Applied Mathematics and Computation 148 (2004) 321329

www.elsevier.com/locate/amc

A numerical solution of the Stefan

problem with a Neumann-type
boundary condition by enthalpy method
A. Esen, S. Kutluay

Department of Mathematics, Faculty of Arts and Science, Inonu University, 44069 Malatya, Turkey

Abstract
In this paper, the enthalpy method based on suitable nite dierence approximations
has been applied to the one-dimensional moving boundary problem with a Neumanntype boundary condition known as the Stefan problem. The numerical results obtained
by the hopscotch technique are compared with the exact solution of the problem. It is
shown that all results are found to be in very good agreement with each other, and the
numerical solution displays the expected convergence to the exact one as the mesh size is
rened.
2002 Elsevier Inc. All rights reserved.
Keywords: Enthalpy method; Moving boundary; Stefan problem; Hopscotch technique

1. Introduction
Many important heat conduction or diusion problems arising in science,
engineering and industry involve a phase change or a moving boundary. A
common example of such problems is the problem of melting of ice that was
rst treated by Stefan [1] and after whom this kind of problems are widely
referred as Stefan problems. Since the moving boundary (interface) separating
liquid and solid regions of the material changes with time, its location which is
not known a priori and so needs to be determined as a part of the solution.

Corresponding author.
E-mail address: skutluay@inonu.edu.tr (S. Kutluay).

0096-3003/$ - see front matter 2002 Elsevier Inc. All rights reserved.
doi:10.1016/S0096-3003(02)00846-9

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A. Esen, S. Kutluay / Appl. Math. Comput. 148 (2004) 321329

However, such problems are highly non-linear and their exact solutions seem
to be inconceivable except in some very simple cases. The exact solutions of the
one-dimensional Stefan problems have been surveyed by Hill [2].
In view of the diculty in obtaining exact solution, numerical methods are
far more common. As a result, in recent years, these non-linear problems have
motivated considerable research by many authors. To tackle dicult phase
change problems, many numerical methods such as nite dierence, nite element and heat balance integral methods [311] have been and are still being
developed. A comprehensive review of a wide range of these methods may be
found in [12].
In this paper, an enthalpy formulation based on suitable nite dierence
approximations has been applied to one-dimensional Stefan problem with a
Neumann condition at the xed boundary suggested by Homan [13].

2. The governing equation

We consider a one-dimensional Stefan problem in a semi-innite half space
0 < v < 1, consisting of a material that can exist in either a liquid or solid
phase. The material is initially solid at its fusion melting temperature Tf . At
time s 0 heat energy is supplied at one end v 0 in the form of a constant
wall boundary temperature Tw >Tf . The material subsequently melt and a
liquid/solid (moving) interface Ss moves away from v 0 and separates the
liquid region from the solid one.
In this paper, we are interested in the temperature distribution T v; s in the
molten region, 0 < v < Ss and in the location of the moving interface Ss.
Sometimes we omit the arguments v and s.
The temperature T v; s is governed by the heat conduction equation
qc

oT
o2 T
K 2;
os
ov

0 < v < Ss; s > 0

subject to the boundary conditions

K

oT

h~Tw ;
ov

T Ss; s Tf ;

v 0; s > 0;
v Ss; s > 0

where q is the liquid density (assumed constant), c is the specic heat capacity,
K is the liquid thermal conductivity (assumed constant), and h~ is the prescribed
function of s > 0.
The location of the moving interface is governed by the heat balance
equation known as Stefan condition

A. Esen, S. Kutluay / Appl. Math. Comput. 148 (2004) 321329

Lq

dS
oT

K
;
ds
ov

v Ss; s > 0

323

where L is the latent heat of fusion. The term on the right hand side of Eq. (1) is
called the heat ux which represents heat ow per unit area per unit time of an
isothermal surface (that is, a surface of a constant temperature) in the decreasing temperature direction. Therefore, the heat ux is a positive quantity
since the heat ow is prescribed in the positive v direction, 0 < v < 1.
Initially there is no liquid region which implies the condition
S0 0;

s0

In the above equations, the variables and heat parameters are in terms of
physical units. It is convenient to non-dimensionalise the problem by introducing the change of variables
v
x ;

S
s ;

js
;
2

T
Tf
;
Tw

K
qc

in which is a notional length. Under these new variables and h~

K expjs=2 =, a dimensionless model of the problem then becomes as follows:
Heat ow in 0 < x < st:
oU o2 U
2 ;
ot
ox

0 < x < st; 0 < t < 1

subject to
oU

expt;
ox
U x; t 0;

x 0; t > 0

x st; t > 0

Heat balance at x st:

ds
1 oU


;
dt
a ox

x st; t > 0

subject to
s0 0;

t0

where a, the latent heat parameter known as Stefan constant, is given be

a L=cTw and is generally taken as unity in all the numerical algorithms.
Referring to [13,14] this problem has the following exact solution for the
temperature distribution U x; t and the interface location st, respectively,
U x; t expt
x
1;
st t;

tP0

0 6 x 6 st; 0 < t < 1

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A. Esen, S. Kutluay / Appl. Math. Comput. 148 (2004) 321329

The exact solution (4) can be used to compare the numerical solutions and can
also be used to initialise the numerical scheme at some t > 0.

