The boundary integral theory for slow and rapid curved solid/liquid interfaces propagating into binary systems
Abstract
The boundary integral method for propagating solid/liquid interfaces is detailed with allowance for the thermo-solutal Stefan-type models. Two types of mass transfer mechanisms corresponding to the local equilibrium (parabolic-type equation) and local non-equilibrium (hyperbolic-type equation) solidification conditions are considered. A unified integro-differential equation for the curved interface is derived. This equation contains the steady-state conditions of solidification as a special case. The boundary integral analysis demonstrates how to derive the quasi-stationary Ivantsov and Horvay–Cahn solutions that, respectively, define the paraboloidal and elliptical crystal shapes. In the limit of highest Péclet numbers, these quasi-stationary solutions describe the shape of the area around the dendritic tip in the form of a smooth sphere in the isotropic case and a deformed sphere along the directions of anisotropy strength in the anisotropic case. A thermo-solutal selection criterion of the quasi-stationary growth mode of dendrites which includes arbitrary Péclet numbers is obtained. To demonstrate the selection of patterns, computational modelling of the quasi-stationary growth of crystals in a binary mixture is carried out. The modelling makes it possible to obtain selected structures in the form of dendritic, fractal or planar crystals.
This article is part of the theme issue ‘From atomistic interfaces to dendritic patterns’.
1. Introduction
The evolutionary behaviour of interfaces leading to developing multifarious pattern structures is of great significance in different phase transformation processes [1–5]. The Stefan-like moving boundary problems can be especially highlighted as very important tasks reflecting a complex dynamics of evolving patterns [6–12]. The phase interface in such problems is assumed to be atomically rough with thickness of the order of several interatomic distances. Not discussing this problem in detail (see works on phase-field modelling [13–26]) we shall neglect this atomic roughness and assume a sharp interface on the macroscopic length scale.
Methods of analytical and numerical description of the Stefan-type moving boundary problems can be classified as two problem-solving approaches: (i) to find the bulk temperature and solute concentration fields taking into account the phase interface conditions [9–11] and (ii) to formulate and solve the free-boundary problem for the phase interface function (deformation of the interfacial surface) [27–32]. The second approach can be directly used to evaluate the boundary integral suggested by Nash [27], discussed by Nash & Glicksman [28] and then independently detailed by Langer & Turski [29,30]. This method leans upon the Green function technique for the heat (and mass [33]) transfer equations, which allows a single integro-differential equation to be determined for the interface function. Note that Langer & Turski [29,30] developed their original theory to obtain the boundary integral for an Ising-like symmetric model when two phases contact each other at the interface. This theory has become the basis for stability and selection problems of dendritic interfaces [34–45]. Until quite recently, such a coupled thermo-diffusion problem with the help of boundary integral theory was studied only within the framework of the linear temperature gradient model by Kessler et al. [46]. Generalization to the complete coupling of the fields on the interface has been treated in [33].
The boundary integral method has a great impact on interface evolution and pattern formation in different free boundary problems (e.g. with the selection mode of stable dendritic growth [37–39]). This method can also be applied for modelling and testing several crystal growth theories or for comparison of the model results with the phase-field simulations. We demonstrate below how to use the boundary integral theory to also calculate interfacial shapes. Concluding this introductory section, let us especially emphasize that the present work generalizes the boundary integral theory for parabolic heat and mass transfer problems, extends it to the hyperbolic mass transfer in liquid, indicates how to simplify it in the case of steady-state interface propagation and demonstrates how to obtain the classical Ivantsov and Horvay–Cahn stationary solutions and growing shapes. Patterns selected in quasi-stationary solidification are modelled by the boundary integral and numerically solved by a specially developed iteration technique.
2. Thermo-chemical interface propagation under local equilibrium conditions (parabolic heat and mass transport)
Consider the solid/liquid interface propagation into an undercooled binary mixture caused by temperature and solutal gradients when the anisotropies of surface energy and growth kinetics play a preferable role in the evolutionary behaviour of the interface function (deformation of the interfacial surface). To obtain a time-dependent integro-differential equation for this function let us use the Green function technique previously developed by Nasha & Glicksman [27,28] and Langer & Turski [29,30]. A solution procedure is divided into two simple steps which are concerned with a one-by-one consideration of purely thermal and thermo-chemical growth regimes.
(a) Thermally controlled interface propagation
First of all, we consider the thermally induced motion of the solid/liquid interface into an undercooled pure liquid. Let initially the solid/liquid interface be flat in the x-plane, which is perpendicular to the spatial direction z. The interface becomes curvilinear in the course of time due to the presence of instabilities and preferable local growth directions (figure 1). This curvilinear interface is designated by means of the interface function zinterface=ζ(x,t), where t is the phase transition time.
Figure 1. A curved solid/liquid interface.
To find the interface function equation, two possible cases can be applied: (i) equal thermal diffusivities DT in both phases [37,38] and (ii) a one-sided phase transition model where the transport flux is negligible from one of the phases at the moving interface [33]. Let us now consider the first of these approximations. The second one is used below when analysing the chemically controlled interface growth.
At the moving phase transition interface ζ(x,t), the Gibbs–Thomson and heat balance conditions hold true,


is the anisotropic coefficient describing the kinetic growth mode, Tf is the phase transition (freezing) temperature of the planar front at
, dc is the anisotropic capillary length, Q is the latent heat of phase transition released per unit volume of the solid, cp is the specific heat, V is the constant growth velocity, ds is the vector element of the surface area pointing to the liquid phase, subscripts ‘s’ and ‘l’ designate the solid and liquid phases, respectively, and the interface curvature K can be represented in the two- and three-dimensional cases in the form

Introducing the coordinate system moving with velocity V , one can write down the heat transport equation in the liquid and solid phases as

Green’s function G(p|p1) corresponding to equation (2.4) satisfies the following equation:

Multiplying equations (2.4) and (2.5) by G and T, respectively, with their further subtracting leads to

