Physica A 316 (2002) 213 – 224

www.elsevier.com/locate/physa

Time-dependent Onsager equations and

perturbation propagation
Domiziano Mostacci∗ , Vincenzo Molinari, Margherita Premuda
INFM-BO and Laboratorio di Ingegneria Nucleare di Montecuccolino, Dipartimento DIENCA,
Universita degli Studi di Bologna, via dei Colli 16, I-40136 Bologna, Italy

Received 14 May 2002; received in revised form 17 July 2002

Abstract
The di0usion of perturbations is investigated, beginning with Onsager-type equations for par-
ticle current and energy 1ow and conservation equations. This method takes into consideration
the interplay of density and temperature, and the phenomena produced by this interplay—often
neglected with other approaches—are fully accounted for. Time evolution of density and tem-
perature pro4les are presented. The speed of propagation of perturbation is calculated.
c 2002 Elsevier Science B.V. All rights reserved.

PACS: 05:60: −k; 05.70.Ln; 44.10.+i

Keywords: Transport phenomena; Thermal di0usion; Onsager equations

1. Introduction

The problem often arises in physics and engineering of what occurs in a system of
neutral particles (atoms, molecules, or within crystal phonons, etc.) when a sudden rise
in temperature takes place in a speci4ed volume, for any one of many possible di0erent
reasons. Such a rise in temperature propagates in the medium and generates in turn
a perturbation in particle density and 1ows of particles and energy. This phenomenon
belongs to a class of problems traditionally studied in the framework of kinetic theory.
These types of perturbations have been dealt with time and again with a single equation
describing the evolution of temperature, e.g. the telegrapher’s equation or the di0usion
equation. However, this approach to the problem fails to take into account those density

∗ Corresponding author. Tel.: +39-051-644-17-11; fax: +39-051-644-17-47.

E-mail address: domiziano.mostacci@mail.ing.unibo.it (D. Mostacci).

0378-4371/02/$ - see front matter  c 2002 Elsevier Science B.V. All rights reserved.
PII: S 0 3 7 8 - 4 3 7 1 ( 0 2 ) 0 1 5 2 7 - 3
214 D. Mostacci et al. / Physica A 316 (2002) 213 – 224

variations that are certain to be produced in 1uids by temperature gradients. The aim of
this work is to investigate these types of perturbations in a 1uid from the microscopic
point of view, giving consideration to space and time variations in density that accom-
pany the temperature variations, and to the 1ow of particles and energy produced by
the combined e0ect of those variations. This will be e0ected through “Onsager-type”
equations that were derived in a previous work by the authors [1] under the assumption
that the distribution function is only moderately distorted from equilibrium and there-
fore only the 4rst two terms of a spherical harmonics expansion in angular distribution
need be retained, an approach corresponding to what is known in neutron physics as
P1 approximation.
It should be noted here that, in this approach, given that Onsager equations are time
independent, the term arising from the spherical harmonics expansion which contains
the 4rst time derivative of the particle current will be neglected. This is the term that
gives rise to the telegrapher’s equation and hence to the 4nite propagation velocity of
perturbations, and it deserves further comments.
The 4rst-order moment in the spherical harmonics expansion of the transport equation
is given by [2,3]
1 9J (r; v; t) v
= −J (r; v; t) − ∇f(r; v; t) ; (1)
vtr (r; v) 9t 3tr (r; v)
where J (r; v; t) is the current of particles of speed v, f(r; v; t) the isotropic part of
the distribution function and tr (r; v) is the macroscopic transport cross section. It
can be seen that the left-hand term is small, unless the current varies signi4cantly
over a period of time [vtr (r; v)]−1 . In this case, however, the P1 approximation is
not applicable, and the entire equation is not really meaningful. A second key point
is that the telegrapher’s equation and the di0usion equation are only applicable as
monoenergetic approximations, and have little relevance to real physical cases of the
type considered here. Of course, the steep wave front propagation found with the
telegrapher’s equation stems from considering monoenergetic particles. These particles
all propagate at the same speed as a packet and carry the perturbation with them. When
the velocity spectrum of the particles, ranging essentially from minus to plus in4nity, is
taken into consideration, it is logical to 4nd particles at any distance at any time, and
to 4nd fewer and fewer of them as one looks farther and farther away from the source.
It will be shown here that, once the correlation of particle density with temperature
is considered, the propagating perturbation exhibits a marked peak that moves away
with velocity and amplitude decreasing with time, incidentally a physically sounder
behaviour than the constant propagation velocity that is a characteristic feature of the
telegrapher’s equation.
The reason for such di0erences in equations which stem essentially from the same
approximation lies in the order in which approximations are introduced. In the proce-
dure leading to the telegrapher’s equation, one starts from integration in velocity, or en-
ergy, losing much information, then approximations are introduced. In deriving Onsager
equations, on the other hand, all approximations are made on the velocity-dependent
equation. Only then integration over velocity is performed. All correlation e0ects re-
main embodied in the equations, as do all thermoelectric e0ects [4,5]. As previously
 D. Mostacci et al. / Physica A 316 (2002) 213 – 224 215

