COMMUNICATIONS IN NUMERICAL METHODS IN ENGINEERING Commun. Numer. Meth.

Engng 2000; 16:569583

Numerical solution of one-phase Stefan problems by the heat balance integral method, Part Icylindrical and spherical geometries
J. Caldwell and C. K. Chiu
Department of Mathematics; City University of Hong Kong; Kowloon; Hong Kong; Peoples Republic of China

SUMMARY This paper considers the numerical solution of one-dimensional Stefan problems.The basic method used is the heat balance integral method (HBIM). The method is applied to one-phase melting=solidication problems. Both cylindrical and spherical geometries are considered and a special starting procedure is used for small times to overcome the singularity at t = 0. The method can also deal with heat transfer problems with temperature-dependent thermal properties. Numerical results are obtained for both cylindrical and spherical geometries and conclusions are drawn. Full details of the special starting procedure for both cylindrical and spherical geometries are discussed in a companion paper, Part II. This includes the derivation of the systems of non-linear algebraic equations for the coe cients in the small time series. Copyright ? 2000 John Wiley & Sons, Ltd.
KEY WORDS:

Stefan problems; heat balance integral method

MELTING=SOLIDIFICATION PROBLEMS Melting and solidication problems occur in numerous important areas of science, engineering and industry. For example, freezing and thawing of foods, production of ice, ice formation on pipe surface, solidication of steel and chemical reaction all involve either a melting or solidication process. Mathematically, melting=solidication problems are special cases of moving boundary problems. Problems in which the solution of a di erential equation has to satisfy certain conditions on the boundary of a prescribed domain are referred to as boundary-value problems. In the cases of melting=solidication problems, however, the boundary of the domain is not known in advance, so the solution of melting=solidication problems requires solving the di usion or heat-conduction equation in an unknown region which has also to be determined as part of the solution. Moving boundary problems are often called Stefan problems with reference to early work of J. Stefan, who around 1890 was interested in the melting of the polar ice cap. Excellent survey of the subject on the moving-boundary problems can be found in the book Free and Moving Boundary Problems by Crank [1]. Hills book One-dimensional Stefan Problems: An Introduction [2] also
Correspondence to: J. Caldwell, Department of Mathematics, City University of Hong Kong, 83 Tat Chee Avenue, Kowloon, Hong Kong SAR, Peoples Republic of China

Copyright ? 2000 John Wiley & Sons, Ltd.

Received 9 August 1999 Accepted 1 March 2000

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J. CALDWELL AND C. K. CHIU

contains useful discussion on some of the one-dimensional Stefan problems. A more theoretical discussion on the topic regarding the uniqueness and existence of solutions can be found in the book by Cannon [3]. The most recent and complete survey on the subject is by Yao and Prusa [4]. There are very limited exact solutions to melting=solidication problems, and existing closedform solutions to these signicant problems are highly restrictive as to allowable initial conditions and boundary conditions. So numerical solution becomes the main tool in the study of the movingboundary problems. Two conditions are needed in order to solve the moving-boundary problems, one to determine the boundary itself and the other to complete the denition of the solution of the di erential equation. In this paper, we shall consider the solution of one-phase melting=solidications in cylindrical and spherical geometries using the heat balance integral method (HBIM). One-dimensional Stefan problems In this section we consider the classical one phase, one-dimensional Stefan problems. These problems constitute the simplest non-trival problems which display all the mathematical di culties inherent in more complicated problems. Problem formulation. Consider the idealized problem of solidication of a liquid, initially at its freezing temperature Tf , in contact with a surface maintained at a constant, lower temperature Ts . The liquid solidies on the surface and the process may be described by @ @T @T r ; = @t r @r @r arR(t); t0 (1)

where = 0; 1 or 2 depending on the geometry of the problem, and represents solidication processes in planes, innite cylinders and spheres. Suitable initial and boundary conditions for this problem are T = Tf ; T = Ts ; and for the solidliquid interface K @T @r =L dR(t) dt (4) rR(t); r = a; t0 (2) (3)

