PHD Thesis Po Hank Am

BRNO UNIVERSITY OF TECHNOLOGY
FACULTY OF MECHANICAL ENGINEERING

HEAT TRANSFER AND FLUID FLOW LABORATORY
Ph.D. THESIS
(Disertan prce)
Study Branch
DESIGN AND PROCESS ENGINEERING
Topic:
Technical Experiment Based Inverse Tasks in Mechanics

(Inverzn lohy mechaniky s vazbou na technick experiment)
Author: Ing. Michal Pohanka

Supervisor: Doc. Ing. Miroslav Raudensk, CSc.
2006
Acknowledgments
All who know Miroslav Raudensk acknowledge his unique contribution. The topics which are
presented in this work could have hardly been conceived without his initial insight. I have been
fortunate to have the continuing encouragement of Jaroslav Horsk, Keith A. Woodbury, and Miloslav
Druckmller. I would also like to acknowledge the contribution of colleagues Petr Kotrbek,
Jonathan Woolley, and Antonn Dobk. Special thanks are due to my wife, my son, and my mother for
their great support.
ABSTRACT
In this work, complex inverse heat conduction problems are studied. Thermal numerical
models for design and control purposes in metallurgical industry require a precise description
of heat transfer phenomena. Comprehensive quantitative information on the heat transfer
phenomena is not available for cooling of hot moving surfaces. In this work, attention is
focused on the search for boundary conditions describing the heat transfer in engineering
applications of spray cooling of metal surfaces and cooling of molds during casting. First,
a finite difference method is extended to cover phase changes and temperature dependent
material properties. Behavior of the iteration process during numerical solution of heat
transfer partial differential equations is investigated and a stopping criterion based on the
geometric convergence of the computed results is proposed. Methods for discretization error
estimation are presented and tested for the simplification of the object, its boundary
conditions, and the time domain when the numerical approach is applied. These methods are
then used for discretization optimization. For solution of inverse tasks, such as determination
of boundary conditions, temperature dependent thermal material properties, and model
calibration, combined optimization methods or methods of artificial intelligence are used to
achieve a higher accuracy of results and to speed up the computational process. Finally,
a method for correction of measured pressure distribution of a spraying water nozzle is
presented to allow comparison of cooling intensity and real pressure distribution.
ii
Contents
CONTENTS
1 INTRODUCTION........................................................................................................1
2 PROBLEM FORMULATION AND GOALS.........................................................................3
3 PRESENT STATE OF KNOWLEDGE OVERVIEW............................................................6
3.1 Fundamentals of Heat Transfer Phenomena.....................................................................6
3.1.1 Heat Transfer............................................................................................................6
3.1.2 Boundary and Initial Conditions...............................................................................7
3.2 Analytical Solution of Heat Equation...............................................................................8
3.2.1 The Semi-Infinite Solid............................................................................................9
Constant boundary conditions......................................................................................................9
3.2.2 The Plane with Convection.....................................................................................10

3.3 Numerical Methods for Solution of Heat Transfer Partial Differential Equations.........10
3.3.1 Diffusive Initial Value Problems.............................................................................11
3.3.2 Diffusion Equation in Multi-dimensions................................................................13
3.3.3 Finite Difference Method (FDM)...........................................................................14
3.3.4 Finite Volume Method (FVM)................................................................................14
3.3.5 Finite Element Method (FEM)...............................................................................15
3.3.6 FDM, FVM, and FEM Similarity...........................................................................17
3.3.7 Finite-Volume-Unstructed-Mesh (FV-UM)............................................................18
Cell-centered triangular method................................................................................................18
Vertex-centered quadrilateral and triangular method in local coordinates.............................20
Comparison of RMS error for various approaches....................................................................21
3.3.8 Boundary Element Method (BEM).........................................................................22

3.3.9 Transmission Line Matrix (TLM)...........................................................................22
3.3.10 Phase Change Implementation..............................................................................24
Apparent heat capacity...............................................................................................................26
Total enthalpy.............................................................................................................................26
A general form of phase change implementation.......................................................................27
3.3.11 Solution of Linear Algebraic Equations................................................................27

3.3.12 Non-linear Set of Equations..................................................................................28
Under-relaxation........................................................................................................................29
3.4 Inverse Heat Conduction Problem..................................................................................30
iii
Contents
3.4.1 IHCP by Beck.........................................................................................................31

IHCP in multi-dimensions by Beck............................................................................................32
3.4.2 Comparison of Inverse Heat Conduction Methods by Raynaud.............................33

Test cases....................................................................................................................................36
Comparison................................................................................................................................36
3.4.3 Application of Becks Algorithm............................................................................37

Numerical simulation of casting of aluminum............................................................................37
Investigation of transient heat transfer coefficient in quenching experiments...........................39
A modified sequential approach.................................................................................................40
A two- dimensional IHCP...........................................................................................................41
3.4.4 Application of BEM in IHCP.................................................................................43

3.4.5 Gaussian Least Square Differential Correction scheme.........................................44
3.4.6 Conjugate Gradient Method in IHCP.....................................................................45
3.4.7 Methods Based on Artificial Intelligence...............................................................46
Artificial neural network............................................................................................................46
Genetic algorithm.......................................................................................................................49
3.5 Data Filtration.................................................................................................................49

3.5.1 Filtration in Time Domain......................................................................................50
3.5.2 Filtration in Frequency Domain..............................................................................50
Filtration of measured data........................................................................................................52
3.5.3 B-Splines................................................................................................................52
4 PROBLEM SOLUTION..............................................................................................54
4.1 Numerical Heat Conduction Derivation of Discretization Equations.........................55
4.1.1 Cartesian Coordinates One-dimensional Heat Conduction.................................56
Temperature dependent heat conductivity..................................................................................57
Temperature dependent mass density and specific heat ............................................................58
Source- term linearization...........................................................................................................61
Set of equations for all internal grid points in the general form................................................61
4.1.2 Cylindrical Coordinates One-dimensional Heat Conduction..............................62

Equations for internal grid points in the general form for 1D cylindrical coordinates.............64
4.1.3 Treatment of Boundary Conditions.........................................................................64

Surface temperature....................................................................................................................65
Surface heat flux.........................................................................................................................65
Convection..................................................................................................................................66
Radiation....................................................................................................................................66
iv
Contents
4.2 Solution of Discretization Equations..............................................................................67

4.2.1 Error Estimation of Iteration Algorithm.................................................................70
4.3 Discretization Error Estimation......................................................................................71
4.3.1 Boundary Conditions..............................................................................................72
4.3.2 Mesh Discretization Error.......................................................................................73
4.3.3 Time Discretization Error.......................................................................................75
4.4 Optimization of Discretization.......................................................................................77
4.4.1 Refinement of Boundary Conditions in Time Domain...........................................77
4.4.2 Mesh Optimization.................................................................................................78
4.4.3 Time Step Refinement............................................................................................79
4.5 Multi-level Filtration of Measured Data.........................................................................79
4.6 Solutions of IHCP..........................................................................................................82
4.6.1 Computation of Boundary Conditions....................................................................83
Usage of optimization method....................................................................................................84
Usage of feed- forward neural network......................................................................................87
4.6.2 Computation of 2D Boundary Condition...............................................................89

4.6.3 Determination of Temperature Dependent Material Properties..............................91
4.6.4 Sensor Calibration..................................................................................................94
4.7 Data Focusing.................................................................................................................97
5 SOLUTION PRESENTATION AND ANALYSIS................................................................101

5.1 Direct Solutions of Heat Conduction...........................................................................101
5.1.1 Test of Iteration Algorithm of Non-linear Heat Conduction Problem..................101
Two- dimensional model with annular copper..........................................................................102
5.1.2 Implementation of Phase Change and Heat Generation.......................................103

Two- dimensional model of a heater unit..................................................................................103
5.1.3 Verification of Discretization Error Estimation....................................................105

Boundary Conditions and Time Discretization Error...............................................................105
Mesh Discretization Error........................................................................................................109
5.2 Filtration of Real Measured Data..................................................................................111

5.3 Inverse Heat Conduction Problems..............................................................................114
5.3.1 Boundary Conditions Computation......................................................................114
Beck's approach using filtered data..........................................................................................114
Modified downhill simplex optimization method......................................................................118
Feed- forward neural network...................................................................................................119
Contents
5.3.2 Calibration of Computational Model of Measuring Sensor.................................120

5.3.3 Comparison of Two-dimensional Boundary Conditions Computations using
An Optimization Method and Sequential Becks Approach.....................................123
5.3.4 Usage of Optimization Method for Determination of Temperature Dependent
Material Properties....................................................................................................126
5.4 Pressure Impact 2D Field Correction........................................................................128
6 PREVIEW OF NEXT RESEARCH...............................................................................133

7 CONCLUSION......................................................................................................134
8 LITERATURE.......................................................................................................136
9 AUTHORS REFERENCES.......................................................................................141
10 APPENDIX A CONDUCTION AND HEAT DIFFUSION EQUATION....................................I
10.1 Rate equation...................................................................................................................I
10.2 Heat Diffusion Equation................................................................................................II
11 APPENDIX B CONVECTION..................................................................................V
12 APPENDIX C RADIATION...................................................................................VI
13 APPENDIX D SOLUTION OF LINEAR ALGEBRAIC EQUATIONS................................VIII
13.1 Gauss-Jordan elimination..........................................................................................VIII
13.2 LU decomposition......................................................................................................VIII
13.3 Tridiagonal systems of equations.................................................................................IX
13.4 Band diagonal systems of equations..............................................................................X
13.5 Iterative improvement of a solution of linear equations...............................................XI
13.6 Conjugate gradient method..........................................................................................XI
14 APPENDIX E COMPARISON OF FDM, FVM, AND FEM....................................XIII

14.1 Constant Heat Flux....................................................................................................XIV
14.2 Constant Heat Transfer Coefficient...........................................................................XVI
14.3 Time-dependent Heat Flux........................................................................................XIX
15 APPENDIX F MULTIDIMENSIONAL HEAT CONDUCTION.......................................XXII

15.1 2D Heat Conduction.................................................................................................XXII
15.1.1 Cartesian Coordinates.......................................................................................XXII
15.1.2 Cylindrical Coordinates...................................................................................XXIII
15.2 3D Heat Conduction................................................................................................XXV
vi
Contents
15.2.1 Cartesian Coordinates......................................................................................XXV

15.2.2 Cylindrical Coordinates..................................................................................XXVI
16 APPENDIX G PHOTO DOCUMENTATION..........................................................XXIX

16.1 Linear Test Bench...................................................................................................XXIX
16.1.1 Sensor Calibration............................................................................................XXX
16.2 Mold Casting..........................................................................................................XXXI
16.2.1 Alloy Casting Experiment...............................................................................XXXI
16.2.2 Experiment for Determination of Mold Material Properties.........................XXXII
16.3 Pressure Impact Measurement.............................................................................XXXIII
17 SUMMARY...........................................................................................................A
18 RESMEE............................................................................................................B
19 RESUM..............................................................................................................C
vii
Nomenclature
NOMENCLATURE
A............area, m2
h.............convection heat transfer coefficient,

W/m2.K
A............matrix of coefficients
a.............coefficients in matrix A
i, j..........unit vectors
Bi...........Biot number
k.............thermal conductivity, W/m.K
b.............column vector of quantities, bias
L............characteristic length, m; latent heat,
vectors of the feed-forward neural
J/kg
L............lower triangular matrix
network
C............capacity, F
M...........measured data in frequency domain
c.............thermal capacity, J/kg.K
m............measured data
cA...........apparent thermal capacity, J/m3.K
N............shape function
cp............thermal capacity at constant pressure, n.............number of elements

n............normal vector
J/kg.K
cvol..........volume-averaged apparent thermal
capacity, J/m3.K
P............filter function in frequency domain

p.............filter function
E............thermal internal energy, J; Emissive Q............generalized heat source

power, W/m2
q............heat transfer rate, W

q............rate
of energy generation per unit
g...........rate of energy generation, W

in..........rate of energy transfer into a control
volume, heat source, W/m3

q a, q b.....coefficients of linearized heat source,
volume, W
out.........rate of energy transfer out of control
volume, W
W/m3, W/m3.K
q.............heat flux, W/m2
st...........rate of increase in energy stored
R............resistance,
r, , z.....cylindrical coordinates, m, rad
within a control volume, W

f.............frequency, s-1, m-1
r, , ....spherical coordinates, m, rad
f.............N-dimensional function
RMS.......root-mean-square error
G............irradiation, W/m
s.............phase velocity, m/s
g.............volume fraction, 0..1

H............total volumetric enthalpy, J/m
SSE........sum square error

3
H..........difference between solid and liquid

enthalpy, J/m3
T............temperature, K
T *..........measured temperature, K
T............average temperature, K
viii
Nomenclature
temperature, K
T............filtered
d.............solid phase
T ............initial guess of temperature, K
f.............future time step index
t.............time, s
i.............general index
U............upper triangular matrix
J, K, P....boundary indexes along x-axis,
u, v.........local co-ordinates
V............volume, m3
W...........weight matrixes of the feed-forward
neural network
y-axis, and z-axis, respectively

j, k, p......node indexes along x-axis, y-axis,
and z-axis, respectively
L............left side
w............weighting function
l.............liquid phase
x, y, z......rectangular coordinates, m
R............right side
x.............vector of unknowns
r.............row index
Z............impedance,
rad.........radiation
............thermal diffusivity, m2/s
s.............surface condition
, , .....substitution parameters
sur.........surroundings
.............emissivity, 0..1
w............temperature interval index
............safety coefficient
x.............local conditions on a surface
............position, m
............free stream conditions
............general boundary condition
Superscripts
............azimuthal angle, rad
m............time index
............unknown variable
i.............iteration index
............variation of a function within a cell
............mass density, kg/m3

............Stefan-Boltzmann constant,
5.6710-8 W/m2.K4
............under-relaxation factor, 0..1
............estimated error
............zenith angle, rad

............sensitivity coefficient
Subscripts
b.............blackbody
c.............column index
ix
Introduction
1 INTRODUCTION
Efficient, accurate and stable numerical methods for solving fluid flow problems, heat
and mass transfer processes, chemical reactions, and turbulent phenomena are of great
importance in many industrial applications. It is nowadays generally recognized that computer
analysis of complex problems may provide a cost-effective, quick and sufficiently reliable
method in many cases. Sometimes, the computational methods may also be an alternative or
a complement to experimental investigations. Despite the tremendous developments and
achievements in methodologies, computer capacity and range of applications during last few
decades, still research on many topics is needed.
Many industries and companies worldwide use commercially available so-called
CFD-codes (CFD = Computational Fluid Dynamics) for simulation of flow and heat transfer
topics in heat exchangers, for enhancement of heat transfer, turbulent combustion in gas
turbines and combustion engines, electronics cooling and gas turbine blade, etc. Among these
codes are: ANSYS, FLUENT, CFX, STAR-CD, PHONECIS, CFD2000, FIDAP, ADINA and
others. However, to successfully apply such codes and to interpret the computed results, it is
necessary to understand the fundamental methods of such computations.
Although computation of heat transfer has reached a certain level and it can be
significantly helpful in many engineering and industrial applications, still comprehensive
research is needed in, e.g., heat transfer, handling of complex geometries, modeling of
two-phase convective flow and turbulence modeling. In this work, attention is focused on the
search for boundary conditions describing the heat transfer in engineering applications of
spray cooling of metal surfaces (up to 1200 oC). The cooling in casting, descaling, cooling of
products in hot rolling, and cooling of rolls in rolling technology are the typical industrial
applications. Thermal numerical models for design and control purposes in metallurgical
industry require a precise description of heat transfer phenomena. Comprehensive quantitative
information regarding the heat transfer phenomena is not available for quenching of hot
moving surfaces.
An almost all-engineering analysis is based on a model that has nice smooth
mathematical properties. On the other hand, any measured data has some noise. Combining
measurement with an inverse analysis often results in an ill-conditioned problem.
Introduction
Mathematically, such problems are ill-posed and have to be overcome by developing new
numerical methods, introduction of new objective functionals into the optimal control
algorithm, new regularization techniques, new experimental procedures, etc.
The inverse problem is one type of an ill-conditioned or ill-posed problem. In a typical
direct problem, one is given a model, the initial conditions of the state variables, and the
forcing terms, and is asked to produce a solution. Solving the direct problem, an error in input
data is usually suppressed. In the general inverse problem, one is given a model and
measurements of some state variables, and is asked to estimate the initial conditions, the
forcing terms, and the rest of state variables. Unlike the direct problem, an error in input data
is extremely amplified in the inverse problem. The given results are often unusable, if any
results are obtained. The noise significantly decreases the stability of the computational
algorithm.
An improvement of computational algorithms and new designs of experimental
measurements are needed. The major attention is focused on solving inverse heat conduction
problems (IHCP), such as determination of the fast changing boundary conditions,
suppression of influence of an error in measured data, and calibration of computational
models. Along with these problems, an improvement in the self-adaptive design of
computational models and knowledge of accuracy of computed results using a numerical
method are necessary.
New approaches, such as usage of various optimization methods and data filtration
could be useful to overcome the above specified problems. Nowadays, an artificial
intelligence could play an important role. Approaches like feed-forward neural network or
genetic algorithm may be considered.
The contemporary revolution in computer technology is producing larger, faster, and
inexpensive computers with almost no limits in sight. This technology has made it possible
for engineers and scientists to construct more realistic mathematical models of physical
processes. An important area of engineering that will become even more significant in the
future is the combining of measurements with engineering models.
Problem Formulation and Goals
2 PROBLEM FORMULATION AND GOALS

Many papers that describe solution of various problems using both direct and inverse
heat conduction, already exist. Reviewing these papers, it can be easily found that most of
them neglect errors. Some of them describe conditioned stability of the solution with respect
to the noise in the measured data. A few of the papers describe some sensitivity of computed
coefficients and other sensitivity analysis. No wonder that only a few papers consider errors in
computed data. Even wide spread professional computational software products do not
support error estimation for unsteady or dynamic conditions.
Performing various heat transfer experimental analyses, a very important problem
arises: How precise are the computed data? An answer to this question has a much wider
range of applicability than could seem. The knowledge of precision of the computed results
can be very useful for uncovering the weakest points during a complicated and interconnected
heat transfer experimental analysis. During the analysis, an experiment and a computational
part are performed. In both the experiment and the computational part, a number of various
errors are accumulated, such as activation error, error in measured data, assumption error,
error due to the computational model simplification, and various numerical errors (iterations,
rounding, etc.).
Investigating boundary conditions for applications like casting, descaling [A6, A10],
cooling of products in hot rolling, cooling of rolls in rolling technology [A4, A14], etc., many
various problems are encountered. Usually, it is almost impossible or cost inefficient to make
direct measurement in a plant, and therefore an experiment is designed. One of the first
problems is how to design such an experiment and the experimental apparatus. Various
additional experiments are made to calibrate temperature sensors used for measurements. To
evaluate the measured data, an ill-posed inverse heat conduction problem (IHCP) has to be
solved. Adaptively generated models are very efficient, but only a few papers dealing with the
unsteady heat conduction problem have been published. Problems with stability of the inverse
task and with precision of the computed results still remain. In addition, the precision of the
computed results is hardly known. These problems increase for experiments with rapid
changes in boundary conditions.
The main goal of this work is to improve the inverse heat conduction method for
applications in casting, descaling, cooling in hot rolling, etc. This includes stabilization of
computational methods and increase in precision of the computed results. Attention will also
be focused on error estimation of the computed results.
Along with the main goals, minor problems will have to be solved. For complex
geometries, there are no exact analytical solutions and thus numerical methods must be used.
The numerical methods simplify the reality e.g. the temperature profile is piecewise
linearized. This simplification leads to a computational error which increases for highly
transient problems. A method for an adaptively generated mesh of the computational model on
the basis of the estimated error will have to be developed to describe the real problem as
accurately as needed. During computation, time dependent boundary conditions are also
simplified. An automatic time-step refinement for unsteady problems will be needed to
achieve the desired accuracy. The material properties change with temperature. Typically, the
temperature increases with increasing thermal energy of the object and most of the
computational methods are based on this phenomenon. In some cases, there is a change in the
internal structure of the material called the phase change. During this change, the temperature
may remain constant with increasing thermal energy. A modification of the computational
method will have to be made to include phase changes.
To determine boundary conditions, an inverse task is used that requires some measured
data. The data are measured using a sensor but none of the sensors are exactly the same. The
position of the thermocouple may differ as well as surface contact conductance. To calibrate
the computational model, an experiment will have to be designed. To achieve the desired
accuracy of the computational model, an adaptively generated model and calibration of the
computational model using experimental data will also be needed. To compute boundary
conditions from the measured temperature, an inverse heat conduction problem has to be
solved. Some methods have already been developed but none of them is universal. They have
strict limitations of usage and thus they can be used only for a certain sort of problems. It will
be necessary to design a proper inverse heat conduction computational method to solve IHCP.
The input information for the IHCP is usually blurred along the time axis. To use an adequate
time interval, the solution method should be able to determine adequate time interval for the
inverse method.
Some applications also require description of other than thermal boundary conditions.
Knowledge of water spray impact is often used for comparison of thermal and non-thermal
boundary conditions. Usually, a water pressure impact field is measured. For such a kind of
measurement, a real finite-size pressure sensor is used. In some cases, the impact distribution
is very small or at least very narrow with respect to the dimensions of the measuring sensor.
The distribution is being averaged during the measurement. The shape of the obtained spray
distribution is larger and the measured maximum is lower than the real one. A method will be
needed to obtain a real distribution from the measured data.
The laboratory experiments in continuous casting, descaling, and cooling of rolls have
already started and experimental data, which can be used for testing the new methods, are
already available. However, an improvement in the design of experiments is also needed.
Present State of Knowledge Overview
3 PRESENT STATE OF KNOWLEDGE OVERVIEW

3.1 Fundamentals of Heat Transfer Phenomena
3.1.1 Heat Transfer
Whenever a temperature difference exists in a medium or between media, heat transfer
must occur. A simple definition [1] provides a sufficient description of heat transfer:
Heat transfer is energy in transit due to a temperature difference.
Three different types of heat transfer processes are known (see Figure 3.1). When
a temperature gradient exists in a stationary medium, which may be a solid or a fluid, we use
the term conduction for the heat transfer that occurs across the medium (see Appendix A for
more details). The term convection refers to heat transfer that occurs between a surface and
a moving fluid when they are at different temperatures (see Appendix B for more details). The
third kind of heat transfer is termed thermal radiation. All surfaces of finite temperature emit
energy in the form of electromagnetic waves. Owing to radiation between two surfaces at
different temperatures when there is an absence of an intervening medium a net heat transfer
occurs (see Appendix C for more details).
Conduction through
a solid or a stationary fluid
Convection from a surface

to a moving fluid
T1 > T2
T S T
T1
Net radiation heat

exchange between two
surfaces
T2
Moving fluid T
q1
q
q
TS
q2
Surface, T1
Surface, T2
Figure 3.1 Conduction, convection, and radiation heat transfer modes.
A major objective in a direct conduction analysis is to determine the temperature field

(distribution) in a medium resulting from conditions imposed on its boundaries. Considering
a homogeneous medium within which there is no bulk motion, the temperature is expressed in
Cartesian coordinates as T(x, y, z). The general form of the heat diffusion equation [1], in
Cartesian coordinates, also known as the heat equation, is
T
T
T
T
k
k
q=c
.
p
x
x
y y
z
z
t
(3.1.1)
In the cylindrical coordinates, the heat diffusion equation is
1
T
1
T
T
T
kr
2
k
k
q=c
.
p
r r
r
z
t
r z
(3.1.2)
In heat transfer analysis, the ratio of the thermal conductivity to the heat capacity is
an important property termed the thermal diffusivity , which has units of m2/s:
=
k
.
cp
(3.1.3)
It measures the capability of a material to conduct thermal energy relatively to its capability to
store thermal energy. Materials with large will respond quickly to changes in their thermal
environment, while materials with small will respond more slowly, taking longer to reach
a new equilibrium condition.
3.1.2 Boundary and Initial Conditions
The solution of the heat equation depends on the physical conditions existing at the
boundaries of the medium and, if the situation is time dependent (unsteady), on conditions
existing in the medium at some initial time. The three kinds of boundary conditions, which
commonly occur in heat transfer, are summarized in Table 3.1. They are specified at the
surface x = 0 for a one-dimensional model.
The first condition corresponds to a situation for which the surface is maintained at
a known temperature (e.g. when the surface is in contact with boiling liquid or the surface
temperature is measured). It is commonly termed a Dirichlet condition, or a boundary of the
first kind. The second condition corresponds to the existence of a known heat flux at the
surface. This heat flux is related to the temperature gradient at the surface according to
Fouriers law. It is termed a Neumann condition, or a boundary condition of the second kind.
7
This condition can be measured using a special sensor usually equipped with two
thermocouples. A special case of this condition corresponds to the perfectly insulated, or
adiabatic, surface for which T / xx=0 =0. The boundary condition of the third kind
corresponds to the existence of convection cooling (or heating) at the surface and is obtained
from the surface energy balance. In addition, boundary condition of the third kind may be used
for radiation heat transfer, however, the h coefficient depends strongly on temperature. The
boundary condition of the third kind has a wide range of usage and is frequently used in our
analysis the water cooling intensity distribution described by h( T ).
Table 3.1 Boundary conditions for the heat diffusion equation at the surface (x=0)
1. Surface temperature
T 0, t =T S
TS
(3.1.4)
T(x, t)
x
2. Surface heat flux
a) Finite heat flux
T
k
=q
x x=0 s
qs
T(x, t)
(3.1.5)
x
b) Adiabatic or insulated surface
T
=0
x x=0
(3.1.6)
q s =0
T(x, t)
x
T(0, t)
3. Convection surface condition
k
T
=h [ T T 0, t ]
x x=0
(3.1.7)
T, h
T(x, t)
x
3.2 Analytical Solution of Heat Equation

Analytical methods may be used, in certain cases, for exact mathematical solutions of
conduction problems. These solutions have been obtained for many simplified geometries and
boundary conditions and are well documented in the literature [1, 2, 3]. However, more often
than not, geometries and boundary conditions preclude such a solution. In these cases, the best
8
alternative is the one using a numerical technique. However, the analytical solution is very
useful for testing numerical methods and their accuracy. Hence, some of the most important
cases to be used for testing accuracy of the numerical models are reviewed here.
3.2.1 The Semi-Infinite Solid
A simple geometry for which analytical solution may be obtained is the semi-infinite
solid. It may also be used to approximate the transient response of a finite solid such a thick
slab. For this situation, it would be reasonable to use the approximation only for a short time
period, during which temperatures in the slab interior are not influenced by the change in
surface conditions. A constant starting temperature T 0 is assumed.
Constant boundary conditions
A sudden change in boundary conditions is assumed. Analytical solutions are
summarized as follows [1].
Constant surface temperature
T x , t T s
x
=erf
T 0 T s
2 t
q s t =
(3.2.1)
k T s T 0
(3.2.2)
Constant surface heat flux
T x , t =
2 qs
q x
x 2
x
exp
s erfc
T 0
4 t
k
2 t
(3.2.3)
or in the form of dimensionless temperature solution for a unit step increase in surface heat
flux, but valid only for t0.1, the solution is [4]
1
x2 2
T x , t =t x 2
3
2
k12 e k t cosk x
2
(3.2.4)
k =1
Constant surface convection
T x , t T 0
x
hx h 2 t
x
h t
=erfc
exp
erfc
2
T T 0
k
k
2 t
2 t
k
(3.2.5)
3.2.2 The Plane with Convection

In comparison with the previous case, this one can be used also for a long time period.
We consider the plane wall of thickness 2L. The thickness must be small with regard to the
width and height of the wall. In this case, we can assume that the conduction occurs only in
the x direction. If the wall is initially at uniform temperature T 0 and is suddenly exposed to
a constant heat transfer coefficient and constant ambient temperature on both sides, an exact
solution can be expressed as [1]
4 sin n
n t
T x , t T
=
cos nx
exp
T 0 T
L2
n=1 2 n sin 2 n
(3.2.6)
where the discrete values of n are positive roots of the transcendental equation
n tan n =
hL
.
k
(3.2.7)
Since the convection conditions are the same on both surfaces, the temperature distribution is
symmetrical about the mid-plane where x = 0.
3.3 Numerical Methods for Solution of Heat Transfer Partial

Differential Equations
For situations where no analytical solution is available, the numerical method can be
used. Nowadays there are several methods that enable us to solve numerically the governing
equations of heat transfer problems. These include: the finite difference method (FDM), finite
volume method (FVM), finite element method (FEM), and boundary element method (BEM),
and others.
The numerical treatment of partial differential equations (PDEs) is a broad subject.
Partial differential equations play one of the most important role of computer analyzes or
simulations of continuous physical systems, such as heat conduction, mechanics, fluids,
electromagnetic, etc. In most mathematics books, PDEs are classified into the three
categories: hyperbolic, parabolic, and elliptic [5]. For the heat conduction problem, the
parabolic equation is used. The prototypical parabolic equation is the diffusion equation
10
T
=
t x
x
(3.3.1)
where the is the diffusion coefficient (thermal diffusivity, Eq. (3.1.3)). The equation
describes how T (x, t) propagates itself forward in time (see Figure 3.2). In other words,
Eq. (3.3.1) describes time evolution.
boundary
conditions
initial values
Figure 3.2 An initial value problem - initial values are given on
one time slice, and it is desired to advance the solution in time.
The goal of a numerical code should be to track time evolution with some desired accuracy. In
general, it is not possible to integrate forward in time stably using an initial value. The goal
of a numerical code is to converge to the correct solution. An important point is the stability of
the algorithm. Many reasonable-looking algorithms for initial value problems just do not
work they are numerically unstable. For example, the simplest problem on a 100 x 100
spatial grid would involve 10 000 unknowns. This would result in a 10 000 x 10 000 matrix
containing 108 elements.
3.3.1 Diffusive Initial Value Problems
The diffusion equation in one space dimension is Eq. (3.3.1). Let us assume 1,
otherwise Eq. (3.3.1) has a physically unstable solution [5]. A small disturbance leads to
increasing concentration of energy instead of to its dispersion. Consider first the case when
is constant. Then Eq. (3.3.1) can be differenced in the obvious way
T m1
T mj
T m 2 T mj T mj1
j
= j1
.
t
x2
(3.3.2)
11
This is the Forward Time Centered Space (FTCS) or explicit differencing scheme [5]. The
stability criterion is
2t
1 .
2
x
(3.3.3)
The physical interpretation of the restriction is that the maximum allowed time-step is, up to
a numerical factor, the diffusion time across a cell of width x .
The fully implicit differencing scheme is only first-order accurate in time for the scales
that we are interested in:
m1
T m1
T mj
T m1
T m1
j
j1 2 T j
j1
=
.
2
t
x
(3.3.4)
Schemes with this character are called fully implicit or backward time, by contrast with FTCS
(which is called explicit). To solve Eq. (3.3.4) one has to solve a set of simultaneous linear
equations at each time-step. Fortunately, this is a simple problem for one-dimension because
the system is tridiagonal. The scheme is unconditionally stable. The details of the small-scale
evolution from the initial conditions are obviously inaccurate for large t . But the correct
equilibrium solution is obtained. This is the characteristic feature of implicit methods.
Combining the stability of an implicit method with the accuracy of a method that is
second-order in both space and time yields to the average of the explicit and implicit FTCS
schemes which is the Crank-Nicholson differencing scheme
m1
m
m
m
T m1
T mj T m1
T m1
j
j1 2 T j
j1 T j1 2 T j T j1
=
t
2
x2
(3.3.5)
which is second-order accurate in time. Both the left and right-hand sides are centered at
time-step n+1/2. The Crank-Nicholson scheme should be stable for any t , but unfortunately
not in case of large t and temperature dependent thermal diffusivity .
t or m
x or j
(a) Explicit (FTCS)
(b) Fully implicit
(c) Crank-Nicholson
Figure 3.3 Three differencing schemes for diffusive problems.
12
3.3.2 Diffusion Equation in Multi-dimensions

