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MODEL 2
Diffusion in Solids: Leaching of Salts from Solid Waste
Mathematical Aspects:
∂c
= D∇ 2 c (1)
∂t
where c is the concentration of salt in the solid (in moles or mass per unit volume), and D is the
effective diffusivity of salt in the solid.
The parameter that controls the leaching rate is the effective diffusivity. To measure this
parameter, a sample disk is cut out from the waste form (Figure 1) such that its thickness is very
small compared with the dimensions of the disk surfaces. A thin solid such as this will leach
most of the salt from the disk surfaces and the salt leached from the edges can be neglected,
making the diffusion process within it one dimensional (see below). This disk is exposed to a
large volume of water, and the concentration of salt is measured in the water as a function of
time. For a soluble salt, which dissolves as dissociated ions, measurement of the electrical
conductivity will yield concentration vs. time in the leaching liquid. We will show how the
effective diffusivity can be determined from these data.
2
Figure 1. A small disk is cut out from a waste form and placed in a well-stirred water bath.
An electrical conductivity probe records the conductivity of the water as a function of time. The
water conductivity increases as salt leaches out of the sample. A calibration curve (conductivity
vs. concentration) is used to determine the concentration of salt in the water as a function of
time.
To model this process, we will consider valid the following set of conditions and assumptions:
(1) The sample disk is so thin that the diffusion process may be considered one-dimensional
in the x direction (Figure 2). This means that the sample will be treated as an infinite slab, and
leaching from the disk edge will be neglected.
(2) The volume of water is well stirred and so large that, even though the salt will build up in
the liquid, we can assume that the concentration of salt in the bulk liquid, cl, is so small that, for
all practical purposes, from the point of view of the solid, the concentration in the liquid is
approximately zero.
(3) Because the liquid is assumed to be perfectly mixed, convective mass transfer from the
solid surface to the liquid is fast. This means that the concentration of salt in the liquid at the
solid/liquid interface is the same as in the bulk liquid (cl≈0).
3
Based on the conditions stated, we postulate that the concentration of salt in the sample is a
function of time and position: c=c(t,x), where dependence on the other two coordinates is
neglected. The partial differential equation (PDE) (1) simplifies to
∂c ∂ 2c
=D (2)
∂t ∂x 2
In addition, because equation (2) is second order with respect to x, two boundary conditions are
required. Since the surface of the sample is exposed to liquid with no salt, local equilibrium
dictates that the concentration of salt in the solid at the surface will be zero also. Hence,
appropriate boundary conditions are
The previous formulation implies a symmetry of the problem about the plane x=0.
Consequently, we can expect the salt concentration at that mid-plane to be a maximum at all
times, which means that
∂c
= 0 , x=0 (6)
∂x
This symmetry argument can also be related to the flux of salt within the solid. At any point, the
diffusive flux is given by Fick's law,
∂c
J x = −D (7)
∂x
where Jx represents moles of salt transported in the x direction at a point per unit time and per
unit area. Since the salt will diffuse towards the liquid (Figure 2), we expect that Jx be positive
for x>0 and negative for x<0. Hence, Jx=0 at x=0, which yields equation (6).
If the symmetry condition (equation 6) is used, the problem needs to be solved only in half the
domain (say, x>0), so that the PDE (2) will be applied in the interval 0<x<L, with boundary
conditions (4) and (6) at the two limits of the domain, and initial condition (3). Equation (2) is a
linear, homogeneous partial differential equation. What makes the solution non trivial is the
initial condition (3). In what follows, we will solve this problem analytically using the method of
separation of variables.
Separation of variables
The method of separation of variables is based on the postulate that the solution of the PDE
can be expressed as the product of functions of a single variable. For equation (2) we postulate a
solution of the form
4
c(t,x)=F(t)G(x) (8)
To find out if such a solution is possible, we substitute equation (8) into equation (2) to get
dF d 2G
G = DF (9)
dt dx 2
1 dF 1 d 2 G
= (10)
DF dt G dx 2
The left-hand side of this equation is only a function of t whereas the right-hand side is only a
function of x. Since t and x are independent variables, the only way that this can be possible is if
both sides are equal to a constant, k,
1 dF 1 d 2 G
= =k (11)
DF dt G dx 2
dF
− kDF = 0 (12)
dt
d 2G
− kG = 0 (13)
dx 2
The original PDE has been transformed into two ODEs. When this is possible, we say that the
PDE is separable. Our objective now is to solve these two ODEs. Equation (12) can be
separated and integrated to find, after manipulations,
F = AekDt (14)
where A is an integration constant. Since F(t) represents the temporal dependence of the
concentration, we see that k must be a negative constant, since c(t,x) would increase without
bounds if k were positive, a fact that is in contradiction with our physical intuition of the process.
We therefore set k=−λ2, where λ is a real number. Equation (14) becomes
F = Ae − λ2 Dt (15)
d 2G
+ λ2 G = 0 (16)
dx 2
5
dG dG
Equation (3): F( t ) ( 0) = 0 ⇒ ( 0) = 0 (20)
dx dx
Equation (3) seems to lead to a contradiction: it states that G(x) is a constant, which cannot be
the case. For this reason, we will leave equation (3) out of the formulation for the moment, but it
is obvious that the final solution must satisfy the initial condition, so we will have to come back
to it at one point. Note that a necessary characteristic that an initial or boundary condition needs
to be separable is to be homogeneous. Next, we apply the boundary conditions (19) and (20) to
equation (17). Equation (20) leads to
Bλ = 0 (21)
Since λ=0 would lead to a trivial solution (c≡0), we must choose B=0, and equation (17)
becomes
G = C cos λx (22)
C cos λL = 0 (23)
cos λL = 0 (24)
(2n + 1)π
λn = , n=0,1,2… (25)
2L
Note that negative values of the separation constant are also possible, but they will lead to
redundant solutions and, for this reason, will be left out.
