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To cite this article: M. Raynaud & J. Bransier (1986) A NEW FINITE-DIFFERENCE METHOD FOR THE NONLINEAR INVERSE HEAT
CONDUCTION PROBLEM, Numerical Heat Transfer: An International Journal of Computation and Methodology, 9:1, 27-42, DOI:
10.1080/10407788608913463
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A NEW FINITE-DIFFERENCE METHOD FOR THE
NONLINEAR INVERSE HEAT CONDUCTION PROBLEM
errors on the estimation of the surface heat flux. Errors due to temperature mea-
surements, thermocouple locations, and material properties are each investigated.
INTRODUCTION
In many applications it is necessary to determine the transient surface heat flux
from a temperature history measured at some location inside a solid. Applications
include the estimation of the heating history experienced by a missile reentering the
earth's atmosphere from space as the development of transient microcalorimeters.
However, in this paper the surface heat flux is to be evaluated on the interior
walls of an enclosure containing a fire. These data are important for comparisons
between experiments and numerical models. The physical situation is unsuitable for
attaching a sensor; hence several temperature detectors are placed inside the walls.
In distinction to the usual transient heat conduction problem, this one has been
termed the inverse problem. This subject has been discussed by many investigators.
Methods based on an analytical solution are distinguished from numerical methods.
Analytical methods include exact methods [2], polynomial methods [3-51, and in-
tegral methods [6-101. They are limited to linear one-dimensional problems with
particular initial and boundary conditions.
Discrete methods [I 1-18] based on finite differences or finite elements have
the advantage of being applicable to any problem type. However, discrete methods
may also exhibit oscillations due to the unstable nature of the inverse problem. Miller
(191 showed that the inverse problem is a mathematically improperly posed problem
because the solution does not depend continuously upon the data. In order to stabilize
the problem, several methods have been proposed. The first are regularizer methods
[19-211, which subject the data to certain restraints. Next are "kernel' methods 122-
241. which try to establish a continuous dependence on the data. Finally, Weber [25]
transformed the heat conduction equation into an approximate hyperbolic equation
whose numerical solutions are well known and accurate.
With the exception of Weber's method 1251, all these techniques are relatively
complex and they use all of the experimental data to simultaneously estimate all of
Copyright 8 1986 by Hemisphere Publishing Corporation 27
28 M. RAYNAUD A N D .I. BRANSIER
NOMENCLATURE
diffusivity at temperature T' S function [Eq. (16)]
Biot number (= hL/A) 8, relative error on value g
specific heat per unit volume At time step size
dimensionless specific heat At* dimensionless time step size (= a,Ar/
Fourier number (= aot/L2) L')
global heat transfer coefficient At? dimensionless time step based on
wall thickness abscissa of firstdetector (= Ar*/
number of grid points Ax,")
flux density Ax space step size
dimensionless flux density [ = Ax' dimensionless space step size
-A*(JP/Jx*)] (= AXIL)
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the instantaneous values of the heat flux. Thus, the matrix order increases with the
observation period and the calculation costs become prohibitive. Only Manselli and
Miller (231 use a sequential technique.
Beck 112, I ] stabilized the inverse problem by using "future temperatures"
(temperature measurements after the instant in time when the heat flux is to be de-
termined) in a least-squares minimization procedure for the measurement - simu-
lation temperature difference. He recently compared 1261 his sequential method I I]
to the global regularizer technique of Tikhonov [21] and proposed a new solution
that is a combination of both. In most cases, the improvements are relatively modest.
Consequently, his original method [I] remains a reference procedure.
A FINITE-DIFFERENCE METHOD FOR INVERSE HEAT CONDUCTlON 29
Here, only discrete methods are developed, since one can both consider any
heat flux variation and take into account the variation of physical properties with
temperature.
Guided by the selection criteria of Beck [27], four methods have been selected;
their principles seemed compatible with our objectives. Keeping in mind that the use
of future temperatures stabilizes the scheme, we propose a new method that has the
simplicity and computational efficiency of [13, 15, 181 and the accuracy and stability
of [I].