The methods for problems in 1 + 1 dimension (one space and one time dimension) can
easily be generalized to N + 1 dimensions [5]. However, the computing power necessary to
solve the resulting equations is enormous. Having solved a one-dimensional problem with 100
spatial grid points, solving the two-dimensional version with 100 x 100 mesh points requires
at least 100 times as much computing. Some papers recommend going to higher-order
methods to improve accuracy. However, this should not be used unless the solution is known
to be smooth, and the high-order method is known to be extremely stable.
Let us consider the two-dimensional diffusion equation
T
2 T 2 T
=
.
t
x2 y2
(3.3.6)
An explicit method (FTCS) can be generalized from the one-dimensional case. We implement
the Crank-Nicholson scheme in two dimensions
1 t 2 m1 2 m
m1
m
2
m1
2
m
T j , k =T j , k 2 x T j , k x T j , k y T j , k y T j , k
2
(3.3.7)
x= y ,
(3.3.8)
where
m1
m1
m1
2x T m1
j , k T j1, k 2 T j , k T j1, k
2
m
m
m
m
x T j , k T j1, k 2 T j , k T j1, k
m1
m1
m1 .
2y T m1
j , k T j , k 1 2 T j , k T j , k 1
2y T mj , k T mj , k 12 T mj , k T mj , k 1
(3.3.9)
A problem arises when solving the coupled linear equations. In one space dimension the
system was tridiagonal, which is no longer true, though the matrix is still very sparse. One
possibility is a slightly different way of generalizing the Crank-Nicholson algorithm. It is still
second-order accurate in time and space. It uses powerful concept of operator splitting or time
splitting and is called the alternating-direction implicit method (ADI). The idea is to divide
each time-step into two steps of size t / 2 . In each sub-step, a different dimension is treated
implicitly
1 t
2
2
T m1/
=T mj , k 2 2x T m1/
2y T mj , k ,
j ,k
j,k
2
(3.3.10)
13
1 t
m1/ 2
2
T m1
2 2x T m1/
2y T m1
j , k =T j , k
j ,k
j ,k .
2
(3.3.11)
The advantage of this method is that each sub-step requires only the solution of a simple
tridiagonal system. This method is usually stable but not always. It can exhibit unrealistic
behavior when time-step t exceeds a certain value. Hence, the diffusive problems are
usually best treated implicitly as will be described later. The implicit method is the only one
that allows us to use any value of time-step t without producing physically unrealistic
results [6]. It is true that, for smaller t , the Crank-Nicholson method can be more accurate
than fully implicit method. However, the guarantee of producing realistic results for any value
of time-step t is considered to be often more important.
3.3.3 Finite Difference Method (FDM)
The finite difference method is the oldest method and also the easiest one to apply to
problems with simple geometries.
The computational domain is covered by a grid. Taylor series expansion or polynomial
fitting is used to approximate the derivatives of the variables with respect to coordinates at
each grid point exact differential equation of the heat equation is reduced to an approximate
algebraic equation. Algebraic equations are achieved at each grid point and the resulting set of
equations may then be solved simultaneously for the temperature at each node. This method is
also called lumped capacitance because all of the control volume thermal capacitance is
lumped at the center node point for all interior control volumes. Further information is
available in [7].
For the numerical solution of an unsteady situation, time is discretized as well into the
time-steps t . There is a number of ways of deriving a discretization equation. Three already
mentioned methods are explicit, Crank-Nicholson, and fully implicit.
3.3.4 Finite Volume Method (FVM)
In the finite volume method [6, 8], the domain is subdivided into a number of so-called
control volumes of arbitrary and finite size as in Figure 3.4. The integral form of the
conversion equations is applied to each control volume. Conservation of energy for a solid
requires that the sum of the rate of heat flow across the control volume boundary and of the
time rate of change in energy within the control volume be equal to the rate at which energy is
14
produced within the control volume. In equation form, the conservation of energy can be
written as
T
= c
dV
qdA qdV
t
A
(3.3.12)
where A and V are the closed surface area and volume, respectively. The q parameter is the
heat flux vector leaving the control volume surface, q is the energy producing rate per unit
volume, and c mass density and specific heat.
Region of
interest
Control volume
boundary
dA=ndA
Figure 3.4 Finite control volume.

Each element has its own thermal properties and an element boundary can also
correspond to a material interface. Algebraic equations are obtained for each control volume.
In these equations, values of the variables for neighboring control volumes appear.
The FVM is very suitable for complex geometries and gives more accurate results than
the finite difference method, however, this capability demands more computation. This
method is conservative as long as surface integrals are the same for the control volumes
sharing the boundary.
3.3.5 Finite Element Method (FEM)
The finite element method [9, 10, 11] was mainly applied to problems in solid
mechanics. However, it has been developed to a general tool for solving partial differential
equations. It has become popular also for fluid flow and heat transfer problems.
Many methods can be used to develop finite element type systems of differential
equations. The Garlekin-type method of weighted residuals is one of the simpler approaches
and requires that the integral weighted average of the partial differential equation be zero over
some domain. There are similarities between the FEM and FVM. The domain is divided into
15
w(x)
1.0
x j1
xj
x j1
Figure 3.5 Weighting function for Garlekin-type method of weighted residuals.

finite elements (volumes). The distinguished feature of the FEM is that the conservation
equations are multiplied by a weight function before integration over the domain. For
example, for a slab
T
2 T
w x t x 2 dx=0
0
(3.3.13)
where L is the thickness of the slab and w(x) is a weighting function to be specified. There is
an infinite number of possible weighting functions. A weighting function that gives good
results should be chosen. A popular weighting function is the so-called tent function which is
shown in Figure 3.5:
x x j1
, x x x j
x j x j1 j1
x j1 x
w j x=
, x x x j1
x j1 x j j
w j x=0, x x j1 x j1 x .
w x=w j x=
(3.3.14)
Since the weighting function wj(x) is zero over a large portion of the domain 0 x L ,
Eq. (3.3.14) can be written as
x j1
w j x
x j1
T
2 T

dx=0 .
t
x2
(3.3.15)
Using the linear element temperature profile assumption and Eq. (3.3.14) for wj(x), the finite
element equation for an arbitrary interior node j can be written as
T j T j1
T T j1
x d 1
2
k j
c
T j1 T j
x
x
2 dt 3
3
x d 2
1
c
T j T j1 =0 ; j=2, 3 , ... , N 1.
2 dt 3
3
(3.3.16)
16
The only difference between FVM and FEM is the different weighting coefficients on the
thermal capacitance terms. The FVM gives greater weighting to the center temperature Tj. The
FEM equations for the surface nodes are
k
T 1T 2
x d 2
1
q t c
T 1 T 2 =0 ,
x
2 dt 3
3
q N t k
(3.3.17)
T N 1T N
x d 1
2
q t c
T T =0 .
x
2 dt 3 N 1 3 N
(3.3.18)
It can also be demonstrated that if the weighting function w(x) is chosen to be the Dirac delta
function
w j x= x x j =
1, x= x j
0, all other x
(3.3.19)
then the FEM results for interior nodes are identical to the FDM.
3.3.6 FDM, FVM, and FEM Similarity
All of the FDM, FVM, and FEM equations can be put in a similar form:
q t
d

T 1 T 2 =
T 1T 2
2
dt
c x ,
x
(3.3.20)
d

T j12 T j T j1 =
T j T j1
T j1T j ,
2
2
dt
x
x
(3.3.21)
q t
d
T N 1T N =
T N 1T N N
2
dt
c x
x
(3.3.22)
where and have the values listed in Table 3.2. Equations (3.3.20-3.3.22) are restricted to
temperature-independent thermal properties but the concepts can be extended to T-variable
cases.
Table 3.2 Values of the and of Eq. (3.3.20-3.3.22)
FDM
1/2
1/2
FVM
3/8
1/8
1/2
FEM
2/6
1/6
1/2
17
3.3.7 Finite-Volume-Unstructed-Mesh (FV-UM)

The FVM can be modified to better fit in complex geometries. In a two-dimensional
case, the domain is divided into triangular or quadrilateral elements [12, 13].
Cell-centered triangular method
The method for transient heat transfer conduction is presented by Duda [12] in which
an unstructured cell-centered finite volume method is used. The method is appropriate for
complex shape bodies and the temperature-dependent material properties (k, c and ) are used
in this method. The equation governing the transient heat conduction problem is given by heat
equation 3.1.1. The material thermal properties: specific heat, thermal conductivity and
density are the known functions of temperature. The heat conduction equation may be
integrated over the volume V and surface area A to obtain
T
qdV = c t
V
dV .
(3.3.23)
Using the mean value theorem for integrals on the right and the divergence theorem on the left
gives
qn dA=V T c T ddtT
(3.3.24)
where the bar indicates a suitable average value over the region.
j =3
noc
2
c
y
x
noa
j =2
a
Figure 3.6 An irregularly shaped
domain and its discretization into
triangular elements.
j =1
Figure 3.7 A typical triangular
element.
The domain is divided into triangular elements. A sample domain discretization is shown in
Figure 3.6. In this discretization scheme, curved boundaries are approximated by
18
piecewise-linear curves. Then the centroids of the elements are connected with the midpoints
of the corresponding sides (see Figure 3.7): this creates polygonal control volumes around
each node in the calculation domain. An integral formulation can be obtained by applying the
conservation principle for energy to a control volume V1aoc
o
dT
qn dA qn dA=V 1 aocT 1 c T 1 dt1

a
(3.3.25)
where n is a unit outward vector normal to the differential area element dA. A linear
temperature variation is assumed throughout the triangular element. In each element heat flux
q can be expressed in terms of its components in the x and y directions
q=q x iq y j= k T
] [
T
T
i k T
j
x
y
(3.3.26)
where i, j are unit vectors in the x and y directions, respectively. The normal vectors noa and noc
needed to evaluate the integrals in Eq (3.3.25) are given by
noa =cos 1 icos 2 j=
n oc =cos1 icos2 j=
ya
x y
2
a
yc
x y
2
c
2
a
i
2
c
xa
x y
2
a
x c
x y
2
c
j ,
(3.3.27)
j .
(3.3.28)
2
a
2
c
Using the local x, y co-ordinate system shown in Figure 3.7, the integrals in Eq. (3.3.25) that
represent the transport of energy by conduction can be approximated as
o
[ y a , x a ]
qn dA=[q x , q y ]
a
c
2
a
[ y c , x c ]
qn dA=[q x , q y ]
o
x y
2
a
x y
2
c
2
c
x y
2
a
2
a
(3.3.29)
x y
2
c
(3.3.30)
2
c
Writing the heat balance equations for all control volumes, the system of N non-linear
ordinary equations is obtained whose solutions are the temperature changes in the central
nodes of the control volumes. The number of equations is equal to the number of the control
volumes N. The initial condition gives the starting values of the nodal temperatures.
19
Control Volume (cell)

Sub-Control Volume
Nodes
Figure 3.8 Finite-Volume unstructed-mesh vertex based discretization.
Vertex-centered quadrilateral and triangular method in local co-ordinates

The nodes are located at vertices and this is different from the cell-centered method.
This makes it straightforward to ensure that internal boundaries are coincident with vertices.
The variables describing the energy are stored at the nodes, only the material type is stored
within a control volume also called cell (see Figure 3.8). The control volume for each node is
made up from the sum of sub-control volumes from each of the neighboring nodes.
The conversion equations in integral form are applied to the control volumes as outlined
for the FVM. The equations are treated in local co-ordinates so that each element may be
treated identically irrespective of how distorted any cell may actually be in global
IP1
IP2
IP2
SS1
SCV
IP1
SCV
SS2
SS2
SS1
Figure 3.9 Sub-control volume definition.

co-ordinates. Each sub-control volume (SCV) contributes two surfaces to the control volume
boundary. Integrating over the control volume boundary, approximation is made at the
mid-point (IP) of every cell surface (SS) (see Figure 3.9).
20
Comparison of RMS error for various approaches

Several computational approaches were compared in [13]. The structured mesh
approach has proved to be both accurate and efficient in computer time. The structured mesh
was compared with an unstructured mesh (cell-vertex and cell-centered procedure). The
unstructured mesh can better describe a complicated shape but the algorithm is difficult to
converge and can give inaccurate results. The accuracy of the results is comparable to
structured mesh (Table 3.3). The unstructured mesh algorithm also requires longer
computation time (Figure 3.10).
Table 3.3 Comparison of RMS error values for several mesh refinement
Approach
11 x 11
21 x 21
31 x 31
41 x 41
Structured mesh FVSM
5.18
2.63
2.40
2.30
Vertex-centered quadrilateral FVUMVQ
4.34
2.49
2.48
2.70
Vertex-centered triangular FVUMVT
4.59
2.80
2.52
2.60
Cell-centered quadrilateral FVUMCQ
5.18
2.63
2.40
2.30
Cell-centered triangular FVUMCT
3.43
2.26
2.30
2.15
27500
FVUMVT
25000
22500
FVUMVQ
Time [s]
20000
17500
15000
12500
10000
FVUMCT
FVUMCQ
7500
5000
FVSM
2500
0
0
250
500
750
1000
1250
1500
1750
2000
Number of nodes
Figure 3.10 Comparison of computation time of various methods [13].
21
3.3.8 Boundary Element Method (BEM)

The boundary integral method usually transforms the governing equations into boundary
integrals that are solved numerically [14]. For simple heat conduction problems it is well
suited but becomes more complicated for convective flow and heat transfer. The first step in
solving it numerically (FDM, FVM, FEM) is to discretize the solution domain using finite
differences, volumes, or elements. On the other hand, when using the BEM only the boundary
needs to be discretized and this shortens computation time and reduces storage requirements.
In addition, in the BEM no domain discretization is needed and so the location of internal
points, where the temperature is measured, can be chosen in a quite arbitrary way. Unlike
other numerical methods, the BEM gives a straightforward result of the unknown surface
temperature and the heat flux. Although the surface heat flux is more difficult to calculate
accurately than the surface temperature, their direct determination avoids the additional finite
differencing required in the conventional finite element approach. The disadvantage is that
BEM requires analytical solution of the internal heat conduction which is available only for
a limited set of simplified models. Lesnic describes in his study [15] a solution of
a one-dimensional, unsteady linear heat conduction equation in a slab geometry with constant
physical properties. Han has also investigated one-dimensional unsteady heat conduction [16]
using the time-dependent fundamental solution of the heat equation. This fundamental
solution is transformed into the boundary integral equation.
Ochiai has proposed an improved multiple-reciprocity BEM for steady heat conduction
[17]. Using this method, a highly accurate solution may be obtained solely using the
fundamental lower-order solution and simplifying the task of preparing data. The domain
integral of each step of this method is divided into point, line and area integrals.
Based on the improved multiple-reciprocity [17], Ochiai has presented triple-reciprocity
BEM [18]. He applied this method to unsteady heat conduction problems. In this method, heat
generation and the initial temperature distribution are interpolated using the boundary integral
equation and thin plate spline. A numerical example of unsteady heat conduction is shown
with an arbitrary initial temperature distribution on 2D surface with heat generation.
3.3.9 Transmission Line Matrix (TLM)
The appropriateness of this method is in application where high-power and short-pulse
are used, such as pulsed lasers in micro-electromechanical systems in the trimming resistors.
22
The material surface experiences a very high temperature gradient from the pulse. The
duration of the pulse is less than few picoseconds. Under these conditions, the finite speed of
heat propagation becomes important and a wave type propagation of heat, instead of diffusion,
has been proposed. The TLM method was first developed by Johns and Beurle [19] to treat
electromagnetic propagation. Transmission line matrix is a discrete numerical time-domain
modeling technique that can frequently be reduced to a solution of the diffusion equation.
The space is discretized into a network of finite cells with node points at the center of
each cell (see Figure 3.11). The following analogy of the electromagnetic propagation with
heat conduction is used [20]: in the equivalent TLM network, the resistors remain clustered
around the nodes and represent the thermal resistance of the material. The capacitor / inductor
combinations are replaced by impedance Z, which connect each node to its neighbors and
carry voltage pulses between the nodes in a finite time t. According to the fundamental
transmission line theory, the impedance is
Z=
L a t
L
.
=
=
C
C
a t
(3.3.31)
Sinking Boundary
Zb=0 Rf=-1
Absorbing
Boundary
Zb=Z Rf=0
R
Z
R
Z
R
Z
Zb
Rb
Radiative
Convective
Boundary
Insulating Boundary
Zb= Rf=1
Figure 3.11 Different TLM boundary conditions around one cell.
Since the capacitor models the heat capacity of the material, the TLM parameters R and Z can
be evaluated from
2 R=
1
,
k x
(3.3.32)
23
Z=
a t
3
c x
(3.3.33)
where the parameter a represents the number of link lines in each elemental volume.
Input
Time index
k=0
R
RZ
k=1
k=2
k=3
Spatial position
Figure 3.12 Space-time history during three iterations of one-dimensional
scatter of a single input.
A TLM solution is obtained by repeatedly considering delta voltage (temperature) pulses
to be applied simultaneously on all parts of all nodes. These pulses are scattered
instantaneously into pulses which, during the time-step t, travel along link transmission lines
to appear at neighboring nodes (see Figure 3.12). The TLM routine operates on the traveling,
scattering, and connecting of these pulses in the network. The transmission lines in the model
act as delay lines.
Transmission lines introduce a time delay, so that TLM-based models are explicitly
discretized in both space and time. Although this method is best known in electromagnetic
applications, the technique is also suitable for the numerical simulation of diffusion-based
phenomena such as heat transfer. However, this method is reasonable for problems where
high-power and short-pulse are used, such as pulsed lasers. The duration of the pulse is
usually less than few picoseconds.
3.3.10 Phase Change Implementation
Physical processes, such as solid/liquid and solid state transformations, involve phase
changes. The numerical treatment of this non-linear phenomenon involves many problems.
24
Methods for solving the phase change usually use a total enthalpy H, an apparent specific heat
coefficient cA, or a heat source q.
The nature of a solidification phase change can take many forms. The classification is
based on the matter in the phase change region. The most common cases follow:
a) Distinct: The phase change region consists of solid and liquid phases separated by a
smooth continuous front freezing of water or rapid solidification of pure metal.
b) Alloy: The phase change region has a crystalline structure consisting of grains and
solid/liquid interface has a complex shape most metal alloys.
c) Continuous: The liquid and solid phases are fully dispersed throughout the phase
change region and there is no distinct interface between the solid and liquid phase
polymers or glasses.
In a distinct phase change, the state is characterized by the position of the interface. In such
cases the class of the so called front tracking methods are usually used. However, in cases b)
and c) the models uses the phase fraction.
The phase change process can be described by a single enthalpy equation
H
g d H d s d g l H l s l =k T
t
(3.3.34)
where g is the phase volume fraction, s is the phase velocity, and subscript d and l refer to
solid and liquid phases, respectively [21]. The k is (in this case) a mixture conductivity defined
as
k =g d k d g l k l
(3.3.35)
and H is the mixture enthalpy

T
H =g s d c d dT g l l c l dT l g l L
T ref
(3.3.36)
T ref
where Tref is an arbitrary reference temperature. To overcome the problem of the non-linear
(discontinuity) coefficient of a specific heat a non-linear source term is used. The term
H / t can be expanded as
gl
H
T
.
=c vol
H
t
t
t
(3.3.37)
Neglecting convection effects in Eq. (3.3.34) and substituting Eq. (3.3.37) results in
25
c vol
T
=k T q
t
(3.3.38)
where
q=
H
gl
.
t
(3.3.39)
Eq. (3.3.34) is non-linear and it contains two related but unknown variables H and T. It
is convenient to reformulate this equation in terms of a single unknown variable with
non-linear latent heat.
Apparent heat capacity
The apparent specific heat [22, 23] can be defined as
c A=
dg
dH
=c vol H l
dT
dT
(3.3.40)
where
c vol =g d d c d g l l c l
T
H = l c l d c d dT l L .
T ref
(3.3.41)
Neglecting convection effects and substituting into Eq. (3.3.34) yields apparent heat capacity
equation
cA
T
=k T .
t
(3.3.42)
Total enthalpy
From Eq. (3.3.36) it can be written
T = H /c vol H g l /c vol .
(3.3.43)
Substitution in Eq. (3.3.34) will result in a total enthalpy equation
H
k
k
=
H
H gl .
t
c vol
c vol
(3.3.44)
26
A general form of phase change implementation

All the governing equations suitable for a fixed grid numerical solution can be written in
the general form
c
Q
=

t
(3.3.45)
is
is the unknown variable, c is a specific heat,
where
is a diffusion coefficient and Q
a heat source [21]. The appropriate values are provided in the Table 3.4.
Table 3.4 - Possible values for the general form of the phase change equation
1. Basic equation
; c =1 ;
T
=H
=0 ; Q=k
2. Apparent heat capacity
=T
; c =c A ;
=k ; Q=0
3. Source
q=
=T
; c =c vol ;
H g l / t
=k ; Q=
4. Total enthalpy
=H
; c =1 ;
/c vol H g l
=k / c vol ; Q=k
Note:
H =g d H d g l H l
Mixture conductivity k =g d k d g l k l
Mixture volumetric specific heat c vol =g d d c d g l l c l
Mixture volumetric enthalpy
3.3.11 Solution of Linear Algebraic Equations

Numerical methods usually build sets of algebraic equations that can be linear or
nonlinear. A general set of linear algebraic equations [5] look like
a 11 x 1a 12 x 2a 1 N x N =b1
a 21 x 1a 22 x 2a 2 N x N =b 2
a M1 x 1a M2 x 2a MN x N =b M
(3.3.46)
where the N unknowns xc are related by M equations. The coefficients ar,c are known numbers
as well as the quantities br. The set of equations can be written in a matrix form as
Ax=b
(3.3.47)
27
where
A=
a 11
a 21
a 12
a 22
a 13
a 23
a M1 a M2 a M3
a1 N
a2 N
a MN
[] []
x1
x2
x= x 3
xN
b1
b= b 2 .
bM
(3.3.48)
If N = M then there are as many equations as unknowns, and there is a good chance of
obtaining a unique solution of xc set. Analytically, it can fail if one or more of the M equations
is a linear combination of the others. This kind of equations is called a singular one.
Numerically, at least two further things can go wrong:
Some of the equations may be so close to become linearly dependent. The roundoff
errors may yield them linearly dependent during the solution process. In this case,
the numerical procedure will fail.
Accumulated roundoff errors during the solution process can produce a false
solution. This problem arises when N is too large. The numerical procedure does
not fail algorithmically. However, it returns a set of xc that are wrong, as can be
discovered by direct substitution back into the original equations. It is difficult to
give any guidelines but there is a rough idea: Linear sets with N =2050 can be
solved in single precision (32 bit floating representations) without resorting to
sophisticated methods, if the equations are not close to singular. With double
precision (64 bits), this number can be extended to several hundreds.
The general solution of Eq. (3.3.47) can be obtained as follows

x= A1 b
(3.3.49)
but for huge A matrixes it might be an unstable and time-consuming task to compute
an inverse matrix. Thus sophisticated methods have been published to compute the unknown
vector x. The most often used methods are summarized in Appendix D.
3.3.12 Non-linear Set of Equations
A non-linear set of equations may have no solutions at all or it may have more than one
solution. In vector notation, we want to find one or more N-dimensional solution vectors x
28
f x =0
(3.3.50)
where f is the N-dimensional function. Its components are the equations to be solved
simultaneously. For smoothly varying functions and appropriate algorithm, it will converge
when the initial guess is good. Generally, the problem of finding solution vectors x is very
complicated.
In the heat transfer problems the equations are usually only slightly non-linear. The set
of non-linear equations can be usually solved by iterating the method for solving the linear set
of equations. We start by guessing or estimating the temperature at all grid points. Treating
this as the known temperature field, we calculate tentative values of the coefficients in the
discretization equations. Then we solve the equations to obtain a new temperature field.
Taking this field as a better estimate for temperature, we recalculate the coefficients and solve
the equations again. This process is repeated until the solutions are identical for all subsequent
iterations. This unchanging solution is called the converged solution. In practice, the iteration
process is terminated when the change in the solution is smaller than a prescribed small
number called convergence criterion. Although we proceed through a series of linear
equations, the final converged solution is the correct solution of the non-linear problem.
Under-relaxation
If values of coefficients change very rapidly from iteration to iteration, the iterating
method can diverge. In a highly non-linear problem, it is convenient to slow down the changes
in temperature from iteration to iteration. This process is called under-relaxation [24].
To slow down the changes in the of computed unknown variables x from iteration to
iteration, the value of xi+1 for the next iteration is a combination of values from this iteration xi
and from the previous iteration xi-1
x i1= x i 1 x i1
(3.3.51)
where i superscript is an index of iteration and the is the under-relaxation factor, which is
between 0 and 1. An optimum of the depends on the nature of the non-linearity, number of
unknown variables, and other factors. To find a suitable value, exploratory computations have
to be made. Although this is not very convenient, it is good to know, that the divergence can
be suppressed by using appropriate under-relaxation.
29
3.4 Inverse Heat Conduction Problem

If the boundary conditions (temperature, heat flux, or heat transfer coefficient histories)
at the surface of a solid are known as functions of time (we can measure them), then the
temperature distribution inside can be found. This is termed a direct problem, during which
the impulse is dispersing. The physical situation at the surface may be unsuitable for attaching
a sensor. Very often, it is easier to measure accurately the temperature history at an interior
location. If the boundary conditions of a solid must be determined from transient temperature
measurements at one or more interior locations (see Figure 3.13), it is an inverse heat
conduction problem (IHCP) during which the dispersed impulse must be found. There are
numerous other inverse problems in transient conduction and diffusion, but this particular
problem has been named so and is the main subject of this work. The IHCP is much more
difficult to solve than the direct problem. The boundary conditions can be positive or negative,
constant or abruptly changing, periodic or non-periodic, etc. In the IHCP, the surface boundary
conditions are a function of time and may require hundreds of individually estimated
components to define it adequately.
q(t), unknown heat flux
x1
L
Temperature sensor 1
known boundary condtion

Figure 3.13 Example of the IHCP.
The IHCP is one of many mathematically ill-posed problems. Such problems are
extremely sensitive to measurement errors. There is a number of procedures that have been
advanced for the solution of ill-posed problems in general. Tikhonov has introduced the
regularization method [25] to reduce the sensitivity of ill-posed problems to measurement
errors. The mathematical techniques for solving sets of ill-conditioned algebraic equations,
called single-value decomposition techniques, can also be used for the IHCP [26]. There were
extremely varied approaches to the IHCP. These included the use of Duhamels theorem (or
30
convolution integral) which is restricted to linear problems [27]. Numerical procedures such
as finite differences [7, 28, 29] and finite elements [30] were also employed, due to their
inherent ability to treat non-linear problems. Exact solution techniques were proposed by
Burggaf [31], Imber and Khan [32], Langford [33], and others. Some techniques used Laplace
transforms but these are limited to linear cases [34]. The improvement in artificial intelligence
has brought new approaches, such as genetic algorithm [35] and neural networks [36, 37].
3.4.1 IHCP by Beck
One of the first approaches for solving IHCP using numerical methods was proposed by
Beck [11]. The main feature of Becks approach is sequential estimation of the time varying
boundary conditions. He demonstrated that function specification and regularization methods
could be implemented in a sequential manner and that they gave in some cases nearly the
same results as the whole domain estimation. Moreover the sequential approach is
computationally more efficient. Becks approach has been widely used to solve inverse heat
conduction problems to determine unknown boundary or material property information.
The method uses sequential estimation of the time varying boundary conditions and uses
future time steps data to stabilize the ill-posed problem. The heat transfer coefficient is found
after determining the heat flux at the surface using Eq (11.1). To determine the unknown
surface heat flux at the current time t m, the measured temperature responses T *i , m, are
m
compared with the computed T j from the forward solver (e.g. FDM, FVM, FEM, etc.), using
n f future times steps
nT
mn f
SSE=
T *i , f T fj 2 .
(3.4.1)
f =m1 ji ; i=1
Using the linear minimization theory, the value of the surface heat flux that minimizes
Eq. (3.4.1) is
mn f
nT
q m= f =m1
*, f
T i T j |q
ji ; i=1
mn f
nT
=0
(3.4.2)
f 2
i
f =m1 i=1
f
where T j |q =0 are the temperatures at the temperature sensor locations computed from the
m
forward solver using all the previously computed heat fluxes, but without the current one q m.
31

f
The i is the sensitivity of the ith temperature sensor at time t f to the heat flux pulse at time t m.
These sensitivity coefficients are mathematically the partial derivatives of the computed
temperature field to the heat flux pulse, but in this case they physically represent the rise in
temperature at the temperature sensor location for a unit heat flux at the surface. The
sensitivity coefficient of our interest is defined as
m
m
j
T j
q
(3.4.3)
Once the heat flux is found for the time t m, the corresponding surface temperature T 0
may be computed using the forward solver. When the surface heat flux q m and surface
temperature T 0m are known, the heat transfer coefficient is computed from
m
h =
q m
.
m
m
m1
T T 0 T 0 / 2
(3.4.4)
This approach is limited to linear problems. However, it can be extended to nonlinear

cases. The modification of this procedure involves an outer iteration loop which continues
until the computed temperature field is unchanging. The nonlinearity requires iteration only to
determine the present value of the heat flux, while the computations to determine the surface
temperature and heat transfer coefficient need only be performed once for each time t m. The
sensitivity coefficients are also nonlinear, due to the dependence of the thermal properties on
the temperature field, and they must be computed for each iteration.
Once the heat transfer coefficient at the present time is computed, the time index m is
incremented by one, and the procedure is repeated for the next time step. For n measured time
steps only n f can be computed owing to the use of future data as a regularizing approach.
IHCP in multi-dimensions by Beck
The sequential approach can also be used for multidimensional IHCP. The temperatures
in one-, two-, or three-dimensional objects with temperature independent thermal properties
can be obtained using
T =T |q=0
q
(3.4.5)
where
32
[
[
[] [ ] []
T m
T = T m1 , T i=
T m f 1
m
T1
q
i
m1
T 2 , q=
q
, q i=
q m f 1
T in
T*
] [
q1
i
q2 ,
q in
q*
1
1,1 i 1, n i
2
1
.
=
, i=
n , n i
n i
f f 1 1
q*
T * ,1
T*
q*
(3.4.6)
The sequential approach then temporary assumes that q is independent on time. Then using
Z =
I
11
where I =
1n
where n=n q
(3.4.7)
the function to minimize is

SSE=T * , m T m |q=0Z m q m T T * , m T m |q=0Z m q m .
(3.4.8)
The matrix derivative of Eq. (3.4.8) with respect to q gives the estimated heat fluxes
m
m T
m 1
m T
*,m
m
q =[ Z Z ] Z T T |q=0 .
(3.4.9)
After it is obtained, m is increased by one and the procedure is repeated for the next time step.
3.4.2 Comparison of Inverse Heat Conduction Methods by Raynaud
Beck [11] has stabilized the IHCP using several future time temperatures with the
least-squares method while Hensel and Hills used smoothing functions on the input data. Beck
and Murio have combined this method with a regularization one [38]. Regularization method
[25] has been presented to reduce the sensitivity to the measurement error.
The quantitative comparison of methods is difficult. Raynaud [4] shows two test
problems and demonstrates how to compare the results given by different inverse algorithms.
The ideal inverse method would not be sensitive to the measurement error and thus the
minimum deterministic bias and minimum sensitivity to measurement errors are required. The
following four methods are compared by Raynaud: Method A DSouza [39]; Method B
Raynaud and Bransier [40]; Method C Weber [41]; Method D Beck [11]. They are
stabilized using different principles but all of them use future temperatures except Method A.
33
For the methods A, B, and C, the surface heat flux is calculated from the temperature
distribution at the surface node using the following energy balance
m
m1
m1
T T 2 x T 1 T 1
q = 1
x
2
2 t
m
(3.4.10)
n+6
n+5
Method B
n+4
n+3
t
n+2
Method C
n+1
n
Method A
n1
1
j1
j+1
x
known temperature
temperature to be calculated
Figure 3.14 Computation molecules.
DSouza Method A
This method uses the backward difference approximation for the time derivative and
central difference approximation for the space derivative
T mj12 T mj T mj1
x2
T mj T m1
j
=
.
t
(3.4.11)
The computation molecule is shown in Figure 3.14. It is evident that this method uses only
past and present temperatures to obtain the present temperature estimate at node j 1.After
calculating the temperature at node j 1, the temperature at node j 2 can be calculated in
an explicit way using Eq. (3.4.11). This continues to the surface temperature.
34
Raynaud and Bransier Method B
This method uses double approximation given by energy equation. The first energy
balance in the dimensionless form is
m
m1
m1
m1
T 1, j1 T 1, j T 1, j T 1, j1
T T 1, j

= x 1, j
x
x
t
(3.4.12)
and the second is

m1
T 2,m j1T m2, j T m1
T m2, j T m1
2, j T 2, j1
2, j
.

