Professional Documents
Culture Documents
I. Kunadian, R. R. Kumar,
Department of Mechanical Engineering, University of Kentucky, Lexington,
Kentucky 40506-0503, USA
T. Yang
Convergent Thinking, LLC, Madison, WI 53719, USA
Abstract
Alternative discretization and solution procedures are developed for the 1-D dual
phase-lag (DPL) equation, a partial differential equation for very short time, microscale heat transfer obtained from a delay partial differential equation that is
transformed to the usual non-delay form via Taylor expansions with respect to
each of the two time delays. Then in contrast to the usual practice of decomposing
this equation into a system of two equations, we utilize this formulation directly.
Truncation error analysis is performed to show consistency and first-order temporal
accuracy of the discretized 1-D DPL equation, and it is shown by von Neumann
stability analysis and numerical results that the proposed numerical technique is
unconditionally stable. The overall approach is then extended to three dimensions
via DouglasGunn time-splitting, and a simple argument for stability is given for
the time-split formulation. Based on a straightforward arithmetic operation count,
qualitative comparisons are made with explicit and iterative methods with the expected result that the current approach is generally significantly more efficient, and
this is demonstrated with CPU-time results. Application of Richardson extrapolation in time is then investigated to improve the first-order temporal accuracy, and
finally, it is shown that numerical predictions agree with available experimental data
during sub-picosecond laser heating of a thin film.
Key words: microscale, heat transport equation, phase lags, delay equations, von
Neumann stability, truncation error, DouglasGunn time splitting
11 August 2005
Introduction
thermal wave, the phonon-electron interaction [5,6], and the pure phonon scattering (Guyer and Krumhansl [14]) models as values of model parameters q
and T are changed, permitting coverage of a wide range of physical responses,
from microscopic to macroscopic scales, in both space and time, ostensibly
with a single formulation in terms of a single temperature.
Tzou has attempted to compare this one-temperature formulation with the
two-step temperature formulations, but it has been noted that the DPL onetemperature description of heat conduction in solids cannot be used to explain
the microscale two-temperature physics for pulse-laser heating of metals because these two formulations have different physical bases. Zhou et al. [15]
argue that the DPL equation is only a relaxed mathematical representation
with no sound physical interpretation attached to it. In particular, the temperature distribution predicted by the DPL model does not correspond to either
the electron temperature Te or the lattice temperature Tl . Thus, the objective
of the present paper is not to attempt validation of the DPL model but rather
to present a method for treating equations such as this (involving lagging and
mixed derivatives) and provide a procedure to efficiently solve them in the
context of a relatively simple (single-temperature) formulation.
In recent years, various numerical methods have been investigated for solving the DPL equation. Most early numerical studies involved only the 1-D
equation, often using explicit discretization in time. Recent studies have begun to consider 2-D and 3-D DPL equations, with implicit discretizations.
Dai and Nassar [16,17] have developed an implicit finite-difference scheme in
which the DPL equation is split into a system of two equations; the individual equations are discretized using the CrankNicolson scheme and solved
sequentially. These authors use the discrete energy method of Lee [18] to show
that the approach is unconditionally stable, and that the numerical solutions
are non-oscillatory. The method has been generalized to 3-D by Dai and Nassar [1921] and applied to the case of heating a rectangular thin film with
thickness at the sub-micron scale.
Zhang and Zhao [22,23] have employed the iterative techniques GaussSeidel,
successive overrelaxation (SOR) with optimal overrelaxation parameters, conjugate gradient (CG), and preconditioned conjugate gradient (PCG) to solve
the 3-D discrete DPL equation with Dirichlet boundary conditions. In contrast, applying Neumann boundary conditions (as often needed for heat transfer problems) can result in non-symmetric seven-band (in 3-D) positive semidefinite matrices that can be unsuitable for treatment with iterative methods
of the nature of CG and PCG, suggesting that other approaches should also
be considered.
The purpose of the present paper is to provide a formulation based on a single
1-D DPL equation (in contrast to the usual two coupled equations) solved
3
Analysis
We first outline a derivation of the DPL equation employing a heat flux formulation containing two phase-lag time scales that lead to finite thermal propagation ratesand at the same time to a delay partial differential equation containing two delays. We simplify this via Taylor expansion of the temperature
with respect to each of these time scales. Following this we provide detailed
analysis of the discretizations being employed, and in particular demonstrate
consistency and stability of the overall formulation in one space dimension.