The fact that there are infinitely many λ's means that there will be infinitely many functions F
and G that satisfy the conditions applied so far,
6
Fn ( t ) = A n e − λ n Dt , n=0,1,2…
2
(26)
c n ( t , x ) = A n C n e − λ n Dt cos λ n x , n=0,1,2…
2
(28)
∞
∑ a n e − λ n Dt cos λ n x
2
c( t , x ) = (29)
n =0
where the coefficients an are constants. At this point in the analysis, we can state that, if we could
find coefficients a0,a1,a2… such that the solution (29) satisfies the initial condition (3), then
equation (29) would be a solution of the original problem. To explore such possibility, let us
impose the initial condition on equation (29),
∞
c0 = ∑ a n cos λ n x (30)
n =0
Note that, in this case, the salt is distributed uniformly in the solid at t=0. However, in general,
the left-hand side of this equation could be a function of x. From this perspective, we can
interpret equation (35) as the representation of a function, c0(x) (which, in this case, happens to
be the constant function,) in terms of an infinite sum of cosine functions. Such a representation is
called a Fourier series. In general, a function f(x) can be represented by the Fourier series
expansion
∞ nπx nπx
f (x) = ∑ [α n cos p
+ β n sin
p
] (31)
n =0
where p is a known parameter. Equation (30) can be shown to be a particular case of equation
(31).
To find the coefficients of the Fourier series in equation (30), consider the following integral,
7
L
I mn = ∫ cos λ n x cos λ m xdx (32)
0
cos λ m x cos λ n x =
1
{cos[(λ m + λ n ) x ] + cos[(λ m − λ n ) x ]} (35)
2
1 L L
I mn = ∫ cos[(λ m + λ n ) x ]dx + ∫ cos[(λ m − λ n ) x ]dx (36)
2
0 0
L
1
∫ cos[(λ m + λ n )x ]dx = λ m + λ n sin[(λ m + λ n )L] (37)
0
The argument of the sine function in equation (37) will always be a multiple of π and so that
L
∫ cos[(λ m + λ n )x ]dx = 0 (39)
0
Now consider the second integral in equation (36). To evaluate the integral, we will consider
two cases:
(1) n=m (λn=λm):
L L
∫ cos[(λ m − λ n ) x]dx = ∫ dx = L (40)
0 0
8
(2) n≠m:
L
1
∫ cos[(λ m − λ n ) x]dx = λ m − λ n sin[(λ m − λ n )L] (41)
0
0, n ≠ m
I mn = L (43)
2 , n = m
This property can be used to find the coefficients of the Fourier series in equation (30). To do
this, first multiply both sides of the equation by cosλmx, where m is arbitrary,
∞
c 0 cos λ m x = ∑ a n cos λ n x cos λ m x (44)
n =0
Note that the new factor multiplies all the terms of the sum. Now we integrate both sides of this
equation with respect to x between 0 and L, realizing that the integral Imn will appear in each
term of the sum. The result of this operation is
c0 ∞
sin λ m x 0 = ∑ a n I mn
L
(45)
λm n =0
From equation (43), we see that all terms in the sum will be zero, except the term for which n=m.
We then get
c0 L
sin λ m L = a m (46)
λm 2
(2m + 1)π
sin λ m L = sin = (−1) m (47)
2
4c 0 (−1) n
an = (48)
(2n + 1)π
This series is convergent (note that the exponential will decay with n relatively fast), and its
evaluation yields the concentration of salt in the solid as a function of position and time with an
accuracy that can be controlled by the number of terms used to evaluate the solution.
Figure 3 shows concentration profiles calculated from equation (49) for various values of the
dimensionless time, Dt/L2. Notice how the center of the sample (x=0) does not experience a
noticeable drop in concentration until Dt/L2>0.04. Eventually (t→∞), all salt leaches out (i.e. the
steady state concentration field is c≡0).
1
c/c0
2
0.9 Dt/L =0.01
0.04
0.8
0.7 0.10
0.6
0.5 0.40
0.4
0.3
0.2
1.00
0.1
0
0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1
x/L
Figure 3. Dimensionless concentration profiles for diffusion in a slab (Figure 2), as obtained
from equation (49).
Consider now the leaching experiment (Figure 1). The next objective is to use the
concentration distribution of salt in the solid sample given by equation (49) to determine how the
concentration of salt builds up with time in the liquid. Recall that we have assumed that the
10
liquid concentration will remain low enough, so that its buildup does not affect the concentration
distribution in the solid. This assumption will be strictly valid if the concentration in the solid at
steady state (which would be a point in which liquid and solid have uniform concentrations and
are at equilibrium) is much smaller than c0.
The rate at which salt leaves the solid sample can be calculated from the diffusive flux, given
by Fick's law (equation 7), evaluated at the surface of the sample (Figure 2); that is, J x x = L gives
the moles of salt per unit time and surface area that leave the solid sample at x=L. If we multiply
this by the surface area of sample (A), we obtain the moles of salt per unit time that leave the
sample at that surface. Since salt is also leaving from the bottom surface (x=-L), the total amount
of salt that goes into the liquid per unit time is 2AJ x x = L . Conservation of mass of salt indicates
that, for a well mixed liquid,
d (Vl c l )
= 2AJ x x = L (50)
dt
where Vl is the volume of liquid and cl=cl(t) is the concentration of salt in the liquid. A way to
find this concentration would be to substitute equation (49) into equation (7), evaluate the flux at
x=L, substitute the result into equation (50), and then integrate with respect to time (notice that
Vl is constant) with the initial condition
A simpler way is to perform a mole balance of salt between t=0 and an arbitrary time t, as
follows:
The left-hand side of this equation represents the total moles of salt present in the system at t=0,
which is what is in the solid sample. The right-hand side represents the salt in the system at time
t: part of it is in the solid (volume Vs) and the rest is in the liquid. The first term on the right-
hand side of this equation can be expressed is terms of the average concentration of salt in the
solid, defined by
1
< c >=
Vs ∫ cdV (53)
Vs
1 L 1L
2L ∫ L∫
< c >= cdx = cdx (54)
−L 0
11
This average concentration can be found by direct integration of equation (49). After
manipulations, the result obtained is
8c 0 ∞ 1 (2n + 1) 2 π 2 Dt
< c >= ∑
π 2 n = 0 (2n + 1) 2
exp −
4L2 (55)
Substitution of this equation into equation (52) yields the liquid concentration. The final result
can be manipulated to obtain
c l Vl 8 ∞
1 (2n + 1) 2 π 2 Dt
Ψ=
c 0 Vs
=1− 2
π
∑
n =0 ( 2n + 1)
2
exp −
4L2
(56)
The left-hand side of this equation (Ψ) represents the fraction of the total moles of salt in the
system that is in the liquid at a given time.
