ELSNIER

An effkient computational method for

modelling transient heat conduction with
nonlinear source terms

Songping Zhu and Pornchai Satravaha

Department of Mathematics, University of Wollongong, Wollongong, Australia

Transient heat conduction (or diffusion) equations with nonlinear source terms arise as governing equations in
many different areas of mathematical physics, applied science, and engineering. In this paper we propose an
efficient method, the Laplace transform dual reciprocity method (LTDM), for solving problems governed by
this type of equation. Due to the nonlinearity the source terms are linearized first, followed by a Laplace
transform performed to the linearized differential system. The unknowns are then found in the transformed
space by the dual reciprocity method, after which their values in physical space are obtained through a
numerical inversion. Consequently, problems of this type can be solved without step-by-step calculations,
resulting in a highly eficient way of obtaining numerical solutions, especially at large time steps. The
effectiveness of the method stems from the fact that both time-stepping and domain integrals are avoided. As
examples of our modelling exercises, we used the LTDRM to solve microwave heating and spontaneous ignition
problems; the efficiency and accuracy of the method are thus clearly demonstrated.

Keywords: nonlinear problems, transient heat conduction, Laplace transform, dual reciprocity method

1. Introduction obviously its ability in reducing the dimensionality of a

problem by one. However, the attractiveness of the BEM
Transient heat conduction (or diffusion) equations with
is generally lost when it is used to solve diffusion prob-
nonlinear source terms arise as model equations of prob-
lems with source terms, since singular domain integrals
lems in many different areas of mathematical physics,
usually appear in such a BEM formulation. One of the
applied science, and engineering. Examples in the litera-
solutions, among many others, is to adopt the so-called
ture include, among many others, microwave heating pro-
dual reciprocity method (DRM) combined with a time-
cess,l spontaneous ignition,2 and mass transport in ground-
marching scheme.1*2 However, as far as numerical effi-
water.3 Since no general theory is currently available for
ciency is concerned, time-marching schemes can be quite
the analytic solution of nonlinear partial differential equa-
time-consuming, especially when nonlinear iterations must
tions, approximate methods and numerical solutions are
be performed at each time step for a nonlinear problem.
the only practical alternative that scientists and engineers
Recently, Zhu et a1.4 showed an alternative to time-
usually resort to when mathematically modelling the prob-
marching schemes; they combined DRM with the Laplace
lems governed by this type of equations. Therefore, effi-
transform, which they called the Laplace transform dual
ciently solving a diffusion equation with a nonlinear source
reciprocity method (LTDRM). As a problem is solved in
term can be quite crucial in determining the success of a
the Laplace space by the DRM before the final solution in
modelling exercise.
the time domain is obtained through an inverse Laplace
In numerical methods, the boundary element method
transformation, a clear advantage of the LTDRM over
(BEM) has become increasingly attractive to scientists and
time-stepping methods was demonstrated through their
engineers since it has certain advantages over other meth-
numerical examples. However, it was not clear to them
ods such as the finite element method (FEM) and finite
how the LTDRM could be extended into a nonlinear
difference method (FDM). One of these advantages is
regime.
For diffusion equations with nonlinear source terms,
which are frequently encountered in engineering practice
Address reprint requests to Dr. Zhu at the Department of Mathematics,
as well, Zhu and Satravaha’ tried to extend the LTDRM
The University of Wollongong, P.O. Box 1144, Wollongong NSW 2500, by proposing a simple linearization scheme. Although they
Australia. showed some numerical test results that are in good agree-
ment with those obtained from a time-domain method, all
Received 15 May 1995; accepted 2 November 1995. the nonlinear source terms in their paper are of the power-

Appl. Math. Modelling 1996, Vol. 20, July

0 1996 by Elsevier Science Inc. 0307-904X/96/$15.00
655 Avenue of the Americas, New York, NY 10010 SSDI 0307-904X(95)00170-0
A transient heat conduction model: S. Zhu and P. Satravaha

