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 . . . . . . .

. . . . . . .8 Nonlinear diﬀusion . . . . . . . . .2 Momentum equation . . .4. . . . . . . . . . . . . . . . . . . 4. . 5. . . . . . . . . .3 Single duct . . . . . . 4. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .6 Transient conduction . .6 Eﬀect of wall . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .5 Perturbations of one-dimensional conduction 4. . .3. . . . . . . . . . . .8. . . . . . 4. . . .7 Linear diﬀusion . . . . . . .5. . . . . . . . 5. . . . . . . . . . . . . . . . . . . . 5.2 Unsteady dynamics . . . . . . . . . . . . . . . . . . . . . . . . . . . .3. . . . . . . . . . . . .4 Temperature in long duct . . . . . . 4.4 . . . . 5. . . . . . . . . . . . . . . . . . . . . . . . .13 Multiple scales . . . . . . . . . . . 4. . . . . . . . . . . . . . 5. . . . . . . . . . . . 4. . . 5. . . . . . . . . . . . . . . . . . . . . . . 5. . . . . . . . . . . . . . . . . . . . . . . . . . . . . .1 Mass conservation . . . . . . . . . . . . . . . . . . . . . . . 5.2 Nonlinear . .9. . . . . . . . . . . . . . . . . . . . . . . . .2 Eccentric annulus . . . . . . . .3 Long time behavior . . . . .2. . . . . . . . . 5. . . . . . . . . . 5. . . . . . . . 5. . . . . . 5.4 Constant ambient temperature . . . . . . . . . . . . . . . . . . 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 Flow between plates with viscous dissipation . . . . . . . . . . . . . . . . 5. . . .1 Linear . . . . . . . . .3. . . . . . . . . . . . . . . . . . . . . . . . . . . .2 Thermal networks . . . . . . . . . . . . . . . . . . . . . . . . . . 4. . . . . . . . . . . . . . . . . . . . .1 Known heat rate . . . . . . . . . . . . . . . . . .9.1 Annular ﬁn .1. . . . . . . . . . . . . . . . . . . . . Problems . . . . . . . . . . . . . . . . . . . . . .CONTENTS iv Fin with convection and radiation . . . . . . .11 Non-Cartesian coordinates . .2 Multiple room temperatures . . . . . . .9. . . . . . . . . . . . . . . . . . . . . . . .2 Energy equation . . . . . . 5. . . . . . . . . . . . . . . . . . . . . . . . . 5.9 Thermal control .8 Networks . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5. . . . . . . . . . . . 4. 4. . . . . . . . . . . . . . . . . .5 Periodic inlet and ambient temperature . . . . . . .4 Two-ﬂuid conﬁguration . . . . . . . . . . . . 5. . . . . 5. . . . . . .1 Hydrodynamics . . . .3 Two rooms . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .1 Steady state . . . . . . .9. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5. . . . . . . . . . . . . . . . . . . . .5. . . . . . . . . . 4. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .12 Thermal control . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .9 Stability by energy method . . . . 4. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .10 Self-similar structures . . 5. 4. . . . . . . . . . . . . . .1 Hydrodynamics . . . . . . . . . . . . . . . . . . . . . . . . .1 Control with heat transfer coeﬃcient . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .2 Convection with known outside temperature 5. . . . . . . . . . . . . . . . . . . . 5. . . . . . . . . . . . . . . . . . . . . .1. . .3. . . . . . . . . . . . . . . . 4. 5. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .3. .7 Radial ﬂow between disks . . . . . . . . . . 5.1. . . . . . . . . .6 Regenerator . . . . 5. . . . . . . . . . . . . . . .8. . . . . . .2. . . . . . . . . . . 4. . . . . . . . . . .3. . . . . . . . . . .3 Perfectly insulated duct . . . . . . . . . Problems . .1 Temperature-dependent conductivity . . . . . . . . . . . . . . . .9. . . . .9. . . . . . . . . . . . . . . . . . . . . . . . .

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .5 Plate heat exchangers . . . . . . . . . . 8. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .2. . 6. . . . . . .1 Mass conservation . . . 123 7. .4 Nonlinear analysis . . . . . . . .1 Two-dimensional ﬁn 8.2 Known heat rate . 6. . . . . . . . .2 Momentum equation . . . . . . . . . . . . . . . . . . . . . . . . .2. . . . . . . . . . . . . . . . . . . . . . . . .1. . . . .5 Nonlinear analysis . . . . . . . . . . . .3 Dynamic Analysis . . . . . . . . . . . . . . . . . . Problems . . . . 6. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6. . .1 Low Reynolds numbers . . . . . .4 Multiple solutions . . . . . . . . . . . . . . . . . . . . . . . 6. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .CONTENTS v 6 Natural convection 6. . . . . . . . . . . . . . . . . . . .3 Radiating ﬁns . . . . . . . . . . . . . . . . . . . . . . . 6.2. . . . . . . . . . . . . .4 Dynamic analysis . . . . . . . . . . . . . . . . . . .2. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .1. .1 Steady state. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .2 Goodman’s integral .1 Neumann’s solution . . . . . . . . . . . . . . . . . . . . . . . . . .1 Modeling . . . . . . . . 9. . . . . . . .3 Known wall temperature . 9. . . .4. . . . . . . . . 8. . . 6. . . . . . . . . . .2 Steady State . . . . . . . . . . . . .5 Perturbation of one-dimensional ﬂow .3 Energy equation . . . . . . . . . . .2 Axial conduction eﬀects . . . . . .4. . . . . . . . . . . . . . . . . . . .4 Non-Cartesian coordinates . . .2 Potential ﬂow . . . . . . 125 126 126 126 126 127 127 127 128 128 128 128 128 128 128 132 132 8 Conduction 8. . . . . . . . 6. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .1. . .2. . . . . . . . . . . . . . . . . Problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6. . . . . . . . . . . . . .4. . . . . 9. . no axial conduction 6. . . . . . . . . . . . . . . . . . . . . . 6. . . .6 Thermal control . . .2. . . . . . . . . . . . . . . . . . . . . . . . .6 Falkner-Skan boundary ﬂows Problems . . . . 6. . . 6. . . . . . . . . . . . . . . . 6. . . . . . . . . . . . . . . . . . . . . 8. . . . . . .1. .3 Toroidal geometry . . . . . . . . . . . 9 Forced convection 9. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .1. .1 Two-dimensional ﬂow 9. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 123 7. . . . . . . . .3 Leveque’s solution . . . . . . . . . . . . . . . . . . . .1 Stefan problems . . . .4.4 Mixed condition . . . . . . . . 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. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .1 Steady-state problems . . . . . . . . . . . . . . . . . 9. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 124 IV Multiple spatial dimensions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .2. . . . . . . . . . . . . . . . . . . . . . .1 Modeling . . . .2 Transient problems . . . . . . . . . . . . 6. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6. . . . . . . . . 9. . . . . . . . .

. . 11. . . . . . .1 Darcy’s equation . . . . . . . . . . . . .2 Steady-state inclined layer solutions Problems . . . . . . . . . . .2 Multi-dimensional . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 10. . . . . . . . . . . . . . . . . . . 12 Moving boundary 148 12. . . . . . . . . . . . . . . . . . . . . 11. . . . . . . . . . . 151 15 Microscale heat transfer 15. .2 Forced convection . . . 11.3. . . . . . . . . . . . . . . . . . . . . . . 15. . . . . . . . . . . . . . . . . .2 Forchheimer’s equation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .3 Natural convection . . .2. . . . . .1. . . . . . . . . . . . . . . . . 15. . . . . . . . . . . . . . . . . . . . . . . . . . . . . 11. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .4 Energy equation . . . . . . . . . . . . . . . . . . . . .3. 157 . . . . . .3 Marangoni convection Problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .1 One-dimensional . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .1 Homogeneous nucleation . . . . . . . . . . . . . . . . . . . . . . . . .1. . . . . . . . . . . . . . . . . . . . . . . 150 14 Boiling and condensation 151 14. . . . . . . . . .1 Relaxation-time approximation 15. . . 15. . . .2 Boltzmann transport equation . . . . . . . . .1 Linear stability . . . . . . . . . . . . . . . . . . . . . . . . .1 Governing equations . . . . . . . . . . . . . . . . .2. .3. . . . . . . . 133 133 133 133 133 134 134 134 134 135 135 135 135 137 138 139 139 142 147 11 Porous media 11. . . . . . . . . . . . . . . . 11. . . . 11. . . . . . . . . . . . . . . . . . . 150 Problems . . . 15. . . . . . . . . . 15. . . . . . . . . . . . . . . . . . . . .4 Thin ﬁlms . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 11. .1. . .1 Mathematical models . . .1 Plane wall at constant temperature . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .2 Stagnation-point ﬂow . . . . . . . . . . . . . . .1 Governing equations . . . . . . . . . . . . . . . . . . . . . .2. . . . . . . . . . . . . . . . . . . .3 Phonons .1 Single atom type . . . . . . . . . . . . . . . 10. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 11. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .1. 15. . . . . . . . . . .1. . . . . . 11. . . . . . .2 Two atom types . . . . . . . . . . . . . . . . . . . . . .CONTENTS vi 10 Natural convection 10. . . . . . .3 Brinkman’s equation . . . . .3 Thermal wakes . . . . . . . . . . . . . . .1 Stefan problems . . . . . . . . . .3. . . . . . . . . . . . . . . . . . . .1 Diﬀusion by random walk . . . . . . . . . . . . 148 V Complex systems 149 13 Radiation 150 13. . . . . . . . . . . . . . . .1. . . . . . . . . . .1 Monte Carlo methods . . . . . . . . . . . . . . . . 11. . . .2 Cavities . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 152 152 152 153 153 153 154 154 155 156 16 Bioheat transfer 157 16. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 11.2. . 15. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

1. . . . . . . . . . . . . . . . . . . . . . . .11Control of complex thermal systems 17. . . . . .6 Mandelbrot set . . . . . . . . . . . . . . . . . . . . . . . . . . . . .2 Koch curve .3 Bifurcations . . . . . . . . . . .4. . . . . . . . . . . . . . . . . . A. . . . . . . . . . . . . . . . . . . . . . . . . .7 Transient behavior . . . . . . . Problems . . . . . . . . . . . . . . A. . . . . . . . . . . . . . .1. . . . . . . . .4. . 17. . . . . . . . . . . . . . . . . . . . . . . .4. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .9 Compressible ﬂow . . . . . . . .1. . . . . . . . . . . . . . . . . . . . . . . . . . . . . .8. . . . . . . . . . . . . . . . 17. . .2 Porous medium analogy . .1 Cantor set . . . . . . . . . . . . . . . . A. . . . . . . . . . . . .4. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .4. . . . . . . . . . . . . . . . . . . . . . . . . 17. . . . . .12Conclusions . . . . . . . . . . . . . . . . . . . . . A. . . . . .2. . . . 17. . . . 17. . . . . 17. Problems . . A. . .3 Heat transfer augmentation . . . . . . . . . . . . . .CONTENTS vii 17 Heat exchangers 17. . . . . . . . .6 Radiation eﬀects . A. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 18 Soft computing 18. .1. . . . . . . . . . . . . . . . . . .7 Two-dimensional systems . . . . . . . . . .11. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .4. . . . . . . . . . . . . . .1 Hydronic networks . . . . . . A. . . 169 170 170 171 171 171 171 172 172 172 172 172 173 173 174 174 176 177 177 179 181 181 A Mathematical review A. . . . . . A. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .1 Stability . . . .2 Perturbation methods . . . . . . . . . . . . . . .4. . . . . . . . . .1. . . . . . . . . . . A. . . . . . 17. . . . . . . .1 Fin analysis . . . . A. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .10Thermal control . . . . . . . . . . . . . . . . .1 Heat exchangers . . . . . . . . . . . . . . . . . . . A. . . . . . . . . . . . . . . . . . . . . . . . . . . . . .2 Other applications . 17. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 158 158 158 158 158 158 158 158 159 159 159 159 161 161 162 165 165 166 166 166 166 166 VI Appendices . . . . 17.5 Singularity theory . 17. . . . . . . . . . . . . . .1. . . . . . . . . .2 Routh-Hurwitz criteria . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 17. A. . . . . . . . . .8 Three-dimensional systems . . . . . . .8 Correlations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .5 Microchannel heat exchangers . . . . . . . . . . .4 Dynamical systems .5 Julia set . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .11. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . A. . . . . . . . . . . . . . . . 17. . . . . . . . . . . . . . 18.4. . . . . . . . A.4. . . . .2 Artiﬁcial neural networks 18. . . . . . . . . . . . . . . . . . . . . . . .4 One-dimensional systems . . 17. . . . . . . . . . . . . . . . . . . . . . . . . . . .3 Vector spaces . . . . . . . . . . . . . . . . . . . . . . . . . . . . A. . .5 Examples of bifurcations . . . . . . . . . . . . . . . . . . . . A.9 Nonlinear analysis . . . . . . . . . . . . . . . . . . . . . . . .4 Maldistribution eﬀects . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . A. . . . .4 Weierstrass function . . . . . . . . . . . . . . . . . . . . . .1 Least squares method . .6 Unfolding and structural instability A. . . . . . . . . . . . . . . . . . . .1 Fractals . . . . . . . . . . . . . .3 Knopp function . . . . . . .1 Genetic algorithms . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . A. . . .

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

Part I Review 1 .

106. 117. The third law says that the entropy of an isolated system cannot decrease over time.2 Energy balance The ﬁrst law gives a quantitative relation between the heat and work input to a system. 111. 26. Both heat transfer and work transfer increase the internal energy of the body. 22. 183. Example 1. 14. More advanced books are. 1.1 Show that the above statement of the third law implies that heat is always transferred from a high temperature to a low. then they also are in equilibrium with each other. 76. According to the ﬁrst law. so that the heat ﬂux coming in must be equal to that going out.1. 212]. The laws of thermodynamics govern the transfer of heat. 1 We will not distinguish between the speciﬁc heat at constant pressure and that a constant volume. 155. Heat is the energy transferred between two points at diﬀerent temperatures. 90. 210. 65. being directly related to the kinetic energy of the molecules.Chapter 1 Introductory heat transfer It is assumed that the reader has had an introductory course in heat transfer of the level of [12. 24. Two bodies are in thermal equilibrium with each other if there is no transfer of heat between them. If there is no work transfer. 80. 20. including vibrational and rotational motion. A classic work is that of Jakob [94]. [206.1 Fundamentals Deﬁnitions Temperature is associated with the motion of molecules within a material. the increase in internal energy is equal to the net heat and work transferred in. then ∂T Mc =Q (1.1 1. The change in internal energy can be written in terms of a coeﬃcient of speciﬁc heat1 as M c dT . 207. 19. 88. 1. 177. 188. 138. The zeroth law states that if each of two bodies are in thermal equilibrium with a third. 122.1. A surface cannot store energy. 211]. 112.1) ∂t where Q is the heat rate over the surface of the body. for example. 34. 2 .

Conduction 3 1.7) Consider the ﬁn shown shown in Fig.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. 149] The Fourier law of conduction is q = −k∇T (1.2. Longitudinal heat ﬂux Tb − T∞ ′′ ) (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.2 Fins (1. 137.10) called the latent heat. and the radiative loss from the side are qk qh qr 2 Also dT dx = hdAs (T − T∞ ) 4 = σdAs (T 4 − T∞ ) = −ks A (1.1.8) (1. 100.2 Conduction [31. 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∞ )) (1.6) which gives a condition on the Biot number Bi = hL ≪1 k (1.9) (1. thermodynamics dictates the rules under which these changes are possible.1 Governing equation ∂T = α∇ (k · ∇T ) + g ∂t 1. . T (x) is the temperature ﬁeld. 1. the convective heat loss from the side.1.5) The transverse heat ﬂux can be neglected compared to the longitudinal if ′′ ′′ qx ≫ qt (1.1.2. Again. 68. and k(T ) is the coeﬃcient of thermal conductivity.3 States of matter We will be dealing with solids. 66.2. 1.2) where q is the heat ﬂux vector. 77. For the moment. 136. 1. The conductive heat ﬂow along the ﬁn. The energy ﬂows are indicated in Fig. 1.2. liquids and gases as well as the transformation of on to the other.

12) ∂t ∂x ∂x where ks is taken to be a constant. Usually the base temperature Tb is known. P (x) ≈ dAs /dx is the perimeter. Conduction 4 T ∞ T b x L Figure 1.1: Schematic of a ﬁn. The initial temperature is T (x.1.2: Energy balance. Heat balance gives ρAc from which ∂qk ∂T + dx + qh + qr = 0 ∂t ∂x (1.11) ∂ ∂T ∂T 4 − ks (A ) + P h(T − T∞ ) + σP (T 4 − T∞ ) = 0 (1. where.2. q (x)+q (x) r h T ∞ q (x) k q (x+dx) k Figure 1. for a small enough slope. 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 . 0) = Ti (x).

2 .2.2. ∇2 T = 0 Let T (x. y) = X(x)Y (y).1.2 and the wall temperatures are Tw.5 Lumped-parameter approximation (1.19) (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 (1.1 and T∞. 1.21) ∂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. the ﬁn equation becomes a where m2 = Pb hL2 ks Ab σPb L2 (Tb − T∞ )3 ks Ab T∞ Tb − T∞ (1.14) (1. The initial temperature in the wall is T (x.2.17) where the subscript indicates quantities at the base.15) (1. . The ﬂuid temperatures are T∞.23) (1.3.18) ǫ = β 1.13) (1.3 Separation of variables = Steady-state coduction in a rectangular plate.1 and Tw.2.20) (1. 1.22) Consider a wall with ﬂuid on both sides as shown in Fig.16) (1. 0) = f (x).

and changes due to convection.2 h1 L ≪1 ks h2 L if ≪1 ks if (1.1 − Tw.1 − Tw. The ratio of the two tk /th = Bi.1 − T∞.2 ≪ T∞.2 = h2 (Tw.24) Thus we have Tw.30) . the temperature within the slab is uniform.27) The Biot number is deﬁned as Bi = Transient hL ks (1.2 T∞.2 T∞.1 − T∞.2 T∞.1 − T∞.1 − Tw.2 T∞.1 − Tw.2 − T∞. and convection from the sides is not.2. Conduction 6 T∞.1 − T∞. Steady state In the steady state. In the long scale.2 Tw.2 T∞.25) (1.1. In the long time scale it is possible to show that 0 0 Lρs c where T = Tw.2 ) L (1.1 ) + h2 (T − T∞.3: Wall with ﬂuids on either side.1 − T∞.1 − Tw.26) (1.2 h2 L Tw.2 − T∞.2 Tw.1 − Tw.28) ∂T ks ∂ 2 T = ∂t ρc ∂x2 (1.1 − T∞. dT + h1 (T − T∞.1 = = ks T∞.2 Figure 1.2 .2 Tw.1 Tw.2 ks T∞.29) There are two time scales: the short (conductive) tk = L2 ρc/ks and the long (convective) th = Lρc/h. we have h1 (T∞.2 − T∞.1 ) = ks from which Tw.2 ) = 0 dt (1.1 Tw. 0 0 In the short time scale conduction within the slab is important.1 − Tw.1 = Tw.2 h1 L T∞.1 − T∞.1 ≪ T∞.

35) This is shown in Fig. 27. The governing equation is Mc dT + hA(T − T∞ ) = 0 dt (1. 133]. (1.3 Convection [11. 98. 1. 95. Convection 7 T∞ T Figure 1. and h is the coeﬃcient of thermal convection. 104. 102.31) is dθ +θ =0 dτ the solution to which is θ = e−τ (1. (1. T∞ . 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.36) where A is the surface area of the body. Thus. we can write q = hA(Tb − Tf ). Tb is its temperature.32) (1. 21.4. . 1.3.1. We nondimensionalize using θ τ = = T − T∞ Ti − T∞ hAt Mc (1.5 where the nondimensional temperature goes from θ = 1 to θ = 0.4: Convective cooling. The dimensional time constant is M c/hA.31) with T (0) = Ti . such as that shown in Fig.33) The nondimensional form of the governing equation (1. and is being convectively cooled. Tf is that of the ﬂuid. Convective cooling A body at temperature T . 99.34) 1. is placed in an environment of diﬀerent temperature. 67.

5: Convective cooling.3 Heat transfer coeﬃcients Overall heat transfer coeﬃcient Fouling Bulk temperature Nondimensional groups .1 Governing equations For incompressible ﬂow ∇·V ∂V ρ + V · ∇V ∂t ∂T + V · ∇T ρc ∂t 1. 1.3.3.2 Flat-plate boundary-layer theory = 0 (1.1.3.38) (1.37) (1.3. Convection 8 θ 1 τ Figure 1.39) = −∇p + µ∇2 V + f = ∇ (k · ∇T ) + Φ Forced convection Natural convection 1.

e.4 Radiation [25. The spectral intensity of emission is the radiant energy leaving per unit time. Irradiations is the radiant energy coming in.50) E(T ) Eb (T ) (1. T ) (1. unit area. Monochromatic radiation is at a single wavelength. For the overall energy. Also αλ + ρλ + τλ = 1 (1. mirror-like with angles of incidence and reﬂection equal) or diﬀuse (i.44) (1. unit wavelength.48) (1. T ) Ebλ (λ.1. 58. and unit solid angle.49) .45) 1.46) Integrating over all wavelengths α+ρ+τ =1 The emissivity is deﬁned as ǫλ = Eλ (λ. 209] Emission can be from a surface or volumetric. 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. 1. equal in all directions).42) (1.e. The emissive power is the emission of an entire hemisphere.41) (1. 127. the reﬂectivity ρλ .4. while the radiosity is the energy leaving including the emission plus the reﬂection. The direction distribution of radiation from a surface may be either specular (i. The absorptivity αλ .4.1 [173] Electromagnetic radiation (1.43) (1. and transmissivity τλ are all functions of the wavelkength λ. we have a similar deﬁnition ǫ= so that the emission is E = ǫσT 4 For a gray body ǫλ is independent of λ.47) where the numerator is the actual energy emitted and the denominator is that that would have been emitted by a blackbody at the same temperature. Kirchhoﬀ’s law: αλ = ǫλ and α = ǫ.40) (1.

53) (1.59) Wien’s law: Putting dEλ /dλ = 0. E.58) √ The speed of an electromagnetic wave in free space is c = 1/ µǫ. D.8542 × 10−12 C2 N−1 m−2 . For free space ǫ = 8. Thermal radiation is the part of the spectrum in the 0. Radiation 10 Electromagnetic radiation travels at the speed of light c = 2. and µ is the permeability. and B = µH. For linear materials D = ǫE.57) (1.1. B. and µ = 1.60) Eb = 0 Eλ dλ (1. g is the electrical conductivity. electric ﬁeld.2566 × 10−6 NC−2 s2 .670 × 10−8 W/m2 K4 .4. magnetic induction.51) The radiation can also be considered a particles called phonons with energy E= f where is Planck’s constant.52) where H. J = gE (Ohm’s law).61) = σT 4 where σ = 5. The frequency f and wavelength λ of a wave are related by c = fλ (1. where (1. g and µ.56) (1. current density. Blackbody radiation Planck distribution [147] Eλ = C1 λ5 [exp (C2 /λT ) − 1] λm T = C3 and C3 = 2897. d2 T = λ2 T 4 dx2 (1. 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 (1.998 × 108 m/s. and ρ are the magnetic intensity. where ǫ is the permittivity. Stefan-Boltzmann’s law: The total radiation emitted is ∞ (1.55) (1.62) . For ρ = 0 and constant ǫ. the maximum of is seen to be at λ = λm . Maxwell’s equations of electromagnetic theory are ∇×H = J+ ∂D ∂t ∂B ∇×E = − ∂t ∇·D = ρ ∇·B = 0 (1.8 µmK. electric displacement.54) (1. respectively. J. and charge density.1–100 µm range.

4. Compact heat exchangers are also common in industrial and engineering applications that exchanger heat between two separated ﬂuids.5.1 1. The ﬁn eﬃciency concept was introduced by Harper and Brown (1922).5.1. 154] Shell and tube heat exchangers are commonly used for large industrial applications.5. 42. 1. Boiling and condensation 11 cold (a) parallel flow hot cold (a) counter flow hot Figure 1.6 Heat exchangers [105. weight and volume of the heat exchanger.5. 198] 1.2 1. The eﬀectiveness-N T U method was introduced by London and Seban in 1941.2 View factors 1. The advantages are savings in cost. . The term compact is understood to mean a surface to volume ratio of more than about 700 m2 /m3 .1.5 Boiling and condensation [29. A possible classiﬁcation of HXs is shown in Table 1.3 1.5.4 Boiling curve Critical heat ﬂux Film boiling Condensation Nusselt’s solution 1.6: Parallel and counter ﬂow.

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

73) We an write the element of area dA in terms of the perimeter P as dA = P dx.65).o )] (Th.o − Tc.and counter-ﬂow We deﬁne the subscripts h and c to mean hot and cold ﬂuids. we get 1 1 −dq = d(Th − Tc ) (1. For parallel ﬂow.i − Tc.64) (1.o − Tc.i − Tc.68) where qT is the total heat transfer rate. i and o for inlet and outlet.6.1 Parallel.1 ± (1. respectively.75) .o )/(Th. From equations (1. Energy balances give dq dq dq = U (Th − Tc ) dA = ±mc Cc dTc ˙ (1.69) 1 1 ± mh Ch ˙ mc Cc ˙ = ln (1.65) = −mh Ch dTh ˙ where the upper and lower signs are for parallel and counterﬂow.6. we have ∆Tlmtd = while for counterﬂow it is ∆Tlmtd = (Th. The last two equations can be combined to give qT = U A∆Tlmtd where ∆Tlmtd = (Th − Tc )1 − (Th − Tc )2 ln[(Th − Tc )1 /(Th − Tc )2 ] (1.i ) − (Th.64) and (1.o − Tc.o ) ln[(Th. and 2 the other end.72) (1.o ) − (Th.o − Tc. so that Tc (x) Th (x) = Tc.i − Tc.63).i )] q(x) mc Cc ˙ q(x) = Th.i − Tc. 1 the end where the hot ﬂuids enters.1 − mh Ch ˙ (1. we get −qT 1 1 + mh Ch ˙ mc Cc ˙ = (Th − Tc )2 − (Th − Tc )1 (1.74) (1.66) ± mh Ch ˙ mc Cc ˙ Using (1.71) is the logarithmic mean temperature diﬀerence. we ﬁnd that −U dA 1 1 ± mh Ch ˙ mc Cc ˙ = d(Th − Tc ) Th − Tc (Th − Tc )1 (Th − Tc )2 (1.66).1.67) which can be integrated from 1 to 2 to give −U A From equation (1.70) (1.i ) ln[(Th.i )/(Th. Heat exchangers 13 1.63) (1.

6.i − Tc.o − Tc.77) The HX eﬀectiveness is Q Qmax Ch (Th.i ) Cmin (Th.76) With the boundary condition q(0) = 0.1 1 1 mh Ch ± mc C c ˙ ˙ 1 − exp −U P 1 1 ± mh Ch ˙ mc Cc ˙ (1.i − Tc.83) 1 − CR exp[−N T U (1 − CR )] 1 − exp[−N T U (1 − CR )] 1 + CR so that ǫ → 1 as N T U → ∞.1 − Tc. Eﬀectiveness-N T U relations In general.6.o ) Cmin (Th. Heat exchangers 14 Thus dq + qU P dx 1 1 ± mh Ch ˙ mc Cc ˙ (1.i ) Cc (Tc.82) The heat capacity rate ratio is CR = Cmin /Cmax . the solution is q9x) = 1. (a) Counterﬂow 1 − exp[−N T U (1 − CR )] ǫ= (1. Cc ) Assuming U to be a constant.78) (1.i − Th. 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. its N T U and the CR of the ﬂuids.86) (1. (b) Parallel ﬂow ǫ= (1.84) (c) Crossﬂow. both ﬂuids unmixed Series solution (Mason. the number of transfer units is NTU = AU Cmin (1.81) (1.79) (1. the eﬀectiveness is a function of the HX conﬁguration.85) .2 HX relations Th.1. one ﬂuid mixed. the other unmixed If the unmixed ﬂuid has C = Cmin .i ) ǫ = = = where (1. 1954) (d) Crossﬂow.80) Cmin = min(Ch .

5.6.3 Design methodology Mean temperature-diﬀerence method Given the inlet temperatures and ﬂow rates. Find the temperature distribution within the wall.87) where Kc and Ke are the entrance and exit loss coeﬃcients. mL I0 (2mL) where m = (2h/kt)1/2 . Heat exchangers 15 (e) Crossﬂow. ﬁnd the general steady-state solution of the ﬁn temperature T (x) in terms of a Green’s function. derive Eq. 1. Consider a cylindrical pin ﬁn of diameter D and length L.7 is ηf = 1 I1 (2mL) . Assume that there is only convection but no radiation. the ambient temperature is also T∞ . The base is at temperature Tb and the tip at T∞ .88) (1. The thermal conductivity varies with temperature in the form k(T ) = k0 + α(T − T1 ). A constant-area ﬁn between surfaces at temperatures T1 and T2 is shown in Fig.6. its eﬀectiveness. If the external temperature. 1. T∞ (x). 2.4 1.8. this method enables one to ﬁnd the outlet temperatures. 3. and its eﬃciency.6. Af is the HX total ﬁn area.1. . For a perimeter corresponding to a ﬁn slope that is not small.89) A where η0 is the total surface temperature eﬀectiveness. 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. 1. and I0 and I1 are the zeroth.5 Correlations Extended surfaces η0 = 1 − Af (1 − ηf ) (1. ηf is the ﬁn temperature eﬀectiveness.11. Eﬀectiveness-NTU method The order of calculation is N T U . and then the heat rate. qmax and q. Find the steady-state temperature distribution in the ﬁn.and ﬁrst-order Bessel functions of the ﬁrst kind. Show that the eﬃciency of the triangular ﬁn shown in Fig. the mean temperature diﬀerence. and σ is the ratio of free-ﬂow area to frontal area. is a function of the coordinate x. 1. and A is the HX total heat transfer area. Problems 1. The two sides of a plane wall are at temperatures T1 and T2 . ǫ. both ﬂuids mixed (f) Tube with wall temperature constant ǫ = 1 − exp(−N T U ) Pressure drop It is important to determine the pressure drop through a heat exchanger. 1.6. 4.

