An Introduction to Adequate Cooling Methods - Extreme Cooling
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Phase-Change, Refrigeration Cooling
Phase change, refrigeration units, cascades, Peltier TECs, submersion setups, and chilled water cooling kits are becoming quite popular. They are high end and considered to be needed only by enthusiasts. Peltier is also based on a modified water cooling loop, where there is something between the integrated circuitry which gets hot and the water block (hot on one side, and cold on the other side).
The purpose of chilled water cooling setups, or modified loops with Peltiers, is to cool down the water, so a radiator may not be needed in these cases. They are a bit harder to install and maintain but they are more effective. You can keep your temperature below zero degrees Celsius easily.
Just a tip if you're interested in these cooling methods: don't forget about antifreeze (frozen water won't cycle in your loop) and insulation. Vapor chase refrigeration systems and phase changes are difficult to build on your own if you don't know what you're doing. There is currently a "Prometeia Mach II GT Phase Change Cooler" on the market that is really expensive, but it's amazing. If you are an enthusiast into overclocking, and you can afford one, pick it up and you will be satisfied. The Mach II GT will lower your temps down to -20 ~ -30C range, giving you headroom for aggressive overclocking. Here's a photo of the Prometeia Mach II GT:

Dry Ice, Liquid Nitrogen Cooling
These are the most effective cooling methods currently available. Keep in mind that you can't use these methods all the time, 24/7. Dry ice and LN2 will both evaporate so refilling is necessary. These are strictly for the enthusiast. Basically, you need to be very careful with these. Otherwise you can do harm not only to your system but to yourself as well. Safety measures must be taken before using either of these methods; also, you must get a LOT of information, because you must know what you are doing when handling dry ice or LN2. Read up on these things. Liquid nitrogen evaporates at -196C, while dry ice has a temperature near -78C. You need both special tubes and insulation to be ready. Then fill the tube with LN2 or dry ice and do your benchmark as quickly as possible. Otherwise you can run out of LN2 or dry ice in the middle of benchmarking which is annoying and quite dangerous.
Conclusions
Now I'm sure you can decide on a cooling method and pick the most suitable one for your system and your budget. There are also a few points that you should not forget. First, a good ventilated case is a necessary component if you don't plan to run your system on a workbench/desk without a case, which is quite common nowadays. Then you could use literally huge heat sinks that otherwise wouldn't fit into your case like the Noctua NH-U12, Thermalright Ultra 120, Big Typhoon, Cooler Master Hyper 6+ and so on.
A mid-tower or larger case is recommended if you want to have enough room for stuff inside and for ventilation. You can also mod a case if you own a dremel and you enjoy fiddling with computer stuff. Otherwise an aftermarket case with a blowhole and a few intake and exhaust fans will really help your overall airflow. You could also pick up 80mm/120mm fans as I explained, choosing the best for your budget, and then mount them your way.
The second important consideration is the thermal compound. Don't forget about Arctic Silver 5, it's wonderful. The difference in going from stock thermal compound to AS5 can be from 4C degrees up to 12C so it's a really amazing and much-needed product.
If there will be a serious load on your hard drives, then you may consider picking up an aftermarket hard drive cooler or fan. Let's face it, a really ventilated case with good air flow is enough to keep hard drives cool (depending on drives, of course; Maxtor's tend to produce more heat). Rounded IDE cables are also a great way to improve air flow.
My last piece of advice is to remember to open up your system and clean it once every 3-6 months. Clean out the dust, reseat the heat sinks if needed, reapply thermal compound, and do a complete check. It's a good way to prevent computer problems. Well, it really looks like we came to the end of this article. Stay tuned, the next part is coming.
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