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A two-phase Stefan problem with power-type temperature-dependent thermal conductivity. Existence of a solution by two fixed points and numerical results

  • A one-dimensional two-phase Stefan problem for the melting of a semi-infinite material with a power-type temperature-dependent thermal conductivity was considered. The assumption of taking thermal parameters as functions of temperature found its basis in physical and industries applications, allowing for a more precise and realistic description of phase change processes. By imposing a Dirichlet condition at the fixed face, a theoretical and approximate study was developed. Through a similarity transformation, an equivalent ordinary differential problem was obtained from which an integral problem was deduced. The existence of at least one analytical solution was guaranteed by using the Banach fixed point theorem. Due the unavailability of an analytical solution, a heat balance integral method was applied, assuming a quadratic temperature profile in space, to simulate temperature variations and the location of the interface during the melting process. For constant thermal conductivity, results can be compared with the exact solution available in the literature to check the accuracy of the approximate method.

    Citation: Julieta Bollati, María F. Natale, José A. Semitiel, Domingo A. Tarzia. A two-phase Stefan problem with power-type temperature-dependent thermal conductivity. Existence of a solution by two fixed points and numerical results[J]. AIMS Mathematics, 2024, 9(8): 21189-21211. doi: 10.3934/math.20241029

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  • A one-dimensional two-phase Stefan problem for the melting of a semi-infinite material with a power-type temperature-dependent thermal conductivity was considered. The assumption of taking thermal parameters as functions of temperature found its basis in physical and industries applications, allowing for a more precise and realistic description of phase change processes. By imposing a Dirichlet condition at the fixed face, a theoretical and approximate study was developed. Through a similarity transformation, an equivalent ordinary differential problem was obtained from which an integral problem was deduced. The existence of at least one analytical solution was guaranteed by using the Banach fixed point theorem. Due the unavailability of an analytical solution, a heat balance integral method was applied, assuming a quadratic temperature profile in space, to simulate temperature variations and the location of the interface during the melting process. For constant thermal conductivity, results can be compared with the exact solution available in the literature to check the accuracy of the approximate method.


    In the classical formulation of Stefan's problem, certain assumptions are made about the physical factors involved in the phase change process to simplify the model description. One of these assumptions is that the thermal conductivity k, the specific heat c, the latent heat , and the density of the material ρ are considered positive constants. However, various arguments from thermodynamics motivate the solution of Stefan's problems with variable thermal coefficients.

    In engineering calculations, it is common to measure thermal coefficients phenomenologically, but for some materials, the values obtained in tables are not adequate to predict those thermal coefficients with satisfactory precision since they depend on other factors.

    In the last years, several studies have shown that modeling thermal parameters as functions of temperature can describe phase change processes with greater precision and realism and can be more useful for physical and industrial applications. For instance, in [1], a Stefan type problem that models the glaciation of the outer surface of a cylindrical gas pipeline in seawater was studied, considering that the latent heat and the thermal diffusivity depend on the radial distance. Approximate solutions to one-phase Stefan-like problems with space-dependent latent heat were obtained in [2].

    In [3], explicit solutions of similarity-type were obtained for a model conduction heat transfer with phase change into a semi-infinite slab, where the thermal conductivities and specific heats of both phases are a linear function of the temperature. A similar analysis for the nonclassical Stefan problem was carried out in [4]. In [5], the existence and uniqueness of approximate solutions of a nonlinear boundary value problem arising from a two-phase Stefan problem, where the thermal conductivities and specific heats of both phases were assumed to be a linear function of the temperature, was proved.

    Some generalizations considering power-type thermal coefficients are available in the literature. For example, in [6] a one-dimensional Stefan problem for a semi-infinite material with temperature-dependent thermal coefficients was considered, and the existence and uniqueness of solutions were obtained imposing a Dirichlet, a Neumann, or a Robin type condition at fixed face. In [7], the p-generalized modified error function was defined as the solution to a second order nonlinear ordinary differential equation with a Robin type boundary condition at the fixed face which arises from a one-phase Stefan problem. In [8], an exact solution for a nonclassical one-phase Stefan problem with two different heat source terms were examined. Furthermore, a nonclassical Stefan problem with nonlinear thermal parameters of general order and heat source term was presented in [9]. Approximate solutions using the shifted Chebyshev Tau method for a one-dimensional Stefan problem considering different power-type temperature dependent specific heat and thermal conductivity were studied assuming a Robin and a Dirichlet boundary condition at the fixed face in [10] and [11], respectively.

    Other references that deal with free boundary problems with variable thermal coefficients can be found in the following references. In [12], a thermal conductivity that depends not only on the temperature but also on time was considered. [13] addresses Stefan problems for the diffusion–convection equation with temperature-dependent thermal coefficients. In [14], a model for the contact melting of a block of phase change material on a flat, heated surface was introduced where the block and melt have linear temperature-dependent thermal conductivity and viscosity. [15] discussed a Stefan problem that includes a moving phase change material and a size-dependent thermal conductivity. Additionally, [16] considered a mathematical model of an initial stage of electrical contact closure involving a metallic vaporization after instantaneous exploding of contact due to arc ignition where the temperature field in the liquid region of such kind of material was modeled by a Stefan problem for the generalized heat equation. Similarly, in [17] the existence and uniqueness of a one-phase spherical Stefan problem with nonlinear thermal coefficients and heat flux condition was studied.

