Engineering Optimization Theory and Practice 4th Edition
Engineering Optimization Theory and Practice 4th Edition
Pradip Dutta
• The primary objective of this module is to develop an appreciation for the nature of
two- or multi-dimensional conduction problems and the methods that are available
for its solutions.
• For a multi-dimensional problem, the student should be able to determine whether an
exact solution is known. This may be done by examining one or more of the many
excellent references in which exact solutions to the heat equation are obtained.
• The student should understand what a conduction shape factor is, and link it to the
concept of thermal resistances in 2D problems. The student should be able to
determine whether the shape factor is known for the system, and if available, use to
solve the heat transfer problem.
• However, if conditions are such that the use of a shape factor or an exact solution is
not possible, the student should be able to use a numerical solution, such as the finite
difference method..
• The student should appreciate the inherent nature of the discretization process, and
know how to formulate the finite difference equations for the discrete points of a
nodal network. Although one may find it convenient to solve these equations using
hand calculations for a coarse mesh, one should be able to treat fine meshes using
standard computer algorithms involving direct or iterative techniques.
MODULE 4
MULTI-DIMENSIONAL STEADY STATE
HEAT CONDUCTION
4.1 Introduction
We have, to this point, considered only One Dimensional, Steady State problems. The
reason for this is that such problems lead to ordinary differential equations and can be solved
with relatively ordinary mathematical techniques.
In general the properties of any physical system may depend on both location (x, y, z) and
time (τ). The inclusion of two or more independent variables results in a partial differential
equation. The multidimensional heat diffusion equation in a Cartesian coordinate system
can be written as:
"
1 ∂T ∂ 2T ∂ 2T ∂ 2 T q
⋅ = + + + (1)
a ∂τ ∂x 2 ∂y 2 ∂z 2 k
The above equation governs the Cartesian, temperature distribution for a three-dimensional
unsteady, heat transfer problem involving heat generation. To solve for the full equation, it
requires a total of six boundary conditions: two for each direction. Only one initial
condition is needed to account for the transient behavior. For 2D, steady state (∂/ ∂t = 0) and
without heat generation, the above equation reduces to:
∂ 2T ∂ 2T
+ =0 (2)
∂x 2 ∂y 2
Equation (2) needs 2 boundary conditions in each direction. There are three approaches to
solve this equation:
• Analytical Method: The mathematical equation can be solved using techniques like
the method of separation of variables.
• Graphical Method: Limited use. However, the conduction shape factor concept
derived under this concept can be useful for specific configurations. (see Table 4.1
for selected configurations)
• Numerical Method: Finite difference or finite volume schemes, usually will be
solved using computers.
Analytical solutions are possible only for a limited number of cases (such as linear problems
with simple geometry). Standard analytical techniques such as separation of variables can be
found in basic textbooks on engineering mathematics, and will not be reproduced here. The
student is encouraged to refer to textbooks on basic mathematics for an overview of the
analytical solutions to heat diffusion problems. In the present lecture material, we will cover
the graphical and numerical techniques, which are used quite conveniently by engineers for
solving multi-dimensional heat conduction problems.
Example: A 10 cm OD uninsulated pipe carries steam from the power plant across campus.
Find the heat loss if the pipe is buried 1 m in the ground is the ground surface temperature is
50 ºC. Assume a thermal conductivity of the sandy soil as k = 0.52 w/m K.
