Applied Mathematical Modelling 30 (2006) 930–940

www.elsevier.com/locate/apm

Group method solution for solving nonlinear

heat diffusion problems
a,*,1 b
Mina B. Abd-el-Malek , Medhat M. Helal
a
Department of Mathematics, School of Engineering and Science, The American University in Cairo, Cairo 11511, Egypt
b
Department of Engineering Mathematics and Physics, Faculty of Engineering, Zagazig University, Zagazig, Egypt

Received 1 November 2004; received in revised form 1 May 2005; accepted 27 June 2005
Available online 18 August 2005

Abstract

The linear transformation group approach is developed to simulate heat diffusion problems in a media
with the thermal conductivity and the heat capacity are nonlinear and obeyed a striking power law relation,
subject to nonlinear boundary conditions due to radiation exchange at the interface according to the fourth
power law. The application of a one-parameter transformation group reduces the number of independent
variables by one so that the governing partial differential equation with the boundary conditions reduces to
an ordinary differential equation with appropriate corresponding conditions. The Runge–Kutta shooting
method is used to solve the nonlinear ordinary differential equation. Different parametric studies are
worked out and plotted to study the effect of heat transfer coefficient, density and radiation number on
the surface temperature.
Ó 2005 Elsevier Inc. All rights reserved.

Keywords: Group method; Transient heat diffusion; Nonlinear problems

*
Corresponding author. Tel.: +20 2 797 5646; fax: +20 2 795 7565.
E-mail address: minab@aucegypt.edu (M.B. Abd-el-Malek).
1
On leave from Department of Engineering Mathematics and Physics, Faculty of Engineering, Alexandria
University, Alexandria 21544, Egypt.

0307-904X/$ - see front matter Ó 2005 Elsevier Inc. All rights reserved.
doi:10.1016/j.apm.2005.06.006
 M.B. Abd-el-Malek, M.M. Helal / Applied Mathematical Modelling 30 (2006) 930–940 931

1. Introduction

Heat diffusion problems with nonlinear boundary conditions arise in many practical situations.
In particular, the nonlinear boundary condition appears in combustion system [1], where in the
pre-ignition heating, the particle entering a furnace and traveling towards a flame front receives
heat uniformly by thermal radiation from the furnace walls and loses heat uniformly by convec-
tion to the surrounding gases. It appears also in flash heating of powdered solids in mineral pro-
cessing industries [2], where particles are heated by convection and as their temperature rises they
begin to loose heat by thermal radiation. In nuclear technology, heat transfer is dominated by
boiling, thermal radiation and forced convection [3]; therefore, the heat transfer coefficients de-
pend on the surface temperature and thus the boundary conditions become nonlinear. However,
when the thermophysical properties and/or the volumetric heat source become temperature
dependent, the field equation becomes nonlinear. In addition, if the temperature level becomes
high, radiation and/or change of phase may occur and, as a result, the boundary conditions
become nonlinear.
The transition from a linear to a nonlinear model introduces additional mathematical and com-
putational difficulties. As it appears, solving nonlinear problems analytically is complicated [4].
There is no general theory yet available to handle all types of nonlinear problems. On the other
hand, analytical approaches, when applicable, are advantageous because they provide an under-
standing of the role of various system parameters affecting heat transfer and because they estab-
lish the dominant features of the problem.
The solution of transient nonlinear heat conduction applicable in rectangular, cylindrical and
spherical coordinates remains an extremely important problem of practical relevance in the engi-
neering sciences. Several numerical approaches have been proposed along the last few decades,
e.g. Kirchhoff transformation associated with a centred finite difference scheme applied by Asll-
anaj et al. [5]. More recently, the ideas on classical analytical methods have experienced a revival,
in connection with the proposition of novel hybrid numerical–analytical schemes for partial dif-
ferential systems [4]. One such trend is related to the group theoretic approach. This approach,
over the last few years, proved itself as a powerful benchmarking tool and a potential alternative
to numerical methods in various applications, including linear and nonlinear conduction
problems [6], as well as in the solution of the convective laminar boundary-layer flows [7] and
Navier–Stokes equations for compressible viscous heat-conducting gas [8]. This hybrid numerical–
analytical approach is recognized in the validation of purely numerical schemes.
The mathematical technique used in the present analysis is the parameter-group transforma-
tion. The foundation of the group-theoretical method is contained in the general theory of con-
tinuous transformation groups that were introduced and treated extensively by Lie [9] in 1881.
The group methods, as a class of methods that lead to a reduction of the number of independent
variables, were first introduced by Birkhoff [10] in 1948, where he made use of one-parameter
transformation groups. In 1952, Morgan [11] presented a theory that has improvements over ear-
lier similarity methods. In 1991, Abd-el-Malek et al. [7] have applied the group method analysis
intensively, to study some problems in free-convective laminar boundary layer flow on a noniso-
thermal vertical circular cylinder. In 1995, Badran et al. [6] have applied group methods to solve
nonlinear heat-conduction problem for a semi-infinite body. Group-theoretical methods provide a
powerful tool since they are not based on linear operators, superposition, or any other aspects of
932 M.B. Abd-el-Malek, M.M. Helal / Applied Mathematical Modelling 30 (2006) 930–940