    The following previous works motivate the idea of taking a variable thermal conductivity. In [18], a two-phase phase Stefan problem with a linear temperature-dependent thermal conductivity and a Dirichlet boundary condition at the fixed face was studied. The one-phase Stefan problem with a Robin boundary condition at the fixed face was considered in [19], assuming that the thermal conductivity varies linearly with temperature. Recently, in [10,11], approximate solutions by the Tau method for a one-phase Stefan problem were obtained considering a power-type temperature-dependent thermal conductivity and specific heat. In [6], existence and uniqueness of solutions to the same problem for the particular case taking the same power was proved.

    Based on the bibliography mentioned above, it is quite natural from a mathematical point of view to define a one-dimensional two-phase Stefan problem with a power type temperature-dependent thermal conductivity. The problem models the melting of a semi-infinite material x0 imposing a Dirichlet type condition T0>0 at the fixed face x=0, which is initially at temperature Tr<0 with a null phase-change temperature. This free boundary problem consists of finding the temperature T1=T1(x,t) of the liquid region i=1, the temperature T2=T2(x,t) of the solid region i=2, and the position of the interface x=s(t), t0. This problem can be formulated mathematically in the following way:

    x(k1(T1)T1x)=ρc1T1t,0<x<s(t),t>0, (1.1)
    x(k2(T2)T2x)=ρc2T2t,x>s(t),t>0, (1.2)
    T1(0,t)=T0,t>0, (1.3)
    T1(s(t),t)=T2(s(t),t)=0,t>0, (1.4)
    T2(+,t)=T2(x,0)=Tr,x>s(t),t>0, (1.5)
    k2(T2(s(t),t))T2x(s(t),t)k1(T1(s(t),t))T1x(s(t),t)=ρ˙s(t),t>0, (1.6)
    s(0)=0, (1.7)

    where >0 is the latent heat of fusion by unit of mass, ρ>0 is the mass density, and ci>0 is the specific heat of each region i=1,2. The thermal conductivity coefficients depend on temperature by the expressions:

    k1(T1(x,t))=k01[1+δ1(T1T0)p1], (1.8)
    k2(T2(x,t))=k02[1+δ2(T2Tr)p2], (1.9)

    with δi0 and pi1, where k0i>0 is the reference thermal conductivity for i=1,2. We denote by

    ai=k0iρci, (1.10)

    for i=1,2, being ai the square root of the thermal diffusivity at the liquid phase and solid phase, respectively.

    In Section 2, we prove existence of a solution to problem (1.1)–(1.7). First, we obtain an equivalence between the Stefan problem and two coupled ordinary differential problems through a suitable convenient change of variables. Second, we show that these problems are equivalent to finding the fixed point of certain contracting operators.

    Since the Stefan's problems are characterized as nonlinear, finding an exact solution to them presents formidable mathematical difficulties. We will focus on the heat balance integral method introduced by Goodman [20]. This method consists of the transformation of the heat equation into an ordinary differential equation in time assuming a quadratic temperature profile in the spatial variable.

    One of the mechanisms of heat conduction is diffusion, the excitation at the fixed boundary x=0, for example, a temperature condition does not immediately propagate to the entire material x>0 but rather its effect is perceived in a limited interval (0,δ(t)), for each time t>0, outside of which the temperature remains equal to the initial temperature. The integral balance method postulates the existence of a function δ=δ(t) that measures the thermal layer, that is, the distance to which heat penetrates. In phase change problems, this thermal layer is assumed to be the free boundary, that is, δ(t)=s(t).

    For one phase Stefan's problems, a variant of the heat balance integral method, known as the modified integral balance, was introduced by Wood [21]. It simply involves integrating the heat equation, leaving the other conditions of the problem the same. In Section 3, we will generalize this method to a two-phase Stefan's problem, proposing two quadratic temperature profiles for each of the phases.

    Although the integral balance method may not always be as accurate as other solution approximation techniques such as numerical methods, perturbation solutions, etc., it remains a popular choice due to its simplicity and the fact that it produces analytical solutions for a wide range of problems and parameter values. That is why for several decades, articles have been published that have used this approximation method and variants of it have emerged and been applied to a wide variety of thermal and free boundary problems, assuming different temperature profiles. Some references assuming a quadratic temperature profile can be found in [22], where approximate solutions to a one-phase Stefan problem with nonlinear temperature-dependent thermal conductivity was developed. Moreover, two different Stefan problems for a semi-infinite material for a nonclassical heat equation with a source that depends on the heat flux at the fixed face were approximated in [23]. Heat balance integral methods applied to a one-phase Stefan problem with a convective boundary condition at the fixed face were discussed in [24]. Furthermore, the determination of one or two unknown thermal coefficients in a one phase Stefan problem using the heat balance integral method was explored in [25]. Variants of the heat balance integral method were studied in [26] for a one-phase Stefan problem with time-dependent boundary conditions and in [27] for heat conduction problems with absorption. In [28,29], a cubic temperature profile was chosen, while an exponential temperature profile was considered in [30]. Generalizations with a parabolic temperature profile with an unspecified exponent were studied in [31]. The reference [32] implemented the idea of an entropy generation approach in optimal profile determination as a measure of approximation error to solutions through the heat balance integral method with the specific parabolic profile in question. For a nonlinear diffusion model of wood impregnation by methacrylatea, approximate integral-balance solutions were developed in [33]. The combined integral method was applied to a simple one-dimensional ablation problem in [34] and a nonclassical two-phase Stefan problem with delayed onset of phase change in [35]. The study in [36] examined approximate solutions through a heat balance integral method to a one-dimensional Stefan problem describing the sorption of a finite amount of swelling solvent in a glassy polymer. An improvement to the heat balance integral method was applied to thermal problems with time-dependent boundary conditions in [37]. The employment of the heat balance integral method to solve various thermal and phase change problems in a multitude of industrial contexts can be found in [38]. Similar analyses were discussed in [39] for a free boundary problem involving the sorption of a finite amount of solvent into a glassy polymer.

