1 
% $Id$ 
2 
\section{The Diffusion Problem} 
3 
\label{DIFFUSION CHAP} 
4 

5 
\begin{figure} 
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\centerline{\includegraphics[width=\figwidth]{DiffusionDomain}} 
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\caption{Temperature Diffusion Problem with Circular Heat Source} 
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\label{DIFFUSION FIG 1} 
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\end{figure} 
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\subsection{\label{DIFFUSION OUT SEC}Outline} 
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In this chapter we will discuss how to solve the time dependenttemperature diffusion\index{diffusion equation} for 
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a block of material. Within the block there is a heat source which drives the temperature diffusion. 
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On the surface, energy can radiate into the surrounding environment. 
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\fig{DIFFUSION FIG 1} shows the configuration. 
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In the next \Sec{DIFFUSION TEMP SEC} we will present the relevant model. A 
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time integration scheme is introduced to calculate the temperature at given time nodes $t^{(n)}$. 
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We will see that at each time step a Helmholtz equation \index{Helmholtz equation} 
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must be solved. 
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The implementation of a Helmholtz equation solver will be discussed in \Sec{DIFFUSION HELM SEC}. 
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In Section~\ref{DIFFUSION TRANS SEC} the solver of the Helmholtz equation is used to build a 
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solver for the temperature diffusion problem. 
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25 
\subsection{\label{DIFFUSION TEMP SEC}Temperature Diffusion} 
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The unknown temperature $T$ is a function of its location in the domain and time $t>0$. The governing equation 
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in the interior of the domain is given by 
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\begin{equation} 
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\rho c\hackscore p T\hackscore{,t}  (\kappa T\hackscore{,i})\hackscore{,i} = q\hackscore H 
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\label{DIFFUSION TEMP EQ 1} 
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\end{equation} 
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where $\rho c\hackscore p$ and $\kappa$ are given material constants. In case of a composite 
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material the parameters depend on their location in the domain. $q\hackscore H$ is 
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a heat source (or sink) within the domain. We are using Einstein summation convention \index{summation convention} 
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as introduced in \Chap{FirstSteps}. In our case we assume $q\hackscore H$ to be equal to a constant heat production rate 
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$q^{c}$ on a circle or sphere with center $x^c$ and radius $r$ and $0$ elsewhere: 
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\begin{equation} 
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q\hackscore H(x,t)= 
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\left\{ 
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\begin{array}{lcl} 
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q^c & & \xx^c\ \le r \\ 
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& \mbox{if} \\ 
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0 & & \mbox{else} \\ 
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\end{array} 
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\right. 
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\label{DIFFUSION TEMP EQ 1b} 
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\end{equation} 
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for all $x$ in the domain and all time $t>0$. 
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On the surface of the domain we are 
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specifying a radiation condition 
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which precribes the normal component of the flux $\kappa T\hackscore{,i}$ to be proportional 
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to the difference of the current temperature to the surrounding temperature $T\hackscore{ref}$: 
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\begin{equation} 
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\kappa T\hackscore{,i} n\hackscore i = \eta (T\hackscore{ref}T) 
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\label{DIFFUSION TEMP EQ 2} 
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\end{equation} 
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$\eta$ is a given material coefficient depending on the material of the block and the surrounding medium. 
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As usual $n\hackscore i$ is the $i$th component of the outer normal field \index{outer normal field} 
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at the surface of the domain. 
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To solve the time dependent \eqn{DIFFUSION TEMP EQ 1} the initial temperature at time 
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$t=0$ has to be given. Here we assume that the initial temperature is the surrounding temperature: 
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\begin{equation} 
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T(x,0)=T\hackscore{ref} 
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\label{DIFFUSION TEMP EQ 4} 
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\end{equation} 
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for all $x$ in the domain. It is pointed out that 
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the initial conditions satisfy the 
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boundary condition defined by \eqn{DIFFUSION TEMP EQ 2}. 
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The temperature is calculated at discrete time nodes $t^{(n)}$ where 
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$t^{(0)}=0$ and $t^{(n)}=t^{(n1)}+h$ where $h>0$ is the step size which is assumed to be constant. 
