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Chapter 5
Numerıcal Methods In Heat
Conductıon

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 Objectives
• Understand the limitations of analytical solutions of conduction
problems, and the need for computation-intensive numerical methods.
• Express derivates as differences, and obtain finite difference
formulations.
• Solve steady one- or two-dimensional conduction problems
numerically using the finite difference method.
• Solve transient one- or two-dimensional conduction problems using
the finite difference method.

© McGraw-Hill Education 2
 5-1 Why Numerical Methods? 1

In Chapter 2, we solved various heat

conduction problems in various
geometries in a systematic but highly
mathematical manner by
(1) deriving the governing differential
equation by performing an energy
balance on a differential volume
Solution:
element,
T ( r ) = T1 +
6k
( r0 − r )
e 2 2
(2) expressing the boundary conditions
in the proper mathematical form, and
dT 4 r 3e
Q ( r ) = −kA = (3) solving the differential equation and
dr 3
Figure 5–1
applying the boundary conditions to
The analytical solution of a problem determine the integration constants.
requires solving the governing differential
equation and applying the boundary
conditions.

© McGraw-Hill Education 3
 5-1 Why Numerical Methods? 2

1 Limitations Analytical solution methods are limited to

highly simplified problems in simple
geometries.
The geometry must be such that its entire
surface can be described mathematically in a
coordinate system by setting the variables equal
to constants.
That is, it must fit into a coordinate system
perfectly with nothing sticking out or in.
Even in simple geometries, heat transfer
problems cannot be solved analytically if the
thermal conditions are not sufficiently simple.
Figure 5–2
Analytical solution methods are Analytical solutions are limited to problems that
limited to simplified problems are simple or can be simplified with reasonable
in simple geometries. approximations.

© McGraw-Hill Education 4
 5-1 Why Numerical Methods? 3

2 Better Modeling
When attempting to get an analytical solution to a
physical problem, there is always the tendency to
oversimplify the problem to make the mathematical
model sufficiently simple to warrant an analytical
solution.
Therefore, it is common practice to ignore any effects
that cause mathematical complications such as
nonlinearities in the differential equation or the
boundary conditions (nonlinearities such as
temperature dependence of thermal conductivity and
the radiation boundary conditions). Figure 5–3
The approximate numerical solution
A mathematical model intended for a numerical of a real-world problem may be more
solution is likely to represent the actual problem better. accurate than the exact (analytical)
The numerical solution of engineering problems has solution of an oversimplified model
now become the norm rather than the exception even of that problem.
when analytical solutions are available.
Access the text alternative for slide images.

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 5-1 Why Numerical Methods? 4

3 Flexibility
Engineering problems often require extensive parametric studies to understand
the influence of some variables on the solution in order to choose the right set of
variables and to answer some “what-if” questions.
This is an iterative process that is extremely tedious and time-consuming if done
by hand.
Computers and numerical methods are ideally suited for such calculations, and a
wide range of related problems can be solved by minor modifications in the code
or input variables.
Today it is almost unthinkable to perform any significant optimization studies in
engineering without the power and flexibility of computers and numerical
methods.

© McGraw-Hill Education 6
 5-1 Why Numerical Methods? 5

4 Complications
Some problems can be solved analytically, but the
solution procedure is so complex and the resulting
solution expressions so complicated that it is not
worth all that effort.
With the exception of steady one-dimensional or
transient lumped system problems, all heat
conduction problems result in partial differential
equations.
Solving such equations usually requires
Analytical solution:
mathematical sophistication beyond that acquired at
the undergraduate level, such as orthogonality, T ( r , z ) − T 
J (  r ) sinh  ( L − z )
eigenvalues, Fourier and Laplace transforms, Bessel = 0 n
T0 − T n =1 n J1 ( n r0 ) sinh ( n L )
and Legendre functions, and infinite series.
where n 's are roots of J 0 ( n r0 ) = 0
In such cases, the evaluation of the solution, which
often involves double or triple summations of Figure 5–4
infinite series at a specified point, is a challenge in Some analytical solutions are very
itself. complex and difficult to use.

© McGraw-Hill Education 7
 5-1 Why Numerical Methods? 6

5 Human Nature
Analytical solutions are necessary because insight
to the physical phenomena and engineering
wisdom is gained primarily through analysis.
The “feel” that engineers develop during the
analysis of simple but fundamental problems
serves as an invaluable tool when interpreting a
huge pile of results obtained from a computer
when solving a complex problem.
A simple analysis by hand for a limiting case can
be used to check if the results are in the proper
range.
Figure 5–5
The ready availability of high- In this chapter, you will learn how to formulate
powered computers with and solve heat transfer problems numerically
sophisticated software packages using one or more approaches.
has made numerical solution the
norm rather than the exception.

