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Lecture Notes: Applications of Methods from Theoretical Physics in Industry University of Basel

Thomas Christen, ABB Corporate Research FS 2012

2 Zeit: Do. 16.00-17.30; abwechselnd Vorlesung mit Ubungen (je alle 2 Wochen) Ubungsassistent: Diego Rainis (Raum 4.6) Ort: Institut fr Physik, Neuer Hrsaal 1 u o Teilnahmevoraussetzung: Bachelor/Vordiplom in Physik o. Nanowissenschaften o. Mathematik. Modul: Vertiefungsfach Physik (Master in Physik) Lernziele: Anwendung theoretischer Methoden auf typische Fragestellungen der industriellen F&E. Hinweise zur Leistungsberprfung: Aktiv an Ubungen teilgenommen. Gelste u o Ubungen nachtrglich dem Assistenten abgegeben (jeweils in der darauol genden Ubungsstunde). Bei Interesse Ende Semester Besuch im ABB Forschungszentrum.

1 Economic Modelling 1.1 Utility Maximization . . . . . . . . . . . . . . . . . . . . . . . . . 1.2 Net Present Value (NPV) . . . . . . . . . . . . . . . . . . . . . . 1.3 Market Modelling . . . . . . . . . . . . . . . . . . . . . . . . . . . 2 Optimization of Technical Devices 2.1 Entropy Production Rate . . . . . . . . 2.2 Entropy Generation Minimization . . . . 2.3 Endoreversible Thermodynamics . . . . 2.4 Power Maximization . . . . . . . . . . . 2.5 Ragone Plots of Energy Storage Devices 2.6 Economic Optimization . . . . . . . . . 7 7 8 9 11 11 13 14 16 19 23 27 27 34 35 37 42

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3 Modelling Concepts and Methods 3.1 Steady States and Linear Stability Analysis . 3.2 Collective Coordinates . . . . . . . . . . . . . 3.3 Nonequilibrium Systems . . . . . . . . . . . . 3.4 Optimization Principles near Equilibrium . . 3.5 Optimization Principles far from Equilibrium

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Theoretical physics in industrial R&D1

Industrial theoretical physics per se, as a counterpart to academic theoretical physics, does not exist. Even so, the daily work of a theoretical physicist in industrial R&D often diers from that in a university institute.2 This is because industrial R&D is an investment, which has to contribute to a companys economic benet, with the implication of a dierent prioritization of tasks and a stronger restriction of resources. Three main tasks of industrial R&D are Optimization of technologies and products. This combines technical and economical expertise. Applied research. Contribution to a basic understanding of technologies and products. This means to develop models (modelling) for qualitative and quantitative predictions of the behavior of technical (and sometimes non-technical) systems. Innovation. Invention of novel or improved products and/or technologies by new ideas. Here a deep understanding of physical basics can be a large advantage. For all these tasks, methods of theoretical physics can be useful instruments. The requirement of protability leads to the following main dierences between industrial and university working conditions: The art of academic physics consists in the isolation of the physical phenomenon of interest from all unwanted inuences. The well-trained theoretician reduces the system under consideration to its essential part, which is mostly a simplication towards a puried but often unrealistic model (e.g., the Hubbart model in solid state physics) that can be treated with rigorous methods. On the other hand, real technical systems are typically exposed to unavoidable and uncontrolled, sometimes large disturbances, which can lead to a huge complexity. Because the realistic system has to be considered, it must not be further simplied. But the complexity makes a rigorous treatment impossible, which thus requires a simplication of the solution methods. This is why industrial simplication sometimes consists of handwaving estimates or semi-empirical (quick & dirty) methods for treating realistic systems (e.g., the Steenbeck principle for electric arc physics; cf. Sect. 3.5). Industrial R&D is characterized by limited resources (information, time, money, manpower ...). Not to aord a deep scientic investigation can be another reason to use ecient quick & dirty approaches. Nevertheless, a rough estimate is better than nothing - unless the result is wrong. Sometimes ecient scientic methods, which balance the eort (costs) and the accuracy of the result (benet), can also be useful in the innovation process, when ideas have to be screened with respect to feasibility.3
= research and development (German: F&E = Forschung und Entwicklung). Speiser: Der theoretische Physiker in der Industrieforschung, Z. Phys. B - Condensed Matter 68 I-V (1987). 3 It is a fact that only a very small fraction of all invention ideas created will take all the hurdles and end up in a protable product.
2 A. 1 R&D


Last but not least, industrial R&D projects are strongly interdisciplinary (not only among dierent science areas, but involve also salesmen, controllers, managers, ... ) and require a very specic communication ability of a researcher. This course is structured roughly as follows. After briey touching the most relevant notions of economic modelling, the principles of optimizing technical devices will be introduced. The third, and largest part of the course, contains some useful instruments from the modelling toolbox of the theoretically working scientist in industrial R&D. A remark on the exercises: They are not aimed as tests but rather as an opportunity for learning by doing. As in real life, the problems are not always solvable only with the help of material discussed in lectures, but requires some own thinking and researching by the students. As usual, a problem is often partly solved once the problem is understood. The students are free to discuss in groups (team-work) and to ask the assistant for help. As these lecture notes are written in LaTex, which always produces a professionallooking output, the students should be aware that it is nothing but a simple script of a university course and can contain misprints and didactic imperfections. I will appreciate remarks and improvement proposals of critical students.


Chapter 1

Economic Modelling
The main task of economic modelling in industry is economic decision making. Economic modelling of an object (a technical device or even a market, capital goods, stocks, projects, ...) requires thus an appropriate measure for its value x. By obvious reason, x is often dened as the monetary value of the object (in units of CHF , $, EU R, etc.). Such monetary values will be considered in the following. A single rationally behaving actor is assumed to decide according to an optimization of a certain goal function; this is discussed in Sect. 1.1. Section 1.2 explains the goal function if the actor is an industrial company. In the case of more than one actor, e.g. in a market, all of them having their own interest, a single optimizing function is usually absent; this issue is related to game theory.1 A simple example of market modelling will be discussed in Sect. 1.3 in the framework of an exercise.


Utility Maximization

The task is to make a decision on which value of x out of a set X R should be selected. A simple assumption is that the decision maker maximizes a utility function U (x) (Nutzenfunktion). Such behavior is called rational, in contrast to irrational behavior often observed in consumer and nancial markets. Behavior in industrial markets (german: Industrie- oder Investitionsgter Markt) is u believed to be rational. Properties of the utility function U monotonously increasing: U 0, i.e., a higher value x has not a smaller utility U is limited from above (K R: limx U (x) < K) U characterizes the risk behavior: U < 0 risk aversion, U = 0 risk neutral, U > 0 risk searching.
1 J. von Neumann, Oskar Morgenstern: Theory of Games and Economic Behavior. Princeton, NJ. Princeton University Press. 1944 sec.ed. 1947


Example 1 Gambling or not? Consider a decision maker with a concave utility function U (x) (see Fig. 1.1), and assume xed p with 0 < p < 1. Will he prefer a certain value xp = px1 + (1 p)x2 (i.e, with probability one), or will he prefer a game, where he obtains with probability p the value x1 and with 1 p the value x2 ? For both cases, the expectation value of x is xp . But the expectation of the utility is U (xp ) for the certain value and pU (x1 ) + (1 p)U (x2 ) for the game. Due to the concavity of U , the utility of the game is smaller than the utility of the certain value, hence the game is refused. For convex U the game is favored.

Figure 1.1: Concave utility function: the utility of a certain value x is always higher than the utility of a game with the expectation value x. Example 2 St. Petersburg Paradox What will a rational decision maker pay for playing the following coin tossing game. The game ends when tail appears. The prize for head at throw k is 2k $. The probability of obtaining k times head in succession is (1/2)k . If one accepts that the value x a game is equal to the expectation value of the prize of of the game, then x = 1 (1/2)k 2k $ = . However, it is an empirical fact that nobody will pay more than a few dollars. Why? The answer has been given by Daniel Bernoulli in 1738 who introduced the utility function U . Die Berechnung des Wertes einer Sache darf nicht auf ihrem Preis basiert werden, sondern auf ihrer Ntzlichkeit. Obviously, the expectation of U remains nite u because U is limited from above: 1 (1/2)k U (2k )$ = nite. We conclude that in the presence of probabilities, utility functions must be considered. However, in the following we restrict the considerations on risk neutral decision makers (U = 0), so that the monetary value x can be considered, which is a reasonable assumption for many industrial decision problems.


Net Present Value (NPV)

The NPV (Netto-Kapitalwert) of an object (e.g., an income, a technical device, a project, etc.) is the total monetary value of all cash ows associated with


this object, evaluated at a specic time. It is important to realize that according to economics, same monetary values at dierent times are not necessarily equal. For example, x = 1$ now and x = 1$ in the future, say in one year, are not the same. The reason is that lending or borrowing money is always associated with a nite interest for the creditor, or the cost of capital for the industry that borrows money, e.g., in order to develop a technology.2 Consequently, assuming a yearly (technical) interest rate r (technischer Zins), 1$ in one year is worth today only 1$/(1+r). In order to make an economic decision today based on information on costs and benets distributed in the future (that is a time series of cash ows), one rst has to discount all monetary values for a xed time, say to the value today, and then to sum them up. (Obviously, because future is never certain, here probabilities come into play and utility functions should be considered. However, as mentioned we will assume risk neutrality). If the value accumulating during year n = 1, 2, ... is xn (the sign determines whether it is income or expenditure), the present value is P V (x) = xn . (1 + r)n1 n=1


By denition, the value at n = 0 will be reserved for values at time zero, and is associated in most cases with investment costs. The value for n = 1 accumulates during the rst year and is not discounted. The word net in the expression NPV reects the fact, that it includes all benets and costs that accumulate during the life of the object to be evaluated. In the framework of economic optimization of technical devices, one usually writes N P V = BLC CLC , (1.2) where BLC and CLC are the present values of the life cycle3 benets and life cycle costs (with positive sign; includes operation cost, disposal, etc.), respectively. The costs are further divided in (usually unique) investment costs and in (usually periodically occurring) operation costs, CL = Cinv + Cop . Economic optimization of technical devices simply means N P V = maximum (1.3)

with the constraint that N P V 0. Of course additional constraints can occur. The optimization criterion (1.3) is the main principle from which many properties of things from single objects (e.g., design of technical devices) up to complex systems (e.g., price formation in markets) may be understood.4 In Sects. 1.3 and 2.6 these issues will be studied in more detail.


