Numerical Solutions in Heat Transfer

Finite Difference Formulation of Differential Equations

• The numerical methods for solving differential

equations are based on replacing the differential
equations by algebraic equations.
• For finite difference method, this is done by
replacing the derivatives by differences.
• A function f that depends on x.
• The first derivative of f(x) at a point
is equivalent to the slope of a line
tangent to the curve at that point
df  x  f f  x  x   f  x 
 lim  lim (1)
dx x 0 x x  0 x
• If we don’t take the indicated limit, we will have the
following approximate relation for the derivative:
df  x  f  x  x   f  x  (2)

dx x
• The equation above can also be obtained by writing the
Taylor series expansion of the function f about the point x,
df  x 
1 2 d 2 f x
f  x  x   f  x   x  x 2
 (3)
dx 2 dx
and neglecting all the terms except the first two.
• The first term neglected is proportional to x2, and thus
the error involved in each step is also proportional to x2.
• However, the commutative error involved after M steps
in the direction of length L is proportional to x since
Mx2=(L/x)x2=Lx.
Error = Lx
 One-Dimensional Steady Heat Conduction

• Steady one-dimensional heat

conduction in a plane wall of
thickness L with heat generation.
• The wall is subdivided into M
sections of equal thickness x=L/M.
• M+1 points 0, 1, 2, . . . , m-1, m, m+1, . . . , M called
nodes or nodal points.
• The x-coordinate of any point m is xmmx.
• The temperature at that point is simply T(xm)=Tm.
•Internal and boundary nodal points.
• Using Eq. 2
dT Tm  Tm1 dT Tm 1  Tm
 ;  (4)
dx m
1 x dx m
1 x
2 2
• Noting that the second derivative is simply the
derivative of the first derivative:
dT dT
 Tm 1  Tm Tm  Tm 1
2 dx 1 dx 1 
d T m m
x x
 2 2

dx 2 m
x x
Tm 1  2Tm  Tm 1

x 2 (4)
 The governing equation for steady one-dimensional heat
transfer in a plane wall with heat generation and constant
thermal conductivity
d 2T e
2
 0 (5)
dx k

d 2T Tm 1  2Tm  Tm 1
2
 2 (6)
dx m x
Tm 1  2Tm  Tm 1 e m (7)
2
 =0, m  1, 2,3, M  1
x k
-The equation is applicable to each of the M-1 interior nodes
 M-1 equations for the determination of temperatures.
- The two additional equations needed to solve for the M+1
unknown nodal temperatures are obtained by applying the
energy balance on the two elements at the boundaries.
 Boundary Conditions

• A boundary node does not have a neighboring node

on at least one side.
• We need to obtain the finite difference equations of
boundary nodes separately in most cases (specified
temperature boundary conditions is an exception).
• Energy balance on the volume elements of boundary
nodes is applied.
• Boundary conditions frequently encountered are:
1. specified temperature,
2. specified heat flux,
3. convection, and
4. radiation boundary conditions.
 Finite Differences Solution
• Usually a system of N algebraic equations in N unknown
nodal temperatures that need to be solved simultaneously.
• There are numerous systematic approaches available
which are broadly classified as
– direct methods
• Solve in a systematic manner following a
• series of well-defined steps
– iterative methods
• Start with an initial guess for the solution,
• and iterate until solution converges
• The direct methods usually require a large amount of
computer memory and computation time.
• The computer memory requirements for iterative methods
are minimal.
• However, the convergence of iterative methods to the
desired solution, however, may pose a problem.
 Two-Dimensional Steady Heat Conduction

• The x-y plane of the region is divided into

a rectangular mesh of nodal points
spaced x and y.
• Numbering scheme: double subscript
notation (m, n) where m=0, 1, 2, . . . , M is the node
count in the x-direction and n=0, 1, 2, . . . , N is the
node count in the y-direction.
• The coordinates of the node (m, n) are simply x=mx
and y=ny, and the temperature at the node (m, n) is
denoted by Tm,n.
• A total of (M+1)(N+1) nodes.
• The finite difference formulation given by Eq. 6 can
easily be extended to two- or three-dimensional heat
transfer problems by replacing each second derivative
by a difference equation in that direction.
• For steady two-dimensional heat conduction with
heat generation and constant thermal conductivity

Tm 1,n  2Tm ,n  Tm 1,n Tm ,n 1  2Tm ,n  Tm ,n 1

2

x y 2
e m ,n (8)
 0
k
for m=1, 2, 3, . . . , M-1 and n=1, 2, 3, . . . , N-1.
• For x=y=l, Eq. 8 reduces to 2
e m,nl
Tm 1,n  Tm1,n  Tm ,n 1  Tm,n 1  4Tm,n  0 (9)
k
 Transient Heat Conduction

• The finite difference solution of

transient problems requires
discretization in time in addition
to discretization in space.
• the unknown nodal temperatures are calculated
repeatedly for each t until the
solution at the desired time is obtained.
• In transient problems, the superscript i is used as the
index or counter of time steps.
• i=0 corresponding to the specified initial condition.
• The energy balance on a volume element during a
time interval t can be expressed as
Heat transferred into Heat generated The change in the
the volume element within the energy content of
from all of its surfaces + volume element = the volume element
during t during t during t
• or
t   Q  t  E gen ,element  Eelement (10)
All sides

• Noting that Eelement= mcpT=VelementcpT, and

dividing the earlier relation by t gives
  Eelement T

All sides
Q  Egen ,element 
t
 Velement c p
t
(11)

• or, for any node m in the medium and its volume

element, Tmi 1  Tmi
 Q  E gen ,element  Velement c p (12)
All sides t
 Explicit and Implicit Method

• Explicit method ─ the known temperatures at

the previous time step i is used for the terms
on the left side of Eq. 12.
Tmi 1  Tmi
 Q i  E gen
i
 Velement c p (13)
All sides
,element
t

•Implicit method ─ the new time step i+1is used

for the terms on the left side of Eq. 12.
Tmi 1  Tmi
 Q i 1  E gen
i 1
 Velement c p (14)
All sides
,element
t
Problem