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In the following the upper index ${(n)}$ refers to a value at time $t^{(n)}$. The simplest 
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and most robust scheme to approximate the time derivative of the the temperature is 
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the backward Euler 
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\index{backward Euler} scheme, see~\cite{XXX} for alternatives. The backward Euler 
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scheme is based 
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on the Taylor expansion of $T$ at time $t^{(n)}$: 
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\begin{equation} 
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T^{(n)}\approx T^{(n1)}+T\hackscore{,t}^{(n)}(t^{(n)}t^{(n1)}) 
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=T^{(n1)} + h \cdot T\hackscore{,t}^{(n)} 
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\label{DIFFUSION TEMP EQ 6} 
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\end{equation} 
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This is inserted into \eqn{DIFFUSION TEMP EQ 1}. By separating the terms at 
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$t^{(n)}$ and $t^{(n1)}$ one gets for $n=1,2,3\ldots$ 
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\begin{equation} 
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\frac{\rho c\hackscore p}{h} T^{(n)}  (\kappa T^{(n)}\hackscore{,i})\hackscore{,i} = q\hackscore H + \frac{\rho c\hackscore p}{h} T^{(n1)} 
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\label{DIFFUSION TEMP EQ 7} 
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\end{equation} 
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where $T^{(0)}=T\hackscore{ref}$ is taken form the initial condition given by \eqn{DIFFUSION TEMP EQ 4}. 
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Together with the natural boundary condition 
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\begin{equation} 
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\kappa T\hackscore{,i}^{(n)} n\hackscore i = \eta (T\hackscore{ref}T^{(n)}) 
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\label{DIFFUSION TEMP EQ 2222} 
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\end{equation} 
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taken from \eqn{DIFFUSION TEMP EQ 2} 
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this forms a boundary value problem that has to be solved for each time step. 
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As a first step to implement a solver for the temperature diffusion problem we will 
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first implement a solver for the boundary value problem that has to be solved at each time step. 
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\subsection{\label{DIFFUSION HELM SEC}Helmholtz Problem} 
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The partial differential equation to be solved for $T^{(n)}$ has the form 
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\begin{equation} 
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\omega T^{(n)}  (\kappa T^{(n)}\hackscore{,i})\hackscore{,i} = f 
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\label{DIFFUSION HELM EQ 1} 
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\end{equation} 
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and we set 
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\begin{equation} 
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\omega=\frac{\rho c\hackscore p}{h} \mbox{ and } f=q\hackscore H +\frac{\rho c\hackscore p}{h}T^{(n1)} \;. 
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\label{DIFFUSION HELM EQ 1b} 
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\end{equation} 
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With $g=\eta T\hackscore{ref}$ the radiation condition defined by \eqn{DIFFUSION TEMP EQ 2222} 
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takes the form 
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\begin{equation} 
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\kappa T^{(n)}\hackscore{,i} n\hackscore{i} = g  \eta T^{(n)}\mbox{ on } \Gamma 
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\label{DIFFUSION HELM EQ 2} 
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\end{equation} 
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The partial differential \eqn{DIFFUSION HELM EQ 1} together with boundary conditions of \eqn{DIFFUSION HELM EQ 2} 
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is called the Helmholtz equation \index{Helmholtz equation}. 
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We want to use the \LinearPDE class provided by \escript to define and solve a general linear,steady, second order PDE such as the 
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Helmholtz equation. For a single PDE the \LinearPDE class supports the following form: 
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\begin{equation}\label{LINEARPDE.SINGLE.1} 
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(A\hackscore{jl} u\hackscore{,l})\hackscore{,j}+(B\hackscore{j} u)\hackscore{,j}+C\hackscore{l} u\hackscore{,l}+D u =X\hackscore{j,j}+Y \; . 
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\end{equation} 
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The coefficients $A$, $B$, $C$, $D$, $X$ and $Y$ have to be specified through \Data objects in the 
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\Function on the PDE or objects that can be converted into such \Data objects. 
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$A$ is a \RankTwo, $B$, $C$ and $X$ are \RankOne and $D$ and $Y$ are scalar. 
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The following natural 
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boundary conditions are considered \index{boundary condition!natural} on $\Gamma$: 
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\begin{equation}\label{LINEARPDE.SINGLE.2} 
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n\hackscore{j}(A\hackscore{jl} u\hackscore{,l}+B\hackscore{j} u)+d u=n\hackscore{j}X\hackscore{j} + y \;. 
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\end{equation} 
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Notice that the coefficients $A$, $B$ and $X$ are the same like in the PDE~\eqn{LINEARPDE.SINGLE.1}. The coefficients $d$ and $y$ are 
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each a \Scalar in the \FunctionOnBoundary. Constraints \index{constraint} for the solution prescribing the value of the 
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solution at certain locations in the domain. They have the form 
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\begin{equation}\label{LINEARPDE.SINGLE.3} 
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u=r \mbox{ where } q>0 
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\end{equation} 
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$r$ and $q$ are each \Scalar where $q$ is the characteristic function 
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\index{characteristic function} defining where the constraint is applied. 
