The classical stefan problem: basic concepts, modelling and analysis with quasi-analytical solutions

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The classical Stefan problem: basic concepts, modelling and analysis with quasi-analytical solutions and methods

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TheClassicalStefanProblem

BasicConcepts,ModellingandAnalysiswith Quasi-AnalyticalSolutionsandMethods

TheClassicalStefan Problem

BasicConcepts,ModellingandAnalysiswith Quasi-AnalyticalSolutionsandMethods

NewEdition

S.C.GUPTA PhD,DSc

Professor(Retd),DepartmentofMathematics, IndianInstituteofScience,Bangalore,India

Elsevier

Radarweg29,POBox211,1000AEAmsterdam,Netherlands

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ListofSymbols

Somesymbolsandabbreviationswhicharecommonthroughoutthebookaregivenbelow.Theyhave alsobeenexplainedinthetext,occasionally,butnoteverytimetheyoccur.Inadditiontothesesymbols, severalothersymbolshavebeenusedinthetext,andtheyhavebeenexplainedattheplacestheyoccur. Theparametersoccurringintheequationscouldbedimensionlessquantitiesormayhavedimensions. Atthoseplaceswheretheequationsareinthedimensionlessform,themethodofdimensionalizationhas beenmentionedorreferredtoreferenceindicatedinthetext.

Forthenotationsusedforthefunctionspaces,thereaderisreferredto AppendicesA–D.Thesame havebeenexplainedinthetext,occasionally.

Standardnotationshavebeenusedforthenumberingofequations,figures,definitionsandpropositions.Forexample,Eq.(7.2.7)referstotheseventhequationinthesecondsectionof Chapter7.

c(x, t ), c(x, t ) concentration (kgm 3 )

C specificheat (Jkg 1 K 1 )

CV specificheatatconstantvolume

CP specificheatatconstantpressure

ˆ

C heatcapacity (JK 1 m 3 )

e specificinternalenergy (Jkg 1 );alsousedforenergyperunitvolume(indicated inthetext)

H enthalpy(J);alsoenthalpyperunitvolume(indicatedinthetext)

h specificenthalpy (Jkg 1 )

ht heattransfercoefficient (WK 1 m 2 )

k thermaldiffusivity (m2 s 1 )

K thermalconductivityintheisotropiccase (Jm 1 s 1 K 1 )

Kij thermalconductivitycoefficientsinananisotropiccase; i = 1,2,3and j = 1,2,3

Kc meancurvatureofthefreeboundary (m 1 )

l latentheatoffusion (Jkg 1 )

lm latentheatperunitmole (Jkmol 1 )

ˆ ll + (CL CS )Tm

Rn n ≥ 1,real n-dimensionalspace, R or R1 usedforrealline

S(t )

x = S(t ) (x = S(y, z, t )),equationofthephase-changeboundaryinone-dimension (three-dimension)

ˆ s specificentropy (Jkg 1 K 1 )

ˆ S entropy (JK 1 )

t realtime(s)

T temperature(K)

Tm idealequilibriummelting/freezingtemperature,alsotakenas0or1

T c m equilibriumphasechangetemperatureinsupercooling/superheating

Vm molarvolume (m3 kmol 1 )

n unitnormalvector

Subscripts

(L, S, M ) liquid,solidandmushyregions

i = 1,2quantitiesinthetwophases

GreekSymbols

ρ density (kgm 3 )

σ surfacetension (Nm 1 )

SomeOtherSymbols

differentiationwithrespecttotheargument

· timederivative

∇ f gradientofascalarfunction

∇ 2 Laplacianoperator

Ei(x)Exponentialintegral

erf(x) errorfunction

erfc(x) 1 erf(x)

in erfe(x) Iteratederrorfunction

Abbreviations

meas(A)measureoftheset A

ADMAdomiandecompositionmethod

ARIMAlternaterefinedheatbalanceintegralmethod

CEFclassicalenthalpyformulation

CESclassicalenthalpysolution

CODPconstrainedoxygen-diffusionproblem

CSSclassicalStefansolution

EHBIMEnthalpyheatbalanceintegralmethod

HAMHomotopyanalysismethod

HBIMHeatbalanceintegralmethod

HPMHomotopypertubationmethod

HSP Hele-Shawproblem

MIMMethodofintegralmanifold

MWRMethodofweightedresidual

ODPoxygen-diffusionproblem

QSSPquasisteady-stateproblem

RHBM,RIMRefinedheatbalanceintegralmethod

SPF standardphase-fieldmodel

SSP supercooledStefanproblem

UODPunconstrainedODP

WS weaksolution

PrefacetotheNewEdition

Thefirsteditionof TheClassicalStefanProblem:BasicConcepts,ModellingandAnalysis withQuasi-AnalyticalSolutionsandMethods waspublishedbyElsevierin2003asavolume intheNorth-HollandAppliedMathematicsandMechanicsbookseries.Themainobjective wastodiscusscomprehensively,insofaraspossible,thetheoreticalaspectsofclassical formulationsandanalysisofsomeofthetopicsofthestudyoftheStefanproblem.

TheStefanproblem,whichhassomecharacteristicfeatures,formsonlyasmallpartof abiggerclassofproblemsknownasFreeBoundaryProblems.Evenin2003,theexisting literatureonStefanproblemswassovastthatitseemedfeasibletodiscussonlyclassical formulationsofStefanproblemsrelatedtotopicssuchassupercooling,variationalinequality, hyperbolicStefanproblems,inverseproblems,existenceanduniquenessandotheraspectsof analysis.Whilediscussingvariationalinequalities,inverseproblems,analysisaspects,etc., thediscussionofweaksolutionswasunavoidable,andtheywerediscussedasneededand notcomprehensively.Thereareweaksolutions,whichareasgoodasclassicalsolutions.To bridgethegapbetweenotherbasicsciencesandmathematics,andtodeepentheunderstanding ofthebook’scontents,somedefinitions,theoryandresultsfromthermodynamics,metallurgy, physics,appliedmathematics,etc.,wereincludedasseparatechapters.

A5-yeareffortbythesoleauthorproducedtheearlieredition.Thepositivereviewsand readers’indirectencouragementprovidedtheauthorinspirationandcouragetoundertake thisnewproject.Thisneweditionfeaturesanextensive Chapter12,whichdealswith quasianalyticalsolutionsandmethodsofclassicalStefanandStefan-likeproblems.Because theclassofStefan-likeproblemsisverylarge,onlythoseproblemswhoseformulations aresimilartothoseofStefanproblemsandwhosephysicsandformulationscanbeeasily explainedhavebeenincluded.Ratherthanpublishthecontentsof Chapter12 asaseparate book,withtheaimofbridgingtheoreticalandsolutionaspectsofStefanproblems, Chapter12 hasbeenintroducedalongwithearlierchapters.

