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inverse heat conduction problem

V. Soti and Y. Ahmadizadeh

Physics Dept. Faculty of Sciences Air University

Postal Code 1384663113, Tehran, Iran

va.soti@yahoo.com

y.ahmadizadeh@yahoo.com

R. Pourgholi and M. Ebrahimi

Department of Mathematics

Islamic Azad University of Karaj Branch, Iran

pourgholi@iust.ac.ir

mo.ebrahimi@iust.ac.ir

Abstract

The estimation of heat ux in an inverse heat conduction problem

by numerical technique is the topic of this paper. A numerical approach

involving the combined use of the Laplace transform and nite dierence method is proposed as a solution algorithm for an inverse heat

conduction problem (IHCP) of reconstructing a time-dependent surface

heat ux at the boundary of a linear heat conduction.The algorithm is

based on the remove time-dependent terms by Laplace transform technique and discretize governing equations with nite dierence method.

The Least-squares scheme is proposed to modify unknown coecients

in the functional form of the heat ux. Owing to the application of

the Laplace transform technique, the results at a specic time can be

calculated without step-by-step computations in the time domain. In

the present study, the functional form of the heat ux is unknown a

priori. To show the eciency and accuracy of the present method some

test problems studied.

V. Soti et al

456

Finite dierence, Least squares

1. Introduction

Quantitative understanding of the heat transfer processes occurring in industrial applications requires accurate knowledge of internal heat sources, the

thermal properties of the material or surface conditions. In practical situations these unknown quantities are to be determined from transient temperature measurements or transient displacement measurements at one or more

interior locations. These measurements can be tted and then unknown quantities may be estimated. Such problems are called inverse problems which

have become an attractive subject recently. In many situation it is dicult

to analytically determine the heat transfer that enters or leaves a heat conducting material. Thermocouples and similar devices, however, allow accurate

temperature measurements to be taken in most situations. Such temperature

measurements provide the data necessary to determine the surface heat ux

by employing an inverse technique. To date, various methods have been developed for the analysis of the inverse problems and inverse heat conduction

problems involving the estimation of heat ux from measured temperature

inside the material [1-6].

Mathematically, IHCPs belong the class of ill-posed problems, i.e. small

errors in the measured data can lead to large deviations in the estimated quantities. The physical reason for the ill-posedness of the estimation problem is

that variations in the surface conditions of the solid body are damped towards the interior because of the diusive nature of heat conduction. As a

consequence, large-amplitude changes at the surface have to be inferred from

small-amplitude changes in the measurements data. Errors and noise in the

data can therefore be mistaken as signicant variations of the surface state by

the estimation procedure.

One of the earliest inverse methods was proposed by Stolz [7] to solve a

quenching problem involving a spherical geometry. The method proposed by

Stolz used a single future-temperature measurements from a single-temperature

sensor to determine previous heat ux in a time-sequential manner. This process is conducted analytically resulting in a pulse-sensitivity coecient matrix

for heat ux. Since the exact method employs a single future-temperature

457

during each time-step, the method becomes instable if the time-steps are not

suciently large. To overcome the possible instability, Beck [8] introduced

methods incorporating multiple future temperature measurements. By incorporating data from multiple future time-steps the gain coecient may vary

reducing possible instabilities. Other authors have used methods based on future time-step and parameter-estimation methods proposed by Beck to solve

a wide variety of inverse problems [9-10].

In this paper, a one-dimensional linear IHCP is solved using a numerical

algorithm involving the combined use of the Laplace transform and nite difference method. The outline of this paper is as follows. In the section 2 we

formulate an IHCP. In the section 3, remove time-dependent term by Laplace

transform technique, descretize governing equations by nite dierence method

and used least squares method for correction coecients of the functional form

of the heat ux. Numerical experiments in section 4, conrm our theoretical

results of an IHCP for a nite plate.

2. Mathematical formulation

The mathematical model of a one-dimensional linear heat conduction problem with initial and boundary conditions, as shown in gure 1, is the following

form

Tt = Txx ,

0 < x < 1,

t > 0,

(1)

T (x, 0) = 0,

0 x 1,

(2)

Tx (0, t) = 0,

t > 0,

(3)

Tx (1, t) = q(t),

t > 0,

(4)

1,

T (x1 , t) = p(t),

t > 0.

(5)

known heat ux at x = 0 as well as the initial condition are here set to zero for

convenience. Since the problem is linear, any solution algorithm will also apply

to the non-homogeneous case (with non-zero initial or boundary conditions at

x = 0).

