4π 2 ǫ2 − 4π 2 ǫ2 (6.2.123) (6.119) Since T (0) = T (1).6.124) (6.117) (6. Known heat rate 90 Substituting and collecting the coeﬃcients of cos(2πs) and sin(2πs). • ǫ→∞ • φ=0 We get that u → 0.120) = (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 must have B = 0. .125) The last two solutions exist only when ǫ < (16π 3 )−1/2 . we get u − a + 2πb ǫ u −2πa − b ǫ The constants are a = b The temperature ﬁeld is given by T = Th + Tp 1 + u2 /ǫ2 u u 1 1 cos φ + sin φ cos(2πs) + − cos φ + sin φ sin(2πs) 2 2πǫ ǫ ǫ 2πǫ2 (u/2πǫ2 ) cos φ + (1/ǫ) sin φ 2(4π 2 + u2 /ǫ2 ) 1 ǫ cos φ − sin φ = 0 4π 2 (6.122) On the other hand substituting ǫ = 0 in equation (6.115) (6.107) and (6.121) (6. Taking the other arbitrary constant A to be zero. we have T = 4π 2 (6.

there are three real solutions.06 0.1 φ=0 -0.01 -0.2. and for D > 0. The discriminant for the cubic equation (6.04 0. The bifurcation set is the line dividing the regions with only one real solution and that with three real solutions.02 0.5 ε = 0.2 0.8: u-φ curves. • φ = π/2 Figure 6.5 0 φ=0.1 -1 -3 -2 -1 0 1 2 3 -0.12.5 -0.5 -1 -3 -2 -1 0 1 2 3 0.5 0 -0.1 ε -1 -3 -2 -1 0 φ 1 2 3 -0.001 u 0.128) 27 4 For D < 0.02 0.2 0.1 0. 1 27 4π 2 ǫ2 − 1 cos φ 4π 3 + 1 2 (ǫ sin φ) 4 (6. Known heat rate 91 1 u ε = 0. The velocity is a solution of u3 + u4π 2 ǫ2 − ǫ =0 2 (6.1 0.127) p3 q2 + (6.1 ε φ 1 u ε = 0.1 -0.9 and 6.08 0.122) is D= D= The result is shown in Fig. Figure 6.129) .08 0.1 φ=−0.01 u 0.04 0.02 0.01 -0.2 0.1 0.2 0. since the Rayleigh number is directly proportional to the strength of the heating. A cubic equation x3 + px + q = 0 has a discriminant (6.04 0.6.1 ε φ Figure 6.11.06 0.126) Figure 6.08 0.5 0 -0.06 0.2 u 0. shown in Figure 6. 6.10 show u-ǫ curves for diﬀerent values of φ.9: u-ǫ curves. It is also instructive to see the curve u-Ra. there is only one.8 shows u-φ curves for three diﬀerent values of ǫ.2 1 u 0.

015 0.2. 0.005 0 −100 −80 −60 −40 −20 0 20 40 60 80 100 φ (degrees) Figure 6.06 0.15 φ=π/4 u 0.05 10000 0.045 0.08 u 0.1 0.01 0.02 φ=π/4 0.1 -0. 0.06 0.08 Figure 6.04 ε 0.2 0.2 Figure 6.02 0.2 0. . Known heat rate 92 u 0.04 0.025 0.10: More u-ǫ curves.1 -0.1 0.1 0.11: u-Ra for φ = 0.1 -0.02 u 0.08 0.2 0.06 0.08 0.02 0.12: Region with three solutions.035 0.2 0.1 0.04 0.04 0.01 radians.1 20000 30000 40000 Ra -0.04 φ=π/4 0.03 0.06 0.6.02 0.

137) Multiplying by cos(2πms) and integrating (6.4 Dynamic analysis We rescale the nondimensional governing equations (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 ∞ ∞ (6.131) = 0 T g ds ˜ G1/2 K ∂ 2 T 2π ∂s2 (6.2.57) 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 take g = cos(2πs) and q = − sin(2πs − φ).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.132) (6.130) (6.133) = Gq + where the hats and stars have been dropped.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 (6.139) . 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 (6.2.134) Substituting.56) and (6. we get c s [Tn cos(2πns) + Tn sin(2πns)] n=1 (6. Expanding the temperature in a Fourier series. ˜ we get ∞ T (s. Known heat rate 93 6.6.

Substituting these in equation (6.150) (6.2.149) (6.150).148). 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 x3 + x(c2 − b) − ac = 0 This corresponds to equation (6.146) (6.151) a − xz − cy −b + xy − cz From equation (6. so that y−x = 0 = 0 = 0 (6.156) .149). we have y = x.153) (6. y.140) (6. y is the horizontal temperature diﬀerence.155) (6.144) (6. z) we add perturbations of the form x = x + x′ y = y + y′ z = z + z′ (6.152) Substituting in equation (6.151). The critical points are found by equating the vector ﬁeld to zero.143) (6.142) c = we get the dynamical system dx dt dy dt dz dt = y−x = a − xz − cy = −b + xy − cz (6. The parameter c is positive.141) (6.148) The physical signiﬁcance of the variables are: x is the ﬂuid velocity. 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. while a and b can have any sign. except in diﬀerent variables. we get z = (−b + x2 )/c. and z is the vertical temperature diﬀerence.147) (6.122). To analyze the stability of a critical point (x.146)-(6.154) (6.145) (6.6.

163) =0 (6.159) The z coordinate is (6.158) (6.157) No tilt.157) to get ′ ′ −1 1 0 x x d ′ y (6. Known heat rate 95 x c2 b Figure 6. we look at the linearized equation (6. The linearized version is −1 x′ d ′ y = −z dt y z′ ′ x 1 0 −c −x y ′ z′ x −c (6.162) . −b/c). with axial conduction (a = 0.160) The bifurcation diagram is shown in Figure 6.2.13: Bifurcation diagram for x. 0.13. c = 0) From equation (6.6. To examine its linear stability.152). Stability of conductive solution The critical point is (0.161) = b/c −c 0 y ′ dt z′ 0 0 −c z′ The eigenvalues of the matrix are obtained from the equation −(1 + λ) 1 0 b/c −(c + λ) 0 0 0 −(c + λ) which simpliﬁes to (c + λ) (1 + λ)(c + λ) − b =0 c (6. 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.

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. λ3 is negative as long as −(c + 1) + which gives b < c2 (6.170) (6.164) λ2 is also negative and hence stable.166) (6.178) . In fact. Restoring the nonlinear terms in equation (6.168) = −cz ′ + x′ y ′ b E(x.172) b (c + 1)2 − 4(c − ) < 0 c (6.177) (6.6.156) to equation (6.165) (6.174) (6.167) (6.173) Thus (6.2. Known heat rate 96 One eigenvalue is λ1 = −c Since c ≥ 0 this eigenvalue indicates stability.161).175) (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. y.176) Since E dE dt ≥ 0 ≤ 0 (6. we have dx′ dt dy ′ dt dz ′ dt Let = y ′ − x′ = b ′ x − cy ′ − x′ z ′ c (6.171) (6.169) This is the condition for stability. one can also prove global stability of the conductive solution.

and the critical point is stable to all perturbations in this region. The bifurcation at b = c2 is thus supercritical. the other being similar. Stability of convective solution √ √ For b > c2 . no axial conduction (a = 0. E is a Liapunov function. 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. a/ b) will be analyzed.187) (6.189) √ √ √ √ √ √ The critical points are ±( b. the solutions of −(1 + λ) 1 0 √ √ −a/ b −λ − b √ √ b b −λ =0 (6.182) (6. Known heat rate 97 for 0 ≤ b ≤ c2 . This requires that b< if if c < 1/2 c > 1/2 (6. only one critical point ( b − c2 .157). The linear stability of the point P + given by ( b. Its eigenvalues are solutions of −(1 + λ) 1 c −(c + λ) √ √ b − c2 b − c2 This can be expanded to give λ3 + λ2 (1 + 2c) + λ(b + c) + 2(b − c2 ) = 0 (6. b.181) (6.148) simpliﬁes to dx dt dy dt dz dt = y−x = a − xz = −b + xy (6. From equation (6. b − c2 .188) (6.183) should be positive.6. We use the linearized equations (6.157).179) The Hurwitz criteria for stability require that all coeﬃcients be positive.180) √0 − b − c2 −(c + λ) =0 (6. −c) will be considered.184) (6.185) (6. which they are. b. c = 0) The dynamical system (6.2.146)-(6. a/ b).186) With tilt.190) .

the equation can be factorized to give the three eigenvalues −1. ±i 2b. for G ≪ 1.2. for the value of G in equation (6.194) √ should also be positive.195) thus becomes tan φ < x (6. .195 in the zone 0 < b < c. The determinants D1 D2 D3 = 1 = = 1 2b √ 1 b + a/ b 1 2b √ 1 b + a/ b 0 1 0 0 2b (6. b. Thus the √ nondimensional radian frequency of the oscillations in the unstable range is approximately 2b.7◦ . which they are. and the angleof tile φ is also indicated. The loss of stability is through imaginary eigenvalues.7◦ .197) φ> 2 √ The same information can be shown in slightly diﬀerent coordinates. a/ b). Also shown is the √ stability of the critical point P − with coordinates −( b.195) can be written as sin φ > cos3/2 φ G 2 1/2 (6. from which. and P − is stable for φ < −7.193) (6.191). Using x = b for P + and equation (6. The stable and unstable region for P + is√ √ shown in Figure 6.196) As a numerical example. In fact.144). P + is stable for the tilt angle range φ > 7. The eﬀect of a small nonzero axial conduction parameter c is to alter the Figure 6.6. the stability condition (6.70).198) 2 cos φ The stability condition (6.191) For stability the Hurwitz criteria require all coeﬃcients to be positive. Using equations (6.195) for stability. we have a > b3/2 (6.199) The stability regions for both P + and P − are shown in Figure 6. In fact.15.143) and (6. Known heat rate 98 are the eigenvalues. the stability condition for P + can be approximated as 1/2 G (6.14. substituting a = b3/2 in √ equation (6. for P + . This gives the condition (b + a/ b) − 2b > 0.144). This simpliﬁes to a λ3 + λ2 + λ(b + √ ) + 2b = 0 b (6. we get x2 G = (6. The dashed circles are of radius G/2.192) (6.

6.2 1 x 0.15: Stability of critical points P + and P − in (φ.2 0 0 5 10 15 t 20 25 30 y −0.5 0 0.5 1 0.14: Stability of critical points P + and P − in (b. a) space.17: Phase-space trajectory for a = 0.5 0.2. z .9. _ P exists but unstable Figure 6.5 1.4 1.16: x-t for a = 0. x) space.8 1.9.8 0 −0.5 0.4 2 1. Figure 6.6 Figure 6. Known heat rate 99 x a 3/2 a=b P+ exists but unstable + P stable G/2 φ Both P + and P unstable b _ P+stable −π −π _ P stable π φ π _ P stable 3/2 a=-b Figure 6.5 1 0. b = 1.5 x 1 1. 1.5 2 0.6 2.5 2 1.5 2. b = 1.

6. b = 1. Figure 6.5 x 0. .5 1.5 x 0.21: Phase-space trajectory for a = 0.5 −1 −2 0 −3 4 3 −0. Figure 6.53.5 2 4 3 2 1 z 0 0. Known heat rate 100 2.55.5 1 2 2.5 Figure 6. b = 1.5 0 1 0 −1 −2 4 3 −0.53.2.5 2 1 0 −1 −1 0 5 10 15 t 20 25 30 y −2 −1 0 −0.5 1.19: Phase-space trajectory for a = 0.5 Figure 6. b = 1.5 x 1 1.18: x-t for a = 0.5 1 2 2.55. 2.5 2 4 3 2 1 x z 0.5 1.20: x-t for a = 0. b = 1.5 2 1 0 −1 −1 0 5 10 15 t 20 25 30 y −2 −1 0 −0.

20 and 6. Figures 6. b.17 show the x-t and phase space representation for a = 0. 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. The strange attractor is shown in Figures 6. Analytical The following analysis is by W. z ) = ± x ¯ ¯ √ √ a b. Franco. b = 1.9 can be seen in the trajectories in a = 0.9 and a = 0. b = 1. Comparison of the three ﬁgures in Figures 6.200) For b > 0 two critical points P + and P − appear (¯.19 for a = 0.22 and 6.23.55. and reduce a. 6. and Figures 6.2. Figure 6.24 shows that vestiges of the shape of the closed curves for a = −0.2.6.22: x-t for a = 0.21 for a = 0.201) . y .18 and 6. √ b (6.5 Nonlinear analysis Numerical Let us choose b = 1.9. We start with the dynamical system which models a toroidal thermosyphon loop with known heat ﬂux dx dt dy dt dz dt = y−x = a − zx = xy − b (6.53.16 and 6. Figures 6.23: Phase-space trajectory for a = 0.

9 −4 −6 4 2 0 0 −2 y −4 −4 x −2 2 4 Figure 6. .6.0.9 −4 −6 4 2 0 0 −2 y −4 −4 x −2 2 4 6 4 2 z 0 −2 a = .2.24: 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.

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.206) if for x0 ⊂ S. dropping the primes and regarding the perturbation the system becomes dx dt dy dt dz dt = y−x = β2 + ǫ β x − βz (6.205) The center manifold projection is convenient to use if the large-time dynamic behavior is of interest.202) √ 3 3 For stability a > b 2 .206) is in S for | t |< T where T > 0. the solution x(t) of (6. A set S ⊂ Rn is a local invariant manifold for (6. the system often settles into the same large-time dynamics irrespective of the initial condition.2. then S is an invariant . this is usually less complex than the initial dynamics and can be described by far simple evolution equations.204) (6.203) = βx − βy for stability α > β 2 . 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. At a = b 2 the eigenvalues are −1. 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 = (6.206) where x ∈ Rn . 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 (6.6.± 2bi. If we can always choose T = ∞. In many dimensional systems.

