3.

Physical
y system,
y , model,, direct and inverse problems
p
Objectives of a model M (in heat transfer)

First objective: Simulation of physical reality = Direct Problem

zero initial
data responses
temperature

excitation

u (t ) : heat source/flux, variable external temperature

y* : « true » temperature at given time t and given location

y mo : modelled temperature at given time t and given location
 Example: model of a semi infinite medium (1 input - 1 output)

−k

−k

Perfect temperature sensor: y = y *

Output equation: ymo ( t ) = T ( xs , t )

Solution of direct problem: y mo (t ) = y mo relax (t ) + y mo forcedx (t )

∞ t
External representation:
p y mo (t ) = ∫ G (x s , x , t ) T0 ( x) d x + ∫ Z (t − τ ) u (τ ) dτ
0 0

Green’s function convolution product

⎡ ⎛ ( xs − x )2 ⎞ ⎛ ( xs + x )2 ⎞ ⎤ 1 a = k /ρ c
G ( x s , x, t ) =
1
⎢ exp ⎜− ⎟ + exp ⎜ − ⎟⎥ Z (t ) = exp ( − xs2 / 4 a t )
2 π a t ⎢⎣ ⎜ 4 a t ⎟ ⎜ 4 a t ⎟⎥ b π t b= kρc
⎝ ⎠ ⎝ ⎠⎦
 zero initial Perfect temperature sensor: y = y *
temperature Thermal impedance:
p
field
1
Z (t ) = exp ( − xs2 / 4 a t )
b π t

Z ( p) =
b
1
p
(
exp - x s p/a )
β xs )
p = Laplace parameter (s-1)
∞
ymo forced ( p ) = Z ( p ) u ( p ) with f ( p ) = ∫0 f ( t ) exp ( − p t ) dt

⎡a⎤
Parameter list β = (a, b, xs) Parameter « vector » β = ⎢⎢ b ⎥⎥
⎢⎣ x s ⎥⎦

a in W m-2 - b in J m-2 K-1 s-1/2 - xs in m

⇒ (
β = a 2 + b 2 + x s2 )1/ 2
 Semi infinite medium model: general case
Semi-infinite

List of data of Direct Problem: x = { β , u (.) , T0 (.) }

⎡a⎤ structural input initial

β = ⎢⎢ b ⎥⎥
parameter (stimulus) state
vector

⎢⎣ x s ⎥⎦ functions
 Problem of function parameterizing
∞
u (t ) = ∑u
j =1
j f j (t ) with { f1 f2 L}

function
basis of infinite number of functions: [ 0 tsup ] → R
on [ 0 tsup ]

u = [ u1 u 2 L ] T f (t ) = [ f1 (t ) f 2 (t ) L ] T ⇒ u (t ) = u T f (t )

column vectors with an infinite number of components

∞
u (t ) = ∑u
j =1
j f j (t ) ⇒ u j = u (t ), f j (t )
projection of u (t) onto fj (t)

truncation
⎡ u1 ⎤
n ⎢u ⎥
in practice: u param (t ) = ∑u
j =1
j f j (t ) ≠ u (t ) ⇒ u (t ) replaced by u = ⎢ 2
⎢ M
⎥
⎥
⎢ ⎥
⎣ un ⎦

Good approximation: The model-builder has to choose 2 things:

high n ⇒ large number of parameters
1) functions fj
2) their number n
 Parameterization: 2 possible choices of local function basis
n
uparam ( t ) = ∑ u j f j ( t )
j =1

door functions hat functions 0 if t

u j : averaged
g value over an interval u j : local discretized value → interpollated
p uparam ((t))
• interesting for : • interesting for :
u (t ) u (T ) β (T ) β (P) T0 (P)
non
o uniform
u o
initial
linear excitation non linear temperature dependent heterogeneous temperature
excitation thermophysical properties material
 Parameterization (continued)

Remarks

• non-local bases available: eigenfunctions f j of the heat equation

( th d off separation
(method ti off varaibles)
ibl )

u param (t ) = Fourier series, for example

tsup
• orthogonal bases (with a unit function norm N ) interesting:j
∫ f j ( t ) f k ( t ) dt = N j δ j k
tinf

• non constant
t t time
ti step
t possible
ibl

• Extended parameter vector x

gathering
g g the Direct Problem data:

⎡β⎤
x = { β , u (.) , T0 (P) } → x = ⎢⎢ u ⎥⎥
⎣⎢T0 ⎥⎦ parameterized
list
functions
 State-space representation

( )
div k grad T + q vol = ρ c
∂T
∂T
∂t
+ Boundary, interface and initial conditions