V. Soti et al

458

Unknown q(t)

Insulation

x=0

x = x1

x=1

3. Numerical algorithm

The application of the present numerical method to nd the solution of

problem (1)-(5) can be divided into the following steps.

3.1. Remove time dependent terms

The Laplace transform of a real function (t) and its inversion formula are

dened as

= ((t)) =

(s)

exp(st)(t)dt,

0

and

=

(t) = 1 ((s))

2i

+i

i

exp(st)(s)ds,

Txx = sT, 0 < x < 1,

Tx = 0, x = 0,

Tx = Q(s), x = 1,

(6)

(7)

(8)

where T , Tx , Txx and Q(s) are Laplace transform of T , Tx , Txx and q(t) respectively.

3.2. Finite dierence method for discretize

In this step we use central nite dierence approximation for discretize

problem (6)-(8). Therefore

T+1 2T + T1

= sT , = 0, 1, ..., N,

h2

T1 T1

= 0, x = 0,

2h

TN +1 TN 1

= Q(s), x = 1.

2h

(9)

(10)

(11)

459

= B,

A

(12)

where

2 sh2

2

1

2 sh2

1

1

2 sh2 1

A=

.

.

.

1 2 sh2

1

2

2 sh2

and

t =

Bt =

T0 T1 . . . TN 1 TN

0 0 . . . 0 2hQ(s)

In this work the polynomial form proposed for the unknown q(t) before

performing the inverse calculation. Therefore q(t) approximated as

q(t) = a0 + a1 t + a2 t2 + ... + a t ,

(13)

An initial data at the specic time tr is guessed and then A and B can

and the

be calculated. The LU-Decomposition algorithm is used to solve

numerical inversion of the Laplace transform technique [11-12] is applied to

invert the transformed result to the physical quantity t = (T0 T1 ... TN ).

These updated values of are used to calculate A and B for iteration. This

computational procedure is performed repeatedly until desired convergence is

achieved. The advantage of the present method is that the estimation of the

unknown surface heat ux at a specic time does not need to proceed with

step-by-step computations from the initial time t0 .

3.3. Least squares minimization technique

To minimize the sum of the squares of the deviations between T (x1 , t)

(calculated) and p(t), where x1 = h is sensor location, 0 < < N used least

V. Soti et al

460

squares method. The error in the estimate

E(a0 , a1 , ..., a ) =

(14)

j=0

of E(a0 , a1 , ..., a ) is minimum. The computational procedure for estimating

unknown coecients ai are described as follows.

step 1. The initial guesses of ai can be arbitrarily chosen. Therefore,

calculated T (tj ) = T (h, tj ) can be determined from equation (12). Now

dene

ej = T (tj ) p(tj ), j = 0, 1, ..., N,

(15)

as dierence between T (tj ) and p(tj ) and so minimizes

E(a0 , a1 , ..., a ) =

(e2j ).

(16)

j=0

in a rst order Taylors series as

T (tj )

= T (tj ) +

i=0

T (tj )

)hi ,

ai

(17)

where T (tj ) = T,j (a0 , a1 , ..., a ) and T (tj ) = T,j (a0 + h0 , a1 + h1 , ..., a + h ).

In equation (17), ai = ai + hi where hi denotes the correction for initial

values of ai . Accordingly, the new calculated T (tj ) with respect to ai can be

determined from equation (12). Now, dene

ej = T (tj ) p(tj ),

For determine

T (tj )

ai

j = 0, 1, ..., N.

(18)

ij =

T (tj )

=

ai

, i = 0, ..., .

i

By substitution (19) in (17) yields

T (tj ) = T (tj ) +

i=0

(ij )hi .

(19)

(20)

461

ej = ej +

i=0

(ij )hi .

(21)

E(a0 , a1 , ..., a ) =

(ej )2 .

(22)

j=0

respect to the correction hi will be performed. Thus the correction system

corresponding to the values of ai can be expressed as

N

j=0 i=0

kj ij hi ) =

N

j=0

ej kj ,

k = 0, 1, ..., .

(23)

In this section we are going to demonstrate numerically, some of the results

for heat ux in the inverse problem (1)-(5). All the computations are performed

on the PC. However, to further demonstrate the accuracy and eciency of this

method, the present problem is investigated and some examples are illustrated.