207) and h is smooth.2. then it is called a center manifold if h(0) = 0. The system in the new coordinates is 2 2 √ (νv1 − γv2 ) v1 + v2 − 2β √0 + (6. w3 ) in the ﬁrst component of (6.208) The last equation contains all the necessary information needed to determine the asymptotic behavior of small solutions of (6. If y = h(x) is an invariant manifold for (6. y ∈ Rm and A and B are constant matrices such that all the eigenvalues of A have zero real parts while all the eigenvalues of B have negative real parts.213) v= ˙ 2β 0 2 2 (νv2 + γv1 ) v1 + v2 . Known heat rate 104 manifold. w3 ) (6.205) and using the chain rule. The ﬂow on the center manifold is governed by the n-dimensional system x = Ax + f (x.xy and y 2 . w3 .211) Normal form: Now we carry out a smooth nonlinear coordinate transform of the type w = v + ψ(v) (6.209) √ − 2βw3 = (2aw2 + bw3 .6. h) (6.207). Consider the system x = Ax + f (x. h(x)) ˙ (6. we obtain w ˙ ∂h ∂h 2 w1 = ˙ = −h + l1 (w2 . y) ˙ y = By + g(x.211) by transforming away many nonlinear terms. y) ˙ (6. or at least approximate the center manifold h(w).h′ (0) = 0.209) . 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 .210) substituting in (6.212) to simplify (6. w3 ) √ = 2βw2 + s3 (w2 . Substituting w1 = h(w2 . 2cw3 + bw2 ) √ 2βw2 2 2 − aw2 + bw2 w3 + cw3 + 2 2 k1 w2 + k2 w2 w3 + k3 w3 + O(3) Equating powers of x2 .207) where x ∈ Rn . Now we calculate. ∂w2 ∂w3 w3 ˙ We seek a center manifold 2 2 h = aw2 + bw2 w3 + cw3 + O(3) (6.

We stipulate the order of µ such that the real part of the eigenvalues of A + A ˆ does not change the coeﬃcients of the leading order nonlinear terms is such that. A ˆ of the transformed equation.2.6. A represents a linear expansion of order µ in the parameters above that point. Consider the system ˆ v = Av + Av + f (v) ˙ (6. In polar coordinates we have r ˙ ˙ θ where = µr + νr3 √ 2β = (6. Applying a near identity transformation of the form v = u + Bu the system becomes √ (νu1 − γu2 ) u2 + u2 1 2 µ − 2β √ u= ˙ (6.205). a perturbed Jacobian.215) a1 a3 a2 a4 a1 + a4 ω where the perturbation matrix comes from (6. This is the unfolding of the Hopf bifurcation.218) .217) √ ǫ 2 µ=− 2 2β (2β 2 + 1) (6. 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. Known heat rate 105 where ν and γ depend on the nonlinear part of (6. The eigenvalues are then close to the imaginary axis but not quite on it.211).213) as v= ˙ √0 2β √ − 2β 0 v+ p22 p32 p23 p33 v+ f1 (v) f2 (v) (6. Although the normal form theory presented in class pertains to a Jacobian whose eigenvalues all lie on the imaginary axis. to leading order.216) u+ 2β µ 2 2 (νu2 + γu1 ) u1 + u2 which is the unfolding for the perturbed Hopf bifurcation. one can also present a perturbed version.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. The perturbation parameter represents the size of the neighborhood in ˆ the parameter space.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.

6. g = f2 .221) 1 (fxxx + fxyy + gxxy + gyyy ) 16 1 (fxy (fxx + fyy ) − gxy (gxx − gyy ) − fxx gxx − fyy gyy ) + 16ω √ in our problem f = f1 . Known wall temperature 106 ν=− Appendix 40β 6 + 40β 4 + 12β 3 + 10β 2 + 12β + 3 4 (8β 2 + 1) (2β 2 + 1) 4 (6.227) sign of γ appears to be wrong.3 Known wall temperature The heating is now convective with a heat transfer coeﬃcient U .224) (6.225) = γ T − Tw (s) where γ = U P/ρ0 Acp 1 . q = P U (T − Tw ) (6.223) Neglecting axial conduction Pα u ρ0 A u dT ds = β L L T (s)˜(s) ds g 0 (6.3.220) p22 p23 From the literature ǫ β (2β 2 + 1) √ ǫ 2 = − 2 2β + 1 (6. ν = (6. . y = v2 and ω = 2β. Multiplying the second equation by e−γs/u /u. we get d e−γs/u T ds Integrating.226) γ u s 0 (6. and an external temperature of Tw (s).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 T = eγs/u − 1 The γ = − e−γs/u Tw u e−γs /u Tw (s′ ) ds′ + T0 ′ (6. x = v1 . Thus.222) 6.

233) (6. Example 6. especially in experiments.224).228) eγs/u − γ u s 0 e−γs /u Tw (s′ ) ds′ + T0 ′ g (s) ds ˜ (6. consider q= where T0 and q0 are constants. Then equation (6.229) This is a transcendental equation that may have more than one real solution. Thus for part of the loop the wall temperature is known so that q = P U (T − Tw (s)).225) can be written as d(T − Tw ) The solution to this is T − Tw = γ ds u (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 ) (6.231) where K is a constant.230) T = Tw + K eγs/u (6. P U (T − T0 ) for q0 for φ ≤ s ≤ π + 2π φ π + 2π < s < 2π + φ 2π φ 2π (6.3 Show that there is no motion if the wall temperature is uniform. As an example.6. from equation (6. we get γ eγL/u T0 = u The velocity is obtained from β Pα u= ρ0 A L L 0 L −γs′ /u e Tw (s′ ) 0 eγL/u − 1 ds′ (6.4.4 Mixed condition The following has been written by A. u = 0. to have one part of the loop heated with a known heat rate and the rest with known wall temperature. It is common. Mixed condition 107 Since T (L) = T (0).234) . Pacheco-Vega. while q(s) is known for the rest. Hence T = Tw . and. Take Tw to be a constant.232) 6. Continuity of T at s = 0 and s = L gives K = 0.

1 [1] Modeling If we consider a one-dimensional incompressible ﬂow.235) Taking an inﬁnitesimal cylindrical control volume of ﬂuid in the loop πr2 dθ.236) around the loop using the Boussinesq approximation ρ = ρw [1 − β(T − Tw )]. 0 ≤ θ ≤ π ∂T v ∂T ρw cp (6.25: Schematic of a convection loop heated with constant heat ﬂux in one half and cooled at constant temperature in the other half.237) Neglecting axial heat conduction.25). Thus. (6. see Figure (6. v = v(t). (6. 6.4. the equation of continuity indicates that the velocity v is a function of time alone. 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 (6.6. with the shear stress at the wall being approximated by that corresponding to Poiseuille ﬂow in a straight pipe τw = 8µv/ρw r2 . (6. π < θ < 2π r . 2π d=2r g ~ θ o α Cooling water out R θ=π Cooling water in Uniform heat flux q Figure 6. Mixed condition 108 Constant wall temperature Tw θ=0.236) Integrating Eq.238) = + 2 ∂t R ∂θ q. the expression of the balance in Eq.4.236) modiﬁes to 8µ βg dv + v= dt ρw r2 2π 2π 0 (T − Tw ) cos(θ + α) dθ (6. the temperature of the ﬂuid satisﬁes the following energy balance equation 2h − r (T − Tw ).

246) φ(θ) = D θ + B. velocity and temperature are deﬁned as t v T − Tw τ= . such that φ(0) = φ(2π) and φ(π − ) = φ(π + ) the constants A and B can be determined. These are A= D 1 w 1 − e(−D/w) B= D 2 e(−D/w) − 1 w 1 − e(−D/w) (6.2 Steady State 2πRh ρw cp rV Γ= 16πµR ρw r2 V (6.248) + 2e−(D/w) −1 1−e−(D/w) .242) where the parameters D and Γ are deﬁned by D= 6. π < θ < 2π πw − D φ.237) and (6. 0 ≤ θ ≤ π (6. 0 ≤ θ ≤ π dφ πw = D dθ π < θ < 2π πw .243) The steady-state governing equations without axial conduction are w= and π 4D 2π φ cos(θ + α) dθ 0 (6.238) become dw πΓ + Γw = dτ 4D and ∂φ ∂φ + 2πw = ∂τ ∂θ 2π gβRrq 2πcp µ 1/2 .247) where w and φ are the steady-state values of velocity and temperature respectively. D w θ π φ(θ) = 0≤θ≤π . 0≤θ≤π π < θ < 2π (6. 2D.4.6.4. (6.240) φ cos(θ + α) dθ 0 (6. (6. the nondimensional time. where V = Accordingly.239) 2πR/V V q/h respectively. Mixed condition 109 Following the notation used by Greif et al.245) can be integrated to give A e−(Dθ/πw) .241) −2Dφ. φ= (6. (1979). w= . π < θ < 2π (6. Eqs.244) Applying the condition of continuity in the temperature. (6. Eq. (6.245) The resulting temperature ﬁled is D e−(Dθ/πw) w 1−e−(D/w) .

+ 2 4 1 + D 2 1 − e−(D/w) πw (6. The temperature distribution in the loop.5.244). Mixed condition 110 Substituion of Eq. Similar but more drastic change in temperature is seen when D = 2.5◦ < α < α0 .001 to α0 = 32.251) reduces to w2 = (D/w) 1 + e−(D/w) 1 . (6. 0. .251) For α = 0.1 the heating and cooling curves are almost straight lines. only the positive branch exist.28 shows the φ − θ curves for three diﬀerent inclination angles with D = 2.4. one. Figure 6.252) The steady-state solutions of the velocity ﬁeld and temperature are shown next. α. Figure 6. 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. Figure 6.5◦ < α < −α0 and α0 < α < 147. 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.5◦ and 32.5. except for the zero-inclination case which has two possible steady-state velocities.5◦ where α0 varies from 90◦ at a value of D = 0. D) is an even function of w. α = 90◦ and α = 135◦ . 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) . 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 (6.29 shows the steady-state velocity as a function of D for diﬀerent angles of inclination α. In this case Eq.27. 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. For α = 0 we have two branches of the velocity-curve which are symmetric.26 shows the w − α curves for diﬀerent values of the parameter D. multiplying the numerator and denominator by e(D/2w) and rearranging terms leads to the expresion for the function of the steady-state velocity G(w. When has a value D = 0.5◦ and 147.249) As a ﬁnal step. followed by an expansion of cos(θ + α). It can be seen the increase in the temperature as α takes values of α = 0◦ .5◦ < α < 180◦ . Three velocities are obtained for −α0 < α < −32. As D increases the variation in temperature between two opposit points also increases.6. For α = 45◦ .(6. The regions of no possible steady-state velocity are: −180◦ < α < −147. the two branches are not symmetric while for α = 90◦ and α = 135◦ . There is only one velocity for the ranges −147.245) in Eq. (6. for three values of the parameter D and α = 0 is presented in Figure 6. two and three solutions can be identiﬁed. while at a value of D = 1. symmetric steady-state solutions for the ﬂuid velocity are possible since G(w.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. (6.5◦ when D = 100. Regions of zero.0 the temperature decays exponentially and rises linearly.

6 α=45 ° 2 1 −0.8 0.4 0.8 −1 −150 −100 −50 0 α 50 100 w -147.D=2.5° 1.1 D=1 D=2.α) 4 0.2 3 α= 0 ° w α= 90° 0 −0.8 α=0 ° α=90 ° α=45 ° 5 0.α=0) 147.4 −0.2 −0. 6 α= 135 ° 1 0.5. .2 0 −0.27: Nondimensional temperature distribution as a function of the parameter D for α = 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. Mixed condition 111 3 1 D=10 0.4 −0.6.6 0.1 1 0.4.5 D=2.28: Nondimensional temperature distribution as a function of thermosyphon inclination α for D = 2.2 −0.29: Velocity w as a function of D for diﬀerent thermosyphon inclinations α.5° D=0.26: Steady-State velocity ﬁeld.5.6 −0.6 0.5 2.4 α=135 ° φ(θ.5 150 0 0 1 2 3 θ 4 5 6 Figure 6.D.0 D=0.5° -32. Figure 6. Figure 6.5° 32.5 2 φ(θ.5 D=1.

4.257) 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. such that ∞ φ = φ0 + n=1 [φc (t) cos(nθ) + φs (t) sin(nθ)] n n (6. Choosing the variables w C0 Cm Sm = w = φc 0 = φc m = φs m (6.242).261) (6. n=1 ∞ n=1 [−nφc sin (nθ) + nφs cos (nθ)] n n 0≤θ≤π π < θ < 2π [φc (t) cos(nθ) + φs (t) sin (nθ)]} .4.6. (6.259) (6.260) (6.255) Integrating Eq.262) . (6.3 Dynamic Analysis The temperature can be expanded in Fourier series. Mixed condition 112 6.253) Substituiting into Eqs. 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 ∞ ∞ (6.258) 2D [1 − (−1)m ] πm for m ≥ 1.254) +2πw −2D {φc + 0 2D.255) from θ = 0 to θ = 2π we get dφc 1 0 = −D φc − 0 dτ π φs n [(−1)n − 1] − 1 n n=1 ∞ (6. n n = (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 (6.241) and (6.

