Analysis and Modelling of

Physical
Transport
Phenomena

K. Hanjalić S. Kenjereš
M.J. Tummers H.J.J. Jonker
 Analysis and Modelling of
Physical Transport Phenomena
The cover pictures represent the instantaneous temperature fields in the prox-
imity of hot and cold walls (inside thermal boundary layers) in Rayleigh-Bénard
convection of air at Ra = 109 , large-eddy simulation. S. Kenjereš, 2006.
 Analysis and Modelling of
Physical Transport Phenomena

K. Hanjalić, S. Kenjereš, M.J. Tummers, H.J.J. Jonker

Department of Multi-Scale Physics

Faculty of Applied Sciences
Delft University of Technology

VSSD
­c VSSD
First edition 2007, corrected 2009

Published by VSSD
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Printed version
ISBN-13 978-90-6562-165-8
Electronic version
ISBN-13 978-90-6562-166-5

NUR 924

Key words: physical transport phenomena

Contents

Preface xi

I Fundamental Equations 1
1 Fundamental Equations of Transport Phenomena - Field description 3
1.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3
1.2 Conservation laws for a control volume in differential form . . . . . . . . 3
1.2.1 Source terms and constitutive relations . . . . . . . . . . . . . . 8
1.2.2 Common form of the differential conservation law . . . . . . . . 10
1.3 Classification of equations . . . . . . . . . . . . . . . . . . . . . . . . . 11
1.4 Boundary and initial conditions . . . . . . . . . . . . . . . . . . . . . . . 13
1.5 Coordinate transformations . . . . . . . . . . . . . . . . . . . . . . . . . 14

II Analytical Methods 17
2 Analytical Methods 19
2.1 Partial differential equations . . . . . . . . . . . . . . . . . . . . . . . . 19
2.2 Separation of variables . . . . . . . . . . . . . . . . . . . . . . . . . . . 19
2.3 Eigenfunctions and eigenvalues . . . . . . . . . . . . . . . . . . . . . . . 25
2.3.1 Spherical symmetry . . . . . . . . . . . . . . . . . . . . . . . . 26
2.4 Cylindrical symmetry: Bessel functions . . . . . . . . . . . . . . . . . . 28
2.5 Laplace-transformation . . . . . . . . . . . . . . . . . . . . . . . . . . . 31
2.6 Error- and Gamma-function . . . . . . . . . . . . . . . . . . . . . . . . . 36
2.6.1 Error function . . . . . . . . . . . . . . . . . . . . . . . . . . . . 36
2.6.2 Gamma function . . . . . . . . . . . . . . . . . . . . . . . . . . 37
2.7 Combination of variables and dimension analysis . . . . . . . . . . . . . 38
2.8 Integral methods . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 40
2.9 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 44
2.9.1 Heat storage in the ground . . . . . . . . . . . . . . . . . . . . . 44
2.9.2 Steel cooling . . . . . . . . . . . . . . . . . . . . . . . . . . . . 45
2.9.3 Chemical reaction on a sphere . . . . . . . . . . . . . . . . . . . 45

v
vi Analysis and Modelling of Physical Transport Phenomena

2.10 Answers to exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . 45

2.10.1 Heat storage in the ground . . . . . . . . . . . . . . . . . . . . . 45
2.10.2 Steel cooling . . . . . . . . . . . . . . . . . . . . . . . . . . . . 48
2.10.3 Chemical reaction on a sphere . . . . . . . . . . . . . . . . . . . 50

3 Transport in Stagnant Media 53

3.1 Stationary problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 53
3.2 Diffusion equation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 55
3.2.1 Boundary conditions . . . . . . . . . . . . . . . . . . . . . . . . 55
3.2.2 Solutions for sources . . . . . . . . . . . . . . . . . . . . . . . . 56
3.2.3 Summation of sources and Green’s functions . . . . . . . . . . . 59
3.2.4 Line sources and point sources . . . . . . . . . . . . . . . . . . . 61
3.2.5 Penetration theory and Duhamel’s theorem . . . . . . . . . . . . 62
3.2.6 Contact temperature . . . . . . . . . . . . . . . . . . . . . . . . 63
3.3 Moving front problems . . . . . . . . . . . . . . . . . . . . . . . . . . . 65
3.3.1 Non-stationary heat conduction with phase changes . . . . . . . . 65
3.3.2 Moving fronts in mass transport problems . . . . . . . . . . . . . 67
3.3.3 Integral method for solidification problems with convective heat
transfer . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 68
3.4 Diffusion equation with source terms . . . . . . . . . . . . . . . . . . . . 71
3.5 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 73
3.5.1 Colour photo . . . . . . . . . . . . . . . . . . . . . . . . . . . . 73
3.5.2 Apollo heat shield . . . . . . . . . . . . . . . . . . . . . . . . . 73
3.5.3 Decomposing apple . . . . . . . . . . . . . . . . . . . . . . . . . 74
3.5.4 Wall temperature for type-3 boundary condition . . . . . . . . . . 75
3.6 Answers to exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . 76
3.6.1 Colour photo . . . . . . . . . . . . . . . . . . . . . . . . . . . . 76
3.6.2 Apollo heat shield . . . . . . . . . . . . . . . . . . . . . . . . . 77
3.6.3 Decomposing apple . . . . . . . . . . . . . . . . . . . . . . . . . 78
3.6.4 Wall temperature for type-3 boundary condition . . . . . . . . . . 80

4 Momentum Transport 83
4.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 83
4.2 Incompressible flows . . . . . . . . . . . . . . . . . . . . . . . . . . . . 83
4.2.1 Potential flow . . . . . . . . . . . . . . . . . . . . . . . . . . . . 84
4.2.2 Creeping flow . . . . . . . . . . . . . . . . . . . . . . . . . . . . 89
4.3 Boundary layers . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 90
4.3.1 Boundary-layer equations . . . . . . . . . . . . . . . . . . . . . 90
4.3.2 Solving the boundary-layer equations . . . . . . . . . . . . . . . 93

