From the above considerations and insights from both experiments and the cellular automata model of chapter Y, it can be seen that the two pertinent quantities of interest are the concentration of impurity in the liquid $C$, and how this impurity diffuses, which will be characterized by the diffusivity matrix ${\tilde{D}}$ = $\bigl( \begin{smallmatrix} D_{xx}&D_{xy}\\ D_{yx}&D_{yy} \end{smallmatrix} \bigr)$. In principle, it is necessary to solve the exact problem resolving each and every dendrite, but if only information about the envelope is desired, it seems reasonable to consider the more coarse-grained problem of one phase of a given diffusive nature ${\tilde{D}}_1$ (the dendritic array) propagating into another phase of a different diffusive nature ${\tilde{D}}_2$ (the pristine liquid). Now this ``diffusive nature'' or diffusivity matrix ${\tilde{D}}$ is a reasonably straightforward quantity and is dictated by the solid-liquid microstructure. In the pure liquid phase, diffusion is isotropic ${\tilde{D}}$ = $D_o$ $\bigl( \begin{smallmatrix} 1&0\\ 0&1 \end{smallmatrix} \bigr)$, where $D_o$ is the diffusivity of the solute B through the liquid and is taken to be independent of the concentration of B in the liquid. Now, imagine solid barriers going through the liquid, forming channels in the x-direction as in Fig. \ref{fig:patt_to_matrx_horz}. \begin{figure}[thp] \includegraphics[angle=0,scale=.80]{mickey.eps} \caption[A schematic diagram indicating how the pattern of a growing dendritic array might dictate the diffusional matrix.]{A schematic diagram indicating how the pattern of a growing dendritic array might dictate the diffusional matrix. $\vec{J} = \tilde{D}(-\overrightarrow{grad}C)$. The direction of $(-\overrightarrow{grad}C)$ is the direction in which there is a driving force for diffusion and is indicated by the arrows. The magnitude of the concentration gradient in this direction is $(-gradC)$.} \label{fig:patt_to_matrx_horz} \end{figure} In this case a concentration gradient purely in the x-direction (parallel to the channels), would result in diffusion of solute in the x-direction, just as in the isotropic case. However, a concentration gradient in the y-direction (perpendicular to the channels) would result in no flux (diffusion) since the solute B can not penetrate/cross the solid A phase. This would therefore result in ${\tilde{D}}$ = $D_o$ $\bigl( \begin{smallmatrix} 1&0\\ 0&0 \end{smallmatrix} \bigr)$. By considering simple rotations of this same structure, as observed in other dendritic patterns Fig. \ref{fig:patt_to_matrx_diag}, \begin{figure}[thp] \includegraphics[angle=0,scale=.75]{mickey.eps} \caption[Another schematic diagram indicating how the pattern of a growing dendritic array might dictate the diffusional matrix.]{Another schematic diagram indicating how the pattern of a growing dendritic array might dictate the diffusional matrix. The purpose of the figure is to show that the diffusion matrix is simply comprised of the coefficients of the component diffusion equations, which can be discussed intuitively when considering a given array geometry. $\vec{J} = \tilde{D}(-\overrightarrow{grad}C)$.