    In Section 4, we test the accuracy of this heat balance integral method for the two-phase Stefan problem with constant thermal conductivity and we obtain a good accuracy with respect to the explicit solution given in paragraph 4.1 for small times. Moreover, we present numerical results when power-type temperature-dependent thermal conductivities are given. Finally, in Section 5, we provide some conclusions.

    In this section we will prove the existence of the solution of similarity type to the two-phase free boundary problem with a Dirichlet type condition defined by (1.1)–(1.7) using a the Banach fixed point theorem.

    The temperatures T1=T1(x,t) and T2=T2(x,t) depend on the similarity variable given by

    η=x2a1t, (2.1)

    where a1 is defined by (1.10). Through the following change of variables:

    y1(η)=T1(x,t)T00andy2(η)=T2(x,t)Tr0, (2.2)

    the phase front moves as

    s(t)=2a1λt, (2.3)

    where λ>0 must be determined, and, thus, we have the following result:

    Theorem 1. Let pi1, δi0 for i=1,2. The Stefan problem (1.1)–(1.7) has a similarity solution (T1,T2,s) given by:

    T1(x,t)=T0y1(η),0<x<s(t),t>0, (2.4)
    T2(x,t)=Try2(η),x>s(t),t>0, (2.5)
    s(t)=2a1λt,t>0, (2.6)

    if, and only if, the functions y1=y1(η)C2(0,λ), y2=y2(η)C2(λ,+) and the parameter λ>0 satisfy the following ordinary differential problems:

    ((1+δ1yp11(η))y1(η))+2ηy1(η)=0,0<η<λ, (2.7)
    y1(0)=1, (2.8)
    y1(λ)=0, (2.9)

    and

    a22a21((1+δ1(y2)p2(η))y2(η))+2ηy2(η)=0,η>λ, (2.10)
    y2(λ)=0, (2.11)
    y2(+)=1, (2.12)

    coupled through the following condition:

    a22a21Ste2y2(λ)Ste1y1(λ)=2λ,λ>0, (2.13)

    where Ste1=c1T0>0, Ste2=c2Tr>0 are the Stefan numbers.

    Proof. It follows by simple computations, recalling that the similarity variable η is given by (2.1).

    First, we will analyze for a fixed λ>0 the existence and uniqueness of the solution to the ordinary differential problems (2.7)–(2.9) and (2.10)–(2.12). For this purpose, we will show that solving these problems is equivalent to finding the fixed point of certain operators that will be defined later in the following theorems.

    Theorem 2. Let us assume δ10 and p11.

    a) For each λ>0, the function y1K1 is a solution to the problem (2.7)–(2.9) if, and only if, y1 is a fixed point of the operator F1:K1K1 given by:

    F1(y1)(η)=1Py1(η)Py1(λ), (2.14)

    where

    K1={y1C[0,λ]/0y11,y1(0)=1,y1(λ)=0}, (2.15)
    Py1(η)=η0fy1(w)Ψy1(w)dw,0ηλ, (2.16)
    fy1(η)=exp(2η0ξΨy1(ξ)dξ),0ηλ, (2.17)
    Ψy1(η)=1+δ1yp11(η),0ηλ. (2.18)

    b) For each λ>0, y1,¯y1K1, we have that

    |F1(y1)(η)F1(¯y1)(η)|ε1(λ)||y1¯y1||,0ηλ, (2.19)

    where ε1(λ) is given by

    ε1(λ)=p1πδ1(1+δ1)3/2[2(1+δ1)H(λ1+δ1)+π(3+δ1)], (2.20)

    with

    erf(η)=2πη0exp(ξ2)dξ,H(η)=ηexp(η2)erf(η),η0, (2.21)

    and we define by the following expression:

    ||y||=sup0ηλ|y(η)|.

    c) For each λ>0, if we assume

    (1+δ1)3/2p1δ1(3+δ1)<1, (2.22)

    then there exists a unique fixed point ˆy1K1 of the operator F1 defined by (2.14).

    Proof.

    a) Notice that for each y1K1, we have that

    0Py1(η)Py1(λ),0ηλ,

    then

    01Py1(η)Py1(λ)1,0ηλ,

    that is, 0F1(y1)(η)1 for every 0ηλ. Moreover, it is clear that F1(y1)(0)=1 and F1(y1)(λ)=0. Therefore, F1(y1)K1.

    If we define v1=y1, taking into account that Ψy1 is given by (2.18), the ordinary differential equation (2.7) becomes

    [Ψy1(η)v1(η)]+2ηv1(η)=0,

    which is equivalent to

    Ψy1(η)+2ηΨy1(η)=v1(η)v1(η).