(1)
where T is the phase lag of the temperature gradient, and q is the corresponding lag of the heat flux vector. Here represents thermal conductivity,
and x is a spatial location. There are three characteristic times involved in
the dual phase-lag model: the instant of time t + T at which the temperature
gradient is established across a material volume, the time t + q for the onset
of heat flow, and time t for the transient heat transport. The heat flux and
temperature gradient shown in the Eq. (1) represent local responses within the
solid medium and should not necessarily be associated with the global quantities specified in boundary conditions. Application of heat flux at the boundary
does not imply precedence of the heat flux vector to the temperature gradient throughout the material domain; the temperature gradient established
4
at a material point within the solid medium can still precede the heat flux
vector. Whether heat flux precedes the temperature gradient depends on the
combined effects of type of thermal loading, geometry of the specimen, and
thermal properties of the material. For the case of T > q , the temperature
gradient established across a material volume is a result of the heat flow, implying that the heat flux vector is the cause (e.g., due to localized internal
heating), and the temperature gradient is the effect. For T < q , on the other
hand, heat flow is induced by the temperature gradient established at an earlier time t, implying that the temperature gradient is the cause, while heat
flux is the effectthe view of heat transfer from classical thermodynamics.
Application of the first law of thermodynamics in the usual way, but now with
the time lags described above, leads to
T
(x, t + q ) = T (x, t + T ) ,
t
(2)
which is a delay partial differential equation with two separate delays. Here,
is thermal diffusivity, and is the Laplace operator in an appropriate coordinate system. In this form the mathematical problem is nearly intractable,
both analytically and numerically. But if we assume T is sufficiently smooth
in time we can expand it in Taylor series about t, separately, with respect to
each of q and T :
T (x, t + q ) = T (x, t) +
T
(x, t)q + ,
t
and
T
(x, t)T + ,
t
where we have neglected all higher-order terms. Clearly, if higher-order derivatives remain bounded we should expect this approximation to be at least qualitatively accurate because T and q are expected to be small. Substitution of
these expressions into (2) leads to
T (x, t + T ) = T (x, t) +
T
(T )
2T
+
T
= T .
2
t
t
t
(3)
It should be clear that analysis of (3) is far more straightforward than that
of Eq. (2), despite presence of the third-order mixed derivative term, because
there are now no delays. In particular, complete well-posed problems for the
HHCE are also well posed for (3). Furthermore, we see that when T = 0 the
HHCE is recovered, and if both T and q are zero the usual parabolic heat
equation results.
As was hinted above, it has been customary to decompose (3) as a system
of two equations containing no mixed derivative. There are at least a couple
5
versions of this, and we refer the reader to [21] for one example. But such
decompositions rely on constancy of q and T , and while this is not an unreasonable expectation it is at least of interest to seek a solution approach not
depending on this requirement. Loss of this required constancy could occur
(spatially) for nonhomogeneous materials, and, in general, if q and T depend
on T , leading to nonlinearities. Directly solving Eq. (3), as we will describe in
the sequel, provides a way to to handle these situations although this is not
the focus of the present work.
By introducing dimensionless quantities defined by Chiu in [24],
(x, t) =
T (x, t) T0
,
TW T0
t
,
q
x
= ,
q
(4)
T
+ 2 Z
t
t
t
2T
x2
2T
,
x2
(5)
T
Tmn+1 Tmn +
t
!n+1
m
!n
2T
Z
x2
m
=
k T
2
x2
!n+1
m
!n+1
m
2T
x2
2
!n
m
!n
T
x2
(6)
with k denoting the time step size (t); subscripts provide discrete spatial
indexing, and superscripts represent time levels. It is of interest to note that
backward-Euler integration results in the same set of terms shown in (6), but
with different signs and coefficients for some terms.
6
!n+1
T
t
2T
x2
!n
m
!n
i
1 h n+1
(7a)
i
1 h n+1
Tm Tmn1 ,
=
2k
(7b)
(7c)
where we have written these without their associated truncation errors, and
we note that the last of these holds for both time levels included in Eq. (6). In
Eq. (7c) h (b a)/(Nx 1) is the spatial step size for a 1-D spatial domain
[a, b] discretized with Nx uniformly-spaced grid points.
