a r t i c l e i n f o ab s t r a c t
Keywords: In this paper, we employed the linear transformation group approach to time dependent
Unsteady nonlinear heat diffusion nonlinear diffusion equations describing thermal energy storage problem. Symmetry anal-
Thermal energy storage ysis of the governing equation resulted in admitted large Lie symmetry algebras for some
Classical Lie point symmetries special cases of the arbitrary constants and the source term. Some transformations that
Group invariant solutions
lead to equations with fewer arbitrary parameters are applied and classical Lie point sym-
metry methods are employed to analyze the transformed equations. Some symmetry
reductions are performed and wherever possible the reduced ordinary differential equa-
tions are completely solved subject to realistic boundary conditions.
1. Introduction
The operation of hot water storage tanks for thermal energy storage is classified as static mode and dynamic mode [1–3].
The static mode is further classified into fully charged and partially charged mode. Dynamic mode of operation includes
charging and discharging cycle. In static fully charged mode, the storage tank is initially completely filled with hot water
at a constant temperature and is subjected to convective heat loss from the tank walls to the ambient [4]. In static partially
charged mode, the storage tank is initially charged with different levels of hot and cold water separated by thermocline [2].
The heat loss from the stored fluid to the ambient decreases the temperature of the fluid near to the tank wall, thereby
increasing its density. Therefore, accurate and efficient design of solar heating or cooling thermal energy storage tanks gen-
erally requires adequate theoretical framework from which insight might be gleaned into an inherently complex physical
process [4]. The solution of the transient nonlinear heat conduction for thermal energy storage applicable in rectangular,
cylindrical and spherical coordinates remains an extremely important problem of practical relevance in the engineering sci-
ences [5,6]. The mathematical technique employed in the present investigation is the parameter-group transformation [7].
The foundation of the group-theoretical method is contained in the general theory of continuous transformation groups that
were introduced and treated extensively by Lie (see e.g. [8]). The group methods, as a class of methods that lead to a reduc-
tion of the number of independent variables, were utilized in [9]. Several other authors such as [6–13] have applied group
method analysis to investigate many problems in physical sciences and engineering. Group-theoretical methods provide a
powerful tool for analyzing nonlinear differential models, since they are not based on linear operators, superposition, or
any other aspects of linear solution techniques.
* Corresponding author.
E-mail addresses: raseelo.moitsheki@wits.ac.za (R.J. Moitsheki), makinded@cput.ac.za (O.D. Makinde).
0096-3003
doi:10.1016/j.amc.2010.01.046
252 R.J. Moitsheki, O.D. Makinde / Applied Mathematics and Computation 216 (2010) 251–260
2. Mathematical formulation
The transient heat conduction equation with heat source term modeling the thermal storage problem in a rectangular,
cylindrical or spherical coordinate system is given as [2,6];
@T 1 @ m @T
þ SðTÞ; ð1Þ
qCðTÞ ¼ KðTÞr
@t rm @r @r
with the initial condition
Tðr; tÞ ¼ T 0 at t ¼ 0; ð2Þ
where T is the temperature, q is the density, r is the space variable, t is time, T 0 is the initial temperature of the body and S(T)
is the temperature-dependent heat source term. Following [6], the power law temperature-dependent thermal conductivity
and heat capacity are taken as
n b
T T T T
KðTÞ ¼ K0
1
and CðTÞ ¼ C0
1 ;
T0 T1 T0 T1
where K 0 ; C 0 ; n and b are constants, T 0 is the initial temperature of the body, T 1 is the ambient temperature of the surround-
ing environment. The geometry of the body is specified by m ¼ 0; 1; 2 representing rectangular, cylindrical and spherical
coordinates respectively. Eqs. (1) and (2) are made dimensionless by introducing the following quantities:
r K0t T T1 S
r¼ ; t¼ ; T¼ ; S¼ :
a qC 0a2 T0 T1 qC0
Neglecting the bar symbol for clarity, the dimensionless governing equation then become
b @ 1 @ n m @T
T
T
¼ Tr þ SðTÞ: ð3Þ
@t rm @r @r
We will refer to Eq. (3) as the governing equation. We aim to determine cases or forms of S(T) for which extra classical Lie
point symmetries are admitted by (3), with both both b and n nonzero. Note that if these two parameters are equal to zero
then both heat capacity and heat conductivity are merely constants.