Market Modelling

The modelling ability of physicists can be useful for studying economic markets (econophysics). Here, we discuss an example from micro-economics as an exercise. The importance of market modelling lies in the fact that in order to
cost of capital, or the associated interest rate, generally depends on various things, like the industrial sector (because of dierent risks) etc. 3 life cycle = time period of the objects life 4 Sometimes, another quantity appears: the internal rate of return r IRR , which is dened as the rate r for which by N P V = 0.
2 The



determine the producers benet from a technical device, one should estimate the price of this device on the market. Price predictions are equally important as cost estimates. The following example is, although strongly oversimplifying, of high pedagogical value. Exercise 1. Cournot Market Equilibrium5 Consider a market with N providers of a product. The total production costs of provider j for the amount xj traded by him is Kj = cj xj with constant marginal N costs cj (= dKj /dxj ). Assume a relation between total demand, x = k=1 xj , for the product and the market price p per quantity x, given by x = A/p with positive constant A (Note that now x is not the monetary value of something, but the total amount of traded products if the price is p). a) Understand and interpret qualitatively the demand-price relation p(x). (What is the meaning of A? What mean dp/dx < 0 and the limits for x and x 0? Is it realistic ?) b) Calculate the price p , the total amount traded x , and the prots G j in the Cournot-equilibrium by maximizing the net prots Gj ({xk }) (= income minus costs) of the providers. The Cournot equilibrium is characterized by the fact, that every provider j can only vary its own output xj (i.e., xj /xk = 0 for j = k). For the case where cj c independent of j, discuss p , x , and N G = j=1 G as a function of N . tot j Assume that the total market prot, G , is the driving force of the market tot development. What are the consequences for N (will there be a monopolization)? c) What are the conditions on the marginal cost cN +1 of an additional manufacturer N + 1 in order that he will enter the market. d) What is the eect of the statistical variance of the cj = c + cj on the N total market prot, at constant average c = N 1 j=1 cj ? e) For cj c, what is the change of the prots Gj , when a single provider k decreases his cost (ck = c c; to leading order in c/c)?

5 Note

the dierent meaning of the symbols from the preceding discussion.

Chapter 2

Optimization of Technical Devices

A frequent task in industrial R&D concerns optimization of products or technologies (an existing device, a new prototype, or just an idea sketch etc.). Optimization means to select the best values of the design parameters that dene the device (for example, the number of cells in a battery, the permeability of a membrane, the thickness of an electrical insulator etc.). In the previous chapter we have seen that NPV maximization is generally the appropriate optimization strategy, i.e., the optimum is an appropriate balance between large benet and low costs. For that purpose a physical model of the object to be optimized must be given. One goal of this chapter is to learn by simple examples how such physical models can be constructed in mathematical terms. Of course, it depends on the generality of the problem and its details whether it is really necessary to consider the total NPV or if it is sucient to focus on a partial quantity, like costs, irreversibilites, losses, eciency, power output etc. In the following, we discuss some of the most relevant principles: entropy generation minimization, power maximization, and the application of NPV maximization. Because irreversible eects are often the main physical factor making technical devices sub-optimal, we will start with them.


Entropy Production Rate

Minimization of irreversible energy dissipation is a frequent task. Irreversibilities are related to entropy production. Basic courses on thermodynamic cycles consider usually reversible processes,1 where the entropy change after a closed process cycle vanishes, i.e., S = 0. According to the second law of thermodynamics, the eciency is maximum for a reversible process. In order to be reversible, a process must be conducted along thermodynamic equilibrium states, which requires innite time for a cycle. For the Carnot machine, this leads to the well-known Carnot-eciency 0 = 1
1 It

T2 , T1


is assumed that the reader is familiar with the basics of thermodynamics.




where T1,2 are the temperatures of the hot and cold heat bath, respectively. In the best case, the available work W from a heat H is given by W = 0 H and depends on the temperatures of the involved heat reservoirs. Obviously, the power output P (work per time, dW/dt) of a reversibly running machine vanishes due to the innitely slow cycling velocity. Real machines and engines, however, must deliver nite power and run through their cycle within nite time.2 This leads to an entropy increase per cycle (S > 0), or an

Figure 2.1: a) Heat conduction between two reservoirs (heat rate Q = dH/dt). b) Heat production by energy dissipation P in a subsystem of temperature T1 at ambient temperature T2 . average entropy production rate S/t. Entropy production rates, S = dS/dt, will play an important role during this course also in later chapters. We recall that the denition of the entropy change is dS = H/T , where H is the heat change that must be calculated along a reversible process, independent of the nature of the true process. If (irreversible) heat generation of a (mechanical, electric etc.) power P occurs, one has H = P dt, such that at (spatially and temporally) constant T it holds S = P/T . In this chapter it is sucient to understand, for spatially non-constant T , S 3 by the follwoing two steady-state examples. Example 1 Heat conduction Two heat reservoirs (Fig. 2.1 a)) at temperatures T1 T2 are connected by a heat conductor that transfers a heat per time Q. The heat change rates of the two reservoirs are Q1 = Q = Q2 , where Q1,2 are the heat rates of the reservoirs. The total S is the sum of the two entropy production rates: 1 1 S = Q( ) . T2 T1 (2.2)

(It is very general that the entropy production rate is the product of generalized current (here Q) and force (here (T 1 )).)
is why this scientic discipline is sometimes called nite time thermodynamics. stated otherwise, during the course always stationary entropy production rates will be considered.
3 Unless 2 This



Example 2 Power production Consider a power device (e.g., a battery discharge over a resistor) with heating power P , embedded in a heat bath (the ambient) at temperature T2 . The temperature, T1 , of the environment of the heat source (system 1) is generally dierent from T2 due to the heating (see Fig. 2.1 b)). The entropy rate of the system at T1 is now obviously (P Q)/T1 . Because at steady state, P = Q, the same argument as in the previous example gives for the total entropy production rate: P Q Q P S= + = . T1 T2 T2 (2.3)

Keep in mind that entropy production rate times ambient temperature equals heat production. (Question: where appears here, for instance if P is electrical Joule power, a product of generalized current and force ?)


Entropy Generation Minimization

In the presence of heat conduction Q and/or energy dissipation P , irreversibilities are present, which will have a negative eect on the overall eciency . A design optimization method for technical devices, which can be applied in certain specic cases, consists in minimizing the irreversibilities, i.e., the entropy production rate. There is a large bulk of literature on this approach.4 We will not go into details here, but mention the importance of the constraints to this optimization method, and consider a simple, rather articial but illustrative, example. Example 1 Electric current duct Consider a linear conductor of length L and surface area A that conducts an electric current I out of a hot system at T1 into the ambient with T2 . The goal is to design the conductor geometry (say, A for given L) such that the irreversibility due to (linear) heat loss and Joule power production is as small as possible. The given material properties are the electric conductivity and the heat conductivity . The entropy production rate due to Joule heating is SI = 2 Q = (A/L)(T1 T2 )(T 1 T 1 ). LI /(AT2 ), and due to heat conduction S 2 1 Minimization of the total entropy production SI + SQ as a function of A/L gives A/L = I/ T 0 . The entropy production minimum is shown in Fig. 2.2. The result is equivalent to P = 0 Q, i.e., the optimum corresponds to the balance of available power losses. The available power of the electric power P is P , and the available power of heat power Q is 0 Q. A similar example refers to optimization of an electric insulator (carrying a voltage drop U ), which is at the same time a good heat conductor that has to cool, i.e., conduct away a heat rate Q.
4 cf. A. Bejan, Entropy generation minimization: The new thermodynamics of nite-size devices and nite-time processes, J. Appl. Phys. 79, 1191 (1996).



Figure 2.2: Left: Electrical link between two heat reservoirs. Right: Individual and total entropy production rates of the current duct between two heat reservoirs as a function of A/L, for the illustrative case where the optimum is at A/L = 1 (arbitrary units).


Endoreversible Thermodynamics

Endoreversible Thermodynamics provides, in the framework of technical thermodynamics, a simple instrument to understand qualitatively complicated real thermodynamic systems. It provides a number of interesting general results of large pedagogical value. Denition An endoreversible System is an irreversible thermodynamic system that consists of subsystems, which behave fully reversibly, and where irreversible processes occur only in the connections between these reversible subsystems. Example 1 Endoreversible Carnot engine Consider a reversible Carnot engine (Fig. 2.3) that works between T1,c and T2 , the temperatures of the incoming hot working uid and the lower heat bath, respectively. Furthermore, we take into account the irreversibility associated with the heat ow5 Q = C(T1 T1,c ) between the real upper heat bath at T1 and the hot working uid at T1,c . C is a constant heat conductance. The duration t of the whole cycle is assumed to be approximately equal to the duration of the heat transfer from the upper heat bath to the working medium at T1,c . Furthermore, P t is the work per cycle, and Qt and Q2 t are the transferred heats. Power balance implies Q = Q1 = P + Q2 . The goal is to determine the output power P as a function of T1,c . This temperature can be inuenced by the design of the heat exchange process and is thus a design parameter. In the following it is convenient to consider the eciency = P/Q = 1 T2 /T1,c as the design parameter instead of T1,c . From the dening equations of and 0 (Eq. (2.1) with T1 and T2 ) one can eliminate T2 and obtains T1,c = (1 0 )T1 /(1 ). Substitution of T1,c in
5 This irreversibility can be due to nite time of contact, heat resistance in the heat exchanger, etc..



