Heat Transfer

Application of Series in Heat Transfer: transient heat conduction
Application of Series in Heat Transfer

- transient heat conduction
By
Alain Kassab
Mechanical, Materials and Aerospace Engineering

UCF EXCEL Applications of Calculus
Part I background and review of series (Monday 14, April 2008)
1. Taylor and Maclaurin series (section 12.10).

2. Fourier series.
Part II applications (Monday 21, April 2008)
1. Transient heat conduction:

a. Application of Maclaurin series to heat transfer:
quenching of a metal bar at early times.
b. Application of Fourier series to heat transfer:
quenching of a metal bar at later times.
2. Finite Difference: computing the heat flux at the wall.
3. Applications to computational fluid dynamics and heat
transfer.
1. Transient Heat Conduction: introduction and

background
Heat conduction: mode of energy transport in solids.
energy is transported by:
1. free electrons in electrical conductors: metals.

2. atomic lattice vibrations (phonons) in electrical
insulators.
3. free electrons and phonons electrical
semi-conductors.
First explained and characterized mathematically by J.B. Fourier in his famous
1822 treatise Thorie Analytique de la Chaleure (the Analytical Theory of Heat).
1. Fourier law of heat conduction: heat (q) flow (energy/time) in a conducting

medium is proportional to the temperature (T) gradient and the area (A)
through which heat flows
dT Watt: W = Joule/s
q A [W ]
dx
Area: A
2. the proportionality constant is called the T1
T(x) q
thermal conductivity, k [W/mK], and is
particular to the material and often T2
depends on temperature at which it is
measured
X=0 X=L
3. the relationship has a negative sign so that heat flows from high to low temperature (the
gradient T(x) T(x)
points in the direction of maximum increase of a function)
dT dT
0 0
dx dx
Note: the partial derivative q >0 q<0
x x
is used here to account for
x=0 x=L x=0 x=L
transient behavior T(x,t)
where t denotes time.
1.a Application of Maclaurin series to heat transfer: quenching of a metal bar at early times
quenching: a rapid cooling by immersion in water or oil. In metallurgy it is used to prevent phase
transformations or diffusion and lock in a phase of interest.
quenching is used in metallurgy to harden steel by rapidly cooling austenite phase of steel, which
is a non-magnetic solution of the alloy of iron (Fe) and carbon (C) that forms above 1000K or 727oC,
in order to produce what is called the martensite phase (hardened steel).
quenching effectively locks in the carbon so that it does not diffuse out of the crystalline structure.
by repeated tempering and quenching skilled blacksmiths control the amount of martensite to
craft high quality swords throughout history.
Japanese mastered this process to produce their famous

Katana swords that were the weapon of choice of the
Samurai.
We wish to study the temperature history in the metal bar

that is being worked into what may eventually become
such a sword.
Problem statement: Suppose then that we take a long metal bar

of width, L=10 cm, that is initially at an elevated temperature
we denote by Ti=1000C, and we plunge this extremely hot
metal into a large bath of water. The water in contact with
the metal surface will boil at a constant temperature of 100C,
we denote as To =100C . The temperature of the bar, we denote
as, T(x,t) , will decrease as a function of time, we denote as, t ,and
will also vary as a function of space, x , as the heat leaves the metal.
Solution: Using principles of conservation of energy and analytical

methods you will be exposed to later in courses such as EML 4142,
the temperature distribution for the early part of the quenching
process is given by:
is a property of the solid, it is called the thermal diffusivity, and it

controls the rate at which heat penetrates or leaves a solid.
Let us now investigate the temperature in the bar.

Computing the temperature with the error function erf(x):
1. Let us take a typical value for the thermal diffusivity, , for steel which is about
=10-5 [m2/s], and a location close to the surface, say xo =1 cm.
2. What is the temperature there 1 s after the metal bar was plunged
into the water bath?
3. We compute the argument of the error function for this combination:
4. Using the Maclaurin series for erf(x) we compute the error function of 1.581 as:
Lets compute this with MATHCAD

5. With the value of the error function for x=1.581, we now compute the temperature
at xo=1cm and after 1s as:
6. Examining the temperature there (at xo=1cm) after 5 s, we

compute the argument of the error function and evaluate the error function:
Note: as the argument, x,

of erf(x) gets closer to
the expansion point of
series (zero), we need
fewer terms to converge!