© McGraw-Hill Education 8
 5-2 Finite Difference Formulation of
Differential Equations 1

Table 5–1
The numerical methods for solving differential
equations are based on replacing the differential Year-end balance of a $100 account
equations by algebraic equations. earning interest at an annual rate of
In the case of the popular finite difference method, 18 percent for various compounding
this is done by replacing the derivatives by periods
differences. Compounding Number of Year-end
Below we demonstrate this with both first- and period periods, n balance
second-order derivatives. 1 year 1 $118.00
An Example 6 months 2 118.81
A = A0 (1 + i ) = ( $100 )(1 + 0.09 ) = $118.81
n 2
1 month 12 119.56
dA 1 week 52 119.68
= iA
dt 1 day 365 119.72
A = A0 exp (it) 1 hour 8760 119.72
A = ($100)exp(0.18 × 1) = $119.72 1 minute 525,600 119.72
Reasonably accurate results can be obtained 1 second 31,536,000 119.72
by replacing differential quantities by
Instantaneous ∞ 119.72
sufficiently small differences.

© McGraw-Hill Education 9
 5-2 Finite Difference Formulation of
Differential Equations 2

df ( x ) f f ( x + x ) − f ( x )
= lim = lim
dx x → 0 x x → 0 x

df ( x ) f ( x + x ) − f ( x ) finite difference form


dx x of the first derivative

df ( x ) 1 2 d 2 f ( x )
f ( x + x ) = f ( x ) + x + x + ...
dx 2 dx 2
Taylor series expansion of the
function f about the point x,
Figure 5–6 The smaller the Δx, the smaller
The derivative of a function at a point the error, and thus the more
represents the slope of the function at accurate the approximation.
that point.

© McGraw-Hill Education 10
 5-2 Finite Difference Formulation of
Differential Equations 3

Consider steady one-dimensional heat conduction in a plane wall of thickness L with heat
generation.
dT T −T dT T −T Finite difference representation
 m m −1 and  m +1 m
dx m−
1 x dx m+
1 x of the second derivative at a
2 2 general internal node m.
dT dT
− Tm +1 − Tm Tm − Tm −1 d 2T e
d 2T dx m+
1 dx m−
1
 x
−
x T − 2Tm + Tm +1 + =0
 2 2
= = m −1 dx 2
k
dx 2 m
x x x 2
Tm −1 − 2Tm + Tm +1 em
+ = 0, m = 1, 2,3,..., M − 1
x 2 k
1
Tm = (Tm−1 + Tm+1 ) no heat generation
2

Figure 5–7
Schematic of the nodes and the nodal
temperatures used in the development
of the finite difference formulation of
heat transfer in a plane wall.

© McGraw-Hill Education 11
 5-2 Finite Difference Formulation of
Differential Equations 4

Figure 5–8
The differential equation is valid at every Figure 5–9
Finite difference mesh for two-
point of a medium, whereas the finite dimensional conduction in
difference equation is valid at discrete rectangular coordinates.
points (the nodes) only.
Finite difference formulation for steady two-dimensional heat conduction in a region
with heat generation and constant thermal conductivity in rectangular coordinates.
Tm +1,n − 2Tm ,n + Tm −1,n Tm ,n +1 − 2Tm ,n + Tm ,n −1 em ,n
+ + =0
x 2 y 2 k
Access the text alternative for slide images.

© McGraw-Hill Education 12
 5-3 One-dimensional Steady Heat
Conduction 1

In this section we develop the finite

difference formulation of heat conduction in
a plane wall using the energy balance
approach and discuss how to solve the
resulting equations.
The energy balance method is based on
subdividing the medium into a sufficient
number of volume elements and then
applying an energy balance on each element.

 Rate of heat conduction   Rate of heat conduction   Rate of heat generation   Rate of change of the energy 
 + + = 
 at the left surface   at the right surface   inside the element   content of the element 

Eelement Figure 5–10

Qcon, left + Qcond,right + Egen, element = =0
t The nodal points and volume
elements for the finite difference
Eelement = 0 formulation of one-dimensional
T conduction in a plane wall.
Egen, element = emVelement = em Ax Qcond = kA
L

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 5-3 One-dimensional Steady Heat
Conduction 2

Tm −1 − Tm Tm +1 − Tm
Qcond, left = kA Qcond, right = kA
x x
Tm −1 − Tm T −T
kA + kA m +1 m + em Ax = 0
x x
Tm −1 − 2Tm + Tm +1 em
+ = 0,
x 2
k
m = 1, 2,3,..., M − 1
This equation is applicable to each of the M − 1
interior nodes, and its application gives M − 1
equations for the determination of temperatures
at M + 1 nodes.
The two additional equations needed to solve
for the M + 1 unknown nodal temperatures are
Figure 5–11
obtained by applying the energy balance on the
In finite difference formulation, the
two elements at the boundaries (unless, of
temperature is assumed to vary
course, the boundary temperatures are
linearly between the nodes.
specified).

© McGraw-Hill Education 14
 5-3 One-dimensional Steady Heat
Conduction 3

Figure 5–12a Figure 5–12b

The assumed direction of heat transfer The assumed direction of heat transfer
at surfaces of a volume element has no at surfaces of a volume element has no
effect on the finite difference effect on the finite difference
formulation. formulation.

Access the text alternative for slide images.