Green’s function determined by equation (2.5) can be expressed in terms of the corresponding Fourier transformation as

to
and passes over all singularities in the ω-plane in order to satisfy the causality condition [30], i is the imaginary unit, and parameter j equals 2 and 3 in the two- and three-dimensional cases, respectively. The integral kernel entering equation (2.7) can be represented as


Because the temperature field is continuous at the phase transition interface, the contribution proportional to ∇1G in equation (2.6) cancels out. Now, we are able to calculate the second integral term containing ∇1T in equation (2.6) on the basis of expression (2.2). Keeping in mind that the last term in equation (2.6) is equal to
[30], we get

stands for the temperature far from the solid/liquid interface and ζ1 designates ζ(x1,t1).If we now move the point p closer to the phase interface and take into account equations (2.1) and (2.10), we come to

is the dimensionless undercooling and
is the kinetic coefficient, and

Let us introduce the following dimensionless variables (ρ is a characteristic length scale):




An important point is that expressions (2.13) and (2.14) represent the basis for the previously developed stability and selection theories of dendritic growth [39–43] in the case of two-dimensional geometry. In addition, equations (2.13) and (2.15) transform to the corresponding expressions of [2,37] in the limiting case ∂ζ/∂t=0, and in the absence of growth anisotropy
if we are dealing with the three-dimensional case. Note that equations (2.13)–(2.15) have been used by Barbieri & Langer [38] in the absence of interface atomic kinetics,
in two- and three-dimensional growth geometries.
(b) Thermally and chemically controlled interface propagation
In this section, we consider the so-called thermo-chemical interface propagation occurring as a result of temperature and solutal gradients when the anisotropies of surface energy and growth kinetics dictate the preferable growth direction. Such a dynamic scenario of interface propagation occurs in a binary mixture during the intermediate stage of phase transformation between the diffusion-limited and pure thermally controlled regimes [47,48].
An isobaric binary system consisting of non-interacting A- and B-kinds of particles (solvent and solute) is under study when the phase transition occurs without the mass density change (i.e. without shrinkage of phases). We also neglect any convective processes of either heat or solute (A- and B-particles) and, as above, consider the conductive mechanism of heat (and mass) transfer. Keeping in mind that the chemical diffusion in the solid phase is much slower than that in the liquid phase [9,49–53], we consider the diffusion of B-particles in liquid only (one-sided model). Therefore, the mass balance equation, written out in addition to the heat balance equation (2.2), takes the form



It is important to note that the interface kinetics previously introduced in the thermal and thermo-chemical problem of solidification has been validated independently by means of other alternative approaches [54,55]. This makes possible a flexible description of thermal and chemical processes at different stages of dendrite growth [56].
Equations (2.4) and (2.18) are equivalent and coincide after replacing DT by DC. Therefore, by analogy with the solution (2.6) for temperature, the solution for the mass transport equation is described by

in liquid far from the solid/liquid interface (for details, see [30]). As a result, we are able to rewrite expression (2.19) as


Now the interface function ζ(x,t) is determined from expressions (2.20) and (2.21) and satisfies the following time-dependent integro-differential equation:



In consideration of the presently formulated thermo-chemical boundary integral, we have used a simple model of a dilute binary mixture. A more realistic boundary integral model of multi-component non-isothermal mixtures can be developed if the diffusion fluxes are written via chemical potentials and, respectively, thermodynamic potentials from all elemental and energetic contributions of the whole mixture, as has been done in models based on the phase-field method [57,58].
Concluding this section, let us underline that the boundary integral that describes the curvilinear interface function ζ(x,t) for the thermo-chemical Stefan problem is given by equation (2.22), whose thermal and concentration contributions are determined by expressions (2.14), (2.15), (2.23) and (2.24). As a special note, the isothermal solute diffusion-limited solidification is defined by equation (2.22). Namely, setting
and PT→0 (in this limiting case,
determined by equations (2.14) and (2.15) vanishes), this case is also described.
3. Thermo-chemical interface propagation under local non-equilibrium conditions (parabolic heat and hyperbolic mass transport)
The aforementioned thermo-chemical boundary integral theory can only be applied for the description of local equilibrium phase transition. Modern experimental facilities allow us to obtain large undercoolings and cooling rates leading to substantial temperature and concentration gradients as well as high rates of phase interface propagation. For instance, the electromagnetic levitation technique allows the liquid phase to be undercooled by up to 400 K below its liquidus temperature. This leads to the highest solidification velocities ranging from 10 to 100 m s−1 [59]. A theoretical description of such deeply undercooled phase transitions depends upon the hyperbolic mass transport equation for solute diffusion [47]. Such a hyperbolic approach has been validated by comparison with experimental data [60], by atomistic simulations of the solute trapping effect for fast fronts [61] and by coarse-graining derivations of the phase-field equations [62].
(a) Mathematical background of the hyperbolic mass transport
Taking the aforesaid into account, we consider the phase interface ζ(x,t) propagating into a metastable medium under local non-equilibrium conditions which are described by the hyperbolic-type mass transfer equation [47] in the laboratory coordinate system

At the curved solid/liquid front ζ(x,t), the mass conservation has the form


The Gibbs–Thomson condition now becomes


(b) Boundary integral equations
The Green function GCH for the hyperbolic mass transport equation (3.1) satisfies




, j=2 and j=3 in the two- and three-dimensional cases, respectively, ρ is a characteristic length scale, J1 is the Bessel function of the first kind, θ is the Heaviside step function, τ*=2τDV/ρ,
, τ=t−t1, W=V/VD, υ=2DC/VD, PC=ρV/(2DC)=W2/τ* is the solutal Peclét number, and all length and time scales, as before, are measured in units of ρ and ρ/V , respectively. Note that Green’s functions (3.8) and (3.9) turn to zero at τ<R2D and τ<R3D, respectively. An important point is that solution (3.7) transforms to the corresponding parabolic Green’s functions determined in the preceding section in the limiting case τ*→0 (see also [27,33]).We especially note that Morse & Feshbach [65] have not considered transport velocities reaching and exceeding the characteristic speeds for the propagation of disturbances, i.e. they have written the Green functions (3.8) and (3.9) only for the case of velocities W=V/VD<1. In the case of alloys, the solidification front can reach or even exceed the atomic diffusion speed. Therefore, we have included in equations (3.8) and (3.9) the conditions RjD<τ and RjD≥τ, which are equivalent to regimes with the growth velocity smaller than the maximum diffusion speed, W<1; V <VD, and regimes with the growth velocity larger than the maximum diffusion speed, W≥1; V ≥VD, respectively.
Now, the interfacial concentration at z=ζ should be written as