    We integrate the previous equation:

    v1(η)=c0Ψy1(η)exp(2η0ξΨy1(ξ)dξ),

    with c0R. From v1=y1 and taking into account (2.8), we get that

    y1(η)=1+c0η0fy1(w)Ψy1(w)dw.

    Then, from (2.9) it follows that:

    c0=(λ0fy1(w)Ψy1(w)dw)1. (2.23)

    Therefore,

    y1(η)=1Py1(η)Py1(λ),0ηλ. (2.24)

    Therefore, if y1K1 is a solution to the problem (2.7)–(2.9), then y1 is a fixed point of the operator F1:K1K1, i.e.,

    y1(η)=F1(y1)(η),0ηλ.

    Reciprocally, if y1=y1(η) given by (2.24) is a fixed point of the operator F1, we immediately obtain that conditions (2.8) and (2.9) hold. In addition, if we derive (2.24) with respect to η, (2.7) holds, and then y1=y1(η) is a solution to the ordinary differential problem (2.7)–(2.9).

    b) Let us consider y1,¯y1K1. Notice that for each w[0,λ]:

    1Ψy1(w)1+δ1,exp(w2)fy1(w)exp(w21+δ1), (2.25)

    then

    π2(1+δ1)erf(w)Py1(w)π21+δ1erf(w1+δ1). (2.26)

    Applying the mean value theorem, we deduce the following inequality:

    |Ψ¯y1(w)Ψy1(w)|=δ1p1|˜y1|p11(w)|y1(w)¯y1(w)|,

    where ˜y1 is a function between ¯y1 and y1. As a consequence, ˜y1K1 and, therefore,

    |Ψ¯y1(w)Ψy1(w)|δ1p1||y1¯y1||. (2.27)

    Moreover, if we apply the mean value theorem again, and taking into account (2.25) and (2.27), we have that

    |fy1(w)f¯y1(w)|=|exp(2w0ξΨy1(ξ)dξ)exp(2w0ξΨ¯y1(ξ)dξ)|2exp(w21+δ1)w0|ξΨy1(ξ)ξΨ¯y1(ξ)|dξexp(w21+δ1)δ1p1w2y1¯y1. (2.28)

    In addition, inequalities (2.25), (2.27), and (2.28) yield to

    |Py1(η)P¯y1(η)|η0|fy1(w)(Ψ¯y1(w)Ψy1(w))+Ψy1(w)(fy1(w)f¯y1(w))Ψy1(w)Ψ¯y1(w)|dw[η0exp(w21+δ1)δ1p1dw+η0exp(w21+δ1)δ1p1w2dw]||y1¯y1||=δ1p141+δ1erf(η1+δ1)[2(1+δ1)H(η1+δ1)+π(3+δ1)]y1¯y1, (2.29)

    where H is given by (2.21).

    Therefore, from (2.26) and (2.47), we have that

    |F1(y1)(η)F1(¯y1)(η)|=|P¯y1(η)P¯y1(λ)Py1(η)Py1(λ)|1Py1(λ)(|Py1(λ)P¯y1(λ)|+|Py1(η)P¯y1(η)|)p1πδ1(1+δ1)3/2erf(λ1+δ1)erf(λ)[2(1+δ1)H(λ1+δ1)+π(3+δ1)]y1¯y1p1πδ1(1+δ1)3/2[2(1+δ1)H(λ1+δ1)+π(3+δ1)]y1¯y1=ε1(λ)y1¯y1, (2.30)

    where ε1(λ) is given by (2.20).

    c) First, notice that K1 is a closed subset of the Banach space of the continuous functions C0[0,λ] endowed with the supremum norm .

    In addition, from [40], H given by (2.21) is a decreasing function that satisfies H(0)=π2 and H(+)=0. Then, ε1(λ) defined by (2.20) is an increasing function that satisfies

    ε1(0)=2(1+δ1)3/2p1δ1,

    and

    ε1(+)=(1+δ1)3/2p1δ1(3+δ1).

    Assuming (2.22) yields to ε1(+)<1, the operator F1 becomes a contraction. The fixed point Banach theorem assures the existence and uniqueness of a fixed point ˆy1K1 of F1 for each λ>0.

    Theorem 3. Let us assume δ20 and p21.

    a) For each λ>0, the function y2K2 is a solution to the problem (2.10)–(2.12) if, and only if, y2 is a fixed point of the operator F2:K2K2 given by:

    F2(y2)(η)=Qy2(η)Qy2(+), (2.31)

    where

    K2={y2Cb[λ,+)/1y20,y2(λ)=0,y2(+)=1}, (2.32)
    Qy2(η)=ηλgy2(w)Φy2(w)dw,ηλ, (2.33)
    gy2(η)=exp(2a21a22ηλξΦy2(ξ)dξ),ηλ, (2.34)
    Φy2(η)=1+δ2(y2)p2(η),ηλ. (2.35)

    b) For each λ>0, y2,¯y2K2, we have that

    |F2(y2)(η)F2(¯y2)(η)|ε2(λ)||y2¯y2||,ηλ, (2.36)

    where ε2(λ) is given by

    ε2(λ)=δ2p2(1+δ2)πG(a1λa2)[2(1+δ2)a1a2λ+π1+δ2(3+δ2)exp(a21λ2a22(1+δ2))], (2.37)

    with

    erfc(η)=12πη0exp(ξ2)dξ,G(η)=exp(η2)erfc(η),η0, (2.38)

    and we define |||| by the following expression:

    ||y||=supηλ|y(η)|.

    c) For each 0<λ<L, with

    L=ε12(1), (2.39)

    if we assume

    δ2p2(1+δ2)3/2(3+δ2)<1, (2.40)

    then there exists a unique fixed point ˆy2K2 of the operator F2 defined by (2.31).