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 5-3 One-dimensional Steady Heat
Conduction 4

Boundary Conditions
Boundary conditions most commonly
encountered in practice are the specified
temperature, specified heat flux, convection, and
radiation boundary conditions, and here we
develop the finite difference formulations for
them for the case of steady one-dimensional
heat conduction in a plane wall of thickness L as
an example.
The node number at the left surface at x = 0 is 0,
and at the right surface at x = L it is M. Note
that the width of the volume element for either
boundary node is x / 2.
Figure 5–13
Specified temperature boundary condition Finite difference formulation of
T(0) = T0 = Specified value specified temperature boundary
conditions on both surfaces of a
T(L) = TM = Specified value plane wall.

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 5-3 One-dimensional Steady Heat
Conduction 5

When other boundary conditions such as the specified heat flux, convection,
radiation, or combined convection and radiation conditions are specified at a
boundary, the finite difference equation for the node at that boundary is obtained by
writing an energy balance on the volume element at that boundary.


All sides
Q + Egen, element = 0

T1 − T0
Qleft surface + kA + e0 ( Ax / 2 ) = 0
x

The finite difference form of various

boundary conditions at the left boundary:
1. Specified Heat Flux Boundary Condition
T1 − T0
q0 A + kA + e0 ( Ax / 2 ) = 0
x Figure 5–14
Schematic for the finite difference
Special case: Insulated Boundary ( q0 = 0 ) formulation of the left boundary
T1 − T0 node of a plane wall.
kA + e0 ( Ax / 2 ) = 0
x Access the text alternative for slide images.

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 5-3 One-dimensional Steady Heat
Conduction 6

2. Convection Boundary Condition

T1 − T0
hA (T − T0 ) + kA + e0 ( Ax / 2 ) = 0
x

3. Radiation Boundary condition

T1 − T0
 A (Tsurr
4
− T04 ) + kA + e0 ( Ax / 2 ) = 0
x
4. Combined Convection and Radiation Boundary Condition (Figure.5-15)
T1 − T0
hA (T − T0 ) +  A (Tsurr
4
− T04 ) + kA + e0 ( Ax / 2 ) = 0
x
or T1 − T0
hcombined A (T − T0 ) + kA + e0 ( Ax / 2 ) = 0
x
5. Combined Convection, Radiation, and Heat Flux Boundary Condition
T1 − T0
q0 A + hA (T − T0 ) +  A (Tsurr
4
− T04 ) + kA + e0 ( Ax / 2 ) = 0
x

© McGraw-Hill Education 18
 5-3 One-dimensional Steady Heat
Conduction 7

T1 − T0 x
hA (T − T0 ) +  A (Tsurr
4
− T04 ) + kA + e0 A =0
x 2

Figure 5–15
Schematic for the finite difference formulation of combined convection and radiation on the
left boundary of a plane wall.

Access the text alternative for slide images.

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 5-3 One-dimensional Steady Heat
Conduction 8

6. Interface Boundary Condition Two different solid media A and B are

assumed to be in perfect contact, and thus at the same temperature at the
interface at node m (Figure 5-16). Subscripts A and B indicate properties of
media A and B indicate properties of media A and B, respectively.
Tm −1 − Tm T −T
kA A + k B A m +1 m + eA,m ( Ax / 2 ) + eB ,m ( Ax / 2 ) = 0 ( 5-29 )
x x

Figure 5–16
Schematic for the finite difference
formulation of the interface boundary
condition for two media A and B that
are in perfect thermal contact.

Tm −1 − Tm T −T x x
kA A + k B A m +1 m + eA,m A + eB ,m A =0
x x 2 2
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 5-3 One-dimensional Steady Heat
Conduction 9

Treating Insulated Boundary Nodes as Interior Nodes: The Mirror Image

Concept.
Tm +1 − 2Tm + Tm −1 em T1 − 2T0 + T1 e0
+ = 0 → + =0
x 2 k x 2 k
The mirror image approach can also be
used for problems that possess thermal
symmetry by replacing the plane of
symmetry by a mirror.
Alternately, we can replace the plane of
symmetry by insulation and consider
only half of the medium in the solution.
The solution in the other half of the
medium is simply the mirror image of
Figure 5–17 the solution obtained.
A node on an insulated boundary can be
treated as an interior node by replacing the
insulation with a mirror.

© McGraw-Hill Education 21
 5-3 One-dimensional Steady Heat
Conduction 10

Example
L 0.04m
x = = = 0.02 m
M −1 3 −1

Node 1

T0 − 2T1 + T2 e1 0 − 2T1 + T2 e1 e1x 2

+ =0 → + = 0 → 2T1 − T2 =
x 2 k x 2 k k

Node 2 Figure 5–18

Schematic for Example 5–1.
T1 − T2
hA (T − T2 ) + kA + e2 ( Ax / 2 ) = 0 T = 30C h = 45 W/m 2 .K
x

e2 x 2
2T1 − T2 = 71.43 ( in C )
 hx  hx
T1 − 1 +  T2 = − T −
 k  k 2k T1 − 1.032T2 = 36.68 ( in C )

© McGraw-Hill Education 22
 5-3 One-dimensional Steady Heat
Conduction 11

Finite difference solution:

Figure 5–18 T2 = 136.1°C
Schematic for Example 5–1.
Exact solution:
T = 30 C h = 45 W/m 2  k
T2 = 136.0°C
Exact solution:
Figure 5–19
Despite being approximate in nature,
0.5ehL2 / k + eL + T h ex 2
T ( x) = x− highly accurate results can be
hL + k 2k obtained by numerical methods.

