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SCALING AND APPROXIMATION

TECHNIQUES

“Finding the simplest differential equations and boundary

conditions which adequately represent a real system is
something of an art”
(W.M., Deen, 1998, Analysis Of Transport Phenomena, Oxford
University Press)

Scale & Scaling

• The scale of a variable is an estimate of its maximum order of

magnitude
• Scaling is the process of identifying the correct orders of magnitude
of the various unknowns which one confronts in a new problem.
• Scaling is a special type of nondimensionalization in which the
independent and dependent variables are chosen so that they are
order one. When this is done, the magnitudes of various terms in
an equation are revealed by the dimensionless parameters which
appears as coefficients, suggesting terms which may be neglected.
• The similarity method applies only when a dynamically determined
length scale is much smaller than the system dimensions.
• Perturbation methods are useful when a problem with scaled
variables contains a small parameter
• Integral methods, like the scaling process itself, depend strongly
on a qualitative understanding of the system being modeled.

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Order of Magnitude
• The symbol "" is used to denote an order-of-magnitude
equality.
• If x and y are variables, then "x  y" indicates that the
maximum values of x and y differ by less than a factor of ten
• This is said as "x is of order y" or just "x is order y.“
• In order-of-magnitude equalities algebraic signs are ignored.
• When one quantity is a constant, a rough guideline is that a
threefold discrepancy is tolerated in either direction.
• Using this guideline, "x  1" means that the maximum value of
x is between 0.3 and 3.
• The three main classifications for a dimensionless quantity are
that it is small (x<< 1). large (x>> 1 ), or order one (x  1).
• What is effectively small or large depends-on the problem, but
x<0.1 and x> 10 are reasonable starting points when no other
information is available.

Scaled Variables
• The scale of a variable is an estimate of its maximum
order of magnitude.
• Length and time scales are also called characteristic
lengths and characteristic times.
• Scaled variables are created by dividing dimensional
variables by their respective scales.
• If  and  are scaled dependent and independent
variables, respectively, then by definition:
𝑑𝜃 𝑑2 𝜃
𝜃~1 ~1 ~1
𝑑𝜂 𝑑𝜂2

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Example: Equation of changes in the form of scaled

variables:

Bird dkk, Transport Phenomena

Bird dkk, Transport Phenomena

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Order of Magnitude Estimate of

First & Second Order Derivatives

• To scale transport equations we need reliable order-

of-magnitude estimates of various first and second
derivatives.
• For these estimates we assume that, for a function f
(x) which varies gradually by an amount f over an
interval x.
𝑑𝑓 ∆𝑓 𝑑2 𝑓 ∆𝑓/∆𝑥 −0 ∆𝑓
• 𝑑𝑥 ~ ∆𝑥 and 𝑑𝑥2 ~ = ∆𝑥2
∆𝑥
• If both f and x are scaled variables ∆𝑓 ~ 1 and also
∆𝑥 ~ 1 so that the order of magnitude of the first
and second order derivative are 1.

Scale for Known Functions

Example: Electrically heated wire
𝐻v 𝑅2 𝑟 2 𝐻v 𝑅
T − 𝑇∞ = 1− +
4𝑘 𝑅 2ℎ
ℎ.𝑅 𝐻v 𝑅 2 𝑟 2
• For high Biot number : T − 𝑇∞ = 1−
𝑘 4𝑘 𝑅
• Since the value of the factor in the parenthesis varies between 0 – 1,
𝐻 𝑅2
hence the temperature increment 𝑇 − 𝑇∞ will vary as much as v over
4𝑘
the distance R. For order of magnitude analysis factor ¼ is not significant.
𝐻v𝑅 2
Hence the temperature scale is and the length scale is R
𝑘
𝐻v𝑅 2
∆𝑇 ~ and ∆𝑟 ~ 𝑅
𝑘
𝑑𝑇 𝐻v 𝑅 𝑑2𝑇 𝐻
~ and 2 ~ v
𝑑𝑟 𝑘 𝑑𝑟 𝑘
• Using the scales to form scaled variables for the expression of T (for high
Bi):
1 𝑇−𝑇 𝑟
Θ = 1 − 𝜂2 Θ = 𝐻v 𝑅∞2 and 𝜂 =
4 𝑅
𝑘
• It can be shown that both first and the second derivatives has order of
magnitude of 1

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Example: Diffusion case with heterogeneous reaction:

• For Da >> 1:
𝐶 𝑦
 𝐴 =1−
𝐶𝐴0 𝐿
 good scales for concentration and length appear (CA0
and L)
 Θ=1−𝜂
𝑑Θ 𝑑2 Θ
• Hence: 𝑑𝜂
= −1 and 𝑑𝜂2
= 0  have the order of
magnitude of 1.