linear solution techniques. Therefore, these methods are applicable to nonlinear differential
models.

2. Mathematical formulation of the problem

The energy equation in a rectangular, cylindrical or spherical coordinate system can be used to
find the temperature distribution through a region defined in a finite interval 0 6 r 6 1. A heat
transfer from the surface of the region takes place simultaneously by convection to an external
environment having a heat transfer coefficient that varies with respect to time ‘‘h(t)’’ and by radi-
ation to the surroundings which is maintained at ‘‘q(t)’’. Figs. 1 and 2 show this phenomenon in
the cylindrical and spherical coordinates. Finally, the initial temperature is assumed to be zero
throughout the solid.
The above transient heat conduction problem can be described by the following governing
equation in dimensionless form as:
 
oT 1 o m oT
qðrÞCðT Þ ¼ m KðT Þr þ Sðr; tÞ;
ot r or or

Fig. 1. Radiation between a small area of solid cylinder and an enclosure.

Fig. 2. Radiation between a small area of solid sphere and an enclosure.

 M.B. Abd-el-Malek, M.M. Helal / Applied Mathematical Modelling 30 (2006) 930–940 933

which can be written in the form:

 2
oT o2 T dKðT Þ oT m oT
qðrÞCðT Þ ¼ KðT Þ 2 þ þ KðT Þ þ Sðr; tÞ; ð2:1Þ
ot or dT or r or
with the following boundary conditions:
oT
¼ 0 at r ¼ 0; ð2:2aÞ
or
oT  
KðT Þ þ hðtÞT ¼ re T 4  q4 ðtÞ at r ¼ 1; ð2:2bÞ
or
and the following initial condition:
T ðr; tÞ ¼ 0 at t ¼ 0; ð2:2cÞ
where
KðT Þ ¼ K 0 T s and CðT Þ ¼ C 0 T p . ð2:3Þ
‘‘K0’’ and ‘‘C0’’ are the thermal conductivity and the heat capacity, respectively, at a reference
temperature T0, the exponents ‘‘s’’ and ‘‘p’’ are constants. ‘‘r’’ and ‘‘e’’ are the Stefan–Boltzmann
constant and the surface emissivity coefficient, respectively. The arbitrary functions: density q(r),
heat transfer coefficient h(t), temperature of the surrounding q(t) and the heat source S(r, t) are to
be determined later on.
The geometry of the region is specified by
8
< 0; rectangular coordinates;
>
m ¼ 1; cylindrical coordinates;
>
:
2; spherical coordinates.
The primary attention with the system defined by Eqs. (2.1) and (2.2) is the boundary condition
(2.2b), which represents convection with an external environment through a variable heat transfer
coefficient, h(t), in addition, a radiation exchange according to the fourth power law between the
surface of the region and a surrounding surfaces is occurred. However, mathematical difficulty
can arise since the variable heat transfer and the nonlinearity term render the problem nonsepa-
rable, and as a result a solution by any of the standard analytical techniques is not possible. In this
paper, an efficient solution methodology is proposed which is well suited to handle nonlinear
problems with variable boundary condition coefficients.

3. Solution of the problem

3.1. The group systematic formulation

The procedure is initiated with the group G, a class of transformation of one-parameter ‘‘a’’ of
the form:
G : W ¼ @W ðaÞ þ RðaÞ; ð3:1Þ
934 M.B. Abd-el-Malek, M.M. Helal / Applied Mathematical Modelling 30 (2006) 930–940

where W stands for r, t; T, K, C, q, S, h, q and both @ and R are real valued and at least differ-
entiable in the real argument a.