    Proof.

    a) First of all, notice that for each w[λ,+) and y2K2, the following inequalities hold:

    1Φy2(w)1+δ2,exp(a21a22(w2λ2))gy2(w)exp(a21a22(w2λ2)(1+δ2)), (2.41)

    then

    Qy2(η)a2a1πexp(a21λ2a22)2(1+δ2)(erf(a1a2η)erf(a1a2λ)),Qy2(η)a2a1exp(a21λ2a22(1+δ2))1+δ2π2(erf(a1a2η1+δ2)erf(a1a2λ1+δ2)). (2.42)

    As a consequence,

    a2a1π2(1+δ2)erfc(a1a2λ)exp(a21λ2a22)Qy2(+)a2a11+δ2π2erfc(a1a2λ1+δ2)exp(a21λ2a22(1+δ2)). (2.43)

    In addition, from (2.31) and (2.33), we can easily check that F2(y2)K2, i.e.,

    F2(y2)(λ)=0,F2(y2)(+)=1,1F2(y2)(η)0,ηλ,

    and by (2.43), we can conclude that F2(y2) is well-defined.

    If we define v2=y2, taking into account that Φy2 is given by (2.35), the ordinary differential equation (2.7) becomes

    a22a21[Φy2(η)v2(η)]+2ηv2(η)=0.

    By a similar argument to the Theorem 2, we obtain that

    y2(η)=Qy2(η)Qy2(+),ηλ. (2.44)

    As a consequence, if y2K2 is a solution to the problem (2.10)–(2.12), then y2 is a fixed point to the operator F2:K2K2, i.e.,

    y2(η)=F2(y2)(η),ηλ.

    Reciprocally, if y2=y2(η) given by (2.44) is a fixed point of the operator F2, we immediately obtain that conditions (2.11) and (2.12) hold. In addition, if we derive (2.44) with respect to η, (2.10) holds, and then y2=y2(η) is a solution to the ordinary differential problem (2.10)–(2.12).

    b) Let us consider y2,¯y2K2. If we apply the mean value theorem, we deduce the following inequality:

    |Φ¯y2(w)Φy2(w)|=δ2p2|˜y2|p21(w)|y2(w)¯y2(w)|,

    where ˜y2 is a function between ¯y2 and y2. As a consequence,

    |Φ¯y2(w)Φy2(w)|δ2p2||y2¯y2||. (2.45)

    Moreover, if we apply the mean value theorem again, we have that

    |gy2(w)g¯y2(w)|=|exp(2a21a22wλξΦy2(ξ)dξ)exp(2a21a22wλξΦ¯y2(ξ)dξ)|2a21a22exp(˜h2(w))wλ|ξΦy2(ξ)ξΦ¯y2(ξ)|dξ

    where ˜h2 is a function between 2a21a22wλξΦy2(ξ)dξ and 2a21a22wλξΦ¯y2(ξ)dξ.

    From (2.41), we obtain that

    ˜h2(w)a21a22(w2λ2)(1+δ2).

    Then, using (2.45), it results that

    |gy2(w)g¯y2(w)|2a21a22exp(a21a22(w2λ2)(1+δ2))wλ|Φ¯y2(ξ)Φy2(ξ)Φy2(ξ)Φ¯y2(ξ)|ξdξa21a22δ2p2exp(a21a22(w2λ2)(1+δ2))(w2λ2)y2¯y2. (2.46)

    In addition, inequalities (2.41), (2.45), and (2.46) yield to

    |Qy2(η)Q¯y2(η)|ηλ|gy2(w)(Φ¯y2(w)Φy2(w))+Φy2(w)(gy2(w)g¯y2(w))Φy2(w)Φ¯y2(w)|dwδ2p2[ηλexp(a21a22(w2λ2)(1+δ2))dw+a21a22ηλ(w2λ2)exp(a21a22(w2λ2)(1+δ2))dw]y2¯y2a2a1δ2p24exp(a21λ2a22(1+δ2))[2(1+δ2)a1a2λexp(a21λ2(1+δ2)a22)+π1+δ2(3+δ2)]y2¯y2. (2.47)

    Therefore, from (2.42)–(2.46), we have that

    |F2(y2)(η)F2(¯y2)(η)|=|Q¯y2(η)Q¯y2(+)Qy2(η)Qy2(+)|1Q¯y2(+)(|Q¯y2(+)Q¯y2(+)|+|Qy2(η)Q¯y2(η)|)δ2p2(1+δ2)πG(a1λa2)[2(1+δ2)a1a2λ+π1+δ2(3+δ2)exp(a21λ2a22(1+δ2))]y2¯y2=ε2(λ)y2¯y2, (2.48)

    where ε2(λ) is given by (2.37) and G is defined by (2.38).

    c) First, notice that K2 is a closed subset of the Banach space of the continuous and bounded functions on [λ,+) given by Cb[λ,+) endowed with the supremum norm (see [41,42,43]). In addition, from [40] we know that G is an increasing function that satisfies G(0)=1 and G(+)=+. Then, it is clear that ε2(λ) given by (2.37) is an increasing function that satisfies

    ε2(0)=δ2p2(1+δ2)3/2(3+δ2),

    and

    ε2(+)=+.

