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INTERVAL BOUNDARY ELEMENT METHOD FOR TRANSIENT DIFFUSION PROBLEM IN TWO-LAYERED

DOMAIN

Alicja Piasecka-Belkhayat

Department of Strength of Materials and Computational Mechanics, Silesian University of Technology, Gliwice, Poland; e-mail: alicja.piasecka@polsl.pl

In the paper, the description of an unsteady heat transfer for one-dimensional problem proceeding in a two-layered domain is presented. It is assumed that all thermophysical parameters appearing in the mathe-matical description of the problem analysed are given as directed interval values. The problem discussed has been solved using the 1st scheme of the interval boundary element method. The interval Gauss elimination method has been applied to solve the obtained interval system of equ-ations. In the final part of the paper, results of numerical computations are shown.

Key words: directed interval arithmetic, interval boundary element me-thod, heat transfer

1. Introduction

Heat transfer problems are usually solved using equations with deterministic parameters. However, in most cases of the engineering practice, values of these parameters cannot be defined with a high precision, and in such cases it is much more convenient to define these parameters as intervals.

In the available literature we can find examples of papers using the inte-rval arithmetic (Neumaier, 1990) and the theory of fuzzy sets (Zadeh, 1965) allowing one to solve problems taking into account ”uncertainties” in the ma-thematical model. We can also find papers dedicated to interval boundary element method (Burczyński and Skrzypczyk, 1997) and the interval finite element method (Muhanna et al., 2005). However, most of these papers are related to boundary problems, and we can hardly find any examples of papers dealing with boundary-initial problems.

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In this paper, the Interval Boundary Element Method (IBEM) for solving non-steady heat transfer problems with directed interval thermophysical pa-rameters of both sub-domains has been presented with the approach of the directed interval arithmetic (Markov, 1995, Popova, 2001). This assumption is closer to real physical conditions of the process considered because it is difficult to estimate the thermophysical parameters appearing in the mathe-matical model. The main advantage of the directed interval arithmetic upon the classical interval arithmetic is that the obtained temperature intervals are much narrower.

In theory as well as in practice, it is valuable to develop the Interval Bo-undary Element Method (IBEM).

2. Directed interval arithmetic

Let us consider a directed interval ea which can be defined as a set D of all

directed pairs of real numbers defined as follows (Kużelewski, 2008; Markov, 1995; Popova, 2001)

e

a = ha−, a+i := {ea ∈ D| a, a+∈ R} (2.1) where a− and a+ denote the beginning and the end of the interval, respecti-vely.

The left or the right endpoint of the interval ea can be denoted as as,

s ∈ {+, −}, where s is a binary variable. This variable can be expressed as a

product of two binary variables and is defined as ++ = −− = +

+− = −+ = − (2.2)

An interval is called proper if a− ¬ a+, improper if a ­ a+ and dege-nerate if a− = a+. The set of all directed interval numbers can be written as D = P ∪ I, where P denotes the set of all directed proper intervals and I denotes the set of all improper intervals.

Additionally, a subset Z = ZP ∪ ZI ∈ D should be defined, where ZP = {ea ∈ P | a¬ 0 ¬ a+} Z

I = {ea ∈ I| a+¬ 0 ¬ a−} (2.3) For directed interval numbers two binary variables are defined. The first of them is the direction variable

τ (ea) = (

+ if a−¬ a+

(3)

and the other is the sign variable

σ(ea) = (

+ if a−> 0, a+ > 0

if a−< 0, a+ < 0 a ∈ D\Ze (2.5) For the zero argument σ(h0, 0i) = σ(0) = +, for all intervals including the zero element ea ∈ Z, σ(ea) is not defined.

