Energy Vol. 18, No. 8, pp. 8594366, 1993 0360-5442/93 $6.00 + 0.

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Printed in Great Britain. All rights reserved Copyright @ 1993 Pergamon Press Ltd

UNCERTAINTY ANALYSIS OF HEAT-EXCHANGER

THERMAL DESIGNS USING THE MONTE CARLO
SIMULATION TECHNIQUE

M. AFFAN BADAR, SYED M. ZumIR,t and ANWAR K. SHEIKH

Department of Mechanical Engineering, King Fahd University of Petroleum & Minerals,
Dhahran 31261, Saudi Arabia

(Received I8 August 1992; received for publication 31 December 1992)

Abstract-The Monte Carlo simulation technique for determining uncertainties of the

thermal parameters needed in designing heat exchangers is discussed. Parameters such as
the outside diameter Do, thickness t and thermal conductivity k are assumed to have
Gaussian distributions, while the heat-transfer coefficients hi and h, are considered to
follow normal, log-normal and Weibull forms of distribution. An illustrative example is
presented. The overall heat-transfer coefficient U obtained from the simulation is found to
have a distribution that is well approximated by the Weibull model. Using the Weibull
distribution of (I, the additional percentage area is calculated for 80 and 99% confidence
levels (CLs). The proposed approach of design analysis incorporates realistic risks
associated with uncertainties of the parameters.

INTRODUCTION

It is general practice to use the nominal or mean values of thermal parameters in designing heat
exchangers. The basic thermal parameters include the heat-transfer coefficient, tube dimen-
sions and physical properties such as the thermal conductivity of the tube material. In reality,
these parameters vary around the nominal values according to a statistical distribution. For
example, heat-transfer correlations from which one computes convective heat-transfer
coefficients have a data spread around the mean values. Similarly, the thickness of the tube
produced after a rolling process is not exactly constant throughout the sheet, and manufactur-
ing of heat-transfer tubes does not produce precise tube dimensions. Finally, the thermal
conductivity of the tube-wall material can not be measured exactly. Cho’ showed that if a heat
exchanger is sized using mean values for the design parameters, then the probability or the
confidence level that the heat exchanger will meet its thermal duty during actual operation is
50%. In order to increase the confidence level (CL) of the design, one must perform a proper
uncertainty analysis for all major design and operating parameters2V3 and provide additional
heat-transfer areas as needed.
Cho’ identified major uncertainty parameters in the design of a heat exchanger and
presented a simple method for assessing these uncertainties. However, he analyzed the design
for only one simple case, i.e. when all thermal parameters follow the normal (Gaussian)
distribution. He found that the resulting overall heat-transfer coefficient also has a normal
distribution. Two reasons have motivated us in the present work: (i) if thermal parameters with
normal distribution are either added or subtracted, then the resulting overall-heat-transfer
coefficient will be norma1;4 (ii) whereas the tube dimensions (thickness and diameter) and
thermal conductivity may be well approximated by normal distributions, the heat-transfer
coefficients may have normal, log-normal or Weibull distributions.

t To whom all correspondence should be addressed.

859
860 M. AFFAN BADAR et al

UNCERTAINTY ANALYSIS OF HEAT-EXCHANGER THERMAL DESIGN

The diameter, thickness, thermal conductivity of the tube, and heat-transfer coefficients are
required to determine the overall heat-transfer coefficient U. These values vary around their
mean values. Therefore, in order to find U, an uncertainty analysis is needed to compute the
area A with confidence. This relation may be formally written as [cf. Eqs. (A6) and (A2)]
U = {l/h, f 0, ln[DO/(oO - 2t)]/2k + D,/[hi(D, - 2t)]}-‘, (1)
A = &(U AT,). (2)
The problem is to find the statistical distribution of U when the distributions of the independent
variables are known.

