1. Introduction
The Stefan problem of melting is a well known free boundary problem that has been deeply studied in the last century. The scope of this model is very broad, as can be seen in the review article [26] which cites and compiles more than 5000 articles on Stefan problems up to the year 2000.
When we deal with one-dimensional Stefan problems, under certain initial and boundary conditions, the motion of the free boundary (the melt front) behaves as the square of time
t[1,16]. In particular, if we address the one-phase Stefan problem with a constant boundary condition, that is, if we consider the problem to find the pair of functions
representing the temperature and the advance of the interface, such that
then the free boundary is given in terms of the square root of time,
where
is the positive solution to the transcendental equation
We call the prefactor of the free boundary because, clearly, the advance of the interface is totally characterized by this number. The relevance of computing this parameter (which is relatively easy nowadays) was exposed by Solomon in [24] by giving exact data and demonstrating the importance of similarity solutions in semi-infinite domains to approximate exact solutions.
The heat transport governing equation in the Stefan problem above, (
1)
, is the classical diffusion equation. This equation arises as a consequence of inserting the phenomenological Fourier law for heat transfer into the heat continuity equation (first law of thermodynamics). However, the Fourier law is not the only way to model heat transfer. The theory of non-Fourier heat transfer is highly diverse, as can be observed, for instance, in Zhmakin’s book [31] or the work [23]. Such treatments are suitable to model heat transfer in the presence of fractal structures, or amorphous materials like glassy polymers [2] or silica glasses [13]. The focus of this article is a particular class of non-Fourier heat transfer models, namely those that employ fractional calculus to describe anomalous diffusion. More explicitly, we consider here non-Fourier models in presence of fractional integrals or derivatives of Riemann-Liouville or Caputo type. We refer the readers to the works of Metzler and Klafter [17] and Voller [29] which provide an in-depth discussion on the modeling of anomalous diffusion processes using fractional derivatives, as well as the books [9,10,15,18,22] for the theory and applications of fractional diffusion equations.
When the presence of anomalous diffusion is considered in a free boundary problem with an imposed constant temperature at the fix boundary, an interesting feature emerges: the advance of the free boundary is proportional to a power of
t that differs from
(see e.g. [21] or [28]). That is,
when
the process is referred to as superdiffusive and when
as subdiffusive.
We are strongly convinced that fractional models can be valuable when emphasizing the evolution of the free boundary. Thus, mirroring classical work on Stefan problems [24], our goal here is to develop algorithms and techniques to compute the prefactor associated with both super- and sub- diffusive one-dimensional, one-phase Stefan melting problems. In carrying out this task we will use the similarity solutions of anomalous Stefan problems that has been previously presented in the literature. In this light, we emphasis that the key component in our work is to arrive at computations that produce explicit numerical values for the prefactors . Beyond their intrinsic value, such results are useful in validating the effectiveness and accuracy of numerical methods for phase-change problems in presence of anomalous diffusion, e.g., [4,7,8,11]. As a verification of our proposed computations we provide a mathematical analysis that shows that when the governing dimensionless group, the Stefan number , our calculations for converge to the known explicit values associated with quasi-stationary anomalous Stefan problems [21,28].
Our paper is laid out as follows. In
Section 2, the time fractional and space fractional Stefan problems for a melting process are presented.
Section 3 is devoted to the a dimensionless scaling of such problems, focusing on the role of the Stefan number in each case.
Section 4 and 5 deal with the space fractional and time fractional cases, respectively, having both the same structure. The selfsimilar solutions for the general and the stationary problems are presented first. Then a method for the computation of the prefactor is presented and finally, an analytical proof of the convergence of the prefactors of the general solutions to the prefactors of the quasi-stationary solution when the Stefan number
approaches zero, is given. Finally we present the conclusions and future work in
Section 6.
2. Modeling the Space and Time Fractional Stefan Problems in a Melting Process
Suppose that
is a cylinder of anomalous phase change material with constant cross-section
A and length
, where
is an isolated extreme. Let
be the temperature of the cylinder at position
x and time
t and let
be the heat flux. We assume that, initially, the bar is at its melt temperature
and a melting process with a sharp moving interface
is initiated by imposing a constant temperature
at
. This free boundary, representing the moving melt interface, is assumed to be an increasing function in time, i.e,
The total energy in the model is given by the enthalpy
where the thermophysical parameters at the liquid phase are the specific heat
c and latent heat
ℓ, which is the energy used in the phase change. With this definition we can use the basic thermodynamic principles to recover two balance statements:
The balance of energy in the liquid melt,
where
is the material density and
the of balance energy at the interface where the phase change occurs,
This is recognized as the classical Rankine–Hugonoit condition, the double brackets representing jumps in the enthalpy and the heat flux respectively and
the velocity of the free boundary.