    The assumption (2.40) implies that ε2(0)<1, therefore there exists a unique L=ε12(1) such that ε2(λ)<1 for all 0<λ<L. As a consequence, the operator F2 becomes a contraction, and applying the fixed point Banach theorem, we conclude the existence and uniqueness of a fixed point ˆy2K2 of F2 for each 0<λ<L.

    The following result is a direct consequence of the Theorems 2 and 3.

    Corollary 4. Suppose that (2.22) and (2.40) hold, then for each 0<λ<L there exists a unique solution ˆy1K1, ˆy2K2 to the ordinary differential problems (2.7)–(2.9) and (2.10)–(2.12), respectively, where L is given by (2.39), K1 by (2.15), and K2 is defined by (2.32).

    Now, we will provide the existence of the solution to the ordinary differential problems (2.7)–(2.9) and (2.10)–(2.12) coupled with (2.13). Taking into account Corollary 4, it remains to analyze the existence of the solution to Eq (2.13), which can be rewritten as

    V(λ)=2λ,0<λ<L, (2.49)

    where

    V(λ)=Ste1fy1(λ)Ψy1(λ)Py1(λ)a22a21Ste2gy2(λ)Φy2(λ)Qy2(+). (2.50)

    Lemma 5. Suppose that (2.22) and (2.40) hold. For each 0<λ<L, where L is given by (2.39), the following inequalities hold:

    V1(λ)V(λ)V2(λ), (2.51)

    where

    V1(λ)=2π(Ste1(1+δ1)3/2exp(λ2)erf(λ1+δ1)a2a1Ste2(1+δ2)G(a1λa2)), (2.52)
    V2(λ)=2π(Ste1(1+δ1)exp(λ21+δ1)erf(λ)a2a1Ste2(1+δ2)3/2G(a1λa21+δ2)), (2.53)

    with G given by (2.38).

    Proof. The proof is straightforward.

    Remark 6. Notice that the functions V1 and V2 do not depend on ˆy1, ˆy2.

    Lemma 7. If we assume (2.22), (2.40), and

    Ste1<(πL+a2a1Ste2(1+δ2)3/2G(a1La21+δ2))exp(L21+δ1)erf(L)1+δ1, (2.54)

    where L is given by (2.39) and G is defined by (2.38), then there exists at least one solution ˆλ(0,L) to the Eq (2.49).

    Proof. Let us define W(λ)=V(λ)2λ, λ(0,L) where V is defined by (2.50). According to Lemma 5, we have that

    W(0)V1(0)=+,

    and

    W(L)V2(L)2L,

    where V1 and V2 are given by (2.52) and (2.53), respectively.

    Notice that assumption (2.54) implies W(L)<0. Then, there exists at least one root ˆλ(0,L) of the function W, i.e., ˆλ is a solution to Eq (2.49).

    From Corollary 4 and Lemma 7, we can conclude the following main result:

    Theorem 8. If (2.22), (2.40), and (2.54) hold, then there exists at least one solution ˆy1K1, ˆy2K2, and ˆλ(0,L) to the ordinary differential problems (2.7)–(2.9) and (2.10)–(2.12) coupled with (2.13), where L is given by (2.39), K1 by (2.15), and K2 is defined by (2.32), and ˆλ is one solution to Eq (2.49).

    As a consequence, taking into account Theorem 1, we obtain the existence of solution to the Stefan problem.

    Theorem 9. If (2.22), (2.40), and (2.54) hold, then there exists at least one solution to the two-phase Stefan problem (1.1)–(1.7) given by

    T1(x,t)=T0ˆy1(x2a1t),0<x<s(t),t>0, (2.55)
    T2(x,t)=Trˆy2(x2a1t),x>s(t),t>0, (2.56)
    s(t)=2a1ˆλt,t>0, (2.57)

    where ˆy1, ˆy2, and ˆλ are defined in Theorem 8.

    In this section, we are going to obtain an approximate solution to the two-phase Stefan problem (1.1)–(1.7), applying a heat balance integral method described in the introduction.

    In the liquid phase, taking an average of Eq (1.1) leads to the following equality:

    s(t)0(ρc1T1tx(k1(T1)T1x))dx=0, (3.1)

    which, from condition (1.4), can be rewritten as

    ddts(t)0T1(x,t)dx=a21(T1x(s(t),t)(1+δ1)T1x(0,t)). (3.2)

    In the solid phase, for practical purposes, the method assumes the existence of a heat penetration depth r(t)>s(t), called the thermal layer, beyond which there is no heat transfer. This is equivalent to assume that for each x>r(t), the slab is at an equilibrium temperature, and so

    T2x(r(t),t)=0, (3.3)

    therefore, condition (1.5) is replaced by condition

    T2(r(t),t)=Tr. (3.4)

    If we integrate Eq (1.2) in the domain (s(t),r(t)), it results that

    r(t)s(t)(ρc2T2tx(k2(T2)T2x))dx=0, (3.5)

    which, according to conditions (1.4), (3.3), and (3.4), it is equivalent to

    ddtr(t)s(t)T2(x,t)dx=a22T2x(s(t),t)Tr˙r(t). (3.6)