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

Part II No spatial dimension 17 .

2) = = 0 1 (2.4) (2. .1) (2. however.11) (2. We assume that θ(τ ) = θ0 (τ ) + ǫθ1 (τ ) + ǫ2 θ2 (τ ) + .6) (2.3) (2. the h is slightly temperature-dependent. . then we have dθ + (1 + ǫθ)θ = 0 dτ which can be solved by the method of perturbations.9) 2 = −θ0 (2.5) (2.1 Variable heat transfer coeﬃcient If.7) (2. we have dθ0 + θ0 dτ θ0 (0) which has the solution θ0 = e−τ To the next order ǫ1 .Chapter 2 Dynamics 2.10) (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. To order ǫ0 .8) = −e−2τ = 0 = −2θ0 θ1 = −2e−2t − 2e−3τ = 1 18 (2.12) .

18) A Taylor-series expansion of the exact solution gives θ = e−τ 1 + ǫ(1 − e−τ = e −τ (2. −2τ (2. and time to be τ= and introducing the parameter β= we get σA(Ti − T∞ )3 t Mc T∞ Ti − T∞ (2.15) (2.24) dφ + φ4 = β 4 dτ φ=θ+β (2.17) (2. we get dθ = dτ (1 + ǫθ)θ Integrating ln θ = −τ + C ǫθ + 1 (2.1 Radiative cooling −τ − ǫ(e 1 − ǫ(1 − e −τ −τ −e −2τ ) + ǫ (1 − e ) + ǫ (e 2 −τ ) + .14) (2.20) −3τ − 2e +e ) + .25) (2.13) Alternatively.21) If the heat loss is due to radiation. Combining.1. (2.1). (2..32).. . we can write Mc dT 4 + σA(T 4 − T∞ ) = 0 dt (2. we get θ = e−τ − ǫ(e−τ − e−2τ ) + ǫ2 (e−τ − 2e−2τ + e−3τ ) + . we can ﬁnd an exact solution to equation (2. Variable heat transfer coeﬃcient 19 with the solution θ2 = e−τ − 2e−2τ + e−3τ And so on.23) (2.16) The condition θ(0) = 1 gives C = − ln(1 + ǫ).2. Separating variables. ...22) Taking the dimensionless temperature to be deﬁned in equation (1.19) 2 −τ 2 = e 2.26) where . 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.

32) (2.37) .2).33). .1. we get dθ + θ + ǫθ4 = 0 dτ which has an exact solution τ= 1 + ǫθ3 1 ln 3 (1 + ǫ)θ3 (2. . equation (2.33) dθ 4 + (θ − θ0 ) + ǫ(θ4 − θs ) = 0 dτ θ(0) = 1 As a special case. i.29) Convective with weak radiation The governing equationis Mc dT 4 + hA(T − T∞ ) + σA(T 4 − T∞ ) = 0 dt (2.24).67 × 10−3 ).27) (2. . we get d θ0 + ǫθ1 + ǫ2 θ2 + . we get (?) τ= 2. .32) and (1. we get dθ + θ + ǫ (θ + β 4 )4 − β 4 = 0 dτ where β is deﬁned in equation (2. . we can take ǫ ≪ 1. 2 +ǫ +6β 2 θ0 + ǫθ1 + ǫ2 θ2 + . 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. . . and ǫ= σ(Ti − T∞ )3 h (2.31). Using the variables deﬁned by equations (1. . In this case 4β 3 θ0 + ǫθ1 + ǫ2 θ2 + .30) with T (0) = Ti .28) Using the initial condition θ(0) = 1.36) (2. . of we take β = 0. =0 (2.1.2. Substituting the perturbation series. + 4β θ0 + ǫθ1 + ǫ2 θ2 + .34) (2.31) If radiative eﬀects are small compared to the convective (for Ti − T∞ = 100 K and h = 10 W/m2 K we get ǫ = 5. dτ 4 3 θ0 + ǫθ1 + ǫ2 θ2 + . .35) (2. + θ0 + ǫθ1 + ǫ2 θ2 + .2 1 1 (β + T )(β − 1) T −1 ln + tan−1 2β 3 2 (β − T )(β + 1) β + (T /β) (2.e. in equation (2. . T∞ = 0. .

The governing equations are N dTi 4 Mi ci Ai Fij (Ti4 − Tj4 ) + σAi FiH (Ti4 − TH ) = 0 (2.3 Long time behavior dθ + f (θ) = a dτ The general form of the equation for heat loss from a body with internal heat generation is (2.41) (2.1 Linear analysis If we assume that θ′ is small. . The solution is .45) (2.42) 2. from which dθ′ + bθ′ = 0 dτ θ′ = Ce−bτ so that θ → 0 as t → ∞ if b > 0. then a Taylor series gives f (θ + θ′ ) = f (θ) + θ′ f ′ (θ) + . . The steady state is T i = TH (i = 1.3.43) with θ(0) = 1. The walls have no other heat loss and have diﬀerent masses and speciﬁc heats.46) (2.2 Radiation in an enclosure Consider a closed enclosure with N walls radiating to each other and with a central heater H.48) (2. . . N ) (2. Let f (θ) = a Then we would like to show that θ → θ as t → ∞. ′ (2.49) where b = f ′ (θ). Radiation in an enclosure 21 2.44) 2. Writing θ = θ + θ′ we have dθ′ + f (θ + θ′ ) = a dτ (2.47) (2. .38) +σ dt j=1 where the view factor Fij is the fraction of radiation leaving surface i that falls on j. .40) (2.2.39) Linear stability is determined by a small perturbation of the type Ti = TH + Ti′ from which Mi ci This can be written as M dTi′ 3 3 + 4σTH Ai Fij (Ti′ − Tj′ ) + 4σTH Ai FiH Ti′ = 0 dt j=1 dT′ 3 = −4σTH AT′ dt N (2.2.

f(θ ) f(θ ) θ θ Figure 2.53) with 2. Thus θ′ → 0 as τ → ∞.0 (2.1: Convective cooling.4.4 Let Time-dependent T∞ Mc dT + hA(T − T∞ (t)) = 0 dt T (0) = Ti (2.56) T − T∞.1.50) (2. Time-dependent T∞ 22 2.0 Ti − T∞. are both of the same sign or zero. we get dθ + θ = Aτ dτ (2.1 Let Linear T∞ = T∞.52) (2. 2. we get 1 d ′ 2 (θ ) = −θ′ f (θ + θ′ ) − f (θ) 2 dτ Thus d ′ 2 (θ ) ≤ 0 dτ (2.2 Nonlinear analysis Multiplying equation (2.51) if θ′ and [f (θ + θ′ ) − f (θ)].55) .4. 2.2.0 + at (2. as shown in Fig.33).3.46) by θ′ .54) Deﬁning the nondimensional temperature as θ= and time as in equation (1.

0 ) (2.2: Response to linear ambient temperature.57) (2. 2.2.0 ) aM c τ hA(Ti − T∞.58) The condition θ(0) = 1 gives C = 1 + A.2 Let Oscillatory T∞ = T ∞ + δT sin ωt (2.4. Deﬁning θ= T − T∞ Ti − T ∞ (2.64) .60) (2.62) ∆θ θ ∞ θ τc τ Figure 2. Time-dependent T∞ 23 where A= The nondimensional ambient temperature is θ∞ = The solution to equation (2.63) where T (0) = Ti . 2.2 at crossover is τc = ln and the oﬀset is δθ = A as τ → ∞. so that θ = Ce−τ + Aτ − A (2.4. 1+A A (2.61) (2.59) θ = (1 + A)e−τ + A(τ − 1) The time shown in Fig.56) is aM c hA(Ti − T∞.

and using equation (1.1 T∞. 2. ﬂuid 1 for instance.72) (2.3: Two-ﬂuid problems.5.1 (a) (b) Figure 2.2 T T∞. Two-ﬂuid problem 24 T∞.1 and T∞. like in the two examples shown in Fig.73) .67) (2.1 and T∞.65) Ω = The solution is θ = Ce−τ + where δθ sin(Ωτ − φ) (1 + Ω2 ) cos φ φ = tan−1 Ω (2. The governing equation is Mc dT + h1 A1 (T − T∞.33).2 .2.2 are constants.2 ) = 0 dt (2. Thus we have θ τ = = T − T∞. so that θ= 1 + δθ Ω 1 + Ω2 e−τ + δθ sin(Ωτ − φ) (1 + Ω2 ) cos φ (2.3.71) where T (0) = Ti . we get C = 1 + δΩ/(1 + Ω2 ). If T∞.1 ) + h2 A2 (T − T∞.1 Ti − T∞. the nondimensional equation is dθ + θ = δθ sin Ωτ dτ where δθ = δT Ti − T ∞ ωM c hA (2.68) (2.66) (2.1 h1 A1 t Mc (2.70) 2.2 T T∞.5 Two-ﬂuid problem Suppose there is a body in contact with two ﬂuids at diﬀerent temperatures T∞.69) From the condition θ(0) = 1. we can nondimensionalize the equation using the parameters for one of them.

82) . from which θ= 1+ αβ 1+α e−(1+α)τ − αβ 1+α (2.78) The condition θ(0) = 1 gives C = 1 + αβ/(1 + α). the solution reduces to the single-ﬂuid case.6. 2.75) (2.1 − 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 (2.2.80) h1 A1 + h2 A2 2. where α β The equation can be written as = = (2.1 (2.35).81) (2.4: Two bodies in thermal contact.76) dθ + (1 + α)θ = −αβ dτ θ = Ce−(1+α)τ − αβ 1+α (2.79) For α = 0. Two-body problem 25 from which dθ + θ + α(θ + β) = 0 dτ h2 A2 h1 A1 T∞. equation (1.4.77) with the solution (2. Otherwise the time constant of the general system is Mc t0 = (2.6.74) with θ(0) = 1.1 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. 1 2 Figure 2.2 Ti − T∞.6 2.

85) Problems 1. and comment on the existence of solutions. 4. 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. . 2.83) (2.6: Ambient temperature variation. Complete the problem of radiation in an enclosure (linear stability. 6.6.2. varies with time in the form shown.5: Bodies with radiation. T (t). and (b) the amplitude of oscillation of the system temperature. Lumped system with convective-radiative cooling with nonzero θ0 and θs .84) (2. 5. T∞ (t). 3. Plot all real θ(β. Find the steady-state temperatures for the two-body problem and explore the stability of the system for constant ambient temperature. T∞ Tmax δt Tmin t Figure 2. Find (a) the long-time solution of the system temperature. 2. for a small period δt. T (t). 7. Show that the temperature distribution in a sphere subject to convective cooling tends to become uniform as Bi → 0. numerical solutions). Consider the change in temperature of a lumped system with convective heat transfer where the ambient temperature. Check one of the perturbation solutions against a numerical solution.6. Two-body problem 26 1 111111111111 000000000000 111111111111 000000000000 2 Figure 2.

For this reason large. manufacturing [54]. 114].152. commonly used engineering systems are hard to model exactly from ﬁrst principles. each one of which can be analyzed and computed. or if the process is very slow. approximations due to using lumped parameters instead of distributed temperature ﬁelds. The most important of these are hardware considerations. or chemical reaction. multi-phase ﬂows. turbulence. One can give the example of heat exchangers [85. or material properties that may not be accurately known. complex geometries. If precise control is not required.115. nonlinearities and bifurcations. all kinds of sensors and actuators [59. rapid thermal processing of computer chips [84. hydrodynamic instability. control may simply be manual. and the use of microprocessors [87. This is only an introduction. a complex system can be deﬁned as one that is made up of sub-systems. There are many aspects of thermal control that will not be treated in this brief review.187] developed for measurement and actuation are used in the control of thermal systems.218]. concentrate only on the basic principles relating to the theory of control as applied to thermal problems. 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. otherwise some sort of mechanical or electrical feedback system has to be put in place for it to be automatic. It is common to have large uncertainties in the values of heat transfer coeﬃcients. but even then it will be impossible to go into any depth within the space available. devices and plants is commonplace. 82. Approximate correlations from empirical data are also heavily used in practice. 200]. Many controllers are also computer based. but when put together presents such a massive computational problem so as to be practically intractable. and there are many ways in which that can be done.184. property variation with temperature. has its own extensive literature [64]. 158. The present paper will. Most thermal systems are generally complex involving diverse physical processes.1 Introduction There are many kinds of thermal systems in common industrial. These include natural and forced convection. satellites [101. radiation. 180] and PCs in machines. however.221].172. and even when this is possible the dynamic responses of the models are impossible to determine computationally in real time.185]. which is closely related to and is often an integral part of thermal control. transportation and domestic use that need to be controlled in some manner. thermal packaging of electronic components [150. 72. 27 . Flow control. environmental control in buildings [70. In this context. Most often some degree of approximation has to be made to the mathematical model. and many others.Chapter 3 Control 3. Discrete-time (as opposed to continuoustime) systems will not be described.

w.2 Systems Some basic ideas of systems will be deﬁned here even though.2. 179] that can be consulted. x may be a spatial temperature distribution. 144. The relation between the two may be written as Lo (y.2: Schematic of a system with comparator C and controller.75.2. nonlinear control [91]. All possible values of the output constitute the reachable set. It is important to point out that output controllability does not imply system controllability. 132.1: Schematic of a system without controller. u(t) is its input.1. It is output controllable if the same can be done to the output. 3.3. ordinary or partial diﬀerential operator. because of the generality involved. Figure 3. The system is single-input single-output (SISO) if both u and y are scalars. For example Ls may be an algebraic. In fact. while x may be a ﬁnite-dimensional vector or a function. u. w(t) is some external or internal disturbance. integral. λ) = 0. A system is said to be observable if its state x can be uniquely determined from the input u and output y alone. x. . it is hard to be speciﬁc at this stage.89]. (3. For example. and the interested reader should look at the literature that is cited for further details. Each one of these quantities belongs to a suitable set or vector space and there are a large number of possibilities. λ) = 0. in practice for many thermal systems the former is all that is required. while y are the readings of one or more temperature measurement devices at a ﬁnite number of locations. inﬁnite-dimensional systems [39. process control [28. schematically shown in Fig. The stability of a system is a property that leads to a bounded output if the input is also bounded. 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. (3.1) where Ls is a system operator. 3. may be mathematically represented as Ls (x.151]. and λ is a parameter that deﬁnes the system. and mathematics of control [9. the output of the system y(t) is diﬀerent from its state x(t). x(t) is the state of the system. w. In general. 3.2) where Lo is the output operator. 157].1 Systems without control The dynamic behavior of any thermal system (often called the open-loop system or plant to distinguish it from the system with controller described below). it has been reported that most industrial plants are controlled quite satisfactorily though they are not system controllable [156]. There are good texts and monographs available on the basics of control theory [116. u. t is time. 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. These are all topics that include and are included within thermal control. u(t) is usually a low-dimensional vector.93.

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. or a heater if the heating rate is the appropriate variable. the output in eﬀect is then insensitive to changes in input or disturbances.3. This is done using feedback from the output.4) form a set of equations in the unknowns x(t).2. Another method is Proportional-Integral-Derivative (PID) control [214] in which t u = Kp e(t) + Ki 0 e(s) ds + Kd de .) control. where the reference or set value yr is prescribed. 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. It is common to use on-oﬀ (or bang-bang. relay.3 Linear systems theory The term classical control is often used to refer to theory derived on the basis of Laplace transforms. In open-loop control the input is selected to give the desired output without using any information from the output side. The problem is called regulation if yr is a constant. Internal disturbances may be noise in the measuring or actuating devices or a change in surface heat transfer characteristics due to fouling. 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. 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. dt (3. For these cases closed-loop control is an appropriate alternative.3) The key role is played by the controller which puts out a signal that is used to move an actuator in the plant. Sensors that are commonly used are temperature-measuring devices such as thermocouples. y). The control process can be written as Lc (u. The controller itself is either entirely mechanical if the system is not very complex. which is usually taken to be e = yr − y. resistance thermometers or thermistors. λ) = 0. we will be using the so-called modern control or state- . Linear systems theory 29 3. (3. that is one would have to determine u(t) such that y = yr (t) using the mathematical model of the system alone.2.3. as shown in Fig.2 Systems with control The objective of control is to have a given output y = yr (t). The actuator can be a fan or a pump if the ﬂow rate is to be changed. e. if precise output control is not required. and that is also frequently done. If the changes desired in the output are very slow then manual control can be carried out. This is a passive method of control that is used in many thermal systems. and then Eqs. Open-loop control is not usually eﬀective for many systems. or if the output of the system is not very sensitive to the input. and tracking if it is function of time. 3. Choice of a control strategy deﬁnes Lo and many diﬀerent methodologies are used in thermal systems. as measured by a sensor. There is a comparator which determines the error signal e(t) = e(yr . or is a digital processor with appropriate software. etc. In any case. (C. It will work if the behavior of the system is exactly predictable.9)–(3. Since this is exclusively for linear systems. while external ones may be a change in the environmental temperature.5) 3. the ﬁgure actually shows unit feedback. The controller designer has to propose a suitable Lc . (3. y(t) and u(t).4) where Lc is a control operator.

11) ∈ Rpn×n (3. CA2 . Though A. . the issue is only one of preference since the results are identical. . An−1 B ∈ Rn×nm . (3. . CB . is of rank n. it can be shown that the output y(t) is controllable if and only if . N = D . (3. . . Similarly. D ∈ Rp×m . CAn−1 . y ∈ Rp . . = Cx + Du.9) Eqs.1 Ordinary diﬀerential equations Much is known about a linear diﬀerential system in which Eqs. (3. Also.7). u ∈ Rm . and some of these are outlined below. P = C . mainly because it can be extended to nonlinear systems. B. C ∈ Rp×n . . . we get t y(t) = C eAt x(t0 ) + t0 eA(t−s) Bu(s) ds + Du. B. C. AB . A ∈ Rn×n . .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 .9) deﬁne the state x(t) and output y(t) if the input u(t) is given. 2! 3! with I being the identity matrix.2) take the form dx dt y = Ax + Bu. . here they will be treated as constants. The solution of Eq. . CAn−1 B ∈ Rp×(n+1)m . . .10) is of rank n.3. controllability from one state to another implies that the system can be taken from any state to any other. and D can be functions of time in general. x. . is of rank p.8) and (3. the state x(t) is observable if and only if the matrix .8) where the exponential matrix is deﬁned as eAt = I + At + 1 1 2 2 A t + A3 t3 + .6) is t x(t) = eA(t−t0 ) x(t0 ) + t0 eA(t−s) Bu(s) ds. . u and y are vectors of diﬀerent lengths and A. M = B .3.6).6) (3.7) where x ∈ Rn . . and D are matrices of suitable sizes. (3. It must be emphasized that the u(t) that does this is not unique. . From Eq. . Control theory can be developed for diﬀerent linear operators. Where they overlap. . B ∈ Rn×m . The system is then controllable. 3. . (3. CA2 B . .9) and (3. A2 B . (3. . . C. .12) . . For a linear system. It can be shown that for the system governed by Eq. . . . . (3. CA . . Linear systems theory 30 space analysis which is based on dynamical systems. T (3. (C. (3. . CAB .

are evaluated at the equilibrium point. The Jacobian matrices (∂f /∂x)0 and (∂f /∂u)0 . In a thermal convection loop it is possible to go from one branch of a bifurcation solution to another in this fashion [1].4.4. (3.13) where the matrix E ∈ Rn×n is singular [113].3.4 Nonlinear aspects The following are a few of the issues that arise in the treatment of nonlinear thermal control problems. The index of the system is the least number of diﬀerentiations of the algebraic equations that is needed to get the form of Eq. If this happens. u = 0. (3.3 Bounded variables In practice. Eq.2 Algebraic-diﬀerential equations This is a system of equations of the form E dx = A x + B u.2). but it may have restricted or R-controllability [45]. some of which are ordinary diﬀerential and the rest are algebraic. being temperatures. dt (3. Results obtained from the linearized equations generally do not hold for the nonlinear equations.15) has the same form as Eq. 3.6) by substitution.6) and (3.13) cannot be converted into (3. (3. even systems locally governed by Eqs. (3. As a result of this.14) dt where f : Rn × Rm → Rn . Nonlinear aspects 31 3.4. 3. 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. If one is interested in local behavior about an equilibrium state x = x0 . (3. due to hardware constraints it is common to have the physical variables conﬁned to certain ranges.9) and (3. this can be linearized in that neighborhood to give dx dt = ∂f ∂x x′ + 0 ∂f u′ ∂u 0 = Ax′ + Bu′ . Eq.6) such as dx = f (x. (3. heat rates. are bounded.7) are now nonlinear since the sum of solutions may fall outside the range in which x . so that variables such as x and u in Eqs. (3. 3. u).4. but one that can be used is a generalization of Eq. Thus regions of state space that are unreachable with the linearized equations may actually be reachable. This is equivalent to a set of equations.6).1 Models There are no general mathematical models for thermal systems. (3.2 Controllability and reachability General theorems for the controllability of nonlinear systems are not available at this point in time. ﬂow rates and the like.6). (C.15) where x = x0 + x′ and u = u′ . 3.3. The system may not be completely controllable since some of the components of x are algebraically related.

Apart from the linear Eq. .18) • Fractional-order derivatives. of which there are several diﬀerent possible deﬁnitions [10. Through optimization routines the values of the unknowns are chosen to obtain the best ﬁt of the results of the model with experimental information. The latter is the process of system identiﬁcation. by which a complex system is reduced to mathematical form using experimental data [75. one of which is the closed-aﬃne model dx = F1 (x) + F2 (x)u (3. x can reach any point in Rn if the eigenvalues of A have zero or positive real parts. . • Functional [71]. the Riemann-Liouville deﬁnition of the nth derivative of f (t) is n a Dt f (t) = where a and n are real numbers and m is the largest integer smaller than n.17.134. Valves are typical elements in ﬂow systems that have this kind of behavior. t3 . dti (3. As an example. a form of Ls is assumed with unknown parameter values.5.5 System identiﬁcation To be able to design appropriate control systems. 148] can be used in diﬀerential models. t1 . (3. u(ti ) dt1 . (3. are also used. diﬀerence [23] or delay [57] equations such as dx = A x(t − s) + B u dt also appear in the modeling of thermal systems. .4. other models that are used include the following. one needs to have some idea of the dynamic behavior of the thermal system that is being controlled. . 121.. .4 Relay and hysteresis A relay is an element of a system that has an input-output relationship that is not smooth. ti )u(t1 ) . and the origin is reachable if the eigenvalues of A have zero or negative real parts [179].. 3. like y(t) = y0 (t) + . 135. System identiﬁcation 32 exists and thus may not be a valid solution. it may be discontinuous or not possess ﬁrst or higher-order derivatives. the most common being the ﬁtting of parameters to proposed models [141]. In this method.17) for a SISO system. i=1 −∞ −∞ ki (t. 129]. • There are many forms based on Eq. t2 . 3. for a controllable system in which only u is bounded in a neighborhood of zero. and empirically from the analysis of experimental information (though combinations of the two paths are not only possible but common). . 1 dm+1 Γ(m − n + 1) dtm+1 t a (t − s)m−n f (s) ds. Mathematical models of these systems can be obtained in two entirely diﬀerent ways: from ﬁrst principles using known physical laws.14).3. On the other hand. ∞ ∞ ∞ • Volterra models. This may be accompanied by hysteresis where the relationship also depends on whether the input is increasing or decreasing. . (3. (3.6).19) .16) dt The bilinear equation for which F1 (x) = Ax and F2 (x) = N x + b is a special case of this. . There are many diﬀerent ways in which this can be done.

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∞ .6. Since this is usually not the case some form of feedback control is required.1. In practice.26) (3. it can be shown from the solution of Eq. (3. c is its speciﬁc heat. 3. u = Q.20) has only two values.23) Tmax − Tmin the governing equation is dθ 1 on +θ = . The Biot number for the body is Bi = hL/k. Tmax − Tmin (3. T → Tmin = T∞ . (3. The other variables are now nondimensional.21) Here θ = (T − T∞ )/(Ti − T∞ ) where T (0) = Ti so that θ(0) = 1. Choosing Q = θr .3.2 On-oﬀ control In this simple form of control the heat rate in Eq. Taking the non-dimensional temperature to be T − Tmin θ= (3. (3. (3. depending on whether the heater is on or oﬀ. It also has an internal heat source Q(t) to compensate for this heat loss. These lower and upper bounds are non-dimensionally θL θU = = TL − Tmin .22) that θ → θr as t → ∞. and in its oﬀ mode.6 3.6). and the control objective is to maintain the temperature of the body at a given level by manipulating the heat source.24) 0 oﬀ dt the solution for which is θ= 1 + C1 e−t C2 e−t on .21). it is is either Q = Q0 or Q = 0. where h is the convective heat transfer coeﬃcient. (3. Tmax − Tmin TU − Tmin .6. and As is the surface area for convection. so the system is controllable. (3. we ﬁnd from Eq. this equation becomes Mc dθ + θ = Q(t) dt (3. respectively. Open-loop operation to maintain a given non-dimensional temperature θr is easily calculated. to do this the dimensional parameters hAs and T∞ must be exactly known. T → Tmax = T∞ + Q0 /hAs as t → ∞. and goes oﬀ when it is rises above TU . the body can be considered to have a uniform temperature T (t). If Bi < 0. and k is its thermal conductivity. that is θ(t) = (1 − θr )e−t + θr . Control strategies 33 3. Under this lumped approximation the energy balance is given by dT + hAs (T − T∞ ) = Q(t).25) We will assume that the heat source comes on when temperature falls below a value TL . (3.27) .10) that rank(M )=1. L is a characteristics length dimension of the body. With the system in its on mode. Using M c/hAs and hAs (Ti −T∞ ) as the characteristic time and heat rate. oﬀ (3.6. n = m = 1 in Eq.20) dt where M is the mass of the body. With x = θ.

the period and amplitude of which can be chosen using suitable parameters.6. dt dt . The result of applying this form of control is an oscillatory temperature that looks like that in Fig. The frequency of the oscillation increases as its amplitude decreases.28) (3. A Taylor-series expansion gives tp = 2 δ 1 1 + θr 1 − θr + . so that the derivative of Eq.32) The period is thus proportional to the width of the dead band. (3.6 0.3 PID control The error e = θr − θ and control input u = Q can be used in Eq.1 0 0 1 2 3 4 5 t Figure 3.21) gives dθ d2 θ (3. θL (1 − θU ) (3. 1 − θU θU ln .3: Lumped approximation with on-oﬀ control.9 θU 0.34) (Kd + 1) 2 + (Kp + 1) + Ki θ = Ki θr . Control strategies 34 1 0. = θr + δ.3.8 θ 0.4 0. (3. 3.7 0. θL (3. It can be shown that the on and oﬀ time periods are ton toﬀ = = ln 1 − θL . 3.3 0.29) respectively.6.2 θL 0. (3.5 0. (3.31) (3.33) = θr − δ.30) If we make a small dead-band assumption...3.5). we can write θL θU where δ ≪ 1. The total period of the oscillation is then tp = ln θU (1 − θL ) .

36) The response of the closed-loop system can be obtained as a solution.4 shows two examples of closed-loop behavior with diﬀerent parameter values.1.5 −1 −1.1. Kp + 1 Kp θ r = − θ0 + Kd + 1 Kd + 1 (3. A 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 B (a) Check that the system is controllable.4: Lumped approximation with PID control.35) at t = 0. It can be appreciated that diﬀerent choices of the controller constants Kp .9.6. (a) Kp = −0. The steady-state for Ki = 0 is given by θ = θr . Problems 1. θr = 0. It is desired to control their temperatures at TA and TB using separate internal heat inputs QA and QB . Ki = Kd = −0.5 (a) 0 −0.3. Control strategies 35 1. Fig. Two lumped bodies A and B in thermal contact (contact thermal resistance Rc ) exchange heat between themselves by conduction and with the surroundings by convection. 3.5 0 10 20 30 40 50 60 70 t Figure 3. (3. Ki and Kd will give overdamped or underdamped oscillatory or unstable behavior of the system. . (b) Kp = −0. with the initial conditions θ dθ dt = θ0 at t = 0.5 (b) 1 θ 0.5.

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

Part III One spatial dimension 37 .

1) For each branch i ki Ai (Ti − T0 ) = 0 Li i k i Ai Li Ti k i Ai i Li (4.Chapter 4 Conduction 4. 4.1 Structures Fig.4) i Figure 4.1 Fin theory Long time solution ∂θ ∂ − ∂τ ∂ξ j The general ﬁn equation is a a ∂θ ∂ξ + f (θ) = 0 (4.1 shows a complex shape consisting of conductive bars. At each node qi = 0 i (4.2 4.3) 4. 38 .2.2) from which T0 = (4.1: Complex conductive structures.