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The constraints defined by \eqn{LINEARPDE.SINGLE.3} override any other condition set by \eqn{LINEARPDE.SINGLE.1} 
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or \eqn{LINEARPDE.SINGLE.2}. 
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The \Poisson class of the \linearPDEs module, 
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which we have already used in \Chap{FirstSteps}, is in fact a subclass of the more general 
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\LinearPDE class. The \linearPDEs module provides a \Helmholtz class but 
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we will make direct use of the general \LinearPDE class. 
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By inspecting the Helmholtz equation \index{Helmholtz equation} 
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(\ref{DIFFUSION HELM EQ 1}) and boundary condition (\ref{DIFFUSION HELM EQ 2}) and 
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substituting $u$ for $T^{(n)}$ 
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we can easily assign values to the coefficients in the 
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general PDE of the \LinearPDE class: 
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\begin{equation}\label{DIFFUSION HELM EQ 3} 
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\begin{array}{llllll} 
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A\hackscore{ij}=\kappa \delta\hackscore{ij} & D=\omega & Y=f \\ 
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d=\eta & y= g & \\ 
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\end{array} 
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\end{equation} 
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$\delta\hackscore{ij}$ is the Kronecker symbol \index{Kronecker symbol} defined by $\delta\hackscore{ij}=1$ for 
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$i=j$ and $0$ otherwise. Undefined coefficients are assumed to be not present.\footnote{There is a difference 
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in \escript of being not present and set to zero. As not present coefficients are not processed, 
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it is more efficient to leave a coefficient undefined instead of assigning zero to it.} 
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In this diffusion example we do not need to define a characteristic function $q$ because the 
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boundary conditions we consider in \eqn{DIFFUSION HELM EQ 2} are just the natural boundary 
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conditions which are already defined in the \LinearPDE class (shown in \eqn{LINEARPDE.SINGLE.2}). 
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Defining and solving the Helmholtz equation is very easy now: 
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\begin{python} 
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from esys.escript import * 
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from linearPDEs import LinearPDE 
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mypde=LinearPDE(mydomain) 
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mypde.setValue(A=kappa*kronecker(mydomain),D=omega,Y=f,d=eta,y=g) 
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u=mypde.getSolution() 
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\end{python} 
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where we assume that \code{mydomain} is a \Domain object and 
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\code{kappa} \code{omega} \code{eta} and \code{g} are given scalar values 
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typically \code{float} or \Data objects. The \method{setValue} method 
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assigns values to the coefficients of the general PDE. The \method{getSolution} method solves 
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the PDE and returns the solution \code{u} of the PDE. \function{kronecker} is \escript function 
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returning the Kronecker symbol. 
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The coefficients can set by several calls of \method{setValue} where the order can be chosen arbitrarily. 
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If a value is assigned to a coefficient several times, the last assigned value is used when 
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the solution is calculated: 
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\begin{python} 
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mypde=LinearPDE(mydomain) 
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mypde.setValue(A=kappa*kronecker(mydomain),d=eta) 
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mypde.setValue(D=omega,Y=f,y=g) 
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mypde.setValue(d=2*eta) # overwrites d=eta 
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u=mypde.getSolution() 
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\end{python} 
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In some cases the solver of the PDE can make use of the fact that the PDE is symmetric\index{symmetric PDE} where the 
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PDE is called symmetric if 
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\begin{equation}\label{LINEARPDE.SINGLE.4} 
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A\hackscore{jl}=A\hackscore{lj} \mbox{ and } B\hackscore{j}=C\hackscore{j} \;. 
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\end{equation} 
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Note that $D$ and $d$ may have any value and the right hand side $X$, $Y$, $y$ as well as the constraints 
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are not relevant. The Helmholtz problem is symmetric. 
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The \LinearPDE class provides the method \method{checkSymmetry} method to check if the given PDE is symmetric. 
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\begin{python} 
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mypde=LinearPDE(mydomain) 
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mypde.setValue(A=kappa*kronecker(mydomain),d=eta) 
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print mypde.checkSymmetry() # returns True 
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mypde.setValue(B=kronecker(mydomain)[0]) 
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print mypde.checkSymmetry() # returns False 
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mypde.setValue(C=kronecker(mydomain)[0]) 
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print mypde.checkSymmetry() # returns True 
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\end{python} 
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Unfortunately, a \method{checkSymmetry} is very expensive and is recommendable to use for 
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testing and debugging purposes only. The \method{setSymmetryOn} method is used to 
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declare a PDE symmetric: 
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\begin{python} 
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mypde = LinearPDE(mydomain) 
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mypde.setValue(A=kappa*kronecker(mydomain)) 
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mypde.setSymmetryOn() 
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\end{python} 
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Now we want to see how we actually solve the Helmholtz equation. 
