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At least 19 records

Deep learning of free boundary and Stefan problems

Free boundary problems appear naturally in numerous areas of mathematics, science and engineering. These problems present a great computational challenge because they necessitate numerical methods that can yield an accurate approximation of free boundaries and complex dynamic interfaces. In this work, we propose a multi-network model based on physics-informed neural networks to tackle a general class of forward and inverse free boundary problems called Stefan problems. Specifically, we approximate the unknown solution as well as any moving boundaries by two deep neural networks. Besides, we formulate a new type of inverse Stefan problems that aim to reconstruct the solution and free boundaries directly from sparse and noisy measurements. We demonstrate the effectiveness of our approach in a series of benchmarks spanning different types of Stefan problems, and illustrate how the proposed framework can accurately recover solutions of partial differential equations with moving boundaries and dynamic interfaces. All code and data accompanying this manuscript are publicly available at https://github.com/PredictiveIntelligenceLab/DeepStefan.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

A general non-Fourier Stefan problem formulation that accounts for memory effects

The Stefan problem is the classical model of a melting phase change. In heterogeneous systems, such phase changes can exhibit non-Fourier (anomalous) behaviors, where the advance of the melt interface does not follow the expected time scaling. These situations can be modeled by replacing the derivatives, in the governing partial differential equations, with fractional order derivatives. In particular, replacing the time derivatives leads to non-Fourier models that account for memory effects in the system. In this work, by using appropriate time convolution integrals, a general thermodynamic balance statement for melting phase problems, explicitly accounting for memory effects, is developed. From this balance, a general model formulation applicable to problems involving melting over a temperature range (i.e., a mushy region) is derived. A key component in this model is the representation of memory effects through the use of fractional derivative based constitutive models of the enthalpy and heat flux. Further, on shrinking the mushy region to a single isotherm, a general sharp interface melting model is obtained. Here, in contrast to the classic Stefan problem, the fractional derivatives induce a natural regularization, such that the constitutive models for enthalpy and heat flux are continuous at the melt interface; a result confirmed through numerical simulation. To further support the theoretical findings, a physical example of a non-Fourier Stefan problem is presented. Overall the development and results in this paper underscore the importance of explicitly relating the development of fractional calculus models to the appropriate thermodynamic balance statements.

42 ENGINEERING↗

Development of Modified Perturbation Solutions to the One-Phase Stefan Problems With a Convective Boundary

The classical Stefan problem is used to track the moving solid-liquid interface during the freezing process. Perturbation theory has often been applied to find an approximate analytical solution due to the nonlinearity of the moving interface. However, the Stefan number (i.e., the sensible over latent heat) must be small and usually less than 0.01 to assume the perturbation expansion, which in turn limits the thermal engineering applications. In this study, a modified perturbation solution is developed by adding a correction term after the leading-order solution to be valid for a much wider range of Stefan numbers (i.e., 0.01 less than or equal to Ste less than or equal to 1). Specifically, a one-phase Stefan problem is first formulated subjected to a convective boundary in the Cartesian, cylindrical, and spherical coordinate systems for inward solidification. The leading-order solution is calculated based on the regular perturbation theory, while the correction term is obtained using the Monte-Carlo method and a multi-variant regression. Results show that the correction term has a linear relationship with the Stefan number and is not significantly influenced by the Biot number. The proposed modified perturbation solution can accurately and rapidly predict the nonlinear moving interface motion for the freezing process.

DIRECT ENERGY CONVERSION,MATHEMATICS AND COMPUTING↗

An implicit formulation for the one-dimensional two-phase multi-interface Stefan Problem

In recent years there has been an intensified effort in the analysis of the Stefan Problem. Particular interest is directed towards determining the location of the interface between the solid and liquid phases of the substance being analyzed. A method has been developed using an implicit finite difference scheme which provides an accurate calculation of the phase change interface locations for a problem with simultaneous multiple phases. This is achieved through an iterative technique which requires the phase change energy to be correctly distributed within the nodes which are undergoing a phase transition. The new method predicts the interface locations without requiring time step size control or node size modification at the interfaces.

