9th International Conference on Hydrodynamics October 11-15, 2010 Shanghai, China

61

2010, 22(5), supplement :61-66

DOI: 10.1016/S1001-6058(09)60170-0

Bifurcation behavior of laminar flows of a boundary layer problem

Chun-qing Lu Department of Mathematics and Statistics, Southern Illinois University Edwardsville Edwardsville, IL 62026, USA E-mail: clu@siue.edu
ABSTRACT: This paper presents a theoretical analysis on the bifurcation behavior of solutions to a nonlinear equation f ''' ff '' = 0 with boundary conditions: f (0) =C , f (0) = and f '() = 1 where and C are parameters. It shows that if 0 including the case 1 , then for any C the boundary value problem has at most one solution. However, for any < 0 , there exist some C < 0 such that the boundary value problem admits at least two solutions. KEY WORDS: Laminar flows, Bifurcation, Boundary Value Problem, Plasius equation.

of the fluid is a constant. The shear stress is XY = K U / Y where

directions, and the density

K > 0 is constant. Furthermore, we may assume appropriate boundary conditions as U ( X , 0) = U w ,U ( X , ) = U ,V ( X ,0) = Vw ( X ). Define a similarity variable = Y (U / 2 X )1/ 2 and a stream function ( X , Y ) = f ( )(2U X / ). Then, Eq. (1) and (2) can be reduced to a third order nonlinear ordinary differential equation, f ( ) + f ( ) f ( ) = 0, f (0) = C , f (0) = , f (+) = 1, where

1 INTRODUCTION Laminar flows near a porous semi-infinite flat plate can be produced, if the plate moves at a constant speed U w in a direction parallel to a uniform stream flow of an incompressible fluid. Assume that a constant U is the stream fluid velocity. We further assume that the body force, external pressure gradients and the viscous dissipation do not exist and that the same fluid is being injected or sucked through the plate with a velocity Vw ( X ), which is the mass transfer. Then the laminar flow satisfies the following Navier-Stokes equations:
U V + = 0, X Y U V 1 XY U +V = X Y Y

= Uw / U

is

the

velocity

ratio,

C = Vw (2 X / U )1/ 2 is constant related to mass suction if it is negative or mass injection if positive. If = 0, then the plate does not move. The case > 0 implies that the plate and stream fluid move in the same direction while if < 0 then they move in opposite directions.

(1)

(2)

where the X and Y axes are taken parallel and perpendicular to the plate respectively, U = U ( X , Y ) and V = V ( X , Y ) respectively are the velocity components of the laminar flow in X and Y

The boundary layer flows introduced above are encountered in glacial advance, in transport of coal slurries down conveyor belts, and in several other applied areas such as geophysics, meteorology, oceanography, etc. (see [1] and references there). The case = C = 0 is the original Blasius problem. The problem has been studied by many researchers in the cases C or 0 [16]. Zheng et al. [7] generalized Soewonos work [6]. Recently, this author [8, 9] found a new condition for existence of solutions to Eq. (3)-(4).

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9th International Conference on Hydrodynamics October 11-15, 2010 Shanghai, China This shows that f > 0 if > 0 or f < 0 if a < 0 and as long as the solution exists. If > 0, then f ( ) is increasing for all 0 , we can use f as an independent variable, which is the Crocco transformation. Let x = f ( ) . Set f ( ) = g ( x ). Then, direct calculus produces g ( x) = f ( ) and
g ( x) = x / g ( x). The initial condition (5) becomes g ( ) = , g ( ) = C .

This paper continues previous works [8-9] . It presents a theoretical proof of the bifurcation behavior of the solutions of (3)-(4). The paper uses topological shooting method to prove the uniqueness of the flow for 0 and the existence of multiple flows for the case < 0. For the case > 1, only numerical results were reported [10]. It is obvious that the boundary value problem has no solution at all when > 1 and C 0. This paper simplifies proofs in [9] and adds the theoretical analysis for the case > 0 including > 1, which has not been seen elsewhere.
2 MAIN RESULT

(6) (7)

The main result of the paper is stated in the following two theorems.
Theorem 1. If 0 , then there exists at most one solution to the boundary value problem (3)-(4). Theorem 2. If < 0, then there exists at least an