5 Transport in Flowing Media 97

5.1 Stationary transport in flows with a uniform velocity profile . . . . . . . . 97
5.1.1 Transport in a plug flow along a flat plate . . . . . . . . . . . . . 98
5.1.2 Diffusion of heat in a plug flow through a pipe . . . . . . . . . . 100
 Contents vii

5.2 Lévêque-problem . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 101

5.3 Diffusion of heat in a laminar pipe flow . . . . . . . . . . . . . . . . . . 103
5.4 Natural convection . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 104
5.5 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 106
5.5.1 Electrochemical detector . . . . . . . . . . . . . . . . . . . . . . 106
5.5.2 Infinitely long vertical tank . . . . . . . . . . . . . . . . . . . . . 106
5.6 Answers to exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . 108
5.6.1 Electrochemical detector . . . . . . . . . . . . . . . . . . . . . . 108
5.6.2 Infinitely long vertical tank . . . . . . . . . . . . . . . . . . . . . 112

III Numerical Methods 115

6 Numerical Heat and Fluid Flow 117
6.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 117
6.2 Heat conduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 120
6.2.1 Steady one-dimensional (1D) diffusion . . . . . . . . . . . . . . 120
6.2.2 An iterative procedure for nonlinear equations . . . . . . . . . . . 122
6.2.3 Boundary conditions for heat conduction . . . . . . . . . . . . . 122
6.2.4 Basic principles of the discretisation procedure . . . . . . . . . . 123
6.2.5 Unsteady one-dimensional (1D) diffusion . . . . . . . . . . . . . 124
6.2.6 Unsteady two-dimensional (2D) diffusion . . . . . . . . . . . . . 126
6.2.7 Unsteady three-dimensional (3D) diffusion . . . . . . . . . . . . 127
6.2.8 Iterative solving of system of linear discretised equations . . . . . 128
6.2.9 Measures for facilitating convergence . . . . . . . . . . . . . . . 129
6.3 Convection and diffusion . . . . . . . . . . . . . . . . . . . . . . . . . . 129
6.3.1 Steady one-dimensional (1D) convection and diffusion . . . . . . 130
6.3.2 The central differencing scheme (CDS) . . . . . . . . . . . . . . 130
6.3.3 The upwind differencing scheme (UDS) . . . . . . . . . . . . . . 131
6.3.4 The hybrid (flux-blending) scheme . . . . . . . . . . . . . . . . . 132
6.3.5 The exact solution . . . . . . . . . . . . . . . . . . . . . . . . . 132
6.3.6 The exponential scheme . . . . . . . . . . . . . . . . . . . . . . 133
6.3.7 The generalised formulation of differencing schemes . . . . . . . 134
6.3.8 Numerical (”false”) diffusion . . . . . . . . . . . . . . . . . . . . 136
6.3.9 UDS versus CDS for one-dimensional convection-diffusion . . . 138
6.3.10 Higher order differencing schemes . . . . . . . . . . . . . . . . 139
6.3.11 Total variation diminishing schemes (TVD) . . . . . . . . . . . . 141
6.3.12 Unsteady two-dimensional (2D) convection and diffusion . . . . . 145
6.3.13 Unsteady three-dimensional (3D) convection and diffusion . . . . 147
6.4 Calculation of the velocity field . . . . . . . . . . . . . . . . . . . . . . . 148
6.4.1 The discretised form of the momentum equation . . . . . . . . . 150
6.4.2 The pressure-correction equation . . . . . . . . . . . . . . . . . . 151
6.4.3 The SIMPLE algorithm . . . . . . . . . . . . . . . . . . . . . . 152
viii Analysis and Modelling of Physical Transport Phenomena

6.4.4 Pressure-velocity coupling for collocated grid arrangement . . . . 153

6.5 Boundary conditions . . . . . . . . . . . . . . . . . . . . . . . . . . . . 154
6.6 Chart diagram of a numerical code for CFD . . . . . . . . . . . . . . . . 155

IV Turbulence and Transport Phenomena 159

7 Turbulence: Some Features and Rationale for Modelling 161
7.1 The phenomenon of turbulence . . . . . . . . . . . . . . . . . . . . . . . 161
7.2 Solution to turbulence: needs for modelling and simulations . . . . . . . 162
7.3 Statistical description of turbulence: Reynolds decomposition . . . . . . . 166
7.3.1 Reynolds averaging . . . . . . . . . . . . . . . . . . . . . . . . . 168
7.3.2 Reynolds-averaged conservation equations . . . . . . . . . . . . 170
7.4 Some features of turbulence . . . . . . . . . . . . . . . . . . . . . . . . 172
7.5 Characterisation and scales of turbulence . . . . . . . . . . . . . . . . . . 179
7.5.1 Measure of turbulence: intensity . . . . . . . . . . . . . . . . . . 179
7.5.2 Turbulence scales . . . . . . . . . . . . . . . . . . . . . . . . . . 180
7.5.3 Turbulence Reynolds numbers . . . . . . . . . . . . . . . . . . . 181
7.5.4 Another look at the prospects of Direct Simulation . . . . . . . . 183
7.5.5 Two-point correlations . . . . . . . . . . . . . . . . . . . . . . . 184
7.5.6 Turbulence Spectra. . . . . . . . . . . . . . . . . . . . . . . . . . 186