, kv is calculated at the time moment t−τ and x1 must be replaced by x1 in the two-dimensional case. Note that PC in equation (3.11) are pulled out of the integrals because they include only constant values of V and ρ related to the quasi-stationary growth mode. Two inequalities in equation (3.12) follow from equations (3.8) and (3.9) as well as from the conditions of the diffusionless solidification Ci=0 and kv=1 with V ≥VD (W≥1; see equation (3.3)).A unified integro-differential equation for the interface function ζ(x,t) is determined from the Gibbs–Thomson condition (2.17) or (2.22) with allowance for the hyperbolic solutions (3.10)–(3.12) as

. As a limiting case, equation (3.13) transforms to equation (2.22) for the parabolic thermo-chemical model when V ≪VD, W≪1.4. Steady-state interface propagation
The boundary integrals derived in the preceding sections can be simplified in the practically important solidification process with a constant velocity V , ∂ζ/∂t=0. This section is concerned with modifications of the thermal and concentration integrals for parabolic and hyperbolic transport.
(a) Thermo-solutal parabolic problem
The right-hand side of equation (2.14) can be evaluated over τ for two dimensions, ζ=ζ(x), by taking into account that the modified Bessel function of zero order is expressed as [66]


Keeping in mind that the modified Bessel function of
-order [66] reads as


In the case of the coupled thermo-solutal problem, keeping in mind equations (2.21) and (2.22), we have the following equation for the interface function, which includes the thermal and concentration contributions
and
:

is determined by equations (4.1) and (4.2) in the two- and three-dimensional case, respectively.Taking into account a certain analogy between the thermal and concentration problems, we are now able to find the concentration integrals
as


Concluding this subsection, let us especially underline that equation (4.3) determines the steady-state interface function ζ(x,y) for the thermo-solutal parabolic Stefan problem, and the integrals
and
are determined by expressions (4.1), (4.2) and (4.4), (4.5).
(b) Thermo-solutal problem in the case of hyperbolic mass transfer
Let us now integrate expressions (3.11) for the quasi-stationary solidification. Completing the squares in the arguments of the hyperbolic cosine and Bessel function J1 in expressions (3.8) and (3.9) and integrating over τ, we arrive at the modified concentration integrals in the two- and three-dimensional geometries, respectively [67]:


Expressions (4.6) and (4.7) are true for V <VD (as in the non-steady case described by equations (3.10)–(3.12)). If V ≥VD, one obtains
in equations (4.6) and (4.7). This result has a clear physical meaning [68]: when the interface velocity V is equal to or greater than the diffusive speed VD, a profile of concentration cannot be created ahead of the interface and the system solidifies by the diffusionless mechanism. Note that the transition to diffusionless solidification proceeds sharply with an abrupt drop point at V =VD in the kinetic curves ‘dendrite velocity–undercooling’ [47].
The steady-state parabolic heat transfer therewith is described by integrals
from expressions (4.1) and (4.2), whereas the interface function ζ(x,y) follows from equation (3.13) at ∂ζ/∂t=0. As a result, the equation for ζ is described by

(c) Selection criterion of stable dendritic growth
This subsection is concerned with a selection criterion σ*=2d0DT/(ρ2V) that determines a combination between the dendrite tip diameter ρ and its tip velocity V . We obtain this combination on the basis of dendritic growth theory developed in a similar paper in the present theme issue [20]. The criterion for σ* given below generalizes previously known criteria and comprises the hyperbolic mass transfer mechanism in a binary melt, growth kinetics and forced convection. The main idea of how to derive this criterion consists in developing the laws for formal transition between the hyperbolic and parabolic equations that describe the solute concentration in the liquid phase.
Let us initially emphasize an important feature of hyperbolic integrals (4.6) and (4.7) characterizing the steady-state dendritic growth at high solidification velocities V (at high growth Péclet numbers PT). This feature resides in the fact that the integrals (4.6) and (4.7) (for the transport described by the hyperbolic equation) transform into equations (4.4) and (4.5) (which are true for the transport described by the parabolic equation) after introducing new spatial coordinates (subscript ‘new’) of the form

,
in the three-dimensional geometry). Indeed, keeping in mind that
(and
in the three-dimensional case), and kv=kv becomes k0, one can conclude that expressions (4.6) and (4.7) become identical to expressions (4.4) and (4.5). Expressions (4.9), in turn, imply that the hyperbolic problem transforms into the parabolic one after substitution
by ρnew in coordinates xnew, ynew and znew. It is important to highlight here that the selection parameter σ* (or combination ρ2V) remains constant during dendritic growth. By this we mean that the tip velocity (1−W2)V should be replaced by Vnew (ρ2newVnew=const.), while the chemical Péclet number PC=ρV/(2DC) becomes
.Expression (3.25) of [20] determines the selection criterion for the parabolic mass transfer mechanism. Taking the aforementioned remarks into account, we rewrite this criterion for the hyperbolic mass transfer mechanism and n-fold symmetry of crystal growth as (for the sake of simplicity, we omit subscript ‘new’ and designate through V and ρ the dendrite tip velocity and its tip diameter for the hyperbolic problem)