© McGraw-Hill Education 23
 5-3 One-dimensional Steady Heat
Conduction 12

The finite difference formulation of steady

heat conduction problems usually results in a
system of N algebraic equations in N unknown
nodal temperatures that need to be solved
simultaneously.
There are numerous systematic approaches
available in the literature, and they are broadly
classified as direct and iterative methods.
The direct methods are based on a fixed
number of well-defined steps that result in the
solution in a systematic manner.
The iterative methods are based on an initial Figure 5–22
guess for the solution that is refined by Two general categories of solution
iteration until a specified convergence criterion methods for solving systems of
is satisfied. algebraic equations.

© McGraw-Hill Education 24
 5-3 One-dimensional Steady Heat
Conduction 13

One of the simplest iterative methods is the Gauss-Seidel iteration.

Table 5–2
Application of the Gauss-Seidel iterative method to the finite
difference equations of Example 5–2.
Finite difference equations in explicit form
T 1 = 0.4371 T 2  + 112.4137
T 2 = 0.5826 T 1  + 0.4161
T 3  + 0.0348 T 3 = 0.6238
T 2  + 0.3743 T 4  + 0.0521
T 4 = 0.7470 T 3  + 0.2490 T 5  + 0.1041
T 5 = 0.9921 T 4  + 0.2073

© McGraw-Hill Education 25
 5-4 Two-dimensional Steady Heat
Conduction 1

Sometimes we need to consider heat transfer in

other directions as well when the variation of
temperature in other directions is significant.
We consider the numerical formulation and
solution of two-dimensional steady heat
conduction in rectangular coordinates using the
finite difference method.

Figure 5–23
The nodal network for the finite
difference formulation of two dimensional
conduction in rectangular coordinates.

Access the text alternative for slide images.

© McGraw-Hill Education 26
 5-4 Two-dimensional Steady Heat
Conduction 2

 Rate of heat condution   Rate of heat   Rate of change of 

     
 at the left, top,right,  +  generation inside  =  the energy content 
 and bottom surfaces   the element   of the element 
     
Eelement
Qcond, left + Qcond, top + Qcond, right + Qcond, bottom + Egen, element = =0
t
Ax = y  1 = y Ay = x  1 = x
Tm −1, n − Tm ,n Tm ,n +1 − Tm ,n Tm +1,n − Tm ,n
k y + k x + k y
x y x
Tm ,n −1 − Tm ,n
+ k x + em ,n xy = 0
y
Tm −1,n − 2Tm ,n + Tm +1,n Tm ,n −1 − 2Tm ,n + Tm ,n +1 em ,n
+ + =0
x 2 y 2 k
For square mesh:
em ,nl 2 Figure 5–24
Tm −1,n + Tm +1,n + Tm ,n +1 + Tm ,n −1 − 4Tm ,n + =0
k The volume element of a general
enode l 2 interior node (m, n) for two-
Tleft + Ttop + Tright + Tbottom − 4Tnode + =0
k dimensional conduction in rectangular
(
Tnode = Tleft + Ttop + Tright + Tbottom / 4 no heat ) generation coordinates.

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 5-4 Two-dimensional Steady Heat
Conduction 3

Boundary Nodes
The region is partitioned between the
nodes by forming volume elements around
the nodes, and an energy balance is
written for each boundary node.
An energy balance on a volume element is


All sides
Q + eVelement = 0

We assume, for convenience in formulation, Qleft + Qtop + Qright + Qbottom + e2v 2 = 0

all heat transfer to be into the volume element
from all surfaces except for specified heat Figure 5–25
flux, whose direction is already specified. The finite difference formulation of
a boundary node is obtained by
writing an energy balance on its
volume element.
Access the text alternative for slide images.

© McGraw-Hill Education 28
 5-4 Two-dimensional Steady Heat
Conduction 4

Example

Figure 5–27
Schematics for energy balances on the
volume elements of nodes 1 and 2.

x y T2 − T1 x T4 − T1 x y
Node 1 0+h (T − T1 ) + k +k + e1 =0
2 2 x 2 y 2 2
Figure 5–26  hl  hl el 2

Schematic for Example 5–3 x = y = 1 −  2 +  T1 + T2 + T4 = − T − 1

 k  k 2k
and the nodal network (the Node 2
boundaries of volume y T3 − T2 T −T y T1 − T2 y
hx (T − T2 ) + k + k x 5 2 + k + e2 x =0
elements of the nodes are 2 x y 2 x 2
indicated by dashed lines).
 2hl  2
2hl el
T1 −  4 +  T2 + T3 + 2T5 = − T − 2
 k  k k
Access the text alternative for slide images.