= x
x
x
t
(3.4.13)
The calculation in the time direction is performed for a given spatial node j before proceeding
to the next node. The computation molecule is shown in Figure 3.14. The estimation of the
surface temperature at time m involves the measured temperature at time m + j - 1 where j is
the node of the temperature sensor. At each step, T mj1 is approximated by the arithmetic
m
average of T 1, j1 and T 2, j1. Grid refining leads to an increasing number of future
temperatures and of steps required to reach the surface. More space steps lead to the more
crude approximation of the surface temperature.
Weber Method C
This method uses the hyperbolic form of the heat conduction equation
2
T T T
2
=
.
t x2
t
(3.4.14)
where is the nonnegative constant. Central differences in both time and space are used to
approximate Eq. (3.4.14)
T m1
2 T mj T m1
j
j
t2
T m1
T m1
T mj12 T mj T mj1
j
j
=
.
2 t
x2
(3.4.15)
The computation molecule is shown in Figure 3.14. The computation of the temperatures
proceeds toward the surface as for method B. The future temperature at time m + j - 1 is
involved in the estimation of the surface temperature at time m as in method B.
35
Beck Method D
This method is a time-marching technique. At each time step the surface flux is
computed using a least-squares minimization procedure for the simulated temperature
difference as described in the previous IHCP by Beck chapter.
Test cases
The one-dimensional linear heat conduction problem is chosen as a test case. The
temperature is known as a discrete function of time at position x under the surface. The
boundary at x = L is insulated. It is desired to predict the transient flux history at x = 0.
The purpose of the first test case is to estimate the deterministic bias of inverse methods.
A heat flux impulse is considered that is constant and equal to unity over just one time step
and zero at other times. The impulse heat flux is the smallest temporal fluctuation that can be
estimated, and any time variation of the surface flux can be represented by superposition of
such basic fluxes due to the principle of superposition because we are assuming a linear
problem. The bias is defined as the square root of the sum of the squares of the deviations of
estimated fluxes from the true ones
B=
qm q m
(3.4.16)
m=1
The purpose of the second test case is to study the sensitivity to measurement errors of
inverse algorithms. The test case considers input temperatures equal to zero, except at time t0
when the temperature is equal to unity. These input data can be considered as an error of
magnitude 1 at time t0. If the random errors are additive, uncorrelated, and have zero mean
and constant variance then the standard deviation of the heat flux components for linear
problems is
q=
q m 2 .
(3.4.17)
m=1
For stable algorithms, the q m approach zero.

Comparison
Tables 3.5 and 3.6 show the computed bias and standard deviation of the estimates,
respectively. Since Method A does not use future temperatures the heat flux impulse is not
estimated at correct time but as moved along the time axis in positive direction. For other
36
methods, when the stabilizing parameters are increased, the impulse is spread in time. As it
can be seen from the result tables 3.53.6 the best methods are B and D. Method B is a bit
more accurate and Method D is less sensitive to the measurement error.
Table 3.5 Comparison of inverse methods bias value [4]
0,005
0.01
0.05
Method A
1,85
1,65
1,43
Method B
0,79
0,81
0,8
Method C
0,76
0,84
1,03
Method D
0,82
0,84
0,91
Table 3.6 Comparison of inverse methods standard deviation [4]
0.005
0.01
0.05
Method A
35 832
33 02
78,2
Method B
573
63
5,4
Method C
883
103
10,8
Method D
442
53
3,1
3.4.3 Application of Becks Algorithm

Numerical simulation of casting of aluminum
The algorithm for solution of non-linear problems was verified using a numerical
experiments. The casting of aluminum in a sand mold was simulated using one-dimensional
model by Woodbury [42]. The temperature dependent material properties were used for silica
sand. The heat transfer coefficient (HTC) was taken as a triangular time function, starting at
zero, raising to the peak value at t = 5 s, going down to the half peak value at t = 20 s, and
then remaining at this level. Three different values of the peak were investigated: h = 10; 100;
1000 W/m2.K. The forward problem was simulated using FEM with a very fine mesh, both in
time and space, compared to the FEM used in the inverse method.
First, the noiseless data were used as the input to the inverse algorithm. The
computational grid was 300 elements and the time step was 0.1 s. The results were extremely
37
good and were in agreement with the expectations done by the sensitivity study. All results
were obtained using a stabilizing parameter, the number of forward time steps, set to 3.
A larger error for a larger HTC was expected, since the sensitivity coefficients were smaller
for a larger HTC. The errors for noiseless data are listed in Table 3.7.
Table 3.7 Error summary for noiseless data [42]
HTC peak
Maximum error
RMS error
10
2.0 %
0.5 %
100
2.3 %
0.6 %
1000
4.5 %
2.4 %
Next, the Gaussian noise with a standard deviation of 0.5 C was added to the simulated
temperature history. The estimated HTC seemed good for the HTC peak, but worse for the
constant HTC (see Figure 3.15). For a larger stabilizing parameter, the loss of accuracy is
present near the peak in the curve. Table 3.8 gives a summary of the error obtained for the
cases with noisy data.
Table 3.8 Error summary for noisy data [42]
HTC peak
Stabilizing
parameter f
Maximum
error
RMS error
10
218 %
57 %
10
10
100 %
33 %
10
13
68 %
23 %
100
45 %
13 %
1000
56 %
15 %
1000
10
24 %
8.4 %
The used inverse algorithm gives very good results with errorless data. The error of
computed HTC increases with increasing magnitude of HTC. When errors are present in the
input data, a larger stabilizing parameter is required. Data errors are more problematic when
the response in the domain is small. The proposed inverse algorithm appears to give better
results when the HTC is changing with time.
38
A)
B)
Figure 3.15 Estimated heat transfer coefficients compared with exact values noisy data;
A) f = 7; B) f = 10; by Woodbury [42].
Investigation of transient heat transfer coefficient in quenching experiments

The transient heat transfer coefficient history was estimated from interior transient
temperature measurements during quenching by Osman [43]. A hollow hot copper sphere was
immersed into the cooling baths without boiling. Three thermocouples were embedded into
a sphere positioned 2.6 mm from the outer surface. The average value of these three
thermocouples (see Figure 3.16) was used as the input to the inverse code. After heating the
sphere to the prescribed uniform temperature, the data acquisition process started and the
sphere was immersed into the cooling bath. The time for complete immersion of the sphere
was about 0.2 s. The data were measured at a constant rate of 0.1 s during first 50 s. Two types
of bath were used: ethylene glycol (27.5 C), and water (23 C). The sphere temperature was
150 C for ethylene glycol and 99 C for the water bath.
Figure 3.16 Measured temperature histories for ethylene glycol [43].
39
The stabilizing parameter, the number of forward time steps, was set to 2 for a time
shorter than 2.5 s and 12 for a longer time. The computed HTC history (see Figure 3.17
showed that during the important early time the HTC increased rapidly to a maximum value in
about 0.5 s after immersion. Then the HTC decreased with time with a distinct change of
slope at about 2 s. The results were very similar for ethylene glycol and water, only the
magnitude was different. The thermal field around the sphere is quite complicated due to
sudden immersion of a relatively large sphere. The HTC were compared with well-known
steady-state empirical equations for free convection (see Figure 3.18). The computed HTC
coefficients were about 100-120 % higher than the ones obtained using empirical equations
due to the sudden immersion. For later time, the obtained data match well the empirical ones.
Figure 3.17 Estimated heat transfer

coefficient for ethylene glycol [43].
Figure 3.18 Comparison of the estimated

results with empirical correlations
(ethylene glycol) [43].
A modified sequential approach

Using the modified algorithm it was tried to eliminate the leading error caused by
adding future information [44]. The method makes use of the standard Becks approach as
a preliminary estimation of the real heat flux. By reviewing the computed results, linear,
triangular, stepped, or parabolic slope functions are used as the main characteristic of the
searched boundary conditions. The proper function is then used in the sequential equations.
The modified approach was tested on a one-dimensional model with constant material
properties. The input data were prepared using numerical simulation for three types of
boundary conditions: triangular, stepped source, and parabolic slope. A 3 % random
40
measurement error was added to the input data. The fourth numerical experiment makes use
of the triangular shape of boundary conditions with a 10 % error in the input data.
The proposed method effectively reduces the average relative error in all four cases.
When a 10 % random measurement error was considered the error in the computed heat
source was reduced from 17.82 % to 2.65 % (see Figure 3.19). The disadvantage of this
method is the computation of large inverse matrices. The more the future time steps, the larger
the matrix. This approach can hardly be used for multidimensional models. The results will be
probably much worse for nonlinear problems.
Figure 3.19 The comparison of estimation results for sequential approaches in example 4,
10% random measurement error considered [44].
A two-dimensional IHCP
Woodbury [45] tested the multidimensional Becks approach on a two-dimensional
model using a numerical experiment. The unknown heat flux on the boundary is assumed as
a function of space and time. Functions are piecewise constant for space and time domains.
y, q
Pulse 2
Pulse 3
Pulse 1
Sensor 1
Insulation
Sensor 2
Sensor 3
x
Figure 3.20 Scheme of the numerical experiment of the 2D IHCP.

41
During a numerical experiment, the object (see Figure 3.20) was exposed to known
(time and space dependent) heat flux (see Figure 3.21). The computed temperature histories of
three sensors inside the body were recorded (see Figure 3.22). A random noise was added to
the recorded values and these data were used as an input for the IHCP algorithm:
T data =T pure erand 1,1 .
Pulse 3
q, Heat flux
Pulse 1 Pulse 2
(3.4.18)
2 time
1
0
Figure 3.21 Time history of the tree heat flux pulses.
The inverse algorithm uses stabilizing parameter f = 1 for the case with noiseless data
(see Figure 3.23 for computed results) and the data with additional noise e=0.0017 (see
Figure 3.24). Very good results were obtained. For the case with more noisy data, e=0.017,
the results are much worse (see Figure 3.25). The maximum error of the estimated heat fluxes
was almost 100 % at the beginning of the experiment. It would be interesting to compare the
results computed using the 2D inverse algorithm and 1D inverse algorithm for each sensor
separately.
Figure 3.22 Artificial data for test case.
Figure 3.23 Calculated surface heat flux

with errorless data.
42

with random error e=0.0017.

with random error e=0.017.
3.4.4 Application of BEM in IHCP

Lesnic used the BEM approach for solving the one-dimensional, linear, inverse,
unsteady IHCP problem [46]. He used the fundamental solution of the heat conduction
Eq. (3.1.1) in one-dimension of the form
x2
1
exp
H t .
F x , t , , =
4t
4 t
(3.4.19)
For simplicity, he also assumed constant boundary elements, i.e. the temperature and the heat
flux constant over each element. A liner heat flux in the time domain on the boundary was
used in the numerical experiment.
Various methods have been tested for the solution of IHCP using BEM: direct method,
least square method, regularization method, and minimal energy method. The computed
results were compared with an analytical solution. It has been shown that the least square and
minimal energy methods give very inaccurate results at the end of the computed time interval
and are very unstable, while the regularization method gives good results also for noisy data.
The minimal energy method gives good results for a noisy data except at the end of the
computed time interval. Although the regularization method gives the best results, it is not
an easy task to determine the regularization parameter in practical computations. Similar
results were obtained by Han [16].
43
3.4.5 Gaussian Least Square Differential Correction scheme

The main goal of the described approach [47] is to simultaneously determine the
thermal conductivity and volumetric heat capacity (of sand mold used in castings) as
a function of temperature from a single experiment. The functions are assumed to be
piecewise linear with n nodes that serve as interpolation points
n
k T N i T k i
(3.4.20)
i=1
n
c T N i T ci .
i=1
(3.4.21)
To determine the unknown temperature dependent material properties, a least-square function

is used. The measured values of the temperature sensors are compared with the ones
computed using a numerical model. The result of this approach is the Gaussian Least Square
Differential Correction scheme
1
= T T T *T
(3.4.22)
where T * is the vector of measurements, T are the values computed using the numerical
model, is the sensitivity matrix, which expresses the temperature dependence on the
unknown parameters, and the is a correction vector of the unknown parameters
[]
k1
k2
= k n .
c1
cn
(3.4.23)
A simple numerical experiment was used to test the approach. A one-dimensional

model, with temperature dependent thermal properties, was heated at one end by a constant
heat source while the other sides were insulated. The following thermal properties were used
k T =expT /5
(3.4.24)
c T =1sin T /10
(3.4.25)
44
within the temperature range 0T 5. During the numerical simulation with a time step of
0.001 s, temperature histories were recorded in five locations.
The results obtained from the algorithm vary with the number of nodes used for
approximation and with the additive noise. The number of nodes varies from 3 to 8. The
errors are the highest at the end nodes and lower in the middle for the temperature range (see
Figure 3.263.27). This is caused by the lack of the information on one side of the end nodes.
The results have shown that with four or five nodes the distribution of errors is approximately
uniform while for six or more nodes, the errors on the end nodes become significant, while the
errors of the interior nodes are negligible. The estimated temperature dependent functions of
the material properties were good, even in the case of 1% noise in the input data.
Figure 3.26 Errors in ki for errorless data

with increasing number of knots.
Figure 3.27 Errors in ci for errorless data

with increasing number of knots.
3.4.6 Conjugate Gradient Method in IHCP

The variation of air-gap heat resistance was estimated by Huang [48] using the
conjugate gradient method. An inverse analysis of heat conduction involving a phase change
was used to determine the time dependent heat resistance of the gap formated between the
casting and mold during the casting process. The liquid region together with the mold is
initially at a uniform temperature. A convective cooling is applied on the outer mold surface.
During the solidification process, the liquid-solid interface moves into the center of the
casting and forms the gap.
45
A numerical experiment was used to illustrate the accuracy of the approach. A triangular
and a step constant contact conductance are examined. Constant material properties of the
mold were assumed. One temperature sensor was located on the outer surface of the mold and
the second one was inside the mold. A noise was added to the measured data.
It has been found that the conjugate gradient method converges faster and is less
sensitive to the measurement error than the least square method. The disadvantage of this
method is that the function of the gap heat resistance is estimated at once for the whole time
domain. Thus, it can be hardly used for experiments with a lot of input data.
3.4.7 Methods Based on Artificial Intelligence
In the last ten years, a novel approach started to be used in IHCP. The new approach
uses artificial neural networks and a genetic algorithm to determine boundary conditions using
the temperature history from one or more internal sensors.
Artificial neural network
Radial basis function training algorithm
One of the first tests was done with artificial neural network (ANN) trained using the
radial basis function algorithm. The radial basis function algorithm is more efficient for
training than the back propagation method. The goal was to develop an alternative method for
approximation of the inverse function using ANN. Such networks are capable of
approximation of nonlinear functions. The ANN maps a vector of nin real-valued inputs onto
a vector of nout real-valued outputs (see Figure 3.28). The precise function computed by the net
is determined by the networks adjustable parameters its weight coefficients. These are
usually determined during training. Training a network involves adjusting some or all of the
networks weights to minimize the cost function. Once the training has been completed, the
networks ability to approximate the desired function can be tested by applying data not
included in the training.
The data used to train the ANN are usually computed by a forward solver. Dumek [49]
has tested ANN on a one-dimensional object (with internal temperature sensors) that was
subjected to time dependent boundary conditions. The ANN was trained using the radial basis
function algorithm and 300 forward solutions. The input vector contained 50 temperatures and
the output vector had 13 values of the desired HTC. The hidden layer had 30 neurons.
46
Input vector
1
1
1
...
2
2
...
4
nin
nh
...
Input layer
Hidden layer
nout
Output layer
Output vector
Figure 3.28 Structure of artificial neural network.
After completion of the training process, the ANN was tested using the data obtained
from numerical experiments where time dependent HTC were used. These consist of
sinusoidal, constant and triangular functions. The network generates a roughly sinusoidal
output. The results were a bit better for triangular HTC but very inaccurate for constant HTC.
The error of the computed boundary conditions varies from 10 % to 30 %. However, the
advantage of the described approach is the computation speed of HTC after the ANN was
trained.
Back propagation
Sablani [50] tested the trained ANN using the back propagation algorithm on
determination of Biot number
Bi=
hL
.
k
(3.4.26)
Numerical experiments of a cooled cube were realized linear and nonlinear problems.
A simple ANN was used for the estimation of Biot number from the temperatures recorded
inside the cube. The neural network models were capable in generalizing the behavior of both
linear and nonlinear problems. The error of the computed results was usually up to 10 %,
however, it increases up to 30% for very small Biot number (Bi < 0.1).
Cascade correlation
The inverse heat conduction task, treated by Raudensk [51], looks simultaneously for
boundary conditions and the time constant of a temperature internal sensor on the basis of the
47
knowledge of temperature measurement from that sensor. The recorded temperatures can be
seriously influenced by thermal resistance between the surface of the temperature sensor and
the measured material. The error increases when very fast dynamic processes are studied.
The one-dimensional heat conduction problem with constant material parameters was
studied. The cascade correlation learning algorithm was used. It has two special features: the
cascade architecture, and the learning rule. The cascade architecture is shown in Figure 3.29.
At the beginning, the system works with no hidden unit. When the error stops decreasing
hidden units are added one by one to the net during the training process. The main advantage
is that learning is much faster and the hidden units are added dynamically to the learning
process. No fixed topology has to be chosen at the beginning.
Output vector
Hidden neurons
Frozen weights
Input vector
Adjustable weights
+1
Figure 3.29 Topology of the cascade correlation.

A set of 200 training vectors was used. Each pair of the training vectors consists of 12
values of HTC plus one value of time constant and 50 values of temperature in time instants 1
to 50. The neural net had 14 hidden units at the end of the training. The accuracy test of ANN
was done using the data obtained from numerical experiments computed using triangular and
parabolic functions of HTC which were not included in the training set. The average relative
error of HTC was 4.2 % and the error of the appropriate time constant response was 1.7 % for
the triangular HTC. The average relative error of HTC was 3.6 % and the error of the
appropriate time constant response was 8 % for the parabolic HTC. The results obtained using
48
cascade correlation topology are much better than the ones computed using classical ANN
trained using radial basis function training or the back propagation algorithm.
Genetic algorithm
Genetic algorithms (GA) are random search strategies which use partially random
methods to evolve a solution toward the optimum or near-optimal solutions. In each step, the
GA deals with a group of solutions called population. The algorithm keeps the best found
solutions and it determines a new search direction in the space of possible solutions on their
base. In each step, the search strategy tries to generate a new generation of population
representing a better solution. The new population depends on the previous one. Using the
selection procedure, crossover and mutation operators, a new population is generated. The
procedure of generating a new population is repeated until an acceptable solution is found.
Because of the simple mathematical background of GA, they can be easily used in many fields
such as IHCP. However, it is usually more efficient to use the classical approach. Only if the
classical approach is unstable a GA may be a good choice.
The GA was tested by Raudensk [52] on a data obtained from a quenching experiment.
The obtained results were compared with the data computed using the classical Becks
approach. The accuracy of the obtained results are comparable with that obtained using ANN.
However, data from a real experiment were used and thus it would be very interesting to
compare temperature histories computed by the forward solver using the HTC obtained using
GA and Becks approach.
Liu [53] tested intergeneration-projection genetic-algorithm (IP-GA) for IHCP. This
inverse procedure should speed up the process of finding the desired parameters.
Identification of the heat convection constants of a typical microelectronic package was
performed as an example. The performance was compared with standard GA. It has been
found that the reduced-basis method combined with the IP-GA significantly speeds up the
solution process.
3.5 Data Filtration

Any data obtained from real experimental measurements contain some noise which can
be negligible, however, more often than not, the noise is significant and thus must be
suppressed. The data filtration task becomes even more important for the data used as inputs
49
for inverse tasks, because the noise is gained. Various techniques are used to filter measured
data. Some use filtration in the time domain, some cut high frequencies in a frequency
domain, and others approximate the measured data using some function.
3.5.1 Filtration in Time Domain
One of the simplest and often used methods is averaging several values into one value.
This approach is inbuilt directly in measuring apparatuses when an integration measuring
method is used. However, this approach seriously limits the shortest possible time interval
between consecutive samples.
A similar approach can be used without stretching the time interval. One sample is
filtered using several neighboring samples multiplied by some weight coefficient
mt
=
1
mp t
p
(3.5.1)
where m are measured data, and p is a filter. An arbitrary filter can be chosen. However, the
most often used one is constant for a few neighboring samples, tent function, and Gaussian
filter defined as
p =e
2
2 2
(3.5.2)
3.5.2 Filtration in Frequency Domain

Noise is usually most significant at high frequencies. To suppress noise, it is very
convenient to work in the frequency domain. A physical process can be described either in the
time domain, as a function mt of time t, or in the frequency domain [5], where the process is
specified by its amplitude M as a function of frequency f. It is useful to use mt and M f as
two different representations of the same function. The filtration in the time domain
(Eq. 3.5.1) can also be done in the frequency domain, even with sophisticated filters.
However, we must convert the measured data into the frequency domain and backwards.
Fourier transform
We can go between these two representations using Fourier transform equations
50
M f = mt e
2i f t
dt ,
(3.5.3)
dt .
(3.5.4)
mt = M f e
2i f t
If t is measured in seconds, then f is in cycles per second. However, the equations work with
other units too.
With two functions mt and pt (where mt are the measured data and p t is a filter
function), and their corresponding Fourier transforms M f and P f , we can make
convolution of the two functions m p as
m p= mp t d
(3.5.5)
The functions m p is a simple transform pair called Convolution theorem

m p M f P f .
(3.5.6)
In other words, the Fourier transform of the convolution is just the product of the individual
Fourier transforms.
Fourier transform of discretely sampled data
In the most common situations, function mt is sampled at some time intervals. If the
time interval between consecutive samples is t, the sequence of sampled values is
mn =mn t
n=... ,3,2,0 ,1 ,2 ,3 , ... .
(3.5.7)
The time interval t is called the sampling rate. If t is measured in seconds, then the
sampling rate is the number of samples recorded per second.
For any sampling interval t, there is also a special frequency fc, called Nyquist critical
frequency [5], given by
f c=
1
.
2 t
(3.5.8)
The Nyquist critical frequency is important for two reasons. The first one is known as the
sampling theorem: A continuous function mt (sampled at an interval t) is the bandwidth
limited to frequencies smaller than fc. This theorem shows that the information content of
51
a bandwidth limited function is smaller than that of a general continuous function. It is bad
that all of the power spectral density that lies outside of the frequency range fc < f < fc is
spuriously moved into that range. This phenomenon is called aliasing. Any frequency
component outside of the frequency range (fc; fc) is aliased (falsely translated) into that range
(see Figure 3.30).
M( f )
aliased Fourier transform
true Fourier transform
1/ 2 t
1/ 2 t
Figure 3.30 Fourier transform of sampled function.

Filtration of measured data
The measured data are first transformed into the frequency domain using Fourier
transform. Next, they are multiplied by a filter function. A common filter is the so called low
pass filter when high frequencies are simply set to zero. Having modified the measured data in
the frequency domain, they are transformed back into the time domain.
3.5.3 B-Splines
Another technique for data smoothing was used by Loulou [54]. He used B-splines to
smooth the measured data. The measured data T * t were replaced by the smooth function
T t in the sense of least squares. The B-splines function of the order of b=4 was used. The
smoothed function can be written as
n
b
T t = a j p j t
(3.5.9)
j=1
where pbj t are the known basis functions. An optimum number of parameters or basis
functions was chosen by using a visual approach. Loulou started with small number of
parameters and then he added one by one until the smooth profile become unstable. When he
52
observed that the smoothed curve is in agreement with the physical evolution of the profile
and when it become unstable he stopped increasing the number of parameters and chose the
last one as optimum.
53
Problem Solution
4 PROBLEM SOLUTION
The solution of the inverse heat conduction problem (IHCP) is an extensive task that
involves many sub-problems. All reviewed IHCP methods incorporate a forward solver of
heat conduction. To solve accurately IHCP, an accurate forward solver is needed. Any noise in
the input data is gained by the inverse task. Thus, the processing of measured data is obvious.
And, finally, the design of a measuring apparatus is important. An unsuitably placed thermal
sensor can significantly reduce the accuracy of the computed results.
Several methods have been considered for the forward solver of heat conduction. For
problems under solution in this work, the most suitable ones are FDM, FVM, and FEM. The
accuracy of these methods was tested as shown in Appendix E. It can be seen that the accuracy
of these methods is very similar. Even the simplest one, FDM, gives best results at nodes of
control volumes for very fast changes in boundary conditions. The equations of FVM and
FEM methods become much complicated for models with temperature dependent material
properties in comparison with FDM. Other methods were also considered. However, the BEM
is not suitable for multidimensional models with temperature dependent material properties.
The FV-UM can better fit within complex geometries. However, the computation is much
more complicated and time consuming. It is probably more efficient to use FDM and a finer
mesh. The TLM method is suitable mainly for extremely fast changes in boundary conditions,
such as a time interval shorter than few picoseconds.
Dealing problems in the metallurgical industry, the studied objects are usually made of
steel. Most of the common steel materials have temperature dependent material properties.
Even more, the phase change occurs not only during solidifying or melting but also at a lower
temperature, when the internal structure of the solid changes. Thus the forward solver must be
able to deal with latent heat.
As the finite methods build an equation for each control volume, the set of equations
should be built in a smart manner to allow as faster a solution as possible. In the case of
one-dimensional problem, the set of algebraic equations can be built as a tridiagonal system of
equations which can be solved very effectively and fast. However, moving into the
multidimensional heat conduction the system of equations becomes much more complicated
and the created matrices are sparse but neither tridiagonal nor band diagonal. The matrices
54
Problem Solution
become extremely large and only much slower algorithms than the tridiagonal one can be
used, such as LU decomposition.
To solve the IHCP, we first derive discretization equations for the forward solver. They
must handle the temperature dependent material properties, phase change, and effectively also
the multidimensional problem. Next, automatic refinement will be proposed in both time and
space domains. Effectively measured input data filtration will be designed and compared with
others that are usually used. Having prepared the forward solver and input data, we will treat
the IHCP.
4.1 Numerical Heat Conduction Derivation of Discretization

Equations
The discretization equations obtained using the FDM have a clear physical meaning it
is not simply a formal mathematical approximation. The derived equations represent
conservation principles (mainly energy conservation) for each control volume and the
resulting numerical solution correctly satisfies the conservation over the whole calculation
domain. During the derivation of the discretization equations, we will consider the following
conditions:
Unsteady heat conduction it is time-dependent.
The temperature profile is piecewise-linear (it is linear from the control-volume

boundary to the center of the control volume).
The node is located in the center of the control volume.
The surface control volume has a zero thickness.
The material properties are temperature-dependent but constant over the control
volume and related to the node of the control volume.
The material properties may vary for each control volume.
We first derive the equations in Cartesian coordinates. Next, the equations will be
extended to cylindrical coordinates. Treatment of the three kinds of boundary conditions
(surface temperature, surface heat flux, and convection) will be applied. The equations will
also be extended to handle the phase change.
55
Problem Solution
4.1.1 Cartesian Coordinates One-dimensional Heat Conduction