The sum of two directed intervals ea = ha−, a+i and eb = hb, b+i can be written as

e

a +eb = ha+ b, a++ b+i ea,eb ∈ D (2.6) The difference is of the form

e

a −eb = ha−− b+, a+− bi ea,eb ∈ D (2.7) The product of the directed intervals is described by the formula

e a ·eb =                                D a−σ(eb)· b−σ(ea), aσ(eb)· bσ(ea)E ea,eb ∈ D\Z D aσ(ea)τ (eb)· b−σ(ea), aσ(ea)τ (eb)· bσ(ea)E ea ∈ D\Z, eb ∈ Z D a−σ(eb)· bσ(eb)τ (ea), aσ(eb)· bσ(eb)τ (ea)E ea ∈ Z, eb ∈ D\Z hmin(a−· b+, a+· b), max(a· b, a+· b+)i ea,eb ∈ Z P hmax(a−· b, a+· b+), min(a· b+, a+· b)i ea,eb ∈ Z I 0 (ea ∈ ZP,eb ∈ ZI) ∪ (ea ∈ ZI,eb ∈ ZP) (2.8) The quotient of two directed intervals can be written as

e a/eb =      D a−σ(eb)/bσ(ea), aσ(eb)/b−σ(ea)E ea,eb ∈ D\Z D a−σ(eb)/b−σ(eb)τ (ea), aσ(eb)/b−σ(eb)τ (ea)E ea ∈ Z, eb ∈ D\Z (2.9)

In the directed interval arithmetic, two extra operators are defined – inversion of summation

−Dea = h−a

, −a+i ea ∈ D (2.10) and inversion of multiplication

1/Dea = h1/a−, 1/a

+

i ea ∈ D\Z (2.11)

So, two additional mathematical operations can be defined as follows

e

a −Deb = ha−− b−, a

+

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and e a/Deb =      D a−σ(eb)/b−σ(ea), aσ(eb)/bσ(ea)E ea,eb ∈ D\Z D a−σ(eb)/bσ(eb), aσ(eb)/bσ(eb)E ea ∈ Z, eb ∈ D\Z (2.13)

Now, it is possible to obtain the number zero by subtraction of two identical intervals ea−Dea = 0 and the number one as the result of the division ea/Dea = 1,

which was impossible when applying classical interval arithmetic (Neumayer, 1990).

3. Heat transfer model in two-layered domain

Let us consider a two-layered domain of dimension L = L1 + L2. The heat

conduction process in the first sub-domain is described by the following energy equation (Mochnacki and Suchy, 1995; Majchrzak, 2001)

x ∈ (0, L1) : hc 1, c+1i ∂T1(x, t) ∂t = hλ 1, λ+1i 2T1(x, t) ∂x2 (3.1) where hc−

1, c+1i is the directed interval volumetric specific heat for the first

sub-domain, hλ−

1, λ+1i is the directed interval thermal conductivity, T1, x, t

denote temperature, spatial co-ordinate and time, respectively. Equation (3.1) can be expressed as follows

x ∈ (0, L1) : ∂T1(x, t) ∂t = ha 1, a+1i 2T 1(x, t) ∂x2 (3.2) where ha−

1, a+1i = hλ−1, λ+1i/hc−1, c+1i is the directed interval diffusion

coeffi-cient, and its beginning and end can be defined according to the rules of the directed interval arithmetic (Markov, 1995).

Taking into account the assumption that λe1,ec1 ∈ D\Z. one obtains the

following formula e λ1/Dce1 = D λ−σ(ec1) 1 /c−σ(e λ1) 1 , λ σ(ec1) 1 /c σ(eλ1) 1 E (3.3) For example, for the interval coefficients λe1 = h34, 35i and ec1 =

= h4900000, 5400000i the sign variables are σ(λe1) = +, σ(ce1) = +, so the

quotient of λe1 and ec1 can be calculated according to the formula e

λ1/Dec1= hλ−+1 /c−+1 , λ

+

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and the directed interval diffusion coefficient ea1 is computed as follows e a1= e λ1 e c1 = h34, 36i

h4900000, 5400000i = h34, 36i/Dh4900000, 5400000i =

(3.5) =D 34 4900000, 36 5400000 E ≈ h0.0000069, 0.0000066i

As a result, the interval obtained is improper.

The temperature field in the other sub-domain is determined by the energy equation x ∈ (L1, L2) : hc 2, c+2i ∂T2(x, t) ∂t = hλ 2, λ+2i 2T2(x, t) ∂x2 (3.6) where hc−

2, c+2i, hλ−2, λ+2i are the directed interval values of volumetric specific

heat and thermal conductivity, respectively, and T2 denotes temperature for

the second sub-domain.