In such a manner, we can determine the temperature at various locations in the bar for various times
and a plot of these results is:
Note: the effect of the cooling from the water bath takes time to be
(5 s) felt at the interior of the bar. That is called the penetration
(1 s) depth (t), and it is controlled by the parameter
1000oC
T ( x , 1s)
T ( x , 5s)
500oC steel
T ( x , 15s) To =100oC
bar
T ( x , 25s) x
x=0
100oC
0
0 cm 1 cm 2 cm 3 cm 4 cm 5 cm 6 cm 7 cm
x

The solution we have been considering is valid until the penetration depth reaches the
midpoint of the bar, L= 5cm. When does this happen? We have to agree how to define
that the midpoint has felt the cooling effect of the water. One way to do this is to use
behavior of the error function: erf ( 0.5) = 0.52 erf ( 2) = 0.995 erf ( 2.5) = 1
1) we know that for x = 2.576 the value of erf(2.576) = 0.999.

0.8
2) then at this value T(x=L/2,t) ~ 0.999 Ti ; that is the cold
temperature at x=0 is just being felt at the centerline. 0.6
3) the corresponding time is then found by solving for t at erf ( x)
that location: 0.4
0.2
0
0 0.5 1 1.5 2 2.5 3 3.5 4
x
or, we find that the time for the penetration depth* to reach the midpoint of the bar is
After the penetration depth reaches the centerline, we then have to use another solution for
the temperature, and this is in terms of what is called a Fourier series. This part of the
solution will then comprise our second example of series applications in heat transfer.
*
Note: we could relax this definition and use a lower
value for x. For instance, for x=1.575 then erf(1.575)=0.974
which corresponds to a time of 25s at which the centerline
temperature is ~98% of the initial temperature according to
the error function solution (not a good idea ~ see later).
1.b Application of Fourier series to heat transfer: quenching of a metal bar at later times
By "later times," we mean after the middle of the bar has felt the cooling
steel bar
effects of the water bath. The solution for the temperature at any location
in the bar and at any time after this is given by the infinite series, T=100oC T(x,t) T=100oC
X=0 X=L
where the coefficients are given by

n= cn =
1 1.273
1.5
3 0.424
5 0.255
7 0.182
9 0.141 1
11 0.116
Integrating and using the fact that ,
cn
13 0.098
15 0.085 0.5
17 0.075
19 0.067
21 0.061
0
23 0.055 0 5 10 15 20 25
25 0.051 n
This Fourier series for the temperature converges slowly when the non-dimensional value
of time that appears in the exponential called the Fourier number, Fo, is less than 0.2, where
Fo < 0.2 slow convergence

Fo > 0.2 fast convergence
In our case, our bar is L=10cm and =10-5m2/s, then a Fourier number of Fo=0.2 corresponds
to a time of:
For times larger than Fo=0.2, or 200s in our case, the series converges rather quickly,
and you can obtain the solution pretty accurately by using only one term!
Example: the temperature at the midpoint at 200s is using one term

Example: the temperature at the midpoint at 200s is using one term
Taking more terms does not improve the solution much at all
N := 1 , 3 .. M
n= T1( xo , 200 , N) = Terms( xo , t1 , n) = 259.180434
1 259.18 0.995
3 259.18 -0.046 259.180432
5 259.18 5.33310 -4
7 259.18 -1.02110 -6
259.18043
9 259.18 2.95710 -10
T1( xo , 200 , N)
11 259.18 -1.25110 -14
13 259.18 0 259.180428
15 259.18 0
17 259.18 0 259.180426
19 259.18 0
21 259.18 0
259.180424
23 259.18 0 0 10 20 30
25 259.18 0 N
Example: the temperature at the midpoint at 25s which corresponds to a Fourier number of
Fo=0.025
N := 1 , 3 .. M
n= T1( xo , t1 , N ) = Terms( xo , t1 , n) = 1000
1 995.354 0.995
3 953.896 -0.046 990
5 954.376 5.33310 -4
7 954.375 -1.02110 -6
9 954.375 2.95710 -10 980
11 954.375 -1.25110 -14 T1( xo , t1 , N)
13 954.375 0 970
15 954.375 0
17 954.375 0
19 954.375 0 960
21 954.375 0
23 954.375 0 950
25 954.375 0 10 20 30
N
Example: the temperature at the midpoint at 5s which corresponds to a Fourier number of