mentioned, the object of the present work is the mutual in1uence of energy 1ow and
particle current, an interplay that is often neglected.
The method will be presented and equations derived in Sections 2 and 3. A few key
examples will be presented in Section 4.

2. Governing equations

The evolution of the distribution function f(r; v; t) describing a particle ensemble in

phase space is governed by the Boltzmann equation. For the present case, in which no
force acts on the particles, the Boltzmann equation can be reduced to


9f 9f 9f
+v· = : (2)
9t 9r 9t coll
By appropriate integration over velocity, the Boltzmann equation yields the conservation
equations. The mass and energy conservation equations are, respectively (see Appendix
A),
9n(r; t) 9
+ · J(r; t) = 0 ; (3a)
9t 9r
 
3 9T (r; t) 9 3 9 9 mv2
n(x; t)KB + · H(r; t) − KB T · J(r; t) + n 0 =0 ; (3b)
2 9t 9r 2 9r 9t 2
in which J and H are the particle and energy currents, respectively, de4ned from the
distribution function f(r; v; t) as

J(r; t) = vf(r; v; t) dv ; (4a)
R3

mv2
H(r; t) = vf(r; v; t) dv : (4b)
R3 2
The above quantities can be related to density and temperature gradients by Onsager-type
equations, which in the absence of forces acting on the particles are [1]:
9n(r; t) 9T (r; t)
J(r; t) = −D(n; T ) − (n; T ) ; (5a)
9r 9r
9n(r; t) 9T (r; t)
H(r; t) = −(n; T ) − (n; T ) : (5b)
9r 9r
In general, Onsager relations hold between the coeMcients in the equations above. In
particular, for the scattering cross sections of interest in this work, it can be seen that
the following relations always hold [4]:
n(r; t)
(n; T ) = 0 D(n; T ) ; (6a)
T (r; t)
(n; T ) = 0 23 KB T (r; t)D(n; T ) ; (6b)

(n; T ) = 0 23 KB n(r; t)D(n; T ) ; (6c)

216 D. Mostacci et al. / Physica A 316 (2002) 213 – 224

where 0 ; 0 ; 0 are constants related to the scattering cross section. With the above
relations, Eqs. (5a) and (5b) become 1
9n n 9T
J(r; t) = −D(n; T ) − 0 D(n; T ) ; (7a)
9r T 9r
9n 9T
H(r; t) = −0 23 KB TD(n; T ) − 0 23 KB nD(n; T ) : (7b)
9r 9r
The introduction of Eqs. (7a) and (7b) into Eqs. (3a) and (3b) yields
 