t0

R(t)

where T (r; t) is temperature and R(t) is the position of the solidliquid interface. It is assumed that the physical properties of the material remain constant throughout the process and there is no change of volume on solidication. The constants ; K; and L are thermal di usivity, conductivity, density and latent heat of freezing, respectively. Note that in general ; K; are related by the following formula: = K= c where c is the specic heat. It is further assumed that the material is initially cooled su ciently rapidly that a discontinuous change in the temperature takes place at r = a when t = 0. This provides the initial condition for the solidliquid interface, that is R(0) = a.
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Table I. Numerical values of L Aluminium Antimony Bismuth Cadmium Cobalt Copper Gold Lead Platinum Silver Tin Zinc 92.4 24.3 13.0 14.0 58.0 43.0 15.9 5.0 27.0 22.0 14.6 26.6

for various metals (Ts = 20 C). C 0.2096 0.0508 0.0304 0.0547 0.1030 0.0909 0.0303 0.0302 0.0324 0.0560 0.0536 0.0918 Tf 660.0 630.5 269.0 320.9 1490.0 1083.0 1063.0 327.4 1773.0 960.5 231.9 419.5 0.689 0.635 1.717 0.851 0.303 0.445 0.503 0.539 0.475 0.418 1.286 0.725

Non-dimensional form. So far, the variables and the heat parameters denote quantities expressed in physical units. Sometimes it is more convenient to work with non-dimensional variables. We can simplify the above equations by introducing the variables z = r=a; = t=a2 (5)

U = (T Ts )=(Tf Ts ) = L=c(Tf Ts ): The set of equations then becomes 1 @ @U @U = z ; @ z @z @z U = 1; U = 0; zZ( ); z = 1; 1zZ( ); 0 0 0

(6) (7)

and for the solidliquid interface, we have @U @z =

Z( )

dZ( ) ; d

Z(0) = 1

(8)

where is a dimensionless latent heat parameter, and is sometimes called the Stefan number (in some literature the denition of Stefan number is taken to be 1= ). For metals initially at their melting points, Table I gives some numerical values of for various metals ideally assumed to cool in surroundings at 20 C [2].

HEAT BALANCE INTEGRAL METHOD The heat balance integral method (HBIM) was rst propounded by Goodman [5; 6]. It has many pleasing features and can be applied to a wide range of problems and the accuracy obtained is
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usually su cient for most practical situations. In particular, it can be applied with relative ease to heat ow problems involving either temperature-dependent thermal properties or a phase change. Goodmans original method By integrating the heat ow equation with respect to the space variables r (or z in the nondimensional form), and inserting the boundary conditions, we can produce an integral equation which expresses the overall heat balance of the system. Successive steps in Goodmans method are 1. Assume a particular form of dependence of the temperature on the space variable which is consistent with the boundary conditions. 2. Integrate the heat ow equation with respect to the space variable over the appropriate interval and substitute the assumed temperature distribution to obtain the heat-balance integral. 3. Solve the integral equation to obtain the motion of the phase change boundary and then the time dependence of the temperature distribution. It is important to note that Goodmans method has been developed as an extension of Prandtl Von Karmans boundary layer method. Its essential feature is the assumption of a single temperature prole over the entire domain. This prole must be compatible with the boundary conditions and must satisfy the energy conservation principle: i.e. the heat ux entering the body through the external boundaries must equal the rate of variation of thermal energy in the body. The integral condition allows for one additional unknown, such as the thickness of the boundary layer or a boundary temperature. HBIM with spatial sub-division The choice of a satisfactory approximation to the temperature prole is acknowledged to be a major di culty in the heat balance approach. The use of a higher-order polynomial, for example, does not necessarily improve the accuracy of the solution. This sensitivity to the choice of prole is demonstrated in the results presented by Langford [7] for the simple case of heat ow in a semi-innite plane. Langfords result showed that the solution obtained from a cubic prole is less accurate than that produced by a quadratic one. Noble [8] suggested that the most promising way of systematically improving the accuracy of the HBIM was by repeated spacial sub-division, using quadratic proles in each sub-region, as in a nite element approach. Bell [9; 10] modied Nobles method, so that instead of sub-division of the independent variablespace, in the usual way, the equal sub-division of the dependent variabletemperature, is considered. Using a suitable form of the heat balance integral, a system of rst-order, non-linear di erential equations is produced for a set of penetration variables. Each penetration variable is associated with an isotherm created by the sub-division. Therefore, the solution of the system of equations provides the position of each isotherm which automatically includes the location of the moving boundary. Consider the classical one-dimensional Stefan problem in non-dimensional form. We rst divide the temperature range [0; U ] into n equal intervals as illustrated in Figure 1, that is Ui = i=n;
Copyright ? 2000 John Wiley & Sons, Ltd.