W/m3
distributed parameter system

State of the system

y = continuous temperature
p field: T (P , t ) = TP ( t )

Discretized state becoming = vector : T ( t ) = [ T1 ( t ) T2 ( t ) L TN ( t )]

in a N dimension space (number of nodes)

dT
lumped parameter system: = E (t , T , U ) with T (t = t0 ) = T0
dt

Linear heat source (excitation): qvol (P, t) [

U (t ) = u1 (t ), u 2 (t ) Lu p (t ) ]T
p excitated nodes

Non-linear
Non linear heat source: qvol (T ( P, t)) [
U (t ) = u (T1 (t )), u (T2 (t )) Lu (T p (t )) ]T
p excitated nodes
 State-space representation (continued)
Case of a linear heat source with temperature independent thermophysical properties and coefficients

E (t , T , U ) = A T + B U with A and B : constant matrices

(selection of
observed nodes)
 Output equation: detailed

⎡ T1 (t ) ⎤
⎢ T (t ) ⎥
⎢ 2 ⎥
⎢ T3 (t ) ⎥
⎡ y mo1 (t ) ⎤ ⎡0 0 0 0 1 L 0 0 0 0⎤ ⎢ ⎥ q = 5 observed temperatures
⎢y (t )⎥⎥ ⎢0 0 0 0 0 L 0 0 0 0⎥⎥ ⎢ T4 (t ) ⎥
⎢ mo 2 ⎢ ⎢ T5 (t ) ⎥ (output)
y mo (t ) = ⎢ y mo 3 ⎥
(t ) = ⎢0 0 0 0 0 L 0 0 0 0⎥ ⎢ ⎥
⎢ ⎥ ⎢ ⎥ ⎢ M ⎥
⎢ y mo 4 (t )⎥ ⎢0 0 0 0 0 L 0 0 0 0⎥ ⎢T (t ) ⎥
⎢ y mo 5 (t ) ⎦⎥ ⎢⎣0 0
N = 20 nodes
⎣ 0 0 0 L 1 0 0 0⎥⎦ ⎢ 17 ⎥
⎢T18 (t ) ⎥
⎢ ⎥
⎢T19 (t ) ⎥
⎣⎢T20 (t )⎥⎦
 dT
Linear state equation : = AT + BU
dt

Explicit solution for temperature field:

t
T (t ) = exp ( A (t − t0 ) ) T0 + ∫ t0
exp ( A (t − τ )) B U (τ ) d τ

and for model output:

t
ymo (t ) = C exp ( A (t − t0 ) ) T0 + C ∫ t0
exp ( A (t − τ )) B U (τ ) d τ

Relaxation of initial state forced (convolution) response

Remarks:

- advection case possible (dispersion in porous medium, one-temperature model):

( )
div λ grad T − ρ c f v . grad T + q vol = ρ c
∂T
∂t
+ Boundary,interface and initial conditions

- coupled modes transfer : radiation in semitransparent absorbing medium

(Heat equation + radiative transfer equation) ⇒ composite state X :

⎡T (t ) ⎤ Discretized temperature field: position

X (t ) = ⎢ ⎥
⎣ I (t ) ⎦ Discretized intensity field: wavelength, direction, position
- steady state case (linear) : dT T = − A −1 B U ⇒ y mo = − C A −1 B U
= AT + BU = 0
dt

Model terminology and structure

Before parameterization After parameterization

• single output: y mo = η (t , x) y mo = η (t , x )

scalar list scalar extended parameter

vector

• multiple output: y mo = η (t , x) y mo = η (t , x )

column list l
column extended parameter
vector vector vector

⎡β⎤
⎢ ⎥
• data
d t x = { β , u (.) , T0 (P) } x = ⎢u⎥
⎣⎢T0 ⎥⎦

η (t, .) or η (t, .) : scalar or vector function

x or x : corresponding data (list/vector)
= structure of the model
 Structure of a parameterized model in heat transfer

Direct Problem
Data
dimensions of system
parametrized shape
p p
thermophysical properties
contact resistances
heat transfer coefficients
emissivities
⎡ β struct ⎤ …
β=⎢ ⎥
Model output β
⎣ pos ⎦

location of detectors
Comparison between measurements and state model output
 Direct and inverse problems

data

Direct problem : known x MODEL y mo ?