9n 9 9n n 9T
− · D(n; T ) + 0 D(n; T ) =0 ; (8a)
9t 9r 9r T 9r
 
3 9T 9 3 9n 3 9T
nKB − · 0 KB TD(n; T ) + 0 KB nD(n; T )
2 9t 9r 2 9r 2 9r
   
3 9 9n n 9T 9 mv02
+ KB T · D(n; T ) + 0 D(n; T ) + n =0 : (8b)
2 9r 9r T 9r 9t 2
Let us consider the following problem. In a system possessing slab symmetry, initially
at rest and having uniform density nc and temperature Tc , a “small” perturbation is
initiated at time t = 0. The term “small” in this instance should be understood as small
enough to be meaningful only in the derivatives, whereas in the calculation of all
coeMcients no appreciable error will be made in replacing n and T with nc and Tc .
Furthermore, consider the last term in Eq. (8b):
 
9 mv2 mv02 9n 9v0
n 0 = + mnv0 : (9)
9t 2 2 9t 9t
This is of second and third order in the perturbation. At the same level of approxima-
tion described above, it will be neglected. Under these circumstances, Eqs. (7a)–(8b)
become
 
9n(x; t) nc 9T (x; t)
J (x; t) = −Dc + 0 ; (10a)
9x Tc 9x
 
3 9n(x; t) nc 9T (x; t)
H (x; t) = − KB Tc Dc 0 + 0 ; (10b)
2 9x Tc 9x
 2 
9n 9n nc 92 T
− Dc + 0 =0 ; (10c)
9t 9x2 Tc 9x2
 2 
3 9T 3 9 n nc 92 T
nKB − KB Tc Dc 0 2 + 0
2 9t 2 9x Tc 9x2
 2 
3 9n nc 92 T
+ K B Tc Dc + 0 =0 : (10d)
2 9x2 Tc 9x2

1 For purpose of clarity, the space and time dependences of n and T are not indicated.
 D. Mostacci et al. / Physica A 316 (2002) 213 – 224 217

Introducing the following reduced quantities:


n T (nc ; Tc )
n← ; T ← ; t ← (nc ; Tc )t; x←x ;
nc Tc D(nc ; Tc )
xc xc Q
J ← J; Q← ; (11)
nc Dc nc Dc 32 KB Tc
the problem can be recast into dimensionless form as
9n(x; t) 92 n(x; t) 92 T (x; t)
− −  0 =0 ; (12a)
9t 9x2 9x2
9T (x; t) 92 n(x; t) 92 T (x; t)
− (0 − 1) 2
− (0 − 0 ) =0 ; (12b)
9t 9x 9x2
9n(x; t) 9T (x; t)
J (x; t) = − − 0 ; (12c)
9x 9x
9n(x; t) 9T (x; t)
H (x; t) = −0 − 0 : (12d)
9x 9x
To this, initial conditions are to be added:
n(x; 0) = n0 (x) ; (13a)

T (x; 0) = T0 (x) : (13b)

This set of equations is easy to solve, for instance, through Laplace and Fourier trans-
forms (see Appendix B). The following general solution is obtained:
2
(0 − 0 − s1 )n0 (x) − 0 T0 (x) e−x =4s1 t
n(x; t) = ∗ √
s2 − s1 4s1 t
2
(0 − 0 − s2 )n0 (x) − 0 T0 (x) e−x =4s2 t
− ∗ √ ; (14a)
s2 − s 1 4s2 t
2
(1 − s1 )T0 (x) − (0 − 1)n0 (x) e−x =4s1 t
T (x; t) = ∗ √
s2 − s1 4s1 t
2
(1 − s2 )T0 (x) − (0 − 1)n0 (x) e−x =4s2 t
− ∗ √ ; (14b)
s2 − s1 4s2 t
where the symbol * stands for the convolution product de4ned as
 ∞
f(x) ∗ g(x) = f(x − y)g(y) dy (15)
−∞

and s1 and s2 are given by


(0 − 0 + 1) ∓ (0 − 0 + 1)2 − 4(0 − 0 0 )
s1; 2 = ; (16)
2
218 D. Mostacci et al. / Physica A 316 (2002) 213 – 224

which can be shown to be real for the scattering cross sections relevant to this work.
With the help of Eqs. (10a) and (10b) the particle and energy 1ows, J (x; t) and H (x; t),
can be calculated from the values of n(x; t) and T (x; t).