law form; it was not clear if their extension can render where ii is the previously iterated solution at time t,, a =
results of the same level of accuracy if the nonlinearity of l/k, with k being the thermal diffusivity (= K/PC) and
the source term is higher than the power-law form. p = y/K. The LTDRM proposed by Zhu et a1.4 can now
Our recent numerical experiments showed that while be readily implemented. Upon performing the Laplace
the simple linearization scheme worked for the source transformation with respect to t, equation (5) becomes
terms of weak nonlinearity to intermediate-strength of
nonlinearity, it fails when dealing with highly nonlinear V2U=apU-au,- %f,(e) - Pf2PP (6)
cases. For source terms being a transcendental function of
the unknown function, varying exponentially with the un-
where p is the Laplace parameter and U is the Laplace
known function as appears in a spontaneous ignition prob-
transform of u. Then, after applying the DRM in the
lem for instance, the iterations constructed following our
Laplace space, the final matrix equation can be derived as4
previous work5 usually give poor results mainly because
the exponential variation has been linearized as a constant HU - GQ = (Ho - G@F-‘.
if the simple linearization scheme in Ref. 5 is followed.
A remedy to this problem is to adopt a more systematic
linearization scheme based on the first-order Taylor’s se-
ries expansion, which has been used, for example, by Chen
and Lin6 in solving one-dimensional transient problems
[
{“P - Pf2(wJ- au0 - i fl( 4
Ii (7)
with nonlinear material properties and by Ramachandran7 where the subscript i denotes nodal values, and all matri-
in solving one-dimensional nonlinear diffusion-reaction ces are of the conventional sense in the DRM.8 By defin-
problems. In Section 2, the LTDRM formulation with this ing
linearization scheme is described. Several highly nonlinear
problems, including the microwave heating of a square S = (Hfi - G@F -’ (8)
slab and the spontaneous ignition of a circular cylinder are
then examined in Section 3 to demonstrate the numerical equation (7) can be written in the form
efficiency and accuracy of the present method. Our prelim- (H-ST)U=GQ-Sd (9)
inary results show that the linearization scheme based on
the Taylor series ex ansion is more general than the one where T is a diagonal matrix whose diagonal entries are
previously proposed P and thus more recommendable for the nodal values of up - pf2(ii) and d is a vector contain-
the LTDRM. ing the nodal values of uuo + ( /?/p>fi(ii).
The iterative process starts with a guessed value of ii.
The matrix equation (9) is then solved according to the
imposed boundary conditions, and solutions in the time
2. The LTDRM formulation domain are obtained via the numerical inversion algorithm
Transient heat conduction equations are generally of the proposed by Stehfest.’ The value of fi is then replaced by
form that of u, and the iterative process continues until a
convergence is achieved. For all the examples showed in
this paper, a convergence is declared when
Kv*u=pc~-yf(u) (I)
I(%-i-%)/(%-I +%)I <E (10)
in which y is a constant, p, c, K are density, specific heat
and thermal conductivity, respectively, and f represents a is satisfied at every nodal point, where the subscripts
temperature-dependent heat source. Herein p, c, and K denote iteration levels and E is a preset value of tolerance.
are assumed constant, and f is considered to be a nonlin- One of the key issues concerning the success of the
DRM, which is worth mentioning, is the choice of the
ear function of u. Based on the linearization scheme
proposed by Chen and Lin6 and Ramachandran,’ if the basis functions used to interpolate the nonhomogeneous
term of the governing equation. The most widely adopted
solution of the unknown function at a particular time, say
are the functions of the type 1 + a, r + a2 r2 + . . . , where
t,, is to be sought, the nonlinear source term can be
r is the distance between a field and a source point. In
linearized by a first-order Taylor series expansion as
practice, Partridge and Brebbia” have demonstrated that
f(u) =fdfi) +f*W (2) the simplest form of 1 + r is the best choice in terms of
where numerical accuracy and efficiency and a proof of conver-
gence has recently been given by Yamada et al.” There-
fore, this form of the basis functions was used for all the
fdfi> =f(E) -p( g). (3) numerical calculations presented in this paper.

f2@,=(gg. l4 (4)
u
3. Numerical examples and discussions
and thus equation (1) can be written as
To illustrate the LTDRM described in the previous section
and demonstrate its accuracy and efficiency, we shall
VW; -pfi(fi) -Pf2(fi)u
(5) present several numerical examples of heat conduction

514 Appl. Math. Modelling, 1996, Vol. 20, July

 A transient heat conduction model: S. Zhu and P. Satravaha

Table 1. Temperature at selected points on the slab for the case n= 2: (a)p = 4.7,y= 0,
and t=1.7;(b) p=ll,y=2,and t=1.6;k) p=21,y=4,and t=2.1

X Y DRM LTDRM

a b C a b C

0.1428 0.8571 1.243 1.332 1.474 1.242 1.331 1.468

0.2857 0.7142 1.706 1.817 2.029 1.702 1.815 2.012
0.4285 0.5714 2.063 2.027 2.115 2.057 2.024 2.096
0.7142 0.4285 1.864 1.599 1.508 1.859 1.597 1.500
0.8571 0.2857 1.409 1.253 1.197 1.407 1.252 1.194
0.4285 0.1428 1.496 1.482 1.514 1.494 1.480 1.506

problems including the microwave heating of a square slab from Maxwell’s equations, leading to a simplified model
and the spontaneous ignition of a unit circular cylinder. equation
Two steady-state problems, whose analytical solutions are
available, will also be examined. au
V*U = at - v(u)epY" (13)

3.1 Microwave heating of a square slab Since for many materials used in industry the rate at
which the microwave energy is absorbed (the thermal
As our first example, we adopt a problem studied by Zhu abso tivity) increases with temperature by the power
et al., ’ i.e., the heating of a square slab using microwave law, &! equation (13) becomes
energy. Microwave heating can be modelled by the forced
heat equation V2u+3e-~xu'.
(14)