Williams, S. D.↗

An implementation of the phase-field model based on coupled thermomechanical finite element solvers for large-strain twinning, explicit dynamic fracture and the classical Stefan problem

The implementation of a phase-field model in finite elements usually requires significant expertise and involves the development of a user element with additional degrees of freedom. An alternative implementation of the phase-field model within a thermo-mechanical finite element simulation package was presented in (Cho et al 2012 Int. J. Solids Struct. 49 1973–1992), where the phase-field variable is treated as the temperature degree of freedom. However, this approach has only been used for small strain phase-field modelling of martensitic transformations and quasistatic phase-field modelling of fracture. Here, we present a phase-field finite element implementation via the temperature degree of freedom for several additional cases from the literature: (i) the large-strain phase-field description of deformation twinning presented in (Clayton and Knap 2011 Physica D 240 841–858), (ii) phase-field description of brittle fracture with inertial effects based on the theory from (Molnár and Gravouil 2017, Finite Elem. Anal. Des. 130 27–38) and (Miehe et al 2010 Int. J. Numer. Methods Eng. 83 1273–1311) and (iii) the classical Stefan problem of solidification presented in (Mackenzie and Robertson 2002 J. Comput. Phys. 181 526–544). The last problem involves the temperature and phase-field variables as unknowns.

36 MATERIALS SCIENCE↗

A numerical analysis of Stefan problems for generalized multi-dimensional phase-change structures using the enthalpy transforming model

An enthalpy transforming scheme is proposed to convert the energy equation into a nonlinear equation with the enthalpy, E, being the single dependent variable. The existing control-volume finite-difference approach is modified so it can be applied to the numerical performance of Stefan problems. The model is tested by applying it to a three-dimensional freezing problem. The numerical results are in agreement with those existing in the literature. The model and its algorithm are further applied to a three-dimensional moving heat source problem showing that the methodology is capable of handling complicated phase-change problems with fixed grids.

Cao, Yiding↗

Modeling polymer crystallisation induced by a moving heat sink

Recent experimental work has shown that polymer crystallisation can be used to “move” and organize nanoparticles (NP). As a first effort at modeling this situation, we consider the classical Stefan problem but with the modification that polymer crystallisation does not occur at a single temperature. Rather, the rate of crystallisation is proportional to its subcooling, and here we employ a form inspired by the classical Avrami model to describe this functional form. Our results for the movement of the polymer crystallisation front, as defined as the point where the crystallinity is 50%, closely track the results of the classical Stefan problem. Thus, at this level of approximation, the crystallisation kinetics of the polymer do not cause qualitative changes to the physics of this situation. Inspired by this fact we study the more interesting situation where the directional recrystallisation of a polymer melt is considered, e.g. , through the application of a moving heat sink over an initially molten polymer, reminiscent of a processing technique termed zone annealing. The polymer crystallisation shows that a steady state exists for a range of sink velocities. The solid–melt interface moves slightly ahead of the sink but at the same velocity. The steady-state distance between the sink and the interface decreases with increasing sink velocity – this is a consequence of the excess cooling provided by the sink over what is required to crystallise the melt. The most interesting new result is that the temperature of the crystal–melt interface decreases with increasing sink velocity. This is in line with the ansatz of Lovinger and Gryte who suggested that larger zone annealing velocities correspond to progressively larger effective undercoolings at which polymer crystallisation occurs.