For unsteady one-dimensional (1D) heat conduction in Cartesian coordinates,
Eq. (3.1.1) can be written as
dq
dT
q=c
dx
dt
(4.1.1)
where
q=k
dT
.
dx
(4.1.2)
The time domain is discretized into the time steps where the index of the current time
step is m and the time step is defined as
T, Temperature
t=t mt m1dt .
(4.1.3)
j-1
j+1
x, position
Node
xj
Control
volume
boundary
xj
2
q0
qJ
0
01
qJ+1
j-1
J-1
j+1
J+1
J+2
Figure 4.1 One-dimensional model for planar geometry showing control

volume and its boundaries.
56
Problem Solution
The object domain is discretized into a number of control volumes (see Figure 4.1).
Some methods suggest to create the surface volume of zero thickness and others suggest the
use of surface volume of the half size of the interior volumes. We use zero thickness, because
we will not use constant size of the interior volumes. This enables us to create small volume
next to the zero-volume which gives us the possibility to compute surface temperature more
accurately.
For each control volume a conservation of energy is applied to derive a set of algebraic
equations. Integrating Eq. (4.1.1) over the j-th control volume, we can write
T mT m1
j
q mJ q mJ 1 x jq j = x j j T mj c j T mj j
t
(4.1.4)
where j T mj and c j T mj are the temperature-dependent mass density and specific heat,
m1
respectively, T j
is the temperature of the node in the previous time step and t is the
time step.
When there are temperature-dependent parameters in the equations (such as material
properties, heat source, or boundary conditions), the set of equations becomes non-linear. The
set of these non-linear equations is solved by iterating a method for the linear problem as will
be described later. For the first iteration, the initial guess T m of the temperature T m is equal
to T m1 . After first iteration, the T m is set to T i1, m , where i 1 is the previous iteration
index. During the iteration process, the T m becomes T m .
Temperature dependent heat conductivity
Because the conductivities kj-1 and kj of the neighboring volumes may be different, there
may be a discontinuity of the slope (dT/dx) at the control-volume boundary (see Figure 4.1).
The heat flux can be expressed on the J-th boundary at the time step m as
k j1 T mj1 m
k j T mj m
m
q =
T j1T J =
T J T mj
x j1
xj
2
2
m
J
(4.1.5)
where j is the node index, k j T mj is temperature-dependent thermal conductivity, and the m

superscript represents the time index. The heat flux q mJ of Eq. (4.1.4) can be evaluated as
57
Problem Solution
xj
x j1
2
2
m
qJ =
m
m
k j1 T j1 k j T j
1
T j1T j
m
(4.1.6)
The temperature on the J-th boundary T J can be evaluated as
k T k T
T = j1 j1 j j
x j1
xj
2
2
m
J
]
1
k j1 T j1 m
k T m
T j1 j j T j
.
x j1
xj
2
2
(4.1.7)
Whenever there is a need to get the temperature at a control-volume boundary (e.g. during
interpolation of temperature across the control volume), this equation should be used together
with the temperature at the node.
Temperature dependent mass density and specific heat
When the mass density or specific heat c becomes more dependent on the temperature,
the results are more inaccurate. Special care must be paid to time integration: if the time step
is too large, the latent heat of the phase change may be neglected [A9]. Figure 4.2 shows the
difference between the correct amount of energy stored and the amount of energy stored in the
case of neglected latent heat. In the case of a phase change, the properties are highly
dependent on the temperature.
c , H
Tf
H*
T f
Figure 4.2 Comparison of correct enthalpy H and enthalpy with

phase change H* neglected.
58
Problem Solution
This problem can be eliminated by solving it using the enthalpy instead of specific heat
and mass density as was described in the Phase Change Implementation chapter. The
following approach was inspired by the Apparent Heat Capacity method. Enthalpy H
represents the energy stored and is defined as follows
T
H T = T c T dT .
(4.1.8)
T ref
The derivative of this equation gives us

T c T =
dH T
.
dT
(4.1.9)
Using discretization of this equation, we obtain

m
j
m
j
j T c j T
H j T mj H j T m1
j
T mj T m1
j
(4.1.10)
Substitution of this relation for j T mj c j T mj in Eq. (4.1.4) reduces the possibility of energy
loss. This substitution can be used when the denominator T mj T m1
is non-zero, otherwise
j
j T mj c j T mj should be used (e.g. for the first iteration when T m=T m1 ).
Enthalpy for piecewise linearized mass density and specific heat
The temperature dependent material properties are usually given in a table or the given
dependence can be easily piecewise linearized (see Figure 4.3). Thus it is very convenient to
,c
wth temperature interval
T w1 T w
T w1
Figure 4.3 Linearized thermal material properties.
59
Problem Solution
express the enthalpy H using piecewise linearized mass density and specific heat. Equations
T =a , w T b , w ,
(4.1.11)
c T =a c , w T b c , w
(4.1.12)
describe mass density and specific heat in one temperature interval w from temperature Tw1 to
Tw. Applying Eq. (4.1.114.1.12) in the enthalpy Eq. (4.1.8) gives us the equation for
computing enthalpy H within one wth temperature interval T w1 ;T w
T
H T = a , w T b , w a c , w T b c , w dT =a H , w T 3b H , w T 2 c H , w T d H , w H 0 (4.1.13)
T w1
where
1
a a ,
3 c
(4.1.14)
1
a b b a ,
2 ,w c ,w ,w c,w
(4.1.15)
c H , w =b , w b c , w ,
(4.1.16)
a H , w=
b H , w=
d H , w =a H , w T w1b H , w T w1c H , w T w1 ,

H 0=
0;
H T w1 ;
for w=1
for w1
(4.1.17)
(4.1.18)
The H0 parameter is used for connecting two adjoining intervals and is equal to H(Tw1) that is
computed using the preceding temperature interval T w2 ;T w1 .
Phase change at constant temperature
The major problem in using the described method is the specification of an accurate
numerical approximation for the rapidly changing material properties an isothermal phase
change. Let us consider an isothermal phase change occurring at temperature Tm. To avoid
problems associated with the change in internal energy at a constant temperature, a small
artificial temperature region is introduced. Within this region, the heat conductivity can be
approximated by the linear piecewise continuous curve, and the product of mass density and
specific heat is constant and can be computed as
60
Problem Solution
T c T =
L
T w T w1
(4.1.19)
where L is the latent heat and the wth temperature interval is the introduced small artificial
temperature region.
Source-term linearization
When the source term q is temperature-dependent in Eq. (4.1.4), its value can be
obtained as
q j = q j T mj .
(4.1.20)
In some cases the source term can be expressed also using the unknown temperature
T mj as
a
m
b
m
m
q j = q j T j q j T j T j .
(4.1.21)
The simplest example is a linear heat source which can be expressed as

q j = q aj q bjT mj
(4.1.22)
m
a
b
m
q j T j = q j q jT j .
(4.1.23)
as well as using Eq. (4.1.20) as
The usage of Eq. (4.1.22) gives the solution faster, but this requires modification of the set of
linear equations. Eq. (4.1.23) is easier to implement, however, it can diverge as the q bj term is
increasing in absolute value and the under-relaxation must be used.
Set of equations for all internal grid points in the general form
The equations for all internal points of 1D model can be written in a general form
,m
,m
a j , j1T ij1
a j , jT ij, ma j , j1T ij1
=b j
(4.1.24)
where the j subscript is the node index from 1 to N 1. The i superscript is an index of
iteration and the m superscript is a time step. The solution of these equations give us the
temperatures for time step m. The a and b parameters can be obtained by substituting
Eqs. (4.1.6), (4.1.10), and (4.1.21) into Eq. (4.1.4). The result for the first iteration is
61
Problem Solution
a j , j1=2
x j1
m1
k j1 T j1
1
xj
m1
k j T j
m1
a j , j =a j , j1 a j , j1 x j q j T j
a j , j1=2
xj
m1
k j T j
m1
k j1 T j1
j T j
j T m1
c j T m1
j
j
,
t
1
x j1
m1
b j = x j q aj T m1

j
m1
c j T j
t
m1 .
T j
(4.1.25)
m
For all subsequent iterations T i1,
substitutes for T m1
in aj, j-1 and aj, j+1. The aj, j and bj
j
j
parameters are
m
a j , j =a j , j1a j , j1 x jq bj T i1,
,
j
i1, m
a
j
b j = x j q T
i1, m
j
H j T j
m1
H j T j
t
.
(4.1.26)
4.1.2 Cylindrical Coordinates One-dimensional Heat Conduction

The heat conduction in cylindrical coordinates is described in a one-dimensional space
by the equation
1 dq
dT
q=c
r dr
dt
(4.1.27)
where
q=rk
dT
.
dr
(4.1.28)
The object domain is discretized into a number of control volumes as shown in

Figure 4.4. Integrating Eq. (4.1.27) over the j-th control volume, we may write
m
J
q q
m
J 1
T mj T m1
j
r j r jq j =r j r j j T c j T
t
m
j
m
j
(4.1.29)
62
T, Temperature
Problem Solution
j-1
j+1
r, radius
r j
Node
Control
volume
boundary
r j
2
qJ
q0= 0
0
01
2
2
qJ+1
j-1
3
J-1
J
rJ
j+1
J+1
J+2
rj
Figure 4.4 One-dimensional model for cylindrical geometry showing control
volume and its boundaries.
where r is the radius (distance from the center). For the cylindrical coordinates, the heat flux
q mJ of Eq. (4.1.29) can be evaluated as
r j1
r j
2
2
q mJ =r J
m
k j1 T j1 k j T mj
1
(4.1.30)
T mj1T mj
and the temperature on the J-th boundary T mJ can be evaluated as
k T m k T m
T = j1 j1 j j
r j1
r j
2
2
m
J
]
1
k j1 T mj1 m
k T m
T j1 j j T mj
.
r j1
r j
2
2
(4.1.31)
63
Problem Solution
Equations for internal grid points in the general form for 1D cylindrical coordinates
We now use the same form of equations (Eq. 4.1.24) for all internal points as for the 1D
model in Cartesian coordinates. The a and b parameters can be obtained by substituting
Eqs. (4.1.30), (4.1.10), and (4.1.21) into Eq. (4.1.29). The result for the first iteration is
a j , j1=2 r J
r j1
m1
k j1 T j1
1
r j
m1
k j T j
m1
a j , j =a j , j1a j , j1r j r j q j T j
a j , j1=2 r J 1
r j
m1
k j T j
a
j
b j , j =r j r j q T
m1
j
j T m1
c j T m1
j
j
,
t
1
r j1
m1
k j1 T j1
j T m1
c j T m1
m1 .
j
j

T j
t
(4.1.32)
m
substitutes for T m1
in aj, j-1 and aj, j+1. The aj, j and bj,
j
j
parameters are
b
i1, m
a j , j =a j , j1a j , j1r j r jq j T j
a
j
b j =r j r j q T
i1, m
j
m
H j T i1,
H j T m1
.
j
j
(4.1.33)
Derivation of discretization equations for 2D and 3D heat conduction in Cartesian and

cylindrical coordinates can be found in the Appendix F.
4.1.3 Treatment of Boundary Conditions
Having described the interior control volumes, we need to derive equations for the
surface control volumes. The zero thickness of the surface control volumes is a smart choice,
because the heat transfer needs to be described in one direction only and the derived equations
are the same for Cartesian and cylindrical coordinates. In other directions the heat flux is zero
because the surface perpendicular to that direction has the zero dimension.
64
Problem Solution
x N 1
x1
x1
2
x N -1
2
qs
qs
N-1
01
Ts
N-1
N N+1
Ts
Figure 4.5 Applying boundary conditions.

Surface temperature
The situation is very simple. We just know the temperature of the node 0
T 0 =T s .
(4.1.34)
By rearranging this simple equation to the form of Eq. (4.1.24) we obtain

a j , j =1 ; a j , j1=0 ; b j =T s
(4.1.35)
where j = 0. The parameters for the surface control volume N are

a j , j1=0 ; a j , j =1 ; b j =T s
(4.1.36)
where j = N.
Surface heat flux
Knowing the surface heat flux we can write the equation for the surface control volume
q s =k
T 0T 1
x1 .
2
(4.1.37)
By rearranging this equation to the form of Eq. (4.1.24) we obtain

k 1 T 1m
a j , j =a j , j1 ; a j , j1 =
; b j =q s
x1
2
(4.1.38)
65
Problem Solution
k N 1 T mN 1
; a j , j =a j , j1 ; b j =q s
a j , j1=
x N 1
2
(4.1.39)
where j = N.
Convection
The surface heat flux can be computed as
q s=h T s T .
(4.1.40)
Therefore, we can write the equation for the surface control volume
k 1 T 1m
h T 0 T =
T 1 T 0
.
x1
2
(4.1.41)
By rearranging this equation to the form of Eq. (4.1.24) we obtain

k 1 T 1m
; b j =hT
a j , j =ha j , j1 ; a j , j1=
x1
2
(4.1.42)

k N 1 T mN 1
a j , j1=
; a j , j =ha j , j1 ; b j =hT
x N 1
2
(4.1.43)
where j = N.
Radiation
The heat flux due to the radiation from the surface is expressed in Eq. (12.3). It is
convenient to express the radiation heat flux in the form
q rad =h T s T sur
(4.1.44)
where the radiation heat transfer coefficient h is

h = T s T sur T 2s T 2sur .
(4.1.45)
Therefore, the radiation can be simply integrated into the equations for convection where
66
Problem Solution
h=hconv h .
(4.1.46)
Because this boundary condition is strongly dependent on surface temperature, it should be

updated for each iteration during solution of discretization equations.
4.2 Solution of Discretization Equations

This chapter describes an effective solution algorithm for the set of equations of 1D, 2D,
and 3D heat conduction. The set of Eq. (4.1.24) can be written in a form of Eq. (3.3.46) and
also in the matrix form of Eq. (3.3.47). The solution is quite simple for 1D heat conduction
because it is a tridiagonal system of equations the A matrix has nonzero elements only on
the diagonal plus or minus one column (see Figure 4.7). It is not a linear system of equations,
however, we can use the solution algorithm described in the Appendix D Solution of Linear
Algebraic Equations Tridiagonal Systems of Equations. By iterating this algorithm for linear
equations, we are able to solve our set of non-linear equations. As can be seen, the
non-linearity is caused by the parameters which are dependent on the unknown temperature
T mj . For the first iteration, the initial guess T mj of the temperature T mj is set to temperature
m
T m1
which was computed for the previous time step m 1. After the first iteration, T j is
j
i1, m
set to T j
, where i 1 is the previous iteration index. This is repeated for all next
m
m
iterations. During the iteration process, T j becomes T j . The number of required iterations
will be described later.

Moving into the 2D or 3D space, each internal control volume has four or six neighbors,
respectively, while in the 1D space each internal control volume has only two neighbors. This
would result in five or even seven unknown temperatures in one equation for computing the
temperature of one internal node [j, k] or [j, k, p] :
/ 2D model /
,m
i ,m
i ,m
i ,m
,
a j , k 1T ij,,mk 1a j1, kT ij1,
k a j , kT j , k a j1, kT j1, k a j , k 1T j , k 1 =b j , k
(4.2.1)
/ 3D model /
,m
i ,m
a j , k , p1T ij,,mk , p1a j , k 1, pT ij,,mk 1, p a j1, k , pT ij1,
k , p a j , k , pT j , k , p
a j1, k , pT j1, k , p a j , k 1, pT j , k 1, p a j , k , p1T j , k , p1=b j , k , p .

i ,m
i ,m
i ,m
(4.2.2)
67
Problem Solution
1D heat conduction
A matrix
qJ
qJ+1
j1
J1
zeros
j+1
J+1
J+2
zeros
2D heat conduction
A matrix
K+2
zeros
j1, k+1
j, k+1
zeros
j+1, k+1
K+1
qj,K+1 q
J+1,k
qJ, k
j1, k
j, k
zeros
j+1, k
zeros
K
qj,K
j1, k1
K1
J1
y
j, k1
J
j+1, k1
J+1
J+2
A matrix
3D heat conduction
qj,K+1,p
qj,k,P+1
qJ,k,p
qJ+1,k,p
j,k,p
z qj,k,P
qj,K,p
x
Figure 4.6 Control volumes and A matrixes for 1D, 2D, and 3D heat conduction.
By arranging the set of equations into the matrix form, Eq. (3.3.47), we will get very
sparse matrixes A. Examples of these matrices are shown in Figure 4.6 for rectangular and
cubic geometries. Although A matrixes may seem to be band diagonal systems of equations
68
Problem Solution
they are not because the condition bandwidth << N is not fulfilled. This set of equations can
be effectively solved by Conjugate Gradient Method or LU Decomposition, but there is
a more efficient solution of this problem.
The key point to solution is the principle of superposition of heat conduction two or
three-dimensional conduction may be expressed as a product of one-dimensional conductions.
To solve our multi-dimensional problem, we can split it into separate one-dimensional
problems along the main axes (Cartesian, cylindrical, or spherical coordinates). This approach
is also called line-by-line method. We can compute Eq. (4.2.1) and Eq. (4.2.2) within two and
three iterations, respectively, as follows:
/ 2D model /
,m
i ,m
i ,m
,
m
m
a j1, kT ij1,
k a j , kT j , k a j1, kT j1, k =b j , k a j , k 1T j , k 1 a j , k 1T j , k 1
i1 i
(4.2.3)
(increase iteration index)
a j , k 1T ij,,mk 1a j , kT ij,,mk a j , k 1T ij,,mk 1=b j , k a j1, kT mj1, k a j1, kT mj1, k .
(4.2.4)
/ 3D model /
,m
i ,m
i ,m
a j1, k , pT ij1,
k , p a j , k , pT j , k , p a j1, k , pT j1, k , p
=b j , k , p a j , k , p1T mj , k , p1a j , k 1, pT mj , k 1, p a j , k 1, pT mj , k 1, p a j , k , p1T mj , k , p1 ,

i1 i
a j , k 1, pT ij,,mk 1, p a j , k , pT ij,,mk , p a j , k 1, pT ij,,mk 1, p

=b j , k , p a j , k , p1T mj , k , p1a j1, k , pT mj1, k , p a j1, k , pT mj1, k , p a j , k , p1T mj , k , p1 ,
i1 i
a j , k , p1T ij,,mk , p1a j , k , pT ij,,mk , p a j , k , p1T ij,,mk , p1

=b j , k , p a j , k 1, pT mj , k 1, p a j1, k , pT mj1, k , p a j1, k , pT mj1, k , p a j , k 1, pT mj , k 1, p .
(4.2.5)
We have three unknown temperatures on the left-hand side and all parameters known on the
right-hand side of the equations. The equation for the first iteration, Eq. (4.2.3), represents k
sets of tridiagonal systems equations one set for one line of nodes along X direction. Each
line of nodes along the X axis is solved as a 1D heat conduction. The next equation,
Eq. (4.2.4), represents j sets of tridiagonal systems equations one set for one line of nodes in
69
Problem Solution
the Y direction. A similar situation arises for the 3D model. The approach splits a huge set of
equations (especially for 3D model) into a number of relatively small tridiagonal systems of
equations which can be solved very effectively.
A smart choice of temperature T m can significantly reduce the number of required
iterations. So far, the temperature from the previous iteration T i1, m was used for temperature
T m . However, more up-to-date values can be used. We can use the values of the current
iteration of already computed lines. To avoid the new values are being every time on the same
side of the line (e.g. at the bottom and on the left side for the 2D model in Figure 4.6), it is
recommended to invert the order of the computed lines after each iteration.
4.2.1 Error Estimation of Iteration Algorithm
The previous chapter describes the iteration process for the solution of the non-linear
equations. The iterative solution process gives us approximate temperatures of the control
volume nodes. The temperatures may converge to the solution or diverge during the iteration
process. If divergence occurs, an under-relaxation should be considered although it is not very
common and it occurs only in some special cases with a heat source.
The maximum estimated error is usually computed as
m
i T ij, mT i1,
(4.2.6)
m
where T ij, m and T i1,
are the node temperatures computed from the last and next-to-last
j
iterations, respectively. This estimation is good for problems that converge fast. As you can
see in Figure 4.7, this estimation can be very inaccurate if the problem under solution
converges slowly [A9]. The estimated error after the ith iteration is i but the difference
between the last computed value and the value computed after an infinite number of iterations
i . This difference is the sum of the estimated errors from all next iterations that have not
is
been solved yet.
A better estimate of the convergence error can be determined using a method based on
i between
the observed geometric convergence of heat conduction problems. The difference
the last computed value and the value computed after an infinite number of iterations can be
estimated using the sum of a geometric series
70
Problem Solution
Temperature
i3, m
i2, m
T
i1, m
T i ,m
T
i1
i
i
i-3
i-2
i
number of iterations
i-1
Figure 4.7 Estimated and real errors after ith iteration.
i =i1i2= p1 p2 p3 p = p 1n = p 1
b
b1
b b b
n=1 b
(4.2.7)
Parameters p and q can be computed as
b=
i1
T i2
j T j
i
T i1
j T j
p=T j T j
i1
i2, m
where T j
i1, m
, Tj
i ,m
, and T j
(4.2.8)
(4.2.9)
are the results computed in the last three subsequent
iterations.
The iteration process converges faster for a higher b parameter. For the cases where
b2, the estimated error is less than p and thus Eq. (4.2.6) can be used. On the other hand,
whenever the b parameter becomes closer to 1, the solution will converge slowly and
Eq. (4.2.7) should be used. This occurs mainly when highly conductive materials are used
inside materials with poor thermal conductivity.
4.3 Discretization Error Estimation

The numerical approach used requires some simplification of continuous physical
systems. The simplification is used for the object, its boundary conditions, and time domain.
The stress energy used in mechanics can be applied in heat conduction. The heat energy will
be used for an accuracy analysis of heat conduction problems solved using the numerical
approach instead of stress energy.
71
Problem Solution
4.3.1 Boundary Conditions

We are working with unsteady boundary conditions, but the boundary conditions are
assumed to be constant within one time step as can be seen from Eqs. (4.1.34), (4.1.37), and
(4.1.40). Therefore, the time dependent profile of boundary conditions must be replaced by
a discontinuous profile consisting of a number of small constant pieces. Their length is the
time step (see Figure 4.8).
(B)
piecewise constant profile
Boundary condition
Boundary condition
(A)
measured value
real profile
piecewise linear profile

time step
time
time
Figure 4.8 Simplification of time-dependent boundary conditions.
In most cases we do not know the real profile of boundary conditions, we only know the
values in certain measured time instants (see Figure 4.8). We usually use a piecewise
linearized profile between the measured values. Knowing the boundary conditions in certain
measured time instants, we can simplify them in various ways. Two methods are shown in
Figure 4.9. The B method is often used, but the A method is more effective.
We can estimate the error of simplified boundary conditions for case A as a sum of
partial errors
n
=
m=1
m m1
4
(4.3.1)
where the m is the measured boundary condition at time step m and n is the number of
computed time steps. The estimated error for case B is twice higher.
72
Problem Solution
(B)
sum of partial errors
time step
m+1
m+2
Boundary condition
Boundary condition
(A)
m+1
m+2
time
time
Figure 4.9 Error estimation of boundary conditions.
4.3.2 Mesh Discretization Error

For rapid changes in the heat flux boundary conditions and near the heterogeneous
material, a fine mesh is required [A9]. This is because the smooth temperature profile has
been piecewise linearized. Figure 4.10 shows two meshes a rough one and a finer one.
Before any estimation of mesh discretization error and mesh refinement can be done, the user
must create a fine mesh that reflects the expected temperature profile. As you can see in
Figure 4.10, if the user creates a rough mesh (case A), the analysis just skips the left
temperature peak. If the mesh is fine enough (case B), the mesh discretization error can be
T, Temperature
computed, and based on this information the mesh refinement can be done.
control volume size
x, position
(A)
(B)
control volume size
Figure 4.10 Mesh design.
73
Problem Solution
We will investigate the mesh discretization error by comparing the heat energy stored
within the control volume. The heat energy of the control volume can be expressed as
an enthalpy
x J 1
1
H =
x j x= x
c dT dx .
*
j
(4.3.2)
T ref
Because we are assuming constant material properties within one control volume, we can
simplify Eq. (4.3.2) as follows
*
*
H j =cT j .
(4.3.3)
This simplifies our search for the mesh discretization error. We can only investigate the
average temperature of the control volume and, if necessary, we can recalculate the average
temperature to heat energy using Eq. (4.3.3).
First, we must avoid a very rough mesh as shown in Figure 4.10, case A. Next, we can
assume two extreme conditions shown in Figure 4.11. Case A shows the situation shortly after
the rise in temperature of the control volume j 1 has risen. The temperature on the boundary
T J is very high compared to the rest of the temperatures within the control volume j. Case B
shows the situation later after the change. The thermal shock propagates deeper inside the
control volume. Because of the piecewise linearized profile, we only know the temperature at
the center of the node and we can estimate temperature on its boundaries. We do not know
anything about the real temperature profile between the centers of the control volumes.
However, we can express the two extreme conditions shown in Figure 4.11. As you can see in
case A, the real average temperature of the jth control volume T *j is very close to the
temperature of the jth node T j . On the other hand, in case B, the real average temperature is
much closer to the average temperature computed from the temperatures of the node and on
the boundaries of the control volume as follows
T j =
T J , j T j , J 1 T J T j / 2T j T J 1 / 2
.
=
2
2
(4.3.4)
If we take a closer look at FDM and FVM, we find that the FDM assumes the
temperature of the node T j for the average temperature of the control volume, while the
FVM assumes T j expressed in Eq. (4.3.4).
74
Problem Solution
(A)
(B)
real temperature profile

T J , j =T J T j / 2
T
J
T J , j T j , J 1
T j =
2
T *j
FVM
j
T FDM
j
Tj
T j , J 1=T j T J 1 / 2
Tj1
T, Temperature
T, Temperature
Tj1
Tj+1
TJ+1
TJ
T J , j =T J T j / 2
T j =
T FVM
j
FDM
T j
TJ+1
Tj
x, position
T J , j T j , J 1
2
*
T j
Tj+1
x, position
Figure 4.11 Temperature of a control volume in FDM, FVM, and real average
temperature of the control volume.
Assuming the real average temperature is between the T FDM
and T FVM
, we can
j
j
estimate the discretization error as the difference between the temperature at the center of the
node and the average temperature T j using Eq. (4.1.7) and (4.3.4) as
T =T FDM
T FVM
=T j T j=
j
j
T j 1 k j1 T j1 x jT j1k j T j x j1T j

2
4
k j1 T j1 x j k j T j x j1
1 k j T j x j1T j k j1 T j1 x jT j1 .
4
k j T j x j1k j1 T j1 x j
(4.3.5)
The same equation can be obtained for cylindrical coordinates using Eq. (4.1.31). The x is
only replaced with r.
4.3.3 Time Discretization Error
Dealing with the time discretization, we should compare the three main schemes for
temperature variation in time explicit, Crank-Nicholson, and fully implicit shown in
Figure 4.12. The explicit scheme essentially assumes that the old temperature lasts through the
entire time step. The fully implicit scheme supposes that the temperature suddenly drops at the
beginning of the time step and stays over the whole time step, while the Crank-Nicholson
scheme assumes a linear variation of the temperature during the time step.
Working only with the unconditionally stable fully implicit scheme, we will derive
a method for estimating the error caused by time discretization. As you can see in Figure 4.13,
none method describes correctly the variation of temperature in time shortly after a change in
the boundary condition.
75
Problem Solution
T, Temperature
Explicit
Crank-Nicholson
Fully Implicit
time step
m1
time
Figure 4.12 Variation of temperature in time for three different schemes.
The trick for estimating the error caused by time discretization is based on comparing
the error of the temperature (hatched area in Figure 4.13) for the time step and the double time
step. As you can see, for the later change in boundary condition, the hatched area for the
double time step is about twice larger than for two steps of the normal time step. Knowing
that the error (the hatched area) is half the size of that for half time step and having computed
our problem under solution using the double time step and normal time step we can estimate
the error caused by time discretization as
t T j =T //j T /j
(4.3.6)
//
where T j is the temperature computed using the double time step and T j is the temperature
computed using the normal time step.
Real tempearature
Fully implicit scheme

time step
double time step
Longer after change

in boundary condition
T, Temperature
T, Temperature
Shortly after change

in boundary condition
Real tempearature
Fully implicit scheme

time step
double time step

time
Figure 4.13 Temperature variation and time step refinement.
time
The situation is slightly different for the case shortly after the change in boundary
condition, because the hatched area for the double time step is not twice larger than that for
two steps of the normal time step, but slightly less. No ratio lower than 1.5 was observed
76
Problem Solution
when testing the method; the lowest values did not drop under 1.7. Knowing this behavior and
applying this ratio in Eq. (4.2.7) describing the sum of a geometric series, we can estimate the
error caused by time discretization using modified Eq. (4.3.6) as
t T j =T //j T /j
(4.3.7)
where the coefficient varies from 1 to 2, depending on the problem under solution. The
=2 should be used to make sure that the estimation of the maximum error caused by time
discretization is correct ( =2 for ratio 1.5 and =1 for ratio 2). For the infinite time step
(steady conditions), the implicit scheme describes the temperature variation in time almost
perfectly and there is no need to make such an estimation.
4.4 Optimization of Discretization

Knowing the methods for discretization error estimation, we can use them for mesh and
time step optimization. The next chapters will describe the methods for setting the optimal
mesh and time steps, but first we will deal with refinement of boundary conditions measured
in discrete time instants.
4.4.1 Refinement of Boundary Conditions in Time Domain
Before mesh optimization can be done, appropriate boundary conditions should be
prepared. We will assume boundary conditions measured in discrete time instants and the
linearized profile between the measured values. However, the computation numerical method
assumes constant boundary conditions within one time step. The error caused by this
simplification is expressed by Eq. (4.3.1).
Figure 4.14 shows that the error is half in size for a half time step. This behavior can be
used for time step refinement
t=
t*
trunc * /max 1
(4.4.1)
*
where t is a new time step, t * is time discretization of measured boundary condition,
max
is the sum of the partial error for the time step t * , is the maximum allowed value, and
the trunc function returns only the integer part of the expression in brackets.
77
Problem Solution
(B)
sum of partial errors A

constant value
linearized value
time step
m
Boundary condition
Boundary condition
(A)
half time
step
m+1
m
time
Figure 4.14 Boundary condition refinement.
m+1
= / 2
m+2
time
4.4.2 Mesh Optimization

In the forward solver, an adaptive meshing scheme should be used to keep the number
of computational points at minimum whilst ensuring accuracy of the solution [A9]. The
linearized profile will give reasonable representation of the solution only if the grid is
sufficiently fine.
Before mesh optimization can be done, a starting one must be created. The starting mesh
should not be very rough as you can see in Figure 4.10 case A. The mesh must reflect the
expected temperature profile. It is better to create a finer mesh, which can be coarsened, than
to create a too rough one.
Eq. (4.3.5) will be used as a criterion equation for mesh refinement. If the T parameter
is higher than our acceptable value Tmax
, the control volume should be divided into more
control volumes. If the center node of a control volume corresponds to a temperature sensor
location, the volume should be divided into odd number of volumes so that the position of the
center node remains unchanged. If the T parameter is lower for two neighboring control
min
volumes than the limit value T , the control volumes can be merged. However, avoid
merging volumes corresponding to a temperature sensor location and volumes already
divided. The T parameters should be checked for all control volumes after each time step
and the computation along with mesh refinement should be repeated until no re-meshing is
necessary.
78
Problem Solution
4.4.3 Time Step Refinement

The used fully implicit scheme does not precisely describe the temperature variation of
control volumes in time, which causes some inaccuracy. As shown in Figure 4.13, the finer
time step results in a higher accuracy of the computed result. The estimated error caused by
time discretization is expressed by Eq. (4.3.7). This error should be checked after
max
computation. If the error is higher than the acceptable value t , the problem should be
computed using the half time step. This approach allows us to use repeatedly Eq. (4.3.7).
4.5 Multi-level Filtration of Measured Data

Noise suppressing is important for data that are used as inputs for inverse tasks, because
the noise is mostly gained by the inverse task and may seriously degrade the computed results.
Many papers testing the noise problem in input data consider very simply generated random
noise [45, 48 ] or sophisticated Gaussian noise [42]. However, noise does not have such
a characteristic very often. The data are recorded using a measuring card that converts the
continuous value into the digital representation. The resolution of digitalized data is usually 8,
12, or 16 bits. More bits result in a higher accuracy but a lower measuring frequency and
a higher price of the measuring card. Now imagine that you need to measure within the
temperature range 02000C. If you use a 8-bits card, the measuring range can be divided only
into 256 levels. Therefore, you can measure at a maximum accuracy of 8C. The accuracy for
12-bits and 16-bits cards is 0.5C and 0.03C, respectively. An example of measured data
using the 12-bits card is shown in Figure 4.15. It can be seen that the noise in the shown data
is far from a random or Gaussian noise. The values are simply leaping on two or three certain
layers.
Temperature [C]
904.0
903.5
903.0
902.5
902.0
901.5
901.0
1.4
1.5
1.6
1.7
1.8
1.9
2.0
2.1
2.2 2.3
Time [s]
2.4
2.5
2.6
2.7
2.8
2.9
3.0
Figure 4.15 Measure data using 12-bits A/D card at 300 Hz

79
Problem Solution
1.0
p( t )
0.8
0.6
0.4
0.2
0.0
-3.0
-2.5
-2.0
-1.5
-1.0
-0.5
0.0
t
0.5
1.0
1.5
2.0
2.5
3.0
Figure 4.16 Gaussian filter function with krn = 3.

