Copyright © Sandip Mazumder

Lecture 11: What we learnt The Ohio State University

 Numerical Solution of Heat Conduction Problems

o Finite Difference Method in 2D
o Unsteady (transient) problems

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 Copyright © Sandip Mazumder
Lecture 12: What we will learn The Ohio State University

 Numerical Solution of Transient Heat Conduction Problems

o Explicit Method
o Implicit Method

 Fundamentals of Convection

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 Copyright © Sandip Mazumder
FDM for Unsteady Heat Conduction: Explicit
The Ohio State University

Next we will consider transient (unsteady) problems.

∂T  ∂ 2T ∂ 2T  q ′′′g
GE = α 2 + 2 +
∂t  ∂x ∂y  ρc
We already know how to discretize the space derivatives. The only task
is to discretize the time derivative.

For that, we again use Taylor series expansions, but now in time.
n n
n +1 ∂T (∆t ) ∂ T2 2
where a time index, n, has been
T = T + ∆t
i, j
n
i, j + 2
+ ... introduced such that t = n∆t
∂t 2! ∂t
n n
Ti ,nj+1 − Ti ,nj 2
Re-arranging, we get ∂T = −
∆t ∂ T
+ ...
2
∂t ∆t 2 ∂t
Neglecting the higher order derivative terms, we get
n n +1 n n Thus, the error introduced by
∂T Ti , j − Ti , j 2
∆t ∂ T discretization of the time
≈ , ε=
− + ...
∂t ∆t 2 ∂t 2 derivative is first order. 3
 Copyright © Sandip Mazumder
FDM for Unsteady Heat Conduction: Explicit
The Ohio State University
Recall that we are trying to discretize the following governing equation
∂T  ∂ 2T ∂ 2T  q ′′′g
= α 2 + 2 +
∂t  ∂x ∂y  ρc
Since the left hand side of the above equation was evaluated at time
index n, the right hand side must also be evaluated at the same time
index. This yields (after using central difference for spatial derivatives)
Ti ,nj+1 − Ti ,nj  Ti +n1, j + Ti −n1, j − 2Ti ,nj Ti ,nj +1 + Ti ,nj −1 − 2Ti ,nj  q ′′′g
≈α  +  +

 ρc
2 2
∆t  ( ∆ x ) ( ∆ y )
Re-arrange equation with knowns on one side (RHS) and unknowns on
the other side (LHS)
 T n
i +1, j + T n
i −1, j − 2T n
i, j T n
i , j +1 + T n
i , j −1 − 2T n
i, j
 q ′′′g
Ti ,nj+1 = Ti ,nj + α ∆t  +  + ∆t

 ρc
2 2
 ( ∆ x ) ( ∆ y )

Note that in the above equation, all quantities on the RHS represent old
time-index values, i.e., initial conditions for current time index (n+1).
Therefore, these are known. 4
 Copyright © Sandip Mazumder
FDM for Unsteady Heat Conduction: Explicit
The Ohio State University
Such a scheme is best represented pictorially as follows

Ti ,nj+1
Time index n+1 Unknown

Ti ,nj +1
Ti ,nj
Ti −n1, j Ti +n1, j
Time index n Knowns
Ti ,nj −1

Since, the determination of the nodal value of φ at the time index n+1
(new time step) requires only an explicit calculation, i.e., no solution of a
set of simultaneous equations, such a scheme is referred to as an
EXPLICIT or Forward Euler time-marching scheme.
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 Copyright © Sandip Mazumder
FDM for Unsteady Heat Conduction: Explicit
The Ohio State University

Algorithm for the Explicit Method:

Step 1: Set up initial condition for all nodes, i.e., set up Τi,jn for all (i,j) for
n = 0.
Step 2: Calculate all nodal values at next time step, i.e., compute Τi,jn+1
for all (i,j) for n = 1 using the explicit update formula.
Step 3: Reset initial condition: Τi,jn = Τi,jn+1
Step 4: Proceed to next time step and Repeat Steps 2 and 3

The Explicit time-marching scheme has the following advantages:

 It does not require any matrix inversion (solution) => low
computational cost and memory
 Very easy to set up and use
However, the time step size (∆t) one can use in this method has certain
restrictions.
  A time-step larger than
(∆x) 2 1  1  the maximum
1D ∆tmax ≤ 2D max 2α 1
∆ t ≤ 
1 

allowable will cause

2α +
 (∆x) (∆y ) 
2 2 6
the solution to blow up.
 Copyright © Sandip Mazumder
FDM for Unsteady Heat Conduction: Explicit
The Ohio State University

Example of 1D Transient Heat Conduction:

∂T ∂ 2T IC: T (0, x) = T0
GE: = 2
∂t ∂x
q′′ = 0 h, T∞
∂T ∂T
BCs: 0, − k
= h [T (t , L) − T∞ ]
=
L ∂x ( t ,0) ∂x (t , L )

x
T − T∞ * x * α t
=
Non-dimensionalize using variables used before: θ =,x = ,t
T0 − T∞ L L2

∂θ ∂ 2θ IC: θ (0, x ) = 1
*
GE: *
= *2
∂t ∂x

∂θ ∂T hL
BCs: = 0, = − Bi θ (t * ,1) where Bi =
∂x* ( t * ,0) ∂x* ( t * ,1) k
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 Copyright © Sandip Mazumder
FDM for Unsteady Heat Conduction: Explicit
The Ohio State University

Using the explicit method, we get

∆t * * 1
θi ,n +1 =θi ,n + * 2 [θi +1,n − 2θi ,n + θi −1,n ] for i =2,3,..., N − 1 where ∆x =
(∆x ) N −1

Left boundary node (i = 1):

∂θ (∆x* ) 2 ∂ 2θ (∆x* )3 ∂ 3θ ∂ 2θ 2
θ 2= θ1 + ∆x * +*
+ + ... *2
≈ * 2
[θ 2 − θ1 ]
∂x 1 2 ∂x 1 *2
6 ∂x 1 *3
∂x 1 (∆x )

2∆t *
Substitute into GE and rearrange: θ1,n +1 =
θ1,n + * 2
[θ 2,n − θ1,n ]
(∆x )
∂θ (∆x* ) 2 ∂ 2θ (∆x* )3 ∂ 3θ
Right boundary node (i = N): θ N −=
1 θ N − ∆x *
+ − + ...
∂x* N 2 ∂x*2 N
6 ∂x*3 N

∂ 2θ 2
Substitute right BC: ≈ [θ N −1 − (1 + Bi ∆x* )θ N ]
∂x*2 N
* 2
(∆x )

2∆t *
Substitute into GE and rearrange: θ N ,n +1= θ N ,n + * 2
[θ N −1,n − (1 + Bi ∆x)θ N ,n ]
(∆x ) 8
 Copyright © Sandip Mazumder
FDM for Unsteady Heat Conduction: Explicit
The Ohio State University

Solution for Bi = 1, and ∆t = ∆tmax/2, N = 26

x* 9
 Copyright © Sandip Mazumder
FDM for Unsteady Heat Conduction: Implicit
The Ohio State University

In the Explicit (Forward Euler) method, we performed a forward Taylor

series expansion in time to derive the time derivative.
To derive the time derivative in the Implicit (Backward Euler) method,
instead, we perform a backward Taylor series expansion, as follows:
n +1 2 2 n +1
n +1 ∂T (∆t ) ∂ T where a time index, n, has been
n
T= T
i, j i, j − ∆t + + ... introduced such that t = n∆t
∂t 2! ∂t 2
n +1 n +1 n n +1
∂T T −T 2
∆t ∂ T
Re-arranging, we get = i, j i, j
+ + ...
∂t ∆t 2 ∂t 2
Neglecting the higher order derivative terms, we get
∂T
n +1
T n +1
− T n 2
∆t ∂ T
n +1
Thus, the error introduced by
i, j i, j
≈ , ε=
+ 2
+ ... discretization of the time
∂t ∆t 2 ∂t derivative is first order.
Note:
• The approximation for the time derivative is exactly the same as the
Explicit method
• The error, although still first order, has a different expression. 10
 Copyright © Sandip Mazumder
FDM for Unsteady Heat Conduction: Implicit
The Ohio State University
Recall that we are trying to discretize the following governing equation
∂T  ∂ 2T ∂ 2T  q ′′′g
= α 2 + 2 +
∂t  ∂x ∂y  ρc
Since the left hand side of the above equation was evaluated at time
index n+1, the right hand side must also be evaluated at the same time
index. This yields (after using central difference for spatial derivatives)
Ti ,nj+1 − Ti ,nj  Ti +n1,+1j + Ti −n1,+1j − 2Ti ,nj+1 Ti ,nj++11 + Ti ,nj+−11 − 2Ti ,nj+1  q ′′′g
≈α  +  +

 ρc
2 2
∆t  (∆x) (∆y )
Re-arrange equation with knowns on one side (RHS) and unknowns on
the other side (LHS)
 1 2α 2α  n +1 α n +1 α n +1 α n +1 α n +1
Ti ,nj q ′′′g
 + + T −
2  i, j
T −
2 i +1, j
T −
2 i −1, j
T −
2 i , j +1
T = +
2 i , j −1
2
 ∆t (∆x) (∆y )  (∆x) (∆x) (∆y ) (∆y ) ∆t ρ c