Figure 4 shows a fit of equation (56) to experimental data on leaching of a soluble salt
(sodium nitrate) from a polymeric material. Two adjustable parameters were used: the initial
drop in 1-Ψ, which is due to removal of salt present on the surface of the sample, and the
diffusivity. As can be seen, the model represents the data with accuracy.
1.00
1−Ψ
0.90 Experimental
0.80 Model
0.70
0.60
0.50
0.40
0.30
0.20
0.10
0.00
0 20 40 60
t (hr)
Figure 4. Data on fraction of moles of sodium nitrate that remain in a planar polymeric waste
form as a function of time. The solid line represents a fit given by equation (56), modified to take
into account an initial drop due to rapid dissolution of surface salt. The waste form initially
contained 12 wt% of salt. The diffusivity obtained in the fitting procedure is D=1.5×10-7 cm2/s.
An interesting aspect of the solutions developed here is the convergence of the Fourier series
12
to the exact solution. For instance, it would be important to know how many terms are required
to calculate in equation (56) to obtain the value of Ψ with a certain degree of accuracy. For this
particular series, the exponential term provides generally fast convergence, since its magnitude
decreases substantially as n increases, except for relatively low values of time. Quantification of
convergence is best assessed using a dimensionless time defined by
Dt
τ= (57)
L2
A consequence of the fast convergence of the series in equation (56) is that the first term of
the series is enough to calculate an approximate solution for large times. This is well seen in
Figure 5, where the exact solution (taking a large number of terms in the series) is compared to
the solution using only one term (N=1) as a function of dimensionless time. At the scale of the
plot, we can see that for τ>0.1 the first term of the series provides an accurate approximation. A
more general accuracy assessment is shown in Figure 6, where the number of terms required to
obtain an accuracy of 10-12 is shown as a function of dimensionless time.
Figure 5. Comparison of the exact solution given by equation (56) with a solution based on
the first term of the series only (N=1).
13
The method of separation of variables applied in this section has some important
characteristics that will be present in the solution of other problems:
(1) Separation of variables transformed the PDE into two (or more) ODEs.
(2) Two homogeneous boundary conditions led to find one integration constant and the
eigenvalue condition.
(3) Infinite eigenvalues and eigenfunctions were obtained, and the general solution was a
linear combination of the whole set of eigenfunctions.
(4) The fact that the integral Imn was zero for n≠m allowed us to use this property to find the
coefficients of the solution from the non homogeneous initial condition.
All these characteristics are fairly typical of the application of the method of separation of
variables. It will be crucial in the application of the technique to have always one ODE with two
homogeneous boundary conditions with respect to one independent variable. One condition will
be used to eliminate one of the two integration constants and the other condition will lead to
finding an infinite set of eigenvalues. The majority of problems that can be solved by separation
of variables involve linear PDEs whose separation leads to one second-order ODE with two
homogeneous boundary conditions identified as a Sturm-Liouville problem.
Figure 6. Number of terms (N) needed in the series of equation (56) to obtain a value of Ψ
that is within 10-12 units of the exact solution.
called Sturm-Liouville problems. Let p(x), q(x) and r(x) be continuous functions, with r'(x) also
continuous, defined in an interval x∈[a,b], and let r(x)>0, p(x)>0 in that interval. Let λ be an
undetermined constant (this will correspond to the separation constant). Consider the problem
defined by the following equations
d dy
r + ( q + λp ) y = 0 (58)
dx dx
dy
α1y(a ) + β1 (a ) = 0 (59)
dx
dy
α 2 y( b) + β 2 ( b) = 0 (60)
dx
where αi and β i are known constants that can take on any value except that they cannot be
simultaneously zero for a given i (so that the boundary conditions are non trivial). This problem
is completely homogeneous: note that the trivial solution y≡0 is a solution of this problem.
However, due to the fact that λ is unknown, the problem also has infinite solutions up to a
constant of integration that remains undefined: one of the boundary conditions will yield one of
the two integration constants, whereas the other boundary condition will be used to find values of
λ in a way similar to that illustrated in the previous section.
The Sturm-Liouville problem has several important properties that can be mathematically
proven (proofs will not be given here):
(1) There exists an infinite number of real eigenvalues λ1< λ2< λ3… so that λn→∞ as n→∞.
(2) For each eigenvalue λn there is only one eigenfunction yn(x) that is a solution to the
problem (up to an arbitrary constant.)
(3) Eigenfunctions that correspond to different eigenvalues are linearly independent.
(4) The set of eigenfunctions satisfies the relation
b
∫ p(x) y m (x) y n ( x)dx = 0 , m≠n (61)
a
The integral in this equation can be interpreted as an inner product between the functions ym(x)
and yn(x) in the space of solutions of the problem. Note that the inner product's definition relies
on the use of p(x) as a weighting function. The fact that the product is zero for different
eigenfunctions leads to say that different eigenfunctions are orthogonal, which means that the set
of eigenfunctions that comprise the solution of the problem is an orthogonal set.