The above equation, (3.6), can be transformed as follows

x ∈ (L1, L2) : ∂T2(x, t) ∂t = ha 2, a+2i 2T2(x, t) ∂x2 (3.7) where ha−

2, a+2i = hλ−2, λ+2i/hc−2, c+2i is the directed interval diffusion coefficient

for the second layer.

Equations (3.2) and (3.7) must be supplemented by the boundary-initial conditions of the following form

x = 0 : q(0, t) = −hλe 1, λ+1i ∂T1(x, t) ∂x =qeL x = L2 : q(Le 2, t) = −hλ2, λ+2i ∂T2(x, t) ∂x =qeR t = 0 : T1(x, 0) = T10(x) T2(x, 0) = T20(x) (3.8)

and the continuity condition on the contact surface between two layers

x = L1 :      −hλ− 1, λ+1i ∂T1(x, t) ∂x = −hλ 2, λ+2i ∂T2(x, t) ∂x T1(x, t) = T2(x, t) (3.9)

where qeL,qeRare the given interval boundary heat fluxes, T10and T20are the

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4. Interval boundary element method

In this paper, the 1st scheme of the interval boundary element method is used (Brebbia et al., 1984; Majchrzak, 1998, 2001). At first, the time grid must be introduced

0 = t0 < t1 < t2 < . . . < tf −1< tf < . . . < tF < ∞ (4.1) with a constant time step ∆t = tf − tf −1.

Let us consider the constant elements with respect to time (Majchrzak, 2001, Majchrzak and Mochnacki, 1996). The boundary integral equation cor-responding to the transition tf −1→ tf for the first layer is following

e T1(ξ, tf) + 1 e c1e q1(x, tf) tf Z tf −1 e T∗ 1(ξ, x, tf, t) dt x=L1 x=0 = (4.2) = 1 e c1 e T1(x, tf) tf Z tf −1 e q∗ 1(ξ, x, tf, t) dt x=L1 x=0 + L1 Z 0 e T∗ 1(ξ, x, tf, tf −1)Te1(x, tf −1) dx

where ξ is the observation point, qe1(x, tf) is the directed interval heat flux.

The directed interval fundamental solution T∗

1(ξ, x, tf, t) is of the following

form (Brebbia et al., 1984; Majchrzak, 2001)

e T∗ 1(ξ, x, tf, t) = 1 2qπea1(tf − t) exph (x − ξ) 2 4ea1(tf − t) i (4.3)

and should be calculated according to the formula

hT∗−, T∗+i = expnh(x − ξ) 2 4(tf − t) i /Dha−1, a+1i o /D h 2 q πha− 1, a+1i(tf− t) i (4.4) Because σ{−(x − ξ)2/[4(tf − t)]} = −, σ(ea

1) = +, the interval fundamental

solution can be calculated as follows (see Eq. (2,13)) (Markov, 1995; Moore and Bierbaum, 1979) hT∗−, T∗+i = (4.5) =Dexph (x − ξ) 2 4a+1(tf − t) i , exph (x − ξ) 2 4a− 1(tf − t) iE /Dh2qπha 1, a+1i(tf − t) i

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The directed interval heat flux resulting from the interval fundamental solution should be found in an analytical way, and then

e q∗ 1(ξ, x, tf, t) = −hλ−1, λ+1i ∂Te 1(ξ, x, tf, t) ∂n = hλ 1, λ+1i(x − ξ) · (4.6) ·Dexph (x − ξ) 2 4a+1(tf − t) i , exph (x − ξ) 2 4a− 1(tf − t) iE /D{4 π[ha− 1, a+1i(tf − t)]3/2}

The boundary integral equation corresponding to the transition tf −1→ tf for the other layer can be expressed as follows

e T2(ξ, tf) + 1 e c2e q2(x, tf) tf Z tf −1 e T∗ 2(ξ, x, tf, t) dt x=L2 x=L1 = (4.7) = 1 e c2 e T2(x, tf) tf Z tf −1 e q∗ 2(ξ, x, tf, t) dt x=L2 x=L1 + L2 Z L1 e T∗ 2(ξ, x, tf, tf −1)Te2(x, tf −1) dx where Te

2(ξ, x, tf, t) is the directed interval fundamental solution for the second

sub-domain.