Thus we know from the above that I1 is nonpositive and from equation (4. The boundary conditions for θ′ are homogeneous. we have ∂θ′ ∂θ′ ∂ (4.15) m= ks δ . The steady state is determined from d dθ (4. Condition (4. 4.9) (4.8) dξ (4. The boundary conditions are either Dirichlet or Neumannn type at ξ = 0 and ξ = 1.5) − a + f (θ) = 0 dξ dξ with the same boundary conditions. Substituting θ = θ + θ′ in equation (4. Multiplying by θ′ and integrating from ξ = 0 to ξ = 1. 4.10) θ′ ∂ ∂ξ a ∂θ′ ∂ξ = − 0 θ′ f (θ + θ′ ) − f (θ) dξ Integrating by parts we can show that I1 ∂θ′ = θa ∂ξ ′ 1 1 1 0 − dθ′ dξ a 0 2 dθ′ dξ dξ 2 dξ (4. If we also assume that I2 ≤ 0 (4.2.8) that E is nonnegative. Thus the steady state is globally stable.2.6) a + f (θ + θ′ ) − f (θ) = 0 a − ∂τ ∂ξ ∂ξ where θ′ is the perturbation from the steady state.2 Shape optimization of convective ﬁn Consider a rectangular ﬁn of length L and thickness δ as shown in Fig.14) dx2 where 1/2 2h (4.12) = − a 0 since the ﬁrst term on the right side of equation (4.4) and subtracting (4.11) is zero due to boundary conditions.7) 1 2 1 a(θ′ )2 dξ 0 (4.11) (4.7) tells us that E must decrease with time until reaching zero. Fin theory 39 where f (θ) includes heat transfer from the sides due to convection and radiation.4. this is a consequence of the Second Law of Thermodynamics. The dimensional equation is d2 T − m2 (T − T∞ ) = 0 (4.13) then equation (4. we have dE = I1 + I2 dτ where E I1 I2 = = 0 1 1 (4.2.5).13) holds if [θ′ and f (θ + θ′ ) − f (θ)] are of the same sign or both zero.

21) Keeping Ap constant. Fin theory 40 T b T ∞ δ L Figure 4.2: Rectangular ﬁn. we get q = ks δ 2h ks δ 1/2 (4.25) 1/2 2/3 Lopt = (4. Thus βopt = δopt = Ap βopt βopt 2h ks δopt 1/2 2/3 ks Ap 2h ks Ap 2h (4.19) x=0 = ks δ(Tb − T∞ )m tanh mL Writing L = Ap /δ. 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.20) (Tb − T∞ ) tanh Ap δ 2h ks δ 1/2 (4.16) (4.2.e. constant ﬁn volume.4.22) This is equivalent to where (4.18) = Tb = 0 (4.4192.17) (4.26) . 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 (4.23) (4.24) Numerically. we ﬁnd that βopt Ap δopt = 1.

32) (4.34) (4. 4.28) d2 θ + m2 θ = 0 dξ 2 (4.4 Fin with convection and radiation Steady state solutions Equation (4.3.31) (4. 4.36) .35) d dξ a dθ dξ + m2 pθ + ǫp (θ + β)4 − β 4 = 0 (4. For example.1 If T (0) T (L) then show that " r « „ q !# sinh x hP kA hP „ q « + T0 cosh kA sinh L hP kA r hP kA ! = = T0 T1 (4. Fin structure 41 4.30) = = 1 0 (4.3 Fin structure Consider now Fig.4) reduces to − Uniform cross section For this case a = p = 1.29) (4. we have − the solution to whiich is θ = C1 sinh mξ + C2 cosh mξ the constants are determined from the boundary conditions.27) d2 θ + m2 θ + ǫ (θ + β)4 − β 4 = 0 dξ 2 (4.33) T (x) = T1 − T0 cosh L x (4.1 with convection. so that − Convective With only convective heat transfer.4. if θ(0) dθ (1) dξ we get θ = − tanh m sinh mξ + cosh mξ Example 4.

.37) As an example.39) d2 θ + ǫ (θ + β)4 − β 4 = 0 dξ 2 (4.47) ξ2 − [(1 + β)4 − β 4 ]ξ 2 + . (4.43) (4.4.4.49) ..38) (4. The lowest order equation is dφ 0 = 0. dξ 2 which gives φ0 = 1 + β To the next order dφ 1 = φ4 − β 4 . dφ0 (1) = 0 dξ (4. dφ1 (1) = 0 dξ (4. (4.48) (4.45) with the solution φ1 = [(1 + β)4 − β 4 ] The complete solution is ξ2 − [(1 + β)4 − β 4 ]ξ 2 ξ2 − [(1 + β)4 − β 4 ]ξ 2 (4..44) φ0 (0) = 1 + β.40) (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. we will ﬁnd a perturbation solution with the boundary conditions φ(0) dφ (1) dξ We write φ = φ0 + ǫφ1 + ǫ2 φ2 + . .42) = = 1+β 0 (4.46) φ = (1 + β) + ǫ [(1 + β)4 − β 4 ] so that θ = 1 + ǫ [(1 + β)4 − β 4 ] Convective and radiative + .41) (4. 0 dξ 2 φ1 (0) = 0.. .

55) − m2 θ = 0 θ(0) = 1 dθ (L) = 0 dξ (4.5 4.60) .54) = Tb = 0 (4.52) Consider the special case of a linear variation of conductivity k(T ) = k0 1 + ǫ so that (1 + ǫθ) d2 θ +ǫ dξ 2 dθ dξ 2 T − T∞ Tb − T∞ (4.5. the temperature distribution in a two-dimensional rectangle tends to that given by a one-dimensional approximation. . Perturbations of one-dimensional conduction 43 4.5.4.2 Show that under suitable conditions. (4.51) (4.58) where m2 = Introduce P hL2 Ak0 (Tb − T∞ ) (4.57) (4.4.59) θ(ξ) = θ0 (ξ) + ǫθ1 (ξ) + ǫθ2 (ξ) + .1 [13] Perturbations of one-dimensional conduction Temperature-dependent conductivity The governing equation is d dx k(T ) dT dx − Ph (T − T∞ ) = 0 A (4.53) (4. 4. .56) (4.50) with the boundary conditions T (0) dT (L) dx we use the dimensionless variables θ ξ = = T − T∞ Tb − T∞ x L (4.1 Annular ﬁn Example 4.

The two circles are at r = r1 and r = r.5. Perturbations of one-dimensional conduction 44 r 2 a Ο2 Ο 1 ^ r T=T 2 ψ r T=T 1 Figure 4. We will use polar coordinates (r.69) Solving for r. as shown in Fig.67) (4. Collect terms of O(ǫ0 ) d2 θ 0 − m2 θ = 0 dξ 2 θ0 (0) = 1 dθ0 (1) = 0 dξ The solution is To O(ǫ ) d2 θ 1 − m2 θ 1 dξ 2 θ1 (0) dθ1 (1) dξ The solution is 4.62) (4. 4.3 can be solved by regular perturbation [13].63) θ(ξ) = cosh mξ − tanh m sinh mξ (4. we have r= 2 r2 − a2 (1 − cos2 ψ) − a cos ψ.2 Eccentric annulus = −θ0 d2 θ 0 − dξ 2 dθ0 dξ 2 1 (4.4.65) (4.68) = −m2 (1 − tanh2 m) cosh 2mξ − m2 tanh m sinh 2mξ = 0 = 0 Steady-state conduction in a slightly eccentric annular space.3: Eccentric annulus. (4.61) (4. The radii of the two circles are r1 and r2 . (4.64) (4.5. where 2 r2 = a2 + r2 + 2ar cos ψ.66) (4. ψ) with the center of the small circle as origin.70) .

Substituting in the equations. we get ∂2 ∂ ∂2 1 1 + + ∂R2 R + d ∂R (R + d)2 ∂ψ 2 θ0 + ǫθ1 + ǫ2 θ2 + . = 0. ψ) + ǫ2 θ2 (0.82) R(ψ) = 1 − ǫ cos ψ − ǫ2 (1 − cos2 ψ) + . = T2 . ψ) + . ψ) where R(ψ) = = r − r1 r2 − r1 = = 1.77) = T1 . Perturbations of one-dimensional conduction 45 In the quadratic solution. the positive sign corresponding to the geometry shown in the ﬁgure has been kept. 0. (4.86) (4. ψ) = 0. 2 θ0 (0. . ψ) + ǫθ1 (R.4. ψ) + . ψ) + . ψ) With the variables θ R d ǫ we get = = = = T − T2 . . = 1. .74) (4. r2 − r1 r1 .75) (4.73) T (r. ψ) + ǫθ1 (R.80) (1 + d)2 − ǫ2 (1 − cos2 ψ) − ǫ cos ψ − d. . ψ) = θ0 (R. T1 − T2 r − r1 . ψ) + ǫ θ2 (R.84) (4.85) (4.72) (4.76) (4. ψ) θ(R. 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 . r2 − r1 θ(R.5. ψ) + ǫθ1 (0.78) and θ(0. r2 − r1 a . ψ) + ǫ2 θ2 (R. . (4. . (4. (4. 2 θ0 (R. = 0.79) (4.71) ∂ ∂2 ∂2 1 1 + + ∂R2 R + d ∂R (R + d)2 ∂ψ 2 (4. . . ψ) T (r. (4.83) (4. . .81) The perturbation expansion is θ(R. . .

93) (4.91) R − 2h R cos ψ . 1. dR (4. (4. we get ∂2 ∂ ∂2 1 1 θ0 + + 2 2 ∂ψ 2 ∂R R + d ∂R (R + d) θ0 (0.87) (4. cos ψ dθ0 (1.99) (4. ψ) which has the solution θ0 (R.97). ψ) = ± 0. (1 + 2h) ln(1 + 1/h) R + h (4.94) (4.95) ln(1 + R/h) . (1 + h) ln(1 + 1/h) (4.98) is a solution to equation (4. ln(1 + 1/h) = = = 0.6 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. . ψ) θ1 (1.84).89) (4.100) (4. 0.88) (4. ψ).6.92) (4. ψ) + ǫ θ1 (1. 0. = 0. . (4.101) x √ 2 κt (4. ψ) + . ψ) = = = = The solution is θ1 (R. (4. Transient conduction 46 Using Eq. ψ) − cos ψ Collecting terms to order O(ǫ0 ).4. . ψ) = 1 − To order O(ǫ1 ) ∂2 ∂ ∂2 1 1 θ1 + + 2 2 ∂ψ 2 ∂R R + d ∂R (R + d) θ1 (0.98) so that substitution veriﬁes that equation (4.86) can be further expanded in a Taylor series around R = 1 to give θ0 (1. dR cos ψ .96) 4.97) (4.90) dθ0 (1. ψ) θ0 (1.

jπ L 2 (4. t) = 0.4.105) was already linear. since Eq.104) T2 − T1 x. . T ′ (L.103) (4. T (L. Thus θ = 0 is a stable solution of the problem.110) t .107) 2 iπx sin . t) = i=1 (4. (4. 0) = f (x). L2 (4. t) = 0. 2 (4. 0) = f (x) − T .111) Cj exp −α jπ L 2 t 2 iπx sin .108) ai (t)φi (x). L (4.1.109) so that daj = −α dt with the solution aj = Cj exp −α Thus T ′ (x. Its eigenvalues are λi = − and its orthonormal eigenfunctions are φi (x) = Thus we let θ(x. t) = T2 .106) i2 π 2 . L L (4. as t → ∞.6.7. we consider the eigenvalue problem d2 φ = λφ dx2 with φ(0) = φ(L) = 0. with the boundary and initial conditions T (0.7 Linear diﬀusion Let T = T (x. (4. It must be noted that there has been no need to linearize.112) The solution shows that T ′ → 0. t) = T1 . The operator is self-adjoint. The steady state solution is T (x) = T1 + With T ′ (x. L L ∞ (4. Linear diﬀusion 47 4. t) = i=1 ∞ jπ L aj .102) ∂t ∂x in 0 ≤ x ≤ L. Following the methodology outlined in Section A. t) and ∂T ∂2T =α 2 (4. and T (x. and T ′ (x. t) = T − T we have the same equation ∂T ′ ∂2T ′ =α 2 ∂t ∂x (4.105) but with the conditions: T ′ (0.

4. . f (r) (4. we get ∂T0 = f (T0 ). Nonlinear diﬀusion 48 4. (4. .8. t ≥ 0. .115) (4. 4. long scale t2 = ǫt. t2 ). Applying the initial condition gives g(x) dr θ= . The initial condition is taken to be T (x. t2 ) + .118) (4.113) Consider two time scales.114) (4.117) (4.116) (4.8 Nonlinear diﬀusion The following diﬀusion problem with heat generation is considered in [81] ∂T ∂2T = ǫ 2 + f (T ).120 with respect to x gives ∂T0 ∂θ = f (T0 ) . a fast.120) The lower limit of the integral is simply a convenient value at which g(x) = 0. ∂t ∂t1 ∂t2 Assuming an asymptotic expansion of the type T = T0 (x. t2 ) + ǫT1 (x. short one t1 = t.124) . 1 + eλx (4. t1 . Substituting and collecting terms of O(ǫ0 ).121) f (r) 1/2 The terms of O(ǫ) are ∂ 2 T0 ∂T0 ∂T1 = f ′ (T0 )T1 + − 2 ∂t1 ∂x ∂t2 Diﬀerentiating Eq. and a slow. Thus ∂ ∂ ∂ = +ǫ . ∂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. we have a Taylor series expansion f (T ) = f (T0 ) + ǫf ′ (T0 ) + . t1 . ∂t ∂x with −∞ < x < ∞. ∂t1 with the solution T0 1/2 (4.119) dr = t1 + θ(x. .123) (4.5.122) (4. 0) = g(x) 1 = . and ǫ ≪ 1.

135) (4. t2 ) = eκθ .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 (4.125) . where Eq.127) (4.131) ∂T0 ∂t1 (4.129) The solution is T1 = A(x. Nonlinear diﬀusion 49 Also.137) (4. diﬀerentiating with respect to t2 gives ∂T0 ∂θ = f (T0 ) ∂t2 ∂t2 Substituting in Eq.119 has been used.126) ∂T1 ∂θ ∂ ∂2θ = f ′ (T0 )T1 + f (T0 ) − + ln f (T0 ) . 4.128) ∂θ ∂x 2 (4. ∂T1 ∂θ ∂2θ = f ′ (T0 )T1 + f (T0 ) − + f ′ (T0 ) 2 ∂t1 ∂x ∂t2 Since ∂ ln f (T0 ) ∂t1 we have f ′ (T0 ) ∂T0 f (T0 ) ∂t1 = f ′ (T0 ) = (4. t1 ) 2 ∂x ∂t2 where κ = f ′ (T0 ).122. (4.134) w(x.132) (4. we take ∂θ ∂2θ − + κ(x. To suppress the secular term in Eq. (4.4. t2 ) + t1 ln f (T0 ) f (T0 ) (4.130. 4. Let so that its derivatives are ∂w ∂x ∂2w ∂x2 ∂w ∂t2 = κeκθ ∂θ ∂x ∂θ ∂x 2 ∂θ ∂x 2 = 0. (4.8.133) ln f (T0 ) f ′ (T0 ) ∂2θ ∂θ − + f ′ (T0 ) 2 ∂x ∂t2 f (T0 ) + T1 f ′ (T0 ). ∂t1 ∂x2 ∂t2 ∂t1 ∂2θ ∂θ − + ∂x2 ∂t2 ∂θ ∂x 2 (4.138) = κ2 eκθ = κeκθ ∂θ ∂t2 . 4.136) + κeκθ ∂2θ ∂x2 (4.

(4. This can be conﬁrmed by ﬁnding the derivatives ∂2w ∂x2 ∂w ∂t2 = = √ 2 R′′ (x + 2r t2 )e−r dr √ 2 r R′ (x + 2r t2 ) √ e−r dr t2 ∞ ∞ (4. so that the integral in Eq.149) (4.153) .142) √ 1 = − √ R′ (x + 2r t2 ) 2 π = and substituting.147) is Fisher’s equation: As an example.120 T0 1/2 Substituting in the equation.139) (4.140) 0. R(x) = = so that the ﬁnal (implicit) solution is T0 1/2 ∞ − 2 √ √ 2 R′′ (x + 2r t2 )2 t2 e−r dr (4.8.150) Thus w= and from Eq. 0). we take f (T ) = T (1 − T ). Also. 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 (4.145) dr f (r) (4. (4.115.146) exp κ 1/2 1 1 dr = t1 + ln √ f (r) κ π ∞ ∞ √ 2 R(x + 2r t2 )e−r dr (4. 0) = e −λx (4.4.151) R(x) = w(x.152) (4. ∞ ∞ √ 2 R(x + 2r t2 )e−r dr.143) (4. Nonlinear diﬀusion 50 We ﬁnd that ∂2w ∂w − 2 ∂x ∂t2 = κeκθ = The solution is 1 w= √ π 1 √ π 1 √ π ∞ ∞ ∞ ∞ ∂θ ∂2θ − +κ 2 ∂x ∂t2 ∂θ ∂x 2 (4.148) (4.141) where R(x) = w(x. 4. 0)] g(x) (4.144) ∞ 1 √ π ∞ ′′ ∞ R (x + 2r t2 )e−r dr √ exp [κθ(x. 4.

dt Thus E → 0 as t → ∞ whatever the initial conditions.1 Stability by energy method Linear As an example consider the same problem as in Section 4. (4.9. 4. (4. t) = 0. 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 (4.155) This is a wave that travels with a phase speed of (1 + λ2 ǫ)/λ. The steady state. 4.9.156) =α 2 ∂t ∂x with T ′ (0. Thus ∂T ∂ = ∂t ∂x k(T ) ∂T ∂x .158) dE ≤ 0. The deviation from the steady state is governed by ∂T ′ ∂2T ′ (4.160) with T (0. t) = T2 .9.141 and integrating.9 4.154) (4. t) = T1 and T (L.4.157) 2 0 so that E ≥ 0. 4.2 Nonlinear (4.159) Let us now re-do the problem for a bar with temperature-dependent conductivity.161) .7. T (x). w = exp −λx + λ2 t2 so that T0 = 1 1 + exp [x − t(1 + λ2 ǫ)/λ] (4. t) = 0. Stability by energy method 51 Substituting in Eq. Deﬁne 1 L ′2 E(t) = T dx (4. is governed by d dx k(T ) dT dx = 0. T ′ (L.

(4. . 4 = . (4. 0 (4. The steady state is θ = 0.162) (4. t) = θ(L.168) The total volume of the material is VT = π 2 2 2 2 D0 L0 + 2D1 L1 + 4D2 L2 + 8D3 L3 + . Self-similar structures 52 Let the deviation from the steady state be θ(x. t) − T (x). The total length of the structure is LT = L0 + 2L1 + 4L2 + 8L3 + . . with θ(0. t).163) where θ = θ(x.169) Both of these are ﬁnite if β < βc = . = .10 Self-similar structures Consider the large-scale structure shown in Fig.164) = 0 L θ θ 0 ∂θ dx ∂t ∂ ∂x k(θ) L (4. The beginning is at temperature T0 and the ambient is T∞ .167) ∂θ = θk(θ) ∂x 0 − k(θ) 0 Due to boundary conditions the ﬁrst term on the right is zero. (4.10.4 in which each line i (indicated by i = 0. bipolar. Let E(t) = so that E ≥ 0.11 Non-Cartesian coordinates Toroidal. 4. .. The length of each bar is Li = L/β i and its diameter is Di = D/β i .) is a conductive bar. so that dE/dt ≤ 0.. . . t) = 0. (4. . Then dE dt L 1 2 L θ2 dx. Thus ∂ ∂θ = ∂t ∂x k(θ) ∂θ ∂x .. 1.165) ∂θ ∂x L = dx ∂θ ∂x 2 (4. . 4.166) dx. t) = T (x.. .4. Thus E → 0 as t → ∞. . .. 4.

4. It is thin and long enough such that the transverse temperature distribution may be neglected.4: Large-scale self-similar structure. where A is a bounded semi-group operator [2]. is frequently not good enough for thermal systems. The simplest examples occur when only one spatial dimension is present. 110]. and B is a another linear operator. 2 . Consider a system governed by ∂X = AX + Bu. The state X(ξ.5 shows a ﬁn of length L with convection to the surroundings [4]. valid for Bi ≪ 1. Exact controllability exists if the function representing the state can be taken from an initial to a ﬁnal target state. The system is then described by PDEs that represent a formidable challenge for control analysis. 1.172) ∂t ∂ξ . Thermal control 53 $T_\infty$ 3 3 2 2 3 3 1 T 0 0 1 3 3 2 2 3 3 Figure 4.171) The lumped approximation in this chapter. φm = 0. (4.170) ∂t with homogeneous boundary and suitable initial conditions. 4. Fig. . and the spatial variation of the temperature must be taken into account. which forms a complete spatial basis for X. then it has real eigenvalues and a complete orthonormal set of eigenfunctions φm (ξ). 4.12. If A is self-adjoint. The temperature ﬁeld is governed by ∂2T ∂T = α 2 − ζ(T − T∞ ). .. and is approximate if it can be taken to a neighborhood of the target [118]. (4. It is known [110] that the system is approximately state controllable if and only if all the inner products B. Determination of approximate controllability is usually suﬃcient for practical purposes. with m = 0. (4.12 Thermal control Partial diﬀerential equations (PDEs) are an example of inﬁnite-dimensional systems that are very common in thermal applications [2. t) is a function of spatial coordinates ξ and time t.

ρ is the density. (b) Boundary control: Using the constant outside temperature T∞ as reference and deﬁning θ = T − T∞ . Inequality (4. t) = 0. ∂t ∂ξ with the initial and boundary conditions (∂θ/∂ξ)(0. and ξ is the longitudinal coordinate measured from one end. ∂θ ∂2θ = α 2 − ζθ + ζθ∞ (t) ∂t ∂ξ (4. To enable a ﬁnite-diﬀerence approximation [5]. where T (ξ. t) is the temperature distribution that represents the state of the system. 0) = 0. t) = 0. t) = TL is ﬁxed. The operators in Eq. we can arbitrarily assume the ﬁn to be initially at a uniform temperature. θ(L. (4. Eq. B = ζ.175) term is also used in other senses in control theory. The thermal diﬀusivity is α.174) becomes dθi = σθi−1 − (2σ + ζ)θi + σθi−1 . the domain [0. and c is the speciﬁc heat. and ζ = hP/ρcAc where h is the convective heat transfer coeﬃcient. and u = θ∞ . t) of the ﬁn. L] is divided into n equal parts of size ∆ξ. Since a linear system that is controllable can be taken from any state to any other. t is time. P is the perimeter of the cross section. Using it as a reference temperature and deﬁning θ = T − TL . Eq. t) = TL (t) − T∞ . so the system is indeed state controllable. so that Eq.12. T∞ is the temperature of the surroundings. For simplicity it will be assumed that ζ is independent of ξ.171) is satisﬁed for all m. Ac is the constant cross-sectional area of the bar.173) with the homogeneous boundary and initial conditions (∂θ/∂ξ)(0. It can be shown that the same problem can also be analyzed using a ﬁnite-diﬀerence approximation [5]. (4. t) = 0. θ(L. (4. (4. dt 1 This (4. L 2L respectively.172) becomes ∂θ ∂2θ (4.170) are A = α∂ 2 /∂ξ 2 − ζ. t) = 0.5: One-dimensional ﬁn with convection. . and θ(ξ. (a) Distributed control: The boundary temperature T (L.174) = α 2 − ζθ.172) becomes. The end ξ = 0 will be assumed to be adiabatic so that (∂T /∂ξ)(0. 0) = 0. There are two ways in which the temperature distribution on the bar can be controlled: in distributed control1 the surrounding temperature T∞ is the control input and in boundary control it is the temperature of the other end T (L.4. and θ(ξ. Thermal control 54 ξ=0 E ξ T∞ ξ=L TL Figure 4. 4L2 (2m + 1)πξ 2 cos . A is a self-adjoint operator with the eigenvalues and eigenfunctions βm φm = − = (2m + 1)2 π 2 − ζ.

. 0 . Let t = t0 + ǫt1 (4. · · · . The rank of M is n. . The nodes are i = 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 ··· . M = .5. indicating that the state of the system is also boundary controllable. . .13 Solve Multiple scales ∂T1 ∂t ∂T2 ∂t ∂ 2 (T1 − T2 ) ∂x2 2 ∂ (T2 − T1 ) = Rα ∂x2 = α (4.4. . . . . . (4. . .178) 4. . σ −(2σ + ζ) σ . With this Eq. 2 show that the magnitude of the heat rate is independent of the sign of ∆T if we can write k(x. . A = (4.179) (4. T (0) = T + . .13. 2. . T ) = A(x) λ(T ). where x is the vector of unknown θi . . dx dx with boundary conditions ∆T . 4.181) Problems 1.176) ∈ Rn×n . Multiple scales 55 where σ = α/∆ξ 2 . and with a step change in temperature at one end. .174) can be discretized to take the form of Eq. . ··· ··· ··· (4. σ]T ∈ Rn . . From the governing equation for one-dimensional conduction » – d dT k(x. . (3.177) The boundary conditions have been applied to make A non-singular: adiabatic. where i = 1 is at the left and i = n + 1 at the right end of the ﬁn in Fig. n + 1. T ) = 0.. σ 0 ··· 0 σ −(2σ + ζ) B = [0. .180) where ǫ ≪ 1. . ... and at the right end θn+1 is the control input u.6). 2 ∆T T (L) = T − . . (4. . The controllability matrix M is 0 ··· ··· 0 0 ··· 0 σ n−1 . Thus we ﬁnd −(2σ + ζ) 2σ 0 ··· 0 .

13. Optimize the ﬁn assuming the ﬁn volume to be constant and maximizing the heat rate at the base. Assume that the base temperature is known. Multiple scales 56 2. 3. and (d) the optimum ﬁn height L. Neglect convection from the thin sides. Consider a longitudinal ﬁn of concave parabolic proﬁle as shown in the ﬁgure. T ∞ T b x L Figure 4.4. Graph the results for several values of the parameters. and (b) the heat ﬂow at the base of the ﬁn. radiation and Dirichlet boundary conditions. Find (c) the optimum base thickness δb . Find (a) the temperature distribution in the ﬁn.6: Longitudinal ﬁn of concave parabolic proﬁle. where δ = [1 − (x/L)]2 δb . δb is the thickness of the ﬁn at the base. . Consider a rectangular ﬁn with convection. Calculate numerically the evolution of an initial temperature distribution at diﬀerent instants of time.

shown in Fig. 5.2) where τw is the magnitude of the wall shear stress. the viscous force and fp . We will take a one-dimensional approach and neglect transverse variations in the velocity and temperature. 5. and p is the pressure in the ﬂuid. We can write fv fp = −τw P ds ∂p = −A ds ∂s (5. V . we will assume that ﬂuid properties are constant and that the area of the pipe is also constant.2 Momentum equation The forces on an element of length ds. and the hydraulic diameter is deﬁned by D = 4A/P . the mean velocity of the ﬂuid.1.1 Hydrodynamics Mass conservation For a duct of constant cross-sectional area and a ﬂuid of constant density.3) dV τw P 1 ∂p + =− dt ρA ρ ∂s 4τw p1 − p2 dV + = dt ρD ρL (5.1. the pressure force. in the positive s direction are: fv . Since the mass of the element is ρA ds. 5. In addition.4) Integrating over the length L of a pipe.5) where p1 and p2 are the pressures at the inlet and outlet respectively. 57 .Chapter 5 Forced convection In this chapter we will considering the heat transfer in pipe ﬂows. for simplicity.1 5. we have (5. we can write the momentum equation as ρA ds from which we get dV = fv + fp dt (5.1. is also constant.1) (5.

so that we can write dV + T (|V |)V = β ∆p (5.13) (5. and ∆p = p1 − p2 is the pressure diﬀerence that is driving the ﬂow. we get V = The shear stress at the wall τw is given by τw = −µ ∂ux ∂r (5. and D is the diameter of the duct.6) dt where T (V ) = |4τw /ρDV | is always positive.5.9) 4 = µum D 8µV = D The wall shear stress is linear relationship τw = αV where α= so that T (|V |)V = 8µ D 32µ V ρD2 (5.11) (5.1: Forces on an element of ﬂuid. um is the maximum velocity at the centerline. r is the radial coordinate. and acts in a direction opposite to V . For fully developed ﬂow we can assume that τw is a function of V that depends on the mean velocity proﬁle. Laminar The fully developed laminar velocity proﬁle in a circular duct is given by the Poiseuille ﬂow result ux (r) = um 1 − 4r2 D2 (5. The wall shear stress is estimated below for laminar and turbulent ﬂows.1.15) . β = 1/ρL.14) (5. Hydrodynamics 58 p s p+dp fp f v ds Figure 5.8) um 2 (5.10) r=D/2 4 πD2 D/2 ux (r) 2πr dr 0 (5.7) where u is the local velocity. The mean velocity is given by V = Substituting the velocity proﬁle.12) (5.