3. Enthalpy formulation of the problem

The enthalpy method [15] is a simple and exible technique for solving phase
change problems involving either melting or freezing. Instead of working entirely in terms of the temperature of a material, an enthalpy function is dened
which represents the total heat content per unit mass of the material. The
advantage of such a reformulation is that the necessity to carefully track the
location of solidliquid interface is removed and standard numerical techniques can be employed.
As the problem is stated, the non-linearity of the Stefan boundary condition
is the principal cause of diculty when any analytic or numerical treatment of
the problem are used. To overcome this, the enthalpy formulation for the
problem is considered. The enthalpy formulation for heat diusion moving
boundary problems is a weak formulation which is similar to that used for the
heat equation for nite element methods and which eliminates explicit reference to the moving boundary [1618]. A function H T which is the total heat
energy per unit mass, away from the fusion temperature T Tf , can be dened
as follows:
8RT
>
T < Tf
< 0 c dT ;
5
H H1 6 H 6 H2 ; T Tf
>
:RT
c dT L;
T > Tf
0
R Tf
RT
where H1 0 c dT and H2 0 f c dT L.
Indeed, the material is solid at its melting (fusion) temperature for H H1
and the material is liquid at its freezing temperature for H H2 . When
H1 < H < H2 , the material is at its fusion temperature and this region is called
a mushy region in which the material is partly molten and partly solid.
Eq. (5) can be re-arranged to yield
8
H < cTf
< H =c;
T Tf ;
cTf 6 H 6 cTf L
6
:
H
L=c; H > cTf L
Substituting (6) into Eq. (1) and utilizing Eq. (2) reduce Eqs. (1) and (2) to the
single equation
q

oH
o2 T
K 2;
os
ov

0 < v < Ss; s > 0

A. Esen, S. Kutluay / Appl. Math. Comput. 148 (2004) 321329

325

which involves two unknown functions, enthalpy H T and temperature

T v; s.
Using the non-dimensional variables in Eq. (6) gives U H
cTf =cTw
which is the temperature distribution in the solid region. In order to distinguish
the temperature in the solid region from one in the liquid region we use E in
place of U . Thus, we write
E

H
cTf
;
cTw

E<0

Utilising Eq. (7) and using Eqs. (3) and (6) then becomes


E
a; E > a
U
0;
06E6a

Hence the non-dimensional enthalpy formulation of Eq. (7) describing the heat
ow becomes
oE o2 U
2 ;
ot
ox

0 < x < ; t > 0

subject to
oU

expt; x 0; t > 0
ox
U ; t 0; x ; t > 0

10

where > st. Thus, standard nite dierence schemes may now be applied to
the whole region of the problem. Since we are interested in the temperature
distributions in the liquid region, the temperature U x; t can easily be found by
virtue of Eq. (8) after computing setting the values of E.

4. Method of solution
The explicit nite dierence scheme of the problem provides a relatively
straightforward expression for the determination of the unknowns temperatures at any time step, but it limits the size of the time step.
The implicit dierence replacement is stable for all sizes of time step, thus
there is no size restriction on time step. However, it requires the solution of a
system of simultaneous algebraic equations.
The oddeven Hopscotch algorithm proposed by Gourlay [19] combines
explicit and implicit nite dierence replacements at alternate mesh points in
such a way that the overall scheme does not require the solution of a system of
algebraic equations, that is, it is overall explicit. The method is also unconditionally stable.

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A. Esen, S. Kutluay / Appl. Math. Comput. 148 (2004) 321329

The solution domain fx; t : x 2 0; ; t 2 0; 1g is discretized into cells

described by the node set xi ; ti in which xi ih i 0; 1; 2; . . . ; N tj jk, h is a
spatial mesh size (which does not vary with time each time step) and k is the
time step. The temperature U xi ; ti and enthalpy Exi ; ti are denoted by Uij
and Eij , respectively.
The standard explicit oddeven hopscotch replacement for Eqs. (9) and (10)
is
j
Eij1 Eij 2rUi1

Uij h exptj ;

Eij1

Eij

j
rUi1

2Uij

j
Ui
1
;

i0

i 1; 2; . . . ; N
1

11

for j 0; 1; 2; . . . J , where r k=h2 . Eqs. (11) are used at nodes i j even. At

nodes xi ; tj when i j is odd, the following standard implicit nite dierence
e ij1 is calculated from
approximation of Eqs. (9) and (10) is used. A value E

 j1
e ij1 Eij 2r Ui1
E
h exptj1 ; i 0
12
 j1

j1
e ij1 Eij r Ui1
Ui
1
; i 1; 2; . . . ; N
1
E
for j 0; 1; 2; . . . ; J , where the temperatures on the right hand side of Eqs. (12)
e ij1 6 a then Eij1 6 a and so Uij1 0. However,
are known from Eqs. (11). If E
j1
e
should E i > a it may be deduced that Eij1 > a and therefore,
e ij1 2ra=1 2r
Eij1 E
with corresponding temperature
Uij1 Eij1
a:

5. Numerical result and discussion

All numerical calculations were performed in double precision arithmetic on
a Pentium III processor under DOS 6.0 and using prospero FORTRAN
compiler.
In order to avoid discontinuities in the initial data at t 0:0 when using the
hopscotch technique, the numerical scheme was started at t 0:1 using the
exact solution (4) and all results were obtained at a nal time tf 0:9 by taking
a 1:0. The starting values for EU inside the liquid region are determined
from Eq. (8). It is also possible to estimate the location and speed of the
moving interface by the enthalpy EU .
In order to display how good the numerical solution of the problem we shall
use the weighted 1-norm kek1 dened by

A. Esen, S. Kutluay / Appl. Math. Comput. 148 (2004) 321329

kek1


j
N
1 

1 X
1
Ui ;

N i1
U xi ; tj 

e e1 ; e2 ; . . . ; eN
1 

327

Tables 1 and 2 present, respectively, numerical results for the temperature

distribution with the norm kek1 and the interface location for r 0:4. It is
observed that all the results show convergence to the exact solution as the mesh
size h is rened. The prediction of the interface location is very good. The
percentage error decreasing from 0.0411% (for h 0:1) to 0.0001% (for
h 0:01).
Tables 3 and 4 display, respectively, numerical results for the temperature
distribution with the norm kek1 and the interface location for r 2:0. It may be
seen from the results presented in Table 3 that the numerical scheme converges
to the exact solution as the nite dierence mesh h is rened. The estimation of
the interface location is also very good whose percentage error decreases from
0.1056% (for h 0:1) to 0.0003% (for h 0:01). The purely explicit method
becomes fail for r 2:0 since it is stable for r 6 0:5. It should also be noted that

Table 1
Values of the temperature distribution as predicted by the numerical and exact solutions at tf 0:9
and various mesh sizes for r 0:4
Explicit
h 0:1

Hopscotch
h 0:1

h 0:05

h 0:01

Exact
solution

1.50022
1.26667
1.05554
0.86450
0.69127
0.53341
0.38833
0.25320
0.12486
0.00926

0.0
0.1
0.2
0.3
0.4
0.5
0.6
0.7
0.8
0.9

1.49909
1.26552
1.05438
0.86336
0.69014
0.53239
0.38746
0.25258
0.12658
0.00925

1.48121
1.24725
1.03559
0.84415
0.67101
0.51424
0.37172
0.24081
0.11822
0.00874

1.46407
1.23004
1.01828
0.82667
0.65329
0.49641
0.35448
0.22608
0.10935
0.00108

1.45960
1.22554
1.01375
0.82212
0.64872
0.49182
0.34986
0.22140
0.10517
0.0

kek1

0.08376

0.05139

0.01444

Table 2
Predicted location of the interface at tf 0:9 for r 0:4
Hopscotch

Exact solution

Error (%)

0.1
0.05
0.01

0.9003703
0.9000937
0.8999822

0.0411
0.0104
0.0001

0.9

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A. Esen, S. Kutluay / Appl. Math. Comput. 148 (2004) 321329

Table 3
Values of the temperature distribution as predicted by the numerical and exact solutions at tf 0:9
and various mesh sizes for r 2:0
Explicit

Hopscotch

h 0:1

h 0:1

h 0:05

h 0:01

Exact
solution

Method unstable

0.0
0.1
0.2
0.3
0.4
0.5
0.6
0.7
0.8
0.9

1.50235
1.26642
1.05157
0.85846
0.69746
0.55766
0.40828
0.26326
0.14908
0.04756

1.48867
1.25465
1.04185
0.84934
0.67776
0.52343
0.37981
0.24727
0.12183
0.04277

1.46450
1.23045
1.01868
0.82707
0.65369
0.49681
0.35487
0.22651
0.10969
0.00108

1.45960
1.22554
1.01375
0.82212
0.64872
0.49182
0.34986
0.22140
0.10517
0.0

kek1

0.11545

0.06128

0.01545

Table 4
Predicted location of the interface at tf 0:9 for r 2:0
Hopscotch

Exact solution

Error (%)

0.1
0.05
0.01

0.9095119
0.9002139
0.8999707

0.1056
0.0237
0.0003

0.9

the number of iteration corresponding to the same mesh sizes decreases when
the stability parameter r increases.
In conclusion, we have demonstrated that the enthalpy approach can be
used eectively in problems with a Neumann condition at the xed boundary
and that the hopscotch scheme is an ecient solver for such problems since
hopscotch dierence approximation produces the expected converging numerical solutions for r > 0.
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