4.265) = −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 ≥ 1.248). 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. (6.6.266) (6.263) (6. Mixed condition 113 we get an inﬁnte-dimensional dynamical system dw dτ dC0 dτ dCm dτ dSm dτ = −Γw + π2 Γ π2 Γ cos α C1 − sin α S1 4D 4D ∞ D Sn = −D C0 + [(−1)n − 1] + D π n=1 n D π ∞ (6. C is the horizontal temperature diﬀerence. and S is the vertical temperature diﬀerence.272) = n=0 Cn 0 cos(nθ) cos(mθ) dθ + n=0 Sn 0 sin(nθ) cos(mθ)dθ . Γ and α.267) (6. while α can have any sign.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. The physical signiﬁcance of the variables are: w is the ﬂuid velocity. a convenient alternative way to determine the critical points is by using a Fourier series expansion of the steady-state temperature ﬁeld solution given in Eq.268) (6. D and Γ are positive. The Fourier series expansion is ∞ φ= n=0 C n cos(nθ) + S n sin(nθ) (6.271) Performing the inner product between Eq.248) and cos(mθ) we have 1 D w 1 − e−(D/w) 2π π π e−(Dθ/πw) cos(mθ) dθ 0 D + w ∞ 2π θ 2e−(D/w) − 1 + π 1 − e−(D/w) ∞ 2π cos(mθ) dθ (6. The parameters of the system are D. The critical points are found by equating the vector ﬁled to zero.264) 2n n2 − m2 2m m2 − n2 (6.270) However. (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) (6.6.274) (6. (6.275) Sm To analyze the stability of a critical point (w. = = .280) (6. C 1 . · · · .277) (6. · · · .284) Cm S1 ′ C m + Cm ′ S 1 + S1 Sm Sm + ′ Sm .283) (6.278) (6. S m ) we add perturbations of the form w C0 C1 = w + w′ ′ = C 0 + C0 = . S 1 .276) (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. .282) (6. Mixed condition 114 Now the inner product between Eq.279) (6. C 0 . . . C m .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. .4.281) (6.

(6. Mixed condition 115 Substituting in Eqs.289) (6.291) = + ′ ′ 2πm w Cm + 2πm C m w′ − D Sm D π ∞ n=0 n=m m2 2m ′ (−1)m+n − 1 Cn − n2 m≥1 (6.6.287) ′ 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 (6.288) 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 (6.285) (6.292).293) The eigenvalues of the linearized system given by Eqs.286) + D π ∞ n=1 n=m n2 2n ′ ′ (−1)m+n − 1 Sn − 2πm w′ Sm − m2 m≥1 (6.266) can be written as dx = f (x) dt as (6.263) to (6.292) In general.4.289) to (6.290) + ′ dSm dτ D π ∞ n=1 n=m 2n ′ (−1)m+n − 1 Sn n2 − m2 m≥1 (6. and in general form dx = Ax dt |A − λI| = 0 (6.266).263) to (6.294) (6.295) are obtained numerically. the system given by Eqs. such that . (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. (6.

and.1 and Γ = 0.01Γcr . The symmetry between the ﬁrst and third quadrants. whereas the antinatural branches.95Γcr . the stable and unstable regions can be identiﬁed. a Hopf-type of bifurcation occurs.6 −0. whereas Figures 6.37 and 6. On the other hand.30 for α = 0. The number of eigenvalues in this ﬁgure is 42 which are obtained from a dynamical system of dimension 42. these being a critical point and a strange attractor of fractional dimension.33 illustrates a view of several stability curves. between the second and fourth quadrants can be notice as well.4 0. The neutral stability curve is obtained numerically from the condition that ℜ(λ) = 0. and λ are the eigenvalues. However.35 and 6. I is the identity matrix.8 −1 0 0 0.38 show the results for Γ = 1. It is clear that the natural branches which correspond to the ﬁrst and third quadrants are stable.30: Stability curve D and Γ for a thermosyphon inclination α = 0. and Γ = 0.8 0. Figure 6. the only presence is of a strange attractor.4.4. For Γ > Γcr . where stable and unstable regions can be identiﬁed.5 1 D 1. . Two attractors coexist for Γ ≤ Γcr .6.5 2 2. each for a diﬀerent value of the tilt angle α in a D − Γ plane at α = 0.5◦ to −32. The plots suggest the appearance of a subcritical Hopf bifurcation.4 Nonlinear analysis Let us select D = 1.32. where A is the Jacobian matrix corresponding to the vector ﬁeld of the linearized system. Figure 6.31: Stability curve w vs.36 show the w − τ time series and phasespace curves for Γ = 0. second and fourth quadrants are unstable. Hopf bifurcations occur for each branch of ecah particular curve.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. A schematic of the neutral curve is presented in Figure 6.31 shows the plot of w − α curve for a value of the parameters D = 0.5 −150 −100 −50 0 α [°] 50 100 150 Figure 6.20029. When α = 0. Along the line of neutral stability. The corresponding eigenvalues of the bifurcation point are shown in Figure 6.1.5. This behaviour seems to be a characteristic of the dynamical system itself. Figure 6. a Hopf bifurcation for both the positive and negative branches of the curve can be observed.20029.2 −0. In this ﬁgure. 6. The stable and unstable regions can be observed.2 Γ w 15 0 −0.5◦ increasing the region of instability. the neutral curves appear to unfold when decreasing the tilt angle from 75. Mixed condition 116 1 25 0. When we increase the size of the system. and increase Γ.4 Hopf Bifurcation Stable Unstable Unstable 10 Stable 5 −0. Figures 6. 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. In this plot. α for D = 0. it is to be notice that the bifurcation occurs at a higher value of the tilt angle when D is smaller. 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.6 Unstable Hopf Bifurcation Stable 20 0. Figure 6.

5 D=0.2 0 0 Stable 0.5 ° α=39.5 ° α=75.0 150 S Figure 6. . Figure 6.6 −0.5 U D=0. 1 0.8 −1 −150 −100 −50 α° 0 50 100 D=2.34: Curve w vs.5 −0.5 ° −100 5 −150 −0.20029 and α = 0.8 0.5 ° α=-14. α Γ = 4.1 D=1.32: Eigenvalues at the neutral curve for D = 0.6 0.33: Neutral stability curve for different values of the tilt angle α.1 ℜ(λ) 0 0.0 D=1.1.5 2 2.4 −0.1.D = 2.4. Γ = 0.3 −0.5 ° α=57.6.5 ° α=-32.0 and D = 0.2 w 0 −0.0.5.5 1 D 1. Mixed condition 117 150 100 25 Unstable 50 ℑ(λ) 20 −50 Γ 0 15 10 α=3.4 0.D = 1.1 0.5 ° α=21.2 −0.5 Figure 6.1 S U Γ=4.0 D=2.2 −0.4 −0.

38: Phase-space trajectory for D = 1.5 2 1.5.5. Γ = 0. 2.5 450 460 470 480 τ 490 500 510 φs 1 2 1 0 −1 −2 −3 4 2 0 −2 φc 1 4 2 0 −2 −4 −4 w Figure 6.5 −1 −1.5 −2 −2. Figure 6.01Γcr .5.5 2 1. Γ = 1.5 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 6.37: Curve w vs.6.95Γcr .5.5 w 0 −0.35: Curve w vs. Figure 6.5 −1 −1. . Γ = 0.95Γcr . τ for D = 1. Mixed condition 118 2.5 1 0.5 w 0 −0.4. Γ = 1.5 1 0.5 −2 −2.36: Phase-space trajectory for D = 1. τ for D = 1.01Γcr .

44 and 6. Figure 6. For the steady-state problem.39 presents a plot of the w − τ curve for Γ = 0.40 and 6. and (b) the velocity as a function of tilt angle. show that if the wall temperature is constant. and increase Γ. In this case. for Γ < Γcr we have stable solutions. one may use PID or on-oﬀ control. Γ = 0. For known wall temperature heating. Find the velocity and temperature ﬁelds for known heating if the heating and cooling takes place at two diﬀerent points.5 −2 1980 τ 1985 1990 τ 1995 2000 Figure 6.1.5 −1 −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. .42 and 6. Find the steady-state temperature ﬁeld and velocity for known heating if the loop has a variable cross-sectional area A(s). 6. Find the temperature ﬁeld and velocity for known heating if the total heating is not zero.5 6. Perturbation of one-dimensional ﬂow 119 1.1 1 0.45.99Γcr .5 0 −0. For Γ = 1.41 show the time series plots and phase space representation for Γ = 1.99Γcr . The strange attractor is shown in Figures 6. Both known heat ﬂux and known wall temperatures may be looked at. Consider the same square loop but tilted through an angle θ where 0 ≤ θ < 2π. What the condition for the existence of a solution? 6. In terms of control algorithms. Find the pressure distributions for the diﬀerent cases of the square loop problem. Now we choose D = 0. determine the temperature distribution and the velocity as a function of θ.5 1.2 w w 1.5.1.01Γcr the ﬁgures show a possible limit cycle undergoes a period doubling. and constant cooling between e and g. 3.1Γcr .39: Curve w vs. Plot (a) typical temperature distributions for diﬀerent tilt angles. and Figures 6. τ for D = 0.40: Curve w vs.6 Perturbation of one-dimensional ﬂow Thermal control Consider the control of temperature at a given point in the loop by modiﬁcation of the heating.5 1 0. Figures 6. There is constant heating between points a and c.4 1. 4. the temperature ﬁeld is uniform and the velocity is zero. 2.1. 5.01Γcr . τ for D = 0. Figure 6. Problems 1. This implies a supercritical Hopf bifurcation.8 0 500 1000 1500 2000 2500 2 1.3 1.43 for Γ = 20Γcr .6. Γ = 1.9 0.

Thermal control 120 1 0.6 0.2 φc 1 0 φs 1 1985 1990 τ 1995 2000 1 0. Figure 6.1Γcr .4 0.6.4 0.1.2 −0.41: Phase-space trajectory for D = 0.6 0.6 0. τ for D = 0.4 −0. Γ = 1.5 0 −0.8 0.5 φc 1 1 0. Γ = 1.4 0. Γ = 20Γcr .5 −1 1 2 1 0 −1 −1 −2 w −0.1.5 φs 1 0 −0. Figure 6.4 0. 0.6 −0.6.2 −0.2 0 φc 1 −0.44: Phase-space trajectory for D = 0.2 0 −0.8 0.1.2 −0.8 1088 1090 1092 1094 τ 1096 1098 1100 1102 Figure 6.43: Phase-space trajectory for D = 0. Γ = 1.1Γcr .8 −1 1980 1985 1990 τ 1995 2000 Figure 6.4 −0.1Γcr .1.6 −0.8 −1 1980 −0.42: Curve w vs. .6 −0.

6 0. in the toroidal natural convection loop equations dx dt dy dt dz dt = = = y−x a sin φ − xz −b cos φ + xy . vertical tube that is open at both ends.4 0.2 0.46 consisting of two vertical pipes of circular cross sections. For a thin. Make any assumptions you need to.6.6. 8. 13. Find the steady state velocity in the loop. The air in the tube is heated with an electrical resistance running down the center of the tube. q q L Figure 6. vertical pipe compare the wall shear stress to mean ﬂow velocity relation obtained from a twodimensional analysis to that from Poiseuille ﬂow. 10. Thermal control 121 0.1. xs . Set up a controller for PID control of the velocity x to a given value. Study the steady states of the toroidal loop with known wall temperature including nondimensionalization of the governing equations. Compare the cooling rate achieved by an ionic liquid to water in the same loop and operating under the same temperature diﬀerence. Consider a long. 12.45: Phase-space trajectory for D = 0.2 −4 w Figure 6. 9. Find the combination of ﬂuid parameters that determines the rate of heat transfer from a closed loop with known temperature distribution. Neglect the small horizontal sections and state your other assumptions.2 0.1 φs 1 0 −0. and that of the cooling side is 2D. axial conduction and tilting eﬀects. Consider a tall natural circulation loop shown in Fig. Illustrate typical cases with appropriate graphs. The heat rate per unit length coming in and going out are both q. 11. thin.1 −0. The heating pipe has a diameter D. Find the ﬂow rate of the air due to natural convection. 6. Γ = 20Γcr .46: Tall natural circulation loop. multiplicity of solutions and bifurcation diagrams.2 0 φc 1 4 2 0 −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.

indicated by subscripts 1 and 2.8) .1.1 [44] The two phases.1 Neumann’s solution The material is initially liquid at T = T0 . Similarly (7. are separated by an interface at x = X(t). Thus ∂T1 ∂T2 dX k1 − k2 = Lρ (7. t) to be = → 0 at T0 as x=0 x→∞ (7.2) Stefan problems At the interface the temperature should be continuous.Chapter 7 Moving boundary 7.1) and (7.1) (7.4) ∂x ∂x dt 7. so that T1 (X.3) Furthermore the diﬀerence in heat rate into the interface provides the energy required for phase change. the conduction equations is ∂ 2 T1 1 ∂T1 − ∂x2 κ1 ∂t 1 ∂T2 ∂ 2 T2 − ∂x2 κ2 ∂t = = 0 0 (7. Thus T1 T2 Assume T1 (x. t) (7.6) x T1 = A erf √ 2 κ1 t x x T1 = A erf √ T2 = T0 − B erf √ 2 κ1 t 2 κ2 t 123 (7. In each phase. The temperature at the x = 0 end is reduced to zero for t > 0.5) (7.5). t) = T2 (X.7) so that it satisﬁes equations (7.

4).12) The temperatures are T1 T2 7. The.1.3) requires that x x A erf √ = T0 − B erf √ = T1 2 κ1 t 2 κ2 t This shows that √ X = 2λ κ1 t (7.1.13) (7.2) and (7.9) (7. Using the remaining condition (7.10) where λ is a constant.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. we get k1 Ae−λ − k2 B This can be written as 2 √ κ1 −κ1 λ2 /κ2 = λLκ1 ρ π e κ2 (7.6). condition (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 ) (7.14) .7. Stefan problems 124 satisﬁes equation (7.

Part IV Multiple spatial dimensions 125 .