The approximations shown in Eqs. (7) render the numerical scheme globally
first-order accurate in time and second-order accurate in space, as we now
show.
Proposition 1 Suppose for all x R and t (t0 , tf ] that T (x, t) is
sufficiently smooth to possess bounded mixed derivatives through at least order
six. Then the combination of trapezoidal integration and discretizations (7)
applied to Eq. (5) yields a consistent approximation that is first order in time
and second order in space for all 0 Z < .
Proof. After substituting Eqs. (7) into Eq. (6) we obtain
Tmn+1
Tmn
i
i
1 h n+1
1 h n+1
+
3Tm 4Tmn + Tmn1
Tm Tmn1
2k
2k
i h
i
Z h n+1
n+1
n
n
2 Tm+1 2Tmn+1 + Tm1
Tm+1
2Tmn + Tm1
h
i h
i
k h n+1
n+1
n
n
2Tmn+1 + Tm1
+ Tm+1
2Tmn + Tm1
,
= 2 Tm+1
2h
(8)
n+1
n+1
n
n
Tm1
+ C1 Tmn+1 + Tm+1
= C2 Tm1
+ Tm+1
+ C3 Tmn C4 Tmn1
(9)
(10a)
C1 =
(10b)
(10c)
(10d)
n+1
Expansion of Tm1
(= T (xm1 , tn+1 )), etc., in (9) about an arbitrary spacetime point (xm , tn ) (t0 , tf ], and using Eqs. (10) followed by straightforward but tedious algebra, results in
2T
3T
2T
k 3T
2T
4T
T
+ 2 Z
+
Z
+
t
t
tx2
x2
2 tx2
t2
t2 x2
!
h2 4 T
5T
k2 1 3 T
+Z
+
12 x4
tx4
2 3 t3
!
1 4T
1 4T
Z 5T
+
(11)
6 t4
2 t2 x2
3 t3 x2
!
h2 k 5 T
6T
+Z 2 4 +
24 tx4
t x
!
5
3
T
1 4T
Z 6T
k
+
+
12 t3 x2 2 t4
2 t4 x2
!
at (xm , tn ), where we have suppressed index notation since this holds at all
points other than those corresponding to Dirichlet boundaries. Clearly, the
right-hand side approaches zero as h, k 0 independent of the order of these
limits, and the leading error is O(k + h2 ) independent of Z. This completes
the proof.
Notice that Eqs. (8) and (9) are three-level in time. Moreover, the right-hand
side of Eq. (9) consists of known values, and the implicit part on the left-hand
side is tridiagonal, so the collection of all such equations at each time level
can be easily solved using familiar tridiagonal LU decomposition, or possibly
cyclic reduction.
8
(12)
(13)
C4
C3 + 2C2 cos h
= 0,
C1 + 2 cos h
C1 + 2 cos h
(14)
which we express as
2 C1 + C2 = 0
(15)
(16)
C
= 1
2
C1 2
C2 ,
4
(17)
strict inequalities are required in (17) to guarantee spectral radii strictly less
than unity. In the present case of stability analysis, non-strict inequalities are
permissible.
Substitution of Eqs. (10a) and (10d) into the definition of C2 (Eq. (14)) results
in
h2 /k
C2 = 2
.
h (1 + 1/k) + (2Z + k)(1 cos h)
Clearly, C2 0; but the denominator is nonnegative, and we need only check
that
h2
h2 (1 + 1/k) + (2Z + k)(1 cos h) ,
k
or
k
k + 2 (2Z + k)(1 cos h) 0 .
h
But this holds trivially h, k, Z 0.
Next, we construct C1 in a similar manner to obtain
C1
The denominator of this expression is the same as that in C2 and is nonnegative; but this does not necessarily hold for the numerator if Z k/2 and h is
sufficiently small. Thus, we must consider |C1 | 1 + C2 written in the form
|h2 (1+2/k)+(2Z k)(1cos h)| h2 (1+1/k)+(2Z +k)(1cos h)+h2 /k .