Uncertainty analysis
When a dependent variable Y is a function of the independent variables Xi, i.e.
Y =f(X,, X,, * * * , Xn) =f(Xj), i = 192, . e e 7 n, (3)
and the distribution of Xj is known, then the distribution of Y may be found either
experimentally or with the Monte Carlo simulation technique. For any type of function of Xi,
the mean and standard deviations (SD) of Y can be expressed as1*4

PY =f(!% PX2’ * * . 9 k,) =_wx,) (4)

and

(5)
respectively.

MONTE CARLO SIMULATION

The Monte Carlo simulation technique is a useful method to find the distribution of the
dependent variable Y when the distributions of independent variables are known.5,6 In this
method, a particular set of the random variables is generated in accordance with the
corresponding known probability distributions of the independent variables. By repeating the
process, a sample of solutions for Y is generated. This synthetic sample is similar to a sample of
actual experimental observations, which can be presented in the form of histograms. Various
methods of statistical estimation and inference may be used to analyse the data.

Generation of random values of Xj

To generate random values of Xi, a random-number generator is required. To generate
random numbers, computer programs are available. For example, for any specified density
function f(X) and its cumulative distribution function F(X), a sample value of Xj can be
generated using

F(Xj) = j’ f(X) dX = rj, or Xj = F-‘(q), (6)

-m

where 5 is the uniformly distributed random number between 0 and 1 obtained from the
computer program.
The distributions used for the independent variables D,, h,, k, hi, and t = (Do - Di)/2 were
assumed to be normal, log-normal or Weibull. The pertinent equations for Xj will now be
summarized.
Normal distribution. The cumulative distribution function (CDF) is written as F(X: p, a) =
@[(X - ~)/a] = a(Z). The random value of Xi is then
xj = p + ozj, (7)
 Uncertainty analysis of heat-exchanger thermal designs 861

where Zj can be obtained from the 5 or, alternatively, by using F(Xj) = @(Zj) with Zj directly
obtained from the computer program of a Gaussian distribution with mean = 0 and SD = 1.
Log-normal d&rib&ion. The CDF is expressed as

WX: PL, ~L)=@{[ln(X)- PI_]/~~) =W? (8)

with

Xj = exp(pL + ULZj)* (9)

Weibull distribution. Its CDF is given by

F(X: 8, p) = 1 - exp[-(X/e)p] = rj (10)

and
Xj = f3{ln[l/(l - rj)]}“‘. (11)

In this manner, theoretical samples of each of the independent variables may be found from
Eqs. (7), (9), or (11) and these may be substituted into Eq. (3) to compute theoretical samples
of the dependent variable Y. The steps followed in the simulation process have been
summarized in Fig. 1. This procedure will be used in the succeeding sections to study the
thermal design of a shell and tube heat-exchanger considered by Cho. ’

Input 2:
Relationship between
component variables and
system performance, i.e..
Y = f(X,.X,.---,XJ

Compute
‘j = f(xJj*x~j*“-~xn.)

Organize Yj’s and print

or plot (frequency
histogram, pdf, CDF, etc.)

Fig. 1. Flow diagram.

862 M. AWAN BADAR et al

ILLUSTRATIVE EXAMPLE

We consider a one-shell-pass, two-tube-pass heat exchanger (e.g., TEMA type AES). Oil
enters the shell side and is cooled from 260 to 140F. The cooling medium is water, which
enters the tube side at a rate of 2,OOO,OOOlb/h and is heated from 80 to 140F. Heat-transfer
tubes are made of carbon steel. The uncertainty parameters are the shell-side heat-transfer
coefficient h,, tube-side heat-transfer coefficient hi, wall thickness t, outside diameter of the
tube Do, and thermal conductivity of the tube wall k with p,,,, = 300 B.t.u./h.ft2.F,
oh0 = 25 B.t.u./h.ft2*F, phi = 2000B.t.u./hft2*F, ohi = 175 B.t.u./h.ft2.F, ,ut = 0.049 in, a, =
0.004 in, pi,, = 5/8 in, on,, =O.O04in, &=25B.t.u./h’ft.F, and ok=O.2B.t.u./h’ft.F.
The required total heat-transfer surface area to obtain 80 and 99% confidence levels (CLs),
will now be determined to meet the thermal design requirement while ignoring fouling. It is
assumed that t, D,, and k are normally distributed and hi and h, have normal, log-normal or
Weibull distributions.
For the given values of p and a, the parameters of the log-normal distribution [cf. Eqs.
(All)-(A12)] are pLehi= 7.6, oL,hi = Cl.0873 and pL,h,, = 5.7, oL,h,, = 0.0832. For the Weibull
distribution [cf. Eqs. (A13)-(A14)], & = 14, @,,= 2075.76 and &, = 14.5, oh,, = 311.