Here, kv=kv(V), mv=mv(V) and Ci are determined by relations (3.3), (3.5) and (3.10), respectively. Let us note that, in criterion (4.10), we have rescaled only the chemical Péclet number (the growth Péclet number Pg remains unchanged). This is due to the fact that the rescaling procedure is concerned only with the chemical dendrite selection criterion (the second term in curly brackets of (4.10)) induced by changing the mass transfer from parabolic to hyperbolic. The selection parameter (4.10) has only the thermal contribution in the rapid solidification limit W≥1 (V ≥VD) when the concentration distribution in liquid is frozen and does not contain any inhomogeneities. The hydrodynamic contribution entering in
completely coincides with the parabolic growth problem because this contribution plays a key role only in the limit of slow velocity V when the hyperbolic mass transfer does not occur and the crystal growth proceeds in accordance with the parabolic heat and mass transfers.
The criterion (4.10) contains previously found parabolic selection criteria discussed in [20,69]. The criterion describes the thermally and solutally limited regimes under the control of the anisotropy of surface energy. Limiting cases of the solely kinetic regime of dendritic growth, an influence of kinetic anisotropy and the transition from the thermo-solutally controlled to the kinetically limited regime are given in [43,56]. In these works, asymptotic solutions and sewing with the kinetic regime are shown and discussed. Using asymptotics for the kinetic regime, one can obtain the selection criterion, which includes the kinetic anisotropy additionally to equation (4.10).
In summary, the criterion (4.10) extends the growth criteria derived for the transport described by the parabolic equation and includes hyperbolic mass transfer playing a substantial role in the case of rapid dendritic growth processes [47]. This criterion also generalizes the described limiting regimes and gives a stable relation between V and ρ for the n-fold crystal growth symmetry with allowance for the kinetics and surface energy anisotropies and a forced convective flow.
5. Steady-state Ivantsov solutions
This section is concerned with the question of how to derive the steady-state solutions describing the growth of a parabolic platelet (two-dimensional growth) and a paraboloid of revolution (three-dimensional growth) in the case of parabolic and hyperbolic transfer. At the first instance, we turn our attention to the classical Ivantsov solutions for the thermo-chemical problem.
(a) Ivantsov solutions
Let us demonstrate that the boundary integrals (2.13)–(2.15) and (2.22)–(2.24) include the classical Ivantsov solutions [70,71], which describe the steady-state propagation of a parabolic platelet and a paraboloid of revolution. We assume that the surface energy and kinetic effects are negligible (dc=0, β=0) and ∂ζ/∂t=0.
Let us begin with the thermally controlled growth of a parabolic platelet and consider expressions (2.13) and (2.14). Initially, we substitute the parabolic shape ζ(x)=−x2/2 and replace the integration variable τ by ω as



When we are dealing with the three-dimensional motion of a paraboloid of revolution ζ(x,y)=−x2/2−y2/2, we replace two variables τ and y1 by ω and z1, respectively, in equation (2.15) as



The next step is to differentiate and integrate
with respect to its parameter
with allowance for

As a result, we arrive at the Ivantsov solution describing the liquid undercooling Δ for a paraboloid of revolution [33,70,71],

Combining the obtained equations (5.1) and (5.5), we are able to write down the generalized solution that is valid for the two- and three-dimensional cases

for two-dimensional and j=1 for three-dimensional geometries.In this case of the thermo-chemical Ivantsov solutions, we formally replace PC by PT in integrals (2.23) and (2.24) and keep in mind the concentration factor (1−k0)Ci. Hence, we get

By means of further substitution of
into equations (2.21) and (2.22) at dc=0, β=0 and ∂ζ/∂t=0, we arrive at the familiar interfacial concentration [71]

Expressions (5.1)–(5.8) describe the thermo-chemical propagation of a parabolic platelet or paraboloid of revolution with a constant velocity (for details, see [72]). The aforementioned equations for interface motion (2.13)–(2.15) and (2.22)–(2.24), as a consequence, contain the steady-state Ivantsov solutions so that

Finally, the temperature and solute diffusion fields in liquid around the growing parabolic platelet (two dimensions) and paraboloid of revolution (three dimensions) are

(b) Solutions for the hyperbolic equation of mass transport
Let us now consider the question of how to obtain the steady-state interfacial concentration at the parabolic platelet and paraboloid of revolution in the case of hyperbolic mass transport. This problem was considered in [68,73]. This derivation leans upon equations (3.10), (4.6) and (4.7) and the following auxiliary expression [67]:

Again, in the two-dimensional case we introduce the new variable ω=(x−x1)/α, integrate over x1 and arrive at the integral, which is independent of x. In the three-dimensional case, x=(x,y) and x1=(x1,y1); we additionally introduce the second variable z1=(y−y1)/(x−x1), and integrate over x1 and z1. Omitting mathematical details, we have

and j=1 for the two-dimensional and three-dimensional geometries, respectively.The interfacial solute concentration can be found from expressions (3.10) and (5.11) as [47,68]

and
are determined in (5.6) and (5.11).The concentration integrals (4.6) and (4.7) at PCτ*=W2=1 become zero and the Green functions (3.8) and (3.9) turn to zero in the case W>1. This implies that
and
in accordance with expression (3.10). By this we mean that the concentration profile is constant (diffusionless solidification) ahead of the phase interface when the interface velocity V is equal to or greater than the diffusive speed VD [47]. Expressions (5.12) coincide with those previously found by means of the Ivantsov and Horvay–Cahn methods [68,73] for hyperbolic mass transport. Solutions (5.11) and (5.12) are correct only in some area behind the dendrite tip. Far from the tip, in the region where the undercooling may be much smaller than at the tip, the dendrite velocity can be lower than the diffusion speed, V ≪VD, W≪1. In such a case, the dendrite may grow under local equilibrium conditions and solutions (5.11) and (5.12) transform to the classical Ivantsov solutions obtained using the parabolic transport equations [70,71].
6. Steady-state Horvay–Cahn solutions
A number of experimental data show that in many cases the growing shapes of dendrites are non-symmetric. For instance, ice crystals evolving in pure water and in water–ethyleneglycol solution or dendritic evolution in aluminium nitride, lithium niobate or lithium tantalate represent several examples of the sixfold symmetry which is caused by the hexagonal crystalline anisotropy [4,5,74–78]. In these cases, dendritic shapes do not satisfy the Ivantsov solutions [70,71] and one must use the Horvay–Cahn solutions characterizing possible lower symmetric dendritic shapes [79–81]. In this section, we demonstrate how to derive their analytical solutions from the boundary integral theory.
(a) Parabolic heat and mass transfer equations
Horvay & Cahn [79] showed that the shape of a growing dendrite can be an elliptical cross section, such that the dendritic surface in dimensionless variables is given by