2. except for one edge where it is unity.6) (8.1 Steady-state problems See [206]. Let θ(x. In the steady state ∂2T ∂2T + − m2 (T − T∞ ) 2 ∂x ∂y 2 (8. y) = X(x)Y (y) (8.3) Consider a square of unit side with θ = T − T∞ being zero all around.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. the Biot number.2 8.1) ∂2T ∂2T 1 ∂T = + − m2 (T − T∞ ) α ∂t ∂x2 ∂y 2 (8.Chapter 8 Conduction 8.5) This leads to one equation (8.1 Transient problems Two-dimensional ﬁn The governing equation is cρdx dyL which simpliﬁes to ∂T = Lk ∂t ∂2T ∂2T + ∂x2 ∂y 2 − hdx dy(T − T∞ ) (8. Thus .7) with X(0) = X(1) = 1. 8.2) where m2 = h/kL.

Find the appropriate eigenfunctions for the Laplacian operator for this problem.edu. Set up and solve a conduction problem similar to Problem 2.cn/mathency/math/p/p059. but in parabolic cylindrical coordinates. . 2.wolfram. y) = An sin nπx sinh m2 + n2 π 2 y (8. The two cylindrical surfaces shown as v = 1 and v = 2 are kept at temperatures T1 and T2 .3 8. bipolar. Use Morse and Feshbach’s notation as shown in http://www. 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. 5.3. Show that the separation of variables solution for ∇2 T = 0 for a rectangle can also be obtained through an eigenfunction expansion procedure. Radiating ﬁns 127 L x y Figure 8. .10) (8. . Moving boundary problem at a corner.sdu. Consider an unsteady one-dimensional ﬁn of constant area with base temperature known and tip adiabatic. n = 1.html with a = 1. . B = 0 and λ = nπ.math. Consider conduction in a square plate with Dirichlet boundary conditions. respectively. where due to the boundary conditions.4 Radiating ﬁns Non-Cartesian coordinates Toroidal.htm 4. Another equation is d2 Y − m2 + λ 2 Y = 0 dy 2 with Y (y) = A sinh m2 + n2 π 2 y + B cosh m2 + n2 π 2 y (8.9) The condition Y (0) = 0 gives B = 0.1: Two-dimensional ﬁn.com/BipolarCylindricalCoordinates. Thus θ(x. Shape factor.8.. 3. Use the eigenfunction expansion method to reduce the governing equation to an inﬁnite set of ODEs and solve. Problems 1. Consider steady-state conduction in bipolar coordinates shown in http://mathworld.8) 8.

4 Multiple solutions See [166].1 Two-dimensional ﬂow (9.5 Plate heat exchangers There is ﬂow on the two sides of a plate.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. as shown in Fig.3) (9. with an overall heat transfer coeﬃcient of U .and y-directions.3 Leveque’s solution Leveque (1928) 9.Chapter 9 Forced convection See [206]. respectively. 9.2.1 9. 128 .1) 9. Consider a rectangular plate of size Lx × Ly in the x. 9. 9.2) (9. 1 and 2.

we get ∂Ty Tx = Ty + Cy R (9.6).6) 2Cy R ∂y These equations have to be solved with suitable boundary conditions to obtain the temperature ﬁelds Tx (x.1: Schematic of crossﬂow plate HX. the steady heat balance on an elemental rectangle of size dx×dy gives ∂Tx cx mx dy dx = U dx dy (Ty − Tx ) (9. From equation (9. y). 1957) gives an interesting solution in the following manner. y). and Cx = cx mx . The overall heat transfer coeﬃcient between the two ﬂuids is U .5). For the other ﬂuid ∂Ty = Tx − Ty (9. y) and my . Let the plate be . The ﬂow on one side of the plate is in the x-direction with a temperature ﬁeld Tx (x. Plate heat exchangers 129 x flow y flow Figure 9.7) ∂y Substituting in equation (9. we have 2 Ty 1 ∂Ty 1 ∂Ty + + 2R =0 Cy ∂x Cx ∂y ∂x∂y (9. Simplifying.8) Nusselt (Jakob.5) where R = 1/2U is proportional to the thermal resistance between the two ﬂuids. For the ﬂow in the x-direction. 9. which we will take to be a constant. The mass ﬂow rate of the ﬂow is mx per unit transverse length.5. The ﬂow in the other side of the plate is in the y-direction with the corresponding quantities Ty (x. we get 2Cx R ∂Tx = Ty − Tx ∂x (9.9. y) and Ty (x.1.4) ∂x where cx is the speciﬁc heat of that ﬂuid.

i − Ty.i Tx.21) ′ θx (ξ.18) ∂θy + bθy = bθx ∂η Solving for θy we get θy = e−bη C(ξ) + b 0 η ′ (9.17) (9.16) at ξ = 0 at η = 0 (9.9) (9.and y-directions. η) = be−bη 0 η (9. η) = e−aξ + ae−aξ 0 θy (ξ ′ .9. η ′ )eaξ +bη dξ ′ dη ′ ′ ′ (9. we ﬁnd the Volterra integral equation ξ η 0 θx (ξ. Plate heat exchangers 130 of dimensions L and W in the x. η ′ )ebη dη ′ (9.15) we get ξ θx (ξ.i − Ty.23) Substituting for θy .19) θx (ξ. η) = e−aξ + abe−(aξ+bη) 0 θx (ξ ′ .13) (9. η)eaξ dξ ′ ′ (9.15) (9.i UWL Cx UWL Cy (9. we get C=0 so that θy (ξ.11) (9.20) From the boundary condition (9. from equation (9.22) Using the same procedure.18).16) can be written as = = 1 0 ∂θx ∂ξ ∂θy ∂η (9.i Ty − Ty. Nondimensional variables are ξ η θx θy = = = = x L y W Tx − Ty. η ′ )ebη dη ′ (9.24) .10) (9.5.14) a = b The governing equations are then = a(θx − θy ) = − b(θx − θy ) = with boundary conditions θx θy Equation (9.12) (9.i Tx.

η) + λφ1 (ξ. .32) The solutions are φ0 φ1 φ2 φ3 . η) = abe−(aξ+bη) 0 φn−1 (ξ ′ .40) (9. and taking λ = 1. . .27) φ0 (ξ ′ . η) φ1 (ξ.26). equation (9. η) φ2 (ξ. the coeﬃcient of each order of λ must vanish. η) + . η) + . η) . η) + φ2 (ξ. − bn−1 η n−1 e−bη ) n! (n − 1)! θx (ξ. η) = e−aξ + abλe−(aξ+bη) 0 θx (ξ ′ . . y) = X(x)Y (y) Substituting and dividing by XY .1 Find a solution of the same problem by separation of variables. we get 1 dY 1 ∂Tx + + 2R = 0 Cx ∂x Cy dy (9. ξ η 0 = e−aξ ξ η 0 ξ η 0 (9.31) (9.28) (9. η) + φ1 (ξ. we get (9. η ′ )eaξ +bη dξ ′ dη ′ ′ ′ φn (ξ. η) (9. . Plate heat exchangers 131 for the unknown θx . . Example 9.34) (9. Taking Ty (x.33) (9. η ′ )eaξ +bη dξ ′ dη ′ ′ ′ (9. . Thus φ0 (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 − .9.35) (9. η) + λ2 φ2 (ξ.36) (9. .26) This can be substituted in the integral equation.30) φ1 (ξ ′ . We will ﬁrst solve the Volterra equation for an arbitrary λ.25) Let us express the solution in terms of a ﬁnite power series θx (ξ. . η ′ )eaξ +bη dξ ′ dη ′ 0 ′ ′ = abe−(aξ+bη) = abe−(aξ+bη) 0 (9. + λn φn (ξ. η) = φ0 (ξ.41) . η) where the φs are given above. η) = φ0 (ξ. Since λ is arbitrary.37) (9.39) (9. η ′ )eaξ +bη dξ ′ dη ′ ′ ′ (9.29) (9.38) Substituting into the expansion. + φn (ξ.5. where ξ η 0 θx (ξ.

each must be a constant. Solving the two equations and taking their product.44) (9.46) (9.43) where a is a constant. we have – » c x y Ty = exp − + a+R cx mx (a + R) cy my (a − R) where c is a constant. Substituting in equation (9.9.7). This is a problem .6 Falkner-Skan boundary ﬂows Problems 1. y) − Tx (0.47) 9. and the second only of y.6. Falkner-Skan boundary ﬂows 132 Since the ﬁrst term is a function only of x. (9. Q. Thus we can write dX 1 + X dx cx mx (a + R) dY 1 + Y dy cy my (a − R) = = 0 0 (9. 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. 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 . is given by Z L−y Q = Cx [Tx (Lx .42) (9.45) (9.

1 10.2 10.Chapter 10 Natural convection 10. Problems 1. 133 . This is a problem.3 Governing equations Cavities Marangoni convection See [204].

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. Here K is called the permeability of the medium and has units of inverse area. allowing for slip in the tangential direction. 201] 11.1 Darcy’s equation (11. 130.2). From equations (11. Sometimes a term cρ0 ∂V/∂t is added to the left side for transient problems.1.Chapter 11 Porous media [103. 11.2 Forchheimer’s equation (11. The condition on the velocity is that of zero normal velocity at a boundary.1 Governing equations The continuity equation for incompressible ﬂow in a porous medium is ∇·V =0 11.1. but it is normally left out because it is very small.2) where f is the body force per unit mass. There is still slip at a boundary.1) For the momentum equation.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. 134 .1) and (11. for f = 0 we get ∇2 p = 0 from which the pressure distribution can be determined.4) where cf is a dimensionless constant. the simplest model is that due to Darcy ∇p = − µ V + ρf K (11.

= = km ρcp (ρc)m ρcp (11.16) .13) u = − v is u v For = U = 0 K µ K = − µ (11. and (ρc)m (ρc)m = φρcp + (1 − φ)(ρc)m The energy equation is (11.9) (11.10) ∂T + V · ∇T = αm ∇2 T ∂t (11.4 Energy equation ∂T + ρcp V · ∇T = km ∇2 T ∂t is the eﬀective thermal conductivity. In this model there is no slip at a solid boundary.11) (11. ˜ 11. and φ is the porosity of the material. An equivalent form is σ where αm σ See [1].5) where µ is another viscous coeﬃcient.6) where km (11. Forced convection 135 11.1.7) is the average heat capacity.1.2.2.14) (11.15) Ux = P ex ≫ 1 αm (11.3 Brinkman’s equation µ V + µ∇2 V + ρf ˜ K Another alternative is Brinkman’s equation ∇p = − (11.8) 11. The subscripts m refers to the solid matrix.11.1 Forced convection Plane wall at constant temperature ∂u ∂v + ∂x ∂y The solution to = 0 ∂p ∂x ∂p ∂y (11.12) (11.2 11.

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 (11.33) 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 (11.19) (11.18) The boundary conditions are T (0) = Tw T (∞) = T∞ Writing η = y U αm x T − Tw T∞ − Tw (11.29) (11.27) dθ ∂η dη ∂y U dθ dη αm x d2 θ U (T∞ − Tw ) 2 dη αm x 1 θ′′ + η θ′ = 0 2 θ(0) 2 (11.26) (11.28) with = 0 1 (11.32) (11.24) (11.2.17) (11.22) (11.21) (11.25) (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 (11.23) (11.30) θ(∞) = We multiply by the integrating factor eη /4 to get (11.

34) √ Applying the boundary conditions.38) (11. 11. Thus θ = = The heat transfer coeﬃcient is deﬁned as h q ′′ Tw − T∞ ∂T km = − Tw − T∞ ∂y ∂θ = km ∂y = (11. we ﬁnd that C1 = 1/ π and C2 = 0. Forced convection 137 With the change in variables x = η ′ /2.46) .35) (11.2 Stagnation-point ﬂow For ﬂow in a porous medium normal to an inﬁnite ﬂat plate.11.2.43) Example 11.2.39) 2 √ π erf η/2 0 e−x dx η 2 2 (11.1 Find the temperature distribution for ﬂow in a porous medium parallel to a ﬂat plate with uniform heat ﬂux. the velocity ﬁeld is u = Cx v The energy equation is Cx = −Cy (11.40) (11.41) y=0 = x = = 1 Ux √ π αm 1 √ P e−1/2 π x (11. the solution becomes η/2 θ = 2C1 0 e−x dx 2 (11.36) The local Nusselt number is given by N ux = hx km ∂θ ∂y (11.42) (11.44) (11.37) (11.45) ∂T ∂T ∂2T − Cy = αm 2 ∂x ∂y ∂y (11.

53) (11.51) = = 0 at y = 0 ∞ ∂2T ∂T = αm 2 ∂x ∂y (11.11.49) (ρcp )U −∞ θ(η) = we ﬁnd that ∂T ∂x ∂T ∂y ∂2T ∂y 2 = θ = = q′ km αm U 1 − x−3/2 2 + dθ y dη U αm 1 q′ − x−3/2 2 km αm Ux (11.49) become = = 0 at η = 0 1 (11. the governing equation is U where the boundary conditions are ∂T ∂y q′ Writing η = y U αm x T − T∞ q ′ /km (11.52) (11.48)-(11. Forced convection 138 11.58) θ dy −∞ The equation (11.3 Thermal wakes Line source For P ex ≫ 1.50) Ux αm (11.48) (T − T∞ ) dy (11.60) .54) (11.56) can be written as θ′′ = − which integrates to 1 d (ηθ) 2 dη (11.2.56) The conditions (11.2. 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.47) (11.57) (11.59) 1 θ′ = − ηθ + C1 2 (11.

we ﬁnd that C1 = 0.70) .66) 11.64) (11. and consists of ﬁnding the stability of a horizontal layer of ﬂuid in a porous medium heated from below.3 11.3. 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 )] (11.61) 1= −∞ θ dη = C2 −∞ e−η 2 /4 √ dη = 2 πC2 (11.67) (11. The geometry is shown in Fig.11.63) Thus the solution is or (11.3.1: Stability of horizontal porous layer. we get θ = C2 e−η Substituting in the other boundary condition ∞ ∞ 2 /4 (11.62) from which 1 C2 = √ 2 π 2 1 θ = √ e−η /4 2 π (11.1.69) (11.68) (11. Integrating again. 11.1 Natural convection Linear stability This is often called the Horton-Rogers-Lapwood problem.2 Show that for a point source T − T∞ = q −U r 2 exp( ) 4πkx 4αm x (11. Natural convection 139 Since θ′ = 0 at η = 0. B y x A gravity Figure 11.65) 1 q′ T − T∞ = √ 2 π km ( −U y 2 αm ) exp( ) Ux 4αm x Example 11.