36 MATERIALS SCIENCE↗

Diffusion Driven Combustion Waves in Porous Media

Filtration of gas containing oxidizer, to the reaction zone in a porous medium, due, e.g., to a buoyancy force or to an external pressure gradient, leads to the propagation of Filtration combustion (FC) waves. The exothermic reaction occurs between the fuel component of the solid matrix and the oxidizer. In this paper, we analyze the ability of a reaction wave to propagate in a porous medium without the aid of filtration. We find that one possible mechanism of propagation is that the wave is driven by diffusion of oxidizer from the environment. The solution of the combustion problem describing diffusion driven waves is similar to the solution of the Stefan problem describing the propagation of phase transition waves, in that the temperature on the interface between the burned and unburned regions is constant, the combustion wave is described by a similarity solution which is a function of the similarity variable x/square root of(t) and the wave velocity decays as 1/square root of(t). The difference between the two problems is that in the combustion problem the temperature is not prescribed, but rather, is determined as part of the solution. We will show that the length of samples in which such self-sustained combustion waves can occur, must exceed a critical value which strongly depends on the combustion temperature T(sub b). Smaller values of T(sub b) require longer sample lengths for diffusion driven combustion waves to exist. Because of their relatively small velocity, diffusion driven waves are considered to be relevant for the case of low heat losses, which occur for large diameter samples or in microgravity conditions, Another possible mechanism of porous medium combustion describes waves which propagate by consuming the oxidizer initially stored in the pores of the sample. This occurs for abnormally high pressure and gas density. In this case, uniformly propagating planar waves, which are kinetically controlled, can propagate, Diffusion of oxidizer decreases the wave velocity. In addition to the reaction and diffusion layers, the uniformly propagating wave structure includes a layer with a pressure gradient, where the gas motion is induced by the production or consumption of the gas in the reaction as well as by thermal expansion of the gas. The width of this zone determines the scale of the combustion wave in the porous medium.

Aldushin, A. P.↗

Physics-Informed Neural Networks for Heat Transfer Problems

Abstract Physics-informed neural networks (PINNs) have gained popularity across different engineering fields due to their effectiveness in solving realistic problems with noisy data and often partially missing physics. In PINNs, automatic differentiation is leveraged to evaluate differential operators without discretization errors, and a multitask learning problem is defined in order to simultaneously fit observed data while respecting the underlying governing laws of physics. Here, we present applications of PINNs to various prototype heat transfer problems, targeting in particular realistic conditions not readily tackled with traditional computational methods. To this end, we first consider forced and mixed convection with unknown thermal boundary conditions on the heated surfaces and aim to obtain the temperature and velocity fields everywhere in the domain, including the boundaries, given some sparse temperature measurements. We also consider the prototype Stefan problem for two-phase flow, aiming to infer the moving interface, the velocity and temperature fields everywhere as well as the different conductivities of a solid and a liquid phase, given a few temperature measurements inside the domain. Finally, we present some realistic industrial applications related to power electronics to highlight the practicality of PINNs as well as the effective use of neural networks in solving general heat transfer problems of industrial complexity. Taken together, the results presented herein demonstrate that PINNs not only can solve ill-posed problems, which are beyond the reach of traditional computational methods, but they can also bridge the gap between computational and experimental heat transfer.

Engineering↗

Time-dependent approximation schemes for some problems of parameter estimation in distributed systems

A parameter estimation method that can be used to estimate functional parameters in delay differential equations and moving boundary problems is discussed. In either problem, the original model equation (which is infinite-dimensional) is approximated by a system of ordinary differential equations that can be solved numerically in an efficient way. The approximation scheme is based on time-dependent spline elements. For the delay equation with time-varying delay, convergence results are presented that indicate the estimates obtained using the approximating system. Numerical test examples converge in some sense to a best-fit parameter for the original system are included by means of which time-varying and state-dependent delays and a time-varying diffusion coefficient in a one-phase, one-dimensional Stefan problem are estimated.