20) Example 5.22) (5. without acceleration. For t > 0.3164 Re1/4 (5. Make the assumption that the axial velocity is only a function of radial position and time. or similar expressions.19) where e is the roughness at the wall. and P is the inner perimeter.1.1 Consider a long. Find the resulting time-dependent ﬂow.17) Here f is the Darcy-Weisbach friction factor1 . Thus ∆p = f = f L 1 2 ρV 4A/P 2 1 L ρ|V |V D 2 (5. confusingly.7 Re f 1/2 (5. The ﬂow velocity in the steady state is a solution of T (V )V = β ∆p (5. 2D (5.0 log f 1/2 e/Dh 2.16) (5.18) where the Reynolds number is Re = |V |D/ν. 5. is used in the literature. The friction factor is also a fucntion of |V |.51 + 3. p1 − p2 is a nonzero constant. . thin pipe with pressures p1 and p2 ate either end.5. L. the pressure drop is given by ∆p A = τw P L where A is the cross-sectional area. which is one-fourth the Darcy-Weisbach value. 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.3 Long time behavior Consider the ﬂow in a single duct of ﬁnite length with a constant driving pressure drop. For t ≤ 0. p1 − p2 = 0 and there is no ﬂow.6). or the Colebrook equation for rough pipes 1 = −2.1. the Fanning friction factor.21) (5. The governing equation for the ﬂow velocity is equation (5. and may be calculated from the Blasius equation for smooth pipes f= 0.23) 1 Sometimes. In the ﬂow in a length of duct.

33) Q+ = Q− + ∂s The diﬀerence between the two is Q+ − Q− = = ∂Q− ds ∂s ∂2T ∂T − kA 2 ρAV c ∂s ∂s ds (5. we ﬁnd that dE dt dV ′ dt = −V ′ T (V + V ′ )(V + V ′ ) − T (V )V = V′ ′ ′ ′2 (5.2 Energy equation Consider a section of a duct shown in Fig. (5.26) (5. so that dE ≤0 dt Thus. we get dV ′ = −T (V + V ′ )(V + V ′ ) + T (V )(V ) dt Deﬁning E= so that E ≥ 0.30) 5. Energy equation 60 where ∆p and V are both of the same sign.6) becomes dV ′ + T (V + V ′ )(V + V ′ ) = β ∆p dt Subtracting equation (5. E(V ) is a Lyapunov function.34) .2. The heat rate going out is ∂Q− ds (5. and V = V is globally stable to all perturbations. Writing V = V + V ′ .23). 5. we see that V ′ V T (V + V ′ ) − T (V ) ≥ 0 regardless of the sign of either V ′ or V .29) If we assume that T (V ) is a non-decreasing function of V .28) ′ = −V V T (V + V ) − T (V ) − V T (V + V ) (5.31) (5.25) 1 ′2 V 2 (5. where an elemental control volume is shown.24) (5. c is the speciﬁc heat at constant pressure and k is the coeﬃcient of thermal conductivity.32) Q− = ρAV cT − kA ∂s where the ﬁrst term on the right is due to the advective and second the conductive transports.27) (5.5. say nonnegative. The heat rate going in is given by ∂T (5. equation (5.2. We can show that under certain conditions the steady state is globally stable.

1 Known heat rate (5.39) (5.2: Forces on an element of ﬂuid.42) Boundary conditions may be θ = 0 at ξ = 0.2.35) where the last term is the rate of accumulation of energy within the control volume.35) in (5. q(s).41) where (5.34) and (5.40) ∂θ d2 θ ∂θ + −λ 2 =1 ∂τ ∂ξ dξ λ= k LV ρc (5. Energy equation 61 Q Q _ s + Q ds Figure 5. . which can be written as dQ = q ds where q is the rate of gain of heat per unit length of the duct.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. An energy balance for the elemental control volume gives Q− + dQ = Q+ + ρA ds c ∂T ∂t (5. Furthermore. θ = θ1 at ξ = 1. is known all along the duct.37) The heat rate per unit length.38) (5. heat is gained from the side at a rate dQ. Deﬁning ξ θ τ gives = = = x L (T − Ti )ρV AC Lq tV L (5.36) (5.2. Substituting equations (5.

We assume that the ﬂow is one-dimensional.46) ∂θ ∂θ d2 θ + − λ 2 + Hθ = H ∂τ ∂ξ dξ k LV ρc U ρL ρV Ac (5.3: Fluid duct with heat loss.2 Convection with known outside temperature Deﬁning The heating is now convective with a heat transfer coeﬃcient U .3.3 Single duct Consider the duct that is schematically shown in Fig. U is the overall heat transfer coeﬃcient and P the cross-sectional perimeter of the duct.43) ξ θ τ gives = = = x L T − Ti T∞ − Ti tV L (5. 5. 5. Using the same variables to represent non-dimensional quantities.2. the governing non-dimensional equation is ∂θ ∂θ + + Hθ = 0 (5. Thus. where the local ﬂuid temperature is T (s. t) Tout (t) 62 Figure 5.48) (5. Single duct T∞ (t) Tin (t) V T (s.3. q = P U (T∞ − T ) (5.52) L T − T∞ (5. and the ﬂuid velocity is V .49) 5. and an external temperature of T∞ (s).5. and the outlet temperature is Tout (t).45) (5.44) (5.50) ∂τ ∂ξ where the nondimensional variables are s ξ = (5. t) and the ambient temperature is T∞ (t).47) where λ H = = (5. The inlet temperature is Tin (t).51) L tV τ = (5.53) θ = ∆T . and neglect axial conduction through the ﬂuid and the duct. The duct is subject to heat loss through its surface of the form U P (T − T∞ ) per unit length.

63) (5. zero. The outer solution is θout = 1 − e−Hξ (5.3.59) We have (5. the residence time. The ambient temperature is T∞ (t) = T ∞ + T∞ (t) (5. we have (5.55) (5.60) To lowest order.61) (5.62) (5. .58) λ X= This gives the equation ξ−1 λ (5.57) dξ 2 dξ where λ ≪ 1. i.65) (5. Single duct 63 The characteristic time is the time taken to traverse the length of the duct. The characteristic temperature diﬀerence ∆T will be chosen later.54) where the time-averaged and ﬂuctuating parts have been separated. by deﬁnition. We can use a boundary layer analysis for this singular perturbation problem. 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 + .1 Steady state No axial conduction The solution of the equation dθ + H(θ − 1) = 0 dξ θ(ξ) = 1 − e−Hξ With small axial conduction d2 θ dθ − − H(θ − 1) = 0 (5.e. The parameter γ = U P L/ρAV c represents the heat loss to the ambient. .3. and with the boundary conditions θ(0) = 0 and θ(1) = θ1 . 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. Notice that the nondimensional mean ambient temperature is. .64) (5.56) with boundary condition θ(0) = 0 is The boundary layer is near ξ = 1.66) with the solution The boundary condition θin (X = 0) = θ1 gives θ1 = A + B.5. 5.

69).67) The t < s part of the solution is applicable to the brief.69) becomes Tout (t) = Tin (t − 1)e−H T0 (1 − t)e−Ht for t ≥ 1 for t < 1 (5. the inlet and outlet temperatures are related by a unit delay. . The later t > s part depends on the temperature of the ﬂuid entering at s = 0.4. The temperature. t) = Tin (t) and T (s.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. t) = Tin (t) d t<s © T (s. but at a previous instant in time. The following are some special cases of equation (5. t) = f (s − t) + γ eHt T∞ (t′ ) dt′ e−Ht 0 ′ (5. 0) = T0 (s) s Figure 5.2 Unsteady dynamics t The general solution of this equation is T (s.4 Constant ambient temperature For this T∞ = 0.3. but with an exponential drop due to heat transfer. 5.3. Single duct 64 t t=s t>s T (0. transient period of time in which the ﬂuid at time t = 0 has still not left the duct. s = 1. and the ambient temperature ﬂuctuation. Tout (t).3. at the outlet section.70) The outlet temperature is the same as the inlet temperature.71) This is similar to the above. The solution becomes ′ t Tin (t − s)e−Hs + He−Ht t−s eHt T∞ (t′ ) dt′ for t ≥ s (5.69) It can be observed that.3.68) T (s. γ. 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. T∞ . 0) = T0 (s) are shown in Fig. 5. The outlet temperature is also aﬀected by the heat loss parameter.4: Solution in s-t space.5. 5. 5. and equation (5. after an initial transient. t) = ′ t T0 (s − t)e−Ht + He−Ht 0 eHt T∞ (t′ ) dt′ for t < s for t ≥ 1 for t < 1 (5.

72) (5. Single duct 65 Figure 5.5 Periodic inlet and ambient temperature We take Tin (t) T∞ (t) = T in + Tin sin ωt = T∞ sin Ωt (5. A properly-designed control system that senses the outlet temperature must take the frequency dependence of its amplitude and phase into account.77) (5.78) . 5. 5.76) (5.5: Eﬀect of wall. There are several complexities that must be considered in practical applications to heating or cooling networks.3.74) (5.73) so that equation (5.75) The outlet temperature has frequencies which come from oscillations in the inlet as well as the ambient temperatures.69) becomes T in + Tin sin ω(t − 1) e−H −H −2H Tout (t) = sin(Ωt + φ) +T∞ H −2e Hcos 1+e 2 +Ω2 √ H −Ht T0 (1 − t)e + H 2 +Ω2 T∞ H 2 + Ω2 sin(Ωt + φ′ ) where tan φ = − tan φ′ H(1 − e−H cos 1) + e−H Ω sin 1 Ω(1 − e−H cos 1) − He−H sin 1 Ω = − H for t < 1 for t ≥ 1 (5.5. some of which are analyzed below.3.6 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 (5.3.

90) dT + Hw θ = 0 dξ Hw = w w Hin Hout w + Hw Hin out (5.5.86) (5.83) (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 (5.82) In the steady state and with no axial conduction in the ﬂuid dθ + Hin (θ − θw ) = dξ −λw If we assume λw = 0 also.91) where (5.89) (5. Neglecting axial conduction.80) (5.4 Two-ﬂuid conﬁguration Consider the heat balance in Fig. we get θw = The governing equation is d2 θ w + Hin (θw − θ) + Hout θw dξ 2 Hin θ Hin + Hout = 0 0 (5.6. 5.81) (5.79) (5.92) 5. we have .85) (5. Two-ﬂuid conﬁguration 66 Nondimensionalize.87) (5.84) = = = = x L tV L T − T∞ Ti − T∞ Tw − T∞ Ti − T∞ (5.4.88) (5.

5. Integrating.94) (5. The second term corresponds to viscous heating or dissipation. laminar ﬂow of an incompressible. The ﬂow velocity u(y) is in the x-direction due to a constant pressure gradient P < 0.97) (5. where k has been taken to be a constant.6: Two-ﬂuids with wall. and the viscosity is assumed to be given by Eq. There is also other evidence for this.) The momentum equation is then d dy µ(T ) du dy =P (5. We non- . 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. ﬂat plates at y = −h and y = h.5. The energy equation can be written as k d2 T + µ(T ) dy 2 du dy 2 =0 (5. Flow between plates with viscous dissipation 67 1 2 Figure 5. The plane walls are kept isothermal at temperature T = T0 . (5.96) with boundary conditions u = 0 at y = ±h.93) (5. and the viscosity is assumed to decrease exponentially with temperature according to µ = exp(1/T ).95) 5. Newtonian ﬂuid between ﬁxed.96).5 Flow between plates with viscous dissipation Consider the steady.98) Due to symmetry du/dy = 0 at y = 0 so that C = 0. we get µ(T ) du = Py + C dy (5.99) with T = T0 at y = ±h.

104) for a < ac and above which there are none.2 0. 5. θ = 0 for η = ±1 5.4 −0.7: Two solutions of Eq.5.102) and (5.9: Schematic of regenerator. 5. As examples. Figure 5. The bifurcation diagram corresponding to this problem is shown in Fig.4 0.7. dimensionalize using θ η The energy equation becomes = β(T − T0 ) y = h (5.6.102) where (5.8: Bifurcation diagram. Mc dT + mc(Tin − Tout ) = 0 ˙ dt (5. There are other solutions also but they do not satisfy the boundary conditions on the velocity.6 0.102) with boundary conditions (5.8 where S is the slope of the temperature gradient on one wall.8 −0. Figure 5. 5.2 0 η 0.6 −0.101) d2 θ + a η 2 eθ = 0 dη 2 a= βP 2 h4 kµ0 (5. (5. two numerically obtained solutions for a = 1 are shown in Fig.6 Regenerator A regenerator is schematically shown in Fig. for instance) for the boundary-value problem represented by Eqs.105) .104) for a = 1.104) The boundary conditions are There are two solutions that can be obtained numerically (by the shooting method.8 1 0 0 1 2 3 a 4 5 6 Figure 5.103) (5.100) (5. Regenerator 68 6 25 5 20 4 15 S 10 5 3 θ high−temperature solution 2 1 low−temperature solution 0 −1 −0.9. (5.

109) (5.2 Redo the previous problem with a slightly eccentric ﬂow. we get d dT d (rur T ) = k (r ) dr dr dr For the boundary conditions T (r1 ) = T1 and T (r2 ) = T2 .110) i where Ai are the areas and Vi the ﬂuid velocities in the ducts coming in.107) = ur 2πrHT − k2πrH where H is the distance between the disks.7 Radial ﬂow between disks This is shown in Fig. 5. the sum being over all the ducts entering the junction. the momentum equation is dVi + T (Vi )Vi = β pin − pout + ∆p i i dt (5. we must have Ai Vi = 0 (5. 5. C r dT dr ur qr = (5. for each duct.111) . the temperature ﬁeld is T (r) = T1 ln(r2 /r) − T2 ln(r1 /r) ln(r2 /r1 ) (5.7.10.8 Networks A network consists of a number of ducts that are united at certain points. Radial ﬂow between disks 69 r 1 r 2 r Figure 5.106) (5. With dqr /dr = 0.108) Example 5. At each junction. 5.5.10: Flow between disks. Furthermore.

we know that E =V +F −1 (5. . so as to have Vii = 0. except for one pressure that must be known. Networks 70 where ∆p is the pressure developed by a pump. and Vij is the ﬂow velocity from junction i to j deﬁned to be positive in that direction. (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. vertices and faces. The number of circuits is then (n2 − 3n + 4)/2.8. 5. . . For such a graph. respectively.116) which is simply the mass conservation considering all the ﬂows leaving junction j. . The resistance Tij may or may not be symmetric. while mass conservation at the juntions give V − 1 independent algebraic relations. The number of equations to be solved is thus quite large if n is large. The mass conservation equation at junction j for all ﬂows arriving there is n Aij Vij = 0 i=1 for j = 1. In a general network. We take the diagonal terms in Tij to be also inﬁnite. . so that Vii which has no physical meaning is considered zero. The symmetry of Aij and antisymmetry of Vij gives the equivalent form n Aji Vji = 0 i=1 for j = 1. assume that there are n junctions. The momentum equation in the branches produce E independent diﬀerential equations. In the present context. and each is connected to all the rest.112) where E. The ﬂow velocity matrix Vij is anti-symmetric. Thus the number of (b) Three-dimensional networks: For a three-dimensioanl network. respectively.115) where Aij is a symmetric matrix. . V and F are the number of edges. junctions and circuits. The number of unknowns thus are E + V − 1. To simplify the analysis the network is considered fully connected. . We must distinguish between two possible geometries. if there happens to be one on that line.1 Hydrodynamics The global stability of ﬂow in a network can be demonstrated in a manner similar to that in a ﬁnite-length duct.114) The network properties are represented by the symmetric matrix βij . . .5. they can have a maximum of n(n − 1)/2 lines connecting them. these are better referred to as branches. The momentum equation for Vij is dVij + Tij (Vij )Vij = βij (pi − pj ) dt (5. we have E =V +F −2 (5.113) If there are n junctions. pi is the pressure at junction i. The unknowns are the E velocities in the ducts and the V pressures at the junctions. n (5. n (5. Also. but Tij is inﬁnite for those junctions that are not physically connected so that the ﬂow velocity in the corresponding branch is zero.8.

119) (5.116).129) (5.122) Deﬁning E= we get dE dt n n 1 2 n n j=1 i=1 Aij ′ 2 V .121) (5.126) n j=1 = i=1 = and n n ′ Aij Vij p′ j j=1 i=1 0 p′ i ′ Aij Vij (5.8. and subtracting equations (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 (5.127) (5.130) = 0 .128) n n = j=1 p′ j i=1 ′ Aij Vij (5. βij ij βij > 0 (5.114)–(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 (5.125) 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 = (5.117) and (5.120) Substituting in equations (5.123) = = − + j=1 i=1 n n ′ Aij ′ dVij Vij βij dt (5.117) (5. Networks 71 The steady states are solutions of Tij (V ij )V ij n = βij (pi − pj ) n (5.5.118) 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.

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 (5.133) (5.8. 5. Networks 72 p u 20 2 u p 1 10 p 0 u 30 p 3 Figure 5.136) If we deﬁne E= we ﬁnd that dE dt = 3 ′ X Ai0 dVi0 V′ βi0 i0 dt i=1 3 1 X Ai0 ′ 2 V i 2 i=1 βi0 (5.11 is globally stable.3 Show that the ﬂow in the the star network shown in Fig.11: Star network. For this reason the steady state is also unique.135) (5.139) .137) (5. equation (5.132) and subtracting equations 0 (5. The pressures p1 .133) and (5. The terms that are left in equation (5.5.110) at the junction gives 3 X i=1 (5.131) Ai0 Vi0 = 0 (5.30) and satisfy the same inequality.132) In the steady state 3 X i=1 Ti0 (V i0 )V i0 Ai0 V i0 = = βi0 (pi − p0 ) 0 (5. Since E ≥ 0 and dE/dt ≤ 0.134) ′ Substituting Vi0 = V i0 + Vi0 and p0 = p0 + p′ in equations (5. Example 5. V20 and V30 are the unknowns. 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 (5.131) and (5. 3. 2. p2 and p3 are known while the pressure p0 and velocities V10 .125) are similar to those in equation (5. the steady state is globally stable.134).6) is dVi0 + Ti0 (Vi0 )Vi0 = βi0 (pi − p0 ) dt Equation (5. For branches i = 1.

(b) Because the sum of equations (5.5. The wall temperature of room i is Tiw and the air temperature is Tia .141) and (5. Also. the set of equations is not linearly independent. 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. 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 (5.2 [61] Thermal networks 5. By deﬁnition mij = −mji .141) and (5.9 5. from mass conservation for a single room.9.9. The heat balance equation for this room is Mia cw dTiw dt a a a dTi Mi c dt = hi Ai (Tia − Tiw ) + Ui Ae (T e − Tiw ) i 1 = hi Ai (Tiw − Tia ) + ca 2 1 − ca 2 j (5. the sum of equations (5.142) for all rooms gives an identity.136). Thus the steady solution is not unique unless one of the room temperatures is known. mij is the mass ﬂow rate of air from room i to room j. Thermal control 73 The last term vanishes because of equation (5.1 5. .2 Thermal control Control with heat transfer coeﬃcient Multiple room temperatures Let there be n interconnected rooms.141) and (5. 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.8.141) (ma + |ma |)Tja ji ji (5. mij is an anti-symmetric matrix. we know that ma = 0 ji j (5.142) for all rooms gives qi = 0 (5.9.142) are the 2n temperatures Tiw and Tia .143) Analysis The unknowns in equations (5.140) Since E ≥ 0 and dE/dt ≤ 0.142) j (ma + |ma |)Tia + qi ij ij where T e is the exterior temperature. Using this result.145) i which is a necessary condition for a steady state. E is a Lyapunov function and the steady state is globally stable.

9. transport [197] and heater [40. Also there is leakage of air into room 1 from the exterior at rate m.9.148) M2 ca dT2 dt (5. A long duct of constant cross section.12 where the ﬂow is driven by a variable-speed pump.147) Similar on-oﬀ control schemes can also be proposed. 41] delay and the eﬀect of the length of a duct on delay [46] have also been looked at.149). 128] and buildings [8. Delay can be introduced by writing T2 = T2 (t − τ ) and T1 = T1 (t − τ ) in the second to last terms of equations (5. schematically shown in Fig. which creates a diﬃculty for outlet temperature control. 5. The energy balances for the two rooms give M1 ca dT1 dt 1 = U1 A1 (T e − T1 ) + (m + |m|)(T e − T1 ) 2 1 − (m − |m|)(T2 − T1 ) + q1 2 1 = U2 A2 (T e − T2 ) − (m − |m|)(T e − T2 ) 2 1 + (m + |m|)(T1 − T2 ) + q2 2 (5.150) One example of a control problem would be to change m to keep the temperatures of the two rooms equal.146) (5.5. Tiset ) ji (5. Thermal control 74 Control The various proportional control schemes possible are: • Control of individual room heating qi = −Ki (Tia − Tiset ) • Control of mass ﬂow rates ma = fij (Tja .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. The literature includes applications to hot-water systems [43. illustrates the basic issues [4. Transport of ﬂuids in ducts introduces a delay between the instant the particles of ﬂuid go into the duct and when they come out.3 Two rooms Consider two interconnected rooms 1 and 2 with mass ﬂow m from 1 to 2. The ﬂuid inlet temperature Tin is kept . 5. Tia .4 Temperature in long duct The diﬀusion problem of the previous section does not have advection. where τ is the time taken for the ﬂuid to get from one room to the other. and leakage out of room 2 to the exterior at the same rate. respectively.9. 5. 7].148) and (5. 159].

5. t) Figure 5. Fig.151) with the boundary condition T (0. ρ is the ﬂuid density. Knowing v(t). and D is the hydraulic diameter of the duct. all of which ultimately achieve constant amplitude oscillations.155) must be simultaneously solved to get the outlet temperature θout (t) in terms of the ﬂow velocity v. energy conservation gives ∂T ∂T 4h +v + (T − T∞ ) = 0.151) is ∂θ ∂θ +v + θ = 0. ds 0 (5. this can be solved to give t θ(ξ.152) where θ = (T − T∞ )/(Tin − T∞ ). 0 (5. The delay between the velocity change and its eﬀect on the outlet temperature can often lead instability. 74. t) = Tin . ρcD/4h for time. t is time. With a one-dimensional approximation. t) = 1.e. as it does in other applications [16. where L is the length of the duct.5. i. v(t) is the ﬂow velocity. (5. The ﬂow velocity is taken to be always positive.13 shows a typical result using PID control in which the system is unstable.12: Schematic of duct. Applying the boundary condition at ξ = 0 gives t 1 = e−t f − v(s) ds .153) where the initial startup interval in which the ﬂuid within the duct is ﬂushed out has been ignored. ξ is the distance along the duct measured from the entrance.9. c is its speciﬁc heat. ∂t ∂ξ (5. 69. at ξ = 1. (5. Using the characteristic quantities of L for length. Thermal control 75 ξ=0 Tin E ξ ﬂow =⇒ T∞ ξ=L Tout (t) velocity = v(t) temperature = T (ξ. so that the ξ = 0 end is always the inlet and ξ = L the outlet. and hL/ρcD for velocity. The problem is non-linear if the outlet temperature Tout (t) is used to control the ﬂow velocity v(t). where T (ξ. f is an arbitrary function. t) is the ﬂuid temperature. constant. the non-dimensional version of Eq. and there is heat loss to the constant ambient temperature T∞ through the surface of the duct. ﬂow velocity and residence time of the ﬂuid in the duct. with θ(0. 174].154) The temperature at the outlet of the duct.154) and (5. 0 (5. . ∂t ∂ξ ρcD (5. h is the coeﬃcient of heat transfer to the exterior.155) Eqs. t) = e−t f ξ− v(s) ds . is t θout (t) = e−t f 1− v(s). Shown are the outlet temperature. The temperature of the ﬂuid coming out of the duct is Tout (t). The other variables are now non-dimensional.

Vol. No. and ﬁnd a two-term perturbation solution. Churchill’s correlation for natural convection from a sphere is 0. . Hooman and A.4 1. 2003.5 0. A WKB solution for small Da has been reported as2 " # e−s(1−r) u = Da 1 − . 2 K.5 0 50 100 150 v 1 0.9.4 Tout 0. A sphere. να Assume that the temperature within the sphere T (t) is uniform. 1015–1026.3 0. for forced convection in a cylindrical porous medium is given by Re-do to check the analysis.8 0. pp. u′′ + r −1 u′ − s2 u + s2 Da = 0. The velocity ﬁeld.5 1.5.589 RaD Nu = 2 + h i4/9 . where gβ(Ts − T∞ )D3 .6 0 50 100 150 τ 0 50 100 150 t Figure 5.2 1. Consider one-dimensional steady-state ﬂow along a pipe with advection and conduction in the ﬂuid and lateral convection from the side. Forced convection in a ﬂuid-saturated porous-medium tube with isoﬂux wall. velocity and residence time for Ki = −5 and Kp = 2. International Communcications in Heat and Mass Transfer. √ r 3. where s and the Darcy number Da are parameters. 30.2 1 0. Problems 2. 1 + (0.469/Pr )9/16 RaD = 1/4 4 1.5 [4]. Determine the single duct solutions for heat loss by radiation q = P ǫσ(Tsur − T 4 ). Use the nondimensional version of the governing equation to ﬁnd the inner and outer matched temperature distributions if the ﬂuid thermal conductivity is small. and that the material properties are all constant. The ﬂuid inlet and outlet temperatures given. initially at temperature Ti is being cooled by natural convection to ﬂuid at T∞ .13: Outlet temperature. 7. 4. u(r). Derive the governing equation.A. Ranjbar-Kani. Thermal control 76 0.

111111111111111111111 000000000000000000000 111111111111111111111 000000000000000000000 111111111111111111111 000000000000000000000 111111111111111111111 000000000000000000000 111111111111111111111 000000000000000000000 Figure 5. Consider one-dimensional unsteady ﬂow in a tube with a non-negligible wall thickness. . as shown in Fig. Thermal control 77 5. Nondimensionalize.5.9.14: Flow in tube with non-negligible wall thickness. There is also convection from the outer surface of the tube to the environment as well as from its inner surface to the ﬂuid. Show that no solution is possible in Problem 4 if the boundary layer is assumed to be on the wrong side. 7.1. There is conduction along the ﬂuid as well as along the wall of the tube. 17. Plot the exact analytical and the approximate boundary layer solutions for Problem 4 for a small value of the conduction parameter. 6. Find the governing equations and their boundary conditions.

2) For a ﬂuid of constant density.1.1 Mass conservation Consider an elemental control volume as shown in Fig. We will also approximate the behavior of the ﬂuid using one spatial dimensions. though we will ﬁnd that u = u(t). For s g Figure 6. 6. m− = m+ .2.e. 6. there is no accumulation of mass within an elemental control volume. We will make the Boussinesq approximation by which the ﬂuid density is constant except in the buoyancy term.Chapter 6 Natural convection 6.1: A general natural convective loop. 78 . of length L and constant cross-sectional area A ﬁlled with a ﬂuid.1 Modeling Let us consider a closed loop. so that the mass ﬂow rate into and out of the control volume must be the same. i. shown in Fig. 6. The spatial coordinate is s. The mass ﬂuxes in and out are m− m+ = ρ0 uA = m− + ∂m ds ∂s − (6.1) (6. we will assume that the velocity u and temperature T are constant across a section of the loop.1. The temperature diﬀerences within the ﬂuid leads to a change in density and hence a buoyancy force that creates a natural circulation. The loop is heated in some parts and cooled in others. measured from some arbitrary origin and going around the loop in the counterclockwise direction. Thus. In general both u and T are functions of space s and time t.

We can write fv fp fg = −τw P ds ∂p = −A ds ∂s = −ρA ds g ˜ (6.6.3. 6. this implies that u is the same into and out of the control volume.9) The density in the gravity force term will be taken to decrease linearly with temperature.2 Momentum equation The forces on an element of length ds. the component of the gravity force. so that ρ = ρ0 [1 − β(T − T0 )] (6.3) (6. shown in Fig. Modeling 79 + m _ m s ds Figure 6.2: Mass ﬂows in an elemental control volume.6) D The local component of the acceleration due to gravity has been written in terms of g (s) ˜ = g cos θ dz = g ds (6. For simplicity. and fg . the pressure force.7) (6.10) .1. we will assume a linear relationship between the wall shear stress and the mean ﬂuid velocity. a loop of constant cross-sectional area.5) where τw is the wall shear stress. however. and p is the pressure in the ﬂuid.1. Thus u is independent of s. The integral around a closed loop should vanish. For Poiseuille ﬂow in a duct. fp .4) (6. g is its component in the negative s ˜ direction. since it is a velocity proﬁle in the tube that is responsible for the shear streass at the wall. τw = αu. and dz is the diﬀerence in height at the two ends of the element.8) where g is the usual acceleration in the vertical direction. the viscous force. with z being measured upwards. which is strictly not the case here but gives an order of magnitude value for the coeﬃcient. and must be a function of t alone. so that L g (s) ds = 0 ˜ 0 (6.e. i. this would be 8µ α= (6. It is impossible to determine the viscous force fv through a one-dimensional model. in the positive s direction are: fv . 6.

we ﬁnd that the pressure term disappears. Since the mass of the element is ρ0 A ds. The heat rate going out is ∂Q− ds (6. 6. we can write the momentum equation as ρ0 A ds from which we get du = fv + fp + fg dt (6.11) du Pα 1 ∂p + u=− − [1 − β(T − T0 )] g ˜ dt ρ0 A ρ0 ∂s (6. t).3: Forces on an element of ﬂuid. cp is the speciﬁc heat at constant pressure and k is the coeﬃcient of thermal conductivity.16) Furthermore. Figure 6.15) Q+ = Q− + ∂s The diﬀerence between the two is Q+ − Q− = = ∂Q− ds ∂s ρ0 Aucp ∂T ∂2T − kA 2 ∂s ∂s ds (6.4: Heat rates on an elemental control volume.12) Integrating around the loop. 6. heat is gained from the side at a rate Q.1.1.14) Q− = ρ0 Aucp T − kA ∂s where the ﬁrst term on the right is due to the advective and second the conductive transports.6.13) Fig.17) . (6. Modeling 80 p+dp p s θ ds fv fg fp _ Q s Q + Q ds gravity Figure 6.3 Energy equation L T g (s) ds ˜ 0 (6. The heat rate going in is given by ∂T (6.4 shows the heat rates going into and out of an elemental control volume. which can be written as Q = q ds where q is the rate of gain of heat per unit length of the duct. and Pα β du + u= dt ρ0 A L where u = u(t) and T = T (s.