Rearrangement of the right-hand side of this inequality leads to
|h2 (1 + 2/k) + (2Z k)(1 cos h)| h2 (1 + 2/k) + (2Z + k)(1 cos h) ,
which clearly holds h, k, Z 0 since the right-hand side is nonnegative.
Hence, both inequalities in (17) are satisfied (nonstrictly), thus guaranteeing
that | | 1 holds independent of the combination of space and time step
sizes and the chosen value of Z, and proof of the proposition is complete.
But as already noted, this alone does not imply unconditional stability because the difference equation (9) is three level. We have performed numerous
computations with a wide range of values of h, k and Z and have been unable
to find any combinations that lead to long-time blowup of solutions. Thus,
unconditional stability appears to be likely, but it cannot be proven with the
simple von Neumann analysis provided here. Figure 1 displays time series at
the midpoint of the spatial domain [0, 2] for several cases of step sizes and values of Z including both rather nominal and somewhat extreme sets of these
parameters. Part (a) of the figure corresponds to the case Z = 0, which at
early times exhibits oscillations due to incompatibility of initial and boundary
10
1.2
(a)
1.0
0.8
1.1
k/h2 = 0.5
1.0
0.6
k/h2 = 10 4
0.9
2
k/h = 5
0.8
0.4
0.7
0.6
0.2
0.5
10
0.0
(b)
Scaled Temperature
1.0
0.8
1.1
k/h2 = 0.5
1.0
0.6
0.9
k/h2 = 10 4
0.8
0.4
0.7
k/h2 = 5
0.6
0.2
0.5
10
0.0
(c)
1.0
0.8
1.1
k/h2 = 0.5
1.0
0.6
0.9
k/h2 = 10 4
0.8
0.4
0.7
k/h2 = 5
0.6
0.2
0.5
10
0.0
0
10
20
30
40
50
60
Scaled Time
conditions and the hyperbolicity of Eq. (5). In particular, T is initially identically zero (as is T /t), but a non-zero boundary temperature is imposed
on the left boundary. Part (b) presents results for Z = 1, and part (c) for
11
In this section we extend the approach analyzed above to the physicallyrelevant 3-D case. Recent work in both 2D and 3D has often employed iterative
methods to solve the algebraic systems arising at each discrete time step; this
can be quite inefficient, especially when very fine spatial grids are being used.
Here, we will utilize a very old approach that has been widely employed in
computational fluid dynamics to efficiently treat the 3-D problem, but we note
that this technique is basically not applicable when unstructured meshes are
used.
We begin with presentation of the dimensional, non-homgeneous 3-D DPL
equation, apply discretizations analogous to those used earlier in 1D, and
then derive the DouglasGunn [26] time-split formulas that result in only
O(N ) arithmetic operations per time step, where N is the number of points in
the computational grid. By comparison, even fairly efficient iterative methods
often require as much as O(N 1.5 ) operations per time step as is suggested by
CPU-time comparisons with an often-used such method presented in a final
subsection of the current section.
The governing DPL equation used to describe the thermal response of microstructures subjected to laser heating is expressed in dimensional form in
[10] as
S
q 2 T
1 T
(T )
1
S + q
+
T
= T +
2
t
t
t
t
12
(18)
In one dimension the volumetric source term S describing laser heating of the
electron-phonon system from a thermalization state is given by
"
x 1.992 | t 2tp |
1R
exp
S(x, t) = 0.94J
tp
tp
(19)
tp
"
where Lx and Ly are the length and width of the metal film respectively, and
ro is radius of the laser beam oriented in the z direction.
Applying trapezoidal integration to Eq. (18) between time levels n and n + 1
yields
T
T n+1 T n + q
t
=
!n+1
!n
T n+1 T n
T
k n+1
k
T n+1 + T n +
S
+ S n + q S n+1 S n
2
2
(21)
at any grid point (xi , yj , zk ). As in the earlier 1-D case, we apply a second-order
backward difference for the time derivative at time level n + 1 and a centered
difference at time level n. Second-order derivatives in space are approximated
using the usual centered-difference scheme.