Murphy, K. A.↗

Measurement of Thermal Conductivity in a Supercooled Hydrogel-Salt Complex Near Its Phase Transition

Solid-liquid phase transitions, i.e. solidification processes, have applications in data storage, development of novel thermoelectric materials, cooling of microelectronic substrates and air conditioning condensers. Standard analyses of solidification (Stefan problem) assume constant thermal properties of the solid and liquid sides. It is not known how these properties change across the spatial transition interface, though most studies report a discontinuity in the solid and liquid properties through the transition temperature [1]. When the phase transition releases enthalpy, recent research has shown if the phonon or electron transport time is of the same order of magnitude as the time scale of the atomic transformation, this increases the heat capacity of the solid material at temperatures near the phase transition temperature [2]. A fundamental understanding of the phase transition may help shed light on the molecular origins of supercooling and spontaneous nucleation, which will help with applications involving them. We report studies of supercooling and nucleation of sodium sulfate decahydrate, a salt hydrate which is of recent interest in thermal storage, and of a hydrogel-sodium sulfate complex which shows limited supercooling. We will also report the measurement of their thermal properties during the phase transition process. This will be done with a hot-wire setup which produces small temperature changes of the order of ~1 C.

crystallization, phase transformation, thermal con↗

Solidification of a binary mixture

The time dependent concentration and temperature profiles of a finite layer of a binary mixture are investigated during solidification. The coupled time dependent Stefan problem is solved numerically using an implicit finite differencing algorithm with the method of lines. Specifically, the temporal operator is approximated via an implicit finite difference operator resulting in a coupled set of ordinary differential equations for the spatial distribution of the temperature and concentration for each time. Since the resulting differential equations set form a boundary value problem with matching conditions at an unknown spatial point, the method of invariant imbedding is used for its solution.

Antar, B. N.↗

Thermochemical erosion

A quasi-steady multidimensional Stefan problem is treated by means of similarity, asymptotic methods, and numerical analysis. The continuous wearing away of a solid 'erodee' is effected by gradual consumption of a solid 'eroder'. In the process under study, the erodee melts and the (liquid) melt diffuses to the eroder, where an exothermic, indefinitely rapid, diffusion-controlled surface reaction occurs. The products of reaction convey some of the chemically-generated heat to the surface of the erodee, so that further melting may occur, and the process may proceed. The analysis seeks to estimate the quasi-steady rates of consumption of the erodee and eroder, for the (convenient) self-similar case of confocal parabolas defining the boundaries of the melt layer. The analysis is simplified by observing that the flow is of lubrication-theory type: creeping, primarily unidirectional motion owing to the thinness of the melt layer between the erodee and eroder, with diffusion of heat and mass predominantly perpendicular to the principal motion. The analysis is completed by consideration of the force balance on the eroder.

Butler, Gerald↗

Efficient numerical simulation of an electrothermal de-icer pad

In this paper, a new approach to calculate the transient thermal behavior of an iced electrothermal de-icer pad was developed. The method of splines was used to obtain the temperature distribution within the layered pad. Splines were used in order to create a tridiagonal system of equations that could be directly solved by Gauss elimination. The Stefan problem was solved using the enthalpy method along with a recent implicit technique. Only one to three iterations were needed to locate the melt front during any time step. Computational times were shown to be greatly reduced over those of an existing one dimensional procedure without any reduction in accuracy; the curent technique was more than 10 times faster.

Roelke, R. J.↗

Boundary layer description of directional polymer crystallisation

Nearly fifty years ago Lovinger and Gryte suggested that the directional crystallization of a polymer was analogous to the quiescent isothermal crystallization experiment but at a supercooling where the crystal growth velocity was equal to the velocity of the moving front. Our experiments showed that this equivalence holds in a detailed manner at low directional velocities. To understand the underlying physics of these situations, we modeled the motion of a crystallization front in a liquid where the left side boundary is suddenly lowered below the melting point (Stefan's problem) but with the modification that the crystallization kinetics follow a version of the Avrami model. Our numerical results surprisingly showed that the results of the polymer analog track with the Stefan results which were derived for a simple liquid that crystallizes completely at its melting point; in particular, the position of the crystal growth-front evolved with time exactly as in the Stefan problem. The numerical solution also showed that the temperature in the immediate vicinity of the growth-front decreased with increasing front velocity, which is in line with Lovinger and Gryte's ansatz. To provide a clear theoretical understanding of these numerical results we derive a boundary layer solution to the governing coupled differential equations of the polymer problem. The analytical results are in agreement with our observations from experiments and numerical computations but show that this equivalence between the small molecule and polymer analog only holds in the limit where the crystallization enthalpy is much larger than the rate at which heat is conducted away in the polymer. In particular, in the context of the temperature profile, the enthalpy generated by the crystallisation process which is spread out over a narrow spatial region can be approximated as a point source whose location and temperature correspond to the Lovinger–Gryte ansatz.