i = 0; 1; 2; : : : ; n

(9)

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Figure 1. Sub-division of the region for HBIM.

and assume a linear prole for the temperature at each sub-range, so that U= z Zi i + n n(Zi+1 Zi ) for Zi U Zi+1 (10)

Multiplying the heat equation by z and integrating over each sub-range [Zi ; Zi+1 ], gives z
Zi+1 Zi

@ @U @U z = @ @z @z
Zi+1 Zi

@U dz = @
Zi+1

@ @U z dz @z @z z @U @z @U @z

d d d d

Zi+1 Zi Zi+1 Zi

z U dz U z U dz

d d

z +1 +1

=
Zi

@U @z @U @z

Zi+1

Zi

+1 zi+1 Ui+1 z +1 Ui + i +1 +1

Zi+1

Zi

Replacing U by the appropriate prole in each heat balance equation and ensuring that expressions representing change in ux are approximated by the discontinuous change in adjacent prole gradients, the following system of equations is obtained: d d
+2 Zi+1 Zi+2 Zi+1 Zi

= ( + 1)( + 2)

Zi+1 Zi ; Zi+1 Zi Zi+2 Zi+1

i = 0; 1; : : : ; n 2

(11)

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J. CALDWELL AND C. K. CHIU

Figure 2. Cylindrical solidication.

and d d
+2 +2 Zn Zn1 Zn1 +1 + n( + 2)Zn = ( + 1)( + 2) Zn Zn1 Zn Zn1

(12)

It should be recognized that by extending the integral method by repeated spatial sub-divisions and by assuming a temperature prole in each sub-division, the integral method is transformed into a nite-volume or a nite element method. By not using weights while assuming linear proles, we end up with a nite-volume-like formulation. To start the HBIM, a special starting solution is needed for small times as there is a singularity at = 0. The appropriate small time solution is given by Poots [11] and the initial motion of each isotherm Zi is assumed to have the form Zi ( ) = 1 +
i; 0 1=2

i; 1

i; 2

3=2

(13)

Note that we have Z0 ( ) = 1 and Zn ( ) = Z( ) is the solidication front. Also, full details of the calculation of the i; j coe cients are given in Part II. Cylindrical solidication Consider the case of the solidication of a liquid about a cylindrical pipe (see Figure 2), that is, the case when = 1 in the heat equation. Heat balance equations. Following the method described above, we can reduce the heat equation into n heat balance equations, d d
3 Zi+1 Zi3 Zi+1 Zi

=6

Zi+1 Zi ; Zi+1 Zi Zi+2 Zi+1

i = 0; 1; : : : ; n 2

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and d d with Z0 ( ) = 1 for all ; so Zi Zi+1 d 2 [Z + Zi+1 Zi + Zi2 ] = 6 ; d i+1 Zi+1 Zi Zi+2 Zi+1 and 6Zn1 d 2 2 2 [Z + Zn Zn1 + Zn1 + 3 nZn ] = d n Zn Zn1 (15) i = 0; 1; : : : ; n 2 (14)
3 3 Zn Zn1 6Zn1 2 + 3 nZn = Zn Zn1 Zn Zn1