3. Test cases

To test this method, a few cases will now be reviewed, all with n0 (x) = 1 (recalling
that the problem is expressed in dimensionless quantities, n0 (x) = 1 in reduced coordi-
nates corresponds to n0 (x) = nc in real terms). The following should be noted for the
convolution products in Eqs. (14a) and (14b):
2
e−x =4s2 t
C∗ √ =C ; (17)
4s2 t
therefore Eqs. (14a) and (14b) for the case n0 (x) = 1; T0 (x) = 1 + T f(x) will be
rewritten as
 2 2

e−x =4s1 t e−x =4s2 t
n(x; t) = 1 − 0 T f(x) ∗ √ − √ ; (18a)
4s1 t 4s2 t
 2 2

e−x =4s1 t e−x =4s2 t
T (x; t) = 1 + T f(x) ∗ (1 − s1 ) √ + (s2 − 1) √ : (18b)
4s1 t 4s2 t

(1) T0 (x) = 1: This case yields the results n(x; t) = 1 and T (x; t) = 1. This outcome is
consistent with the fact that if T0 (x) = 1 (together with n0 (x) = 1), then there is
no perturbation, and the system remains in its unperturbed state.
(2) T0 (x) = 1 + T U (−x) (where U (x) is the Heavyside function): Here the results
can be expressed as follows:
√ √
erf x= 4s1 t − erf x= 4s2 t
n(x; t) = 1 + 0 T ; (19a)
2
 √ √ 
1 − s1 1 − erf x= 4s1 t s2 − 1 1 − erf x= 4s2 t
T (x; t) = 1 + T + ;
s2 − s 1 2 s2 − s 1 2
(19b)
 2   2  
T e−x =4s1 t 1 − s1 e−x =4s2 t 1 − s2
J (x; t) = 0 √ √ −1 − √ −1 ;
 4s1 t s2 − s1 4s2 t s2 − s1
(19c)
 2  
T e−x =4s1 t 1 − s1
H (x; t) = √ √ 0 − 0 0
 4s1 t s2 − s 1
2  
e−x =4s2 t 1 − s2
− √ 0 − 0 0 : (19d)
4s2 t s2 − s 1
 D. Mostacci et al. / Physica A 316 (2002) 213 – 224 219

Fig. 1. Step perturbation: (a) density pro4le at successive times (dimensionless quantities); (b) temperature
pro4le at successive times (dimensionless quantities); (c) particle current at successive times (dimensionless
quantities); and (d) energy 1ow at successive times (dimensionless quantities).

Plots of particle density and temperature vs. x at di0erent times can be seen in Figs. 1(a)
and (b), respectively. The density shows a positive hump moving in the direction of
growing x and a depletion moving the opposite direction. The maximum xMax moves
to larger x with a speed given by

s1 s2 s2 1
vxMax = ln √ (20)
s 2 − s 1 s1 t

and likewise the minimum toward the negative x direction.

Particle current and energy 1ow are shown in Figs. 1(c) and (d), respectively. They
also exhibit a maximum travelling away from the origin.

(3) T0 (x) = 1 + T (x): The end results for this case are
 2 2

T e−x =4s1 t e−x =4s2 t
n(x; t) = 1 − 0 √ √ − √ ; (21a)
 4s1 t 4s2 t
220 D. Mostacci et al. / Physica A 316 (2002) 213 – 224

Fig. 2. Delta function perturbation: (a) density pro4le at successive times (dimensionless quantities);
(b) temperature pro4le at successive times (dimensionless quantities); (c) particle current at successive
times (dimensionless quantities); and (d) energy 1ow at successive times (dimensionless quantities).