Fo=0.005
N := 1 , 3 .. M
n= T1( xo , t1 , N) = Terms( xo , t1 , n) = 1200
1 1.19110 3 1.212
3 945.75 -0.272
5 1.01210 3 0.074
7 997.906 -0.016 1100
9 110 3 2.59810 -3
11 999.979 -2.95310 -4 T1( xo , t1 , N)
13 110 3 2.33910 -5
15 999.999 -1.27910 -6 1000
17 999.999 4.79410 -8
19 999.999 -1.22810 -9
21 999.999 2.14510 -11
23 999.999 -2.54610 -13
900
25 999.999 2.05210 -15 10 20 30
N
Doing this for various times and x-values we can develop the temperature history in the bar
1200oC
1000 oC
T ( x , 1s)
o
T ( x , 5s ) 800 C
T ( x , 15s)
600oC
T ( x , 25s)
T ( x , 50s)
400oC steel bar
T ( x ,100s) T(x,t) T=100oC

T=100oC
200 oC x
X=0 X=L
0
0 2 cm 4 cm 6 cm 8 cm 10 cm
x

Check solution: at time t=0 the temperature should be the initial temperature, Ti . Lets check this,
t=0
1500oC
1000 oC
T (x,0) N=20
T(x,0) N=50
T(x,0) N=200
T(x,0) N=400
500o C
Checks!! T(x,0)=To+ ( Ti To ) = Ti 0
0m 0.02 m 0.04 m 0.06 m 0.08 m 0.1 m
x
sine series for 1 on the interval [0,0.1]
2
1 ( 1)
n
C ( n) := 1
n
500
Note: series represents
C ( n) sin n xx

L
x
0 x=1 on x [0,0.1] and
n =1
does so periodically
0 0.02 0.04 0.06 0.08

xx

Taylor series and their use in finite difference methods (FDM). a method to approximate
derivatives and why we can't take limits to zero on the computer.
FDM is utilized routinely in research and commercial computer programs to approximate

various derivatives that appear in the equations that govern the behavior of the dependent
variable(s) of the problem of interest; in our case, the dependent variable is the temperature.
Such equations are derived from the conservation principle (balance) typically applied to mass,
linear momentum, energy, and species, and they are called differential equations.
You will learn how to solve such differential equations in MAP 3032 and in most of your
engineering courses, and you will encounter finite differences in EML 3034 and EML 4142.
The reason that finite differences are used is that although we can solve certain differential
equations analytically, we cannot do so in many cases especially when the geometry is
complicated or the problem is non-linear.
We simply focus on one of the basic devices utilized in FDM: approximation of the first
derivative using one sided differences to compute the heat flux at the wall.
develop and apply a finite difference method to

steel bar
estimate the heat flux (heat flow per unit area), qf ,
through the walls of our quenched bar. T=100oC T(x,t) T=100oC
qf qf
x
approximate this derivative

using FDM X=0 X=L
Point of departure for the finite difference method is the Taylor series
Which is re-arranged to solve for the 1st derivative
location at which we take x can be anywhere to the right or to the left of the point xo.
Approximate the derivative of temperature

at the left wall of the bar, that is at the point xo =0.
Since there is no solid to the left of xo =0, we then qf

take x=xo + x with x denoting a distance
(usually small) to the right of xo xo xo+x
x
x
x=0 x=L
Note as we learned in Calculus, if we take the limit x 0 we retrieve exactly the definition of the
first derivative of f(x) at xo! We will see what happens when we try to take this limit on the computer
Dropping (truncating) the terms as indicated we find the following approximate formula for the first
derivative:
Forward Finite Difference
First order (truncation error (TE) is
proportional to x)
truncation error is order of x
Lev Davidovich Landau big O notation introduced by
1908-1968 (Nobel Prize Lev Landau
in Physics 1962)
Applying the forward difference to estimate the heat flux at the left wall,
Let us choose a time to=250s and estimate the heat flux at the left wall utilizing the above first
order forward finite difference, using various values
We expect the estimate for the heat flux to approach the exact value as x approaches zero.
We can compute the exact solution using a one term solution since Fo > 0.2, and
And we can computer the error in the finite difference as a function of x as