We rearrange to get a system of rst-order ordinary di erential equations for the penetration depth Zi , namely (2Z1 + 1) Z 1 = (2Zi+1 + Zi ) Z i+1 + (Zi+1 + 2Zi ) Z i = 6Z1 6 Z1 1 Z2 Z1 6Zi 6Zi+1 ; Zi+1 Zi Zi+2 Zi+1 i = 1; 2; : : : ; n 2 (16) (17) (18)

[2(1 + 3 n)Zn + Zn1 ] Z n + (Zn + 2Zn1 ) Z n1 =

6Zn1 Zn Zn1

The above equations can be solved by standard numerical methods for systems of ordinary di erential equations (for example, RungeKutta method) or in cases of large n by a simple numerical iteration algorithm in order to improve the performance of the method. Numerical results. The motion of the solidication front Z( ) is obtained from the solution of the heat balance integral method. Other useful and important information, e.g. the emerging ux F, can also be estimated from the solution of the system of di erential equations, to give F =K @T @ =
r=a

K(Tf Ts ) a

@U @z

z=1

K(Tf Ts ) an(Z1 1)

(19)

The accuracy of results obtained from the HBIM can be a ected by a number of factors. In this section, we study the accuracy of results from the heat balance method by considering the problem where the latent heat is taken to be unity (i.e. in the case of = 1). Small starting time approximation. The small starting time approximation must be as close to zero as possible. This is because the series is a small time expansion of the penetration depth Zi . The results obtained are more accurate when a smaller starting time is used. On the other hand, the time step that is used to solve the system of ordinary di erential equations is also decreased with the initial time to provide stable convergence. The cylindrical problem is solved with di erent initial time conditions ( 0 = 0:01; 0:001 and 0.0001) for the case of n = 1 (i.e. no sub-division) where the heat balance equation can be solved exactly. The results are presented in Table II.
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Table II. Position of solidication depth Z( ) with di erent initial time conditions ( 0 ). exact 0.010 0.015 0.020 0.025 0.030 0.035 0.040 0.045 0.050 0.055 0.060 0.065 0.070 0.075 0.080 0.085 0.090 0.095 0.100 1.1118 1.1360 1.1562 1.1738 1.1896 1.2040 1.2173 1.2298 1.2414 1.2525 1.2630 1.2731 1.2827 1.2919 1.3008 1.3094 1.3177 1.3258 1.3336 2438 4381 2764 3950 2903 4098 6478 0122 9634 6024 7839 1865 3602 7575 7564 6761 7894 3312 5060
0

= 0:01 5734 7038 5042 5969 4732 5779 8041 1587 1016 7335 9088 3060 4748 8678 8627 7789 8889 4278 5998

= 0:001 2450 4390 2772 3957 2909 4104 6483 0127 9639 6029 7843 1870 3606 7580 7568 6765 7898 3316 5064

= 0:0001 2439 4381 2764 3950 2903 4098 6478 0123 9634 6025 7839 1866 3603 7576 7565 6762 7894 3313 5061

1.1118 1.1360 1.1562 1.1738 1.1896 1.2040 1.2173 1.2298 1.2415 1.2525 1.2630 1.2731 1.2827 1.2919 1.3008 1.3094 1.3177 1.3258 1.3336

1.1118 1.1360 1.1562 1.1738 1.1896 1.2040 1.2173 1.2298 1.2414 1.2525 1.2630 1.2731 1.2827 1.2919 1.3008 1.3094 1.3177 1.3258 1.3336

1.1118 1.1360 1.1562 1.1738 1.1896 1.2040 1.2173 1.2298 1.2414 1.2525 1.2630 1.2731 1.2827 1.2919 1.3008 1.3094 1.3177 1.3258 1.3336