    The heat balance integral method suggests solving an approximate problem that involves Eqs (3.2) and (3.6), making the heat equations (1.1) and (1.2) be satisfied only on the average. In addition, it requires to choose approximate functions for each phase. In our problem, we settle an approximate function ˜T1 for the liquid phase, which adopts a quadratic profile in space given by

    ˜T1(x,t)=T0(A1(1x˜s(t))+B1(1x˜s(t))2+C1),0<x<˜s(t),t>0, (3.7)

    where A1, B1, and C1 are unknown constants. In the same manner, an approximate quadratic function in space ˜T2 is taken for the solid phase given by

    ˜T2(x,t)=Tr(A2(r(t)xr(t)˜s(t))+B2(r(t)xr(t)˜s(t))2+C2),˜s(t)<x<r(t),t>0. (3.8)

    Therefore, this heat balance integral method consists of solving an approximate problem ˜P that can be stated as follows:

    Find ˜T1 of the form (3.7), ˜T2 of the form (3.8), and ˜s=˜s(t) and r=r(t) that satisfy the average heat equations (3.2), (3.6), and all the rest of the conditions of the two-phase Stefan problem. That is to say: The Dirichlet boundary condition at x=0 given by (1.3), the boundary condition at the free boundary (1.4), the Stefan condition (1.6), the initial condition for the free boundary (1.7), and conditions (3.3) and (3.4) on r(t).

    Theorem 10. There exists a unique solution to the problem ˜P given by

    ˜T1(x,t)=T0(A1(1x˜s(t))+(1A1)(1x˜s(t))2),0<x<˜s(t),t>0, (3.9)
    ˜T2(x,t)=Tr((r(t)xr(t)˜s(t))21),˜s(t)<x<r(t),t>0, (3.10)
    ˜s(t)=2a1˜λt,t>0, (3.11)
    r(t)=2a1μt,t>0, (3.12)

    where

    A1=6(1+δ1)2˜λ2˜λ2+3(2+δ1), (3.13)
    μ=R(˜λ)+˜λ, (3.14)

    and ˜λ is the unique solution to the equation

    3a22a21=R(˜λ)(R(˜λ)+3˜λ),0<˜λ<˜L, (3.15)

    with

    R(˜λ)=a22a212Ste2˜λ(Ste1A12˜λ2), (3.16)
    ˜L=((C2+4D)1/2C2)1/2, (3.17)
    C=Ste1+3(2+δ1),D=3Ste1(1+δ1). (3.18)

    Proof. If ˜T1 is given by (3.7), from conditions (1.3) and (1.4), we get that

    B1=1A1,C1=0.

    Therefore, ˜T1 is given by (3.9).

    In the same manner, taking into account that ˜T2 is given by (3.8), by conditions (1.4), (3.3), and (3.4), it follows that

    A2=0,B2=1,C2=1.

    Then, ˜T2 adopts the form (3.10).

    Substituting the profile for the liquid phase (3.9) into Eq (3.2) leads to the following ordinary differential equation for ˜s:

    (13+A16)˜s(t)˙˜s(t)=a21[A1+(1+δ1)(2A1)], (3.19)

    which together with the initial condition ˜s(0)=0 allow us to deduce that ˜s is given by (3.11) with ˜λ>0 being an unknown constant to be determined. Therefore, from (3.19), we obtain that A1 is given by (3.13).

    According to (3.9) and (3.10), the Stefan condition becomes equivalent to

    2Trk02˜s(t)ρ˙˜s(t)˜s(t)k01A1T0+˜s(t)=r(t), (3.20)

    from where we deduce that r is given by (3.12) and μ is an unknown coefficient to be determined. As a consequence, we obtain that (3.20) implies that μ is given by (3.14).

    Notice that, according to the statement of the problem, we need μ>˜λ. This means that R(˜λ)>0, or, equivalently, Ste1A12˜λ2>0. Taking into account that A1 is given by (3.13), this restriction can be rewritten as p(˜λ)>0 with p defined by

    p(˜λ)=˜λ4(Ste1+3(2+δ1))˜λ2+Ste13(1+δ1). (3.21)

    Then, it is clear that there exists a unique ˜L=p1(0) given by (3.17) that satisfies p(˜λ)>0 for all 0<˜λ<˜L. Therefore, the restriction μ>˜λ is satisfied if, and only if, 0<˜λ<˜L.

    Finally, taking into account that the profile for ˜T2 is given by (3.10), and from formulas (3.11) and (3.12) for ˜s and r, respectively, the Eq (3.6) transforms into

    23(μ˜λ2)+μ(μ+˜λ)=a22a21, (3.22)

    which implies that ˜λ must be a solution to the Eq (3.15) in the interval (0,˜L).

    Defining the right hand side of Eq (3.15) by g, we immediately get that g(0)=0 and g(˜L)=+. Taking into account that A1 is a decreasing function on ˜λ, it follows that R is an increasing function and so it is the function g. Therefore, there exists a unique solution ˜λ in the interval (0,˜L) to the Eq (3.15).