We first consider contributions from the left-hand side of (21) plus the timelevel n + 1 Laplacian from the right-hand side that results from these approximations. These terms can be expressed as
"
+ k/2 1
1
n+1
Ti,j,k
T
T
2T
+
T
+
Ti,j1,k
i1,j,k
i,j,k
i+1,j,k
1 + q /k h2x
h2y
#n+1
1
2Ti,j,k + Ti,j+1,k + 2 Ti,j,k1 2Ti,j,k + Ti,j,k+1
hz
q /k
2q /k n
Ti,j,k +
T n1 .
1 + q /k
1 + q /k i,j,k
(22)
Similarly, the remaining terms from the right-hand side differential operators
of (21), and including the time-level n term from the mixed derivative on the
left-hand side, are
13
"
k/2 1
1
T
T
2T
+
T
+
T
2T
+
T
i1,j,k
i,j,k
i+1,j,k
i,j1,k
i,j,k
i,j+1,k
1 + q /k h2x
h2y
#n
1
+ 2 Ti,j,k1 2Ti,j,k + Ti,j,k+1
hz
(23)
i
/ h
q + k/2 S n+1 q k/2 S n .
1 + q /k
(24)
If we now combine the results from expressions (22)(24) and move all terms
to the left-hand side except the nonhomogeneous term, we can express the
result in the standard form of a M +2-level difference equation to which the
DouglasGunn formalism [26] can be directly applied:
I +A
n+1
n+1
M
X
B nm T nm = sn ,
(25)
m=0
n+1
Ns
X
An+1
,
`
(26)
`=1
where Ns is in general the number of split steps (which in the present case
is the number of spatial dimensions of the solution domain). Also, the B
matrices are constructed as follows:
B n0 = An
2q /k
I,
1 + q /k
B n1 =
q /k
I.
1 + q /k
(27)
In the first of these the matrix An arises from spatial discretization of the
Laplacian at time level n appearing in (23).
14
`1
X
An+1
T (r) +
r
r=1
Ns
X
1
X
An+1
T +
r
B nm T nm = sn ,
(28)
m=0
r=`+1
` = 1, . . . , Ns ,
and
T n+1 T (Ns ) .
(29)
It is clear from the form of (28) that all terms are evaluated explicitly except
the first. Indeed, all those in the second term (first summation) have already
been computed during earlier split steps while those in the second summation
are usually evaluated with data from the preceding time level, or via extrapolation if higher accuracy is sought. In our case, the latter will not be necessary
since the basic unsplit scheme is only first-order accurate in time. Finally, all
information needed for the third summation comes from earlier time levels.
Thus, we can express (28) as
(I + A` )T
(`)
=s
`1
X
Ar T
r=1
(r)
Ns
X
r=`+1
Ar T
1
X
B m T nm ,
(30)
m=0
with all quantities on the right-hand side known, and where we have now
suppressed time-step indexing of matrices.
Although the first summation in (30) is null for ` = 1 and the second for
` = Ns , there is nevertheless considerable arithmetic required for evaluation
of these equations for all ` = 1, . . . , Ns . But by first writing the above for
the ` 1th step and subtracting this from the `th -step formula for all but
the first step, and then adding and subtracting (I + A` )T (`) for each of the
resulting Ns equations (including the first), one obtains the so-called form
of DouglasGunn time splitting:
(I + A1 )T
(1)
= s (I + A)T
(I + A` )T (`) = T (`1) ,
1
X
B m T nm ,
m=0
` = 2, . . . Ns .
these involves a tridiagonal matrix, which also leads to O(N ) arithmetic per
solve. For the `th split step this takes the form
(`)
(`)
(`)
(`)
(`)
(`)
(`1)
C1 Ti1 + C2 Ti + C1 Ti+1 = Ti
with the coefficients defined as
(`)
C1
T + k/2
,
+ q /k
(`)
C2 1 +
h2` (1
2(T + k/2)
,
h2` (1 + q /k
and i denotes a generic multi index for (3-D) gridpoint notation with shifts
only in the `th slot. Furthermore, we associate hx with ` = 1, i.e., h1 = hx ,
etc.