Natural convection 140 where g = −gj.71) (11. The basic steady solution is V T p = 0 (11.76) ∇ · V′ µ ′ −∇p′ − V − βρ0 T ′ g K ∆T ′ ∂T ′ − w ∂t H Using the nondimensional variables x∗ t∗ V∗ T∗ p∗ the equations become.81) (11.80) (11.90) ∇2 w = Ra∇2 T H where ∇H = ∂2 ∂x2 .85) (11.78) (11.83) (11.3.87) −∇p − V + Ra T k ∂T −w ∂t where Ra = From these equations we get = ∇2 T ρ0 gβKH∆T µαm (11.74) (11.75) (11.88) (11.82) (11. on dropping *s ∇·V = = = = = = 0 = 0 = αm ∇2 T ′ (11.84) = = 0 0 (11.72) y2 − 2y H (11. We apply a perturbation to each variable as V T p Substituting and linearizing = V + V′ = T + T′ = p + p′ (11.77) (11.79) x H αm t σH 2 HV′ αm T′ ∆T Kp′ µαm (11.89) (11.86) (11.11.73) y = T0 + ∆T 1 − H 1 = p0 − ρ0 g y + β∆T 2 ′′ For constant heat ﬂux ∆T = qs /km .

11. Natural convection 141 Using separation of variables w(x. since the eigenvalue problem is self-adjoint.99) (11.e.91) (11.3.95) Isothermal boundary conditions The boundary conditions are W = Θ = 0 at either wall. Furthermore. z. v) If vL(u) − uL(v) = then [vL(u) − uL(v)] dV = = V (11. impermeable). y → ∞. y. the wavenumbers kx and ky must be real.101) (11.96) ∂Q ∂P + ∂x ∂y ∂P ∂Q + ∂x ∂y (11. y. For a self-adjoint operator L. then L is self-adjoint.100) V ∇ · (P i + Qj) dV n · (P i + Qj) = S If n·(P i+Qj) = 0 at the boundaries (i.103) The eigenfunctions are W = sin nπy (11.98) (11.93) (11. for which d2 − k 2 Θ = −W dy 2 d2 − k 2 W = −k 2 Ra Θ dy 2 from which d2 − k2 dy 2 2 (11.102) W = k 2 Ra W (11.92) (11.104) . marginal stability occurs when s = 0.97) dV (11. For the solutions to remain bounded as x. Thus. which is the case here. we must have (u. it can be shown that s is also real. t) T (x. 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. z. Lv) = (Lu.94) (11. as shown below.

106) The lowest critical Ra is with k = π and n = 1. To the next order = W0 − Ra0 Θ0 = Θ0 (11.109) (11. as long as Ra = n2 π 2 +k k 2 (11. Constant heat ﬂux conditions Here W = dΘ/dy = 0 at the walls. 3. . .114) (11..110) (11. 2.105) 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 (11.3. . The solutions is W0 = 0. 11. 11.11.115) . we get Rac = 12. .113) with W1 = dΘ1 /dy = 0 at the walls. . where u v Darcy’s equation becomes − µ ∂ψ ∂p − ∂x K ∂y ∂p µ ∂ψ − + ∂y K ∂x = ρ0 g [1 − β(T − T0 )] sin φ = ρ0 g [1 − β(T − T0 )] cos φ (11.107) (11. which gives Rac = 4π 2 for the onset of instability. . Ra = Ra0 + α2 Ra1 + .117) ∂ψ ∂y ∂ψ = − ∂x = (11. Θ = Θ0 + α2 Θ1 + .116) (11.3. Natural convection 142 where n = 1.111) with W0 = dΘ0 /dy = 0 at the walls. .108) (11. . We write W = W0 + α 2 W1 + . For the zeroth order system d 2 W0 =0 dy 2 d2 W1 dy 2 d2 Θ1 + W1 dy 2 (11.2 Steady-state inclined layer solutions Consider an inclined porous layer of thickness H at angle φ with respect to the horizontal shown in Fig. Θ0 = 1. .2 Introducing the streamfunction ψ(x. y).112) (11. Finally.

11. ∂y ψ = 0. we assume [167] ψ T = ψ(y) = Cx + θ(y) (11. we have ∂2ψ ∂2ψ ρ0 gβK + =− ∂x2 ∂y 2 µ The energy equation is ∂ψ ∂T ∂ψ ∂T − ∂y ∂x ∂x ∂y Side-wall heating The non-dimensional equations are ∂2ψ ∂2ψ + ∂x2 ∂y 2 ∂ψ ∂T ∂ψ ∂T − ∂y ∂x ∂x ∂y where the Rayleigh number is Ra =? The boundary conditions are ∂T =0 ∂x ∂T = −1 ψ = 0.123) (11. Taking ∂/∂y of the ﬁrst and ∂/∂x of the second and subtracting.127) (11. at at x=± A 2 1 y=± 2 (11.2: Inclined porous layer.118) (11.125) With a parallel-ﬂow approximation.126) (11. Natural convection 143 y x φ Figure 11.122) = −Ra = ∂T ∂T cos φ − sin φ ∂x ∂y ∂2T ∂2T + ∂x2 ∂y 2 (11.120) (11.121) = αm ∂T ∂T cos φ − sin φ ∂x ∂y ∂2T ∂2T + ∂x2 ∂y 2 (11.119) .124) (11.3.

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.

Chapter 12 Moving boundary 12.1 Stefan problems 148 .

Part V Complex systems 149 .

Consider an unsteady n-body radiative problem. Monte Carlo methods Problems 1. dt 150 . Show that between one small body 1 and its large surroundings 2.1 [209] [219] is a review of the radiative properties of semiconductors. the dynamics of the small-body temperature is governed by dT1 4 4 M1 c1 = −A1 F12 σ(T1 − T2 ) + Q1 .Chapter 13 Radiation 13. The temperature of the ith body is given by Mj cj dTj dt = − n X 4 Ai Fij σ(Ti4 − Tj ) + Qj 4 Fji σ(Ti4 − Tj ) + Qj = What kind of dynamic solutions are possible? Aj i=1 n X i=1 2. The steady-state temperature distribution in a one-dimensional radiative ﬁn is given by dT + hT 4 = 0 dx Is the solution unique and always possible? 3.

Chapter 14 Boiling and condensation 14.1 Homogeneous nucleation 151 .

(15. 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 +. t − ∆t] .1 15. x + ∆x + dx/2].2) where the terms on the right side are evaluated at (x. [86.Chapter 15 Microscale heat transfer [108] is a review of microscale heat exchangers. 186. Substituting in Eq. (15. t − ∆t) + P (x + ∆x.. 119. ∂t ∂x 152 . 2 (15. .1) Assuming that ∆x and ∆t are small. Let the current position of the walker be x. we have P (x. Since there is equal probability of the walker in the previous time step to have been in the interval [x − ∆x − dx/2. and [36] of photonic devices. 2 ∂t ∂x 2 ∂t 2 ∂x2 ∂t (15. we get the diﬀusion equation ∂P ∂2P (15. . t). x + dx/2] be P (x. Taylor series expansions give P (x ± ∆x.1) we get ∂2P 1 ∂2P 1 ∂3P ∂P −D 2 = ∆t − ∆x2 + . 219] 15.1. t) = 1 [P (x − ∆x.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. 178. and the probability that the walker is in an interval [x − dx/2.. x − ∆x + dx/2] or [x + ∆x − dx/2.4) =D 2. 202.. .3) where D = ∆x2 /2∆t. t). If we let ∆x → 0 and ∆t → 0 such that D is constant.

1.10) so that f = f0 − τ v · ∇f0 .5) where S is a sphere of radius |∆r| centered on r. τ v(r. dT (15. t)εD dε. Also P (r + ∆r. ∂t ∂v τ Several further approximations can be made. t). t − ∆t) dS (15. (15. Then P (r. The term on the right side is due to collisions and scattering. a = 0 and ∇f = ∇f0 in the left side of Eq. (a) Fourier’s law Assume ∂/∂t = 0. we have the balance equation [109.1 Relaxation-time approximation ∂f ∂t where τ = τ (r.12) (15. (15.15. 15. Following a volume element in this space.9) . scat (15.2.8) Under this approximation = scat (15. The heat ﬂux is then q(r. ∂P ∂P 1 ∂2P ∆ri − ∆t + . v. we can write ∇f0 = df0 ∇T.2.. t) = where D(ε) is the density of energy states ε.11) (15. t) = S P (r + ∆r.10) f0 − f . t)f (r. t − ∆t) = P + etc. and ∆r be a step in any direction where |∆r| is a constant. v).7) where a = dv/dt is the acceleration due to an external force. ∂ri ∂t 2 ∂ri ∂ri (15. Introducing explicitly the dependence of f on temperature.2 Boltzmann transport equation The classical distribution function f (r. Thus ∂f ∂f f0 − f + v · ∇f + a · = . t) is deﬁned as number of particles in the volume dr dv in the six-dimensional space of coordinates r and velocity v. 124] ∂f ∂f + v · ∇f + a · = ∂t ∂v ∂f ∂t .2 Multi-dimensional Let P = P (r. 123.. Boltzmann transport equation 153 15.6) 15. ε.

we get q = −k∇T.3 15.3.12) in (15.1 Phonons Single atom type A lattice of atoms of a single type is shown in Fig. 15. (15. (15.11) and (15.21) . (15. and a is the mean distance between the atoms.20) (1 − cos ka) .10) by vεD dε and integrate to get ∂ df0 1 v· vf εD dǫ + vf εD dε.1.8).16) ∇T vεD dε = − ∂t dT τ Using Eq. (15. then the dispersion relation is ω= 2c m 1/2 1/2 (15.15.1: Lattice of atoms of a single type Using Eqs. q+τ 15. (15.18) (15. this gives ∂q = −k∇T. Phonons 154 xi−1 xi xi+1 Figure 15.8). The mass of each atom is m. Multiply Eq. Eq.15) v τv · df0 dT εD dε.14).17) ∂t where k is given by Eq.19) (15. For a typical atom n. Newton’s second law gives m d2 xn dt2 = c(xn+1 − xn ) − c(xn − xn−1 ) = c(xn+1 − 2xn + xn−1 ). (15. Let xi = xei(nka−ωt) . where k= since vf0 εD dε = 0.13).13) (15.3. the spring constants are c. (15. (15.14) (b) Cattaneo’s equation Assume τ = constant and ∇f = (df0 /dT )∇T . This is Cattaneo’s equation that can be compared to Fourier’s law. (15. (15.

28) (15. (15. 15. = c xe ika (15.27) (15.15.3.33) (15.26) (15.32) (15.2 Two atom types Newton’s second law gives m1 d2 xi dt2 = c(yi − xi ) − c(xi − yi−1 ) = c(yi − 2xi + yi−1 ).31) d2 y i m2 2 dt (15. (15.35) (15.36) 2 − 2y + x . We can also write k= 1 cvg l 3 (15.2: Lattice of atoms of two diﬀerent type The phase velocity is vp = and the group velocity is vg = For ka → 0. Let xi yi = xei(nka−ωt) .30) (15. = yei(nka−ωt) .22) 1/2 . (15. = c(xi+1 − yi ) − c(yi − xi ) = c(xi+1 − 2yi + xi ). (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 . we have vg = a The thermal conductivity k = ke + kp where ke and kp are those due to electron and phonon transports.29) (15.3. . Phonons 155 xi yi Figure 15. and l is the mean free path.34) so that −m1 xω 2 −m2 yω = c y − 2x + ye−ika .24) where c is the speciﬁc heat.23) .

which simpliﬁes to m1 m2 ω 4 − 2c(m1 + m2 )ω 2 + 2c2 (1 − cos ka) = 0. The solution is ω2 = 1 2c(m1 + m2 ) ± 2c 2m1 m2 m2 + m2 + 2m1 m2 cos ka .4 Thin ﬁlms .37) The positive sign corresponds to the optical and the negative to the acoustic mode.38) −c(1 + e−ika ) 2c − m2 ω 2 x y = 0 0 .40) (15. 15.39) (15. 2 1 (15.4. Thin ﬁlms 156 which can also be written as 2c − m1 ω 2 −c(1 + eika ) This means that (2c − m1 ω 2 )(2c − m2 ω 2 ) − c2 (1 + e−ika )(1 + eika ) = 0.15. (15.

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

Chapter 17 Heat exchangers 17.2 Porous medium analogy See Nield and Bejan. p.4 Heat transfer augmentation Maldistribution eﬀects Rohsenow (1981) 17. we have Mc ρAc2 ∂T2 ∂T2 + ρV2 Ac2 + hP (T − T1 ) = 0 ∂t ∂x 158 (17.1) (17. 17. 17. 87 [130].5 Microchannel heat exchangers Phillips (1990).6 Radiation eﬀects See Ozisik (1981).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.1 Fin analysis Analysis of Kraus (1990) for variable heat transfer coeﬃcients.3 17. Shah (1981) 17.2) . 17.