} \label{fig:patt_to_matrx_diag} \end{figure} the resulting diffusion matrix can be $D_o\bigl( \begin{smallmatrix} 0.5&0.5\\ 0.5&0.5 \end{smallmatrix} \bigr)$ (the bottom pattern) or $D_o\bigl( \begin{smallmatrix} 0.5&-0.5\\ -0.5&0.5 \end{smallmatrix} \bigr)$ (the top pattern), as well as any other rotation of $D_o\bigl( \begin{smallmatrix} 1&0\\ 0&0 \end{smallmatrix} \bigr)$, depending on the orientation of the dendrites. Another simple case to consider is a dendritic structure which is completely closed off inside. In this case, diffusion will not be possible over very long lengthscales, and the tighter the mesh, the closer ${\tilde{D}}$ will approach $D_o\bigl( \begin{smallmatrix} 0&0\\ 0&0 \end{smallmatrix} \bigr)$. To study a propagating envelope, it will be assumed that the ${\tilde{D}}$'s of the growing needle networks are given. In other words, the problem to solve is: Given two microstructural phases with known macroscopic ${\tilde{D}}$'s (when averaged over a suitably large area), find how the separating envelope evolves as one phase consumes the other. It will always be considered that one phase of ${\tilde{D}}_1 \not= D_o\bigl( \begin{smallmatrix} 1&0\\ 0&1 \end{smallmatrix} \bigr)$ will be growing into the liquid phase with ${\tilde{D}}_2 = D_o\bigl( \begin{smallmatrix} 1&0\\ 0&1 \end{smallmatrix} \bigr)$. The idealized underlying assumption, allowing the use of an averaged diffusivity $\tilde{D}_1$ for the array of needles is that the array is periodic over some lenghtscale $l_{nat}$. For figs. \ref{fig:patt_to_matrx_horz} and \ref{fig:patt_to_matrx_diag}, $l_{nat}$ is the spacing of the dendrites. The averaging should then be taken over a region spanning several times $l_{nat}$ (see the dotted regions in figs. \ref{fig:patt_to_matrx_horz} and \ref{fig:patt_to_matrx_diag}). This averaging can be approached most rigorously using homogenization techniques \cite{Sanchez-Palencia:80}. To carry through the derivation of the PDE's, one must first consider the three quantities: $V_{A_{sol}}$ the volume fraction of A which has solidified; $V_{A_{liq}}$ the volume fraction of A which is in the liquid; and $V_B$ the volume fraction of B (which is always in liquid since it is rejected from the solid). Any total volume change upon solidification is being ignored. There are three conservation statements available. Two are global, stating that the total amounts of A and B in the entire system do not change \begin{align} \frac{\partial}{{\partial}t}\int\int\limits_{system} (V_{A_{sol}} + V_{A_{liq}})dxdy = 0 \label{eq:cons1a}\\ \frac{\partial}{{\partial}t}\int\int\limits_{system} V_B dxdy = 0 \label{eq:cons1b} \end{align} \noindent and one is local, i.e. the total local volume must be filled by these three volume fractions \medskip \begin{equation} \label{eq:cons2a} V_{A_{sol}} + V_{A_{liq}} + V_B = 1 \end{equation} \medskip \noindent yielding \medskip \begin{equation} \label{eq:cons2b} \frac{{\partial}V_{A_{sol}}}{{\partial}t} + \frac{{\partial}V_{A_{liq}}}{{\partial}t} + \frac{{\partial}V_B}{{\partial}t} = 0 \end{equation} \medskip \noindent This local conservation statement (Eq. \ref{eq:cons2b}), allows one to reduce the required number of fields from three ($V_{A_{sol}}$, $V_{A_{liq}}$, $V_B$) to two. These can be chosen to correspond to the physically significant quantities of the problem \begin{align} \Phi &= \frac{V_{A_{sol}}}{f_s} \label{eq:phi_def}\\ C &= \frac{V_{B}}{V_{liq}} = \frac{V_B}{(V_B + V_{A_{liq}})} = \frac{V_B}{(1 - V_{A_{sol}})} = \frac{V_B}{(1 - f_s\Phi)} \label{eq:C_def} \end{align} Here $f_s$ is the volume fraction of solid A present in the fully developed dendritic array and is equivalent to $\pi$ (from Eq. A) for the system before any growth begins. $\Phi$ will be appropriately referred to as the phase field, but the reader should not look for any similarity between this derivation and the traditional phase-field models based on Ginsburg-Landau energy functional formulations. In the fully developed pattern, $\Phi$ = 1, corresponding to $V_{A_{sol}} = f_s$ and $C = \frac{V_B}{V_{liq}} = \frac{V_B}{(1-f_s)}$. In the liquid with no solid present at all, $\Phi = 0$, corresponding to $V_{A_{sol}} = 0$ and $C = V_B$. Intermediate values represent the interface between the two phases. $C$ can