It is worthwhile at this point to recall some of the features of DouglasGunn
time splitting presented in [26]. First, it is proven in that work that up through
second-order temporal accuracy, the split scheme retains the accuracy of the
unsplit scheme. Second, it is also shown that stability of the unsplit scheme
is inherited by the split scheme. While we have not carried out a detailed
stability analysis in the 3D case, the equation is of the same form as that
studied in 1D where unconditional stability is suggested, and our numerical
results in 3D have provided no counterexamples. Moreover, it is generally true
that split schemes are more stable than unsplit ones (even for explicit multidimensional methods) for a rather basic reason. Namely, the amplification
factor of a split method is usually, up to a small perturbation, the product
of the amplification factors of the individual split steps. So, if each of these
is stable, then the overall split scheme is even more strongly stable. Indeed,
one sees from this that it is even possible for one (or more) steps of a split
scheme to be unstable while the method, as a whole, retains stability. Finally,
we remark that these favorable properties of the DouglasGunn split scheme
are proven in [26] under quite stringent conditions associated with solution
regularity and commutativity of the various matrices appearing in Eqs. (26)
and (27). But it is usually found in practice that these requirements can be
relaxed significantly without affecting behavior of the method.
Explicit Scheme
Conjugate Gradient
-form DouglasGunn
N = 413
N = 513
N = 1013
4.88
147.62
450.26
7920.00
12.33
124.83
270.30
3614.69
8.54
70.50
140.92
1344.40
From the table we can observe that for extremely coarse grids the explicit
method consumes less CPU time than that required by the other numerical
techniques, but as the spatial resolution is refined the implicit methods perform better than the simple forward-Euler/centered-difference explicit method
employed in this research due to the small time steps required for stability of
the latter. The -form DouglasGunn time-splitting used in the present study
consumes the least CPU time of the three methods considered; moreover, its
degree of superiority increases with spatial resolution, and it is highly parallelizable. Further comparisons of this sort over a wide range of currently-used
methods are forthcoming in a paper by Kumar et al. [28] where it is shown
that for high-resolution calculations on grids having greater than a million
grid points, time splitting is significantly more efficient for time-dependent
problems than any iterative technique.
namely
T = 2T (k/2) T (k) ,
(31)
(a)
0.26
k = 0.01, extrapolated
0.22
Scaled Temperature
k = 0.01
k = 0.02
0.18
k = 0.04
0.14
(b)
0.26
k = 0.01, extrapolated
0.22
0.18
k = 0.02, extrapolated
k = 0.04, extrapolated
0.14
0.16
0.20
0.24
0.28
Scaled Time
it is easy to see that the form of extrapolation used in time does not alter
this formal order of accuracy. In particular, consider construction of a formula
such as (31), but now with spatial discretization also taken into account. From
the form of Eq. (11) it is clear that
Tmn (k, h) = T (xm , tn ) + 1 k + T1 h2 + O(k 2 , . . .) ,
with 1 and 1 representing evaluations of appropriate derivatives as found in
(11). Then if the space and time steps are both halved simultaneously,
Tmn (k/2, h/2) = T (xm , tn ) + 1
h2
k
+ 1 + O(k 2 , . . .) .
2
4
To eliminate the O(k) temporal error we multiply the second of these by two
and subtract the first:
1
T = 2Tmn (k/2, h/2) Tmn (k, h) 1 h2 + O(k 2 , h2 k + k 3 , . . .) ,
2
19
(32)
which is of the form (31) but now displays the new (after extrapolation) dominant global truncation errors. It is worth noting that if h is not changed during
extrapolation, the dominant spatial truncation error will be twice as large, and
of opposite sign, as that in Eq. (32); but it will still be of the same order. On
the other hand, the O(h2 k) term(s) will be completely eliminated for fixed h
but only made smaller if h is reduced by a factor two at the same time this is
done with k. The net effect of changing both h and k yields results that are
qualitatively indistinguishable from those of the figure for the cases we have
tested.
We next comment that the formal order of accuracy of extrapolated results
indicated by (32) was not observed uniformly in time or space in the computed results. There are two main contributions to this discrepancy. First, the
truncation error expansions are sufficiently complicated, as is clear from (11),
to admit local (at least partial) error cancellations. When (and where) this
occurs, although the formal order of accuracy may (or may not) be altered,
the truncation error expansions will assume somewhat different forms than
that of (32). Furthermore, if a contribution goes through zero, resulting in a
sign change, extrapolation in a neighborhood of such an occurence is often
ineffective. On the other hand, one expects that for sufficiently small h and k
such sign changes should not occur.