8 Generic Flows and Similarity Analysis 191

8.1 Generic turbulent flows . . . . . . . . . . . . . . . . . . . . . . . . . . . 191
8.1.1 Homogeneous turbulent flows . . . . . . . . . . . . . . . . . . . 193
8.1.2 Thin shear flows . . . . . . . . . . . . . . . . . . . . . . . . . . 194
8.1.3 More complex generic flows . . . . . . . . . . . . . . . . . . . . 195
8.2 Turbulent wall boundary layer . . . . . . . . . . . . . . . . . . . . . . . 197
8.2.1 Similarity analysis and velocity distribution . . . . . . . . . . . . 197
8.2.2 Temperature distribution . . . . . . . . . . . . . . . . . . . . . . 201

9 Turbulence Models for RANS 205

9.1 The closure problem and modelling principles . . . . . . . . . . . . . . . 205
9.1.1 Scope and limitations of RANS (SPCM) . . . . . . . . . . . . . 206
9.1.2 Desirable features of Turbulence Models . . . . . . . . . . . . . 207
9.1.3 Some modelling principles and rules . . . . . . . . . . . . . . . . 207
9.2 Eddy-viscosity/diffusivity models (EVM, EDM) . . . . . . . . . . . . . . 208
9.2.1 Turbulent viscosity/diffusivity; classification of models . . . . . . 210
9.3 Algebraic models, mixing length . . . . . . . . . . . . . . . . . . . . . . 211
9.4 Differential eddy viscosity/diffusivity models . . . . . . . . . . . . . . . 212
9.4.1 One- and two-equation differential EVM/EDM . . . . . . . . . . 213
9.4.2 The k-equation . . . . . . . . . . . . . . . . . . . . . . . . . . . 214
9.4.3 The ε -equation . . . . . . . . . . . . . . . . . . . . . . . . . . . 217
 
9.5 The k ε model . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 220
 Contents ix

9.5.1 Modelling the k-equation . . . . . . . . . . . . . . . . . . . . . . 220

9.5.2 The modelled ε equation for high-Re-number flows . . . . . . . . 222
9.5.3 Determining the coefficients . . . . . . . . . . . . . . . . . . . . 223
 
9.5.4 Summary of the high-Re-number k ε model in integral form . . 225
9.5.5 Boundary conditions: Wall Functions . . . . . . . . . . . . . . . 226
 
9.5.6 Low-Re-number (near-wall) k ε models . . . . . . . . . . . . . 228
9.6 Other two-equation eddy-viscosity models . . . . . . . . . . . . . . . . . 231
9.7 Limitations of two-equation linear EVMs . . . . . . . . . . . . . . . . . 233
9.8 Non-linear eddy-viscosity models (NLEVM) . . . . . . . . . . . . . . . 234
9.9 Second-moment closure models . . . . . . . . . . . . . . . . . . . . . . 236

Literature 239

Index 241
Preface

These lecture notes contain the course material Advanced Physical Transport Phenomena,
offered in the Master’s programme in Applied Physics at Delft University of Technology.
The notes follow in part the concept and content of the book Fysische Transportverschi-
jnselen II (in Dutch) by Hoogendoorn and Van der Meer (Delft University Press, 1991).
However, a significant amount of new material on turbulent flows, convective processes
and numerical methods has now been included. The course aims at providing graduate
students with an overview of analytical, numerical and modelling methods for solving
problems of heat and fluid flow, following a unified and comparative approach.
The course is divided into four parts. The first part gives the conservation laws for
mass, momentum and energy in general differential forms, accompanied with the relevant
constitutive relations, physical and mathematical classification of equations, and their
boundary conditions. This concise introduction is just a generalisation of the macroscopic
conservation laws considered in basic courses on Physical Transport Phenomena at the
bachelor’s level.
Part II covers a number of classical analytical methods for solving some generic prob-
lems in heat, mass and momentum transfer. In addition to providing insight into the
basic physics of transport phenomena, this part is meant to encourage students to master
the analytical tools and to use analytical approaches for gaining a physical intuition by
solving elementary problems in idealized situations. It also illustrates the limitations and
constraints of analytical methods in solving complex problems in transport phenomena.
Part III introduces numerical methods for computer-aided solutions of complex prob-
lems that are not tractable by analytical approaches. It is, in fact, an introduction to
computational fluid dynamics (CFD) and computational heat and mass transfer (CHMT),
which have recently emerged as major tools for solving heat and fluid flow problems in
engineering and environmental applications. With that in mind, the focus is on the finite-
volume discretization of the conservation laws, which is the main approach in industrial
CFD and CHMT. In addition to introducing basic concepts of equation discretization and
their numerical solution, this chapter aims at illustrating the potential but also the limita-
tions and inherent snares of computational methods. Rather than providing a full coverage
of various schemes and solution methods, the chapter aims at developing a critical attitude
among students and an ability to recognize potential errors and numerical contaminations.
Part IV deals with turbulent convection, considered to be the most widespread mode
of transport in real life problems, but also the most challenging both for analytical and

xi
xii Analysis and Modelling of Physical Transport Phenomena

computational treatment. Basic notions on turbulence relevant to its modelling are first
introduced, followed by statistical averaging of the conservation equations and their in-
terpretation. Major features of turbulence are briefly outlined, followed by definition of
the characteristic scales. A series of generic turbulent flows is then introduced, with fo-
cus on flows partially or fully bounded by solid walls. This should provide students with
basic physical insight based solely on similarity and scaling arguments. Limitations of
numerical simulation are also discussed, together with the need for mathematical mod-
elling of turbulence and the associated turbulent transport of momentum, heat and mass.
The last section in this part covers the basics of turbulence modelling, its scope and limi-
tations. The practice and the rationale of turbulence modelling are illustrated by detailed
 
derivation of the k ε model and its closure. This is accompanied by physical inter-
pretations, which provide an insight into modelling arguments, levels of approximation
and model limitations. The section is closed with a brief overview of other two-equation
eddy-viscosity/diffusivity models and a brief introduction into non-linear eddy-viscosity
models and second-moment closures.
The lecture notes contain a number of worked-out examples, especially in Part II (analyt-
ical methods).

