Mathl. Comput. Modelling Vol. 15, No. 10, pp. 115-123, 1991 0895-7177/91 $3.00 + 0.

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Printed in Great Britain. All rights reserved Copyright@ 1991 Pergamon Press plc

DIFFUSION IN COMPOSITE MEDIA:

SOLUTION WITH SIMPLE EIGENVALUES
AND EIGENFUNCTIONS
PETER R. JOHNSTON
Department of Medicine, University of Tasmania
43 Collins St, Hobart 7000, Tasmania, Australia

(Received May 1991)

Abstract-Previously, several techniques have been proposed for solving the differential equations
which govern the transient temperature distribution in a composite medium. Most require the solution
of a transcendental equation derived from a matrix determinant to obtain the necessary eigenvalues.
Until recently, it has been difficult to ensure that all eigenvalueshave been obtained in a monotonically
increasing fashion.
The technique, based on Sturm-Liouville finite integral transform theory, presented here overcomes
these problems by using eigenvalues and eigenfunctions which are obtained either explicitly or from
a simple transcendental equation.

1. INTRODUCTION

The time varying temperature distribution in a composite medium having many layers of differing
physical properties has several applications in science and engineering. Over recent years, the
analysis of these problems has received much attention and produced various solution techniques.
These include the Green’s function approach [l] ( a ls o called quasi-orthogonal functions) and the
finite integral transform approach [2-51.
Traditional methods of solving transient heat transfer problems encounter difficulties when
applied to composite media, due to the discontinuous nature of the coefficient functions. Carslaw
and Jaeger [6] have proposed a method based on complex variable methods and residue theory, but
the analytical processes involved become formidable with more than two layers in the composite.
To overcome the problems due to the discontinuous coefficients, several methods of solving
the governing equations have been proposed [l-5]. These methods all involve the numerical
solution of an eigenproblem to obtain the eigenvalues for an expansion in terms of orthogonal
functions. Tittle [l] proposed the idea of quasi-orthogonal functions, but did not give a detailed
discussion of the determination of the eigenvalues. Mulholland and Cobble [2] describe a method
of determining the eigenvalues in terms of solving a transcendental equation derived from the
determinant of a matrix. The drawback with this procedure is that finding all the eigenvalues in
a monotonically increasing fashion cannot be guaranteed.
Ramkrishna and Amundson [3] reduced the transport equations to a self adjoint form using
Sturm-Liouville theory and again suggest that the eigenvalues can be calculated from a transcen-
dental equation derived from a matrix determinant. However, they give no method for numerical
calculation of the eigenvalues. Horgan et al. [7] present an integral equation approach for solv-
ing the governing equations which produces bounds on the eigenvalues. Finally, Mikhailov and
Vulchanov [4] propose a method to determine all the eigenvalues in a monotonically increasing
fashion from the matrix determinant. This method was originally proposed for slab geometries
but was later extended to cylindrical and spherical geometries [5]. These two solution methods
involve 11 and 13 step procedures, respectively. A good discussion of several solution techniques
and a list of their references is given in [5].

Typeset by A,+QX

115
116 P.R. JOHNSTON

Here, a method for solving the governing equations which uses only simple eigenvalues and
eigenfunctions is presented. The eigenvalues and eigenfunctions are based only on the overall
geometry of the composite medium being considered. This method was originally proposed by
Do [S] for solving diffusion and reaction problems in catalysts with non-uniform activity and
was later extended by Johnston and Do [9] to a large class of heat and mass transfer problems
involving convection. Recently, the method has been used to solve the Graetz problem for a
Bingham plastic both with and without axial conduction [lo].
Application of this method to composite media differs from previous applications in that, here,
the governing equations must first be integrated twice to remove the necessity of differentiating
the discontinuous coefficient functions. The equations are then integral equations.
The next section introduces the equations which govern the transient temperature distribu-
tion in a composite medium along with necessary initial and boundary conditions. Section 3
describes the solution method to be used, highlighting differences between this and previous ap-
plications. Finally, Section 4 presents some simple examples which have been solved previously
to demonstrate agreement with published solutions.

