Solving two-phase freezing Stefan problems: Stability and monotonicity

[EN] The two-phase Stefan problems with phase formation and depletion are special cases ofmoving boundary problemswith interest in science and industry. In this work, we study a solidification problem, introducing a front-fixing transformation. The resulting non-linear partial differential system involves singularities, both at the beginning of the freezing process and when the depletion is complete, that are treated with special attention in the numerical modelling. The problem is decomposed in three stages, in which implicit and explicit finite difference schemes are used. Numerical analysis reveals qualitative properties of the numerical solution spatial monotonicity of both solid and liquid temperatures and the evolution of the solidification front. Numerical experiments illustrate the behaviour of the temperatures profiles with time, as well as the dynamics of the solidification front.Ministerio de Ciencia, Innovacion y Universidades, Grant/Award Number: MTM2017-89664-P.Piqueras, MA.; Company Rossi, R.; Jódar Sánchez, LA. (2020). Solving two-phase freezing Stefan problems: Stability and monotonicity. Mathematical Methods in the Applied Sciences. 43(14):7948-7960. https://doi.org/10.1002/mma.5787S794879604314Schmidt, A. (1996). Computation of Three Dimensional Dendrites with Finite Elements. Journal of Computational Physics, 125(2), 293-312. doi:10.1006/jcph.1996.0095Singh, S., & Bhargava, R. (2014). Simulation of Phase Transition During Cryosurgical Treatment of a Tumor Tissue Loaded With Nanoparticles Using Meshfree Approach. Journal of Heat Transfer, 136(12). doi:10.1115/1.4028730Company, R., Egorova, V. N., & Jódar, L. (2014). Solving American Option Pricing Models by the Front Fixing Method: Numerical Analysis and Computing. Abstract and Applied Analysis, 2014, 1-9. doi:10.1155/2014/146745Griewank, P. J., & Notz, D. (2013). Insights into brine dynamics and sea ice desalination from a 1-D model study of gravity drainage. Journal of Geophysical Research: Oceans, 118(7), 3370-3386. doi:10.1002/jgrc.20247Javierre, E., Vuik, C., Vermolen, F. J., & van der Zwaag, S. (2006). A comparison of numerical models for one-dimensional Stefan problems. Journal of Computational and Applied Mathematics, 192(2), 445-459. doi:10.1016/j.cam.2005.04.062Briozzo, A. C., Natale, M. F., & Tarzia, D. A. (2007). Explicit solutions for a two-phase unidimensional Lamé–Clapeyron–Stefan problem with source terms in both phases. Journal of Mathematical Analysis and Applications, 329(1), 145-162. doi:10.1016/j.jmaa.2006.05.083Caldwell, J., & Chan, C.-C. (2000). Spherical solidification by the enthalpy method and the heat balance integral method. Applied Mathematical Modelling, 24(1), 45-53. doi:10.1016/s0307-904x(99)00031-1Chantasiriwan, S., Johansson, B. T., & Lesnic, D. (2009). The method of fundamental solutions for free surface Stefan problems. Engineering Analysis with Boundary Elements, 33(4), 529-538. doi:10.1016/j.enganabound.2008.08.010Hon, Y. C., & Li, M. (2008). A computational method for inverse free boundary determination problem. International Journal for Numerical Methods in Engineering, 73(9), 1291-1309. doi:10.1002/nme.2122RIZWAN-UDDIN. (1999). A Nodal Method for Phase Change Moving Boundary Problems. International Journal of Computational Fluid Dynamics, 11(3-4), 211-221. doi:10.1080/10618569908940875Caldwell, J., & Kwan, Y. Y. (2003). On the perturbation method for the Stefan problem with time-dependent boundary conditions. International Journal of Heat and Mass Transfer, 46(8), 1497-1501. doi:10.1016/s0017-9310(02)00415-5Stephan, K., & Holzknecht, B. (1976). Die asymptotischen lösungen für vorgänge des erstarrens. International Journal of Heat and Mass Transfer, 19(6), 597-602. doi:10.1016/0017-9310(76)90042-9Savović, S., & Caldwell, J. (2003). Finite difference solution of one-dimensional Stefan problem with periodic boundary conditions. International Journal of Heat and Mass Transfer, 46(15), 2911-2916. doi:10.1016/s0017-9310(03)00050-4Kutluay, S., Bahadir, A. R., & Özdeş, A. (1997). The numerical solution of one-phase classical Stefan problem. Journal of Computational and Applied Mathematics, 81(1), 135-144. doi:10.1016/s0377-0427(97)00034-4Asaithambi, N. S. (1997). A variable time step Galerkin method for a one-dimensional Stefan problem. Applied Mathematics and Computation, 81(2-3), 189-200. doi:10.1016/0096-3003(95)00329-0Landau, H. G. (1950). Heat conduction in a melting solid. Quarterly of Applied Mathematics, 8(1), 81-94. doi:10.1090/qam/33441Churchill, S. W., & Gupta, J. P. (1977). Approximations for conduction with freezing or melting. International Journal of Heat and Mass Transfer, 20(11), 1251-1253. doi:10.1016/0017-9310(77)90134-xKutluay, S., & Esen, A. (2004). An isotherm migration formulation for one-phase Stefan problem with a time dependent Neumann condition. Applied Mathematics and Computation, 150(1), 59-67. doi:10.1016/s0096-3003(03)00197-8Esen, A., & Kutluay, S. (2004). A numerical solution of the Stefan problem with a Neumann-type boundary condition by enthalpy method. Applied Mathematics and Computation, 148(2), 321-329. doi:10.1016/s0096-3003(02)00846-9Mitchell, S. L., & Vynnycky, M. (2016). On the accurate numerical solution of a two-phase Stefan problem with phase formation and depletion. Journal of Computational and Applied Mathematics, 300, 259-274. doi:10.1016/j.cam.2015.12.021Meek, P. C., & Norbury, J. (1984). Nonlinear Moving Boundary Problems and a Keller Box Scheme. SIAM Journal on Numerical Analysis, 21(5), 883-893. doi:10.1137/0721057Tarzia, D. (2017). Relationship between Neumann solutions for two-phase Lamé-Clapeyron-Stefan problems with convective and temperature boundary conditions. Thermal Science, 21(1 Part A), 187-197. doi:10.2298/tsci140607003tPlemmons, R. J. (1977). M-matrix characterizations.I—nonsingular M-matrices. Linear Algebra and its Applications, 18(2), 175-188. doi:10.1016/0024-3795(77)90073-8Axelsson, O. (1994). Iterative Solution Methods. doi:10.1017/cbo978051162410

