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    The Stefan Problemand theExact Solution for the Two Phase

    Stefan Problem

    DT Project

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    First Things First

    We desire to formulate Two-Phase StefanModel of Melting and Freezing

    Non linear model

    Moving Boundary Problem

    Contains an unknown which is the region to besolved..

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    Why Stefan Problem???

    The formulation of the

    Stefan Problem is afoundation on which

    more complex modelscan be built.

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    First (contd)

    Note: The phase changing process is governed

    by the conservation of energy.

    The unknowns are the temperature fieldand the location of the Interface.

    Involves a phase change material(PCM)

    with constant density( ), latent heat( ),melt temperature( ), Specific heats( ),and Thermal conductivities( ).

    L

    mT LS cc ,

    LS kk ,

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    Physical Assumptions

    Conduction only

    Constant latent heat (L)

    Fixed melting temperature( ) which is

    according to the phase change material(PCM)

    Interface thickness is 0 and it is a sharp front;

    it separates the phases

    mT

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    Assumptions (contd)

    Thermophysical properties aredifferent for each phase

    Conductivities ( )

    Specific heats ( )

    Density remains constant

    L Sc c

    L Sk k

    L S

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    Other Assumptions

    Nucleation and supercooling are assumedto be not present

    Surface tension and curvature isinsignificant

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    Only Conduction

    Conduction of Heat

    Temperature

    Heat(enthalphy)

    Heat Flux

    Characterizes phases

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    Heat Equation

    -Heat conduction equation (one space

    dimension):

    -well-posed

    -Heat equation:

    where

    ( )t x x

    cT kT

    t xxT T

    kc

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    The Two-Phase Stefan Problem

    A slab, , initially solid attemperature , is melted byimposing a hot temperature at the

    face and keeping the back face,insulated (all parameters constant).

    lx 0

    minit TT

    mL TT

    0x lx

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    Lets Find a Solution

    The solution of the

    Stefan Problem is T(x,t)and X(t)!!!!

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    Mathematical Model

    PDE for

    Interface(t>0)

    Initial Condition

    Boundary Condition

    t L xx

    t S xx

    T T

    T T

    0 ( ), 0

    ( ) , 0

    X t t

    X t x t

    ( ( ), )

    '( ) ( ( ) , ) ( ( ) , )

    m

    L x S x

    T X t t T

    LX t k T X t t k T X t t

    lxTTxT

    X

    minit

    0,)0,(

    0)0(

    0),(

    0,),0(

    tlTk

    tTTtT

    xS

    mL

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    Be Exact!

    In order to explicitly solve the Two-PhaseProblem we need to assume the slab is semi-infinite.

    Physical Problem: We want to melt a semi-infinite slab, ,

    initially solid at a temperature , by imposingtemperature , on the face .

    The alphas are different for each phase. All

    parameters constant.

    0 x

    S mT T

    L mT T 0x

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    Two-Phase Neumann Solution

    We derive the Neumann Solution

    We use the similarity variable, ,and seek thesolution for both for the liquid and

    for the solid.

    Seek a solution for X(t) in the form:

    t

    x

    ( , ) ( )LT x t F

    ( , ) ( )ST x t F

    ( ) 2 LX t t

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    Temperature

    Temperature in the liquid region at t>0:

    Temperature in the solid region at t>0:

    0 ( )

    ( )

    2( , ) ( ) LL L m

    x X t

    xerf

    tT x t T T T erf

    ( )

    ( )2

    ( , ) ( )( / )

    S

    S m S

    L S

    x X t

    xerfc

    tT x t T T T

    erfc

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    Neumann similarity solution of the 2-phaseStefan Problem for the interface

    ( ) 2L

    X t t

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    Transcendental Equation

    There is a different Transcendental Equations thatincorporates the TWO Stefan numbers (one foreach phase).

    Trans. Equation:

    Stefan Numbers and parameter v:( )

    L L m

    L

    c T TSt

    L

    ( )S m SS

    c T TSt

    L

    L

    S

    v

    )(exp()()exp(

    222verfcvv

    St

    erf

    St SL

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    Newton!!!

    Newton's method is an algorithm that findsthe root of a given function.

    -Where F(x) = 0.

    The fastest way to approximate a root.

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    What now???