(11) which was used as a model equation describing the mi-

crowave heating of a square slab by Zhu et al.’ The
which governs the absorption and diffusion of heat, and boundary and initial conditions in Ref. 1 were given
Maxwell’s equations, which govern the propagation and respectively as
decay of the microwave radiation through the material. In
equation (ll), q(u) is the thermal absorptivity, 1E 1is the u=l on x = 0, 1 and y = 0, 1 (15)
amplitude of the electric field, and a constant thermal
u=l at t=O (16)
diffusivity has been assumed and normalized to unity. In
general, equation (11) and Maxwell’s equations are nonlin- Herein we shall consider nonlinear cases, especially when
early coupled due to the temperature dependence of mate- n = 2 and 3, for which Zhu et al.’ used the coupled DRM
rial properties such as the electric conductivity, magnetic and a finite difference scheme in the time domain to obtain
permeability, and electric permeability. However, if these their numerical solutions. We ran our model with the same
material properties are assumed constant,‘2.13 the ampli- power n and compared our results with theirs.
tude of the electric field is exponentially dependent on the To implement the LTDRM, we first need to linearize
spatial variables, say, equation (14) and obtain

IEl =e-y (12) -Y*ijn-lu

- npe
for a decay from an incident boundary at x = 0, where y
(17)
is the decay constant, and thus equation (11) is uncoupled

Table2. Temperature at selected points on the slab forthe case n = 3:(a) p= 2.8,y= 0
and t=l.g;(b) p=6.6,y=2,and t=1.5;(~) /3=12.3.y=4,and t=1.6
X Y DRM LTDRM
a b c a b C

0.1428 0.8571 1.139 1.195 1.240 1.137 1.192 1.237

0.2857 0.7142 1.404 1.485 1.510 1.395 1.486 1.502
0.4285 0.5714 1.612 1.613 1.550 1.597 1.598 1.541
0.7142 0.4285 1.496 1.354 1.252 1.485 1.346 1.248
0.8571 0.2857 1.234 1.149 1.098 1.229 1.146 1.097
0.4285 0.1428 1.284 1.285 1.256 1.278 1.277 1.252

Appl. Math. Modelling, 1996, Vol. 20, July 515

A transient heat conduction model: S. Zhu and P. Satravaha
The LTDRM can now be applied to this linearized equa-
tion. The discretization adopted here is similar to that used
in Ref. 1; 40 constant elements are placed on the bound-
ary, and 36 internal nodes are uniformly placed inside the
slab. During our numerical experiments, linear boundary
elements were also employed. However, no noticeable
difference in the results was found and therefore we shall
only present the results obtained with constant elements
here. The tolerance for stopping the iterations, E, was
chosen to be 1.0 X 10m3, and the initial condition was
always used as the first iteration. Numerical results of the
temperature, using the LTDRM, at some selected points on
the slab, for the cases when n = 2 and n = 3, are shown in
Tables I and 2, respectively. The corresponding values
obtained by the method coupling the DRM with a finite
difference scheme in the time domain,’ for three different
values of /3, y and t, are also tabulated in Tables 1 and 2
for the purpose of comparison. It is evident that the results
from both methods are in good agreement. Also, the
results obtained here by the LTDRM almost match those
obtained by the LTDRM with a simple linearization scheme
shown in Ref. 5. However, while the number of iterations
needed to find converged results5 is an average of 16 steps
for the cases shown in Tables 1 and 2, convergent solu-
tions for the LTDRM with the new linearization scheme
were attained within an average of 5 iterations, thus show-
ing the higher efficiency of the new scheme over the
previous one.
A key achievement in Zhu et al.’ was to use their
DRBEM model to predict the critical /3 value at which the
so-called “hot-spots’ ’ occur. Hot-spots are the localized
areas of high temperature which develop as the material is
being irradiated’; a correct prediction of the hot-spot oc-
currence is important in any industrial process in which a
microwave heating process is involved. It is therefore quite
interesting to examine whether or not the LTDRM can be
used to predict correctly critical /3 values as well. To
calculate the critical /3 values, a simple loop was added to
our program used to calculate the solution at any observa-
tion time. Numerically, the steady state of equation (17) is
deemed to be reached if the difference of the temperature
at two different times is less than a small number, say
1.0 X 10-4, at every collocation point and the critical
value p, is defined as the largest /I such that the steady
state of equation (17) can be attained. Our results using the
LTDRM for the critical p values, p,, are tabulated in
Table 3 for the cases n = 2, 3. The p, values obtained by
Zhu et al.’ and by using the Frank-Kamenetskii’s approxi-
mation method’,‘5 are also listed in Table 3. It can be seen
that our results are very close to those obtained by Zhu et
al.’ using their numerical model but slightly larger than
Table 3. Estimates of the critical values p,
Y n=2
F-K DRM LTDRM
0 4.9 4.7 4.78
2 11.4 11 11.27
4 20.1 21 21.09
516 Appl. Math. Modelling, 1996, Vol. 20, July
those obtained by using the Frank-Kamenetskii’s approxi-
mation method, especially when n is large. As explained
in Ref. 1, the errors involved with using the first eigen-
function to represent the unknown function are expected to
become larger when n is larger.
To visualize the dependence of the temperature distribu-
tion on the parameters p and y, the steady-state tempera-
ture profiles for several different values of p and y are
graphically presented. With the assumption that an expo-
nential decay of the electric field is in the x direction, the
problem is symmetric about the cross-section y = 0.5
where the highest temperature also occurs. Therefore, we
choose to present the steady-state temperature profiles
along this cross-section in Figures l(a-c) for the case
n = 2. From these figures, one can see a general pattern of
the temperature distribution. With a fixed y, the steady-
state temperature at every spatial point increases monotoni-
cally with /3; the highest steady-state temperature is
reached when /3 = p, (p, = 4.78, 11.27, and 21.09 in
Figures l(a-d, respectively). Once p > fl,, hot-spots oc-
cur eventually. One can also notice that, as y is increased,
the point of the maximum temperature moves from the
center of the slab toward the left boundary where the heat
absorption is the strongest, and thus the gradient of the
temperature field becomes larger and larger in the neigh-
borhood of this edge. Consequently, the material will be
damaged first at this edge as one would naturally expect.
For the case n = 3, a similar pattern was observed as well.
As far as the numerical efficiency is concerned. Zhu et
a1.4 demonstrated the excellent efficiency of the LTDRM,
especially when the solution at a large observation time is
calculated. When nonlinear iterations are involved, the
numerical efficiency of the LTDRM is even further en-
hanced since iterations are only performed for a single
time step in the LTDRM. In contrast, the total number of
iterations in a time-domain method is equal to a double
summation over the number of iterations at each time step
and the number of time steps. Moreover, when only the
solution at a specific time step is needed, all the intermedi-
ate solutions and the associated iterations as well as the
computer storage are eventually discarded and thus wasted;
this worsens if the desired solution is at a large time. This
is better illustrated by an example. For the case n = 2 and
/3 = 21, Zhu et al.’ had to go through 73 iterations alto-
gether before a convergent solution at t = 2.1 was ob-
tained. With a same level of accuracy, we obtained our
results with only 6 iterations which of course should be
multiplied by the number of solutions needed in the Laplace
space (6 for all examples presented in this paper), resulting
in solving equation (9) a total number of 36 times. In
addition, as the observation time was increased, the num-
n=3
F-K DRM LTDRM
2.9 2.8 2.80
6.8 6.6 6.61
11.9 12.3 12.35
 A transient heat conduction model: S. Zhu and P. Satravaha