3.2. The invariance analysis

To transform the differential equation, transformations of the derivatives are obtained from G
via chain-rule operations:
 W  W
 @  @
Wi ¼ i Wi ; Wij ¼ Wij i ¼ r; t; j ¼ r; t. ð3:2Þ
@ @i @j
Eq. (2.1) is said to be invariantly transformed whenever
 2
o2 T dKðT Þ oT m oT oT 
KðT Þ 2 þ þ KðT Þ qðrÞCðT Þ þ Sðr; tÞ
or dT or r ox ot
"  2 #
o2 T dKðT Þ oT m oT oT
¼ H ðaÞ KðT Þ 2 þ þ KðT Þ  qðrÞCðT Þ þ Sðr; tÞ ; ð3:3Þ
or dT or r or ot

for some function H(a) which may be a constant.

Substitution from Eq. (3.1) into Eq. (3.3) yields:
 2
@K @T o2 T @K @T dK oT @K @T m oT @q @C @T oT
r 2
K 2
þ 2
þ 2
K  t qC þ @S S þ nðaÞ
ð@ Þ or r
ð@ Þ dT or r
ð@ Þ r or @ ot
"   #
2
o2 T dK oT m oT oT
¼ H ðaÞ K 2 þ þ K  qC þS ; ð3:4Þ
or dT or r or ot

where
X1   r n !  
@T 1 R  K K
 m oT RK @T o2 T RK @T m oT
nðaÞ ¼ r @ K þR þ r 2 þ r 2
ð@r Þ2 n¼1 n @r r or ð@ Þ or2 ð@ Þ r or
RC @q @T oT Rq @T C oT
 q  ð@ C þ RC Þ þ RS . ð3:5Þ
@t ot @t ot
The invariance of (3.4) implies n(a) = 0, satisfied by putting:
RK ¼ Rr ¼ RC ¼ Rq ¼ RS ¼ 0; ð3:6Þ
and
@K @T @q @C @T
¼ ¼ @S ¼ H ðaÞ. ð3:7Þ
ð@r Þ2 @t

Moreover, the boundary and initial conditions (2.2) are also invariant in form, implying that
RT ¼ Rh ¼ Rq ¼ 0; @r ¼ 1; @K ¼ @h ¼ ð@T Þ3 and @q ¼ @T . ð3:8Þ
 M.B. Abd-el-Malek, M.M. Helal / Applied Mathematical Modelling 30 (2006) 930–940 935

From (3.7) and (3.8), we get

ð@T Þ3 @T
@C ¼ q and @S ¼ ð@T Þ4 . ð3:9Þ
@
Finally, we get the one-parameter group G which transforms invariantly the differential equa-
tion (2.1), as well as the boundary conditions (2.2). The group G is of the form:
8
>
> r ¼ r;
>
>
>
> t ¼ @T t;
>
>
>
>
>
> T ¼ @T T ;
>
>
>
> K ¼ ð@T Þ3 K;
>
<
T 3 T
G: C ¼ ð@ @Þq @ C; ð3:10Þ
>
>
>
>q  ¼ @q q;
>
>
>
>
> S ¼ ð@T Þ4 S;
>
>
>
>
>h  ¼ ð@T Þ3 h;
>
>
>
:
q ¼ @T q.


3.3. The complete set of absolute invariants

Our aim is to make use of group method to represent the problem in the form of an ordinary
differential equation. Then we have to proceed in our analysis to obtain a complete set of absolute
invariants.
If g = g(r, t) is the absolute invariant of the independent variables, then
gj ðr; t; T ; K; C; q; S; h; qÞ ¼ F j ½gðr; tÞ j ¼ 1; 2; 3; . . . ; 7; ð3:11Þ
which are the six absolute invariants corresponding to T, K, C, q, s, and q. If a function
g = g(r, t; T, K, C, q, S, h, q) is an absolute invariant of a one parameter group it satisfies the follow-
ing first-order linear differential equation, according to Moran and Gaggioli [12]
X9
og
ðai Wi þ bi Þ ¼ 0; ð3:12Þ
i¼1
oW i