Figure 2.3: Example of an endoreversible system consisting of a reversible Carnot machine with irreversible heat conduction from the upper heat reservoir to the working uid. P = C(T1 T1,c ) leads to P () = CT1 (0 ) 1 (2.4)

(cf. Fig. 2.4). It is obvious that for innitely slow cycle with = 0 the power vanishes: P (0 ) = 0. For zero eciency 0 again P (0) = 0. Solving = dP/d = 0 yields the maximum of P at = 1 1 0 = T2 CA = 1 , (2.5) T1 which depends only on the temperature ratio of upper and lower heat bath, as the Carnot eciency does. CA is known as the Curzon-Ahlborn eciency.6 Clearly, the optimum eciency is between CA and 0 . Whether it is closer to maximum power or maximum eciency, can only be answered by economical considerations. The following exercise illustrates a possible way. Exercise 2. Optimization of an Endoreversible Carnot Engine a) Derive the power-eciency relation for the previous example with a heat 1 1 conduction law Q = C(T1,c T1 ). Sketch P () and determine at power maximum. b) Derive an equation for the optimum eciency opt by minimizing the total costs per power of the engine. The total costs are the sum of xed investment costs KI and primary energy costs, aQ (a = net present costs per heat rate Q). Dene and interprete a dimensionless parameter (say, ), which determines
6 This

result has a rather general meaning, cf. C. Van den Broeck, PRL 95, 190602 (2005).



Figure 2.4: Power-Eciency relation for the endoreversible Carnot engine of the previous gure. The question what the best eciency value is has to be answered by NPV maximization. opt /0 . Calculate, sketch, and discuss opt () and Popt () for the cases 0, = 1, and .


Power Maximization

Power maximization can be a reasonable strategy, for instance in some cases where the primary energy is for free. The technical information needed to optimize such devices is contained in power-eciency curves. For illustration, we add a few simple examples where they can be expressed in the form P (), which can be maximized and yields . Example 1 Ideal solar thermal absorber temperature An absorber at T1,c receives sun radiation of temperature T1 = 5762 K, and feeds a reversible Carnot engine connected to the lower heat bath with T2 = 288 K (Fig. 2.5). The heat current is given by the Stefan-Boltzmann law, Q = 4 4 ASB (T1 T1,c ), where A is the eective absorber surface and SB is the StefanBoltzmann constant. In the same way as for the previous example, one can determine the absorber temperature T1,c associated with maximum power P . Because terms T 4 occur, the maximum has to be determined numerically. One obtains T1,c = 2443 K, associated with an eciency = 0.88. Of course, this result is not practical because there is no absorber material that can withstand such a temperature. Example 2 Photovoltaic cell The simplest form of a photovoltaic cell can be understood as a semiconductor diode with a (photo) current source driven by illumination (Fig. 2.6). The total current I is the sum of the photo-current Iph and the diode current I0 (exp(eU/kb T ) 1) where e, kb , T , and U are the electron charge, the Boltzmann constant, the temperature, and the voltage drop, respectively. The constant I0 depends on details which are not relevant for our purpose. The negative sign in front of the diode current takes into account that the diode voltage counteracts to the photo-current. (The current-voltage curve in Fig. 2.6 is thus a negative diode characteristics shifted by the photo-current).



Figure 2.5: Endoreversible model of ideal solar thermal power generation. The unavoidable irreversibility occurs due to black-body heat radiation from the sun to the absorber. The solar cell power P = U I is then P = (Iph I0 (exp(eU/kb T ) 1)) U . (2.6)

P (U ) is also shown in the gure and exhibits a maximum at a voltage value U (maximum power point, MPP). 7 You may easily calculate U numerically and discuss the result. Example 3 Wind Power The rotor of a wind turbine decelerates the air velocity from v1 to v2 by extracting kinetic energy (Fig. 2.7). At the same time, the cross section of the inowing air increases from A1 to A2 (see Fig. Fig. 2.7 a) and b)). The region of change is conned to the vicinity of the rotor and has a width s. In this region, the average velocity and cross section are v and A, respectively. The air density will be denoted by with the same meaning of indices. Mass conservation implies m = vA = 1 v1 A1 = 2 v2 A2 . The work done by a velocity change dv in the volume As is given by dW = mvdv = Asvdv = msdv. Because m is constant, W = sm(v2 v1 ). The force is F = W/s = m(v1 v2 ), and thus the power P = F v = A(v1 v2 )v 2 = A (v1 + v2 )2 (v1 v2 ) , 4 (2.7)

7 We mention that in the context of solar cells, there is another optimality relation. One can show that an optimum band gap width exists, where the eciency is maximum. This optimum is based on the fact that increasing the band gap increases the available energy per photon (which is equal to the band gap), but decreases the number of exploited photons in the radiation (because photons with energy lower than the band gap cannot create an electron hole pair). See Shockley W. and Queisser H., J. Appl. Phys. 32, 510 (1961).



Figure 2.6: a) Simple sketch of a p-n-diode photo-cell, where electron-hole pairs are created by photons. The charge carriers diuse to the contacts and lead to a photo-current. b) U I and U P characteristics of the photo-diode. where we assumed v (v1 + v2 )/2. In the application, v1 is given, while v2 can be tuned by the rotor design and the blade adjustment. The optimum power (P (v2 )= maximum) is obtained for v2 = v1 /3, with a maximum value of 3 (16/27) Av1 /2. The fact that the coecient of performance is 16/27 60% (the maximum one can capture from wind power) is called the Betz law.

Figure 2.7: a) Simple model sketch of a wind turbine with inowing air (index 1) and out-owing air (index 2). b) Velocity prole along the axis. The optimum power is obtained when v2 = v1 /3.

Example 4 Electrical Motor The most simple principle of a linear DC electro-motor is sketched in Fig. 2.8 a) and consist of a rod of length L, with resistance R, sliding without friction on



two parallel rails with a voltage dierence U , which is kept by a connection to a battery. The occurrence of the current I through the rod and the presence of a perpendicular magnetic eld B imply a force F = IBL which accelerates the rod along the rails. The motion leads to an induced voltage Uv = BLv, where v is the rods velocity. The current voltage relation is thus U = RI +Uv . Elimination of I gives a relation between velocity and force: v = U/BL F R/(BL)2 (see Fig. 2.8 b)). The total power is P = IU = P0 (1 w), where we abbreviated P0 = U 2 /R and w = v/vL with the idle velocity vL = U/BL. The mechanical power is given by Pm = F v = P0 w(1 w). There is obviously a maximum of Pm at w = 1/2 (see Fig. 2.8 b)). Because the eciency of the motor is = Pm /P = w, one can express the power as a function of the eciency Pm = P0 (1 ) , with = 1/2 at maximum power P0 /4. (2.8)

Figure 2.8: a) Sketch of a linear DC motor consisting of a current conducting rod gliding along two rails in a perpendicular magnetic eld. b) Velocity-force and eciency-power characteristics of the motor.


Ragone Plots of Energy Storage Devices

Ragone plots of energy storage devices (ESD) refer to energy-power relations, and are analogous to the above discussed eciency-power relations.8 In order to gure out the best ESD technology for a given application, it is important to
8 T.

Christen and M. W. Carlen, J. Pow. Sources 91, 210 (2000).



know the region in the energy-power plane covered by the technologies (see Fig. 2.9). For instance, a battery for an electro-mobile has to deliver a minimum energy (related to the minimum traveling distance between charging stops) and a minimum power (related to the needs associated with maximum acceleration and speed). Consider an ESD initially lled with an energy E0 . This energy will be used by a load which demands for a power P . This power can be delivered for a nite

Figure 2.9: Regions of various energy storage devices in the (specic) energypower plane. (SMES = superconducting magnetic energy storage; supercapacitor = electric double layer capacitors with porous carbon electrodes; elco = electrolytic capacitors; lm caps = e.g., metalized polymer foils). time t , and the energy obtained by the load is E E0 . The Ragone plot is dened as the curve E(P ) in the power-energy plane, i.e. each value gives the available energy for constant power delivery. The following behavior is obvious for real ESD. For innite discharge time, P 0, self-discharge (leakage) of the ESD will lead to a total loss of the stored energy, hence E 0. The power is generally limited by internal losses to a maximum available power Pmax (friction, internal resistance, imperfect combustion, etc.), where the available energy E is considerably smaller than the stored energy. Typically, there exists a maximum Emax of E in between these limits. The Ragone relation E(P ) can be determined as follows. Let Q = (Q1 , Q2 , ...) be the state variables of the ESD (angle coordinates, charge, current, momen tum, etc.), which are governed by a dynamic equation Q = F(Q, t), with initial condition Q(t = 0) = Q0 . The initially stored energy is E0 = E0 (Q0 ). Delivery of a nite constant power P is only possible for nite time, t (Q0 , P ), which has to be calculated from the dynamic equation for the ESD. The obtained energy is then given by the time-integral of the power. Because we restrict our



Figure 2.10: a) An energy storage device is discharged over a load which demands a constant power P . b) The Ragone plot E(P ) in the energy-power plane is associated with the available energy E for the load demanding constant power P . considerations to constant P , the Ragone curve becomes E(P ) = P t (P ) , where we dropped the dependence on the initial conditions. Example 1 The Ideal Battery The ideal battery with capacity Q0 (inset Fig. 2.11) is characterized here by a constant (charge independent) reversible cell voltage V which depends on the charge Q as follows: V = U0 if Q0 Q > 0 and V = 0 if Q = 0 . In a rst step, we disregard the leakage resistance RL . The power is given by P = U I = (U0 RI)I, where U0 is the terminal voltage9 and I = Q is the 10 current, and R is the terminal resistance . The solutions of this quadratic equation are 2 U0 U0 P I = . (2.10) 2R 4R2 R In the limit P 0, the two branches correspond to a discharge current I+ U0 /R and to I 0. For the ideal battery, the constant power sink can also be parameterized by constant load resistance, RLoad . The two limits belong then to RLoad 0 (short circuit) and RLoad (open switch), respectively. Hence we have to take the branch with the minus sign, I I , in (2.10). The battery is empty at time t = Q0 /I, where the initial charge Q0 is related to the initial energy by E0 = Q0 U0 . It is easy to include the presence of an ohmic leakage current into the discussion. The leakage resistance RL increases the discharge current I by U0 /RL . The energy being available for the
9 German: 10 German:


Leerlaufspannung Klemmenwiderstand



Figure 2.11: Solid curves: Ragone plots of an ideal battery with and without leakage (resistance RL ). Dashed curve: secondary branch of the energy-power relation, not useful for a Ragone curve (see text). Inset: Constant power load P connected to a battery with capacity Q0 , terminal resistance R, and leakage resistance RL . load becomes Eb (P ) = P t = 2RQ0 P . 2 4RP + 2U R/R U0 U0 0 L (2.11)

Equation (2.11) corresponds to the Ragone curve of the ideal battery. In the 2 presence of leakage, Eb (0) = 0, and there exists a maximum at P U0 / 2RRL . Without leakage (R/RL 0) the maximum energy is available for vanishingly low power, Eb (P 0) = E0 . From Eq. (2.11) one concludes that there is 2 a maximum power, Pmax = U0 /4R, associated with an energy E0 /2 (here we neglected a small correction due to leakage). This point is the endpoint of the Ragone curve of the ideal battery, where only half of the energy is available while the other half is lost at the internal resistance. Let us nally express the Ragone plot for the battery in the dimensionless units eb = Eb /E0 and p = P/Pmax eb (p) = 1 p . 2 1 1 p + 2R/RL (2.12)

Ragone curves (2.12) with and without leakage are shown in Fig. 2.11. The branch belonging to I+ is plotted by the dashed curve. Exercise 3: Ragone Plot of the Capacitor In a similar way as in the previous example, determine and discuss the Ragone plot for an ideal capacitor with capacitance C and terminal resistance R. You can neglect the leakage resistance. Note that discharge at constant power leads to a nonlinear ordinary dierential equation (ODE) and not to a simple algebraic equation as for the battery. Determine from this ODE the time t and then the Ragone curve. You have to take into account here, that the terminal voltage U0 for the initial condition of the ODE is dierent from the capacitor



voltage UC,0 just before starting the discharge (UC,0 determines the initial energy E0 ). Is the capacitor fully discharged at t ? Give an interpretation! Write the nal result in the same dimensionless form for e(p) as for the battery, and sketch e(p). Show that e(p) = 1 p gives a rough approximation.


Economic Optimization

The aim of this section is to show how technical devices should be economically optimized, by applying the N P V -maximization concept of Sect. 1.2. For illustration, we restrict the considerations to energy storage devices (ESD).11,12 We assume that the investment costs depend on the size N and the costs cN in $ per unit (e.g., volume [N ] = m3 , [cN ] = $/m3 ; mass [N ] = kg, [cN ] = $/kg; or number of cells [N ] = 1, [cN ] = $/cell) in the form
0 Cinv = Cinv + cN N ,


0 where Cinv is a size independent part. We also assume that the same amount of operation costs, Cop,n , accumulates in each year n (n = 1, 2, ..., ) at the same rate r during the product lifetime N . The present value of the operation costs is Preq 0 dt Cop = Cop + ce d , (2.14) one year 0 where Cop is energy independent, and the second part represents the cost of the primary energy needed to charge the ESD. It depends on the power demand Preq (t) (i.e., the power delivered by the ESD at time t to the load, [Preq ] = W ), on the cost of energy ([ce ] =$/J), and on the total energy eciency (or roundtrip eciency, including also charging losses). According to the geometrical series (1.1), the term d = ( 1)/( 1), with = 1/(1 + r), appears. Note that d = d( ) is a function of the lifetime and generally depends on the operation conditions; for simplicity we will neglect this fact below. The net present benets are similarly given by BLC = be d dt Preq , (2.15) one year

where now the benet (price) per output energy, be ([be ] =$/J), appears. The net present value, N P V = BLC Cinv Cop has to maximized under the constraint N P V 0.13 In the following, we determine the optimum size N of an ESD with the help of the Ragone energy-power relation e(p). This will turn out to be equivalent to nd the optimum working point on the Ragone curve. First, the eciency can be written as = c e(p), where c is the p-independent charging eciency.
Christen and C. Ohler, J. Pow. Sources 110, 107 (2001). also Exercise 2. 13 Note that N P V = 0 is principally sucient for an entrepreneurial decision to start a business / make an investment, because all costs including labor costs like salaries, and cost of capital, etc., should be included in the N P V . However, there might be other investment opportunities with larger N P V .
12 See 11 T.



Secondly, one can express the N P V as a function of the design variable N by using P = Preq /N (P is dened as the specic power, while the required power demand, Preq , has units of power). In dimensionless units one has p = Preq /N Pmax ; hence one could also use p instead of N as the variable. Because p 1, the minimum size is Nmin = Preq /Pmax . Optimization means N P V = Max ! (2.16)

If we disregard terms independent of the design variable (N ), the N P V is Preq N P V (N ) = be d dt Preq ce d dt cN N . (2.17) one year one year Example 1 Battery and Simplied Capacitor We use p as the variable and assume that Preq is constant in time during the periods of discharge. The required energy per year is Preq with utilization time per year. During the time period 1 year , the ESD is charged with charging eciency c , or stands still. The relevant (i.e., p-dependent) part of the NPV (2.17) is given by ( ) cN Preq 1 1 N P V (p) = ( )K (2.18) Pmax e p with K= and ce dPmax cN c


be c . (2.20) ce The meaning of K is the ratio between the lifetime sum of energy costs for maximum power for the corresponding utilization factor and the investment costs. The meaning of is the ratio between the energy benet (the energy sales price) and energy costs (taking into account the charging loss). Because we assume that d is p-independent, maximum N P V corresponds to minimum lifecycle costs: 1 1 + = Min ! (2.21) Kp e(p) = The only parameter remaining in this optimization problem is K. If e(p) is a decreasing function, a local minimum of Eq. (2.21) may be expected. Minimization of Eq. (2.21) leads to Kp2 e + e2 = 0 , (2.22)

where the prime denotes dierentiation with respect to p. From Eq. (2.22) one nds the relation between K and the optimum operation point p: ) 1( p= 2 + K 1 4K 1 + K 2 4K 1 + K 2 , (2.23) 2 for the ideal battery Eq.(2.12) without leakage. For the approximate Ragone curve e = 1 p of a capacitor the result is simply p= 1 . 1+ K (2.24)



Figure 2.12: Optimum operation points (dots) for K = 1 on the Ragone plot for battery (solid) and capacitor (dashed); leakage is neglected. For every K there is an optimum operation point on the Ragone curve (see Fig. 2.12). The relations p(K) and e(p(K)) can now be discussed in the same way as done in Exercise 2. If investment costs dominate operation costs (K 1), the optimum operation point is at maximum power (p 1), and the size N should be as small as possible (N Nmin ). In the other limit K , the eciency has to be maximized. We will not re-iterate details here, but rather refer to the table in Fig. 2.13 for illustrative examples. We assume = 2000 h utilization time per year, energy costs ce = 0.1$/kW h, and a yearly cost of capital of r = 10%. Ni-MeH and Ni-Cd batteries are similar and dier mainly in lifetime and eciency. It turns out that the lead-acid battery corresponds to the highest K value among the batteries, implying that it has to be operated at a higher eciency than the Ni-Cd or the Ni-MeH batteries. This is mainly due to the low investment costs of the lead-acid cell, which is the far most mature battery technology. As a consequence, it has the lowest total energy costs among the batteries in the table. Although, in our simple example, the parameter in Eq. (2.20) does not appear in the function to be optimized, it appears in the constraint N P V > 0. Therefore, there exists a minimum value of the price per energy, be , below which the ESD leads to nancial loss. The corresponding values are also listed in the table. The most simple battery-optimization case was treated above. There are many extensions of the approach, including p-dependent lifetime, complex power demand proles Preq (t), etc. A practically relevant exercise is to repeat the (0) (0) optimization for a size dependent power Preq = Preq (1 + N ), where Preq and are given constants. This case occurs, for instance, for battery driven electric vehicles that must carry their battery.



Figure 2.13: Comparison of optimization results for 3 dierent batteries and a super-capacitor. bmin indicates the minimum energy price required for positive e 0 N P V (for negligible Cop,inv ).

Chapter 3

Modelling Concepts and Methods

Although some of the methods in this chapter have deep mathematical background and deserve a rigorous treatment, we will not go into mathematical details but remain on the surface. As in the previous chapters, the goal is to provide an illustrative recipe list, while the interested student has to dig in the appropriate literature to gain a deeper insight. In particular, we will assume that all mathematical objects, like scalar products, operators, derivatives, etc. are appropriately dened when needed. Furthermore, we will not introduce and justify basic mathematical concepts, although we try to motivate them by illustrative examples.


Steady States and Linear Stability Analysis

The rst question to be answered when a physical, chemical, technical, etc. system is investigated by theoretical methods concerns the state(s) adopted by the system. This means to nd all physically reasonable states and to determine their stability properties. Consider a physical system described by a (maybe multi-component) state variable1 (phase or state space ) and a dynamic equation (the state may depend on time t) t = F [] (3.1) with initial conditions (t0 ) = 0 (and boundary conditions if Eq. (3.1) is a partial dierential equation in space-time). In Eq. (3.1), (parameter space ) is a (maybe multi-component) control parameter (parameter values that can be controlled or tuned externally). Practically relevant questions are Existence: are there solutions (states) (t) ? Uniqueness/ambiguity: how many solutions exist ? Type of states: are they steady states (i.e., time independent solutions), time periodic states, non-periodic time dependent states (quasi-periodic, chaotic, ...) ?
1 In

analogy to phase transition theory, is sometimes called order parameter.



CHAPTER 3. MODELLING CONCEPTS AND METHODS Stability: Which states can be realized ? Are they globally stable, metastable, ... ? Are there symmetries and conserved quantities ? Are there thermodynamic equilibrium states ? Are there steady (ow) states near thermodynamic equilibrium ? Existence of a stationarity principle (Ljapunov functional, potential, action, entropy production rate, ...) ?