Authors, December 2008, Delft, The Netherlands

 Part I

Fundamental Equations
Chapter 1

Fundamental Equations of Transport

Phenomena - Field description

1.1 Introduction

Physical Transport Phenomena is the common name for processes involving transfer of
mass, heat and momentum. While each of these phenomena has evolved into a separate
scientific (and engineering) discipline on its own, taught as separate courses and covered
in numerous textbooks and monographs, they also have much in common. The funda-
mental principles and physical laws governing these phenomena and their mathematical
description can often be treated in a unified and comparative manner. Such an approach
has been adopted in this course, and is especially suited for students in general applied
sciences.
The principal aim of a course in Transport Phenomena is to understand the underlying
physics and to master methods that can be used to predict the effects of heat, mass and
momentum transport in various situations. The prediction tasks essentially focus on eval-
uating heat, mass and momentum fluxes and their integrals - total heat and mass transfer
and forces on target surfaces, and are usually related to solid walls bounding the system
under consideration. But in order to solve the problems, we need to consider field vari-
ables such as temperature, species concentration, fluid velocity. These are governed by the
conservation laws and complementary constitutive relations, from which the fundamental
equations are derived. The basic conservation laws in integral form (for macroscopic sys-
tems) are considered in the undergraduate courses in Thermodynamics, Fluid Mechanics
and Transport Phenomena and here we give a brief overview of the general formulation
and then move on to differential forms that describe the motion of a continuum matter and
associated transport of heat and mass.

1.2 Conservation laws for a control volume in differential form

We first introduce the notion of a conserved (or conservable) variable, as a quantity whose
identity in the original or transformed form can be followed and described by the basic
physical conservation laws:

 conservation of mass
 conservation of momentum (linear, angular) which is the main focus of Solid and
Fluid Mechanics;

 conservation of energy - mechanical (kinetic, potential), thermal or total, which is

in essence the First law of Thermodynamics

3
4 Analysis and Modelling of Physical Transport Phenomena

Other conservation laws can also be formulated, e.g. conservation of entropy (Second
Law of Thermodynamics). It is noted here that the notions ’conserved’ or ’conservable’
quantity, is, strictly speaking, true only if the source term in the conservation equations is
zero. In that case the ’conserved variable’ remains indeed conserved in a closed system,
just transported by fluid motion and molecular effects from one place to another within
the system.
It is recalled that all conservation laws have been postulated for a certain mass (defin-
able quantity of matter under study). Such a mass system is often referred to as a closed
system (control mass, mass system), defined by a finite number of state properties. Con-
servation laws for a control mass can be formulated in a general (’generic’) mathematical
form defining a finite change or a time rate of the variable Φs associated with the mass
system:
ΔΦ
 ϒs ΔΦ
 dΦ

ΔΦs  ϒs or in time  ; with lim   ϒ̇s (1.1)
Δt s Δt Δt 0 Δt s dt s

where Φs is a conservable quantity in the system (an extensive property, which depends on
the size of the system, i.e on the amount of matter considered), such as mass m, momen-
 energy E, and ϒ is the source/sink of Φ. A dot over the symbols denotes the time
tum M,
rate. Everything outside and beyond this system represents its environment. The control
mass can be finite, in which case we talk about the integral form of the conservation law,
or infinitesimally small (infinitesimal continuum element) when the conservation laws are
postulated in a differential mathematical form.
Note that an extensive property can be expressed as a product of mass and the corre-
sponding intensive property, Φ  mφ , or, if φ varies within the system (as it is usually the
case):

Φ φ dm  φ ρ dV (1.2)
s s

where φ is an intensive property of a system (independent of its size or its extent).

Table 1.1 summarises the variables for the three basic conservation laws,

Φ φ ϒ ϒ̇
mass m 1 0 (or r) 0 (or ṙ)
momentum M
  m
v v ΣFΔt ΣF
 


energy E  me e Q W Q̇ Ẇ

Table 1.1 Basic conservation laws.

where

 r denotes the reaction source or sink (ṙ is the reaction rate in time) for mass m in
case we consider mass conservation of a reacting substance (note that r  0 for an
inert substance or for the total mass),
 1 Fundamental Equations of Transport Phenomena - Field description 5

 v denotes the fluid velocity vector and ΣF is the sum of all forces acting on the mass
 

system

 Q and W denote the amount of energy exchanged with the environment in form of
heat and work respectively, whereas Q̇ and Ẇ denote the time rates of Q and W .