A 2.4 ’ ’ ’ ’ ’ ’ when solving for a solution at a large observation time.

p = 4.78
Thus, for a fixed value of p, one can always decide
whether p is greater or less than & from the success or
failure in obtaining a solution at a sufficiently large time
step. Consequently, a do-loop using the bisection method
can be easily designed to calculate &. It should be noted
that the number of iterations involved virtually remains the
same, regardless of the size of the observation time level.
This allows one to choose a time step as large as one
wishes so that reaching the steady-state solution is guaran-
teed even if /3 is only slightly less than &. Clearly the
-0.0 0.1 02 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1.0
X
number of iterations in the LTDRM depends virtually on
the values of /3 (it varied from two iterations for small p
B 2.4 ’ ’ ’ ’ ’ ’ ’ ’
p=11.27 values to a maximum of seven iterations for the critical
values & in all of our numerical experiments for this
problem); the advantage of using the LTDRM to determine
/I, is obvious.

3.2 Steady-state solutions

Though the results of LTDRM have been compared with
some numerical results in the previous subsection, it is
desirable that some more systematic tests of our nonlinear
0.0 0.1 0 2 0 3 0.4 0 5 0.6 0.7 0 8 0.9 10 iteration scheme against some analytical solutions be car-
ried out since the numerical solutions given by Zhu et al.’
c 2.4 may themselves involve a certain degree of numerical
error. Due to the difficulty in finding analytical transient
2.2
/ \p=2’.09 solutions for equation (14), a steady-state problem was
/ \ studied instead with the geometry being altered to a unit
I \ circle, while initial and boundary conditions remained the
same as those used in the previous subsection. The steady
state of the temperature distribution is governed by
1
u,,+-u,+pu*=o (18)
r
c if n and y in equation (14) are chosen to be 2 and 0,
0.1 0.2 0.3 04 0.5 0.6 0.7 0.8 0.9 1.0
X
respectively. For p < p,, we assume that
u(O), u’(O), l/‘(O), . . . are all finite so that a Taylor series
Figure 1. Steady-state temperature profiles along the x-axis
expansion of u about the center is obtained as
at y = 0.5 for the cases (a) y = 0, (b) y = 2, and (c) y = 4.