Note that the function x / g is locally Lipschitz for g 0 and for any x, so the classical existence and uniqueness theorem of the initial value problem can be applied. For the case > 0 (or < 1 ), it is observed that any solution g ( x ) of (6)-(7) is defined on [ , y ] where g ( y ) = 0 and y 0 depending on , C , and . Let F : ( f , f , f ) ( x, g , g ) be a mapping defined by f ( ) = g ( x ), f ( ) = x, and f ( x ) = g ( x ) where f > 0. Then the above discussion shows that F is not only one-to-one but also a deffeomorphism. In addition, the boundary value of f at infinity, lim f ( ) = y is the value of the new independent variable x at which the solution g ( x ) of (6)-(7) blows-up, i.e., g ( y ) = 0. In other words, the rightmaximal interval of the solution g ( x ) of (6)-(7) is [ , y ). This means that y is the largest value of x such that g ( x ) exists in [ , y ] and the equation is satisfied for x [ , y ) . On the other hand, if a solution g ( x ) of (6)-(7) reaches zero as x = y , then the boundary condition y = lim f ( ). Thus, f ( ) = 1 at = is equivalent to g (1) = 0. This means that if g ( x ) has the right-maximal interval [ , y ), i.e., g ( y ) = 0 , then y 0 . In this paper, this value of y is called the vanishing point of g ( x).
Lemma 1. For given real and C the vanishing point y = y ( ) is a continuous function of when y 0. Proof. Suppose > 0 and the solution of (6)-(7) exists on [ , y ). It is noticed that for any

interval of value of C < 0 such that the boundary value problem (3)-(4) has at least two solutions.

Theorem 1 shows the uniqueness of the solution for positive , which implies that if the plate and the stream flow move in the same direction, then there exists only one type of laminar flow. Theorems 2 provides the existence of multiple solutions of the problem and gives an estimate of a relation of C < 0 and < 0. It means that if the plate and the stream flow move in opposite directions, then there exist at least two different types of laminar flows for some C < 0 (mass suction).
3 MATHEMATICAL PROOFS

Consider equation (3) with the initial condition,

f (0) = C , f '(0) = , f (0) = ,

(5)

where is a parameter to be determined. In what follows, the notation (3)-(5) means (3) and (5). Our goal is to find an appropriate value of such the solution of Eq. (3)-(5) satisfies f ( ) = 1. Let f ( ) be a solution of the initial value problem (3)(5). Multiplying the integrating factor Exp( fdt )
0

on both sides of Eq (3) and integrating the resulting equation, we obtain f ( ) Exp( fdt ) = . Hence,
0

x0 , x [ , y ), the following equations hold:

g ( x ) = g ( x0 ) [t / g (t )]dt ,
x0 x

f ''( ) = Exp( fdt ) as long as the solution exists.

0

9th International Conference on Hydrodynamics October 11-15, 2010 Shanghai, China

g ( x ) = g ( x0 ) + g ( x0 ) ( x x0 )
x x0 x

63

s x0

[t / g (t )]dtds (9)

g ( x p , 0 ) < / 2 and g ( x p , 0 ) < / 2 . On the closed

= g ( x0 ) + g ( x0 ) ( x x0 ) [( x t ) / g (t )]tdt.
x0

interval [ , x p ] , there exists a real > 0 such that if

( 0 , 0 + ),

then

| g ( x, ) g ( x, 0 ) | <

Assume that for a given value 0 > 0, the vanishing point y0 = y ( 0 ) of g = g ( x, 0 ) is positive. It follows from equation (6) that lim x y0 g ( x) = . From (8),
lim x y g ( x ) = ,

and g ( x, ) g ( x, 0 ) < for x , x p . We can particularly choose small enough so that the following two inequalities hold:
g ( x p , 0 ) / 2 < g ( x p , ) < 2 g ( x p , 0 ), 2 g ( x p , 0 ) < g ( x p , ) < 0.

since the integration in (8)

diverges to infinity as x y0 and g ( x ) 0. For a sufficiently small > 0 and for a sufficiently large M > 0, there exists a real number x0 (0, y0 ) such that y0 x0 < / 2, g ( x0 ) < , g ( x) < g ( x0 ) and g ( x) < g ( x0 ) for all x ( x0 , y0 ). Then, there exists a number > 0 such that the solution g ( x ) = g ( x, ) of (6)-(7) exists in the interval [ , z ] with | z x0 |< , | g ( x, ) g ( x, 0 ) |< , and | g ( x, ) g ( x, 0 ) |< for x ( x0 , x0 + ) if ( 0 , 0 + ) (0, ). Then, the concavity of the solutions gives the conclusion of the lemma. If < 0 , then f is decreasing, so we use f ' = x as the independent variable and set f ' = x and f ( ) = g ( x) .Then, the reduced equation takes the form g ( x) = x / g subject to the initial condition g ( ) = C , g ( ) = . The argument is similar to the case > 0 (see the proof of theorem 1 below for detail).
Remark 1. Lemma 1 holds for all . The vanishing point y of g also depends on and C. One can similarly prove that y ( ) = y ( , , C ) is also a