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on a rectangular domain 
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of length $l\hackscore{0}=5$ and height $l\hackscore{1}=1$. We choose a simple test solution such that we 
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can verify the returned solution against the exact answer. Actually, we 
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take $T=x\hackscore{0}$ (here $q\hackscore H = 0$) and then calculate the right hand side terms $f$ and $g$ such that 
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the test solution becomes the solution of the problem. If we assume $\kappa$ as being constant, 
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an easy calculation shows that we have to choose $f=\omega \cdot x\hackscore{0}$. On the boundary we get 
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$\kappa n\hackscore{i} u\hackscore{,i}=\kappa n\hackscore{0}$. 
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So we have to set $g=\kappa n\hackscore{0}+\eta x\hackscore{0}$. The following script \file{helmholtz.py} 
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\index{scripts!\file{helmholtz.py}} which is available in the \ExampleDirectory 
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implements this test problem using the \finley PDE solver: 
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\begin{python} 
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from esys.escript import * 
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from esys.escript.linearPDEs import LinearPDE 
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from esys.finley import Rectangle 
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#... set some parameters ... 
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kappa=1. 
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omega=0.1 
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eta=10. 
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#... generate domain ... 
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mydomain = Rectangle(l0=5.,l1=1.,n0=50, n1=10) 
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#... open PDE and set coefficients ... 
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mypde=LinearPDE(mydomain) 
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mypde.setSymmetryOn() 
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n=mydomain.getNormal() 
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x=mydomain.getX() 
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mypde.setValue(A=kappa*kronecker(mydomain),D=omega,Y=omega*x[0], \ 
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d=eta,y=kappa*n[0]+eta*x[0]) 
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#... calculate error of the PDE solution ... 
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u=mypde.getSolution() 
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print "error is ",Lsup(ux[0]) 
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saveVTK("x0.xml",sol=u) 
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\end{python} 
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To visualise the solution `x0.~xml' just use the command 
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\begin{python} 
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mayavi d u.xml m SurfaceMap & 
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\end{python} 
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and it is easy to see that the solution $T=x\hackscore{0}$ is calculated. 
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The script is similar to the script \file{poisson.py} dicussed in \Chap{FirstSteps}. 
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\code{mydomain.getNormal()} returns the outer normal field on the surface of the domain. The function \function{Lsup} 
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imported by the \code{from esys.escript import *} statement and returns the maximum absolute value of its argument. 
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The error shown by the print statement should be in the order of $10^{7}$. As piecewise bilinear interpolation is 
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used by \finley approximate the solution and our solution is a linear function of the spatial coordinates one might 
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expect that the error would be zero or in the order of machine precision (typically $\approx 10^{15}$). 
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However most PDE packages use an iterative solver which is terminated 
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when a given tolerance has been reached. The default tolerance is $10^{8}$. This value can be altered by using the 
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\method{setTolerance} of the \LinearPDE class. 
267 

268 
\subsection{The Transition Problem} 
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\label{DIFFUSION TRANS SEC} 
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Now we are ready to solve the original time dependent problem. The main 
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part of the script is the loop over time $t$ which takes the following form: 
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\begin{python} 
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t=0 
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T=Tref 
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mypde=LinearPDE(mydomain) 
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mypde.setValue(A=kappa*kronecker(mydomain),D=rhocp/h,d=eta,y=eta*Tref) 
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while t<t_end: 
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mypde.setValue(Y=q+rhocp/h*T) 
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T=mypde.getSolution() 
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t+=h 
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\end{python} 
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\var{kappa}, \var{rhocp}, \var{eta} and \var{Tref} are input parameters of the model. \var{q} is the heat source 
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in the domain and \var{h} is the time step size. 
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The variable \var{T} 
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holds the current temperature. It is used to calculate the right hand side coefficient \var{f} in the 
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Helmholtz equation in \eqn{DIFFUSION HELM EQ 1}. The statement \code{T=mypde.getSolution()} overwrites \var{T} with the 
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temperature of the new time step $\var{t}+\var{h}$. To get this iterative process going we need to specify the 
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initial temperature distribution, which equal to $T\hackscore{ref}$. 