 2 2

T e−x =4s1 t e−x =4s2 t
T (x; t) = 1 + √ (1 − s1 ) √ − (1 − s2 ) √ ; (21b)
 4s1 t 4s2 t
 2 2

T 1 e−x =4s1 t e−x =4s2 t
J (x; t) = 0 √ √ − √ ; (21c)
 (4t)3=2 s1 s2
 2
T e−x =4s1 t
H (x; t) = √ [0 0 − 0 (1 − s1 )]
 (4s1 t)3=2
2

e−x =4s2 t
− [0 0 − 0 (1 − s2 )] : (21d)
(4s2 t)3=2

Plots of neutron density and temperature vs. x at di0erent times can be seen in
Figs. 2(a) and (b), respectively. The density shows a strong depletion in the origin
 D. Mostacci et al. / Physica A 316 (2002) 213 – 224 221

and two positive humps moving away in opposite directions, which is to be expected
physically.
Particle current and energy 1ow are shown in Figs. 2(c) and (d), respectively.
−x2 =Px2
(4) T0 (x) = 1 + T ePx√ : The end results for this case are
 2 2 2 2

T e−x =Px +4s1 t e−x =Px +4s2 t
n(x; t) = 1 − 0 √  − ; (22a)
 Px2 + 4s1 t Px2 + 4s2 t
 2 2 2 2

T e−x =Px +4s1 t e−x =Px +4s2 t
T (x; t) = 1 + √ (1 − s1 )  − (1 − s2 )  :
 Px2 + 4s1 t Px2 + 4s2 t
(22b)
These results reduce to those in Eqs. (21a) and (21b) for Px → 0.

4. Results and conclusions

The method presented, which describes the interplay of temperature and den-
sity pro4les with Onsager-type equations, demonstrates a characteristic feature of
di0usion—the wave-like behaviour of density and currents that goes completely unde-
tected if temperature and density are not considered together. This wave-like behaviour
is particularly evident in Fig. 2. As the 4gure shows, the density pro4le possesses a
very marked peak, with a steep slope that, for purposes of this type of problem, is the
equivalent of a wave front. The peak moves with decreasing speed (which is a physi-
cally sound behaviour), essentially with a t −1=2 law, instead of the constant speed wave
front predicted by the telegrapher’s equation. Fig. 2(c) deserves further comment. It
can be seen that particle current is directed away from the origin at suMcient distance
from it; however, closer to the origin the current is directed inward. To explain this, it
should be noted that the gradient changes sign at the peak of the density pro4le, and
the combined e0ect of the temperature and density gradients produces this behaviour
in the current.
In conclusion, the main result of this work is to show that, whenever the behaviour
of a 1uid system under the in1uence of temperature gradients is investigated, density
plays a key role. It is therefore essential that temperature and density pro4les be studied
simultaneously, and their correlation taken into careful account. It is to be expected
that, symmetrically, when the perturbation stems from a density gradient, this must be
considered together with the temperature variations it induces. This latter problem will
be the subject of further work.

Appendix A

Let us consider Boltzmann’s equation


9f 9f F 9f 9f
+v· + · = : (A.1)
9t 9r m 9v 9t coll
222 D. Mostacci et al. / Physica A 316 (2002) 213 – 224

Multiplying both sides by a function A(r; v; t), which may be either a scalar or a vector
or a tensor, and integrating over velocity, the following equation is obtained:
     
9 9A 9A n 9A
[n A
] − n + ∇ · [n vA
] − n v · − F·
9t 9t 9r m 9v


9f
= A dv ; (A.2)
R3 9t coll
where the brackets have the usual meaning of an average over the distribution function.
If the quantity
mv2
A(r; v; t) = (A.3)
2
is selected, and considering the present case where no force is acting, the above equa-
tion becomes