RESULTS AND DISCUSSION

Using Eqs. (A7)-(ASb), it is found that AT, = 120F, AT, = 60 F, LMTD = 86.56 F,
P = 0.33, and R = 2. From the chart presented by Cho,’ F = 0.81 corresponding to the
indicated values of P and R. Thus, AT, = 70.1 F and 0 = 2,000,OOO x 1 x (140 - 80) = 1.2 x
lo8 B.t.u./h.
For mean values of h,, Do, k, t, and hi, the mean value of U is found from Eq. (1) to be
pv = 243.7 B.t.u./h*ft2.F. Th e corresponding mean value of the area from Eq. (2) is then
cr, = 7024.4 ft2. U sing Siddall’s formula for the size of the sample,’

N = (Za,Jk’)2, (12)

we get a minimum number of simulations N = 9604 for (Y= 0.05, k’ = 0.02, and Zmf2= 1.96.
Therefore, 10,000 simulations were run for each case. The pdf of U from the simulated values
is

pdf(U) = [Cumf(r/) - Cumf(U - AU)]/(N x AU). (13)

The pdf of U for each case is examined to determine the appropriate distribution. For this
purpose, statistical parameters are estimated for the three distributions. The simulation
program gives ~1and o for the actual values of U [cf. Eqs. (A9)-(AlO)]. Using these values,
statistical parameters are estimated with the help of Eqs. (All)-(A14). The resulting
parameters are presented in Table 1. The pdfs for the three distributions are given by Eqs.
(A15)-(A17). F or comparison, the pdf for the actual data is also plotted on the same figure. It
may be seen from Fig. 2 that the distribution of U is very well approximated by the Weibull
distribution with the parameters given in Table 1. Thus, the assumption of Cho’ that U is
normally distributed is not necessarily valid. U is next calculated from Eq. (10) for 80 and 99%
CL, i.e. for F(U,,) = 0.2 and 0.01. The corresponding areas are determined from Eq. (2). The
additional areas as a percentage above the mean value are given in Table 1. When all five of
the thermal-design parameters are normally distributed, then the areas must be increased
above their average values by 6.6 and 29.5% for 80 and 99% CL, respectively. For the same
case, Cho’ found the values 6.3 and 20%, respectively. The difference is small for small CL but
it reaches 47.5% for 99% CL. The present work incorporates the uncertainty of design in a
Table 1. Estimated statistical parameters for the normal, log-normal and Weibull distributionsand the additional percentage areas required for the 30
and 99% confidence levels (CLs).

Statistical Parameters Additional Percentage Area

Case No.’ p 0 B 8 90% CL 99% CL

pL “L

1 243.019 18.759 5.49 0.07707 15.93 251.195 6.595 29.496

2 242.953 18.752 5.49 0.07706 15.94 251.122 6.619 29.51

3 242.902 19.129 5.4996 0.07863 15.6 251.233 6.791 30.296

4 243.018 18.728 5.49 0.07695 15.96 251.18 6.582 29.433

5 242.952 18.74 5.4899 0.077 15.95 251.116 6.615 29.49

6 242.907 19.049 5.4996 0.0783 15.67 251.204 6,757 30.113

7 242.969 18.82 5.4999 0.0773 15.88 251.167 6.638 29.628

8 242.906 18.738 5.4997 0.077 15.95 251.07 6.635 29.513

9 242.856 19.157 5.4894 0.07876 15.59 251.19 6.816 30.316

t
1 = both hi and ho normal, 2 = hi normal and ho log-normal, 3 = hi normal and ho Weibull, 4 = hi Iog-

normal and ho normal, 5 = both hi and ho log-normal, 6 = hi log-normal and ho Weibull, 7 = hi Weibull and

ho normal, 8 = hi Weibull and ho log-normal, 9 q both hi and ho WeibuII.