ber of iterations associated with a time-domain method u(r) = u(0) + ru’(0) + gu”(O) + ... (19)
increased at least linearly, whereas the number of iterations
required by the LTDRM virtually remained the same. If we now rewrite equation (18) as
Furthermore, when the critical value p, needs to be
ru,, + u, + pi-u2 = 0 (20)
determined, a higher efficiency of the LTDRM than time-
domain methods is even more evident. Generally speaking, letting r + 0, we have
when the parameter to be determined is near its critical
value, the steady-state is approached very slowly. This u’(0) = u,(O) = 0 (21)
creates considerable difficulty in terms of the computa- Differentiating equation (20) n times and letting r + 0,
tional time involved when one tries to find, using any one can show that, for n being even,
time-stepping method, the critical value with a reasonable
accuracy. Take the current microwave heating problem as S(O) =#)(O) = . . . =u(,+ly()) = . . . =()
an example. When p values are in the vicinity of &, the (22)
efficiency of the time-domain method used in Ref. 1
worsens dramatically as the steady-state of equation (14) is and, for n being odd,
reached very slowly. It is therefore very costly to calculate (n + l)u(~+r)(o)
the critical value & since quite a large number of solu-
tions at intermediate time steps needs to be calculated. = -fIn[u(O) z&“-‘)(O) + (n - ~)u’(O)U(“-~)(O)
However, no such problems exist for the LTDRM. As
mentioned before, the LTDRM is very effective especially +(n-l)(n-2)u”(0)u(“-3)(0) + ...I (23)

Appl. Math. Modelling, 1996, Vol. 20, July 517

A transient heat conduction model: S. Zhu and P. Satravaha

Table 4. Temperature on the circular disk for the case with the critical value of 1.39 found analytically from
6= 1.2 equation (26). The numerical results at a large time using
r Analytical LTDRM Error (%) the LTDRM representing the steady-state solution were
0.0 1.655 1.620 2.2
obtained within only four iterations and tabulated in Table
0.1 1.647 1.612 2.2 4 for the case p = 1.2. One can clearly see a good
0.2 1.622 1.589 2.2 agreement between the two solutions; the maximum per-
0.3 1.583 1.551 2.1 centage error is less than 2.3%. The results from the
0.4 1.528 1.499 2.0 LTDRM seem to be almost exactly the same as those
0.5 1.462 1.436 1.9 shown in Ref. 5.
0.6 1.383 1.362 1.7
0.7 1.296 1.279 1.4
0.8 1.202 1.189 1.2 3.3 Spontaneous ignition of a unit circular cylinder
0.9 1.102 1.094 0.8 Having now demonstrated, through the previous two ex-
amples, that the new extension of the LTDRM is more
Finally, we have efficient than the LTDRM used in Ref. 5 while rendering
results of the same level of accuracy, we also need to point
out that there is a fatal problem associated with the LT-
u(r) = U(0) + &O) + &4)(O) + ... (24) DRM based on the linearization scheme proposed.5 Our
recent numerical experiments showed that the iteration
or scheme constructed previously5 usually gave poor results

u(r) = u(0) - $3u’(O) 1- ***

+f iP2u3(0) s (25)
which converges rapidly provided that the temperature at
the center is known. The value of u(O) is determined from
imposing the boundary condition such that
l=u(o)-;pu’(o)+~[~p’u’(o)]-
...
(26)
With the analytical solution given in equation (25), the
temperatures on the circles of 0.1 units apart were calcu-
lated and tabulated in Table 4.
To implement the LTDRM on this problem, 32 constant
elements were placed on the boundary and 41 internal
nodes were placed inside of the circle as shown in Figure
2. Again, when linear elements were used, no significant
difference in the results was observed. The critical value of
0 was found to be 1.42 by the LTDRM in comparison
b presence of the reaction-heating
X
when we tried to apply it to problems containing higher
nonlinearity
spontaneous
than the power-law form, such as that in a
ignition problem in which the source term
varies exponentially with the unknown function. In order
to show that the LTDRM with the new linearization
scheme performs better than the one in Ref. 5, we choose
to examine in this section the spontaneous ignition of a
unit circular cylinder which was also studied in Ref. 2
using the DRM with a time-marching scheme.
The nonlinear transient heat conduction problem of the
spontaneous ignition of a reactive solid is known to be
governed by the transient diffusion equation with a nonlin-
ear reaction-heating term, due to a single first-order rate
process, as16
KV2T + pQzemEIRT = pcz (27)
for isotropic materials, where p, c, K are density, specific
heat and thermal conductivity, respectively, Q is the heat
of decomposition of the solid, z is the collision number, E
is the Arrhenius activation energy, and R is the universal
gas constant.
The problem can be described as finding the tempera-
ture distribution in a solid reactive material immersed in a
bath at ambient temperature T, > TO, which is the initial
temperature of the solid. In the absence of the reaction-
heating term, the governing equation reduces to the well-
known heat equation; thus at a certain time the temperature
distribution within the solid will reach a steady state where
its value is equal to T, everywhere. The significance of the
term is to increase the
temperature in the solid above the ambient value T,. For
each kind of reactive material, a temperature T, can be
determined above which a spontaneous ignition will occur.
By introducing a new variable17
/T-T\