    We can use the Newton algorithm tosolve the transcendental equation forthe Stefan problem

    We do this in order to find a uniqueroot lambda and therefore a uniquesimilarity solution for each 0, 0, 0L SSt St v

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    Newton Algorithm

    1. Guess x0

    2. Take a Newton Step

    where

    3. Terminate if

    xxxnn

    1

    )(

    )(

    xf

    xfx

    10*

    )(

    TOLx

    TOLxf

    -(Want TOL to be very small soconvergence should be noticed)

    -Stuck. Better guess

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    Approximate the Root for Newton

    For the 2-phase problem there is agood approximation which can be x0 inthe Newton program.

    Approximation of Lambda:

    2

    1 22

    S S

    L

    St St Stv v

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    Glaubers Salt Input Values

    -Tm = 32;

    -CpL = 3.31;

    -CpS = 1.76;

    -kL = .59e-3;-kS = 2.16e-3;

    -rho = 1460;

    -Lat = 251.21;

    -Tinit = 25;

    -Tbdy = 90;

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    Water Input Values

    - Tm = 0;

    - CpL = 4.1868;

    - CpS = .5;- kL = .5664e-3;

    - kS = 2.16e-3;

    - rho = 1;- Lat = 333.4;

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    Glaubers salt Example

    maximum number of iterations to be performed,20tolerance for the residual,1.0e-7Iterations is 1xn = 5.170729e-001fx = -2.740474e-001

    Iterations is 2xn = 5.207715e-001fx = 1.747621e-002

    Iterations is 3xn = 5.207862e-001fx = 6.881053e-005

    Done. Root is x=5.207862e-001, with Fx=1.068988e-009, Iterations is n=4

    LAMBDA=

    5.207861719133929e-001

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    Plot Lambda vs StefanFor small Stefan numbers from 0:5 and M=51

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    Portion of Exact Solution Code function lambda = neumann2p(CpL, CpS, kL, kS, rho, Tm, Lat, Tbdy,Tinit)

    format long e %----------------------Input values--------------------------------------- CpL = input('Enter specific heat: '); CpS = input('Enter specific heat of solid: '); kL = input('Enter thermal conductivity of liquid: '); kS = input('Enter themal conductivity of solid: '); rho = input('Enter density which is constant: '); Tm = input('Enter the melting temperature of substance: '); Lat = input('Enter Latent heat: '); TL = input('Enter temperature at x=0: '); dat2p; %--------------------------Constants to derive----------------------------- alphaL = kL/(rho*CpL); alphaS = kS/ (rho *CpS);

    dT = Tbdy - Tm; dTa = Tm - Tinit; v = sqrt(alphaL./alphaS);

    StS = (CpS*dTa)/ Lat; StL = (CpL*dT)/Lat; %----------------------------Newton----------------------------------- x0 = 0.5 * (-StS/ (v*sqrt(pi)) + sqrt(2*StL + (StS/(v*sqrt(pi)))^2)); lambda = transnewton2p(x0,20,1.0e-7,StS,StL,v);

    function Xt = XofT(lambda,alphaL,t) Xt = 2*lambda*sqrt(alphaL*t); function TofXTL = TofXTL(lambda,alphaL,Tbdy,dT,x,t) TofXTL = Tbdy-dT*(erf(x./(2*sqrt(alphaL*t)))./erf(lambda)); function TofXTS = TofXTS(lambda,alphaS,Tinit,dTa,x,t,v) TofXTS = Tinit +dTa*(erfc(x./(2*sqrt(alphaS*t)))./erfc(lambda*v))

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    Exact Front for Glaubers Salt

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    Exact Front for Water

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    Exact Histories for Salt

    -5,10,15 from top to bottom

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    Exact Histories for Water

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    Exact Profiles for Salt

    -notice sharp turn at the melt temperature

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    Exact Profiles for Water

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    Enthalpy Method for

    Stefan 2-Phase Problem

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    Formulation/ Discretization of

    Stefan 2-Phase Problem

    Discretize Control Mesh

    Discretize Heat Balance

    Discretize Fluxes

    Discretize Boundary Conditions

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    Partition Control Volumes:

    Subdivide the regions into M intervals, orcontrol volumes: with each

    Subregion associate a node .

    Volume of :

    MVVV ,...,, 21

    jx

    MjxAV jj ,...,1, jV

    jV

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    Create the control mesh:

    .