Inverse problem : part of x ? MODEL known y

Objective of inverse problem: finding a part xr of x, using additional information

(output y or something else)
⎡ β struct
t t⎤
⎢β ⎥
Extended parameter vector: x=⎢ pos ⎥
⎢ U (t ) ⎥
⎢ ⎥
T
⎣ 0 ⎦

⎡ xr ⎤ sought (researched) parameters

x=⎢ ⎥
⎣ xc ⎦ complementary part: known
 Different types of inverse problems in heat transfer
• inverse measurement problems → additional information stems from output signal y of sensors

• control problems

→ additional information = desired (target) values of state T or output y

→ sought quantity = excitation U, initial state T0 or velocity/flowrate in β

• system identification problems = model construction

- model reduction

→ additional linformation = output of detailed model η det ( t ; x det )

→ sought quantity = structure + parameter vector of a reduced model η det ( t ; x det ) ≈ η red ( t ; x red )
with : x det[
d = β det
d U det
d T0 de
d t ]T [
and x redd = β redd U redd T0 redd ]T
1) mathematical reduction : u red (P, t ) = udet (P, t ) ⇒ U red = U det
T0 red (P, t ) = T0 det (P, t ) ⇒ T0 det = T0 red

2) physical reduction : u red (P, t ) ≈ udet (P, t ) ⇒ U red = fU (U det )

T0 red (P, t ) ≈ T0 det (P, t ) ⇒ (
T0 red = f T 0 T0 det )
In both cases: β red = f β ( βdet ) explicit for physical reduction
-experimental model identification (belongs to inverse measurements problem class)

→ additional information = y, U and T0 are measured, or supposed to be known

→ sought quantity = parameter vector β for a model of given structure η

3 types of identified models:

- white box type, based on first principles:physical meaning for β

- black box type: general structure, no physical meaning for β (neural networks)
- grey box type : in between, physical structure, no physical meaning for β

- optimal design problems

→ additional information: quality criterion to be satisfied

→ sought quantity = parameter vector β with constaints,

constaints for a model of given structure
 Inverse measurement problems in heat transfer

⎡ β struct ⎤
⎢β ⎥
Extended parameter vector: x =⎢ pos ⎥ = ⎡ xr ⎤ sought (researched) parameters
⎢ U (t ) ⎥ ⎢x ⎥ complementary
p yppart: known
⎣ c⎦
⎢ ⎥
⎣ T0 ⎦

Measurements y (t) available on [ t0 , t ffinal ] interval

a) Inverse problems of structural parameters estimation : x r ≡ β r

- example 1: thermophyscal property « measurement »: xr = k or ρ c or a... + h !

- example 2: calibration of a sensor/acquisition chain: Vmo (T , β calib )

b) Inverse input problems : xr ≡ u (P , t )

- example: “inverse heat conduction” = wall heat flux “measurement”

c) Inverse initial state problems : x r ≡ T0 (P)

d) Inverse shape reconstruction problems

e) Inverse problems of optimal design/control

(of a characterzation experiment, for example)
 Measurement and noise

y (t ) = y * (t ) + ε (t )

measured temperature « true » temperature Temperature

signal (sensor output) (unknown) measurement
noise
(unknown)

- only discrete values available yi = y (ti ) ⇒ ε i = ε (ti )

- (implicit) assumptions:

→ unbiased model: y * (t ) = y mo (t , x* )
→ unbiased noise: E (ε i ) = 0
 Physical model reduction on an example

- homogeneous rectangular slab, thickness e, lengths

- thermal diffusivity
y and conductivityy a and k,, volumetric heat ρ c = k /a
- 4 lateral sides insulated, h heat exchange coefficient over rear face

- uniform initial temperature T0

- two dimensional heat flux absorption over front face

- q temperature sensors inside the slab

 u (x, y, t) x
0
∂ 2T ∂ 2T ∂ 2T 1 ∂T input quantities
+ + =
e ∂x 2 ∂y 2 ∂z 2 a ∂t
T = T0 for t=0
ly
∂T ∂T
T (x, y, z, t) =0 at x = 0, l x ; = 0 at y = 0, l y
∂x ∂y
h
∂T ∂T
z T∞ −k = u ( x, y , t ) at z = 0 ; − k = h (T − T∞ ) at z = e
a – 3D model ∂z ∂z

explanatory variable

ymo , i = ηi (t , xx )) = Ta (xi , yi , zi , t ; u (x, y , t ); T0 , T∞ , h, l x , l y , e, kkλ , a )

output = observation at sensor i β
location (model Ma) (3 q + 9) quantities
→ Dimensionless form: ΔT = T0 − T∞ T * = (T − T∞ ) / ΔT l *x = l x / e l*y = l y / e
H = he/ k R = e/k τ diff = e2 / a xi* = xi / e yi* = yi / e zi* = zi / e