In dimensional form, expression (6.1) becomes

In the steady-state propagation of an elliptical paraboloid into an undercooled liquid with constant velocity V (∂ζ/∂t=0), equation (2.15) reads

This equation can be rewritten by means of expression (6.2) as




Replacing variable ω1 by
, we have


Using the method of differentiation and integration of J(ωd), we have




gives a relation between the unknown dendritic parameters ρ and V . The present solution (6.11) transforms to the Horvay–Cahn twofold solution [80] after transition to the dimensionless parameter a=adPT/ρ
The dimensional Horvay–Cahn temperature distribution in liquid has the form [79–81]

The Horvay–Cahn-type solution for the thermo-chemical problem can be found by analogy with the temperature problem (6.3)–(6.15). Using similarity between the thermal and concentration problems, we have


The function ω=ω(x,y,z) is given by equation (6.1). This equation has three roots, but only one of them is positive for all possible values of parameters. This root is found from the Cardano formula



Analysing the Horvay–Cahn solutions [80], it is suitable to use the parabolic coordinates (ξ,η,φ) connected with the Cartesian ones (x,y,z) as





Thus, the Horvay–Cahn solutions completely follow from the boundary integral theory. The thermo-solutal parabolic problem within the Horvay–Cahn formalism is described by expressions (2.21) and (6.14)–(6.17).
(b) Parabolic heat and hyperbolic mass transfer equations
Replacement of the variable z by zh,

, we get the average tip diameter, chemical Péclet number and elliptical paraboloid equation (6.2) as

The integral equation of the interface motion in dimensionless form is given by equation (4.8), where
reads as (see equations (4.6) and (4.7) and the discussion around them)

Returning to the dimensional coordinates and assuming that the elliptical paraboloid does not change its shape and moves with constant velocity V (i.e.
), we get from equation (6.28) that




, we get


, we obtain





Expressions (6.37) and (6.38) transform to equation (5.11) in the limiting case ad=0 of the circular parabolid. Note that integral (6.37) is identical to integral (6.16) in the case of the parabolic mass transfer mechanism when V ≪VD, P*C→PC and a tends to adPC/ρ. The concentration distribution in the present case is given by expressions (6.17) when PC is replaced by P*C, whereas the temperature field is governed by equations (6.15).
As a final note of this section, the boundary integral theory includes the Horvay–Cahn steady-state temperature and solute concentration solutions within the framework of parabolic and hyperbolic transport equations.
7. A globular shape of dendritic tips at high Péclet numbers
In this section, we demonstrate that the solid/liquid interface, which is determined by the boundary integrals (2.13), (2.22) and (3.13), has a circular (spherical) shape in the steady-state solidification conditions with high Péclet numbers in the case of either the parabolic or hyperbolic description of transport. Setting
and
, we conclude that integrals (2.14), (2.15), (2.23), (2.24) and (3.11) tend to zero, whereas conditions (2.13), (2.22) and (3.13) for the interface function become

Substituting K for the two-dimensional case into (7.1), we get


In the three-dimensional case, we have from equations (2.3) and (7.1)



Now, we solve equations (7.1) and (7.5) to check the shape of the dendrite tip in the anisotropic and isotropic cases. Because the anisotropic capillary length dc and anisotropic kinetic growth coefficient β in the three-dimensional case have the following form (see [48] and references therein):



To obtain the growth velocity V and the tip diameter ρ in equations (7.1) and (7.5), we use the selection criterion σ* as

and
and we have to obtain the surfaces with the finite and non-zero values of V and ρ from equation (7.9), we use σ* from the kinetic growth mode [56],




. The constants a1, a2 and δ0 are given by

For the computation of shapes by equations (7.1) and (7.5) using equations (7.9)–(7.14), we have the chosen material parameters of an Ti-Al alloy given in table 1. The calculations have been made for the steady-state growth at the dimensionless undercooling Δ=1. The results of calculations are shown in figure 2, which demonstrates the areas around the dendrite tips in the anisotropic (a) and isotropic (b) cases. At the large value of the Péclet number, PT=1, chosen in calculations, these shapes are qualitatively consistent with the globular shape appearing at the high-growth regimes of crystal formation [83–87]. Computations by the phase-field model of Karma & Rappel [88] showed that the crystal growth morphology also exhibits non-branching shapes of a globular form at very high undercooling [89]. Even though the characteristic scales of patterns of figures 2 and 3 are different (d0≪10DT/V), these crystal shapes have a clear qualitative similarity: the deformed semi-sphere (figure 2a) has a similarity to the anisotropic spherical globe (figure 3a), and the spherical tip of the dendrite (figure 2b) is similar to the isotropic spherical globe (figure 3b). From this it follows that the solution (7.5) describes the globular tips of dendrites qualitatively consistent with the results of phase-field modelling for high growth rates of crystals.
Figure 2. A globular form of dendritic tips growing from Ti-Al melt at the kinetically limited regime. Dimensionless undercooling Δ=1.0, growth Péclet number PT=1 and with an (a) anisotropic interface and (b) isotropic interface. The anisotropic globular tip is deformed in the direction of anisotropy strength and a smooth globular tip appears in the isotropic case. The scale of capillary length d0 is shown for both figures. Figure 3. Globular shapes of crystals from a morphological spectrum of crystals [89] obtained by the phase-field model of Karma & Rappel [88]. Computations were made for nickel crystals growing with (a) the anisotropic interface at the dimensionless undercooling Δ=1.1 and (b) the isotropic interface at the dimensionless undercooling Δ=1.2. The scale of 10 thermal lengths 10DT/V is shown for both figures.