In the example solved in the previous section, the orthogonality condition (part of equation
43) was proven from the eigenfunctions. In a general Sturm-Liouville problem, that relation can
be obtained directly from equation (61) (note that, in the previous section, p(x)≡1.)
Application of the method of separation of variables relies on the generation of a Sturm-
Liouville problem. For this purpose, a second order ODE with two homogeneous boundary
conditions must be generated. If the problem does not have enough homogeneous boundary
conditions then transformations must be made to obtain problems that do. One way to do this is
to use the method of superposition illustrated in the next section.
15
Figure 7. The square section (l×l) of a long solid bar whose four sides are subjected to four
different heat transfer boundary conditions.
The heat flux is related to the temperature gradient in the bar by Fourier's law,
q = − k∇T (62)
where q is the heat flux vector and k is the thermal conductivity of the material (assumed
constant). Conditions (3) and (4) deal with the x component of the heat flux vector, so that they
can be stated as follows,
∂T
−k = q0 (63)
∂x x = 0
∂T
−k = h (T x = l − T∞ ) (64)
∂x x = l
16
At steady state, the equation that governs the heat conduction process in the bar is Laplace's
equation,
∇ 2T = 0 (65)
In this case, we are looking for a temperature field of the form T=T(x,y), so that this equation
becomes
∂ 2T ∂ 2T
+ =0 (66)
∂x 2 ∂y 2
The boundary conditions for this problem are equations (63) and (64) plus
The PDE (66) is linear and homogeneous, but all the boundary conditions are non
homogeneous. Therefore, if we tried to apply the method of separation of variables to this
problem, none of the boundary conditions would be separable. Note that there are three types of
boundary conditions: (1) specification of the dependent variable (equations 66 and 67); this is
known as a Dirichlet boundary condition; (2) specification of a normal derivative of the
dependent variable (equation 63); this is known as a Neumann boundary condition; and (3)
specification of a linear combination of the dependent variable and its normal derivative
(equation 64); this is known as a Robin boundary condition.
One of the boundary conditions of the problem can be made homogeneous by a simple change
of variables. Choosing which one to make homogeneous is arbitrary. In this case we will make
boundary condition (64) homogeneous and, at the same time, we will make the problem
dimensionless. For these purposes, we define the following dimensionless variables:
T − T∞
u= (69)
T1 − T∞
x
ξ= (70)
l
y
η= (71)
l
Using these definitions, the problem (equations 63, 64, 66-68) can be formulated as follows,
∂ 2u ∂ 2u
+ =0 (72)
∂ξ 2 ∂η2
17
∂u
= −Q , ξ=0 (73)
∂ξ
∂u
+ Biu = 0 , ξ=1 (74)
∂ξ
where
q0l
Q= (77)
k (T1 − T∞ )
T − T∞
α= 2 (78)
T1 − T∞
hl
Bi = (79)
k
The reformulation of the problem has made one boundary condition homogeneous (equation
74), but still an additional homogeneous boundary condition would be required to apply
separation of variables. To obtain such a formulation, we will apply the method of superposition,
which consists of the following steps:
(1) The solution is decomposed as the sum of two different functions, as follows
u ( x , y ) = u1 ( x , y ) + u 2 ( x , y ) (80)
(2) Since we can arbitrarily specify one of the two new functions, we impose that u1 satisfies
the same problem as u, but with two homogeneous boundary conditions in the ξ direction.
(3) We then use the original problem (equations 72 to 76), along with equation (80), to find
the problem that u2 must satisfy.
The problem for u1 is
∂ 2 u1 ∂ 2 u1
+ =0 (81)
∂ξ 2 ∂η2
∂u1
= 0 , ξ=0 (82)
∂ξ
18
∂u 1
+ Biu1 = 0 , ξ=1 (83)
∂ξ
Now we substitute equation (80) into the original problem (equations 72 to 76) and simplify the
resulting equations using equations (81) to (85). The result is a well-posed problem for u2:
∂ 2u 2 ∂ 2u 2
+ =0 (86)
∂ξ 2 ∂η2
∂u 2
= −Q , ξ=0 (87)
∂ξ
∂u 2
+ Bi u 2 = 0 , ξ=1 (88)
∂ξ
Note that, due to the linearity of the equations, the problem for u2 has two homogeneous
boundary conditions in the η direction. It is evident now that each of the two problems can be
solved by separation of variables. Consider first the problem for u1. Let
1 d 2 F1 1 d 2 G1
− = = λ2 (92)
F1 dξ 2 G1 dη2
where the choice of sign for the separation constant has been made so that solutions in terms of
periodic functions (sines and cosines) can be obtained for F1 (see below), which is the function
that will have two homogeneous boundary conditions; periodic functions are necessary to
generate a Sturm-Liouville problem with an infinite number of real eigenvalues. Boundary
conditions for F1 are obtained by substituting equation (91) into equations (82) and (83), which
are both separable. For G1, no boundary conditions are obtained because neither of the two
boundary conditions (equations 84 and 85) is separable. The problems obtained are:
d 2 F1
+ λ2 F1 = 0 (93)
dξ 2
19
dF1
= 0 , ξ=0 (94)
dξ
dF1
+ BiF1 = 0 , ξ=1 (95)
dξ
and
d 2 G1 2
− λ G1 = 0 (96)
dη 2
Substituting this solution into condition (94) yields, after simplification, A=0, so that
λ tan λ = Bi (99)
This is the eigenvalue condition. To see why this equation has infinite solutions for λ, we can
reinterpret solutions of this equation as the intersection between the functions tanλ and Bi/λ,
which have the shapes shown in Figure 8. We can see that there will be solutions of equation
(99) in the intervals
1
(n − 1)π < λ n < (n − )π , n=1,2,3… (100)
2
The eigenvalues can be found by solving equation (99) numerically, using, for example, the
Newton-Raphson method described in Chapter 1. Multiple solutions can be found using as initial
value in the iterative procedure an arbitrary number in each of the intervals in equation (100).