It is also recalled that the above formulation of the conservation laws is applicable only to
a closed mechanical or thermodynamical system within whose boundaries, fixed or vari-
able in time, there exists always the same mass. Studies of such systems focus essentially
on the interaction of the mass (and associated momentum, energy, entropy) in the system
with its environment.
Most problems of interest in transport phenomena are associated with open systems,
identifiable with engineering or environmental systems, equipment, device, machine, or
a part of them, through which a fluid flows. In such cases it is convenient to apply the
conservation laws to a control volume bounded by the control surface that coincides with
the boundary surface of the system (equipment, device, or part of it), which we want to
study. A control volume can be fixed in the adopted coordinate frame, can move with
its own velocity, expand or contract (with a local velocity of the control surface). By
definition, an open system should have some parts of the control surface open, through
which the matter (fluid) flows in and out of the control volume and caries fluid properties.
Just as the control mass, the control volume can be of a finite size (macroscopic or integral
systems) or be infinitesimally small, Figure 1.1. In fact, ”a point” in space at which a
property is defined (e.g. fluid velocity, temperature, pressure, density) is an infinitesimally
small control volume. In a continuous matter (continuum) the size of the infinitesimal
control volume must be sufficiently small so that it can be regarded as ”a point” both in the
mathematical sense (associated with the variable in differential conservation equations)
and in a practical physical realm (corresponding to the size of an instrument sensor by
which that property is measured). It must, however, be also sufficiently large to contain
sufficient number of molecules to allow the unique definitions of fluid properties, e.g
density, pressure, at a point.
The control mass approach, suited for describing and analysing movement of discrete
mass systems (e.g. material particles, or bodies) is also called the Lagrangean descrip-
tion, whereas the control volume approach, suited for describing flow of a continuum,
especially in differential form (for an infinitesimal control volume) is called the Eulerian
description.
The application of the generic conservation laws (1.1) to an open system requires its
transformation to account for the inflow and outflow of the considered quantity Φ into
and out of the control volume by inflowing and outflowing fluid through the open parts of
the system control surface. Such a transformation, or direct derivation of the conservation
laws for a finite-size (macroscopic) control volume can be found in basic textbooks in
Thermodynamics, Fluid Mechanics and Transport Phenomena, and here it will suffice to
list the generic form of the conservation law for a control volume with identifiable inlets
denoted by ”i” and exits denoted by ”e” for an extensive thermodynamic and dynamic
6 Analysis and Modelling of Physical Transport Phenomena

Figure 1.1 Above: macroscopic control mass (closed system) and control volume (open
system); below: differential control volume

property Φ:
dΦCV
dt
 ∑ Φ̇i  ∑ Φ̇ e
e  ϒ̇ (1.3)
i

Since we are interested here in the differential form of the conservation laws, we recall
first that

Φ
m
φ dm 
V
ρφ dV Φ̇ 
A
φ dṁ 
A
ρφ dV̇ 
A

ρφ v dA

ϒ γ dm  ργ dV ϒ̇  γ̇ dm  ρ γ̇ dV
m V m V

where dṁ  ρ v dA   and dV̇   

v dA 
are the mass and volume flow rates respectively through the elementary surface dA.
 1 Fundamental Equations of Transport Phenomena - Field description 7

A control volume can always be identified with a mass system at a particular time
instant, hence the definition of an extensive property Φ as an integral of its intensive
property φ over a mass or volume can be regarded as identical at that time instant, but
their changes in time, i.e. the time rates are different,
 
dΦ
dt mass system


dΦ
dt control volume

The extensive properties in each term of the generic formulation (1.3) can now be
replaced by volume/surface integrals in terms of intensive properties. So, the time rate of
change term becomes

dΦCV d ∂ ρφ dV 
 ρφ dV  (1.4)
dt dt CV CV ∂t
Note that the ordinary time derivative d dt is replaced by the partial derivative ∂ ∂ t after
commutation of the sequence with the integral because it is now applied to field properties
ρ and φ , which depend also on space variables.
The inflow and outflow are expressed as

∑ Φ̇i 
Ai

ρφ v dA  and ∑ Φ̇e
e

Ae

ρφ v dA  (1.5)
i

or,

∑ Φ̇i  ∑ Φ̇e   ACV


ρφ v dA    CV

∇ ρφvdV (1.6)
i e

where the integral over the control surface was converted into an integral over the control
volume using the Green-Gauss theorem. Note that the sign of the surface integral is
determined by the scalar product of the velocity vector and the outward-pointing unit
normal vector of the surface element, yielding v dA i  0 and v dA e  0.  
Equation (1.4) now becomes:

CV
∂ ρφ dV 
∂t
  CV

∇ ρφv  dV 
CV
ρ γ̇ dV (1.7)

For an infinitesimally small control volume (a point in space) dV  dx dy dz we can omit


the CV sign and divide the equation by dV , yielding the generic differential form of the
conservation laws1 :
∂ ρφ 
∂t
  ∇  ρφ v    ρ γ̇ (1.8)

For convenience we will present all equations both in vector and in index notation (the
latter applicable only to Cartesian coordinate systems), i.e. for velocity we shall use
1 The generic differential form of the conservation laws can be derived directly from the Reynolds Transport

Theorem for conservation of a continuum field variable φ (any continuous summable function in space and time,
see advanced textbooks).
8 Analysis and Modelling of Physical Transport Phenomena

v vx vy vz  and vi v1 v2 v3 2 :


∂ ρφ 
∂t
  ∇  ρφ v    ρ γ̇

∂ ρφ 
∂t
  ∂∂x ρφ vj
j  ρ γ̇ (1.9)

It is noted that equation (1.9) is given in the so-called strong conservative form of the
differential conservation law (recognizable by the density being lumped together with the
variable φ under all differentiation operators) implying the conservation of φ per unit
volume. Other forms are also in use, which could be more suitable for solving problems
with constant or mildly varying fluid density. For example, applying equation (1.9) to
mass conservation, i.e. φ  Φm  1 and γ̇  0, leads to the continuity equation in
differential form:

∂ρ
∂t
  ∇  ρv  

∂ρ
∂t
  ∂∂x j
ρv j  (1.10)

Using the continuity equation, the differential conservation law can be transformed into a
simpler, more convenient form, the so-called weak conservative form

ρ
Dφ
Dt
 ρ
∂φ
∂t
 
ρ v ∇φ  ρ γ̇

Dφ ∂φ ∂φ
ρ  ρ  ρ vj  ρ γ̇ (1.11)
Dt ∂t ∂xj
D ∂ ∂
where   vj is the material (substantial) derivative , denoting the total rate
Dt ∂t ∂xj
of change of the variable φ along a streamline (felt by an observer traveling with the fluid
element by its velocity).