Reduction in Dimensionality

• Effort to solve differential equations both analytically

as well as numerically increases sharply with the
increase of the number of independent variables.
• The nature of transport process is three-dimensional
in space and change with time.
• We will gain a lot of benefit by keeping the number
of independent variables involve in the lowest
possible to sufficiently describe the phenomena
under studied.
• The dimensionality of the problems can be reduced
using the following methods:
• Symmetry
• Aspect Ratio
• Series Resistances

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Simplification Using Symmetry

• Basic idea: choosing a coordinate system that

requires the smallest number of spatial variables.
• Example:
 Temperature distribution within a cylindrical
solid is by nature three dimensional or at least
two dimensional. If, we choose cylindrical
coordinate, we may expressed temperature as
a function of r or T(r).
 Velocity distribution in a laminar flow within a
cylindrical conduit can be described as Vz(r).

Simplification Based on Aspect

Ratio Consideration
• Aspect ratio: ratio of two linear dimension of an object.
E.g.: length/diameter, length/width.
• Hence rectangle has an aspect ratio of 1.
• When a system has a very high or a very low aspect ratio,
potential simplification are exist.
• Example: L >> W
• Temperature difference is applied only
between two surfaces at constant z.
• Question: will we need to consider
temperature distribution in y direction?
• Empirically the edge effect on a
conduction or diffusion case is
insignificant beyond one thickness
So that T is only a function of x distant from the edge (limited by
and z or T(x,z) dashed lines)

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Dimensional Reduction Based on Relative

Magnitude of Series Resistances
• Dimensionality of a problem can be reduced by consideration of the
controlling step of series process.
• Consider a boundary condition on the surface of solid which equates
between solid conduction and convective interphase heat transfer:
𝜕𝑇
−𝑘 = ℎ 𝑇𝑠 − 𝑇∞
𝜕𝑛 𝑠
n represents a spatial variable
• Order of magnitude of the solid temperature gradient on the surface
is:
𝜕𝑇 𝑇 −𝑇
~ 𝑐 𝑠 where L is a characteristic length and Tc is maximum
𝜕𝑛 𝑠 𝐿
(or minimum) solid temperature.
ℎ.𝐿
• Hence: 𝑇𝑐 − 𝑇𝑠 ~ 𝑇𝑠 − 𝑇∞ or 𝑇𝑐 − 𝑇𝑠 ~𝐵𝑖. 𝑇𝑠 − 𝑇∞
𝑘
• Empirically we consider the solid temperature is uniform for Bi << 1
or commonly taken Bi < 0.1. Hence the problem has zero
dimensionality. This is often called Lumped-Capacity model

𝑉
Note: 𝐿 ~
𝐴

Jack P. Holman, 2010, Heat Transfer, McGraw Hill

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Another Example:

Using order of magnitude estimate:

• For a small Bi,
temperature distribution
to x direction can be
neglected
• The problem becomes
one-dimensional

Simplification Based on Time Scales

• If the temperature or concentration is suddenly perturbed at

some location, a finite time is required for the temperature or
concentration changes to be noticed a given distance away
from the original disturbance.
• In a stagnant medium the time involved is the characteristic time
for conduction or diffusion.
• This characteristic time is a key factor in formulating conduction
or diffusion models, in that it determines how fast a system can
respond to changes imposed at a boundary.
• A fast response may justify the use of a steady-state or pseudo-
steady-state model.
• A slow response may allow one to model a region as infinite or
semi-infinite, because the effects of one or more distant
boundaries are never "felt" on the time scales of interest.

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Illustrative Case:
Diffusion through a
membrane separating
well-mixed solutions. (a)
Overall view; (b)
enlargement of the area
indicated by tube
dashed rectangle in (a).

• The external solutions are assumed to be perfectly mixed, with solute

concentrations C1(t) and C2(t), respectively.
• Each solution has a volume V and the exposed area of the membrane
is A.

𝜕𝐶 𝜕𝐶
𝑁𝑥 = −𝐷 (0, 𝑡) 𝑁𝑥 = −𝐷 (𝐿, 𝑡)
𝑥=0 𝜕𝑥 𝑥=𝐿 𝜕𝑥

• The Figure shows

qualitative behavior of the
solute concentration in a
membrane after the solute
is suddenly added to one of
the external solutions.
• Concentration profiles are
shown for several distinct
times, such that
t1<t2<t3<t4<t5

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Example 3.4.1. Penetration Analysis for Short Times: at this condition the
penetration depth ( (t)) serves well as characteristic length.