Each eigenvalue leads to an eigenfunction, according to equation (97),
The solution for G1(η) is obtained by solving equation (96). This solution can be expressed in
terms of exponentials or, alternatively, it can be expressed in terms of hyperbolic sine and cosine
functions, which are linear combinations of the original exponentials. The latter form will be
used here:
20
The general solution of the problem will be the linear combination of all these functions, so that
∞ ∞
u1 (ξ, η) = ∑ a n sinh λ n η cos λ n ξ + ∑ b n cosh λ n η cos λ n ξ (104)
n =1 n =1
2.5
2 tanλ
1.5
λ1
1
Bi/λ
0.5 λ2
λ3
0
-0.5
-1
0 1 π/2 2 3 4 3π/2 5 6 7
λ
Figure 8. A plot of the functions tanλ and Bi/λ shows that they will intersect an infinite number
of times (λ>0), so that equation (99) leads to infinite eigenvalues. The first three eigenvalues are
shown in the plot.
In this case, the solution contains two series, each having a set of coefficients that must be
determined. To do this, we apply the non homogeneous boundary conditions (84) and (85),
which yields
∞
∑ b n cos λ n ξ = α (105)
n =1
21
∞ ∞
∑ a n sinh λ n cos λ n ξ + ∑ b n cosh λ n cos λ n ξ = 1 (106)
n =1 n =1
The eigenfunctions cosλnξ are orthogonal, since they are the solution of a Sturm-Liouville
problem. The orthogonality condition is, in this case (equation 61)
1
∫ cos λ n ξ cos λ m ξ dξ = 0 , n≠m (107)
0
Therefore, multiplying equation (105) by cosλmξ, integrating ξ between 0 and 1, and applying
equation (107) leads to
1 1
bm ∫ cos 2 λ m ξ dξ = α ∫ cos λ m ξ dξ (108)
0 0
Since
θ
θ sin 2θ
∫ cos 2 z dz = 2 + 4
(109)
0
we find
4α sin λ m
bm = (110)
2λ m + sin 2λ m
We can perform the same operation on the second boundary condition (equation 106) which,
given that the coefficients bm can be found from equation (110), leads to finding the coefficients
am. After manipulations, we find
4 sin λ m (1 − α cosh λ m )
am = (111)
sinh λ m (2λ m + sin 2λ m )
Substitution of equations (110) and (111) into equation (104) leads to the solution for u1:
∞ 4 sin λ (1 − α cosh λ n )
u1 (ξ, η) = ∑ 2λ n + sinn2λ n sinh λ n η + α cosh λ n η cos λ n ξ (112)
n =1 sinh λ n
The problem for u2 (equations 86 to 90) can also be solved by separation of variables. Details
will be omitted here, but the final solution found is
22
Knowing u1 and u2, the final solution of the problem considered in this section can be found
from equation (80).
Summarizing, the method of superposition allows us to decompose a problem with non
homogeneous boundary conditions with respect to the two independent variables into two
problems, each of which has two homogeneous boundary conditions in each independent
variable and is amenable to solution via separation of variables.
Problems with more than two independent variables and problems that lead to complex
Sturm-Liouville equations
The problems considered in the previous sections are all based on PDEs that have two
independent variables. Another aspect in common of the problems treated so far is that the
Sturm-Liouville problems generated were all based on the same simple ODE leading to solutions
in terms of sine and cosine functions. The latter is typical of transport problems formulated in
rectangular coordinates. The application of separation of variables is not limited to systems with
two independent variables. In this section, we will illustrate the application of the method to a
PDE with three independent variables in a problem that leads to a more complex Sturm-Liouville
equation.
Let us go back to the original description of the leaching problem (Figure 1). The disk was
assumed to be thin enough that the problem could be treated as the leaching of a flat plate with a
large surface area. However, the disk is really a cylinder with a diameter much larger than its
thickness. Here, we will consider leaching from a cylinder whose diameter and length are
comparable (Figure 9). The thin disk could be, for example, a sample cut off the original
cylindrical waste form to measure the effective diffusivity of salt in the solid in a controlled
laboratory experiment, such as the one depicted in Figure 1, while leaching from the cylinder
would be what we are interested to model. Once again we will consider that the cylinder, with a
uniform initial salt content, will be immersed in pure water and the concentration of salt in the
liquid will be assumed negligibly small.
Since the problem has symmetry in the angular direction (Figure 9), we can see that c=c(t,r,z),
and the concentration field is governed by equation (1). The Laplacian operator in cylindrical
coordinates is
1 ∂ ∂c 1 ∂ 2 c ∂ 2 c
∇ 2c = r + + (114)
r ∂r ∂r r 2 ∂θ 2 ∂z 2
The second term on the right-hand side of this equation is zero in this case, and equation (1) then
simplifies to
∂c 1 ∂ ∂c ∂ 2 c
= D r + (115)
∂t r ∂r ∂r ∂z 2
Two boundary conditions in the z direction will consider the symmetry of the problem about the
plane z=0, and the fact that the concentration of salt is zero on the surface:
∂c
= 0 , z=0 (118)
∂z
In the radial direction, there will be symmetry about the z axis, and the concentration will be zero
on the cylindrical surface:
∂c
= 0 , r=0 (120)
∂r
A PDE with three independent variables, such as equation (115), can be solved by separation
of variables, but two separation steps are required. For example, we could start by postulating a
separation c(t,r,z)=F(t)G(r,z), and then obtain a PDE for G, which will be separated by
postulating G(r,z)=H(r)L(z). Here, we will find the solution of this problem by a different route
whose advantages will become evident later.