Finite element formulation to study thermal stresses in nanoencapsulated phase change materials for energy storage

Nanoencapsulated phase change materials (nePCMs) – which are composed of a core with a phase change material and of a shell that envelopes the core – are currently under research for heat storage applications. Mechanically, one problem encountered in the synthesis of nePCMs is the failure of the shell due to thermal stresses during heating/cooling cycles. Thus, a compromise between shell and core volumes must be found to guarantee both mechanical reliability and heat storage capacity. At present, this compromise is commonly achieved by trial and error experiments or by using simple analytical solutions. On this ground, the current work presents a thermodynamically consistent and three-dimensional finite element (FE) formulation considering both solid and liquid phases to study thermal stresses in nePCMs. Despite the fact that there are several phase change FE formulations in the literature, the main novelty of the present work is its monolithic coupling – no staggered approaches are required – between thermal and mechanical fields. Then, the FE formulation is implemented in a computational code and it is validated against one-dimensional analytical solutions. Finally, the FE model is used to perform a thermal stress analysis for different nePCM geometries and materials to predict their mechanical failure by using Rankine’s criterion

Convection in the Melt

A physical problem involving the melting/freezing of a phase-change material (PCM) is the applied setting of this research. The development of models that couple the partial differential equations for energy transport and fluid motion with phases of differing densities is a primary goal of the research. In Chapter 2, a general framework is developed for the formulation of conservation laws that admit interfaces. A notion of weak solution is developed and its relation with classical and other weak formulations is discussed. Conditions that hold across various kinds of interfaces are also developed. The formulation is examined for the conservation of mass, momentum and energy in Chapter 3. In Chapter 4, a numerical method for the solution of conservation law equations is given. The method uses a Crank-Nicolson time discretization and solves the implicit equations with a Newton/Approximate Factorization technique. The method captures interfaces and is consistent with the control volume weak formulations of Chapter 2. The numerical solution converges to the distributional solution of the conservation law. In Chapter 5, three applications of the theory are developed and numerical computations are presented. First, a one dimensional problem is studied involving conservation of mass. momentum and energy in a phase-change material with a liquid density larger than that of the solid. The second application is a suction problem in two dimensions. The bulk movement of a liquid and void are simulated with and without the effects of surface tension. The third application is to a three-dimensional simulation of the heating of a cylindrical canister of PCM in 1-g and 0-g. For this simulation the Marangoni stress is the important driving force on the flow

Control and State Estimation of the One-Phase Stefan Problem via Backstepping Design