The heat balance equation can be solved exactly in the case of n = 1, for example for the cylindrical problem, the heat balance equation is [2(1 + 3 )Z + 1] Z = 6 Z 1 (20)

with the initial condition Z(0) = 1. This ordinary di erential equation can be easily solved to give [2(1 + 3 )Z 2 + (1 6 )Z 1] dZ = 6 and so the solution of this di erential equation is 36 = 4(1 + 3 )Z 3 3(1 + 6 )Z 2 6Z + 5 + 6 (21) d

For any value of , this equation can be solved and then the results can be compared with those from numerical small time approximation series. The cylindrical problem is solved with di erent initial time conditions ( 0 =0:01; 0:001 and 0.0001) for the case of n = 1 (i.e. no sub-division). The results are presented in Table II. Number of terms in small time series. The number of terms included in the small time series also a ects the accuracy of the results. Numerical results show that with three terms (up to 3=2 ) included in the approximation series, the results from the HBIM were correct to approximately four signicant gures. Number of sub-divisions. The accuracy of results from the HBIM can be greatly improved by increasing the number of sub-divisions. The main disadvantage is that the time step (h) for solving
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Table III. Position of Z( ) for = 1 using HBIM with RungeKutta method. n=1 0.010 0.015 0.020 0.025 0.030 0.035 0.040 0.045 0.050 0.055 0.060 0.065 0.070 0.075 0.080 0.085 0.090 0.095 0.100 1.1118 1.1360 1.1562 1.1738 1.1896 1.2040 1.2173 1.2298 1.2415 1.2525 1.2630 1.2731 1.2827 1.2919 1.3008 1.3094 1.3177 1.3258 1.3336 5735 7038 5042 5969 4732 5779 8041 1587 1016 7335 9088 3060 4748 8678 8627 7789 8889 4278 5998 n=2 1.1157 1.1410 1.1622 1.1807 1.1974 1.2126 1.2267 1.2399 1.2523 1.2641 1.2753 1.2860 1.2963 1.3062 1.3157 1.3249 1.3339 1.3425 1.3509 3263 6282 4067 7133 2463 5753 6756 6123 8880 6362 7367 8889 6595 5151 8453 9798 1998 7482 8358 n=4 1.1186 1.1446 1.1665 1.1856 1.2028 1.2185 1.2331 1.2468 1.2597 1.2719 1.2835 1.2946 1.3053 1.3156 1.3255 1.3351 1.3444 1.3534 1.3621 1128 8539 1514 3788 4034 8953 8960 5163 2926 3838 6899 9260 6719 4048 5237 3654 2182 3304 9179 n=8 1.1202 1.1467 1.1689 1.1884 1.2059 1.2219 1.2368 1.2507 1.2639 1.2763 1.2882 1.2995 1.3104 1.3209 1.3311 1.3408 1.3503 1.3595 1.3685 8907 8814 8837 4630 5868 9850 7378 9833 2779 7954 4476 9591 9172 8055 0282 9268 7933 8793 4038 n = 16 1.1211 1.1479 1.1703 1.1899 1.2076 1.2238 1.2388 1.2528 1.2661 1.2787 1.2907 1.3021 1.3132 1.3238 1.3340 1.3439 1.3535 1.3628 1.3719 8605 1090 0766 4320 1964 1316 3389 9711 5949 3926 2821 9931 1169 1406 4711 4525 3787 5032 0465 n = 32 1.1216 1.1484 1.1709 1.1907 1.2084 1.2247 1.2398 1.2539 1.2673 1.2799 1.2920 1.3035 1.3146 1.3252 1.3355 1.3455 1.3551 1.3645 1.3736 4859 8959 8738 1419 7490 4736 4275 7714 0774 5318 0560 3821 1037 7095 6080 1444 6137 2704 3358

