Numerical Heat Transfer, Part B, 43: 509523, 2003

Copyright # 2003 Taylor & Francis

1040-7790/03 $12.00 + .00
DOI: 10.1080/10407790390122177

A THREE-LEVEL FINITE-DIFFERENCE SCHEME FOR

SOLVING MICRO HEAT TRANSPORT EQUATIONS WITH
TEMPERATURE-DEPENDENT THERMAL PROPERTIES

Weizhong Dai and Raja Nassar

Mathematics & Statistics, College of Engineering & Science,
Louisiana Tech University, Ruston, Louisiana, USA

Heat transport at the microscale is important for the processing of materials with a pulsed
laser. In this study, we develop a three-level finite-difference scheme for solving micro heat
transport equations with temperature-dependent thermal properties obtained based on the
parabolic two-step model. It is shown by the discrete energy method that for constant
thermal properties the scheme is unconditionally stable. Numerical results for thermal
analysis of a gold film are obtained.

1. INTRODUCTION
Heat transfer at the microscale is important for the processing of materials with
a pulsed laser [14]. Developments of high-power short-pulse lasers have matured
into several innovative technologies, including structural monitoring of thin metal
lms, laser micromachining and patterning, structural tailoring of microlms, and
laser synthesis and processing in thin-lm deposition [5]. During ultrafast heating on
metallic lms, surface temperature change is converted from the reectivity change
measured optically on the lm surface. Due to the much smaller heat capacity of the
electron gas as compared to that of the metal lattice, the temperature rise during the
rst few picoseconds is caused mainly by the hot electron gas rather than the metal
lattice. Short-pulse laser interactions with thin metal lms has been widely investi-
gated. Major focus in modeling the ultrafast process of heat transport has been
placed on the electron gas, whose temperature becomes physically meaningful after
the rst few hundred femtoseconds [118]. The physical phenomena involved in
ultrashort laser pulse interactions with solid targets are very complex and are still the
subject of many investigations. Kaganov and colleagues [6] rst evaluated theore-
tically the heating process between electrons and lattice. Anisimov and colleagues [7]
proposed a parabolic two-step heat conduction model, which was advanced by
Fujimoto and colleagues [8]. Qiu and Tien [2] derived a more general and rigorous

Received 19 February 2002; accepted 9 January 2003.

This research was supported by a Louisiana Educational Quality Support Fund (LEQSF) grant,
Contact no. LEQSF (2002-05)-RD-A-01.
Address correspondence to Weizhong Dai, Mathematics and Statistics, College of Engineering &
Science, Louisiana Tech University, Ruston, LA 71272, USA. E-mail: dai@coes.latech.edu

509
510 W. DAI AND R. NASSAR

NOMENCLATURE
A constant coecient d2x second-order nite dierence
C heat capacity Hx ; Hx
rst-order forward, backward nitedif-
Ce electron heat capacity ferences
Cl lattice heat capacity DTe electron temperature change
d radiation penetration depth Dt; Dx time increment, grid size
G electronphonon coupling factor tq constant coecient
J laser uence tT constant coecient
ke electron thermal conductivity
L lm thickness
Subscripts
k k ke
e electron
N number of grid points
i spatial node
Q heat source
l lattice
R reectivity
0 initial
t time
tp laser pulse duration
T; T1 temperature Superscript
x; y; z Cartesian coordinates n time level