    ,,...,1,)1(

    ,0

    /

    2/1

    2/1

    2/1

    lxMx

    Mjxjx

    x

    Mlxx

    M

    j

    j

    steps)timediscretize(tntn

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    Discretize Heat Balance

    Integrating heat balance eqn over control

    volume and over time interval

    e

    T

    TTcdTTcE

    qE

    ref

    ref

    T

    T

    xt

    ref

    E

    retemperatureferencewhere

    ][)(

    Equation)Balance(Heat0

    jV ],[ nnn ttt

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    Continue

    Dividing out the A and integrating the

    derivatives yields:

    Assuming E is uniform and is small:

    dxdttxqAdtdxtxEAt

    n

    n

    j

    j

    j

    j

    n

    n

    t

    t

    x

    xx

    x

    x

    t

    t

    ),(),(1 2/1

    2/1

    2/1

    2/1

    1

    1

    1

    2/1

    2/1

    )],(),([),( 2/12/1

    n

    n

    n

    n

    j

    j

    t

    t

    jj

    tt

    tt

    x

    x

    dttxqtxqdxtxE

    j

    x

    x

    j xtxEdxtxE

    j

    j

    ),(),(

    2/1

    2/1

    jV

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    Discretize Fluxes

    Fouriers Law:

    Approximate q discretely:

    x

    TkkTq x

    Mjxx

    TT

    kqjj

    jj

    jj ,...,2,1

    1

    2/12/1

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    Discretize Boundary Conditions

    Imposing Temperature from left:

    Impose exact temperature at back face.

    The left boundary flux at x=0:

    The right boundary flux at x=l:

    ,...2,1,0),(00 ntTT nn

    1

    12/1

    2/1

    012/1

    2/1with,

    k

    xR

    R

    TTq

    nnn

    02/1 n

    Mq

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    Liquid Fraction & Mushy

    is Solid

    is liquid

    is mushy

    Liquid Fraction:

    jV0jE

    jVLEj

    jVLEj 0

    L

    Ejj

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    Energy & Temperature Relation

    Solve for T:

    (liquid)T,][(solid)T],[

    mmL

    mmS

    TLTTcTTTcE

    (liquid)E,

    )(interfaceE0,

    (solid)0E,

    Lc

    LET

    LT

    c

    ET

    T

    L

    m

    m

    S

    m

    G

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    Energy vs. Temperature Graph

    with Enthalpy Scheme:

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    Explicit Time Scheme

    Initial Temperature Known:

    Initial Enthalpy

    Set Resistance and Fluxes from InitialTemperature and Enthalpy

    Update Enthalpies at

    Update TemperatureUpdate Liquid Fraction

    MjxTT jinitj ,...,2,1),(0

    MjEj ,...,2,1,0

    1njE 1n

    t

    i i

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    Flux and Resistance Drive Heat

    Flows

    with2/1

    1

    2/1

    j

    n

    j

    n

    jn

    jR

    TTq

    SL k

    x

    k

    xR

    2

    )1(

    2

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    Update Enthalpy at Next Time

    Step(The Discretized Enthalpy)

    Mjqqx

    tEE

    n

    j

    n

    j

    j

    nn

    j

    n

    j ,...,1],[ 2/12/11

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    Update Liquid Fractions/Phases:

    (liquid)if,1

    (mushy)0if,

    (solid)0if,0

    n

    j

    nj

    n

    j

    n

    j

    nj

    EL

    LEL

    E

    E

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    Glaubers Salt Example

    solidfortyconductivi10162

    liquid)fority(conductiv10590

    solid)forheat(specific761

    liquid)forheat(specific313

    heat)(latent21251re)temperatuimposing(90

    re)temperatu(initial25

    erature)(melt temp32

    (density)1460

    3

    3

    3

    CkJ/ms.k

    CkJ/ms.k

    CkJ/kg.c

    CkJ/kg.c

    kJ/kg.LCT

    CT

    CT

    kg/m

    o

    S

    o

    L

    o

    S

    o

    L

    o

    L

    o

    S

    o

    m

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    Matlab Code Subroutines

    Call INPUT: a data file contains all the

    data needed for computing.

    Call MESH: a function sets up controlvolume, the node and the face vectors.

    Call START: a function initialize

    temperature, enthalpy and liquid fractionat each control volume.

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    Continue

    Call FLUX: a function finds the fluxesfor each control volume at current time.

    Call PDE: a function updates temperature,

    enthalpy and liquid fraction at next timestep.

    Call OUTPUT: a function outputs needed

    and computed parameters. Call COMPARE: a function comparesthe exact and numerical solutions.