the ordinary di erential equations decreases very rapidly. This problem appears notably in the small time region where two nearby penetration depths are very close together. As a result, the system of ordinary di erential equations becomes very unstable and a small time step is needed in order to get any meaningful results. Table III shows the position of solidication front Z( ) in the cylindrical problem with di erent numbers of sub-divisions. The time step (h) used is the same for all n to provide comparison and is the maximum value that can be used in the n = 32 case. The rate of convergence p was found to be approximately 0.9604, using the approximation (40) in Part II. Finite di erence method. Solving a large system of ordinary di erential equations by the standard fourth-order RungeKutta method requires substantial computational work. Using nite di erences to approximate the derivatives can reduce some of the computation (one function evaluation in each iteration instead of four). The approach is justiable because the unstable nature of the system requires a very small time step for the RungeKutta method to work. In this case the nite di erence method (or the Euler method) can give a solution with about the same accuracy. Results similar to those in Table III can be obtained by using Eulers method instead of the fourth-order RungeKutta method. These results were found to agree to four or ve decimal places. The solution of the ordinary di erential equations obtained from the HBIM is very slow using the standard numerical method. This is because this set of equations is found to be sti . For example, in the case of the cylindrical problem, the system of di erential equations is given by Equations (16)(18). We can linearize a system of non-linear ordinary di erential equations y = f(x; y) by y = y+g
Copyright ? 2000 John Wiley & Sons, Ltd.

(22)
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where is the Jacobian matrix fy (x; y). We say the di erential equation y = f(x; y) is sti if some of the eigenvalues j of have a negative real part of very large magnitude. For the n = 1 case, we have Z = Z1 and the system of ordinary di erential equations reduces to [2(1 + 3 )Z + 1]Z = or equivalently Z = f(Z; ) = and therefore 6[2aZ + (1 a)] @f = @Z [aZ 2 + (1 a)Z 1]2 (25) 6 (Z 1)[2(1 + 3 )Z + 1] (24) 6 Z 1 (23)

where a = 2(1 + 3 )0. Since Z 1 when is small, so 2aZ + (1 a) a + 10 and aZ 2 + (1 a)Z 1 is a very small number. As a result, @f=@z will be a negative number of large magnitude, and the di erential equation is sti . The main di culty in solving a sti system is that the step size h is forced to be extremely small in order to maintain stability. The numerical solution of sti di erential equations has become a much studied subject within the past 10 15 years. Most existing numerical methods for sti systems are implicit methods (like the backward Euler method), that is, we have to solve a system of non-linear algebraic equations at each step. However, it is still not clear that the special methods for sti systems can improve the e ciency of the HBIM.

SUMMARY AND COMMENTS The results from Table III show that the heat balance integral method can be applied to many melting=solidication problems. These results are plotted in Figure 3 to show the depth of solidication Z( ) for the cylindrical problem by taking a range of numbers of sub-divisions, namely, n = 1; 2; 4; 8; 16 and 32. Clearly, we can get good accuracy with this by increasing the number of sub-divisions, and the computational time is not unreasonable. In addition, the HBIM can be considered as self-starting for problems where small time expansions are not available. Other methods for melting=solidication problems usually require special small time starting procedures. The main drawback of this method is that the resulting system of ordinary di erential equations tends to be unstable, especially when n is large and is small. This is mainly because in these cases two adjacent isotherms [Zi ; Zi+1 ] are very close together, which means that some accuracy is lost during the calculation. Further improvement in the HBIM is possible by modifying the temperature prole to avoid this problem.