© McGraw-Hill Education 29
 5-4 Two-dimensional Steady Heat
Conduction 5

Node 3
 x y  x T6 − T3 y T2 − T3 x y
h +  (T − T3 ) + k +k + e3 =0
 2 2  2 y 2 x 2 2

 2hl  2
2hl el
T2 −  2 +  T3 + T6 = − T − 3
 k  k 2k
Figure 5–28 e4l 2
Schematics for energy balances on the Node 4 T5 + T1 + T5 + T10 − 4T4 + k = 0
volume elements of nodes 3 and 4. e l2
T10 = 90 C, T1 − 4T4 + 2T5 = −90 − 4
k
e5l 2
Node 5 T4 + T2 + T6 + T11 − 4T5 + =0
k

T11 = 90 C,
e5l 2
T2 + T4 − 4T5 + T6 = −90 −
k
 2hl  2
2hl 3e l
Node 6 T12 = 90 C, T3 + 2T5 −  6 +  T6 + T7 = −180 − T − 6
 k  k 2k

 x y  y T7 − T6 T −T
Figure 5–29 h +  (T − T6 ) + k + K x 12 6
 2 2  2 x y
Schematics for energy T −T x T3 − T6 3xy
+ k y 5 6 + k + e6 =0
balances on the volume x 2 y 4
elements of nodes 5 and 6.

© McGraw-Hill Education 30
 5-4 Two-dimensional Steady Heat
Conduction 6

Nodes 7, 8
y T8 − T7 T −T
hx (T − T7 ) + k + k x 13 7
2 x y
y T6 − T7 y
+k + e7 x =0 T13 = 90 C,
2 x 2
 2hl  2
2hl el
T6 −  4 +  T7 + T8 = −180 − T − 7
 k  k k
Figure 5–30
 2hl  2
Schematics for energy balances 2hl el
T7 −  4 +  T8 + T9 = −180 − T − 8
on the volume elements of  k  k k
nodes 7 and 9.
−2.064T1 + T2 + T4 = −11.2
Node 9 T1 − 4.128T2 + T3 + 2T5 = −22.4
x y x T15 − T9 y T8 − T9 x y T2 − 2.128T3 + T6 = −12.8
h (T − T9 ) + qR +k +k + e9 =0 T1 − 4T4 + 2T5 = −109.2
2 2 2 y 2 x 2 2
T2 + T4 − 4T5 + T6 = −109.2
x = y = 1 T15 = 90 C,
T3 + 2T5 − 6.128T6 + T7 = −212.0
 hl  q l hl el 2 T6 − 4.128T7 + T8 = −202.4
T8 −  2 +  T9 = −90 − R − T − 9
 k  k k 2k T7 − 4.128T8 + T9 = −202.4
T8 − 2.064T9 = −105.2

© McGraw-Hill Education 31
 5-4 Two-dimensional Steady Heat
Conduction 7

Irregular Boundaries Many geometries encountered in practice such as

turbine blades or engine blocks do not have simple
shapes, and it is difficult to fill such geometries
having irregular boundaries with simple volume
elements.
A practical way of dealing with such geometries is
to replace the irregular geometry by a series of
simple volume elements.
This simple approach is often satisfactory for
practical purposes, especially when the nodes are
closely spaced near the boundary.
More sophisticated approaches are available for
Figure 5–31 handling irregular boundaries, and they are
Approximating an irregular commonly incorporated into the commercial
boundary with a rectangular software packages.
mesh.

© McGraw-Hill Education 32
 5-5 Transient Heat Conduction 1

The finite difference solution of transient problems

requires discretization in time in addition to
discretization in space.
This is done by selecting a suitable time step t and
solving for the unknown nodal temperatures repeatedly
for each t until the solution at the desired time is
obtained.
In transient problems, the superscript i is used as the
index or counter of time steps, with i = 0 corresponding Figure 5–37
to the specified initial condition. Finite difference formulation of
time-dependent problems
 Heat transferred into   Heat generated   The change in the  involves discrete points in time
     
 the volume element  +  within the volume  =  energy content of  as well as space.
 from all of its surfaces during t   element duringt   the volume element duringt 
     

t  
All sides
Q + t  Egen,element = Eelement Eelement = mc p T = pVelement c p T ,

Tmi +1 − Tmi
 Q + Egen, element =
Eelement
= pVelement c p
T
 Q + Egen,element = pVelement c p
t
All sides t t All sides

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© McGraw-Hill Education 33
 5-5 Transient Heat Conduction 2

Explicit method: If temperatures at the previous

time step i is used.
Implicit method: If temperatures at the new time
step i + 1 is used.