Plot of the temperature at t=250s xi = ( )

T xi =
0.01 130.030067588828
200 110 -3 103.052476838824
110 -4 100.305297398701
110 -5 100.030529789587
110 -6 100.003052979008
110 -7 100.000305297901
110 -8 100.00003052979
T ( x) 150 110 -9 100.000003052979
110 -10 100.000000305298
110 -11 100.00000003053
110 -12 100.000000003053
T(xo+x) 110 -13 100.000000000305
110 -14 100.000000000031
xo xo+x 110 -15 100.000000000003
T(xo=0)= 100 0 0.02 0.04 0.06 0.08 0 100
x
x
First order
Forward Finite Difference

Result: what happened to my limit x -> 0 ????
Observations: error is reduced until about x ~ 10-6

error increases until about x ~ 10-15
error is 100% for x < 10-15

Why cant take the limit x->0 on the computer ? Answer: Round Off (RO) error.
The computer makes very small mistakes every time it stores and computes with numbers
due to the fact that it utilizes finite arithmetic: there is no way to get around it.
Round off will always exist due to the binary nature of representation of data on the computer
(one and zeroes, called bits) on the computer and the limited amount of bits the computer
uses to represent a number (in our case we used 64 bits).
Where does RO occur in our computation:

1. when we compute x and xo+x.
2. when we use that value to compute T(xo) and T(xo+x).
3. when we subtract these two values.
Suppose we denote that small error by .
Note: at some points, called

Then the total error is:
machine precision, the computer
does not recognize the difference
between xo+x and xo. In our
case this is x ~ 10-15
Finite difference equations are not unique.
If we wished to evaluate the heat flux at the

right wall, xo =L ,then we could not take
x=xo+x as there is no solid to the right.
qf
xo-x xo
x
x
Rather, we take a step back and choose x=0 x=L
x=xo-x , and we find that
First order backward

Finite difference
There is yet another way to approximate the first derivative, and this method
is called a central difference and is of second order accuracy TE ~ O(x2).
In light of our discussions on the limits of the computer, this is a big advantage over first
order forward and backward finite differences.
qf
xo-x xo xo+x
x
x x
x=0 x=L
3. Applications to computational fluid dynamics and heat transfer:
Finite difference methods and the closely related finite volume method are used widely to solve
problems in a variety of fields:
Power generation
Aerospace
Defense
Heating, ventilations and refrigeration
Oil and Gas industry
Semiconductor
Polymer processing
Biomedical engineering
Nuclear
Marine and coastal engineering

How?
We start from equations that describe the physical phenomenon: what causes
the temperature to vary, the stresses to exist etc
- these are usually ordinary or more often partial differential equations

- all derived from the conservation principle
mass
out linear momentum
energy
in species
Control angular momentum
volume
+ fundamental relation between first principle
and measurable quantity constitutive law
out e.g. heat flows due to a temperature difference,
stress is linearly related to displacement,
Why cant we solve the differential equation(s) exactly?
geometry is too complicated (number one reason in many cases)
problem is non-linear (often the case but not always)
Solution: solve the problem approximately on the computer by approximating

the derivatives by finite differences and producing algebraic equations that
we can solve.
Steps in the Finite Difference Method:
1. mesh generation: discretization of continuous space
(and time) into a given number of points in space
(and time)
i =1 i=2 i=3 i = IL
x x
X=0 X=L X=0 X=L

Exact: the temperature Numerical: the temperature Ti only at discrete
T(x) is continuous locations mesh points, xi
2. develop an algebraic equations: apply finite difference approximations

to derivatives in governing differential equation(s), boundary, and
initial condition(s) on the grid.
Differential Finite Difference