But with small h and k a second effect can be experienced. In the present
calculations, despite the fact that the values employed for h and k appear
to be relatively large, computed results are quite accurate. One sees in Fig.
2(a) that even the k = 0.04 solution contains errors of only 5%, and as
already indicated, the errors shown in this subinterval are among the largest
of the whole calculation. Furthermore, it is clear from Fig. 2(b) that errors
in the extrapolated solutions are nearly insignificant for all values of k. The
consequence of this is that when comparing extrapolated solutions in an effort
to quantitatively deduce observed order of temporal accuracy, it was often
the case that the main differences between solutions computed with different
values of time step arose from rounding errors. This was confirmed for some,
but not all, cases by repeating runs utilizing quadruple-precision arithmetic.
In general, as close examination of Fig. 2(b) suggests, the Richardson extrapolated results exhibited temporal convergence rates between first and second
order (rather than the theoretical second order), depending on the specific
space-time point selected for analysis. But as is also evident from comparing
the two parts of Fig. 2, the extrapolated results are far more accurate in an
absolute sense than are the basic first-order results.
Finally, it is important to note that even though global solutions must be used
in the Richardson extrapolation process to maintain stability of the underlying
time-stepping procedure, this does not imply that two copies of the complete
(for all spatial points and for all time) solution to the PDE must be first
20
In this section we provide some representative results associated with simulating physical problems of the sort for which the DPL equation was originally
intended. In the first subsection calculations corresponding to a 1-D model of
laser heating of a thin gold film are presented and compared with analogous
analytical and experimental results, and in a second subsection simulations
from a 3-D model problem are presented.
1.0
Analytical, Chiu
Experimental, Qui & Tien
0.8
Numerical, Parabolic
0.6
Numerical, HHCE
0.4
0.2
Numerical, DPL
0.0
0.0
0.5
1.0
1.5
2.0
2.5
Time (ps)
Fig. 3. Front surface transient response for a 0.1 m gold film. Comparison among
numerical, analytical and experimental results.
els, which neglect the microstructural interaction effects during the short-time
transient, overestimate temperature during most of the transient response, as
shown in the figure.
For this problem the full 3-D form of Eq. (18) is employed with a source term
constructed from S given in Eq. (20); initial and boundary conditions are the
same as in the 1-D case but with the former imposed on the whole volume
of the problem domain and the latter now applied over the entire surface
. This domain is again a gold film of thickness 0.1m but now with lateral
extent 0.5m 0.5m. The spatial discretization was constructed on a grid
of 101 101 21 uniformly-spaced points in all three directions and utilizing
times steps of 1 1014 seconds. As noted in Sec. 2, Eq. (18) acquires DPL,
HHCE and parabolic character according to the values selected for T and q .
Here, we have used T = 90 ps, q = 8.5 ps DPL model; T = q = 0
parabolic model and q = 8.5 ps, T = 0 hyperbolic model. Thus, we are
able to employ the same code for all calculations.
22
Figures 4 display a comparison (at two different times) of transient temperature distribution caused by a pulsating laser beam of 200 nm diameter heating
the top surface of the gold film at various locations near its corners (with movement from one corner to the next successive one in a counter-clockwise direction) every 0.3 ps, as predicted by DPL, hyperbolic and parabolic heat conduction models. (Bright red represents the highest temperatures, and deep blue
corresponds to the lowest ones.) The figures show that HHCE and parabolic
diffusion models predict a higher temperature over a wider area near the films
surface in the heat-affected zone than does the DPL model, but the penetration depth is much shallower. The heat-affected zone is significantly deeper
for the DPL model than for the other models due to the microstructural interaction effect incorporated in the formulation of this model. Furthermore,
discrepancies between DPL and the other two models grow significantly with
time, as is evident from part (b) of the figure. We have been unable to acquire 3-D experimental data with which to make quantitative comparisons
with these simulations.
(a)
(b)
DPL
HHCE
Parabolic
23
References
[1] V. A. Cimmelli, Boundary conditions for diffusive hyperbolic systems in non
equilibrium thermodynamics, Technische Mechanik, Band 22, Heft 3, 181
(2002).
[2] A. V. Luikov, Application of irreversible thermodynamics methods to
investigation of heat and mass transfer, International Journal of Heat and Mass
Transfer 9, 139 (1966).