The selected methods will be briefly described; after our new algorithm is pre-
sented, a test problem will be .formulated. The behavior of each method will be
studied as a function of time step, space step, and the location of measuring points
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with respect to the considered boundary. A comparison will first be made with exact
data and will permit a selection based on intrinsic precision. Next. several different
types of experimental errors will be introduced and it will be shown that the proposed
method remains stable and that the loss of precision is not critical. Finally, we will
try to formulate the experimental restraints that must be imposed to obtain a given
precision for the inversion procedure.
mensionless form as
ar* a a ~ *
C*(T*) - = -A*(r*) - 0 C x* S 1 t* > 0 (3)
at* ax* ax*
~ ( x * , o =) O osx* s I t* = 0 (4)
T*(x?,,*) = Y"+'
I known x* = x*, t*>O (5)
T*(.@J*) = T*(l , t * ) = Yt" known x* = I t* > 0 (6)
dT*
q*(O,t*) = -A*[T*(O,t*)I - to be estimated
ax*
calculate the temperatures on the domain 0 5 x* 5 .r?. However, since the tem-
perature field on the interior domain is known, an explicit recurrence relation is
obtained. Since the temperatures at grid points near x* = 0 are now known, q;+' is
approximated using Eq. (7).
Blackwell [I81 (method C), like Alifanov 1131: uses a pure implicit difference
scheme. The same initial lineaf system is obtained; however, an efficient triangu-
larization of the system leads to a more rapid solution.
The fourth method (method D), by Beck, has been successively improved [I I,
12, I , 261. It consists in finding a minimum of the functional:
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where r is the number of future time steps at the instant n At* for which the mea-
surements at x? are used to estimate q;". From here on we designate this quantity
as the "number of future temperatures."
With this method one can simultaneously take into account the measurements
of several temperature detectors. The minimization procedure naturally involves sen-
sitivity coefficients, which lessen the importance of the measurements as the distance
of the detector from the heated surface becomes larger.
The version [ I ] we used is adapted to two measured points .r* = v.: and .r* =
I. The T;+' is estimated in Eq. (8) by using the constant heat flux approxinlation
between time steps n At* and ( t t + s)At* described in (I]. The author recently showed
1261 that a linear heat flux approximation is more accurate in some cases but is more
sensitive to measurement errors.
The method proposed here (method E) uses the two stages of method B . The
interior field is calculated at each time interval by a Crank-Nicolson scheme. The
physical properties are calculated at the half-interval (12 + 1/2) and a classical it-
erative scheme is used.
In the second stage the number r of future temperatures used to calculate the
surface heat flux is equal to the number of grid points separating the detector at
abscissa .r: from the boundary s* = 0.
To do this, the temperature field-in 0 d x* d x? is calculated by an arithmetic
average of the two estimators and T. The first estimator is obtained by a discre-
tization of Eq. (3):
n +a
-. Firs!
n+2
Estima tor
n+i
n -Estimator
Second
Fig. 2 Illustration of the calc$ation of
the two estimators and f;": (e)
n-i known temperature: (0)temperature to be
i-2 i-i i i+t calculated.
with
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f;+1 - f;
C*(~;"/~)A~* - 9i-1/2 -
="+I - d+1/2 (13)
At*
f;+1 - jn+l -
$::-+:/2= -A*(F;-+,'/~)
,-I T;+, - f:
$+1/2 = -~*G?+1/2) (14)
Ax* Ax*
T; + (?)5 - 1 :
Ty- (I)
with
For the following time steps, the estimation of q;+' (n > 0 ) requires calculating
successively:
Thus, if the solution is needed over a long period of time, the order of the
storage matrices does not increase.
The dimensionless flux is calculated with Eq. (IS), which is the finite ap-
proximation of the energy balance equation for the boundary surface:
partment, the gas temperature increases steeply up to a maximum Tm and then de-
creases, producing a change in the direction of the heat flux. The test case has been
chosen in order to introduce this heat flux change of direction and to easily adjust
its variation rate.
Thus a slab initially at temperature T O , insulated at x = L, and dissipating heat
by convection in an environment at temperature T,(t) is considered. The temperature
T,(t) is isosceles triangular in shape, with amplitude Tmand base 21,. The convection
heat transfer coefficient h is assumed constant.