2. GOVERNING EQUATIONS

The dimensionless equation which governs the transient temperature distribution in a compos-
ite medium with p layers is

(1)

where
k(2) = ki
P(z) = Pi Zi_i<Z<li,i=l,...,p, (2)
cp(z) = (%)i
z is the radial coordinate and 0 5 ts < zi < . . . < tp = 1 represent the positions of the interfaces
in the composite, T is the temperature, t is time, ki the thermal diffusivity, pi the density, (cp)i
the specific heat, for layer i in the composite. The variable s defines the shape of the medium:
s = 0 for a slab, s = 1 for a cylinder and s = 2 for a sphere.
At the external boundaries of the solid, fixed temperature boundary conditions are applied:

T(+o, t) = a, (3)
T(+) = P. (4)

Continuity of temperature and heat flux are assumed at the (p- 1) interfaces inside the composite.
These conditions are expressed mathematically ss

T(zi - 0, t) = T(li + 0,t), (5)

hi f (lilt) = hi+1 g (2i,t)r (6)

for i= I,... ,p- 1. Finally, an initial distribution of temperature is required;

T(z, 0) = f(z), (7)

where f(z) is some arbitrary piecewise continuous function.

3. SOLUTION METHOD

The solution method for this problem will follow the approach already successfully used
[8-lo], w h’ic h so 1ves the governing equations by exploiting the eigenproblem which arises from
 Diffusion in composite media 117

the physical geometry of the medium under consideration. That is, the eigenvalues and eigen-
functions are obtained by considering the linear differential operator, L, which would result if the
medium contained only one layer,

L=--
1
cd ax (
a
x8:, )
03)

along with the corresponding homogeneous external boundary conditions. Hence the eigenprob-
lem is defined as

1 d dK,
-- x6- +c$;rc,=O
x8 dx ( dx >
Kn(+o)= 0 (10)
Kn(1) = 0. (11)

The eigenfunctions (or kernels), K,, and the corresponding eigenvalues, e,, (or their transcen-
dental equation) are given in Table 1.

Table 1. Eigenproperties for different geometries.

Shape Slab Cylinder Sphere

s 0 1 2

Eigenvelue en = nn Jo(&)Yo(&L=o) - Jo(en~o)Yo(b) = 0 63 = *

Eigenfunction sin&z) Jo(‘53~)Yo(e?3~0)- JO(&GO)YO(~n~) Sin(c+-=OU

W (0 - P) + (P - a)z (a -P) n=/lnso =$!;$ (1 - l/o)

Now, define a Sturm-Liouville finite integral transform for the kernel K,, and some arbitrary
piecewise continuous function F,

(F, Kn) = J’
$0
x”F(x,t) Kn(x)dx. (12)

The inverse of this transform is then given by

At this point, in past applications of the technique [8-lo], the infinite series representation for F
would be substituted into the governing equation. However, in this case, the discontinuities in the
coefficient functions make formal differentiation of the differential equation (1) impossible without
resorting to generalised function theory. To overcome this difficulty, the governing equation is
integrated to express the temperature in terms of the integrals of the coefficient functions and
the temperature itself.
Equation (1) is rearranged and then integrated to some arbitrary point x, such that x1-r 5
x 5 xl for some layer, I, of the medium

l:; (fi(y)~a~)dy=~~y’p(y)c~(y)~dy. (14)

The left hand side of (14) is simply

1:; (W$g)dy=Wg- W,~~zO, (15)

118 P.R. JOHNSTON

which has been obtained using the boundary condition at x = to, while the right hand side is
given by

fJ
d?