This paper develops a control and estimation design for the one-phase Stefan problem. The Stefan problem represents a liquid-solid phase transition as time evolution of a temperature profile in a liquid-solid material and its moving interface. This physical process is mathematically formulated as a diffusion partial differential equation (PDE) evolving on a time-varying spatial domain described by an ordinary differential equation (ODE). The state-dependency of the moving interface makes the coupled PDE-ODE system a nonlinear and challenging problem. We propose a full-state feedback control law, an observer design, and the associated output-feedback control law via the backstepping method. The designed observer allows estimation of the temperature profile based on the available measurement of solid phase length. The associated output-feedback controller ensures the global exponential stability of the estimation errors, the H1- norm of the distributed temperature, and the moving interface to the desired setpoint under some explicitly given restrictions on the setpoint and observer gain. The exponential stability results are established considering Neumann and Dirichlet boundary actuations.Comment: 16 pages, 11 figures, submitted to IEEE Transactions on Automatic Contro

Improved engineering solutions for thermal design of artificial ground freezing

La congelación artificial del terreno es un método utilizado en ingeniería civil y minera. Al congelar el terreno, su resistencia aumenta y se impermeabiliza. Cálculos térmicos con cambio de fase son necesarios para diseñar estos trabajos. Estos cálculos se pueden realizar con modelos numéricos o soluciones analíticas. En esta tesis se han investigado los parámetros que influyen en la precisión de los métodos numéricos mediante un análisis de sensibilidad y se han condensado los resultados en un código de buenas prácticas. Además, se ha utilizado un modelo numérico verificado para investigar la precisión de las soluciones analíticas. Se ha concluido que la solución más precisa para el problema de una tubería de congelación es la de Ständer. También se ha ajustado la solución analítica de Sanger & Sayles para una tubería de congelación, que presenta una mejora de precisión significativa. Finalmente, se han utilizado datos experimentales para confirmar las conclusiones.Artificial ground freezing is a method used in civil and mining engineering for ground stabilisation and groundwater cut-off. In order to design these works, thermal calculations with phase change are required, which can be performed by numerical models or analytical solutions. In this thesis, the parameters which influence the accuracy of numerical methods were investigated by means of a sensitivity analysis and the results were condensed in a code of good practice. A verified numerical model was used to investigate the accuracy of analytical solutions. It was concluded that the most accurate solution for the single freeze pipe problem is Ständer’s. Additionally, Sanger & Sayles’ solution for the single freeze pipe has been adjusted, obtaining a significant accuracy improvement. Finally, experimental data were used to confirm the conclusions

Numerical model building based on XFEM/level set method to simulate ledge freezing/melting in Hall-Héroult cell

Au cours de la production de l'aluminium via le procédé de Hall-Héroult, le bain gelé, obtenu par solidification du bain électrolytique, joue un rôle significatif dans le maintien de la stabilité de la cellule d'électrolyse. L'objectif de ce travail est le développement d'un modèle numérique bidimensionnel afin de prédire le profil du bain gelé dans le système biphasé bain liquide/bain gelé, et ce, en résolvant trois problèmes physiques couplés incluant le problème de changement de phase (problème de Stefan), la variation de la composition chimique du bain et le mouvement de ce dernier. Par souci de simplification, la composition chimique du bain est supposée comme étant un système binaire. La résolution de ces trois problèmes, caractérisés par le mouvement de l'interface entre les deux phases et les discontinuités qui ont lieu à l'interface, constitue un grand défi pour les méthodes de résolution conventionnelles, basées sur le principe de la continuité des variables. En conséquence, la méthode des éléments finis étendus (XFEM) est utilisée comme alternative afin de traiter les discontinuités locales inhérentes à chaque solution tandis que la méthode de la fonction de niveaux (level-set) est exploitée pour capturer, implicitement, l'évolution de l'interface entre les deux phases. Au cours du développement de ce modèle, les problématiques suivantes : 1) l'écoulement monophasique à densité variable 2) le problème de Stefan couplé au transport d'espèces chimiques dans un système binaire sans considération du phénomène de la convection et 3) le problème de Stefan et le mouvement du fluide qui en résulte sont investigués par le biais du couplage entre deux problèmes parmi les problèmes mentionnées ci-dessus. La pertinence et la précision de ces sous-modèles sont testées à travers des comparaisons avec des solutions analytiques ou des résultats obtenus via des méthodes numériques conventionnelles. Finalement, le modèle tenant en compte les trois physiques est appliqué à la simulation de certains scénarios de solidification/fusion du système bain liquide-bain gelé. Dans cette dernière application, le mouvement du bain, induit par la différence de densité entre les deux phases ou par la force de flottabilité due aux gradients de température et/ou de concentration, est décrit par le problème de Stokes. Ce modèle se caractérise par le couplage entre différentes physiques, notamment la variation de la densité du fluide et de la température de fusion en fonction de la concentration des espèces chimiques. En outre, la méthode XFEM démontre sa précision et sa flexibilité pour traiter différents types de discontinuité tout en considérant un maillage fixe.During the Hall-Héroult process for smelting aluminium, the ledge formed by freezing the molten bath plays a significant role in maintaining the internal working condition of the cell at stable state. The present work aims at building a vertically two-dimensional numerical model to predict the ledge profile in the bath-ledge two-phase system through solving three interactive physical problems including the phase change problem (Stefan problem), the variation of bath composition and the bath motion. For the sake of simplicity, the molten bath is regarded as a binary system in chemical composition. Solving the three involved problems characterized by the free moving internal boundary and the presence of discontinuities at the free boundary is always a challenge to the conventional continuum-based methods. Therefore, as an alternative method, the extended finite element method (XFEM) is used to handle the local discontinuities in each solution space while the interface between phases is captured implicitly by the level set method. In the course of model building, the following subjects: 1) one-phase density driven flow 2) Stefan problem without convection mechanism in the binary system 3) Stefan problem with ensuing melt flow in pure material, are investigated by coupling each two of the problems mentioned above. The accuracy of the corresponding sub-models is verified by the analytical solutions or those obtained by the conventional methods. Finally, the model by coupling three physics is applied to simulate the freezing/melting of the bath-ledge system under certain scenarios. In the final application, the bath flow is described by Stokes equations and induced either by the density jump between different phases or by the buoyancy forces produced by the temperature or/and compositional gradients. The present model is characterized by the coupling of multiple physics, especially the liquid density and the melting point are dependent on the species concentration. XFEM also exhibits its accuracy and flexibility in dealing with different types of discontinuity based on a fixed mesh