Asolutionmethodisaprocedure,anditisnotconfinedonlytoStefanproblems.It canbeappliedtoanymathematicalphysicsproblem.However,forillustrativepurposes,the discussionisfocusedonlyonformulationsofclassicalStefanproblemsandsomeStefan-like problems.Itiseasiertoexplainthemethodwithclarityinaconcisewaythanthesolution,as describingthesolutionsrequirestoomuchspace.

Chapter12 isdividedinto10sectionsandeachsectionintoseveralsubsections.First, Section12.1 beginswithanoverviewoftheaims,objectives,andcontentsofthechapter. Somepreliminaries,suchasGreen’sfunctionsinvariousgeometries,similarityvariable,and similaritysolution,arediscussed.

Alengthy Section12.2 isdevotedtoexactanalyticalsolutionspertainingtovariousgeometries,includingellipsoidalandparaboloidal.Sectionsareassignedtovariousgeometries, differenttypesofheatequations(suchaswithparametersdependingontemperatureand

spacevariables),Stefanproblemswithkineticconditions,equationswithfractionalderivatives, multiple-phaseproblemsanddilutebinaryalloyproblems.

Section12.3 isaboutseriessolutionsofvarioustypes,includingshort-timesolutions.

Section12.4 dealswiththeanalytical-numericalsolutionsofStefanproblems.Herethe term analytical-numerical isusedforthosesolutionsinwhichacompleteanalyticalsolution cannotbeobtained,andaftersomeanalyticalderivation,numericalsolutionsareattempted withthehelpofsomesuitablenumericalschemes.Theanalyticalderivationpartshouldbe dominantandshouldhavesomevarietyifpossible.Terms,suchas semianalytical solution and quasianalytical solution,arealsoused,butweprefer analytical-numerical solution.The Adomiandecompositionmethod,variationaliterationmethod,integralequationapproachand regularizationofDirac-deltafunctionarealsodiscussed.

Section12.5 isaboutanalytical-numericalsolutionsofinverseStefanproblems.In additiontothemethodsdiscussedin Section12.4,thehomotopyanalysismethodandsome regularizationmethodsarealsodiscussed.

Theanalytical-numericalsolutionsofhyperbolicStefanproblemarediscussedin Section12.6,withthebackgroundinformationprovidedin Chapter8.Arigorousbackgroundof derivingGreen’sfunctionintheplanarcaseisalsobrieflydiscussed.

Section12.7 isabouttheuseofcomplexvariablemethodsinsolvingsolidification/melting problemsandHele-Shawproblems.Thesingularitydevelopmentinsuctionproblems,types ofsingularityanditspossibleremovalaredescribed.

Approximatesolutionsandmethodsarediscussedin Section12.8.Amajorportion ofthissectionisdevotedtotheheat-balanceintegralmethodanditsrefinementsand variations,suchasRIM,ARIMandhybridmethods.Weightedresidualmethods,suchasthe Galerkinmethodandtheorthogonalcollocationmethod,arediscussedbrieflywithonlyafew illustrativeexamples.Thissectionalsodiscussesthefirstvariation,variationalprinciplesand thederivationofEuler’sequationforagivenfunctionalusingcalculusofvariations.Finally, thesectiondescribesthemethodofconstructingafunctionalforagivenproblemwhosefirst variationorEuler’sequationwillbetherequireddifferentialequation.

Aconsiderableamountofliteratureexistsonperturbationsolutionsbecauseoftheir easinessinapplication.Thereforetheemphasisin Section12.9 isonapplicationsofthe homotopyanalysismethodandthehomotopyperturbationmethod.Regularperturbationand singularperturbationmethodsappliedtosolutionsofStefanproblemsinvariousgeometries aswellasavarietyofformulationsarediscussed.Applicationsofthemethodsofstrained coordinatesandmatchedasymptoticexpansionsarealsoillustrated.

Section12.10 offersbriefreviewsofsomesupplementaryreferences. Chapter12 concludeswithanextensivebibliographyofabout455references.

Thepresentationofmaterialinall12chaptersischaracterizedbydiscussionsbasedonthe thoroughstudyoffull-lengthresearchpapers.Thediscussionincludesmyowncomments onmanypublishedworksin Chapter12.Reportingpurelynumericalsolutionswasnever theobjectiveofthechapter,asthatwouldrequireseveralseparatevolumes.However,for analytical-numericalsolutions,thehighlightsofnumericalsolutionsandresultsaregivenvery brieflyalongwithnamesofthesoftwareusedifgiveninthereferencedpaper.

Invariably,theauthorthinksconceptuallyintermsofobtainingthesolutionfirstandthen devisingamethodtoachieveit.Thisiswhy solution comesfirstinthebooktitle,followedby method.

Preface

ThisvolumeemphasizesstudiesrelatedtoclassicalStefanproblems.Theterm‘Stefan problem’isgenerallyusedforheattransferproblemswithphase-changessuchasfromthe liquidtothesolid.Stefanproblemshavesomecharacteristicsthataretypicalofthem,but certainproblemsarisinginfieldssuchasmathematicalphysicsandengineeringalsoexhibit characteristicssimilartothem.Theterm‘classical’distinguishestheformulationofthese problemsfromtheirweakformulation,inwhichthesolutionneednotpossessclassical derivatives.Undersuitableassumptions,aweaksolutioncouldbeasgoodasaclassical solution.InhyperbolicStefanproblems,thecharacteristicfeaturesofStefanproblemsare presentbutunlikeinStefanproblems,discontinuoussolutionsareallowedbecauseofthe hyperbolicnatureoftheheatequation.ThenumericalsolutionsofinverseStefanproblems, andtheanalysisofdirectStefanproblemsaresointegratedthatitisdifficulttodiscussone withoutreferringtotheother.Sonostrictlineofdemarcationcanbeidentifiedbetweena classicalStefanproblemandothersimilarproblems.Ontheotherhand,includingeveryrelated probleminthedomainofclassicalStefanproblemwouldrequireseveralvolumesfortheir description.Asuitablecompromisehastobemade.