ymo, i = η * (t , x*) = ΔT . T * (xi* , yi* , zi* , t /τ diff , R , u (x, y, t ) /ΔT , H , l*x , l*y ) + TT∞∞

parameter list: x* = ( β* , u , ΔT , T∞ ) (3 q + 8) quantities or (+9)

structura/positions parameter vector: β* = (( x*i , y*i , z*i ) , for i = 1 to q ) , τ diff , R , H , l*x , l*y )
 u (x, y, t) lx x
0
um (x,
( t)
1 ly
e
um (x, t ) =
ly ∫ 0
u ( x , y , t ) dy
0
lx x

ly T (x, z, t)
e
T (x, y, z, t)
y h
z
1 ly T∞
Tb (x, z, t ) = ∫
h
Ta (x, y , z, t ) dy
z T∞ ly 0

a – 3D Model b – 2D Model

∂ 2T ∂ 2T 1 ∂T
+ = T = T0 at t=0
∂x 2 ∂z 2 a ∂t
∂T ∂T
−k = um (x, t ) at z = 0 ; − k = h (T − T∞ ) at z = e
∂z ∂z
Model b Measurements
Observations :
yi (t k ) = Tkexp ( xi , yi , zi )
ymod , i (t k ) = Tb ( xi , zi , t k ) 1 ni
yi ( t k ) =
ni
∑T
j =1
k
exp
( x m , y j = yi )

x = { β , um , ΔT , T∞ } ( 2 q + 7 ) quantities averaging in y-direction

→ x – t temperature signal
β = ( ( x*i , z*i , for i = 1 à q ) , τ diff , R , H , l*x ) y location disappears
 um (x, t) umm ( t )
1 lx

0
lx x umm ( t ) =
lx ∫ 0
um ( x, t ) dx
0
T (x, z, t) T (z, t)
e e
h h
z z
T∞ 1 lx
∫
T∞
Tc (z, t ) = Tb ( x, z, t ) dx
b – 2D Model lx 0
c – 1D Model

∂ 2T 1 ∂T
=
∂z 2 a ∂t
β = ( ( x*i , z*i , for i = 1 à q ) , τ diff , R , H , l*x )
T = T0 for t = 0

∂T ∂T
−k = umm ( t ) at z = 0 ; − k = h ( T − T∞ ) at z = e
∂z ∂z

Model c Measurements
ymod , i (t k ) = Tc ( zi , t k ) 1 q
y (t k ) =
q
∑T
i =1
k
exp
( xi , yi )
x = { β , u mm , ΔT , T∞ } (q + 6) quantities
averaging in x- and y- direction
β = ( z*i , for i = 1 à q ) , τ diff , R , H ) → t temperature signal
 u (x, y, t) lx x
0
u (x, y, t)
0 lx x
e
H = h e / k << 1
ly

T (x, y, z, t) ly
y
T (x, y, t)
h y h
z T∞ T∞
1 e
a – 3D Model
Td ( x, z, t ) = ∫ Ta ( x, y, z, t ) dz
e 0 d – 2D Fin

∂ 2T ∂ 2T h (T − T∞ ) u ( x, y , t) 1 ∂T
2D Fin equation: + 2 − + =
∂x 2
∂y ke k a ∂t
∂T ∂T
T = T0 at t=0 =0 in x = 0,, l x ; = 0 in y = 0,, l y
∂x ∂y

Model d Measurements
ymod, i (t k ) = Td ( xi , yi , tk ) yi (t k ) = Tkexp ( xi , yi , zi )
or
x = { β , um , ΔT , T∞ }
ni
( 2 q + 8 ) quantities 1
y i (t k ) =
ni
∑T
p=1
exp
( xi , yi , z p = zi )

β = ( ( xi* , yi* , for i = 1 à q ) , τ diff , R , H , l*x , l*y ) zi disappears

 um (x, t)
um (x, t)
1 e
lx x Te ( x, t ) = ∫ Tb ( x, z, t ) dz
0 e 0
0 lx x
T (x, z, t)
e h T (x, t)
h
lx T∞
z
T∞
H = h e / k << 1
b – 2D Model e – Fin Model