All answers to these questions are functions of . There are manifolds in dened by -parameterized solutions . The parameter space is divided in regions associated with dierent properties of the system , i.e., number N of (n) solutions (n = 1, ..., N ), dierent stability properties, etc. It is thus convenient to discuss the solutions in a so-called bifurcation diagram in the space (i.e., (, )). Bifurcation theory describes how solutions or states of a system appear and/or disappear when control parameters are varied. Typical application examples are related to stability issues of devices, or to switching processes, as will be discussed in the exercises 4 and 5, respectively. In the following, we will consider some simple cases that can be graphically illustrated and illuminate the mathematical background. Example 1a Single-component order and control parameters Consider = = R. The bifurcation diagram consists then of curves in the plane (, ) (Fig. 3.1). Equation (3.1) is an ordinary dierential equation for a real function (t). The function F = V can be expressed as derivative of a potential V () with a -dependent shape. Its optima are the steady states, which are functions of and are denoted by (n) (). (i) V = 2 3 /3 = F = 2 2 = (1) () = , (2) () = . There are two solution branches which intersect at = 0. Such a situation is called transcritical bifurcation. (ii) V = + 3 /3 = F = 2 = (1) () = , (2) () = . Here 0, for negative there is no steady state solution. This bifurcation is called saddle-node bifurcation, because at = 0 a saddle and a minimum of the potential merge. (iii) V = 2 /2 + 4 /4 = F = 3 = If < 0, only one solution exists: (2) = 0. For 0 there are three solutions, (1) () = , (2) () = 0, (3) () = . This bifurcation is called pitchfork bifurcation. Having found the basic states, their stability must be determined. In the framework of linear stability analysis, one has to investigate wether an innitesimal disturbance of the state under investigation decays or increases. We again focus on steady states, i.e. time-independent solutions () of F [] = 0. [()]. Here, DF repre Linearization of Eq. (3.1) leads to t = DF sents the rst derivative (the Jacobian), and terms of higher order in are neglected. If k = k () are the eigenvalues of DF and k the associated eigenvectors (eigen-modes), disturbances behave as k exp(k t). The index k labels the eigenvalue spectrum, which can be discrete or continuous. As usual, the spectrum is ordered according to the real parts of the eigenvalues, such that Re(k ) > Re(j ) for k < j. Hence, for a real discrete spectrum



Figure 3.1: Bifurcation diagrams for the cases discussed in Example 1. (i) Stability exchange at intersection points. (ii) Stability exchange at a turning point (saddle node bifurcation). (iii) Stability exchange at a pitch-fork bifurcation. Along the solution = 0 the stability changes at the crossing point. Along the other solution branch, the stability changes twice due to the turning point and the crossing point, hence the branch = 2 remains stable. 0 > 1 > ... > k > k+1 > .... Only if for all real parts Re(k ) < 0 holds, all disturbances will decay and the state () is stable. For the discrete real spectrum, the stability requirement is, for instance, 0 < 0. On the other hand, if at least one real part is positive, the state is unstable. Note that the eigenvalues depend on the control parameters . If a control parameter is varied, an instability is said to occur if the largest real part changes its sign from negative to positive. Linear stability analyis can thus be summa rized as follows. Determine the spectrum of DF , i.e. solve the linear eigenvalue problem = DF [ ] . (3.2) The state is stable if the spectrum k () lies in the left half of the complex plane. An instability is said to occur at a critical control parameter value c if there the rst eigenvalue gets a positive real part. If the dimension is larger than one, not a critical point but rather a critical hyper-surface in exists. On this hyper-surface the largest real part of the eigenvalues of the stability problem vanishes; the associated critical states are called marginally stable. The associated eigenvector is called the unstable mode and characterizes the physical disturbance which grows exponentially. Below we will see that eigenvalues can identically vanish due to symmetries, which must be distinguished from a zero eigenvalue at an instability. Example 1b Single-component order and control parameters We return to Example 1a and Fig. 3.1. Linearization yields DF = F = V .



Figure 3.2: The spectrum of the linear stability analysis depends on the control parameter(s) . An instability occurs at a critical parameter c when the largest real part of the eigenvalues becomes positive. Hence minima of V are stable and maxima (and saddle points) are unstable. One nds for the above examples (i) F = 2 = (1) () = 2, (2) () = 2. One concludes that (1) is unstable and (2) is stable for < 0, and they exchange their stability properties at the crossing point ( = 0). In Fig. 3.1, stable and unstable states are indicated by solid and dashed curves, respectively. (ii) F = 2 = (1) () = 2 , (2) () = 2 (recall 0). The stability behavior of (1,2) is exchanged at the turning point, = 0. (iii) F = 32 = For < 0, the only solution is stable, (2) () = . For positive , the three solutions have the following eigenvalues: (1) () = 2, (2) () = , (3) () = 2. Obviously, (1,3) are stable, while (2) is now unstable at positive . Note that = 0 is both an intersection point and a turning point. While the solution (2) that is only intersected, changes stability, the solution that is intersected at its turning point keeps its stability behavior. Case (ii) and (iii) are two often occuring instabilites in practice. For instance, in case (iii), upon varying a control parameter, a formerly stable solution ((2) ) becomes unstable at a critical value (here c = 0). A small uctuation will then rst exponentially increase in time and saturate eventually at (1) or (3) . Which one will be selected depends on the uctuation and is thus a question of probability. In this example the new state is close to the old one if is close to c . In case (ii) the behavior is dierent. An unstable parameter value ( < 0) even close to the critical value (c = 0) will lead to transient that will go to a state (not contained in the model) far from the critical steady state. In the framework of bifurcation theory it can be shown that there is a connection between stability change and bifurcations (e.g. at turning points and intersection of solutions), which follows from the theorem of implicit functions. At such points an stability exchange occurs. If a stability exchange occurs twice at the same point (e.g. crossing at a turning point), the stability of the corresponding solution branch remains. There is a large zoo of dierent bifurcation scenarios involving generic (structurally stable) and non-generic (structurally unstable) cases. Correspondingly, an extensive specialist dictionary exists (subcritical, supercritical, Hopf, hard mode, soft mode, ...), which will not

3.1. STEADY STATES AND LINEAR STABILITY ANALYSIS be stretched out here; we rather refer to the appropriate literature.2


The presence of symmetries usually leads to signicant simplications. For instance, case (iii) of example 1 had mirror symmetry . This symmetry group has two elements, namely the inversion and the identity . It is obvious, that any solution which breaks this symmetry (i.e., which is not invariant if mirrored; to be concrete: = 0), can be used to create another solution by its mirror image. The number of elements of the group properties of the symmetry group are related to the number of solutions, which can be generated by the group operations from a symmetry breaking solution. Most important is the following fact. If a state () breaks a continuous symmetry of the system , then an identically vanishing eigenvalue exists, i.e., () = 0 . The associated eigenvector is called Goldstone mode. Goldstone modes are not only relevant in the context of stability analysis. They are useful for describing and modelling the behavior of complex systems with the help of collective coordinates, as will be discussed in a later exercise. Due to its relevance, we will now briey explain in more detail the eect of symmetries and the origins of Goldstone modes. Denition: According to Eq. (3.1), one may consider F as a velocity eld, which denes trajectories that are the solutions of Eq. (3.1) (we drop here the index ). A dieomorphism g (i.e., bijectiv, g and g 1 dierentiable) is called a symmetry of F , if F is invariant under g, i.e., F [g] = g F []. The symmetry maps solutions (trajectories) of (3.1) to solutions (trajectories) of this equation. The symmetry operations of an equation form a group, the symmetry group.

Figure 3.3: Plane vector eld F (with R2 ) with rotation symmetry. g is a rotation with angle between 0 and 2. Let F be symmetric under the (Lie) group {gs | s S dierentiable manifold; g0 = 1}. Examples are the group of continuous translations in d2 See,

e.g., J. D. Crawford, Introduction to bifurcation theory, Rev. Mod. Phys. 63, 1991,




dimensional space, or rotations in R2 or R3 . If 0 , with 0 = s gs 0 for s = 0 (this inequality denes symmetry breaking) is a stationary solution of F [] = 0, then also s is a stationary solution, F [s ] = 0 (s S). In other words, if a symmetry breaking solution is known, one can create more solutions (the symmetry manifold) by the action of the symmetry group. From dF [s ]/ds = 0 and the chain rule one obtains DF [s ]s s = 0 , (3.3)

i.e., GM s s is a Goldstone mode. The meaning of this zero eigenvalue is that a displacement of an otherwise stable state in direction of the Goldstone mode (i.e., tangential to the symmetry manifold) does not lead to a restoring force. As will be shown in Sect. 3.2, a weak symmetry breaking force can lead to a slow motion of the state on the symmetry manifold. Example 2 Translational symmetry 2 Consider F [] = f () + x , with x, t, and (x, t) real (and one-dimensional). If 0 (x) is a spatially inhomogeneous steady state, then also gs 0 (x) 0 (xs) is a steady state for all s R. The spectrum of the linear stability problem has an eigenvalue 0 with eigenvector . It is clear that = s is 0 0 the innitesimal displacement of 0 . The equation t ( s) = 0 implies that a 0 spatial displacement of a stable solution 0 (x) is not restored. In the presence of weak noise, for instance, this can lead to a Brownian motion of s, i.e., a diusion of the solution in x-space. The eigenvalue spectrum has the form 0 = 0 > 1 > ... > k > k+1 > .... Example 3 Generalized third law of Keppler Appropriate elaboration of symmetry properties can provide relevant information on the behavior of a system. As an example, consider Newtons law x(= d2 x/dt2 ) = F with homogeneous force F (kx) = k d F (x). Consider the group gs acting on (x, t) and dened by gs (x, t) = (x exp(s), t exp(s)). This stretching transforms the acceleration as x exp(( 2)s), and the force x F exp(sd)F . The Newton equation remains invariant if (1 d) = 2, i.e. if this relation between and holds, gs is a continuous symmetry group s. If a particle needs a time T1 for a trajectory of length L1 , then a particle moving on the stretched trajectory with length L2 = L1 exp() needs the time T2 = T1 exp() with = (1 d)/2. Consequently, T2 = T1 ( L2 L1 ) 1d 2 .

