Numerical Solution of Integral Equations in

Solidication and Melting with Spherical

Symmetry
V. S. Ajaev
1
and J. Tausch
2
1
Southern Methodist University ajaev@smu.edu
2
Southern Methodist University tausch@smu.edu
1 Introduction
Mathematical modeling of and is important for many technological applica-
tions [1]. Numerical studies of moving interfaces between phases employ both
nite dierence [2] and nite element [3] approaches. However, these standard
approaches have to address the dicult issue of maintaining the accuracy of
the method in situations when the domain shape is changing: this requires
dealing with complicated deforming meshes or some interface tracking algo-
rithms for situations when the mesh is xed. To avoid these diculties, alter-
native methods have been proposed. Phase eld methods treat interfaces as
regions of rapid change in an auxiliary order parameter, or phase eld [4]. The
phase eld takes two dierent constant values in the two phases away from the
interface. Evolution of the phase eld in time is followed in the simulation, as
opposed to the evolution of a free boundary. Another related approach used
to avoid direct tracking of the interface is the level-set method [5]. It involves
solving an equation for a level-set function; the information about the is then
recovered by following a zero contour of this function.
Integral equation methods have been used in several studies of solidi-
cation and melting [6, 7]. However, they are is rarely applied to practical
simulations, in part because in many situations competing approaches, e.g.
phase eld methods, turn out to be more ecient. In recent years, substantial
progress has been made in the development of fast boundary integral methods
for the heat equation [8, 9]. Application of such methods to problems in melt-
ing and solidication allows one to develop a new class of ecient, accurate,
and robust methods for numerical simulations of evolving solid-liquid inter-
faces. The goal of the present article is to discuss some numerical issues in
the development of fast methods for simulations of solidication and melting
in three-dimensional congurations. Computational examples in the present
work are limited to cases with spherical symmetry, but the approach can be
extended to a variety of more complicated situations.
2 V. S. Ajaev and J. Tausch
2 Model formulation
Let us rst formulate a general physical problem of interest for many appli-
cations of solidication. Consider a region of solid phase surrounded by
the undercooled liquid, i.e. liquid at the temperature T

below the melting

temperature, T
M
. The interface between the two phases is moving due to the
fact that the two heat uxes at the solid and liquid sides of the interfacial
region do not balance each other. We account for unsteady heat conduction
in both phases, but neglect the ow in the liquid in the present model.
It is convenient to dene nondimensional temperatures according to
u
l
=
T
l
T

T
M
T

, u
s
=
T
s
T

T
M
T

,
where T
l
and T
s
are the dimensional temperatures in the liquid and solid
phases, respectively. We assume that the temperature at the solid-liquid in-
terface is equal to the melting temperature, which in nondimensional terms
implies that
u
s
= u
l
= 1 on (1)
The scaled equations for unsteady heat conduction in the two phases can be
then written in the form

t
u
i
=
i
u
i
, i = s, l (2)
Here the nondimensional coecients
i
are dened in terms of the thermal
diusivities

i
of the two phases according to

i
=

i
t
ch
/R
2
where R is the length scale (e.g., the initial size of the domain of the solid
phase), t
ch
is the characteristic time scale. A convenient choice of an expression
for t
ch
is based on the energy balance at the interface, that can be written in
the form
LR
t
ch
V
n
=
T
M
T

R
_
k
s
u
s
n
k
l
u
l
n
_
(3)
where V
n
is the scaled normal velocity of the interface, is the liquid density,
L is the latent heat per unit mass, and k
i
are the thermal conductivities of the
two phases. Clearly, choosing t
ch
= LR
2
/k
l
(T
M
T

) reduces the equation

to the form
V
n
= k
u
s
n

u
l
n
, (4)
where k is the ratio of the thermal conductivities. To complete the formulation,
we note that the nondimensional temperature approaches zero as the distance
from the solidied part of the material approaches innity.
For the case of melting, the scales, governing equations, and the boundary
conditions at the interface remain the same, but the interior of the nite
domain is now the liquid phase, and the exterior is solid. In addition, heat
sources may need to be introduced inside to model localized heating, as
discussed in more detail in Section 6.
Integral Equations in Melting and Solidication 3
3 Integral equations
Depending on whether we consider the melting problem or the solidication
problem, the liquid phase is either inside or outside the interface. In the fol-
lowing, subscripts i and e will denote a quantity in the interior and exterior
phase, and subscripts l and s to the same quantity in the liquid and solid
phase.
By Greens formula, the system of equations in the previous section can be
recast in the boundary integral form, resulting in the system of two integral
equations,
1
2
=
e
K
e
[1]
e
V
e
_
u
e
n
+
1

e
V
n
_
+A
e
+F
e
(5)
1
2
=
i
K
l
[1] +
i
V
i
_
u
i
n
+
1

i
V
n
_
+A
i
+F
i
(6)
where V
a
is the single and K
a
is the double layer heat potential in phase
a {i, e}, A
a
and F
a
represent contributions from nonhomogeneous initial
conditions and source terms.
The are dened by
V
a
[f] =
_
t
0
_
S
G
a
(x y, t )f(y, )dS
y
d,
K
a
[f] =
_
t
0
_
S

