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Inverse Heat Transfer. Fundamentals and Applications PDF

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Inverse Heat Transfer Heat Transfer A Series of Reference Books and Textbooks Afshin J. Ghajar Regents Professor, School of Mechanical and Aerospace Engineering, Oklahoma State University Engineering Heat Transfer, Third Edition William S. Janna Conjugate Problems in Convective Heat Transfer Abram S. Dorfman Thermal Measurements and Inverse Techniques Helcio R.B. Orlande, Olivier Fudym, Denis Maillet, Renato M. Cotta Introduction to Thermal and Fluid Engineering Allan D. Kraus, James R. Welty, Abdul Aziz Advances in Industrial Heat Transfer Alina Adriana Minea, Editor Introduction to Compressible Fluid Flow, Second Edition Patrick H. Oosthuizen and William E. Carscallen District Cooling: Theory and Practice Alaa A. Olama Advances in New Heat Transfer Fluids: From Numerical to Experimental  Techniques Alina Adriana Minea, Editor Finite Difference Methods in Heat Transfer M. Necati Özişik, Helcio R.B. Orlande, Marcelo J. Colaço, Renato M. Cotta Convective Heat and Mass Transfer, Second Edition S. Mostafa Ghiaasiaan The Art of Measuring in Thermal Sciences Josua Meyer and Michel De Paepe Inverse Heat Transfer Fundamentals and Applications Second Edition M. Necati Özisik Helcio R. B. Orlande Second edition published 2021 by CRC Press 6000 Broken Sound Parkway NW, Suite 300, Boca Raton, FL 33487-2742 and by CRC Press 2 Park Square, Milton Park, Abingdon, Oxon, OX14 4RN © 2021 Helcio R. B. Orlande First edition published by CRC Press 2000 CRC Press is an imprint of Taylor & Francis Group, LLC Te right of Helcio R. B. Orlande to be identifed as authors of this work has been asserted by them in accordance with sections 77 and 78 of the Copyright, Designs and Patents Act 1988. Reasonable eforts have been made to publish reliable data and information, but the author and publisher cannot assume responsibility for the validity of all materials or the consequences of their use. Te authors and p ublishers have attempted to trace the copyright holders of all material reproduced in this publication and apologize to copyright holders if permission to publish in this form has not been obtained. If any copyright material has not been acknowledged please write and let us know so we may rectify in any future reprint. Except as permitted under U.S. Copyright Law, no part of this book may be reprinted, reproduced, transmitted, or utilized in any form by any electronic, mechanical, or other means, now known or hereafter invented, including photocopying, microflming, and recording, or in any information storage or retrieval system, without written permission from the publishers. For permission to photocopy or use material electronically from this work, access www.copyright.com or contact the Copyright Clearance Center, Inc. (CCC), 222 Rosewood Drive, Danvers, MA 01923, 978-750-8400. For works that are not available on CCC please contact [email protected] Trademark notice: Product or corporate names may be trademarks or registered trademarks and are used only for identifcation and explanation without intent to infringe. ISBN: 978-0-367-82067-1 (hbk) ISBN: 978-0-367-72526-6 (pbk) ISBN: 978-1-003-15515-7 (ebk) Typeset in Times by codeMantra To Teresa, Fernanda and Arthur José Contents Preface............................................................................................................................................xiii Preface of the First Edition ............................................................................................................xvii Authors ............................................................................................................................................xix PART I Introduction and Parameter Estimation Chapter 1 Basic Concepts .............................................................................................................3 1.1 Inverse Heat Transfer Problem Concept ............................................................4 1.2 Classification of IHTPs .....................................................................................6 1.3 Difficulties in the Solution of Inverse Heat Transfer Problems .........................8 1.4 An Overview of Solution Techniques for Inverse Heat Transfer Problems ......13 1.5 Basic Steps for the Solution of Inverse Heat Transfer Problems .....................18 Problems .....................................................................................................................19 Note 1: Statistical Concepts .......................................................................................21 Random Variable .............................................................................................21 Probability Distribution ...................................................................................21 Expected Value of X .........................................................................................21 Expected Value of a Function g(X) ..................................................................22 Variance of a Random Variable X ....................................................................22 Covariance of Two Random Variables X and Y ...............................................22 Gaussian Distribution ......................................................................................22 Uniform Distribution .......................................................................................23 Rayleigh Distribution ......................................................................................23 Gamma Distribution ........................................................................................24 Beta Distribution ..............................................................................................25 Chi-Square Distribution ...................................................................................25 Covariance Matrix ...........................................................................................26 Multivariate Gaussian Distribution ..................................................................27 Chapter 2 Parameter Estimation: Minimization of an Objective Function without Prior Information about the Unknown Parameters .............................................................29 2.1 Objective Function ...........................................................................................30 2.2 Technique I: The Levenberg-Marquardt Method ............................................31 The Direct Problem .........................................................................................32 The Inverse Problem ........................................................................................32 The Iterative Procedure for Technique I ..........................................................33 The Stopping Criteria for Technique I .............................................................35 The Computational Algorithm for Technique I ...............................................36 2.3 Technique II: The Conjugate Gradient Method for Parameter Estimation .....37 The Direct Problem .........................................................................................37 The Inverse Problem ........................................................................................37 The Iterative Procedure for Technique II .........................................................38 The Stopping Criterion for Technique II .........................................................40 The Computational Algorithm for Technique II ..............................................40 vii viii Contents 2.4 Sensitivity Coeffcients .................................................................................... 41 Methods of Determining the Sensitivity Coeffcients ..................................... 41 Direct Analytic Solution for Determining Sensitivity Coeffcients .......41 The Boundary Value Problem Approach for Determining the Sensitivity Coeffcients ....................................................................... 47 Finite Difference Approximation for Determining Sensitivity Coeffcients .........................................................................................49 2.5 Design of Optimum Experiments ....................................................................49 2.6 T he Use of Multiple Sensors ...........................................................................50 2.7 S tatistical Analysis .......................................................................................... 