Solution:
T2
Z=1 m
T1
The shape factor for long cylinders is found in Table 4.1 as Case 2, with L >> D:
S = 2⋅π⋅L/ln(4⋅z/D)
S = 2⋅π⋅1⋅m/ln(40) = 1.7 m
Then
q' = (1.7⋅m)(0.52 W/m⋅K)(100 oC - 50 oC)
q' = 44.2 W
Table 4.1
Conduction shape factors for selected two-dimensional systems [q = Sk(T1-T2)]
System Schematic Restrictions Shape Factor
T2
z 2πD
z>D/2 1 − D / 4z
Isothermal sphere buried in
as finite medium T1 D
T2
Horizontal isothermal L>>D 2πL
cylinder of length L buried z cosh −1 (2 z / D )
in a semi finite medium L>>D
2πL
L z>3D/2
T1 D ln(4 z / D)
T2
L L>>D 2πL
Vertical cylinder in a semi T1 ln(4 L / D)
finite medium
D
2πL
L>>D1,D2 ⎛ 4 w 2 − D12 − D 22
−1 ⎜
⎞
Conduction between two D1 cosh ⎟
D2 ⎜ 2 D1 D 2 ⎟
cylinders of length L in ⎝ ⎠
T1 L>>w
infinite medium T2
∞ T2
Horizontal circular cylinder ∞
of length L midway z 2πL
z>>D/2
between parallel planes of ln(8 z / πD)
L>>2
equal length and infinite T1 D
z
width ∞
∞
T2
T2
Circular cylinder of length
L centered in a square solid W>D 2πL
of equal length w L>>w ln(1.08w / D )
T1 D
2πL
Eccentric circular cylinder
d T1 T2 D>d ⎛ D 2 + d 2 − 4z 2 ⎞
of length L in a cylinder of D cosh −1 ⎜ ⎟
L>>D ⎜ 2 Dd ⎟
equal length ⎝ ⎠
z
In this dissertation finite volume method is used. The FV method uses the integral
form of the conservation equations as its starting point. The solution domain is subdivided
into a finite number of contiguous control volumes (CVs), and the conservation equations
are applied to each CV. At the centroid of each CV lies a computational node at which the
variable values are to be calculated. Interpolation is used to express variable values at the
CV surface in terms of the nodal (CV-center) values. As a result, one obtains an algebraic
equation for each CV, in which a number of neighbor nodal values appear. The FVM
method can accommodate any type of grid when compared to FDM, which is applied to
only structured grids. The FVM approach is perhaps the simplest to understand and to
program. All terms that need be approximated have physical meaning, which is why it is
popular.
The disadvantage of FV methods compared to FD schemes is that methods of order
higher than second are more difficult to develop in 3D. This is due to the fact that the FV
approach requires two levels of approximation: interpolation and integration.
The basic idea is to subdivide the area of interest into sub-volumes with the distance
between adjacent nodes by Δx and Δy as shown. If the distance between points is small
enough, the differential equation can be approximated locally by a set of finite difference
equations. Each node now represents a small region where the nodal temperature is a
measure of the average temperature of the region.
Example:
Δx m,n+1
m-1,n m+1, n
m,
Δy
m,n-1
x=mΔx, y=nΔy
m-½,n m+½,n
intermediate points
Table 4.2 provides a list of nodal finite difference equation for various configurations.
A total of N algebraic equations for the N nodal points and the system can be expressed as a
matrix formulation: [A][T]=[C] .
⎡ a11 a12 " a1N ⎤ ⎡ T1 ⎤ ⎡ C1 ⎤
⎢a a22 " a2 N ⎥ ⎢ T2 ⎥ ⎢ C2 ⎥
where A= ⎢ 21 ⎥ ,T = ⎢ ⎥ ,C = ⎢ ⎥
⎢ # # # # ⎥ ⎢# ⎥ ⎢ # ⎥
⎢ ⎥ ⎢ ⎥ ⎢ ⎥
⎣ a N 1 a N 2 " a NN ⎦ ⎣TN ⎦ ⎣C N ⎦
Numerical Solutions
Matrix form: [A][T]=[C].
From linear algebra: [A]-1[A][T]=[A]-1[C], [T]=[A]-1[C]
where [A]-1 is the inverse of matrix [A]. [T] is the solution vector.
• Matrix inversion requires cumbersome numerical computations and is not efficient
if the order of the matrix is high (>10)
• Gauss elimination method and other matrix solvers are usually available in many
numerical solution package. For example, “Numerical Recipes” by Cambridge
University Press or their web source at www.nr.com.
• For high order matrix, iterative methods are usually more efficient. The famous
Jacobi & Gauss-Seidel iteration methods will be introduced in the following.