1D Fin equation: ∂ 2T h (T − T∞ ) u m ( x, t ) 1 ∂T
− + =
∂x 2 ke ke a ∂t

∂T
T = T0 at t=0 =0 in x = 0, l x
∂x

Model e Measurements
ymod (tk ) = Tc ( xi , zi , tk ) 1 ni exp m
yi ( t k ) = ∑ T k ( x , y j = yi )
ni j = 1
x = { β , um , ΔT , T∞ } (q + 7) quantities
averaging in y-direction
β = ( xi* , z*i , for i = 1 à q ) , τ diff , R , H ) → x – t temperature signal
 um (x, t) 1 e umm (t)

x
Tf ( t ) =
lx ∫ 0
Te ( x, t ) dx
0 lx
T (x, t) T (t)
h
lx T∞ h

1 lx T∞

e – Fin Model umm (t ) = ∫ um (x, t ) dx

lx 0
f – 0D: lumped Model

H x , H y , H << 1 dT
Lumped capacitance model: ρ ce + h (T − T∞ ) = u mm (t )
dt
Hx = h lx / k
T = T0 at t=0
Hy = h ly /k
H = h e/k τ = ρ c e / h = τ diff / H G = 1/ h

Model f bulk temperature observation Measurements

q
⎛ t − t'⎞ 1
G y (t k ) = ∑
t
T = T∞ + ΔT exp ( − t / τ ) + ∫ umm (t ' ) exp ⎜ - dt ' T kexp ( x i , y i )
τ 0 ⎝ τ ⎟⎠ q i =1

x = ( β , umm , ΔT , T∞ ) ΔT = T0 − T∞ averaging in x-
x and y-
y direction
→ t temperature signal
β = (τ , G) 5 independent variables
 g - 1D local Model
u (x, y, t) lx x
0

u ( xi , y i , t )
e

0
xi lx x
ly
y mo, i (t ) zi y mo, i (t )
y e
h
h
T∞
z T∞

∂T ∂T ymo, i (t ) = Tc ( zi , t ; u ( xi , yi , t ))
( xi , yi , zi , t ) ≈ ( xi , yi , zi , t ) ≈ 0 ⇒
∂x ∂y

∂u ∂u ⎛ ∂e ∂e ∂h ∂h ⎞
Anisotropic material : kx = k y = 0 kz = k or ≈ 0 and ≈0 ⎜⎜ weak , , , , L ⎟⎟
∂x ∂x ⎝ ∂x ∂y ∂x ∂y ⎠

Model f q independent local temperature models Measurements

ymo , i = Tg ,i (t ) = Tc ( zi , t ; β i , u ( xi , yi , t ) , ΔT , T∞ )
yi (t k ) = Tkexp ( xi , yi , zi )
xi = { βi , u ( xi , yi , t ) , ΔT , T∞ }

βi = ( z*i , τ diff i , Ri , H i ) ((q + 6) iindependent

d d t
quantities if same zi ‘s
 Remarks on physical reduction (for later inversion)

- the simpler the model, the higher the possible bias (in direct simulation)

but

→ a detailed model may be biased too (with respect to experiment)

→ decrease in number of parameters

→ inversion more robust (with respect to noise amplification linked to inversion)

→ direct model data keep an explicit physical meaning

→ first step for finer inversion (non linear parameter estimation/source estimation)
u ( x, y, z, t )

4. Heat source modelling

(forced) response to a linear heat source u ( x, y, z, t ) = convolution product

∞ t
y mo (t ) = ∫ G (x s , x , t ) T0 ( x) d x + ∫ Z (t − τ ) u (τ ) dτ (semi-infinite medium)
0 0

( )
div k grad T + q vol = ρ c
∂T
∂t
+ Boundary, interface and initial conditions

dT (any diffusion – type uncoupled linear problem)

= AT + BU
dt

t
y mo ( t ) = C exp ( A ( t − t 0 ) ) T0 + C ∫ t0
exp ( A ( t − τ ) ) B U (τ ) d τ

Relaxation of initial state forced (convolution) response

Assumptions: linear heat source u ( x, y, z, t ) and linear heat equation

(+ associated conditions) with coefficients constant in time: β j ( P, t )
separable source :

u ( x , y , z , t ) = f (t ) g ( x , y , z )

intensity space distribution (support of f )

Wm-3 no unit: g = 1 if source in P (x, y, z)

g=1 g = 0 if no source in P

Pi
g=0

t
⇒ ymo , i (t ) = ∫ 0
Z ( t − τ , xi , yi , zi ; g ( x, y, z ), β ) f (τ ) dτ

temperature response
at time t at any point Pi (xi, yi, zi)
Kelvin
 non separable source : u (x, y, z , t) = ∑k
f k (t ) g k ( x , y , z )

f 1 (t)

t
g1 = 1 Pi y mo , i (t ) = ∑∫
k
0
Z ( t − τ , xi , y i , z i ; g k ( x , y , z ) , β ) f k (τ ) dτ

g2 = 1
g2 = 1

→ use in source parameterization

f 2 (t)