52 2.8 Estimation of Thermal Conductivity Components of an Orthotropic Heat Conducting Medium ...............................................................................54 The Direct Problem ......................................................................................... 55 The Inverse Problem ........................................................................................57 Analysis of the Sensitivity Coeffcients and Design of Optimum Experiments..................................................................................................... 58 Parameter Estimation and Statistical Analysis ................................................ 61 2.9 Technique III: The Conjugate Gradient Method with Adjoint Problem for Parameter Estimation.................................................................................65 The Direct Problem .........................................................................................66 The Inverse Problem ........................................................................................67 The Sensitivity Problem .................................................................................. 67 The Adjoint Problem .......................................................................................68 The Gradient Equation .................................................................................... 70 The Iterative Procedure for Technique III ....................................................... 70 The Stopping Criterion for Technique III ........................................................71 The Computational Algorithm for Technique III............................................. 71 The Use of Multiple Sensors ...........................................................................72 2.10 E stimation of a Heat Source Term in a Heat Conduction Problem .................73 Problems ..................................................................................................................... 75 Note 1: Search Step-Size for Technique II .................................................................77 Note 2: Search Step-Size for Technique III ................................................................ 78 Chapter 3 Parameter Estimation: Minimization of an Objective Function with Prior Information about the Unknown Parameters .............................................................81 3.1 O bjective Function. .......................................................................................... 81 Maximum a Posteriori Objective Function with a Uniform Prior ...................83 Maximum a Posteriori Objective Function with a Gaussian Prior ..................84 Maximum a Posteriori Objective Function with a Truncated Gaussian  Prior .............................................................................................86 3.2 M inimization of the Objective Function .........................................................87 3.3 I dentifcation of the Thermophysical Properties of Semi-Transparent Materials ............................................................................ 91 The Direct Problem ......................................................................................... 91 The Inverse Problem ........................................................................................94 Analysis of the Sensitivity Coeffcients and Design of Optimum Experiments .....................................................................................................95 Parameter Estimation and Statistical Analysis ................................................96 Problems .....................................................................................................................98 Contents ix Chapter 4 Parameter Estimation: Stochastic Simulation with Prior Information about the Unknown Parameters ............................................................................................... 101 4.1 Markov Chains .............................................................................................. 102 4.2 Technique IV: Markov Chain Monte Carlo (MCMC) Method ..................... 103 Proposal Distribution .....................................................................................106 Random Walk ...................................................................................106 Independent Move ............................................................................107 4.3 MCMC Estimation of Thermal Conductivity Components of an Orthotropic Heat Conducting Medium ......................................................... 108 The Direct Problem ....................................................................................... 108 The Inverse Problem ......................................................................................108 Stochastic Simulation .................................................................................... 108 4.4 MCMC Estimation of Thermal Conductivity and Volumetric Heat Capacity of Viscous Liquids with the Line Heat Source Probe....................109 The Direct Problem ....................................................................................... 110 The Inverse Problem ...................................................................................... 112 Analysis of the Sensitivity Coeffcients and Design of Optimum Experiments................................................................................................... 113 Stochastic Simulation .................................................................................... 113 4.5 MCMC Estimation of Thermophysical Parameters of Thin Metal Films Heated by Fast Laser Pulses.......................................................................... 116 The Direct Problem ....................................................................................... 117 The Inverse Problem ...................................................................................... 118 Analysis of the Sensitivity Coeffcients and Design of Optimum Experiments ................................................................................................... 119 Stochastic Simulation .................................................................................... 121 4.6 Analysis of Markov Chains ...........................................................................122 Statistics ......................................................................................................... 122 Convergence of the Markov Chain ................................................................125 Proposal Distribution ..................................................................................... 131 4.7 Reduction of the Computational Time for Solving Inverse Problems with Technique IV.........................................................................................132 Delayed Acceptance Metropolis-Hastings (DAMH) Algorithm ................... 133 Approximation Error Model (AEM) Approach ............................................. 133 4.8 Approximation Error Model to Account for Convective Effects in the Line Heat Source Probe Method................................................................... 135 Problems ................................................................................................................... 137 Note 1: M etropolis-Hastings Algorithm with Sampling by Blocks of Parameters .. ..138 PART II Function Estimation Chapter 5 Function Estimation: Minimization of an Objective Functional without Prior Information about the Unknown Functions ............................................................. 141 5.1 Technique V: The Conjugate Gradient Method with Adjoint Problem for Function Estimation ...................................................................................... 141 The Direct Problem ....................................................................................... 142 The Inverse Problem ...................................................................................... 143 The Sensitivity Problem ................................................................................ 143

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