Numerical Method

Finite Differencing
x = 1
1 2 3 i-1 i i+1 N-2 N-1 N
x = 0
h
Consider uniform interval h is constant

f(x) is assigned at each node, f
1
, f
2
, f
i-1
, f
i
, f
i+1
, f
N-2
, f
N-1
, f
N

node each at
x
f
x
f
e Approximat
2
2
&
c
c
c
c
) ( Accuracy
2
) (
2
1
) (
2
1
) 1 2 ( Nodes Internal For
: Expansion Series Taylor
side each at node one use : Example
3
1 1
3 2
2
2
1
3 2
2
2
1
h O
h
f f
x
f
x
f
for Solve
h O h
x
f
h
x
f
f f
h O h
x
f
h
x
f
f f
N i
i i
i
i
i
i
i i
i
i
i i
+

=
|
.
|

\
|
c
c
|
.
|

\
|
c
c

|
|
.
|

\
|
c
c
+
|
.
|

\
|
c
c
=
+
|
|
.
|

\
|
c
c
+
|
.
|

\
|
c
c
+ =
s s
Discretization
) ( Accuracy
2
) (
2
1
) (
2
1
) 1 2 ( Nodes Internal For
: Expansion Series Taylor
side each at node one use : Example
4
2
1 1
2
2
2
2
3 2
2
2
1
3 2
2
2
1
h O
h
f f f
x
f
x
f
for Solve
h O h
x
f
h
x
f
f f
h O h
x
f
h
x
f
f f
N i
i i i
i
i
i
i
i i
i
i
i i
+
=
|
|
.
|

\
|
c
c
|
|
.
|

\
|
c
c

|
|
.
|

\
|
c
c
+
|
.
|

\
|
c
c
=
+
|
|
.
|

\
|
c
c
+
|
.
|

\
|
c
c
+ =
s s
+

+
Discretization
) ( Accuracy 2 3 4
Eliminate
) ( 4
2
1
2
) (
2
1
0 or known is , specified is Gradient ) (
known is : boundary the at specified Function ) (
3
1
1 3 2
1
2
2
3 2
1
2
2
1
1 3
3 2
1
2
2
1
1 2
1
1 1
1
h O h
x
f
f f f
x
f
h O h
x
f
h
x
f
f f
h O h
x
f
h
x
f
f f
Bf
x
f
A
x
f
b
f a
|
.
|

\
|
c
c
+ =
|
|
.
|

\
|
c
c
+
|
|
.
|

\
|
c
c
+ |
.
|

\
|
c
c
+ =
+
|
|
.
|

\
|
c
c
+ |
.
|

\
|
c
c
+ =
= + |
.
|

\
|
c
c
|
.
|

\
|
c
c
For Nodes at the Boundary Nodes (i=1, i=N)
Example: Numerical Solution of the Fin Problem
( )
0 ) 1 ( ) 1 ( & 1 ) 0 (
) ( ) (
1 0 0
0
2
= +
'
=
< < =
'
'
u u u
u u
H
specified are X f and X a where
X f
A
d
a
x = 1
1 2 3 i-1 i i+1 N-2 N-1 N
x = 0
h
For Interior Nodes (2 i N-1)
1 2
0
2
2
2
&
2
e approximat we side, each at node one Using
0
2
1 1
2
1 1
2
1 1 1 1
s s
=

'
+
+
+
=
' '

=
'
+ +
+ +
N i for
f
A
d
h
a
h
a
h h
i i
i i
i
i i i
i
i i i
i
i i
i
u
u u u u u
u u u
u
u u
u
x = 1
1 2 3 i-1 i i+1 N-2 N-1 N
x = 0
h
Boundary Nodes (i = 1 and i = N)
( )
N N N
N
N N N N N N
N
N N N N
N N N N
Hh
H h
h O h h
h O h h
N i For
i For
u u u
u
u u u u u u
u
u u u u
u u u u
u
2 3 4
obtain , Eliminate
0 since 2 3 4
Eliminate
) ( 4
2
1
2
) (
2
1
1 , 1
2 1
2 1
3 2
2
3 2
1
1
+ =
'
= +
' '
=
' '
+
' '
+
'
=
+
' '
+
'
=
=
= =

Algebraic Equation
matrix t coefficien
0 ... , 0 , 0 , 2 /
2
2
/
2
vector known :
,
1
... ,
3
,
2
vector unknown :
: form matrix the In
:
1 1
(

|
.
|

\
|
'
+ =

=
=
xN N
A
T
h a h a b
b
T
N N
x
x
b Ax
u u u u
Algebraic Equation
( ) hH A A A
h
i
a h
i
a A
A
i
f d h
i
a A
h
i
a h
i
a A
h a h a A
A f d h a A
N N N N N N
i i
i i
i i
2 3 4 1
2 /
2
/
0
/
2 2
/ 2
2 /
2
/
2 /
2
2
/
2
0
/
2
2 2
/
2
2
: form matrix A of t coefficien The
1 , 1 2 , 1 3 , 1
1 ,
,
1 ,
2 , 1
1 , 1
+ = = =
'
+ =
=
'
=
'
+ =
=