It is well known that equation (
1)
is obtained after replacing the classical Fourier law in the balance equation (
6). This law states that the local heat flux
q at a point
x is proportional to the gradient of temperature
where we have assumed that the conductivity of the material
k is constant. By contrast, here we consider a non-local flux law defined by the relation
This equality states that the flux at every time
t and position
x is a generalized sum of all the local fluxes at every position between the left extreme of the slab (
) and the current position, imposing the condition that the local fluxes “closer” to the current position have more weighting than the local fluxes “further” away. Note the constant
is defined by
where
is a parameter that has been added to preserve the physical dimensions.
At this point let us recall the classical definitions of fractional calculus that will be used in this article.
For every
we define the fractional integral of Riemann-Liouville of order
by
Now, for
we define the fractional derivatives of Riemann-Liouville and Caputo of order
, respectively, by
and
a.e. in
. The possibility to define these functions at
must be analyzed in every case.
With these fractional derivative definitions in hand we can provide non-local definitions of the flux. In particular we note that (
9) can be expressed in terms of the Caputo derivative
referred to as the Caputo flux. In this way, replacing (
11) in the balance equations (
6) and (
7) we obtain the governing equations of the
space fractional Stefan problems considered in this article
and
Here we have used (
5) to compute
Also, we have assumed that the non-local flux at the solid phase is given in terms of the local fluxes between the current position and the right extreme
, that is by
which, according to (
5), yields that
for every
. Then
Thus, on defining the region
and providing appropriate initial and boundary conditions we obtain the
Space Fractional Stefan Problem: Find the pair of functions
and
with enough regularity such that
We move now to defining a time fractional model, achieved through introducing the concept of
memory enthalpy in the balance equations.
where
and
is a parameter that has been added to preserve dimensional consistency. It is important to stress that expression (
15) corresponds to a continuous function that converges pointwise
1 to
when
, and thus it can be interpreted as a regularization of the piecewise function
which presents a finite jump at the interface. The idea of considering a regularized enthalpy is a common idea in the literature [3,27,30], the novelty of the approach here is to achieve this through a fractional integral as opposed to the more standard approach of allowing the phase change to occur smoothly over a small temperature region–a mushy zone.
On joining (
4), (
5) and (
15) we have that
Then, by replacing (
16) and (
8) in the balance equation (
6) we obtain the governing equation in the liquid region
or equivalently
For the condition at the interface, we use the continuity of the memory enthalpy to deduce that
Then the classical Stefan condition at the interface (
1)
is “lost” in the memory enthalpy model and it can be replaced by
Remark 1. Condition (20) was previously obtained for the memory flux Stefan problem in [14] and later in [21]. It is a natural condition for the memory enthalpy problem, which comes from the continuity of the “memory enthalpy” at the interface.
Following from the above analysis, we can present the
Time Fractional Stefan Problem: Find the pair of functions
and
with enough regularity such that
3. The Dimensionless Problems
In this subsection, we aim to rewrite problems (
14) and (
21) in a dimensionless form, allowing us to recover the quasi-stationary problems associated with each case in the limit as the dimensionless Stefan number approaches zero. Note that the dimensionless form of the time fractional problem has previously been derived in [19][Prop. 8], the addition of the spacial fractional case is new.
To start our derivations of the dimensionless problem formulations we identify the dimensions of the problem properties in
Table 1 and provide a Proposition 1 to determine the dimensions of fractional derivative operators.
Proposition 1.
For every it holds that:
- (1)
.
- (2)
.
- (3)
.
Proof. We only give the proof of 1, which is a simple compute.
□
Remark 2. At this point it is important to stress that the classical change of variable for the time, which is generally defined by and , is not used in this article because we are specially interested in obtaining a non-dimensional model that permits to obtain the quasi-stationary case when the dimensionless Stefan number (see Table 1) approaches zero.
The importance given to the quasi-steady-state case lies in the fact that we exactly know the value of the prefactor of the free boundary for any given fractional order .
3.1. The Dimensionless Spacial Fractional Stefan Problem
To simplify, without loss of generality, we rewrite problem (
14) with the melt temperature
.
