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May 3, 2002
Abstract
In this study, we develop a three-level nite di erence scheme for solving a 1D
Pennes' bioheat transfer equation in a triple-layered skin structure. A convergence
theorem is obtained by the discrete energy method, implying that the scheme is un-
conditionally stable. Numerical results for thermal analysis of a skin composed of
epidermis, dermis and subcutaneous layers are obtained.
KEY WORDS: nite di erence; convergence; stability; bioheat transfer equation
Technical Report No. 343-02, Department of Computer Science, University of Kentucky, Lexington, KY,
2002.
y This author's research work was supported in part by the U.S. National Science Foundation under grants
CCR-9902022, CCR-9988165, CCR-0092532, and ACI-0202934, in part by the U.S. Department of Energy
under grant DE-FG02-02ER45961, in part by the Japanese Research Organization for Information Science
and Technology, and in part by the University of Kentucky Research Committee.
1
1 INTRODUCTION
Skin burns caused by exposing to heat in a ash re, laser irradiation, or by being in
contact with hot substances, are some of the most commonly encountered hazards in daily
life and in industry [1-7]. This kind of heating has two common distinctive characteristics.
First, the heating process is very short with a typical duration of less than 5s (Torvi, 1994).
Second, the heat ux incident on the skin surface can be as high as up to 83.2 kW=m2 (Torvi,
1994). Investigations on such instantaneous thermal injuries can be useful for the accurate
assessment on burn evaluation and to establish thermal protections for various purposes,
e.g., re ghter's safeguard. For many years, researchers have used di erent bioheat transfer
models to predict the degree of skin burn (Killer, 1991). To date, nearly all the models
have been based on the Pennes' bioheat equation, in which the conduction term is based
on the classical Fourier's law. Recently, Liu and his co-workers have introduced a general
form of the thermal wave model of bioheat transfer in living tissues (Liu, 1995). The model
was obtained based on a modi ed unsteady heat conduction equation (the CV equation)
(Vernotte, 1958; Cattaneo 1958). In this article, we will develop an unconditionally stable
three-level nite di erence scheme for solving the Pennes' bioheat equation in a triple-layered
skin structure composed of epidermis, dermis and subcutaneous. Unconditional stability is
particularly important so that there are no restrictions on the mesh ratio because the grid