1.2.1 Source terms and constitutive relations

The ”source” γ̇ can be associated with the system mass, the so-called mass source(s) γ̇m
and with the system surface, the so-called surface (diffusion) source(s) γ̇A , so that the total
source can be written as a sum of the two source types,

ϒ̇ 
V
γ̇m ρ dV 
A
γ̇A dA 
CV

ρ γ̇m  ∇ γ̇A  dV (1.12)

2 Note also other common notations for the velocity vector and its components: v u v w or U U  V W  are
i
used often in the analysis of simpler flows especially when one or two velocity components are zero (two- and
one-dimensional flows), and Ui U1  U2  U3  is more common in the treatise of turbulent flows.
 1 Fundamental Equations of Transport Phenomena - Field description 9

For example:

 γ̇ m stands for an internal source per unit mass of heat due to chemical reaction,
combustion, electric or magnetic heating in the energy equation, whereas in the
momentum equation it denotes the gravitational, Coriolis, centrifugal or electro-
magnetic force ;
 γ̇A represents the diffusion flux of heat through the control surface in the energy
equation, and a force on control surface due to pressure and viscous stresses in the
momentum equation.

The surface source is in essence the molecular flux through the surface and can often be
expressed in terms of the gradient of the property considered , i.e.

γ̇A   Γ ∇φ
where Γ is the molecular transport coefficient. The above equation connects the contin-
uum property φ with their molecular (material) constitution (represented by the transport
coefficient Γ) and is called the constitutive relation or equation. The constitutive equa-
tions associated with the three conservation laws here considered are:

 Conduction flux (Fourier’s law):

γ̇A  q   λ ∇T or q i  λ
∂T
∂ xi
(1.13)

where λ [W m1 K1 ] is the thermal conductivity.

 Mass molecular diffusion flux (Fick’s law):

γ̇A   m
  ∇c or  m i 
∂c
∂ xi
(1.14)

where m [kg m2 s1 ] is the mass flux of a species in kg (or moles) per unit area
and in unit time, C [kg m3 ] (or [mol m3 ]) is the species concentration and [m2
s1 ] is the mass diffusivity.

 Momentum flux, i.e. the stress (Newton’s law of viscosity)3 :

γ̇A  T  p I  μ ∇ v
    23 ∇  v I
∇ vT   or
 
τi j  p δ ij  μ
∂ vi
∂xj

∂vj
∂ xi
 2 ∂ vk
δ
3 ∂ xk i j

  pδ i j  2μ Si j  13 S kk δi j  (1.15)

3 Note that the capital boldface letters denote Cartesian second-order tensors.
10 Analysis and Modelling of Physical Transport Phenomena
 
1 ∂ vi ∂ v j
where μ [kg m1 s1 ] is the dynamic molecular viscosity, Si j  
2 ∂ x j ∂ xi
is the rate of strain (rate of deformation of a fluid element), and I denotes the unit
second-order tensor with its Cartesian components δi j (known also as Kronecker
delta).

1.2.2 Common form of the differential conservation law

Now we can write the common differential form of the conservation law:

ρ
Dφ
Dt
 ρ
∂φ
∂t
 ρ v ∇φ   ρ γ̇m  ∇ γ̇A
Dφ ∂φ ∂φ ∂ γ̇A
ρ  ρ  ρ vj  ρ γ̇m  (1.16)
Dt ∂t ∂xj ∂xj
Inserting the appropriate variables and the corresponding source terms from Table 1.1,
defining the unit mass sources γ̇m and using Eqns (1.13), (1.14) and (1.15) for the surface
sources γ̇A , yield the common conservation equations:

 Momentum (Navier-Stokes) equations, φ  v or vi :

ρ
Dv
 ρ
∂v
∂t
 
ρ v ∇v  ρg  ∇ T 
Dt  
 ρ g  ∇p I  ∇  μ ∇ v  ∇   vT 
   2
3
∇ v I

Dvi ∂ vi ∂ vi ∂ τi j
ρ  ρ  ρ vj  ρ gi 
Dt ∂t ∂xj ∂xj
  
 ρ gi  ∂p
∂ xi

∂
∂xj
μ
∂ vi
∂xj

∂vj
∂ xi
 2 ∂ vk
δ
3 ∂ xk i j
(1.17)

 Energy equation, written in terms of enthalpy, φ h c T :   p


v∇ h ∇
Dh ∂h λ
ρ ρ  ρ q̇
  ∇h   g  
Dt ∂t c p
   
Dh ∂h ∂h ∂ λ ∂h
ρ  ρ  vj  ρ q̇g  (1.18)
Dt ∂t ∂xj ∂xj cp ∂ x j

which for a constant specific heat c p [J kg1 s1 ] can also be written in terms of
temperature φ  T , by dividing Eq. (1.18) by ρ c p :


DT
Dt

∂T
∂t
  
v ∇T 
q̇g
cp
 
∇ α ∇T 
 1 Fundamental Equations of Transport Phenomena - Field description 11
   
DT ∂T ∂T q̇g ∂ ∂T
  vj   α (1.19)
Dt ∂t ∂xj cp ∂xj ∂xj

where α  λ  ρ c p  [m2 s1 ] is the thermal diffusivity, and q̇g [W kg1 ] is the
internal heat source.

 Concentration equation (for each species in a multi-component system) φ  C:


v∇ C ∇  ∇C
DC ∂C
ρ ρ   ρ ṙ
    
Dt ∂t
   
DC ∂C ∂C ∂ ∂C
ρ  ρ  vj  ρ ṙ  (1.20)
Dt ∂t ∂xj ∂xj ∂xj

1.3 Classification of equations

Conservation equations in differential form can often be simplified for specific problems
by omitting various terms that are negligible in that specific situation. In many cases
this makes it possible to solve the equations either by analytical tools or by simpler com-
putational methods. Moreover, simplification of equations makes it possible to identify
clearly the major physical phenomenon governing the problem under investigation. In
some cases the simplification leads to well established forms of equations known under
separate names and used in other areas of science. We discuss classification of general
partial differential equations (PDE) from two points of view, using physical criteria based
on the physical meaning of terms in the equations, and mathematical criteria that primarily
define the method of solution.