+

|
.
|

\
|
|
.
|

\
|
|
.
|

\
|
|
.
|

\
|
|
.
|

\
|
Solution
solution Iterative - Method Indirect
1
matrix Invert Method Direct
: solve To
b A x
A

=

ASSIGNMENT 2 due Feb 16
.
Fin
w
0

T
b

T
0

k=k
1

1
k=k
2

2
Streaming fluid
r
1

r
2

r
3

h=h
1

h=h
2

r
1

r
2

r
3

Top view
o
o
h=0
Cross-section
ASSIGNMENT 2
For two fin whose cross - sections are shown calculate the
temperature and the heat flux at any cross -section. Run the
program for a perfect interface.
Find the temperature at the cross-section where the fin
changes shape. Plot the temperature as a function of r in
r
1
r r
3
.
. 15 , 0 . 9 , 0 . 7 , 5 , 0 . 3
, / 60 , / 40
, / 150 , / 100 , 20 , 150
3 2 1 0
2 1
2
2
2
1 0
= = = = =
= =
= = = =
o cm r cm r cm r cm w
C m W k C m W k
C m W h C m W h C T C T
b


ASSIGNMENT 2
.
Use the fact that the temperature and the heat flux are
continuous at the cross-section for a perfect interface.
x
T
k
x
T
k
t z y x T t z y x T
I I
c
c
=
c
c
=
2
2
1
1
2 1
) , , , ( ) , , , (
Conduction-Conditions at the Interface
Perfect Interface
x
T
k
x
T
k
t z y x T t z y x T
I I
c
c
=
c
c
=
2
2
1
1
2 1
) , , , ( ) , , , (
Imperfect Interface

x = x
I

Material 2
k
2
T
2
(x,y,z)
Material 1
k
1
T
1
(x,y,z)
Interface
( )
x
T
k
x
T
k
x
T
k T T h
c
c
c
=
c
c
c
c
=
2
2
1
1
1
1 2 1
R
c
is the contact resistance
R
c
10
-6
10
-3
m
2
K/W

h
c
10
2
10
6
W/m
2
K

R
k
h r
R f R
A
A
R a
R T T T T
R f k S h
w r A rw A r r R
b
1
1 1
1
0
1
1
1 0 0 1
1 1 1 1
0 1 0 0 1 1
4
) ( and ) (
). ( ) (
) (
2 , 2 , /
: 1 Region
t
u
t t
= = =
+ =
=
'
= = =
Introduce Normalized Variables:


1 0
2
1 1
2
1 1
2
1 1
1
1 2 2 2
2
where 0 ) (
: ) ( for Equation
where 1 : 1 Region
k w
r h
R R
R
r r R R R
= =
' '
= s s
A u A u
u

Introduce Normalized Variables:


( ) ( )
( ) | |
( )
0
1
2
2 1
2 2
0
2
2
2 0 0 2
2 2 2 2
2 0 2 1
1 3 3 3 2
tan 2 with
4
) ( and 1 ) (
). ( ) (
) (
tan 2 , 2 , /
where : 2 Region
w
r
c
R
k
h r
R f R R c R
A
A
R a
R T T T T
R f k S h
r r w w rw A r r R
r r R R R R
b
o
t
u
o t
=
= = =
+ =
=
'
= = =
= s s



( ) | | ( )
0
1
2 2
2 0
2
1 2
2
2 2
2
2 2 2
2
3 2
tan 2 where 1 ) (
2
where 0 ) (
: ) ( for Equation
: 2 Region
w
r
c R R c R R a
k w
r h
R a
R
R R R
o
A u A u
u
= =
= =
' '
s s



( ) ( )
( ) ( )
0 ) (
tip at the
where
interface at the continuous flux heat and
) continuous re (temperatu
interface, at the
1 ) 1 ( 1
base at the
3 2 3
2 1 2 2 2 1
2 2 2 1
2
1
=
'
=
=
'
=
'
=
=
= =
R R R
k k R R
R R
R R
R
u
k u u k
u u
u
Boundary Conditions with the Perfect Interface



( )
( ) ( )
0 ) (
tip the at
where
interface the at continuous flux heat and
where 0
interface, the at
1 ) 1 ( 1
base the at
3 2 3
2 1 2 2 2 1
1 1 c 2 1 1
2
1
=
'
=
=
'
=
'
= = +
'
=
= =
R R R
k k R R
k r h H H
R R
R
c c
u
k u u k
u u u
u
Boundary Conditions with the imperfect Interface