The theory and applications of continuous symmetry groups were founded by Lie in the 19th century [14]. The modern
accounts of this theory may be found in excellent text such as those of [10,12]. We restrict our discussion to classical Lie
point symmetries, since we will only use such symmetries. The reader is referred to [10,12] for more details on this theory.
Given a continuous one parameter symmetry group, it is possible to reduce the number of independent variables by one.
Lie’s fundamental result is that the whole of one parameter group can be determined from the transformation laws up to
the first degree of the parameter , i.e. determination of symmetry groups involve finding transformation of the form
xj ¼ xj þ Xj ðx; uÞ þ Oð 2 Þ;
u ¼ u þ Uðx; uÞ þ Oð 2Þ;
that leave the mth order governing partial differential equation,
where CðmÞ is the mth extension or prolongation of the infinitesimal generator C in (5). The invariance condition (6) results in
an overdetermined linear system of determining equations for the coefficients Xj ðx; uÞ and Uðx; uÞ. Manipulation of these
determining equations to find their solutions is very long and tedious. However, we use the freely available program Dimsym
[15], which is written as a subprogram for the computer algebra package Reduce [16] to construct the admitted symmetries.
R.J. Moitsheki, O.D. Makinde / Applied Mathematics and Computation 216 (2010) 251–260 253
If a differential equation is invariant under some point symmetry, one can often construct similarity solutions which are
invariant under some subgroup of the full group admitted by the equation in question. These solutions result form solving a
reduced equation in fewer variables.
More often, differential equations arising in real world problem involve one or more functions depending on either the
independent variable or on the dependent variables. It is possible by symmetry techniques to determine the cases which
allow the equation in question to admit extra symmetries. The exercise of searching for the forms of arbitrary functions that
extend the principal Lie algebra is called group classification. The problem of group classification was introduced by Lie [17]
and recent accounts on this topic may be found for example in [11,18–21]. We adopt methods in [11] (which exclude explicit
equivalence transformation analysis) to perform group classification of Eq. (3).
In the initial symmetry analysis of Eq. (3), where S(T) remained arbitrary we obtained nothing beyond the translation in t.
However, Dimsym [15] flagged a number of possibilities which may lead to extra symmetries for Eq. (3). For m = 0 (the rect-
angular dimensions) with S(T) remaining arbitrary Eq. (3) admits translations in t and r, also captured in [22]. In fact, the case
m = 0 has been extensively studied in [22], also appearing in [23]. The case S = 0, m = 0 was studied in [7,18], we therefore,
omit these cases in our analysis. In [24] the authors considered one case namely SðTÞ ¼ S0 Tnþ1 , with S0 being a constant, m
and n are arbitrary constants, and the work is extended here to include as many as possible cases for which the governing
equation admit extra symmetries.