Js-2
Yd P(Y) Cp(Y) E dY =
at

i=l
Pi (Cp)i J=’Y* g dY+ PI ($)I J’
xi-1 a-1
Ydg dY, (16)

for ~1-1 < 3: 5 21. Therefore, substituting (15) and (16) into (14) and rearranging gives

Equation (17) is again integrated; however, this time the integration is from some arbitrary
point x, such that y-1 5 z 5 xj for some layer j, to the boundary at x = 1, hence

P-T=
Jz‘$dy. (18)
Next, substituting (17) into (18) and performing the integration gives

(1%

for "j-1 <X < Xj.

Before proceeding any further, it is necessary to render the boundary conditions homogeneous.
This is achieved by defining the new function

H(x, t) = T(x, t) - g(x), (28)

where g(x) is determined, in the usual fashion, as the solution to the homogeneous linear differ-
ential operator equation, subject to the inhomogeneous boundary conditions of the problem;

Q(x) = 6, (21)
g(zo) = o, (22)
g(l) = P* (23)

For convenience, the function H is redefined as

H(x,t) = T(x,t) -p - h(x), (24)

where the functions h(x) are also given in Table 1. Clearly,

dT aH
-=-p (25)
at
and
aT dH
-_= h’(x). (26)
ax z +
 119

(27)

+ ;xg
i (~~co+h’(xo))
fr-“dr+h(x),
for “j-1 2 z 5 xj* Applying the definition of the integral transform, for the kernel IL,,,, to H
via Equation (27) gives

rl
-(H, Km) = - J,, x’HK, dx,

(28)

+ x8 h(x) Km dx .

The next step is to substitute the inverse expression for H (13) into Equation (28); this gives
120

(29)

(32)
 Difhsion in composite media 121

(33)

as

-A=B%+CA+D. (35)

Equation (35) is a system of first order linear differential equations with initial conditions
obtained by applying the integral transform to Equation (7);

t=O;A=As, (36)

where As = {((j(z) -g(z)), K,,)}. The solution to this equation is

A = -(C + I)-‘D + e-lB-‘(C+x)-l [A,, + (C + I)-‘D] (37)

Finally, given A, the inverse, H, can be evaluated from Equation (13) and T can be obtained
from Equation (24).
So far, all matrices and vectors have been assumed infinite but for obvious practicalities this
cannot be the case. The size of the vectors and matrices must be truncated to some finite value N,
which means that the system of equations to be solved is then finite. This value of N must be
chosen to provide an adequately converged solution series. Generally, N of the order of 50 gives
accurate results.
When a medium with only one layer is considered, the solution series reduces to the usual heat
conduction solution. That is, all off-diagonal elements of the matrices reduce to zero.

Table 2. Properties of a three layered slab.

4. EXAMPLES

To demonstrate the above technique, equations will be solved for each shape of particle: slab,
cylinder and sphere. First, the example of Mulholland and Cobble [2] will be solved (this has
been solved elsewhere [5]). It is a slab consisting of three layers with the physical characteristics
given in Table 2 with interfaces at zs = 0, z1 = l/3, ~2 = 2/3 and 2s = 1 (note, only the space
variable has been nondimensionalised). The external boundary conditions are

T(0, t) = 400, (38)

T(l,t) = 0, (39)

and the initial temperature throughout the slab is zero. Figure 1 shows the temperature profiles
at t = 0.0008, t = 0.005 and at steady state. These agree exactly with the solutions previously
published [2,5].
122 P.R. JOHNSTON
Temperature Profile
I

t = 0.0008 -
t = 0.005 - -
steady state - -
T
I”,
P
e
;
1
!I
: _.
--__ -_ . *,
-. .
-. *
‘-, .
I -u
0 .‘L .4 .B .8 I
Position

Figure 1. Temperature distribution in a three layered slab.

Temperature Profile
I I I
t = 0.1 -
1 = 0.8 - -
Steady State - - -
T
ZI \ \
P
P
:, \ .
1 \ ..
” \ ’
\ ’
E ’ \ ‘\
.2 - \ \
‘. .\
. . \
I ‘-2.