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The \LinearPDE class object \var{mypde} 
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and coefficients not changing over time are set up before the loop over time is entered. In each time step only the coefficient 
291 
$Y$ is reset as it depends on the temperature of the previous time step. This allows the PDE solver to reuse information 
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from previous time steps as much as possible. 
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The heat source $q\hackscore H$ which is defined in \eqn{DIFFUSION TEMP EQ 1b} is \var{qc} 
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in an area defined as a circle of radius \var{r} and center \var{xc} and zero outside this circle. 
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\var{q0} is a fixed constant. The following script defines $q\hackscore H$ as desired: 
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\begin{python} 
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from esys.escript import length,whereNegative 
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xc=[0.02,0.002] 
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r=0.001 
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x=mydomain.getX() 
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qH=q0*whereNegative(length(xxc)r) 
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\end{python} 
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\var{x} is a \Data class object of 
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the \escript module defining locations in the \Domain \var{mydomain}. 
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The \function{length()} imported from the \escript module returns the 
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Euclidean norm: 
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\begin{equation}\label{DIFFUSION HELM EQ 3aba} 
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\y\=\sqrt{ 
310 
y\hackscore{i} 
311 
y\hackscore{i} 
312 
} = \function{esys.escript.length}(y) 
313 
\end{equation} 
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So \code{length(xxc)} calculates the distances 
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of the location \var{x} to the center of the circle \var{xc} where the heat source is acting. 
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Note that the coordinates of \var{xc} are defined as a list of floating point numbers. It is independently 
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converted into a \Data class object before being subtracted from \var{x}. The function \function{whereNegative} 
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applied to 
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\code{length(xxc)r}, returns a \Data class which is equal to one where the object is negative and 
320 
zero elsewhere. After multiplication with \var{qc} we get a function with the desired property. 
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Now we can put the components together to create the script \file{diffusion.py} which is available in the \ExampleDirectory: 
323 
\index{scripts!\file{diffusion.py}}: 
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\begin{python} 
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from esys.escript import * 
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from esys.escript.linearPDEs import LinearPDE 
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from esys.finley import Rectangle 
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#... set some parameters ... 
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xc=[0.02,0.002] 
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r=0.001 
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qc=50.e6 
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Tref=0. 
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rhocp=2.6e6 
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eta=75. 
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kappa=240. 
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tend=5. 
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# ... time, time step size and counter ... 
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t=0 
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h=0.1 
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i=0 
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#... generate domain ... 
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mydomain = Rectangle(l0=0.05,l1=0.01,n0=250, n1=50) 
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#... open PDE ... 
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mypde=LinearPDE(mydomain) 
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mypde.setSymmetryOn() 
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mypde.setValue(A=kappa*kronecker(mydomain),D=rhocp/h,d=eta,y=eta*Tref) 
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# ... set heat source: .... 
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x=mydomain.getX() 
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qH=qc*whereNegative(length(xxc)r) 
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# ... set initial temperature .... 
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T=Tref 
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# ... start iteration: 
353 
while t<tend: 
354 
i+=1 
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t+=h 
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print "time step :",t 
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mypde.setValue(Y=qH+rhocp/h*T) 
358 
T=mypde.getSolution() 
359 
saveVTK("T.%d.xml"%i,temp=T) 
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\end{python} 
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The script will create the files \file{T.1.xml}, 
362 
\file{T.2.xml}, $\ldots$, \file{T.50.xml} in the directory where the script has been started. The files give the 
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temperature distributions at time steps $1$, $2$, $\ldots$, $50$ in the \VTK file format. 
364 

365 
\begin{figure} 
366 
\centerline{\includegraphics[width=\figwidth]{DiffusionRes1}} 
367 
\centerline{\includegraphics[width=\figwidth]{DiffusionRes16}} 
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\centerline{\includegraphics[width=\figwidth]{DiffusionRes32}} 
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\centerline{\includegraphics[width=\figwidth]{DiffusionRes48}} 
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\caption{Results of the Temperture Diffusion Problem for Time Steps $1$ $16$, $32$ and $48$.} 
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\label{DIFFUSION FIG 2} 
372 
\end{figure} 
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An easy way to visualize the results is the command 
374 
\begin{verbatim} 
375 
mayavi d T.1.xml m SurfaceMap & 
376 
\end{verbatim} 
377 
Use the \texttt{Configure Data} 
378 
to move forward and and backwards in time. 
379 
\fig{DIFFUSION FIG 2} shows the result for some selected time steps. 