For d = 2 this gives Kepplers third law T 2 L3 , which is proven to be a consequence of the specic symmetry of the force. Exercise 4 Stability analysis for thermal runaway Consider the one-dimensional heat conduction problem ( )2 U 2 ct T = x T + L with boundary conditions x T = T at x = L/2. Here , c, , and U are mass density, specic heat, heat conductivity, and applied voltage. The con-



ductivity is given by (T ) = 0 (1 + T /T0 ). Assume rst homogeneous Dirichlet boundary conditions, i.e., an innite heat transfer coecient . a) Transform all quantities and the heat equation to dimensionless units and determine the control parameter which appears as the factor in front of the dimensionless heat source term. b) Calculate the solution T (x), sketch the bifurcation diagram (, Tmax ), and determine the critical parameter value c . c) Perform a stability analysis by solving the associated eigenvalue problem, and determine again c . How changes the critical value c as a function of ? (d) Determine the order of magnitude of the critical voltage and the characteristic time scale for a typical polymeric electric insulation material. Exercise 5 Interruption of an electric current If one tries to interrupt an electrical current by separating two contacts, a conductive plasma channel (electric arc) is created, the ionization of which is sustained by the ohmic heating U I. Here, U and I are voltage and current of the arc, respectively. A simple model for the arc conductance G = I/U , which reproduces qualitatively the arc behavior, is given by (the Mayr model) dG G = dt ( ) UI 1 K

where is a typical charge-carrier generation-recombination time, and K is the cooling power (heat radiation, convection, etc.); both parameters are assumed to be constant. a) Give a physical interpretation of this equation. Determine the steady states for (i) imposed current I (current control) and (ii) imposed voltage U (voltage control) and discuss their stability properties. b) Consider a series connection of the arc, a voltage source U0 , and a series resistance R. (i) Show with a sketch in the I-U diagram, that a saddle-node bifurcation occurs. (ii) Which limit cases for U0 and R correspond to the cases (i) and (ii) of a)? (iii) Write the dynamic equation for the unitless variable g = RG, determine the relevant control parameter , nd all steady state solutions, and discuss the bifurcation diagram in the g plane. What happens at current interruption when the driving voltage U0 is lowered? c) Discuss interruption of an alternating current near the zero crossing for large R and large U0 , with U0 = U0 sin(t), by linearizing the voltage in time and comparing the conductance decay time and the traversal time of the monostable U0 -region (near t = 0).3
3 This problem can also be analytically calculated under the assumption, that 1, and that for t < 0 I = It is imposed (current control), and for t > 0 the voltage is imposed (voltage control).




Collective Coordinates

If the stable state of a system breakes a continuous symmetry, there exists a manifold of non-equivalent solutions described by the parameter s. Often, physical systems (Eq. (3.1)) can be decomposed such that F = F (0) + F (1) , (0) is symmetric with respect to a symmetry group gs , while F (1) is not where F symmetric, but is small such that F (1) acts only as a weak disturbance. In that case, one can make the ansatz for the solution = (0) + (1) + ... s s


where s is a symmetry breaking steady state of the undisturbed system, i.e., (0) F (0) [s ] = 0. The weak symmetry breaking force has two eects. First, it (0) (1) weakly deforms the shape of s . This deformation, which is described by s in leading order, is only weak if the force is small compared to the restoring forces, which are related to the nite eigenvalues of the stability spectrum of the (0) undisturbed system. Secondly, it drives the state s in direction of the Goldstone mode, where the restoring force vanishes. In other words, the symmetry parameter s becomes a slow dynamic variable and is thus time dependent, s = s(t). Slow means, that the velocity s is of order . Insertion of the expansion in Eq. (3.1) yields s s s + t (1) = DF [(0) ](1) + F (1) [(0) ] + O(2 ) . s s s In lowest order of , rearrangement gives s DF [(0) ](1) t (1) = s s F (1) [(0) ] . s s s (3.5)

The previous equation can be understood as a linear inhomogeneous equation (1) (1) for s of the form As = h. There exists a solvability condition (Fredholm alternative) which requires that h is perpendicular to the kernel of the adjoint A . In our context, this means that scalar product of the right hand side of Eq. (3.5) and the (adjoint) Goldstone mode vanishes.

Figure 3.4: Symmetry manifold s (1) and perpendicular direction t s .


with direction of Goldstone mode s s


The geometrical meaning is that the dynamic equation (3.1) is projected onto the symmetry manifold of F (0) . The result is an ordinary dierential equation

3.3. NONEQUILIBRIUM SYSTEMS for the collective coordinate s given by s= < s s | F (1) > . < s s | s s >



The following exercise should clarify these issues. Exercise 6 One-dimensional domain wall subject to a weak force Consider a 1-d system (space coordinate x) with state variable (x, t), and boundary conditions (x ) = 1 and (x ) = 1. Assume F [] = 2 x dW/d + f with W () = 2 (2 2), and f (, x) is a weak disturbance which breaks the symmetry of the unperturbed system. a) What are the symmetries of the unperturbed system. Sketch a steady state (x, s) of the undisturbed system (f = 0) (Hint: use the analogy of the steady state equation with Newtons equation for coordinate and time x). Discuss the stability of the solution, and show that the zero eigenvalue corresponds to the translation symmetry (Hint: for the stability spectrum, use the analogy to the Schrdinger equation). o b) Derive the equation for the domain wall motion in the form s = dH(s)/ds from Eq. (3.6). c) Sketch H(s) for f = vx a(x), where (x) is the Dirac delta function. Discuss the behavior of the domain wall for a > 0 and v > 0. What is the condition for a stable steady state? Exercise 7 One-dimensional domain wall between metastable and stable states In the previous exercise, the potential was symmetric such that the two stable states had the same energy. Determine the domain wall velocity between two bistable states 1 and 2 with energy dierence W = W (1 ) W (2 ) (but now f 0).


Nonequilibrium Systems

States are often categorized with respect to their distance to thermodynamic equilibrium. In particular, one distinguishes between equilibrium states, which are characterized by maximum entropy, and nonequilibrium states, which exhibit gradients in thermodynamic potentials, nite currents, entropy production etc. Nonequilibrium states are further divided into weak nonequilibrium (or near equilibrium) states, where the deviations from equilibrium can be treated in the framework of linear response theory, and strong nonequilibrium (or far from equilibrium) states. For systems near equilibrium, linear relations between generalized currents Jk and generalized forces Xn exist in the form Lkn Xn (3.7) Jk =



where Lkn are the Onsager coecients. Simple examples of generalized forces and currents have already been mentioned after Eqs. (2.2) and (2.3). There, we considered single currents that are each related to a single transport coecient. A simultaneously applied temperature dierence T = T1 T2 and electric voltage4 V = V1 V2 lead to a heat current J1 = L11 X1 +L12 X2 and an electric 1 1 current J2 = L21 X1 + L22 X2 with X1 = T2 T1 and X2 = V /T . The non-diagonal elements Lkl indicate electro-thermal and thermo-electric crosseects. The Onsager coecients Ljk as such are phenomenological constants, which have to be determined by either a basic theory or measurements. For the electro-thermal case, the four Onsager coecients are related to the electric and heat conductances and the Thomson and Peltier coecients. The entropy production rate S can be expressed as S= Jn Xn . (3.8)

(cf. Eqs. (2.2) and (2.3)). The reader is invited to consult standard textbooks5 for details on linear nonequilibrium thermodynamics and to learn about the properties of Lkn . We mention here only the three most important issues: The second law of thermodynamics, S 0, implies that the matrix Lkn is positive semi-denite (or positive denite). Micro-reversibility (time-reversal symmetry of the microscopic equations) implies the Onsager-Casimir relations Lkn (B) = k n Lnk (B), where k = 1 if the associated force (Xk ) is even/odd under time reversal, and B stands for all the state variables that change sign under time reversal (e.g., the magnetic eld). As an example, remember the conductance matrix for the Hall eect. The principle of Curie says that only currents and forces associated with tensors of the same order are linked together. This leads to a restriction of nontrivial Onsager coecients. In Sect. 2.1, S was used for design optimization of technical devices, One option was to minimize S as a function of design parameters. In the following section, S will become important in a dierent context. Namely, it will be shown that in certain cases physical processes behave as if they optimize the entropy production rate. This behavior can be very helpful for modelling systems in cases of restricted resources. Prior, however, we mention that nonequilibrium states can further be decomposed in cases, where local thermodynamic equilibrium (LTE) holds, and cases where local nonequilibrium prevails. LTE applies if the thermodynamic relations (e.g., caloric and thermal equations of state of a medium) hold locally, i.e., in innitesimal volume elements. An example is turbulent uid ow in hydrodynamic systems, described by the Navier Stokes equation or gas dynamic
concrete, one must consider the electrochemical potential. J. Kreutzer, Nonequilibrium thermodynamics and its statistical foundations, Clarendon Press, Oxford, 1981.
5 H. 4 More



equations. Although globally the turbulent state is far from equilibrium, local equilibrium still holds, i.e., the velocity distribution of the molecules is an equilibrium Maxwell distribution such that a local temperature can be dened. A necessary condition for local equilibrium is that length and time scales of the microscopic equilibration processes (e.g., scattering) are negligibly short as compared to the scales of interest. On the other hand, local nonequilibrium occurs if the equilibration processes are ineective on the scales of interest (at interfaces, surfaces or in rareed (very dilute) gases, electric electrode falls in electric arcs, ...), or in the cases of microinstabilities, where the Maxwell distribution in velocity space is unstable (which can occur, e.g., in plasmas). The length scale at which the gas equilibrates is called the Knudsen length; the nonequilibrium layer in a gas at a solid surface within a Knudsen length is called the Knudsen layer (see Example 3 in Sect. 3.5 ).