Equation(s) For derivatives
Set of Simultaneous
+ Algebraic Equations
BCs (and IC)
Exact Physics Approximate Physics

everywhere in space on the grid
and time
3. Solution of the algebraic equations:
- number of algebraic equations often in the order of several
millions of simultaneous equations.
- computational efficiency of solution algorithm
and computing power.
EXAMPLE: FDM modeling blood flow
Inflow 6 (mm)
Heel IH occluded artery mesh
Toe IH
45
4 (mm)
Outflow
Blockage
Floor IH
velocity magnitude at various times in
cardiac cycle: 0.00 0.02 0.05 0.07 0.09 0.11 0.14 0.16 0.18 0.20 0.23 0.25 0.27
0.00 0.07 0.14 0.21 0.28 0.35 0.42 0.49 0.56 0.63 0.70 0.77 0.84
0.00 0.01 0.02 0.03 0.05 0.06 0.07 0.08 0.09 0.10 0.11 0.12 0.14
0.00 0.02 0.04 0.06 0.08 0.10 0.13 0.15 0.17 0.19 0.21 0.23 0.25
Movie of FDM model of blood flow in artery through the cardiac cycle
EXAMPLE: Natural convection in a slender cavity
insulated
Tcold Thot g
air
Convection cells as at several progressive

insulated times colored by magnitude.
Conclusions
Part I background and review of series
1. Taylor and Maclaurin series (section 12.10).
2. Fourier series.
Part II applications
1. Transient heat conduction:

a. Application of Maclaurin series to heat transfer: quenching of a metal
bar at early times.
b. Application of Fourier series to heat transfer: quenching of a metal bar
at later times.
3. Applications to computational fluid dynamics and heat transfer.

Heat Transfer

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Application of Series in Heat Transfer: transient heat conduction

Application of Series in Heat Transfer

Mechanical, Materials and Aerospace Engineering

Part I background and review of series (Monday 14, April 2008)

1. Taylor and Maclaurin series (section 12.10).

Part II applications (Monday 21, April 2008)

1. Transient heat conduction:

1. Transient Heat Conduction: introduction and

Heat conduction: mode of energy transport in solids.

energy is transported by:

1. free electrons in electrical conductors: metals.

1. Fourier law of heat conduction: heat (q) flow (energy/time) in a conducting

Japanese mastered this process to produce their famous

We wish to study the temperature history in the metal bar

Problem statement: Suppose then that we take a long metal bar

Solution: Using principles of conservation of energy and analytical

is a property of the solid, it is called the thermal diffusivity, and it

Let us now investigate the temperature in the bar.

Computing the temperature with the error function erf(x):

Lets compute this with MATHCAD

6. Examining the temperature there (at xo=1cm) after 5 s, we

Note: as the argument, x,

Lets compute this with MATHCAD

Lets compute this with MATHCAD

1) we know that for x = 2.576 the value of erf(2.576) = 0.999.

3) the corresponding time is then found by solving for t at erf ( x)

that location: 0.4

where the coefficients are given by

Fo < 0.2 slow convergence

Example: the temperature at the midpoint at 200s is using one term

Example: the temperature at the midpoint at 200s is using one term

n= T1( xo , 200 , N) = Terms( xo , t1 , n) = 259.180434

n= T1( xo , t1 , N ) = Terms( xo , t1 , n) = 1000

Example: the temperature at the midpoint at 5s which corresponds to a Fourier number of

n= T1( xo , t1 , N) = Terms( xo , t1 , n) = 1200

T ( x ,100s) T(x,t) T=100oC

Lets compute this with MATHCAD

0 0.02 0.04 0.06 0.08

Lets compute this with MATHCAD

2. Finite Difference: computing the heat flux at the wall.

FDM is utilized routinely in research and commercial computer programs to approximate

develop and apply a finite difference method to

approximate this derivative

Which is re-arranged to solve for the 1st derivative

Approximate the derivative of temperature

Since there is no solid to the left of xo =0, we then qf

And we can computer the error in the finite difference as a function of x as

Plot of the temperature at t=250s xi = ( )

Lets compute this with MATHCAD

Result: what happened to my limit x -> 0 ????

Observations: error is reduced until about x ~ 10-6

Lets compute this with MATHCAD

Where does RO occur in our computation:

Suppose we denote that small error by .

Note: at some points, called

Finite difference equations are not unique.

If we wished to evaluate the heat flux at the

First order backward

3. Applications to computational fluid dynamics and heat transfer:

- these are usually ordinary or more often partial differential equations

Why cant we solve the differential equation(s) exactly?

geometry is too complicated (number one reason in many cases)

problem is non-linear (often the case but not always)

Solution: solve the problem approximately on the computer by approximating