Iteration
General algebraic equation for nodal point:
i −1 N
∑ aijT j + aiiTi +
j =1
∑aT
j =i +1
ij j = Ci , Replace (k) by (k-1)
for the Jacobi iteration
(Example : a31T1 + a32T2 + a33T3 + " + a1N TN = C1 , i = 3)
Rewrite the equation of the form:
Ci i −1 aij ( k ) N
a
Ti ( k ) = − ∑ T j − ∑ ij T j( k −1)
aii j =1 aii j =i +1 aii
• (k) - specify the level of the iteration, (k-1) means the present level and (k)
represents the new level.
• An initial guess (k=0) is needed to start the iteration.
• • By substituting iterated values at (k-1) into the equation, the new values at iteration
(k) can be estimated The iteration will be stopped when max⎜Ti(k)-Ti(k-1) ⎟ε≤ , where ε
specifies a predetermined value of acceptable error
Find: temperature at the midpoint using the exact solution considering the first five
nonzero terms: Assess the error from using only the first three terms.
Schematic:
∞
T − T1 2 (−1) n +1 + 1 nπ x sinh(nπ y / L)
θ ( x, y ) = =
T2 − T1 π ∑
n =1
n
sin .
L sinh(nπ W / L)
Considering now the point (x, y) = (1.0, 0.5) and recognizing x/L =1/2, y/L=1/4 and
W/L=1/2, the distribution has the form
∞
T − T1 2 (−1) n +1 + 1 nπ sinh(nπ / L)
θ (1,0.5) = =
T2 − T1 π ∑
n =1
n
sin .
L sinh(nπ / L)
When n is even (2,4,6…..), the corresponding term is zero; hence we need only
consider n=1,3,5,7 and 9 as the first five non-zero terms.
⎧ π 3π 5π ⎫
sinh sinh sinh
⎪ ⎛π ⎞ 4 + 2 sin⎛ 3π ⎞ 4 + 2 sin⎛⎜ 5π ⎞⎟ 4 +⎪
⎪2 sin⎜ ⎟ ⎜ ⎟ ⎪
⎪ ⎝ 2 ⎠ sinh π 3 ⎝ 2 ⎠ sinh 3π 5 ⎝ 2 ⎠ sinh 5π ⎪
2⎪ 2 2 2 ⎪
θ (1,0.5) = ⎨ ⎬
π⎪ 7π 9π ⎪
sinh sinh
⎪ 2 ⎛ 7π ⎞
sin⎜ ⎟ 4 + 2 sin⎛⎜ 9π ⎞⎟ 4 ⎪
⎪ 7 ⎝ 2 ⎠ sinh 7π 9 ⎝ 2 ⎠ sinh 9π ⎪
⎪ ⎪
⎩ 2 2 ⎭
2
θ (1,0.5) = [0.755 + 0.063 + 0.008 − 0.001 + 0.000] = 0.445
π
If only the first term of the series, Eq (2) is considered, the result will be θ(1, 0.5)
=0.446 that is, there is less than a 0.2% effect.
Problem 2:
A long power transmission cable is buried at a depth (ground to cable centerline
distance) of 2m. The cable is encased in a thin walled pipe of 0.1 m diameter, and to
render the cable superconducting (essentially zero power dissipation), the space between
the cable and pipe is filled with liquid nitrogen at 77 K. If the pipe is covered a super
insulator(ki=0.005W/m.K) of 0.05-m thickness and the surface of the earth
(kg=1.2W/m.K) is at 300K, what is the cooling load in W/m which must be maintained
by a cryogenic refrigerator per unit pipe length.
Schematic:
T g − Tn
q' =
R g' + R I'
T g − Tn
q' =
[k g (2π / ln(4 z / Do ))] −1 + ln( Do / Di ) / 2π k i
where table 4.1 have been used to evaluate the ground resistance. Hence,
(300 − 77) K
q' =
[(1.2W / m.K ) (2π / ln(8 / 0.2))] −1 + ln(2) / 2π × 0.005 W / m.K
223K
q' =
(0.489 + 22.064)m.K / W
q ' = 9.9W / m
Comments: the heat gain is small and the dominant contribution to the thermal
resistance is made by the insulation.
Problem 3:
Two parallel pipelines spaced 0.5 m apart are buried in soil having a thermal
conductivity of 0.5W/m.K. the pipes have outer-diameters of 100 and 75 mm with
surface temperatures of 175°C and 5°C, respectively. Estimate the heat transfer rate per
unit length between the two pipe lines.