We start by postulating a separation of the form
c(t,r,z)=cr(t,r)cz(t,z) (121)
The intention of this approach is to generate problems based on PDEs with only two independent
variables. Now, we specify that one of the functions satisfies the previous problem, but with
boundary conditions in the direction of the dependence of the separated function. For example,
we can specify that cz satisfies the following problem:
24
∂c z ∂ 2c z
=D (122)
∂t ∂z 2
∂c z
= 0 , z=0 (125)
∂z
where, for now, we will let cz0 to be unspecified. The next step is to substitute equation (121)
into the original problem (equations 115 to 120), simplify the formulation using equations (122)
to (125) and then find what problem cr must satisfy to keep (if possible) the original postulate
(121) consistent.
Substitution of equation (121) into equation (115) leads to
∂c r ∂c 1 ∂ ∂c r ∂ 2c z
cz + c r z = Dc z r + Dc r (126)
∂t ∂t r ∂r ∂r ∂z 2
∂c r D ∂ ∂c r
= r (127)
∂t r ∂r ∂r
Equation (121) satisfies automatically the boundary conditions (117) and (118) by virtue of
equations (124) and (125). On the other hand, substitution of equation (121) into the boundary
conditions (119) and (120) leads to
∂c r
= 0 , r=0 (129)
∂r
Finally, substitution of equation (121) into the initial condition (116) leads to, after use of
equation (123),
c r 0 = c z0 = c 0 (131)
The procedure employed shows that the original problem with three independent variables
can be transformed into two problems, each with two independent variables and amenable to
being solved by separation of variables (see below). It is interesting to notice that this
decomposition of the original problem has a geometrical interpretation: the original problem of
leaching from a finite-length cylinder has been expressed as the product of two problems:
(1) Equations (122) to (125) represent the leaching problem from a slab of thickness 2L
(equations 2, 3, 4 and 6).
(2) Equations (127) to (130) describe leaching of salt from an infinitely long cylinder.
The intersection of the two geometries in these two problems gives the original cylinder. In
other words, we have seen how the solution for the concentration field in a specific body can be
expressed as the product of the solutions for the concentration field in two bodies whose
intersection yields the original body. This general statement is applicable to other geometries.
For example, the three-dimensional solution for a parallelepiped can be expressed as the product
of the solutions for three flat plates.
The problem represented by equations (122) to (125) was solved at the beginning of this
chapter. The solution is given by equation (49). Adapting the notation to the current problem, we
find
We now need to solve the problem given by equations (127) to (130) to find our final solution
from equation (121). To solve this problem, we use separation of variables. We start by
postulating a solution of the form
c r ( t, r ) = F( t )G (r ) (133)
1 dF 1 1 d dG
= r = −λ2 (134)
DF dt G r dr dr
where the separation constant has been chosen as negative so that F(t) decays with time. The
problem and solution for F(t) are identical to the problem solved before (equation 12). The
solution is
F = Ae − λ2 Dt (135)
d dG 2
r + λ rG = 0 (136)
dr dr
and the boundary conditions (128) and (129) are separable, which leads to
26
dG
= 0 , r=0 (138)
dr
p(r)=r (139)
Expanding the first term of equation (136), multiplying by r and using primes to denote
derivative with respect to r, equation (136) can be written as
This equation is a particular case of an ODE known as Bessel's equation, which has the general
form
Note that letting ν=0 in this equation leads to an equation identical to equation (140). In what
follows, we will study this type of equation in detail before continuing with the solution of the
problem.
Bessel's equation
A common way to express Bessel's equation comes from rewriting equation (141) after
performing the change of variable t=λx, and using t as independent variable. This leads to
Solutions of this equation can be found in terms of power series. The solutions obtained are
functions whose use has become widespread and standard. One of such functions is the Bessel
function of the first kind and order ν, Jν(t), which is expressed in a power series with respect to t
as follows,
∞ ν + 2m
(−1) m t
J ν (t) = ∑ m!Γ(ν + m + 1) 2 (143)
m =0
∞
Γ( x ) = ∫ ξ x −1e − ξ dξ (144)
0
It can be shown that the series in equation (143) satisfies the differential equation (142) for a
given value of ν which does not have to be necessarily an integer. These Bessel functions of the
first kind have the following properties:
(1) They are oscillating functions (and hence good candidates to be solutions of a Sturm-
Liouville problem).
(2) At t=0 they satisfy
J0(0)=1 (146)
(3) They all tend asymptotically to zero at large values of the argument:
lim J ν ( t ) = 0 (148)
t →∞
Sample plots of some Bessel functions of the first kind are shown in Figure 11.
28
Figure 11. Some Bessel functions of the first kind and integer order.
2
J1 / 2 ( t ) = sin t (149)
πt
This function appears in some transport problems formulated in spherical coordinates. In fact, for
integer n, it can be shown that
2 t d n sin t
J n +1 / 2 ( t ) = (−1) n (150)
π dt n t
Since Bessel's equation is second order, it must have a second solution that is linearly
independent from Jν. This second solution can be found by power series methods and it is the
Bessel function of the second kind (sometimes called Neumann function), Yν(t). These are also
oscillating functions, but have the important characteristic that
Yν (0) = −∞ (151)
Figure 12. Some Bessel functions of the second kind and integer order.
y( t ) = AJ ν ( t ) + BYν ( t ) (152)
In some cases, the ODE obtained in separation of variables problems is slightly different from
Bessel's equation, having instead the form
This is the modified Bessel's equation (note that the only difference with equation (142) is the
sing of the t2y term). This equation arises in cylindrical coordinate problems. Notice that, if we
had chosen a different sing for the separation constant in equation (134), we would have obtained
an equation similar to (153) with ν=0. The modified Bessel's equation has the following general
solution
y( t ) = AIν ( t ) + BK ν ( t ) (154)
where Iν(t) and Kν(t) are the modified Bessel functions of first and second kind, respectively.