Thebasicconcepts,modelling,andanalysisoftheclassicalStefanproblemshavebeen extensivelyinvestigatedandthereseemstobeaneedtoreporttheresultsatoneplace.This bookattemptstoanswerthatneed.WithintheframeworkoftheclassicalStefanproblem withtheemphasisonthebasicconcepts,modellingandanalysis,Ihavetriedtoinclude someweaksolutionsandanalyticalandnumericalsolutionsalso.Themainconsiderations behindthisarethecontinuityandtheclarityofexposition.Forexample,thedescriptionof somephase-fieldmodelsin Chapter4 aroseoutofthisneedforasmoothtransitionbetween topics.InthemathematicalformulationofStefanproblems,thecurvatureeffectsandthe kineticconditionareincorporatedwiththehelpofthemodifiedGibbs–Thomsonrelation. Onthebasisofsomethermodynamicalandmetallurgicalconsiderations,themodifiedGibbs–Thomsonrelationcanbederived,ashasbeendoneinthetext,buttherigorousmathematical justificationcomesfromthefactthatthisrelationcanbeobtainedbytakingappropriatelimits ofphase-fieldmodels.Becauseoftheunacceptabilityofsomephase-fieldmodelsduetotheir so-calledthermodynamicalinconsistency,someconsistentmodelshavealsobeendescribed. Thiscompletesthediscussionofphase-fieldmodelsinthepresentcontext.

Makingthisvolumeself-containedwouldrequirereportingandderivingseveralresults fromtensoranalysis,differentialgeometry,nonequilibriumthermodynamics,physicsand functionalanalysis.Ihavechosentoenrichthetextwithappropriatereferencessoasnotto enlargethescopeofthebook.Theproofsofpropositionsandtheoremsareoftenlengthyand differentfromoneanother.Presentingtheminacondensedwaymaynotbeofmuchhelpto thereader.Thereforeonlythemainfeaturesofproofsandafewresultshavebeenpresentedto suggesttheessentialflavourofthethemeofinvestigation.Howeverateachplace,appropriate referenceshavebeencitedsothatinquisitivereaderscanfollowthemontheirown.

Eachchapterbeginswithbasicconcepts,objectivesandthedirectionsinwhichthesubject matterhasgrown.Thisisfollowedbyreviews—insomecasesquitedetailed—ofpublished works.Inaworkofthistype,theauthorhastomakeasuitablecompromisebetweenlength restrictionsandunderstandability.Ihavefollowedmybestjudgementinthisregard.Ihopethe readerswillappreciatemyefforts.

S.C.Gupta Bangalore

Acknowledgements

IgratefullyacknowledgethefinancialsupportfromtheDepartmentofScienceandTechnology,MinistryofScienceandTechnology,GovernmentofIndia,withoutwhichitwould nothavebeenpossibleformetoundertakethisbook-writingproject.Theadministration oftheIndianInstituteofScience,Bangalore,andtheDepartmentofMathematics,provided infrastructuralsupportforwhichIamextremelythankful.DuringmyvisittotheUniversityof Oulu,Finland,in1997,Icollectedlotofmaterialrelevantforthisbook.Isincerelythankmy host,ProfessorErkkiLaitinenandDepartmentofMathematics,Oulu,fortheirkindhospitality. TheideaofwritingthisbooknucleatedduringmyvisittoUniversityofRosario,Argentina,in 1991,andfructified11yearslater.IthankProfessorD.A.Tarzia,DepartmentofMathematics, UniversidadAustral,Rosario,forsendingmethebibliographypreparedbyhim,andsome reprintswhichIcouldnotgetfromothersources.

IamgratefultoProfessorAdimurthi,DepartmentofMathematics,TIFR,atIISc, Bangalore,andProfessorA.K.Lahiri,DepartmentofMetallurgy,IndianInstituteofScience, Bangalore,forreadingandrespondingtosomeportionsofthisbook.Mygratefulthanks toDr.ThomasChacko,ProfessorofEnglishandCommunicationSkills,Departmentof ManagementStudies,forstyleeditingthisvolumewithagreatdealofattention.Thereare manyoldfriendsandwell-wisherswhosentreprintsandpreprintsthatprovedveryusefulfor me.Withoutnamingthemindividually,Ithankallofthemfortheirselflesshelp.

IthankthePublishingEditorandstaffofElsevierandtheSeriesEditorProfessor J.D.Achenbachofthebookseries‘AppliedMathematicsandMechanics’fortheircooperation.

TheexcellenttypinginLatexanddrawingoffiguresincomputergraphicsweredoneby SusheelGraphics,Bangalore.Withouttheircooperationtheworkwouldnothavetakenthe finalshape.

IdedicatethisNewEditiontomywifewhoseconstantinspirationandsupporthelped meincompletingthislong-termproject.IntheinitialstagesthehelprenderedbyDrBryan Davis,SolutionsProductionDirector,ScienceandTechnologySeries,Elsevierandatthelater stagetheconstantcooperationgivenbytheEditor,DrA.KochandtheProjectincharge, MsAmyClarkisgratefullyacknowledged.TheofferfromtheChairmanDepartmentof Mathematics,IndianInstituteofScience,Bangalore,tousesomeofavailablefacilitiesof theDepartmentandsomecontingencygrantfromtheCentreofContinuingEducation,Indian InstituteofScience,Bangalore,isanunforgettableexperienceforaretiredProfessor.Without naminganyindividual,Ithanktheauthorswhosentmereprints.Theproductionofthe manuscriptwaswellhandledbyS&TbookproductioncentreatChennai,TamilNadu,India.

Chapter1

TheStefanProblemandIts ClassicalFormulation

1.1SOMESTEFANANDSTEFAN-LIKEPROBLEMS

Theterm Stefanproblem canbebestunderstoodwiththehelpofanexampleforwhichthe readerisreferredto Section1.3.Ourconcerninthepresentsectionistounderstandthenotion ofa freeboundary whichisatypicalfeatureoftheStefanandStefan-likeproblems.Therefore thischapterbeginswithsomeexamplesofStefanandStefan-likeproblemswhichdemonstrate theexistenceofanunknownboundary,commonlyknownintheliteratureasa‘freeboundary’ ora movingboundary.Inthecontextofsolidification/meltingproblems,withwhichStefan problemsarecommonlyassociated,thefreeboundaryisalsocalleda phase-changeboundary ora meltingfront ora freezingfront.Someauthorsusethetermfreeboundarywhenthe unknownboundaryisstaticandmovingboundarywhenitistimedependent.Inthisvolume wedonotmakeanydistinctionbetween‘free’and‘moving’boundaries.Thetermboundary isusedforasurfacealso.Inmanyoftheexamplesconsideredinthissection,theidentification ofthefreeboundaryandthemathematicalformulationoftheproblemarerathereasybutin someofthemeventheidentificationofthefreeboundaryisdifficult.Theproblemsgivenhere arefromvariousfieldsofmathematics,physicsandengineeringanddemonstratetheexistence offreeboundaries.Ourinterestinexamplesgiveninthissectionismoreondemonstratingthe existenceofafreeboundaryanditstypicalcharacteristicsthanjustifyingtheformulation.