-1.5?“..1...‘1”..!.“‘1’.“‘.“”
-1.5 -1.0 -0.5 0.0 0.5 1.0 1.5
and employing the Frank-Kamenetskii approximation’8
Figure 2. Boundary and internal nodes used for the circular
e-E/RT = e-E/RT,eu
disk. (29)

518 Appl. Math. Modelling, 1996, Vol. 20, July

 A transient heat conduction
equation (27) becomes
v2u+ yeu=a;
where a = l/k, with k being the thermal diffusivity (=
K/PC) and
PQEZ
-e-E/RTa
y= KRTZ
(31)
It is common to define the dimensionless Frank-
Kamenetskii parameter as 6 = 12y, where 1 is a character-
istic length of the problem being considered.
For a given geometrical shape of the solid, it has been
shownt5 that whether the temperature within the solid
eventually reaches the steady state or the value T, depends
solely on the parameter 6. The critical value SC which
separates these two completely different final states can be
evaluated from equation (30) with the temporal derivative
term being set to zero. ‘*18 For the cases S < SC, a thermal
equilibrium can be attained with the steady-state tempera-
ture in the solid being larger than T, everywhere but less
than T,. However, if 6 is greater than SC, a steady state
cannot be reached; the temperature in the solid eventually
reaches T,, at a certain time interval, called the induction
time,16 and consequently a spontaneous ignition initiates.
Therefore, the value of 6, is important in modelling the
spontaneous ignition process and can be determined from
equation (30) by the LTDRM using a similar technique to
that described in the microwave heating problem in finding
p,. Several values of SC for common two-dimensional
geometrical shapes can be found, for example, in Refs. 2
and 18. It is worth noting that although the two problems,
i.e., microwave heating and spontaneous ignition prob-
lems, are mathematically the same in essence, the source
term in the latter is of a much higher nonlinearity than that
in the former. It is therefore desirable to see if the LTDRM
with the new linearization scheme can be applied to such a
highly nonlinear problem.
To demonstrate the application of the LTDRM to a
diffusion equation with a highly nonlinear source term, the
spontaneous ignition of a long cylinder of unit radius taken
from Ref. 2 is considered. Initially, the cylinder is of
uniform temperature To = 298°K and is abruptly sub-
merged at time t = 0 in a bath at temperature T, = 400°K.
The cylinder is of a uniform isotropic reactive material, the
ignition temperature of which is T, = 425°K. The problem
is subject to an essential boundary condition where T = T,
is imposed at all boundary nodes. The other numerical
values of the physical parameters are a = L285.71
set/cm*, E = 47,500 kcal/M, and R = 1.987 cal/(MK).
The critical value, SC, was numerically estimated, by the
LTDRM, to be 2.08 which agrees very well with the
analytical value of 2.00 given in Ref. 2.
Time-domain methods in conjunction with the FEM and
DRM have been adopted to solve the spontaneous ignition
problems by Anderson and Zienkiewicz” and Partridge
and Wrobel,* respectively. They all pointed out that at the
earlier time steps, when the heat generated by the reaction
is obvious, a large At may be used but it must be reduced
quickly as t gets closer to the ignition time. Therefore, a
variable time step was employed due to some varying
model: S. Zhu and P. Satravaha
stability characteristics of the spontaneous-ignition pro-
cess. The value of At was altered such that at each time
step the average temperature change at all interior nodes is
maintained between 5°K and 20”K.2,‘8
To implement the LTDRM, the boundary of the cylin-
der was discretized with 16 linear elements, and 19 inter-
nal nodes were placed at an interval of 0.1 m along a
diagonal (the y-axis). This discretization is the same as
that adopted in Ref. 2. The LTDRM was then applied to
the linearized form of equation (30). Once the unknown u
has been obtained, the temperature T can be calculated
from equation (28). Since the value of SC has already been
given2 the main interest is to find the ignition time for the
cases where 6 > 8,. It would be ideal if the ignition time
could be cast into an unknown to be found as part of the
solution. However, after a few attempts, it seemed to be
impossible to reformulate the problem in a way to achieve
this goal. Therefore, in order to determine the ignition time
using the current formulation of the problem, the multistep
and bisection techniques were necessary to be employed in
conjunction with the LTDRM. In multistep algorithm, the
result from the previous step is used as an initial condition
for the next step which is similar to the time-stepping
technique. However, the time-step size in multistep LT-
DRM can be much larger than that of a time-marching
scheme. When the iteration fails or at least one point inside
the cylinder has a temperature over the ignition tempera-
ture, the bisection is then used to half the time step before
the calculation at that step is repeated. The starting time
step was set to be 100 set in all the cases presented below.
Results show in Figure 3(a) are temperature profiles for
the case 6 = 1. The temperatures at time t = 130 and 670
set were calculated separately from the multistep-bisection
algorithm in order to be able to compare the results with
those shown in Ref. 2. The multistep-bisection algorithm
was used and the procedure converged to a steady-state
solution T, with T, < T, < T, at all internal points at time
t = 2,400 set as a result of S being less than SC in this
case. The results obtained from the LTDRM and DRM
agree well with each other. One should however notice
that the elapsed time for the temperature to reach the
thermal equilibrium is different in the two methods. This
can be explained as follows. The incremental time used in
the DRM is doubled if the average temperature change at
all interior nodes is less than 5°K before the procedure
proceeds to the next time step. Since the change in temper-
ature becomes very small when the temperature is above
the ambient value or the steady-state solution is near, the
incremental time is always doubled thus resulting in a
large time increment and also a large observation time. In
contrast, there is no requirement for the minimum tempera-
ture change when using the LTDRM; therefore, the
steady-state temperature is attained at a smaller observa-
tion time. It should also be noted here that such a large
difference in time, at which the steady-state solution is
declared to be reached, is expected for different numerical
models or even the same model with different runs when
6 < 8, and the approach to the steady-state is very slow.
However, it is absolutely necessary for any numerical
model to be able to predict accurately the ignition time
when 6 > SC, as will be shown below.
Appl. Math. Modelling, 1996, Vol. 20, July 519
A transient heat conduction model: S. Zhu and P. Satravaha