First, let us clarify the units of measure of the parameter
which was added to give physical dimension consistency. The appropriate dimensions follow directly from the governing equation (
22)-(i). By applying Proposition 1 and the dimensions noted in
Table 1 to this equation we arrive at the following dimensional balance
which implies that
Change of variables for the Space Fractional case. If we let
be a characteristic position we can define the the following dimensionless space and time variables in terms of the quantities in
Table 1
In addition, on using
as the characteristic temperature, we can construct dimensionless dependent variables for temperature and front position as
Then, by making the substitution
in the fractional integral, we have
And
From (
22)
, (
28) and (
29) we obtain the dimensionless governing equation for the liquid phase
From (
22)
, (
26) and (
27) we have
To retain the dimensionless nature of the equations we set the admissible parameter as
which has dimensions consistent with (
24).
Finally we can rewrite (
30) and (
31) as
Adding appropriate initial and boundary conditions we arrive at the desired dimensionless
space fractional Stefan problem: Find the pair of functions
and
with enough regularity such that
3.2. The Dimensionless Time Fractional Stefan Problem
Let us work now with problem (
21) for the case
. That is, consider the problem to find the pair of functions
and
with enough regularity such that
As before, we start by clarifying the role of the parameter
. But first, it is important to introduce an equivalent problem to (
36) that will be used in this subsection. More precisely, according to [21, Prop. 5], problem (
36) is equivalent to the problem to find the pair of functions
and
such that
Note that we can rewrite equation (
37)
by using the diffusion coefficient
and defining
in the following way.
From this equation, using Proposition 1,
Table 1, we obtain the dimensional balance
From which it follows that
Remark 3. Consistent with Remark 2, we consider the non-classical change of variable (25) in order to achieve the quasi-stationary problem when the Stefan number approaches zero.
Change of variables for the Time Fractional case. Let
be a characteristic position and consider the change of variables (
25). We define as before,
where
and
are related by (
25). Applying the substitution
in the following integral, we deduce that
Then
From the other side,
Substituting (
42), (
43) and (
44) in (
38) gives
Note that
is an admissible parameter verifying (
40). Then by replacing this parameter into (
45) and addressing with initial and boundary conditions, the following dimensionless problem associated to the
Time Fractional Stefan Problem is obtained: Find the pair of functions
and
enough regular such that
4. Computing the Prefactor for the Space Fractional Case
4.1. Closed Solutions
Let us start with the quasi-stationary case. This problem is usually attained by making the specific heat
. The resulting problem is trivial in (
14) or (
21) but we focus now in problem (
35). Thus, by assuming that the latent heat
ℓ and the imposed temperature
are finite positive numbers, it is immediately clear from the Stefan number definition in
Table 1 that
Then, the limit problem obtained from (
35) by making
is the
Space Fractional quasi-Stationary Problem: Find the pair of functions
and
with enough regularity such that
Remark 4.
The change of variable performed in (25)-(26) and (41) remains unaffected when considering the limit . Indeed,
is independent of c.
Problem (
48) was solved in [28] and its close solution is given by the pair
We now present an exact solution to problem (
35), originally introduced in [20], which has been adapted here for the dimensionless case with the Stefan number as the main parameter. To that end, let us introduce the special functions involved
Definition 1.
Let , and l such that . The three-parametric Mittag-Leffler function is defined by
Remark 5. A particular case is and we recover the classical Mittag-Leffler function for and . Also, a two parametric Mittag–Leffler function is recovered for the case and the special case of our interest is For the role of the three-parametric Mittag-Leffler function we refer the reader to the original works of Kilbas and Siago
We will consider the parameters
. For this case we have
and the coefficients
verify the next recursive form
We know from [12,Th.1] that the three-parametric Mittag-Leffler functions (
50) already defined are entire functions for every
.
Define the function
by
Now, by mimicking the steps in [20, Section5], it is straightforward that the pair
given by
and
where
is the unique solution to the equation
is the solution to problem (
35).
Remark 6.
Let us highlight that the expression for theprefactor of the free boundarythat we are trying to approximate is given by
The results in the next proposition can be founded in [20, Prop.8 and Section5].
Proposition 2.
The function given in (53) verifies the following properties:
-
1.
is a non-negative function such that .
-
2.
The following limits hold:
-
3.
The function given by is a decreasing function.