| parameter | value | ||
|---|---|---|---|
| nominal concentration | ![]() | at.% | 35 |
| adiabatic temperature | TQ | K | 273 |
| thermal diffusivity | DT | m2 s−1 | 7.5×10−6 |
| capillary constant | d0 | m | 9.28×10−10 |
| liquidus slope | m | K/at.% | −8.78 |
| partition coefficient | k0 | — | 0.86 |
| kinetic coefficient | β0 | s m−1 | 1.88×10−2 |
| stability constant | σ0 | — | 0.1 |
| strength of the kinetic anisotropy | αβ | — | 0.5 |
| diffusion coefficient | DC | m2 s−1 | 5.27×10−9 |
With regard to the comparison of patterns reproduced by the boundary integral method (figure 2) and the phase-field model (figure 3), a natural question arises about the preferable applicability of these approaches depending on the modelled system and length scales. Indeed, the phase-field model is a well-established thermodynamically consistent method, which is nowadays developed for many multi-component and multi-phase systems (see [57] and references therein). It must be applied to the transformations and reactions in which the diffuse interface between different states plays a specific role [90,91]. In solidification processes, the diffuse interface has a width of several lattice parameters and a whole pattern, which can be computationally reproduced by the phase-field model, and has a scale from several microns to fractions of millimetres. The boundary integral method is based on the sharp interface formulation in which the thickness of the interface is negligibly small, i.e. it has zero width. Owing to this feature, the boundary integral method may cover macro-scales (up to metres in lengths), for instance in modelling of dendrites and grains growing or melting in the Arctic sea. In addition to this, it can reproduce the dendritic pattern much faster than the phase-field method. Therefore, patterns modelled by the boundary integral method may be used as the first benchmarks for the phase-field model, which can then be used for more precise solutions.
Concluding this section, one has to remark that equation (7.1) represents the Gibbs–Thomson condition in the limit of infinite Péclet numbers. A consistency of such a limiting case with the velocity and acceleration-dependent Gibbs–Thomson equation [92] would be a subject of further analysis.
8. Computational modelling
(a) Model equations
Neglecting the concentration gradient in solid, ∇CS=0, let us introduce concentration
, where Ci(r) is the concentration at the interface and
is the concentration of a solute at infinity. All analytical treatments as well as all numerical approximations are made in the dimensionless coordinates

We shall model a two-dimensional dendrite shape under steady conditions with constant interface velocity. Then, the diffusion mass transport in the region Ω (figure 4) in coordinates (8.1) is described by









Figure 4. A schematic view of the two-dimensional domain with the solid/liquid interface ζSL propagating in the direction of the z-axis.
The boundary integral (8.4) is obtained for W=V/VD=const, and it is considered as the equation for the normal gradient of concentration, ∂u(r)/∂n, which drives the interface. Equation (8.4) and expressions (8.5)–(8.8) are true for an interface velocity smaller than the diffusion speed, i.e. at W<1, V <VD. If the interface moves with a velocity equal to or greater than the solute diffusion speed, W≥1, V ≥VD, diffusionless growth with
, u(r)=0 occurs [60,63], and both sides of the boundary integral equation (8.4) are reduced to zero (see also steady-state solutions (4.6) and (4.7) and the discussion around them). A boundary integral that is consistent with the analytical results does not exist [68]: for the case W≥1, V ≥VD, an arbitrary crystal shape is possible in the isothermally solidified binary mixture. Finally, in the local equilibrium limit, W≪1, V ≪VD, equations (8.4)–(8.8) are reduced to the previously known boundary integral of Saito et al. [31], obtained for the analysis of dendrite shape selection.
In what follows, we shall need one of the features of equation (8.6), namely


The kernel (8.6) has the constant α(r′), which is obtained by integration of the delta function along the phase interface,

,
and
(figure 4). For instance, if the interface is a circle with radius R0, then r′=R0 is the polar coordinate (scalar) that gives

In obtaining equation (8.4), we have used the transition of the integral with infinite limits for the entire domain ζi to the integral on the interface ζSL. Indeed, let us assume that the interface ζSL propagates in the direction of the z-axis (figure 4). Then, the complete interface ζi consists of the phase interface ζSL, which represents the solid/liquid interface of a crystal, and three infinite lines defined by
,
and
. In this case, the integral in equation (8.9) is the sum of the integrals over these lines and over the phase interface,


(b) Numerical method and modelling algorithm
From the computational viewpoint, the boundary integral method is related to the group of front tracking methods. Even though our equation includes local non-equilibrium terms due to W=V/VD, it has the form of the equation solved numerically by Saito et al. [31], whose numerical scheme we use to demonstrate the abilities to model dendrites using the boundary integral.
To construct the numerical scheme, let us consider the interface in the form of a polygonal line having 2N+1 points rj with symmetry relative to the z-axis. Every segment sj=rj+1−rj of the polygonal line is parametrized by λ as

The concentration u and its normal gradient q=∂u/∂n are linearly interpolated between segments at the interface,



To obtain the diagonal elements Hii, we have to use equation (8.14), from which one obtains