The exact solution of this problem is easily obtained by the method of sepa-
ration of variables and Duhamel's theorem. Solving the linear form of Eq. (3) and
introducing the following dimensionless variables:
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the solution is
0 C t* s Fo:
with
4 sin (a;)
w * )= COS [ a ; ( ]- x*)] a , tan (a,)= Bi (23)
2a; + sin ( 2 a J
For the first stage of the transient, the convergence of the series in Eq. (20) is
very slow; therefore it is preferable to use the solution given by the Laplace transform
for a semi-infinite medium. This approximate solution is used for 0 5 t* 5 0.05
A FINITE-DIFFERENCE METHOD FOR INVERSE HEAT CONDUCTION 35
and is given by
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where u = x*/(2*)
At r* = 0.05 Eqs. (20) and (24) differ by less than for all x* and Bi.
Numerical values adopted for the comparison were determined from experimental
data and lead to the values
The heat flux rate can be easily adjusted by changing the value of the Biot number.
The error on the surface flux is written in dimensionless form as
where [q*(O,t*)],,,, represents the value of the dimensionless surface heat flux cal-
culated with Eq. (27) using Eqs. (24), (20). (21), and (22); [q*(O,r*)li,,, the value
obtained by inversion; and [q*(O,r*)],,, the maximum value of the analytical solu-
tion.
Dimeneionleee time, t*
Fig. 4 Dimensionless heat flux error of method B (exact data): (a. h ) influence
of number of grid points (PI* = 5 X lo-'. x,? = 0.3. dl: = 5.55 X 10.'); ( c , d)
influence of time step (trt = I I, x,? = 0.3); ( e ,f) influence of x,? (PI* = 5 x lo-'.
tn = 111.
Figure 4, e , a, and f, shows the scheme sensitivity to the chosen value of the
abscissa .? where the detector is located. The accuracy suffers a great deal when
the detector is placed far from the wall (Fig. 4f). There is loss of information as
the heat diffuses between x* = 0 and x* = xy.
In method D , r , the number of future temperatures, must first be chosen. For
a given time step, r must increase with x? since the lag of the signal at the mea-
surement point increases with 17. For a given detector position x?, if r is too small,
oscillations occur in the heat flux evaluation. On the other hand, if r is too large the
heat flux values are so smooth that information is lost (see Table 1).
For the results presented for this method, we have chosen the optimum value
obtained by increasing r progressively until the oscillations disappear. An increase
in the number of grid points (Fig. 5, a and 6 ) or a decrease in the time step (Fig.
5, c and d ) leads to a noticeable improvement in precision. In the former case the
intrinsic error is reduced; in the latter the amplitude decreases. This inversion scheme
has a behavior comparable to that of the direct problem.
A comparison of Fig. 5, e and f, with Fig. 4, e and f, shows that method D
is less sensitive to the location of xj+. This is due to the use of future temperatures
but is valid only when the value of r is close to its optimum.
Figure 6 shows that the behavior of the algorithm we propose is similar to that
of method D; however, the computation time is 2 to 8 times smaller, as shown in
the last line of Table I. Indeed, in method D [ I ] , the direct problem must be solved
r + 1 times for each time step in order to estimate T;+' (s = I, 2, . . ., r) in Eq.
(8).
Figure 6, a, e , and f, shows that the increase of the number of future temper-
atures according to the grid space number of the first sensor gives satisfying results.
For each method it has been checked that the results are insensitive to the
location xf of the second detector.
A first conclusion can be drawn from the inverse solution using exact data. In
A FINITE-DIFFERENCE METHOD FOR INVERSE HEAT CONDUCTION 37
Table I Comparison of Estimated Dimensionless Flux for Different Methods (Inversion with Exact
Data): rn = 21; A.r* = 5 x 10.'; At* = 5 X lo-': x,! = 0.3: At,! = 5.55 X lo-': T = Computer Time
Divided by That of Method E
Analytic D D D D
r solution A-C B (r = 3) ( r = 4) ( r = 8) ( r = 15) E
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Table I, values of q*(O,r*) are compared to the analytical solution for all five meth-
ods and for the case:
Oirnensionlese time, t*
Fig. 5 Dimensionless heat flux error of method D (exact data): (a, b) influence of
number of grid points (At* = 5 X lo-', x,! = 0.3, At,! = 5.55 X lo-'); (c, d ) influence
of time step ( m = I I . .r,! = 0.3); (e, f) influence of x,! (At* = 5 x lo-', m = 11).