4.1. Case: b = n
Eq. (3) with b = n, admits extra point symmetries for the following cases:
n @
C7 ¼ Hðr; tÞT ;
@T
where H satisfies the equation
@H 2 @H @2H
¼ þ :
@t r @r @r2
n @
C5 ¼ Hðr; tÞT
@T
with H being the arbitrary solution of equation
@H @ 2H m @H
¼ þ
@t @r2 r þ S0 ðn þ 1ÞH:
@r
@ 2H m @H @H
¼ :
aH þ þ @r @t
@r 2 r
For m = 2 (the spherical dimension) we obtain other than the infinite symmetry generator, the finite six dimensional Lie alge-
bra namely,
9
C1 ¼ ð r2 þ 4at2 2ðm þ 1ÞtÞT log T @ þ 4rt @ þ 4t2 @ ;
@T @r @t =
>
>
C2 ¼ 2atT log T @ þ r @ þ 2t @ ; C3 ¼ @ ; C4 ¼ T log T @
;
@T @r @t @t @T
> ð12Þ
T log T @ @
; C6 ¼ r2 þ2t T log T @ @ >
;
C ¼
5
r2 2t
þ
r
þ
@T @r 2r @T
þ t@t
4.2. Case: b – n
For b – n; i.e. b, n and m are arbitrary, the principal Lie algebra extends as follows:
2ðnþ1Þ
r bþnþ2 @ 2 @
C4 ¼ ð 2b þ 2n þ ½ðb þ nÞ
2ðb nÞðn þ 1Þ þ 4ÞT þ 4ðb þ n þ 1Þ r :
@T @r
Furthermore, with b ¼ ð4 þ 3nÞ; m ¼ 0 we obtain
@ 1 @ @
C2 ¼ @r ; C 4 ¼ 2ðn þ 1Þ T @T þ 2ðn þ 1Þr ;
@r
r @
C5 ¼ T þ ðn þ 1Þr @ :
nþ1 @T @r
Dimsym [15] flagged the case b = 1 which may lead to extra symmetries being admitted. We treat this case separately in
the following paragraph.
4.3. Case: b ¼ 1; n – 1
so that it may be assumed that the heat capacity is unity (or simply allowing b to vanish), and assuming that heat capacity be
raised to b = 1 in Eq. (3). Although the physics behind the original problem may now have been changed, it is worth noting
that the problem becomes mathematically easier since the arbitrary parameters are reduced. The transformation (13) and
appropriate scalling reduce Eq. (3) to
@
u 1 @ N @u
m
¼ r u0 u þ SðuÞ; b – 1 ð14Þ
@t rm @r @r
and
@
u 1 @ m nu @u
¼ r e þ SðuÞ; b ¼ 1; ð15Þ
@t rm @r @r
R.J. Moitsheki, O.D. Makinde / Applied Mathematics and Computation 216 (2010) 251–260 257
N
where N ¼ n ; bu 0 ¼ ð b þ 1Þ and n ¼ n þ 1. If we allow n to take same values as b (i.e. b = n), then this will render Eq. (14)
bþ1
linear. Note that a linear Eq. (14) is equivalent to a nonlinear Eq. (3). It is well known that one of the generic symmetry
admitted by the linear equation is an infinite generator; not surprisingly Eq. (3) admits infinite symmetry generator. The zero
source term case for both Eqs. (14) and (15) have been extensively studied in [25], wherein m ¼ 1 N; N – 1. We will herein
omit this case. Eqs. (14) and (15) with m = 0 are the subclasses of a class considered in [22]. Eq. (14) with a source term pro-
portional to u has been studied in [26]. In the initial symmetry analysis, both Eqs. (14) and (15) admit the time translation.
Furthermore, for m = 0, one obtains a translation in r. Extra symmetries admitted by (14) and (15) are listed in Tables 1–3,
respectively.
The main purpose for determining symmetries is to obtain invariant (similarity) solutions or generate new solutions from
trivial ones. The procedure for finding such solutions is fully discussed in text such as ([8,10–13]). It is possible to find solu-
tions using any linear combination of the admitted symmetries. In order to ensure a minimal set of inequivalent reductions,
an optimal system may be constructed. However, we will make use of some of the obtained symmetries to find invariant
solutions. In general if a differential equation such as (4) admits the symmetry generator (5) one may obtain the invariants
and hence the functional form of the solutions by solving the system
du dx1 dx2
¼ ¼ ¼
U X1 X2
Example 1. Given S ¼ S0 T n with arbitrary m and n as in Case f, the C2 yields the functional form of the invariant solution
r
where G satisfies the O:D:E:
T ¼ tGðcÞ with c ¼ pffiffi
c 0 1 0 2 t
m 0 00
G G ¼ nG ðG Þ þ G þ G þ S0 ;
2 c
which is highly nonlinear and difficulty to solve exactly.