SPHERICAL SOLIDIFICATION In the heat equation, if we set = 2, the problem corresponds to the case of solidication around a sphere. Following exactly the same procedures described in the cylindrical case, we get n heat
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Figure 3. Depth of solidication for cylindrical problem.

balance equations for each penetration depth Zi . d d and d d

4 4 2 Zn Zn1 12Zn1 3 + 4 nZn = Zn Zn1 Zn Zn1 4 Zi+1 Zi4 Zi+1 Zi

= 12

2 Zi+1 Zi2 ; Zi+1 Zi Zi+2 Zi+1

i = 0; 1; : : : ; n 2

(26)

(27)

with Z0 ( ) = 1 for all , and so we rearrange to get a system of rst-order ordinary di erential equations for the penetration depth Zi ,
2 (3Z1 + 2Z1 + 1)Z 1 = 2 12Z1 12 Z1 1 Z2 Z1

(28)

2 2 (3Zi+1 + 2Zi+1 Zi + Zi2 )Z i+1 + (3Zi2 + 2Zi Zi+1 + Zi+1 )Z i

2 12Zi+1 12Zi2 ; Zi+1 Zi Zi+2 Zi+1

i = 1; 2; : : : ; n 2
2 12Zn1 Zn Zn1

(29) (30)

2 2 2 2 [3(1 + 4 n)Zn + 2Zn Zn1 + Zn1 ]Z n + (3Zn1 + 2Zn1 Zn + Zn )Z n1 =

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Figure 4. Depth of solidication for spherical problem.

The initial conditions for this system of ODEs can be obtained by substituting the small time approximation series into the ODEs and solving a system of non-linear algebraic equations. Full details are described in Part II.

NUMERICAL RESULTS AND CONCLUSIONS Results corresponding to those in Table III are obtained by using the HBIM with a time step h = 1:0 106 and = 0:01 and a range of sub-divisions. These results are plotted in Figure 4 to show the depth of solidication Z( ) for the spherical problem by taking a range of the numbers of sub-divisions, namely, n = 1; 2; 4; 8; 16 and 32. They can be compared with the results from the cylindrical problem (Table III and Figure 3). We can see that the solutions converge as we increase the number of sub-divisions (n). The movement of solidication fronts has similar behaviour for the two problems, and the solidication front moves slightly slower in the spherical case as we expected. In comparison with the xed-domain methods we can conclude that the front-tracking method has the advantage that is can produce a smooth solution of the solidication front Z( ). Currently, the HBIM can only be used for simple phase-change models in cylindrical and spherical geometries. Further work is needed to extend the method to other more realistic models and more complicated geometries. However, the simple model described in this paper can be used in real-life applications,
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Table IV. Numerical values of time for complete solidication for spherical problems. 1 0.1 0.2 0.5 1.0 2.0 5.0 0.101 0.109 0.134 0.175 0.258 0.508 2 0.120 0.132 0.168 0.228 0.347 0.689 4 0.103 0.120 0.168 0.246 0.395 0.820 8 0.095 0.116 0.173 0.260 0.423 0.889 16 0.091 0.115 0.177 0.268 0.438 0.926 32 0.090 0.116 0.179 0.272 0.446 0.946 Enthalpy 0.09 0.12 0.18 0.28 0.45 0.97

such as in the design of water=oil pipes and tanks where cylindrical and spherical geometries are commonly used.

INWARD SOLIDIFICATION In this section, we consider the problem of inward solidication. The formulation of this problem is basically the same as the outward solidication with the direction of solidication reversed, and only a small change to our program is needed to solve this problem. We can do this by using di erent small time starting values for the system of ordinary di erential equations, Zi ( ) = 1
i; 0 1=2

i; 1

i; 2

3=2

(31)

In Table IV, the results of inward solidication problems using the HBIM are compared with the results from the enthalpy method [2]. As we can see from the table, the heat balance integral results agree with the enthalpy method even with large values, and they can be improved if we increase the number of sub-divisions. There is scope for further work here by considering the e ect of large temperature di erences between the values of Tf and Ts in Equations (2) and (3). As indicated by Hill [2] blow up can occur when Ts di ers from Tf by too large an amount because of singularities in the cylindrical and spherical cases. Using our denition, this corresponds to the case of small Stefan number . Some reference has been made to this problem by Caldwell and Chan [12] where, in Figure 12, they demonstrate that di culties arise for = 0:1.