hyperbolic two-step radiation heating model based on quantum and statistical

mechanics. They [4] demonstrated experimentally with relatively low-uence laser
pulses that both the parabolic and hyperbolic two-step temperature models correlate
quite well with the measured electron temperature. Using a dierent approach, Tzou
[9, 10] developed a microscopic dual-phase-lag theory, which is able to represent the
microscopic, two-step heat conduction models by retaining the proper lag-time
eects of dierent orders. Other approaches to heat transport at the microscale, such
as molecular dynamics [11], the electron distribution function [12], and the corrective
smoothed particle method [1316], have been reported also. Recently, the thermal
behavior by accommodating the temperature-dependent thermal properties in
describing the ultrafast process of heat transport in metal lms has been studied
[5, 17, 18]. The problem becomes highly nonlinear due to the temperature-dependent
thermal properties, necessitating a numerical study of the fast transient phenomena.
Chen and Beraun [17] employed the corrective smoothed particles technique to solve
the coupled temperature-dependent heat conduction equations. Smith and collea-
gues [18] employed the Crank-Nicholson method to solve the parabolic two-step
heat conduction equations with temperature-dependent thermal properties.
However, the condition for stability of the scheme was not mentioned. Tzou and
Chiu [5] employed a mixed formulation, specially tailored to recover the stability
criterion in Fouriers law as the lagging behavior diminishes. The nite-dierence
scheme is conditionally stable in the case where the thermal properties are constants.
In this article, we develop a three-level nite-dierence scheme for solving micro heat
transport equations with temperature-dependent thermal properties obtained based
on the parabolic two-step equations. For constant thermal properties, the scheme is
shown to be unconditionally stable. It should be pointed out that unconditional
stability is particularly important so that there are no restrictions on the mesh ratio,
Dt=Dx, because the grid size, Dx, may be very small. The method is illustrated by a
numerical example.
 TEMPERATURE-DEPENDENT THERMAL PROPERTIES 511

2. FINITE-DIFFERENCE SCHEME
The parabolic two-step heat conduction equations with temperature-dependent
thermal properties can be written as follows [17, 18]:


qTe q qTe
Ce Te ke Te ; Tl
GTe
Tl Q 1
qt qx qx

qTl
Cl GTe
Tl 2
qt
The electronphonon coupling factor G is a material property that represents the
rate of energy transfer between the electrons and the lattices. The heat capacity of the
electrons and lattice, Ce and Cl , and the thermal conductivity of the electron, ke , are
also material properties. While all these material properties have some temperature
dependence, the electron heat capacity is a strong function of the electron tem-
perature:
Ce Ae Te 3
Values of Ae are given by Kittel [9]. The electronphonon coupling factor and the
lattice heat capacity are assumed to be constant. The temperature dependence of the
thermal conductivity during nonequilibrium heating can be approximated as

Te
ke Te ; Tl ke T0 4
Tl

where ke T0 is the equilibrium electron thermal conductivity measured at room

temperature.
The laser source term Q in Eq. (1) has an exponential decay in space to account
for absorption in a nontransparent media, and a Gaussian shape in time, which is a
reasonable approximation of the pulse shape:
"  2 #
1
R x t
Q 0:94 J exp

2:77 5
tp d d tp

The reectivity R and the penetration depth d are material properties, while the
uence J and the pulse width tp are parameters of the incident laser pulse. This
source term neglects any interaction with the substrate. Therefore, the lm must be
thicker than the radiation penetration depth to ensure that the radiant energy does
not reach the substrate [18].
From Eq. (2), we obtain
Cl qTl
Te Tl 6
G qt
Substituting Eq. (6) into Eq. (1) gives
   
qTl Ce Cl q2 Tl q qTl Cl q qTl
Ce Cl ke ke Q 7
qt G qt2 qx qx G qx qx
512 W. DAI AND R. NASSAR

The substrate is assumed to be an insulating material, and convection and

radiation from the surface are neglected owing to the small temperature rise and the
time scale of interest. Therefore, homogeneous boundary conditions of the second
kind are applied for this solution:

qTl qTl qTe qTe

0; t L; t 0 0; t L; t 0 8
qx qx qx qx
For simplicity, the initial conditions for both the electron and lattice systems are
assumed to be constant. Thus,

Te x; 0 Tl x; 0 T0 9

where T0 300 K. In order to solve Eq. (7), we further assume that

qTl qTe
x; 0 x; 0 0 10
qt qt
To develop a nite-dierence scheme for solving the above problem, we denote
Tl ni to be the numerical approximation of Tl i Dx; n Dt; where Dx and Dt are the
x-directional spatial and temporal mesh sizes, respectively, 0  i  N 1; so that
N 1 Dx L. Similarly, Te ni is the numerical approximation of Te i Dx; n Dt.
Further, we use the following dierence operators:

Hx Tin Ti1
n

Tin Hx
Tin Tin
Tni
1

d2x Tin Ti1

n

2Tin Tni
1

and so on. It can be seen that d2x Tin Hx  Hx
Tin : As such, a three-level nite-dif-
ference method for solving the above problem [Eqs. (6)(10)] can be written as
follows:

 
Tl n1
Tl n
1 1 Ce Cl n
Ce Cl ni i i
2 Tl n1
i
2Tl ni Tl n
1
i 
2 Dt Dt G i


1
H k n
H
x i
1=2 x
 Tl n1
i 2Tl ni Tl n
1
i 
4 Dx2

1 Cl
Hx kni
1=2 Hx
 Tl n1
i
Tl n
1
i  Qni 1  i  N 11
2 Dt Dx2 G

Cl Tl n1
Tl ni
Te n1
i i
Tl n1
i 1iN 12
G Dt

Tl 0i Tl 1i T0 i Te 0i Te 1i T0 i 0iN1 13

Tl n0 Tl n1 Tl nN1 Tl nN 14a
 TEMPERATURE-DEPENDENT THERMAL PROPERTIES 513

Figure 1. Normalized electron temperatures at the front surface of a gold lm irradiated with a 0.1-ps laser
pulse at a uence of 13.4 J=m2 and three dierent meshes.

Te n0 Te n1 Te nN1 Te nN 14b

Thus, one may solve Tl ni from Eq. (11) and then obtain Te ni from Eq. (12). It
can be seen that the truncation error of Eq. (11) at i Dx; n Dt is ODt2 Dx2 .
Hence, it is more accurate than those schemes [5, 18] obtained based on the Crank-
Nicholson method, for which the truncation error is ODt Dx2 . Here, it should be
pointed out that we use a weighted average Tl n1
i 2Tl ni Tl n
1
i =4 in Eq. (11)
for stability, which is similar to the idea of the CrankNicholson method. The
advantage of the weighted average can be seen in Lemma 2, next section. Further-
more, Eq. (11) is a linearized three-level nite-dierence scheme. The resulting sys-
tem is a tridiagonal linear system and hence can be easily solved.

3. STABILITY
Since Eq. (11) is a nonlinear nite-dierence scheme, the analysis for stability is
rather complicated. Here, for simplicity we show its stability only when the coe-
cients are constants. In this case, Eq. (11) becomes
514 W. DAI AND R. NASSAR

Figure 2. Normalized electron temperatures at the front surface of a gold lm irradiated with a 0.1-ps laser
pulse at a uence of 13.4 J=m2 and three dierent time increments.

Tl n1
Tl n
1 tT
C i i
2 Tl n1
i
2Tl ni Tl n
1
i 
2 Dt Dt
k 1 tq 2
d2 Tl n1 2Tl ni Tl n
1  d Tl n1
Tl n
1  Qni 15
4 Dx2 x i i
2 Dt Dx2 x i i

where C Ce Cl , tT 1=Ce 1=Cl
1 1=G, k ke , and tq Cl =G. We will

employ the discrete energy method [20] to show that the scheme, Eq. (15), is
unconditionally stable with respect to the initial conditions and the source term.
To this end, we rst introduce the denition of the inner product and norm
between the mesh functions uni and vni : Let Sh be a set of fun funi g; with
un0 un1 ; unN unN1 g: For any un , vn 2 Sh ; the inner products and norms are
dened as follows:

X
N
un ; vn Dx uni vni kun k2 un ; un
i1
 TEMPERATURE-DEPENDENT THERMAL PROPERTIES 515

X
N1
kHx
un k21 Hx
un ; Hx
un 1 Dx Hx
uni 2
i1

Lemma 1. For any un 2 Sh ,

un1
i
2uni un
1
i un1
i
un
1
i  un1
i
uni 2
uni
un
1
i 2 16
Proof:

un1
i
2uni un
1
i un1
i
un
1
i 

un1
i 2
2un1
i uni un1
i un
1
i
un1
i un
1
i 2uni un
1
i
un
1
i 2

un1
i 2
2un1
i uni uni 2
funi 2
2uni un
1
i un
1
i 2 g

un1
i
uni 2
uni
un
1
i 2

Figure 3. Calculated electron temperature proles for a 100-nm gold lm irradiated with a 0.1-ps laser
pulse of uence of 10.0 J=m2 .
516 W. DAI AND R. NASSAR

Figure 4. Calculated lattice temperature proles for a 100-nm gold lm irradiated with a 0.1-ps laser pulse
of uence of 10.0 J=m2 .