Figure 5–38
The change in the energy content of
the volume element of a node during a
Figure 5–39 time interval t.
The formulation of explicit and implicit methods
Tmi +1 − Tmi
differs at the time step (previous or new) at which the 
All sides
Q + Egen, element = pVeleemnt c p
t
heat transfer and heat generation terms are expressed.
Tmi +1 − Tmi
Explicit method: All +E = pVeleemnt c p
i i
Q
t
gen, element
sides

Tmi +1 − Tmi
Implicit method: Allsides Q
i +1 i +1
+E = pVeleemnt c p
t
gen, element

© McGraw-Hill Education 34
 5-5 Transient Heat Conduction 3

Transient Heat Conduction in a Plane Wall

Tm −1 − Tm T −T T i +1 − Tmi
kA + kA m +1 m + em Ax = pAxc p m
x x t
em x 2 x 2 i +1
Tm −1 − 2Tm + Tm +1 +
k
=
t
( Tm − Tmi )  = k / pc p

t mesh Fourier number

=
x2

em x 2 Tmi +1 − Tmi
Tm −1 − 2Tm + Tm +1 + =
k 
emi x 2 Tmi +1 − Tmi
T i
m −1 − 2T + T
i i
m +1 + = ( explicit )
m
k 
emi x 2
T i +1
m =  (T i
m −1 +T i
m +1 ) + (1 − 2 ) T +  k
i
m
Figure 5–40
The nodal points and emi +1x 2 Tmi +1 − Tmi
volume elements for the T i +1
m −1 − 2T i +1
+T i +1
m +1 + = ( implicit )
transient finite difference
m
k 
formulation of one- emi +1x 2
dimensional conduction in T i +1
m −1 − (1 + 2 ) T i +1
m +T i +1
m +1 + + Tmi = 0
k
a plane wall.
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 5-5 Transient Heat Conduction 4

T1i − T0i x x T0i +1 − T0i

hA (T − T ) + kA
i
+ e0 A
i
= pA c p
x t
0
2 2

 hx  i hx e0i x 2

T0
i +1
= 1 − 2 − 2  T0 + 2 T1 + 2
i
T + 
 k  k k

No heat generation and  = 0.5

(Tmi +1 = (Tmi −1 + Tmi +1 ) / 2,

The temperature of an interior node at

the new time step is simply the average
of the temperatures of its neighboring
nodes at the previous time step.
Figure 5–41
Schematic for the explicit finite
difference formulation of the
convection condition at the left
boundary of a plane wall.
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 5-5 Transient Heat Conduction 5

Stability Criterion for Explicit Method: Limitation on t

The explicit method is easy to use, but it suffers from an
undesirable feature that severely restricts its utility: the
explicit method is not unconditionally stable, and the
largest permissible value of the time step t is limited by
the stability criterion.
If the time step t is not sufficiently small, the solutions
obtained by the explicit method may oscillate wildly and
diverge from the actual solution.
To avoid such divergent oscillations in nodal temperatures,
the value of t must be maintained below a certain upper Figure 5–42
limit established by the stability criterion. The stability criterion of the
t 1 (interior nodes, one-dimensional heat explicit method requires all
= 2
x 2 transfer in rectangular coordinates) primary coefficients to be
positive or zero.
( 0.01m )
2
1 x 2
t  = = 111 s = 1.85 min Example
2   2

2  0.45 10−6 m s 
 
hx 1
1 − 2 − 2 ~ 0 or  
k 2 (1 + hx / k )

© McGraw-Hill Education 37
 5-5 Transient Heat Conduction 6

Tmi +1 =  (Tmi −1 + Tmi +1 ) + (1 − 2 ) Tmi

The implicit method is unconditionally
stable, and thus we can use any time step
we please with that method (of course, the
smaller the time step, the better the
accuracy of the solution).
The disadvantage of the implicit method is
that it results in a set of equations that must
be solved simultaneously for each time
step.
Both methods are used in practice.
Figure 5–43
The violation of the stability criterion in
the explicit method may result in the
violation of the second law of
thermodynamics and thus divergence of
solution.

© McGraw-Hill Education 38
 5-5 Transient Heat Conduction 7

Example

Figure 5–44
Schematic for Example 5–5.
L 0.04m
x = = = 0.02m
M −1 3 −1
Explicit finite difference formulation Figure 5–45
e1x 2
Schematic for the explicit finite
T1i +1 =  (T0 + T2i ) + (1 − 2 ) T1i +  Node 1 difference formulation of the
k
T i − T2i x x T i +1 − T2i convection condition at the right
hA (T − T2i ) + kA 1 + e2 A =  A cp 2 Node 2
x 2 2 t boundary of a plane wall.
2hx e2 x 2 T2i +1 = T2i
k
(  2) ( 2 2) k = 
T − T i
+ 2 T i
− T i
+

 hx  i  i hx e2 x 2 
T2i +1 = 1 − 2 − 2  2
T +   1
2T + 2 T + 
 k   k k 

© McGraw-Hill Education 39
 5-5 Transient Heat Conduction 8

hx 1 x 2
1 − 2 − 2  0 →  → t   = t / x 2
k 2 (1 + hx / k ) 2a (1 + hx / k )