( ) ( )
( ) ( )
2 1 2 2 2 1
2 2 2 1
3 2 1
2 0
2
1 2
2
2 2
2
2 2
3 2
1 0
2
1 1
2
1 1
2
1 1
2
where
interface perfect a For
0 ) ( , 1 ) 1 (
2
where 0 ) (
For
2
where 0 ) (
1 For
k k R R
R R
R
k w
r h
R R
R R R
k w
r h
R R
R R
=
'
=
'
=
=
'
=
= =
' '
s s
= =
' '
s s
k u u k
u u
u u
A u A u
A u A u
Special Case o = 0
( ) ( )
( ) ( )
: conditions boundary the applying by
determined be can ) , , , ( Constants
) (
and
) (
kind second and first zero, order of
funtions Bessel modified in expressed be can
) ( and ) ( for solution The
2 0 2 0 2
1 0 1 0 1
2 1
D C B A
R DK R CI R
R BK R AI R
R R
A A u
A A u
u u
+ =
+ =
Solution
( ) ( )
( ) ( )
( ) ( )
( ) ( )
( ) ( ) | |
( ) ( ) | |
2 2 1 2 2 1 2
2 1 1 2 1 1 1
2 2 0 2 2 0
2 1 0 2 1 0
3 2 1 3 2 1
1 0 1 0
and
,
, 0
, 1
: are for Equations
R DK R CI
R BK R AI
R DK R CI
R BK R AI
R DK R CI
BK AI
(A,B,C,D)
A A A
A A A k
A A
A A
A A
A A

=
+
= +
=
+ =
( ) ( )
( )
( ) ( ) ( ) | |
( )h i R
k w
r h
R R c R a N- i I
h i R
k w
r h
h i R a - I i
R
h
a
h
a
i
i i i
i
i i
i i
i i
i
i i i
i
2 1 with
2
, 1 1 1 for
1 1 with
2
1 1 1 2 for
0
2
2
nodes interior for ng, differenci central Using
2 0
2
1 2
2
2 2
1 0
2
1 1
2
1
2
1 1
2
1 1
+ = =
= s s +
+ = =
+ = = s s
=

' +
+
+ +
A
A
u A
u u u u u
R = R
3

1 2 3 I
1
-1 (I
1
,I
2
) I
2
+1 N-2 N-1 N
R = 1
h
R = R
2

Finite Difference Discretization for each region
Use two nodes at the interface one for region 1 (I
1
) and one for
region 2 (I
2
)
Boundary condition: Nodes i = 1 and i = N
0 3 4
insulated is Tip
1 , 1
1 base at the re temperatu Specified
2 1
1
= =
=
= =
=
N N N
N i For
N i
i For
i
u u u
u
Condition at the interface: Interface Nodes, i = I
1
,I
2
(I
1
,I
2
are at the same point)

( ) ( )
( )
( )
h h
h
h
I I I I I I
I I I
I I I
I I
2
4 3
2
4 3
2
4 3
2
4 3
) continuous heatflux (
) continuous e Temperatur (
: interface perfect a For
1 2 1 2
1 2
I
1 2
I
I I
2 2 2 1 1 1
2 2 2
2
1 1 1
1
2 1
2 1
+ +
+ +

+
=
+
+
=
'
+
=
'
'
=
'
=
u u u u u u
k
u u u
u
u u u
u
u u k
u u
Condition at the interface: Interface Nodes (i = I
1
,I
2
)
( ) ( )
( )
( ) ( )
h h
H
h
H
I I I I I I
I I c
I I I
I I c
2
4 3
2
4 3
) continuous flux heat (
0
2
4 3
) resistance contact ( 0
: interface imperfect an For
1 2 1 2
I I
1 2
I
2 2 2 1 1 1
2 1
2 1
1 1 1
2 1 1
+ +

+
=
+
'
=
'
= +
+
= +
'
u u u u u u
k
u u k
u u
u u u
u u u



( ) ( )
2 2 3 1 2
2 3 2 3 2 1
1
1
1
II Region For I Region For
and 1 1
, ,
, ,
d
d
R R dR
d
d
d
R dR
d
R R R R R R

=
= + =
Another Approach:
Multi-region Problems - Transformation
R
1
R
2
R
3

0 0
1

2




( )
( ) ( ) ( ) ( )
( )
( ) ( ) ( ) ( )
variables dependent are and
s t variable independen are and
1 0 For
0
1
1 0 For
0 1 1
1
1
2 1
2 1
2
2 2 3 2 3
2
2 2 2 2
2
2 3
1
1 2 1
2
1 1 1 1
2
2
u u
, ,
,
u , A u ,
,
u , A u ,
s s
= +
'
'

s s
= +
'
'

R R R a
R R
R a
R
Multi-region Problems Transformation



( )
( ) ( ) ( ) ( )
( )
( ) ( ) ( ) ( )
, 0 ) 0 ( , 1 ) 0 (
0
1
0 1 1
1
1
1 0 For
2 1
2 2 3 3
2
2 2 2
2
2 3
1 2
2
1 1 1
2
2
=
'
=
= +
'
'

= +
'
'

s s
u u
u , A u ,
u , A u ,
,
with
R R R a
R R
R a
R
Multi-region Problems Final



( )
) 1 (
1
) 1 (
1
1
0 ) 1 ( ) 1 ( ) 1 (
1
1
: interface imperfect an For
) 1 (
1
) 1 (
1
1
) 1 ( ) 1 (
: interface perfect a For
2
2 3
1
2
2 1 1
2
2
2 3
1
2
2 1
u u k
u u u
u u k
u u
'

=
'

= +
'

'

=
'

=
R R R
H
R
R R R
c
Multi-region Problems Final