be seen to be the concentration (in volume fraction) of B in the liquid portion of the system regardless of whether it is interdendritic liquid, or liquid far from any solid. This is the physically pertinent variable, since it is this concentration which drives both solidification and the diffusion of B throughout the liquid. The equation governing this concentration field is \begin{equation} \label{eq:Ceq1} \frac{{\partial}C}{{\partial}t}= \vec{\nabli}{\tilde{D}(\Phi)}\vec{\nabli}C + \frac{{\partial}\Phi}{{\partial}t} \frac{f_s C}{(1 - f_s\Phi)} \end{equation} The source term $\frac{{\partial}\Phi}{{\partial}t} \frac{f_s C}{(1 - f_s\Phi)}$ comes from straightforward differentiation of Eq. \ref{eq:C_def}, and couples the equation for $\frac{{\partial}C}{{\partial}t}$ to the equation for $\frac{{\partial}\Phi}{{\partial}t}$, (Eq. \ref{eq:phi_eq}). In the diffusive term $\vec{\nabli}{\tilde{D}(\Phi)}\vec{\nabli}C$, the only discussion required is about the form of $\tilde{D}(\Phi)$. It has already been illustrated that $\tilde{D}$ takes on the value of $\tilde{D}(\Phi = 0) = \tilde{D_1} = D_o\bigl( \begin{smallmatrix} 1&0\\ 0&1 \end{smallmatrix} \bigr)$ in the liquid phase ahead of the interface, and in the fully evolved dendritic pattern $\tilde{D}(\Phi = 1) = \tilde{D_2} = D_o\bigl( \begin{smallmatrix} d_{xx}&d_{xy}\\ d_{yx}&d_{yy} \end{smallmatrix} \bigr)$ $(0 \le d_{\alpha\alpha} \le 1; -0.5 \le d_{\alpha\beta} \le 0.5; \alpha \ne \beta)$ where the $d_{\alpha\alpha}$ and $d_{\alpha\beta}$ are dictated by the pattern as illustrated in figures \ref{fig:patt_to_matrx_horz} and \ref{fig:patt_to_matrx_diag}. When $d_{xy}$ is treated as differing from $d_{yx}$, one sees that these quantities only appear as ($d_{xy} + d_{yx}$). This implies that there is no need to treat them as two independent quantities and the assertion that $d_{xy} = d_{yx}$ can be made with confidence. To connect these known values of $\tilde{D}(\Phi = 0)$ and $\tilde{D}(\Phi = 1)$ across the interface where $0<\Phi<1$, any number of relations can be invented. Several such relations have been used in studying these equations numerically. A linear relation will be presented here because the calculations are so straightforward. The linear relation resulting in a $\tilde{D}(\Phi)$ which connects $\tilde{D}(\Phi = 0) = D_o\bigl( \begin{smallmatrix} 1&0\\ 0&1 \end{smallmatrix} \bigr)$ and $\tilde{D}(\Phi = 1) = D_o\bigl( \begin{smallmatrix} d_{xx}&d_{xy}\\ d_{yx}&d_{yy} \end{smallmatrix} \bigr)$ is \begin{equation} \label{eq:connect} \tilde{D}(\Phi) = D_o\biggl( \begin{matrix} (1 - (1 - d_{xx})\Phi) & d_{xy}\Phi\\ d_{yx}\Phi & (1 - (1 - d_{yy})\Phi) \end{matrix} \biggr) \end{equation} With this, Eq. \ref{eq:Ceq1} can be written in a more expanded form. \begin{multline*} \frac{{\partial}C}{{\partial}t} = D_o\frac{{\partial}}{{\partial}x}\biggl\{ [1 - (1 - d_{xx})\Phi]\frac{{\partial}C}{{\partial}x} + d_{xy}\Phi \frac{{\partial}C}{{\partial}y} \biggr\} \\ + D_o\frac{{\partial}}{{\partial}y}\biggl\{ d_{yx}\Phi \frac{{\partial}C}{{\partial}x} + [1 - (1 - d_{yy})\Phi]\frac{{\partial}C}{{\partial}y} \biggr\} \\ + \frac{{\partial}\Phi}{{\partial}t} \frac{f_s C}{(1 - f_s\Phi)} \end{multline*} or equivalently \begin{multline*} %\label{eq:Ceq2} \frac{{\partial}C}{{\partial}t} = D_o\biggl\{ [1 - (1 - d_{xx})\Phi]\frac{{\partial}^2C}{{\partial}x^2} + d_{xx}\frac{{\partial}\Phi}{{\partial}x}\frac{{\partial}C}{{\partial}x} + d_{xy}\Phi\frac{{\partial}^2C}{{\partial}y{\partial}x} + d_{xy}\frac{{\partial}\Phi}{{\partial}x}\frac{{\partial}C}{{\partial}y} \\ + [1 - (1 - d_{yy})\Phi]\frac{{\partial}^2C}{{\partial}y^2} + d_{yy}\frac{{\partial}\Phi}{{\partial}y}\frac{{\partial}C}{{\partial}y} + d_{yx}\Phi\frac{{\partial}^2C}{{\partial}x{\partial}y} + d_{yx}\frac{{\partial}\Phi}{{\partial}y}\frac{{\partial}C}{{\partial}x} \biggr\} \\ + \frac{{\partial}\Phi}{{\partial}t} \frac{f_s C}{(1 - f_s\Phi)} \end{multline*} To describe the evolution of $\Phi$ is more difficult. The problem is that of nucleated growth where $\Phi$ can not grow at a certain position in space unless growth has already begun either at that position or at a neighboring position. The driving force at a given position for this growth is also proportional to how far the concentration of impurity is below the equilibrium concentration $C_{eq}(T_o)$, below which growth is thermodynamically favorable. This results in \begin{equation}\label{eq:phi_eq} \frac{{\partial}\Phi}{{\partial}t}=\beta(C_{eq} - C) [1 - \Theta(\int\limits_\epsilon dx \int\limits_\epsilon dy \Phi/\epsilon^2)] \end{equation} $\beta$ is a constant of proportionality, $ \Theta(x) = \begin{cases} 1, &\text{if $(x \le 0 )$}\\ 0, &\text{if $(x > 0)$} \end{cases} $ is the Heaviside step function, and the integration is taken over a small region of area $\epsilon^2$ surrounding the point in question. Again, Eq. \ref{eq:phi_eq} is simply a statement of the growth of the solid being proportional to the driving force, and occuring only when nucleated by nearby solid. There should be no confusion with any type of Ginsburg-Landau based phase-field model. The integral in Eq. \ref{eq:phi_eq} is very easy to work with numerically, but relatively intractable analytically. Its purpose is to allow growth of new solid to occur in supersaturated liquid only if there is old solid already present, off of which the new solid can grow. Equations \ref{eq:Ceq1} and \ref{eq:phi_eq} then describe the coupled behaviour of both the concentration and phase fields. Solving these two equations in tandem leads to solving first for the diffusion of $C(x,\ y,\ t + \Delta t)$ given the fixed array $\Phi(x,\ y,\ t)$ and then solving for the growth of $\Phi(x,\ y,\ t + \Delta t)$ given the fixed array $C(x,\ y,\ t + \Delta t)$. In other words, the first step allows the impurity B to diffuse through a fixed network of solid and liquid, and the second step calculates the evolution of the solid/liquid network based on the local concentration of impurity. This system behaves quite nicely. It is presently being investigated if there is any validity in collapsing these two equations into a single equation of one variable in the limit of fast solidification. Simply plugging Eq. \ref{eq:phi_eq} into the expanded form of Eq. \ref{eq:Ceq1}, then allowing diffusion to take care of nucleation (this is explained after Fig. \ref{fig:potwell}), and then using Eq. \ref{eq:C_def} to rewrite everything in terms of either $C$ or $\Phi$ results in the equation \begin{multline}\label{eq:combined} \frac{{\partial}C}{{\partial}t} = D_o\Biggl\{ \biggl[1 - (1 - d_{xx})\frac{(1 - C_o/C)}{f_s}\biggr] \frac{{\partial}^2C}{{\partial}x^2} + d_{xx}\frac{C_o}{f_sC^2}(\frac{{\partial}C}{{\partial}x})^2 \\ + 2d_{xy}\biggl[\frac{(1 - C_o/C)}{f_s} \frac{{\partial}^2C}{{{\partial}x}{\partial}y} + \frac{C_o}{f_s C^2} (\frac{{\partial}C}{{\partial}x}\frac{{\partial}C}{{\partial}y})\biggr] \\ + \biggl[1 - (1 - d_{yy})\frac{(1 - C_o/C)}{f_s}\biggr] \frac{{\partial}^2C}{{\partial}y^2} + d_{yy}\frac{C_o}{f_sC^2}(\frac{{\partial}C}{{\partial}y})^2 + \Biggr\} \\ + \beta \frac{f_s}{C_o} C^2(C_{eq} - C) \bigl(1 - \Theta [C - C_{nuc}]\bigr) \end{multline} or equivalently \begin{multline*} \frac{{\partial}\Phi}{{\partial}t}= D_o\Biggl\{ (1 - d_{xx}\Phi)\frac{{\partial}^2\Phi}{{\partial}x^2} - d_{xx}(\frac{{\partial}\Phi}{{\partial}x})^2 \\ + 2d_{xy}(\Phi\frac{{\partial}^2\Phi}{{{\partial}x}{\partial}y} + \frac{{\partial}\Phi}{{\partial}x}\frac{{\partial}\Phi}{{\partial}y}) + (1 - d_{yy}\Phi)\frac{{\partial}^2\Phi}{{\partial}y^2} - d_{yy}(\frac{{\partial}\Phi}{{\partial}y})^2 \\ + \frac{2f_s}{(1 - f_s\Phi)}\biggl[ (1 - d_{xx}\Phi)(\frac{{\partial}\Phi}{{\partial}x})^2 + 2d_{xy}\Phi \frac{{\partial}\Phi}{{\partial}x}\frac{{\partial}\Phi}{{\partial}y} + (1 - d_{yy}\Phi)(\frac{{\partial}\Phi}{{\partial}y})^2 \biggr] \Biggr\} \\ + \beta \frac{(C_{eq} - C_o)(1 - \Phi)}{(1 - f_s\Phi)} \bigl(1 - \Theta [\Phi - \Phi_{nuc}]\bigr) \end{multline*} Here, $C_{nuc}$ and $\phi_{nuc}$ are simply values, above which the field value has to increase before growth can take place. In this equation, the phase and concentration fields are exactly coupled. Since the role of solute diffusion plays a less significant role at greater growth rates, it was initially thought that this equation might describe the dynamics of the envelope during quite rapid solidification. However, in the equation, diffusion plays a critical role in the nucleation process. To see this more clearly, it is helpful to consider these equations in their 1-dimensional forms, for the simplest case of the $\tilde{D}(\Phi = 1) = D_o\bigl( \begin{smallmatrix} 0&0\\ 0&0 \end{smallmatrix} \bigr)$ phase propagating into the $\tilde{D}(\Phi = 0) = D_o\bigl( \begin{smallmatrix} 1&0\\ 0&1 \end{smallmatrix} \bigr)$ phase yields $$ \frac{{\partial}C}{{\partial}t}= D_o\biggl\{ \bigl[1 - \frac{1}{f_s}(1 - \frac{C_o}{C})\bigr] \frac{{\partial}^2C}{{\partial}x^2} + \frac{C_o}{f_s}\frac{1}{C^2} (\frac{{\partial}C}{{\partial}x})^2 \biggr\} + \beta \frac{f_s}{C_o}C^2(C_{eq} - C) \bigl(1 - \Theta [C - C_{nuc}]\bigr) $$ and $$\frac{{\partial}\Phi}{{\partial}t}= D_o\bigl[ \frac{{\partial}^2\Phi}{{\partial}x^2} + \frac{2f_s}{(1 - f_s\Phi)} (\frac{{\partial}\Phi}{{\partial}x})^2 \bigr] + \beta (C_{eq} - C_o)\frac{(1 - \Phi)}{(1 - f_s\Phi)} \bigl(1 - \Theta [\Phi - \Phi_{nuc}]\bigr) $$ In a gradient flow context, if looking at the source term in Eq. \ref{eq:combined}, and then considering the ``potential function'' $V(C)$ from which it can be derived, the influence of the Heaviside function can be seen from a different point of view (Fig. \ref{fig:potwell}). Without the step function, any value of $C \ne 0$ will proceed readily to the equilibrium value of $C_{eq}$. The step function actually creates an extended region of ``neutrality'', and it then becomes the role of diffusion to drive the state past the nucleation concentration $C_{nuc}$, thus allowing growth to proceed. A numerical study and an investigation of additional applications of the equations presented here are clearly called for. \begin{figure}[thp] \includegraphics[angle=0,scale=1.0]{mickey.eps} \caption[The source term of the combined equation (Eq. \ref{eq:combined}) can be seen to come from a potential function $V(C)$ of the form $\frac{1}{4}C^4 - \frac{C_{eq}}{3} C^3$ (the dotted line), modified by the Heaviside step function as shown in the diagram.]{The source term of the combined equation (Eq. \ref{eq:combined}) can be seen to come from a potential function $V(C)$ of the form $\frac{1}{4}C^4 - \frac{C_{eq}}{3} C^3$ (the dotted line), modified by the Heaviside step function as shown in the diagram. There is still a minimum at $C = C_{eq}$, but the system only flows towards this minimum once the local concentration $C$ has been pushed to a value $C_o \le C_{nuc} \le C \le C_{eq}$ by diffusion. The step function therefore plays the role of a type of nucleation barrier, which must be surmounted by diffusion. NOTE: There should be no confusion of this with the mention of surface diffusion and nucleation barriers in the Chapter X discussion of the temperature dependence of $\pi_{th}$.} \label{fig:potwell} \end{figure}