Then we consider two possible cases as follows. (1) The solution g ( x, ) (6)-(7) is monotone, for ( 0 , 0 + ) and i.e. g ( x, ) < 0
x [ , 0). Then for x > x p where x p was chosen as

above. We see | g ( x, ) |< g ( x p , ) < 2 g ( x p , 0 ) and

g ( x, ) < g ( x p , ) < 2 g ( x p , ). This shows that
g (0, ) < and g (0, ) < .

(2) g ( x, ) is not monotonic for { n }n =1, 2,... and

g ( x, n ) has a zero point zn in the interval [ ,0) for infinitely many ns. We can assume that g ( zn , n ) = 0 for zn [ ,0) and for n 1. We then

claim that there would be a subsequence of {zn }, which is again denoted by {zn }, such that zn 0 as n . For the sake of simplicity, denote g ( x, n ) = g n ( x) and g ( x, 0 ) = g ( x). We now prove that there exists a subsequence of {g n ( zn )}, again denoted by {g n ( zn )}, such that g n ( zn ) 0 n . There are following two possibilities. (a) There exists a subsequence of {zn }, as

continuous function of and C if y 0.

Lemma 2. Let g ( x, 0 ) be a solution of (6)-(7) with

again

denoted by the same notation {zn }, such that

the vanishing point y ( 0 ) = 0 for < 0 and 0 > 0 Then, lim 0 g (0, ) = 0 and lim 0 g (0, ) = 0 .
Proof. Assume that zero is the vanishing point of g ( x, 0 ). It follows that g must diverge to infinity

g n ( zn ) g ( zn ) for n = 1, 2,.... Then, g n ( x) > g ( x)

if g is bounded, then as x 0 . Otherwise, g would be bounded at x = 0. Thus, we can extend the solution to cross the origin so that the vanishing point would be y ( 0 ) > 0, a contradiction. For any given > 0, we choose x p < 0 with

for x > zn since g n is increasing after zn and g is decreasing. Hence, from (8), 0 t (0) dt = g (0) g ( zn ) < . By Taylors gn zn g ( t ) theorem, g n (0) = g n ( zn ) + g n (n )( zn )
g n ( zn ) + g n (0)( zn ) < 2 ,

where n ( zn , 0). It shows that in this case, the lemma holds.

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9th International Conference on Hydrodynamics October 11-15, 2010 Shanghai, China gives the uniqueness of the solution to the boundary value problem. Now assume 1. In this case, boundary value problem (3)-(4) admits a solution only if f (0) = < 0. let z = f ( ) and h = f ( ) . The reduced equation then becomes
h( z ) = z / h( z ), and the initial condition takes the form, h( ) = , h '( ) = C.

(b) There exists a subsequence of {zn }, again denoted by {zn }, such that g n ( zn ) < g ( zn ) for all positive integers n. We can still prove that (0, n ) |< (for detail see [10]). g n (0, n ) < and | g n This proves that for any sequence of in a neighborhood of 0 , it must have a subsequence whose corresponding solution sequence {g (0, )} as well as their derivatives {g (0, )} converges to zero. The proof of Lemma 2 is complete. At this moment, we proved that if g ( x) = g ( x, 0 ) is a solution of (6)-(7) whose vanishing point y0 = y ( 0 ) = 0. Then, g ( x) 0, g ( x) . as
x 0. And for any > 0 there exists a > 0 such that for ( 0 , 0 + ) (0, ), the solution g ( x, ) of (6)-(7) either vanishes at x = 0 or has the property that g (0) < and g (0) < .
Remark 2. As we will see in the proof of Theorem 1 below, there is no need to prove the continuity of y = y ( ) at y = 0 for the case > 1, because we start at f (0) = > 1 and shoot to f ' = 1, and will no go further to f ' = 0. Lemma 3. Let g ( x, 0 ) be a solution of (6)-(7) with

(10) (11)