The numerical approximation of interval equations (4.2) and (4.7) leads to the system of interval equations

     −He1 11 −He121 Ge112 0 −He211 He221 Ge122 0 0 He112 Ge211 He122 0 He2 21 Ge221 −He222           e T1(0, tf) e T1(L1, tf) e q(L1, tf) e T2(L2, tf)     =      −Ge1 11·qeL −Ge121·qeL −Ge212·qeR −Ge2 22·qeR     +      e P1(0, tf −1) e P1(L1, tf −1) e P2(L1, tf −1) e P2(L2, tf −1)      (4.8) where e Ge11= −Gee22= − ∆t q e λeeceπ L0 = 0 (4.9) e Ge12= −Gee21= ∆t q e λece exph(Le− Le−1) 2 4aee∆t i −Le− Le−1 2λee erfcLe− Le−1 2eae∆t  and e H11e =He22e = −1 2 He e 12=He21e = 1 2erfc Le− Le−1 2√aee∆t  (4.10)

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while e P1(0, tf −1) = 1 2√πea1∆t L1 Z 0 exph x 2 4ea1∆t i e T1(x, tf −1) dx e P1(L1, tf −1) = 1 2√πea1∆t L1 Z 0 exph(x − L1) 2 4ea1∆t i e T1(x, tf −1) dx (4.11) e P2(L1, tf −1) = 1 2√πea2∆t L2 Z L1 exph(x − L1) 2 4ea2∆t i e T2(x, tf −1) dx e P2(L2, tf −1) = 1 2√πea2∆t L2 Z L1 exph(x − L2) 2 4ea2∆t i e T2(x, tf −1) dx

where e = 1 denotes the first layer, e = 2 denotes the other one.

For example, for the interval coefficients eλ1 = h34, 36i and ec1 =

= h4900000, 5400000i, the product of eλ1 and ce1 is calculated according to

the formula

e

λ1·ec1= hλ−+1 · c−+1 , λ+1 · c+1i = hλ−1 · c−1, λ+1 · c+1i =

(4.12) = h34 · 4900000, 36 · 5400000i = h1.666 · 108, 1.944 · 108i

The interval Gauss elimination method (Neumayer, 1990; Piasecka-Belkhayat, 2008) has been used to solve the interval system of equations (4.8). After determining the ’missing’ boundary values for both layers, the interval temperatures Teef at the internal points ξi can be calculated using the formu-las:

— for the first layer (ξ ∈ (0, L1)) e T1(ξ, tf) = 1 2exp  −√L1− ξ e a1∆t  e T1(L1, tf) +1 2exp  −√ ξ e a1∆t  e T1(0, tf) + + ∆t 2 q e λ1ec1 exp√L1− ξ e a1∆t  e q(L1, tf) + (4.13) + ∆t 2 q e λ1ec1 exp ξ e a1∆t  qL(0, tf) +Pe1(ξ, tf −1)

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— for the other layer (ξ ∈ (L1, L2)) e T2(ξ, tf) = 1 2exp  −√L2− ξ e a2∆t  e T2(L2, tf) + 1 2exp  −√ξ − L1 e a2∆t  e T2(L1, tf) + + ∆t 2 q e λ2c2e exp√L2− ξ e a2∆t  qR(L2, tf) + (4.14) + ∆t 2 q e λ2ce2 exp√ξ − L1 e a2∆t  e q(L1, tf) +Pe2(ξ, tf −1) 5. Numerical example

In the paper, an example of one-dimensional heat transient transfer in a two-layered domain of dimensions L1 = 0.02 m and L2 = 0.02 m is

pre-sented. On both sides the boundary condition of the 2nd type of the form

e

qL= h9800, 10200i W/m2 and qeR= 0 W/m2 has been assumed. The first and other layer have been divided into 20 constant internal cells, respectively.

The following input data have been introduced: λ1 = 90 W/(m K), c1 = 3.916 MJ/(m3K), λ2 = 35 W/(m K), c2 = 5.175 MJ/(m3K). The

ini-tial temperature of the first and other sub-domain is T01= T02= 20C, time

step ∆t = 1 s.