n
G
a
(x y, t )f(y, )dS
y
d,
A
a
=
_
Ba

n
G
a
(x y, t)u
0
(y)d
3
y
where a {i, e}, S is the solid-liquid interface, B
i
is the domain inside, B
e
is the domain outside the initial interphase, u
0
is the initial nondimensional
temperature and G
a
denotes the standard free-space Greens function
G
a
(z, ) =
1
(4
i
)
3
2
exp
_

|z|
2
4
i

_
, a e, i
for the three dimensional unsteady heat equation in each phase. Our focus
is on the case were the interface at time t is a sphere of radius r(t) and the
density is independent of the spatial variable. Simple itegration shows that
the heat potentials reduce to
V
a
[f] =
_
t
0
1

t
K
v
a
(t, )f() d, (7)
K
a
[f] =
_
t
0
1

t
K
d
a
(t, )f() d, (8)
where the kernels K
v
a
and K
d
a
are dened by
4 V. S. Ajaev and J. Tausch
K
v
a
(t, ) =
1

4
a
_
exp
_

(r R)
2
4
a
d
_
exp
_

(r +R)
2
4
a
d
__
R
r
K
d
a
(t, ) =
1

4
a
_
exp
_

(r R)
2
4
a
d
__
1 +
R(r R)
2d
_
+
exp
_

(r +R)
2
4
a
d
__
1 +
R(r +R)
2d
__
1
r
where r = r(t), R = r() and d = t . If the radius is positive and a smooth
function of t both kernels are smooth functions as well. The normal velocity
is the time derivative of the radius
r

(t) = V
n
(9)
therefore the problem at hand is to nd the functions
ui
n
(t),
ue
n
(t) and r(t)
that satisfy equations (5), (6) and (3). These three equation constitute a non-
linear initial value problem for the unknown radius. To make this relationship
more obvious, we dene the functions
w
a
=
u
a
n
+
1

a
V
n
, a {i, e}.
From (5) and (6) it follows that
V
e
w
e
=
1
2
e
+K
e
[1] +
1

e
A
e
, (10)
V
i
w
i
=
1
2
i
K
i
[1]
1

i
A
i
. (11)
For a given radius r(), 0 t, (10) and (11) are Volterra integral equations
of the rst kind with unknowns w
e
and w
i
. The derivative r

(t) can be obtained

from (9) and (3)
r

(t) = F(r(t)) :=
_
1
k

l
+
1

s
_
1
_
k

l
w
l

s
w
s
_
(12)
In this initial value problem, the function F depends on the complete time
history of r.
4 Discretization Method
To integrate the initial value problem we use the explicit Euler method. The
right hand side in (12) involves two integral equations which are discretized
with the . We briey discuss the for the heat potentials. Because of the sin-
gularity for t = the convergence rate of standard quadrature rules will be
of low order. To overcome this problem, we subtract the singularity
Integral Equations in Melting and Solidication 5
_
t
0
1

t
K(t, )f() d =
_
t
0
1

t
_
K(t, )f() K(t, t))f(t)
_
d + 2

tK(t, t))f(t).
Here K is one of the kernels in (7) or (8). The singularity has been reduced to
O
_
(t )
1
2
_
, and therefore the error of composite trapezoidal rule is O(h
3
2
),
where h is the stepsize. After some simplications we obtain the rule
_
t
0
1

t
K(t, )f() d
i1

j=0
w
j

t
i
t
j
K(t
i
, t
j
)f(t
j
) + m
i
K(t
i
, t
i
)f(t
i
)
where t
j
= jh, w
0
= w
i
= h/2, w
j
= h and
m
i
= 2

t
i

i1

j=0
w
j

t
i
t
j
.
Replacing the integrals in (10) and (11) by the above quadrature rule results in
a recurrence formula for the unknowns. Specically, the i-th timestep involves
the approximations w
s
j
, w
l
j
, r
j
for 0 j i. Solving the resulting equations for
w
s
i
, w
l
i
denes the discrete right hand side F
h
(r
i
, r
i1
, . . . , r
0
) of (12). Solving
the discretized initial value problem with the explicit Euler method gives
r
i+1
= r
i
+hF
h
(r
i
, r
i1
, . . . , r
0
) .
To solve this equation, Newtons method is employed.
5 Solidication problem
We start with the clasical problem of a spherical nucleus of a solid phase
growing into the undercooled liquid [1]. The initial temperature distribution
is given by
u
0
(r