.3 .4 .5 .B .7 .8 .!l 1
Position
Figure 2. Temperature distribution in a two layered cylinder.

Temperature Profile
I I I I I I
t = 0.1 -
t=O.S- -
SL1:#Uly
Slnlc . .-

.3 .4 .5 .6 .7 .8 .9 1
Position
Figure 3. Temperature distribution in a two layered sphere.

The second example is taken from [5], a two layered cylinder with the following characteristics:
z. = 0.25;~~ = 0.5;22 = l.O;lcr = 5.O;R* = 1.o;pi = ps = ($)I = (42 = l.O;T(zo,i) =
l.O;T(l,t) = 0.0 and T(z, 0) = 0.0. The temperature distribution is shown in Figure 2 at
t = 0.1, t = 0.8 and at steady state. These results again agree with those published.
Finally, a two layered hollow sphere is considered. The data are again taken from [5]: 20 = 0.25;
= 0.5;~ = I.O;ki = 5.O;k, = 1.0;~~ = ~2 = (cp)l = ($)a = l.O;!f(zo,t) = l.O;T(l,t) = 0.0
::d T(t, 0) = 0.0. Figure 3 shows the temperature distribution at t = 0.1, t = 0.8 and at steady
state. Again the results agree exactly.

5. CONCLUSIONS
This paper has presented a method for solving the governing equations for transient heat
transfer in composite media. The method is based on the technique of Sturm-Liouville finite
 Diffusion in composite media 123

integral transforms and uses the eigenvalues and eigenfunctions which arise naturally from the
geometry of the problem under consideration. In this way there is no difficulty in finding the
eigenvalues, a problem with other techniques. Also, there is no need for complicated algorithms
to ensure all eigenvalues are found.
The method presented also has the advantage that it can be extended to problems where the
coefficient functions can be arbitrary piecewise continuous functions and not simply piecewise
constant. In this case, the coefficients p, k and cP would appear inside the various integrals in the
matrices B and C and the vector D.

REFERENCES

1. C.W. Tittle, Boundary value problems in composite media: Quasi-orthogonal functions, J. Appl. Phys. 96
(4), 14861488 (1965).
2. G.P. Mulhollaud and M.H. Cobble, Ditfusion through compositie media, Inl. J. Heat Mass Transfer 15,
147-160 (1972).
3. D. Hamkrishna and NH. Amundson, Transport in composite materials: Reduction to a self adjoint formal-
ism, Chem. Eng. Sci. 29,1457-1464 (1974).
4. M.D. Mikhailov and N.L. Vulchanov, Computational procedures for Sturm-Liouville problems, J. Comp.
Phys. 50, 323-336 (1983).
5. M.D. Mikhailov, M.N. Ozisik and N.L. Vulchanov, Diffusion in composite layers with automatic solution of
the eigenvalue problem, Int. J. Heat Mass Transfer 26 (8), 1131-1141 (1983).
6. H.S. Carslaw and J.C. Jaeger, Conducfion of Heat in Solids, 2nd edition, Clarendon Press, Oxford, (1959).
7. C.O. Horgan, J.P. Spence and A.N. Andry, Lower bounds for eigenvahres of Sturm-Liouville problems with
discontinuous coefficients: Integral equation methods, Q. Appl. Maih. 39, 455-465 (1982).
8. D.D. Do, A method for solving diffusion and reaction problems with nonuniform activity catalysts, Chem.
Eng. Sci. 39 (lo), 1519 (1984).
9. P.R. Johnston and D.D. Do, A new method for solving a large class of heat and mass transfer problems,
Chem. Eng. Commun. 49 (4/6), 247-271 (1987).
10. P.R. Johnston, Axial conduction and the Graetz problem for a Bingham plastic in laminar tube flow, Int.
.I. Heat Mass Transfer 34 (4/5), 1299-1217 (1991).