    Corollary 11. For constant thermal coefficients, i.e., δ1=δ2=0, there exists a unique solution to the problem ˜P given by (3.9)–(3.12) where

    A1=62˜λ2˜λ2+6, (3.23)

    μ is given by (3.14), and ˜λ is the unique solution to Eq (3.15) in (0,˜L) with

    ˜L=(((Ste1+6)2+12Ste1)1/2(Ste1+6)2)1/2, (3.24)

    First, we are going to test the accuracy of the heat balance integral method for the particular case of constant thermal conductivity, taking into account that the exact solution to the classical two-phase Stefan problem is available in the literature.

    The exact solution to the two-phase Stefan problem (1.1)–(1.7) for k1=k01, k2=k02, i.e., δ1=δ2=0, is given by

    T1(x,t)=T0(1erf(x2a1t)erf(λ)),0<x<s(t),t>0, (4.1)
    T2(x,t)=Tr(erfc(x2a1t)erfc(λ)1),x>s(t),t>0, (4.2)
    s(t)=2a1λt,t>0, (4.3)

    where λ>0 is the unique solution to the following equation:

    Ste1exp(λ2)erf(λ)a22a21Ste2exp(λ2)erfc(λ)=λπ, (4.4)

    where Ste1=c1T0>0 and Ste2=c2Tr>0 are the Stefan numbers in each phase.

    In Figures 1 and 2, we compare the exact and the approximate solutions to the classical two-phase Stefan problem when Ste1=0.1, Ste2=0.9, a2a1=1.1, T0=3C, and Tr=1C. Figure 1 shows the approximate free boundary x=˜s(t) given by (3.11) and the exact free boundary x=s(t) obtained in (4.3) for t(0,10). Figure 2 gives the approximate temperature ˜T given by (3.9) and (3.10) and the exact temperature T given by (4.1) and (4.2) at t=10s for x(0,10). As it was expected, the exact and the approximate temperatures have a discontinuous heat flux at their free boundaries.

    Figure 1.  Exact and approximate free boundary for Ste1=0.1, Ste2=0.9, a2a1=1.1, T0=3C, and Tr=1C.
    Figure 2.  Exact and approximate temperature at t=10s for Ste1=0.1, Ste2=0.9, a2a1=1.1, T0=3C, and Tr=1C.

    Notice first that from Theorem 9 for the existence of at least one solution to the two-phase Stefan problem (1.1)–(1.7), we will need the following assumptions: (2.22), (2.40), and (2.54). However, note that, from Theorem 10, we do not have any requirements to prove that there exists a unique solution to the approximate two-phase Stefan problem ˜P that arises when we apply a heat balance integral method.

    In this way, taking into account that the case δi=0 was presented in the previous subsection, we focus now on the case δi>0 (i=1,2). Notice from Theorem 10 that the approximate solution to the two-phase Stefan problem does not depend on the coefficients that characterize the thermal conductivity of the solid region, that is, p2 and δ2. Bearing in mind (2.22) and (2.40), we choose p1,δ1 that guarantee the assumption:

    1p1<1δ1(1+δ1)3/2(3+δ1), (4.5)

    and Ste1>0 such as (2.54) holds.

    In Figures 3 and 4, we set p1=1, Ste1=0.1, Ste2=0.9, a2a1=1.1, T0=3C, and Tr=1C. Figure 3 shows the approximate free boundary x=˜s(t) defined by (3.11) for t(0,6) varying δ1. Figure 4 displays the approximate temperature ˜T given by (3.7) and (3.8) for x(0,2) when t=5s, δ1=0.1, and δ1=0.2.

    Figure 3.  Approximate free boundary varying δ1 for Ste1=0.1, p1=1, Ste2=0.9, a2a1=1.1.
    Figure 4.  Approximate temperature at t=5s varying δ1, for p1=1, Ste1=0.1, Ste2=0.9, a2a1=1.1, T0=3C, and Tr=1C.

    A one-dimensional two-phase Stefan problem for the melting of a semi-infinite material with a power-type temperature-dependent thermal conductivity imposing a Dirichlet condition at the fixed face was considered. An equivalent ordinary differential problem was obtained through a similarity transformation. Then, an integral problem was deduced and the existence of at least one analytical solution was proved by using the Banach fixed point theorem. Moreover, approximate solutions applying a heat balance integral method assuming a quadratic temperature profile in space were found. The accuracy of this method was verified using the exact solution for the particular case with constant thermal conductivity. Some numerical simulations were provided. Future works will involve a deeper analysis with a more realistic boundary condition at the fixed face, specifically, a Robin type condition. Additionally, other numerical methods can be developed in order to discuss the accuracy of the heat balance integral method.

    Julieta Bollati: Conceptualization, methodology, software, validation, writing—original and editing; María F. Natale: Conceptualization, methodology, validation, writing—original and editing; José A. Semitiel: Conceptualization, methodology, software, validation, writing—original and editing; Domingo A. Tarzia: Conceptualization, methodology, validation, writing-review and editing, supervision, formal analysis, resources. All authors have read and approved the final version of the manuscript for publication.

    The authors declare they have not used Artificial Intelligence (AI) tools in the creation of this article.

    The present work has been partially sponsored by the European Union's Horizon 2020 Research and Innovation Programme under the Marie Sklodowska-Curie grant agreement 823731 CONMECH and the Projects O06-24CI1901 and O06-24CI1903 from Universidad Austral, Rosario, Argentina.

    The authors declare no potential conflict of interest.



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