10) ).1. Correlations 159 17. . schematically shown in Fig. This example includes all the conductive.3) (17. has been studied using ﬁnite diﬀerences [4–6]. hi and ho the heat transfer coeﬃcients in the inner and outer surfaces of the tube. L is the length of the tube. 17.9). 0). In addition.6) y(x) = a0 + a1/2 x1/2 + a1 x + a3/2 x3/2 + a2 x2 + . n y(x) = k=0 a(k)xk dk where − 1 < x < 1 A power-law correlation of the form y = cxn satisﬁes the invariance condition given by equation (A. and in the wall of the tube are ma ˙ a a ca (Tin − Tout ) = ho 2πro (Ta − Tt ).9) ∂t ∂ξ 2 2 2 ∂ Tt 2 2 ∂Tt = kt π(ro − ri ) 2 + 2πro ho (Ta − Tt ) − 2πri hi (Tt − Tw(17. The ﬂow rates present a special diﬃculty.1).17. and Tt (ξ. . (17. ˙ . and the outlet temperature is bounded. ri and ro are the inner and outer radii of the tube. they appear in nonlinear form in Eqs.8) and (17. . t) and Tw (ξ. ˙ ˙ a a Tin and Tout (t) are the inlet and outlet air temperatures. (17. a a the air temperature is assumed to be Ta = (Tin + Tout )/2. ρt ct π(ro − ri ) ∂t ∂ξ respectively. t) are the tube-wall and water temperatures. ca . The governing equations on the outside of the tube. (17. 0) = Tw (ξ. Suitable numerical values were assumed for the computations. in the water. . It is also seen that the outlet water temperature is hard to control for large water ﬂow rates.8.4) (17. y(x) = axm + bxn + . a w The inlet temperatures Tin and Tin . (17. Fig.7) 17. ρw and ρt are the water and tube material densities. and kt is the thermal conductivity of the tube material. temperatures ˙ outside this range cannot be obtained. Fig. t) = Tw (L.5) (17. Tout or Tout . advective and convective eﬀects discussed before.1 Correlations Least squares method n Possible correlations are y(x) = k=0 ak xk (17. ma (t) and mw (t) are the mass ﬂow rates of air and water.2 shows the steady-state range of values of Tout that can be achieved on varying mw . Tt (ξ. t) = Tw (0. w 17.9 17. and the ﬂow rates ma and mw can all be used as control ˙ ˙ w a inputs to obtain a desired outlet temperature. Ta (t) is the air temperature surrounding the tube. cw and ct are the speciﬁc heats of the air. t) = Tin .t). Water is the in-tube and air the over-tube ﬂuid in the heat exchanger.10 Compressible ﬂow Thermal control A cross-ﬂow heat exchanger model.8) L ∂Tw 2 ∂Tw ρw cw πri + mw cw ˙ = hi 2πri (Tt − Tw ).8. As an example of control dynamics. 17.3 shows the results of w applying PI control on mw to obtain a given reference temperature Tout = 23◦ C. Tt (L.8 17. The boundary and initial conditions are w Tt (0. water and tube material.

3 .7 0.5 0.17 kg/s 22. ma = 23.4 0.9 0 0.1 0.3 0.8 0. Thermal control 160 Air in Water in ξ Water out L Air out Figure 17.2 0.4 a Tout[°C] 23.17.6 23. ma [kg/s] a ˙ ˙ Figure 17.9 1 .5 23. 23.10.23 kg/s 23. .1 23 0.2: The relation between Tout and mw for diﬀerent ma [4].2 0.1: Schematic of single-tube cross-ﬂow heat exchanger.6 0.

1 Hydronic networks The science of networks of all kinds has been put forward as a new emerging science [15]. Control of complex thermal systems 161 25 24.11. 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. Vβ . and Vγ to control L the air temperature leaving the cooling coil. while the secondary has a water-air cooling coil which serves as a thermal load.6 show the dynamic response L L of Ta (t).000 23. Thus. Controllability issues of heat exchanger networks are reported in [203]. In the following.5 22 21. The momentum equation governing the ﬂow in each pipe is diﬀerential. Figs. The primary loop includes a chiller.17. each control method works diﬀerently and are labeled VF. while the conservation of mass condition at each of the junctions is algebraic. The network has a primary loop. 17. Ta (t). 17. Fig. a secondary loop and a bypass that has the three strategies as special cases.5 and 17. it turns out that only certain ﬂow rates may be controllable.3: Behavior of Tout as a function of time for Ki = 50 and diﬀerent Kp [4].4 shows a network in which three speciﬁc control strategies can be compared [61.11. the others being dependent on these.5 23 10.000 100 22. the leaving water temperatures Tw (t). For most practical thermal systems. 17.000 1. Integral controllers are used to operate the valves Vα .5 0 200 400 600 800 1000 1200 1400 1600 1800 2000 t [s] a Figure 17. Mathematical models of the dynamics of a piping network lead to diﬀerential-algebraic systems [61]. 17. and the bypass pressure diﬀerence ∆pbp to step . we will look ﬁrst at thermal components and then combine them in networks.5 5 a Tout[°C] 24 Kp = 100.11 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. 62]. MCF and BT in the following ﬁgures (details are in [61]). this is diﬃcult to do with any degree of precision. There are at present many diﬀerent strategies for the thermal control of networks. and comparative studies based on mathematical models can be carried out.

this includes the study of convection loops [175.11. and then the hot water ﬂow is decreased by a constant value every 1800 s. 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. and γ(t) are the respective closing fractions of the valves which change dynamically in response to the error signal. q7 and q4 to the heat exchangers for the three diﬀerent control strategies. 125. It is seen that for certain control parameters. thermal radiation [143]. microwave heating [120].7. steady values. and materials processing and manufacturing [55. 17. β(t). Control of convection is an important and active topic.11. and so on.17. The input voltages v7 . The controls drive the system to diﬀerent operational points while coping with the changes. 205. 176. α(t). 145. water ﬂow to HXBT and HXCF is zero when testing VF.2 Other applications There are a large number of other thermal problems in which control theory has been applied.8 shows the secondary hot water ﬂow rates q8 . stabilization and control of convection in horizontal ﬂuid layers [18. 217]. . 160]. 190–195]. 215. Each curve represents one independent run. The hot water ﬂow is diminished by changing its controller set point. The system is taken to the nominal operating conditions. changes in the air velocity over the coil.4: Network used to study control strategies [61]. Figure 17. the conﬁguration is shown in Fig. v4 and v1 that control ﬂow and the hot water temperature at the heat exchanger inlet T21 are also shown. the system is becomes unstable and the variables oscillate in time. There are some oscillations in all the variables before they settle down to stable. 83. Agent-based controls have been proposed by complex thermal systems such as in buildings [213]. and in porous media [189]. 17. that is. Laboratory experiments with a network of water-to-water heat exchangers have been reported in [61–63].

∆pbp.5 0 ∆p bp(N/m 2 ) 3 2 1 0 1 x 10 4 100 125 150 175 t 200 225 250 275 300 100 125 150 175 t 200 225 250 275 300 γ TaL (oC) 0. Ta.11.set = ◦ ◦ 2 E 5.5 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. Ta = 30◦ C [61]. Ta = 30 C [61].17. L Tw (oC) 7 6 5 1 100 125 150 175 t 200 225 250 275 300 α 0.5 0 75 100 125 150 175 200 225 250 275 300 t (s) Figure 17.set = 26◦ C. 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 0.6: Dynamic response of control system to drop in air velocity with method BT. Tw. and E L − £ − method MCF.5 C.5: Dynamic response of control system to drop in air velocity. − ∗ − method VF. .set = 20000 (N/m ).

q4 (m3/s) 3 2 1 0 3 0 1000 2000 3000 4000 5000 6000 v1 . .q7 .8: Secondary hot water ﬂows and T21 : − ◦ −BT .v4 .11.7: Layout of hydronic network [61].17. 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. − ∗ −V F .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. − £ −CF . The dashed vertical lines are instants at which the thermal load is changed [61]. 11 3 3 q1 x 10 −4 q8 .

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

142] and time-dependent operation. 49–52]. 18. A stabilized neurocontrol technique for heat exchangers has been described in [47. 182]. Reviews of artiﬁcial neural network applications to thermal engineering [163. 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. 140. which are generally very complex in that they cannot be realistically computed in real time for control purposes [92. 18. The objective is to control a the outlet air temperature Tout . [51. 131. 166] [162] Problems 1.2 18.3 shows the result of an disturbance rejection experiment. A neural network-based controller is able to adapt easily to changing circumstances. 168] and other soft control methodologies [32. and then the water ﬂow is shut down between t = 40s and t = 70s.1 [141] Genetic algorithms 18. after that the neurocontroller brings the system back to normal operation. in thermal systems this may come from eﬀects such as the presence of fouling over time or from changes in system conﬁguration as could happen in building heating and cooling systems. 153. 18. Fig. It is particularly suitable for systems for which experimental information that can be used for training is available.2. This is a problem 166 .2 shows the results of using neurocontrol compared with PID. both are eﬀective. Figs.1 shows the test facility in which the experiments were conducted.1 Artiﬁcial neural networks Heat exchangers The most important of the components are heat exchangers. Fig. 139. 220] and applications [216] are available.Chapter 18 Soft computing 18. The a heat exchanger is stabilized at Tout = 36◦ C.

5 ANN PID PI a T [ C] out 34 33.2: Time-dependent behavior of heat exchanger using ANN.2.8 35. PID and PI control methodologies [47]. Artiﬁcial neural networks 167 a Tout Air flow Water flow (a) (b) Figure 18.5 36 35.6 35.4 PI t [s] 100 120 140 160 180 200 220 240 260 280 300 36.4 36.2 ANN PID a T [ C] out 36 35. a (b) heat exchanger with water and air ﬂows indicated.18.5 33 32.1: Experimental setup: (a) heat exchanger test facility with wind tunnel and in-draft fan. Tout is the air outlet temperature [47].5 32 31.5 0 50 100 150 200 250 300 350 t [s] Figure 18. .5 35 34. 36.

3 0.5 a T [ C] out 36 35. Artiﬁcial neural networks 168 mw [kg/s] 300 200 100 0 0 50 100 150 200 250 300 350 400 t [s] 36.1 0 50 100 150 200 250 300 350 400 t [s] Figure 18.18. .5 35 50 100 150 200 250 300 350 400 34.2.4 0.5 m a [kg/s] 0.5 0 t [s] 0.3: Time-dependent behavior of heat exchanger with neurocontrol for disturbance rejection experiment showing ﬂow rates and air outlet temperature [47].2 0.

Part VI Appendices 169 .

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

2 Koch curve 0 k→∞ lim Ck (t′ ) dt′ (A. Since Nǫ = 2k and ǫ = 1/3k .1.2: The Koch curve. .5) This is the function W (t) = ω −nH cos (ω n t + φn ) n=0 (A.A.. .1] corresponding to k = 0 in Figure A.1: The Cantor set. and in the limit gives a continuous. this is shown as k = 1. In terms of this function we can also deﬁne t D(t) = that is called the devil’s staircase.1.1.1. A.4 Weierstrass function ∞ 2t for 2(1 − t) for 0 ≤ t ≤ 1/2 1/2 < t ≤ 1 (A.. closed curve that is nowhere smooth.4) where 0 < H < 1. . Figure A. . 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.63 . A.its dimension is D = ln 2/ ln 3 = 0. its integral over the interval is unity. the dimension of the Koch curve is D = ln 4/ ln 3 = 1. The process is continued. Repeat the process to get k = 2.6) . If k → ∞. what is left is called the Cantor set. Since Nǫ = 3 × 4k and ǫ = 1/3k . and two sides of a triangle drawn on that. This is shown as k = 1.3) Here we start with an equilateral triangle shown in Figure A. Take away the middle third to leave the two portions.. A.1. . The middle third of each side of the triangle is removed. . A. Fractals 171 k=0 k=1 k=2 k=3 Figure A.1]. and g(t) is the periodic triangular function g(t) = deﬁned on [0.1 Cantor set Consider the line [0.26 . .1. 3.3 Knopp function ∞ This is the function K(t) = 2−nH g(2n t) n=0 (A.2 as k = 0.

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)

A.32) A. A.7: Saddle-node bifurcation. .4.6: Transcritical bifurcation.5: Subcritical version of Fig.7. A.31) dx′ = −2(λ − λ0 )x′ dt so that this critical point is linearly stable. (A. √ (iii) Critical point x(3) = − λ − λ0 This is similar to the above.4 x stable stable stable unstable λ unstable S-N unstable λ Figure A. Figure A. A. A.5 Examples of bifurcations • Supercritical: Fig.5.4.4. • Saddle-node: Fig. 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. • Transcritical: Fig. • Subcritical: Fig.6. 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. Linearizing.4: Supercritical pitchfork bifurcations x Figure A.

we make an expansion around x = 0.33) (A.4.23). we get λ′ x′ = −ǫ (A.38) (A.34) (A. The dynamical system without ǫ is thus structurally unstable.39) . A. (a) ǫ > 0.35) (A. x) (A.7 Two-dimensional systems = λ0 + λ ′ (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.6 Unfolding and structural instability Adding a small constant to the vector ﬁeld in equation (A. (b) ǫ < 0.4. y) = fy (x. λ = λ0 and write x = x′ λ For small x′ and λ.37) Figure A.36) Consider dx dt dy dt = fx (x.A.8 shows the result of adding the imperfection ǫ.8: Imperfect bifurcations.4. Dynamical systems 177 x stable stable unstable λ0 stable λ x stable stable λ λ0 unstable stable Figure A. A.

. if in addition P > 0. If. on the other hand.A. the system is dissipative. 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.43) determines the nature of the solution.41) 1 −P ± 2 P 2 − 4Q (A. Dynamical systems 178 The linearized equation in local form has a Jacobian matrix A= The eigenvalues satisfy a quadratic equation λ2 + P λ + Q = 0 from which λ= The sign of the discriminant D = P 2 − 4Q (A.48) For σ > 0. the spiral is stable.3 dx dt dy dt = = y −(λ − λ0 )x (A. the eigenvalues are complex and the solution in phase space is a spiral. Example A. The occurrence of periodic solutions in two-dimensional systems. and the solutions are damped oscillations.4 dx dt dy dt = = y −ω 2 x − σy (A.47) (A. the eigenvalues are real. which is a transition from a time-independent to a periodic behavior through a pair of complex conjugate imaginary eigenvalues. permits a Hopf bifurcation. it is unstable. D > 0.40) (A.42) This is a conservative system which is equivalent to d2 x + (λ − λ0 )x = 0 dt2 The solutions are exponential if λ < λ0 . and periodic if λ > λ0 .4. If D < 0.45) axx ayx axy ayy (A.46) Example A. and if P < 0. (A.44) (A.