Multiphase modeling of melting : solidification with high density variations using XFEM

La modélisation de la cryolite, utilisée dans la fabrication de l’aluminium, implique plusieurs défis, notament la présence de discontinuités dans la solution et l’inclusion de la difference de densité entre les phases solide et liquide. Pour surmonter ces défis, plusieurs éléments novateurs ont été développés dans cette thèse. En premier lieu, le problème du changement de phase, communément appelé problème de Stefan, a été résolu en deux dimensions en utilisant la méthode des éléments finis étendue. Une formulation utilisant un multiplicateur de Lagrange stable spécialement développée et une interpolation enrichie a été utilisée pour imposer la température de fusion à l’interface. La vitesse de l’interface est déterminée par le saut dans le flux de chaleur à travers l’interface et a été calculée en utilisant la solution du multiplicateur de Lagrange. En second lieu, les effets convectifs ont été inclus par la résolution des équations de Stokes dans la phase liquide en utilisant la méthode des éléments finis étendue aussi. Troisièmement, le changement de densité entre les phases solide et liquide, généralement négligé dans la littérature, a été pris en compte par l’ajout d’une condition aux limites de vitesse non nulle à l’interface solide-liquide pour respecter la conservation de la masse dans le système. Des problèmes analytiques et numériques ont été résolus pour valider les divers composants du modèle et le système d’équations couplés. Les solutions aux problèmes numériques ont été comparées aux solutions obtenues avec l’algorithme de déplacement de maillage de Comsol. Ces comparaisons démontrent que le modèle par éléments finis étendue reproduit correctement le problème de changement phase avec densités variables.The modelling of the cryolite bath, used in the smelting of aluminum, offers multiple challenges, particularly the presence of discontinuities in the solution and a difference in density between the solid and liquid phases. To over come these challenges, several novel elements were developed in this thesis. First of all, the phase change problem, commonly named the Stefan problem, was solved in two dimensions using the extended finite element method. A specially designed Lagrange multiplier formulation, using an enriched Lagrange multiplier solution, was implemented to impose the melting temperature on the interface. The interface velocity is determined by the jump in the heat flux across the interface and was calculated using the Lagrange multiplier values. Secondly, convection was included by solving the Stokes equations in the liquid phase using the extended finite element method as well. Thirdly, the density change between solid and liquid phases, usually neglected in the literature, was taken into account by the addition of a non-zero velocity boundary condition at the solid-liquid interface to maintain mass conservation in the system. Benchmark analytical and numerical problems were solved to validated the various components of the model and the coupled system of equations. The solutions to the numerical problems were compared to the solutions obtained using Comsol’s moving mesh algorithm. Theses comparisons show that the extended finite element method correctly solves the phase change problem with non-constant densities