Table 1
Extensions of the principal Lie symmetry algebra admitted by (14) with N ¼ 0.
Table 2
Extensions of the principal Lie symmetry algebra admitted by (14) with N – 0.
Table 3
Extensions of the principal Lie symmetry algebra admitted by (15).
S ¼ S0 equ ; S0 ; q 2 R m; n arbitrary C2 ¼ 1 @ @ @
2q ð 2 @u þ ðq nÞr þ
@r 2qt Þ@t
q; S0 –0
S ¼ S0 enu þ S1 ; C2 ¼ e S1 nt
S1 n
@
ðS 1 @u þ@t@Þ
S0 ; S1 2 R
S¼q–0 m arbitrary C2 ¼ e qn t @ @
nq ðq @u þ @tÞ
m @ @
C3 ¼ nðm 1Þ
ð2
@u
þ nr @r
Þ
m¼3 1 @ @
C4 ¼ 4nr 2
ð2 @u
n r Þ
@r
S¼0 m arbitrary @ @ 2@ @
C2 ¼ 2t @t þr @r; C3¼ n@u þ r @r
m¼3 @
C2 ¼ r @r @
þ 2t @t ; C3 ¼ 1
ð2@@u nr Þ
@
4nr 2 @r
C4 ¼ 2n @u
@ þr @
@r
Example 2. Suppose we impose the realistic boundary conditions (see e.g. [6,26])
@T n @T
¼ 0; r ¼ 0 and T ¼ Bi gðtÞ T; r ¼ 1;
@r @r
where Bi is the Biot number and g(t) is the heat transfer coefficient, then given case j where S ¼ S0 Tbþ1 and using C3 we obtain
the functional form
case (i) n ¼ 1; m – 1,
f ¼ c2 expðc1r1 m Þ:
case (ii) n = 1, m = 1,
f ¼ c2 rc1 :
case (iii) n – 1; m ¼ 1.
nþ1Þ
ð
f ¼ ½c1 ln r þ c2 :
R.J. Moitsheki, O.D. Makinde / Applied Mathematics and Computation 216 (2010) 251–260 259
Table 4
Explicit correspondence between symmetries in Section 4 and Tables 1–3.
Table Section
Table 1 Section 4.1
First case Cases (a) and (b)
Second case Case (g)
Third case Case (f)
Fourth case Case (e)
Fifth case Cases (c) and (d)
case (iv) n – 1; m – 1.
n h c ionþ1 1
1m
1
þ c2 :
f ¼ ðn þ 1Þ r
m 1
For case (iv) and in terms of original variables, the invariant solution satisfying the physical boundary conditions is given
1
ðn þ 1ÞBi n
m – 1; n – 1:
1m
eS0 tr nþ1 ;
T¼
m 1
7. Conclusions
We have obtained forms of the source term for which the principal Lie algebra is extended. It is possible to classify group
invariant solutions according to the symmetries admitted by the governing equation for each of the determined cases of the
source term. In general any linear combination of the admitted symmetries may lead to exotic similarity (invariant) solu-
tions. In fact one may construct a set of elements, known as the optimal system, that yield inequivalent reductions. Although
in some cases, as in example 1, the reduced equation may be difficult to solve analytically; numerical solutions may be
sought. The power of Lie symmetry methods to solve differential equations especially nonlinear P.D.E.s, sometimes with real-
istic boundary conditions, has been displayed in Example 2 of Section 6.
Eq. (3) admits the symmetries corresponding to the ones listed in Table 1 (cf. Sections 4.1), Table 2 (cf. Sections 4.2) and
Table 3 (cf. Section 4.3). The calculations have been simplified by transforming Eq. (3) to Eqs. (14) and (15), since parameters
were reduced. The explicit one to one correspondence of the symmetries in Section 4 and Tables 1–3 is given in Table 4.
Acknowledgements
The authors wish to thank the National Research Foundation of South Africa under Thuthuka program, for the generous
financial support, and we thank the anonymous referees for their useful comments.