Example 1. In this example let us consider following linear inverse heat

conduction problem

Tt = Txx ,

0 < x < 1,

T (x, 0) = x2 ,

t > 0,

0 x 1,

Tx (0, t) = 0,

t > 0,

Tx (1, t) = q(t),

(24)

(25)

(26)

t > 0,

(27)

T (x1 , t) = x21 + t2 ,

t > 0.

(28)

the heat ux q(t) dened as the following forms

q(t) = a0 + a1 t.

For determine a0 and a1 used

E(a0 , a1 ) =

j=0

V. Soti et al

462

therefore the coecients can be obtained. The above procedures are repeated

until

N

(ej )2 ,

j=0

1

0.001010. Numerical results are shown in Figure 1, when k = 10

and h = 15 .

Figure 1, 5,j0110

-2.0025

-2.005

-2.0075

-2.01

-2.0125

-2.015

-2.0175

10

Exact

Numeric

Figure 1. The exact q(t) and the estimate q(t) on the boundary x = 1.

Example 2. In this example let us consider following linear inverse heat

conduction problem

Tt = Txx ,

T (x, 0) = cos x,

Tx (0, t) = 0,

Tx (1, t) = q(t),

0 < x < 1,

t > 0,

0 x 1,

(29)

(30)

t > 0,

(31)

t > 0,

(32)

T (0.5, t) = exp(t) cos(0.5),

t > 0.

(33)

1

results are shown in Figures 2, when k = 10

and h = 15 .

463

Figure 2, 5,j0110

0.8

0.7

0.6

Exact

0.5

Numeric

0.4

2

10

Figure 2. The exact q(t) and the estimate q(t) on the boundary x = 1.

5. Conclusion

The present study, successfully applies the numerical method involving the

Laplace transform technique and the nite dierence method in conjunction

with the least-squares scheme to an IHCP. From the illustrated examples it

can be seen that the proposed numerical method is ecient and accurate to

estimate the surface heat ux of an IHCP. Owing to the application of the

Laplace transform, the present method is not a time-stepping procedure. Thus

the unknown heat ux at any specic time can be predicted without any

step-by-step computations from t = t0 . We also apply other dierent sets of

the initial guesses, such as {a0 , a1 , ..., a } = {0.3, 0.3, ..., 0.3}, {0.6, 0.6, ..., 0.6}

and {1.2, 1.2, ..., 1.2}, results show that the eect of the initial guesses on the

accuracy of the estimates is not signicant for the present method.

Refrences

[1] M.N. Ozisik, Heat Conduction, second ed.,Wiley, New York, 1993(Chapter 14).

[2] J. R. Cannon, The One-Dimensional Heat Equation, Addison Wesley,

Reading, MA (1984).

[3] A. Shidfar, R. Pourgholi, Application of nite dierence method to

analysis an ill-posed problem, Applied Mathematics and Computation, Volume

168, Issue 2, 15 September 2005, Pages 1400-1408 .

[4] A. Shidfar, G. R. Karamali, Numerical solution of inverse heat conduction problem with nonstationary measurements, Applied Mathematics and

Computation, Volume 168, Issue 1, 1 September 2005, Pages 540-548 .

[5] A. Shidfar, A. Shahrezaee, M. Garshasbi, A method for solving an

V. Soti et al

464

[6] A. Shidfar, R. Pourgholi, M. Ebrahimi, A numerical method for solving

of a nonlinear inverse diusion problem, Computers and Mathematics with

Applications, (to appear).

[7] G. Stolz Jr., Numerical solutions to an inverse problem of heat conduction for simple shapes, J. Heat Transfer (1960) 20-26.

[8] J. V. Beck, B. Blackwell, Ch. R. St. Clair Jr., Inverse Heat Conduction

John Wiley and Sons, Inc. (1985).

[9] G. Blanc, J.v. Beck, M. Raynaud, Solution to inverse heat conduction

problem with a time-variable number of future measurements, Numer, Heat

Transfer, Part B 32 (1997) 437-451.

[10] G.P. Flach, M.N. Ozisik, An adaptive inverse heat conduction method

with automatic control, J. Heat Transfer 114 (1992) 5-13.

[11] F. Durbin, Numerical inversion of Laplace transforms: ecient improvement to Dubner and Abates method, Comp. J., 17, 371-376 (1973).

[12] G. Honig and U. Hirdes, A method for the numerical inversion of

Laplace transforms, J. Comp. Appl. Math., 9, 113-132 (1984).

Received: June 11, 2006

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