Using the numerical scheme (8.15)–(8.22), one can model the formation of the steady dendritic pattern using the following algorithm:
— the solid/liquid interface is chosen initially as a polygonal line that passes through the points r−N,…,0,…,rN;
— the initial value of the normal velocity for these points is Wi;
— the matrix elements Gij and Hij are calculated by equation (8.18);
— the concentrations in the nodes of the polygonal line,
, are calculated using the undercooling balance (9.2), which takes an isothermal approximation into account;— in the solution of the system of linear equations (8.17), the values of a normal concentration gradient, qi, are obtained;
— the mass balance (8.3) allows us to compute the new values of the velocity Wi of the interface and to choose the new value of the velocity W0 for the moving reference frame;
— moving every node in the normal direction on the small distance Wiδt, one obtains the next position of the nodes and entire polygonal line, i.e. the interface;
— at every point ri, the curvature is calculated as being inversely proportional to the radius of a circle which passes through this and two neighbouring points; the normal to the interface is chosen along the radius of this circle.
A convergence to the expected approximated solution of equation (8.4) is a special problem for this investigation. Here, it is merely expected that the above-described algorithm and computational scheme provide the convergence to the quasi-stationary shape of a pattern with a constant interface velocity. The described algorithm does not model a process of growth; rather, it just represents iterations to the quasi-stationary dendritic configuration. In this iterative process, the convergence essentially depends on the initial configuration of the interface, the parameter δt and the distance δr between the nodes of the polygonal line.1 Indeed, δt and δr depend on the length hD=DC/VD, the diffusion length ℓ and the capillary length d0,

9. Pattern selection
The numerical scheme and algorithm formulated in §8 for the boundary integral calculation allow us to study the influence of material parameters and the driving force (undercooling, supersaturation) on the selected quasi-stationary pattern that should appear after the pattern’s temporal evolution. In this work, we demonstrate how the shape of the dendrite depends on the anisotropy of the surface energy and the kinetics of atomic attachment. In addition to this, we shall demonstrate an instability of the Ivantsov analytical solution [40,46] and show that undercooling may be high enough to provide a transition from the non-planar cellular–dendritic front.
The two-dimensional computational domain, in which we simulate convergence to the quasi-stationary dendrite growth (§8), is measured and shown below in units of hD=DC/VD. For the modelling of dendrite formation under constant temperature, we have chosen a Cu-Ni binary alloy with the material parameters given in table 2. In search of the steady-state shape, we quantitatively evaluate the dendrite tip radius R(z)=ρ/2 and dendrite tip velocity W(z)=V (z)/VD depending on the dimensionless coordinate z measured in units hD=DC/VD.
| parameter | value | ||
|---|---|---|---|
| nominal concentration | ![]() | at.% | 70 |
| melting temperature of Ni | Tf | K | 1726 |
| slope of equilibrium liquidus | m | K/at.% | −43.8 |
| equilibrium distribution coefficient | k0 | — | 0.81 |
| diffusion coefficient of Ni in the melt | DC | m2 s−1 | 3×10−9 |
| diffusion speed in the melt | VD | m s−1 | 20 |
| diffusion speed at the interface | VDI | m s−1 | 19 |
| growth kinetic coefficient | μk | m (s−1 K) | 0.24 |
| Gibbs–Thomson coefficient | Γ | K⋅m | 1.3×10−7 |
(a) Selection of dendritic shape
Figure 5 shows the influence of anisotropy on the shape of the dendrite. It can be clearly seen that with the decrease in anisotropy of the surface energy the dendrite becomes thicker and the secondary branching comes closer to the dendrite tip (figure 5a–c). And conversely, the amplitude of the side-branches decreases with the increase in the capillary anisotropy αd. This effect is known from the experiments of Glicksman and co-workers [93,94].
Figure 5. Stroboscopic plots of solidification front positions which show the effect of anisotropy on the dendrite shape selection. Calculations have been made for constant undercooling, ΔT=23 K, constant kinetic anisotropy, αβ=0.07, and various anisotropies of the interfacial energy αd (stiffness): (a) −0.100, (b) −0.085, (c) −0.055, (d) −0.040.
With the lowest anisotropy (figure 5d), the tip radius oscillates in space, exhibiting a non-constant value. The stationary shape, in this case, does not exist even if the kinetic anisotropy is small but not zero. This example demonstrates that, with the small anisotropy of the surface energy and the relatively small undercooling, the kinetic anisotropy does not compensate the beginning of tip splitting.
As a whole, the steady-state dendrites shown in figure 5 differ significantly from the smooth parabolic solutions of Ivantsov. They exhibit branched patterns, which should appear due to noise imposed along the directions with a maximal value of the anisotropy [95,96]—in our case, this is the initially established parabolic contour. Because we did not use subroutines which smooth the computational noise, one can suppose that, in the present calculations, noise may come from the grid’s discretization and summarizing irregularities arising from the competiting side-branches [31]. With the highly discretizating grid, one can expect that the solution will be smoothed when needle-like growing forms are obtained. In this case, reproducing side-branching will be possible by introducing the fluctuation via thermodynamic noise which can be taken into account by the additional term to the transport flux (thermal or chemical diffusion flux).
(b) Instability of the Ivantsov solution, tip splitting and fractal formation
Figure 6a clearly demonstrates that anisotropy of the surface energy provides a constant velocity and steady tip radius. This result completely confirms one of the main outcomes of the solvability and boundary integral theories developed for the selection criterion and shows that the isotropic Ivanstov solution for a needle-like dendrite [70,71] is unsteady [40,46]. However, the value of the stiffness of the surface energy αd should be large enough to preserve the steadily growing dendrite tip. Figure 5d shows that, with a very small value of stiffness, the tip of the dendrite has not found its steady form (within the same size of computational domain as in figure 5a–c) and side-branching has already occurred in the vicinity of the tip. At exactly zero value of the anisotropy, the dendrite tip cannot find and select its constant velocity and the tip radius (figure 6b). We observe that the tip splits with branching that, quantitatively, results in spatially non-monotonic behaviour of the velocity W and tip radius R (figure 7). This non-monotonic behaviour of the velocity with the observed tip splitting exists in the formation of six- or threefold symmetrical patterns induced in ferroelectrics [23] as well as in the formation of fractals [97,98].
Figure 6. Dendrite tip velocity W(z)=V (z)/VD and dendrite tip radius R(z) depending on the dimensionless coordinate z measured in units hD=D/VD. Calculations have been made for constant undercooling, ΔT=23 K, zero kinetic anisotropy, αβ=0, and two values of the anisotropy of the interfacial energy αd (stiffness): (a) −0.145 and (b) −0.0. Figure 7. Tip instability in the isotropic case αd=0 and αβ=0. Undercooling is ΔT=23 K. The size of the computational domain is given in units hD=D/VD.