Known heat rate 81 An energy balance for the elemental control volume gives Q− + Q = Q+ + ρ0 A ds cp ∂T ∂t (6.6.19) 6. q(s). For zero mean heating.18) where the last term is the rate of accumulation of energy within the control volume.21) (6.20) q(s) > 0 indicates heating.25) q(s′ ) ds′ g (s) ds ≥ 0 ˜ (6.21).9) it can be checked that T (L) = T0 also.23) where T (0) = T0 . no axial conduction Neglecting axial conduction. 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. we have L q(s) ds = 0 0 (6.16) and (6.24) β P αLcp L 0 s L 0 0 s q(s′ ) ds′ g (s) ds ˜ (6. Substituting equations (6.2.26) . 165] The simplest heating condition is when the heat rate per unit length.18) we get the energy equation ∂T q k ∂2T ∂T +u = + ∂t ∂s ρ0 Acp ρ0 cp ∂s2 (6. is known all along the loop.22) gives us the temperature ﬁeld T (s) = 1 ρ0 Acp u s q(s′ ) ds′ + T0 0 (6.22) q(s) ρ0 Acp The solution of equation (6. Using equation (6.17) in (6.2. Substituting in equation (6.2 Known heat rate [164. the steady-state governing equations are Pα u = ρ0 A u dT ds = β L L T (s)˜(s) ds g 0 (6. 6. and q(s) < 0 cooling.1 Steady state.

2.32) (6.29) 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. Example 6. (d) H = q L/4. 6. and constant cooling between h and a.30) where p(0) = p0 .34) u=± P αLcp .6. (b) H = q L/8.9) and (6. and none otherwise. and constant cooling between h and a. (c) Constant heating between points d and e. The constant value is q .5: Bifurcation with respect to parameter H.7. Using equations (6. (d) Constant heating between points a and c. ˆ q ˆ The ﬂuid velocity is s βH (6. 6. (b) Constant heating between points c and d.24). it can be shown that p(L) = p0 also. ˆ Let us write F (s) G(s) H = = = Z s q(s′ ) ds′ 0 (6.1 Find the temperature distributions and velocities in the three heating and cooling distributions corresponding to Fig. The integral H in the four cases is: (a) H = 0.27) The pressure distribution can be found from equation (6. and the coordinate s runs counterclockwise. and the total length of the loop is L. (c) H = −ˆL/8.33) F (s)g(s) Z L G(s) ds 0 The functions F (s) and G(s) are shown in Fig. (a) Constant heating between points c and d. The origin is at point a. and constant cooling between e and g.28) (6. Thus there is a bifurcation from no solution to two as the parameter H passes through zero.31) (6. where L s H= 0 0 q(s′ ) ds′ g (s) ds ˜ (6.6. Known heat rate 82 u H Figure 6. and constant cooling between g and h.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.

6.2. 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.

.77) (6. we have 1 u0 d2 T 0 ds2 = 0 T 0 g ds ˜ 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. gives T 0 = an arbitrary constant.6. The terms of O(λ) give 1 u1 d2 T 1 ds2 = 0 T 1 g ds ˜ dT 0 ds (6. .2. along with conditions that T 0 and dT 0 /ds have the same value at s = 0 and s = 1. = T 0 (s) + λT 1 (s) + λ2 T 2 (s) + . the asterisks have been dropped. Thus s s′′ 1 s′′ T1 = 0 0 q(s ) ds ′ ′ ds + s 0 0 ′′ q(s′ ) ds′ ds′′ + T1 (0) (6. . Substituting into the governing equations.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. The ﬁrst equation gives u0 = 0.78) where. We can write u T (s) = u0 + λu1 + λ2 u2 + . (6.80) = The second equation.83) T1 = − q(s′ ) ds′ 0 0 ds′′ + As + B (6.88) .81) (6. from which 1 s′′ A= 0 0 q(s′ ) ds′ ds′′ (6.79) (6.85) (6. axial conduction dominates. and collecting terms of O(λ0 ).86) A = A respectively. . for convenience. Known heat rate 87 Conduction-dominated ﬂow If λ = G1/2 /ǫ ≪ 1.87) and that B can be arbitrary.

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 (6.94) To O(ǫ0 ). . Advection-dominated ﬂow The governing equations are 1 u = 0 T g ds ˜ d2 T ds2 (6.96) dT 0 ds = q s q(s′ ) ds′ 0 1 0 s (6. to give ∞ g (s) = ˜ n=1 c gn cos 2πns 2πns s + g1 sin L L (6.3 Toroidal geometry The dimensional gravity function can be expanded in a Fourier series in s. rather than by the advective velocity.2. . Substituting in equation (6. .90) (6.100) . 6.91) u dT ds = q+ǫ where ǫ ≪ 1. (6. slightly modiﬁes the two solutions obtained without it. Expanding in terms of ǫ.81).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 (6.89) The temperature distribution is determined by axial conduction.95) (6. we have u T = u0 + ǫu1 + ǫ2 u2 + . Known heat rate 88 where T (0) is an arbitrary constant. we get 1 u0 u0 from which T0 u0 = 1 u0 0 = 0 T 0 g ds ˜ (6.92) (6.97) (6. = T 0 + ǫT 1 + ǫ2 T 2 + .93) (6.2.98) = ± ˜ q(s′ ) ds′ g ds Axial conduction.6. therefore. . so that the resulting solution is unique.

112) (6. we can measure the angle from the horizontal. from three o’clock point.110) Take (6. and take φ0 = 0 so that g (s) = g cos (2πs/L) ˜ (6.2.100) becomes g (s) = g cos ˜ 2πs − φ0 L (6.109) The particular integral satisﬁes 1 d2 T p u dT p − = sin(2πs − φ) ds2 ǫ ds ǫ Integrating.103) = = c s (g1 )2 + (g1 )2 c g tan−1 1 s g1 (6.114) . Known heat rate 89 corresponds to a toroidal geometry.6. Using g2 φ0 equation (6.102) Without loss of generality.113) (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 (6.105) (6. i.101) (6.107) (6. Assuming also a sinusoidal distribution of heating q(s) = − sin(2πs − φ) the momentum and energy equations are 1 (6.111) (6.106) u = 0 T (s) cos(2πs) ds d2 T ds2 (6.108) u The homogeneous solution is dT ds = − sin(2πs − φ) + ǫ T h = Beus/ǫ + A (6.104) The nondimensional gravity component is g = cos(2πs) ˜ where the * has been dropped.e.

122) On the other hand substituting ǫ = 0 in equation (6. Known heat rate 90 Substituting and collecting the coeﬃcients of cos(2πs) and sin(2πs).6.122) gives an additional spurious solution u = 0.107) and (6.123) (6. Taking the other arbitrary constant A to be zero.118) = − cos φ 2πǫ sin φ = − 2πǫ (6.2.116) The momentum equation gives u= which can be written as u3 + u 4π 2 ǫ2 − Special cases are: • ǫ=0 Equations (6.125) The last two solutions exist only when ǫ < (16π 3 )−1/2 . • ǫ→∞ • φ=0 We get that u → 0.117) (6.124) (6.121) (6. we get u − a + 2πb ǫ u −2πa − b ǫ The constants are a = b The temperature ﬁeld is given by T = Th + Tp 1 + u2 /ǫ2 u u 1 1 cos φ + sin φ cos(2πs) + − cos φ + sin φ sin(2πs) 2 2πǫ ǫ ǫ 2πǫ2 (u/2πǫ2 ) cos φ + (1/ǫ) sin φ 2(4π 2 + u2 /ǫ2 ) 1 ǫ cos φ − sin φ = 0 4π 2 (6.120) = (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. . We get u= 0 1 4π − 1 4π − 4π 2 ǫ2 − 4π 2 ǫ2 (6.115) (6.119) Since T (0) = T (1).108) can be solved to give T u = 1 [cos(2πs) cos φ + sin(2πs) sin φ] 2πu cos φ = ± 4π (6. we have T = 4π 2 (6.

1 27 4π 2 ǫ2 − 1 cos φ 4π 3 + 1 2 (ǫ sin φ) 4 (6.8: u-φ curves.001 u 0. Known heat rate 91 1 u ε = 0.8 shows u-φ curves for three diﬀerent values of ǫ.01 -0.2.2 0.9 and 6.126) Figure 6.1 0.2 u 0.1 ε φ 1 u ε = 0. • φ = π/2 Figure 6. Figure 6.06 0.5 0 -0.1 ε φ Figure 6.1 0. The bifurcation set is the line dividing the regions with only one real solution and that with three real solutions.1 -0.1 φ=0 -0.1 ε -1 -3 -2 -1 0 φ 1 2 3 -0.04 0.10 show u-ǫ curves for diﬀerent values of φ. and for D > 0. shown in Figure 6.122) is D= D= The result is shown in Fig.2 0.01 -0.04 0.1 φ=−0.01 u 0.08 0.12.1 -1 -3 -2 -1 0 1 2 3 -0.2 0.2 0.128) 27 4 For D < 0.127) p3 q2 + (6.1 0.6.02 0. there is only one.06 0.9: u-ǫ curves. A cubic equation x3 + px + q = 0 has a discriminant (6. there are three real solutions.08 0.2 1 u 0.5 -0.11.5 0 φ=0. It is also instructive to see the curve u-Ra. 6.129) . The velocity is a solution of u3 + u4π 2 ǫ2 − ǫ =0 2 (6. The discriminant for the cubic equation (6.04 0.5 -1 -3 -2 -1 0 1 2 3 0.5 ε = 0.02 0.06 0.02 0.5 0 -0. since the Rayleigh number is directly proportional to the strength of the heating.08 0.

0.04 ε 0.1 -0.045 0.2 0.11: u-Ra for φ = 0.2 0.2 0.08 0.08 0.15 φ=π/4 u 0. 0.05 10000 0.1 0.01 radians.04 φ=π/4 0.06 0.1 -0.02 0.6.035 0.08 u 0.025 0.10: More u-ǫ curves.2.02 0.02 0.06 0.01 0.03 0.1 0.08 Figure 6.1 0. Known heat rate 92 u 0.04 0.02 u 0.06 0.02 φ=π/4 0.1 -0.04 0.005 0 −100 −80 −60 −40 −20 0 20 40 60 80 100 φ (degrees) Figure 6.12: Region with three solutions.2 0.015 0. .06 0.04 0.1 0.2 Figure 6.1 20000 30000 40000 Ra -0.

139) . we get c s [Tn cos(2πns) + Tn sin(2πns)] n=1 (6.137) Multiplying by cos(2πms) and integrating (6. Known heat rate 93 6. we have du 1 c + u = T1 dt 2 c dT c dTn dT0 + cos(2πns) + n sin(2πns) dt dt dt n=1 ∞ ∞ (6.138) 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 (6.130) (6. t) = T0 (t) + n=1 c s [Tn (t) cos(2πns) + Tn (t) sin(2πns)] (6.6.135) and +u n=1 c s [−nTn sin(2πns) + nTn cos(2πns)] = −G [sin(2πs) cos φ − cos(2πs) sin φ] ∞ −2πn2 G1/2 K Integrating. ˜ we get ∞ T (s.134) Substituting.2.56) and (6.4 Dynamic analysis We rescale the nondimensional governing equations (6.133) = Gq + where the hats and stars have been dropped.2.131) = 0 T g ds ˜ G1/2 K ∂ 2 T 2π ∂s2 (6.57) 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).132) (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. Expanding the temperature in a Fourier series.

To analyze the stability of a critical point (x. 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 (6.143) (6.151) a − xz − cy −b + xy − cz From equation (6. and z is the vertical temperature diﬀerence.6. The parameter c is positive. The critical points are found by equating the vector ﬁeld to zero. z) we add perturbations of the form x = x + x′ y = y + y′ z = z + z′ (6.153) (6. we have y = x. y.146) (6. so that y−x = 0 = 0 = 0 (6.145) (6. and from equation (6.150).146)-(6. Substituting these in equation (6.152) Substituting in equation (6. we get z = (−b + x2 )/c.142) c = we get the dynamical system dx dt dy dt dz dt = y−x = a − xz − cy = −b + xy − cz (6.149) (6.140) (6. y is the horizontal temperature diﬀerence.148). 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 (6.156) .148) The physical signiﬁcance of the variables are: x is the ﬂuid velocity. except in diﬀerent variables. we get x3 + x(c2 − b) − ac = 0 This corresponds to equation (6.141) (6.2.150) (6. while a and b can have any sign.149).151).155) (6.144) (6.122).154) (6.147) (6.

Stability of conductive solution The critical point is (0.163) =0 (6. with axial conduction (a = 0.157) No tilt.160) The bifurcation diagram is shown in Figure 6.152). c = 0) From equation (6. 0.13. for a = 0 we get x3 + x(c2 − b) = 0 from which 0 √ b − c2 x=y= √ − b − c2 −b/c −c z= −c (6.158) (6.162) . we look at the linearized equation (6.157) to get ′ ′ −1 1 0 x x d ′ y (6.2. To examine its linear stability.161) = b/c −c 0 y ′ dt z′ 0 0 −c z′ The eigenvalues of the matrix are obtained from the equation −(1 + λ) 1 0 b/c −(c + λ) 0 0 0 −(c + λ) which simpliﬁes to (c + λ) (1 + λ)(c + λ) − b =0 c (6. Known heat rate 95 x c2 b Figure 6.6. −b/c).13: Bifurcation diagram for x.159) The z coordinate is (6. The linearized version is −1 x′ d ′ y = −z dt y z′ ′ x 1 0 −c −x y ′ z′ x −c (6.

172) b (c + 1)2 − 4(c − ) < 0 c (6. y.169) This is the condition for stability.177) (6.175) (6.2.161). we have dx′ dt dy ′ dt dz ′ dt Let = y ′ − x′ = b ′ x − cy ′ − x′ z ′ c (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 (6.178) .173) Thus (6.164) λ2 is also negative and hence stable. 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 = (6.156) to equation (6. λ3 is negative as long as −(c + 1) + which gives b < c2 (6. Known heat rate 96 One eigenvalue is λ1 = −c Since c ≥ 0 this eigenvalue indicates stability.166) (6.167) (6.6.174) (6.171) (6.165) (6.170) (6. In fact.168) = −cz ′ + x′ y ′ b E(x. Restoring the nonlinear terms in equation (6. one can also prove global stability of the conductive solution.176) Since E dE dt ≥ 0 ≤ 0 (6.

146)-(6. E is a Liapunov function. We use the linearized equations (6.184) (6.157). Known heat rate 97 for 0 ≤ b ≤ c2 .185) (6. a/ b). Stability of convective solution √ √ For b > c2 .180) √0 − b − c2 −(c + λ) =0 (6.181) (6. only one critical point ( b − c2 . b.182) (6. Also the determinants D1 D2 D3 = = = 1 + 2c 1 + 2c 2(b − c2 ) 1 b+c 1 + 2c 2(b − c2 ) 0 1 b+c 0 0 1 + 2c 2(b − c2 ) c(1 + 4c) 1 − 2c c(1 + 4c) b> 1 − 2c (6.187) (6. and the critical point is stable to all perturbations in this region.183) should be positive. no axial conduction (a = 0. b. The linear stability of the point P + given by ( b.148) simpliﬁes to dx dt dy dt dz dt = y−x = a − xz = −b + xy (6. which they are. c = 0) The dynamical system (6. 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. This requires that b< if if c < 1/2 c > 1/2 (6.157). the other being similar.6. The bifurcation at b = c2 is thus supercritical.188) (6.189) √ √ √ √ √ √ The critical points are ±( b.190) .179) The Hurwitz criteria for stability require that all coeﬃcients be positive. −c) will be considered. the solutions of −(1 + λ) 1 0 √ √ −a/ b −λ − b √ √ b b −λ =0 (6.2. b − c2 . a/ b) will be analyzed. From equation (6.186) With tilt.

6. Using equations (6. The loss of stability is through imaginary eigenvalues. .191).70). and the angleof tile φ is also indicated. Known heat rate 98 are the eigenvalues. This gives the condition (b + a/ b) − 2b > 0.192) (6. substituting a = b3/2 in √ equation (6. from which.14. the stability condition (6. The determinants D1 D2 D3 = 1 = = 1 2b √ 1 b + a/ b 1 2b √ 1 b + a/ b 0 1 0 0 2b (6.198) 2 cos φ The stability condition (6. P + is stable for the tilt angle range φ > 7.195 in the zone 0 < b < c. Thus the √ nondimensional radian frequency of the oscillations in the unstable range is approximately 2b. b. Also shown is the √ stability of the critical point P − with coordinates −( b.143) and (6.7◦ .194) √ should also be positive.195) can be written as sin φ > cos3/2 φ G 2 1/2 (6. for P + . ±i 2b.195) thus becomes tan φ < x (6. the equation can be factorized to give the three eigenvalues −1. the stability condition for P + can be approximated as 1/2 G (6. Using x = b for P + and equation (6. we get x2 G = (6. and P − is stable for φ < −7.196) As a numerical example. we have a > b3/2 (6.197) φ> 2 √ The same information can be shown in slightly diﬀerent coordinates. a/ b).7◦ .144).2. which they are.15.193) (6.199) The stability regions for both P + and P − are shown in Figure 6. In fact. The stable and unstable region for P + is√ √ shown in Figure 6. The eﬀect of a small nonzero axial conduction parameter c is to alter the Figure 6. for G ≪ 1. In fact. The dashed circles are of radius G/2.144). for the value of G in equation (6.195) for stability.191) For stability the Hurwitz criteria require all coeﬃcients to be positive. This simpliﬁes to a λ3 + λ2 + λ(b + √ ) + 2b = 0 b (6.

z .5 1.15: Stability of critical points P + and P − in (φ.2 1 x 0.16: x-t for a = 0.9.5 1 0.8 0 −0. _ P exists but unstable Figure 6.5 0.2 0 0 5 10 15 t 20 25 30 y −0.5 0. x) space.2.4 2 1. b = 1.5 2 0.5 1 0.5 0 0.6 Figure 6. 1. b = 1.14: Stability of critical points P + and P − in (b. 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. a) space.5 2.5 2 1.17: Phase-space trajectory for a = 0.6 2. Figure 6.5 x 1 1.8 1.6.4 1.9.

5 0 1 0 −1 −2 4 3 −0.18: x-t for a = 0.5 1 2 2.20: x-t for a = 0. Figure 6. b = 1.5 −1 −2 0 −3 4 3 −0.5 2 4 3 2 1 z 0 0. Figure 6.53. b = 1. b = 1.5 x 0.55.5 Figure 6. 2.55.5 1.53.2.5 1 2 2. .5 2 1 0 −1 −1 0 5 10 15 t 20 25 30 y −2 −1 0 −0.5 2 4 3 2 1 x z 0.5 Figure 6. b = 1.5 2 1 0 −1 −1 0 5 10 15 t 20 25 30 y −2 −1 0 −0.5 1.6.21: Phase-space trajectory for a = 0.5 x 1 1. Known heat rate 100 2.19: Phase-space trajectory for a = 0.5 1.5 x 0.

√ b (6.24 shows that vestiges of the shape of the closed curves for a = −0.17 show the x-t and phase space representation for a = 0.18 and 6.19 for a = 0.9.16 and 6. Analytical The following analysis is by W.200) For b > 0 two critical points P + and P − appear (¯. 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. b = 1.22 and 6.22: x-t 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. b.21 for a = 0.23.53. Comparison of the three ﬁgures in Figures 6.9 and a = 0.2. b = 1. Figure 6.201) . Figures 6.2.6. y .23: Phase-space trajectory for a = 0.5 Nonlinear analysis Numerical Let us choose b = 1. The strange attractor is shown in Figures 6. Figures 6.55. and reduce a. Franco.20 and 6. and Figures 6. z ) = ± x ¯ ¯ √ √ a b. 6.9 can be seen in the trajectories in a = 0.

6. . 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 = 0.24: Phase-space trajectories for b = 1.0.9 −4 −6 4 2 0 0 −2 y −4 −4 x −2 2 4 6 4 2 z 0 −2 a = .2.9 −4 −6 4 2 0 0 −2 y −4 −4 x −2 2 4 Figure 6.

203) = βx − βy for stability α > β 2 . In many dimensional systems. 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. At a = b 2 the eigenvalues are −1.206) is in S for | t |< T where T > 0.206) if for x0 ⊂ S.205) The center manifold projection is convenient to use if the large-time dynamic behavior is of interest.206) where x ∈ Rn . If we can always choose T = ∞. dropping the primes and regarding the perturbation the system becomes dx dt dy dt dz dt = y−x = β2 + ǫ β x − βz (6. the system often settles into the same large-time dynamics irrespective of the initial condition.2. Let’s apply the following transformation: √ 2β 2 2 w2 + 2 x = w1 + 2 2β + 1 2β + 1 y = 2w2 √ 2 2 β2 + 1 2β z = −βw1 − 2 w2 + w3 2β + 1 2β 2 + 1 in the new variables −1 w= 0 ˙ 0 0 √0 2β 0 √ ˆ − 2β w + Pw + l(w) 0 (6.± 2bi. then S is an invariant . We ﬁrst state the deﬁnition of an invariant manifold for the equation x = N (x) ˙ (6. A set S ⊂ Rn is a local invariant manifold for (6.204) (6. thus a nonlinear analysis through 3 the center manifold projection is possible. this is usually less complex than the initial dynamics and can be described by far simple evolution equations.202) √ 3 3 For stability a > b 2 .6. the solution x(t) of (6. Let’s introduce a perturbation of the form a = b 2 + ǫ and the following change of variables α β a √ b √ = b = rewriting the local form.

xy and y 2 . Consider the system x = Ax + f (x. w3 . y ∈ Rm and A and B are constant matrices such that all the eigenvalues of A have zero real parts while all the eigenvalues of B have negative real parts. w3 ) √ = 2βw2 + s3 (w2 .205) and using the chain rule. w3 ) (6. or at least approximate the center manifold h(w). then it is called a center manifold if h(0) = 0. h) (6. y) ˙ y = By + g(x.210) substituting in (6. we ﬁnd that √ a = k1 − b 2β √ c = k3 + b 2β √ k2 + 2 2β (k1 − k3 ) b = 8β 2 + 1 The reduced system is therefore given by w2 ˙ w3 ˙ √ = − 2βw3 + s2 (w2 . y) ˙ (6.209) .213) v= ˙ 2β 0 2 2 (νv2 + γv1 ) v1 + v2 . 2cw3 + bw2 ) √ 2βw2 2 2 − aw2 + bw2 w3 + cw3 + 2 2 k1 w2 + k2 w2 w3 + k3 w3 + O(3) Equating powers of x2 .6.211) by transforming away many nonlinear terms. Known heat rate 104 manifold.207) where x ∈ Rn .209) √ − 2βw3 = (2aw2 + bw3 . w3 ) in the ﬁrst component of (6. Substituting w1 = h(w2 . h(x)) ˙ (6.2. The system in the new coordinates is 2 2 √ (νv1 − γv2 ) v1 + v2 − 2β √0 + (6.207) and h is smooth.212) to simplify (6.207).208) The last equation contains all the necessary information needed to determine the asymptotic behavior of small solutions of (6. The ﬂow on the center manifold is governed by the n-dimensional system x = Ax + f (x.211) Normal form: Now we carry out a smooth nonlinear coordinate transform of the type w = v + ψ(v) (6. Now we calculate. we obtain w ˙ ∂h ∂h 2 w1 = ˙ = −h + l1 (w2 . ∂w2 ∂w3 w3 ˙ We seek a center manifold 2 2 h = aw2 + bw2 w3 + cw3 + O(3) (6.h′ (0) = 0. If y = h(x) is an invariant manifold for (6.

A represents a linear expansion of order µ in the parameters above that point.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 (6.217) √ ǫ 2 µ=− 2 2β (2β 2 + 1) (6. The perturbation parameter represents the size of the neighborhood in ˆ the parameter space. The eigenvalues are then close to the imaginary axis but not quite on it.213) as v= ˙ √0 2β √ − 2β 0 v+ p22 p32 p23 p33 v+ f1 (v) f2 (v) (6.214) where the Jacobian A has been evaluated at a point in the parameter space where all its eigenvalues ˆ are on the imaginary axis. one can also present a perturbed version. to leading order.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. Consider the system ˆ v = Av + Av + f (v) ˙ (6.215) a1 a3 a2 a4 a1 + a4 ω where the perturbation matrix comes from (6.211). 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. In polar coordinates we have r ˙ ˙ θ where = µr + νr3 √ 2β = (6.218) . 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 perturbed Jacobian.216) u+ 2β µ 2 2 (νu2 + γu1 ) u1 + u2 which is the unfolding for the perturbed Hopf bifurcation.2. Although the normal form theory presented in class pertains to a Jacobian whose eigenvalues all lie on the imaginary axis. Known heat rate 105 where ν and γ depend on the nonlinear part of (6. This is the unfolding of the Hopf bifurcation. A ˆ of the transformed equation.205).

g = f2 . ν = (6. and an external temperature of Tw (s). . we get d e−γs/u T ds Integrating.6.220) p22 p23 From the literature ǫ β (2β 2 + 1) √ ǫ 2 = − 2 2β + 1 (6. x = v1 .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. q = P U (T − Tw ) (6.224) (6.222) 6.223) Neglecting axial conduction Pα u ρ0 A u dT ds = β L L T (s)˜(s) ds g 0 (6.226) γ u s 0 (6. Known wall temperature 106 ν=− Appendix 40β 6 + 40β 4 + 12β 3 + 10β 2 + 12β + 3 4 (8β 2 + 1) (2β 2 + 1) 4 (6.225) = γ T − Tw (s) where γ = U P/ρ0 Acp 1 . Multiplying the second equation by e−γs/u /u.3.3 Known wall temperature The heating is now convective with a heat transfer coeﬃcient U .221) 1 (fxxx + fxyy + gxxy + gyyy ) 16 1 (fxy (fxx + fyy ) − gxy (gxx − gyy ) − fxx gxx − fyy gyy ) + 16ω √ in our problem f = f1 .227) sign of γ appears to be wrong. Thus. y = v2 and ω = 2β. we get T = eγs/u − 1 The γ = − e−γs/u Tw u e−γs /u Tw (s′ ) ds′ + T0 ′ (6.

Take Tw to be a constant.228) eγs/u − γ u s 0 e−γs /u Tw (s′ ) ds′ + T0 ′ g (s) ds ˜ (6. while q(s) is known for the rest. Example 6.231) where K is a constant. Thus for part of the loop the wall temperature is known so that q = P U (T − Tw (s)). As an example.4.224). Continuity of T at s = 0 and s = L gives K = 0. to have one part of the loop heated with a known heat rate and the rest with known wall temperature. Mixed condition 107 Since T (L) = T (0).229) This is a transcendental equation that may have more than one real solution. 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′ (6.225) can be written as d(T − Tw ) The solution to this is T − Tw = γ ds u (6. from equation (6.233) (6.234) . Hence T = Tw .230) T = Tw + K eγs/u (6. u = 0.232) 6.6. It is common. Pacheco-Vega. P U (T − T0 ) for q0 for φ ≤ s ≤ π + 2π φ π + 2π < s < 2π + φ 2π φ 2π (6. Then equation (6. especially in experiments. consider q= where T0 and q0 are constants.4 Mixed condition The following has been written by A. and.3 Show that there is no motion if the wall temperature is uniform. 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.

with the shear stress at the wall being approximated by that corresponding to Poiseuille ﬂow in a straight pipe τw = 8µv/ρw r2 . 6. the expression of the balance in Eq. (6.235) Taking an inﬁnitesimal cylindrical control volume of ﬂuid in the loop πr2 dθ.6. (6. 2π d=2r g ~ θ o α Cooling water out R θ=π Cooling water in Uniform heat flux q Figure 6. see Figure (6.4.238) = + 2 ∂t R ∂θ q. 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 (6.4.236) Integrating Eq.25: Schematic of a convection loop heated with constant heat ﬂux in one half and cooled at constant temperature in the other half. (6.1 [1] Modeling If we consider a one-dimensional incompressible ﬂow. 0 ≤ θ ≤ π ∂T v ∂T ρw cp (6.236) around the loop using the Boussinesq approximation ρ = ρw [1 − β(T − Tw )].25).236) modiﬁes to 8µ βg dv + v= dt ρw r2 2π 2π 0 (T − Tw ) cos(θ + α) dθ (6. Mixed condition 108 Constant wall temperature Tw θ=0. π < θ < 2π r . the equation of continuity indicates that the velocity v is a function of time alone. Thus. the temperature of the ﬂuid satisﬁes the following energy balance equation 2h − r (T − Tw ). v = v(t).237) Neglecting axial heat conduction.