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    Neumann Exact vs. Numerical

    (Fronts, Histories and

    Profiles) Plots for Varied M

    Values

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    Exact Front vs. Num. Front at M=32

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    Exact Front vs. Num. Front at M=60

    80

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    Exact Front vs. Num. Front at M=80

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    Exact Front vs. Num. Front at M=160

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    Exact Front vs. Num. Front at M=256

    E Hi N Hi M 32

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    Exact Hist vs. Num.Hist at M=32

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    Exact Hist vs. Num. Hist at M=60

    i i

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    Exact Hist vs. Num. Hist at M=80

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    Exact Hist vs. Num. Hist at M=120

    E Hi N Hi M 160

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    Exact Hist vs. Num. Hist at M=160

    E Hi N Hi M 256

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    Exact Hist vs. Num. Hist at M=256

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    Exact Profile vs. Num. Profile at M=32

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    Exact Profile vs. Num. Profile at M=60

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    Exact Profile vs. Num. Profile at M=80

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    Exact Profile vs. Num.Profile at M=120

    fil fil 160

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    Exact Profile vs. Num. Profile at M=160

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    Exact Profile vs. Num. Profile at M=256

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    Summary on Plots

    The numerical solution is getting closer

    to closer to the exact solution as the

    number of nodes M gets bigger and

    bigger.

    The numerical solution profile plots are

    closer to the exact solution plots even forsmaller Ms.

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    Stefan2p Errors (Front,

    History and Profile) vs. M

    Plots at hrst 50max

    Melt Front Error vs M

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    Melt Front Error vs. M

    Melt Front Error vs M

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    Melt Front Error vs. M

    T Hi t E M

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    Tem-History Error vs. M

    T P fil E M

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    Tem-Profile Error vs. M

    Tem Profile Error vs M

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    Tem-Profile Error vs. M

    S h Pl

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    Summary on the Plots

    As the number of nodes M increases, the

    errors for Stefan2p Front, History and

    Profile plots appear decreasing trends.

    These decreasing trends are even more so

    for M equals binary numbers, i.e., 32, 64,

    128, 256 and etc.

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    Mushy2p:

    An Alternative to theEnthalpy Scheme

    Sherry Linn

    E T h i h h l h

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    E vs. T graph with enthalpy scheme

    Wh h ?

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    Why a new scheme?

    Enthalpy schemes energy vs.

    temperature curve not differentiable at

    T = Tm!

    Want a scheme based on a piecewise

    differentiable energy vs. temperaturecurve.

    To achieve piecewise

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    p

    differentiability

    Impose a mushy zone of predetermined

    length :

    m

    mm

    m

    TTLiquidTTTMushy

    TTSolid

    ::

    :

    E vs. T graph with enthalpy scheme (solid) and

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    E vs. T graph with enthalpy scheme (solid) and

    mushy scheme (dashed)

    I t d i h 2

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    Introducing mushy2p

    Explicit scheme

    Independent from Stefan2p

    Differs from Stefan 2p (PDE function)Imposed mushy zone affects

    - Temperature

    - Liquid fraction

    T t

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    Temperature

    (solid)if

    (mushy)0.0if

    (liquid)0.0if

    LEc

    LE

    T

    LEL

    ET

    Ec

    ET

    T

    n

    jLp

    n

    j

    m

    n

    j

    n

    jm

    n

    jS

    p

    n

    j

    m

    n

    j

    D i i T t t M h Ph

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    Deriving Temperature at Mushy Phase

    Two points: (Tm,0),

    (Tm+epsilon,rho*L)

    Obtain equation ofline E in terms of T

    Solve for T in terms

    of E

    Li id F ti i T f

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    Liquid Fraction in Terms of

    (liquid)if,1

    (mushy)if,

    (solid)if,0

    n

    jm

    m

    n

    jm

    m

    n

    j

    m

    n

    j

    n

    j

    TT

    TTTTT

    TT

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    Temp History Error vs. Epsilon at

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    p y p

    x = .49 m, M = 64

    Temp Profile Error vs. Epsilon at

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    p p

    t = 50hrs, M = 64

    Melt Front Error vs. Epsilon at

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    p

    M = 128

    Temp History Error vs. Epsilon at

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    p y p

    x = .49 m, M = 128

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    Mushy vs. Enthalpy

    How good is the mushy scheme?

    Which is better, mushy or Stefan?