Lemma 2. For any un 2 Sh ,

Hx
un1
i 2uni un
1
i   Hx
un1
i
un
1
i 

Hx
un1
i Hx
uni 2
Hx
uni Hx
un
1
i 2 17

Proof:
Hx
un1
i 2uni un
1
i   Hx
un1
i
un
1
i 

Hx
un1
i 2 2Hx
un1
i  Hx
uni Hx
un1
i  Hx
un
1
i

Hx
un1
i  Hx
un
1
i
2Hx
uni  Hx
un
1
i
Hx
un
1
i 2

Hx
un1
i 2 2Hx
un1
i  Hx
uni Hx
uni 2

fHx
uni 2 2Hx
uni  Hx
un
1

i Hx
un
1
i 2 g

Hx
un1
i Hx
uni 2
Hx
uni Hx
un
1
i 2
 TEMPERATURE-DEPENDENT THERMAL PROPERTIES 517

Figure 5. Calculated electron temperature proles for a 100-nm gold lm irradiated with a 0.1-ps laser
pulse of uence of 500 J=m2 .

Lemma 3. If Tl ni is the solution of Eq. (15) with initial and boundary

conditions, Eqs. (13) and (14a), then

X
N
Dx d2x Tl n1
i 2Tl ni Tl n
1
i   Tl n1
i
Tl n
1
i 
i1

X
N1

Dx Hx
Tl n1
i 2Tl ni Tl n
1
i   Hx
Tl n1
i
Tl n
1
i  18
i1

and
X
N
Dx d2x Tl n1
i
Tl n
1
i   Tl n1
i
Tl n
1
i 
i1
 2
 

Hx
Tl n1
Tl n
1  19
1
518 W. DAI AND R. NASSAR

Figure 6. Calculated lattice temperature proles for a 100-nm gold lm irradiated with a 0.1-ps laser pulse
of uence of 500 J=m2 .

Proof: For any u, v are in Sh , we have

X
N X
N X
N
Dx d2x ui vi Dx ui1
ui vi
Dx ui
ui
1 vi
i1 i1 i1

X
N1 X
N
Dx ui
ui
1 vi
1
Dx ui
ui
1 vi
i2 i1

X
N1 X
N1
Dx ui
ui
1 vi
1
Dx ui
ui
1 vi because u0 u1 ; uN uN1
i1 i1

X
N 1

Dx Hx
ui Hx
vi 20
i1

Thus, we let vi Tl n1i
Tl n
1

i , ui Tl n1
i 2Tl ni Tl n
1
i , and ui
n1 n
1
Tl i
Tl i , respectively. Substituting them into Eq. (20), we obtain Eqs. (18)
and (19).
 TEMPERATURE-DEPENDENT THERMAL PROPERTIES 519

Figure 7. Calculated electron temperature proles for a 500-nm gold lm irradiated with a 0.1-ps laser
pulse of uence of 104 J=m2 .

Theorem 1. Suppose that Tin and Sni are solutions of the scheme, Eqs. (15),
(13), and (14a), with different initial values, and different source terms,
respectively. Let eni Tin
Sni : Then for any n in 0  n Dt  t0 , eni satisfies

Fn  F0 t0 Dt2 max kexk2 21

1xn

where  2 1  2
Fn tT en1
en  krx Hx
en1
en 1 22
2
and ex is the dierence of corresponding source terms. Here, rx Dt=Dx2 .
Hence, this scheme is unconditionally stable with respect to the initial condi-
tions and the source term.
Proof: It can be seen from Eq. (15) that eni satises
en1
en
1 tT
C i i
2 en1
2eni en
1 
2 Dt Dt i i

k 1 tq 2 n1
d2 en1 2 eni en
1   d e
en
1  eni 23
4 Dx2 x i i
2Dt Dx2 x i i
520 W. DAI AND R. NASSAR

Figure 8. Calculated lattice temperature proles for a 500-nm gold lm irradiated with a 0.1-ps laser pulse
of uence of 104 J=m2 .