237) and (6. π < θ < 2π πw − D φ. Eq.247) where w and φ are the steady-state values of velocity and temperature respectively. velocity and temperature are deﬁned as t v T − Tw τ= .2 Steady State 2πRh ρw cp rV Γ= 16πµR ρw r2 V (6. 2D. (6.248) + 2e−(D/w) −1 1−e−(D/w) .245) The resulting temperature ﬁled is D e−(Dθ/πw) w 1−e−(D/w) .242) where the parameters D and Γ are deﬁned by D= 6. 0≤θ≤π π < θ < 2π (6. (6. (1979). These are A= D 1 w 1 − e(−D/w) B= D 2 e(−D/w) − 1 w 1 − e(−D/w) (6. D w θ π φ(θ) = 0≤θ≤π .244) Applying the condition of continuity in the temperature.241) −2Dφ. 0 ≤ θ ≤ π (6.240) φ cos(θ + α) dθ 0 (6. the nondimensional time.245) can be integrated to give A e−(Dθ/πw) . where V = Accordingly. Eqs. π < θ < 2π (6. (6. w= .4. 0 ≤ θ ≤ π dφ πw = D dθ π < θ < 2π πw .239) 2πR/V V q/h respectively.238) become dw πΓ + Γw = dτ 4D and ∂φ ∂φ + 2πw = ∂τ ∂θ 2π gβRrq 2πcp µ 1/2 . (6.4.243) The steady-state governing equations without axial conduction are w= and π 4D 2π φ cos(θ + α) dθ 0 (6.246) φ(θ) = D θ + B. φ= (6. such that φ(0) = φ(2π) and φ(π − ) = φ(π + ) the constants A and B can be determined.6. Mixed condition 109 Following the notation used by Greif et al.

leads to w= + π π cos α 4D 2π π 0 − + π sin α 4D 2π π D θ 2e−(D/w) − 1 + w π 1 − e−(D/w) π 0 D e−(Dθ/πw) cos θ dθ w 1 − e−(D/w) cos θ dθ and integration around the loop.(6. two and three solutions can be identiﬁed.5◦ < α < α0 .6. Figure 6.1 the heating and cooling curves are almost straight lines.5◦ and 32. Figure 6. for three values of the parameter D and α = 0 is presented in Figure 6. For α = 0 we have two branches of the velocity-curve which are symmetric. only the positive branch exist. (6. Figure 6. Mixed condition 110 Substituion of Eq. 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. Similar but more drastic change in temperature is seen when D = 2.5. except for the zero-inclination case which has two possible steady-state velocities. The temperature distribution in the loop. (6. followed by an expansion of cos(θ + α). Regions of zero.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. the two branches are not symmetric while for α = 90◦ and α = 135◦ .5. symmetric steady-state solutions for the ﬂuid velocity are possible since G(w. The positive and negative values of the velocity are equal in magnitude for any value of D. For α = 45◦ . α. 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.245) in Eq. (6. D) is an even function of w. When has a value D = 0.5◦ < α < −α0 and α0 < α < 147.251) For α = 0.29 shows the steady-state velocity as a function of D for diﬀerent angles of inclination α.5◦ < α < 180◦ . 0. It can be seen the increase in the temperature as α takes values of α = 0◦ .244).28 shows the φ − θ curves for three diﬀerent inclination angles with D = 2. In this case Eq. 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. + 2 4 1 + D 2 1 − e−(D/w) πw (6.0 the temperature decays exponentially and rises linearly. one.001 to α0 = 32.5◦ where α0 varies from 90◦ at a value of D = 0. while at a value of D = 1.252) The steady-state solutions of the velocity ﬁeld and temperature are shown next. There is only one velocity for the ranges −147. As D increases the variation in temperature between two opposit points also increases. Three velocities are obtained for −α0 < α < −32.4. .27.5◦ and 147.5◦ when D = 100.26 shows the w − α curves for diﬀerent values of the parameter D. 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) . From the φ − θ curves it can be seen the dependence of the temperature with D.251) reduces to w2 = (D/w) 1 + e−(D/w) 1 . The regions of no possible steady-state velocity are: −180◦ < α < −147.249) As a ﬁnal step. α = 90◦ and α = 135◦ .

4 −0.28: Nondimensional temperature distribution as a function of thermosyphon inclination α for D = 2.5° -32. .D.α=0) 147.29: Velocity w as a function of D for diﬀerent thermosyphon inclinations α.2 −0.4.8 0.0 D=0.8 −1 α=0 ° 0 0 1 2 3 θ 4 5 6 7 10 −1 10 0 D 10 1 10 2 Figure 6. Figure 6.6 α=45 ° 2 1 −0.5 2.1 D=1 D=2.6.4 −0.5.5° 1.4 0.6 −0. Mixed condition 111 3 1 D=10 0. Figure 6.27: Nondimensional temperature distribution as a function of the parameter D for α = 0.2 0 −0.5 150 0 0 1 2 3 θ 4 5 6 Figure 6.D=2.6 0.6 0. 6 α= 135 ° 1 0.5.2 −0.1 1 0.5° 32.α) 4 0.4 α=135 ° φ(θ.5 2 φ(θ.26: Steady-State velocity ﬁeld.5° D=0.5 D=2.5 D=1.8 α=0 ° α=90 ° α=45 ° 5 0.8 −1 −150 −100 −50 0 α 50 100 w -147.2 3 α= 0 ° w α= 90° 0 −0.

255) Integrating Eq.257) Now multiplying by sin (mθ) and integrating from θ = 0 to θ = 2π D dφs m − 2πm w φc = −Dφs + m m dτ π ∞ n=0 n=m φc (−1)m+n − 1 n − 2m m2 − n2 (6.6. n n = (6.258) 2D [1 − (−1)m ] πm for m ≥ 1.242). 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)]} . 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 ∞ ∞ (6.3 Dynamic Analysis The temperature can be expanded in Fourier series.260) (6.253) Substituiting into Eqs. Choosing the variables w C0 Cm Sm = w = φc 0 = φc m = φs m (6.254) +2πw −2D {φc + 0 2D.262) .259) (6.241) and (6. (6.255) from θ = 0 to θ = 2π we get dφc 1 0 = −D φc − 0 dτ π φs n [(−1)n − 1] − 1 n n=1 ∞ (6. such that ∞ φ = φ0 + n=1 [φc (t) cos(nθ) + φs (t) sin(nθ)] 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. Mixed condition 112 6. (6.4.4.261) (6.

The parameters of the system are D.269) n=1 n=m S n (−1)m+n − 1 C n (−1)m+n − 1 + 2n n2 − m2 2m m2 − n2 = 0 D 2πm w C m − D S m + π ∞ n=0 n=m 2D [(−1)m − 1] = πm 0 (6. (6.4. D and Γ are positive.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 (6.267) (6. so that π2 π2 cos α C 1 + sin α S 1 = 0 4D 4D ∞ Sn 1 [(−1)n − 1] = 0 (C 0 − 1) − π n=1 n w− 2πm w S m + D C m − D π ∞ (6.265) = −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. 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. Γ and α.271) Performing the inner product between Eq. and S is the vertical temperature diﬀerence.264) 2n n2 − m2 2m m2 − n2 (6. C is the horizontal temperature diﬀerence.263) (6.6.248).272) = n=0 Cn 0 cos(nθ) cos(mθ) dθ + n=0 Sn 0 sin(nθ) cos(mθ)dθ .268) (6. while α can have any sign. The physical signiﬁcance of the variables are: w is the ﬂuid velocity. The critical points are found by equating the vector ﬁled to zero. The Fourier series expansion is ∞ φ= n=0 C n cos(nθ) + S n sin(nθ) (6. a convenient alternative way to determine the critical points is by using a Fourier series expansion of the steady-state temperature ﬁeld solution given in Eq.266) (6.270) However. (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. S 1 .282) (6. = = .276) (6.280) (6.6. (6.283) (6.281) (6.4. · · · . S m ) we add perturbations of the form w C0 C1 = w + w′ ′ = C 0 + C0 = .274) (6.275) Sm To analyze the stability of a critical point (w. C 0 .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) (6.277) (6. Mixed condition 114 Now the inner product between Eq.284) Cm S1 ′ C m + Cm ′ S 1 + S1 Sm Sm + ′ Sm . .278) (6. 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. . .279) (6. . C 1 .

290) + ′ dSm dτ D π ∞ n=1 n=m 2n ′ (−1)m+n − 1 Sn n2 − m2 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. such that . and in general form dx = Ax dt |A − λI| = 0 (6.286) + D π ∞ n=1 n=m n2 2n ′ ′ (−1)m+n − 1 Sn − 2πm w′ Sm − m2 m≥1 (6. (6.295) are obtained numerically.263) to (6. we obtain the local form dw′ dτ ′ dC0 dτ ′ dCm dτ π2 Γ π2 Γ ′ ′ cos α C1 − sin α S1 4D 4D ∞ D (−1)n − 1 ′ ′ = −D C0 + Sn π n=1 n = −Γw′ + ′ ′ = −2πm w Sm − 2πm S m w′ − D Cm (6. the system given by Eqs.263) to (6. (6.293) The eigenvalues of the linearized system given by Eqs.4.294) (6.289) (6. Mixed condition 115 Substituting in Eqs.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 (6.291) = + ′ ′ 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 (6.6.292) In general.289) to (6.266) can be written as dx = f (x) dt as (6. (6.285) (6.292).266).

The stable and unstable regions can be observed.33 illustrates a view of several stability curves. In this plot. A schematic of the neutral curve is presented in Figure 6.5 −150 −100 −50 0 α [°] 50 100 150 Figure 6.4 Hopf Bifurcation Stable Unstable Unstable 10 Stable 5 −0.6.2 Γ w 15 0 −0. where stable and unstable regions can be identiﬁed. second and fourth quadrants are unstable. In this ﬁgure. The plots suggest the appearance of a subcritical Hopf bifurcation.35 and 6. I is the identity matrix.37 and 6. whereas Figures 6. and λ are the eigenvalues.1.20029. 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. Figure 6.4 0. The symmetry between the ﬁrst and third quadrants. Figure 6. This system results from truncating the inﬁnite dimensional system at a number for which the value of the leading eigenvalues does not change when increasing its dimension. and Γ = 0. and.95Γcr .31 shows the plot of w − α curve for a value of the parameters D = 0.2 −0.8 −1 0 0 0.32.8 0.36 show the w − τ time series and phasespace curves for Γ = 0. The neutral stability curve is obtained numerically from the condition that ℜ(λ) = 0. The number of eigenvalues in this ﬁgure is 42 which are obtained from a dynamical system of dimension 42. Hopf bifurcations occur for each branch of ecah particular curve.4 Nonlinear analysis Let us select D = 1. α for D = 0.5 1 D 1. However. 6. Along the line of neutral stability. Figure 6.30: Stability curve D and Γ for a thermosyphon inclination α = 0.6 −0.4.34 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. Two attractors coexist for Γ ≤ Γcr . and increase Γ. each for a diﬀerent value of the tilt angle α in a D − Γ plane at α = 0. Mixed condition 116 1 25 0. It is clear that the natural branches which correspond to the ﬁrst and third quadrants are stable. Figures 6. whereas the antinatural branches.20029. On the other hand. For Γ > Γcr . . This behaviour seems to be a characteristic of the dynamical system itself. When we increase the size of the system.30 for α = 0. a Hopf bifurcation for both the positive and negative branches of the curve can be observed.5.31: Stability curve w vs.4.38 show the results for Γ = 1. the neutral curves appear to unfold when decreasing the tilt angle from 75. where A is the Jacobian matrix corresponding to the vector ﬁeld of the linearized system. Figure 6.5◦ increasing the region of instability.6 Unstable Hopf Bifurcation Stable 20 0. these being a critical point and a strange attractor of fractional dimension. When α = 0.5 2 2. between the second and fourth quadrants can be notice as well. the only presence is of a strange attractor. The corresponding eigenvalues of the bifurcation point are shown in Figure 6.1 and Γ = 0. the stable and unstable regions can be identiﬁed. it is to be notice that the bifurcation occurs at a higher value of the tilt angle when D is smaller.01Γcr . a Hopf-type of bifurcation occurs.5◦ to −32.

4.33: Neutral stability curve for different values of the tilt angle α.D = 1.2 w 0 −0.2 −0.1.5 ° α=-14.5 2 2.1.6 0.5 D=0.0 D=1. 1 0. Figure 6.5 −0. .2 −0. Mixed condition 117 150 100 25 Unstable 50 ℑ(λ) 20 −50 Γ 0 15 10 α=3.5 ° α=39.5 ° α=21.6 −0.1 D=1.5 ° −100 5 −150 −0.D = 2.4 0. Γ = 0.5 U D=0.8 0.8 −1 −150 −100 −50 α° 0 50 100 D=2.1 ℜ(λ) 0 0. α Γ = 4.4 −0.1 0.32: Eigenvalues at the neutral curve for D = 0.1 S U Γ=4.5 ° α=75.5 ° α=-32.5.3 −0.5 1 D 1.6.0.4 −0.5 Figure 6.2 0 0 Stable 0.20029 and α = 0.5 ° α=57.0 150 S Figure 6.34: Curve w vs.0 and D = 0.0 D=2.

5 −1 −1. Γ = 0. τ for D = 1.01Γcr .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 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 6.4.5. .5 −2 −2. Γ = 0.5.5.5 2 1.5. Γ = 1.37: Curve w vs.5 −2 −2.35: Curve w vs.5 w 0 −0. Γ = 1.5 w 0 −0.5 1 0.95Γcr .5 2 1.36: Phase-space trajectory for D = 1.6. Figure 6. τ for D = 1. Mixed condition 118 2.01Γcr .38: Phase-space trajectory for D = 1.95Γcr . 2. Figure 6.5 1 0.

5 −2 1980 τ 1985 1990 τ 1995 2000 Figure 6.43 for Γ = 20Γcr .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. For known wall temperature heating.2 w w 1. Find the temperature ﬁeld and velocity for known heating if the total heating is not zero.40: Curve w vs. Plot (a) typical temperature distributions for diﬀerent tilt angles.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.39 presents a plot of the w − τ curve for Γ = 0. determine the temperature distribution and the velocity as a function of θ. In this case. Now we choose D = 0.5 0 −0. Find the steady-state temperature ﬁeld and velocity for known heating if the loop has a variable cross-sectional area A(s). For the steady-state problem. Figure 6. and (b) the velocity as a function of tilt angle. . Γ = 1. Figures 6. In terms of control algorithms.1Γcr .45. There is constant heating between points a and c. Γ = 0.01Γcr the ﬁgures show a possible limit cycle undergoes a period doubling.5 1 0.1. Figure 6.42 and 6. for Γ < Γcr we have stable solutions.99Γcr . 5. and constant cooling between e and g.6. show that if the wall temperature is constant.1. and increase Γ. 2.01Γcr . τ for D = 0.8 0 500 1000 1500 2000 2500 2 1.5 6. the temperature ﬁeld is uniform and the velocity is zero.41 show the time series plots and phase space representation for Γ = 1. τ for D = 0.4 1.5 1. Problems 1. and Figures 6. Find the velocity and temperature ﬁelds for known heating if the heating and cooling takes place at two diﬀerent points. Perturbation of one-dimensional ﬂow 119 1. 3.39: Curve w vs.9 0.3 1. 4. This implies a supercritical Hopf bifurcation. Find the pressure distributions for the diﬀerent cases of the square loop problem.1 1 0.1. What the condition for the existence of a solution? 6. The strange attractor is shown in Figures 6.5.99Γcr . For Γ = 1. 6.40 and 6.44 and 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. one may use PID or on-oﬀ control.

1.5 0 −0. τ for D = 0.4 −0.6 −0. Γ = 20Γcr .6 0.5 φs 1 0 −0.6 0.6 −0.4 0.42: Curve w vs.1.2 0 φc 1 −0.1.6 −0.2 −0.1.1Γcr . .4 0.4 0.2 −0.5 φc 1 1 0. Figure 6. Γ = 1.44: Phase-space trajectory for D = 0.8 −1 1980 1985 1990 τ 1995 2000 Figure 6. 0.8 1088 1090 1092 1094 τ 1096 1098 1100 1102 Figure 6.4 0. Γ = 1.1Γcr .5 −1 1 2 1 0 −1 −1 −2 w −0.43: Phase-space trajectory for D = 0. Figure 6.8 0.2 0 −0.41: Phase-space trajectory for D = 0.4 −0. Γ = 1.6 0.1Γcr .8 0.6.8 −1 1980 −0.2 −0.6.2 φc 1 0 φs 1 1985 1990 τ 1995 2000 1 0. Thermal control 120 1 0.

Study the steady states of the toroidal loop with known wall temperature including nondimensionalization of the governing equations. and that of the cooling side is 2D. The heat rate per unit length coming in and going out are both q. 10. For a thin.46: Tall natural circulation loop.45: Phase-space trajectory for D = 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 . Γ = 20Γcr . q q L Figure 6. 11. The heating pipe has a diameter D.1 φs 1 0 −0. axial conduction and tilting eﬀects. Find the combination of ﬂuid parameters that determines the rate of heat transfer from a closed loop with known temperature distribution. Thermal control 121 0. 9. 12.2 −4 w Figure 6.2 0. Consider a tall natural circulation loop shown in Fig. 6.6. Find the ﬂow rate of the air due to natural convection. The air in the tube is heated with an electrical resistance running down the center of the tube.1. thin.1 −0.2 0 φc 1 4 2 0 −2 −0. 13.4 0.46 consisting of two vertical pipes of circular cross sections. multiplicity of solutions and bifurcation diagrams. Neglect the small horizontal sections and state your other assumptions.2 0. Make any assumptions you need to. Find the steady state velocity in the loop. Consider a long. vertical pipe compare the wall shear stress to mean ﬂow velocity relation obtained from a twodimensional analysis to that from Poiseuille ﬂow. Set up a controller for PID control of the velocity x to a given value. Illustrate typical cases with appropriate graphs. 8. xs .6. vertical tube that is open at both ends. Compare the cooling rate achieved by an ionic liquid to water in the same loop and operating under the same temperature diﬀerence.

. Use the tilt angle φ as control input. Thermal control 122 where a and b are held constant. and show numerical results.6.6.

t) = T2 (X.1) and (7. In each phase.4) ∂x ∂x dt 7.1) (7. t) to be = → 0 at T0 as x=0 x→∞ (7. The temperature at the x = 0 end is reduced to zero for t > 0.3) Furthermore the diﬀerence in heat rate into the interface provides the energy required for phase change. t) (7. Similarly (7. indicated by subscripts 1 and 2. are separated by an interface at x = X(t). Thus ∂T1 ∂T2 dX k1 − k2 = Lρ (7.Chapter 7 Moving boundary 7. the conduction equations is ∂ 2 T1 1 ∂T1 − ∂x2 κ1 ∂t 1 ∂T2 ∂ 2 T2 − ∂x2 κ2 ∂t = = 0 0 (7.2) Stefan problems At the interface the temperature should be continuous.1 [44] The two phases.5) (7.8) .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. Thus T1 T2 Assume T1 (x. so that T1 (X.7) so that it satisﬁes equations (7.1 Neumann’s solution The material is initially liquid at T = T0 .1.5).

9) (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 ) (7.6).12) The temperatures are T1 T2 7.1. condition (7.1.13) (7.4).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. we get k1 Ae−λ − k2 B This can be written as 2 √ κ1 −κ1 λ2 /κ2 = λLκ1 ρ π e κ2 (7.2) and (7.14) . Stefan problems 124 satisﬁes equation (7. The.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. Using the remaining condition (7.10) where λ is a constant.7.

Part IV Multiple spatial dimensions 125 .

In the steady state ∂2T ∂2T + − m2 (T − T∞ ) 2 ∂x ∂y 2 (8.2 8. Thus .7) with X(0) = X(1) = 1. Let θ(x.3) Consider a square of unit side with θ = T − T∞ being zero all around.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. 8. y) = X(x)Y (y) (8.1) ∂2T ∂2T 1 ∂T = + − m2 (T − T∞ ) α ∂t ∂x2 ∂y 2 (8.4) so that 1 d2 X 1 d2 Y =− + m2 = −λ2 2 X dx X dy 2 d2 X + λ2 X = 0 dx2 X(x) = A sin λx + B cos λx 126 (8.1 Steady-state problems See [206].6) (8.2.2) where m2 = h/kL.5) This leads to one equation (8. except for one edge where it is unity. the Biot number.Chapter 8 Conduction 8.

B = 0 and λ = nπ.wolfram. where due to the boundary conditions.com/BipolarCylindricalCoordinates. 2. The two cylindrical surfaces shown as v = 1 and v = 2 are kept at temperatures T1 and T2 . Consider steady-state conduction in bipolar coordinates shown in http://mathworld. but in parabolic cylindrical coordinates. . Set up and solve a conduction problem similar to Problem 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 = 0.3 8.cn/mathency/math/p/p059.3. Consider conduction in a square plate with Dirichlet boundary conditions.html with a = 1. Consider an unsteady one-dimensional ﬁn of constant area with base temperature known and tip adiabatic.10) (8. respectively. .4 Radiating ﬁns Non-Cartesian coordinates Toroidal. Show that the separation of variables solution for ∇2 T = 0 for a rectangle can also be obtained through an eigenfunction expansion procedure. 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.edu. Problems 1. 3. y) = An sin nπx sinh m2 + n2 π 2 y (8. Use Morse and Feshbach’s notation as shown in http://www.sdu.8. Shape factor..htm 4. Thus θ(x.math. 5.8) 8. 2. Radiating ﬁns 127 L x y Figure 8. n = 1. Find the appropriate eigenfunctions for the Laplacian operator for this problem. Use the eigenfunction expansion method to reduce the governing equation to an inﬁnite set of ODEs and solve. Moving boundary problem at a corner.1: Two-dimensional ﬁn. bipolar.9) The condition Y (0) = 0 gives B = 0. .

with an overall heat transfer coeﬃcient of U . 9. 1 and 2.and y-directions. 128 . 9.5 Plate heat exchangers There is ﬂow on the two sides of a plate.1) 9. Consider a rectangular plate of size Lx × Ly in the x.2.3 Leveque’s solution Leveque (1928) 9.2 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.3) (9.4 Multiple solutions See [166].Chapter 9 Forced convection See [206].1 Two-dimensional ﬂow (9. respectively.2) (9. 9. as shown in Fig.1 9.

9. Plate heat exchangers 129 x flow y flow Figure 9.6) 2Cy R ∂y These equations have to be solved with suitable boundary conditions to obtain the temperature ﬁelds Tx (x. and Cx = cx mx . For the other ﬂuid ∂Ty = Tx − Ty (9.1. 9. we get 2Cx R ∂Tx = Ty − Tx ∂x (9.7) ∂y Substituting in equation (9. we get ∂Ty Tx = Ty + Cy R (9.1: Schematic of crossﬂow plate HX.8) Nusselt (Jakob. For the ﬂow in the x-direction. 1957) gives an interesting solution in the following manner.4) ∂x where cx is the speciﬁc heat of that ﬂuid. Simplifying. The overall heat transfer coeﬃcient between the two ﬂuids is U . From equation (9. y). y) and Ty (x.6). y) and my .5) where R = 1/2U is proportional to the thermal resistance between the two ﬂuids. y). we have 2 Ty 1 ∂Ty 1 ∂Ty + + 2R =0 Cy ∂x Cx ∂y ∂x∂y (9. Let the plate be . The mass ﬂow rate of the ﬂow is mx per unit transverse length.5). The ﬂow on one side of the plate is in the x-direction with a temperature ﬁeld Tx (x. which we will take to be a constant. the steady heat balance on an elemental rectangle of size dx×dy gives ∂Tx cx mx dy dx = U dx dy (Ty − Tx ) (9. The ﬂow in the other side of the plate is in the y-direction with the corresponding quantities Ty (x.5.

we ﬁnd the Volterra integral equation ξ η 0 θx (ξ. Nondimensional variables are ξ η θx θy = = = = x L y W Tx − Ty.9) (9. η) = e−aξ + abe−(aξ+bη) 0 θx (ξ ′ .14) a = b The governing equations are then = a(θx − θy ) = − b(θx − θy ) = with boundary conditions θx θy Equation (9.23) Substituting for θy . from equation (9.i − Ty.15) we get ξ θx (ξ.20) From the boundary condition (9. η ′ )ebη dη ′ (9.18).18) ∂θy + bθy = bθx ∂η Solving for θy we get θy = e−bη C(ξ) + b 0 η ′ (9.21) ′ θx (ξ.and y-directions.i Ty − Ty. η) = be−bη 0 η (9.19) θx (ξ.12) (9.i − Ty. η) = e−aξ + ae−aξ 0 θy (ξ ′ .16) can be written as = = 1 0 ∂θx ∂ξ ∂θy ∂η (9. η)eaξ dξ ′ ′ (9. Plate heat exchangers 130 of dimensions L and W in the x.13) (9.5. η ′ )eaξ +bη dξ ′ dη ′ ′ ′ (9. we get C=0 so that θy (ξ.16) at ξ = 0 at η = 0 (9.i Tx.10) (9. η ′ )ebη dη ′ (9.9.i UWL Cx UWL Cy (9.11) (9.22) Using the same procedure.15) (9.17) (9.i Tx.24) .

25) Let us express the solution in terms of a ﬁnite power series θx (ξ.32) The solutions are φ0 φ1 φ2 φ3 .34) (9. . equation (9. η) + φ1 (ξ. η) (9. η) + .36) (9. + λn φn (ξ. We will ﬁrst solve the Volterra equation for an arbitrary λ. Example 9.9. . φn = e−aξ = aξe−aξ (1 − e−bη ) 1 2 2 −aξ = a ξ e (1 − e−bη − bηe−bη ) 2 1 1 = a3 ξ 3 e−aξ (1 − e−bη − bηe−bη − b2 η 2 e−bη ) 2×3 2 = 1 1 n n −aξ a ξ e (1 − e−bη − bηe−bη − . η) φ2 (ξ.29) (9. .33) (9. + φn (ξ. ξ η 0 = e−aξ ξ η 0 ξ η 0 (9. η) = abe−(aξ+bη) 0 φn−1 (ξ ′ .30) φ1 (ξ ′ . η ′ )eaξ +bη dξ ′ dη ′ ′ ′ (9.41) . the coeﬃcient of each order of λ must vanish. Taking Ty (x. we get 1 dY 1 ∂Tx + + 2R = 0 Cx ∂x Cy dy (9. η ′ )eaξ +bη dξ ′ dη ′ 0 ′ ′ = abe−(aξ+bη) = abe−(aξ+bη) 0 (9. Since λ is arbitrary. η) + φ2 (ξ. . . and taking λ = 1. η) + . η) + λφ1 (ξ. − bn−1 η n−1 e−bη ) n! (n − 1)! θx (ξ.26).26) This can be substituted in the integral equation.1 Find a solution of the same problem by separation of variables. we get (9.38) Substituting into the expansion. where ξ η 0 θx (ξ. η) = φ0 (ξ. η) = φ0 (ξ.31) (9. η) + λ2 φ2 (ξ. . η) where the φs are given above. . Thus φ0 (ξ. y) = X(x)Y (y) Substituting and dividing by XY .35) (9. .40) (9. η ′ )eaξ +bη dξ ′ dη ′ ′ ′ φn (ξ.27) φ0 (ξ ′ . .37) (9. . η) φ1 (ξ. η) = e−aξ + abλe−(aξ+bη) 0 θx (ξ ′ .28) (9. η) . η ′ )eaξ +bη dξ ′ dη ′ ′ ′ (9.39) (9.5. Plate heat exchangers 131 for the unknown θx .

Falkner-Skan boundary ﬂows 132 Since the ﬁrst term is a function only of x.45) (9.47) 9.6. is given by Z L−y Q = Cx [Tx (Lx . This is a problem . (9.42) (9. Solving the two equations and taking their product. and the second only of y. Thus we can write dX 1 + X dx cx mx (a + R) dY 1 + Y dy cy my (a − R) = = 0 0 (9.44) (9.7).9.43) where a is a constant. we get – » c x y Tx = exp − + a−R cx mx (a + R) cy my (a − R) The rate of heat transfer over the entire plate. Substituting in equation (9. Q.46) (9.6 Falkner-Skan boundary ﬂows Problems 1. y)] dy 0 – » Ly lx − −2 = cCx Cy exp − Cx (a + R) C2 (a − R) The heat rate can be maximized by varying either of the variables Cx or Cy . we have – » c x y Ty = exp − + a+R cx mx (a + R) cy my (a − R) where c is a constant. y) − Tx (0. each must be a constant.