M. RAYNAUD AND .I.
BRANSIER
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Fig. 6 Dimensionless heat flux error of method E (exact data): (a, b) influence of
number of grid points (At* = 5 X lo-'. x,! = 0.3. Ar,! = 5.55 X lo-'): (c, d) influence
of time step (m = I I , x,! = 0.3): ( e , f) influence of .r,? (Ar* = 5 X lo-', m = I I).
surface heat flux is displayed in Fig. 8 (solid line). The results of all the methods
are satisfying excepts for points near t* = 0 and t* = 0.1.
Methods D (with r,,, = 4) and E better simulate the points where q*(O,r*)
reaches a maximum. Table I also shows the importance of the choice of r on method
D. The results given by method E are not as sensitive to the value of r (fixed by
the number of grid points) as are those of method D. Hence, for the same accuracy
and for smaller conlputation time, method E seems appropriate. Other results on the
behavior of the five methods are available in 1281.
To diminish this oscillation amplitude, the previous results showed that the
number of grid points should be increased and, in method D. r could be optimized.
The value of E* tolerable for our application is obtained for r = 6 in method D (Fig.
7b) and by reducing the grid space by 2 for method E (Fig. 7 4 . Under these con-
ditions, the estimated heat flux is in good agreement with the exact one (Fig. 8).
For similar results, method E is computationally twice as fast as method D.
A second type of error concerns the location of thermocouples. Figure 9 shows
(dotted lines) the influence of a double error on the location at x;L and x t with cu-
mulated effect (6s, = +2% and ax, = -2%, which corresponds to 2 2 mm on a 0.I-
m wall). This error is acceptable, though a careful setup will reduce it considerably.
The last type of error concerns the uncertainty in thermophysical properties.
Dimeneionleee time, k*
Fig. 8 Dimensionless flux (inaccurate temperature data.
21%): (-1 exact analytical solution; (+) method E ( m
= 21, Ar* = 5 x lo-'. .r: = 0.3. At: = 5 . 5 5 X lo-').
M. RAYNAUD AND J . B R A N S l E R
,*.
4
9.
P
X
3
d
l
,.
a
- M
C
0
.d
0
C
E
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.4
0
Dimensionleee time, t *
h
4
G
u
X
At' - .005
3
d
l
,.
0
0
0
4
r.
0
."
0
c
.-E
0
Dimensionlees time, k*
Fig. 10 Dimensionless flux (inaccurate data): (--I
exact analytical solution; (.......) method E (with conduc-
tivity error SA = -5% and specific heat error SC = -5%);
(-----) method E (with conductivity error 6.4 = -5% and
specific heat error SC = +5%).
A FINITE-DIFFERENCE METHOD FOR INVERSE HEAT CONDUCTION 41
CONCLUSION
Any practical application of an inverse problem requires an inverse scheme
which remains stable when experimental data are used. This paper shows that some
methods which seem to be preferable when exact data are used become unstable and
unusable when the experimental errors are simulated with random but bounded er-
rors.
Thus, the sensitivity to temperature measurement errors is high for methods A,
B, and C and cannot be reduced. On the other hand, we have shown that this sen-
sitivity to temperature measurement errors is small for methods D and E and more-
over can be reduced by increasing the number of future temperatures.
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The finite-difference scheme presented here is easy to use, accurate, and stable.
The accuracy obtained is similar to that of Beck's method, which is the most accurate
method tested. However, for the same accuracy, our method is about twice as fast
and does not need an optimization by successive trials on the value of the number
of future temperatures.
Even though errors due to the acquisition system or to the thermocouple lo-
cations seem to remain within tolerable limits, particular attention must be given to
the determination of the material's thermophysical properties. Simultaneous identi-
fication of these properties from data obtained with several detectors placed in the
vicinity of the wall is a possible solution.
The proposed method can be easily applied to temperature-dependent thermal
properties. The increased computation time is comparable to that of the direct prob-
lem.
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