The
proposed
multi-level
filtration
procedure
was
designed
especially for
a thermocouple sensor built in a stainless steel plate 1.5 mm under the cooled surface.
However, it can also be modified for similar cases. The temperature was measured using
a 12-bits card at 100 and 300 Hz. An example of measured data is shown in Figure 4.15. The
algorithm uses convolution (Eq. (3.5.5) and Eq. (3.5.1) for discrete data) with the varying
Gaussian filter function
p t =e
t 2
2 krn/32
(4.5.1)
to filter the measured data, where krn represents the with of influenced area (see Figure 4.16).
First, several sets of filtered data are computed. Each set is computed using constant
filter Eq. (4.5.1). The krn varies from krnmin = f / 10 to krnmax = 2f / 10 with step krnstep = 1
which represents one sample. The filtration procedure starts at the beginning of the recorded
temperature history with the first measured sample for which the value from the set computed
using krn m=krn min = f /10 is used where the m superscript represents the current time step.
For the next value, the set computed using krn m=krn m12 (stronger filtration) is used but
only if the following condition is fulfilled
T *T step T T *T step
*m
T T step T m
m2
* m2
m1
* m1
T T
T step T T
T stepT m1T * m1T step T m2 T * m2T step
T T * mT step
* m2
m2
* m1
m1
T
T stepT T
T stepT T * m1T step T m1T * m2T stepT m2 . (4.5.2)
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Problem Solution
915
905.0
Temperature [C]
Temperature [C]
904.5
914
913
912
911
904.0
903.5
Measured
Filtered
Corrected
903.0
902.5
902.0
901.5
910
0.9
1.0
1.1
Time [s]
1.2
1.3
901.0
1.4
1.5
1.6 1.7
Time [s]
1.8
Figure 4.17 Before the correction function is applied, the filtered data are below the
measured ones in the part where the data changes the slope.
If this condition is not fulfilled, smaller krn m=krn m1 is tested by Eq. (4.5.2). The krn is
decreasing
m
krn =krn
until
m1
the
condition
Eq. (4.5.2)
or
2 is fulfilled. This enables us to
1.0
change adaptively the strength of the used Gaussian
0.8
constant the strength of the filter is increasing. As the
y( x )
filter. If the slope of the temperature history is almost
0.6
0.4
filtration procedure is approaching a change in slope

of the temperature history the strength is decreasing.
Next, a soft Gaussian filter with krn=5 is
0.2
0.0
0.0
0.2
0.4
0.6
0.8
1.0
applied to the filtered data. This operation is required

because the filtered temperature can abruptly change
Figure 4.18 Non-linear correction

function.
as the krn changes during the first stage of the

filtration.
The filtered data are now below or above the measured ones in parts where the
temperature history changes its slope (see Figure 4.17). Therefore, a correction function,
which represents the smoothed deviation of the filtered and measured temperature, is
computed as
d T t =
1
[ T T * ]p t
(4.5.3)
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Problem Solution
where p t is expressed in Eq. (4.5.1) and krn= f /10 is used. The correction function
Eq. (4.5.3) is modified by the non-linear correction function (see Figure 4.18) and then
applied as
1
d T
m
m
1 d T max
T = T cos
2
d T max
m
for m=0.. n .
(4.5.4)
The non-linear function shown in Figure 4.18 ensures that the correction function from
Eq. (4.5.3) is applied more intensively for a bigger deviation. When this correction procedure
is applied twice, the smoothed values are pushed back within the measured ones as can be
seen in Figure 4.17.
4.6 Solutions of IHCP

In this chapter we focus on the determination of boundary conditions of heat conduction
problems, determination of thermal material properties [A5], and model calibration of
the measuring sensor [A12]. Typical applications are cooling by water or mist air-water
nozzles in casting [A13], descaling [A10], and hot rolling [A4]. The computed boundary
conditions are usually used for the description of the cooling efficiency while the material
properties and calibrated model are needed for computation of these boundary conditions.
As described in the previous sections, the inverse methods usually make use of the
knowledge of the direct solution of the problem. For non-linear problems, the Becks
algorithm estimates boundary conditions from the knowledge of internal temperatures using
some algorithm and then it verifies the estimation using the direct solution of the problem.
After comparing the direct solution computed using estimated boundary conditions with the
measured values, next estimation is performed. If the measured values match the computed
ones, the iteration process is ended.
Usage of a new alternative approach is described in the following chapters. The main
idea is the usage of the general optimization method for matching the measured temperatures
with the computed ones by setting the parameters we are looking for. This process is also
often called identification. The modified downhill simplex multidimensional optimization
method [A9] will be used. However, other multidimensional methods can be considered.
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Problem Solution
4.6.1 Computation of Boundary Conditions

Reviewing the inverse methods, the sequential Becks approach has been found to be
very suitable for IHCP. The method is relatively fast and stable. The disadvantage of this
method is the decreasing accuracy for cases where a large stabilization parameter must be
used, e.g. for noisy input data, and where the boundary conditions are changing fast. However,
it can give a good idea about the main characteristic of the boundary condition.
The proposed approach makes use of the knowledge of the main characteristic of the
boundary condition. The time dependent boundary conditions are approximated by
an appropriate function within a certain time interval at which the boundary conditions are
abruptly changing [A3, A6, A1]. For time intervals where the boundary conditions are almost
constant, the fast and stable sequential Becks algorithm is used with a large stabilization
parameter.
Our goal is to find transient boundary conditions from the measured temperature history
inside the body. However, we only know the direct solution computation of the temperature
from boundary conditions. First, the sequential Becks approach with a large stabilization
parameter should be used to have an idea about the shape of boundary conditions. Next,
an appropriate approximation function should be used. An example of such a function for the
water nozzle cooling application is shown in Figure 4.19. The optimized heat transfer
coefficient (HTC) function is described by the following equations
HTC x=e
=
x2
2 2
L for x
R for x
(4.6.1)
where the parameters and represent the maximum and minimum value of the HTC,
respectively. The parameter describes the shape in the x direction. The shape for x ,
where represents the nozzle position, is different from x . Hence the parameter is
divided into the two parameters L and R for the left and right sides, respectively.
The method is based on the fact that the optimum approximation function of HTC
minimizes the sum square error between the measured temperatures T *i and the computed
temperatures T i where the sum square error function is defined as
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Problem Solution
SSE= T i T i .
*
(4.6.2)
This equation is used as a criterion function for the optimization method. The measured
*
temperatures T i at an interior location are known from the measurement and the computed
temperatures T i at the same interior location, but of the computational model, are computed
using tested boundary conditions.
Several methods can be used to determine unknown parameters of the approximation
function by minimizing the criterion function. In most cases, the approximation function has
more than one parameter to determine. The parameters must be thus determined using
methods which are able to compute multiple parameters at once. Usage of the downhill
simplex multidimensional optimization method and an artificial neural network will be
described in the following chapters.
2L
2R
T [C]
HTC [W/(m.K)]
Time [s]
Nozzle position
HTC
Surface temperature
Figure 4.19 Approximation function for water nozzle

cooling applications.
Usage of optimization method
The downhill simplex method [5] is suitable for a small number of optimized
parameters and does not require any derivatives of the optimized function. Although no
derivatives are required, this method uses information about the gradient of the optimized
function and thus converges quite fast.
The optimized space is searched using a moving simplex. A simplex is the geometrical
figure consisting, in n dimensions, of n + 1 points (or vertices) and all their interconnecting
line segments, polygonal faces, etc. The algorithm is supposed to make its own way downhill
84
Problem Solution
through the unimaginable complexity of N-dimensional topography until it encounters

a minimum.
Figure 4.20 illustrates possible changes in the simplex size within one step and simplex
movement during three steps for a 2D problem. The simplex was expanded during the first
step. The mirrored simplex (dotted line) was thrown out. During the second step, the
expanded simplex was thrown out and the mirrored one was accepted. During the third step,
neither the mirrored simplex nor the contracted one (dashed line) was accepted. Therefore, the
half simplex was used.
xs
Original simplex
Maximum value
Step number
xm
x
x
Half simplex
3
3
2
xr
Minimum value
x
Centroid
xe
Reflection vertex
Figure 4.20 Vertex meaning within one step and moving simplex in 2D space.
The basic downhill simplex method was modified to allow optimization of a problem
with constrained parameters, and restart that helps overcome small local minimums is also
implemented [A9, A5]. The description of the modified downhill simplex is as follows:
1. Create a simplex object and compute the value for each vertex of the simplex.
2. Define (reflection), (contraction), and (expansion) parameters. Define the
maximum of optimization steps and maximum of restarts.
3. Define the limitation dimensions used in step 6. These limits can be different for
any parameter and should reflect the ability of the numerical method to compute
different results for two different input parameters. If the difference in input
parameters is smaller than the chosen limit, there might not be any difference in the
computed values or the difference is incorrect due to the rounding errors in the
numerical method. These limits help avoid simplex degradation.
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Problem Solution
Start
Simplex nodes are defined as x1 ,L , x n +1 n
Find r where f ( x r ) = min 1 j n +1 f (x j )
r
Create empty vector s
Attach s
r
to vector s
Find s where f ( x s ) = max 1 j n +1, jsr f (x j )

Compute centroid x =
1
n
n +1
j =1, j s
n n sr < 3
Compute reflection node x = x + ( x x s )

x is within limits
f ( x r ) > f ( x )
Find m where f ( x m ) = max 1 j n +1 {f (x j ) j s}
Compute expanded node xe = x + ( x x )
xe is within limits
and f ( x ) > f ( xe )
x x s
xe x s
Create half simplex using

1
x j = x j + (x r x j )
2
f ( x m ) < f ( x )
x x s
Find x where f ( x ) = min { f ( x ), f ( x s )}

Compute contraction node x = x + ( x x )
f ( x ) > f (x )
x x s
Create half simplex using

1
x j = x j + (x r x j )
2
End
Figure 4.21 One optimization step of the Downhill Simplex optimization method with
parameter limitation.
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Problem Solution
4. Define the smallest allowed dimension of the entire simplex during the
optimization process. The smallest simplex should reflect the desired precision of
the optimization process.
5. Make a simplex movement using one optimization step as shown in Figure 4.21.
6. If any simplex dimension is smaller than the appropriate limit chosen in step 3, go
to step 8 (restart).
7. If the entire simplex is smaller than the smallest simplex defined in step 4, go to
step 8 (restart).
8. (This step stands for restart) If the number of restarts is higher than the defined
maximum or if the position of this minimum is very near to the previous restarting
minimums, you have found the optimum (minimum). If not, choose the node with
a minimum value and create a new simplex around this vertex. This simplex must
be bigger than the limits defined in steps 3 and 4. Restarts help overcome small
local minimums. Go to step 5.
In our case, the optimized values are the parameters of the approximation function, e. g.
the , , , L, and R parameters for Eq. (4.6.1). The downhill simplex method minimizes the
criterion function defined by Eq. (4.6.2) by setting the parameters of the approximation
function. The lower value of the criterion function indicates that the computed temperature
history matches the measured history better and thereby the HTC described by the
approximation function is more accurate.
Usage of feed-forward neural network
Let us imagine so called black box that can compute directly the desired boundary
conditions from the temperature history measured inside the investigated body. No such
general theory is available. However, we can create and train an artificial neural network for
our particular problem [A2]. Such a network will serve us as a black box where the input
vector is a measured temperature history, and the output vector consists of the approximation
function parameters of boundary conditions (see Figure 4.19).
Structure
The basic feed-forward neural network will be used for explanation (see Figure 4.22).
However, the cascade correlation can also be considered. A two-layer network [55] is used as
the main model. The number of neurons in the output layer is equal to the number of the
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Problem Solution
requested parameters. The number of hidden neurons should reflect the complexity of the
problem under solution.
Training
The training data must be available before the start of the training. A set of various
vectors of approximation function parameters, which should cover the expected range of the
parameters to be computed, is prepared. The real measurement is simulated on a computer for
each vector in the prepared set. Different parameters and the computed temperature history
represent the requested training data. However, the training data should be standardized (to the
range from 0 to 1). Having prepared the training data, the feed-forward neural network is
trained using fast back-propagation, i. e. Levenberg-Marquardt functions.
INPUT
T(1)
HIDDEN LAYER
W 1(1,1)
OUTPUT LAYER
W 2(1,1)
b1(1)
T(2)
b1(2)
T(n)
W 1(n,3)
b2(1)
T(3)
OUTPUT
b2(2)
W 2(3,3)
b1(3)
hyperbolic tangent
sigmoid transfer function
linear transfer function
R
b2(3)
T(1) ... T(n) - temperature history

W 1, W 2
- weight matrixes
b1, b2
- bias vectors
Figure 4.22 Feed-forward neural network.

Computing boundary conditions
Computation using the learned neural networks is fast and simple. Use the measured
temperature history as an input data, and the neural network gives you the desired parameters
of the approximation function. However, it has been proved that not all of the learned
networks can be used. Some of them return confused results. Verification should thus be
made, e. g. direct heat conduction computation using the computed approximation function
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Problem Solution
and a comparison of the computed temperature history with the measured one. Note that the
learned neural network can be used only for that particular geometry for which the learning
process has been accomplished.
4.6.2 Computation of 2D Boundary Condition
In this section, an alternative computation of more than one boundary condition is
explained. The inverse method simultaneously computes two boundary conditions: the
thermal contact resistance (TCR) between an alloy casting and the silica mold, and the heat
transfer coefficient (HTC) between the mold and a bath [A9].
Problem description
The alloy-casting apparatus (see Figure 4.23 and 16.616.8 in Appendix G) consists of
a solidifying alloy, mold, and furnace with a molten metal bath. The furnace keeps the metal at
a prescribed temperature. This enables control of the speed of the solidification process. At the
beginning of the experiment the mold with liquid alloy is immersed into the tin bath. During
solidification, the temperature histories of four thermocouples are recorded. The thermocouple
T 1 is placed into the center of the casting. Two thermocouples, T 2 and T 3 , are placed into
the mold (see Figure 16.9) near the inside and outside surfaces of the mold, respectively. The
fourth thermocouple, T 4 , measures the temperature of the molten metal bath.
Mold
Alloy
T1 T2 T3
T4
Tin bath
Furnace
Figure 4.23 Alloy casting experimental apparatus.

The computational model consists of an alloy, mold, and gap between the alloy and the
mold. The 1D computational model is considered in micro gravity, that is, the process is
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Problem Solution
considered as purely conductive, and as one object with spatially and temperature dependent
material properties. The gap between the alloy and the mold, with some thermal resistance and
no specific heat, enables us to simulate the effect of the TCR between an alloy casting and the
mold. During the computation, TCR is converted to the thermal conductivity k gap using
k gap
1
T =
T =h1 T
x gap
TCR
(4.6.3)
where x is the width of the space and T is a difference between the temperatures at the
sides of the gap. If the space is very small, it does not affect the model. In our model, we fix
the distance x gap and vary the conductivity k gap to determine the TCR. Using Eq. (4.6.3) the
TCR can be converted into the thermal conductivity or h1 . On the outside surface of the
mold, a boundary condition of the third kind is considered. The HTC between the mold and
bath is marked as h 2 . The temperature of the bath is considered as the ambient temperature.
Inverse task
A common solution of the inverse task uses Beck's sequential method [11] but any
optimization method can be used. In some cases, optimization methods can work better than
Beck's approach, especially for multiple heat fluxes with temperature-dependent material
properties where the problem under solution becomes nonlinear.
The downhill simplex method can be used to determine time-dependent TCR and HTC
( h1, h2 ). The measured temperature histories (temperature sensors T 1 , T 2 , T 3 , and T 4 )
are used as the input for the inverse task. The inverse task finds the boundary conditions by
minimizing the difference between the measured temperature histories and the temperature
histories computed using the direct heat conduction that uses the tested boundary conditions
and computational model of the problem under solution (a computational model of the
problem must be available to solve the direct heat conduction task). The optimal boundary
*,m
conditions minimize the sum square error between the measured temperatures T i and the
computed temperatures T im where the sum square error function is defined for this case as
nT t f
SSE= T *i , mT im 2
(4.6.4)
i=1 m=t
90
Problem Solution
where the nT is the number of compared temperature sensors, and f is the number of future
time steps. This equation is used as a criterion function for the modified downhill simplex
optimization method [A9]. One value of the boundary condition is computed for each time
step. This means that the described procedure is repeated for each time step.
The computation starts with searching boundary conditions for the first time step. The
optimization process starts with some initial values of the boundary conditions. During the
optimization, the boundary conditions are found by minimizing the criterion function. The
boundary conditions usually remain constant for f future time steps in the criterion function.
However, you may also use time-dependent functions, such as the linear one. Having found
the optimal boundary conditions for the first time step, the direct heat conduction computation
is performed for one time step and the search for boundary conditions is repeated for the next
time step until the boundary conditions for the whole time history are found.
4.6.3 Determination of Temperature Dependent Material Properties
The modified downhill simplex method [A9] can also be used for the determination of
thermal temperature-dependent material properties. The inverse task of this kind is explained
on the determination of thermal material properties of the mold form transient and steady state
measurements of the temperature histories [A5] (see Figures 4.244.25).
Computer
Data acquisition
Measured temperatures
Mold
Controlled power source

Measured power
Heater
Figure 4.24 Scheme of the experimental apparatus.

Measurement description
A special annular mold was made (see Figure 16.10 in Appendix G), similar to that used
for casting. This silica mold consists of two different layers: soft smooth inner layer and rough
outer backup layer. Two extra thin temperature sensors were placed on the surface on the
91
Problem Solution
opposite sides of the cavity in the mold (see Figure 16.11) and two were placed on the outer
surface. Four more temperature sensors were built-in inside the mold as shown in Figure 4.25.
A cylindrical heater was placed inside the cavity of the mold and attached to the controlled
power source. Another thermocouple was placed on the surface of the heater to monitor the
temperature of the heater. All thermocouples and power were measured and information was
sent from the data acquisition system to the personal computer (see Figure 4.24).
At the beginning of the experiment, the mold and the heater were held at uniform room
temperature. Afterwards, the heater was heated up a little bit and the temperature responses
including the measured power for the heater were recorded into the computer. After reaching
steady conditions with the heated heater, the power of the heater was increased. This was
repeated several times to cover the whole investigated temperature range.
Figure 4.25 Cross-section of the mold in detail.

Thermal conductivity from steady data
Measured temperature histories allow computing thermal temperature dependent

material properties of the silica mold. Knowing the power of the heater under steady
conditions, the conductivity k of both kinds of layers can be solved using analytical equations
2 L k 1 T a T b
ln r b / r a
(4.6.5)
T 4 T 3
ln r m / r 4 ln r 3 / r m
2 L k2 L 2 L k1 L
(4.6.6)
q=
for backup layers and
q=
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Problem Solution
for the smooth inner layer. The parameter q represents the heat rate generated by the heater.
Parameter L is the length of the mold. The indexes a and b represent any thermocouple T1, T2,
or T3 where the b thermocouple must be closer to the outer surface and different from the a
one. Parameters T and r represent the temperature and distance of the thermocouple from the
center of the mold, respectively. Similar equations can be obtained for the opposite side of the
mold where thermocouples T5, T6, T7, and T8 are placed.
There is some inaccuracy because we have to know the precise outgoing heat flux but
some unknown heat is lost on the top and bottom of the cylindrical mold. In addition, the
relative temperature for the computed conductivity is approximate and to compute the thermal
conductivity k2 we have to know conductivity k1 for the same relative temperature.
Computing simultaneously temperature-dependent thermal conductivity and specific heat
The basic idea for this algorithm is that the computational model must match the
experimental model. In other words, if the computational model matches the experimental
one, the computed temperature histories must be equal to the measured temperature histories.
The indicator SSE that represents the accuracy of the computational model is given by
8
*,m
m 2
SSE= T i T i .
i=1 m=1
This sum is computed over all eight temperature sensors and over whole
(4.6.7)
temperature
histories.
Two 1D models are used for computational models, for sides A and B. The boundary
conditions are very simple because we have measured all four surface temperatures. So we
know the surface temperatures on both sides for each model. On the other hand, the material
properties of the silica mold are unknown. And these have to be found in order to match the
computed temperature histories to the measured ones.
The temperature dependent material properties can be computed as piecewise linearized
ones. For each conductivity k1, k2, specific heat c1, and c2 several values are optimized. These
are conductivity and specific heat for node temperatures. The right material properties can be
found using an optimization method, e. g. the modified downhill simplex optimization
method [A9]. The optimization method minimizes the criterion function (given by Eq. 4.6.7)
by changing the material properties. When the minimum of the criterion function is reached
the desired material properties are found.
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Problem Solution
4.6.4 Sensor Calibration

The heat transfer phenomenon is usually measured indirectly. For this purpose,
thermocouples (see Figure 16.5 in Appendix G) are placed inside the body that is under
investigation [A13]. An inverse task has to be used to compute HTC from the measured
temperature history. This inverse task is one of many ill-posed problems. It means that a small
error in the input data results in a big error in the output data. Errors in the input data in
computations are of three different kinds:
Geometry and dimensions of the computational model
Material properties of materials used
Noise in measured temperature histories
To maximize the accuracy of the computed results by the inverse task, an accurate
computational model must be used. The calibration of the computational model is described in
the following. First, some experiments are performed to obtain data for the calibration. Next,
the model is calibrated using an optimization method [A12].
A-A
Shield
Insulation
Thermocouple wires
Gap
Main body
Figure 4.26 Application of sensor, and its structure in detail.

Sensor description
To measure temperature inside the body, special sensors with built-in K-thermocouples
are used as shown in Figure 4.26. The main body of the sensor is made of stainless austenitic
steel. A hole of 1.1 mm in diameter for a thermocouple is made from the side of the sensor.
The axis of the hole is 1 mm under the investigated surface and is perpendicular to the
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Problem Solution
expected heat flux, so that the most important part of the inserted thermocouple lies in one
isotherm. Inside the sensor, a shielded ungrounded K-thermocouple is placed. The gap
between the sensor and the thermocouple is filled with ceramic material that can be exposed
to a high temperature. During measurements that serve for computing HTC, the sensors are
placed in the steel object on which the HTC is investigated.
Calibration experiment
None of the sensors is exactly the same. The position of the junction point inside the
shielded thermocouples differs. Also the hole inside the sensor is a bit bigger than the
thermocouple so that its position may differ. As the thickness of the material in the gap differs,
the heat resistance does, too. These are the main reasons why the calibration experiment has to
be done for each sensor.
The main idea is to perform an experiment we know all about except the heat resistance
between the sensor and built in thermocouple. The sensor at room temperature is exposed to
a high temperature. The measured temperature history must match the computed history in
case the computational model is correct.
Main body
of the sensor
Switch
DAQ
PC
Cross-section of
the shielded
thermocouple
Tested Sensor
High-conductive grease
High-conductive
Grease
Flat Thermocouple
Cu
Thermocouples
Heated
copper
rod
Thermocouple
Upper part
Shield
Gap
Insulation
Lower
part
High-conductive grease
Heated copper
Heater
Controlled Power Supply
Figure 4.28 Computational 2D model.
Figure 4.27 Experimental apparatus for

sensor calibration.
The experimental apparatus (see Figure 4.27 and 16.4)) consists of an arm with
an attached sensor that can be slid down and up. The temperature is measured using four
thermocouples during the calibration process. One thermocouple is in the sensor, two are
inside the copper rod, and the last one measures temperature inside the high conductive
grease.
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Problem Solution
At the beginning of the experiment the copper rod is heated up to a uniform temperature
and the sensor is held at room temperature. A high conductive grease is applied onto the
surface of the copper rod to ensure a full contact between the sensor and copper rod.
Afterwards, the sensor is stuck to the heated copper rod and the switch indicates the time
when the contact occurred. A 0.05 mm thin pad placed in the grease ensures every time the
same thickness of the grease between the sensor and the heated copper rod.
Computational Model
A 2D axis symmetric model was used as shown in Figure 4.28. The model consists of
the heated copper rod, high conductive grease, and the tested sensor. The model includes the
shielded thermocouple with all its parts. The thermocouple must be taken into account
because the homogeneity of material is disturbed by the inserted thermocouple, and thus the
temperature profile is also disturbed.
Model Calibration
The 2D computational model described in the previous section is modified to match the
computed temperature histories with the measured ones. Supposing the axis of the hole of
1.1 mm in diameter is precisely 1 mm under the investigated surface, the following parameters
can vary:
Junction point inside the shielded ungrounded K-thermocouple
Position of the thermocouple inside the hole of 1.1 mm in diameter, and the
thickness of the material in the gap between the sensor and thermocouple
Material properties (thermal conductivity, specific heat, and mass density) of the
material that fills the gap
Computational experiments have showen that knowing the specific heat and mass
density of the material that fills the gap, the remaining unknown parameters can be eliminated
by setting only two parameters thermal conductivity of the material that fills the gap in the
upper and lower parts. The dimensions of the model remain, only the material that fills the gap
is divided into the upper and lower part. Both parts can differ in thermal conductivity.
Changing independently the thermal conductivity allows compensation of the position error of
both the junction point and the thermocouple inside the hole. The modified downhill simplex
optimization method [A9] is used for finding the appropriate thermal conductivity of the
material that fills the gap in the upper and lower parts.
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Problem Solution
Experiment
Initial
Conditions
Computational
Model
ku & kl
Computed
Temperature
History
Measured
Temperature
History
Criterion
Function
Downhill Simplex
optimization method
Figure 4.29 Data flow during the optimization process.

To calibrate the computational model, two parameters are optimized thermal
conductivity of the material in the upper and lower parts of the gap, ku and kl, respectively (see
Figure 4.29). If the computational model matches the real sensor, the computed temperature
history must match the measured one. Therefore, the criterion function for the optimization
method is used as follows
n
SSE= T * , mT m 2
(4.6.8)
m=1
where T and T* are the measured and computed temperatures of the thermocouple inside the
sensor, respectively.
4.7 Data Focusing

A comparison of a pressure impact field and heat transfer distribution of a spraying
nozzle on a cooled surface is often required in various applications. The precise description of
a pressure impact field can be mostly done only by measurement. Such a measurement is done
using a pressure sensor of a real finite size. In some cases, the shape of the distribution is very
small or at least very narrow [A12]. Measuring such distributions with a pressure sensor,
which has finite dimensions, results in incorrect data. The pressure is being averaged during
the measurement, and the shape of the obtained spray distribution is larger and the measured
pressure maximum is lower than the real one. The correction of the measured data is also one
of many ill-posed inverse problems. The following section describes how to correct the
measured spray distribution in a frequency domain [A11].
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Problem Solution
PC
DAQ
Nozzle
Impact
area
Pressure
Position
Moving Plate
Pressure Sensor
Figure 4.30 Pressure distribution measurement.