where Wi stands for r, t; T, K, C, q, S, h and q, and

o@Wi 0 oRWi 0
ai ¼ ða Þ; bi ¼ ða Þ; i ¼ 1; 2; . . . ; 9; ð3:13Þ
oa oa
where a0 is the identity element of the group.
Owing to Eq. (3.12), g(r, t) is an absolute invariant if it satisfies
ða1 r þ b1 Þgr þ ða2 t þ b2 Þgt ¼ 0. ð3:14Þ
Group (3.10) gives:
a1 ¼ b1 ¼ b2 ¼ 0; ð3:15Þ
936 M.B. Abd-el-Malek, M.M. Helal / Applied Mathematical Modelling 30 (2006) 930–940

and hence Eq. (3.14) becomes

gt ¼ 0; ð3:16Þ
which gives
gðr; tÞ ¼ f ðrÞ. ð3:17Þ
Without loss of generality, we can use the identity function
gðr; tÞ ¼ r. ð3:18Þ
By a similar analysis the absolute invariants of the dependent variables T, K, C, q, S and q are
9
T ðr; tÞ ¼ CðtÞF ðgÞ; KðwÞ ¼ K 0 T S ; >
>
>
CðT Þ ¼ C 0 T p ; qðrÞ ¼ AðtÞwðgÞ; =
ð3:19Þ
Sðr; tÞ ¼ BðtÞhðgÞ; hðtÞ ¼ DðtÞxðgÞ; > >
>
;
qðtÞ ¼ EðtÞ/ðgÞ.
We conclude that
qðrÞ ¼ wðgÞ; hðtÞ ¼ DðtÞ and qðtÞ ¼ EðtÞ; ð3:20Þ
leading to
 ¼ q;
q ð3:21Þ
which is satisfied if and only if @q ¼ 1. Hence, we obtain
C ¼ ð@T Þ3 @t C; ð3:22Þ

Also; at t ¼ 0 : Cð0Þ ¼ 0. ð3:23Þ

3.4. Reduction to ordinary differential equation

As the general analysis proceeds, the established forms of the dependent and independent abso-
lute invariants are used to obtain an ordinary differential equation. Generally, the absolute invar-
iants have the form given in (3.18).
Substituting from (3.19) into (2.2b), we get
dF 1
½CðtÞF ðgÞS C þ DðtÞCF ¼ X½C4 ðtÞF 4 ðgÞ  E4 ðtÞ; ð3:24Þ
dg K 0
where the radiation number X ¼ Kre0 .
Dividing by CS+1(t), we get
 4 
S dF 1 DðtÞ C ðtÞ 4 E4 ðtÞ
F ðgÞ þ F ¼ X Sþ1 F ðgÞ  Sþ1 . ð3:25Þ
dg K 0 CS ðtÞ C ðtÞ C ðtÞ
For (3.25) to be reduced to an expression in the single independent variable g, it is necessary that
the coefficients should be constants or function of g alone, which gives s = 3 and hence,
KðT Þ ¼ K 0 T 3 ; DðtÞ ¼ h0 C3 ðtÞ and EðtÞ ¼ q0 CðtÞ; ð3:26Þ
where h0 and q0 are arbitrary constants.
 M.B. Abd-el-Malek, M.M. Helal / Applied Mathematical Modelling 30 (2006) 930–940 937

Again, substituting from (3.19) into (2.1) and by using (3.26), we obtain
2  2
3 d F 2 2 dF m dF
K 0 T C 2 þ 3K 0 T C þ K 0T 3C  wðgÞCðT ÞCt F þ BðtÞhðgÞ ¼ 0. ð3:27Þ
dg dg g dg
Dividing by C2T2,
 2
d2 F dF m dF C0T p BðtÞhðgÞ
K 0 F 2 þ 3K 0 þ K 0F  wðgÞ 4 Ct F 3 þ 4 ¼ 0; ð3:28Þ
dg dg g dg T C ðtÞF 2
which leads to p = 4. Therefore
C ¼ C0T 4 and BðtÞ ¼ S 0 C4 ðtÞ; ð3:29Þ
where S0 is a constant.
Also, we have from (3.28)
Ct ðtÞ ¼ C 1 ; ð3:30Þ
take C1 = 1:
CðtÞ ¼ t. ð3:31Þ
Substitute Eqs. (3.29)–(3.31) into Eq. (3.28), we get the following ordinary equation:
 2
d2 F dF m dF C 0 S 0 hðgÞ
F 2 þ3 þ F  wðgÞF 3 þ ¼ 0; ð3:32Þ
dg dg g dg K 0 K0 F 2
subject to the boundary conditions
Fg ¼ 0 at g ¼ 0; ð3:33Þ
h0
F 3 F g þ F ¼ XðF 4  q0 Þ at g ¼ 1. ð3:34Þ
K0
Hence we have the following results:
T ðr; tÞ ¼ tF ðgÞ; KðT Þ ¼ K 0 T 3 ; CðT Þ ¼ C 0 T 4 ; qðrÞ ¼ wðgÞ; hðtÞ ¼ h0 t3 ;
qðtÞ ¼ q0 t; Sðr; tÞ ¼ S 0 t4 hðgÞ.