Problem1.1.1 (Steady-StateHeatConductionWithaFreeBoundary).Findthesteadystatetemperature T (x, y) satisfyingtheequation

inanopenboundedregion D ⊂ R2 .Theboundary ∂ D of D consistsoftwodisjointparts R1 and R2 ,i.e. ∂ D = R1 ∪ R2 ,where R1 isunknownand R2 isknown.On R2 ,thetemperatureis prescribedas T (x, y)|R2 = f (x, y).

If f (x, y) isknownthroughouttheplane,thenoneboundaryconditionson R1 willbe

andanotherboundaryconditioncanbeimposedas[1] ∇ (T f )|R1 = 0.(1.1.4)

Theproblemistodeterminethetemperature T (x, y) in D,andtheunknownboundary R1 . Twoboundaryconditionsaretobeprescribedon R1 .One,becauseitisaboundaryandone moreboundaryconditionisrequiredtodetermineanunknownboundary.Notethat R1 canbe determinedonlybysolvingthesystem(1.1.1)–(1.1.4).Suchanunknownboundaryiscalleda freeboundary ora movingboundary.In‘boundaryvalueproblems’ofmathematicalphysics, theboundaryoftheregionunderconsiderationiscompletelyknown.Conditions(1.1.3) and(1.1.4)arecalled freeboundaryconditions and(1.1.2)isa fixedboundarycondition AlthoughEq.(1.1.1)islinear,freeboundaryproblemsarenonlinearproblemsbecauseof thenonlinearityoftheboundaryconditionsatthefreeboundary.

Problem1.1.2 (Steady-StateFreeSurfaceFlowWithSurfaceTension).Consideratwodimensionalsteady,incompressible,irrotationalflowinalongchannel. x and y axesaretaken alongthelengthanddepthofthechannel,respectively,withthebottomofthechanneltakenas y = 0andtheuppersurfaceofwater,asafreesurfaceorafreeboundarydenotedby y = η(x), where η(x) isunknown.If u(x, y) and v(x, y) arethevelocitycomponentsin x and y directions, respectively,then

Thepressure p isgivenbythefollowingBernoulliequation[2]

where H isthegiventotalwaterheadofwater, ρ isthedensity, g theaccelerationduetogravity and q isthevelocityvector.Ifthebottomofthechannelisarigidboundary,then

Atthefreeboundary y = η(x),

and q · n =

Here, p istheatmosphericpressure(known), σ isthesurfacetension(known)and Rc is theradiusofcurvatureofthefreesurface,takenaspositivewhenthecentreofcurvature issituatedabovethefreesurfaceand n istheunitoutwardnormaltothefreesurface. Rc canbeexpressedintermsofderivativesof η(x).Freeboundaryhasbeentakenasstaticin

thisproblem.Eq.(1.1.10)impliesthatthenormalcomponentofthefluidvelocityatthefree boundaryiszero.

Problem1.1.3 (FreeSurfaceFlowWithTimeDependentFreeSurface).Letthefree surfacein Problem1.1.2 betimedependentandrepresentedby y = η(x, t ) with η |t =0 being given.Surfacetensioneffectswillbeneglected.Ifthevelocityfield q isexpressedas

q =∇ φ ,(1.1.11)

thenfromEqs(1.1.5),(1.1.6)itiseasytoconcludethat φ(x, t ) satisfiestheequation

Here, y = b(x) istheequationofthebottomofthechannel.Themomentumequationcanbe writtenas(cf.[3]) ∂ q

t + 1 2 grad |q|2 − q ∧ curl q = F grad(p/ρ),(1.1.13)

F representsbodyforces.Onsubstituting q fromEq.(1.1.11)inEq.(1.1.13)andintegrating withrespectto x,weobtain

+ 1

providedthedensityistakenasconstantandthegravitationalfieldistheonlyforcefield.The arbitraryfunction ψ(t ) canbeabsorbedin φ(t ) andEq.(1.1.14)becomes

t + 1 2 |∇ φ |2 + gy + p/ρ = 0.

If y = b(x) istakenasarigidboundary,then

∂ n = 0on y = b(x), (1.1.16)

where n denotestheunitoutwardnormalto y = b(x).Ontheunknownfreeboundary y = η(x, t ),thetwoconditionsaregivenby

t + 1 2 |∇ φ |2 + gη(x, t ) + p/ρ = 0,(1.1.17) and

n = V · n, (1.1.18)

where V isthevelocityofthefreeboundaryand n istheunitoutwarddrawnnormalonit. Eq.(1.1.18)canbeexpressedintermsofquantitiesalreadydefined.Let,

(x, y, t ) = y η(x, t ) = 0.

Then

FromEqs(1.1.18),(1.1.21),weget

Eq.(1.1.12)istobesolvedusingtheboundaryconditions(1.1.17)and(1.1.23),thefixed boundarycondition(1.1.16)andtheprescribed η(x, t ) at t = 0.Inthisproblemthevelocity ofthefluidisnottimedependentbutthefreeboundaryistimedependent.Suchproblems arecalled quasi-steadystatefreeboundaryproblemsordegeneratefreeboundaryproblems. Weshallseelaterthatthetermdegeneratefreeboundaryproblemisusedforothertypesof problemsalso.

LinearizationoftheAboveProblem

Let y = y0 betheflatuppersurfaceofwater.Whenthedeviationofthefreeboundaryfromthe flatsurfaceissmall,i.e.if |∂η/∂ x| 1,thentheaboveproblemcanbelinearizedasfollows. Let

ε f (x, t ) canbeconsideredasthedisturbanceattheflatsurface y = y0 .SubstitutingEq.(1.1.24) inEqs(1.1.12),(1.1.16),(1.1.17),(1.1.23),andinthechangedequationsretainingonlylinear termsin ε anddroppinghigherordertermsof ε ,weobtain

InEq.(1.1.27),wehavetaken p =−ρ gy0 whichcomesfromthecontributionofthezerothordertermsinEq.(1.1.17).

Oneliminating f fromEqs(1.1.27),(1.1.28),weobtain

Since y = y0 isnotafreeboundary,onlyoneboundaryconditionistobeprescribedonit.For furtherinformationabout Problems1.1.2 and 1.1.3,see[3–5].

Problem1.1.4 (AProblemofReproductiveToxicMassDiffusion).Let u(x, t ) bethe concentrationofatoxicmasswhichisdiffusinginaregion ,where

Iftheconcentrationexceedsacertainvalue uv inaportionof ,thenitiscalledatoxicregion. Letthereproductionrateoftoxicmassinthetoxicregionbe P andinthenontoxicregion α P, 0 <α< 1.Thetoxicandnontoxicregionsareseparatedbyasurface S,where

u(x, t ) andthefreeboundary x = φ(t ) aretobeobtainedbysolvingthefollowingsystemof equations.For u > uv

For u < uv

Theterm d0 + d1 u accountsforthemasslossduetothebottomleakage,andothersimilar factors. d0 , d1 , α and P arepositiveconstants.Massdiffusioncoefficienthasbeentakentobe unitywhichispossiblebysuitablydefiningthetimeand/orlengthscales.