For small t (𝛿 ≪ 𝐿) the original boundary conditions is replaced by:

The maximum range of change
in C (concentration within
membrane is K Co)
𝜕𝐶 𝐾𝐶0
~ Substitution to the
𝜕𝑡 𝑡 differential equation and
2
𝜕 𝐶 𝐾𝐶0
~ solving for 
𝜕𝑥 2 𝛿 2 1/2
𝛿~ 𝐷. 𝑡
• Diffusion characteristic time: setting  = L and solving for t:
𝐿2
𝑡𝐷 =
𝐷 The semi infinite boundary
• Analogously for heat transfer: condition is valid only when :
𝐿2 𝐿2
𝑡𝐻 = 𝑡≪
𝐷
𝛼

Penetration Depth

• Other researcher define penetration depth:

𝛿𝑇 = 2.3 𝛼. 𝑡
T. L. Bergman, A. S. Lavine, F. P. INCROPERA, and D. P. Dewitt, Fundamentals of Heat and
Mass Transfer, 7th , John Wiley & Sons (2011)

𝛿𝐶 = 4 𝐷𝐴𝐵 . 𝑡
J. D. Seader, E. J. Henley, D. Keith Roper, Separation Process Principles: Chemical and
Biochemical Operations, John Wiley & Sons, Inc. (2011)

• Semi infinite slab approximation is valid as long as that the

system dimension to the direction of the transfer
processes is significantly larger than the penetration
depth.

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Pseudo-steady Analysis for Long Time*:

• Neglecting the time derivative on the balance equation on the membrane:

𝜕2 𝐶 𝑥
= 0  𝐶 𝑥, 𝑡 = 𝐾𝐶1 𝑡 + 𝐾 𝐶2 𝑡 − 𝐶1 𝑡
𝜕𝑥 2 𝐿
• This solution implies that we assume the concentration profile within the
membrane instantaneously adjust to the change of concentrations in the
tanks (the pseudo steady state).
• The solution for the concentration within the tank:

The tank time

constant

*read the detail from the text book

In order that the pseudo steady state valid:

𝐿2
• 𝑡≫ this means that the time coordinate should be
𝐷
significantly higher than the membrane time scale
𝐿2
• ≪ 𝜏 the time scale of the tank must be significantly
𝐷
𝑉.𝐿
higher that the membrane time scale. Note: 𝜏 =
2.𝐴.𝐷.𝐾

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Similarity Method*
• Basic concept: reduces a partial differential equation with
two independent variables into an ordinary differential
equation with a single composite variable. Hence, sometime
it is called as the method of combination of variable.
• It is applicable to the type of problems in which the
characteristic lengths are determined by the rate processes
rather than by the geometric dimensions.
• Usually involve a semi infinite dimension.
• Important finding related to the previous section: a good
estimate for 𝛿~2.8 𝐷. 𝑡 1/2 . This is the location of  = 1.4.
• Note: it was estimated based on order of magnitude
analysis that 𝛿~ 𝐷. 𝑡 1/2
• The more proper estimates indicates that at  the change of
the variable is 95 % complete or erfc(1.4) = 0.05

* Read section 3.5

• For this approach it is necessary that the field variable (velocity,

temperature, or concentration) have profiles which are identical in
shape for all positions or times, differing only by the length scale
over which the variations occur.
• For transient conduction or diffusion, the time-dependent scale
factor is equivalent to the penetration depth.
• One requirement of the similarity method is that the problem
contains no fixed characteristic length.

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Heating Semi-Infinite Slab

At t > 0, T = T1

t  0, T(y) = T0

T q y T  2T
 .Cp   .Cp k 2
t y t y

T  T0

T1  T0

At t  0 ,  = 0
 k  2
 For t > 0
t  .Cp y 2 At y = 0,  = 1
At y = ,  = 0

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It can be shown that the solution is:


2 y
e
 2
  1 d 
 0 4. .t

How do you express heat flux at the surface?

T
qy  k 
k
T1  T0 
y 0 y y 0 t

Diffusion in a Semi-infinite Medium

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Example:

Evaluate the validity of pseudo steady state approximation in the problem

Practical Example: Melt Crystallization

Proof that:

kc: crystal thermal

conductivity

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