size in the thickness direction is very small. Using the discrete energy method, we establish
a convergence theorem for the nite di erence scheme, which shows that the scheme is
unconditionally stable in the triple-layered skin structure. The discrete system is then solved
by a domain decomposition algorithm based on the idea described in (Dai, 1998). The
method is illustrated by a numerical example.
2
interfacial conditions and boundary conditions can be listed as follows:
1 = 0; x = 0; (2)
1 = 2 ; k1 @@x
1
= k2 @2 ; x = L1;
@x (3)
2 = 3 ; k2 @
@x
2
= k3 @3 ; x = L1 + L2;
@x (4)
@3 = 0; x = L + L + L : (5)
@x 1 2 3
Bl @ + Dl l ? kl @ 2l = Gl ; l = 1; 2; 3;
2
l
(7)
@t @x
where Bl = l Cl ; Dl = Wbl Cbl and Gl = Qlr . Assuming that Bl ; Dl ; and kl are positive
constants. We develop a three-level nite di erence scheme for solving the above initial and
boundary triple-layered skin structure problem (Eqs. (1)-(6)) as follows:
n+1 ? (u )n?1 D
Bl (ul)i 2 t
l i
+ 4
l
[(u n+1 n n?1
l )i + 2(ul )i + (ul )i ]
1
? 4 kl x[(ul)i + 2(ul )i + (ul)in?1]
2 n +1 n
3
and
k2 (u2)N2 +1?x (u2)N2 = k3 (u3)1?x(u3)0 ; (u2)nN2+1 = (u3)n0 :
n n n n
(10)
The initial and boundary conditions are chosen to be
(ul)0i = (ul )1i = 0; (11)
and
(u1)n0 = 0; (u3)nN3+1 = (u3)nN3 ; (12)
for any time level n. Since we employ second-order central nite di erences to discretize
Eq. (7), it can be seen that the truncation error of Eq. (8) at the grid point (ix; nt) is
O(t2 + x2 ) and hence that the exact solution l (x; t) satis es
n+1 ? ( )n?1 D
Bl (l )i 2 t
l i
+ 4
l
[( n 1 2 n+1
l )i + 2(l )i + (l )i ] ? kl x [(l )i + 2(l )i + (l )i ]
n+1 n?1
4
n n?1
i=1
where l = 1; 2; 3:
LEMMA 1. For any un 2 Sh,
[uni +1 + 2uni + uin?1] [uni +1 ? uin?1] = [uni +1 + uni]2 ? [uni + uin?1]2 (14)
and
rx [uni +1 + 2uni + uin?1] rx [uni +1 ? uin?1] = [rx uni +1 + rx uni]2 ? [rx uni + rx uin?1]2 : (15)
4
Proof. Eq. (14) can be obtained in the way:
[uni +1 + 2uni + uin?1] [uni +1 ? uin?1]
= [uni +1]2 + 2uni +1 uni + uni +1 uin?1
?uni +1 uin?1 ? 2uni uin?1 ? [uin?1]2
= [uni +1]2 + 2uni +1 uni + [uni]2
?f[uni]2 + 2uni uin?1 + [uin?1]2 g
= [uni +1 + uni]2 ? [uni + uin?1]2:
Using a similar argument, we obtain Eq. (15).
LEMMA 2. If (ul)ni; l = 1; 2; 3; are the solutions of Eqs. (8)-(12), then
N1
X
k1 x x2 [(u1)ni +1 + 2(u1)ni + (u1)in?1] [(u1)ni +1 ? (u1)in?1]
i=1
N2
X
+k2x x2 [(u2)ni +1 + 2(u2)ni + (u2)in?1] [(u2)ni +1 ? (u2)in?1]
i=1
N3
X
+k3x x2 [(u3)ni +1 + 2(u3)ni + (u3)in?1] [(u3)ni +1 ? (u3)in?1]
i=1
NX1 +1
= ?k1 x rx [(u1)ni +1 + 2(u1)ni + (u1)in?1] rx [(u1)ni +1 ? (u1)in?1]
i=1
NX2 +1