( 0.02m )
2

t  = 15.5 s
 2

2 12.5 10−6 m s  1 + (45W/m 2 .K ) ( 0.02m ) / 28 W/m.K 
 

=
t
=
(12.5 10 −6
m 2 / s ) (15s )
= 0.46875 ( fort=15 s )
x 2 ( 0.02 m )
2

T1i +1 = 0.0625T1i + 0.46875T2i + 33.482

T2i +1 = 0.9375T1i + 0.032366T2i + 34.386

Implicit finite difference formulation

e0 x 2
 T0 − (1 + 2 ) T 1
i +1
+T 2
i +1
+ + T2i = 0 Node 1
k
2hx e2 x 2
k
( T − T2 ) + 2 (T1 − T2 ) +
i +1 i +1 i +1

k
+ T2i = 0 Node 2
 hx  i +1 e2 x 2
2 T1i +1 − 1 + 2 + 2  2
T + 2 + T2i = 0
 k  k
−1.9375T1i +1 + 0.46875T2i + 33.482 = 0
0.9375T1i +1 − 1.9676T2i +1 + 34.386 = 0

© McGraw-Hill Education 40
 5-5 Transient Heat Conduction 9

Table 5-3 Time step, i Time, s Node Node

The variation of the nodal temperatures Temperat Temperat
i
in Example 5-5 with time obtained by ure,°C T1i ure,°C T2
the explicit method. 0 0 200.0 200.0
1 15 139.7 228.4
2 30 149.3 172.8
3 45 123.8 179.9
4 60 125.6 156.3
5 75 114.6 157.1
6 90 114.3 146.9
7 105 109.5 146.3
8 120 108.9 141.8
9 135 106.7 141.1
10 150 106.3 139.0
20 300 103.8 136.1
30 450 103.7 136.0
40 600 103.7 136.0

© McGraw-Hill Education 41
 5-5 Transient Heat Conduction 10

Table 5-4 Time step, i Time, s Node Node

The variation of the nodal temperatures in Temperat Temperat
i
example 5-5 with time obtained by the ure,°C T1i ure,°C T2
implicit method. 0 0 200.0 200.0
1 15 168.8 199.6
2 30 150.5 190.6
3 45 138.6 180.4
4 60 130.3 171.2
5 75 124.1 163.6
6 90 119.5 157.6
7 105 115.9 152.8
8 120 113.2 149.0
9 135 111.0 146.1
10 150 109.4 143.9
20 300 104.2 136.7
30 450 103.8 136.1
40 600 103.8 136.1

© McGraw-Hill Education 42
 5-5 Transient Heat Conduction 11

Two-Dimensional Transient Heat Conduction

Tm −1,n − Tm ,n Tm ,n +1 − Tm ,n Tm +1,n − Tm ,n
k y + k x + k y
x y x
Tm ,n −1 − Tm ,n Tmi +1 − Tmi
+ k x + em ,n xy = pxyc p
y t
( x = y = 1)
em ,nl 2 Tmi +1 − Tmi
Tm −1,n + Tm +1,n + Tm ,n +1 + Tm ,n −1 − 4Tm ,n + =
k 
 = k / pc p  = t / l 2
enodel 2 Tnode
i+1
− Tnode
i
Tleft + Ttop + Tright + Tbottom − 4Tnode + =
k  Figure 5–49
The volume element of a general
i
enode l 2 Tnode
i+1
− Tnode
i
T +T +T
i i i
+Ti
− 4T i
+ = interior node (m, n) for two-
left top right bottom node
k  dimensional transient conduction
i
l2 in rectangular coordinates.
=  (Tleft ) + (1 − 4 ) Tnode enode
i+1
Tnode i
+ Ttop
i
+ Tright
i
+ Tbottom
i i
+
k
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 5-5 Transient Heat Conduction 12

i
l2
=  (T + T + T ) + (1 − 4 ) T enode
T i+1
node
i
left
i
top
i
right +Ti
bottom
i
node + Explicit formulation
k

In the case of no heat generation and  = .

1 i+1
Tnode = (Tleft
i
+ Ttop
i
+ Tright
i
+ Tbottom
i
)/4
4

Stability criterion
t 1 (interior nodes, two-dimensional heat
= 
l2 4 transfer in rectangular coordinates)

Figure 5–50
1
In the case of no heat generation and  = ,
4
the temperature of an interior node at the new time
step is the average of the temperatures of its
neighboring nodes at the previous time step.

© McGraw-Hill Education 44
 5-5 Transient Heat Conduction 13

Tmi +1 − Tmi
Example 
All sides
Q + eVelement
i
= pVelement c p
t

Figure 5–52
Schematics for energy
balances on the volume
elements of nodes 1 and 2.