4. Results and discussion

The high order differential equation (3.32), with the boundary conditions (3.33) and (3.34) have
been solved numerically using the shooting method, in which we use the quality controlled fourth-
order Runge–Kutta technique to solve the ordinary differential equation. Any of the other tech-
niques could be used as well. No other solutions of the problem considered here appear to have
been published, so for the purposes of comparison a finite difference solution using the explicit
method for the partial differential equation was produced. Fig. 3 shows the linear effect of the heat
transfer coefficients h0 on the surface temperature Ts. The decrease of the surface temperature due
to the region cooled by convection. Fig. 4 shows the effect of the density q on the surface temper-
938 M.B. Abd-el-Malek, M.M. Helal / Applied Mathematical Modelling 30 (2006) 930–940

Τs

1.02 m=0
m=1
m=2
1

0.98

0.96

0.94

0.92

0.9

0.88

0.86

0.84

0.82

0.8 h0
0 0.2 0.4 0.6 0.8 1

Fig. 3. Effects of heat transfer coefficient on the surface temperature for different geometrical regions at X = 2,
q = 0.05, h = er; lines: group solutions; points: explicit finite difference solutions.

ature Ts measured with pure radiative heating. It is clear that the media with large density is get-
ting cooler by radiation. Fig. 5 shows the increase of surface temperature with the increase of radi-
ation number for all different geometrical regions.

5. Conclusion

The solution of a nonlinear transient heat conduction problem subject to nonlinear boundary
conditions due to a radiation heat exchange at the interface according to the fourth power law has
been obtained. The carried out analysis, in this paper, shows the effectiveness of the method in
obtaining invariant solutions for the system of partial differential equations. The main difficulty
of the problem is due the nonlinear boundary conditions, and consequently the analysis of the
problem faces many difficulties that were an essential obstacle in many other analytical methods.
In this paper, we have used the invariance of (2.1) under translation group of transformations
to reduce the number of independent variables of the problem by one and consequently the gov-
erning partial differential equation with the boundary conditions to ordinary differential with the
appropriate corresponding boundary conditions. The obtained differential equation is solved
numerically via the shooting method to obtain the effects of heat transfer coefficient, density
and radiation number on the surface temperature for different geometrical regions. It has been
 M.B. Abd-el-Malek, M.M. Helal / Applied Mathematical Modelling 30 (2006) 930–940 939

Τs
1.02
m=0
m=1
1.01
m=2

0.99

0.98

0.97

0.96

0.95

0.94

0.93

0.92
ρ
0 0.2 0.4 0.6 0.8 1

Fig. 4. Effects of density on the surface temperature for different geometrical regions at X = 2, h0 = 0, h = er; lines:
group solutions; points: explicit finite difference solutions.

Ts
0.925

0.915

0.905

0.895

0.885

0.875 m=0
m=1
m=2
0.865 Ω
0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1

Fig. 5. Effects of radiation number X on the surface temperature for different geometrical regions at h0 = 0, q = 1,
h = er; lines: group solutions; points: explicit finite difference solutions.
940 M.B. Abd-el-Malek, M.M. Helal / Applied Mathematical Modelling 30 (2006) 930–940

shown that the obtained solution is of acceptable accuracy by comparison with a finite difference
solution.
It is found that the effect of heat transfer coefficient is to decrease the surface temperature lin-
early while the density has the same effect but exponentially. Also the radiation number increases
the surface temperature up to certain limit depends on the temperature of the enclosure surface.

Acknowledgements

The authors would like to express their high appreciation to the referees of the paper for their
critical review as well as their valuable comments that improved the paper to its present form.
Also, the authors would like to express their gratitude to the American University in Cairo for
offering a research grant to support this work (grant # 2100-040-1143-8545).

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