This is the case < 0 and z < 0 . Eq. (10) shows that any solution of (10)-(11) is concave down ( h( z ) < 0 ) as long as z < 0 and h( z ) > 0. Set = . For fixed z < 0 , h( z ) increases as h > 0 increases. The solution h( z , ) of (10)-(11) is an increasing function of , which can also be observed from a formula similar to (9),
h ( z ) = h ( z0 ) + h ( z0 ) ( z z0 ) + [( z t ) / h (t )]tdt. (12)
z0 z

the vanishing point of g ( x, ).

y ( 0 ) = 0 for

< 0 . Then,

lim 0 y ( ) = 0 where y ( ) is the vanishing point

Again, we denote the vanishing point of the solution h( z ) = h( z , ) by y = y ( ), i.e., h( y ) = 0. Since the solution h( z , ) of Eq. (11)-(12), for > 0 and for z < 0, is increasing with respect to the initial value , the vanishing point y ( ) is also an increasing function of . Therefore, there exists at most one such that h( z ) vanishes at z = 1 ( f ' = 1 with f = 0 ). To prove the existence of solution of (3)-(4) for > 1, we need to show that y ( 1 ) < 1 for some 1 and
y ( 2 ) > 1 for some 2 > 1 > 0. For the sake of simplicity, only give a proof of the case C < 0.

Proof. By Lemma 2, if is close to 0 , then g (0, ) and g (0, ) > 0 are very close to zero. Regardless the sign of g (0, ) , as long as it is close to zero, the concave downward property of solution g ( x) makes g quickly goes to zero (see [9]).

Next, using Lemmas 1-3, we prove Theorems 1 & 2.

3.1 Proof of theorem 1.

First consider the case 0 < 1 . From (9), it is seen that g ( x, ) is an increasing function in if
x0 = 0. This shows the uniqueness of the solution

of

g (1, ) = 0.

It means that if g (1, 1 ) = 0

or

y (1 ) = 1 for

some 0 and C , then for the

y ( 0 ) < y (1 ) < y ( 2 ) provided

same and C ,

0 < 1 < 2 . This monotonic property of the solution

By Taylors Theorem, from z '' < 0 as long as z < 0, we see h( z ) < h( ) + h '( )( z + ) = + C ( z + ). It is seen that h becomes zero before z = / C which can be chosen to be less than -1 for sufficiently small 1 > 0. Then, we claim that as , h(1) . Otherwise, if h(1) keeps bounded, then, h( ) = [h(1) ] / ( 1) is unbounded for some ( , 1) by the Mean Value theorem. It turns out that h(1) is unbounded, and therefore, h( ) = [h(1) h( )] / ( 1) is unbounded at some ( , 1) which is a contradiction, since h < z / h(1) is bounded. This shows that

9th International Conference on Hydrodynamics October 11-15, 2010 Shanghai, China

h( z ) becomes zero after z = 1 and that there exists a
vanishing point y. The vanishing point
+

65

y ( )

positive number 2 such that y ( 2 ) > 1. The proof of Theorem 1 is complete.

Remark 3. For the case C 0 and 0 1, if the solution of the boundary value problem (3)-(5) exists, the uniqueness of the solution can be proved similarly. However, the solution may not exist if C is too large [8] . Lemma 4. lim y ( ) = , if < 0 and C < 0. Proof. Assume that M > 0 is sufficiently large and C < 0. From (8), we can choose large enough such . Note that that g ( 0, ) > M and C < g ( 0, ) C 2

diverges to infinity as and 0 . Since y ( ) is a continuous function of in (0, ), it must have a minimum value y ( 0 ) 0 for some

0 > 0.
3.2 Proof of theorem 2.

Choose C = 3
2 3

and is a

2 3

. Then, the function g( x) =

3 2

( x )

3 2

solution of Eq. (3)-(5). This solution vanishes at x = 0, or it vanishing point is y = 0. For this specific value of C, the graph of y ( ) touches the line y = 0 at =
2 3

. By the continuity of y ( ) ,

3 2

g ( x)

is

concave

up

for for
x t M

x 0. x 0.
2

Then, Hence,
C 2

g ( 0, ) C M if C + M . As to g ( x),

g ( x) + C ( x ) C

y ( ) maps the half real line (0, ) of to [0, ), because the continuous function preserves the connectedness of the interval. Since y ( ) goes to infinity as and 0+ , the line y = 1 must intersect the curve y = y ( ) = y ( , C ) at least two times, i.e., there exists at least two numbers 1 and

we use (8) to get g ( x ) C

2

dt C + 2M <

for

x [ ,0] if M > . In this case, we observe that g |C |

is a decreasing function in [ , 0] because C < 0. Then, from (9), we see that as long as g
x
M 2