Experimental measurement of pressure distribution
Measuring the pressure distribution (see Figure 16.12 in Appendix G), the nozzle sprays
on a moving plate (see Figure 4.30). This plate is equipped with a pressure sensor (see
Figure 16.13 in Appendix G) that may be of circular or rectangular shape. For a given nozzle
configuration, a pressure is measured as position dependent while the plate with the sensor is
moving under the spraying nozzle.
For nozzles with a very narrow spray spot and for a small distance of a nozzle from the
moving plate, the measured data doesnt represent a real pressure distribution. The values are
averaged over a large pressure sensor. The precision of the measured data depends on the
size ratio of a nozzle spray spot and the sensor. As the ratio becomes smaller the precision of
the measured data is getting worse.
Fourier transform
A physical process can be described either in the time domain or else in the frequency
domain as shown in Eqs. (3.5.33.5.4). If m is a function of position x (in meters), M will be
a function of inverse wavelength (cycles per meter). A two-dimensional Fast Fourier
Transformation (FFT) [5] is used to convert both the measured data and pressure sensor to the
frequency domain. The correction of the measured spray distribution is done in the frequency
domain and then an inverse two-dimensional FFT is used to convert the data back to the space
domain. This allows suppressing noise in the measured data that would be extremely
amplified.
98
Problem Solution
Correction of measured data
A large sensor averages real values and one measured value is equal to
m
=
1
m x , y dx dy
A A
(4.7.1)
where A is the surface of the sensor. The whole measured distribution can be described using
the following convolution equation
m p= m x , yp x X , y Y dx dy
(4.7.2)
where p is a filter function. This filter function describes how the sensor averages real values.
To obtain a real distribution from a measured one, a convolution equation can also be
used. In this case, the filter function is an inverse function to the sensor filter function. The
convolution, inverse function computation and noise reduction can be done more easily in the
frequency domain than in the space domain. The measured data and sensor filter function are
transformed from the space domain into the frequency domain using FFT.
As we have values transformed into the frequency domain we can easily compute the
inverse sensor filter using
P1 f x , f y =
1
P f x , f y
(4.7.3)
Having the inverse filter we can do the convolution, Eq (3.5.6), in the frequency domain
using this inverse filter and measured data to obtain a real pressure distribution (still in the
frequency domain). In our case, the convolution is described by
f x , f y P1 f x , f y
M f x , f y = M
(4.7.4)
are the measured data, P1 is the inverse sensor function and M represents
where M
a sharpened data. Transforming sharpened data from the frequency domain into the space
domain using inverse FFT we obtain a pressure distribution which should be very close to the
real pressure distribution. However, some noise is visible in the sharpened data (small waves).
Noise reduction and aliasing phenomenon
Noise is most significant at high frequencies and because we are working in the
frequency domain, noise can be suppressed. The sensor function consists of the main
frequency spectrum (in the middle) and higher harmonic frequencies. Cutting off the higher
99
Problem Solution
harmonic frequencies and making them equal to zero also in the inverse sensor filter, we get
a cut inverse sensor filter. Using this filter for convolution (Eq. 4.7.4) instead of the inverse
filter and transforming the sharpened data using inverse FFT, we get sharpened measured data
with suppressed noise. However, the computed maximum is still lower than the real one. This
is due to the aliasing effect that is described in the previous Data Filtration chapter.
The sampled continuous function that is not bandwidth limited to less than the Nyquist
critical frequency results in an incorrect frequency spectrum. Any frequency component that
lies outside of the range f c f f c is spuriously moved into that range (this phenomenon
is called aliasing). This effect is more significant for the sensor function because of sharp
edges of the sensor.
The aliasing can be avoided by using a low pass filter. The sensor function passes
through the Gaussian low pass filter in the space domain. Transforming this function into the
frequency domain, we get high frequencies equal to zero. This means there is no aliasing
effect. Using the cut smooth inverse sensor filter for convolution and transforming the
sharpened data using inverse FFT, we get sharpened measured data with a maximum which is
very close to the real maximum.
100
Solution Presentation and Analysis
5 SOLUTION PRESENTATION AND ANALYSIS

The iteration algorithm of the non-linear heat conduction problem is tested first to prove
the correctness of the iteration error estimation algorithm within one time step for slowly
converging models. Next, the enhanced method of the direct heat conduction is presented to
show its capabilities to solve 2D heat conduction with temperature dependent material
properties, to treat a phase change, and heat generation. Further, the error estimation schemes
are tested to prove their rightness. The estimation of the mesh discretization error is used in
the presented example of mesh optimization. Having prepared the method for direct heat
conduction, capabilities of the enhanced data filtration method are presented.
First, the classical sequential Becks approach is used with filtered data on the input.
Next, the usage of the modified multidimensional downhill simplex optimization method is
presented in the solution of several inverse heat conduction problems and compared with the
usage of the artificial neural network in one of them. Real sensor calibration is shown and
accuracy of its model is tested. The usage of the optimization method is also presented in
multidimensional IHCP and in identification of temperature dependent material properties.
The advantage of the usage of the approximation function is compared with the classical
sequential Becks approach. Finally, correction of an artificial and a real measured pressure
impact field of a spraying nozzle is presented.
5.1 Direct Solutions of Heat Conduction

5.1.1 Test of Iteration Algorithm of Non-linear Heat Conduction Problem
Solution of one-dimensional models and multi-dimensional models with almost uniform
material properties converges very fast within one time step. In most cases three iterations are
enough to prove the high accuracy of the computed values using Eqs. (4.2.74.2.9) and for the
simple error estimation Eq. (4.2.6) can used. However, when materials with totally different
heat conductivities are used, the number of required iterations may rapidly increase for
multidimensional models.
101
Two-dimensional model with annular copper

To show slow convergence, a two-dimensional model was tested. A square ( 4 4 mm)
stainless steel body with an inbuilt annular made of highly conductive copper filled by Al2O3
was cooled down only on one side from the initial temperature 300C. The heat transfer
coefficient was 1000 W/m2.K and the surrounding temperature was 0C. The other sides were
insulated. The iteration convergence was tested after 100 uniform time steps at a time of 0.1 s.
The temperature distribution is shown in Figure 5.1. The stainless steel is represented by gray
color, the copper by dark gold color, and Al2O3 by aqua color inside the annular.
Figure 5.1 Temperature field at t = 0.1 s.
Figure 5.2 Error after the third iteration. Figure 5.3 Error after the fourth iteration.
Figure 5.2 and 5.3 show the error distribution after the third and fourth iteration,
respectively (zero error is assumed after an infinitive or very high number of iterations). The
error was computed for each node of the 2D model after each iteration and the maximum error
evolution in time is shown in Figure 5.4. The chart also shows the estimated error range
computed using Eqs. (4.2.74.2.9) and the simple error estimation computed using Eq. (4.2.6).
It is obvious that the simple error estimation cannot be used for slowly converging models.
102

294.08
Temperature
Upper range
294.06
Temperature [C]
Lower range
Simple upper range
Simple lower range
294.04
294.02
294.00
293.98
293.96
293.94
0
10
20
30
Iteration within one time step
40
50
Figure 5.4 Maximum error and its estimation after each iteration.
Although 44 and 145 iterations were required to reach the 0.0001 K accuracy and final
solution, respectively, the used line-by-line method with tridiagonal systems of equations is
still much faster than the full system of equations solved by LU decomposition. The full
system has n x n y =n=82 82=6 724 equations and the solution requires 1/3n3 operations.
Moreover, the system is nonlinear. Thus, the solution should be iterated at least three times to
know the accuracy of the computed solution. The total number of operations is
304 006 671 424 at least. In the case of the line-by-line method, the 6 724 equations have to
be also solved. However, these equations are arranged in n x n y =82 82=164 sets of
tridiagonal
equations.
The
2 145 6 724=1 949 960
solution
of
these
nonlinear
equations
takes
only
operations, which is 155 904 times faster than LU
decomposition. Also the memory requirements are n times smaller for the line-by-line method
than for LU decomposition.
5.1.2 Implementation of Phase Change and Heat Generation
The purpose of this computation is to show the ability to deal with the implementation
of phase change [A10] and heat generation in a computational model of the heat conduction
problem.
Two-dimensional model of a heater unit
Let us imagine a heater unit as shown in Figure 5.5. The unit consists of a closed tube
placed in an insulation. A heater is situated in the center of the tube and the rest of the space in
103
the tube is filled with a medium that will be melted. The problem is considered in micro
gravity to avoid heat conduction due to the convection of the melted medium. The heater unit
is at an initial temperature of 0C. The phase change of the melting medium occurs at 100C.
At the beginning, the heater is switched on. The adiabatic surface conditions are used between
the insulation and unit. The model computes only one quarter of the problem because of the
symmetry. Thus, the adiabatic surface conditions are also used on the symmetry lines.
3D Scheme
Heater
Computational Model
Melted medium
Heater
Sensor
Shield
Insulation
Figure 5.5 Heater unit.
Temperature [C]
200
150
100
50
0
0
20
40
60 80 100 120 140 160

Time [s]
Figure 5.6 Temperature history for the

melted medium 15 mm from the center.
Figure 5.7 Temperature profile of the heater

unit model at time = 100 s.
During the computational experiment, a temperature history was recorded for the melted
medium at a distance of 15 mm from the center of the rotation symmetry. The recorded history
is shown in Figure 5.6. First, the whole system was heated and the temperature was smoothly
increasing. As the temperature of the melted medium reached the melting temperature, a first
edge appeared at a time of 60 s. The medium was melting and the increase in temperature was
104
slower due to the latent heat. Figure 5.7 shows the temperature distribution at a time of 100 s
after the start of the heating. The sharp edge in the temperature history represents the
liquid / solid interface. When all medium was melted, which occurred at a time of 130 s after
the start of the heating, the temperature increased more rapidly.
A phase change occurs also in solid states, e. g. when carbon steel is heated or cooled.
Tests of a phase change and heat generation are important for rolling applications when
carbon steel is cooled down from high temperatures and where heat is generated during
deformation of rolled products.
5.1.3 Verification of Discretization Error Estimation
Boundary Conditions and Time Discretization Error
To verify the method for the estimation of the time discretization error using Eq. (4.3.7)
a one-dimensional model was used. The model was assumed to be made of stainless steel. It
was 10 mm long for all tests except for the one with a constant heat transfer coefficient where
its length was 100 mm. One side of the model was assumed to be insulated while the other
one exposed to various boundary conditions. The starting temperature of the model was 0C.
A constant heat flux of 100 000 W/m2 was applied to one boundary. The step duration
was 1 s and 10 s for the first and second experiment, respectively. The temperature profiles
computed using a very fine time step are represented in Figures 5.85.9 by the solid line with
crosses. These temperature profiles were compared with those computed using a single time
step of 1 s and 10 s duration for the first and second experiments, respectively. The absolute
values of computed differences are represented in Figures 5.85.9 by the thick solid black
line. To verify the use of Eq. (4.3.7) for the estimation of the time discretization error, the
temperature profiles were also computed using half time steps. The estimated errors were
computed for =1 ;1.5 ; 2 and absolute values are shown in Figures 5.85.9. It is obvious
that the estimated errors computed using =2 and 1.5 well cover the error caused by time
discretization for the half time step. The only place where the computed error is higher than
the estimated one is where the error is very low. However, in most cases the important value is
the maximum error, which is correct.
105
16
1.6
Error for normal time step

Error for half time step
1.4
Estimated error
12
1.2
1.5*Estimated error
2.0*Estimated error
10
Temperature
14
0.8
6
0.6
0.4
0.2
Temperature [C]
Temperature error [C]
1.8
0
0
4
5
Position [mm]
10
Figure 5.8 Temperature profile for a constant heat flux of 100 000 W/m2 after 1 s.
3.5

50
Estimated error
2.5
2
1.5*Estimated error
2.0*Estimated error
40
Temperature
30
1.5
20
Temperature [C]
60
10
0.5
0
0
0
4
5
Position [mm]
10
Figure 5.9 Temperature profile for a constant heat flux of 100 000 W/m2 after 10 s.
The estimation algorithm was also verified for time dependent boundary conditions. The
sinusoid, triangular heat fluxes, and constant heat transfer coefficient were used as shown in
Figures 5.10, 5.12, and 5.14. The charts shows real boundary conditions and discretized ones
for normal time and half time steps. The computed temperature profiles, time discretization
errors, and estimated errors are shown in Figures 5.11, 5.13, and 5.15. It is obvious that the
estimated errors computed using =2 and 1.5 also well cover the error caused by the time
discretization as in the previous computational experiments. Moreover, =1 can be used for
the constant heat transfer coefficient.
The computational experiments have proved that Eq. (4.3.7) can be used for error
estimation caused by time discretization. The only place for which the equation should not be
used are those where the error is small (e.g. 10%) in comparison with the maximum one.
106
150 000
Real
Normal time step
100 000
Heat flux [W/m]
Half time step

50 000
0
-50 000
-100 000
-150 000
0
10
Time [mm]
12
14
16
18
20
Figure 5.10 Time dependent heat flux q = 100 000*sin(t).

8
1.8

1.6
Estimated error
1.4
1.5*Estimated error
2.0*Estimated error
1.2
Temperature
0.8
0.6
0.4
0.2
Temperature [C]
-1
0
4
5
Position [mm]
10
Figure 5.11 Temperature profile for heat flux q = 100 000*sin(t) after 20 s.
120 000
Real
Normal time step
100 000
Heat flux [W/m]
Half time step

80 000
60 000
40 000
20 000
0
0
10
15
20
Time [mm]
25
30
35
40
Figure 5.12 Time dependent triangular heat flux.

107
55

1.6
Estimated error
53
1.4
1.5*Estimated error
2.0*Estimated error
52
Temperature
50
1.2
1
54
51
0.8
49
0.6
48
0.4
47
0.2
46
Temperature [C]
2
1.8
45
0
4
5
Position [mm]
10
Figure 5.13 Temperature profile for triangular heat flux after 40 s.

120 000
Real
Normal time step
100 000
Heat flux [W/m]
Half time step

80 000
60 000
40 000
20 000
0
0
100
200
300
400
500
Time [mm]
600
700
800
900
1000
Figure 5.14 Heat flux for constant heat transfer coefficient h = 1000 W/m2.K.
1.2
1
0.8
100
90
Estimated error
80
1.5*Estimated error
2.0*Estimated error
70
Temperature
50
60
0.6
40
0.4
30
Temperature [C]
1.4
20
0.2
10
0
0
10
20
30
40
50
Position [mm]
60
70
80
90
0
100
Figure 5.15 Temperature profile for constant heat transfer coefficient h = 1000 W/m2.K
after 1000 s.
108
Mesh Discretization Error

Two one-dimensional models were used to verify the method for error estimation caused
by space discretization. However, the method can also be used for multi-dimensional models.
The first model was assumed to be made of stainless steel and the second one was a sandwich
made of two pieces of stainless steel and asbestos between them. The thicknesses of steel were
30 mm and 50 mm, and that of asbestos was 20mm. The starting temperature was 0C and the
model was exposed to the constant heat flux 100 000 W/m2 on the side with 300 mm steel.
The temperature profiles were computed using a very fine mesh (20000 nodes) and the
tested rough one with 20 nodes. The computed results are shown in Figures 5.165.20. The
temperature profile computed using 20 nodes was compared with the results computed using
a very fine mesh. The differences are marked as a real error in the Figures. Next, mesh
discretization error estimation was computed using Eq. (4.3.5) from the mesh of 20 nodes.
These values are marked as the max. estimated error. The real errors are lower than the
estimated maximum values except for very small errors in heterogeneous material and long
time step of 1000 s as can be seen in Figure 5.20. Also the magnitude of the real errors is
comparable with the estimated maximum values.
Eq. (4.3.5) should be used for the adaptive meshing to keep the accuracy of the
computational model at a reasonable level. This is mainly important for multi-dimensional
models where the number of nodes rapidly increases and the computation time is much longer.
Real error
Max. estimated error
2.5
Temperature
2
45
40
35
30
25
1.5
20
15
Temperature [C]
10
0.5
0
0
10
20
30
40
50
Position [mm]
60
70
80
90
0
100
Figure 5.16 Homogeneous model of steel after 10 s.
109
Real error
1.6
Temperature
140
120
1.4
100
1.2
80
1
0.8
60
0.6
40
Temperature [C]
2
1.8
0.4
20
0.2
0
0
10
20
30
40
50
Position [mm]
60
70
80
90
0
100

Real error
0.8
Temperature
500
450
400
0.7
350
0.6
300
0.5
250
0.4
200
0.3
150
0.2
100
0.1
50
0
0
10
20
30
40
50
Position [mm]
60
70
80
90
Temperature [C]
1
0.9
0
100
Real error
Temperature
3.5
160
140
120
100
3
2.5
80
60
1.5
40
Temperature [C]
5
4.5
20
0.5
0
0
10
20
30
40
50
Position [mm]
60
70
80
90
0
100
Figure 5.19 Model of steel and asbestos after 100 s.
110
Real error
10
Temperature
1000
900
800
700
600
6
500
400
300
Temperature [C]
12
200
100
0
0
10
20
30
40
50
Position [mm]
60
70
80
90
0
100
Figure 5.20 Model of steel and asbestos after 1000 s.
5.2 Filtration of Real Measured Data

Real measured data were used to compare filtration methods. Measuring frequencies of
100 Hz and 300 Hz were used for recording temperature histories. These measured data are
shown in Figures 5.215.24 using crosses. The filtration was done in the time domain as well
as in the frequency domain.
In the frequency domain, the low pass filter was used. The data were converted from the
time domain to the frequency domain using the Fast Fourier transform, the high frequencies
were set to zero and the data were converted back into the time domain using using the
inverse Fast Fourier transform.
In the time domain, the proposed multi-level filtration (described in the previous
Multi-level Filtration of Measured Data chapter) and a convolution using Gaussian function
were employed. For convolution, Eq. (4.5.1) was used as a filter where the parameter shown
in Figures 5.215.24 is s = k / 3. Two parameters for convolution were tested a stronger one
(higher value) and a less stronger (lower value).
The filtered data for a frequency of 300 Hz are shown in Figures 5.215.22 and for
100 Hz in Figures 5.235.24. The data filtered using low pass filters are oscillating for both
strong and less stronger filtration. The oscillation is the most significant at the beginning and
at the end of the temperature history but the filtered data are oscillating over the whole range.
Such data are very unsuitable for inverse algorithms. Much better results were obtained using
the Gaussian filter. However, the data filter using a less stronger filter are oscillating in places
111
where the slope is mild, see Figure 5.24. The stronger filter works better in these places but it
fails in places where the temperature history changes the slope rapidly as shown in
Figures 5.225.23. The proposed multi-level filtration algorithm works well in mild slopes as
well as in places where the temperature changes the slope rapidly.
925
Temperature [C]
Measured
920
Low pass f=50

Low pass f=200
915
Multi-level filtration
Gaussian s=0.03
Gaussian s=0.06
910
905
900
0
0.5
1.5
Time [s]
2.5
Figure 5.21 Filtration of data measured at 300 Hz.
920
Measured
Low pass f=50
Low pass f=200
Gaussian s=0.03
Temperature [C]
919.5
919
Gaussian s=0.06
918.5
918
917.5
917
0.8
0.85
0.9
0.95
1
Time [s]
1.05
1.1
1.15
1.2
Figure 5.22 Filtration of data measured at 300 Hz in detail.
112
860
Measured
Low pass f=1000
859.5
Gaussian s=0.01
Gaussian s=0.02
Temperature [C]
859
858.5
858
857.5
857
11.3
11.35
11.4
11.45
Time [s]
11.5
11.55
11.6
Figure 5.23 Filtration of data measured at 100 Hz sudden change of slope.
859
Temperature [C]
858.5
858
857.5
Measured
Low pass f=1000
Gaussian s=0.01
Gaussian s=0.02
857
856.5
9
9.1
9.2
9.3
9.4
9.5
9.6
9.7
9.8
9.9
10
Time [s]
Figure 5.24 Filtration of data measured at 100 Hz mild slope.
113
5.3 Inverse Heat Conduction Problems

First, determination of the single boundary condition of the unsteady problem is
presented using several approaches. An optimized mesh and filtered data are used for classical
Beck's
sequential
approach. Alternative approaches,
a modified
downhill
simplex
optimization method and feed-forward neural network, are used for single boundary
conditions determination. Next, the optimization method is used in IHCPs where twodimensional boundary conditions are computed, temperature dependent material properties are
determined, and the computational model is calibrated.
5.3.1 Boundary Conditions Computation
In this chapter, the classical Beck's sequential approach, modified downhill simplex
optimization method and feed-forward neural network are used for the solution of IHCPs
where single boundary conditions are determined for unsteady problems.
Beck's approach using filtered data
The cooling intensity of a water nozzle was studied on a linear test bench (see
Figure 5.25 and Figure 16.1 in Appendix G). During the experiment a heated stainless steel
plate was moving repeatedly under a spraying nozzle, and the measured temperature inside the
steel plate was recorded using measuring frequencies of 100 Hz and 300 Hz (see
Figures 5.215.24). The internal structure of the temperature sensor (see Figure 16.3) in the
steel plate is shown in Figure 4.26 and Figure 16.5 in Appendix G.
Figure 5.25 Principal scheme of the linear test bench 1. cooling medium supply, 2.
pressure gauge, 3. nozzle, 4. moving deflector, 5. manifold, 6. test plate, 7. moving trolley,
8. data logger, 9. roller, 10. electric motor, 11. hauling steel wire rope, 12. girder.
114
Figure 5.26 Temperature profile of the optimized 2D model after 1s with applied heat flux
q = 100 000 W/m2 on a surface.
Before the IHCP was solved, the mesh of the 2D computational model (see Figure 4.28)
was optimized (see Figure 5.26). The estimated discretization error fields for heat conduction
in X and Y directions are shown in Figure 5.27.
The time dependent surface heat flux was computed from the measured temperature
histories using classical Becks sequential approach. The input data (temperature histories)
were used in several forms: raw data, data filtered using the Gaussian filter, and data filtered
using proposed multi-level filtration. The computed boundary conditions are shown in
Figures 5.28 and 5.29 for measuring frequencies of 100 Hz and 300 Hz, respectively. The
results computed using raw measured data are very noisy. The noise and measuring resolution
step were strongly magnified by the IHCP algorithm. The situation is getting better for data
filtered using the Gaussian filter in the time domain. The improvement is more significant for
0.008184
0.007
0.006
0.005
0.004
0.003
0.002
0.001
0
Error [C]
Figure 5.27 Estimated errors in X (left chart) and Y (right chart) directions caused by
space discretization after mesh optimization.
115
a measuring frequency of 300 Hz. However, the maximum peek is lower in comparison with
the raw and multi-level filtered data. In case of the 100 Hz, the problem with temperature
resolution step (see Figure 5.24) was not suppressed. Thus the computed results are still
oscillating for low heat fluxes (Figure 5.28). The results computed from the data filtered using
multi-level filtration are very good for low heat fluxes as well as for peaks. The oscillation of
the heat flux was well suppressed for low values and the peak was not smoothed. The
maximum and width of the peak is comparable with that computed using raw data.
Solution of the IHCP can be well improved when a sophisticated filtration is used for
the input data. An improvement is described in next chapter, where an alternative optimization
method instead of sequential Beck's approach was used for IHCP.
3500000
Measured
Gaussian s=0.01
3000000
Heat flux [W/m]
2500000
2000000
1500000
1000000
500000
0
-500000
0
3500000
10
15
Time [s]
20
25
30
Measured
Gaussian s=0.01
3000000
Heat flux [W/m]
2500000
2000000
1500000
1000000
500000
0
-500000
7.5
7.7
7.9
8.1
8.3
8.5
Time [s]
8.7
8.9
9.1
9.3
9.5
Figure 5.28 Heat flux history computed using 8 forward time steps
from data measured at 100 Hz.
116

800000
Measured
Gaussian s=0.03
700000
Heat flux [W/m]
600000
500000
400000
300000
200000
100000
0
-100000
0
6
Time [s]
10
800000
12
Measured
Gaussian s=0.03
Heat flux [W/m]
700000
600000
500000
400000
300000
200000
2.1
2.2
2.3
2.4
2.5
Time [s]
2.6
2.7
200000
2.8
2.9
Measured
Gaussian s=0.03
Heat flux [W/m]
150000
100000
50000
0
-50000
-100000
5
5.2
5.4
5.6
5.8
6
Time [s]
6.2
6.4
6.6
6.8
Figure 5.29 Heat flux history computed using 25 forward time steps
from data measured at 300 Hz.
117
Modified downhill simplex optimization method

The approach uses classical Becks sequential method in combination with a modified
downhill simplex optimization method. The results computed using Becks method with
several forward steps are smooth, unfortunately, even if the physical reality dictates sharp
peaks in the surface heat flux or heat transfer coefficient. The combined approach is useful for
very steep changes in the measured temperature and for the demand on precise results. The
hydraulic descaling process is a typical example of the process with rapid changes in boundary
conditions. Hydraulic descaling uses high energetic sprays with narrow spray spots to remove
oxides from the steel surface. The typical pressures used reach 500 bar, the surface is usually
at high temperature (about 1000C) and runs under sprays at a velocity of several meters per
second.
Data from the experiment done on linear test bench, which was described in the
previous chapter (see Figure 5.25), were used as an input for the combined inverse algorithm
that is described in the Computation of Boundary Conditions chapter. For time intervals where
the boundary conditions were almost constant, the fast and stable sequential Becks algorithm
was used with a large stabilization parameter. Within a certain time interval, at which the
boundary conditions were abruptly changing, the time dependent boundary conditions were
approximated by the function for the water nozzle cooling application shown in Figure 4.19.
For the time when the HTC peak occurred, Eq. (4.6.1) was used as approximation functions.
The optimized values were the parameters of the approximation function, the , , , L,
and R parameters for Eq. (4.6.1). The downhill simplex method minimized the criterion
function defined by Eq. (4.6.2) by setting the parameters of the approximation function.
HTC inv. 5
HTC inv. 15
HTC [W/m.K]
HTC opt.
tim e [s]
Figure 5.30 Interpolation of HTC history by function around HTC maximum.

118
The real measured data were taken to compare classical Becks sequential approach with
the combined approach. Three different computations were made (see Figure 5.30). The first
and second computation used classical Becks approach with 5 and 15 forward steps,
respectively. The third one combined the classical Becks approach with an optimization
method. The classical approach with 5 forward steps matched the measured temperature
history almost perfectly. The RMS error, defined as:
1
RMS =
n
m
2
T* mT computed
(5.3.1)
m=1
where T is a measured or computed temperature and n is a number of values in the

temperature history, was only 0.093 K and the maximum error was 0.25 K. But the computed
HTC is very noisy because the HTC tries to follow all noise in the measured temperature
history.
The computation with 15 forward steps shows that the noise can be quite well
suppressed. But the computed temperature history does not follow the measured one very
well. The RMS error increased to 0.273 K and the maximum error was 0.96 K. High numbers
of forward steps limit the maximum slope and also the maximum value of the computed HTC.
The shape of the HTC is also deformed and the maximum is moved to the right on the time axis.
The combined method removed the noise in the computed HTC and matched very well
the measured temperature history. The RMS error was 0.203 K, which is very close to the
noise in the measured data. The maximum error was only 0.38 K, which is much lower than in
the case of the classical approach with 15 forward steps. The combination of two numerical
methods allows an increase in precision of inverse calculation. The new investigative
approach does not have the negative impact on the stability of the inverse task.
Feed-forward neural network
As a substitution for the modified downhill simplex optimization method the
feed-forward neural network was used to solve IHCP described in the previous chapter, but
only for the first peak. The training data were prepared using computational simulation of the
experiments for several different parameters of the approximation function, and the computed
temperature histories together with the parameters represent the requested training data.
A computation experiment has shown that it is enough to perform three simulations for each
parameter.
119
The feed-forward neural network (see Figure 4.22) was trained using fast
back-propagation (Levenberg-Marquardt functions). The and parameters were not
computed using the neural network but the position was taken from position information,
and was computed using Becks approach from the data far from the peak. The neural
network reached the sum-squared error goal (0.002) usually in less than 50 training epochs.
Computation using the learned neural networks has proved that not all of them can be used.
Some of them returned confused results. A computation experiment has shown that the
learned neural networks should fulfill the condition that the maximal absolute value of the
element of the matrixes W 1, b1, W 2, and b 2 is less than 1.7 (Eq. 5.3.2). The neural network
with the lowest maximum, within the group with equal sum-squared error goals, represented
the best one. In that case, the maximal value was 1.19.
max W 1, max , W 2, max , b1, max , b 2, max 1.7
W 1, max =maxw m , i;W 1=w m , i for m=1, .. n ; i=1, ..3
m ,i
W 2, max =maxw i , j;W 2 =w i , j for i=1, ..3 ; j=1, ..3

i, j
b1, max =maxbi; b1=b i for i=1, ..3

i
b 2, max =maxbi; b 2 =b i for i=1, ..3.

i
(5.3.2)
Training of the neural network is a quite time consuming operation and the obtained
results are not very accurate. The trained network often depends on the random initial
matrixes W 1, b1, W 2, and b 2 . The computed results must be verified because some networks
give confused results for data not included in the training set.
5.3.2 Calibration of Computational Model of Measuring Sensor
In experiments described in the previous chapters, a special sensor (see Figure 4.26 and
Figure 16.3 in Appendix G) was used for measuring temperature inside the steel plate. As
mentioned in the Sensor Calibration chapter, the sensor geometry may vary and the
methodology of the computational model calibration was described in that chapter.
During the experiment, the sensor held at room temperature was exposed to a high
temperature (see Figure 16.4 for experimental apparatus). The sensor was stuck to the heated
120
copper rod. The recorded temperature histories are shown in Figure 5.31. The sensor was held
at room temperature and the copper was heated to a uniform temperature at the beginning. As
the sensor was stuck to the heated copper rod, the temperature of the high-conductive grease,
which was spread on the copper rod, suddenly dropped down and the sensor temperature
started to increase.
90
80
Sensor
70
T [C]
Copper1
60
Copper2
50
Grease
40
30
20
0
t [s]
Figure 5.31 Measured temperature histories during the calibration experiment.

After model calibration, three experiments, which differ in the thickness of the grease
between the sensor and heated copper, were made using the calibrated sensor. The measured
temperature histories and that computed using the calibrated model are almost identical (see
Figure 5.32). Perfectly overlapping computed and measured temperature histories have
confirmed the correctness of the calibrated model.
Computed
Measured
55
50
T [C]
45
40
Inceasing
grease
thickness
35
30
25
20
0
0.5
1
t [s]
1.5
Figure 5.32 Perfectly overlapping measured and computed temperature histories for three
different thicknesses of high conductive grease and the same computational model of the
sensor (0.05 mm, 0.11 mm, and 0.17 mm)
121
Two computational experiments were made to show the importance of the usage of the
calibrated model (see Figure 4.28). The measured temperature history inside the sensor
(Tmeasured) and the computed temperature history with the calibrated model (Ttherm.) are shown in
Figure 5.33. Both curves are almost identical. Moreover, this figure shows the computed
temperature history for the model with no internal structure homogeneous steel (Tsteel). These
values were computed using the same boundary conditions as the ones computed with the
calibrated model. It is obvious that the response of such a sensor would be somewhat faster. In
addition, HTC were computed (see Figure 5.33) on the heated side (see Figure 4.28) of the
sensor during the experiment. The HTC were computed using both the calibrated model and
the homogeneous steel model, HTCtherm. and HTCsteel, respectively, from real measured
temperature history. The heated copper and grease were supposed as the surrounding medium.
The ambient temperature was the temperature of the copper. It is obvious that the computation
with the homogeneous steel model failed at the beginning because there is no reason why
HTC should be the lowest. HTC must be the highest at the beginning because the temperature
gradient in the heated copper rod is the lowest. Therefore, the heated copper rod is the most
intensive source of heat. As the temperature gradient increases in the heated copper, the HTC
decreases because the colder part of the copper is becoming a temperature resistor through
60
16000
55
14000
50
12000
45
10000
40
T measured
8000
35
T therm.
6000
30
T steel
4000
HTC therm.
25
HTC [W/m.K]
T [C]
which the heat must pass.
2000
HTC steel
20
0
0
0.2
0.4
0.6
0.8
1.2
1.4
1.6
1.8
t [s]
Figure 5.33 Comparison of the results computed using two models one made of
homogeneous steel and a calibrated one with a built in thermocouple.
122
5.3.3 Comparison of Two-dimensional Boundary Conditions Computations

using An Optimization Method and Sequential Becks Approach
In this chapter, two methods are compared to obtain both the thermal contact resistance
(TCR) between an alloy casting and the silica mold, and the heat transfer coefficient (HTC)
between the mold and a bath that was used to control the speed of the solidification process
(see Figure 16.7 in Appendix G). The modified downhill simplex optimization method and
Becks approach were used in the inverse task. The experiment has already been described in
the Computation of 2D Boundary Condition chapter.
The 1D computational model consisted of an alloy, silica mold, and gap between the
alloy and the mold. Thus, the computational model, which can handle the phase change, was
used. The process was considered as purely conductive (in micro gravity), and as one object
Al
Space
with spatially and temperature dependent material properties.
T1
mold
T2 T3
bath
Too
Figure 5.34 Computational model of the mold casting experimental apparatus.