Node 1
x y T2i − T1i x T4i − T1i
h (T − T1 ) + k
i
+k Figure 5–51
2 2 x 2 y Schematic and nodal network for
x y x y T1i +1 − T1i Example 5–7.
+ e1 =p cp
2 2 2 2 t
e1l 2 T1i +1 − T1i
2hl
k
(T − T1 ) + 2 (T2 − T1 ) + 2 (T4 − T1 ) + k = 
i i i i i

 hl  i  i hl e1l 2 
T 1
i +1
= 1 − 4 − 2  T1 + 2  T2 + T4 + T +
i

 k   k 2k 
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 5-5 Transient Heat Conduction 14

Node 2
y T3i − T2i T i − T2i
hx (T − T2i ) + k + k x 5
2 x y
y T1i − T2i y y T2i +1 − T2i
+k + e2  x = px cp
2 x 2 2 t
 hl  i  i 2hl e2l 2 
Figure 5–52 T 2
i +1
= 1 − 4 − 2  T2 +   T1 + T3 + 2T5 +
i i
T + 
Schematics for energy balances on the  k   k k 
volume elements of nodes 1 and 2. Node 3
 x y  x T6i − T3i
+  (T − T3 ) + k
i
h
 2 2  2 y
y T2i − T3i x y x y T3i +1 − T3i
+k + e3 =p cp
2 x 2 2 2 2 t
 hl  i  i hl e2l 2 
T 3
i +1
= 1 − 4 − 4  T3 + 2  T2 + T6 + 2 T +
i

 k   k 2k 

Node 4
Figure 5–53
 e l2 
Schematics for energy balances on the T4i +1 = (1 − 4 ) T4i +   T3i + 2T5i + 90 + 4 
volume elements of nodes 3 and 4.  k 

© McGraw-Hill Education 46
 5-5 Transient Heat Conduction 15

Node 5

 i e5l 2 
T5
i +1
= (1 − 4 ) T +   T2 + T4 + T6 + 90 +
5
i i i

 k 

Node 6
Figure 5–54
 x y  y T7i − T6i T12i − T6i T5i − T6i
 (T − T6 ) + k
Schematics for energy balances on the
h + i
+ k x + k y
volume elements of nodes 5 and 6.  2 2  2 x x x
x T3i − T6i 3xy 3xy T6i +1 − T6i
+ + e6 =p cp
2 y 4 4 t

 hl  i
T6i +1 = 1 − 4 − 4  T3
 3k 
 hl e6l 2 
+  2T + 4T + 2T + 4  90 + 4 T + 3
3
i
5
i
7
i

Figure 5–55 3 k k 
Schematics for energy balances on the
volume elements of nodes 7 and 9.

© McGraw-Hill Education 47
 5-5 Transient Heat Conduction 16

Nodes 7, 8

y T8i − T7i T13i − T7i

hx (T − T ) + k i
+ k x
2 x y
7

y T6i − T7i y y T7i +1 − T7i

+k + e7 x = px cp
2 x 2 2 t

 hl  i  i 2hl e2l 2 
T 7
i +1
= 1 − 4 − 2  T7 +  T6 + T8 + 2  90 +
i
T + 
 k   k k 

 hl  i  i 2hl e8l 2 
T 8
i +1
= 1 − 4 − 2  T8 +  T7 + T9 + 2  90 +
i
T + 
 k   k k 

© McGraw-Hill Education 48
 5-5 Transient Heat Conduction 17

Node 9
x y x T15i − T9i
h
2
( T − T9i ) + qR
2
+k
2 y
k y T8i − T9i x y x y T9i +1 − T9i
+ + e9 =p cp
2 x 2 2 2 2 t

Figure 5–55  hl   q l hl e l2 
T9i +1 = 1 − 4 − 2  T9i + 2  T8i 90 + R + T + 9 
Schematics for energy balances on  k   k k 2k 
the volume elements of nodes
7 and 9. T1i +1 = 0.0836T1i + 0.444 (T2i + T4i + 11.2 )
hl 1 l2 T2i +1 = 0.0836T2i + 0.222 (T1i + T3i + 2T5i + 22.4 )
1 − 4 − 4  0 →  → t   = t / 2
4 (1 + hl / k ) 4 (1 + hl / k )
T3i +1 = 0.0552T3i + 0.444 (T2i + T6i + 12.8 )
k

( 0.012m )
2 T4i +1 = 0.112T4i + 0.222 (T1i + 2T5i + 109.2 )
t  = 10.6s
4 ( 3.2 106 m 2 / s ) 1 + (80W/m 2 .K ) ( 0.012m ) / (15W/m.K )  T5i +1 = 0.112T1i + 0.222 (T2i + T4i + T6i + 109.2 )
T6i +1 = 0.0931T6i + 0.074 ( 2T3i + 4T5i + 2T7i + 424 )

t ( 3.2 10 −6

m 2 /s ) (10s ) T7i +1 = 0.0836T7i + 0.222 (T6i + T8i + 202.4 )
= = = 0.222
( 0.012m ) T8i +1 = 0.0836T8i + 0.222 (T7i + T9i + 202.4 )
2
l2

T9i +1 = 0.0836T9i + 0.444 (T8i + 105.2 )

© McGraw-Hill Education 49
 Summary
Why numerical methods?
Finite difference formulation of differential equations.
One-dimensional steady heat conduction.
• Boundary conditions.
• Treating Insulated Boundary Nodes as Interior Nodes: The Mirror Image Concept.

Two-dimensional steady heat conduction.

• Boundary Nodes.
• Irregular Boundaries.

Transient heat conduction.

• Transient Heat Conduction in a Plane Wall.
• Stability Criterion for Explicit Method: Limitation on t.
• Two-Dimensional Transient Heat Conduction.

© McGraw-Hill Education 50