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

1 Darcy’s equation (11.2) where f is the body force per unit mass. There is still slip at a boundary. It is similar to the incompressible Navier-Stokes equation with constant properties where the inertia terms are dropped and the viscous force per unit volume is represented by −(µ/K)V.2). the simplest model is that due to Darcy ∇p = − µ V + ρf K (11. Sometimes a term cρ0 ∂V/∂t is added to the left side for transient problems.1) and (11.1 Governing equations The continuity equation for incompressible ﬂow in a porous medium is ∇·V =0 11. 11. The condition on the velocity is that of zero normal velocity at a boundary. for f = 0 we get ∇2 p = 0 from which the pressure distribution can be determined. From equations (11.Chapter 11 Porous media [103. Here K is called the permeability of the medium and has units of inverse area. 134 .1) For the momentum equation.2 Forchheimer’s equation (11. but it is normally left out because it is very small.3) Forchheimer’s equation which is often used instead of Darcy’s equation is ∇p = − µ V − cf K −1/2 ρ|V|V + ρf K (11. allowing for slip in the tangential direction. 130.1. 201] 11.1.4) where cf is a dimensionless constant.

and φ is the porosity of the material.8) 11.2 11.14) (11.3 Brinkman’s equation µ V + µ∇2 V + ρf ˜ K Another alternative is Brinkman’s equation ∇p = − (11. The subscripts m refers to the solid matrix. An equivalent form is σ where αm σ See [1].9) (11.11) (11.11. In this model there is no slip at a solid boundary.2.10) ∂T + V · ∇T = αm ∇2 T ∂t (11. and (ρc)m (ρc)m = φρcp + (1 − φ)(ρc)m The energy equation is (11.2.1.16) .15) Ux = P ex ≫ 1 αm (11.12) (11. ˜ 11. = = km ρcp (ρc)m ρcp (11.13) u = − v is u v For = U = 0 K µ K = − µ (11. Forced convection 135 11.7) is the average heat capacity.1.5) where µ is another viscous coeﬃcient.1 Forced convection Plane wall at constant temperature ∂u ∂v + ∂x ∂y The solution to = 0 ∂p ∂x ∂p ∂y (11.6) where km (11.4 Energy equation ∂T + ρcp V · ∇T = km ∇2 T ∂t is the eﬀective thermal conductivity.

31) 2 d eη /4 θ′ = 0 dη The ﬁrst integral is θ′ = C1 e−η Integrating again we have θ = C1 0 η 2 /4 (11.2.25) (11.24) (11.20) θ(η) = we get ∂T ∂x = = ∂T ∂y = = ∂2T ∂y 2 so that the equation becomes = (T∞ − Tw ) (T∞ − Tw ) (T∞ − Tw ) (T∞ − Tw ) dθ ∂η dη ∂x dθ dη −y U 1 −3/2 x αm 2 (11.18) The boundary conditions are T (0) = Tw T (∞) = T∞ Writing η = y U αm x T − Tw T∞ − Tw (11.21) (11.26) (11.19) (11.17) (11.32) (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 (11.11.22) (11.30) θ(∞) = We multiply by the integrating factor eη /4 to get (11.33) e−η ′2 /4 dη ′ + C2 .23) (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 (11.28) with = 0 1 (11.29) (11.

40) (11.2. the velocity ﬁeld is u = Cx v The energy equation is Cx = −Cy (11.1 Find the temperature distribution for ﬂow in a porous medium parallel to a ﬂat plate with uniform heat ﬂux. 11.43) Example 11.35) (11.44) (11.46) .34) √ Applying the boundary conditions.37) (11.2 Stagnation-point ﬂow For ﬂow in a porous medium normal to an inﬁnite ﬂat plate. we ﬁnd that C1 = 1/ π and C2 = 0.45) ∂T ∂T ∂2T − Cy = αm 2 ∂x ∂y ∂y (11.2.39) 2 √ π erf η/2 0 e−x dx η 2 2 (11.42) (11. Thus θ = = The heat transfer coeﬃcient is deﬁned as h q ′′ Tw − T∞ ∂T km = − Tw − T∞ ∂y ∂θ = km ∂y = (11. Forced convection 137 With the change in variables x = η ′ /2.41) y=0 = x = = 1 Ux √ π αm 1 √ P e−1/2 π x (11.38) (11. the solution becomes η/2 θ = 2C1 0 e−x dx 2 (11.11.36) The local Nusselt number is given by N ux = hx km ∂θ ∂y (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 (11.56) can be written as θ′′ = − which integrates to 1 d (ηθ) 2 dη (11.48)-(11.47) (11. Forced convection 138 11.59) 1 θ′ = − ηθ + C1 2 (11.56) The conditions (11. the governing equation is U where the boundary conditions are ∂T ∂y q′ Writing η = y U αm x T − T∞ q ′ /km (11.60) . we get 1 θ′′ = − (θ + ηθ′ ) 2 ∂θ ∂η ∞ (11.58) θ dy −∞ The equation (11.11.52) (11.3 Thermal wakes Line source For P ex ≫ 1.55) q′ km q′ km αm dθ U U x dη αm x αm dθ U U x dη αm x Substituting in the equation.49) become = = 0 at η = 0 1 (11.2.2.48) (T − T∞ ) dy (11.53) (11.50) Ux αm (11.54) (11.57) (11.51) = = 0 at y = 0 ∞ ∂2T ∂T = αm 2 ∂x ∂y (11.

64) (11. B y x A gravity Figure 11.66) 11.65) 1 q′ T − T∞ = √ 2 π km ( −U y 2 αm ) exp( ) Ux 4αm x Example 11. we get θ = C2 e−η Substituting in the other boundary condition ∞ ∞ 2 /4 (11.69) (11.61) 1= −∞ θ dη = C2 −∞ e−η 2 /4 √ dη = 2 πC2 (11. and consists of ﬁnding the stability of a horizontal layer of ﬂuid in a porous medium heated from below. The geometry is shown in Fig.3 11.2 Show that for a point source T − T∞ = q −U r 2 exp( ) 4πkx 4αm x (11. The governing equations are ∇·V µ −∇p − V + ρg K ∂T + V · ∇T σ ∂t ρ = 0 = 0 = αm ∇2 T = ρ0 [1 − β (T − T0 )] (11.63) Thus the solution is or (11. we ﬁnd that C1 = 0.3.11.1.70) .62) from which 1 C2 = √ 2 π 2 1 θ = √ e−η /4 2 π (11. Natural convection 139 Since θ′ = 0 at η = 0.3.67) (11.1 Natural convection Linear stability This is often called the Horton-Rogers-Lapwood problem.68) (11. Integrating again. 11.1: Stability of horizontal porous layer.

87) −∇p − V + Ra T k ∂T −w ∂t where Ra = From these equations we get = ∇2 T ρ0 gβKH∆T µαm (11.89) (11.79) x H αm t σH 2 HV′ αm T′ ∆T Kp′ µαm (11.86) (11.81) (11.83) (11.82) (11.78) (11.80) (11. The basic steady solution is V T p = 0 (11.84) = = 0 0 (11.77) (11.73) y = T0 + ∆T 1 − H 1 = p0 − ρ0 g y + β∆T 2 ′′ For constant heat ﬂux ∆T = qs /km .85) (11.72) y2 − 2y H (11.76) ∇ · V′ µ ′ −∇p′ − V − βρ0 T ′ g K ∆T ′ ∂T ′ − w ∂t H Using the nondimensional variables x∗ t∗ V∗ T∗ p∗ the equations become.75) (11. Natural convection 140 where g = −gj.3.90) ∇2 w = Ra∇2 T H where ∇H = ∂2 ∂x2 .71) (11.74) (11. We apply a perturbation to each variable as V T p Substituting and linearizing = V + V′ = T + T′ = p + p′ (11.88) (11.11. on dropping *s ∇·V = = = = = = 0 = 0 = αm ∇2 T ′ (11.

we must have (u. y.104) . which is the case here.100) V ∇ · (P i + Qj) dV n · (P i + Qj) = S If n·(P i+Qj) = 0 at the boundaries (i. 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. impermeable). it can be shown that s is also real. as shown below.103) The eigenfunctions are W = sin nπy (11. Furthermore.e. Thus. 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 (11.94) (11.92) (11. Lv) = (Lu. t) T (x. y. For a self-adjoint operator L.11.3.99) (11.95) Isothermal boundary conditions The boundary conditions are W = Θ = 0 at either wall.98) (11. For the solutions to remain bounded as x.97) dV (11.93) (11. z. v) If vL(u) − uL(v) = then [vL(u) − uL(v)] dV = = V (11.102) W = k 2 Ra W (11. y → ∞. then L is self-adjoint. since the eigenvalue problem is self-adjoint. z.91) (11. the wavenumbers kx and ky must be real.101) (11. marginal stability occurs when s = 0. Natural convection 141 Using separation of variables w(x.96) ∂Q ∂P + ∂x ∂y ∂P ∂Q + ∂x ∂y (11.

. Finally.117) ∂ψ ∂y ∂ψ = − ∂x = (11. 11.109) (11. To the next order = W0 − Ra0 Θ0 = Θ0 (11. we get Rac = 12. .114) (11.11. . y). The solutions is W0 = 0.113) with W1 = dΘ1 /dy = 0 at the walls.115) . Constant heat ﬂux conditions Here W = dΘ/dy = 0 at the walls. . Θ0 = 1. as long as Ra = n2 π 2 +k k 2 (11. 11.111) with W0 = dΘ0 /dy = 0 at the walls.112) (11. .116) (11. 2.107) (11. 3. Θ = Θ0 + α2 Θ1 + . Ra = Ra0 + α2 Ra1 + .2 Introducing the streamfunction ψ(x. .108) (11.106) The lowest critical Ra is with k = π and n = 1..3. .3.105) For each n there is a minimum value of the critical Rayleigh number determined by dRa =2 dk n2 π 2 +k k − n2 π 2 +1 k2 (11. We write W = W0 + α 2 W1 + . Natural convection 142 where n = 1. .110) (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. which gives Rac = 4π 2 for the onset of instability. For the zeroth order system d 2 W0 =0 dy 2 d2 W1 dy 2 d2 Θ1 + W1 dy 2 (11. 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. .

120) (11. at at x=± A 2 1 y=± 2 (11.124) (11.125) With a parallel-ﬂow approximation.119) . Natural convection 143 y x φ Figure 11.127) (11.11. ∂y ψ = 0. we assume [167] ψ T = ψ(y) = Cx + θ(y) (11.2: Inclined porous layer.118) (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 = 0.121) = αm ∂T ∂T cos φ − sin φ ∂x ∂y ∂2T ∂2T + ∂x2 ∂y 2 (11. Taking ∂/∂y of the ﬁrst and ∂/∂x of the second and subtracting.3.123) (11.122) = −Ra = ∂T ∂T cos φ − sin φ ∂x ∂y ∂2T ∂2T + ∂x2 ∂y 2 (11.126) (11.

11.3. Natural convection

144

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

1/2 −1/2

0 0

(11.128) (11.129)

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

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

RaC 4y 2 − 1 8

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

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

11.3. Natural convection

145

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

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

β 2

β 2

(11.144) (11.145)

= −

β 2B sinh + βC cot φ

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

1/2 −1/2

= ψ(y) = Cx + θ(y)

(11.152) (11.153)

=

0

(11.154) (11.155)

uT −

∂T ∂x

dy = 1

(11.156)

11.3. Natural convection

146

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

= −

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

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

(c) Antinatural circulation

11.3. Natural convection

147

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

β 2

β 2

(11.171) (11.172)

= −

β 2B sinh + βC cot φ

Problems

1. This is a problem.

1 Stefan problems 148 .Chapter 12 Moving boundary 12.

Part V Complex systems 149 .

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

1 Homogeneous nucleation 151 .Chapter 14 Boiling and condensation 14.

[86.1. 178. and the probability that the walker is in an interval [x − dx/2. t − ∆t) + P (x + ∆x. we get the diﬀusion equation ∂P ∂2P (15. (15..3) where D = ∆x2 /2∆t. t − ∆t) = P± ∂P ∂P ∆x − ∆t ∂x ∂t 1 ∂2P ∂2P 1 ∂2P 2 + ∆x2 ± ∆x∆t + ∆t 2 ∂x2 ∂x∂t 2 ∂t2 1 ∂3P 1 ∂3P 1 ∂3P 1 ∂3P 3 ± ∆x3 − ∆x2 ∆t ± ∆x∆t2 − ∆t 3 2 ∂t 2 6 ∂x 2 ∂x 2 ∂x∂t 6 ∂t3 +. 2 ∂t ∂x 2 ∂t 2 ∂x2 ∂t (15. t) = 1 [P (x − ∆x. Let the current position of the walker be x. Taylor series expansions give P (x ± ∆x.2) where the terms on the right side are evaluated at (x. . x + dx/2] be P (x. t − ∆t] . and [36] of photonic devices.1 15.1 Diﬀusion by random walk One-dimensional Consider a walker along an inﬁnite straight line moving with a step size ∆x taken forward or backward with equal probability in a time interval ∆t.Chapter 15 Microscale heat transfer [108] is a review of microscale heat exchangers. x + ∆x + dx/2]. x − ∆x + dx/2] or [x + ∆x − dx/2. If we let ∆x → 0 and ∆t → 0 such that D is constant. 2 (15.1) we get ∂2P 1 ∂2P 1 ∂3P ∂P −D 2 = ∆t − ∆x2 + . t). 119. (15. Substituting in Eq. we have P (x.4) =D 2. 219] 15..1) Assuming that ∆x and ∆t are small. 186. . .. t). 202. Since there is equal probability of the walker in the previous time step to have been in the interval [x − ∆x − dx/2. ∂t ∂x 152 .

v.2 Boltzmann transport equation The classical distribution function f (r.1 Relaxation-time approximation ∂f ∂t where τ = τ (r. Introducing explicitly the dependence of f on temperature.11) (15.5) where S is a sphere of radius |∆r| centered on r. (15. scat (15. t)f (r. t) = S P (r + ∆r.1. dT (15.. The heat ﬂux is then q(r. ∂ri ∂t 2 ∂ri ∂ri (15. t − ∆t) = P + etc. t − ∆t) dS (15. Thus ∂f ∂f f0 − f + v · ∇f + a · = .. (15.10) f0 − f .2. we can write ∇f0 = df0 ∇T.10) so that f = f0 − τ v · ∇f0 . v).12) (15. ε. and ∆r be a step in any direction where |∆r| is a constant. t) is deﬁned as number of particles in the volume dr dv in the six-dimensional space of coordinates r and velocity v. Boltzmann transport equation 153 15. t) = where D(ε) is the density of energy states ε.2 Multi-dimensional Let P = P (r.15.6) 15. we have the balance equation [109. t). The term on the right side is due to collisions and scattering.9) . Also P (r + ∆r. 124] ∂f ∂f + v · ∇f + a · = ∂t ∂v ∂f ∂t .8) Under this approximation = scat (15. Then P (r. (a) Fourier’s law Assume ∂/∂t = 0. ∂P ∂P 1 ∂2P ∆ri − ∆t + . τ v(r. 123. ∂t ∂v τ Several further approximations can be made. 15.2. a = 0 and ∇f = ∇f0 in the left side of Eq.7) where a = dv/dt is the acceleration due to an external force. Following a volume element in this space. t)εD dε.

8). Newton’s second law gives m d2 xn dt2 = c(xn+1 − xn ) − c(xn − xn−1 ) = c(xn+1 − 2xn + xn−1 ). (15.10) by vεD dε and integrate to get ∂ df0 1 v· vf εD dǫ + vf εD dε.13).3 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. then the dispersion relation is ω= 2c m 1/2 1/2 (15.15. Multiply Eq.13) (15.21) .12) in (15. we get q = −k∇T. Phonons 154 xi−1 xi xi+1 Figure 15. 15. (15. (15.1: Lattice of atoms of a single type Using Eqs.20) (1 − cos ka) .14).1.3. The mass of each atom is m. this gives ∂q = −k∇T.19) (15.15) v τv · df0 dT εD dε. (15. and a is the mean distance between the atoms. (15.3.16) ∇T vεD dε = − ∂t dT τ Using Eq.17) ∂t where k is given by Eq. (15. (15.18) (15. (15. Eq. (15.8). For a typical atom n. where k= since vf0 εD dε = 0.1 Phonons Single atom type A lattice of atoms of a single type is shown in Fig.11) and (15. q+τ 15. (15. Let xi = xei(nka−ωt) . the spring constants are c.

= c xe ika (15.31) d2 y i m2 2 dt (15. (15.24) where c is the speciﬁc heat.27) (15. (15.35) (15.3.30) (15.36) 2 − 2y + x . .29) (15.26) (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 . = yei(nka−ωt) .23) .33) (15.2 Two atom types Newton’s second law gives m1 d2 xi dt2 = c(yi − xi ) − c(xi − yi−1 ) = c(yi − 2xi + yi−1 ).32) (15. = c(xi+1 − yi ) − c(yi − xi ) = c(xi+1 − 2yi + xi ).28) (15.15. 15.34) so that −m1 xω 2 −m2 yω = c y − 2x + ye−ika . we have vg = a The thermal conductivity k = ke + kp where ke and kp are those due to electron and phonon transports. and l is the mean free path.3. Let xi yi = xei(nka−ωt) . Phonons 155 xi yi Figure 15. We can also write k= 1 cvg l 3 (15.22) 1/2 . (15. (15.2: Lattice of atoms of two diﬀerent type The phase velocity is vp = and the group velocity is vg = For ka → 0.

39) (15.37) The positive sign corresponds to the optical and the negative to the acoustic mode.40) (15. 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 . 2 1 (15.38) −c(1 + e−ika ) 2c − m2 ω 2 x y = 0 0 . 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 ) = 0.15.4 Thin ﬁlms . 15. (15.4.

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

5 Microchannel heat exchangers Phillips (1990). 87 [130].2 Porous medium analogy See Nield and Bejan. 17. we have Mc ρAc2 ∂T2 ∂T2 + ρV2 Ac2 + hP (T − T1 ) = 0 ∂t ∂x 158 (17. 17.2) . Shah (1981) 17.Chapter 17 Heat exchangers 17.7 Transient behavior Ontko and Harris (1990) For both ﬂuids mixed dT in out in out + m1 c1 (T1 − T1 ) + mc2 (T2 − T2 ) = 0 ˙ ˙ dt For one ﬂuid mixed and the other unmixed.1) (17. 17.3 17.6 Radiation eﬀects See Ozisik (1981).1 Fin analysis Analysis of Kraus (1990) for variable heat transfer coeﬃcients.4 Heat transfer augmentation Maldistribution eﬀects Rohsenow (1981) 17. p.

w 17. .8.1 Correlations Least squares method n Possible correlations are y(x) = k=0 ak xk (17. they appear in nonlinear form in Eqs. The governing equations on the outside of the tube.6) y(x) = a0 + a1/2 x1/2 + a1 x + a3/2 x3/2 + a2 x2 + . in the water. It is also seen that the outlet water temperature is hard to control for large water ﬂow rates.17. Correlations 159 17. and kt is the thermal conductivity of the tube material. water and tube material. t) are the tube-wall and water temperatures. a w The inlet temperatures Tin and Tin . hi and ho the heat transfer coeﬃcients in the inner and outer surfaces of the tube.1). 17. cw and ct are the speciﬁc heats of the air. and Tt (ξ. The ﬂow rates present a special diﬃculty.8) L ∂Tw 2 ∂Tw ρw cw πri + mw cw ˙ = hi 2πri (Tt − Tw ). . t) = Tw (0. ˙ . advective and convective eﬀects discussed before. t) = Tw (L. The boundary and initial conditions are w Tt (0. ˙ ˙ a a Tin and Tout (t) are the inlet and outlet air temperatures.10) ).7) 17. ρw and ρt are the water and tube material densities. (17.5) (17. 17.8) and (17. and the ﬂow rates ma and mw can all be used as control ˙ ˙ w a inputs to obtain a desired outlet temperature. 0). y(x) = axm + bxn + .2 shows the steady-state range of values of Tout that can be achieved on varying mw . ρt ct π(ro − ri ) ∂t ∂ξ respectively. has been studied using ﬁnite diﬀerences [4–6].9 17. temperatures ˙ outside this range cannot be obtained. a a the air temperature is assumed to be Ta = (Tin + Tout )/2. In addition.9) ∂t ∂ξ 2 2 2 ∂ Tt 2 2 ∂Tt = kt π(ro − ri ) 2 + 2πro ho (Ta − Tt ) − 2πri hi (Tt − Tw(17.3) (17. (17. This example includes all the conductive. . Tout or Tout .t). Suitable numerical values were assumed for the computations. and the outlet temperature is bounded.4) (17.1. ca . . Ta (t) is the air temperature surrounding the tube. L is the length of the tube. Water is the in-tube and air the over-tube ﬂuid in the heat exchanger.8 17. 0) = Tw (ξ. (17. Fig. Fig. Tt (ξ. t) = Tin .3 shows the results of w applying PI control on mw to obtain a given reference temperature Tout = 23◦ C. t) and Tw (ξ. (17. schematically shown in Fig. and in the wall of the tube are ma ˙ a a ca (Tin − Tout ) = ho 2πro (Ta − Tt ).9). ma (t) and mw (t) are the mass ﬂow rates of air and water. Tt (L. 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. As an example of control dynamics. ri and ro are the inner and outer radii of the tube.8.10 Compressible ﬂow Thermal control A cross-ﬂow heat exchanger model.

1 0.2 0.3 .2: The relation between Tout and mw for diﬀerent ma [4].10.3 0.5 23.17.4 a Tout[°C] 23.8 0.1: Schematic of single-tube cross-ﬂow heat exchanger.9 1 .23 kg/s 23.7 0.17 kg/s 22. Thermal control 160 Air in Water in ξ Water out L Air out Figure 17. . 23. ma = 23.6 23.2 0.1 23 0.6 0. ma [kg/s] a ˙ ˙ Figure 17.5 0.4 0.9 0 0.

while the conservation of mass condition at each of the junctions is algebraic. The momentum equation governing the ﬂow in each pipe is diﬀerential. Control of complex thermal systems 161 25 24.11. 17. Thus.17. this is diﬃcult to do with any degree of precision. For most practical thermal systems. it turns out that only certain ﬂow rates may be controllable. a secondary loop and a bypass that has the three strategies as special cases. 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.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. we will look ﬁrst at thermal components and then combine them in networks.5 0 200 400 600 800 1000 1200 1400 1600 1800 2000 t [s] a Figure 17. 17. while the secondary has a water-air cooling coil which serves as a thermal load.5 22 21. and the bypass pressure diﬀerence ∆pbp to step .5 5 a Tout[°C] 24 Kp = 100. 17.5 23 10.000 23. Integral controllers are used to operate the valves Vα . MCF and BT in the following ﬁgures (details are in [61]).11. In the following. There are at present many diﬀerent strategies for the thermal control of networks.000 100 22. the others being dependent on these.4 shows a network in which three speciﬁc control strategies can be compared [61. and comparative studies based on mathematical models can be carried out.5 and 17.000 1. Ta (t). Mathematical models of the dynamics of a piping network lead to diﬀerential-algebraic systems [61]. The network has a primary loop. Controllability issues of heat exchanger networks are reported in [203]. the leaving water temperatures Tw (t). Vβ . Fig.6 show the dynamic response L L of Ta (t). 17. and Vγ to control L the air temperature leaving the cooling coil. each control method works diﬀerently and are labeled VF. Figs.3: Behavior of Tout as a function of time for Ki = 50 and diﬀerent Kp [4]. The primary loop includes a chiller. 62].1 Hydronic networks The science of networks of all kinds has been put forward as a new emerging science [15].

176. steady values. 215. and so on.4: Network used to study control strategies [61]. 217]. and materials processing and manufacturing [55. 17. . the system is becomes unstable and the variables oscillate in time. 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. The hot water ﬂow is diminished by changing its controller set point. The controls drive the system to diﬀerent operational points while coping with the changes. water ﬂow to HXBT and HXCF is zero when testing VF. changes in the air velocity over the coil. Figure 17.11. and γ(t) are the respective closing fractions of the valves which change dynamically in response to the error signal.2 Other applications There are a large number of other thermal problems in which control theory has been applied. q7 and q4 to the heat exchangers for the three diﬀerent control strategies. 205. Laboratory experiments with a network of water-to-water heat exchangers have been reported in [61–63]. and then the hot water ﬂow is decreased by a constant value every 1800 s. v4 and v1 that control ﬂow and the hot water temperature at the heat exchanger inlet T21 are also shown.8 shows the secondary hot water ﬂow rates q8 .7. 160]. There are some oscillations in all the variables before they settle down to stable. The input voltages v7 . 145. the conﬁguration is shown in Fig. this includes the study of convection loops [175. 125. α(t). and in porous media [189].17. that is. microwave heating [120]. stabilization and control of convection in horizontal ﬂuid layers [18. thermal radiation [143]. 17. The system is taken to the nominal operating conditions. β(t). Each curve represents one independent run. 190–195]. 83. It is seen that for certain control parameters.11. Agent-based controls have been proposed by complex thermal systems such as in buildings [213]. Control of convection is an important and active topic.

set = ◦ ◦ 2 E 5.6: Dynamic response of control system to drop in air velocity with method BT.set = 26◦ C.11.5: Dynamic response of control system to drop in air velocity. − ∗ − method VF.set = 20000 (N/m ). ∆pbp.5 0 75 100 125 150 175 200 225 250 275 300 t (s) Figure 17. Ta. and E L − £ − method MCF. Ta = 30 C [61]. Tw. Ta = 30◦ C [61].17.5 C.5 0 ∆p bp(N/m 2 ) 3 2 1 0 1 x 10 4 100 125 150 175 t 200 225 250 275 300 100 125 150 175 t 200 225 250 275 300 γ TaL (oC) 0. Control of complex thermal systems 163 27 TaL (oC) 26 25 75 100 125 150 175 200 225 250 275 300 t (s ) 1 β 0.5 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. L Tw (oC) 7 6 5 1 100 125 150 175 t 200 225 250 275 300 α 0. .

− £ −CF .q4 (m3/s) 3 2 1 0 3 0 1000 2000 3000 4000 5000 6000 v1 . 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. 11 3 3 q1 x 10 −4 q8 .q7 .v4 .7: Layout of hydronic network [61]. The dashed vertical lines are instants at which the thermal load is changed [61].17.8: Secondary hot water ﬂows and T21 : − ◦ −BT . − ∗ −V F .11.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. .

To cite one speciﬁc example. Phenomena such as diﬀusion. it is known that unexpected synchronization may result even when multiple dynamical systems are coupled weakly [181]. Furthermore. control theory itself is a vast subject. robust [38]. from ordinary and partial diﬀerential equations to functional and diﬀerential-algebraic systems. networking between a large number of coupled components will become increasingly important. The fundamental ideas in this subject are ﬁrmly grounded on the mathematics of systems and control theory which should be the starting point.12 Conclusions This has been a very brief introduction to the theory of thermal control.17. It is hoped that the reader will use this brief overview as a starting point for further study and apply control theory in other thermal applications. The study of thermal control will continue to grow from the point of view of fundamentals as well as engineering applications. There are many outstanding problems and issues that need to be addressed. however. Problems 1. This is a problem . There are. The governing equations cover a wide range of possibilities. a few aspects that are particularly characteristic of thermal systems. nonlinear and poorly predictable dynamically. and stochastic control [37] that are well developed. Conclusions 165 17.12. with specialized branches like optimal [79]. Many of the tools in these areas ﬁnd applications in thermal systems. convection and advection are common and the systems are usually complex.

1 [141] Genetic algorithms 18. A neural network-based controller is able to adapt easily to changing circumstances. 220] and applications [216] are available. The a heat exchanger is stabilized at Tout = 36◦ C. 166] [162] Problems 1.1 Artiﬁcial neural networks Heat exchangers The most important of the components are heat exchangers. [51. The objective is to control a the outlet air temperature Tout . 18. in thermal systems this may come from eﬀects such as the presence of fouling over time or from changes in system conﬁguration as could happen in building heating and cooling systems.2 18. 131. Reviews of artiﬁcial neural network applications to thermal engineering [163. 153. It is particularly suitable for systems for which experimental information that can be used for training is available. Figs.2. 142] and time-dependent operation. 139. and then the water ﬂow is shut down between t = 40s and t = 70s. Fig. This is a problem 166 . A stabilized neurocontrol technique for heat exchangers has been described in [47. 18. 182].3 shows the result of an disturbance rejection experiment.Chapter 18 Soft computing 18. 168] and other soft control methodologies [32. 49–52]. both are eﬀective. 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. after that the neurocontroller brings the system back to normal operation. 140. Fig.2 shows the results of using neurocontrol compared with PID. which are generally very complex in that they cannot be realistically computed in real time for control purposes [92. 18.1 shows the test facility in which the experiments were conducted.

5 36 35.2 ANN PID a T [ C] out 36 35.5 33 32.18.5 ANN PID PI a T [ C] out 34 33.2. Artiﬁcial neural networks 167 a Tout Air flow Water flow (a) (b) Figure 18.5 32 31. PID and PI control methodologies [47]. Tout is the air outlet temperature [47].5 35 34.2: Time-dependent behavior of heat exchanger using ANN.1: Experimental setup: (a) heat exchanger test facility with wind tunnel and in-draft fan.6 35.4 36.8 35.5 0 50 100 150 200 250 300 350 t [s] Figure 18. . a (b) heat exchanger with water and air ﬂows indicated. 36.4 PI t [s] 100 120 140 160 180 200 220 240 260 280 300 36.

5 35 50 100 150 200 250 300 350 400 34.1 0 50 100 150 200 250 300 350 400 t [s] Figure 18.18.5 m a [kg/s] 0.2 0. Artiﬁcial neural networks 168 mw [kg/s] 300 200 100 0 0 50 100 150 200 250 300 350 400 t [s] 36.5 a T [ C] out 36 35.2.3: Time-dependent behavior of heat exchanger with neurocontrol for disturbance rejection experiment showing ﬂow rates and air outlet temperature [47].4 0.5 0 t [s] 0. .3 0.

Part VI Appendices 169 .