All thermophysical parameters of the two-layered domain are assumed to be directed interval values:

e λ1= hλ1− 0.05λ1, λ1+ 0.05λ1i e c1 = hc1− 0.05c1, c1+ 0.05c1i e λ2= hλ2− 0.05λ2, λ2+ 0.05λ2i e c2 = hc2− 0.05c2, c2+ 0.05 · c2i

Figure 1 illustrates the temperature distribution in the domain analysed obtained for chosen times. The dashed and solid lines denote the lower and the upper bounds of the temperature intervals, respectively.

Figure 2 shows a comparison between the temperature distribution obta-ined for the time 80 s and the results obtaobta-ined with classical BEM for thermo-physical parameters defined without intervals (dotted line).

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Fig. 1. Temperature distribution for chosen times

Fig. 2. Comparison of temperature distribution for the time 80 s

6. Conclusions

In this paper, the description of an unsteady heat transfer for 1D problem for the two-layered domain has been presented. All the thermophysical parame-ters appearing in the mathematical model of the domain analysed have been considered as directed interval values. The problem discussed has been solved using the 1st scheme of the interval boundary element method according to the rules of the directed interval arithmetic.

The main advantage of the directed interval arithmetic upon the classical interval arithmetic is that the obtained temperature intervals are much nar-rower (Piasecka-Belkhayat, 2007). The problem analysed can be extended to multi-layered domains.

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References

1. Brebbia C.A., Telles J.C.F., Wrobel L.C., 1984, Boundary Element Techniques, Springer-Verlag

2. Burczyński T., Skrzypczyk J., 1997, Fuzzy aspects of the boundary element method, Engineering Analysis with Boundary Elements, 19, 209-216

3. Kużelewski A., 2008, Implementation of a modeling and simulation algorithm for inaccurately defined boundary problems, Ph.D. Thesis, Technical University, Białystok [in Polish]

4. Majchrzak E., 1998, Numerical modelling of bio-heat transfer using the bo-undary element method, Journal of Theoretical and Applied Mechanics, 36, 2, 437-455

5. Majchrzak E., 2001, Boundary Element Method in Heat Transfer, Publ. of the Technological University of Czestochowa, Częstochowa [in Polish]

6. Majchrzak E., Mochnacki B., 1996, The BEM application for numerical solution of non-steady and non-linear thermal diffusion problems, Computer Assisted Mechanics and Engineering Sciences, 3, 4, 327-346

7. Markov S.M., 1995, On directed interval arithmetic and its applications, Jo-urnal of Universal Computer Science, 1, 514-526

8. Mochnacki B., Suchy J.S., 1995, Numerical Methods in Computations of Foundry Processes, PFTA, Cracow

9. Moore R.E., Bierbaum F., 1979, Methods and Applications of Interval Ana-lysis, SIAM

10. Muhann R.L. Mullen R.L., Zhang H., 2005, Penalty-based solution for the interval finite element methods, Journal of Engineering Mechanics, ASCE, 131, 1102-1111

11. Neumaier A., 1990, Interval Methods for System of Equations, Cambridge University Press, Cambridge, New York, Port Chester, Melbourne, Sydney 12. Piasecka-Belkhayat A., 2007, Solution of energy equation using the interval

boundary element method, Scientific Research of the Institute of Mathematics and Computer Science, 6, 1, Częstochowa, 219-226

13. Piasecka-Belkhayat A., 2008, Interval boundary element method for 2D transient diffusion problem, Engineering Analysis with Boundary Elements, 32, 5, Elsevier, 424-430

14. Popova E.D., 2001, Multiplication distributivity of proper and improper in-tervals, Reliable Computing, 7, 129-140

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Przedziałowa metoda elementów brzegowych dla zadań dyfuzji w obszarach dwuwarstwowych

Streszczenie

W pracy przedstawiono opis nieustalonego przepływu ciepła dla zadań jednowy-miarowych w obszarach dwuwarstwowych. Założono, że wszystkie parametry termofi-zyczne pojawiające się w opisie matematycznym analizowanego zadania są wartościa-mi przedziałowywartościa-mi skierowanywartościa-mi. Omawiane zagadnienie zostało rozwiązane za po-mocą pierwszego schematu przedziałowej metody elementów brzegowych. Do rozwią-zania otrzymanego interwałowego układu równań zastosowano przedziałową metodę eliminacji Gaussa. W końcowej części pracy pokazano wyniki obliczeń numerycznych.

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