Multiplying Eq. (23) by 2 Dten1 i
en
1

i ; summing over i from i 1; . . . ; N, one
obtains
X N  n1
e
en
1 tT
Dx 2 Dt C i i
2 en1 i
2eni en
1
i 
i1
2 Dt Dt

k 2 n1 n n
1 1 tq 2 n1 n
1

d e 2e e 
 d e
e 
en
4 Dx2 x i i i
2 Dt Dx2 x i i i

 en1
i
en
1
i 
0 24
By Lemmas 13, we obtain

 2 2tT  n1 2  2
Cen1
en
1  e
en 
en
en
1  
Dt
Dt  2  2
k 2
Hx
en1
en 1
Hx
en
en
1 1 
2 Dx
 TEMPERATURE-DEPENDENT THERMAL PROPERTIES 521

tq  
Hx
en1
en
1 2
1
Dx2
2 Dten; en1
en
1 25

By the Cauchy-Schwarz inequality, we have

 2
2 Dten; en1
en
1  Cen1
en
1  Dt2 C
1 kenk2

Substituting
 the above inequality into Eq. (25) to eliminate the term
2
Cen1
en
1  , further dropping out the last term on the left-hand side multiplying
both sides by Dt, and using the notation Fn, we can simplify Eq. (25) as follows:

Fn  Fn
1 Dt3 kenk2
 
X
n
 F0 Dt3 kexk2
x1

 F0 t0 Dt2 max kexk2 26

1xn

which completes the proof.

4. NUMERICAL EXAMPLE
To demonstrate the applicability of the numerical method, we investigate the
temperature rise in a thin gold lm. Thermal properties are chosen to be k0 315
W=m K, Cl 2:5  106 J=m3 K, G 2:6  1016 W=m3 K, and A 70 J=m3 K2 . We
further chose tp 100 fs, d 15:3 nm, and R 0:93 for the laser source term Q in
Eq. (5).
In calculation, we rst chose three dierent meshes of 100, 200, and 400 grid
points with the time increment Dt 0:005 ps for the nite-dierence scheme to test for
stability. Figure 1 shows the change in temperature (DTe =DTe Max on the surface
of the gold layer when L 100 nm and L 20 nm with a uence of J 13:4 J=m2 :
Compared with that displayed in [17] (see Figure 3 in [17]), they agree very well with
those obtained based on the parabolic two-step model. Also, it can be seen from Figure
1 that mesh size had no signicant eect on the solution. This implies that the scheme is
grid-independent. For these three meshes, Dx 1:0  10
6 mm, 0:5  10
6 mm, and
0:25  10
6 mm were chosen for L 100 nm, respectively. This implies that the mesh
ratios, Dt=Dx, are 5.0  103 , 1.0  104 , and 2.0  104 , respectively. We then chose three
dierent time increments, 0.005, 0.01, and 0.02 ps, and Dx 1:0  10
6 mm. Figure 2
shows the change in temperature (DTe =DTe Max) on the surface of the gold layer
when L 100 nm with a uence of J 13:4 J=m2 . It can be seen from Figure 2 that
there is no signicant dierence in the solution. Figures 3 and 4 plot the electron
temperature proles and lattice temperature proles for a 100-nm gold lm irradiated
with a 0.1-ps laser pulse at a uence of J 10:0 J=m2 ; respectively. Both of these
proles agree well with those obtained by the parabolic two-step model (see Figures 1
and 2 in [17]). Figures 5 and 6 plot the electron temperature proles and lattice
522 W. DAI AND R. NASSAR

temperature proles for a 100-nm gold lm irradiated with a 0.1-ps laser pulse at
a uence of J 500:0 J=m2 ; respectively. Again, both of these proles agree well
with those obtained by the parabolic two-step model (see Figure 5 in [3]). Figures
7 and 8 plot the electron temperature proles and lattice temperature proles for
a 500-nm gold lm irradiated with a 0.1-ps laser pulse at a uence of
J 104 J=m2 ; respectively.

5. CONCLUSION
In this study, we develop a three-level nite-dierence scheme for solving micro
heat transport equations with temperature-dependent thermal properties, which are
obtained based on the parabolic two-step model. It is shown by the discrete energy
method that for constant thermal properties this scheme is unconditionally stable
with respect to the initial conditions and the source term. However, the stability of
the scheme with temperature-dependent thermal properties needs further study.
Numerical results for thermal analysis of a gold lm show that the scheme is ecient.

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