A procedure for the reconstruction of a stochastic stationary temperature field

An iterative procedure is proposed for the reconstruction of a temperature field from a linear stationary heat equation with stochastic coefficients, and stochastic Cauchy data given on a part of the boundary of a bounded domain. In each step, a series of mixed well-posed boundary-value problems are solved for the stochastic heat operator and its adjoint. Well-posedness of these problems is shown to hold and convergence in the mean of the procedure is proved. A discretized version of this procedure, based on a Monte Carlo Galerkin finite-element method, suitable for numerical implementation is discussed. It is demonstrated that the solution to the discretized problem converges to the continuous as the mesh size tends to zero.

A meshless method for an inverse two-phase one-dimensional nonlinear Stefan problem

We extend a meshless method of fundamental solutions recently proposed by the authors for the one-dimensional two-phase inverse linear Stefan problem, to the nonlinear case. In this latter situation the free surface is also considered unknown which is more realistic from the practical point of view. Building on the earlier work, the solution is approximated in each phase by a linear combination of fundamental solutions to the heat equation. The implementation and analysis are more complicated in the present situation since one needs to deal with a nonlinear minimization problem to identify the free surface. Furthermore, the inverse problem is ill-posed since small errors in the input measured data can cause large deviations in the desired solution. Therefore, regularization needs to be incorporated in the objective function which is minimized in order to obtain a stable solution. Numerical results are presented and discussed. © 2014 IMACS.

Leak identification in saturated unsteady flow via a Cauchy problem

This work is an initial study of a numerical method for identifying multiple leak zones in saturated unsteady flow. Using the conventional saturated groundwater flow equation, the leak identification problem is modelled as a Cauchy problem for the heat equation and the aim is to find the regions on the boundary of the solution domain where the solution vanishes, since leak zones correspond to null pressure values. This problem is ill-posed and to reconstruct the solution in a stable way, we therefore modify and employ an iterative regularizing method proposed in [1] and [2]. In this method, mixed well-posed problems obtained by changing the boundary conditions are solved for the heat operator as well as for its adjoint, to get a sequence of approximations to the original Cauchy problem. The mixed problems are solved using a Finite element method (FEM), and the numerical results indicate that the leak zones can be identified with the proposed method.

On an indirect integral equation approach for stationary heat transfer in semi-infinite layered domains in R3 with cavities

Regions containing internal boundaries such as composite materials arise in many applications.We consider a situation of a layered domain in IR3 containing a nite number of bounded cavities. The model is stationary heat transfer given by the Laplace equation with piecewise constant conductivity. The heat ux (a Neumann condition) is imposed on the bottom of the layered region and various boundary conditions are imposed on the cavities. The usual transmission (interface) conditions are satised at the interface layer, that is continuity of the solution and its normal derivative. To eciently calculate the stationary temperature eld in the semi-innite region, we employ a Green's matrix technique and reduce the problem to boundary integral equations (weakly singular) over the bounded surfaces of the cavities. For the numerical solution of these integral equations, we use Wienert's approach [20]. Assuming that each cavity is homeomorphic with the unit sphere, a fully discrete projection method with super-algebraic convergence order is proposed. A proof of an error estimate for the approximation is given as well. Numerical examples are presented that further highlights the eciency and accuracy of the proposed method.

Computer methods for the heat conduction equation

The merits of various numerical methods for the solution of the one and two dimensional heat conduction equation with a radiation boundary condition have been examined from a practical standpoint in order to determine accuracies and efficiencies. It is found that the use of five increments to approximate the space derivatives gives sufficiently accurate results provided the time step is not too large; further, the implicit backward difference method of Liebmann (27) is found to be the most accurate method. On this basis, a new implicit method is proposed for the solution of the three-dimensional heat conduction equation with radiation boundary conditions. The accuracies of the integral and analogue computer methods are also investigated.