The modified downhill simplex optimization method searches for the 2D space (TCR
and HTC) and for a minimum SSE (Eq. 4.6.4). On the other hand, sequential Beck's approach
makes use of linear estimation to compute TCR and HTC. Because of the nonlinear problem,
several iterations are needed to get a converged result.
To compare downhill simplex and Beck's approach, the direct computation was made
first (see Figure 5.35). This direct computation simulated the real experimental measurement
of A356 alloy solidification. Temperature histories for all 3 thermocouples were recorded
during this computation. The starting temperature of the alloy was 700C, the starting
temperature of the silica mold was 300C and the bath temperature was 300C. The
temperature histories (see Figure 5.36) were recorded for 5 minutes while the solidification
123
process lasted the first 2 minutes. The sharp rise of HTC indicates that the mold was
immersed into the molten bath 20 seconds after the start of the recording.
Figure 5.35 Temperature profile of model consisting of alloy and mold during casting.
After direct computation, the inverse task was made using a modified downhill simplex
and sequential Beck's approach. These two approaches are compared in Tables 5.1 and 5.2
where the time steps are 1 s and 0.1 s, respectively. A minimum of the required forward steps
is the number when the inverse tasks give us realistic results. The RMS error is defined as
RMS HTC =
1
n HTC *i mHTC im 2
2 i=1 m=1
(5.3.3)
where HTC *i m are the original heat transfer coefficients on both sides of the mold in the mth
time step that was used in direct computation, and HTC im are the heat transfer coefficients
computed using the inverse task. The Downhill Simplex optimization method was faster and
gives better results than Becks approach. This is because the problem under solution is
nonlinear, and Becks approach uses linear approximation. Comparing the results for time
steps 1 s and 0.1 s, it is obvious that the shorter time step gives better results. This is because
there is a fast change in boundary conditions when the mold is immersed into the tin bath. The
reason for why a shorter forward time is necessary for a smaller time step is that there are still
124
more forward time steps, and the rounding errors of the numerical part with several iterations
are averaged.
3000
2500
2000
1500
T [C]
600
500
1000
500
0
300
400
300
0
50
100
150
200
time [s]
250
T1
[W/m.K]
700
T2
T3
TCR
HTC
Figure 5.36 Simulated temperature histories during A356 alloy solidification .
Table 5.1 Comparison of downhill simplex and Becks approach for the 1 s time step.
Minimum of required forward steps (MFS)

Computation time using MFS
RMS error of HTC using MFS
Computation time using 10 forward steps
RMS error of HTC using 10 forward steps
Downhill simplex
Becks approach
15 s
57 s
2
31 W/m .K
123 W/m2.K
67 s
123 s
2
161 W/m .K
180 W/m2.K
Table 5.2 Comparison of downhill simplex and Becks approach for the 0.1 s time step.
Downhill simplex
Becks approach
14
40
Computation time using MFS
20 s
324 s
RMS error of HTC using MFS
8.2 W/m2.K
21.6 W/m2.K
Computation time using 40 forward steps
58 s
324 s
RMS error of HTC using 40 forward steps
20.3 W/m2.K
21.6 W/m2.K
Minimum of required forward steps (MFS)
125
5.3.4 Usage of Optimization Method for Determination of Temperature

Dependent Material Properties
An experimental method together with an optimization method was used to obtain
thermal material properties of the mold described in the previous chapter. The mold, which
was made of fused silica, is usually used for casting aluminum alloys. The mold consisted of
several layers, where the first inner one had different properties.
The experiment described in the Determination of Temperature Dependent Material
Properties chapter started at uniform room temperature (see Figure 16.10 in Appendix G).
Afterwards, the heater was heated up a little bit and the temperature responses including the
measured power for the heater were recorded. After reaching steady conditions, the power of
the heater was increased. This was repeated 15 times. The maximum temperature attained
inside the mold was 1080 K. An example of the recorded temperature history is shown in
Figure 5.37.
The mass density was measured at room temperature because the dependence on
temperature covers the specific heat as the density and specific heat appear together as
a product in equations. A small block of mold was prepared. The average dimensions of this
block were 9.99*42.88*35.18 mm. It weighted 22.12 g, and therefore the computed mass
density of the backup layer of the mold was 1 468 kg/m3.
For both kinds of layers (noticeable in Figure 16.9), temperature-dependent thermal
conductivity and specific heat were computed using measured temperature histories. Two
Steady
800
Unsteady conditions
2000
750
T1
1500
700
1000
650
500
600
0
20
40
60
80
P [W]
T [K]
2500
T2
T3
T4
Power
0
100
t [s]
Figure 5.37 Measured temperature histories and power for steady and
unsteady conditions.
126
1.00
k1 [W/m.K]
0.80
0.60
0.40
k1 = -1.184e-11*T4 + 2.957e-08*T3 - 2.604e-05*T2 +

9.803e-03*T - 6.626E-01
0.20
0.00
300
400
500
600
700
800
900
1000
T [K]
Figure 5.38 Approximate conductivity of the silica mold computed using

an eligible heat source for the steady conditions.
approaches were used. One used measurement only from steady state conditions and was able
to compute only thermal conductivity. The obtained results are shown in Figure 5.38. The
other computed simultaneously temperature-dependent thermal conductivity and specific heat
using the modified downhill simplex method. The temperature-dependent material properties
were computed as piecewise linearized ones. For each conductivity, k1 and k2, specific heat,
c1 and c2, seven temperature values (300 K, 400 K, 500 K, 600 K, 700 K, 800 K, and 900 K)
were optimized at the beginning. It was altogether 28 optimized parameters. After finding the
first optimum, some parameters were omitted because of the shape of the function and
because of insensitivity of some parameters to the result of the criterion function.
1400
1200
1000
1.5
800
1
600
400
0.5
Cp [J/kg.K]
k [W/m.K]
k1
k2
Cp1
Cp2
200
0
0
300 400 500 600 700 800 900
T [K]
Figure 5.39 Temperature-dependent material properties of the silica

mold computed using the Downhill Simplex optimization method.
127
Having reduced the number of parameters, four values for k1, four values for k2, and two
values for c1 were computed. It has been found that the measured data do not contain enough
information to compute c2 as temperature-dependent. Hence specific heat c2 is assumed to be
constant. The results are shown in Figure 5.39. There are no values for k2 and c1 related to the
300 K temperature because any value gives the same value of the criteria equation. This
means that no information is involved in the measured data for this temperature. Comparing
the results computed only for steady conditions with the results obtained for unsteady
conditions, it is obvious that conductivity k1 is higher for steady conditions. This is due to the
improper assumption that the heat lost at the top and bottom of the mold can be neglected.
Comparing the results, the heat loss amounted to about 20 %.
Comparing the computed conductivity k1 of the backup mold with the values from
MAGMA database, the results differ by about 5% only. This can be due to the different
density of the mold. The thermal conductivity is also slightly increasing for a temperature
range of 600900 K. The computed mass density is by about 3.5 % lower than that in the
MAGMA database. The computed specific heat is by about 5 % lower than that in the
MAGMA database. This is probably due to the lower mass density of our mold. Looking at
the rapidly decreasing thermal conductivity k2, a similar effect can be seen for the Al2O3 in
database or for sapphire and polycrystalline aluminum oxide.
5.4 Pressure Impact 2D Field Correction

To test the sharpening method described in the Data Focusing chapter, artificial data
were prepared first. Next, the method was tested using a real measured spray distribution. The
correction was done in the frequency domain and then converted back to the space domain.
First, the evolution of the sharpened data is illustrated using an artificial spray
distribution (shown in Figure 5.40a) computed from a simulated real distribution
(Figure 5.40b). The measured maximum is 77.8 MPa but the real one is 100 MPa and the
measured impact shape is wider than the real one. To be able to compute convolution in the
frequency domain, the measured distribution and the circular sensor (12 mm) were
converted into the frequency domain as shown in Figure 5.41. The inverse sensor computed
using Eq. (4.7.3) is shown in Figure 5.42a. We can now compute the convolution of the
128
measured data and the inverse sensor. The computed result is shown in Figure 5.42b in the
frequency domain and in Figure 5.43a in the space domain. The computed pressure
distribution is close to the real pressure distribution, however, some noise is visible in the
sharpened data (small waves).
Noise can be partially suppressed as was described in the Data Focusing chapter. Cutting
off the higher harmonic frequencies and making them equal to zero also in the inverse sensor
filter, we get a cut inverse sensor filter (Figure 5.45a). Using this filter for convolution we
obtain sharpened measured data with suppressed noise. To suppress the aliasing phenomenon,
the measured data and the sensor were filtered using Gaussian low-pass filter in the space
domain. Transforming these functions into the frequency domain (see Figure 5.44), we get
high frequencies equal to zero. This means that the aliasing phenomenon was suppressed.
Using the cut smooth inverse sensor filter for convolution, we get sharpened measured data
(see Figure 5.45b) with a maximum of 98.9 MPa which is very close to the real maximum,
100 MPa. You can also notice that the noise was well suppressed, compared with the
computed result shown in Figure 5.43a.
Real measured data are shown in Figure 5.46a. The measurement was made for a high
pressure flat jet nozzle where the distance from the surface was 150 mm and water pressure
was 20 MPa. The measurement was made using a square sensor (3x3 mm). Some noise in
measured data is obvious. The maximum in the sharpened data (see Figure 5.46b) rose by
about 18 % (from 1534 to 1814 kPa).
Another measurement was made using a different measuring apparatus. A circular
sensor of 1.5 mm in diameter was used. Two overlapping flat nozzles were measured. The
measured data are almost noise free compared to the previous data measured using
a rectangular sensor (see Figure 5.47a). The measuring area was 30x160 mm. The maximum
of the sharpened data rose from 1527 to 1587 kPa (see Figure 5.47b). The increase is small
because a small pressure sensor was used.
129
(a)
(b)
Figure 5.40 An example of (a) simulated measured distribution and
(b) simulated real distribution using a circular sensor of 12 mm in diameter.
(a)
(b)
Figure 5.41 (a) Data measured in frequency domain;
(b) circular sensor in frequency domain.
(a)
(b)
Figure 5.42 (a) Inverse sensor function in frequency domain;
(b) convolution of measured data and inverse sensor function in frequency domain.
130
(a)
(b)
Figure 5.43 (a) sharpened measured data convolution of measured data and inverse
sensor function in space domain; (b) real pressure distribution in frequency domain.
(a)
(b)
Figure 5.44 (a) Circular sensor function in space domain filtered using low-pass filter;
(b) circular sensor function in frequency domain with removed high frequency.
(a)
(b)
Figure 5.45 (a) cut inverse sensor function in frequency domain;
(b) sharpened measured data.
131
(a)
(b)
Figure 5.46 (a) Real data measured using rectangular sensor (3x3 mm);
(b) sharpened data.
(a)
(b)
Figure 5.47 (a) Real data measured using circular sensor (1.5 mm in diameter);
(b) sharpened data
132
Preview of Next Research
6 PREVIEW OF NEXT RESEARCH

Alternative methods for solution of inverse heat conduction problems have been
presented. They used optimized models, however, some improvement can be achieved.
Methods for estimation of errors of computational models for direct solution have been
presented. However, the mesh discretization error was not computed for dynamic boundary
conditions, as in the case of estimation of the time discretization error, but only for one time
step. Knowledge of treatment of the mesh discretization error for unsteady boundary
conditions, which are developing in time, would be helpful. This would significantly help to
increase the accuracy of the computed results of direct heat conduction problems and the
known accuracy could be used in further analysis.
In the case of inverse heat conduction problems, results were obtained using alternative
methods. They are performed in a shorter time and give more accurate results. In the next
research, other multidimensional methods could be tested, such as Powell's method, simulated
annealing methods, or conjugate gradient method. Some of them might be even more
powerful. However, we still do not know the accuracy of the computed results. The situation
becomes even more complicated for time dependent boundary conditions. In this case, it
would be necessary to compute a safety zone along the curve that represents the computed
boundary condition history. This problem is very complicated because a number of various
errors are accumulated in inverse heat transfer analysis. The analysis involves the experiment
and the computational part where various errors are accumulated such as the activation error,
error in measured data, assumption error, error due to the computational model simplification,
and various numerical errors. Knowledge of these errors would be useful for improvement of
inverse tasks.
133
Conclusion
7 CONCLUSION
Many of inverse problems are often dismissed as ill-conditioned because the solution is
extremely difficult or almost impossible using concurrent methods. If any results are obtained,
they are inaccurate and the precision is unknown. Typical inverse problems studied in this
work include determination of boundary conditions in applications such as cooling in casting,
descaling, cooling of products in hot rolling, and cooling of rolls in rolling technology.
Because the studied inverse methods use direct computation of heat conduction, several
direct methods were compared. The suitable ones were finite difference method (FDM), finite
volume method (FVM), finite element method (FEM), and finite volume unstructured
methods (cell-centered and vertex-centered). The unstructured methods were not used in
inverse tasks because the demand of the inverse tasks for the computational power is high and
these methods are very slow. The FDM was found to be most convenient when testing the
FDM, FVM, and FEM for a direct solver of heat conduction. The speed was several times
higher when temperature dependent material properties were used and the accuracy of
computed results in nodes was the best for fast changes in boundary conditions. The general
FDM method was modified to treat phase change and temperature dependent material
properties.
Attention was also focused on accuracy of results computed by the direct heat
conduction method. Convergence of the iteration method for numerical solution of heat
transfer partial differential equations was tested. The convergence error was estimated using
a method based on the observed geometric convergence of heat conduction problems.
Methods for discretization error estimation were proposed and tested for the simplification of
the object, its boundary conditions, and time domain when the numerical approach is applied.
These methods were then used for discretization optimization.
New approaches and a special multi-level filtration for input data were developed for
solution of inverse heat conduction problems (IHCPs). The new approaches (optimization
method and neural network) were compared with classical Becks sequential approach. Usage
of the modified downhill simplex multidimensional optimization method was tested in
one-dimensional and several multi-dimensional inverse problems where the input data were
taken from real measurement. These inverse problems included determination of time
134
Conclusion
dependent boundary conditions (one- and two-dimensional ones), determination of

temperature dependent material properties (multidimensional inverse problem), and
calibration of computational model. Very good results were obtained using the optimization
method in contrast with usage of the artificial neural networks. The developed approaches that
use the optimization method gave better results than classical Beck's approach, and the
computational times were even shorter.
To compare the intensity of cooling with pressure impact distribution of a spraying
water nozzle, a measured impact field was corrected using the developed method based on
data focusing in the frequency domain. Data measured by a relatively large pressure sensor
were corrected using this method to obtain a more accurate distribution. The increase in the
maximum pressure impact was even 18 % in the presented case.
Combining various methods and usage of newly presented methods could bring
a significant improvement in solving ill-posed problems. This improvement would be useful
for designing and optimizing cooling sections in applications like continuous casting,
descaling, and hot rolling technology.
135
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Authors References
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[A1] Pohanka, M.; Raudensk, M.; Horsk, J.; Druckmller, M. How to Precisely Define
Computational Models of Heat Process with Experimental Setting under Marginal
Conditions (in Czech). In Inenrsk mechanika 99. Svratka (Czech Republic), 1999,
pp. 717722. ISBN 80-214-1323-9.
[A2] Pohanka, M.; Raudensk, M.; Horsk, J. Attainment of more precise parameters of
a mathematical model for cooling flat and cylindrical hot surfaces by nozzles. In
Advanced computational methods in heat transfer VI. Madrid: WIT Press, 2000, pp.
627635. ISBN 1-85312-818-X.
[A3] Pohanka, M.; Raudensk, M.; Horsk, J. Optimizing parameters of a mathematical
model for cooling hot surfaces by nozzles. In Engineering mechanics 2000. Svratka
(Czech Republic), 2000, pp. 267272. ISBN 80-86246-03-5.
[A4] Raudensk, M.; Horsk, J.; Pohanka, M. Optimal cooling of rolls in hot rolling.
Journal of material processing technology. 2002, Vol. 125126, pp. 700705.
[A5] Pohanka, M.; Woodbury, K. A.; Wolley, J. Obtaining temperature dependent thermal
properties of investment casting mold. In Proc. of the International Mechanical
Engineering Congress and Exposition. New Orleans (LA): ASME, November 2002,
2-20-5-1.
[A6] Raudensk, M.; Pohanka, M.; Horsk, J. Combined inverse heat conduction method
for highly transient processes. In Advanced computational methods in heat transfer VII,
Halkidiki: WIT Press, 2002, pp. 3542. ISBN 1-85312-9062.
[A7] Toovsk, J.; Pohanka, M.; Kotrbek, P. Stress analysis of scale layer for descaling
process. In 40th int. conf. experimental stress analysis. Praha, 2002, pp. 247252.
ISBN 80-01-02547-0.
[A8] Pohanka, M.; Raudensk, M. Determination of heat resistances between installed
thermocouple and body used for computing heat transfer coefficients. In Engineering
mechanics 2002, Svratka (Czech Republic), 2002, pp. 227228. ISBN 80-214-2109-6.
[A9] Pohanka, M.; Woodbury, K. A. A Downhill Simplex method for computation of
interfacial heat transfer coefficients in alloy casting. Inverse problems in engineering,
October 2003, Vol. 11, No. 5, pp. 409424.
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[A10] Raudensk, M.; Horsk, J.; Pohanka, M.; et al. Experimental Study of Parameters
Influencing Efficiency of Hydraulic Descaling. In 4th Int. Conf. Hydraulic Descaling.
London, 2003, pp. 2939.
[A11] Pohanka, M. Two-dimensional correction of data measured using a large pressure
sensor. In Computational methods and experimental measurements XI. Halkidiki: WIT
Press, 2003, pp. 587596. ISBN 1-85312-969-0.
[A12] Kotrbek, P.; Horsk, J.; Raudensk, M.; Pohanka, M. Influence of parameters of
hydraulic descaling on temperature losses and surface quality of rolled material. In
Metal Forming 2004. Krakw (Poland), 2004, pp. 367370. ISBN 3-937057-08-0.
[A13] Horsk, J.; Raudensk, M.; Pohanka, M. Experimental study of heat transfer in hot
rolling and continuous casting. In Material Science Forum. Switzerland: Trans Tech
Publication, 2005, Vols. 473474, pp. 347354. ISBN 0-87849-957-1.
[A14] Kotrbek, P.; Horsk, J.; Raudensk, M.; Pohanka, M. Experimental study of heat
transfer in hot rolling. In 26e Journes sidrurgiques internationales. Paris, 2005, pp.
4243. ISBN 2-911212-05-3.
142
Appendix A Conduction And Heat Diffusion Equation
10 APPENDIX A CONDUCTION AND HEAT DIFFUSION EQUATION

The conduction (heat transfer by diffusion) refers to the transport of energy in a medium
due to a temperature gradient. The physical mechanism is based on random atomic or
molecular activity.
10.1 Rate equation

It is possible to quantify the heat transfer process in terms of appropriate rate equations.
These equations may be used to compute the amount of energy being transferred per unit time.
For heat conduction, the rate equation is known as Fouriers law. For the one-dimensional
plane wall shown in Figure 10.1, having a temperature distribution T(x), the rate equation is
expressed as
q x =k
dT
.
dx
(10.1.1)
T
T1
T(x)
qx
T2
L
Figure 10.1 One-dimensional heat transfer by conduction (diffusion of energy).

The heat flux qx (W/m2) is the heat transfer rate in the x direction per unit area perpendicular
to the direction of transfer and it is proportional to the temperature gradient dT/dx in this
direction. The proportionality constant k is a transport property known as the thermal
conductivity (W/m.K). The minus sign is the consequence of heat transfer in the direction of
decreasing temperature. Under the steady-state conditions shown in Figure 10.1, where the
temperature distribution is linear, the temperature gradient may be expressed as
dT T 2 T 1
=
dx
L
(10.1.2)
and the heat flux is then

q x =k
T 2 T 1
T
.
=k
L
L
(10.1.3)
This equation provides a heat flux the rate of heat transfer per unit area. The heat transfer
rate by conduction, q x [W], through a plane wall of area A is then the product of the flux and
the area
q x =q xA .
(10.1.4)
10.2 Heat Diffusion Equation

A major objective in a direct conduction analysis is to determine the temperature field
(distribution) in a medium resulting from conditions imposed on its boundaries. The approach
follows the methodology of applying the energy conservation requirement. We define
a differential control volume, identify the relevant energy transfer processes, and introduce the
appropriate rate equations [1].
Considering a homogeneous medium within which there is no bulk motion, the
temperature is expressed in Cartesian coordinates as T(x, y, z). We first define
an infinitesimally small (differential) control volume, dxdydz, as shown in Figure 10.2. If
there are temperature gradients, then conduction heat transfer, indicated as a heat rate (qx, qy,
qz), will occur across each of the control surfaces. The conduction heat rates at the opposite
surfaces can then be expressed as a Taylor expansion, and neglecting higher order terms we
obtain
q xdx = q x
q x
dx ,
x
(10.2.1)
q ydy = q y
q y
dy ,
y
(10.2.2)
q zdz = q z
q z
dz .
z
(10.2.3)
II
q ydy
q zdz
dz
E g , E st
q x
q xdx
dy
dx
q y
q z
Figure 10.2 Differential control volume for conduction analysis in Cartesian coordinates.
Within the medium there may also be an energy source term associated with the rate of
thermal energy generation. This term is expressed as
g = qdxdydz
(10.2.4)
where q is the rate at which energy is generated per unit volume of the medium. In addition,
there may occur changes in the amount of the internal thermal energy stored by the material in
the control volume. The energy storage may be expressed as
st =c p
T
dxdydz
t
(10.2.5)
where c p T / t is the time rate of the change in thermal energy of the medium per unit
volume.
On a rate basis, the general form of the conservation of the energy requirement is
in out g = st
(10.2.6)
and substituting Eq. (10.2.110.2.3), we obtain

q x
q
q
T
dx y dy z dz qdxdydz=c
dxdydz .
p
x
y
z
t
(10.2.7)
The conduction heat rates may be evaluated from Fouriers law, Eq. (10.1.1),
III
q x =kdydz
T
,
x
(10.2.8)
q y =kdxdz
T
,
y
(10.2.9)
q z =kdxdy
T
z .
(10.2.10)
Substituting Eq. (10.1.410.1.3) into Eq. (10.1.2) and dividing out the dimensions of the
control volume dxdydz , we obtain
T
T
k
k
q=c
.
p
x
x
y y
z
z
t
(10.2.11)
This equation is the general form, in Cartesian coordinates, of the heat diffusion equation also
known as the heat equation. In the cylindrical coordinates, the heat diffusion equation [1] is
1
T
1
T
T
T
kr
2
k
k
q=c
.
p
r r
r
z
t
r z
(10.2.12)
IV
Appendix B Convection
11 APPENDIX B CONVECTION
The convection boundary condition is one of the most common cases in our problems
under solution and thus we will discuss it a bit more in detail. The convection heat transfer
mode needs some fluid and is comprised of two mechanisms. In addition to the energy
transfer due to the random molecular motion (diffusion), energy is also transferred by a bulk,
or macroscopic, motion of the fluid. Such a motion contributes to the heat transfer and the
total heat transfer is a superposition of energy transport by the random motion of molecules
and by the bulk motion of the fluid.
We speak of forced convection when the flow is caused by external forces, such as
spraying water or atmospheric winds. In contrast, for free (or natural) convection the flow is
induced by buoyancy forces that arise from density differences caused by temperature
variations in the fluid. In many cases, mixed forced and natural convection may exist.
However, there are convection processes for which there is a latent heat exchange. This latent
heat exchange is associated with the phase change e.g. between the liquid and vapor states of
the fluid (boiling and condensation).
Regardless of the particular nature of the convection heat transfer process, the
appropriate rate equation has the form
q=h T s T
(11.1)
where q is the convective heat flux. This expression is known as Newtons law of cooling, and
the proportionality constant h is termed the convection heat transfer coefficient (HTC). For
typical problems, typical values of HTC are given in Table 11.1.
Table 11.1 Typical values of the convection heat transfer coefficient [1]
Process
Free convection
Gases
Liquids
Forced convection
Gases
Liquids
Convection with phase change
Boiling or condensation
h [W/m2.K]
225
501000
25250
5020 000
2 500100 000
Appendix C Radiation
12 APPENDIX C RADIATION
The heat transfer due to the radiation becomes important for hot surfaces such as steel
plates in continues casting or descaling applications. Thermal radiation is the energy emitted
by the matter that is at a finite temperature [1]. The energy of the radiation field is transported
by electromagnetic waves (or, alternatively, photons) and the presence of material medium is
not required. The rate at which the energy is released per unit area is termed the surface
emissive power E. There is an upper limit to the emissive power that is prescribed by the
Stefan-Boltzmann law
E b = T 4s
(12.1)
where Ts is the absolute temperature [K] of the surface and is Stefan-Boltzmann constant.
Such a surface is called an ideal radiation or blackbody. The heat flux emitted by a real surface
is less than that of a black body and is given by
E b = T 4s
(12.2)
where is a radiative property of the surface termed the emissivity 01 .

Radiation may also be incident on a surface from its surroundings. Such radiation is
termed irradiation G. A portion, or all, of the irradiation may be absorbed by the surface. The
rate at which the radiant energy is absorbed may be evaluated by G abs= G. The absorptivity
may be within the range 01. The radiation may be reflected or, in the case of
a semitransparent material, it may be transmitted. The irradiation may be approximated by
emission from a blackbody at Tsur (surrounding temperature), in which case G=T 4sur. The
net rate of radiation heat transfer from the surface is
q
q rad = =E b T s G= T 4s T 4sur .
A
(12.3)
There are many applications for which it is convenient to express the net radiation heat
exchange in the form
q rad =h A T s T sur
(12.4)
where, from Eq. (12.4), the radiation heat transfer coefficient h is
VI
Appendix C Radiation
h = T s T sur T s T sur .
2
(12.5)
The surfaces may also simultaneously transfer heat by convection to an adjoining gas. For
example, a 5 m long slab heated to a temperature 800oC moving at a rate of 5 m/s at room
temperature gives
q=q conv q rad = h T s T T s T sur
4
=14 7800.95.67108 1.31013=10 92067 304=78 224 W/m 2 .
(12.6)
VII
Appendix D Solution of Linear Algebraic Equations
13 APPENDIX D SOLUTION OF LINEAR ALGEBRAIC EQUATIONS

13.1 Gauss-Jordan elimination
This method produces both the solution vector x and also the inverse matrix A-1.
However, it requires all the right-hand sides to be stored and manipulated at the same time,
and when the inverse matrix is not desired, it is three times slower than the best alternative
technique for solving a single linear set. Its strength is that it is as stable as other direct
methods, perhaps even a bit more stable when full pivoting is used. It is straightforward,
understandable, solid as a rock, and is good backup when something is going wrong.
Gaussian elimination with back-substitution stands between full elimination schemes
such as Gauss-Jordan and triangular decomposition schemes. Gaussian elimination reduces
a matrix only halfway to the identity matrix. The components on the diagonal and above
remain nontrivial. The advantage of Gaussian elimination with back-substitution over
Gauss-Jordan elimination is simply that it is faster in operations count. The innermost loops of
Gauss-Jordan elimination are executed M3 and M2N times. The corresponding loops in
Gaussian elimination are executed only 1/3M3 times (only half the matrix is reduced), and
1/2M2N times.
13.2 LU decomposition
This method uses the fact that the matrix A can be written as a product of two matrices
LU = A
(13.2.1)
where L is the lower triangular (has elements only on the diagonal and below) and U is the
upper triangular (it has elements only on the diagonal and above). The decomposition is used
to solve the linear equations
Ax= LU x=LUx =b
(13.2.2)
Ly=b
(13.2.3)
first by solving the vector y
and then solving

VIII
Ux= y .
(13.2.4)
The advantage is that the solution of a triangular set of equations is quite trivial. Eq. (13.2.3)
can be solved by forward substitution and Eq. (13.2.4) can be solved by back-substitution. To
solve L and U for given A, the Crouts algorithm is used. The decomposition is in place and
does not require an additional memory. The pivoting is necessary for the stability of the
Crouts algorithm. Only partial pivoting (interchange of rows) is implemented efficiently. The
matrix A is not usually decomposed into LU form, but only a row-wise permutation of A is
used. This is enough to make the method stable.
The LU decomposition requires about 1/3M3 executions of the inner loops (each with
one multiply and one add). This is 3 times better than the Gauss-Jordan routine, and 1.5 times
better than a Gauss-Jordan routine which does not compute the inverse matrix.
13.3 Tridiagonal systems of equations

This is a special case of a system of linear equations. It has nonzero elements only on
the diagonal plus or minus one column. The set of equations to be solved is
a 1,1 x 1a 1,2 x 2 =b1 ,
a i , i1 x i1a i , i x i a i , i1 x i1 =bi
(13.3.1)
for i=2NM 1 ,
a N , N 1 x N 1a N , N x N =b N ,
(13.3.2)
(13.3.3)
and in the matrix form
][ ] [ ]
a 1,1 a 1,2 0
0
0
0
x1
b1
a 2,1 a 2,2 a 2,3
0
0
0
x2
b2
= .
0
0
0 a N 1, N 2 a N 1, N 1 a N 1, N x N 1
b N 1
0
0
0
0
a N , N 1
aN ,N
xN
bN
(13.3.4)
In the tridiagonal matrix algorithm [24], Eq. (13.3.1) can be written as

x 1=P 1 x 2Q1
(13.3.5)
where
IX
a 1,2
a 1,1
b1
Q 1=
.
a 1,1
P 1=
(13.3.6)
This relation is substituted into Eq. (13.3.2) for i = 2. The result is that x2 is expressed using
x3. As the substitution process continues, it expresses each xi-1 using xi
x i1=P i1 x i Q i1 .
(13.3.7)
By substituting this relation into Eq. (13.3.2), we get

a i , i x i =a i , i1 x i1a i , i1 P i1 x i Q i1 bi .
(13.3.8)
The expressions for Pi and Qi can be written as

a i , i1
a i , i a i , i1 P i1
b a
Q
Q i = i i , i1 i1 .
a i , i a i , i1 P i1
P i=
(13.3.9)
The solution algorithm is as follows:

1. Calculate P1 and Q1.
2. Obtain Pi and Qi for i = 2, 3, ..., N by using the recursive relations.
3. Set xN = QN.
4. Substitute into Eq. (13.3.7) for i = N, N-1, ..., 3, 2 to obtain xN-1, xN-2, ..., x2, x1.
13.4 Band diagonal systems of equations

Band diagonal systems are slightly more general and have m10 nonzero elements to
the left (below) of the diagonal and m20 nonzero elements immediately to the right (above)
it. This classification is only useful if m1 and m2 are both <<N. The solution of the linear
system is obtained by modified LU decomposition which is much faster, and requires much
less storage than for the general N x N case. The precise definition of a band diagonal matrix
is
a r , c =0 for crm2 or rcm1
(13.4.1)
Band diagonal matrices are usually stored in a compact form. It is not possible to store the LU
decomposition of a band diagonal matrix A as compactly as the compact form of A itself
because the decomposition produces additional nonzero values.
13.5 Iterative improvement of a solution of linear equations

For large sets of linear equations, it is not always easy to obtain precision comparable to
the computers limit. In direct methods the roundoff errors accumulate and many significant
figures can be lost. This method restores almost the full machine precision. Suppose that
a vector x is the exact solution of Eq. (3.3.47). However, only the slightly wrong solution
x x is known, where x is the unknown error. When the slightly wrong solution is
multiplied by the matrix A, it gives a product slightly different from the desired b
A x x =b b .
(13.5.1)
Subtracting Eq. (3.3.47) from (13.5.1) gives

A x= b
(13.5.2)
Eq. (13.5.1) can be solved by substituting Eq. (13.5.2) for b which gives
A x= A x x b
(13.5.3)
In this equation, the whole right-hand side is known. In the case of LU decomposition the A is
already available and the x can be easily and qickly computed by back-substitution.
13.6 Conjugate gradient method

This method can be very efficient for a properly stored sparse matrix. The simplest,
ordinary conjugate gradient algorithm solves Eq. (3.3.47) only in case that A is symmetric
and positive definite. It is based on the idea of minimizing the function
f x =
1
xAxbx .
2
(13.6.1)
This function is minimized when its gradient

f = Axb
(13.6.2)
XI
is zero, which is equivalent to Eq. (3.3.47). To solve Eq. (3.3.47), an initial guess of x1 is
made for the solution. The residual is
r 1=b Ax 1
(13.6.3)
where the superscripts are iteration indexes and the initial values are
1
r =r
1
1
p =r
1
1
p =r .
(13.6.4)
Then the sequence of improved estimates is

x i1= x i i pi
(13.6.5)
where
i i
r r
i
i
p Ap
i1
i
i
i
r =r Ap
i1
i
i
T
i
r =r A p
i1 i1
r r
i
= i i
r r
i1
i1
i i
p =r p
i1
i1
i i
p =r p .
i =
(13.6.6)
When rm+1 = 0, the xm+1 is the solution of Eq. (3.3.47). There is no guarantee that the whole
procedure will not break down or become unstable for general A. The iterative process should
be halted when some appropriate error criterion is met.
XII
Appendix E Comparison of FDM, FVM, and FEM
14 APPENDIX E COMPARISON OF FDM, FVM, AND FEM

This part deals with the testing of accuracy of the FDM, FVM, and FEM methods. As
can be seen in Eq. (3.3.21), all the methods use a similar form of equations to describe heat
conduction inside the body. The parameters for the equations are listed in Table 3.2 for each
method. First, the methods are compared with analytical solutions (Eq. 3.2.3 and Eq. 3.2.6)
along with a very fine model. After confirmation of the very high accuracy of the very fine
model, the model is used as an etalon for computations where no analytical solution is
possible.
The one-dimensional model is used for testing. The testing boundary conditions are
applied on the left side. An insulated surface is assumed on the right side. The initial
temperature is 0 C. The length of the object is 0.1 m and is divided into 10 internal control
volumes. The surface volume has zero thickness. Stainless steel of constant material
properties is used:
mass density: 7900 kg/m3
specific heat: 510 J/kg.K
thermal conductivity: 14 W/m.K.