HBIM WITH VARIABLE THERMAL PROPERTIES The HBIM can be applied with relative ease to heat transfer problems involving temperature dependent thermal properties. Goodman [6] gave a formulation to incorporate the thermal properties into HBIM, and this formulation can be easily extended to be used with the spatial sub-division. If we assume that the di usivity = K= c in the heat equation is temperature dependent, that is, K; and c are of the forms K = K(u); = (u) and c = c(u), then the governing heat equation is the same as before, namely c
Copyright ? 2000 John Wiley & Sons, Ltd.

1 @ @u @u Kr = @t r @r @r

(32)

Commun. Numer. Meth. Engng 2000; 16:569583

582

J. CALDWELL AND C. K. CHIU

Now we make the following transformation:

u 0

v=

(u )c(u ) du

(33)

and since @ @v = @t @t similarly we have @u @v = c @r @r The heat equation then becomes 1 @ K @v @v = r @t r @r c @r with the boundary condition at the interface K c @v @r dR(t) dt
u 0

c du =
0

@u @u @( c) du + c = c @t @t @t

(34)

(35)

(36)

R(t)

=L

(37)

and the initial and boundary conditions are v = vf ; v = vs ; rR(t); r = a; t0 t0

(38)

Now the problem reduces to the standard form, and we can use the HBIM procedures described before to solve this problem very easily. The results can then be transformed back to the original variables. It is important to note that the idea of enthalpy has been introduced in Equations (33) and (36) and this approach has been used separately by Caldwell and Chan [12] in the solution of phase change problems.
Copyright ? 2000 John Wiley & Sons, Ltd. Commun. Numer. Meth. Engng 2000; 16:569583

ONE-PHASE STEFAN PROBLEMS: I

583

APPENDIX: NOTATION a c F K L r ri; j R(t) t T U z Z(t) radius of cylinder=sphere specic heat emerging ux conductivity latent heat of freezing radial co-ordinate coe cients in small time series position of solidliquid interface time temperature dimensionless temperature dimensionless radial co-ordinate dimensionless position of solidliquid interface Stefan number 1 (cylinder), 2 (sphere) thermal di usivity coe cients in small time series density dimensionless time

ACKNOWLEDGEMENTS

The authors would like to thank City University of Hong Kong for funding this research by a Strategic Research Grant (Project No. 7000850).
REFERENCES 1. 2. 3. 4. 5. 6. 7. 8. 9. 10. 11. 12. Crank J. Free and Moving Boundary Problems. Clarendon Press: Oxford, 1984. Hill JM. One-dimensional Stefan Problems: an Introduction. Longman: London, 1987. Cannon JR. The One-dimensional Heat Equation. Cambridge University Press: Cambridge, 1984. Yao LS, Prusa J. Melting and freezing. Advances in Heat Transfer 1989; 19:195. Goodman TR. The heat-balance integral and its application to problems involving a change of phase. Transactions of the ASME 1958; 80:335342. Goodman TR. The heat-balance integralfurther considerations and renements. Journal of Heat Transfer 1961; 83:83 86. Langford D. The heat balance integral method. International Journal of Heat Mass Transfer 1973; 16:2424 2428. Noble B. Heat balance methods in melting problems, In Moving Boundary Problems in Heat Flow and Di usion. Ockendon JR, Hodgkins WR (eds). Clarendon Press: Oxford, 1975; 208 209. Bell GE. A renement of the heat balance integral method applied to a melting problem. International Journal of Heat Mass Transfer 1978; 21:13571362. Bell GE. Solidication of a liquid about a cylindrical pipe. International Journal of Heat Mass Transfer 1979; 22: 16811686. Poots G. On the application of integral methods to the solution of problems involving the solidication of liquids initially at fusion temperature. International Journal of Heat Mass Transfer 1962; 5:525531. Caldwell J, Chan CC. Numerical solutions of the Stefan problem by the enthalpy method and the heat balance integral method. Numerical Heat Transfer B 1998; 33:99117.

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Commun. Numer. Meth. Engng 2000; 16:569583