864 M. AFFAN BADAR et al

0.030 -
p = 243.02 Btu/h-f?-“F

Q = 18.76 Btu/h-ft2-oF
0.025 -

2
.M
t;
3 0.020 -
n Wcibull
x + Log-normal
.=: 0 Normal
;
4 0.015 - 0 Actual

b
.e
2
B 0.010 -
e
a

0.005 -

0
140 160 180 200 220 240 260 280 300 320

Overall heat-transfer coefficient U (Btu/h-ft2-“F)

Fig. 2. Probability density function of U when all variables are normally distributed.

realistic manner. It is found for typical a/p values of hi and h, that the overall heat-transfer
coefficient U is always Weibull distributed, irrespective of the distributions of hi and h,.

Acknowledgement-The authors acknowledge the support provided by the King Fahd University of Petroleum and
Minerals.

REFERENCES

1. S. M. Cho, Heat Transfer Engng 8, 63 (1987).

2. A. A. Al-Zakri and K. J. Bell, Chem. Engng Prog. 77,39 (1981).
3. S. M. Zubair, A. K. Sheikh, and M. N. Shaik, Energy-The International Journal 17, 769 (1992).
4. K. C. Kapur and L. R. Lamberson, Reliability in Engineering Design, Wiley, New York, NY (1977).
5. A. H. S. Ang and W. H. Tang, Probability Concepts in Engineering Planning and Design, Wiley,
New York, NY (1984).
6. J. N. Siddall, Probabilistic Engineering Design Principles and Applications, Marcel Dekker, New
York, NY (1983).
7. J. N. Siddall, Analytical Decision-Making in Engineering Design, Prentice-Hall, New Jersey, NJ
(1972).
8. S. M. Cho, in Heat Transfer Equipment Design, R. K. Shah Ed., Hemisphere, Washington, DC
(1987).
9. W. M. Kays and A. L. London, Compact Heat Exchangers, 3rd edn., McGraw-Hill, New York, NY
(1984).
10. R. A. Bowman, A. C. Mueller, and W. M. Nagle, ASME Trans. 62,283 (1940).
11. D. C. Montgomery, Design and Analysis of Experiments, 3rd edn., Wiley, New York, NY (1991).

APPENDIX

Heat-Exchanger Thermal Design

Cho* discussed in detail the basic heat-exchanger thermal-design methods. Here, we give the
fundamental equations for the design and analysis of heat exchangers. The heat-transfer rate
 Uncertainty analysis of heat-exchanger thermal designs 865

and area may be expressed, respectively, as

0 = UA AT,, (Al)

A = cil(U AT,), 642)

where U is the overall heat-transfer coefficient and AT, the mean-temperature difference. We
note that U is given by9
I/u = [A/(qthA)i + ARt,iIAi + R, + AR,,JA, + Al(qthA),], (A3)
where A is the heat-transfer area for which U is defined, 7, the total efficiency of a finned
surface which is related to the fin efficiency Q by

‘It = I - (1 - ~&/At. (A4)

Af and A, are the finned and total surface areas, respectively. For an unfinned surface, qt = 1.
If the fouling resistance Rf is neglected and Q = 1, then Eq. (A3) reduces to

I/U = [N(hA>, + R, + A&4),], (A5)

where R, = A In(D,/DJ/2~k,L for a cylindrical wall and R, = t/k,,, for a plane wall. We
consider a cylindrical tube. Therefore, based on the outer surface area, U may be written from
Eq. (A5) as
U = {l/h, + 0, ln[D,l(D,, - 2t)]/2k + Do/[hi(D,y, - 2t)]}-‘. W)
The mean-temperature difference AT, used in Eqs. (Al) and (A2) is the “effective” overall
fluid-to-fluid temperature difference between the heating and cooling media and is expressed in
terms of the logarithmic mean temperature-difference (LMTD) of the pure counter-flow
heat-exchanger as
AT,=FxLMTD, (A7)
where LMTD = (AT, - ATb)/ln(AT,IATb), AT, = (&,in - T,.,,,), AT, = (T,,.Out- Tc,in), and F is
the mean temperature-difference correction factor. In general, F is a function of the flow
configuration and the two-temperature parameters defined as