Optimization Principles near Equilibrium

Due to the characteristics of industrial physics mentioned in the introduction, it would be advantageous to have a simple optimization principle for modelling nonequilibrium, dissipative, irreversible systems. Unfortunately, a general variational principle for macroscopic nonequilibrium systems does not exist6 . But optimization principles hold near equilibrium, if Ljn is symmetric. The following three principles can be found in the literature:7 Principle of least dissipation (Onsagers principle) Consider Ljk symmetric and positive denite, such that L1 := Rjk T 1 jk exists and dene the dissipation function = 1 Rkl Jk Jl . 2T

The weak nonequilibrium state (3.7) is the optimum of ({Jk }) = S with S from Eq. (3.8), which proves the existence of an optimization principle. Principle of minimum entropy production rate (MinEP; Prigogines principle) It states that the entropy production rate of a stationary process becomes a minimum under certain constraints. It is nothing but an alternative form of Onsagers principle for stationary processes (cf. Ichiyanagi, Sec. 3.3). A discussion can be found in many textbooks on linear nonequilibrium thermodynamics (see also Example 1 below). Principle of maximum entropy production rate (MaxEP) It states that a closed, isolated system in a nonequilibrium state equilibrates in way where it maximizes the entropy production under certain
6 Even the equation F ( ) = 0 can in general not be transformed to an optimization problem x V ( ) with a scalar function V . x 7 M. Ichiyanagi, Physics Reports 243, 125 (1994); L. M. Martyushev and V. D. Seleznev, Physics Reports 426, 1 (2006).


CHAPTER 3. MODELLING CONCEPTS AND METHODS constraints. Near equilibrium, MaxEP is also related to the two previously mentioned principles. In the general case, MaxEP is not valid but can often be a good approximation, and is thus useful for modeling complex dissipative systems and irreversible processes in the case of lack of resources. In the following we will mainly focus on MaxEP.

Figure 3.5: A (closed and isolated) system in a nonequilibrium state x = 0 aims to evolve towards the equilibrium state x = 0 at maximum entropy. The maximum entropy production principle assumes that this equilibration occurs, under certain conditions, by maximizing S. A hand-waving physical explanation of MaxEP goes as follows. A dissipative system in a nonequilibrium state aims to equilibrate by an irreversible process, ending up in a state with maximum entropy (see Fig. 3.5), i.e., in the most probable state. What drives this equilibration process is the microscopic thermal motion, i.e., the uctuating degrees of freedom. They act on nite but very short microscopic time and length scales. From a macroscopic point of view most types of nonequilibrium unbalances go immediately to equilibrium. However, there are constraints due to conservation laws (energy, momentum, mass, ...), which must be satised during equilibration. They are represented by continuity equations. As a consequence, these variables are slow. For instance, an inner energy unbalance in the form of constant energy density except of a very localized disturbance leads to a slow heat diusion process. In summary: MaxEP assumes that a nonequilibrium system aims to maxi mize the entropy production rate S as fast as it can. ... as it can refers to the constraints. Consider Fig. 3.6 where tot inside the region bounded by the dashed curve consists of a battery with constant voltage U and constant resistance R0 , and the general subsystem of interest . The system tot and its environment build the total isolated system, which has maximum entropy at equilibrium. A nonequilibrium situation is created by energy transfer from to the energy storage device, i.e. by charging up the battery. It is assumed that is so large that changes of its constant temperature Tamb and of its constant electrical potential (e.g., ground) due to charging and discharging of the battery are negligible. The boundary tot of tot (dashed curve) is chosen so that it is at ground potential



Figure 3.6: An isolated nonequilibrium system, consisting of a part tot with variable temperature T () inside the dashed boundary (containing a battery r with voltage U , a constant resistor R0 , and an electrical sub-system ), and its environment (which is at constant potential (ground) and acts as a heat bath at temperature Tamb ). and at ambient temperature, T (tot ) = Tamb . The part is much larger than the part and acts as equilibrium heat bath. In the following, we consider only the nonequilibrium steady state of discharge. The power delivered by the battery is dissipated in the resistor R0 and in the subsystem . The corresponding Joule heat eventually ows to the environment . The temperature T inside the system tot is generally dependent on space and can be dierent from Tamb . The total entropy production rate is (see Eq. (2.3)) P S= , (3.9) Tamb with the power
2 P = R0 I0 + P .


Here I0 I is the current delivered by the battery and P is the power of . Power balance, as a constraint, reads P = UI . (3.11)

Although MaxEP seems to be contradictory to MinEP, it is not. Example 1 below should clarify that the kind of extremum depends on the convexity properties of the function to be optimized and the constraints. Example 2 will illustrate a microscopic way of looking at MaxEP. Example 1 Kirchos law from MinEP and MaxEP Let be two resistors R1 and R2 in parallel. How are the currents I1 and I2 through them distributed? MinEP assumes as constraint a given total current, I = I1 +I2 . Because Tamb is xed, entropy production minimization is equivalent to power minimization, 2 i.e., P = R1 I1 + R2 (I I1 )2 is to be minimized as a function of I1 . This immediately yields the correct result I1 = IR2 /(R1 + R2 ). An illustration is given in Fig. 3.7 For MaxEP, one must consider the total system, where not I = I1 + I2 is



Figure 3.7: Dierence between MaxEP and MinEP. S has a minimum at the origin of the I1 -I2 -plane. Along the MinEP constraint S has a minimum, while along the MaxEP constraints it has a maximum. xed but U . The constraint is thus total power balance, Eq. (3.11), which reads after completing the square8 (for simplicity, assume R0 = 0) ( )2 ( )2 ( ) U U U2 1 1 R1 I1 + R 2 I2 = + . 2R1 2R2 4 R1 R2 This denes an ellipse in the plane II -I2 . Maximization of S, or of P , on this curve is illustrated in Fig. 3.7. It coincides with the minimum of S along the constraint with xed current. It is now clear, that the question whether a state is a maximum or a minimum of the entropy production rate depends on the constraints.9 Example 2 Estimate of the universal conductance quantum The elementary conductance quantum, e2 /h (e is the electron charge and h is the Planck constant) occurs in various systems, as in quantum point contacts or in the quantum Hall eect, where its inverse h/e2 is called the von Klitzing constant. Consider two electron reservoirs (Fig. 3.8), which dier in voltage by U , as is indicated in the upper part of the gure by the higher electro-chemical potential (= band bottom potential plus Fermi energy) in the left contact. Electrons in the gap between the two electro-chemical potentials (Fermi levels) travel from the left reservoir through the ballistic 1-d channel, and arrive at the right reservoir with the excess energy eU . Because (inelastic) scattering is absent, there is no power loss and no entropy production in the channel. Eventually, each electron releases its energy to the reservoir and produces heat power eU/t, where t is the time required for this equilibration process. Within this time interval, for the entropy production of an electron holds Tamb Sel = eU/t. Here t can be interpreted as the time used for the decay of the excited state with energy width eU formed by electron and reservoir. MaxEP implies now that the average lifetime t is as small as possible. If the
8 Quadratische 9 It

Ergnzung a has to do with the curvatures of the curves in Fig. 3.7.



lower bound for t is given by the energy-time uncertainty relation, eU t h, one obtains the maximum Sel (eU )2 /hTamb . This is only an order of magnitude estimate, because we neglected factors of order unity in the uncertainty relation. Each single electron produces this amount of entropy during the time interval t (see Fig. 3.8, lower part). The entropy production on a large time scale is obtained by averaging over all electrons contributing to the current ow. If we rst neglect spin degeneracy, the Pauli exclusion principle implies that ev ery electron must come alone, i.e., the Sel -pulses in the lower part of Fig. 3.8 do not overlap. But in order to maximize the total entropy production, the electrons will follow each other as close as possible, so that the separation between the pulses vanishes, i.e., t = 0. Consequently, e2 (U )2 Smax . hTamb (3.12)

Comparing this with the well-known relation for the Joule power, Tamb S = G(U )2 , where G is the conductance, one concludes that G e2 /h. If one has to include spin degeneracy, a factor 2 must be added. In the presence of elastic scattering, a transmission factor can be added, and the total conductance in case of many independent channels will be given by a sum over all single channel conductivities. Other but similar conductance quanta for fermionic carriers, like the spin conductance in anti-ferromagnetic spin 1/2 chains could be estimated in a similar way.

Figure 3.8: Top: Sketch of the potential in a quasi-1d ballistic electron conductor, sandwiched by left and right contacts (electron reservoirs with Fermi energies EF ), which dier in their electro-chemical potentials by eU . Electrons which arrive in the right contact equilibrate by releasing the energy eU in form of heat. Bottom: Each electron contributes to entropy production with eU/(Tamb t). The electrons arrive with time dierences t. In the text it is argued that the entropy production rate is maximized if t h/eU and t = 0.) There exist many further examples. Important work has been done by Kohler10 who has shown that the transport coecients of the hydrodynamic
10 Kohler

M, Z. Physik 124, 772 (1948).



equations associated with a linearized Boltzmann equation can be determined by the MaxEP (and equivalently the MinEP) principle. A consequence is the successful application of, e.g., MinEP, to radiation heat transfer within a photo-hydrodynamic framework.11 Thermal diusion can also be shown to obey MaxEP.12


Optimization Principles far from Equilibrium

Far from equilibrium such principles are generally not valid, and if the complete physical information is given (all physical laws and parameters etc. are known), they are even obsolete. However, if some information is missing, they can sometimes provide useful approximate results. The accuracy of the results depends on the quality of the given information, which is used as constraints.13 Let us restate MaxEP: The state of an irreversible, closed, isolated (macroscopic) system can sometimes be approximated by maximizing the entropy production rate S subject to the constraints associated with the given information.. We will focus rst on electrical systems with nonlinear current-voltage relations.14 Exercise 8 Steenbecks Principle from MaxEP The Steenbeck principle states that at given current I, a conducting system ( in Fig. 3.6, e.g., an electric arc) tries to minimize its voltage drop. Assume a model for in the form U = U (I, z) with unknown model parameter z. a) Show that the entropy production rate for the total system is ( ) U z U z S = , R0 + I U Tamb


MaxEP requires z S = 0, i.e., z U = 0 and positive second derivative ( 2 ) U z U 2 . (3.14) (z S)z S=0 = R0 + I U Tamb z U =0 b) Discuss the stability conditions of the state which optimizes the voltage. How can a state with negative dierential resistance (I U < 0) be stabilized?15 If the parameter z has more than one components, the optimization problem becomes multi-dimensional, of course. Example 1 Electric Arc High current electric arc columns are among the most frequent applications of Steenbecks principle.16 An arc is a hot cylindrical plasma column (ionized gas), characterized by radius and arc core temperature, (rarc , Tarc ) (see Fig. 3.9). It burns between two electrical contacts and requires a minimum voltage of about 20V in most cases, associated with electrode processes. To be stable, it requires current control rather than voltage control. The constraint for z =
11 T.