These functions have a monotonic behavior, as shown in Figure 13.
30
Bessel and modified Bessel functions satisfy the orthogonality property of the Sturm-
Liouville problem (equation 601), with p(r)=r. In addition, from the differential equation that
defines them, the following properties can be deduced: let yν= Jν or Yν,
d( t ν y ν ) ν
= t y ν −1 (155)
dt
d ( t −ν y ν )
= − t − ν y ν +1 (156)
dt
2ν
y ν +1 = y ν − y ν −1 (157)
t
d( t ν I ν ) ν
= t I ν −1 (158)
dt
d ( t −ν I ν ) − ν
= t I ν +1 (159)
dt
d( t ν K ν )
= − t ν K ν −1 (160)
dt
31
d ( t −ν K ν )
= − t − ν K ν +1 (161)
dt
At this point we can go back to the problem of leaching from an infinitely long cylinder
(equation 140). Let t=λr to express equation (136) as
Comparing this equation with equation (142), we see that this is Bessel's equation with ν=0.
Therefore, the solution is
G = AJ 0 ( t ) + BY0 ( t ) (163)
dJ 0 (λr ) dY (λr )
A +B 0 =0 (166)
dr r = 0 dr r =0
dJ 0 ( t )
= −J1 ( t ) (167)
dt
and
dY0 ( t )
= −Y1 ( t ) (168)
dt
But, since J1(0)=0 (Figure 11) and Y1(0)=−∞ (Figure 12), and we are seeking λ≠0, this equation
can be satisfied only if B=0. Knowing this, equation (165) simplifies to
J 0 (λR ) = 0 (170)
This is the eigenvalue condition. From the behavior in Figure 11 we can see that this equation
32
has infinite solutions, which leads to an infinite set of eigenvalues λ1, λ2 … The eigenfunctions
will be
G n ( r ) = A n J 0 (λ n r ) (171)
The solution of the original problem can be found from equations (133), (135) and (171). Taking
the solution to be the linear combination of all eigenfunctions yields
∞
∑ a n J 0 (λ n r )e − λ n Dt
2
c r (t, r) = (172)
n =1
∞
cr0 = ∑ a n J 0 (λ n r ) (173)
n =1
The orthogonality condition (61), using the weighting function given by equation (139) implies
R
∫ rJ0 (λ mr)J0 (λ n r )dr = 0 , m≠n (174)
0
To apply this condition to equation (173), we multiply it by rJ0(λmr) and then integrate r from 0
to R. The resulting equation leads to
R
c r 0 ∫ rJ 0 (λ m r )dr
0
am = (175)
R
∫ rJ 02 (λ m r )dr
0
To find the integral in the numerator of this equation, we first use the change of variable t=λmr to
get
R λ R
1 m
∫ rJ 0 (λ m r )dr = λ2m ∫ tJ 0 (t )dt (176)
0 0
From equation (155) with ν=1, we can express the integrand as a total differential:
tJ 0 dt = d ( tJ1 ) (177)
R
1 λ R R
∫ rJ 0 (λ m r )dr = λ2m tJ1 (t ) 0 m =
λm
J1 (λ m R ) (178)
0
Integrals similar in form to the integral in the denominator of equation (175) often appear
when the orthogonality condition is applied to solutions of Bessel's equation. In what follows, we
develop a useful identity that can be used to evaluate such integrals. We start with the general
form of Bessel's equation (142), which can be expresses in the alternate form
d ( ty' ) ( t 2 − ν 2 )
+ y = 0 , a<t<b (179)
dt t
d ( ty' )
2 ty' + ( t 2 − ν 2 )2 yy' = 0 (180)
dt
d ( ty' ) 2 dy 2
+ (t 2 − ν 2 ) =0 (181)
dt dt
We can cancel the dt in both terms of this equation and then integrate over the whole interval to
get
t=b t =b
∫ d( ty' ) 2 + ∫ (t 2 − ν 2 )dy 2 = 0 (182)
t =a t =a
Evaluating the first integral and integrating by parts the second integral leads to
t =b
t =b t =b
( ty' ) 2
t =a
+ (t 2 − ν 2 ) y 2
t =a
− ∫ y 2 d( t 2 − ν 2 ) = 0 (183)
t =a
t=b
t=b t =b
ty 2 dt = ( ty' ) 2
1
∫ 2 t =a
+ (t 2 − ν 2 ) y 2
t = a
(184)
t =a
This equation is applicable to any solution of Bessel's equation, y(t). For the particular case that
we are considering, the integral in the denominator of equation (175) can be expressed as follows
34
R λ R
1 m 2
∫ rJ 02 (λ m r )dr =
λ2m ∫ 0
tJ ( t )dt (185)
0 0
where we have used the change of variable t=λmr. The form of Bessel's equation that led to this
integral (equation 162) was such that ν=0, a=0, b=λmr. Hence, letting y=J0 in equation (184)
leads to
λmR
1 t =λ mR t =λ mR
∫ tJ 02 dt = ( tJ '0 ) 2
2 t =0
+ t 2 J 02
t =0 (186)
0
Recalling that J '0 = − J1 (equation 167), and that J 0 (λ m R ) = 0 (equation 170), substitution of
this equation into equation (185) yields
R
R2 2
∫ rJ 02 (λ m r)dr = J (λ m R )
2 1
(187)
0
Substituting equations (178) and (187) into equation (175), and switching m to n leads to
2c r 0
an = (188)
Rλ n J1 (λ n R )
2c r 0 ∞ 1
∑ J 0 (λ n r )e − λ n Dt
2
c r (t, r) = (189)
R n =1λ n J1 (λ n R )
The concentration field for the diffusion equation in the cylindrical waste form (equation 6) is
obtained from equation (121) by using the solutions given by equations (132) and (189).
liquid interface can be considered of infinite surface area, and the solid phase can be considered
semi-infinite, as shown in Figure 14.