2 such that y (1 , C ) = y ( 2 , C ) = 1. This shows the existence of multiple solutions for the specific value
of C = 3 . To find out an interval of C for which the multiple solutions occur, we choose C0 3 . apply the theorem that the solution g ( x, , C0 , l ) of (3)-(5) continuously depend on the initial values on any finite interval. As a result, there must be an interval ( C1 , C2 ) of C0 such that the line y = 1 intersects the graph y = y ( , C ) at least two times for C (C1 , C2 ). This implies the existence of multiple solutions of the boundary value problem for the set ( , C ) where C = 3 .

t( x t) dt. From (9), we get g ( x ) M + Cx 2 0 M g ( xM ) = M M + CxM 31 x3 , which indicates that 2 M M xM as M and hence

. Therefore,

y as because y > xM . The proof of the lemma is complete.

Lemma 5 lim 0+ y ( ) = , if < 0 and C < 0. Proof. First, we can prove that for sufficiently small > 0, g must attain its zero point z0 = z0 ( )

and z0 is sufficiently close to , i.e., z0 0 it follows that as 0. Since 0 < g ( z0 ) < , g ( z0 ) is sufficiently large. Then, we can prove that g (0), g (0) as 0 [9]. The rest argument is similar to the proof of Lemma 4. This completes the proof of Lemma 5. Here is the outline of the graph of g ( x, ) : as , g ( x, ) is a decreasing function that changes the concavity at x = 0; as 0, g ( x, ) quickly reaches its local minimum at z0 < 0 then it increases and changes its concavity at x = 0 where g (0) becomes sufficiently large. It must attain its maximum at an x > 0 , then decreases to zero at its

4 CONCLUSION

This paper analyzes the bifurcation behavior of solutions to the boundary value problem (3)-(4) as the parameter varies. Throughout the proofs of the paper, we only state that the graph of y ( ) is like Ushaped when < 0. In this case, the monotone property of solutions g ( x, ) of (3)-(5) in no longer holds. The theoretical proof of the exact number of multiple solutions may not be too simple. It is obvious that if = 0, then the only solution satisfying the boundary value problem is f ( ) = + C , which has the initial value f (0) = C and f (0) = 1 for any C. As mentioned in Remark 3,

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9th International Conference on Hydrodynamics October 11-15, 2010 Shanghai, China

J Mech Appl math, 1986, 39: 17 - 24. [5] Hussaini M Y, W D Lakin, A Nachman. On similarity solutions of a boundary layer problem with an upstream moving wall. SIAM J Appl Math, 1987, 47(4)::699 70. [6] Soewono K Vajravelu, R N Mohopatra. Existence and nonuniqueness of solutions of a singular nonlinear boundarylayer problem. J Math Anal Appl, 1991, 159: 251 - 270. [7] Zheng L C, J C He. Existence and non-uniqueness of positive solutions to a non-linear boundary value problem in the theory of viscous fluids. Dyn Sys Appl, 1999(8): 133 - 145. [8] Lu C. Multiple solutions of a boundary layer problem. Comm Nol Sci Num Sim, (2007(12): 725-734. [9] Lu C. A New set of solutions to a boundary layer problem. Nonl Sci Num Sim, to appear. [10] Fang T. Further study on a moving-wall boundary-layer problem with mass transfer. Acta Mechanica, 2003,163: 183-188

the bifurcation behavior also occurs when parameter C varies. These analyses and other related work will be reported later.
REFERENCES
[1] Nachman A, A Callegari. A nonlinear singular boundary value problem in the theory of pseudoplastic fluids. SIAM J Appl Math, 1980, 38( 2): 275 - 281. [2] Weyl H. On the differential equations of the simplest boundary-layer problems. Annals of Math, 1942, 43(2): 385-407. [3] Callgrari A J, M B Friedman. An analytical solution of a nonlinear, singular boundary value problem in the theory of viscous fluids. J Math Anal Appl, 1968, 21: 510-529. [4] Hussaini M Y, W D Lakin. Existence and Non-uniqueness of similarity solutions of a boundary-layer problem, Quart