ZJ= (T,.,,, - Tt,in)/(T,,in - ‘J,i”) (Aga)

and
R = (Ts,in - T,,,J/(T,,,“, - Tt,in), (Agb)
where the subscripts s and t refer to the shell- and tube-side fluids, respectively. The charts for
F may be found in Bowman et al.‘” For a “pure” parallel-flow heat exchanger, it is convenient
to use Eq. (A7) with F = 1, AT, = Th,in- Tc.in, and AT, = Th,out- TC,,,t.

Statistical parameters and density functions

The values of U are obtained from the Monte Carlo simulation; ,u and o areI

(A9)

(Ju= (A10)
respectively. The necessary parameters of the statistical distributions corresponding to the p
and o calculated from Eqs. (A9) and (AlO) are obtained next. For the normal distribution, the
parameters p and Q are the same as those given by Eqs. (A9)-(AIO). However, for the
log-normal distribution,

0~ = Vln{(a*/y*) + l}, (All)

PL = In(p) - &/2. (AI2)
866 M. AFFAN BADAR et al

The Weibull distribution parameters /3 and 8 are estimated from

p = er(l + 1/p>, 6413)

az = e2{r(1 + 2//3) - [r(l + l//I?)]‘}. (A14)

The pdfs of the normal, log-normal and Weibull distributions are, respectively,

pdf(U) = exp{-[(U - ru)l4’/2>/(~~), W5)

pdf(U) = exp{-[On U - P~)/R]~/~}/((~~UV%), G4w

and

@f(U) = /31e(Ule)B-1
exp[-(U/e)fi]. 6417)

NOMENCLATURE

A = Heat-transfer surface area [m* (ft’)] AA = Additional surface area [m2 (ft’)]
CL = Confidence level AT = Temperature difference [K (R)]
Cumf = Cumulative frequency AT, = Mean-temperature difference [K (R)]
D = Diameter [m (ft)] AU = Class interval
F = Mean temperature-difference correc-
tion factor, dimensionless
F(X) = Cumulative distribution function of X
h = Heat-transfer coefficient Greek symbols
[W/m2.K (B.t.u./h4t2.F) a = Significance level
k = Thermal conductivity /3 = Shape parameter
[W/m-K (B.t.u./h&.F)] qr = Fin efficiency, dimensionless
L = Length [m (ft)] q1 = Total efficiency of surface with fins,
LMTD = Logarithmic mean temperature dimensionless
difference [K (R)] p = Mean value
N = Sample size p, = Log-normal parameter defined by Eq.
P = Temperature parameter defined by (A=)
Eq. (A8a) (I = Standard deviations
pdf = Probability density function uL = Log-normal parameter defined by Eq.
0 = Heat-transfer rate [W (B.t.u./h)] (All)
R = Temperature parameter defined by 8 = Scale parameter or characteristic life
Eq. (A8b)
Rf = Fouling resistance [m’.K/W
(h4t2.F/B.t.u.)]
5 = Random numbers uniformly distrib- Subscripts
uted between 0 and 1 c = Cold or cooling fluid
R,,, = Thermal resistance of the wall f = Fin, fouling
[m2-K/W (h4t2*F/B.t.u.)] h = Hot or heating fluid
t = Thickness [m (ft)] i = Inside
U = Overall heat-transfer coefficient in = Inlet
[W/m’-K (B.t.u./h.ft2-F)] o = Outside
X = Data value out = Outlet
Y = Dependent variable s = Shell-side
Z=(X-/4)/a sp = Specified
Zj = Random numbers having a standard t = Tube-side, total
normal distribution, i.e. N(0, 1) w = Wall