Atthefreeboundary

ItmaybenotedthatthevelocityofthefreeboundaryisnotexplicitlyoccurringinEq.(1.1.35) whichwassoin Problems1.1.2 and 1.1.3.Theboundaryconditionsatthefreeboundary inwhichthevelocityofthefreeboundaryisnotoccurringexplicitlyareknownas implicit freeboundaryconditions.Eqs(1.1.33)–(1.1.36)aretobesupplementedwithasuitableinitial conditionat t = 0andwithboundaryconditionsatthefixedboundaries x = 0and x = 1. Someresultsontheexistenceofsolutionoftheaboveproblemandtheregularityofthefree boundarycanbefoundin[6].

Problem1.1.5 (GasFlowThroughPorousMedia).Theequationofstateforanisentropic (constantentropy)flowofanidealgasinahomogeneousporousmediaisgivenby[7]

ρ(x, y) = ρ0 p α ≥ 0, (1.1.37)

where ρ(x, y) isthedensityand p(x, y) isthepressure. ρ0 ∈ R+ and α ∈ (0,1] areconstant. Theconservationofmassgives

div(ρ V ) =−γ ∂ρ ∂ t , (1.1.38)

where γ istheporosityofthemedium.AccordingtoDarcy’slaw[8],thevelocity V ofthegas flowinaporousmediumisgivenby

V =−(β/η) grad p, (1.1.39)

β ∈ R+ isthepermeabilityofthemediumand η ∈ R+ istheviscosityofthegas. V and p can beeliminatedfromEqs(1.1.38),(1.1.39)andweobtain

t = β ηγρ 1/α

where m = 1 + 1/α .Thediffusioniscalled‘fast’if m > 1,and‘slow’if m < 1.

Bysuitablychoosingthetimeand/orlengthscales,thefollowingequationcanbeobtained fromEq.(1.1.40):

t =∇ 2 (ρ m ), ρ ≥ 0. (1.1.41)

If α ∈ (0,1],then m ∈[2, ∞).Eq.(1.1.41)istheporousmediaequationanditarisesalsoin othercontextssuchaspopulationdynamicsandplasmaphysics[7].Inordertocalculatethe massfluxofthegas,ther.h.s.ofEq.(1.1.41)canbewrittenas

∇ 2 (ρ m ) = div(mρ m 1 grad ρ),(1.1.42)

mρ m 1 grad ρ isthemassfluxand mρ m 1 canbetakenasdiffusivity.Diffusivityvanishes asthedensity ρ tendstozero.ThereforeEq.(1.1.41)isa nonlineardegenerateequation in theneighbourhoodofanypointwhere ρ = 0butisnondegenerateand uniformlyparabolic (see[9]andEq.(7.3.26))intheneighbourhoodofanypointatwhich ρ isawayfromzero. Suchproblemsarecalled degenerateparabolic-elliptic problems.Animportantconsequence ofnonlineardegeneracyisthatthereisafinitespeedofpropagationofadisturbancefromrest whichisincontrasttotheparabolicheatequationinwhichthespeedofheatpropagationis infinite.Thefinitespeedofpropagationmaygiveriseto waitingtimesolutions.Eq.(1.1.41) istobesupplementedwithaninitialconditioniftheregionisinfiniteandwithbothinitialand boundaryconditionsiftheregionconsideredisfinite.Theexistenceofafreeboundaryinsuch problemscanbeillustratedwiththehelpofthefollowingexample.Let ∂ρ ∂ t =∇ 2 (ρ m ), −∞ < x < ∞, t > 0,(1.1.43)

ρ(x,0) = > 0for x ∈ RI = (a1 , a2 ), −∞ < a1 < a2 < ∞ = 0for x ∈ R\RI

Thisproblem,generally,doesnothavea classicalsolution.Theclassicalsolutionofa problemcanberoughlystatedtobeasolutioninwhichthedependentvariablepossesses continuousderivativesoftheorderrequiredintheproblemformulation.Themathematical definitionofaclassicalsolutionwillbediscussedlaterbutatpresentitwouldsufficetostate thatthesolution ρ(x, t ) ofEqs(1.1.43),(1.1.44)maynotpossesstherequiredcontinuous derivatives.For t > 0,gaswillbediffusingtotherightof x = a2 andtotheleftof x = a1 and thusgivingrisetotwomovingboundaries x = Si (t ), i = 1,2.Let S1 bemovingtowards +∞ and S2 movingtowards −∞.Usinga weakformulation oftheaboveprobleminEqs(1.1.43), (1.1.44),severalinterestingresultsonthebehaviourof Si (t ), i = 1,2havebeenobtained in[10, 11].Thefollowingpropositionindicatesthatinsomecases,theinterface Si (t ) starts movingonlyafteranelapseoftime t ∗ > 0.

Proposition1.1.1. Thereexistnumberst ∗ i ∈[0, +∞) fori = 1,2 suchthatSi (t ) isstrictly monotonefort ∈ (t ∗ i , +∞) and

Ift ∗ i > 0,thenSi (t ),i = 1,2 remainstationaryfort ∗ i unitsoftime[11].

Inthiscase t ∗ i iscalleda waitingtime.Ithasbeenprovedin[11]thattheinterfaceis Höldercontinuous undercertainconditionsandiftheinterfaceisinmotion,thenoneexpects ittomovewiththevelocity V ofthegas,and

ThelimitsinEq.(1.1.46)aretakenas x approachestheboundaryoftheregionfromwithinthe regioninwhich ρ(x, t )> 0.Eq.(1.1.46)canalsobeobtainedfromthemassbalancecondition attheinterfacewhichstatesthatthejumpinthedensityattheinterfacemultipliedbythe velocityoftheinterfaceisequaltothejumpinthemassfluxacrosstheinterface.

Inaproblemsymmetricalwithrespectto x,itissufficienttoconsidertheregion 0 ≤ x < ∞ withasingleinterface x = S1 (t ) and a1 = a2 > 0. S1 (t ) shouldsatisfy Eq.(1.1.46)for i = 1,andanotherconditiontodeterminetheunknown S1 (t ) maybe prescribedas

ConditionsofthetypeEq.(1.1.47)arecalled nonlocalboundaryconditions atthefree boundary. x = 0isnowafixedboundaryandtheboundaryconditiononitisgivenby

∂ x x=0 =

Notethatwehavetwoconditionsprescribedatthefreeboundary,viz.,Eqs(1.1.46),(1.1.47).