A 410, * * 8 ’ 1 ’ ’ 1 In this spontaneous ignition problem, the significance of

the nonlinear source term has been clearly demonstrated in
Figures 3(a-c). Had there been no source term, the tem-
perature distribution within the solid could have only
reached the ambient temperature, the steady state of a
uniform temperature distribution. It is because of the exis-
tence of the source term that a temperature higher than the
ambient temperature can be eventually reached and an
ignition will initiate when the value of the Frank-
Kamenetskii parameter is greater than the critical value 6,.
As far as the accuracy of the LTDRM is concerned, it was
illustrated via the good comparison between the results
from the LTDRM and the time-domain method used in
Ref. 2. As for the efficiency, the LTDRM is still more
efficient than time domain methods if the solution at a
particular time needs to be sought. It is because of finding
the ignition time though that the efficiency of the LTDRM
is reduced. Nevertheless, the time-step size used in the
multistep-bisection-LTDRM algorithm can still be much
larger than that used in a time-marching scheme; the
efficiency of the LTDRM is by no means undermined.

3.4 The Liouville equation

The Liouville equation

A2
(32)
v2u = se-U
is an important equation appearing as the governing equa-
tion in many different areas of mathematical physics,
applied science, and engineering.“p2’ Since it has a well-
known special analytical solution,21 i.e.,

Figure3. Temperature distribution

(a) 6 = 1, (b) 6 = 4, and (c) 6 = 50.
in the cylinder for the cases u(x, y) =21n 4d& (cash x + E cos y)
1
(33)
for A > 0 and 0 G l2 < 1, and it can be regarded as the
Temperature profiles for the case 6 = 4 are depicted in
steady state of the equation
Figure 3(b). In this case the temperatures at time t = 130
and 670 set, were again calculated separately. Then the
LTDRM with the multistep-bisection algorithm was used (34)
to find the ignition time. The process was completed at
time f = 1,142 sec. Since 6 is now greater than SC, the it is ideal to be used as our last test example. In fact, since
ignition is expected to occur. As we can see from Figure theoretically an infinitely long time step is needed now to
3(b), it was indeed first reached at the center of the reach the steady state, it is a quite “severe test” for our
cylinder. The results obtained here once again agree well LTDRM.
with those found in Ref. 2.
Temperature profiles for the case 6 = 50 are shown in Table 5. Ignition time and first-ignition points for different
Figure 3(c) illustrating a good agreement between the 6 values
results obtained from the LTDRM and DRM. In this case 6 Ignition time (s) Ignition points
the ignition temperature was first reached at the points a DRM LTDRM DRM LTDRM
distance of 0.8 m away from the center (i.e., r = 0.8). It -
1.0 - 402°K l 402°K l

should be noted that since the problem is axially symmet- - -

1.9 405°K l 406°K ’
ric, all the points with the same distance from the center 2.1 5,938 r=O r=O
5,884
will ignite at the same time. The results for ignition times 4.0 1,145 1,142 r=O r=O
and points for several values of 6 are summarized in Table 10.0 723 717 r=O r=O
5, showing the ignition points moving from the center 20.0 555 547 r=0.5 r=0.5
toward the outer surface of the cylinder. As mentioned in 50.0 351 349 r=0.8 r=0.8
Ref. 2, this trend of movement of the ignition point agrees 200.0 129 124 r=0.9 r=0.9
with that found from a theoretical study. Note: starred-values are maximum temperature.