Find: heat transfer per unit length between the pipe lines.
Schematic:
Assumptions: (1) steady state conditions, (2) two-dimensional conduction, (3) constant
properties, (4) pipe lines are buried very deeply approximating burial in an infinite
medium, (5) pipe length>> D1 or D2 and w>D1 or D2
Analysis: the heat transfer rate per length from the hot pipe to the cool pipe is
q S
q' = = k (T1 − T2 )
L L
2πL
S=
⎛ 4 w 2 − D12 − D 22 ⎞
cosh −1 ⎜ ⎟
⎜ 2 D1 D 2 ⎟
⎝ ⎠
Comments: The heat gain to the cooler pipe line will be larger than 110W/m if the soil
temperature is greater than 5°C. How would you estimate the heat gain if the soil were at
25°C?
Problem 4:
A furnace of cubical shape, with external dimensions of 0.35m, is constructed from a
refractory brick (fireclay). If the wall thickness is 50mm, the inner surface temperature is
600°C, and the outer surface temperature is 75°C, calculate the heat loss from the
furnace.
Known: Cubical furnace, 350mm external dimensions, with 50mm thick walls.
Schematic:
−
Properties: From table of properties, fireclay brick ( T = (T1 + T2 ) / 2 = 610 K ) : k ≈ 1.1W / m.K
Analysis: using relations for the shape factor from table 4.1,
A 0.25 × 0.25m 2
Plane walls (6) SW = = = 1.25m
L 0.05m
q = kS (T1 − T2 ) = k (6 S W + 12 S E + 8S C )(T1 − T2 )
W
q = 1.1 (6 × 1.25m + 12 × 0.14m + 0.15 × 0.008m)(600 − 75)°C
m.K
q = 5.30kW
Comments: Be sure to note that the restriction for SE and SC has been met.
Problem 5:
Consider nodal configuration 4 of table 4.2. Derive the finite-difference equation under
steady-state conditions for the following situations.
(a) The upper boundary of the external corner is perfectly insulated and the side
boundary is subjected to the convection process (T∞, h)
(b) Both boundaries of external corner are perfectly insulated.
Find: finite-difference equations for these situations: (a) upper boundary is perfectly
insulated and side boundary is subjected to a convection process, (b) both boundaries are
perfectly insulated.
Schematic:
Analysis: Consider the nodal point configuration shown in schematic and also as case
4, table 4.2. the control volume about the nodes shaded area above of unit thickness
normal to the page has dimensions, (Δx/2)( Δy/2).1. The heat transfer processes at the
surface of the CV are identified as q1, q2….perform an energy balance wherein the
processes are expressed using the appropriate rate equations.
With the upper boundary insulated and the side boundary and the side boundary
subjected to a convection process, the energy balance has the form
.
E in − E out = 0 q1 + q 2 + q 3 + q 4 = 0
⎛ Δy ⎞ Tm −1,n − Tm,n ⎛ Δx ⎞ Tm,n −1 − Tm,n ⎛ Δy ⎞
k⎜ . 1⎟ + k⎜ .1⎟ + h⎜ .1⎟ (T∞ − Tm,n ) + 0 = 0
⎝ 2 ⎠ Δx ⎝ 2 ⎠ Δy ⎝ 2 ⎠
hΔx ⎛ 1 hΔx ⎞
Tm,n −1 + Tm −1, n + T∞ − 2⎜ + 1⎟Tm,n = 0
k ⎝2 k ⎠
with both boundaries insulated, the energy balance of Eq(2) would have q3=q4=0. the
same result would be obtained by letting h=0 in the finite difference equation, Eq(3).
The result is
Comments: Note the convenience resulting formulating the energy balance by assuming
that all the heat flow is into the node.
2. What are the limitations of analytical methods? In spite of their limitations, why are
analytical solutions useful?
4. How do numerical solution methods differ from analytical methods? What are the
advantages and disadvantages of numerical and analytical methods?
5. What is the basis of energy balance method in numerical analysis? How does it differ
from the formal finite difference method using Taylor series approximation? For a
specified nodal network, will these two methods result in the same or a different set
of equations?