    Recap: Glaubers salt

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    solidfortyconductivi10162

    liquid)fority(conductiv10590solid)forheat(specific761

    liquid)forheat(specific313

    heat)(latent21251

    re)temperatuimposing(90

    re)temperatu(initial25

    erature)(melt temp32

    (density)1460

    3

    3

    3

    CkJ/ms.k

    CkJ/ms.kCkJ/kg.c

    CkJ/kg.c

    kJ/kg.L

    CT

    CT

    CT

    kg/m

    o

    S

    o

    L

    o

    S

    o

    L

    o

    L

    o

    S

    o

    m

    Recap: Glauber s salt

    Recap: Comparing Exact to

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    p p gNumeric Solution

    Requirements/Precautions: Input data for the explicitly solvable case

    Impose exact temperature at back face

    Error Analysis: L

    -norm: err = max{ |Fapprox Fexact| }

    Compare solution via three things:

    1.Melt front X(t)2.Temperature T(x,t) history at fixed x

    3.Temperature T(x,t) profile at fixed t

    How good is mushy2p?

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    How good is mushy2p?

    1. Melt front X(t) location

    2. Temperature T(x,t) history at fixed x

    3. Temperature T(x,t) profile at fixed t

    Melt Front X(t)M 32 1/32 03125 t 50 h

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    M = 32, = 1/32 = .03125 = x, tmax = 50 hrs.

    Max error 9.24 mm

    Melt Front X(t), M = 128,

    1/128 0078125 t 50 h

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    = 1/128 = .0078125 = x, tmax = 50 hrs.

    Max error 1.66 mm

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    How good is mushy2p?

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    How good is mushy2p?

    1. Melt front X(t) location

    2. Temperature T(x,t) history at fixed x

    3. Temperature T(x,t) profile at fixed t

    T(x,t) history at x 0.484 m

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    M = 32, = 1/32 = .03125 = x, tmax = 50 hrs.

    Max error 7.5510-2C

    T(x,t) history at x 0.496 m, M = 128,

    1/128 0078125 x tmax 50 hrs

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    = 1/128 = .0078125 = x, tmax = 50 hrs.

    Max error 1.9110-2C

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    How good is mushy2p?

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    How good is mushy2p?

    1. Melt front X(t) location

    2. Temperature T(x,t) history at fixed x

    3. Temperature T(x,t) profile at fixed t

    T(x,t) profile at t= tmax = 50 hrsM 32 1/32 03125 x

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    M = 32, = 1/32 = .03125 = x

    Max error 1.39C

    T(x,t) profile at t= tmax = 50 hrsM = 128 = 1/32 = 03125 = x

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    M = 128, = 1/32 = .03125 = x

    Max error 0.639C

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    Max errors for numeric schemes at various numbers of

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    nodes: Temperature T(x,t) profile at t = 50 hrs.

    M stefan2p Mushy2p ( = 1/M)

    32 1.39721734740785 1.39111290103978

    40 0.65724954768591 0.65923220965860

    60 0.29444363002193 0.29550235005397

    64 0.83534465188910 0.8296304512953580 0.14473018624196 0.14560810548880

    120 0.22392243999277 0.22044558071511

    128 0.64645276473467 0.63885783836963

    160 0.40088509319875 0.39523873217349

    240 0.19702938327533 0.19715111147884

    256 0.12053866446253 0.11876976279872

    Max errors for numeric schemes at various numbers of

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    nodes: Temperature T(x,t) profile at t = 50 hrs.

    M stefan2p Mushy2p ( = 1/M)

    32 1.39721734740785 1.39111290103978

    40 0.65724954768591 0.65923220965860

    60 0.29444363002193 0.29550235005397

    64 0.83534465188910 0.8296304512953580 0.14473018624196 0.14560810548880

    120 0.22392243999277 0.22044558071511

    128 0.64645276473467 0.63885783836963

    160 0.40088509319875 0.39523873217349

    240 0.19702938327533 0.19715111147884

    256 0.12053866446253 0.11876976279872

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    So which is better?

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    So which is better?

    Stefan2p Represents physical

    reality

    Jump in heat flux

    Small error, dependingon number of nodes

    Mushy2p Artificially-imposed

    mushy zone

    Energy E(T) is

    continuous

    Smaller error,depending on (withsame nodes)

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    Is mushy2p a better scheme?

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    Is mushy2p a better scheme?

    Is it more efficient? Whats the optimal ?

    Is the error different enough to be

    significant?

    Can we justify using a scheme that doesnt

    seem to reflect reality?