Note that unlike in the Explicit method, we now have an implicit

equation. The unknowns at the current time index (n+1) are coupled to
each other, and cannot be determined one at a time. 11
 Copyright © Sandip Mazumder
FDM for Unsteady Heat Conduction: Implicit
The Ohio State University
Such a scheme is best represented pictorially as follows

Ti ,nj++11
Ti ,nj+1
Time index n+1 Ti −n1,+1j Ti +n1,+1j Unknowns
Ti ,nj+−11

Ti ,nj
Time index n Known

Since, the determination of the nodal value of Τ at the time index n+1
(new time step) requires an implicit (simultaneous) solution of the
equations, such a scheme is referred to as an IMPLICIT or Backward
Euler time-marching scheme.
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 Copyright © Sandip Mazumder
FDM for Unsteady Heat Conduction: Implicit
The Ohio State University

Algorithm for the Implicit Method:

Step 1: Set up initial condition for all nodes, i.e., set up Τi,jn for all (i,j) for
n = 0.
Step 2: Calculate all nodal values at next time step, i.e., compute Τi,jn+1
for all (i,j) for n = 1 by solving the implicit set of algebraic equations.
The solver could be a TDMA solver for 1D problems, or any of the
iterative solvers discussed for multi-dimensional problems.
In this case, within each time-step, the residuals must be reduced to a
certain prescribed tolerance prior to Step 3.
Step 3: Reset initial condition: Τi,jn = Τi,jn+1
Step 4: Proceed to next time step and Repeat Steps 2 and 3
The Implicit time-marching scheme has the following advantage:
 It is unconditionally stable for any time step size.
The Implicit time-marching scheme has the following disadvantage:
 Requires more memory and computational time (iterative solution).
 Not as easy to set up and use as the explicit method. 13
 Copyright © Sandip Mazumder
What is Convection? The Ohio State University
Recall from Lecture 1 that
CONVECTION = CONduction + adVECTION
y
Cold fluid T∞
(static)
Conduction
Hot plate TH T∞ TH
T

Cold fluid T∞ y
(moving) Advection

Conduction
T∞ TH
Hot plate TH T
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 Copyright © Sandip Mazumder
What is Convection? The Ohio State University
The flow serves the role of “distorting” the temperature distribution from
a pure-conduction profile.
However, since the flow velocity at the wall is zero (no slip), flow is not
directly responsible for carrying heat from the wall to the fluid.
Conduction is!
This means that if the thermal conductivity of the fluid is zero, there will
be no heat transfer from the wall to the fluid, no matter what type or
pattern of flow we have.
It also means that the heat flux at the wall is
Cold fluid T∞ given by the Fourier law of heat conduction
(moving) whether flow is present or absent!
y
∂T Even though flow (or quantities related to flow)
′′
qw = − k does not appear in the Fourier law, what flow
∂y y =0 does is alter the temperature distribution.
Hot plate TH In other words, flow alters the heat transfer rate
indirectly by altering dT/dy at the wall. 15
 Copyright © Sandip Mazumder
What is Convection? The Ohio State University

Cold fluid T∞ Imagine now that we want to measure the

(moving) heat flux at the wall.
y
∂T To do so, we must know two things:
′′
qw = − k • Thermal conductivity of the fluid—
∂y y =0 generally a well-known quantity
Hot plate TH • The temperature gradient at the wall.

Measuring the temperature gradient means that we must stick in probes at

various y locations and record the temperature at those locations.
This is easier said than done because the probes will disturb the flow and
the resulting temperature distribution.
In realization of this difficulty, scientists working in heat transfer proposed
an alternative “engineering” approach to determining the heat flux:

∂T The proposition came from the realization

qw′′ =
−k h [Tw − T∞ ] that the temperature at the wall and far
=
∂y y = 0 from the wall can be easily measured. 16
 Copyright © Sandip Mazumder
What is Convection? The Ohio State University

∂T The only remaining task is now to

′′
qw =−k h [Tw − T∞ ]
= determine the unknown constant of
∂y y = 0
proportionality, h.
Definition of the Convective Heat Transfer Coefficient, h:
∂T
−k Experimentally, h is measured by
∂y y = 0 qw′′ measuring the heat flux at the wall and
h = the two temperatures in question.
Tw − T∞ Tw − T∞

The entire subject of Convective Heat Transfer is dedicated to

answering three important questions:
1. What factors do h depend on?
Temperature, pressure, thermal conductivity, f1, f2, …
2. What is the functional dependence?
h is proportional to what kind of function? Linear? Logarithmic? f1a, f2b, …
3. What is the constant of proportionality?
If h = C f1a what is the constant C? 17