Christen and F. Kassubek, JQSRT 110, 452 (2009). Christen, J. Phys. D: Appl. Phys. 40, 5723 (2007). 13 This allows a cost-benet consideration of a model and its required information. 14 T. Christen, J. Phys. D: Appl. Phys. 39, 4497 (2006). 15 Note that dU /dI = U + U (dz/dI) = U for the Steenbeck state. z I I 16 T. Christen, Entropy 11, 1042 (2009).
12 T.



Figure 3.9: The electrical arc is described by its core temperature Tarc and radius rarc . The arc state is mainly governed by the power balance between Joule heating P and (radiation) cooling K, which serves as the constraint for the Steenbeck optimization principle. (r, T ) is heat balance PArc (z) = KArc (z) ,
2 2


were PArc = I /r (T ) is the Joule power (per length) with temperature dependent electric conductivity (T ) of the plasma. The cooling power (per length) of the arc core is modeled by KArc = Crn T m , with constant parameters C, m, and n. We assume n = 2 for bulk radiation of an optically thin arc, in contrast to blackbody radiation with n = 1 for optically thick arcs. By

Figure 3.10: a) Air conductivity at 1 bar. Inset: power balance for a cylindrical electric arc (Joule power P , cooling power K, current I, radius rArc , and core temperature T ). b) Power as a function of T ; the minimum provides the arc temperature associated with the MEPP state. elimination of r in Eq. (3.15), the MEP state is obtained from minimization of Tm . (3.16) PArc (T ) = PN (T ) The resulting arc temperature is obviously independent of I that is contained only in the prefactor PN = I C/. We consider here realistic conductivity data



of air at 1 bar (see Fig. 3.10 a)) in order to model a free arc. For m = 3, 4, 5, the quantity PArc /PN as a function of T is shown in Fig. 3.10 b. One observes that the MEP temperature T (the minimum of PArc (T )) is around 8 000 10 000 K. The dependence of T on m is weak in this range of m values, implying a certain robustness of the arc temperature value with respect to model changes. Although this very crude model cannot be expected to give exact results, the order of magnitude of the temperature is quite reasonable for this type of free arc. Example 2 Space charge limited conduction17 The system be now a dielectric medium without intrinsic charge carriers, which is sandwiched between two parallel metal electrodes with distance L. Only charge carriers injected from an electrode can contribute to electrical conduction, i.e., the space charge density is the charge carrier density. We assume positive unipolar injection, > 0, from the positive electrode. Denoting by the constant mobility of the charge carriers, current conservation implies that the current density, j = E, is spatially constant. Here, E is the electric eld, which obeys the Poisson equation, dE/dx = , with permittivity = 0 r , and x is the coordinate of the eectively one-dimensional geometry. Combination of these equations and spatial integration yields (for positive voltage at x = 0): 2j 2 E(x) = E0 + x , (3.17) with an integration constant E0 . Spatial integration of E(x) from x = 0 to x = L gives the voltage: (( ) )3/2 ( 2 )3/2 A 2IL 2 U = E0 + E0 , (3.18) 3I A where I = jA with A being the cross section area of the conductor. The integration constant is the unknown parameter, z = E0 . It is quickly shown that U (E0 ) is an increasing function for positive E0 and has the minimum at E0 = 0, and that the dierential conductance is positive. The two extreme cases with maximum current and without current are sketched in Fig. 3.11. The current-voltage relation for E0 = 0 is the well-known space charge limited 2 current (SCLC) characteristics given by j = 9U /8L3 . Contacts with E0 = 0 18 refer to so-called ohmic contacts and have been experimentally observed in many cases. The MaxEP principle implies that injecting contacts, without any further constraints applied to their injection behavior, are ohmic. This example illustrates the connection between the physical behavior and the information used in the constraints. An ohmic contact is characterized by its ability to deliver an arbitrarily large amount of charge without any eort. This soft response behavior leads then to a bulk space-charge controlled state, where the eld at the contact is screened. In the above example, the physical parameter E0 is not aected by any constraint (no information is available).
17 M.A. 18 In

Lampert and P. Mark, Current Injection in Solids, Academic Press, New York, 1970. this context, ohmic has nothing to do with a linear U I relation.



Figure 3.11: Electric eld in a material that is insulating due to the absence of charge carriers. In the insulating state, the electric eld is constant (dashed). In the case of easy charge injection, the electric eld shows a square root behavior, and the current is called space charge limited. The space charge fully screens the eld at the injecting contact Therefore, there is no contact mechanism that inuences the value of E0 , which then adjusts such that equilibrium is restored as eciently as possible. By this, it minimizes the resistance of the system. This behavior changes, e.g., at large currents where the current saturates to a value given by further contact properties. Then, the contact behaves no longer soft but must be described by additional constraints, i.e., with a contact model. Example 3 Ablation19 This example shows that MaxEP can sometimes be successfully applied to local nonequilibrium systems. Figure 3.12 shows a situation where a surface is subject to an intense radiation ux Qrad , which leads to material ablation. The vapor ows away from the surface an comes to equilibrium (at a certain temperature T ) only after a certain length (the Knudsen length), i.e., after a sucient number of equilibrating collisions among the gas molecules and atoms have taken place. While the evaporation temperature of the solid is TP , within the Knudsen layer the gas is not in local equilibrium and a temperature cannot be dened. The goal is to calculate the temperature T and the associated mass ow density M . In practice, they are needed in the boundary conditions for the hydrodynamic equations, which are valid in the LTE region. Mass balance relates the density and normal velocity v at the right interface of the Knudsen layer to the mass ablation rate M per area (cf. Fig. 3.12) M = v . Energy balance implies (we neglect the kinetic energy) Qrad = M (h(T ) h(TP ) + hv ) ,
19 T.



Christen, J. Phys. D: Appl. Phys. 40, pp. 5719, 2007.



where Qrad is the total radiation ux, h is the specic enthalpy (at LTE) of the ablated material, and hv is an eective enthalpy required for heating up the Teon from room temperature to TP and to vaporize it reversibly at TP (latent heat). For simplicity, we neglect the small amount of diusive heat ow away from the boundary into the solid Teon. It is much more dicult to write down momentum balance. Its specic form depends on the assumption made for the nonequilibrium velocity distribution in the Knudsen layer. Fortunately, we can considerably simplify the problem by assuming isobaric conditions in the boundary region. The constant pressure p enters as a constant parameter in the LTE material functions like density and specic enthalpy, which are then functions of T only. We will use a value of p = 10 bar.20

Figure 3.12: Knudsen ablation layer at a solid surface which is intensively irradiated with power Qrad . Outside the Knudsen layer, the vapor is in local thermal equilibrium (LTE). The goal is to determine the equilibrium temperature T and the mass ow M for given Qrad , evaporation temperature TP , and LTE gas properties. In order to obtain the entropy production rate (per area), we assume that the state change of the gas from TP to T in the Knudsen layer occurs fully irreversibly. The irreversible entropy production is thus the dierence of the LTE entropy values between right and left boundary of the Knudsen layer, s(T ) s(TP ). We reemphasize that all processes outside the Knudsen layer, as heating and primary decomposition of the solid, are supposed to occur reversibly. The entropy production rate (per area) is S = M (s(T ) s(TP )) , (3.21)

which can easily be maximized as a function of T under the constraints given by Eqs. (3.19) and (3.20). Elimination of M in Eq. (3.21) gives S = Qrad s(T ) s(TP ) . h(T ) h(TP ) + hv (3.22)

According to the MaxEP principle, the vapor temperature is obtained by max imization of S(T ), i.e., by solving dS/dT = 0. Since S Qrad , the resulting vapor temperature is independent of Qrad , as is hef f = Qrad /M , in accor dance with experimental observations. The existence of a maximum of S can
20 This value is a typical order of magnitude for Teon ablation in circuit breakers by arc radiation.



be expected, because on one hand the nominator of Eq. (3.22) is an increasing function of T and vanishes at T = TP while the denominator remains nite at nite hv , and on the other hand s(T )/h(T ) is a decreasing function for large T.

Figure 3.13: Entropy production rate as a function of the temperature (solid: real gas; dashed: ideal gas) For illustration, consider ideal gas properties with values typical for Teon. For isobaric processes h(T ) = cp T and s(T ) = cp ln(T ), with the specic heat cp at constant pressure. After a few manipulations one obtains that the vapor temperature is given by T = yTP , where y is the solution of = 1 + y(ln y 1) with = hv /cp TP . For a value = 2.17 (hv = 2.6M J/kg, TP = 1000 K, cp 1200 J/Kkg, which is the real gas value of CF2 at 1000 K), the vapor temperature becomes T 3700 K, which is in good accordance with experimental observations. Examples of S(T ) for an ideal gas with Teon properties and for real gas Teon material data are shown in Fig. 3.13. In the literature, one can nd various other applications of MaxEP. Some of them lead to useful approximations, others are rather questionable. MaxEP should only be applied very carefully far from equilibrium. It is also worth to have a look to publications where these approaches are strongly criticized.21 However, in some cases they can provide the best results under the circumstance of missing information.

21 E.g.,

R. Landauer, Phys. Rev. A 12, 636 (1975).