520 Appl. Math. Modelling, 1996, Vol. 20, July

 A transient heat conduction
Figure 4. Error distributions for (a) 9 nodes, lb) 36 nodes, and
k) without a source term.
Following the LTDRM formulation discussed in the
previous section, the problem was solved on a unit square
subject to the essential boundary condition with the value
of u in equation (33) being prescribed on the boundary
and the initial condition with the value of u at t = 0 being
set to unity. The discretization was down with 40 equal
constant elements being placed on the boundary and two
different sets of uniformly distributed internal nodes being
employed: (a) 9 nodes and (b) 36 nodes. Convergent
numerical results were normally obtained within four itera-
tions with the tolerance being set to 1.0 X 10P3. Various
solutions at a large time with E and h being taken for
many different values within the ranges given in equation
(33) were found numerically and they all compared very
favorably with the analytical solution. However, only the
results with E and A being -0.9 and 7, respectively, are
presented here. In Figures 4(u-b), the point-wise absolute
errors between the LTDRM and analytical solutions are
displayed with the maximum errors being about (a) 9.63 X
lop3 and (b) 3.84 X 10-3. The corresponding maximum
relative errors are found to be (a) 16.23% and (b) 1.64%,
respectively. One can clearly see that the error is reduced
considerably as the number of internal nodes is increased;
a roughly 4-fold increase of the internal nodes resulted in a
model: S. Zhu and P. Satravaha
more than e-fold increase in accuracy. Considering the
high nonlinearity associated with the nonhomogeneous
term, such a convergence rate is undoubtedly acceptable.
If, on the other hand, we switched back to a time-do-
main method with the nonlinear term linearized locally at
each time step, the maximum absolute errors between
numerical and exact solutions were found to be 1.63 X
10-l and 8.17 X lo-*, and the corresponding maximum
relative errors were about 161% and 57% with a time step
of 0.1 being adopted and 9 and 36 internal nodes being
uniformly distributed, respectively. If the number of inter-
nal nodes was further increased to 100, the maximum
absolute and relative errors were reduced to 3.82 X lo-’
and 22%, respectively. However, compared with the maxi-
mum absolute and relative errors associated with the LT-
DRM, i.e., 3.84 X 1O-3 and 1.64%, respectively, with only
36 internal nodes, the LTDRM seems to have performed
much better than the time-domain method.
Once again, to demonstrate the importance of the non-
linear term, we also solved the same problem without the
source term but with the same boundary conditions. The
point-wise absolute errors are shown in Figure 4(c) with
the maximum absolute error being about 4.29 X 10-l
which is of two orders of magnitude higher than that
associated with solving the original problem. The corre-
sponding maximum relative error was found to be 1976%.
But such a huge relative error mainly resulted from a
division by a very small number in the exact solution.
Furthermore the difference between results obtained from
using two different sets of internal nodes was found to be
negligible; the possible argument that such a large differ-
ence in terms of numerical error is associated with a
particular distribution of the internal collocation nodes is
therefore ruled out.
For the sake of a better visualization, the numerical
values of u along the x-axis at the cross-section y = 0.25
obtained from solving the original problem and the one
without the nonlinear source term are plotted in Figure 5
together with the exact values from equation (33). The
large difference between the exact u values and those
obtained from solving the problem without the nonlinear
source term is clearly visible whereas there is virtually no
difference between the exact u values and those obtained
from solving the original problem. Therefore we are cer-
tainly convinced that the nonlinear term, having played a
very important role which cannot be ignored, has been
Figure 5. The IJ values along the cross-section y = 0.25.
Appl. Math. Modelling, 1996, Vol. 20, July 521
A transient heat conduction model: S. Zhu and P. Satravaha
correctly accounted for by the LTDRM based on the new
linearization scheme.
4. Conclusions
The LTDRM has been extended to solving nonlinear tran-
sient heat conduction problems. In particular, two sets of
problems governed by a diffusion equation with a nonlin-
ear source term in the power-law form and the exponential
form were used as test examples. The successful perfor-
mance of the extended LTDRM on the nonlinear problems,
especially when the nonlinear source term is highly nonlin-
ear, relies mainly on the linearization of the nonlinear
source term by the first-order Taylor series expansion. The
accuracy and efficiency of the LTDRM are clearly demon-
strated through our numerical examples. We would like to
particularly emphasize the significance of successfully
solving the Liouville equation in which the source term is
highly nonlinear. It was exciting for us to have observed
that the numerical solution obtained from solving the
corresponding time-dependent equation by the LTDRM
agreed so excellently, at a large time, with the exact
solution of the Liouville equation. It is through this last
example that we believe that the LTDRM is a highly
efficient and robust method to be used for solving diffu-
sion equations with a nonlinear source term, especially
when only the solution at a large observation time or the
steady-state solution is needed.
Although only the equations with nonlinear source terms
have been discussed in this paper, the newly proposed
solution technique is quite general and it is expected that
this technique can be easily adopted to solve other types of
diffusion equations.
Acknowledgments
The authors would like to thank Mr. Y. Zhang for provid-
ing data in the column ‘ 'DRM" in Tables 1 and 2.
Financial support from Chulalongkom University of Thai-
land and DEET of Australia to the second author is
gratefully acknowledged. Financial support from Environ-
mental Research Institute at the University of Wollongong
is also greatly appreciated.
522 Appl. Math. Modelling, 1996, Vol. 20, July
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