?k2 x rx [(u2)ni +1 + 2(u2)ni + (u2)in?1] rx [(u2)ni +1 ? (u2)in?1]
i=1
N3
X
?k3 x rx [(u3)ni +1 + 2(u3)ni + (u3)in?1] rx [(u3)ni +1 ? (u3)in?1 ]: (16)
i=1
Proof. Let Ui(l) = (ul )ni +1 + 2(ul)ni + (ul )in?1 ; Vi(l) = (ul )ni +1 ? (ul )in?1 ; l = 1; 2; 3: As such,
the left-hand-side (LHS) of Eq. (16) can be simpli ed as follows:
N1
X N2
X N3
X
LHS = k1x x2 Ui(1) Vi(1) + k2x x2 Ui(2) Vi(2) + k3x x2 Ui(3) Vi(3)
i=1 i=1 i=1
N1
= 1x2 k1x [(Ui(1)
X
+1 ? Ui ) ? (Ui ? Ui?1 )] Vi
(1) (1) (1) (1)
i=1
N2
+ 1x2 k2x [(Ui(2)
X
+1 ? Ui ) ? (Ui ? Ui?1 )] Vi
(2) (2) (2) (2)
i=1
N3
+ 1 2 k3x [(Ui(3)
X
+1 ? Ui ) ? (Ui ? Ui?1 )] Vi
(3) (3) (3) (3)
x i=1
N N1
= 1 2 k1[x (Ui(1) ? Ui(1)
X1 +1 X
x ? 1 ) V i
(1)
? 1 ? x (Ui(1) ? Ui(1)
?1 ) Vi ]
(1)
i=2 i=1
5
1 NX2 +1 XN2
+ x2 k2[x (Ui ? Ui?1) Vi?1 ? x (Ui(2) ? Ui(2)
(2) (2) (2)
?1 ) Vi ]
(2)
i=2 i=1
1 NX3 +1 XN3
+ x2 k3[x (Ui ? Ui?1) Vi?1 ? x (Ui(3) ? Ui(3)
(3) (3) (3)
?1 ) Vi ]
(3)
i=2 i=1
Based on Eq. (12), the above LHS can be further written as follows:
N1 N1
LHS = 1x2 k1[x (Ui(1) ? Ui(1)
X X
?1 ) V (1)
i?1 ? x (Ui(1) ? Ui(1)
?1 ) Vi ]
(1)
i=1 i=1
N N2
+ 1x2 k2 [x (Ui(2) ? Ui(2)
X 2 X
?1 ) V (2)
i?1 ? x (Ui(2) ? Ui(2)
?1 ) Vi ]
(2)
i=1 i=1
1 XN3 XN3
+ x2 k3 [x (Ui ? Ui?1) Vi?1 ? x (Ui(3) ? Ui(3)
(3) (3) (3)
?1 ) Vi ]
(3)
i=1 i=1
1 (1) (1) (1) 1
+ 2 k1 x (UN1 +1 ? UN1 ) VN1 ? 2 k2x (U1(2) ? U0(2) ) V0(2)
x x
1
+ 2 k2 x (UN2 +1 ? UN2 ) VN2 ? 1 2 k3x (U1(3) ? U0(3) ) V0(3) :
(2) (2) (2)
x x
Using Eqs. (9) and (10), we simplify the above LHS as follows:
N1
X N2
X
LHS = ?k1 x rx Ui(1) rx Vi(1) ? k2 x rx Ui(2) rx Vi(2)
i=1 i=1
XN3
?k3 x rx Ui(3) rx Vi(3)
i=1
+ 1 2 k1 x (UN(1)1 +1 ? UN(1)1 ) VN(1)1 ? 1 2 k1x (UN(1)1+1 ? UN(1)1 ) VN(1)1 +1
x x
+ 2 k2 x (UN2 +1 ? UN2 ) VN2 ? 1 2 k2x (UN(2)2+1 ? UN(2)2 ) VN(2)2 +1
1 (2) (2) (2)
x x
NX1 +1 NX
2 +1
= ?k1 x rx Ui(1) rx Vi(1) ? k2x rx Ui(2) rx Vi(2)
i=1 i=1
N
X3
?k3 x rx Ui(3) rx Vi(3)
i=1
= RHS:
To establish a convergence theorem, we let (zl )ni = (l )ni ? (ul )ni; l = 1; 2; 3: This implies
that (zl )ni; l = 1; 2; 3; satisfy
l )i ? (zl )i
( z n+1 n?1 D 1 2 n+1
l
l )i + 2(zl )i + (zl )i ] ? kl x [(zl )i + 2(zl )i + (zl )i ]
Bl + [(z n+1 n n?1 n n?1
2t 4 4
= (l )ni: (17)
6
THEOREM. For any n in 0 nt t0, (zl)ni ; l = 1; 2; 3; satisfy
F (n) F (0) + c0t0 t 1max
2 2 2
2
n 1 1 + 2 2 + 3 3 (18)
where
D 1 t
2
+1 n 2 D 2 t
2
F (n) = 2 (z1) + (z1) 1 + 2 (z2 ) + (z2 ) 2 + 2 (z3 )n+1 + (z3 )n 3
n n+1 n 2 D 3 t
2 2
+ 1 k1t2 rx ((z1 )n+1 + (z1 )n) 1;1 + 1 k2t2 rx((z2 )n+1 + (z2 )n) 2;1
2 2
2 2
1
+ k3t rx ((z3 ) + (z3 ) ) 3
2 n+1 n 2
(19)
2
and c0 is a constant. This implies that the scheme is unconditionally stable.