36 MATERIALS SCIENCE↗

On Boundary-Value Problems for RANS Equations and Two-Equation Turbulence Models

Currently, in engineering computations for high Reynolds number turbulent flows, turbulence modeling continues to be the most frequently used approach to represent the effects of turbulence. Such models generally rely on solving either one or two transport equations along with the Reynolds-Averaged Navier–Stokes (RANS) equations. The solution of the boundary-value problem of any system of partial differential equations requires the complete delineation of the equations and the boundary conditions, including any special restrictions and conditions. In the literature, such a description is often incomplete, neglecting important details related to the boundary conditions and possible restrictive conditions, such as how to ensure satisfying prescribed values of the dependent variables of the transport equations in the far field of a finite domain. In this article, we discuss the possible influence of boundary values, as well as near-field and far-field behavior, on the solution of the RANS equations coupled with transport equations for turbulence modeling. In so doing, we defne the concept of a welldefined boundary-value problem. Additionally, a three-dimensional, rather than a simpler one-dimensional analysis is performed to analyze the near-wall and far-field behavior of the turbulence model variables. This allows an assessment of the decay rate of these variables required to realize the boundary conditions in the far field. This paper also addresses the impact of various transformations of two-equation models (e.g., the model of Wilcox) to remove the singular behavior of the dissipation rate (ω) at the surface boundary. Finally, the issue of well-posedness regarding the governing equations is considered. A compelling argument (although not a proof) for ill-posedness is made for both direct and inverse problems.

Navier–Stokes equations↗

Vapor Transport Within the Thermal Diffusion Cloud Chamber

A review of the equations used to determine the 1-D vapor transport in the thermal diffusion cloud chamber (TDCC) is presented. These equations closely follow those of the classical Stefan tube problem in which there is transport of a volatile species through a noncondensible, carrier gas. In both cases, the very plausible assumption is made that the background gas is stagnant. Unfortunately, this assumption results in a convective flux which is inconsistent with the momentum and continuity equations for both systems. The approximation permits derivation of an analytical solution for the concentration profile in the Stefan tube, but there is no computational advantage in the case of the TDCC. Furthermore, the degree of supersaturation is a sensitive function of the concentration profile in the TD CC and the stagnant background gas approximation can make a dramatic difference in the calculated supersaturation. In this work, the equations typically used with a TDCC are compared with very general transport equations describing the 1-D diffusion of the volatile species. Whereas no pressure dependence is predicted with the typical equations, a strong pressure dependence is present with the more general equations given in this work. The predicted behavior is consistent with observations in diffusion cloud experiments. It appears that the new equations may account for much of the pressure dependence noted in TDCC experiments, but a comparison between the new equations and previously obtained experimental data are needed for verification.

Ferguson, Frank T.↗

An implicit, sharp numerical treatment of viscous terms at arbitrarily shaped liquid-gas interfaces in evaporative flows

We report a novel methodology for accurate treatment of viscous terms in evaporation problems. The proposed scheme is an extension of the sharp viscous treatment of Kang et al. (2000) [7] to 3D phase change problems. To ensure accuracy and grid converging solutions, a new implicit approach to computing viscous fluxes across the phase interfaces is proposed, which was previously unavailable in fixed grid numerical schemes. Analytical relations were derived for the jump in velocity gradients across the 2D and 3D phase interfaces, an important constituent of the proposed scheme. The relations show a non-vanishing jump in the tangential gradients across the phase interface that are associated with evaporative flux and interfacial curvature. The proposed methodology demonstrated first order accuracy in canonical test cases. It is general and applicable to arbitrarily oriented interfaces, and can be readily implemented in existing evaporation flow solvers.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