4.2. Computing
Using series expansion of
in the definition of
we can rewrite the equation (
56) as
The solution to the last equation (
59) can be interpreted as the root of the following function in the left hand side. Thus, a simple method like the bisection method can be applied to find the solution
to (
59), after making an efficient computation of the 3-parametric Mittag-Leffler functions (in [5], a simple code is presented to see how it has been computed).
4.3. Analysis of the Convergence to the Quasi-Stationary Case
As it was stated in
Section 3, the quasi-stationary problem is obtained by making the sensible heat
in (
35). However taking into account (
47) and being the Stefan number the visible parameter in our equations, the convergence to the quasi-stationary case will be analyzed by making
. It is also worth noting that the convergence analysis is not affected by the change of variable, according to Remark 4.
In view of the results obtained from the previous algorithm for
for a fix
(see
Table 2), the next theorem is presented.
Theorem 1.
The prefactor of the free boundary (57) corresponding to the Space Fractional Stefan Problem (35) converges to the prefactor of the quasi-stationary Space Fractional Stefan problem (48) when the Stefan number approaches zero. In other words,
Proof. For every
let
the unique positive solution to (
56). Equivalently,
verifies the equation
where
H is the function defined in Proposition 2. Let
. If we suppose that
, from Proposition 2 item 3 we deduce that
. Then,
, which is a contradiction. Then the family
is decreasing respect on the parameter
and being the positiveness of the elements we deduce that
Now, making
in (
56) yields that
and from Proposition 2 we have
From (
61) and Proposition 2,
By using the series expansion and (
61) we compute the limit in the first factor in (
62)
Finally, we make
in (
62) and use (
63), (
64) and the property of the Gamma function saying that
to obtain
□
Corollary 1. The solution (54)-(55) to the Space Fractional Stefan Problem (35) converges to the solution (49) to the quasi-stationary Space Fractional Stefan problem (48) when the Stefan number approaches zero.
Proof. Going back to (
55), we use (
65) to claim that
For the limit in (
54) we use the series expansion approach again
By applying (
61), (
65) and the uniform convergence of the series we conclude that
□
5. Computing the Parameter for the Time Fractional Case
5.1. Close Solutions
Let us start by introducing the special functions involved in the representation of the solution for the time fractional case. For more details we refer the reader to [25]
Definition 2.
For every , the upper incomplete Beta function of parameters is given by
Also, the regularized upper incomplete Beta functions is defined by
Here, is the classical Beta function defined by .
Remark 7.
Note that the former functions are not symmetric respect to the parameters α and β, in contrasts to the classical Beta function which verifies that
Proposition 3.
For all , it holds that
Proof. Applying Fubini’s theorem, we have that
and the thesis holds by using the Beta function definition and (
71). □
We start with the quasi-stationary problem. That is, we consider the limit problem obtained from (
46) by making
(or equivalently
), which is the
Time Fractional Quasi-Stationary Problem: Find the pair of functions
and
with enough regularity such that
where
is the function given by
Problem (
74) was already addressed in [21], where the following solution was obtained:
Regarding the non-stationary problem (
46), we must refer first to the work of Kubica and Ryszewska [14] where a similarity solution was obtained. However, unlike the solution here, this solution was not presented in a compact form in terms of calculable transcendental functions. To more clearly see this, we present a selfsimilar solution following the lines in [14]. To begin, let us recall the formulation of Problem (
46).
Let us define the one variable function in terms of a self-similar variable (which is different than the one considered in [14]).
And let the free boundary be given by
Remark 8. We have made a simplification in the notation by denoting , in the aim to simplify the reading of the next computes. And the correct notation will be recovered at the end of this section.
From the boundary condition (
77)
and making the substitution
, it holds that
Also
Then
u is a solution to the fractional PDE (
77)
if and only if
F is a solution to the fractional ODE
or equivalently
Note that condition (
77)
implies that
. Then, integrating (
84) between
and 1 yields
Let us work with the integrals in the r.h.s of (
85) starting from the second one.
In the first one we apply Fubini and proceed as in (
86) to get
By replacing (
86) and (
87) in (
85) we obtain
Now, proceeding as in [14] we define the function
and the operator
such that
Then
verifies
It is important to recall that we have written the operator
L and function
G in terms of the incomplete Beta function, but the work and estimations done in
Section 5.3 and 5.4 of [14] are valid for these expressions. The recursive argument is also valid, consisting of applying the operator
L to both sides of equation (
91) and use eq. (
91) to recover a new equation for
times, yielding that
In [14,Secc.5.2] it was proved that taking the limit when
in (
92) yields that
And integrating between
and 1 and using condition (
46)
we get an expression for
F which is
The uniform convergence of the series in (
93) as well as the regularity of function
F were analyzed in the mentioned paper. We look now for the parameter
a, by using the boundary condition (
77)
. In other words, we look for a positive value
a such that
where from (
90) and denoting
, the operators
are given by
for
and we define
as
.