Physical criteria
A precise physical meaning can be assigned to each of the terms in the general differential
conservation equations:

  

ρ γ̇m  ∇  Γ∇φ 
Dφ ∂φ
ρ  ρ  ρ v ∇φ (1.21)

Dt
∂ t
 
   
where:

 = material (substantial) derivative (the total change of φ along the streamline)

 = local time rate of change (felt by the observer at a fixed position in an inertial
coordinate frame)

 = convection (rate of change felt by the observer moving with the fluid particle at
local velocity v)

= diffusion (flux of φ through the surface of the elementary control volume)

 = source of φ
12 Analysis and Modelling of Physical Transport Phenomena

In the absence of various terms, the equation reduces to special forms. Assuming
for clarity that in all cases the material properties remain constant, so that Γ=const, the
following well-known equations are obtained:
 For stationary transport (∂ ∂ t  0) without flow (
v  0, solids, stagnant liquids)
and without internal source,   
  0 
 0 and equation (1.21) reduces
to the Laplace (potential) equation

∇2 φ 0 (1.22)

 For non-stationary (transient) transport without flow and without source:

0 0 we obtain the Diffusion (Conduction) equation
∂φ
ρ  Γ∇ φ
2
(1.23)
∂t
 For stationary transport with flow, but without internal source,   0,   0,
equation (1.21) is known as the Convection-diffusion equation

ρ v ∇φ  Γ∇2 φ (1.24)

When the time-rate term  is added, the equation is known as the Unsteady convection-
diffusion equation.

Mathematical criteria
In the mathematical sense, second-order partial differential equations can be classified
into three types according to the equation discriminant. Consider, as an illustration, a
general form of such an equation for two-dimensional flows

Auxx  Buxy  Cuyy  Dux  Euy  Fu  0 (1.25)

where, for brevity, subscripts are used to denote differentiation with respect to particular
coordinates, i.e. ux  ∂ u∂ x, uxy  ∂ 2 u∂ x∂ y

Depending on the system discriminant, equations are classified as:

1. Elliptic, if

B2  4AC  0

Example: The Laplace equation

uxx  uyy  0

2. Parabolic, if:

B2  4AC 0

Example: Diffusion equation (with y  t)

Auxx u y0
 1 Fundamental Equations of Transport Phenomena - Field description 13

3. Hyperbolic, if:

B2  4AC  0

Example: wave propagation equation (e.g. momentum equation for supersonic

flow)

It is noted that this classification has major implications on the selection of the appropriate
numerical or analytical methods for solving the equations. For example, in problems gov-
erned by parabolic equations (e.g. fluid flow and scalar convection in wall boundary layers
and jets) there is no influence of flow properties upstream from the point of consideration
and one can simply march along the flow and compute all variables in one sweep, start-
ing from the given inflow conditions and side boundary conditions. In contrast, problems
governed by elliptic equations are influenced by conditions on all boundaries surrounding
the solution domain and the numerical solutions are much more demanding, requiring
usually an iterative solution process. Hyperbolic problems resemble the parabolic ones,
but the propagation of a variable occurs along specific lines called the characteristics.
For that reason, different numerical solvers have been developed for different families of
problems governed by each type of equations, though general solution methods are also
available.

1.4 Boundary and initial conditions

Transport processes are described by partial differential equations of the second order in
space, and first order in time: Hence,

 two boundary conditions are needed for each dependent variable in terms of space
coordinates, and

 for non-stationary problems we need to know the initial conditions.

Two types of boundary conditions can be used (depending on the problem)

 Dirichlet boundary conditions: the value of φ is defined on the boundary, i.e. φ b

φb x y z t 

 Neumann boundary conditions: the flux of φ related to its gradient in the direction
normal to the boundary is given, i.e.

γ̇b  
Γ
∂φ
∂n b
 f x y z t φb  (1.26)

For the momentum equation the no-slip boundary condition at a solid wall implies

that the fluid velocity equals the wall velocity (if any), i.e. v w  0 for a stationary wall,

and v w  vw for a wall moving with the velocity vw . For the energy equation, the heat
flux at the wall can be defined in two ways (depending on whether the heat exchange at
the boundary occurs by convection or by radiation - or both)
14 Analysis and Modelling of Physical Transport Phenomena

 Convective flux

q b λ ∂T
∂n b
 f x y z t Tb   h x y z t  Tb T0 (1.27)

 Radiative flux

qb λ ∂T
∂n b
 f x y z t Tb   G x y z t σ Tb4 T 4
0 (1.28)

where subscript b denotes the boundary of the solution domain (a solid wall or a free
surface) and T0 is the reference fluid temperature, h [W m2 K1 ] is the heat transfer
coefficient and σ [W m2 K4 ] stands for the Stefan-Boltzmann constant.