Proof. Multiplying Eq. (17) with l = 1 by 2t2 [(z1 )ni +1 ? (z1 )in?1 ], Eq. (17) with l = 2
by 2t2[(z2 )ni +1 ? (z2)in?1]; and Eq. (17) with l = 3 by 2t2 [(z3 )ni +1 ? (z3 )in?1]; summing
over i from i = 1; ; N1; i = 1; ; N2 and i = 1; ; N3; respectively, and then combining
them together, one obtains
B1 t((z1 )n+1 ? (z1)n?1; (z1 )n+1 ? (z1)n?1)1
+ D12t ((z1 )n+1 + 2(z1 )n + (z1)n?1; (z1 )n+1 ? (z1)n?1)1
2
k1 t
2
? 2 (x2 [(z1)n+1 + 2(z1)n + (z1 )n?1]; (z1)n+1 ? (z1 )n?1)1
+B2 t((z2 )n+1 ? (z2)n?1; (z2 )n+1 ? (z2)n?1)2
+ D22t ((z2 )n+1 + 2(z2 )n + (z2)n?1; (z2 )n+1 ? (z2)n?1)2
2
= 2t2 ((1 )n; (z1)n+1 ? (z1)n?1 )1 + 2t2 ((2 )n; (z2 )n+1 ? (z2)n?1)2
+2t2 ((3)n; (z3 )n+1 ? (z3)n?1)3 : (20)
By lemmas 1 and 2, we obtain
B1 t (z1 )n+1 ? (z1 )n?1 1 + B2t (z2)n+1 ? (z2 )n?1
2 2
2
7
+ D22t [ (z2)n+1 + (z2 )n 2 ? (z2 )n + (z2 )n?1 2 ]
2 2 2
+ D 3 t
2
[ (z3)n+1 + (z3 )n 3 ? (z3 )n + (z3 )n?1 3 ]
2 2
2
+ k 1 t
2
[ rx ((z1 )n+1 + (z1 )n) 1;1 ? rx ((z1)n + (z1 )n?1) 1;1 ]
2 2
2
+ 2 t [ rx ((z2 )n+1 + (z2 )n) 2;1 ? rx ((z2)n + (z2 )n?1) 2;1 ]
k 2 2 2
2
+ k3 2
t2 [ r ((z )n+1 + (z )n) 2 ? r ((z )n + (z )n?1) 2 ]
x 3 3
3
x 3 3
3
= 2t ((1 ) ; (z1) ? (z1) )1 + 2t ((2 ) ; (z2 ) ? (z2)n?1)2
2 n n +1 n ? 1 2 n n +1
2t((2 )n; (z2)n+1 ? (z2 )n?1)2 " (z2 )n+1 ? (z2)n?1 2 + "?1t2 k(2)nk22 ;
2
and
2t((3 )n; (z3)n+1 ? (z3 )n?1)3 " (z3 )n+1 ? (z3)n?1 3 + "?1t2 k(3)nk23 ;
2
where " is a positive constant. Substituting the above inequalities into Eq. (21), we obtain
t(B1 ? ") (z1)n+1 ? (z1 )n?1 1 + t(B2 ? ") (z2)n+1 ? (z2 )n?1 2
2 2
2
+ 2 t [ (z2 )n+1 + (z2)n 2 ? (z2 )n + (z2)n?1 2 ]
D 2 2 2
2
+ D32t [ (z3 )n+1 + (z3)n 3 ? (z3 )n + (z3)n?1 3 ]
2 2 2
+ k1
2
t2 [ r ((z )n+1 + (z )n) 2 ? r ((z )n + (z )n?1 ) 2 ]
x 1 1
1;1
x 1 1
1;1
8
+ 12 k1t2 rx ((z1 )n+1 + (z1 )n) 1;1 + 12 k2t2 rx((z2 )n+1 + (z2 )n)
2 2
2;1
=1
F (0) + c0t0 t 1max
2
n
1 1
2
+
2 2
2
+
3 3
2
;
where c0 = "?1: Hence, the proof is completed.