The time step is fine enough during computation. Further refinement of the time steps
does not lead to a significantly higher accuracy.

The computed results shown in the following chapters were analyzed separately for
internal nodes and separately for the surface node. however, the overall accuracy of the
computed results is very similar for all three methods. For internal nodes the best results are
computed by FDM and FVM. In some cases, FDM is more accurate while in the others FVM
is better. Generally, the FEM gives the worst results. On the other hand, FEM gives the best
results for the surface nodes.
FVM and FEM show a very inconvenient behavior for a short time interval. The
temperature of internal nodes decreases even when the material is only heated. FDM seems to
be the most convenient for IHCP because it does not show this behavior and the inaccuracy of
the surface node can be suppressed by dividing the volume next to the surface into two control
volumes. When all the three methods are modified to treat temperature dependent material
properties, the FDM requires a much less computational time than FVM or FEM does.
XIII
14.1 Constant Heat Flux
38.154
35
30
Temperature [C]
25
Fine model
Analytical
FDM
FVM
FEM
20
15
10
5
0
-3.986
0.00
0.01
0.02
0.03
0.04
0.05
x [m]
0.06
0.07
0.08
0.09
0.10
Figure 14.1 Temperature distribution; q = 100 000 W/m2; t = 1 s

23.127
20
18
16
14
dT [C]
12
Fine model
Analytical
FDM
FVM
FEM
10
8
6
4
2
0
-2
-4.407
0.00
0.01
0.02
0.03
0.04
0.05
x [m]
0.06
0.07
0.08
0.09
0.10
Figure 14.2 Accuracy; q = 100 000 W/m2; t = 1 s

XIV
Temperature [C]
57.04
Fine model
Analytical
FDM
FVM
FEM
40
30
20
10
-0.389
0.00
0.01
0.02
0.03
0.04
0.05
x [m]
0.06
0.07
0.08
0.09
0.10
dT [C]
9.529
Fine model
Analytical
FDM
FVM
FEM
6
4
2
0
-1.865
0.00
0.01
0.02
0.03
0.04
0.05
x [m]
0.06
0.07
0.08
0.09
0.10
Temperature [C]
152.969
Fine model
Analytical
FDM
FVM
FEM
100
50
-0.001
0.00
0.01
0.02
0.03
0.04
0.05
x [m]
0.06
0.07
0.08
0.09
0.10

2.728
dT [C]
Fine model
Analytical
FDM
FVM
FEM
1
0
-0.65
0.00
0.01
0.02
0.03
0.04
0.05
x [m]
0.06
0.07
0.08
0.09
0.10
XV
14.2 Constant Heat Transfer Coefficient
q [W/m]
100000
95000
90000
86584.103
0.0
0.1
0.2
0.3
0.4
0.5
t [s]
0.6
0.7
0.8
0.9
1.0
Figure 14.7 Surface heat fllux; h = 1 000 W/m2.K; t = 1 s

27.629
25
Temperature [C]
20
Fine model
FDM
FVM
FEM
15
10
5
0
-2.988
0.00
0.01
0.02
0.03
0.04
0.05
x [m]
0.06
0.07
0.08
0.09
0.10
Figure 14.8 Temperature distribution; h = 1 000 W/m2.K; t = 1 s

14.213
12
10
dT [C]
8
Fine model
FDM
FVM
FEM
6
4
2
0
-3.383
0.00
0.01
0.02
0.03
0.04
0.05
x [m]
0.06
0.07
0.08
0.09
0.10
Figure 14.9 Accuracy; h = 1 000 W/m2.K; t = 1 s
XVI
100000
95000
q [W/m]
90000
85000
80000
75000
70000
65852.238
0
5
t [s]
10

36.952
Temperature [C]
30
25
Fine model
Analytical
FDM
FVM
FEM
20
15
10
5
-0.301
0.00
0.01
0.02
0.03
0.04
0.05
x [m]
0.06
0.07
0.08
0.09
0.10

2.8042
2.0
dT [C]
1.5
Fine model
Analytical
FDM
FVM
FEM
1.0
0.5
0.0
-0.5
-1.0
-1.498
0.00
0.01
0.02
0.03
0.04
0.05
x [m]
0.06
0.07
0.08
0.09
0.10
XVII
100000
90000
q [W/m]
80000
70000
60000
50000
35149.688
0
10 15 20 25 30 35 40 45 50 55 60 65 70 75 80 85 90 95 100
t [s]

64.851
Temperature [C]
50
Fine model
Analytical
FDM
FVM
FEM
40
30
20
10
-0.001
0.00
0.01
0.02
0.03
0.04
0.05
x [m]
0.06
0.07
0.08
0.09
0.10

0.1392
0.0
dT [C]
-0.1
Fine model
Analytical
FDM
FVM
FEM
-0.2
-0.3
-0.4
-0.5
-0.6
-0.7009
0.00
0.01
0.02
0.03
0.04
0.05
x [m]
0.06
0.07
0.08
0.09
0.10
XVIII
14.3 Time-dependent Heat Flux
100000
q [W/m]
50000
0
-50000
-99999.992
0
5
t [s]
10
Figure 14.16 Surface heat fllux q = 100 000 sin(t) W/m2; t = 10 s

9.047
Temperature [C]
Fine model
FDM
FVM
FEM
-5
-10
-15.52
0.00
0.01
0.02
0.03
0.04
0.05
x [m]
0.06
0.07
0.08
0.09
0.10
Figure 14.17 Temperature distribution; q = 100 000 sin(t) W/m2; t = 10 s

5.351
dT [C]
0
-5
Fine model
FDM
FVM
FEM
-10
-15
-20.663
0.00
0.01
0.02
0.03
0.04
0.05
x [m]
0.06
0.07
0.08
0.09
0.10
Figure 14.18 Accuracy; q = 100 000 sin(t) W/m2; t = 10 s
XIX
100000
q [W/m]
80000
60000
40000
20000
0
0
5
t [s]
10
Figure 14.19 Square surface heat fllux; t = 10 s

18.635
16
Temperature [C]
14
12
Fine model
FDM
FVM
FEM
10
8
6
4
2
-0.535
0.00
0.01
0.02
0.03
0.04
0.05
x [m]
0.06
0.07
0.08
0.09
0.10
Figure 14.20 Temperature distribution; square surface heat fllux; t = 10 s

2.349
1
0
dT [C]
-1
-2
Fine model
FDM
FVM
FEM
-3
-4
-5
-6
-7
-8.132
0.00
0.01
0.02
0.03
0.04
0.05
x [m]
0.06
0.07
0.08
0.09
0.10
Figure 14.21 Accuracy; square surface heat fllux; t = 10 s
XX
100000
q [W/m]
80000
60000
40000
20000
0
0
5
t [s]
10
Figure 14.22 Triangular surface heat fllux; t = 10 s

21.387
18
Temperature [C]
16
14
Fine model
FDM
FVM
FEM
12
10
8
6
4
2
-1.069
0.00
0.01
0.02
0.03
0.04
0.05
x [m]
0.06
0.07
0.08
0.09
0.10
Figure 14.23 Temperature distribution; triangular surface heat fllux; t = 10 s

3.321
2
0
dT [C]
-2
Fine model
FDM
FVM
FEM
-4
-6
-8
-10.69
0.00
0.01
0.02
0.03
0.04
0.05
x [m]
0.06
0.07
0.08
0.09
0.10
Figure 14.24 Accuracy; triangular surface heat fllux; t = 10 s
XXI
Appendix F Multidimensional Heat Conduction
15 APPENDIX F MULTIDIMENSIONAL HEAT CONDUCTION

15.1 2D Heat Conduction
15.1.1 Cartesian Coordinates
The unsteady two-dimensional heat conduction in Cartesian coordinates can be written
as
dq x dq y
dT
q=c
dx
dy
dt
(15.1.1)
where
q x =k
dT
,
dx
q y =k
dT
.
dy
(15.1.2)
The discretization of the 2D model is shown in Figure 4.6. Integrating Eq. (15.1.1) over
a control volume gives
m
y k q J , k q J 1, k x j q j , K q j , K 1 x j y kq j , k
T m T m1
j ,k
.
= x j y k j , k T mj , k c j , k T mj , k j , k
t
(15.1.3)
We can write Eqs. (15.1.3, 4.1.6, 4.1.10, and 4.1.21) in the form of Eqs. (4.2.3 and 4.2.4). The
a and b parameters are as follows:
a j , k 1=2 x j
a j1, k =2 y k
y k 1
k j , k 1 T m1
j , k 1
x j1
k j1, k T m1
j1, k
yk
1
k j , k T m1
j ,k
xj
k j , k T m1
j ,k
1
a j , k =a j , k 1a j1, k a j1, k a j , k 1
x j y k q
b
j ,k
m1
j ,k
m1
j , k T m1
j , k c j , k T j , k
,

t
XXII
a j1, k =2 y k
xj
m1
k j , k T j , k
a j , k 1=2 x j
yk
m1
k j , k T j , k
b j , k = x j y k q
1
x j1
m1
k j1, k T j1, k
y k 1
m1
k j , k 1 T j , k 1
1
m1
a
j ,k
m1
j ,k
m1
j , k T j , k c j , k T j , k m1 .

T j , k
t
(15.1.4)
m1
m
substitutes for T j , k in aj, k-1, aj-1, k, aj+1, k, and aj, k+1. The
j ,k
aj, k and bj, k parameters are

m
a j , k =a j , k 1a j1, k a j1, k a j , k 1 x j y kq bj , k T i1,
j ,k ,
m
b j , k = x j y k q aj , k T i1,
j , k
m
m1
H j , k T i1,
j , k H j , k T j , k
.
T m1
j ,k
t
(15.1.5)
15.1.2 Cylindrical Coordinates

The unsteady two-dimensional heat conduction in cylindrical coordinates can be written
as
1 dq r 1 dq
dT
q=c
r dr r d
dt
(15.1.6)
where
q r =rk
q =
dT
,
dr
k dT
.
r d
(15.1.7)
Integrating Eq. (15.1.6) over the control volume results in

k q mJ , k q mJ 1, k r j q mj , K q mj , K 1 r j r j kq j , k
=r j r j k j , k T
m
j ,k
c j , k T
m
j ,k
T mj , k T m1
j ,k .
(15.1.8)
For the cylindrical coordinates, heat flux q mJ , k can be evaluated as
XXIII
r j
r j1
2
2
m
q J , k =r J
m
m
k j1, k T j1, k k j , k T j , k
1
T j1, k T j , k
m
(15.1.9)
heat flux q j , K can be evaluated as
k
k 1
1
2
2
m
q j ,K=
m
r j k j , k 1 T j , k 1 k j , k T mj , k
1
T j , k 1T j , k
m
(15.1.10)
We can write Eqs. (15.1.8, 15.1.9, 15.1.10, 4.1.10, and 4.1.21) in the form of Eqs. (4.2.3 and
4.2.4). The a and b parameters are as follows:
r j
k 1
k
a j , k 1=2
m1
r j k j , k 1 T j , k 1 k j , k T m1
j ,k
a j1, k =2 r J k
r j1
k j1, k T m1
j1, k
1
,
1
r j
k j , k T m1
j ,k
a j , k =a j , k 1a j1, k a j1, k a j , k 1
m1
m1
r j r j k q j , k T j , k
a j1, k =2 r J 1 k
r j
m1
k j , k T j , k
b j , k =r j r j k q
m1
j ,k
1
r j1
m1
k j1, k T j1, k
k 1
r j
k
a j , k 1=2
m1
r j k j , k T j , k k j , k 1 T m1
j , k 1
a
j,k
m1
j , k T j , k c j , k T j , k
,
t
1
m1
j , k T m1
j , k c j , k T j , k
.

T m1
j ,k
t
(15.1.11)
m1
m
substitutes for T j , k in aj, k-1, aj-1, k, aj+1, k, and aj, k+1. The
j ,k
aj, k and bj, k parameters are
m
a j , k =a j , k 1a j1, k a j1, k a j , k 1r j r j kq bj , k T i1,
j,k ,
m
b j , k =r j r j k q aj , k T i1,
j , k
m
m1
H j , k T i1,
j , k H j , k T j , k
.
T m1
j ,k
t
(15.1.12)
XXIV
15.2 3D Heat Conduction

15.2.1 Cartesian Coordinates
The unsteady three-dimensional heat conduction in Cartesian coordinates can be written
as
dq x dq y dq z
dT
q=c
dx
dy
dz
dt
(15.2.1)
where
q x =k
dT
,
dx
q y =k
dT
,
dy
q z =k
dT
.
dz
(15.2.2)
The discretization of the 3D model is shown in Figure 4.6. Integrating Eq. (15.2.1) over the
control volume gives
m
y k z p q J , k , p q J 1, k , p x j z p q j , K , p q j , K 1, p x j y k q j , k , P q j , k , P1
x j y k z pq j , k , p = x j y k z p j , k , p T
m
j ,k , p
c j , k , p T
m
j ,k , p
T mj , k , p T m1
j ,k , p
.
t
(15.2.3)
We can write Eqs. (15.2.3, 4.1.6, 4.1.10, and 4.1.21) in the form of Eq. (4.2.5). The a and b
parameters are as follows:
a j , k , p1=2 x j y k
a j , k 1, p =2 x j z p
a j1, k , p =2 y k z p
z p1
k j , k , p1 T m1
j , k , p1
y k 1
k j , k 1, p T m1
j , k 1, p
x j1
m1
k j1, k , p T j1, k , p
zp
1
k j , k , p T m1
j , k , p
yk
k j , k , p T m1
j , k , p
xj
m1
k j , k , p T j , k , p
1
1
a j , k , p =a j , k , p1a j , k 1, p a j1, k , p a j1, k , p a j , k 1, p a j , k , p1
XXV
m1
x j y k z p q j , k , p T j , k , p
a j1, k , p =2 y k z p
a j , k 1, p =2 x j z p
m1
j , k , p T m1
j , k , p c j , k , p T j , k , p
,
t
xj
m1
k j , k , p T j , k , p
yk
m1
k j , k , p T j , k , p
a j , k , p1=2 x j y k
zp
k j , k , p T m1
j , k , p
x j1
m1
k j1, k , p T j1, k , p
y k 1
m1
k j , k 1, p T j , k 1, p
z p1
1
1
1
k j , k , p1 T m1
j , k , p1
b j , k , p = x j y k z p q aj , k , p T m1
j , k , p
m1
j , k , p T m1
j , k , p c j , k , p T j , k , p
.
T m1
j ,k , p
t
(15.2.4)
m1
m
substitutes for T j , k , p in aj, k, p-1, aj, k-1, p, aj-1, k, p, aj+1, k, p,
j ,k , p
aj, k+1, p, and aj, k, p+1. The aj, k, p and bj, k, p parameters are
a j , k , p =a j , k , p1 a j , k 1, p a j1, k , p a j1, k , p a j , k 1, p a j , k , p1
b
m1
x j y k z pq j , k , p T j , k , p ,
b j , k , p = x j y k z p q
a
j,k , p
i1, m
j,k , p
m
m1
H j , k , p T i1,
j , k , p H j , k , p T j , k , p
.

T m1
j ,k , p
t
(15.2.5)
15.2.2 Cylindrical Coordinates

The unsteady three-dimensional heat conduction in cylindrical coordinates can be
written as
1 dq r 1 dq dq z
dT
q=c
r dr r d dz
dt
(15.2.6)
where
q r =rk
q =
dT
,
dr
k dT
,
r d
dq z =k
dT
.
dz
(15.2.7)
XXVI
Integrating Eq. (15.2.6) over the control volume results in

k z p q mJ , k , p q mJ 1, k , p r j z p q mj , K , p q mj , K 1, p r j r j k q mj , k , P q mj , k , P1
m
m1
T j , k , p T j , k , p
m
m
.
r j r j k z pq j , k , p =r j r j k z p j , k , p T j , k , p c j , k , p T j , k , p
t
(15.2.8)
We can write Eqs. (15.2.8, 15.1.9, 15.1.10, 4.1.6, 4.1.10, and 4.1.21) in the form of
Eq. (4.2.5). The a and b parameters are as follows:
z p1
a j , k , p1=2 r j r j k
m1
k j , k , p1 T j , k , p1
1
zp
m1
k j , k T j , k , p
r j z p
k 1
k
a j , k 1, p =2
m1
rj
k j , k 1, p T j , k 1, p k j , k , p T m1
j ,k , p
a j1, k , p =2 r J k z p
r j1
k j1, k , p T m1
j1, k , p
1
,
1
r j
k j , k , p T m1
j ,k , p
a j , k , p =a j , k , p1 a j , k 1, p a j1, k , p a j1, k , p a j , k 1, p a j , k , p1
r j r j k z p q
b
j ,k , p
a j1, k , p =2 r J 1 k z p
m1
j ,k , p
m1
j , k , p T m1
j , k , p c j , k , p T j , k , p
,

t
r j
m1
k j , k , p T j , k , p
m1
k j1, k , p T j1, k , p
r j z p
k
k 1
a j , k 1, p =2
m1
rj
k j , k , p T j , k , p k j , k 1, p T m1
j , k 1, p
a j , k , p1=2 r j r j k
zp
k j , k , p T m1
j , k , p
b j , k , p =r j r j k z p q
a
j ,k , p
m1
j ,k , p
1
r j1
1
z p1
k j , k , p1 T m1
j , k , p1
1
m1
j , k , p T m1
m1
j , k , p c j , k , p T j , k , p

T j , k , p .
t
(15.2.9)
m
m1
j , k , p substitutes for T j , k , p in aj, k, p-1, aj, k-1, p, aj-1, k, p, aj+1, k, p,
aj, k+1, p, and aj, k, p+1. The aj, k, p and bj, k, p parameters are
XXVII
a j , k , p =a j , k , p1a j , k 1, p a j1, k , p a j1, k , p a j , k 1, p a j , k , p1

m
r j r j k z pq bj , k , p T i1,
j , k , p ,
b j , k , p =r j r j k z p q
i1, m
a
j ,k , p
i1, m
j ,k , p
m1
H j , k , p T j , k , p H j , k , p T j , k , p m1

T j , k , p .
t
(15.2.10)
XXVIII
Appendix G Photo Documentation
16 APPENDIX G PHOTO DOCUMENTATION

16.1 Linear Test Bench
Figure 16.1 Linear test bench with moving trolley.
Figure 16.2 Steel plate with

temperature sensors.
Figure 16.3 Detail of temperature sensor

with inserted shielded thermocouple.
XXIX
16.1.1 Sensor Calibration
Figure 16.4 Experimental apparatus for

sensor calibration.
Figure 16.5 Detailed structure of

temperature sensor.
XXX
16.2 Mold Casting

16.2.1 Alloy Casting Experiment
Figure 16.6 Burning of mold.
Figure 16.7 Pouring alloy into mold before inserting

mold into bath.
Figure 16.8 Outer surface of mold.
Figure 16.9 Determination of

thermocouple position inside mold.
XXXI
16.2.2 Experiment for Determination of Mold Material Properties
Figure 16.10 Mold equipped with thermocouple sensors

and a heater inside.
Figure 16.11 Surface

thermocouple on inner surface
of mold.
XXXII
16.3 Pressure Impact Measurement
Figure 16.12 Pressure impact measurement of narrow water stream.
Figure 16.13 Circular pressure sensor.
XXXIII
17 SUMMARY
A computer analysis of complex problems may provide a cost-effective, quick and
sufficiently reliable method for many applications. Computational methods may also be
a complement to experimental investigations, especially for inverse tasks. Although computer
science development has reached a very high level and a wide range of applications is now
available, research on many topics is needed. Heat transfer computation can be significantly
helpful in many engineering and industrial applications but comprehensive research is still
needed. Thermal numerical models for design and control purposes in metallurgical industry
require a precise description of heat transfer phenomena. Comprehensive quantitative
information on the heat transfer phenomena is not available for quenching of hot moving
surfaces. In this work, attention is focused on the search for boundary conditions describing
the heat transfer in engineering applications of spray cooling of metal surfaces and cooling of
molds during casting. Determination of boundary conditions represents solving inverse heat
conduction problems using experimental data. Combining measurement with an inverse
analysis often results in an ill-posed problem. Such problems are extremely sensitive to
measurement errors. If any results are obtained, they are very inaccurate and the precision is
often unknown. This work is also aimed at estimation of errors caused by discretization in
both space and time domains. Inverse tasks, such as determination of boundary conditions and
temperature dependent thermal material properties, are computed using optimized models.
Combining optimization methods or methods of artificial intelligence with classical
approaches seems to be useful in solving such ill-posed problems. A higher accuracy is
achieved during solution of ill-posed inverse tasks.
18 RESMEE
Die Computeranalyse technischer Probleme kann eine finanzgnstige, schnelle und
genug zuverlssige Methode bei der Lsung verschiedener Probleme darstellen. Die
Berechnungsmethoden knnen auch ein Komplement der Experimentalforschung bilden,
insbesondere bei der Lsung der Inversionsaufgaben. Obwohl die Entwicklung in der
Computerwissenschaft bereits ein hohes Niveau erreichen hat und eine Reihe von
Programmsystemen existiert, ist es immerhin notwendig, Forschungen in vielen Richtungen
vorzunehmen. Die Berechnung der Intensitt der Wrmebertragung kann in vielen Ingenieurund Industrieapplikationen ntzlich sein, aber hufig ist es noch immer eine weitere
Forschung notwendig. Die fr den Entwurf und die Steuerung in der metallurgischen Industrie
angewandten
nummerischen
Beschreibung
der
temperaturabhngigen
Modelle
Bedingungen
der
der
Thermoprozesse
Wrmebertragung
Materialcharakteristiken.
erfordern
und
eine
Zusammenfassende
eine
genaue
Kenntnis
und
der
quantitative
Informationen, die die Bedingungen bei der Wrmebertragung zur Khlung heier, sich
bewegender Oberflchen betreffen, sind noch immer nicht verfgbar. In dieser Arbeit befat
man sich mit der Feststellung der Randbedingungen, die die Wrmebertragung in den
Ingenieurapplikationen bei der Khlung von Metalloberflchen durch Bespritzen und bei der
Khlung der Formen beim Abgieen beschreiben. Die Bestimmung der Randbedingungen
stellt eine Lsung der Wrmeleitunginversionsaufgabe mit der Ausnutzung von experimentell
gewonnenen Daten dar. Die Kombination einer Messung mit einer Inversionsaufgabe fhrt oft
zur Lsung eines nicht recht bedingten Problems. Die Berechnungen sind dann sehr
medatenfehlerempfindlich. Wenn irgendwelche Ergebnisse gewonnen werden, sind sie sehr
ungenau und oft ist ihre Przision nicht bekannt.Die Arbeit befat sich auch mit der
Berechnung des Maximalfehlers, entstanden durch die Diskretisierung eines kontinuierlichen
Problems sowohl in einer Raum-, als auch in einer Zeitdomne. Mit Hilfe optimalisierter
Modelle werden dann Inversionsaufgaben zum Gewinn von Randbedingungen und zur
Bestimmung temperaturabhngiger Materialeigenschaften berechnet. Die Kombination der
Optimalisierungs- und der klassischen Methoden, beziehungsweise die Ausnutzung der
Kunstintelligenzmethoden, die in der letzten Zeit immer mehr ausgenutzt werden, scheint bei
der Lsung nicht recht bedingter Probleme sehr ntzlich zu sein. So erreicht man hhere
Genauigkeiten bei der Lsung nicht recht bedingter Inversionsaufgaben.
B
19 RESUM
Potaov analza technickch problm me poskytovat finann vhodnou, rychlou
a dostaten spolehlivou metodu pi een rznch problm. Vpotov metody mohou bt
tak doplkem experimentlnho vzkumu, zejmna pi een inverznch loh. Akoliv vvoj
v potaov vd doshl ji velmi vysok rovn a existuje ada programovch systm, je
stle zapoteb provdt vzkum v mnoha smrech. Vpoet intenzity penosu tepla me bt
velmi uiten v mnoha inenrskch a prmyslovch aplikacch, ale asto je stle jet
zapoteb dal vzkum. Numerick modely tepelnch proces v metalurgickm prmyslu pro
nvrh a zen vyaduj pesn popis podmnek penosu tepla a znalost teplotn zvislch
materilovch charakteristik. Souhrnn a kvantitativn informace, kter se tkaj podmnek pi
penosu tepla pro ochlazovn horkch pohybujcch se povrch, jet stle nejsou k dispozici.
V tto prci je zamena pozornost na zjiovn okrajovch podmnek popisujcch penos
tepla v inenrskch aplikacch pi chlazen kovovch povrch ostikem a chlazen forem pi
odlvn. Uren okrajovch podmnek pedstavuje een inverzn lohy veden tepla
s vyuitm experimentln zskanch dat. Kombinace men s inverzn lohou vede asto
k een patn podmnnho problmu. Nsledn vpoty jsou pak velice citliv na chyby
v namench datech. Pokud jsou vbec njak vsledky zskny, jsou velmi nepesn a asto
nen znma chyba vsledku. Tato prce se tak zamuje na vpoet maximln chyby
vzniklou diskretizac spojitho problmu, a to jak v prostoru, tak v ase. Pomoc
optimalizovanch model jsou pak potny inverzn lohy pro zskn okrajovch podmnek
a pro uren teplotn zvislch materilovch vlastnost. Kombinace optimalizanch
a klasickch metod, ppadn vyuit metod uml inteligence, kter jsou v posledn dob
stle vce vyuvny, se zd bt velmi uiten pi een patn podmnnch problm.
Dosahuje se tak vych pesnost pi een patn podmnnch inverznch loh.

PHD Thesis Po Hank Am

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BRNO UNIVERSITY OF TECHNOLOGY

FACULTY OF MECHANICAL ENGINEERING

Technical Experiment Based Inverse Tasks in Mechanics

Author: Ing. Michal Pohanka

3.2.2 The Plane with Convection.....................................................................................10

3.3.8 Boundary Element Method (BEM).........................................................................22

3.3.11 Solution of Linear Algebraic Equations................................................................27

3.4 Inverse Heat Conduction Problem..................................................................................30

3.4.1 IHCP by Beck.........................................................................................................31

3.4.2 Comparison of Inverse Heat Conduction Methods by Raynaud.............................33

3.4.3 Application of Becks Algorithm............................................................................37

3.4.4 Application of BEM in IHCP.................................................................................43

3.5 Data Filtration.................................................................................................................49

4.1.2 Cylindrical Coordinates One-dimensional Heat Conduction..............................62

4.1.3 Treatment of Boundary Conditions.........................................................................64

4.2 Solution of Discretization Equations..............................................................................67

4.6.2 Computation of 2D Boundary Condition...............................................................89

5 SOLUTION PRESENTATION AND ANALYSIS................................................................101

5.1.2 Implementation of Phase Change and Heat Generation.......................................103

5.1.3 Verification of Discretization Error Estimation....................................................105

5.2 Filtration of Real Measured Data..................................................................................111

5.3.2 Calibration of Computational Model of Measuring Sensor.................................120

6 PREVIEW OF NEXT RESEARCH...............................................................................133

14 APPENDIX E COMPARISON OF FDM, FVM, AND FEM....................................XIII

15 APPENDIX F MULTIDIMENSIONAL HEAT CONDUCTION.......................................XXII

15.2.1 Cartesian Coordinates......................................................................................XXV

16 APPENDIX G PHOTO DOCUMENTATION..........................................................XXIX

h.............convection heat transfer coefficient,

k.............thermal conductivity, W/m.K

b.............column vector of quantities, bias

L............characteristic length, m; latent heat,

vectors of the feed-forward neural

M...........measured data in frequency domain

c.............thermal capacity, J/kg.K

cA...........apparent thermal capacity, J/m3.K

cp............thermal capacity at constant pressure, n.............number of elements

P............filter function in frequency domain

E............thermal internal energy, J; Emissive Q............generalized heat source

q............heat transfer rate, W

g...........rate of energy generation, W

volume, heat source, W/m3

st...........rate of increase in energy stored

within a control volume, W

r, , ....spherical coordinates, m, rad

s.............phase velocity, m/s

g.............volume fraction, 0..1

SSE........sum square error

H..........difference between solid and liquid

T ............initial guess of temperature, K

f.............future time step index

U............upper triangular matrix

J, K, P....boundary indexes along x-axis,

y-axis, and z-axis, respectively

............thermal diffusivity, m2/s

w............temperature interval index

x.............local conditions on a surface

............free stream conditions

............general boundary condition

............azimuthal angle, rad

............variation of a function within a cell

............mass density, kg/m3

............zenith angle, rad