(c) Morphological transition at high growth rate
Another effect, which may be demonstrated in applications of the boundary integral theory, is well known as a transition from planar to non-planar growth morphology and vice versa [99]. Here, we demonstrate a transition from the cellular–dendritic pattern to the planar front at high growth rate, which was observed experimentally [83,84,100], predicted theoretically [101] and shown in computational simulations [85–87,102]. We qualitatively and quantitatively describe the transition occurring in isothermal rapid solidification of the binary Cu-Ni alloy melt; see the material parameters in table 2 (which are similar to those in [103], where the transition was modelled using mushy zone equations with a cellular automata algorithm).
The results of the present numerical simulations predict cellular–dendritic patterns (figure 8a) which disappear and transform to the planar front (figure 8b) with an increase in undercooling ΔT=TQΔ. As in natural and numerical experiments [83–87,100,102,103], cellular–dendritic structures gradually disappear with the appearance of planar-grained forms or macroscopically smooth planar interfaces, forming a ‘structureless’ example of a pattern.
Figure 8. Transition from a non-planar to a planar solid/liquid interface with the increase in undercooling. Calculations have been made for constant kinetic anisotropy, αβ=0.07, constant anisotropy of the interfacial energy αd=0.1 and for two different undercoolings, ΔT: (a) −35 K and (b) −40 K.
The transition to a planar front in a rapidly solidifying isothermal sample occurs if the phase interface reaches the velocity of absolute chemical stability [104,105]. The two first curves for V and R shown in figure 9 are given by the model predictions from [106] applied to the dendritic solidification of the Cu-Ni melt under constant temperature. With the increase in undercooling, the tip velocity V and tip radius R gradually increase and decrease, respectively. The model [106] predicts that, in close proximity to critical undercooling ΔTCR, the radius R has a minimum and goes to infinity, which shows the transition to the planar interface (figure 9b). This occurs due to the drastic decrease in the solute boundary layer up to the value of its thickness comparable to the capillary length [104,105]—the scale which stabilizes the planar front. At ΔT=ΔTCR, the velocity degenerates into a straight line and merges with the velocity



the solutal undercooling,
the undercooling due to the change in the equilibrium liquidus slope m to the non-equilibrium liquidus slope mv, and ΔTK=V/μk the undercooling which is necessary to attach atoms to the interface. By ΔTCR, we denote the critical undercooling above which the steady-state growth of the planar interface becomes possible.

Figure 9. Theoretical predictions given by the model [107] for the dimensionless velocity W(ΔT)=V (ΔT)/VD and tip radius R(ΔT) measured in units DC/VD. Curves present the growth of Ni-Cu dendrites with αd=0.115 (1) and αd=0.055 (2). The flat interface (3) starts to grow with
at critical undercooling ΔTCR and velocity WA=VA/VD of the absolute chemical stability.
Calculations by equations (9.1) and (9.2) show that the critical undercooling for the beginning of the planar interface growth is ΔTCR≈38 K. From the results of the numerical simulation (figure 8), one can see that the transition from the non-planar to the planar interface proceeds; namely, in the range of ΔT=35−40 K, which includes this predicted value of the undercooling ΔTCR. Therefore, the present modelling based on the boundary integral theory gives the quantitatively correct interface velocity, as predicted by the sharp interface model [106] based on the solvability criterion for the selected growth mode of the dendrite.
10. Conclusion
The review paper presents analytical and numerical solutions of a Stefan-type thermo-diffusion problem formulated in terms of a single integro-differential equation for the interface function. The previously known results for parabolic heat and mass transfer are detailed and generalized for rapid phase transition processes accounting for the hyperbolic mass transfer for solute diffusion. The generalized integro-differential equation for the transient interface function contains exhaustive information concerning different peculiarities of interface propagation as well as the structural transformations and growing shapes met in the phase transition processes.
The formulated boundary integral equation contains the previously known growing shapes of dendrites obtained by Ivantsov [70,71] and Horvay & Cahn [79] for local equilibrium steady-state solidification regimes (parabolic equation for heat transfer). In the case of rapid solidification processes, when the transport of particles is described by the hyperbolic equation, the boundary integral equation leads to the steady-state solutions with the inifinite rotational symmetry obtained in [73]. If we are dealing with the finite rotational symmetry of an elliptical paraboloid, the solution for the interface function gives the steady-state solution described in [68] for the case of hyperbolic mass transfer, which includes previously known solutions [70–73,79–81] as limiting cases.
In the limit of large Péclet numbers,
and
, the boundary integral gives semi-spherical solutions for the solid/liquid interface in the vicinity of the dendrite tip. These solutions predict a globular form deformed in the direction of anisotropy strength or a smooth globe in the isotropic case. A qualitative similarity between the boundary integral solution describing globular tips of dendrites and the results of phase-field modelling of globular crystals has been shown for anisotropic and isotropic shapes growing at high growth rates.
In the numerical modelling, we have illustrated the flexibility of the boundary integral theory in reproducing various effects in dendritic growth:
— selection of the dendrite tip velocity and tip radius;
— morphological instability of a smooth parabolic ‘crystal/liquid’ interface with secondary branching propagation along the dendrite surface;
— influence of the interfacial anisotropy on dendrite tip stability with regard to its splitting and the appearance of fractal shapes of crystals;
— transition from cellular–dendritic structures to the planar front at high growth velocity.
Data accessibility
This article has no additional data.
Authors' contributions
All authors contributed equally to the present review paper.
Competing interests
The authors declare that they have no competing interests.
Funding
This work was supported by the Russian Science Foundation (grant no. 16-11-10095) and the German Space Center Space Management under contract no. 50WM1541.
Footnotes
1 We have provided the algorithm which does not lead to different steady patterns due to different initial configurations of the interface. But the duration of convergence to the final steady pattern, indeed, depends strongly on the initial configuration.
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