Here, l = 1; 2; 3: Applying a parallel \divide and conquer" procedure for tridiagonal linear
system described in (Dai, 1998), we develop a domain decomposition algorithm for thermal
analysis in the triple-layered skin structure as follows:
m gm=1 ; f ~m ; ~m ;
(2) (2) ~ (2) N2
Step 1. Calculate several sequences f m(1) ; m(1) gNm1=1; f m(2) ; m(2) ; (2) N2
m gm=1 ;
~
and f m ; ~m gm=1 based on the following formulas:
(3) (3) N3
c
= (2) (2) (2) ; m = (2) (2) (2) ; m = (2) m (2)
d + b b
(2) (2) (2) (2) (2) (2)
(2) m (2) m m m? 1 (2) m?1
m
am ? bm m?1 am ? bm m?1 am ? bm m(2)?1
0 = 1; m = 1; ; N2 ;
= 0(2) = 0; (2) (27)
(2)
0
9
(2) ~ (2)
~m(2) = b(2)
m ; ~m = (2) (2) ~(2) ; m = (2) m (2)
(2) d(2)
m + c m
~
(2) (2)
m+1 ~ (2) c m+1
(2) ~(2)
am ? cm m+1
(2)
am ? cm m+1 am ? cm ~m(2)+1
~N(2)2 +1 = ~N(2)2 +1 = 0; ~(2) N2 +1 = 1; m = N2 ; ; 1; (28)
~m(3) = b(3)
m d(3)
m +
; ~m = (3) (3)
(3) c m ~m?1 ; ~(3) = (3) = 0; m = N ; ; 1: (29)
(3) (3)
(3) ~(3)
am ? cm m+1 am ? cm ~m(3)?1 N3 +1 N3+1
(3) 3
(u2)nN+1
2
= N(2)2 (u2)nN+1
2 +1
+ N(2)2 + (2) n+1
N2 (u2 )0 ;
(u2)n1 +1 = ~1(2)(u2)n0 +1 + ~1(2) + ~(2) n+1
1 (u2 )N2 +1 ;
+1 + m + m (u2 )0 ; m = N2 ; ; 1;
(u2)nm+1 = m(2) (u2)nm+1 (2) (2) n+1 (31)
(u3)nm+1 = ~m(3) (u3)nm+1
?1 + ~m ; m = 1; ; N3 :
(3)
(32)
5 NUMERICAL EXAMPLE
To demonstrate the applicability of the developed numerical method, we investigate
the temperature rise in a triple-layered skin structure, namely epidermis, dermis and sub-
cutaneous with a step increase of the surface temperature (0 = 12oC and Qlr = 0). The
schematic geometry of the three-layer skin structure is shown in Figure 1. The properties
of the skin used in the analysis are listed in Table 1 (Liu, 1999). To apply the domain
decomposition algorithm described in the previous section, we chose the time increment, t,
to be 0:005s, and three meshes of 10250 1250, 20500 2500, and 401000 5000 for
the triple-layered skin structure.
Figure 2 shows the temperature elevations in the skin at x = 0:00208m. The results are
similar to those obtained in (Liu, 1999) using the Pennes' equation. Further, the solutions
show no much di erence among these three meshes. Figure 3 shows the temperature pro les
along the x-direction at t = 150s.
10
6 CONCLUSION
In this study, we develop a three-level nite di erence scheme for solving the 1D Pennes'
bioheat transfer equation in a triple-layered skin structure. A convergence theorem has
been established by using the discrete energy method, which implies that the scheme is
unconditionally stable. A domain decomposition algorithm has been developed based on the
nature of the tripe-layered skin structure. Numerical results for thermal analysis of a triple-
layered skin structure, namely epidermis, dermis and subcutaneous are obtained. Further
research will focus on the development of an unconditionally stable nite di erence scheme
for solving a general form of the thermal wave model of bioheat transfer as follows (Liu,
1999):
l Cl @@t2l + (l Cl + WblCbl ) @ l C l ? k @ l = G ; l = 1; 2; 3;
2 2
l
@t + W b b l l
@x2 l (33)
where l is de ned as the characteristic time needed for accumulating the thermal energy
required for propagative transfer to the nearest element within the nonhomogeneous inner
structures (Kaminski, 1990). The value of in biological systems has been predicted to be 20-
30s (Kaminski, 1990). Recently, Mitra (1995) et al. performed experimental measurements
in processed meat and 16s was obtained.
Acknowledgements
The authors would like to thank Dr. Sherwood W. Samn at the Brooks Air Force Research
Laboratory for a few discussions concerning the bioheat modelings.
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11
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12
Epidermis Dermis Subcutaneous
0.00 X (mm)
13
12
x=0.00208m
10
8
Temperature θ
6
Grid points 40x1000x5000
Grid points 20x500x2500
Grid points 10x250x1250
0
0 30 60 90 120 150
Time t (s)
12
11
Grid points 40x1000x5000
10 Grid points 20x500x2500
Grid points 10x250x1250
8
Temperature θ
dermis sub-cutaneous
5
0
0 1 2 3 4 5 6 7 8 9 10 11 12 13
X (mm)