Problem1.1.6 (ShockPropagation).ThesolutionofBurger’sequation(1.1.49)with boundarycondition(1.1.50)hasbeendiscussedin[12]

On y = 0,

u(x, y)|y=0 = f (x), x ∈ R,

where

f (x) = 1, x ≤ 0, = 1 x,0 ≤ x ≤ 1, = 0, x ≥ 1.

ThecharacteristicequationsofEq.(1.1.49)inparametricformintermsofaparameter t aregivenby

Let x(s,0) = s, y(s,0) = 0and u(s,0) = f (s).

ThesolutionofEq.(1.1.52)isgivenby

(s, t ) =

1, s ≤ 0, (1 s),0 ≤ s ≤ 1, 0, s ≥ 1. (1.1.54)

The characteristiccurvesand u(x, y) areshownin Fig.1.1.1.Itisclearfromthefigurethatthe characteristiccurvesintersectintheregion x ≥ 1, y ≥ 1andtherefore u(x, t ) isnotdefined (isnotsinglevalued)inthisregion. u(x, y) definedbyEq.(1.1.54)ceasestobetheclassical solutionofEq.(1.1.49)intheregion x ≥ 1, y ≥ 1andEq.(1.1.49)issatisfiedinthisregion onlyintheweaksense.Itmaybenotedthatthesolution u(x, y) couldbediscontinuousin someportionoftheregionevenif f (x) isacontinuousanddifferentiablefunctionthroughout theregion.IfEq.(1.1.49)iswrittenas

thenitcanbeshown(cf.[12])thattheweaksolutionisdiscontinuousacrossacurvewhichis calleda shock andwhoseequationisgivenby

Thenotation [f ] denotesthedifferencebetweenthelimitsofafunction f astheshockora surfaceofdiscontinuityof f isapproachedfrombothsides.ConditionsofthetypeEq.(1.1.56) arecalled Rankine–Hugoniotconditions.Inthepresentproblem [P]= 1and [Q]= 1/2,and thereforetheshockisgivenby y = 2x + d .Theconstant d canbedeterminedifweknow thepointfromwhichtheshockisemanating,forexample,inthepresentproblemthispointis (1.1)(see Fig.1.1.2).Shockistheoldestformofthefreeboundaryanditsoriginliesinthe studyofgasdynamics[13].

IfEq.(1.1.49)ismultipliedby un , n ≥ 1,then P and Q inEq.(1.1.55)willchange. Thischangewillresultinthenonuniquenessoftheshockandinfinitelymanyshockscanbe obtained.FornonlinearhyperbolicequationsofthetypeEq.(1.1.49),furtherinformationinthe formofphysicalargumentsinvolvingstability,entropy,dissipationorcontinuousdependence ontheinitialdataisneededtoensureuniqueness(cf.[14, 15]).

Therearesomeimportantdifferencesbetweenthepresentproblemandthefreeboundary Problems1.1.1–1.1.5.Inthepreviousfiveproblems,thefreeboundariescanbeidentified withoutmuchdifficultyandtheboundaryconditionsonthemcanbeimposedaftersome thought.Itisadifferentmatterthattheclassicalsolutionmayormaynotexist.Inthesolution ofEqs(1.1.49)–(1.1.50),thereisnoindicationofafreeboundary.Itisonlythroughthe constructionofthesolutionthatwecometoknowaboutthemagnitudesofjumpsin P and Q.Eq.(1.1.56)canbeobtainedonlythroughtheweaksolutionandnotthroughtheclassical approach,whichwasfollowedinotherproblems.

Problem1.1.7 (FreeBoundaryAssociatedWithaFrictionalOscillatorProblem).This interestingfreeboundaryproblemhasbeenreportedin[15].Asshownin Fig.1.1.3,ablock ofmass m restsonaconveyerbeltmovingwithaconstantvelocity V .Theforcesactingonthe massare:(1)springforcewithaspringmodulus Sm ,(2)prescribedforce F (t ) assumedtobe sufficientlysmoothand(3)Coulombfrictionalforcewithcoefficientoffriction μ.Themotion oftheblockwithmass m isgovernedbytheequation

Fig.1.1.1 Characteristiccurvesand u(x, y).
Fig.1.1.2 Geometryoftheshock.

where

sgn(z) = 1if z > 0, =−1if z < 0,

and g istheaccelerationduetogravity.

Attime t = 0, x and dx/dt areprescribed.Bothanalyticalandnumericalsolutionsof Eq.(1.1.57)areextremelydifficultasateachinstantoftimeinformationisrequiredwhether dx/dt > V , = V or < V .Theunknowninstantsoftime t = ti , i = 1,2, orthepoints xi = x(ti ), i = 1,2, ... atwhich dx/dt = V canberegardedasfreeboundaries.When dx/dt = V , d 2 x/dt 2 = 0.Thesecondderivativebecomesdiscontinuousat t = ti .Once dx/dt becomes V at t = ti ,itwillremainsoinsomeinterval ti ≤ t ≤ t ∗ i untilat t = t ∗ i , |F (t ) Sm x| >μmg.

Againat t = ti+1 , dx/dt maybeequalto V .Ifso, t = ti+1 isafreeboundary.Ifitisassumed thatmassdoesnotjumpandthereisnoabruptchangeinthevelocityofthemass,thenitcan beassumedthat x(t ) and dx/dt arecontinuousfunctionsoftimeand dx/dt = V atthefree boundary.Theseassumptionsprovideboundaryconditionsateachfreeboundary.

Thereisafundamentaldifferencebetweenthisproblemandthefreeboundary Problems1.1.1–1.1.6.Intheearlierproblems,freeboundariesaroseduetothephysicalsituations orthemathematicalnatureofthesolutionsuchasaweaksolution,butinthepresentproblem freeboundariesariseduetodiscontinuitiesinthephysicalpropertiesofthesolution.

Fig.1.1.3 Frictionaloscillator.

Problem1.1.8 (ImpactofaVisco-PlasticBaronaRigidWall).Abaroflength b madeup ofvisco-plasticincompressiblematerialmovingwithconstantvelocity V0 hitsarigidwall attime t = 0.Weconsideraone-dimensionalprobleminwhich x-axisistakenoppositeto theinitialmotionofthebarandtherigidwallistakenat x = 0.Afterthebarhitsthewall, compressionalstressesdevelopinthebargivingrisetovisco-plasticflowofthematerialinthe region.If V (x, t ) isthevelocityofthebarfor t > 0,thenthegradientof V (x, t ) orthevelocity ofdeformationcanbeexpressedasfollows(cf.[16]):

(1.1.58)
Spring Mass
Conveyer belt V F(t) x

Here, τ representscompressionalstress,whichisnegativeasthe x-axisisorientedoppositeto thedirectionofmotionofthebar, τ0 isthestressatthelimitpointand μ isthecoefficientof viscosityofthematerial.