D = 2 4. Volume of size l × l × l: Nǫ = (l/ǫ)3 . i. a piece of the fractal. D = 3 A fractal has a dimension that is not an integer. in that they are fractal within a range of length scales. D = 0 2. A function f (x) is invariant under change of scale if there exists constants a and b. If there are Nǫ units of a measuring stick of length ǫ. any par6 is similar to the whole). D = 1 3.1 [60] Fractals are objects that are not smooth. we present here the Hausdorﬀ-Besicovitch dimension D.1) A fractal curve must be nowhere rectiﬁable (i. Though there are many deﬁnitions in current use. Before discussing examples we need to put forward a working deﬁnition of dimension. they are geometrical shapes in which the parts are in some way similar to the whole.e.Appendix A Mathematical review A. where D is the dimension.2) We can check that this deﬁnition corresponds to the common geometrical shapes. Point: Nǫ = 1. Surface of size l × l: Nǫ = (l/ǫ)2 . any part of it cannot be of ﬁnite length) and homogeneous (i. 1. If Nǫ is the number of ‘boxes’ of side ǫ needed to cover an object. This self-similarity may be exact. Coastlines are among the geographical features that are of this shape. Line of length l: Nǫ = l/ǫ. 170 . then D = lim ǫ→0 Fractals ln Nǫ ln(1/ǫ) (A.e. the measured length of the coastline will be of the power-law form ǫNǫ = ǫ1−D . Many physical objects are fractal-like.e. may look exactly like the whole fractal. if magniﬁed. such that [199] f (ax) = bf (x) (A.

1]. what is left is called the Cantor set.1] corresponding to k = 0 in Figure A..4 Weierstrass function ∞ 2t for 2(1 − t) for 0 ≤ t ≤ 1/2 1/2 < t ≤ 1 (A. Repeat the process to get k = 2. A.. 3. A. closed curve that is nowhere smooth. . .2 as k = 0. this is shown as k = 1. Take away the middle third to leave the two portions. . and g(t) is the periodic triangular function g(t) = deﬁned on [0.5) This is the function W (t) = ω −nH cos (ω n t + φn ) n=0 (A.. Figure A. Fractals 171 k=0 k=1 k=2 k=3 Figure A. Since Nǫ = 3 × 4k and ǫ = 1/3k .4) where 0 < H < 1. .1. . and in the limit gives a continuous.A.its dimension is D = ln 2/ ln 3 = 0.3 Knopp function ∞ This is the function K(t) = 2−nH g(2n t) n=0 (A.2: The Koch curve. and two sides of a triangle drawn on that.6) .1. This is shown as k = 1.1 Cantor set Consider the line [0.3) Here we start with an equilateral triangle shown in Figure A. . Since Nǫ = 2k and ǫ = 1/3k . A. A.1.1. If k → ∞.2 Koch curve 0 k→∞ lim Ck (t′ ) dt′ (A. The middle third of each side of the triangle is removed.63 . In terms of this function we can also deﬁne t D(t) = that is called the devil’s staircase. .1: The Cantor set.1.1.26 . The process is continued. the dimension of the Koch curve is D = ln 4/ ln 3 = 1. If we deﬁne a function Ck (t) at the kth level so that Ck (t) = (3/2)k if t belongs to the set and zero otherwise. its integral over the interval is unity.

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.6: Transcritical bifurcation. • Transcritical: Fig. . • Saddle-node: Fig.4: Supercritical pitchfork bifurcations x Figure A. we get The local form of the equation around this critical point is – “p ” »“p ”2 dx′ =− λ − λ0 + x′ λ − λ0 + x′ − (λ − λ0 ) dt (A.A.4. 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.4 x stable stable stable unstable λ unstable S-N unstable λ Figure A.5: Subcritical version of Fig.6. A.32) A. √ (iii) Critical point x(3) = − λ − λ0 This is similar to the above.7.4.7: Saddle-node bifurcation.5.5 Examples of bifurcations • Supercritical: Fig. A.4. A. Figure A.31) dx′ = −2(λ − λ0 )x′ dt so that this critical point is linearly stable. Linearizing. A. • Subcritical: Fig. (A.

34) (A.4.36) Consider dx dt dy dt = fx (x. x) (A. (b) ǫ < 0. A.4.37) Figure A. A.6 Unfolding and structural instability Adding a small constant to the vector ﬁeld in equation (A.4.8: Imperfect bifurcations. λ = λ0 and write x = x′ λ For small x′ and λ. y) = fy (x.8 shows the result of adding the imperfection ǫ. we make an expansion around x = 0. we get f (x) = −x x2 − (λ − λ0 ) + ǫ The critical points are solutions of x3 − (λ − λ0 )x − ǫ = 0 To see the nature of the curve.23).7 Two-dimensional systems = λ0 + λ ′ (A.39) .38) (A. Dynamical systems 177 x stable stable unstable λ0 stable λ x stable stable λ λ0 unstable stable Figure A. we get λ′ x′ = −ǫ (A.33) (A.35) (A. (a) ǫ > 0. The dynamical system without ǫ is thus structurally unstable.A.

If D < 0. permits a Hopf bifurcation. on the other hand. . the system is dissipative. the spiral is stable.40) (A. The occurrence of periodic solutions in two-dimensional systems. and if P < 0. If. which is a transition from a time-independent to a periodic behavior through a pair of complex conjugate imaginary eigenvalues.3 dx dt dy dt = = y −(λ − λ0 )x (A. it is unstable. and periodic if λ > λ0 . 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.4.45) axx ayx axy ayy (A.47) (A.44) (A.4 dx dt dy dt = = y −ω 2 x − σy (A.48) For σ > 0. the eigenvalues are complex and the solution in phase space is a spiral. the eigenvalues are real. Example 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 the solutions are damped oscillations.43) determines the nature of the solution. Dynamical systems 178 The linearized equation in local form has a Jacobian matrix A= The eigenvalues satisfy a quadratic equation λ2 + P λ + Q = 0 from which λ= The sign of the discriminant D = P 2 − 4Q (A.A.46) Example A. (A. D > 0. if in addition P > 0.41) 1 −P ± 2 P 2 − 4Q (A.

52) which simpliﬁes to = = ` ´ r λ − λ0 − r 2 (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. There is thus a Hopf bifurcation at λ = λ0 .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. we will include the case of the forced Duﬃng equation here1 .A. For λ > λ0 .56) This is a Hopf bifurcation at λ = λ0 . a similar analysis of equation (A. and the second a circular periodic orbit that exists only for λ > λ0 . Dynamical systems 179 Example A.4.51) (A. Example A.6 dx dt dy dt = = y ` ´ −ω 2 x − σ λ − x2 − y 2 (A. A.50) can be converted to polar coordinates.49) and (AHopftwo) shows that the origin is stable for λ < λ0 . Substituting x = r cos θ and y = r sin θ.58) deﬁned with a negative sign in front of x in the second equation.53) √ indicates that r = λ − λ0 is a stable orbit.53) (A. .e r = 0 and r = λ − λ0 .4. dx dt dy dt 1 Sometimes = y = x − x3 + f (t) (A. A linear analysis of equations (A. at which dr/dt = 0. i.54) 1 √ There are two values of r. at which point the solution goes from time-independent to periodic.8 Three-dimensional systems Forced Duﬃng equation Since a non-autonomous equation can be converted into a three-dimensional autonomous system.55) (A.49) (A. The ﬁrst is a critical point at the origin.57) (A..

59) (A. (b) x = y = b(λ − 1). 0 z b(λ − 1) − b(λ − 1) b(λ − 1) . 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.64) from which we get the eigenvalues −b. For λ > λ1 . (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.66) . since (1 + σ)2 > 4σ(1 − λ). The bifurcation parameter will be λ.60) (A.61) where σ and b are taken to be positive constants. there is a pitchfork bifurcation with one zero eigenvalue. the 2 eigenvalues are real and negative.A.62) A linear stability analysis of each critical point follows.4. For 0 < λ < 1. − b(λ − 1) λ−1 λ−1 (A.65) λ3 + (σ + b + 1)λ2 + (σ + λ)bλ + 2σb(λ − 1) = 0 (A. The critical points are obtained from y−x = 0 λx − y − xz = 0 −bz + xy = 0 which give x 0 y = 0 . where λ1 = 1. with σ > b + 1. the origin becomes unstable. At λ = λ1 . 1 [−(1 + σ) ± (1 + σ)2 − 4σ(1 − λ)]. Dynamical systems 180 Lorenz equations An important example is the Lorenz equations: dx dt dx dt dx dt = σ(y − x) = λx − y − xz = −bz + xy (A.63) (λ + b)[λ2 + λ(σ + 1) − σ(λ − 1)] = 0 (A.

becomes unstable at λ = λ1 . A. are found by solving an equation of the type (A. There exist manifolds W u . (c) Re(λ) = 0 with the generalized eigenspace E c .12). all initial conditions produce chaos (except for periodic windows). The eigenvalues λ of ∂fi /∂xj at the origin are of three kinds: (a) Re(λ) > 0 with the generalized eigenspace E u . the two critical points are stable to small perturbations. i. and W c to which E u . W s . E s and E c . respectively.9 Nonlinear analysis Center manifold theorem [30] Consider a vector ﬁeld fi (x) with fi (0) = 0.66) can be factorized to give the eigenvalues −(σ + b + 1).e.e. but for large enough perturbations produce chaos.5. • Just below λ3 . A. stable and center manifolds. Here is a summary of the series of bifurcation with respect to the parameter λ: • Origin is a stable critical point for λ < λ1 . by ﬁnding the singularities of the function fi . and W c are the unstable. and ±i 2σ(σ + 1)/(σ − b − 1). corresponding to a Hopf bifurcation. respectively. • For λ > λ3 . • Two other critical points are created for λ > λ1 .A. equation (A. where λ3 = σ(σ + b + 3) σ−b−1 (A.10). The periodic solution which is created at this value of λ can be shown to be unstable so that the bifurcation is subcritical. i. 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 . are tangents. 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.5 Singularity theory We have seen that the critical points of a dynamical system. W u . in the range λ2 < λ < λ3 . The type of bifurcations that occur with a single bifurcation parameter λ has been discussed in the previous .67) At λ = λ3 the characteristic equation (A. W s .4. (b) Re(λ) < 0 with the generalized eigenspace E s .

µ). . µ) plane. .A. . The bifurcation set is shown in Fig. (A. λp at which equation (A. It is projection of the x = x(λ. A. µ) coordinates.6. Partial diﬀerential equations 182 µ One solution Three solutions λ x One solution µ λ Figure A. The quadratic surface a1 x2 + a2 y 2 + a3 z 3 + a4 xy + a5 xz + a6 yz + a7 x + a8 y + a9 z + a10 = 0 (A.70) ∂t in a domain Ω. For gradient systems. such that Lφi = λi φ. . . . . A bifurcation (or catastrophe) set is the set of points in parametric space λ1 . A section of this surface at µ = 0 will give Fig.1 Eigenfunction expansion Let T = T (x.68) 4λ3 + 27µ2 Figure A.9 shows the surface x = x(λ. there are only seven. Example A. i. A.9: Surface x = x(λ.4 and µ = ǫ will give Fig. section. A. µ) surface in the (λ. Let φi (x) be the eigenfunctions of L.e. . There are three real solutions if the discriminant D = > 0.10: Bifurcation set. The boundary and initial conditions are T = 0 at ∂Ω and T = f (x) at t = 0.7 Examine the one-dimensional vector ﬁeld f (x) = −(x3 + px + q) (A.71) . µ). and only one otherwise.69) can be classiﬁed in terms of eleven canonical surfaces.10 in (λ. Here we increase the number of parameters to λ1 . where L is a linear operator with spatial partial derivatives.12) is satisﬁed. Figure A. A.8. systems in which fI = ∂φ/∂xi . λp and look at the consequent changes in the bifurcations. t) and ∂T = L(T ) (A.6.6 Partial diﬀerential equations Classiﬁcation Boundary conditions A.

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

97. . . 1. TR TN −1 0 0 . T2 0 0 −1 c −1 . . −1 c where c = 2 + ∆x2 . . .Appendix B Numerical methods [33. . . . . 126. . N − 1. . .1.2 [161] Finite element methods 184 . which can be solved. . . T N −2 0 . we get −Ti+1 + (2 + ∆x2 )Ti − Ti−1 = 0 (B. 2. . 2. Thus we have c −1 0 . . T2 . N so that xi = i∆x. B. . 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 . .2) where Ti = T (xi ). . . 96. . . . 1] into N intervals. . we get N − 1 algebraic equations in the unknowns T1 . . .1 Finite diﬀerence methods Divide [0. . 146. (B. Write the second derivative at x = xi as T ′′ (xi ) = 1 (Ti+1 − 2Ti + Ti−1 ) ∆x2 (B. .4) = . . .3) at i = 1. . . . B. . 0 T1 TL −1 c −1 0 . 171.1) B. . . TN −1 . and number the nodes as i = 0. . so that from Eq. . Applying the boundary conditions. (B. . each of length ∆x = 1/N .

(and multiplying by −∆x for convenience) we . Once again. Let us use the linear test functions φ1 (ξ) φ2 (ξ) = = 1− ξ ∆x ξ ∆x (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. For k = 1 and k = 2. 0. Using the Galerkin method ∆x 0 d2 T −T dξ 2 φk (ξ) dξ = 0.2.2: Finite element. 1. divide [0.6) within element i. each of length ∆x = 1/N . Number the nodes as i = 0.5) (B. 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. 2. where Ti−1 = Tx=xi−1 = Tξ=0 and Ti = Tx=xi = Tξ=∆x . . .1: Finite diﬀerencing. Finite element methods 185 i = 0 1 2 N ξ=0 ξ ξ=∆x x Figure B. so that we can write T (ξ) = Ti−1 φ1 (ξ) + Ti φ2 (ξ). where k = 1. 2. . 1] into N intervals or ﬁnite elements. where T ′ = dT /dξ. Doing this for each of the N element. respectively. N so that xi = i∆x. respectively. . Notice that φ1 (0) = φ2 (∆x) = 1 and φ1 (∆x) = φ2 (0) = 0.B. Integrating by parts ∆x ∆x T φk 0 ′ − 0 dT dφk + T φk dξ dξ dξ = 0. Figure B.

add the rest in pairs to get the reduced set c1 −c2 0 . Thus N θ(x) = n=1 an φn (x). . . let so that with the homogeneous boundary conditions θ(0) = θ(1) = 0.17) Substituting in the diﬀerential equation gives the residual N an n=1 d 2 φn − φn dx2 − g = ǫ.12) (B.16) (B. so that we can solve for the unknowns at this stage if ′ we wish. T2 0 0 . . . −c2 c1 −c2 .9) (B.9) cancels the T1 term. However.. .B. .. . . ∆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 = = = = . So we discard the ﬁrst and last equations. . . B. . . . . Spectral methods 186 end up with 2N algebraic equations. (B. it can be noticed that adding Eqs. . . . . .18) . . . (B.14) = . .8) (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.3. c2 = 1 − ∆x2 /6.15) For the following. . (B.11) ′ ∆x TN −1 + (1 + ∆x ∆x )TN −1 − (1 − )TN 3 6 2 2 ∆x ∆x ′ −∆x TN − (1 − )TN −1 + (1 + )TN 6 3 = = 0 0 (B. The dependent variable is expanded in terms of orthonormal functions φn (x) that satisfy the boundary conditions.10) (B. c2 TR TN −1 0 0 . 0 T1 c2 TL −c2 c1 −c2 0 . T N −2 0 . (B. . .8) and (B.7) (B.3 Spectral methods θ = T − TL − (TR − TL )x d2 θ −θ dx2 = TL + (TR − TL )x = g(x) (B. . 0 0 0 0 (B. −c2 c1 where c1 = 2(1 + ∆x2 /3).

. The orthonormal √ Chebychev functions are φn (ξ) = 2n Tn (ξ)/ 2π.2 Trigonometric collocation Trigonometric Galerkin √ 2 sin(nπx) (B.1 Here φn (x) = ψn (x) = with respect to the L2 inner product. .3 Chebyshev Galerkin Using ξ = 2x − 1. MATLAB 187 Making the residual and functions ψm (x) orthogonal gives ǫ. . φ3 (x) = x(1 − x)2 . Solve. B. ψ2 (x) = x. so that it satisﬁes the boundary conditions and θ(x) = aφ(x). (B.3.19) Equate the residual in Eq. solve. ψm = 0 This reduces to an algebraic equation for each m.4.3. B.4 MATLAB The PDE Toolbox uses a ﬁnite-element code to solve basic partial diﬀerential equations needed for conduction heat transfer. 1]. Take ψ(x) = 1 to determine a. . B. where the Chebychev polynomials Tn are T1 T2 T3 T4 = 1 = ξ = = .18) to zero in N equally-spaced points.20) (B. This gives algebraic equations. For higher-order accuracy. transform the independent variable to the domain [−1.3. .3. . ψ3 (x) = x2 . . take φ1 (x) = x(1 − x).B. .4 B. and ψ1 (x) = 1.3. φ2 (x) = x2 (1 − x). 2ξ 2 − 1 4ξ 3 − 3ξ Take ψn (ξ) = φn (ξ) and an inner product with respect to the weight function 1/ B.5 Legendre Galerkin Moments 1 − ξ2. . B. Let φ(x) = x(1 − x).

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

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

but if you do it numerically. If you do the problem analytically. Assume that the base temperature is known. show numerical results for the diﬀerent types of responses possible (damped.). The temperatures on each side are (a) 10◦ C. show analytical or numerical results for the temperature responses of the two bodies. each one of which can be independently controlled. unstable. Consider a square plate of side 1 m. 13. to be constant. 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. Analyze an annular ﬁn with a prescribed base temperature and adiabatic tip. etc. Two bodies at temperatures T1 (t) and T2 (t). . stable. Find the steady-state temperature distribution analytically. 8. Write a computer program to do the previous problem numerically using ﬁnite diﬀerences and compare with the analytical results. each one of which can be independently controlled. Find (c) the optimum base thickness δb . Calculate numerically the evolution of an initial temperature distribution at diﬀerent instants of time. Choose diﬀerent grid sizes and show convergence. Consider a rectangular ﬁn with convection. Assume all parameter values to be unity. are in thermal contact with each other and with the environment. and (b) the heat ﬂow at the base of the ﬁn. Neglect convection from the thin sides. Optimize the ﬁn assuming the ﬁn volume to be constant and maximizing the heat rate at the base. and (d) the optimum ﬁn height L. where x is the coordinate along the edge. Graph the results for several values of the parameters. (b) 10◦ C. radiation and Dirichlet boundary conditions. 10. Take the ambient temperature. 12. Determine its ﬁn eﬃciency and plot. 11. where δ = [1 − (x/L)]2 δb . then you can take it to be (a) constant. 7. T∞ . Using PID control.190 other and with the environment. and (d) 10 + sin(πx) ◦ C. Find (a) the temperature distribution in the ﬁn. Using on-oﬀ control. A plane wall initially at a uniform temperature is suddenly immersed in a ﬂuid at a diﬀerent temperature. Consider a longitudinal ﬁn of concave parabolic proﬁle as shown in the ﬁgure. oscillatory. respectively. δb is the thickness of the ﬁn at the base. take the ambient temperature. and (b) oscillatory. 9. (c) 10◦ C. T∞ . Write a computer program to do the previous problem numerically using ﬁnite diﬀerences and compare with the analytical results. Find the temperature proﬁle as a function of time. 6. to be (a) constant and (b) oscillatory. The temperatures are governed by M1 c1 dT1 + hc Ac (T1 − T2 ) + hA(T1 − T∞ (t)) dt dT2 + hc Ac (T2 − T1 ) + hA(T2 − T∞ (t)) M2 c2 dt = Q1 (t) = Q2 (t) where Q1 and Q2 are internal heat generation sources.

9) (C.5) = ν ∂2u ∂y 2 ∂2T = α 2 ∂y change to variables f (η) and θ(η) and derive the boundary layer equations 2f ′′′ + f f ′′ Pr ′ fθ θ′′ + 2 and the boundary conditions.3) (C.7) = gβ(T − T∞ ) + ν = α ∂2T ∂y 2 . Consider the hydrodynamic and thermal boundary layers in a ﬂow over a ﬂat plate at constant temperature. show that the governing boundary layer equations ∂u ∂v + ∂x ∂y ∂u ∂u u +v ∂x ∂y ∂T ∂T +v u ∂x ∂y = 0 ∂2u ∂y 2 (C.191 δ(x) w δb x L Figure C. 17.4) (C.6) and (C.10) = = 0 0 (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. 15. For natural convection near a vertical plate. Solve equations (C. For Problem 1. derive expressions for the boundary layer thicknesses.2: Longitudinal ﬁn of concave parabolic proﬁle.8) (C. 16. derive the momentum and energy integral equations.7) numerically by the shooting method for diﬀerent Pr and compare with results in the literature.6) (C. Using cubic expansions for u/u∞ and θ. 14.

estimate the required area. respectively. If the overall heat transfer coeﬃcient is 200 W/m2 K. Write the governing equations for natural convection ﬂow in an inclined rectangular cavity. 23. Find from the literature if there is any experimental conﬁrmation of the result. C H L y x B D gravity = = 0 0 (C.1 ± (mc cc /mh ch ) ± 1 ˙ ˙ 1 1 x} . 18. I obtained the temperature distributions Th (x) = Th. The thermal conditions at the walls of the cavity are: (a) AB heating ′′ ′′ with heat ﬂux qs . 1 is the end where the hot ﬂuid enters (from where x is measured) and 2 is where it leaves. having thermophysical properties similar to air.1 − Th. Please check.12) A α 20. and nondimensionalize them. . 22.1 − Tc. 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. 19. The exhaust gases.11) and (C. (From Incropera and DeWitt) A single-pass.192 can be reduced to f ′′′ + 3f f ′′ − 2(f ′ )2 + θ θ′′ + 3 P r f θ′ with appropriate boundary conditions.1 1 − exp{−U P 1 ± (mh ch /mc cc ) ˙ ˙ Th.12) numerically by the shooting method for diﬀerent P r and compare with results in the literature. For parallel and counterﬂow heat exchangers. (c) CD cooling with heat ﬂux qs . As usual the upper sign is for parallel and the lower for counterﬂow.1 1 − exp{−U P Tc (x) = Tc. and also the NTU as function of the eﬀectiveness. Solve equations (C. respectively. derive the expression for the eﬀectiveness as a function of the NTU.11) (C. 21. (d) DA adiabatic. ± mh ch ˙ mc cc ˙ 1 1 ± x} mh ch ˙ mc cc ˙ for the hot and cold ﬂuids. (b) BC adiabatic. Derive the Nusselt result for laminar ﬁlm condensation on a vertical ﬂat plate. enter and exit the exchanger at 225 and 100◦ C.1 − Tc. For a counterﬂow heat exchanger.

center at a distance of L/2 from each rectangle. T2 = 500K. four-surface enclosure shaped in the form of a tetrahedron (made of four equilateral triangles). The coolant is ice water at 0◦ C and its ﬂow rate is adjusted to provide an outlet temperature of 15◦ C. The length and cross-sectional area of . C.5. (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. Write a numerical code to evaluate the view factor between two rectangular surfaces (each of size L × 2L) at 90◦ with a common edge of length 2L. the dimension of the curve is D = 1 and the length L → ∞. and centered along the length of the rectangles) as an obstacle between the two rectangles. gray.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. which reduces metabolic and oxygen requirements. the fractal is obtained in the limit n → ∞). 27. Determine its temperature.5 ǫ3 = 0. Consider conductive rods of thermal conductivity k joined together in the form of a fractal tree (generation n = 3 is shown in Fig. (From Incropera and DeWitt) Consider a diﬀuse. Calculate the view factor again but with a sphere (diameter L/2. Show that when n → ∞. C. Compare with the analytical result. The heat exchanger operates with both ﬂuids unmixed. respectively. The density and speciﬁc heat of the blood are 1050 kg/m2 and 3740 J/kg K. ǫ1 = 0. and the overall heat transfer coeﬃcient is 750 W/m2 K. C.7 ǫ2 = 0. (b) Calculate the water ﬂow rate. (c) What is the surface area of the heat exchanger? 25. The temperatures and emissivities of three sides are T1 = 700K. 30. 29.6. C. 26. 28.4.3 The fourth side is well insulated and can be treated as a reradiating surface. see Fig.193 24. An “Aoki” curve is deﬁned as shown in Fig. T3 = 300K. respectively.3. Show that the energy spectrum for blackbody radiation (Planck’s law) Eλ = λ5 C1 C2 exp λT − 1 has a maximum at λ = λm where (Wien’s law) λm T = 0. (a) Determine the heat transfer rate for the exchanger. The base and tip temperatures are T0 and T∞ . see Fig.

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

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

with two terms. = x + (λ − λ0 )y − (x2 + y 2 )y. plot the ﬁve solutions (with one term. Assuming ǫ = 0.5 and (b) λ = 2.1) end up. and (b) a = 1. 36. Nondimensionalize and solve the radiative cooling problem Mc with T (0) = Ti .1. 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. using symbolic algebra determine the regular perturbation solution up to and including terms of order ǫ4 . Use the method of counting the number of points N (r) within a sphere of radius r from which D = ln N/ ln r. unsteady velocity ﬁeld ui + vj.1) at time t = 0. Choose λ0 = 1 and (a) λ = 0. with three terms. Choose a suitably long ﬁnal time. where u = y v = x − x3 + a cos t determine the pathline of a ﬂuid particle which is at position (1. etc. Show that the governing equation of the unsteady. dx dt dy dt = (λ − λ0 )x − y − (x2 + y 2 )x. for dθ 4 + θ + ǫ (θ + β) − β 4 = q dτ with θ(0) = 1. 40. q = 1.01 and centered on (1. For these two cases ﬁnd where 11 × 11 points uniformly distributed within a square of size 0. Find the dimension of the strange attractor for the Lorenz equations dx dt dy dt dz dt = σ(y − x) = λx − y − xz = −bz + xy where σ = 10. β = 1. i. variable-area. Show numerically that there are two diﬀerent types of attractors for the following dynamical system. λ = 28 and b = 8/3. For heat transfer from a heated body with convection and weak radiation. For the two-dimensional. Consider two cases: (a) a = 0.) in the range 0 ≤ τ ≤ 1. 37.e. 38. 39.196 35. dT 4 + σA T 4 − T∞ = 0 dt .

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

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

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

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

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

Consider the periodic heating and cooling of the surface of a smooth lake by radiation. In these situations. 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. . t) = Ts (t). t) = 0. 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. 90. Hint: It is easiest to calculate the binomial coeﬃcients recursively. Assume the heat diﬀusion to be one-dimensional and ﬁnd the heat ﬂux at the surface of the lake. k k cpλ 0 Dt g(t). Also assume the lake to be a semi-inﬁnite planer medium (a lake of inﬁnite depth) with T (∞.5 f (t) and plot the function. α = 3) and verify that you get the same result as traditional diﬀerentation by comparing to d3 f /dt3 . t) −α = 0. The heat ﬂux was calculated to be q ′′ (t) = where g(t) = Tsurf (t) − T0 . ∂t ∂x2 with initial and boundary conditions T (x. The derivative with this “short α memory” assumption is typically written as (t−L) Dt . (b) Calculate D2. Numerical Evaluation of a Fractional Derivative: Consider the example worked in class of calculating the heat ﬂux in a blast furnace. 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. (a) calculate D3 f (t) (take m = 4. which would be of interest in this problem. 1/2 Note: In large time intervals (t very large). Calculate the fractional derivative numerically using the ﬁrst 2 hours of data and plot both the heat ﬂux at the surface and g(t). The following steps might be useful: (a) Assume transient one-dimensional heat conduction: ∂ 2 T (x. showing that t f (τ )dτ = J 5 f (t) = J 3 J 2 f (t) 0 for f (t) = 16t3 . 91. which is simply the derivative of order α = 1/2 of the temperature diﬀerence at the surface. once to f (t) with n = 2 and then to the result with n = 3.205 twice. giving the discrete data set gi = 14 sin(πi/60). according to the recursion formula: α 0 α k+1 = = 1. 92. Caputo Derivative: Take f (t) = 2t5 and using the Caputo RHD. 0) = To and T (0. t) ∂T (x. α α−k+1 . 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.

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

respectively. and 1111 0000 111 000 1111 0000 111 000 1111 0000 111 000 1111 0000 111 000 1111 0000 111 000 that there is no convection. The 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 room that loses heat to the outside by convection is heated by an electric heater controlled by a proportional controller. and so on. What is the temperature of the room after a long time? 99. T (1) = 1. Using these as test functions. with T (0) = 0. 1111 0000 111 000 1111 0000 111 000 . 97. the third A3 = A/β . is Q while the rest of the loop is insulated. Show that the functions φ1 (x) = 2 sin πx and φ2 (x) = 2 sin 2πx are orthonormal in the interval [0.12: Plane wall in unsteady state. the second A2 = A/β. Find the steady-state velocity in the loop. 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. L ω L 100. 1] with respect to the L2 norm. State your other assumptions. 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 . set up a mathematical model of the system. reduce the governing PDE in Problem 96 to an inﬁnite set of ODEs. With a lumped capacitance approximation for the temperature. L T = Ts x ∂T /∂x = 0 Figure C.207 L T = TL x T = TR Figure C. 1111 0000 111 000 two blocks? Assume that the thermal conductivity k is a constant. 1111 0000 111 000 .11: Plane wall in steady state. Consider rotational forces but not gravity. A turbine blade internally cooled by natural convection is approximated by a rotating natural circulation loop of constant cross-section. use the Galerkin method to ﬁnd an approximate solution of the steady-state ﬁn equation T ′′ − T = 0. Using an eigenfunction expansion. 98. The heat rate in and out at the top and bottom. . 1111 0000 111 000 1111 0000 111 000 √ √ 101. What is the total steady-state heat transfer rate between the 1111 0000 111 000 .

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

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

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

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