2 
9 mv0 3
n + KB T +∇·H=0 ; (A.4)
9t 2 2
where v0 is the average velocity de4ned as

1
v0 (r; t) = v
= vf(r; v; t) dv : (A.5)
n R3
Eq. (A.4) can be rewritten as
 
3 9T 3 9 mv2
n KB + ∇ · H − KB T ∇ · J + n 0 =0 : (A.6)
2 9t 2 9t 2
Considering the quantity H as de4ned in Eq. (4b), it can be seen to comprise four
terms:
   2  
mv2 mv mv2
H=n v = nv0 + n (v − v0 )
2 2 2

2   
mv0 3 m(v02 + c2 + 2c · v0 )
= + KB T J + n c
2 2 2

2 
mv0 3
= + KB T J + q + nm cc
· v0 ; (A.7)
2 2
where c = v − v0 is the peculiar velocity, q is the heat 1ux due to thermal conduction
[6], and 32 KB T J that due to convection; in the same vein, the remaining two terms
represent the molecular and convective transport of kinetic energy.

Appendix B

From Eqs. (12a) and (12b), the following separate equations for n and T can be
obtained with some algebra:
ntt − (0 − 0 + 1)ntxx + (0 − 0 0 )nxxxx = 0 ; (B.1a)
 D. Mostacci et al. / Physica A 316 (2002) 213 – 224 223

Ttt − (0 − 0 + 1)Ttxx + (0 − 0 0 )Txxxx = 0 (B.1b)

with initial conditions
n(x; 0) = n0 (x); nt (x; 0) = n0 (x) + 0 T0 (x) ; (B.2a)

T (x; 0) = n0 (x); Tt (x; 0) = (0 − 1)n0 (x) + (0 − 0 )T0 (x) : (B.2b)
These equations possess a structure similar to the “Beam equation” [7], except for
the cross time and space derivative term. To obtain the dispersion relation, a double
Fourier and Laplace transform is taken, yielding
[s + k 2 (0 − 0 )]ñ0 − 0 k 2 T̃ 0
N(k; s) = ; (B.3a)
s2 + sk 2 (0 − 0 + 1) + k 4 (0 − 0 0 )
(s + k 2 )T̃ 0 − (0 − 1)k 2 ñ0
T(k; s) = ; (B.3b)
s2 + sk 2 (0 − 0 + 1) + k 4 (0 − 0 0 )
where the tilde indicates Fourier transformation from x to k, and N(k; s) and T(k; s)
are the double Fourier and Laplace transforms (Laplace transform is from t to s) of
n(x; t) and T (x; t). From the above equation, it can be seen that the dispersion relation
is simply
s = −s1; 2 k 2 ; (B.4)
where s1 and s2 are given by

(0 − 0 + 1) ∓ (0 − 0 + 1)2 − 4(0 − 0 0 )
s1; 2 = (B.5)
2
and can be shown to be real for the scattering cross sections of relevance to this work.
The general solution can be obtained from antitransformation of Eqs. (B.3) as fol-
lows:
2
(0 − 0 − s1 )n0 (x) − 0 T0 (x) e−x =4s1 t
n(x; t) = ∗ √
s2 − s1 4s1 t
2
(0 − 0 − s2 )n0 (x) − 0 T0 (x) e−x =4s2 t
− ∗ √ ; (B.6a)
s2 − s 1 4s2 t
2
(1 − s1 )T0 (x) − (0 − 1)n0 (x) e−x =4s1 t
T (x; t) = ∗ √
s2 − s1 4s1 t
2
(1 − s2 )T0 (x) − (0 − 1)n0 (x) e−x =4s2 t
− ∗ √ ; (B.6b)
s2 − s1 4s2 t
where the symbol * stands for the convolution product de4ned by
 ∞
f(x) ∗ g(x) = f(x − y)g(y) dy : (B.7)
−∞
224 D. Mostacci et al. / Physica A 316 (2002) 213 – 224

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