Itwillbeassumedthatanydisturbanceispropagatedoverthewholebarinstantaneously. Theequationofmotioninthevisco-plasticregioncanbeeasilyobtainedbyusingNewton’s secondlawofmotion.Wehave

where ρ isthedensityofthematerialand x = S0 (t ) istheinterfacebetweenelasticandviscoplasticregions.Intheelasticregion

IntegratingEq.(1.1.61),weobtain

InobtainingEq.(1.1.62)ithasbeenassumedthattheelasticportionoftherodmoveslikea rigidbody.

UsingagainNewton’ssecondlawofmotionat x = S0 ,weobtain M dX dt

where M isthemassoftheelasticpartand F0 istheareaofcross-sectionoftherodassumed tobeuniform.Since M = F0 ρ(b S0 (t )),Eq.(1.1.63)becomes

InobtainingEq.(1.1.64)ithasbeenassumedthatstressiscontinuousattheinterface x = S0 (t ).Usingtheconditionthat V (x, t ) isalsocontinuousat x = S0 (t ),weget

(S0 , t ) =−X (t ). (1.1.65) Also

x V (S0 , t ) = 0.(1.1.66)

Theinitialandboundaryconditionsfor V (x, t ) are

Thefunctions V (x, t ), S0 (t ) and X (t ) aretobedetermined.Anapproximatesolutionofthe aboveproblemhasbeendiscussedin[16].

Thefreeboundaryinthisproblemarisesduetothechangeinthephysicalpropertiesof thesystem.

Problem1.1.9 (AProblemWithDiscontinuousMovingBoundary).Discontinuityofthe freeboundaryinmultidimensionalproblemscanbeeasilydemonstratedgeometrically.For example,apieceoficefloatinginwaterbreaksintotwopiecesaftermeltingforsometime. Adiscontinuousmovingboundaryinaone-dimensionalproblemdoesnotcommonlyoccur. In[17]aninterestingproblemofdiscontinuousmovingboundarywhichisassociatedwiththe diffusionofmoistureinaporouscapillarytubeoflengthunityisdiscussed.Attime t = 0,the portionofthetube0 ≤ x ≤ x0 , x0 < 1isfilledwithmoistureandtheremainingportionisdry. Thetemperature T (x, t ) ofthemoistureislessthantheboilingtemperature T = 0,exceptat x = x0 where T = 0.Thetemperatureofthedryairinsomeneighbourhoodof x = x0 onthe rightisgreaterthanzeroandintheremainingportion,thetemperatureoftheairislessthan zero.Thereisacontinuousflowofmoistureintothetubeat x = 0.At x = 1,thedryairis gettingheated,causingevaporationtotakeplaceandmakingthemoistureadvanceintothedry air.Let T1 (x, t ) and T2 (x, t ) bethetemperaturesofthemoistureandthedryairrespectively, W1 (x, t ) theconcentrationofthemoisture,and x = S(t ),theequationofthefreeboundary whichistheinterfacebetweenmoistureandthedryair.

Undercertaininitialconditionsitmayhappenthatatsomeinstantoftime,say t = m, m > 0,thetemperatureinsomeneighbourhood δm ofthemovingboundarybecomeslessthan orequaltozero.Inthiscasethemoisturewilladvancewithajumpintothedrypart,i.e.

Theproblemisconcernedwithfinding T1 , T2 , W1 and S(t ).Theformulationofthisproblem isasfollows:

Differentialequations

Here, a2 isthethermaldiffusivityand d isthemassdiffusivity.Eq.(1.1.69)istheheat conductionequationandEq.(1.1.70),themassdiffusionequation(Fick’slaw).

Initialconditions

Boundaryconditionsatx = 0 andx = 1

Boundaryconditionsatthemovingboundaryx = S(t ), t = m

Here, K isthethermalconductivityand α istheheattransfercoefficient.Theconvective boundaryconditioninEq.(1.1.76)arisesbecauseofthediscontinuityoftemperaturesat x = S(t ), t = m.Heatbalanceat x = S(t ) implies

Here, C isthespecificheat, ρ thedensityand q1 thelatentheatofevaporation.Definitionsof differentparametershavebeengivenlaterin Section2.1.3.ThederivationofEq.(1.1.77)is basedonthelawofconservationofenergy(see Section1.4.7).

Asufficientlysmallrealnumber ε> 0existssuchthat

Theexistenceanduniquenessofthisproblemundersuitableassumptionshavebeendiscussed in[17]andsufficientconditionsfortheexistenceofadiscontinuousmovingboundaryare givenin[18].Discontinuityinthetemperatureandinthefreeboundaryisatypicalfeatureof thisproblem.

Problem1.1.10 (PenetrationofSolventsinPolymers).Consideraslabofaglassy polymer,suchasmethylmethacrylateincontactwithasolvent, n-alkylalcohol[19].Ifthe solventconcentrationexceedsathresholdvalue,say, q ≥ 0,thenthesolventmovesintothe polymer,creatingaswollenlayerinwhichthesolventdiffusesaccordingtoFick’slawfor massdiffusion.If W (x, t ) istheconcentrationofthesolventinthepolymerand x = S(t ) isthe freeboundaryrepresentingthepenetrationdepthofthesolventinthepolymer,then W and S satisfythefollowingequations:

Intheseequations,normalizedsolventconcentrationisrepresentedby W + q. W represents theexcessconcentration,normalizedto1at x = 0.Eq.(1.1.83)describestheprescribed penetrationlawandEq.(1.1.84)arisesfromthemassconservationatthefreeboundary.The well-posedness,existence,uniqueness,etc.,ofthesolutionoftheaboveproblemhavebeen shownin[19].Anumericalmethodforitssolutionhasalsobeensuggestedin[19].Some moremathematicalmodelsdescribingthecrystallizationofpolymersandtheirmathematical analysisarepresentedin[20].InEq.(1.1.83), S(t ) isafunctionoftheconcentration.