4.56) This is a Hopf bifurcation at λ = λ0 . Example A.53) (A. There is thus a Hopf bifurcation at λ = λ0 . i.57) (A.6 dx dt dy dt = = y ` ´ −ω 2 x − σ λ − x2 − y 2 (A. a similar analysis of equation (A.e r = 0 and r = λ − λ0 . Substituting x = r cos θ and y = r sin θ. A.54) 1 √ There are two values of r.50) can be converted to polar coordinates. A linear analysis of equations (A. Dynamical systems 179 Example A.49) and (AHopftwo) shows that the origin is stable for λ < λ0 .52) which simpliﬁes to = = ` ´ r λ − λ0 − r 2 (A.49) (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.55) (A.53) √ indicates that r = λ − λ0 is a stable orbit.A. . at which dr/dt = 0. at which point the solution goes from time-independent to periodic.58) deﬁned with a negative sign in front of x in the second equation. dx dt dy dt 1 Sometimes = y = x − x3 + f (t) (A. we get −r sin dr dθ + cos θ dt dt dθ dr r cos + sin θ dt dt dr dt dθ dt = = (λ − λ0 )r cos θ − r sin θ − r 3 cos θ r cos θ + (λ − λ0 )r sin θ − r 3 sin θ (A.4.8 Three-dimensional systems Forced Duﬃng equation Since a non-autonomous equation can be converted into a three-dimensional autonomous system.51) (A. we will include the case of the forced Duﬃng equation here1 . and the second a circular periodic orbit that exists only for λ > λ0 . The ﬁrst is a critical point at the origin. For λ > λ0 .

At λ = λ1 . 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. with σ > b + 1. The bifurcation parameter will be λ.60) (A. the origin becomes unstable. (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.59) (A.62) A linear stability analysis of each critical point follows. the 2 eigenvalues are real and negative. 1 [−(1 + σ) ± (1 + σ)2 − 4σ(1 − λ)].63) (λ + b)[λ2 + λ(σ + 1) − σ(λ − 1)] = 0 (A. (b) x = y = b(λ − 1). since (1 + σ)2 > 4σ(1 − λ).4. 0 z b(λ − 1) − b(λ − 1) b(λ − 1) .65) λ3 + (σ + b + 1)λ2 + (σ + λ)bλ + 2σb(λ − 1) = 0 (A. − b(λ − 1) λ−1 λ−1 (A. The critical points are obtained from y−x = 0 λx − y − xz = 0 −bz + xy = 0 which give x 0 y = 0 .A. z = λ − 1 Small perturbations give ′ x d ′ y = dt z′ The characteristic equation is −σ 1 b(λ − 1) σ −1 b(λ − 1) ′ 0 x − b(λ − 1) y ′ z′ −b (A. where λ1 = 1.61) where σ and b are taken to be positive constants. For 0 < λ < 1.66) . there is a pitchfork bifurcation with one zero eigenvalue. For λ > λ1 .64) from which we get the eigenvalues −b.

and W c are the unstable. • Two other critical points are created for λ > λ1 . The eigenvalues λ of ∂fi /∂xj at the origin are of three kinds: (a) Re(λ) > 0 with the generalized eigenspace E u .e. becomes unstable at λ = λ1 .9 Nonlinear analysis Center manifold theorem [30] Consider a vector ﬁeld fi (x) with fi (0) = 0. stable and center manifolds. • Just below λ3 . (c) Re(λ) = 0 with the generalized eigenspace E c . i. There exist manifolds W u . equation (A. and ±i 2σ(σ + 1)/(σ − b − 1). • For λ > λ3 .4.67) At λ = λ3 the characteristic equation (A. respectively. W s . in the range λ2 < λ < λ3 . W u .A. Here is a summary of the series of bifurcation with respect to the parameter λ: • Origin is a stable critical point for λ < λ1 . 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. A. The periodic solution which is created at this value of λ can be shown to be unstable so that the bifurcation is subcritical. i. are found by solving an equation of the type (A. where λ3 = σ(σ + b + 3) σ−b−1 (A. but for large enough perturbations produce chaos. The type of bifurcations that occur with a single bifurcation parameter λ has been discussed in the previous . the two critical points are stable to small perturbations.e. (b) Re(λ) < 0 with the generalized eigenspace E s . respectively. corresponding to a Hopf bifurcation. W s . all initial conditions produce chaos (except for periodic windows).66) can be factorized to give the eigenvalues −(σ + b + 1).10). by ﬁnding the singularities of the function fi . and W c to which E u . 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 . these are linearly stable in the range λ1 < λ < λ3 . E s and E c .5 Singularity theory We have seen that the critical points of a dynamical system. are tangents.5. A.12).

1 Eigenfunction expansion Let T = T (x. such that Lφi = λi φ.10 in (λ. For gradient systems. . .9 shows the surface x = x(λ.68) 4λ3 + 27µ2 Figure A.70) ∂t in a domain Ω. µ) plane.e. There are three real solutions if the discriminant D = > 0.69) can be classiﬁed in terms of eleven canonical surfaces. 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). The boundary and initial conditions are T = 0 at ∂Ω and T = f (x) at t = 0. µ). Here we increase the number of parameters to λ1 . Partial diﬀerential equations 182 µ One solution Three solutions λ x One solution µ λ Figure A.8. . A section of this surface at µ = 0 will give Fig. t) and ∂T = L(T ) (A.10: Bifurcation set. section. A. A. (A. . µ) surface in the (λ.6 Partial diﬀerential equations Classiﬁcation Boundary conditions A. λp at which equation (A. where L is a linear operator with spatial partial derivatives. λp and look at the consequent changes in the bifurcations.4 and µ = ǫ will give Fig.9: Surface x = x(λ. The bifurcation set is shown in Fig. . A bifurcation (or catastrophe) set is the set of points in parametric space λ1 .7 Examine the one-dimensional vector ﬁeld f (x) = −(x3 + px + q) (A. It is projection of the x = x(λ. there are only seven. Example A.A. Figure A.6. Let φi (x) be the eigenfunctions of L. and only one otherwise.12) is satisﬁed.6. i. . µ) coordinates.71) . A. systems in which fI = ∂φ/∂xi . . A.

A.71). we will be moving with the phase velocity vp . (A. (A. dt (A.77) A wave can be of the form [208] If we follow a point at constant phase φ = kx − ωt = k(x − ωt/k). 4.7 Waves f (x. (A. (A. Waves 183 Expand T (x. (A. φj . we get daj = λj aj . Using eq. t) = i=1 ai (t)φi (x).72) Substituting in the equation. i=1 (A.78) k The relation between the frequency ω and the wave number k ω = ω(k) (A. Thus φi . we ﬁnd that ∞ i=1 dai φi . t) = Aei(kx−ωt) . Show that has a transcritical bifurcation. where ω vp = . so that the λi are real and the φi are orthonormal. we get ∞ i=1 dai φi = dt ∞ ai (t)L(φi ). and is given by dω . The group velocity is the velocity at which the energy of the wave moves.73) Taking the inner product with φj .76) (A. φj = dt ∞ i=1 ai (t) L(φi ). Show that dx = −x2 + (λ − λ0 ) dt has a saddle-node bifurcation.7.79) is called the dispersion relation. Carry out an imperfection analysis on the transcritical bifurcation above.75) A. t) in the form ∞ T (x. (A.74) At this point we restrict ourselves to the special case in which L is a self-adjoint operator. φj = δij . Investigate the bifurcations in ` ´ dx = −x x4 − 2x2 + 2 + λ dt dx = −x [x − (λ − λ0 )] dt . 2. 3.80) vg = dk Problems 1.

4) = . −1 c where c = 2 + ∆x2 . .1.3) at i = 1. . . 146. . . . . . . each of length ∆x = 1/N . . so that from Eq. TN −1 . 97. . . B. . 1] into N intervals. . B.Appendix B Numerical methods [33. . . TR TN −1 0 0 . . . N so that xi = i∆x. we get −Ti+1 + (2 + ∆x2 )Ti − Ti−1 = 0 (B. . Write the second derivative at x = xi as T ′′ (xi ) = 1 (Ti+1 − 2Ti + Ti−1 ) ∆x2 (B. . 1.2) where Ti = T (xi ). 2. . which can be solved. . . (B. Applying the boundary conditions. . 96. and number the nodes as i = 0. . 2. 0 T1 TL −1 c −1 0 . T N −2 0 . N − 1. . . . T2 . 126.2 [161] Finite element methods 184 . Thus we have c −1 0 . we get N − 1 algebraic equations in the unknowns T1 . . . .1) B. .1 Finite diﬀerence methods Divide [0. 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 . . (B. . . . T2 0 0 −1 c −1 . 171. . . .

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

15) For the following. .14) = . . .7) (B. c2 TR TN −1 0 0 . The dependent variable is expanded in terms of orthonormal functions φn (x) that satisfy the boundary conditions. . (B. . −c2 c1 where c1 = 2(1 + ∆x2 /3). . . B.3 Spectral methods θ = T − TL − (TR − TL )x d2 θ −θ dx2 = TL + (TR − TL )x = g(x) (B. c2 = 1 − ∆x2 /6. −c2 c1 −c2 . . ∆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 = = = = . (B.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. So we discard the ﬁrst and last equations.8) and (B. . T N −2 0 . Thus N θ(x) = n=1 an φn (x). . .B. . . .17) Substituting in the diﬀerential equation gives the residual N an n=1 d 2 φn − φn dx2 − g = ǫ.8) (B. (B. add the rest in pairs to get the reduced set c1 −c2 0 .12) (B. . . . 0 T1 c2 TL −c2 c1 −c2 0 .10) (B. . . it can be noticed that adding Eqs. Spectral methods 186 end up with 2N algebraic equations.3. . .9) (B. T2 0 0 .11) ′ ∆x TN −1 + (1 + ∆x ∆x )TN −1 − (1 − )TN 3 6 2 2 ∆x ∆x ′ −∆x TN − (1 − )TN −1 + (1 + )TN 6 3 = = 0 0 (B. (B. .16) (B..9) cancels the T1 term. so that we can solve for the unknowns at this stage if ′ we wish. . ..18) . However. let so that with the homogeneous boundary conditions θ(0) = θ(1) = 0. . . 0 0 0 0 (B.

. 2ξ 2 − 1 4ξ 3 − 3ξ Take ψn (ξ) = φn (ξ) and an inner product with respect to the weight function 1/ B. For higher-order accuracy.B. transform the independent variable to the domain [−1. φ2 (x) = x2 (1 − x). This gives algebraic equations. Take ψ(x) = 1 to determine a.3.20) (B.5 Legendre Galerkin Moments 1 − ξ2. . The orthonormal √ Chebychev functions are φn (ξ) = 2n Tn (ξ)/ 2π.3.1 Here φn (x) = ψn (x) = with respect to the L2 inner product.4 B. solve. 1]. Let φ(x) = x(1 − x). and ψ1 (x) = 1. B.3.3. .3. . so that it satisﬁes the boundary conditions and θ(x) = aφ(x). . B. MATLAB 187 Making the residual and functions ψm (x) orthogonal gives ǫ. (B.18) to zero in N equally-spaced points. Solve. . ψ3 (x) = x2 .3 Chebyshev Galerkin Using ξ = 2x − 1. .4.2 Trigonometric collocation Trigonometric Galerkin √ 2 sin(nπx) (B. ψ2 (x) = x. take φ1 (x) = x(1 − x). ψm = 0 This reduces to an algebraic equation for each m. B. B. . φ3 (x) = x(1 − x)2 .4 MATLAB The PDE Toolbox uses a ﬁnite-element code to solve basic partial diﬀerential equations needed for conduction heat transfer. where the Chebychev polynomials Tn are T1 T2 T3 T4 = 1 = ξ = = . .19) Equate the residual in Eq.

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

ǫ) surfaces for the convection with radiation problem. Complete the problem of radiation in an enclosure (linear stability.Appendix C Additional problems 1. are in thermal contact with each 189 . varies with time in the form shown. 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. 2. numerical solutions).2) Derive the equations above and explain the parameters. T∞ Tmax δt Tmin t Figure C. respectively. T (t). 3. Find (a) the long-time solution of the system temperature.1: Ambient temperature variation. for a small period δt. T∞ (t). are in thermal contact with each other and with the environment. and comment on the existence of solutions. Consider the change in temperature of a lumped system with convective heat transfer where the ambient temperature. respectively. Plot all real θ(β. T (t). 4.1) (C. 5. Find the steady-state temperatures and explore the stability of the system for constant T∞ . Two bodies at temperatures T1 (t) and T2 (t). and (b) the amplitude of oscillation of the system temperature. Two bodies at temperatures T1 (t) and T2 (t).

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

derive the momentum and energy integral equations.7) numerically by the shooting method for diﬀerent Pr and compare with results in the literature.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. 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.8) (C. derive expressions for the boundary layer thicknesses.4) (C. Starting from the boundary layer equations ∂u ∂v + ∂x ∂y ∂u ∂u +v u ∂x ∂y ∂T ∂T u +v ∂x ∂y = 0 (C.191 δ(x) w δb x L Figure C.9) (C.6) and (C. 16.6) (C. Consider the hydrodynamic and thermal boundary layers in a ﬂow over a ﬂat plate at constant temperature.2: Longitudinal ﬁn of concave parabolic proﬁle. For Problem 1.10) = = 0 0 (C. Using cubic expansions for u/u∞ and θ. 15.3) (C. 17. For natural convection near a vertical plate.7) = gβ(T − T∞ ) + ν = α ∂2T ∂y 2 . 14. Solve equations (C.