Mechanisms of heat and mass transfer to and from single drops freely-suspended in an air stream

A specially-designed vertical wind tunnel was used to freely suspend individual liquid drops of 5 mm initial diameter to investigate drop dynamics, terminal velocity and heat and mass transfer rates. Droplets of distilled, de-ionised water, n-propanol, iso-butanol, monoethanolamine and heptane were studied over a temperature range of 50oC to 82oC. The effects of substances that may provide drop surface rigidity (e.g. surface active agents, binders and polymers) on mass transfer rates were investigated by doping distilled de-ionised water drops with sodium di-octyl sulfo-succinate surfactant. Mass transfer rates decreased with reduced drop oscillation as a result of surfactant addition, confirming the importance of droplet surface instability. Rigid naphthalene spheres and drops which formed a skin were also studied; the results confirmed the reduced transfer rates in the absence of drop fluidity. Following consideration of fundamental drop dynamics in air and experimental results from this study, a novel dimensionless group, the Oteng-Attakora, (OT), number was included in the mass transfer equation to account for droplet surface behaviour and for prediction of heat and mass transfer rates from single drops which exhibit surface instability at Re>=500. The OT number and the modified mass transfer equation are respectively: OT=(ava2/d).de1.5(d/) Sh = 2 + 0.02OT0.15Re0.88Sc0.33 Under all conditions drop terminal velocity increased linearly with the square root of drop diameter and the drag coefficient was 1. The data were correlated with a modified equation by Finlay as follows: CD=0.237.((Re/P0.13)1.55(1/We.P0.13) The relevance of the new model to practical evaporative spray processes is discussed.

Coupled heat and mass transfer in concrete exposed to fire

The first investigation of this study is concerned with the reasonableness of the assumptions related to diffusion of water vapour in concrete and with the development of a diffusivity equation for heated concrete. It has been demonstrated that diffusion of water vapour does occur in concrete at all temperatures and that the type of diffusion is concrete is Knudsen diffusion. Neglecting diffusion leads to underestimating the pressure. It results in a maximum pore pressure of less than 1 MPa. It has also been shown that the assumption that diffusion in concrete is molecular is unreasonable even when the tortuosity is considered. Molecular diffusivity leads to overestimating the pressure. It results in a maximum pore pressure of 2.7 MPa of which the vapour pressure is 1.5 MPa while the air pressure is 1.2 MPa. Also, the first diffusivity equation, appropriately named 'concrete diffusivity', has been developed specifically for concrete that determines the effective diffusivity of any gas in concrete at any temperature. In thick walls and columns exposed to fire, concrete diffusivity leads to a maximum pore pressures of 1.5 and 2.2 MPa (along diagonals), respectively, that are almost entirely due to water vapour pressure. Also, spalling is exacerbated, and thus higher pressures may occur, in thin heated sections, since there is less of a cool reservoir towards which vapour can migrate. Furthermore, the reduction of the cool reservoir is affected not only by the thickness, but also by the time of exposure to fire and by the type of exposure, i.e. whether the concrete member is exposed to fire from one or more sides. The second investigation is concerned with examining the effects of thickness and exposure time and type. It has been demonstrated that the build up of pore pressure is low in thick members, since there is a substantial cool zone towards which water vapour can migrate. Thus, if surface and/or explosive spalling occur on a thick member, then such spalling must be due to high thermal stresses, but corner spalling is likely to be pore pressure spalling. However, depending on the exposure time and type, the pore pressures can be more than twice those occurring in thick members and thought to be the maximum that can occur so far, and thus the enhanced propensity of pore pressure spalling occurring on thin sections heated on opposite sides has been conclusively demonstrated to be due to the lack of a cool zone towards which moisture can migrate. Expressions were developed for the determination of the maximum pore pressures that can occur in different concrete walls and columns exposed to fire and of the corresponding times of exposure.

On the numerical solution of a Cauchy problem for the Laplace equation via a direct integral equation approach

We investigate the problem of determining the stationary temperature field on an inclusion from given Cauchy data on an accessible exterior boundary. On this accessible part the temperature (or the heat flux) is known, and, additionally, on a portion of this exterior boundary the heat flux (or temperature) is also given. We propose a direct boundary integral approach in combination with Tikhonov regularization for the stable determination of the temperature and flux on the inclusion. To determine these quantities on the inclusion, boundary integral equations are derived using Green’s functions, and properties of these equations are shown in an L2-setting. An effective way of discretizing these boundary integral equations based on the Nystr¨om method and trigonometric approximations, is outlined. Numerical examples are included, both with exact and noisy data, showing that accurate approximations can be obtained with small computational effort, and the accuracy is increasing with the length of the portion of the boundary where the additionally data is given.