Problem1.1.11 (FiltrationofWaterThroughOilinaPorousMedium).Consideraonedimensionalprobleminasemiinfiniteporousmedium x ≥ 0ofporosity m.Attime t = 0, theregion0 ≤ x ≤ b isfilledwithoilandtheregion b ≤ x < ∞ isfilledwithwater. Waterpercolatesintooil,andsofor t > 0therewillbethreeregions.Water-filledregion, b < x < ∞,willhave100%saturationofwater;oil-bearingregion,0 ≤ x < S(t ),willhave 100%saturationofoil;intheregion S(t )< x < b,bothwaterandoilmixturewillbepresent. Thisregioncanbecalledanintermediatezone. S(t ) isthefreeboundary.Theoilcontentofthis intermediatezonechangeswithtime,andtendstoreachalimitingstatecalledtheresidualoil saturationstate.Thisstageischaracterizedbythefactthatiftimeiscountedfromthemoment ofpassageoftheoil–watercontactboundarypastafixedelementofvolume,thedegreeofoil saturationofthisvolumewillnotdependontimeandtheflowinthisregionwillbeofone phase.Itwillbeassumedthatwaterfiltersthroughtheintermediatezonewhiletheoilinthis zoneremainsstationary[21].Howevertherateofpenetrationofwaterintheintermediatezone islowerthaninthewater-filledzoneastheoilconcentrationintheintermediatezoneisgreater thanzero.Underappropriateassumptions,thefollowingone-dimensionalmodelisobtained:

Thesubscripts0,1,2standforthewater-filled,intermediateandoil-richzones,respectively. ui and pi , i = 0,1,2,denotethefiltrationvelocitiesandpressuresinthe threedifferentzones.Theconstants λi , αi and μi , i = 0,1,2,denotethecoefficientsof permeability,piezoconductivityandviscosityofthe ithzone.Theequationofvelocityinterms ofpressuregradientistheresultofDarcy’slaw[8]andthepressureobeystheequationof piezoconductivity.

Boundaryconditionsat x = b and x = S(t ) followfromthecontinuityofvelocitiesand pressuresandaregivenby

Atthefreeboundary,anadditionalconditionisrequiredwhichisobtainedfromthe‘mass balance’consideration

Here, δ1 and δ2 arethecontentsofwaterandtheresidualoilsaturation,respectivelyin thetransitionzone,and m istheporosityofthestratum.Tocompletetheformulationof theproblem,suitableinitialandboundaryconditionsforpressureshouldbeprescribed.For examplein[21],theinitialpressureintheentirestratumisassumedtobeconstant.Similarly itisassumedthatpressurehasaconstantvalueattheboundary x = 0.Thezeroreference pointforcalculationofpressureissochosenthat p2 (0, t ) = 0.Withtheaboveassumptionsthe initialandboundaryconditionscanbewrittenas

|t =0 = P = constant, i = 0,1,2;

Anapproximatesolutionunderthequasi-steadyapproximation,validattheinitialstageshas beenobtainedin[21]withconstantparametervalues.Theboundaryconditions(1.1.89)donot containthevelocityofthefreeboundary.

Problem1.1.12 (ObstacleProblemforaString).Thisproblembelongstoaclassofproblemswhichhavea variationalinequality formulation.Threedifferenttypesofformulations ofthisobstacleproblemarepossibleandtheirequivalenceisdiscussedin Chapter7.Anew notionofcodimensionality-twoofthefreeboundaryisassociatedwiththisproblemandthis willbediscussedbrieflyin Section1.2.Consideraweightlesselasticstringwhichisheld tightbetweentwofixedpoints P1 = (0,0) and P2 = (b,0), b > 0in R2 -plane.Thisstring isdisplacedupwardsbyarigidbodycalledanobstacle(cf.[15, 22]).Aviewofthecrosssectionofthissystemofstringandobstaclefromabovein R2 -planeisshownin Fig.1.1.4 Let y = ψ(x) betheequationofthecross-sectionoftheobstaclein R2 ,i.e.theequationof thecurve Q1 ABQ2 ψ(x) isassumedtobesufficientlysmooth.Weshallrelaxthissmoothness conditionlater(see Section7.2.5).Let y = u(x) betheequationofthestringintheequilibrium positionortheequationofthecurve P1 ABP2 .Theproblemistofindthefunction u(x) and thearc AB ofthestringwhichisincontactwiththeobstacleandonwhich u(x) = ψ(x).The points A and B arefreeboundariesandinthepresentcasewecancallthem‘freepoints’.Once A and B aredetermined,thearc AB isalsodeterminedbecause ψ(x) isknown.

Theformulationoftheproblemisasfollows:

u(0) = u(b) = 0 (fixedendconditions), (1.1.92)

u(x) = ψ(x) on AB; u(x) ≥ ψ(x) on P1 ABP2 , (1.1.93)

u (x) ≤ 0,(1.1.94)

u(x)>ψ(x) ⇒ u (x) = 0.(1.1.95)

ThesecondequationinEq.(1.1.93)impliesthatthestringdoesnotpenetratetheobstacle.The concavityofthestringasviewedfromthe x-axisimpliesEq.(1.1.94)andthetightnessofthe elasticstringimpliesthattheportions P1 A and BP2 arestraightlinesandso u (x) = 0.The twoboundaryconditionsatthefreeboundarycanbeobtainedfromthecontinuityof u and du/dx,i.e.

[u]A =[u]B = du dx A = du dx B = 0,

where [f ] standsforthejumpinthequantityunderconsiderationatthegivenpoint.Eq.(1.1.95) isequivalenttothefollowingcondition

[u(x) ψ(x)]u (x) = 0. (1.1.97)

InviewofEqs(1.1.93)–(1.1.95),Eq.(1.1.97)isvalid.When u(x) = ψ(x),Eq.(1.1.97) issatisfiedandwhen u(x) = ψ(x) thenthesecondequationinEq.(1.1.93)implies u(x)>ψ(x) andfromEq.(1.1.95), u (x) = 0andthereforeEq.(1.1.97)issatisfied.If Eq.(1.1.97)holdsandif u(x)>ψ(x),then u (x) = 0,whichisEq.(1.1.95).Theformulation (1.1.92)–(1.1.95)isequivalenttotheformulationgivenbyEqs(1.1.92)–(1.1.94),(1.1.97). Letuscalltheformulation(1.1.92)–(1.1.95)asProblem (R1 ) andtheformulationequivalent toProblem (R1 ) asProblem (R2 ).Considerthefollowingminimizationproblemwhichis concernedwiththeminimizationoftheenergyoftheabovestring:

where D ={u : u(0) = u(b) = 0, u and ∂ u/∂ x arecontinuous,and u satisfiesrelations (1.1.94)and(1.1.95)}

WeshallcallthisformulationinEq.(1.1.98)asProblem (R3 ).Thisisafixeddomain formulationasitdoesnotconsiderseparateformulationsondifferentportionsof P1 ABP2 .In viewoftheequivalenceofProblems (R2 ) and (R3 ) whichwillbeestablishedin Chapter7,the formulation (R2 ) isalsocalled‘variationalformulation’oftheobstacleproblem.Avariational inequalityformulationofthisproblemhasbeengivenin Chapter7

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