1.5 Coordinate transformations

The differential conservation equations for mass (1.10), momentum (1.17), energy (1.18
and 1.19), and species concentration (1.20) do not depend on the coordinate system as
long as the vector notation is used. However, the conservation equations with the index
notation (that are given below the vector notation) are valid only in a Cartesian coordinate
system. When solving problems involving heat, mass, and/or momentum transfer, one
has to select a reference coordinate system. Tables 1.2 and 1.3 give the various terms in
conservation equations for Cartesian, cylindrical and spherical coordinate systems. The
conservation equations on a general curvilinear coordinate system can be derived by using
methods described by e.g. Bird et al. (2002), Chung (1996).
 Z Z
Z
r z
P P
P V
Y Y y Y
V O r
x
X
X
X

Cartesian coordinates cylindrical coordinates spherical coordinates

1 yT
”T ex yyTx ey yyTy ez yyTz er yyTr eV 1r yy TV ez yyTz er yyTr eV 1r yy TV eO r sin V yO
y vx y vy y vz 1 y 1 y vV y vz 1 y 2 1 y 1 y vO
” v yx yy yz r y r rvr r yV yz r2 y r
r vr r sin V y V vV sin V r sin V y O
2
y T 2
y T y 2T 1 y yT 2
1 y T y 2T 1 y 1 y 1 y 2T
”2 T y x2 y y2 y z2 r yr r yr r2 y V 2 y z2 r2 y r
r2 yyTr r 2 sin V y V
sin V yy TV r 2 sin2 V y O 2
or or
y 2T 1 yT 1 y 2T y 2T 2 yT y 2T 1 y 2T cos V y T 1 y 2T
y r2 r yr r2 y V 2 y z2 r yr y r2 r2 y V 2 r 2 sin V y V r 2 sin2 V O 2
y yT y yT y yT 1 y yT 1 y Q yT y yT 1 y 1 y sin V y T 1 y Q yT
”Q ”T yx Q yx yyQ yy yz Q yz r yr Q r yr r yV r yV yz Q yz r2 y r
Q r2 yyTr r sin V yV Q r yV r sin V y O r sin V y O
vV y T vV y T vO y T
v ”T vx yyTx vy yyTy vz yyTz vr yyTr r yV vz yyTz vr yyTr r yV r sin V y O
D y y vV y y vV y vO y
Dt yt vx yyx vy yyy vz yyz yt vr yyr r yV vz yyz yt vr yyr r yV r sin V y O

Table 1.2 Coordinate transformations.

1 Fundamental Equations of Transport Phenomena - Field description
15
 16

coordinates

v v v 2v 2v 2
 ∂v ∂ ∂ ∂
 ∂ p  Cartesian
∂ ∂
x-comp. ρ ∂ tx  vx ∂ xx  vy ∂ yx  vz ∂ zx   ∂ x  μ ∂ x2x  ∂ y2x  ∂∂ zv2x  ρ gx
 ∂v ∂v ∂v ∂v
  ∂ 2v ∂ 2v ∂ 2v 
y-comp. ρ ∂ ty  vx ∂ xy  vy ∂ yy  vz ∂ zy   ∂∂ yp  μ ∂ x2y  ∂ y2y  ∂ z2y  ρ gy
 ∂v ∂v ∂v ∂v
 ∂ p  ∂ 2v ∂ 2v ∂ 2v 
z z z z z z z
z-comp. ρ ∂ t  vx ∂ x  vy ∂ y  vz ∂ z   ∂z  μ ∂ x2

∂ y2

∂ z2
 ρ gz

 Cylindrical coordinates
∂ vr ∂ vr vθ ∂ vr v2θ ∂ vr ∂p
 ∂ 1 ∂  1 ∂ 2 vr 2 ∂ vθ ∂ 2 vr

r-comp. ρ ∂ t  vr ∂ r  r ∂ θ  r  vz ∂ z   ∂r  μ ∂r r ∂r rvr  
r2 ∂ θ 2
 r2 ∂ θ

∂ z2
 ρ gr
  
v v
 ∂v ∂v v ∂v ∂v
 ∂ 2v ∂ 2v
θ -comp. ρ ∂ tθ  vr ∂ rθ  rθ ∂ θθ  rr θ  vz ∂ zθ   1r ∂∂ θp  μ ∂∂r 1r ∂∂r rvθ   r12 ∂ θ 2θ  r22 ∂∂vθr  ∂ z2θ  ρ gθ
 ∂v ∂v v ∂v ∂v
z z z z z z
 ∂ p  1 ∂  ∂ v  1 ∂ 2v ∂ 2v 
θ
z-comp. ρ ∂ t  vr ∂ r  r ∂ θ  vz ∂ z   ∂z  μ r ∂r r ∂ rz 
r2 ∂ θ 2

∂ z2
 ρ gz

 Spherical coordinates
∂ vr ∂ vr vθ ∂ vr vϕ ∂ vr v2θ v2ϕ ∂p
 2 2 ∂ vθ 2 2 ∂ vϕ

r-comp. ρ ∂ t  vr ∂ r  r ∂ θ  r sin θ ∂ ϕ  r   ∂r  μ ∇2 vr  v r2 r r2 ∂ θ
 v
r3 θ
cot θ  r2 sin θ ∂ϕ  ρ gr
  
∂ vθ ∂ vθ vθ ∂ vθ vϕ ∂ vθ vr vθ v2ϕ cot θ 1 ∂p vθ 2 cos θ ∂ vϕ
θ -comp. ρ ∂ t  vr ∂ r  r ∂ θ  r sin θ ∂ ϕ  r  r  r ∂θ  μ ∇2 vθ  r22 ∂∂vθr    ρ gθ
r2 sin2 θ r2 sin2 θ ϕ
 ∂ vϕ ∂ vϕ vθ ∂ vϕ vϕ ∂ vϕ vϕ vr vθ vϕ
 1 ∂p
 vϕ 2 ∂ vr 2 cos θ ∂ v

ϕ -comp. ρ ∂ t  vr ∂ r  r ∂ θ  r sin θ ∂ ϕ  r  r cot θ  r sin θ ∂ ϕ  μ ∇2 vϕ  2  2 2 ∂ ϕθ  ρ gϕ
r sin θ ∂ ϕ
  r2 sin2 θ r sin θ
Analysis and Modelling of Physical Transport Phenomena

Table 1.3 Coordinate transformations for Navier-Stokes equations.