Figure 14. Leaching from a semi-infinite solid: the solid phase occupies the space 0<x<∞, and
contains initially a concentration of solute c0. The liquid that contacts the solid is well stirred and
its volume so large, that the concentration of salt in the liquid can be assumed to be cl≈0 during
the leaching process.
The symmetry of the geometry leads to conclude that the concentration in the solid is only a
function of t and x: c=c(t,x). The mass transfer of solute in the solid is governed by the diffusion
equation:
∂c ∂ 2c
=D (190)
∂t ∂x 2
Once again, fast mass transfer in the liquid combined with its large volume allows us to state the
boundary condition
The fact that the solid extends indefinitely in the x direction means that there will be a region far
from the interface that will remain at the initial concentration:
An interesting aspect of this problem is that it has no characteristic length in its formulation. As
such, any spatial scaling in this problem must come from its solution. Mathematically, the
similarity transformation is based on postulating that the concentration field can be expressed in
terms of a single independent variable η, c=c(η), that is a combination of the independent
variables t and x. In fact, the independent variable is expressed as a dimensionless length in
whose definition the characteristic length scale used is a function of time,
x
η= (194)
δ( t )
This postulate implies that the concentration profile will look the same at all times (i.e., all
profiles are "similar"), with the only difference that it will be stretched by the magnitude of the
length scale δ(t).
To verify if the postulate made is true, the differential equation, as well as the initial and
boundary conditions, must be consistent with it. The boundary condition (192) will be applied at
η=0:
Since η is potentially the only independent variable, this means that the conditions (191) and
(193) must collapse to a single condition at a specific value of η, since both are identical
conditions on c. By inspection of equation (194) this implies, necessarily, that
δ(0)=0 (196)
To verify if the postulate made is consistent with the differential equation, we will transform
the PDE by assuming that c=c(η). Applying the chain rule and using equation (194), we get
∂c dc ∂η dc x dδ dc 1 dδ
= =− = −η (198)
∂t dη ∂t dη δ dt
2 dη δ dt
∂c dc ∂η dc 1
= = (199)
∂x dη ∂x dη δ
∂ 2 c 1 ∂ dc 1 d 2c
= ( )= (200)
∂x 2 δ ∂x dη δ 2 dη 2
dc 1 dδ 1 d 2c
−η =D (201)
dη δ dt δ 2 dη 2
37
c" δ dδ
− = (202)
ηc' D dt
The only way that this equation can be considered an ODE for c(η) is if the right-hand side is a
constant:
c" δ dδ
− = =α (203)
ηc' D dt
where the constant α can have any arbitrary value. This allows us to determine the function δ(t),
by separating and integrating, using equation (196):
δ t
∫ δdδ = αD ∫ dt (204)
0 0
⇒ δ( t ) = 2αDt (205)
Since the choice of α is arbitrary, we select α=1, which leads to the following similarity
transformation (equation 194),
x
η= (206)
2Dt
dc
u= (208)
dη
du
= − ηu (209)
dη
u = Be −η2 / 2 (210)
38
dc
= Be −η2 / 2 (211)
dη
η
c = B∫ e −η2 / 2 dη (212)
0
y
2
erf ( y) = ∫ e −y 2
dy (213)
π 0
Figure 15 shows the behavior of the error function. Using the transformation y = η/ 2 , we get
erf(x) 1
0.9
0.8
0.7
0.6
0.5
0.4
0.3
0.2
0.1
0
0 0.5 1 1.5 2 2.5 3
x
η
2π η
∫ e−η
2 /2
dη = erf ( ) (214)
2 2
0
39
η
c = Eerf ( ) (215)
2
where E = B 2π / 2 . To find this constant, we apply the boundary condition (197), noting that
erf(∞)=1, to get E=c0. Equation (215) then becomes (using equation 2026):
x
c = c 0 erf ( ) (216)
4Dt
Next, we calculate the leaching rate and the build up in the liquid concentration. First, we use
a mole balance in the liquid to state that (see equation 50 and discussion; note that the x axis
selected for this problem points in opposite direction)
d (Vl c l )
= − AJ x x =0
(217)
dt
where A is the surface area of solid/liquid interface. The flux can be calculated from Fick's law
(equation 7). The partial derivative of the concentration with respect to x can be evaluated from
the chain rule to get
dc ∂η
J x = −D (218)
dη ∂x
D − η2 / 2
J x = −c 0 e (219)
πt
D
J x x = 0 = −c 0 (220)
πt
Substituting into equation (217) and integrating from cl=0 at t=0 we find
2c 0 A Dt
cl = (221)
Vl π
In this case, simple analytical solutions are found for both the leaching flux and the solute
concentration in the liquid.
An interesting aspect of the solution for the salt concentration field in the solid (equation 216)
is the fact that, at a given time, even though the initial concentration is reached asymptotically as
40
x → ∞ , it is possible to define a finite value of x at which the concentration has reached c0 for
practical purposes. For example, if we let
we see that c>0.99c0 for all x> β, i.e. the asymptote has been reached with a 99% accuracy.
Substituting this criterion into equation (216) yields
β
0.99 = erf ( ) (223)
4Dt
The value of the argument for which the error function reaches 0.99 is 1.80. From equation (223)
we find then that
β = 3.60 Dt (224)
Since no solid is really semi-infinite, this equation provides a criterion to define when a solid can
be considered semi-infinite. For example, for the leaching of the flat slab considered before
(Figure 2) if L> β then the solution can be approximated as the one found in this section. In other
words, whenever
Dt 1
L > 3.60 Dt ⇒ < = 0.077 (225)
L2 3.6 2
the flat slab can be approximated to a semi-infinite solid. This makes evaluation of concentration
profiles and leaching fluxes easier since, at short times, the Fourier series for the finite-thickness
solution will be slower to converge than at longer times.