± mh ch ˙ mc cc ˙ 1 1 ± x} mh ch ˙ mc cc ˙ for the hot and cold ﬂuids. (From Incropera and DeWitt) A single-pass. If the overall heat transfer coeﬃcient is 200 W/m2 K. 19.192 can be reduced to f ′′′ + 3f f ′′ − 2(f ′ )2 + θ θ′′ + 3 P r f θ′ with appropriate boundary conditions. 23. Solve equations (C. (d) DA adiabatic. and also the NTU as function of the eﬀectiveness. . Find from the literature if there is any experimental conﬁrmation of the result. enter and exit the exchanger at 225 and 100◦ C. 18. 21. Derive the Nusselt result for laminar ﬁlm condensation on a vertical ﬂat plate.1 1 − exp{−U P 1 ± (mh ch /mc cc ) ˙ ˙ Th. For parallel and counterﬂow heat exchangers.1 1 − exp{−U P Tc (x) = Tc. As usual the upper sign is for parallel and the lower for counterﬂow. and nondimensionalize them. C H L y x B D gravity = = 0 0 (C. The thermal conditions at the walls of the cavity are: (a) AB heating ′′ ′′ with heat ﬂux qs . estimate the required area. 1 is the end where the hot ﬂuid enters (from where x is measured) and 2 is where it leaves. I obtained the temperature distributions Th (x) = Th. (b) BC adiabatic. 22.1 − Tc. derive the expression for the eﬀectiveness as a function of the NTU. (c) CD cooling with heat ﬂux qs .12) A α 20.1 − Tc. Please check. respectively.1 ± (mc cc /mh ch ) ± 1 ˙ ˙ 1 1 x} .1 − Th. 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. having thermophysical properties similar to air. Write the governing equations for natural convection ﬂow in an inclined rectangular cavity.11) (C.11) and (C.12) numerically by the shooting method for diﬀerent P r and compare with results in the literature. The exhaust gases. For a counterﬂow heat exchanger. respectively.

respectively. Show that when n → ∞. 26. (From Incropera and DeWitt) Consider a diﬀuse. C. respectively.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. (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. 29. (b) Calculate the water ﬂow rate.3. gray.6. and the overall heat transfer coeﬃcient is 750 W/m2 K. see Fig. The length and cross-sectional area of . 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. (a) Determine the heat transfer rate for the exchanger.3 The fourth side is well insulated and can be treated as a reradiating surface. The density and speciﬁc heat of the blood are 1050 kg/m2 and 3740 J/kg K. The temperatures and emissivities of three sides are T1 = 700K.5 ǫ3 = 0.5. C. ǫ1 = 0. four-surface enclosure shaped in the form of a tetrahedron (made of four equilateral triangles). C.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. 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. Calculate the view factor again but with a sphere (diameter L/2. The base and tip temperatures are T0 and T∞ . 30. Compare with the analytical result. the dimension of the curve is D = 1 and the length L → ∞. which reduces metabolic and oxygen requirements. An “Aoki” curve is deﬁned as shown in Fig.4. (c) What is the surface area of the heat exchanger? 25. The coolant is ice water at 0◦ C and its ﬂow rate is adjusted to provide an outlet temperature of 15◦ C.193 24. The heat exchanger operates with both ﬂuids unmixed. Determine its temperature. T3 = 300K. center at a distance of L/2 from each rectangle. C. and centered along the length of the rectangles) as an obstacle between the two rectangles. T2 = 500K. 27. the fractal is obtained in the limit n → ∞). 28.

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

If e−E/T is proportional to the heat generated within a tank by chemical reaction. respectively. Plot f (T ∗ ) in the range T ∗ = 1/16 to T ∗ = 4 as well as its Taylor series approximation to various orders around T ∗ = 1/2. respectively. show that f (T ∗ ) has a point of inﬂexion at T ∗ = 1/2. T 2 ) and determine its stability. ∂T = q0 at x = 0. and so on. A is the convective heat transfer area. 34.1. The dependence of the rate of chemical reaction on the temperature T is often represented by the Arrhenius function f (T ) = e−E/T . and there is heat loss by convection from the tank. and determine the bifurcation points. 33. and those of bar 1 are 2L/β and A/β 2 . show that the temperature of the tank T is determined by dT Mc = ae−E/T − hA(T − T∞ ) dt where M is the mass. c is the speciﬁc heat. Show that the conductive heat transfer through rod 0 is q= kA β (T0 − T∞ ) 1 − L 2 31. a is a proportionality constant. where E is the activation energy.∞ (T2 − T∞ ) = Q2 M2 c2 dt M1 c1 where Mi is the mass. Nondimensionalize the equation to ∗ dT ∗ ∗ = e−1/T − H(T ∗ − T∞ ) ∗ dt ∗ For T∞ = 0. the Cs are thermal conductances. where 1 ≤ β < 2. draw the bifurcation diagram with H as the bifurcation parameter. 32. Two bodies at temperatures T1 (t) and T2 (t). and T∞ is the ambient temperature. and Qi is internal heat generation.195 bar 0 is L and A. h is the convective heat transfer coeﬃcient. Using a complete basis. ci is the speciﬁc heat. 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. Plot also the L2 -error in the same range for diﬀerent orders of the approximation. are in thermal contact with each other and with the environment.∞ (T1 − T∞ ) = Q1 dt dT2 + C(T2 − T1 ) + C2. Find the steady state (T 1 . ∂x T = T1 at x = L . Show that the temperatures are governed by dT1 + C(T1 − T2 ) + C1. Writing T ∗ = T /E.

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 = 10.01 and centered on (1. for dθ 4 + θ + ǫ (θ + β) − β 4 = q dτ with θ(0) = 1. β = 1. For the two-dimensional. with two terms. Show numerically that there are two diﬀerent types of attractors for the following dynamical system. using symbolic algebra determine the regular perturbation solution up to and including terms of order ǫ4 . 37. Choose λ0 = 1 and (a) λ = 0. Use the method of counting the number of points N (r) within a sphere of radius r from which D = ln N/ ln r.1) end up. 39.) in the range 0 ≤ τ ≤ 1. q = 1.5 and (b) λ = 2. 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. variable-area. i. For these two cases ﬁnd where 11 × 11 points uniformly distributed within a square of size 0. Nondimensionalize and solve the radiative cooling problem Mc with T (0) = Ti .1) at time t = 0. and (b) a = 1. dx dt dy dt = (λ − λ0 )x − y − (x2 + y 2 )x. λ = 28 and b = 8/3. Choose a suitably long ﬁnal time.196 35.e. Show that the governing equation of the unsteady. 38. For heat transfer from a heated body with convection and weak radiation. plot the ﬁve solutions (with one term. etc. dT 4 + σA T 4 − T∞ = 0 dt . Consider two cases: (a) a = 0. with three terms. 40. 36.1. unsteady velocity ﬁeld ui + vj. Assuming ǫ = 0. where u = y v = x − x3 + a cos t determine the pathline of a ﬂuid particle which is at position (1. = x + (λ − λ0 )y − (x2 + y 2 )y.

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

Using the shooting method and the appropriate boundary conditions. Use a similarity transformation on the boundary layer equations to get 2f ′′′ + f f ′′ Pr ′ θ′′ + fθ 2 = = 0. 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. show that Fab−ac = (c) For abd ﬁnd Fab−bd in a similar way. The dotted lines are tightly stretched strings. (b) Manipulating these equations and applying reciprocity. 70. Complete the details to derive the Nusselt result for laminar ﬁlm condensation on a vertical ﬂat plate. (d) Use the summation rule to show that Fab−cd = (e) Show that Fab−cd = AA FAB /Aab . 2Aab 69. Find from the literature if there is any experimental conﬁrmation of the result. 67. . x 68.201 where θ = T − T∞ . 66. apply the summation rule to each one of the sides of ﬁgure abc. Prove Hottel’s crossed string method to ﬁnd the view factor FAB between two-dimensional surfaces A and B with some obstacles between them as shown. 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. 0. 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. The steps are: (a) Assuming the strings to be imaginary surfaces. (f) Show the ﬁnal result FA−B = Abc + Aad − Aac − Abd 2AA Abc + Aad − Aac − Abd 2Aab Aab + Aac − Abc . Find the temperature distribution in a slightly tapered 2-dimensional convective ﬁn with known base temperature and adiabatic tip.

(a) What is the heat generation rate per unit volume.edu. 80.202 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. 73. in the wall? ′′ (b) Determine the heat ﬂuxes. 8 to calculate hc . 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. q(x). while the other side is perfectly insulated. Find the steady-state temperature distribution analytically. Write a computer program to do the previous problem numerically using ﬁnite diﬀerences and compare with the analytical result. 1995) Using Eq. Write a computer program to do the previous problem numerically using ﬁnite diﬀerences and compare with the analytical result. the temperatures on the sides are (a) 50◦ C. 77. At a corner of a square where the temperature is discontinuous. AB and CD are adiabatic and the circle is at a temperature of 200 units. show how the ﬁnite diﬀerence solution of the steady-state temperature behaves ompared to the separation-of-variables solution. 5th edition) Consider a square plate of side 1 m. 76. (From Brauner and Shacham. Save the M-ﬁle and e-mail it to: wcai@nd. . at the two faces x = 0 and x = L. Assume Ta = 37◦ C. t). Suddenly one side of the wall is lowered to a temperature of 20◦ C. Draw the isotherms. Find the time-dependent temperature proﬁle T (x. Edges DA and BC have temperatures of 100 and 0 units. 74. (c) 200◦ C. Find the view factor of a semi-circular arc with respect to itself. 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. write a program to redraw Fig. Use Eq. A plane wall of thickness 1 m is initially at a uniform temperature of 85◦ C. 78. Plot the 75. 72. Going around. (From Incropera and DeWitt. respectively. qx . Derive the unsteady governing equation for a two-dimensional ﬁn with convection and radiation. and (d) 300◦ C. and 250◦ C isotherms. Choose diﬀerent grid sizes and show convergence of the heat ﬂux at any wall. 75. 11 must be solved numerically. where T is in K. 150. 11. 79. Eq. Assume the thermal diﬀusivity to be 1 m2 /s. (b) 100◦ C. and the constants in appropriate units. x in m. Note: since the physical properties are to be taken at the mean temperature between Ts and Ta . 2 on a sunny day (Cl = 0) and a cloudy day (Cl = 1).

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

Space Filling Curves: Shown below is a Peano curve. The generator is recursively applied to generate the Peano curve. 86. but instead remove the middle 1/2 from each line. 85. (b) Box Counting (analytical). Calculate its Hausdorﬀ dimension and state if the Peano curve is indeed a fractal. Cantor Sets: Construct a fractal that is similar to the Cantor set shown in class. a single line that completely ﬁlls a unit square. A duct carrying ﬂuid has the cross-section of Koch’s curve. Figure C. (a) Initator (b) Generator Figure C. 88.204 (b) With prescribed base and tip temperatures. use an eigenfunction expansion to reduce to an inﬁnite set of ordinary diﬀerential equations. Show that the fractal dimension is 1/2. Show that the perimeter of the cross-section is inﬁnite while the ﬂow area is ﬁnite. Calculate its Hausdorﬀ dimension using each of the following methods: (a) Dh = log P/ log S. Cauchy’s formula: Verify Cauchy’s formula for repeated integration by (a) integrating f (t) ﬁve times. Menger’s Sponge: Shown below is Menger’s Sponge. (c) Box Counting (graphical). (b) applying Cauchy’s formula once with n = 5. 89. (c) applying Cauchy’s formula .10: Initiator and generator for a Peano (space ﬁlling) curve. (c) Show that the steady state is attracting for all initial conditions.9: Menger’s Sponge 87.

91. k k cpλ 0 Dt g(t). ∂t ∂x2 with initial and boundary conditions T (x. according to the recursion formula: α 0 α k+1 = = 1. Hint: It is easiest to calculate the binomial coeﬃcients recursively. which is simply the derivative of order α = 1/2 of the temperature diﬀerence at the surface. (a) calculate D3 f (t) (take m = 4. Consider the periodic heating and cooling of the surface of a smooth lake by radiation. 90. In these situations. t) −α = 0. (b) Calculate D2. The surface is subject to diurnal heating and nocturnal cooling such that the surface temperature can be described by Ts (t) = To + Ta sin ωt. t) = Ts (t). α α−k+1 . t) ∂T (x. Calculate the fractional derivative numerically using the ﬁrst 2 hours of data and plot both the heat ﬂux at the surface and g(t). 0) = To and T (0. t) = 0.205 twice. The following steps might be useful: (a) Assume transient one-dimensional heat conduction: ∂ 2 T (x. α = 3) and verify that you get the same result as traditional diﬀerentation by comparing to d3 f /dt3 . 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. Numerical Evaluation of a Fractional Derivative: Consider the example worked in class of calculating the heat ﬂux in a blast furnace. showing that t f (τ )dτ = J 5 f (t) = J 3 J 2 f (t) 0 for f (t) = 16t3 . 1/2 Note: In large time intervals (t very large). the principle of “short memory” is often applied in which the derivative only depends on the previous N points within the last L time units. The derivative with this “short α memory” assumption is typically written as (t−L) Dt . 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. which would be of interest in this problem. Also assume the lake to be a semi-inﬁnite planer medium (a lake of inﬁnite depth) with T (∞. . giving the discrete data set gi = 14 sin(πi/60). Caputo Derivative: Take f (t) = 2t5 and using the Caputo RHD. 92.5 f (t) and plot the function. once to f (t) with n = 2 and then to the result with n = 3. Assume the heat diﬀusion to be one-dimensional and ﬁnd the heat ﬂux at the surface of the lake. The heat ﬂux was calculated to be q ′′ (t) = where g(t) = Tsurf (t) − T0 .

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

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

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

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

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

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