In order to obtain an expression in terms of the powers of the parameter
, we redefine the operators
as follows. First we define
and then we replace it in (
95), multiply both sides by
, and we deduce that the prefactor
a verifies that
Now, define the function
We know from [14][Secc- 5.2] that the series in (
98) is absolutely convergent and thus the function
is a well defined continuous function. Moreover,
is an increasing and positive function. Thus, the equation
admits a unique positive solution, named
and we can recover
a asking
that
More precisely, recalling the definition of
, we state that the prefactor
a is given by
From the previous analysis we can state that the solution to problem (
77) is given by the pair
where
is defined by (
100) and
is the unique solution to equation (
99).
5.2. Computing
In this section, we outline the elements needed to compute the prefactor
a. i.e. the coefficients
. After this computation, the value of
a is achieved using the nonlinear equation (
99) in a similar way than before (see [5] for details on the computation).
For that purpose, let us focus on the coefficients
defined in (
97).
Proposition 4.
For every the coefficients defined in (97) verify that
Proof. We prove first that, for every
In fact, applying (
96), Fubini’s Theorem and making the substitution
in the penultimate equality, we get
Repeating the former argument
times and using (
96) we obtain
which completes the proof.
□
We also present the following property needed for next section.
Proposition 5. For all , it holds that .
Proof. It immediately follows from the positiveness of
and formula (
103). □
5.3. Analysis of the Convergence to the Quasi-Stationary Case
Following a similar approach presented in
Section 4.3, and recalling (
47), the analysis of convergence will be state by making
.
Theorem 2.
The prefactor of the free boundary in equation () associated with the Time Fractional Stefan Problem (77) converges to the prefactor of the quasi-stationary Time Fractional Stefan Problem (74) as the Stefan number tends to zero. That is,
Proof. Let the unique positive solution to .
By Proposition 5, we deduce that
, and
. Then, from this comment and equality
it holds that
.
We can compute now the following limit
Returning to (
100), and using (
108) and the Gamma function property
several times we get
□
Corollary 2. The solution (101)-() to the Time Fractional Stefan Problem (77) converges to the solution (76) to the quasi-stationary Time Fractional Stefan problem (74) when the Stefan number approaches zero.
Proof. First, note that, being
for all
, it follows that
By induction, we deduce that
Then,
and for
the series in the right-hand-side converges absolutely. Hence, using that
for all
when
, we obtain that
and the convergence
is proven.
Going back to definition (
100), applying (
108) and properties of Gamma function we obtain that
□
6. Conclusions
We have presented selfsimilar solutions for one-dimensional time and space fractional Stefan melting problems; problems directly derived from thermodynamically consistent balance laws. It is well known that, when a constant temperature boundary () is applied and the initial position of the sharp interface is the origin (), these solution exhibit sub- and super- diffusion behaviors respectively, i.e., the melt front advance is determined as the product of a prefactor and time to a power n, different from the diffusion value of . In both the fractional time and space cases, the time exponent is given in terms of known functions of the orders of the space and time derivatives in the problem formulations. The main contribution of the current work has been to, for the first time, make explicit computations for the values of the prefactors. We expect that our analysis will be useful when proposing fractional models for anomalous diffusion. Besides, the exact solutions (prefactor values) computed here will be a strong tool for testing numerical methods for fractional free boundary problems.
Author Contributions
Conceptualization, Mathematical Analysis, Writting, S. Roscani, L. Venturato and V. Voller. ; Conceptualization and Numerical Methods, N. Caruso.
Acknowledgments
S. R., L. V. and N. C. where supported by the projects Proyectos Austral N°006-25CI2001 from Universidad Austral, PIP N° 11220220100532 from CONICET, 80020230300102UR from UNR. S.R. was supported by PICT-I-INVI-00317.
Conflicts of Interest
“The authors declare no conflicts of interest.”
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| 1 |
We refer the readers to Theorem 2.7 in [22] which states that, if , then
for every z in such that z is a Lebesgue point. |
|
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