) =
_
1 r

r(0)
0 r

> r(0)
We note that the nucleus can become unstable when it is suciently large,
but investigation of such instability is beyond the scope of the present work.
In the simulations here and below we use the values of the nondimensional
parameters
s
= 65.31,
l
= 40.82, and k = 1.47, calculated based on the
material properties of copper.
To test the validity of our approach we compute the solution of the so-
lidication problem where the evolution of the radius as a function of time
6 V. S. Ajaev and J. Tausch
is known analytically. The solution (sometimes referred to as a ) is based on
the assumption of self-similarity, i.e. u
l
being a function of r/t
1/2
. Then the
radius of the growing sphere is given by
r(t) = S

t
where S is a constant which depends on
l
and is found from

l
SF(S) = 2F

(S) (13)
and
F(S) =
1
S
e
S
2
/4

2
erfc
_
S
2
_
.
Because the velocity is singular for t = 0 we initialize the radius with a
small positive value r(0) and solve the initial value problem with a certain
stepsize t. To improve the approximation we then halve the initial radius
and the stepsize several times. Table 1 displays the discretization values, the
computed radius for t = 1 and the error |r(1) S|. We observe that the
errors are consistent witht-convergence. Furthermore, the the initial radius
has little inuence on the long term solution. Figure 1 displays the normalized
radii r(t)/

t. We also veried that the radius at t = 1 is in good agreement

with the value S obtained by solving equation (13) in Matlab.
Fig. 1. Normalized radius of the interface as a function of time for the solidication
problem. The discretization parameters of the curves are those of Table 1
# time steps r(0) r(1) error
600 0.2 1.5758716 0.003732
1200 0.1 1.5739710 0.001830
2400 0.05 1.5731524 0.001012
4800 0.025 1.5727139 0.000574
Table 1. Discretization parameters and radius data for the solidifying sphere.
6 Laser-induced melting
We consider a laser focused on the surface of an initially solid metal that
occupies the lower half space (modeling a situation when size of the sample
is large compared to other relevant length scales in the problem). Melting of
Integral Equations in Melting and Solidication 7
the solid material is a result of localized laser-induced heating. A simplied
treatment of this physical eect involves prescribing the normal derivative of
the temperature on the metal-air interface in the form of a delta-function. By
reectional symmetry, the problem can be cast in form (5,6), where F
e
= 0
and
F
i
=
Q
4
l
r
_
1 erf
_
r

4
l
t
__
,
and Q measures the intensity of the laser. To obtain the initial condition we
solve the heat equation in the solid phase without melting for some short
interval t [T
0
, 0]. This problem has a closed form solution. The initial
radius r(0) is the radius of the sphere with temperature above the melting
temperature.
Figure 2 shows radius as function of time for several initial radii. The plot
shows that the long-time propagation of the interface is insensitive to the
initial radius.
Fig. 2. Radius of the interface as a function of time for the melting problem. The
initial radius is r = 0.2 (top curve) r = 0.1,r = 0.05 and r = 0.025 (bottom curve).
The lowest three curves overlap.
The time step has been varied over a wide range, resulting in dierent
curves shown in Fig. 3.
Fig. 3. Radius of the interface as a function of time for the melting problem. The
initial radius is 0.025, the curves are for the 600 timesteps (bottom) to 6400 timesteps
(top).
7 Conclusions
We have derived an integral formulation for melting and solidication prob-
lems. Because of spherical symmetry the heat potentials appear as weakly
singular Volterra integral operators, which are discretized by a singularity
corrected quadrature rule. The resulting initial value problem was solved ef-
fectively using the Euler scheme. The computation times even for the nest
meshes are in order of only a few seconds. Numerical examples used to illus-
trate the approach include growth of a solid nucleus in the undercooled melt
and laser-induced melting of a solid material.
8 V. S. Ajaev and J. Tausch
The methodology can be exteded for interfaces with arbitrary shapes. In
this case surface integrals appear in addition to time convolutions, which dra-
matically increases the complexity of the heat potential approach. To speed up
computations, we will incorporate our recently developed fast heat equation
solver [9]. Results will be reported elswhere.
References
1. S.H.Davis, Theory of solidication, Cambridge Univ. Press, Cambridge 2001
2. D. Juric, G.Tryggvason, A front-tracking method for dendritic solidication, J.
Comp. Phys. 123 (1996) 127-148
3. J. Fukai, T. Ozaki, H.Asami, O.Miyatake, Numerical simulation of liquid droplet
solidicaion on substrates, J. Chem. Eng. Japan 33 (2000) 630-637
4. D.M.Anderson, G.B.McFadden, and A.A.Wheeler, Diuse-interface methods in
uid mechanics Annu. Rev. Fluid Mech. 30 (1998) 139-165
5. S.Osher and R.Fedkiw, Level set methods: an overview and some recent results
J. Comp. Phys. 169 (2001) 463-502
6. L.C.Wrobel, A boundary element solution to Stefans problem, in Boundary
Elements V Springer-Verlag, Berlin (1983) 173
7. K. Brattkus, D. Meiron, Numerical simulations of unsteady crystal growth,
SIAM J. Appl. Math. 52 (1992) 1303-1320
8. L. Greengard and P. Lin, Spectral approximation of the free-space heat kernel,
Appl. Comput. Harmonic Anal. 9 (1999) 83-97
9. J. Tausch, A fast method for solving the heat equation by layer potentials, J.
Comp. Phys, to appear.