[3] K. J. Baumeister and T. D. Hamil, Hyperbolic heat conduction equation: a
solution for the semi-infinite body problem, ASME Journal of Heat Transfer
91, 543 (1969).
[4] Y. Taitel, On the parabolic, hyperbolic and discrete formulation of the heat
conduction equation, International Journal of Heat and Mass Transfer 15, 369
(1972).
[5] T. Q. Qiu and C. L. Tien, Short-pulse laser heating of metals, International
Journal of Heat and Mass Transfer 35, 719 (1992).
[6] T. Q. Qiu and C. L. Tien, Heat transfer mechanisms during short-pulse laser
heating of metals, ASME Journal of Heat Transfer 115, 835 (1993).
[7] T. Q. Qiu, T. Juhasz, C. Suarez, W. E. Bron and C. L. Tien, Femtosecond
laser heating of multi-layered metalsII. Experiments, International Journal
of Heat and Mass Transfer 37, 2799 (1994).
[8] M. I. Kagnov, I. M. Lifshitz and M. V. Tanatarov, Relaxation between electrons
and crystalline lattices, Soviet Physics JETP 4, 173 (1957).
[9] S. I. Anisimov, B. L. Kapeliovich and T. L. Perelman, Electron emission from
metal surfaces exposed to ultrashort laser pulses, Soviet Physics JETP 39, 375
(1974).
[10] D. Y. Tzou, Macro-to-Microscale Heat Transfer: The Lagging Behavior, Taylor
and Francis, Washington, DC (1996).
25
[11] D. Y. Tzou, A unified approach for heat conduction from macro-to micro scales,
ASME Journal of Heat Transfer 117, 8 (1995).
[12] D. Y. Tzou, The generalized lagging response in small-scale and high-rate
heating, International Journal of Heat and Mass Transfer 38, 3231 (1995).
[13] D. Y. Tzou, Experimental support for lagging behavior in heat propagation, J.
Thermophysics and Heat Transfer 9, 686 (1995).
[14] R. A. Guyer and J. A. Krumhansl, Solution of the linearized Boltzmann
equation, Physical Review 148, 766 (1966).
[15] X. Zhou, K. K. Tamma and C. V. D. R. Anderson, On a new C- and F-processes
heat conduction constitutive model and the associated generalized theory of
dynamic thermoelasticity, Journal of Thermal Stresses 24, 531 (2001).
[16] W. Dai and R. Nassar, A finite difference method for solving the heat transport
equation at the microscale, Numerical Methods Partial Differential Equations
15, 698 (1999).
[17] W. Dai and R. Nassar, A compact finite difference scheme for solving
a one-dimensional heat transport equation at the micro-scale, Journal of
Computational and Applied Mathematics 132, 431 (2001).
[18] M. Lee, Alternating direction and semi-explicit difference scheme for parabolic
partial differential equations, Numerische Mathematik 3, 398 (1961).
[19] W. Dai and R. Nassar, A finite difference scheme for solving a three dimensional
heat transport equation in a thin film with micro-scale thickness, International
Journal for Numerical Methods in Engineering 50, 1665 (2001).
[20] W. Dai and R. Nassar, An unconditionally stable finite difference scheme for
solving 3-D heat transport equation in a sub-microscale thin film, Journal of
Computational and Applied Mathematics 145, 247 (2002).
[21] W. Dai and R. Nassar, A compact finite difference scheme for solving a threedimensional heat transport equation in a thin film, Numerical Methods for
Partial Differential Equations 16, 441 (2000).
[22] J. Zhang and J. J. Zhao, Unconditionally stable finite difference scheme
and iterative solution of 2D microscale heat transport equation, Journal of
Computational Physics 170, 261 (2001).
[23] J. Zhang and J. J. Zhao, Iterative solution and finite difference approximations
to 3D microscale heat transport equation, Mathematics and Computers in
Simulation 57, 387 (2001).
[24] K. S. Chiu, Temperature dependent properties and microvoid in thermal
lagging, PhD Dissertation, University of Missouri-Columbia, Columbia,
Missouri (1999).
[25] D. M. Young, Iterative Solution of Large Linear Systems, Academic Press, New
York (1971).
26
27